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

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

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

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

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

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

|                                                                |        |                                                            |  |  |  |  |  |  |
|----------------------------------------------------------------|--------|------------------------------------------------------------|--|--|--|--|--|--|
| Maryland                                                       |   | 80-0789789                                                 |
| (State or other jurisdiction of incorporation or organization) |   | (I.R.S. Employer Identification Number)                    |
|                                                                |        |                                                            |
| 520 Madison Avenue, 40th Floor, New York, NY 10022             |        | (212) 813-4900                                             |
| (Address of principal executive office) (Zip Code)             |        | (Registrant’s telephone number, including area code) |

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

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

|                               |                   |                                           |  |  |  |  |  |  |
|-------------------------------|-------------------|-------------------------------------------|--|--|--|--|--|--|
| Title of Each Class           | Trading Symbol(s) | Name of Each Exchange on Which Registered |
| Common stock, $0.01 par value | CGBD              | The Nasdaq Global Select Market           |

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

----

|               |                                                                                                                     |     |  |  |  |  |  |  |
|---------------|---------------------------------------------------------------------------------------------------------------------|-----|--|--|--|--|--|--|
|               |                                                                                                                     |     |
| Part I.  | Financial Information                                                                                               |     |
| Item 1.  | Financial Statements                                                                                                |     |
|               | Consolidated Statements of Assets and Liabilities as of June 30, 2020 (unaudited) and December 31, 2019             | 3   |
|               | Consolidated Statements of Operations for the three and six month periods ended June 30, 2020 and 2019 (unaudited)  | 4   |
|               | Consolidated Statements of Changes in Net Assets for the six month periods ended June 30, 2020 and 2019 (unaudited) | 5   |
|               | Consolidated Statements of Cash Flows for the six month periods ended June 30, 2020 and 2019 (unaudited)            | 6   |
|               | Consolidated Schedules of Investments as of June 30, 2020 (unaudited) and December 31, 2019                         | 7   |
|               | Notes to Consolidated Financial Statements (unaudited)                                                              | 31  |
| Item 2.       | Management’s Discussion and Analysis of Financial Condition and Results of Operations                         | 70  |
| Item 3.       | Quantitative and Qualitative Disclosures About Market Risk                                                          | 101 |
| Item 4.       | Controls and Procedures                                                                                             | 102 |
| Part II. | Other Information                                                                                                   |     |
| Item 1.       | Legal Proceedings                                                                                                   | 103 |
| Item 1A. | Risk Factors                                                                                                        | 103 |
| Item 2.       | Unregistered Sales of Equity Securities and Use of Proceeds                                                         | 103 |
| Item 3.       | Defaults Upon Senior Securities                                                                                     | 103 |
| Item 4.       | Mine Safety Disclosures                                                                                             | 103 |
| Item 5.       | Other Information                                                                                                   | 103 |
| Item 6.       | Exhibits                                                                                                            | 104 |
|               | Signatures                                                                                                          | 105 |

----

|                                                                                                                                                                                                        |                 |                 |                   |                 |        |                 |        |  |  |  |  |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-----------------|-----------------|-------------------|-----------------|--------|-----------------|--------|--|--|--|--|
|                                                                                                                                                                                                        | June 30, 2020   |                 | December 31, 2019 |
| ASSETS                                                                                                                                                                                                 | (unaudited)     |                 |              |
| Investments, at fair value                                                                                                                                                                             |                 |                 |                   |
| Investments—non-controlled/non-affiliated, at fair value (amortized cost of $1,808,731 and $1,960,755, respectively)                                                                         | $               | 1,692,073  |              |                 | $      | 1,897,057  |   |
|                                                                                                                                                                                                        |                 |                 |                   |
| Investments—controlled/affiliated, at fair value (amortized cost of $239,618 and $240,696, respectively)                                                                                     | 215,482    |            |                   | 226,907    |   |
| Total investments, at fair value (amortized cost of $2,048,349 and $2,201,451, respectively)                                                                                                           | 1,907,555  |            |                   | 2,123,964  |   |
| Cash and cash equivalents                                                                                                                                                                              | 29,916     |            |                   | 36,751     |   |
| Receivable for investment sold                                                                                                                                                                         | 53         |            |                   | 6,162      |   |
| Deferred financing costs                                                                                                                                                                               | 3,749      |            |                   | 4,032      |   |
| Interest receivable from non-controlled/non-affiliated investments                                                                                                                                 | 10,873     |            |                   | 9,462      |   |
|                                                                                                                                                                                                        |                 |                 |                   |
| Interest and dividend receivable from controlled/affiliated investments                                                                                                                            | 5,589      |            |                   | 6,845      |   |
| Prepaid expenses and other assets                                                                                                                                                                      | 899        |            |                   | 317        |   |
| Total assets                                                                                                                                                                                           | $               | 1,958,634  |              |                 | $      | 2,187,533  |   |
| LIABILITIES                                                                                                                                                                                            |                 |                 |                   |
| Secured borrowings (Note 6)                                                                                                                                                                            | $               | 474,386    |              |                 | $      | 616,543    |   |
| 2015-1 Notes payable, net of unamortized debt issuance costs of $2,788 and $2,911, respectively (Note 7)                                                                                               | 446,413    |            |                   | 446,289    |   |
| Senior Notes (Note 7)                                                                                                                                                                                  | 115,000    |            |                   | 115,000    |   |
| Payable for investments purchased                                                                                                                                                                      | 61         |            |                   | —    |   |
|                                                                                                                                                                                                        |                 |                 |                   |
| Interest and credit facility fees payable (Notes 6 and 7)                                                                                                                                              | 4,532      |            |                   | 6,764      |   |
| Dividend payable (Note 9)                                                                                                                                                                              | 21,379     |            |                   | 31,760     |   |
| Base management and incentive fees payable (Note 4)                                                                                                                                                    | 11,572     |            |                   | 13,236     |   |
| Administrative service fees payable (Note 4)                                                                                                                                                           | 129        |            |                   | 77         |   |
| Other accrued expenses and liabilities                                                                                                                                                                 | 1,858      |            |                   | 1,393      |   |
| Total liabilities                                                                                                                                                                                      | 1,075,330  |            |                   | 1,231,062  |   |
| Commitments and contingencies (Notes 8 and 11)                                                                                                                                                         |                 |                 |                   |
| EQUITY                                                                                                                                                                                                 |                 |                 |                   |
| NET ASSETS                                                                                                                                                                                             |                 |                 |                   |
| Cumulative convertible preferred stock, $0.01 par value; 2,000,000 and 0 shares authorized; 2,000,000 and 0 shares issued and outstanding at June 30, 2020 and December 31, 2019, respectively | 50,000     |            |                   | —    |   |
| Common stock, $0.01 par value; 198,000,000 and 200,000,000 shares authorized; 56,308,616 and 57,763,811 shares issued and outstanding at June 30, 2020 and December 31, 2019, respectively     | 563        |            |                   | 578        |   |
| Paid-in capital in excess of par value                                                                                                                                                                 | 1,093,250  |            |                   | 1,109,238  |   |
| Offering costs                                                                                                                                                                                         | (1,633)         |            |                   | (1,633)         |   |
| Total distributable earnings (loss)                                                                                                                                                                    | (258,876)       |            |                   | (151,712)       |   |
| Total net assets                                                                                                                                                                                       | $               | 883,304    |              |                 | $      | 956,471    |   |
| NET ASSETS PER COMMON SHARE                                                                                                                                                                            | $               | 14.80      |              |                 | $      | 16.56      |   |

----

|                                                                                                     |                                                       |              |               |                  |                                 |              |                  |        |   |                  |        |  |   |              |        |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------------------------------------------------|-------------------------------------------------------|--------------|---------------|------------------|---------------------------------|--------------|------------------|--------|---|------------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|
|                                                                                                | For the three month periods ended |              |               |                  | For the six month periods ended |              |                  |
|                                                                                                | June 30, 2020                                         |              | June 30, 2019 |                  | June 30, 2020                   |              | June 30, 2019    |
| Investment income:                                                                              |                                                       |              |               |                  |                                 |              |                  |
| From non-controlled/non-affiliated investments:                                             |                                                       |              |               |                  |                                 |              |                  |
| Interest income                                                                                     | $                                                     | 36,036  |          |                  | $                               | 47,224  |             |        | $ | 77,501      |   |  | $ | 92,466  |   |
| Other income                                                                                        | 3,547                                            |         |               | 2,266       |                            |              | 5,891       |   |   | 4,294       |   |
| Total investment income from non-controlled/non-affiliated investments                          | 39,583                                           |         |               | 49,490      |                            |              | 83,392      |   |   | 96,760      |   |
| From non-controlled/affiliated investments:                                                 |                                                       |              |               |                  |                                 |              |                  |
| Interest income                                                                                     | —                                          |         |               | 384         |                            |              | —     |   |   | 763         |   |
| Total investment income from non-controlled/affiliated investments                              | —                                          |         |               | 384         |                            |              | —     |   |   | 763         |   |
| From controlled/affiliated investments:                                                     |                                                       |              |               |                  |                                 |              |                  |
| Interest income                                                                                     | 192                                              |         |               | 3,243       |                            |              | 3,428       |   |   | 6,781       |   |
| Dividend income                                                                                     | 5,500                                            |         |               | 3,750       |                            |              | 9,000       |   |   | 7,750       |   |
| Total investment income from controlled/affiliated investments                                  | 5,692                                            |         |               | 6,993       |                            |              | 12,428      |   |   | 14,531      |   |
| Total investment income                                                                             | 45,275                                           |         |               | 56,867      |                            |              | 95,820      |   |   | 112,054     |   |
| Expenses:                                                                                       |                                                       |              |               |                  |                                 |              |                  |
| Base management fees (Note 4)                                                                       | 7,065                                            |         |               | 7,913       |                            |              | 14,451      |   |   | 15,598      |   |
| Incentive fees (Note 4)                                                                             | 4,667                                            |         |               | 5,933       |                            |              | 9,753       |   |   | 11,779      |   |
| Professional fees                                                                                   | 678                                              |         |               | 600         |                            |              | 1,345       |   |   | 1,345       |   |
| Administrative service fees (Note 4)                                                                | 266                                              |         |               | 165         |                            |              | 372         |   |   | 381         |   |
| Interest expense (Notes 6 and 7)                                                                    | 9,443                                            |         |               | 13,032      |                            |              | 21,622      |   |   | 25,023      |   |
| Credit facility fees (Note 6)                                                                       | 788                                              |         |               | 671         |                            |              | 1,378       |   |   | 1,239       |   |
| Directors’ fees and expenses                                                                  | 121                                              |         |               | 88          |                            |              | 217         |   |   | 181         |   |
| Other general and administrative                                                                    | 455                                              |         |               | 434         |                            |              | 866         |   |   | 855         |   |
| Total expenses                                                                                      | 23,483                                           |         |               | 28,836      |                            |              | 50,004      |   |   | 56,401      |   |
| Net investment income (loss) before taxes                                                           | 21,792                                           |         |               | 28,031      |                            |              | 45,816      |   |   | 55,653      |   |
| Excise tax expense                                                                                  | 100                                              |         |               | 60          |                            |              | 152         |   |   | 120         |   |
| Net investment income (loss)                                                                        | 21,692                                           |         |               | 27,971      |                            |              | 45,664      |   |   | 55,533      |   |
| Net realized gain (loss) and net change in unrealized appreciation (depreciation):              |                                                       |              |               |                  |                                 |              |                  |
| Net realized gain (loss) on investments:                                                        |                                                       |              |               |                  |                                 |              |                  |
| Non-controlled/non-affiliated investments                                                       | (47,784)                                              |         |               | 1,410       |                            |              | (49,481)         |   |   | 2,309       |   |
| Controlled/affiliated investments                                                               | —                                          |         |               | (9,091)          |                            |              | —     |   |   | (9,091)          |   |
| Currency gains (losses) on non-investment assets and liabilities                                    | 635                                              |         |               | —     |                            |              | 485         |   |   | —     |   |
| Net change in unrealized appreciation (depreciation) on investments:                            |                                                       |              |               |                  |                                 |              |                  |
| Non-controlled/non-affiliated investments                                                       | 64,082                                           |         |               | (14,204)         |                            |              | (52,960)         |   |   | (11,731)         |   |
| Non-controlled/affiliated investments                                                           | —                                          |         |               | (345)            |                            |              | —     |   |   | 1,951       |   |
| Controlled/affiliated investments                                                               | 18,174                                           |         |               | 4,016       |                            |              | (10,347)         |   |   | 4,512       |   |
| Net change in unrealized currency gains (losses) on non-investment assets and liabilities           | (641)                                                 |         |               | —     |                            |              | 1,697       |   |   | —     |   |
| Net realized and unrealized gain (loss) on investments and non-investment assets and liabilities    | 34,466                                           |         |               | (18,214)         |                            |              | (110,606)        |   |   | (12,050)         |   |
| Net increase (decrease) in net assets resulting from operations                                     | 56,158                                           |         |               | 9,757       |                            |              | (64,942)         |   |   | 43,483      |   |
| Preferred stock dividend                                                                            | 554                                              |         |               | —     |                            |              | 554         |   |   | —     |   |
| Net increase (decrease) in net assets resulting from operations attributable to Common Stockholders | $                                                     | 55,604  |          |                  | $                               | 9,757   |             |        | $ | (65,496)         |   |  | $ | 43,483  |   |
| Basic and diluted earnings per common share (Note 9)                                                |                                                       |              |               |                  |                                 |              |                  |
| Basic                                                                                               | $                                                     | 0.99    |          |                  | $                               | 0.16    |             |        | $ | (1.15)           |   |  | $ | 0.71    |   |
| Diluted                                                                                             | $                                                     | 0.94    |          |                  | $                               | 0.16    |             |        | $ | (1.15)           |   |  | $ | 0.71    |   |
| Weighted-average shares of common stock outstanding (Note 9)                                        |                                                       |              |               |                  |                                 |              |                  |
| Basic                                                                                               | 56,308,616                                       |         |               | 60,596,402  |                            |              | 56,710,405  |   |   | 61,191,926  |   |
| Diluted                                                                                             | 59,547,482                                       |         |               | 60,596,402  |                            |              | 56,710,405  |   |   | 61,191,926  |   |

----

|                                                                                           |                                 |               |               |                 |        |                 |        |  |  |  |  |
|-------------------------------------------------------------------------------------------|---------------------------------|---------------|---------------|-----------------|--------|-----------------|--------|--|--|--|--|
|                                                                                           | For the six month periods ended |               |               |
|                                                                                           | June 30, 2020                   |               | June 30, 2019 |
| Net increase (decrease) in net assets resulting from operations:                      |                                 |               |               |
| Net investment income (loss)                                                              | $                               | 45,664   |          |                 | $      | 55,533     |   |
| Net realized gain (loss)                                                                  | (48,996)                        |          |               | (6,782)         |   |
| Net change in unrealized appreciation (depreciation) on investments                       | (63,307)                        |          |               | (5,268)         |   |
| Net change in unrealized currency gains (losses) on non-investment assets and liabilities | 1,697                      |          |               | —    |   |
| Net increase (decrease) in net assets resulting from operations                           | (64,942)                        |          |               | 43,483     |   |
| Capital transactions:                                                                 |                                 |               |               |
|                                                                                           |                                 |               |               |
| Preferred stock issued                                                                    | 50,000                     |          |               | —    |   |
|                                                                                           |                                 |               |               |
| Repurchase of common stock                                                                | (16,003)                        |          |               | (30,354)        |   |
| Dividends declared on preferred stock and common stock (Note 9)                           | (42,222)                        |          |               | (49,755)        |   |
| Net increase (decrease) in net assets resulting from capital share transactions           | (8,225)                         |          |               | (80,109)        |   |
| Net increase (decrease) in net assets                                                     | (73,167)                        |          |               | (36,626)        |   |
| Net Assets at beginning of period                                                         | 956,471                    |          |               | 1,063,218  |   |
| Net Assets at end of period                                                               | $                               | 883,304  |          |                 | $      | 1,026,592  |   |

----

|                                                                                                                                                      |                                 |              |               |               |        |              |        |  |  |  |  |
|------------------------------------------------------------------------------------------------------------------------------------------------------|---------------------------------|--------------|---------------|---------------|--------|--------------|--------|--|--|--|--|
|                                                                                                                                                 | For the six month periods ended |              |               |
|                                                                                                                                                 | June 30, 2020                   |              | June 30, 2019 |
| Cash flows from operating activities:                                                                                                            |                                 |              |               |
| Net increase (decrease) in net assets resulting from operations                                                                                      | $                               | (64,942)     |          |               | $      | 43,483  |   |
| Adjustments to reconcile net increase (decrease) in net assets resulting from operations to net cash provided by (used in) operating activities: |                                 |              |               |
| Amortization of deferred financing costs                                                                                                             | 718                        |         |               | 625      |   |
| Net accretion of discount on investments                                                                                                             | (4,059)                         |         |               | (6,146)       |   |
| Paid-in-kind interest                                                                                                                                | (1,988)                         |         |               | (2,520)       |   |
| Net realized (gain) loss on investments                                                                                                              | 49,481                     |         |               | 6,782    |   |
| Net realized currency (gain) loss on non-investment assets and liabilities                                                                           | (485)                           |         |               | —  |   |
| Net change in unrealized (appreciation) depreciation on investments                                                                                  | 63,307                     |         |               | 5,268    |   |
| Net change in unrealized currency (gains) losses on non-investment assets and liabilities                                                            | (1,697)                         |         |               | —  |   |
| Cost of investments purchased and change in payable for investments purchased                                                                        | (391,624)                       |         |               | (476,873)     |   |
| Proceeds from sales and repayments of investments and change in receivable for investments sold                                                      | 507,316                    |         |               | 361,368  |   |
| Changes in operating assets:                                                                                                                     |                                 |              |               |
| Interest receivable                                                                                                                                  | (1,411)                         |         |               | (1,641)       |   |
| Dividend receivable                                                                                                                                  | 1,256                      |         |               | (50)          |   |
| Prepaid expenses and other assets                                                                                                                    | (218)                           |         |               | (14)          |   |
| Changes in operating liabilities:                                                                                                                |                                 |              |               |
| Due to Investment Adviser                                                                                                                            | —                    |         |               | (8)           |   |
| Interest and credit facility fees payable                                                                                                            | (2,232)                         |         |               | 63       |   |
| Base management and incentive fees payable                                                                                                           | (1,664)                         |         |               | 12       |   |
| Administrative service fees payable                                                                                                                  | 52                         |         |               | 34       |   |
| Other accrued expenses and liabilities                                                                                                               | 465                        |         |               | (62)          |   |
| Net cash provided by (used in) operating activities                                                                                                  | 152,275                    |         |               | (67,679)      |   |
| Cash flows from financing activities:                                                                                                            |                                 |              |               |
| Proceeds from issuance of preferred stock                                                                                                            | 50,000                     |         |               | —  |   |
| Repurchase of common stock                                                                                                                           | (16,003)                        |         |               | (30,354)      |   |
| Borrowings on SPV Credit Facility and Credit Facility                                                                                                | 257,292                    |         |               | 402,950  |   |
| Repayments of SPV Credit Facility and Credit Facility                                                                                                | (397,484)                       |         |               | (268,188)     |   |
|                                                                                                                                                      |                                 |              |               |
|                                                                                                                                                      |                                 |              |               |
|                                                                                                                                                      |                                 |              |               |
|                                                                                                                                                      |                                 |              |               |
| Debt issuance costs paid                                                                                                                             | (312)                           |         |               | (1,421)       |   |
| Dividends paid in cash                                                                                                                               | (52,603)                        |         |               | (58,170)      |   |
| Net cash provided by (used in) financing activities                                                                                                  | (159,110)                       |         |               | 44,817   |   |
| Net increase (decrease) in cash and cash equivalents                                                                                                 | (6,835)                         |         |               | (24,862)      |   |
| Cash and cash equivalents, beginning of period                                                                                                       | 36,751                     |         |               | 87,186   |   |
| Cash and cash equivalents, end of period                                                                                                             | $                               | 29,916  |          |               | $      | 62,324  |   |
| Supplemental disclosures:                                                                                                                        |                                 |              |               |
| Interest paid during the period                                                                                                                      | $                               | 23,347  |          |               | $      | 24,860  |   |
| Taxes, including excise tax, paid during the period                                                                                                  | $                               | 391     |          |               | $      | 11      |   |
| Dividends declared on preferred stock and common stock during the period                                                                             | $                               | 42,222  |          |               | $      | 49,755  |   |

----

|                                                         |  |         |  |                  |  |                                               |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |        |   |               |        |  |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|------------------|--|-----------------------------------------------|--|---------------------------------|--|------------------------|--|--------------------|--|--------------------|--|------------------------------|--------------|-------------------------|--------------|---------------------|--------------|-----------------|--------|---|---------------|--------|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes        |  | Industry                                      |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |              | Fair Value (5) |              | % of Net Assets |
|                                                         |  |         |  |                  |  |                                               |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |
| First Lien Debt (72.44% of fair value)                  |  |         |  |                  |  |                                               |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |
| Airnov, Inc. (Clariant)                                 |  | ^*  |  | (2) (3) (12)     |  | Containers, Packaging & Glass             |  | L + 5.25%                       |  | 6.25%                  |  | 12/20/2019 |  | 12/19/2025 |  | $                            | 12,748  |                    |              | $                   | 12,554  |            |        | $ | 12,539   |   |  | 1.42  | % |
| Alpha Packaging Holdings, Inc.                          |  | +*      |  | (2) (3)          |  | Containers, Packaging & Glass             |  | L + 6.00%                       |  | 7.00%                  |  | 6/26/2015  |  | 11/12/2021 |  | 2,821                   |         |                         | 2,821   |                |              | 2,803      |   |   | 0.32     |   |
| Alpine SG, LLC                                          |  | ^*  |  | (2) (3)          |  | High Tech Industries                          |  | L + 5.75%                       |  | 6.75%                  |  | 2/2/2018   |  | 11/16/2022 |  | 15,301                  |         |                         | 15,206  |                |              | 15,128     |   |   | 1.71     |   |
| American Physician Partners, LLC                        |  | ^+* |  | (2) (3) (12)     |  | Healthcare & Pharmaceuticals              |  | L + 6.50%                       |  | 7.50%                  |  | 1/7/2019   |  | 12/21/2021 |  | 38,360                  |         |                         | 38,087  |                |              | 36,980     |   |   | 4.19     |   |
| AMS Group HoldCo, LLC                                   |  | ^+  |  | (2) (3) (12)     |  | Transportation: Cargo                     |  | L + 6.00%                       |  | 7.00%                  |  | 9/29/2017  |  | 9/29/2023  |  | 32,366                  |         |                         | 31,976  |                |              | 31,966     |   |   | 3.62     |   |
| Analogic Corporation                                    |  | ^+* |  | (2) (3) (12)     |  | Capital Equipment                             |  | L + 5.25%                       |  | 6.25%                  |  | 6/22/2018  |  | 6/22/2024  |  | 2,373                   |         |                         | 2,339   |                |              | 2,344      |   |   | 0.27     |   |
| Anchor Hocking, LLC                                     |  | ^   |  | (2) (3)          |  | Durable Consumer Goods                        |  | L + 10.75%                      |  | 11.75%                 |  | 1/25/2019  |  | 1/25/2024  |  | 10,336                  |         |                         | 10,086  |                |              | 9,749      |   |   | 1.10     |   |
| Apptio, Inc.                                            |  | ^   |  | (2) (3) (12)     |  | Software                                      |  | L + 7.25%                       |  | 8.25%                  |  | 1/10/2019  |  | 1/10/2025  |  | 10,541                  |         |                         | 10,330  |                |              | 10,148     |   |   | 1.15     |   |
| At Home Holding III, Inc.                               |  | ^   |  | (2) (3) (7)      |  | Retail                                        |  | L+ 9.00%                        |  | 10.00%                 |  | 6/12/2020  |  | 7/27/2022  |  | 921                     |         |                         | 898     |                |              | 898        |   |   | 0.10     |   |
| Aurora Lux FinCo S.Á.R.L. (Accelya) (Luxembourg)   |  | ^*  |  | (2) (3) (7)      |  | Software                                      |  | L + 6.00%                       |  | 7.00%                  |  | 12/24/2019 |  | 12/24/2026 |  | 37,406                  |         |                         | 36,524  |                |              | 34,459     |   |   | 3.90     |   |
| Avenu Holdings, LLC                                     |  | +*      |  | (2) (3)          |  | Sovereign & Public Finance                |  | L + 5.25%                       |  | 6.25%                  |  | 9/28/2018  |  | 9/28/2024  |  | 38,469                  |         |                         | 37,996  |                |              | 36,034     |   |   | 4.08     |   |
| Barnes & Noble, Inc.                                |  | ^   |  | (2) (3) (11)     |  | Retail                                        |  | L + 5.50%                       |  | 6.50%                  |  | 8/7/2019   |  | 8/7/2024   |  | 17,190                  |         |                         | 16,825  |                |              | 15,815     |   |   | 1.79     |   |
| BMS Holdings III Corp.                                  |  | ^*  |  | (2) (3)          |  | Construction & Building                   |  | L + 5.25%                       |  | 6.25%                  |  | 9/30/2019  |  | 9/30/2026  |  | 4,929                   |         |                         | 4,794   |                |              | 4,799      |   |   | 0.54     |   |
| Brooks Equipment Company, LLC                           |  | +       |  | (2) (3)          |  | Construction & Building                   |  | L + 5.00%                       |  | 6.00%                  |  | 6/26/2015  |  | 5/1/2021   |  | 406                     |         |                         | 405     |                |              | 405        |   |   | 0.05     |   |
| Captive Resources Midco, LLC                            |  | ^*  |  | (2) (3)          |  | Banking, Finance, Insurance & Real Estate |  | L + 6.00%                       |  | 7.00%                  |  | 6/30/2015  |  | 5/31/2025  |  | 22,316                  |         |                         | 22,005  |                |              | 22,113     |   |   | 2.50     |   |
| Central Security Group, Inc.                            |  | ^*  |  | (2) (3) (8)      |  | Consumer Services                             |  | L + 5.63%                       |  | 6.63%                  |  | 6/26/2015  |  | 10/6/2021  |  | 18,400                  |         |                         | 17,863  |                |              | 7,378      |   |   | 0.84     |   |
| Chartis Holding, LLC                                    |  | ^*  |  | (2) (3) (12)     |  | Business Services                             |  | L + 5.50%                       |  | 6.50%                  |  | 5/1/2019   |  | 5/1/2025   |  | 15,846                  |         |                         | 15,491  |                |              | 15,594     |   |   | 1.77     |   |
| Chemical Computing Group ULC (Canada)                   |  | ^*  |  | (2) (3) (7) (12) |  | Software                                      |  | L + 5.00%                       |  | 6.00%                  |  | 8/30/2018  |  | 8/30/2023  |  | 473                     |         |                         | 472     |                |              | 463        |   |   | 0.05     |   |
| CircusTrix Holdings, LLC                                |  | ^*  |  | (2) (3) (12)     |  | Hotel, Gaming & Leisure                   |  | L + 6.00% (100% PIK)            |  | 7.00%                  |  | 2/2/2018   |  | 12/6/2021  |  | 9,623                   |         |                         | 9,576   |                |              | 7,681      |   |   | 0.87     |   |
| Cobblestone Intermediate Holdco LLC                     |  | ^   |  | (2) (3) (12)     |  | Consumer Services                             |  | L + 5.00%                       |  | 6.00%                  |  | 1/29/2020  |  | 1/29/2026  |  | 461                     |         |                         | 454     |                |              | 459        |   |   | 0.05     |   |
| Comar Holding Company, LLC                              |  | ^+* |  | (2) (3) (12)     |  | Containers, Packaging & Glass             |  | L + 5.50%                       |  | 6.50%                  |  | 6/18/2018  |  | 6/18/2024  |  | 31,728                  |         |                         | 31,252  |                |              | 31,517     |   |   | 3.57     |   |
| Cority Software Inc. (Canada)                           |  | ^*  |  | (2) (3) (7) (12) |  | Software                                      |  | L + 5.75%                       |  | 6.75%                  |  | 7/2/2019   |  | 7/2/2026   |  | 19,470                  |         |                         | 18,552  |                |              | 19,308     |   |   | 2.19     |   |
| Derm Growth Partners III, LLC (Dermatology Associates)  |  | ^   |  | (2) (3) (8)      |  | Healthcare & Pharmaceuticals              |  | L + 6.25% (100% PIK)            |  | 7.25%                  |  | 5/31/2016  |  | 5/31/2022  |  | 56,310                  |         |                         | 56,055  |                |              | 29,726     |   |   | 3.37     |   |
| DermaRite Industries, LLC                               |  | ^*  |  | (2) (3)          |  | Healthcare & Pharmaceuticals              |  | L + 7.00%                       |  | 8.06%                  |  | 3/3/2017   |  | 3/3/2022   |  | 21,966                  |         |                         | 21,844  |                |              | 20,973     |   |   | 2.37     |   |
| Digicel Limited (Jamaica)                               |  | ^   |  | (7)              |  | Telecommunications                            |  | 8.75%                           |  | 8.75%                  |  | 5/15/2020  |  | 5/25/2024  |  | 121                     |         |                         | 116     |                |              | 117        |   |   | 0.01     |   |
| Digicel Limited (Jamaica)                               |  | ^   |  | (7)              |  | Telecommunications                            |  | 13.00%                          |  | 13.00%                 |  | 4/15/2020  |  | 12/31/2025 |  | 61                      |         |                         | 54      |                |              | 52         |   |   | 0.01     |   |
| Digicel Limited (Jamaica)                               |  | ^   |  | (7)              |  | Telecommunications                            |  | 8.00%                           |  | 8.00%                  |  | 4/15/2020  |  | 12/31/2026 |  | 48                      |         |                         | 26      |                |              | 29         |   |   | —  |   |
| Direct Travel, Inc.                                     |  | ^*  |  | (2) (3) (8)      |  | Hotel, Gaming & Leisure                   |  | L + 6.50%                       |  | 7.50%                  |  | 10/14/2016 |  | 12/1/2021  |  | 36,711                  |         |                         | 36,475  |                |              | 29,578     |   |   | 3.35     |   |
| DTI Holdco, Inc.                                        |  | *       |  | (2) (3)          |  | High Tech Industries                          |  | L + 4.75%                       |  | 5.75%                  |  | 12/18/2018 |  | 9/30/2023  |  | 1,964                   |         |                         | 1,873   |                |              | 1,570      |   |   | 0.18     |   |

----

|                                                         |  |         |  |              |  |                                               |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |        |   |               |        |  |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|--------------|--|-----------------------------------------------|--|---------------------------------|--|------------------------|--|--------------------|--|--------------------|--|------------------------------|--------------|-------------------------|--------------|---------------------|--------------|-----------------|--------|---|---------------|--------|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes    |  | Industry                                      |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |              | Fair Value (5) |              | % of Net Assets |
|                                                         |  |         |  |              |  |                                               |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |
| Emergency Communications Network, LLC                   |  | ^+* |  | (2) (3)      |  | Telecommunications                            |  | L + 2.625%, 5.125% PIK          |  | 8.75%                  |  | 6/1/2017   |  | 6/1/2023   |  | $                            | 23,979  |                    |              | $                   | 23,858  |            |        | $ | 21,025   |   |  | 2.38  | % |
| Ensono, LP                                              |  | *       |  | (2) (3)      |  | Telecommunications                            |  | L + 5.25%                       |  | 5.43%                  |  | 4/30/2018  |  | 6/27/2025  |  | 8,493                   |         |                         | 8,424   |                |              | 8,290      |   |   | 0.94     |   |
| Ensono, LP                                              |  | ^   |  | (2) (3)      |  | Telecommunications                            |  | L + 5.75%                       |  | 6.05%                  |  | 6/25/2020  |  | 6/27/2025  |  | 18,222                  |         |                         | 18,086  |                |              | 18,086     |   |   | 2.05     |   |
| Ethos Veterinary Health LLC                             |  | ^+  |  | (2) (3) (12) |  | Consumer Services                             |  | L + 4.75%                       |  | 4.93%                  |  | 5/17/2019  |  | 5/15/2026  |  | 10,832                  |         |                         | 10,715  |                |              | 10,417     |   |   | 1.18     |   |
| EvolveIP, LLC                                           |  | ^+* |  | (2) (3) (12) |  | Telecommunications                            |  | L + 5.75%                       |  | 6.75%                  |  | 11/26/2019 |  | 6/7/2023   |  | 34,835                  |         |                         | 34,748  |                |              | 34,313     |   |   | 3.88     |   |
| Frontline Technologies Holdings, LLC                    |  | *+      |  | (2) (3)      |  | Software                                      |  | L + 5.75%                       |  | 6.75%                  |  | 9/18/2017  |  | 9/18/2023  |  | 3,115                   |         |                         | 3,094   |                |              | 3,131      |   |   | 0.35     |   |
| FWR Holding Corporation                                 |  | ^+* |  | (2) (3) (12) |  | Beverage, Food & Tobacco                  |  | L + 5.50%                       |  | 6.50%                  |  | 8/21/2017  |  | 8/21/2023  |  | 36,898                  |         |                         | 36,451  |                |              | 33,213     |   |   | 3.76     |   |
| Hydrofarm, LLC                                          |  | ^   |  | (2) (3)      |  | Wholesale                                     |  | L + 8.50%                       |  | 9.50%                  |  | 5/15/2017  |  | 5/12/2022  |  | 19,446                  |         |                         | 19,172  |                |              | 14,165     |   |   | 1.60     |   |
| iCIMS, Inc.                                             |  | ^   |  | (2) (3) (12) |  | Software                                      |  | L + 6.50%                       |  | 7.50%                  |  | 9/12/2018  |  | 9/12/2024  |  | —                 |         |                         | (18)         |                |              | (34)            |   |   | —  |   |
| Individual FoodService Holdings, LLC                    |  | ^+  |  | (2) (3) (12) |  | Wholesale                                     |  | L + 5.75%                       |  | 6.75%                  |  | 2/21/2020  |  | 11/22/2025 |  | 3,837                   |         |                         | 3,744   |                |              | 3,614      |   |   | 0.41     |   |
| Innovative Business Services, LLC                       |  | ^*  |  | (2) (3)      |  | High Tech Industries                          |  | L + 5.50%                       |  | 6.79%                  |  | 4/5/2018   |  | 4/5/2023   |  | 18,293                  |         |                         | 17,965  |                |              | 17,922     |   |   | 2.03     |   |
| Integrity Marketing Acquisition, LLC                    |  | ^   |  | (2) (3) (12) |  | Banking, Finance, Insurance & Real Estate |  | L + 5.75%                       |  | 6.75%                  |  | 1/15/2020  |  | 8/27/2025  |  | 1,296                   |         |                         | 1,221   |                |              | 1,275      |   |   | 0.14     |   |
| K2 Insurance Services, LLC                              |  | ^+* |  | (2) (3) (12) |  | Banking, Finance, Insurance & Real Estate |  | L + 5.00%                       |  | 6.00%                  |  | 7/3/2019   |  | 7/1/2024   |  | 24,314                  |         |                         | 23,830  |                |              | 24,027     |   |   | 2.72     |   |
| Kaseya, Inc.                                            |  | ^   |  | (2) (3) (12) |  | High Tech Industries                          |  | L + 5.50%, 1.00% PIK            |  | 7.50%                  |  | 5/3/2019   |  | 5/2/2025   |  | 21,703                  |         |                         | 21,299  |                |              | 21,396     |   |   | 2.42     |   |
| Legacy.com, Inc.                                        |  | ^   |  | (2) (3) (11) |  | High Tech Industries                          |  | L + 6.00%                       |  | 7.00%                  |  | 3/20/2017  |  | 3/20/2023  |  | 17,066                  |         |                         | 16,851  |                |              | 16,091     |   |   | 1.82     |   |
| Lifelong Learner Holdings, LLC                          |  | ^*  |  | (2) (3) (12) |  | Business Services                             |  | L + 5.75%                       |  | 6.75%                  |  | 10/18/2019 |  | 10/18/2026 |  | 23,931                  |         |                         | 23,437  |                |              | 21,153     |   |   | 2.39     |   |
| Liqui-Box Holdings, Inc.                                |  | ^   |  | (2) (3) (12) |  | Containers, Packaging & Glass             |  | L + 4.50%                       |  | 5.50%                  |  | 6/3/2019   |  | 6/3/2024   |  | 1,578                   |         |                         | 1,554   |                |              | 1,496      |   |   | 0.17     |   |
| Mailgun Technologies, Inc.                              |  | ^   |  | (2) (3) (12) |  | High Tech Industries                          |  | L + 5.50%                       |  | 6.56%                  |  | 3/26/2019  |  | 3/26/2025  |  | 11,794                  |         |                         | 11,569  |                |              | 11,227     |   |   | 1.27     |   |
| National Carwash Solutions, Inc.                        |  | ^+* |  | (2) (3) (12) |  | Automotive                                    |  | L + 6.00%                       |  | 7.00%                  |  | 8/7/2018   |  | 4/28/2023  |  | 10,269                  |         |                         | 10,131  |                |              | 9,907      |   |   | 1.12     |   |
| National Technical Systems, Inc.                        |  | ^+* |  | (2) (3) (12) |  | Aerospace & Defense                       |  | L + 6.25%                       |  | 7.68%                  |  | 6/26/2015  |  | 6/12/2021  |  | 28,882                  |         |                         | 28,788  |                |              | 28,686     |   |   | 3.25     |   |
| NES Global Talent Finance US, LLC (United Kingdom)      |  | +*      |  | (2) (3) (7)  |  | Energy: Oil & Gas                     |  | L + 5.50%                       |  | 6.50%                  |  | 5/9/2018   |  | 5/11/2023  |  | 9,840                   |         |                         | 9,730   |                |              | 9,602      |   |   | 1.09     |   |
| Nexus Technologies, LLC                                 |  | *       |  | (2) (3)      |  | High Tech Industries                          |  | L + 5.50%, 1.50% PIK            |  | 8.00%                  |  | 12/11/2018 |  | 12/5/2023  |  | 6,219                   |         |                         | 6,173   |                |              | 5,115      |   |   | 0.58     |   |
| NMI AcquisitionCo, Inc.                                 |  | ^+* |  | (2) (3)      |  | High Tech Industries                          |  | L + 5.50%                       |  | 6.50%                  |  | 9/6/2017   |  | 9/6/2022   |  | 51,091                  |         |                         | 50,601  |                |              | 51,025     |   |   | 5.78     |   |
| Northland Telecommunications Corporation                |  | ^*  |  | (2) (3) (12) |  | Media: Broadcasting & Subscription    |  | L + 5.75%                       |  | 6.75%                  |  | 10/1/2018  |  | 10/1/2025  |  | 46,383                  |         |                         | 45,749  |                |              | 46,146     |   |   | 5.22     |   |
| Paramit Corporation                                     |  | +*      |  | (2) (3)      |  | Capital Equipment                             |  | L + 4.50%                       |  | 5.50%                  |  | 5/3/2019   |  | 5/3/2025   |  | 6,298                   |         |                         | 6,246   |                |              | 6,199      |   |   | 0.70     |   |
| PF Growth Partners, LLC                                 |  | ^+* |  | (2) (3) (12) |  | Hotel, Gaming & Leisure                   |  | L + 5.00%                       |  | 5.32%                  |  | 7/1/2019   |  | 7/11/2025  |  | 7,331                   |         |                         | 7,225   |                |              | 6,260      |   |   | 0.71     |   |
| Plano Molding Company, LLC                              |  | ^   |  | (2) (3)      |  | Hotel, Gaming & Leisure                   |  | L + 7.50%                       |  | 8.50%                  |  | 5/1/2015   |  | 5/12/2021  |  | 14,677                  |         |                         | 14,608  |                |              | 13,060     |   |   | 1.48     |   |
| PPC Flexible Packaging, LLC                             |  | ^+* |  | (2) (3) (12) |  | Containers, Packaging & Glass             |  | L + 5.25%                       |  | 6.25%                  |  | 11/23/2018 |  | 11/23/2024 |  | 14,991                  |         |                         | 14,855  |                |              | 14,762     |   |   | 1.67     |   |

----

|                                                               |  |         |  |                  |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |              |        |               |            |        |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------|--|---------|--|------------------|--|---------------------------------------------------|--|---------------------------------|--|------------------------|--|--------------------|--|--------------------|--|------------------------------|--------------|-------------------------|--------------|---------------------|--------------|-----------------|--------------|--------|---------------|------------|--------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1)       |  |         |  | Footnotes        |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |              | Fair Value (5) |              | % of Net Assets |
|                                                               |  |         |  |                  |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |              |                     |              |                 |
| PPT Management Holdings, LLC                                  |  | ^   |  | (2) (3)          |  | Healthcare & Pharmaceuticals                  |  | L + 6.00%, 0.75% PIK            |  | 7.75%                  |  | 12/15/2016 |  | 12/16/2022 |  | $                            | 27,902  |                    |              | $                   | 27,804  |            |              | $      | 22,151   |       |        | 2.51  | % |
| PricewaterhouseCoopers Public Sector LLP                      |  | ^   |  | (2) (3) (12)     |  | Aerospace & Defense                           |  | L + 3.25%                       |  | 3.40%                  |  | 5/1/2018   |  | 5/1/2023   |  | 2,000                   |         |                         | 1,910   |                |              | 1,906      |         |        | 0.22     |       |
| Product Quest Manufacturing, LLC                              |  | ^   |  | (2) (3) (8)      |  | Containers, Packaging & Glass                 |  | L + 6.75%                       |  | 10.00%                 |  | 9/21/2017  |  | 3/31/2020  |  | 840                     |         |                         | 840     |                |              | 441        |         |        | 0.05     |       |
| Propel Insurance Agency, LLC                                  |  | ^   |  | (2) (3)          |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                       |  | 5.25%                  |  | 6/1/2018   |  | 6/1/2024   |  | 2,351                   |         |                         | 2,337   |                |              | 2,315      |         |        | 0.26     |       |
| QW Holding Corporation (Quala)                                |  | ^+* |  | (2) (3) (12)     |  | Environmental Industries                          |  | L + 6.25%                       |  | 7.25%                  |  | 8/31/2016  |  | 8/31/2022  |  | 43,343                  |         |                         | 42,894  |                |              | 41,115     |         |        | 4.65     |       |
| Redwood Services Group, LLC                                   |  | ^*  |  | (2) (3)          |  | High Tech Industries                              |  | L + 6.00%                       |  | 7.00%                  |  | 11/13/2018 |  | 6/6/2023   |  | 8,385                   |         |                         | 8,329   |                |              | 8,149      |         |        | 0.92     |       |
| Regency Entertainment, Inc.                                   |  | ^+  |  | (2) (3)          |  | Media: Diversified & Production           |  | L+ 6.75%                        |  | 7.75%                  |  | 5/22/2020  |  | 10/22/2025 |  | 20,000                  |         |                         | 19,606  |                |              | 19,600     |         |        | 2.22     |       |
| Riveron Acquisition Holdings, Inc.                            |  | ^+* |  | (2) (3)          |  | Banking, Finance, Insurance & Real Estate     |  | L + 6.00%                       |  | 7.00%                  |  | 5/22/2019  |  | 5/22/2025  |  | 19,868                  |         |                         | 19,535  |                |              | 19,735     |         |        | 2.23     |       |
| RSC Acquisition, Inc.                                         |  | ^   |  | (2) (3) (12)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 5.50%                       |  | 6.50%                  |  | 11/1/2019  |  | 11/1/2026  |  | 13,085                  |         |                         | 12,738  |                |              | 13,139     |         |        | 1.49     |       |
| Sapphire Convention, Inc. (Smart City)                        |  | ^+* |  | (2) (3)          |  | Telecommunications                                |  | L + 5.25%                       |  | 6.25%                  |  | 11/20/2018 |  | 11/20/2025 |  | 32,467                  |         |                         | 31,953  |                |              | 28,233     |         |        | 3.20     |       |
| Smile Doctors, LLC                                            |  | ^+* |  | (2) (3) (12)     |  | Healthcare & Pharmaceuticals                  |  | L + 6.00%                       |  | 7.00%                  |  | 10/6/2017  |  | 10/6/2022  |  | 23,754                  |         |                         | 23,678  |                |              | 22,785     |         |        | 2.58     |       |
| Sovos Brands Intermediate, Inc.                               |  | +*      |  | (2) (3)          |  | Beverage, Food & Tobacco                      |  | L + 4.75%                       |  | 5.05%                  |  | 11/16/2018 |  | 11/20/2025 |  | 19,799                  |         |                         | 19,628  |                |              | 19,353     |         |        | 2.19     |       |
| SPay, Inc.                                                    |  | ^*  |  | (2) (3) (12)     |  | Hotel, Gaming & Leisure                       |  | L + 2.30%, 5.45% PIK            |  | 8.75%                  |  | 6/15/2018  |  | 6/17/2024  |  | 20,668                  |         |                         | 20,367  |                |              | 16,847     |         |        | 1.91     |       |
| Superior Health Linens, LLC                                   |  | ^+* |  | (2) (3) (12)     |  | Business Services                                 |  | L + 6.50%                       |  | 7.50%                  |  | 9/30/2016  |  | 9/30/2021  |  | 21,739                  |         |                         | 21,640  |                |              | 21,345     |         |        | 2.42     |       |
| Surgical Information Systems, LLC                             |  | ^+* |  | (2) (3) (11)     |  | High Tech Industries                              |  | L + 5.00%                       |  | 6.00%                  |  | 4/24/2017  |  | 4/24/2023  |  | 26,168                  |         |                         | 26,029  |                |              | 25,723     |         |        | 2.91     |       |
| T2 Systems, Inc.                                              |  | ^+* |  | (2) (3) (12)     |  | Transportation: Consumer                      |  | L + 6.75%                       |  | 7.75%                  |  | 9/28/2016  |  | 9/28/2022  |  | 34,589                  |         |                         | 34,184  |                |              | 34,408     |         |        | 3.90     |       |
| Tank Holding Corp.                                            |  | ^   |  | (2) (3) (12)     |  | Capital Equipment                                 |  | L + 4.00%                       |  | 4.18%                  |  | 3/26/2019  |  | 3/26/2024  |  | 20                      |         |                         | 20      |                |              | 17         |         |        | —  |       |
| TCFI Aevex LLC                                                |  | ^*  |  | (2) (3) (12)     |  | Aerospace & Defense                           |  | L + 6.00%                       |  | 7.00%                  |  | 3/18/2020  |  | 3/18/2026  |  | 8,305                   |         |                         | 8,133   |                |              | 8,094      |         |        | 0.92     |       |
| The Leaders Romans Bidco Limited (United Kingdom) Term Loan B |  | ^   |  | (2) (3) (7)      |  | Banking, Finance, Insurance & Real Estate     |  | L + 6.75%, 3.50% PIK            |  | 11.00%                 |  | 7/23/2019  |  | 6/30/2024  |  | £                       | 20,074  |                    |              | 24,453         |         |                 | 23,939  |   |               | 2.71  |   |
| The Leaders Romans Bidco Limited (United Kingdom) Term Loan C |  | ^   |  | (2) (3) (7) (12) |  | Banking, Finance, Insurance & Real Estate     |  | L + 6.75%, 3.50% PIK            |  | 11.00%                 |  | 7/23/2019  |  | 6/30/2024  |  | £                       | 3,335   |                    |              | 4,227          |         |                 | 4,090   |   |               | 0.46  |   |
| Trump Card, LLC                                               |  | ^+* |  | (2) (3) (12)     |  | Transportation: Cargo                         |  | L + 5.50%                       |  | 6.50%                  |  | 6/26/2018  |  | 4/21/2022  |  | 7,632                   |         |                         | 7,603   |                |              | 7,328      |         |        | 0.83     |       |
| TSB Purchaser, Inc. (Teaching Strategies, LLC)                |  | ^+* |  | (2) (3) (12)     |  | Media: Advertising, Printing & Publishing |  | L + 6.00%                       |  | 7.00%                  |  | 5/14/2018  |  | 5/14/2024  |  | 28,154                  |         |                         | 27,644  |                |              | 27,564     |         |        | 3.12     |       |
| Turbo Buyer, Inc. (Portfolio Holdings, Inc.)                  |  | ^+* |  | (2) (3)          |  | Automotive                                        |  | L + 5.75%                       |  | 6.75%                  |  | 12/2/2019  |  | 12/2/2025  |  | 34,812                  |         |                         | 34,005  |                |              | 34,371     |         |        | 3.89     |       |
| Tweddle Group, Inc.                                           |  | ^   |  | (2) (3)          |  | Media: Advertising, Printing & Publishing |  | L + 4.50%                       |  | 5.50%                  |  | 9/17/2018  |  | 9/17/2023  |  | 1,825                   |         |                         | 1,805   |                |              | 1,777      |         |        | 0.20     |       |

----

|                                                         |  |         |  |              |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |                 |                     |             |                 |                 |        |             |              |        |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|--------------|--|---------------------------------------------------|--|---------------------------------|--|------------------------|--|--------------------|--|--------------------|--|------------------------------|--------------|-------------------------|-----------------|---------------------|-------------|-----------------|-----------------|--------|-------------|--------------|--------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes    |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |                 | Fair Value (5) |             | % of Net Assets |
|                                                         |  |         |  |              |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |                 |                     |             |                 |
| U.S. Acute Care Solutions, LLC                          |  | *       |  | (2) (3)      |  | Healthcare & Pharmaceuticals                  |  | L + 5.00%, 1.00% PIK            |  | 7.00%                  |  | 2/21/2019  |  | 5/15/2021  |  | $                            | 4,243   |                    |                 | $                   | 4,227  |            |                 | $      | 3,752  |         |        | 0.42  | % |
| US INFRA SVCS Buyer, LLC (AIMS Companies)               |  | ^   |  | (2) (3) (12) |  | Environmental Industries                          |  | L+ 6.00%                        |  | 7.00%                  |  | 4/13/2020  |  | 4/13/2026  |  | 3,850                   |         |                         | 3,174      |                |             | 3,336      |            |        | 0.38   |         |
| Unifrutti Financing PLC (Cyprus)                        |  | ^   |  | (7)          |  | Beverage, Food & Tobacco                      |  | 7.50%, 1.00% PIK                |  | 8.50%                  |  | 9/15/2019  |  | 9/15/2026  |  | €                      | 4,553   |                    |                 | 4,784          |        |                 | 4,863      |   |             | 0.55    |   |
| USLS Acquisition, Inc.                                  |  | ^*  |  | (2) (3) (12) |  | Business Services                                 |  | L + 5.75%                       |  | 6.82%                  |  | 11/30/2018 |  | 11/30/2024 |  | 22,900                  |         |                         | 22,539     |                |             | 21,211     |            |        | 2.40   |         |
| VRC Companies, LLC                                      |  | ^+* |  | (2) (3) (12) |  | Business Services                                 |  | L + 6.50%                       |  | 7.50%                  |  | 3/31/2017  |  | 3/31/2023  |  | 37,227                  |         |                         | 36,887     |                |             | 37,046     |            |        | 4.19   |         |
| Westfall Technik, Inc.                                  |  | ^*  |  | (2) (3)      |  | Chemicals, Plastics & Rubber                  |  | L + 5.75%                       |  | 6.75%                  |  | 9/13/2018  |  | 9/13/2024  |  | 28,277                  |         |                         | 27,982     |                |             | 26,040     |            |        | 2.95   |         |
| Zemax Software Holdings, LLC                            |  | ^*  |  | (2) (3) (12) |  | Software                                          |  | L + 5.75%                       |  | 6.75%                  |  | 6/25/2018  |  | 6/25/2024  |  | 10,736                  |         |                         | 10,617     |                |             | 10,526     |            |        | 1.19   |         |
| Zenith Merger Sub, Inc.                                 |  | ^+* |  | (2) (3) (12) |  | Business Services                                 |  | L + 5.25%                       |  | 6.25%                  |  | 12/13/2017 |  | 12/13/2023 |  | 18,651                  |         |                         | 18,465     |                |             | 18,301     |            |        | 2.07   |         |
|                                                         |  |         |  |              |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |                 |                     |             |                 |
| First Lien Debt Total                                   |  |         |  |              |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              | $                       | 1,473,092  |                |             | $               | 1,381,694  |   |             | 156.42  | %      |
|                                                         |  |         |  |              |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |                 |                     |             |                 |
| Second Lien Debt (14.61% of fair value)                 |  |         |  |              |  |                                                   |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |                 |                     |             |                 |
| Access CIG, LLC                                         |  | *       |  | (2) (3)      |  | Business Services                                 |  | L + 7.75%                       |  | 7.92%                  |  | 2/14/2018  |  | 2/27/2026  |  | $                            | 2,700   |                    |                 | $                   | 2,687  |            |                 | $      | 2,308  |         |        | 0.26  | % |
| AI Convoy S.A.R.L (Cobham) (United Kingdom)             |  | ^   |  | (2) (3) (7)  |  | Aerospace & Defense                           |  | L + 8.25%                       |  | 9.40%                  |  | 1/17/2020  |  | 1/17/2028  |  | 30,327                  |         |                         | 29,674     |                |             | 29,563     |            |        | 3.35   |         |
| Aimbridge Acquisition Co., Inc.                         |  | ^   |  | (2) (3)      |  | Hotel, Gaming & Leisure                       |  | L + 7.50%                       |  | 8.93%                  |  | 2/1/2019   |  | 2/1/2027   |  | 9,241                   |         |                         | 9,096      |                |             | 8,523      |            |        | 0.96   |         |
| AQA Acquisition Holding, Inc.                           |  | ^   |  | (2) (3)      |  | High Tech Industries                              |  | L + 8.00%                       |  | 9.00%                  |  | 10/1/2018  |  | 5/24/2024  |  | 40,000                  |         |                         | 39,701     |                |             | 39,384     |            |        | 4.46   |         |
| Brave Parent Holdings, Inc.                             |  | ^*  |  | (2) (3)      |  | Software                                          |  | L + 7.50%                       |  | 8.50%                  |  | 10/3/2018  |  | 4/19/2026  |  | 19,062                  |         |                         | 18,684     |                |             | 17,809     |            |        | 2.02   |         |
| Drilling Info Holdings, Inc.                            |  | ^   |  | (2) (3)      |  | Energy: Oil & Gas                         |  | L + 8.25%                       |  | 8.43%                  |  | 2/11/2020  |  | 7/30/2026  |  | 18,600                  |         |                         | 18,113     |                |             | 17,646     |            |        | 2.00   |         |
| Higginbotham Insurance Agency, Inc.                     |  | ^   |  | (2) (3)      |  | Banking, Finance, Insurance & Real Estate     |  | L + 7.50%                       |  | 8.50%                  |  | 12/3/2019  |  | 12/19/2025 |  | 2,500                   |         |                         | 2,477      |                |             | 2,484      |            |        | 0.28   |         |
| Jazz Acquisition, Inc.                                  |  | ^   |  | (2) (3)      |  | Aerospace & Defense                           |  | L + 8.00%                       |  | 8.18%                  |  | 6/13/2019  |  | 6/18/2027  |  | 23,450                  |         |                         | 23,133     |                |             | 16,642     |            |        | 1.88   |         |
| Le Tote, Inc.                                           |  | ^   |  | (2) (3)      |  | Retail                                            |  | L + 8.75%                       |  | 10.25%                 |  | 11/8/2019  |  | 11/8/2024  |  | 7,511                   |         |                         | 7,352      |                |             | 7,034      |            |        | 0.80   |         |
| Outcomes Group Holdings, Inc.                           |  | ^*  |  | (2) (3)      |  | Business Services                                 |  | L + 7.50%                       |  | 7.81%                  |  | 10/23/2018 |  | 10/26/2026 |  | 4,500                   |         |                         | 4,490      |                |             | 4,207      |            |        | 0.48   |         |
| Pharmalogic Holdings Corp.                              |  | ^   |  | (2) (3)      |  | Healthcare & Pharmaceuticals                  |  | L + 8.00%                       |  | 9.00%                  |  | 6/7/2018   |  | 12/11/2023 |  | 800                     |         |                         | 797        |                |             | 784        |            |        | 0.09   |         |
| Quartz Holding Company (QuickBase, Inc.)                |  | ^   |  | (2) (3)      |  | Software                                          |  | L + 8.00%                       |  | 8.18%                  |  | 4/2/2019   |  | 4/2/2027   |  | 11,900                  |         |                         | 11,688     |                |             | 11,107     |            |        | 1.26   |         |
| Reladyne, Inc.                                          |  | ^+  |  | (2) (3)      |  | Wholesale                                         |  | L + 9.50%                       |  | 10.50%                 |  | 4/19/2018  |  | 1/21/2023  |  | 12,242                  |         |                         | 12,104     |                |             | 11,796     |            |        | 1.33   |         |
| Stonegate Pub Company Bidco Limited (United Kingdom)    |  | ^   |  | (2) (3) (7)  |  | Beverage, Food & Tobacco                      |  | L + 8.50%                       |  | 8.86%                  |  | 3/12/2020  |  | 3/12/2028  |  | £                       | 20,000  |                    |                 | 24,704         |        |                 | 19,922     |   |             | 2.25    |   |
| Tank Holding Corp.                                      |  | ^*  |  | (2) (3)      |  | Capital Equipment                                 |  | L + 8.25%                       |  | 8.43%                  |  | 3/26/2019  |  | 3/26/2027  |  | 37,380                  |         |                         | 36,830     |                |             | 35,489     |            |        | 4.02   |         |
| Ultimate Baked Goods MIDCO, LLC (Rise Baking)           |  | ^   |  | (2) (3)      |  | Beverage, Food & Tobacco                      |  | L + 8.00%                       |  | 9.00%                  |  | 8/9/2018   |  | 8/9/2026   |  | 8,333                   |         |                         | 8,195      |                |             | 7,832      |            |        | 0.89   |         |
| Watchfire Enterprises, Inc.                             |  | ^   |  | (2) (3)      |  | Media: Advertising, Printing & Publishing |  | L + 8.00%                       |  | 9.00%                  |  | 10/2/2013  |  | 10/2/2021  |  | 7,000                   |         |                         | 6,975      |                |             | 6,956      |            |        | 0.79   |         |
| World 50, Inc.                                          |  | ^   |  | (9)          |  | Business Services                                 |  | 11.50%                          |  | 11.50%                 |  | 1/10/2020  |  | 1/9/2027   |  | 10,000                  |         |                         | 9,812      |                |             | 9,470      |            |        | 1.07   |         |

----

|                                                         |  |        |  |           |  |                         |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |               |                     |              |                 |               |        |              |             |   |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|--------|--|-----------|--|-------------------------|--|---------------------------------|--|------------------------|--|--------------------|--|--------------------|--|------------------------------|--------------|-------------------------|---------------|---------------------|--------------|-----------------|---------------|--------|--------------|-------------|---|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |        |  | Footnotes |  | Industry                |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |               | Fair Value (5) |              | % of Net Assets |
|                                                         |  |        |  |           |  |                         |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |               |                     |              |                 |
| WP CPP Holdings, LLC (CPP)                              |  | ^* |  | (2) (3)   |  | Aerospace & Defense |  | L + 7.75%                       |  | 8.75%                  |  | 7/18/2019  |  | 4/30/2026  |  | $                            | 39,500  |                    |               | $                   | 39,148  |            |               | $      | 29,202  |        |   | 3.30  | % |
| Zywave, Inc.                                            |  | ^  |  | (2) (3)   |  | High Tech Industries    |  | L + 9.00%                       |  | 10.00%                 |  | 11/18/2016 |  | 11/17/2023 |  | 468                     |         |                         | 463      |                |              | 465        |          |        | 0.05    |        |
|                                                         |  |        |  |           |  |                         |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |               |                     |              |                 |
| Second Lien Debt Total                                  |  |        |  |           |  |                         |  |                                 |  |                        |  |                    |  |                    |  |                              |              | $                       | 306,123  |                |              | $               | 278,623  |   |              | 31.54  | % |
|                                                         |  |        |  |           |  |                         |  |                                 |  |                        |  |                    |  |                    |  |                              |              |                         |               |                     |              |                 |

|                                                         |  |        |  |           |  |                                                   |  |  |  |  |  |                    |  |  |  |                   |        |               |           |                           |               |                 |           |               |            |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|--------|--|-----------|--|---------------------------------------------------|--|--|--|--|--|--------------------|--|--|--|-------------------|--------|---------------|-----------|---------------------------|---------------|-----------------|-----------|---------------|------------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |        |  | Footnotes |  | Industry                                          |  |  |  |  |  | Acquisition Date   |  |  |  | Shares/ Units |        | Cost          |           | Fair Value (5) |               | % of Net Assets |
| Equity Investments (1.66% of fair value)                |  |        |  |           |  |                                                   |  |  |  |  |  |                    |  |  |  |                   |        |               |           |                           |               |                 |
| ANLG Holdings, LLC                                      |  | ^  |  | (6)       |  | Capital Equipment                                 |  |  |  |  |  | 6/22/2018  |  |  |  | 592               |        | $             | 592  |                      |               | $               | 818  |          |            | 0.09  | % |
| Avenu Holdings, LLC                                     |  | ^  |  | (6)       |  | Sovereign & Public Finance                    |  |  |  |  |  | 9/28/2018  |  |  |  | 172               |        | 172           |           | 195                       |               | 0.02       |      |
| BK Intermediate Company, LLC                            |  | ^  |  | (6)       |  | Healthcare & Pharmaceuticals                  |  |  |  |  |  | 5/27/2020  |  |  |  | 288               |        | 288           |           | 319                       |               | 0.04       |      |
| Chartis Holding, LLC                                    |  | ^  |  | (6)       |  | Business Services                                 |  |  |  |  |  | 5/1/2019   |  |  |  | 433               |        | 433           |           | 667                       |               | 0.08       |      |
| CIP Revolution Holdings, LLC                            |  | ^  |  | (6)       |  | Media: Advertising, Printing & Publishing |  |  |  |  |  | 8/19/2016  |  |  |  | 318               |        | 318           |           | 217                       |               | 0.02       |      |
| Cority Software Inc. (Canada)                           |  | ^  |  | (6)       |  | Software                                          |  |  |  |  |  | 7/2/2019   |  |  |  | 250               |        | 250           |           | 231                       |               | 0.03       |      |
| DecoPac, Inc.                                           |  | ^  |  | (6)       |  | Non-durable Consumer Goods                        |  |  |  |  |  | 9/29/2017  |  |  |  | 1,500             |        | 1,500         |           | 2,336                     |               | 0.26       |      |
| Derm Growth Partners III, LLC (Dermatology Associates)  |  | ^  |  | (6)       |  | Healthcare & Pharmaceuticals                  |  |  |  |  |  | 5/31/2016  |  |  |  | 1,000             |        | 1,000         |           | —                   |               | —    |      |
| GRO Sub Holdco, LLC (Grand Rapids)                      |  | ^  |  | (6)       |  | Healthcare & Pharmaceuticals                  |  |  |  |  |  | 3/29/2018  |  |  |  | 500               |        | 500           |           | —                   |               | —    |      |
| K2 Insurance Services, LLC                              |  | ^  |  | (6)       |  | Banking, Finance, Insurance & Real Estate     |  |  |  |  |  | 7/3/2019   |  |  |  | 433               |        | 433           |           | 495                       |               | 0.06       |      |
| Legacy.com, Inc.                                        |  | ^  |  | (6)       |  | High Tech Industries                              |  |  |  |  |  | 3/20/2017  |  |  |  | 1,500             |        | 1,500         |           | 673                       |               | 0.08       |      |
| Mailgun Technologies, Inc.                              |  | ^  |  | (6)       |  | High Tech Industries                              |  |  |  |  |  | 3/26/2019  |  |  |  | 424               |        | 424           |           | 547                       |               | 0.06       |      |
| North Haven Goldfinch Topco, LLC                        |  | ^  |  | (6)       |  | Containers, Packaging & Glass                 |  |  |  |  |  | 6/18/2018  |  |  |  | 2,315             |        | 2,315         |           | 2,590                     |               | 0.29       |      |
| Paramit Corporation                                     |  | ^  |  | (6)       |  | Capital Equipment                                 |  |  |  |  |  | 6/17/2019  |  |  |  | 150               |        | 500           |           | 722                       |               | 0.08       |      |
| PPC Flexible Packaging, LLC                             |  | ^  |  | (6)       |  | Containers, Packaging & Glass                 |  |  |  |  |  | 2/1/2019   |  |  |  | 965          |   |               | 965  |                      |               | 1,216      |      |               | 0.14  |       |
| Rough Country, LLC                                      |  | ^  |  | (6)       |  | Durable Consumer Goods                            |  |  |  |  |  | 5/25/2017  |  |  |  | 755               |        | 755           |           | 1,397                     |               | 0.16       |      |
| SiteLock Group Holdings, LLC                            |  | ^  |  | (6)       |  | High Tech Industries                              |  |  |  |  |  | 4/5/2018   |  |  |  | 446               |        | 446           |           | 524                       |               | 0.06       |      |
| T2 Systems Parent Corporation                           |  | ^  |  | (6)       |  | Transportation: Consumer                      |  |  |  |  |  | 9/28/2016  |  |  |  | 556               |        | 555           |           | 752                       |               | 0.09       |      |
| Tailwind HMT Holdings Corp.                             |  | ^  |  | (6)       |  | Energy: Oil & Gas                         |  |  |  |  |  | 11/17/2017 |  |  |  | 20                |        | 1,334         |           | 2,201                     |               | 0.25       |      |
| Tank Holding Corp.                                      |  | ^  |  | (6)       |  | Capital Equipment                                 |  |  |  |  |  | 3/26/2019  |  |  |  | 850               |        | 850           |           | 943                       |               | 0.11       |      |
| Titan DI Preferred Holdings, Inc. (Drilling Info)       |  | ^  |  | (6)       |  | Energy: Oil & Gas                         |  |  |  |  |  | 2/11/2020  |  |  |  | 10,518            |        | 10,226   |      |                           | 10,097   |            |           | 1.14     |       |
| Turbo Buyer, Inc. (Portfolio Holdings, Inc.)            |  | ^  |  | (6)       |  | Automotive                                        |  |  |  |  |  | 12/2/2019  |  |  |  | 1,925             |        | 1,925         |           | 2,368                     |               | 0.27       |      |
| Tweddle Holdings, Inc.                                  |  | *^ |  | (6)       |  | Media: Advertising, Printing & Publishing |  |  |  |  |  | 9/17/2018  |  |  |  | 17                |        | —  |      |                           | —  |            |           | —  |       |

----

|                                                           |  |       |  |           |  |                   |  |  |  |  |  |                    |  |  |  |                   |  |           |                 |                           |           |                 |                 |            |        |              |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------|--|-------|--|-----------|--|-------------------|--|--|--|--|--|--------------------|--|--|--|-------------------|--|-----------|-----------------|---------------------------|-----------|-----------------|-----------------|------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1)   |  |       |  | Footnotes |  | Industry          |  |  |  |  |  | Acquisition Date   |  |  |  | Shares/ Units |  | Cost      |                 | Fair Value (5) |           | % of Net Assets |
| USLS Acquisition, Inc.                                    |  | ^ |  | (6)       |  | Business Services |  |  |  |  |  | 11/30/2018 |  |  |  | 641               |  | 641  |            |                           | 542  |            |                 | 0.06  |   |
| W50 Parent LLC                                            |  | ^ |  | (6)       |  | Business Services |  |  |  |  |  | 1/10/2020  |  |  |  | 500               |  | $         | 500        |                      |           | $               | 478        |       |        | 0.05    | % |
| Zenith American Holding, Inc.                             |  | ^ |  | (6)       |  | Business Services |  |  |  |  |  | 12/13/2017 |  |  |  | 1,564             |  | 782       |                 | 1,247                     |           | 0.14       |            |
| Zillow Topco LP                                           |  | ^ |  | (6)       |  | Software          |  |  |  |  |  | 6/25/2018  |  |  |  | 313               |  | 312       |                 | 181                       |           | 0.02       |            |
| Equity Investments Total                                  |  |       |  |           |  |                   |  |  |  |  |  |                    |  |  |  |                   |  | $         | 29,516     |                      |           | $               | 31,756     |       |        | 3.60    | % |
|                                                           |  |       |  |           |  |                   |  |  |  |  |  |                    |  |  |  |                   |  |           |                 |                           |           |                 |
| Total investments—non-controlled/non-affiliated |  |       |  |           |  |                   |  |  |  |  |  |                    |  |  |  |                   |  | $         | 1,808,731  |                      |           | $               | 1,692,073  |       |        | 191.56  | % |

|                                                  |  |       |  |                   |  |                    |  |                                |  |                              |  |                   |  |                    |  |                         |             |                               |              |                           |             |                 |              |        |             |            |   |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------|--|-------|--|-------------------|--|--------------------|--|--------------------------------|--|------------------------------|--|-------------------|--|--------------------|--|-------------------------|-------------|-------------------------------|--------------|---------------------------|-------------|-----------------|--------------|--------|-------------|------------|---|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated      |  |       |  | Footnotes         |  | Industry           |  | Reference Rate & Spread(2) |  | Interest Rate (2) |  | Acquisition Date  |  | MaturityDate       |  | Par/PrincipalAmount |             | Amortized Cost (6) |              | Fair Value (5) |             | % of Net Assets |
| First Lien Debt (0.69% of fair value)            |  |       |  |                   |  |                    |  |                                |  |                              |  |                   |  |                    |  |                         |             |                               |              |                           |             |                 |
| SolAero Technologies Corp. (A1 Term Loan)        |  | ^ |  | (2) (3) (8) (10)  |  | Telecommunications |  | L + 8.00% (100% PIK)           |  | 9.00%                        |  | 4/12/2019 |  | 10/12/2022 |  | $                       | 3,166  |                          |              | $                         | 3,166  |            |              | $      | 1,116  |       |   | 0.13  | % |
| SolAero Technologies Corp. (A2 Term Loan)        |  | ^ |  | (2) (3) (8) (10)  |  | Telecommunications |  | L + 8.00% (100% PIK)           |  | 9.00%                        |  | 4/12/2019 |  | 10/12/2022 |  | 8,707                   |             | 8,706                         |              | 3,069                     |             | 0.35       |         |
| SolAero Technologies Corp. (Priority Facilities) |  | ^ |  | (2) (3) (10) (12) |  | Telecommunications |  | L + 6.00%                      |  | 7.00%                        |  | 4/12/2019 |  | 10/12/2022 |  | 9,034                   |             | 8,930                         |              | 9,034                     |             | 1.02       |         |
|                                                  |  |       |  |                   |  |                    |  |                                |  |                              |  |                   |  |                    |  |                         |             |                               |              |                           |             |                 |
| First Lien Debt Total                            |  |       |  |                   |  |                    |  |                                |  |                              |  |                   |  |                    |  |                         |             | $                             | 20,802  |                      |             | $               | 13,219  |   |             | 1.50  | % |

|                                             |  |       |  |           |  |                    |  |  |  |  |  |                   |  |  |  |                   |  |      |             |                           |  |                 |               |        |  |               |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------|--|-------|--|-----------|--|--------------------|--|--|--|--|--|-------------------|--|--|--|-------------------|--|------|-------------|---------------------------|--|-----------------|---------------|--------|--|---------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated |  |       |  | Footnotes |  | Industry           |  |  |  |  |  | Acquisition Date  |  |  |  | Shares/ Units |  | Cost |             | Fair Value (5) |  | % of Net Assets |
| Equity Investments (0.00% of fair value)    |  |       |  |           |  |                    |  |  |  |  |  |                   |  |  |  |                   |  |      |             |                           |  |                 |
| SolAero Technologies Corp.                  |  | ^ |  | (6) (10)  |  | Telecommunications |  |  |  |  |  | 4/12/2019 |  |  |  | 3                 |  | $    | 2,815  |                      |  | $               | —  |   |  | —  | % |
|                                             |  |       |  |           |  |                    |  |  |  |  |  |                   |  |  |  |                   |  |      |             |                           |  |                 |
| Equity Investments Total                    |  |       |  |           |  |                    |  |  |  |  |  |                   |  |  |  |                   |  | $    | 2,815  |                      |  | $               | —  |   |  | —  | % |

----

|                                                                         |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               |               |                 |                |               |                 |                 |             |               |              |   |               |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------------------------|--|-------|--|------------------|--|-----------------|--|---------------------------------|--|------------------------|--|-------------------|--|-------------------|--|------------------------------|---------------|---------------|-----------------|----------------|---------------|-----------------|-----------------|-------------|---------------|--------------|---|---------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated                             |  |       |  | Footnotes        |  | Industry        |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date  |  | Maturity Date     |  | Par Amount/ LLC Interest |               | Cost          |                 | Fair Value (7) |               | % of Net Assets |
| Investment Fund (10.60% of fair value)                                  |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               |               |                 |                |               |                 |
| Middle Market Credit Fund, Mezzanine Loan                               |  | ^ |  | (2) (7) (9) (10) |  | Investment Fund |  | L + 9.00%                       |  | 9.3%                   |  | 6/30/2016 |  | 3/22/2021 |  | $                            | —  |          |                 | $              | —  |            |                 | $           | —  |         |   | —  | % |
| Middle Market Credit Fund, LLC, Subordinated Loan and Member's Interest |  | ^ |  | (7) (10)         |  | Investment Fund |  | N/A                         |  |                        |  | 2/29/2016 |  | 3/1/2021  |  | 216,000                      |               | 216,001  |            |                | 202,263  |            |                 | 22.90  |          |
| Investment Fund Total                                                   |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               | $             | 216,001    |           |               | $               | 202,263    |        |               | 22.90   | % |
|                                                                         |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               |               |                 |                |               |                 |
| Total investments—controlled/affiliated                       |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               | $             | 239,618    |           |               | $               | 215,482    |        |               | 24.40   | % |
|                                                                         |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               |               |                 |                |               |                 |
| Total Investments                                                       |  |       |  |                  |  |                 |  |                                 |  |                        |  |                   |  |                   |  |                              |               | $             | 2,048,349  |           |               | $               | 1,907,555  |        |               | 215.96  | % |

----

|                                                                               |                                    |               |                         |              |                                    |               |                               |        |                                                      |               |                                |  |                              |               |        |               |        |               |             |        |   |               |        |  |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------------------------------|------------------------------------|---------------|-------------------------|--------------|------------------------------------|---------------|-------------------------------|--------|------------------------------------------------------|---------------|--------------------------------|--|------------------------------|---------------|--------|---------------|--------|---------------|-------------|--------|---|---------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated                                   | Fair Value as of December 31, 2019 |               | Additions/Purchases |              | Reductions/Sales/ Paydowns |               | Net Realized Gain (Loss) |        | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value as of June 30, 2020 |  | Dividend and Interest Income |
| Middle Market Credit Fund, LLC, Mezzanine Loan                                | $                                  | 93,000   |                    |              | $                                  | 63,500   |                          |        | $                                                    | (156,500)     |                           |  | $                            | —  |   |               | $      | —  |        |        | $ | —  |   |  | $ | 3,049   |   |
| Middle Market Credit Fund, LLC, Subordinated Loan and Member’s Interest | 111,596                       |          |                         | 92,500  |                               |               | —                  |   |                                                      | —  |                           |  | (1,833)                      |          |        | 202,263  |   |               | 9,000  |   |
| Total investments—controlled/affiliated                             | $                                  | 204,596  |                    |              | $                                  | 156,000  |                          |        | $                                                    | (156,500)     |                           |  | $                            | —  |   |               | $      | (1,833)       |        |        | $ | 202,263  |   |  | $ | 12,049  |   |

|                                                   |                                    |              |                         |               |                                    |               |                               |        |                                                      |               |                                |  |                              |               |        |               |        |               |               |        |   |              |        |  |   |           |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------|------------------------------------|--------------|-------------------------|---------------|------------------------------------|---------------|-------------------------------|--------|------------------------------------------------------|---------------|--------------------------------|--|------------------------------|---------------|--------|---------------|--------|---------------|---------------|--------|---|--------------|--------|--|---|-----------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated       | Fair Value as of December 31, 2019 |              | Additions/Purchases |               | Reductions/Sales/ Paydowns |               | Net Realized Gain (Loss) |        | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value as of June 30, 2020 |  | Dividend and Interest Income |
| SolAero Technologies Corp. (Priority Term Loan)   | $                                  | 9,612   |                    |               | $                                  | —  |                          |        | $                                                    | (578)         |                           |  | $                            | —  |   |               | $      | —  |          |        | $ | 9,034   |   |  | $ | 202  |   |
| SolAero Technologies Corp. (A1 Term Loan)         | 3,166                         |         |                         | —  |                               |               | —                  |   |                                                      | —  |                           |  | (2,050)                      |          |        | 1,116    |   |               | —  |   |
| SolAero Technologies Corp. (A2 Term Loan)         | 8,707                         |         |                         | —  |                               |               | —                  |   |                                                      | —  |                           |  | (5,638)                      |          |        | 3,069    |   |               | —  |   |
| Solaero Technology Corp. (Equity)                 | 826                           |         |                         | —  |                               |               | —                  |   |                                                      | —  |                           |  | (826)                        |          |        | —  |   |               | —  |   |
| Total investments—controlled/affiliated | $                                  | 22,311  |                    |               | $                                  | —  |                          |        | $                                                    | (578)         |                           |  | $                            | —  |   |               | $      | (8,514)       |          |        | $ | 13,219  |   |  | $ | 202  |   |

|                                                                                             |              |  |            |  |                           |             |            |       |        |      |        |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------------------|--------------|--|------------|--|---------------------------|-------------|------------|-------|--------|------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated                                         | Type         |  | Unused Fee |  | Par/ Principal Amount |             | Fair Value |
| First and Second Lien Debt—unfunded delayed draw and revolving term loans commitments |              |  |            |  |                           |             |            |
| Airnov, Inc. (Clariant)                                                                     | Revolver     |  | 0.50%      |  | $                         | 1,250  |       |       | $      | (19) |   |
| American Physician Partners, LLC                                                            | Revolver     |  | 0.50       |  | 550                  |        |            | (20)  |   |
| AMS Group HoldCo, LLC                                                                       | Revolver     |  | 0.50       |  | 475                  |        |            | (6)   |   |
| Analogic Corporation                                                                        | Revolver     |  | 0.50       |  | 168                  |        |            | (2)   |   |
| Apptio, Inc.                                                                                | Revolver     |  | 0.50       |  | 2,367                |        |            | (72)  |   |
| Chartis Holding, LLC                                                                        | Delayed Draw |  | 1.00       |  | 6,402                |        |            | (65)  |   |
| Chartis Holding, LLC                                                                        | Revolver     |  | 0.50       |  | 2,401                |        |            | (24)  |   |
| Chemical Computing Group ULC (Canada)                                                       | Revolver     |  | 0.50       |  | 29                   |        |            | (1)   |   |
| CircusTrix Holdings, LLC                                                                    | Delayed Draw |  | 1.00       |  | 836                  |        |            | (155) |   |

----

|                                                               |              |  |            |  |                           |           |            |               |        |     |        |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------|--------------|--|------------|--|---------------------------|-----------|------------|---------------|--------|-----|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated           | Type         |  | Unused Fee |  | Par/ Principal Amount |           | Fair Value |
| Cobblestone Intermediate Holdco LLC                           | Delayed Draw |  | 1.00%      |  | $                         | 271  |       |               | $      | (1) |   |
| Comar Holding Company, LLC                                    | Revolver     |  | 0.50       |  | 2,201                |      |            | (14)          |   |
| Cority Software Inc. (Canada)                                 | Revolver     |  | 0.50       |  | 3,000                |      |            | (22)          |   |
| Ethos Veterinary Health LLC                                   | Delayed Draw |  | 2.00       |  | 2,695                |      |            | (83)          |   |
| EvolveIP, LLC                                                 | Delayed Draw |  | 1.00       |  | 3,922                |      |            | (50)          |   |
| EvolveIP, LLC                                                 | Revolver     |  | 0.50       |  | 2,353                |      |            | (30)          |   |
| FWR Holding Corporation                                       | Revolver     |  | 0.50       |  | 2,111                |      |            | (199)         |   |
| iCIMS, Inc.                                                   | Revolver     |  | 0.50       |  | 1,252                |      |            | (34)          |   |
| Individual FoodService Holdings, LLC                          | Delayed Draw |  | 1.00       |  | 745                  |      |            | (33)          |   |
| Individual FoodService Holdings, LLC                          | Revolver     |  | 0.50       |  | 400                  |      |            | (18)          |   |
| Integrity Marketing Acquisition, LLC                          | Delayed Draw |  | 1.00       |  | 3,698                |      |            | (16)          |   |
| K2 Insurance Services, LLC                                    | Delayed Draw |  | 1.00       |  | 2,945                |      |            | (29)          |   |
| K2 Insurance Services, LLC                                    | Revolver     |  | 0.50       |  | 2,290                |      |            | (22)          |   |
| Kaseya, Inc.                                                  | Delayed Draw |  | —    |  | 882                  |      |            | (11)          |   |
| Kaseya, Inc.                                                  | Delayed Draw |  | 1.00       |  | 1,918                |      |            | (24)          |   |
| Kaseya, Inc.                                                  | Revolver     |  | 0.50       |  | 15                   |      |            | —  |   |
| Lifelong Learner Holdings, LLC                                | Delayed Draw |  | 1.00       |  | 1,690                |      |            | (175)         |   |
| Lifelong Learner Holdings, LLC                                | Revolver     |  | 0.50       |  | 1,377                |      |            | (142)         |   |
| Liqui-Box Holdings, Inc.                                      | Revolver     |  | 0.50       |  | 1,052                |      |            | (33)          |   |
| Mailgun Technologies, Inc.                                    | Revolver     |  | 0.50       |  | 1,342                |      |            | (58)          |   |
| National Carwash Solutions, Inc.                              | Delayed Draw |  | 1.00       |  | 611                  |      |            | (20)          |   |
| National Carwash Solutions, Inc.                              | Revolver     |  | 0.50       |  | 5                    |      |            | —  |   |
| National Technical Systems, Inc.                              | Revolver     |  | 0.50       |  | 1,269                |      |            | (8)           |   |
| Northland Telecommunications Corporation                      | Revolver     |  | 0.50       |  | 2,960                |      |            | (14)          |   |
| PF Growth Partners, LLC                                       | Delayed Draw |  | 1.00       |  | 823                  |      |            | (108)         |   |
| PPC Flexible Packaging, LLC                                   | Revolver     |  | 0.50       |  | 489                  |      |            | (7)           |   |
| PricewaterhouseCoopers Public Sector LLP                      | Revolver     |  | 0.50       |  | 4,250                |      |            | (64)          |   |
| QW Holding Corporation (Quala)                                | Delayed Draw |  | 1.00       |  | 600                  |      |            | (30)          |   |
| RSC Acquisition, Inc.                                         | Delayed Draw |  | 1.00       |  | 6,205                |      |            | 17       |   |
| RSC Acquisition, Inc.                                         | Revolver     |  | 0.50       |  | 608                  |      |            | 2        |   |
| Smile Doctors, LLC                                            | Delayed Draw |  | 1.00       |  | 543                  |      |            | (22)          |   |
| SolAero Technologies Corp. (Priority Facilities)              | Revolver     |  | 0.50       |  | 2,068                |      |            | —  |   |
| SPay, Inc.                                                    | Revolver     |  | 0.50       |  | 682                  |      |            | (122)         |   |
| Superior Health Linens, LLC                                   | Revolver     |  | 0.50       |  | 500                  |      |            | (9)           |   |
| T2 Systems, Inc.                                              | Revolver     |  | 0.50       |  | 2,933                |      |            | (14)          |   |
| Tank Holding Corp.                                            | Revolver     |  | 0.50       |  | 28                   |      |            | (1)           |   |
| TCFI Aevex LLC                                                | Delayed Draw |  | 1.00       |  | 1,722                |      |            | (36)          |   |
| The Leaders Romans Bidco Limited (United Kingdom) Term Loan C | Delayed Draw |  | 1.69       |  | 471                  |      |            | (22)          |   |

----

|                                                     |              |  |            |  |                           |               |            |       |        |         |        |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------|--------------|--|------------|--|---------------------------|---------------|------------|-------|--------|---------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated | Type         |  | Unused Fee |  | Par/ Principal Amount |               | Fair Value |
| Trump Card, LLC                                     | Revolver     |  | 0.50%      |  | $                         | 635      |       |       | $      | (23)    |   |
| TSB Purchaser, Inc. (Teaching Strategies, LLC)      | Revolver     |  | 0.50       |  | 1,342                |          |            | (27)  |   |
| US INFRA SVCS BUYER, LLC (AIMS Companies)           | Delayed Draw |  | 0.50       |  | 28,875               |          |            | (454) |   |
| US INFRA SVCS BUYER, LLC (AIMS Companies)           | Revolver     |  | 1.00       |  | 2,275                |          |            | (33)  |   |
| USLS Acquisition, Inc.                              | Revolver     |  | 0.50       |  | 76                   |          |            | (6)   |   |
| VRC Companies, LLC                                  | Delayed Draw |  | 0.75       |  | 560                  |          |            | (3)   |   |
| VRC Companies, LLC                                  | Revolver     |  | 0.50       |  | 1,646                |          |            | (8)   |   |
| Zemax Software Holdings, LLC                        | Revolver     |  | 0.50       |  | 642                  |          |            | (12)  |   |
| Zenith American Holding, Inc.                       | Delayed Draw |  | 1.00       |  | 2,573                |          |            | (39)  |   |
| Zenith American Holding, Inc.                       | Revolver     |  | 0.50       |  | 1,590                |          |            | (24)  |   |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
| Total unfunded commitments                          |              |  |            |  | $                         | 117,618  |       |       | $      | (2,445) |   |

|                                                          |  |                     |                 |            |               |                                |                 |             |        |              |   |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|--|---------------------|-----------------|------------|---------------|--------------------------------|-----------------|-------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|
| Type                                                     |  | Amortized Cost |                 | Fair Value |               | % of Fair Value |
| First Lien Debt (excluding First Lien/Last Out Debt) |  | $                   | 1,413,685  |       |               | $                              | 1,316,786  |        |        | 69.03   | % |
| First Lien/Last Out Debt                             |  | 80,209         |            |            | 78,127   |                           |                 | 4.10   |   |
| Second Lien Debt                                         |  | 306,123        |            |            | 278,623  |                           |                 | 14.61  |   |
| Equity Investments                                       |  | 32,331         |            |            | 31,756   |                           |                 | 1.66   |   |
| Investment Fund                                          |  | 216,001        |            |            | 202,263  |                           |                 | 10.60  |   |
| Total                                                    |  | $                   | 2,048,349  |       |               | $                              | 1,907,555  |        |        | 100.00  | % |

----

|               |  |                     |                 |            |              |                                                              |                 |            |        |              |   |  |  |  |  |  |  |  |  |  |
|---------------|--|---------------------|-----------------|------------|--------------|--------------------------------------------------------------|-----------------|------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|
| Rate Type     |  | Amortized Cost |                 | Fair Value |              | % of Fair Value of First and Second Lien Debt |
| Floating Rate |  | $                   | 1,785,225  |       |              | $                                                            | 1,659,005  |       |        | 99.13   | % |
| Fixed Rate    |  | 14,792         |            |            | 14,531  |                                                         |                 | 0.87  |   |
| Total         |  | $                   | 1,800,017  |       |              | $                                                            | 1,673,536  |       |        | 100.00  | % |

|                                                   |                     |                 |            |               |                                |                 |             |        |              |   |  |  |  |  |  |  |  |
|---------------------------------------------------|---------------------|-----------------|------------|---------------|--------------------------------|-----------------|-------------|--------|--------------|---|--|--|--|--|--|--|--|
| Industry                                          | Amortized Cost |                 | Fair Value |               | % of Fair Value |
| Aerospace & Defense                           | $                   | 130,786    |       |               | $                              | 114,093    |        |        | 5.98    | % |
| Automotive                                        | 46,061         |            |            | 46,646   |                           |                 | 2.45   |   |
| Banking, Finance, Insurance & Real Estate     | 113,256        |            |            | 113,612  |                           |                 | 5.96   |   |
| Beverage, Food & Tobacco                      | 93,762         |            |            | 85,183   |                           |                 | 4.47   |   |
| Business Services                                 | 157,804        |            |            | 153,569  |                           |                 | 8.05   |   |
| Capital Equipment                                 | 47,377         |            |            | 46,532   |                           |                 | 2.44   |   |
| Chemicals, Plastics & Rubber                  | 27,982         |            |            | 26,040   |                           |                 | 1.37   |   |
| Construction & Building                       | 5,199          |            |            | 5,204    |                           |                 | 0.27   |   |
| Consumer Services                                 | 29,032         |            |            | 18,254   |                           |                 | 0.96   |   |
| Containers, Packaging & Glass                 | 67,156         |            |            | 67,364   |                           |                 | 3.53   |   |
| Durable Consumer Goods                            | 10,841         |            |            | 11,146   |                           |                 | 0.58   |   |
| Energy: Oil & Gas                         | 39,403         |            |            | 39,546   |                           |                 | 2.07   |   |
| Environmental Industries                          | 46,068         |            |            | 44,451   |                           |                 | 2.33   |   |
| Healthcare & Pharmaceuticals                  | 174,280        |            |            | 137,470  |                           |                 | 7.21   |   |
| High Tech Industries                              | 218,429        |            |            | 214,939  |                           |                 | 11.26  |   |
| Hotel, Gaming & Leisure                       | 97,347         |            |            | 81,949   |                           |                 | 4.30   |   |
| Investment Fund                                   | 216,001        |            |            | 202,263  |                           |                 | 10.60  |   |
| Media: Advertising, Printing & Publishing | 36,742         |            |            | 36,514   |                           |                 | 1.91   |   |
| Media: Broadcasting & Subscription        | 45,749         |            |            | 46,146   |                           |                 | 2.42   |   |
| Media: Diversified & Production           | 19,606         |            |            | 19,600   |                           |                 | 1.03   |   |
| Non-durable Consumer Goods                        | 1,500          |            |            | 2,336    |                           |                 | 0.12   |   |
| Retail                                            | 25,075         |            |            | 23,747   |                           |                 | 1.24   |   |
| Software                                          | 110,505        |            |            | 107,329  |                           |                 | 5.63   |   |
| Sovereign & Public Finance                    | 38,168         |            |            | 36,229   |                           |                 | 1.90   |   |
| Telecommunications                                | 140,882        |            |            | 123,364  |                           |                 | 6.47   |   |
| Transportation: Cargo                         | 39,579         |            |            | 39,294   |                           |                 | 2.06   |   |
| Transportation: Consumer                      | 34,739         |            |            | 35,160   |                           |                 | 1.84   |   |
| Wholesale                                         | 35,020         |            |            | 29,575   |                           |                 | 1.55   |   |
| Total                                             | $                   | 2,048,349  |       |               | $                              | 1,907,555  |        |        | 100.00  | % |

----

|                |                     |                 |                 |                 |                                |                 |             |        |              |   |  |  |  |  |  |  |  |
|----------------|---------------------|-----------------|-----------------|-----------------|--------------------------------|-----------------|-------------|--------|--------------|---|--|--|--|--|--|--|--|
| Geography      | Amortized Cost |                 | Fair Value |                 | % of Fair Value |
| Canada         | $                   | 19,274     |            |                 | $                              | 20,002     |        |        | 1.05    | % |
|                |                     |                 |                 |                 |                                |
| Cyprus         | 4,784          |            |                 | 4,863      |                           |                 | 0.25   |   |
| Jamaica        | 196            |            |                 | 198        |                           |                 | 0.01   |   |
| Luxembourg     | 36,524         |            |                 | 34,459     |                           |                 | 1.81   |   |
| United Kingdom | 92,788         |            |                 | 87,116     |                           |                 | 4.57   |   |
| United States  | 1,894,783      |            |                 | 1,760,917  |                           |                 | 92.31  |   |
| Total          | $                   | 2,048,349  |            |                 | $                              | 1,907,555  |        |        | 100.00  | % |

----

|                                                         |  |         |  |                  |  |                                               |  |                                 |  |                   |  |                    |  |                    |  |                              |             |                         |              |               |             |                 |        |   |             |        |  |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|------------------|--|-----------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|--------------------|--|------------------------------|-------------|-------------------------|--------------|---------------|-------------|-----------------|--------|---|-------------|--------|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes        |  | Industry                                      |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |             | Amortized Cost (4) |              | Fair Value(5) |             | % of Net Assets |
| First Lien Debt (77.29%)                                |  |         |  |                  |  |                                               |  |                                 |  |                   |  |                    |  |                    |  |                              |             |                         |              |               |             |                 |
| Aero Operating, LLC (Dejana Industries, Inc.)           |  | ^+* |  | (2) (3) (13)     |  | Business Services                             |  | L + 7.25%                       |  | 9.16%             |  | 1/5/2018   |  | 12/29/2022 |  | $                            | 3,517  |                    |              | $             | 3,491  |            |        | $ | 3,449  |   |  | 0.36  | % |
| Airnov, Inc.                                            |  | ^   |  | (2) (3) (13)     |  | Containers, Packaging & Glass             |  | L + 5.25%                       |  | 7.16%             |  | 12/20/2019 |  | 12/19/2025 |  | 12,813                  |        |                         | 12,602  |          |             | 12,601     |   |   | 1.32   |   |
| Alpha Packaging Holdings, Inc.                          |  | +*      |  | (2) (3)          |  | Containers, Packaging & Glass             |  | L + 4.25%                       |  | 6.35%             |  | 6/26/2015  |  | 5/12/2020  |  | 2,836                   |        |                         | 2,836   |          |             | 2,822      |   |   | 0.30   |   |
| Alpine SG, LLC                                          |  | ^*  |  | (2) (3)          |  | High Tech Industries                          |  | L + 6.50%                       |  | 8.43%             |  | 2/2/2018   |  | 11/16/2022 |  | 15,301                  |        |                         | 15,187  |          |             | 15,244     |   |   | 1.59   |   |
| American Physician Partners, LLC                        |  | ^+* |  | (2) (3) (13)     |  | Healthcare & Pharmaceuticals              |  | L + 6.50%                       |  | 8.58%             |  | 1/7/2019   |  | 12/21/2021 |  | 38,235                  |        |                         | 37,868  |          |             | 38,110     |   |   | 3.98   |   |
| AMS Group HoldCo, LLC                                   |  | ^+* |  | (2) (3) (13)     |  | Transportation: Cargo                     |  | L + 6.00%                       |  | 8.07%             |  | 9/29/2017  |  | 9/29/2023  |  | 30,808                  |        |                         | 30,361  |          |             | 30,457     |   |   | 3.18   |   |
| Analogic Corporation                                    |  | ^+* |  | (2) (3) (13)     |  | Healthcare & Pharmaceuticals              |  | L + 6.00%                       |  | 7.70%             |  | 6/22/2018  |  | 6/22/2024  |  | 34,784                  |        |                         | 34,190  |          |             | 34,784     |   |   | 3.64   |   |
| Anchor Hocking, LLC                                     |  | ^   |  | (2) (3)          |  | Durable Consumer Goods                        |  | L + 8.75%                       |  | 10.66%            |  | 1/25/2019  |  | 1/25/2024  |  | 10,707                  |        |                         | 10,410  |          |             | 10,359     |   |   | 1.08   |   |
| Apptio, Inc.                                            |  | ^   |  | (2) (3) (13)     |  | Software                                      |  | L + 7.25%                       |  | 8.96%             |  | 1/10/2019  |  | 1/10/2025  |  | 35,541                  |        |                         | 34,874  |          |             | 35,237     |   |   | 3.68   |   |
| Aurora Lux FinCo S.Á.R.L. (Luxembourg)             |  | ^   |  | (2) (3) (7)      |  | Software                                      |  | L + 6.00%                       |  | 7.93%             |  | 12/24/2019 |  | 12/24/2026 |  | 37,500                  |        |                         | 36,563  |          |             | 36,563     |   |   | 3.82   |   |
| Avenu Holdings, LLC                                     |  | +*      |  | (2) (3)          |  | Sovereign & Public Finance                |  | L + 5.25%                       |  | 7.35%             |  | 9/28/2018  |  | 9/28/2024  |  | 38,665                  |        |                         | 38,125  |          |             | 37,227     |   |   | 3.89   |   |
| Barnes & Noble, Inc.                                |  | ^   |  | (2) (3) (11)     |  | Retail                                        |  | L + 5.50%                       |  | 9.07%             |  | 8/7/2019   |  | 8/7/2024   |  | 17,637                  |        |                         | 17,225  |          |             | 17,196     |   |   | 1.80   |   |
| BMS Holdings III Corp.                                  |  | ^*  |  | (2) (3) (13)     |  | Construction & Building                   |  | L + 5.25%                       |  | 7.35%             |  | 9/30/2019  |  | 9/30/2026  |  | 11,638                  |        |                         | 11,274  |          |             | 11,591     |   |   | 1.21   |   |
| Brooks Equipment Company, LLC                           |  | +*      |  | (2) (3)          |  | Construction & Building                   |  | L + 5.00%                       |  | 6.91%             |  | 6/26/2015  |  | 8/29/2020  |  | 2,443                   |        |                         | 2,439   |          |             | 2,441      |   |   | 0.26   |   |
| Capstone Logistics Acquisition, Inc.                    |  | +*      |  | (2) (3)          |  | Transportation: Cargo                     |  | L + 4.50%                       |  | 6.20%             |  | 6/26/2015  |  | 10/7/2021  |  | 3,976                   |        |                         | 3,962   |          |             | 3,894      |   |   | 0.41   |   |
| Captive Resources Midco, LLC                            |  | ^*  |  | (2) (3) (13)     |  | Banking, Finance, Insurance & Real Estate |  | L + 6.00%                       |  | 8.18%             |  | 6/30/2015  |  | 5/31/2025  |  | 30,301                  |        |                         | 29,814  |          |             | 30,158     |   |   | 3.15   |   |
| Central Security Group, Inc.                            |  | +*      |  | (2) (3)          |  | Consumer Services                             |  | L + 5.63%                       |  | 7.33%             |  | 6/26/2015  |  | 10/6/2021  |  | 22,634                  |        |                         | 22,531  |          |             | 19,466     |   |   | 2.04   |   |
| Chartis Holding, LLC                                    |  | ^   |  | (2) (3) (13)     |  | Business Services                             |  | L + 5.25%                       |  | 7.28%             |  | 5/1/2019   |  | 5/1/2025   |  | 15,926                  |        |                         | 15,538  |          |             | 15,723     |   |   | 1.64   |   |
| Chemical Computing Group ULC (Canada)                   |  | ^*  |  | (2) (3) (7) (13) |  | Software                                      |  | L + 5.25%                       |  | 6.95%             |  | 8/30/2018  |  | 8/30/2023  |  | 14,674                  |        |                         | 14,567  |          |             | 14,539     |   |   | 1.52   |   |
| CircusTrix Holdings, LLC                                |  | ^+* |  | (2) (3)          |  | Hotel, Gaming & Leisure                   |  | L + 5.50%                       |  | 7.20%             |  | 2/2/2018   |  | 12/6/2021  |  | 9,397                   |        |                         | 9,342   |          |             | 9,242      |   |   | 0.97   |   |
| Comar Holding Company, LLC                              |  | ^+* |  | (2) (3) (13)     |  | Containers, Packaging & Glass             |  | L + 5.25%                       |  | 6.96%             |  | 6/18/2018  |  | 6/18/2024  |  | 27,783                  |        |                         | 27,254  |          |             | 27,101     |   |   | 2.83   |   |
| Cority Software Inc. (Canada)                           |  | ^   |  | (2) (3) (7) (13) |  | Software                                      |  | L + 5.50%                       |  | 7.57%             |  | 7/2/2019   |  | 7/2/2026   |  | 27,000                  |        |                         | 26,435  |          |             | 26,400     |   |   | 2.76   |   |
| Dent Wizard International Corporation                   |  | +       |  | (2) (3)          |  | Automotive                                    |  | L + 4.00%                       |  | 5.70%             |  | 4/28/2015  |  | 4/7/2022   |  | 877                     |        |                         | 877     |          |             | 873        |   |   | 0.09   |   |
| Derm Growth Partners III, LLC (Dermatology Associates)  |  | ^   |  | (2) (3) (9)      |  | Healthcare & Pharmaceuticals              |  | L + 6.25% (100% PIK)            |  | 8.16%             |  | 5/31/2016  |  | 5/31/2022  |  | 56,310                  |        |                         | 56,026  |          |             | 39,716     |   |   | 4.15   |   |
| DermaRite Industries, LLC                               |  | ^*  |  | (2) (3) (13)     |  | Healthcare & Pharmaceuticals              |  | L + 7.00%                       |  | 8.70%             |  | 3/3/2017   |  | 3/3/2022   |  | 22,647                  |        |                         | 22,481  |          |             | 21,690     |   |   | 2.27   |   |
| Digicel Limited (Jamaica)                               |  | ^   |  | (7)              |  | Telecommunications                            |  | 6.00%                           |  | 6.00%             |  | 7/23/2019  |  | 4/15/2021  |  | 250                     |        |                         | 202     |          |             | 195        |   |   | 0.02   |   |

----

|                                                         |  |         |  |                   |  |                                               |  |                                   |  |                   |  |                    |  |                    |  |                              |             |                         |              |               |             |                 |        |   |               |        |  |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|-------------------|--|-----------------------------------------------|--|-----------------------------------|--|-------------------|--|--------------------|--|--------------------|--|------------------------------|-------------|-------------------------|--------------|---------------|-------------|-----------------|--------|---|---------------|--------|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes         |  | Industry                                      |  | Reference Rate & Spread (2)   |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |             | Amortized Cost (4) |              | Fair Value(5) |             | % of Net Assets |
| Dimensional Dental Management, LLC                      |  | ^   |  | (2) (3) (11) (13) |  | Healthcare & Pharmaceuticals              |  | L + 5.75%                         |  | 10.00%            |  | 2/12/2016  |  | 2/12/2021  |  | $                            | 1,224  |                    |              | $             | 1,199  |            |        | $ | 1,224    |   |  | 0.13  | % |
| Dimensional Dental Management, LLC                      |  | ^   |  | (2) (3) (9) (11)  |  | Healthcare & Pharmaceuticals              |  | L + 5.75%                         |  | 8.66%             |  | 2/12/2016  |  | 7/22/2020  |  | 33,674                  |        |                         | 33,301  |          |             | —    |   |   | —  |   |
| Direct Travel, Inc.                                     |  | ^+* |  | (2) (3)           |  | Hotel, Gaming & Leisure                   |  | L + 6.50%                         |  | 8.41%             |  | 10/14/2016 |  | 12/1/2021  |  | 36,805                  |        |                         | 36,515  |          |             | 36,757     |   |   | 3.84     |   |
| DTI Holdco, Inc.                                        |  | *       |  | (2) (3)           |  | High Tech Industries                          |  | L + 4.75%                         |  | 6.68%             |  | 12/18/2018 |  | 9/30/2023  |  | 1,974                   |        |                         | 1,871   |          |             | 1,841      |   |   | 0.19     |   |
| Emergency Communications Network, LLC                   |  | ^+* |  | (2) (3)           |  | Telecommunications                            |  | L + 6.25%                         |  | 8.14%             |  | 6/1/2017   |  | 6/1/2023   |  | 24,375                  |        |                         | 24,233  |          |             | 22,323     |   |   | 2.33     |   |
| Ensono, LP                                              |  | *       |  | (2) (3)           |  | Telecommunications                            |  | L + 5.25%                         |  | 6.95%             |  | 4/30/2018  |  | 6/27/2025  |  | 8,537                   |        |                         | 8,452   |          |             | 8,537      |   |   | 0.89     |   |
| Ethos Veterinary Health LLC                             |  | ^+  |  | (2) (3) (13)      |  | Consumer Services                             |  | L + 4.75%                         |  | 6.45%             |  | 5/17/2019  |  | 5/15/2026  |  | 10,869                  |        |                         | 10,744  |          |             | 10,807     |   |   | 1.13     |   |
| EvolveIP, LLC                                           |  | ^+* |  | (2) (3)           |  | Telecommunications                            |  | L + 5.75%                         |  | 7.45%             |  | 11/26/2019 |  | 6/7/2023   |  | 34,420                  |        |                         | 33,923  |          |             | 34,420     |   |   | 3.60     |   |
| Frontline Technologies Holdings, LLC                    |  | ^*  |  | (2) (3)           |  | Software                                      |  | L + 5.75%                         |  | 7.85%             |  | 9/18/2017  |  | 9/18/2023  |  | 48,242                  |        |                         | 47,949  |          |             | 48,705     |   |   | 5.09     |   |
| FWR Holding Corporation                                 |  | ^+* |  | (2) (3) (13)      |  | Beverage, Food & Tobacco                  |  | L + 5.50%                         |  | 7.29%             |  | 8/21/2017  |  | 8/21/2023  |  | 48,630                  |        |                         | 47,950  |          |             | 48,393     |   |   | 5.06     |   |
| Green Energy Partners/Stonewall, LLC                |  | +*      |  | (2) (3)           |  | Energy: Electricity                       |  | L + 5.50%                         |  | 7.60%             |  | 6/26/2015  |  | 11/10/2021 |  | 19,550                  |        |                         | 19,374  |          |             | 18,034     |   |   | 1.89     |   |
| GRO Sub Holdco, LLC (Grand Rapids)                      |  | ^+* |  | (2) (3) (13)      |  | Healthcare & Pharmaceuticals              |  | L + 6.00%                         |  | 8.10%             |  | 2/28/2018  |  | 2/22/2023  |  | 6,465                   |        |                         | 6,380   |          |             | 6,085      |   |   | 0.64     |   |
| Hummel Station, LLC                                     |  | +*      |  | (2) (3)           |  | Energy: Electricity                       |  | L + 6.00%                         |  | 7.70%             |  | 2/3/2016   |  | 10/27/2022 |  | 14,641                  |        |                         | 14,169  |          |             | 12,896     |   |   | 1.35     |   |
| Hydrofarm, LLC                                          |  | ^   |  | (2) (3)           |  | Wholesale                                     |  | L+10.00% (30% Cash / 70% PIK) |  | 11.91%            |  | 5/15/2017  |  | 5/12/2022  |  | 21,556                  |        |                         | 21,254  |          |             | 13,647     |   |   | 1.43     |   |
| iCIMS, Inc.                                             |  | ^   |  | (2) (3) (13)      |  | Software                                      |  | L + 6.50%                         |  | 8.29%             |  | 9/12/2018  |  | 9/12/2024  |  | 23,930                  |        |                         | 23,507  |          |             | 23,927     |   |   | 2.50     |   |
| Innovative Business Services, LLC                       |  | ^*  |  | (2) (3) (13)      |  | High Tech Industries                          |  | L + 5.50%                         |  | 7.53%             |  | 4/5/2018   |  | 4/5/2023   |  | 16,143                  |        |                         | 15,782  |          |             | 15,880     |   |   | 1.66     |   |
| K2 Insurance Services, LLC                              |  | ^+* |  | (2) (3) (13)      |  | Banking, Finance, Insurance & Real Estate |  | L + 5.00%                         |  | 7.19%             |  | 7/3/2019   |  | 7/1/2024   |  | 22,027                  |        |                         | 21,487  |          |             | 22,062     |   |   | 2.31     |   |
| Kaseya Inc.                                             |  | ^   |  | (2) (3) (13)      |  | High Tech Industries                          |  | L + 5.50%, 1.00% PIK              |  | 8.41%             |  | 5/3/2019   |  | 5/2/2025   |  | 19,545                  |        |                         | 19,145  |          |             | 19,590     |   |   | 2.05     |   |
| Legacy.com, Inc.                                        |  | ^   |  | (2) (3) (11)      |  | High Tech Industries                          |  | L + 9.98%                         |  | 11.77%            |  | 3/20/2017  |  | 3/20/2023  |  | 17,080                  |        |                         | 16,832  |          |             | 16,325     |   |   | 1.71     |   |
| Lifelong Learner Holdings, LLC                          |  | ^*  |  | (2) (3) (13)      |  | Business Services                             |  | L + 5.75%                         |  | 7.51%             |  | 10/18/2019 |  | 10/18/2026 |  | 23,523                  |        |                         | 22,971  |          |             | 23,240     |   |   | 2.43     |   |
| Liqui-Box Holdings, Inc.                                |  | ^   |  | (2) (3) (13)      |  | Containers, Packaging & Glass             |  | L + 4.50%                         |  | 6.41%             |  | 6/3/2019   |  | 6/3/2024   |  | —                 |        |                         | (26)         |          |             | (37)            |   |   | —  |   |
| Mailgun Technologies, Inc.                              |  | ^   |  | (2) (3) (13)      |  | High Tech Industries                          |  | L + 5.00%                         |  | 7.10%             |  | 3/26/2019  |  | 3/26/2025  |  | 11,853                  |        |                         | 11,607  |          |             | 11,655     |   |   | 1.22     |   |
| National Carwash Solutions, Inc.                        |  | ^+  |  | (2) (3) (13)      |  | Automotive                                    |  | L + 6.00%                         |  | 7.69%             |  | 8/7/2018   |  | 4/28/2023  |  | 9,511                   |        |                         | 9,342   |          |             | 9,428      |   |   | 0.99     |   |
| National Technical Systems, Inc.                        |  | ^+* |  | (2) (3) (13)      |  | Aerospace & Defense                       |  | L + 6.25%                         |  | 7.94%             |  | 6/26/2015  |  | 6/12/2021  |  | 27,950                  |        |                         | 27,801  |          |             | 27,920     |   |   | 2.92     |   |
| NES Global Talent Finance US, LLC (United Kingdom)      |  | +*      |  | (2) (3) (7)       |  | Energy: Oil & Gas                     |  | L + 5.50%                         |  | 7.43%             |  | 5/9/2018   |  | 5/11/2023  |  | 9,890                   |        |                         | 9,762   |          |             | 9,763      |   |   | 1.02     |   |

----

|                                                         |  |         |  |                  |  |                                               |  |                                 |  |                   |  |                    |  |                    |  |                              |              |                         |               |               |             |                 |              |        |               |            |        |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|------------------|--|-----------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|--------------------|--|------------------------------|--------------|-------------------------|---------------|---------------|-------------|-----------------|--------------|--------|---------------|------------|--------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes        |  | Industry                                      |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |               | Fair Value(5) |             | % of Net Assets |
| Nexus Technologies, LLC                                 |  | *       |  | (2) (3)          |  | High Tech Industries                          |  | L + 5.50%, 1.50% PIK            |  | 8.91%             |  | 12/11/2018 |  | 12/5/2023  |  | $                            | 6,172   |                    |               | $             | 6,119  |            |              | $      | 5,621    |       |        | 0.59  | % |
| NMI AcquisitionCo, Inc.                                 |  | ^+* |  | (2) (3) (13)     |  | High Tech Industries                          |  | L + 5.75%                       |  | 7.45%             |  | 9/6/2017   |  | 9/6/2022   |  | 50,067                  |         |                         | 49,471   |          |             | 49,888     |         |        | 5.22     |       |
| Northland Telecommunications Corporation                |  | ^*  |  | (2) (3) (13)     |  | Media: Broadcast & Subscription       |  | L + 5.75%                       |  | 7.46%             |  | 10/1/2018  |  | 10/1/2025  |  | 46,603                  |         |                         | 45,916   |          |             | 46,529     |         |        | 4.86     |       |
| Paramit Corporation                                     |  | +*      |  | (2) (3)          |  | Capital Equipment                             |  | L + 4.50%                       |  | 6.22%             |  | 5/3/2019   |  | 5/3/2025   |  | 6,298                   |         |                         | 6,241    |          |             | 6,268      |         |        | 0.66     |       |
| PF Growth Partners, LLC                                 |  | ^+* |  | (2) (3) (13)     |  | Hotel, Gaming & Leisure                   |  | L + 5.00%                       |  | 6.70%             |  | 7/1/2019   |  | 7/11/2025  |  | 7,161                   |         |                         | 7,045    |          |             | 7,135      |         |        | 0.75     |       |
| Plano Molding Company, LLC                              |  | ^   |  | (2) (3)          |  | Hotel, Gaming & Leisure                   |  | L + 7.50%                       |  | 9.20%             |  | 5/1/2015   |  | 5/12/2021  |  | 14,752                  |         |                         | 14,645   |          |             | 14,085     |         |        | 1.47     |       |
| PPC Flexible Packaging, LLC                             |  | +*      |  | (2) (3) (13)     |  | Containers, Packaging & Glass             |  | L + 5.50%                       |  | 7.19%             |  | 11/23/2018 |  | 11/23/2024 |  | 13,591                  |         |                         | 13,404   |          |             | 13,464     |         |        | 1.41     |       |
| PPT Management Holdings, LLC                            |  | ^   |  | (2) (3)          |  | Healthcare & Pharmaceuticals              |  | L + 6.00%, 0.75% PIK            |  | 8.66%             |  | 12/15/2016 |  | 12/16/2022 |  | 27,744                  |         |                         | 27,627   |          |             | 23,155     |         |        | 2.42     |       |
| Pretium Packaging, LLC                                  |  | ^   |  | (2) (3)          |  | Containers, Packaging & Glass             |  | L + 5.00%                       |  | 6.91%             |  | 8/15/2019  |  | 11/14/2023 |  | 7,700                   |         |                         | 7,631    |          |             | 7,700      |         |        | 0.81     |       |
| PricewaterhouseCoopers Public Sector LLP                |  | ^   |  | (2) (3) (13)     |  | Aerospace & Defense                       |  | L + 3.25%                       |  | 5.16%             |  | 5/1/2018   |  | 5/1/2023   |  | —                 |         |                         | (105)         |          |             | (46)            |         |        | —  |       |
| Product Quest Manufacturing, LLC                        |  | ^   |  | (2) (3) (9)      |  | Containers, Packaging & Glass             |  | L + 6.75%                       |  | 5.75%             |  | 9/21/2017  |  | 3/31/2020  |  | 840                     |         |                         | 840      |          |             | 840        |         |        | 0.09     |       |
| Propel Insurance Agency, LLC                            |  | ^   |  | (2) (3)          |  | Banking, Finance, Insurance & Real Estate |  | L + 4.25%                       |  | 6.35%             |  | 6/1/2018   |  | 6/1/2024   |  | 2,363                   |         |                         | 2,347    |          |             | 2,353      |         |        | 0.25     |       |
| QW Holding Corporation (Quala)                          |  | ^+* |  | (2) (3) (13)     |  | Environmental Industries                      |  | L + 5.75%                       |  | 7.73%             |  | 8/31/2016  |  | 8/31/2022  |  | 43,358                  |         |                         | 42,802   |          |             | 43,106     |         |        | 4.51     |       |
| Redwood Services Group, LLC                             |  | ^   |  | (2) (3)          |  | High Tech Industries                          |  | L + 6.00%                       |  | 7.91%             |  | 11/13/2018 |  | 6/6/2023   |  | 8,427                   |         |                         | 8,363    |          |             | 8,342      |         |        | 0.87     |       |
| Riveron Acquisition Holdings, Inc.                      |  | ^+* |  | (2) (3)          |  | Banking, Finance, Insurance & Real Estate |  | L + 6.00%                       |  | 7.91%             |  | 5/22/2019  |  | 5/22/2025  |  | 19,968                  |         |                         | 19,605   |          |             | 19,587     |         |        | 2.05     |       |
| RSC Acquisition, Inc.                                   |  | ^   |  | (2) (3) (13)     |  | Banking, Finance, Insurance & Real Estate |  | L + 5.50%                       |  | 7.41%             |  | 11/1/2019  |  | 11/1/2026  |  | 11,594                  |         |                         | 11,222   |          |             | 11,449     |         |        | 1.20     |       |
| Sapphire Convention, Inc. (Smart City)                  |  | *+^ |  | (2) (3) (13)     |  | Telecommunications                            |  | L + 5.25%                       |  | 7.27%             |  | 11/20/2018 |  | 11/20/2025 |  | 28,577                  |         |                         | 28,009   |          |             | 28,329     |         |        | 2.96     |       |
| Smile Doctors, LLC                                      |  | ^*+ |  | (2) (3) (13)     |  | Healthcare & Pharmaceuticals              |  | L + 6.00%                       |  | 8.07%             |  | 10/6/2017  |  | 10/6/2022  |  | 22,227                  |         |                         | 22,136   |          |             | 21,996     |         |        | 2.30     |       |
| Sovos Brands Intermediate, Inc.                         |  | +*      |  | (2) (3)          |  | Beverage, Food & Tobacco                  |  | L + 5.00%                       |  | 7.20%             |  | 11/16/2018 |  | 11/20/2025 |  | 19,899                  |         |                         | 19,714   |          |             | 19,750     |         |        | 2.06     |       |
| SPay, Inc.                                              |  | ^+* |  | (2) (3) (13)     |  | Hotel, Gaming & Leisure                   |  | L + 5.75%                       |  | 7.46%             |  | 6/15/2018  |  | 6/17/2024  |  | 20,512                  |         |                         | 20,179   |          |             | 18,694     |         |        | 1.95     |       |
| Superior Health Linens, LLC                             |  | ^+* |  | (2) (3) (13)     |  | Business Services                             |  | L + 7.50%, 0.50% PIK            |  | 9.91%             |  | 9/30/2016  |  | 9/30/2021  |  | 21,805                  |         |                         | 21,666   |          |             | 19,933     |         |        | 2.08     |       |
| Surgical Information Systems, LLC                       |  | ^+* |  | (2) (3) (11)     |  | High Tech Industries                          |  | L + 4.50%                       |  | 7.47%             |  | 4/24/2017  |  | 4/24/2023  |  | 26,168                  |         |                         | 26,007   |          |             | 25,715     |         |        | 2.69     |       |
| T2 Systems, Inc.                                        |  | ^+* |  | (2) (3) (13)     |  | Transportation: Consumer                  |  | L + 6.75%                       |  | 8.85%             |  | 9/28/2016  |  | 9/28/2022  |  | 35,648                  |         |                         | 35,159   |          |             | 35,648     |         |        | 3.73     |       |
| Tank Holding Corp.                                      |  | ^   |  | (2) (3) (13)     |  | Capital Equipment                             |  | L + 4.00%                       |  | 5.76%             |  | 3/26/2019  |  | 3/26/2024  |  | —                 |         |                         | —  |          |             | —    |         |        | —  |       |
| The Leaders Romans Bidco Limited (United Kingdom)       |  | ^   |  | (2) (3) (7) (13) |  | Banking, Finance, Insurance & Real Estate |  | L + 6.75%, 3.50% PIK            |  | 11.01%            |  | 7/23/2019  |  | 6/30/2024  |  | £                       | 19,577  |                    |               | 24,865   |        |                 | 26,531  |   |               | 2.77  |   |

----

|                                                         |  |         |  |              |  |                                                    |  |                                 |  |                   |  |                    |  |                    |  |                              |                 |                         |              |               |                 |                 |             |        |                 |            |        |              |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|---------|--|--------------|--|----------------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|--------------------|--|------------------------------|-----------------|-------------------------|--------------|---------------|-----------------|-----------------|-------------|--------|-----------------|------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |         |  | Footnotes    |  | Industry                                           |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |                 | Amortized Cost (4) |              | Fair Value(5) |                 | % of Net Assets |
| Transform SR Holdings, LLC                              |  | ^   |  | (2) (3)      |  | Retail                                             |  | L + 7.25%                       |  | 9.18%             |  | 2/11/2019  |  | 2/12/2024  |  | $                            | 19,050     |                    |              | $             | 18,887     |            |             | $      | 18,860     |       |        | 1.97    | % |
| Trump Card, LLC                                         |  | ^+* |  | (2) (3) (13) |  | Transportation: Cargo                          |  | L + 5.50%                       |  | 7.63%             |  | 6/26/2018  |  | 4/21/2022  |  | 7,918                   |            |                         | 7,881   |          |                 | 7,869      |        |        | 0.82       |       |
| TSB Purchaser, Inc. (Teaching Strategies, LLC)          |  | ^+* |  | (2) (3) (13) |  | Media:  Advertising, Printing & Publishing |  | L + 6.00%                       |  | 8.10%             |  | 5/14/2018  |  | 5/14/2024  |  | 28,294                  |            |                         | 27,726  |          |                 | 28,105     |        |        | 2.94       |       |
| Turbo Buyer, Inc.                                       |  | ^   |  | (2) (3) (13) |  | Automotive                                         |  | L + 6.00%                       |  | 7.69%             |  | 12/2/2019  |  | 12/2/2025  |  | 27,897                  |            |                         | 27,033  |          |                 | 27,439     |        |        | 2.87       |       |
| Tweddle Group, Inc.                                     |  | ^   |  | (2) (3)      |  | Media:  Advertising, Printing & Publishing |  | L + 4.50%                       |  | 6.20%             |  | 9/17/2018  |  | 9/17/2023  |  | 1,908                   |            |                         | 1,885   |          |                 | 1,859      |        |        | 0.19       |       |
| U.S. Acute Care Solutions, LLC                          |  | +*      |  | (2) (3)      |  | Healthcare & Pharmaceuticals                   |  | L + 5.00%                       |  | 6.91%             |  | 2/21/2019  |  | 5/15/2021  |  | 4,265                   |            |                         | 4,230   |          |                 | 4,053      |        |        | 0.42       |       |
| Unifrutti Financing PLC (Cyprus)                        |  | ^   |  | (2) (3) (7)  |  | Beverage, Food & Tobacco                       |  | 7.50%, 1.00% PIK                |  | 8.50%             |  | 9/15/2019  |  | 9/15/2026  |  | €                      | 4,530      |                    |              | 4,746    |            |                 | 4,836  |   |                 | 0.51  |   |
| USLS Acquisition, Inc.                                  |  | ^*  |  | (2) (3) (13) |  | Business Services                                  |  | L + 5.75%                       |  | 7.85%             |  | 11/30/2018 |  | 11/30/2024 |  | 22,139                  |            |                         | 21,741  |          |                 | 21,674     |        |        | 2.27       |       |
| VRC Companies, LLC                                      |  | ^+* |  | (2) (3) (13) |  | Business Services                                  |  | L + 6.50%                       |  | 8.21%             |  | 3/31/2017  |  | 3/31/2023  |  | 57,164                  |            |                         | 56,674  |          |                 | 57,106     |        |        | 5.97       |       |
| Westfall Technik, Inc.                                  |  | ^   |  | (2) (3) (13) |  | Chemicals, Plastics & Rubber                   |  | L + 5.75%                       |  | 7.66%             |  | 9/13/2018  |  | 9/13/2024  |  | 27,973                  |            |                         | 27,432  |          |                 | 26,962     |        |        | 2.82       |       |
| WP CPP Holdings, LLC (CPP)                              |  | ^   |  | (2) (3)      |  | Aerospace & Defense                            |  | L + 3.75%                       |  | 5.66%             |  | 7/18/2019  |  | 4/30/2025  |  | 20,000                  |            |                         | 19,817  |          |                 | 19,826     |        |        | 2.07       |       |
| Zemax Software Holdings, LLC                            |  | ^*  |  | (2) (3) (13) |  | Software                                           |  | L + 5.75%                       |  | 7.85%             |  | 6/25/2018  |  | 6/25/2024  |  | 10,146                  |            |                         | 10,013  |          |                 | 10,087     |        |        | 1.05       |       |
| Zenith Merger Sub, Inc.                                 |  | ^   |  | (2) (3) (13) |  | Business Services                                  |  | L + 5.25%                       |  | 7.35%             |  | 12/13/2017 |  | 12/13/2023 |  | 16,530                  |            |                         | 16,321  |          |                 | 16,405     |        |        | 1.72       |       |
| First Lien Debt Total                                   |  |         |  |              |  |                                                    |  |                                 |  |                   |  |                    |  |                    |  | $                            | 1,725,479  |                    |              | $             | 1,707,292  |            |             | $      | 1,641,653  |       |        | 171.66  | % |
| Second Lien Debt (11.04%)                               |  |         |  |              |  |                                                    |  |                                 |  |                   |  |                    |  |                    |  |                              |                 |                         |              |               |                 |                 |
| Access CIG, LLC                                         |  | *       |  | (2) (3)      |  | Business Services                                  |  | L + 7.75%                       |  | 9.44%             |  | 2/14/2018  |  | 2/27/2026  |  | $                            | 2,700      |                    |              | $             | 2,687      |            |             | $      | 2,681      |       |        | 0.28    | % |
| Aimbridge Acquisition Co., Inc.                         |  | ^*  |  | (2) (3)      |  | Hotel, Gaming & Leisure                        |  | L + 7.50%                       |  | 9.19%             |  | 2/1/2019   |  | 2/1/2027   |  | 9,241                   |            |                         | 9,089   |          |                 | 9,160      |        |        | 0.96       |       |
| AQA Acquisition Holding, Inc.                           |  | ^   |  | (2) (3)      |  | High Tech Industries                               |  | L + 8.00%                       |  | 10.09%            |  | 10/1/2018  |  | 5/24/2024  |  | 40,000                  |            |                         | 39,670  |          |                 | 39,740     |        |        | 4.15       |       |
| Brave Parent Holdings, Inc.                             |  | ^*  |  | (2) (3)      |  | Software                                           |  | L + 7.50%                       |  | 9.43%             |  | 10/3/2018  |  | 4/19/2026  |  | 19,062                  |            |                         | 18,660  |          |                 | 18,261     |        |        | 1.91       |       |
| Higginbotham Insurance Agency, Inc.                     |  | ^   |  | (2) (3)      |  | Banking, Finance, Insurance & Real Estate      |  | L + 7.50%                       |  | 9.20%             |  | 12/3/2019  |  | 12/19/2025 |  | 2,500                   |            |                         | 2,475   |          |                 | 2,493      |        |        | 0.26       |       |
| Jazz Acquisition, Inc.                                  |  | ^   |  | (2) (3)      |  | Aerospace & Defense                            |  | L + 8.00%                       |  | 10.10%            |  | 6/13/2019  |  | 6/18/2027  |  | 23,450                  |            |                         | 23,117  |          |                 | 23,225     |        |        | 2.43       |       |
| Le Tote, Inc.                                           |  | ^   |  | (2) (3)      |  | Retail                                             |  | L + 6.75%                       |  | 8.66%             |  | 11/8/2019  |  | 11/8/2024  |  | 7,143                   |            |                         | 6,969   |          |                 | 6,964      |        |        | 0.73       |       |
| Outcomes Group Holdings, Inc.                           |  | ^*  |  | (2) (3)      |  | Business Services                                  |  | L + 7.50%                       |  | 9.41%             |  | 10/23/2018 |  | 10/26/2026 |  | 4,500                   |            |                         | 4,490   |          |                 | 4,487      |        |        | 0.47       |       |
| Pathway Vet Alliance, LLC                               |  | ^   |  | (2) (3) (13) |  | Consumer Services                                  |  | L + 8.50%                       |  | 10.22%            |  | 11/14/2019 |  | 12/23/2025 |  | 8,050                   |            |                         | 7,814   |          |                 | 8,074      |        |        | 0.84       |       |
| Pharmalogic Holdings Corp.                              |  | ^   |  | (2) (3)      |  | Healthcare & Pharmaceuticals                   |  | L + 8.00%                       |  | 9.70%             |  | 6/7/2018   |  | 12/11/2023 |  | 800                     |            |                         | 797     |          |                 | 796        |        |        | 0.08       |       |
| Quartz Holding Company (QuickBase, Inc.)                |  | ^   |  | (2) (3)      |  | Software                                           |  | L + 8.00%                       |  | 9.71%             |  | 4/2/2019   |  | 4/2/2027   |  | 11,900                  |            |                         | 11,677  |          |                 | 11,662     |        |        | 1.22       |       |
| Reladyne, Inc.                                          |  | ^+* |  | (2) (3) (13) |  | Wholesale                                          |  | L + 9.50%                       |  | 11.60%            |  | 4/19/2018  |  | 1/21/2023  |  | 12,242                  |            |                         | 12,080  |          |                 | 12,234     |        |        | 1.28       |       |
| Tank Holding Corp.                                      |  | ^*  |  | (2) (3)      |  | Capital Equipment                                  |  | L + 8.25%                       |  | 11.04%            |  | 3/26/2019  |  | 3/26/2027  |  | 37,380                  |            |                         | 36,771  |          |                 | 37,223     |        |        | 3.89       |       |
| Ultimate Baked Goods MIDCO, LLC (Rise Baking)           |  | ^   |  | (2) (3)      |  | Beverage, Food & Tobacco                       |  | L + 8.00%                       |  | 9.70%             |  | 8/9/2018   |  | 8/9/2026   |  | 8,333                   |            |                         | 8,187   |          |                 | 8,243      |        |        | 0.86       |       |
| Watchfire Enterprises, Inc.                             |  | ^   |  | (2) (3)      |  | Media:  Advertising, Printing & Publishing |  | L + 8.00%                       |  | 9.95%             |  | 10/2/2013  |  | 10/2/2021  |  | 7,000                   |            |                         | 6,966   |          |                 | 6,998      |        |        | 0.73       |       |
| WP CPP Holdings, LLC (CPP)                              |  | ^*  |  | (2) (3)      |  | Aerospace & Defense                            |  | L + 7.75%                       |  | 9.68%             |  | 7/18/2019  |  | 4/30/2026  |  | 39,500                  |            |                         | 39,125  |          |                 | 38,833     |        |        | 4.06       |       |

----

|                                                         |  |       |  |           |  |                      |  |                                 |  |                   |  |                    |  |                    |  |                              |               |                         |  |               |               |                 |  |   |               |        |  |             |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------|--|-------|--|-----------|--|----------------------|--|---------------------------------|--|-------------------|--|--------------------|--|--------------------|--|------------------------------|---------------|-------------------------|--|---------------|---------------|-----------------|--|---|---------------|--------|--|-------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1) |  |       |  | Footnotes |  | Industry             |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date   |  | Maturity Date      |  | Par/ Principal Amount ** |               | Amortized Cost (4) |  | Fair Value(5) |               | % of Net Assets |
| Zywave, Inc.                                            |  | ^ |  | (2) (3)   |  | High Tech Industries |  | L + 9.00%                       |  | 10.94%            |  | 11/18/2016 |  | 11/17/2023 |  | $                            | 3,468    |                    |  | $             | 3,432    |            |  | $ | 3,458    |   |  | 0.36   | % |
| Second Lien Debt Total                                  |  |       |  |           |  |                      |  |                                 |  |                   |  |                    |  |                    |  | $                            | 237,269  |                    |  | $             | 234,006  |            |  | $ | 234,532  |   |  | 24.51  | % |

|                                                           |  |        |  |           |  |                                                    |  |                    |  |                   |        |      |                 |                |        |                 |                 |           |               |              |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------|--|--------|--|-----------|--|----------------------------------------------------|--|--------------------|--|-------------------|--------|------|-----------------|----------------|--------|-----------------|-----------------|-----------|---------------|--------------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated (1)   |  |        |  | Footnotes |  | Industry                                           |  | Acquisition Date   |  | Shares/ Units |        | Cost |                 | Fair Value (5) |        | % of Net Assets |
| Equity Investments (0.98%)                                |  |        |  |           |  |                                                    |  |                    |  |                   |        |      |                 |                |        |                 |
| ANLG Holdings, LLC                                        |  | ^  |  | (6)       |  | Healthcare & Pharmaceuticals                   |  | 6/22/2018  |  | 880          |   |      | $               | 880       |   |                 | $               | 973  |          |              | 0.10  | % |
| Avenu Holdings, LLC                                       |  | ^  |  | (6)       |  | Sovereign & Public Finance                     |  | 9/28/2018  |  | 172          |   |      | 172        |           |        | 154        |            |           | 0.02     |         |
| Chartis Holding, LLC                                      |  | ^  |  | (6)       |  | Business Services                                  |  | 5/1/2019   |  | 433          |   |      | 433        |           |        | 589        |            |           | 0.06     |         |
| CIP Revolution Holdings, LLC                              |  | ^  |  | (6)       |  | Media:  Advertising, Printing & Publishing |  | 8/19/2016  |  | 318          |   |      | 318        |           |        | 444        |            |           | 0.05     |         |
| Cority Software Inc. (Canada)                             |  | ^  |  | (6)       |  | Software                                           |  | 7/2/2019   |  | 250          |   |      | 250        |           |        | 306        |            |           | 0.03     |         |
| DecoPac, Inc.                                             |  | ^  |  | (6)       |  | Non-durable Consumer Goods                         |  | 9/29/2017  |  | 1,500        |   |      | 1,500      |           |        | 1,999      |            |           | 0.21     |         |
| Derm Growth Partners III, LLC (Dermatology Associates)    |  | ^  |  | (6)       |  | Healthcare & Pharmaceuticals                   |  | 5/31/2016  |  | 1,000        |   |      | 1,000      |           |        | —    |            |           | —  |         |
| GRO Sub Holdco, LLC (Grand Rapids)                        |  | ^  |  | (6)       |  | Healthcare & Pharmaceuticals                   |  | 3/29/2018  |  | 500          |   |      | 500        |           |        | 137        |            |           | 0.01     |         |
| K2 Insurance Services, LLC                                |  | ^  |  | (6)       |  | Banking, Finance, Insurance & Real Estate      |  | 7/3/2019   |  | 433          |   |      | 433        |           |        | 486        |            |           | 0.05     |         |
| Legacy.com, Inc.                                          |  | ^  |  | (6)       |  | High Tech Industries                               |  | 3/20/2017  |  | 1,500        |   |      | 1,500      |           |        | 783        |            |           | 0.08     |         |
| Mailgun Technologies, Inc.                                |  | ^  |  | (6)       |  | High Tech Industries                               |  | 3/26/2019  |  | 424          |   |      | 424        |           |        | 605        |            |           | 0.06     |         |
| North Haven Goldfinch Topco, LLC                          |  | ^  |  | (6)       |  | Containers, Packaging & Glass                  |  | 6/18/2018  |  | 2,315        |   |      | 2,315      |           |        | 2,542      |            |           | 0.27     |         |
| Paramit Corporation                                       |  | ^  |  | (6)       |  | Capital Equipment                                  |  | 6/17/2019  |  | 150          |   |      | 500        |           |        | 501        |            |           | 0.05     |         |
| PPC Flexible Packaging, LLC                               |  | ^  |  | (6)       |  | Containers, Packaging & Glass                  |  | 2/1/2019   |  | 965          |   |      | 965        |           |        | 1,174      |            |           | 0.12     |         |
| Rough Country, LLC                                        |  | ^  |  | (6)       |  | Durable Consumer Goods                             |  | 5/25/2017  |  | 755          |   |      | 755        |           |        | 1,225      |            |           | 0.13     |         |
| SiteLock Group Holdings, LLC                              |  | ^  |  | (6)       |  | High Tech Industries                               |  | 4/5/2018   |  | 446          |   |      | 446        |           |        | 587        |            |           | 0.06     |         |
| T2 Systems Parent Corporation                             |  | ^  |  | (6)       |  | Transportation: Consumer                       |  | 9/28/2016  |  | 556          |   |      | 556        |           |        | 628        |            |           | 0.07     |         |
| Tailwind HMT Holdings Corp.                               |  | ^  |  | (6)       |  | Energy: Oil & Gas                          |  | 11/17/2017 |  | 20           |   |      | 2,000      |           |        | 2,211      |            |           | 0.23     |         |
| Tank Holding Corp.                                        |  | ^  |  | (6)       |  | Capital Equipment                                  |  | 3/26/2019  |  | 850          |   |      | 850        |           |        | 1,035      |            |           | 0.11     |         |
| Turbo Buyer, Inc.                                         |  | ^  |  | (6)       |  | Automotive                                         |  | 12/2/2019  |  | 1,925        |   |      | 1,925      |           |        | 1,925      |            |           | 0.20     |         |
| Tweddle Holdings, Inc.                                    |  | ^* |  | (6)       |  | Media:  Advertising, Printing & Publishing |  | 9/17/2018  |  | 17           |   |      | —    |           |        | —    |            |           | —  |         |
| USLS Acquisition, Inc.                                    |  | ^  |  | (6)       |  | Business Services                                  |  | 11/30/2018 |  | 641          |   |      | 641        |           |        | 720        |            |           | 0.08     |         |
| Zenith American Holding, Inc.                             |  | ^  |  | (6)       |  | Business Services                                  |  | 12/13/2017 |  | 1,564        |   |      | 782        |           |        | 1,490      |            |           | 0.16     |         |
| Zillow Topco LP                                           |  | ^  |  | (6)       |  | Software                                           |  | 6/25/2018  |  | 313          |   |      | 312        |           |        | 358        |            |           | 0.04     |         |
| Equity Investments Total                                  |  |        |  |           |  |                                                    |  |                    |  |                   |        | $    | 19,457     |           |        | $               | 20,872     |      |               | 2.19    | %          |
| Total investments—non-controlled/non-affiliated |  |        |  |           |  |                                                    |  |                    |  |                   |        | $    | 1,960,755  |           |        | $               | 1,897,057  |      |               | 198.36  | %          |

----

|                                                 |  |       |  |                   |  |                    |  |                                 |  |                   |  |                   |  |                    |  |                              |              |                    |             |                |              |                 |        |   |              |        |  |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------|--|-------|--|-------------------|--|--------------------|--|---------------------------------|--|-------------------|--|-------------------|--|--------------------|--|------------------------------|--------------|--------------------|-------------|----------------|--------------|-----------------|--------|---|--------------|--------|--|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated     |  |       |  | Footnotes         |  | Industry           |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Acquisition Date  |  | Maturity Date      |  | Par/ Principal Amount ** |              | Amortized Cost (4) |             | Fair Value (5) |              | % of Net Assets |
| First Lien Debt (1.01%)                         |  |       |  |                   |  |                    |  |                                 |  |                   |  |                   |  |                    |  |                              |              |                    |             |                |              |                 |
| SolAero Technologies Corp. (A1 Term Loan)       |  | ^ |  | (2) (3) (9) (10)  |  | Telecommunications |  | L + 8.00% (100% PIK)            |  | 9.91%             |  | 4/12/2019 |  | 10/12/2022 |  | $                            | 3,166   |               |             | $              | 3,166   |            |        | $ | 3,166   |   |  | 0.33  | % |
| SolAero Technologies Corp. (A2 Term Loan)       |  | ^ |  | (2) (3) (9) (10)  |  | Telecommunications |  | L + 8.00% (100% PIK)            |  | 9.91%             |  | 4/12/2019 |  | 10/12/2022 |  | 8,707                   |         |                    | 8,707  |           |              | 8,707      |   |   | 0.91    |   |
| SolAero Technologies Corp. (Priority Term Loan) |  | ^ |  | (2) (3) (10) (13) |  | Telecommunications |  | L + 6.00%                       |  | 7.91%             |  | 4/12/2019 |  | 10/12/2022 |  | 9,612                   |         |                    | 9,507  |           |              | 9,612      |   |   | 1.00    |   |
| First Lien Debt Total                           |  |       |  |                   |  |                    |  |                                 |  |                   |  |                   |  |                    |  | $                            | 21,485  |               |             | $              | 21,380  |            |        | $ | 21,485  |   |  | 2.24  | % |

|                                             |  |       |  |           |  |                    |  |                   |  |                   |        |      |             |                           |        |                 |           |           |        |            |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------|--|-------|--|-----------|--|--------------------|--|-------------------|--|-------------------|--------|------|-------------|---------------------------|--------|-----------------|-----------|-----------|--------|------------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated |  |       |  | Footnotes |  | Industry           |  | Acquisition Date  |  | Shares/ Units |        | Cost |             | Fair Value (5) |        | % of Net Assets |
| Equity Investments (—)                |  |       |  |           |  |                    |  |                   |  |                   |        |      |             |                           |        |                 |
| SolAero Technologies Corp.                  |  | ^ |  | (6) (10)  |  | Telecommunications |  | 4/12/2019 |  | 3            |   |      | $           | 2,815                |   |                 | $         | 826  |   |            | 0.09  | % |
| Equity Investments Total                    |  |       |  |           |  |                    |  |                   |  |                   |        | $    | 2,815  |                      |        | $               | 826  |      |        | 0.09  | %          |

|                                                                         |  |       |  |                  |  |                 |  |                                |  |                  |  |                   |  |                   |  |                              |                 |        |               |               |                 |                 |        |   |                 |        |  |              |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------------------------|--|-------|--|------------------|--|-----------------|--|--------------------------------|--|------------------|--|-------------------|--|-------------------|--|------------------------------|-----------------|--------|---------------|---------------|-----------------|-----------------|--------|---|-----------------|--------|--|--------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated                             |  |       |  |                  |  | Industry        |  | Reference Rate & Spread(2) |  | Interest Rate(2) |  | Acquisition Date  |  | Maturity Date     |  | Par Amount/ LLC Interest |                 | Cost   |               | Fair Value(7) |                 | % of Net Assets |
|                                                                         |  |       |  |                  |  |                 |  |                                |  |                  |  |                   |  |                   |  |                              |                 |        |               |               |                 |                 |
| Investment Fund (9.63%)                                                 |  |       |  |                  |  |                 |  |                                |  |                  |  |                   |  |                   |  |                              |                 |        |               |               |                 |                 |
| Middle Market Credit Fund, Mezzanine Loan                               |  | ^ |  | (2) (7) (8) (10) |  | Investment Fund |  | L + 9.00%                      |  | 10.97%           |  | 6/30/2016 |  | 5/18/2021 |  | $                            | 93,000     |   |               | $             | 93,000     |            |        | $ | 93,000     |   |  | 9.72    | % |
| Middle Market Credit Fund, LLC, Subordinated Loan and Member's Interest |  | ^ |  | (7) (10)         |  | Investment Fund |  | N/A                        |  | 0.001%           |  | 2/29/2016 |  | 3/1/2021  |  | 123,500                 |            |        | 123,501  |          |                 | 111,596    |   |   | 11.67      | %      |
| Investment Fund Total                                                   |  |       |  |                  |  |                 |  |                                |  |                  |  |                   |  |                   |  | $                            | 216,500    |   |               | $             | 216,501    |            |        | $ | 204,596    |   |  | 21.39   | % |
| Total investments—controlled/affiliated                       |  |       |  |                  |  |                 |  |                                |  |                  |  |                   |  |                   |  | $                            | 237,985    |   |               | $             | 240,696    |            |        | $ | 226,907    |   |  | 23.72   | % |
| Total investments                                                       |  |       |  |                  |  |                 |  |                                |  |                  |  |                   |  |                   |  | $                            | 2,200,733  |   |               | $             | 2,201,451  |            |        | $ | 2,123,964  |   |  | 222.08  | % |

----

|                                                                               |                                    |               |                         |             |                                    |               |                               |        |                                                      |               |                                    |  |                              |               |        |               |        |               |              |        |   |               |        |  |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------------------------------|------------------------------------|---------------|-------------------------|-------------|------------------------------------|---------------|-------------------------------|--------|------------------------------------------------------|---------------|------------------------------------|--|------------------------------|---------------|--------|---------------|--------|---------------|--------------|--------|---|---------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated                                   | Fair Value as of December 31, 2018 |               | Additions/Purchases |             | Reductions/Sales/ Paydowns |               | Net Realized Gain (Loss) |        | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value as of December 31, 2019 |  | Dividend and Interest Income |
| Middle Market Credit Fund, LLC, Mezzanine Loan                                | $                                  | 112,000  |                    |             | $                                  | 126,200  |                          |        | $                                                    | (145,200)     |                               |  | $                            | —  |   |               | $      | —  |         |        | $ | 93,000   |   |  | $ | 12,181  |   |
| Middle Market Credit Fund, LLC, Subordinated Loan and Member’s Interest | 110,295                       |          |                         | 5,500  |                               |               | —                  |   |                                                      | —  |                               |  | (4,199)                      |          |        | 111,596  |   |               | 15,750  |   |
| Total investments—controlled/affiliated                             | $                                  | 222,295  |                    |             | $                                  | 131,700  |                          |        | $                                                    | (145,200)     |                               |  | $                            | —  |   |               | $      | (4,199)       |         |        | $ | 204,596  |   |  | $ | 27,931  |   |

|                                                   |                                    |              |                         |             |                                    |               |                               |        |                                                      |               |                                    |  |                              |         |        |             |        |             |               |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------|------------------------------------|--------------|-------------------------|-------------|------------------------------------|---------------|-------------------------------|--------|------------------------------------------------------|---------------|------------------------------------|--|------------------------------|---------|--------|-------------|--------|-------------|---------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—controlled/affiliated       | Fair Value as of December 31, 2018 |              | Additions/Purchases |             | Reductions/Sales/ Paydowns |               | Net Realized Gain (Loss) |        | Net Change in Unrealized Appreciation (Depreciation) |               | Fair Value as of December 31, 2019 |  | Dividend and Interest Income |
| SolAero Technologies Corp.                        | $                                  | 17,968  |                    |             | $                                  | —  |                          |        | $                                                    | (18,319)      |                               |  | $                            | (9,091) |   |             | $      | 9,442  |          |        | $ | —  |   |  | $ | —  |   |
| SolAero Technologies Corp. (Priority Term Loan)   | —                       |         |                         | 9,630  |                               |               | —                  |   |                                                      | —  |                               |  | —                 |    |        | 9,630  |   |             | 226      |   |
| SolAero Technologies Corp. (A1 Term Loan)         | —                       |         |                         | 3,166  |                               |               | —                  |   |                                                      | —  |                               |  | —                 |    |        | 3,166  |   |             | —  |   |
| SolAero Technologies Corp. (A2 Term Loan)         | —                       |         |                         | 8,707  |                               |               | —                  |   |                                                      | —  |                               |  | —                 |    |        | 8,707  |   |             | —  |   |
| Solaero Technology Corp. (Equity)                 | —                       |         |                         | 2,815  |                               |               | —                  |   |                                                      | —  |                               |  | (554)                        |    |        | 2,261  |   |             | —  |   |
| Total investments—controlled/affiliated | $                                  | 17,968  |                    |             | $                                  | 24,318   |                          |        | $                                                    | (18,319)      |                               |  | $                            | (9,091) |   |             | $      | 8,888  |          |        | $ | 23,764   |   |  | $ | 226      |   |

----

|                                                       |                                    |               |                                      |               |                     |               |                           |        |                               |               |                                                      |  |                                    |           |                 |         |        |               |               |        |   |               |        |  |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------|------------------------------------|---------------|--------------------------------------|---------------|---------------------|---------------|---------------------------|--------|-------------------------------|---------------|------------------------------------------------------|--|------------------------------------|-----------|-----------------|---------|--------|---------------|---------------|--------|---|---------------|--------|--|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/affiliated       | Fair Value as of December 31, 2018 |               | Purchases/ Paid-in-kind interest |               | Sales/ Paydowns |               | Net Accretion of Discount |        | Net Realized Gain (Loss) |               | Net Change in Unrealized Appreciation (Depreciation) |  | Fair Value as of December 31, 2019 |           | Interest Income |
| TwentyEighty, Inc. - Revolver                         | $                                  | —  |                                 |               | $                   | —  |                      |        | $                             | —  |                                                 |  | $                                  | 1    |            |         | $      | —  |          |        | $ | (1)           |   |  | $ | —  |   |  | $ | —  |   |
| TwentyEighty, Inc. - (Term A Loans)                   | 316                           |          |                                      | —  |                |               | (415)                     |   |                               | 1        |                                                 |  | 101                           |      |                 | (1)     |   |               | —  |   |   | 19       |   |
| TwentyEighty, Inc. - (Term B Loans)                   | 6,855                         |          |                                      | 230      |                |               | (7,102)                   |   |                               | 76       |                                                 |  | —                       |      |                 | (59)    |   |               | —  |   |   | 498      |   |
| TwentyEighty, Inc. - (Term C Loans)                   | 6,981                         |          |                                      | 489      |                |               | (7,397)                   |   |                               | 179      |                                                 |  | —                       |      |                 | (252)   |   |               | —  |   |   | 692      |   |
| TwentyEighty Investors LLC (Equity)                   | 4,391                         |          |                                      | —  |                |               | —              |   |                               | —  |                                                 |  | 7,990                         |      |                 | (4,391) |   |               | —  |   |   | —  |   |
| Total investments—non-controlled/affiliated | $                                  | 18,543   |                                 |               | $                   | 719      |                      |        | $                             | (14,914)      |                                                 |  | $                                  | 257  |            |         | $      | 8,091    |          |        | $ | (4,704)       |   |  | $ | —  |   |  | $ | 1,209    |   |

|                                                                                             |              |  |            |  |                           |           |            |               |        |     |        |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------------------------------|--------------|--|------------|--|---------------------------|-----------|------------|---------------|--------|-----|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated                                         | Type         |  | Unused Fee |  | Par/ Principal Amount |           | Fair Value |
| First and Second Lien Debt—unfunded delayed draw and revolving term loans commitments |              |  |            |  |                           |           |            |
| Aero Operating, LLC (Dejana Industries, Inc.)                                               | Revolver     |  | 1.00%      |  | $                         | 159  |       |               | $      | (3) |   |
| Airnov, Inc.                                                                                | Revolver     |  | 0.50       |  | 1,250                |      |            | (19)          |   |
| American Physician Partners, LLC                                                            | Revolver     |  | 0.50       |  | 1,500                |      |            | (5)           |   |
| AMS Group HoldCo, LLC                                                                       | Revolver     |  | 0.50       |  | 2,315                |      |            | (25)          |   |
| Analogic Corporation                                                                        | Revolver     |  | 0.50       |  | 3,029                |      |            | —  |   |
| Apptio, Inc.                                                                                | Revolver     |  | 0.50       |  | 2,367                |      |            | (19)          |   |
| BMS Holdings III Corp.                                                                      | Delayed Draw |  | 1.00       |  | 3,333                |      |            | (10)          |   |
| Captive Resources Midco, LLC                                                                | Revolver     |  | 0.50       |  | 2,143                |      |            | (9)           |   |
| Chartis Group, LLC                                                                          | Revolver     |  | 0.50       |  | 2,401                |      |            | (20)          |   |
| Chartis Group, LLC                                                                          | Delayed Draw |  | 0.50       |  | 6,402                |      |            | (52)          |   |
| Chemical Computing Group ULC (Canada)                                                       | Revolver     |  | 0.50       |  | 903                  |      |            | (8)           |   |
| Comar Holding Company, LLC                                                                  | Delayed Draw |  | 1.00       |  | 5,136                |      |            | (103)         |   |
| Comar Holding Company, LLC                                                                  | Revolver     |  | 0.50       |  | 1,168                |      |            | (23)          |   |
| Cority Software, Inc. (Canada)                                                              | Revolver     |  | 0.50       |  | 3,000                |      |            | (60)          |   |
| DermaRite Industries, LLC                                                                   | Revolver     |  | 0.50       |  | 807                  |      |            | (33)          |   |
| Dimensional Dental Management, LLC                                                          | Revolver     |  | 0.50       |  | 48                   |      |            | —  |   |
| Ethos Veterinary Health, LLC                                                                | Delayed Draw |  | 1.00       |  | 2,696                |      |            | (12)          |   |
| Evolve IP                                                                                   | Revolver     |  | 0.50       |  | 2,941                |      |            | —  |   |
| Evolve IP                                                                                   | Delayed Draw |  | 1.00       |  | 3,922                |      |            | —  |   |
| FWR Holding Corporation                                                                     | Delayed Draw |  | 1.00       |  | 87                   |      |            | —  |   |
| FWR Holding Corporation                                                                     | Revolver     |  | 0.50       |  | 667                  |      |            | (3)           |   |
| GRO Sub Holdco, LLC (Grand Rapids)                                                          | Revolver     |  | 0.50       |  | 1,071                |      |            | (54)          |   |

----

|                                                     |              |  |            |  |                           |             |            |               |        |               |        |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------|--------------|--|------------|--|---------------------------|-------------|------------|---------------|--------|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated | Type         |  | Unused Fee |  | Par/ Principal Amount |             | Fair Value |
| iCIMS, Inc.                                         | Revolver     |  | 0.50%      |  | $                         | 1,252  |       |               | $      | —  |   |
| Innovative Business Services, LLC                   | Revolver     |  | 0.50       |  | 2,232                |        |            | (32)          |   |
| K2 Insurance Services, LLC                          | Revolver     |  | 0.50       |  | 2,290                |        |            | 3        |   |
| K2 Insurance Services, LLC                          | Delayed Draw |  | 1.00       |  | 5,344                |        |            | 6        |   |
| Kaseya Inc.                                         | Revolver     |  | 0.50       |  | 661                  |        |            | 1        |   |
| Kaseya Inc.                                         | Delayed Draw |  | 0.50       |  | 1,918                |        |            | 4        |   |
| Lifelong Learner Holdings, LLC                      | Revolver     |  | 0.50       |  | 1,901                |        |            | (19)          |   |
| Lifelong Learner Holdings, LLC                      | Delayed Draw |  | —    |  | 2,878                |        |            | (29)          |   |
| Liqui-Box Holdings, Inc.                            | Revolver     |  | 0.50       |  | 2,630                |        |            | (37)          |   |
| Mailgun Technologies, Inc.                          | Revolver     |  | 0.50       |  | 1,342                |        |            | (20)          |   |
| National Car Wash Solutions, LP                     | Revolver     |  | 0.50       |  | 310                  |        |            | (2)           |   |
| National Car Wash Solutions, LP                     | Delayed Draw |  | 1.00       |  | 1,111                |        |            | (8)           |   |
| National Technical Systems, Inc.                    | Revolver     |  | 0.50       |  | 2,500                |        |            | (2)           |   |
| NMI AcquisitionCo, Inc.                             | Revolver     |  | 0.50       |  | 1,280                |        |            | (4)           |   |
| Northland Telecommunications Corporation            | Revolver     |  | 0.50       |  | 2,960                |        |            | (4)           |   |
| Pathway Vet Alliance, LLC                           | Delayed Draw |  | 1.00       |  | 7,950                |        |            | 12       |   |
| PF Growth Partners, LLC                             | Delayed Draw |  | 1.00       |  | 1,028                |        |            | (3)           |   |
| PPC Flexible Packaging, LLC                         | Revolver     |  | 0.50       |  | 1,957                |        |            | (16)          |   |
| PricewaterhouseCoopers Public Sector LLP            | Revolver     |  | 0.50       |  | 6,250                |        |            | (46)          |   |
| QW Holding Corporation (Quala)                      | Delayed Draw |  | 1.00       |  | 809                  |        |            | (5)           |   |
| RSC Acquisition, Inc.                               | Revolver     |  | 0.50       |  | 608                  |        |            | (4)           |   |
| RSC Acquisition, Inc.                               | Delayed Draw |  | 1.00       |  | 7,757                |        |            | (57)          |   |
|                                                     |              |  |            |  |                           |             |            |
| Sapphire Convention, Inc. (Smart City               | Revolver     |  | 0.50       |  | 4,528                |        |            | (34)          |   |
| Smile Doctors, LLC                                  | Revolver     |  | 0.50       |  | 707                  |        |            | (7)           |   |
| Smile Doctors, LLC                                  | Delayed Draw |  | 1.00       |  | 1,477                |        |            | (14)          |   |
| SolAero Technologies Corp. (Priority Term Loan)     | Revolver     |  | 1.00       |  | 542                  |        |            | —  |   |
| SPay, Inc.                                          | Revolver     |  | 0.50       |  | 682                  |        |            | (58)          |   |
| Superior Health Linens, LLC                         | Revolver     |  | 0.50       |  | 693                  |        |            | (58)          |   |
| T2 Systems, Inc.                                    | Revolver     |  | 0.50       |  | 2,053                |        |            | —  |   |
| Tank Holding Corp.                                  | Revolver     |  | 0.50       |  | 47                   |        |            | —  |   |
| TSB Purchaser, Inc. (Teaching Strategies, LLC)      | Revolver     |  | 0.50       |  | 1,342                |        |            | (9)           |   |
| The Leaders Romans Bidco Limited (United Kingdom)   | Delayed Draw |  | 1.69       |  | £                    | 3,533  |       |               | (94)   |          |
| Trump Card, LLC                                     | Revolver     |  | 0.50       |  | 369                  |        |            | (2)           |   |
| Turbo Buyer, Inc.                                   | Revolver     |  | 0.50       |  | 2,151                |        |            | (28)          |   |
| Turbo Buyer, Inc.                                   | Delayed Draw |  | 1.00       |  | 4,904                |        |            | (64)          |   |
| USLS Acquisition, Inc.                              | Revolver     |  | 0.50       |  | 946                  |        |            | (19)          |   |
| VRC Companies, LLC                                  | Delayed Draw |  | 0.75       |  | 210                  |        |            | —  |   |
| VRC Companies, LLC                                  | Revolver     |  | 0.50       |  | 1,119                |        |            | (1)           |   |
| Westfall Technik, Inc.                              | Revolver     |  | 0.50       |  | 431                  |        |            | (11)          |   |

----

|                                                     |              |  |            |  |                           |               |            |      |        |         |        |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------|--------------|--|------------|--|---------------------------|---------------|------------|------|--------|---------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments—non-controlled/non-affiliated | Type         |  | Unused Fee |  | Par/ Principal Amount |               | Fair Value |
| Westfall Technik, Inc.                              | Delayed Draw |  | 1.00%      |  | $                         | 12,190   |       |      | $      | (304)   |   |
| Zemax Software Holdings, LLC                        | Revolver     |  | 0.50       |  | 1,284                |          |            | (7)  |   |
| Zenith American Holding, Inc.                       | Delayed Draw |  | 1.00       |  | 3,189                |          |            | (18) |   |
| Zenith American Holding, Inc.                       | Revolver     |  | 0.50       |  | 3,180                |          |            | (17) |   |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
|                                                     |              |  |            |  |                           |               |            |
| Total unfunded commitments                          |              |  |            |  | $                         | 149,890  |       |      | $      | (1,465) |   |

|                                                          |  |                     |                 |            |               |                                |                 |             |        |              |   |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|--|---------------------|-----------------|------------|---------------|--------------------------------|-----------------|-------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|
| Type                                                     |  | Amortized Cost |                 | Fair Value |               | % of Fair Value |
| First Lien Debt (excluding First Lien/Last Out Debt) |  | $                   | 1,649,721  |       |               | $                              | 1,585,042  |        |        | 74.63   | % |
| First Lien/Last Out Debt                             |  | 78,951         |            |            | 78,096   |                           |                 | 3.68   |   |
| Second Lien Debt                                         |  | 234,006        |            |            | 234,532  |                           |                 | 11.04  |   |
| Equity Investments                                       |  | 22,272         |            |            | 21,698   |                           |                 | 1.02   |   |
| Investment Fund                                          |  | 216,501        |            |            | 204,596  |                           |                 | 9.63   |   |
| Total                                                    |  | $                   | 2,201,451  |       |               | $                              | 2,123,964  |        |        | 100.00  | % |

----

|               |  |                     |                 |            |             |                                                              |                 |            |        |              |   |  |  |  |  |  |  |  |  |  |
|---------------|--|---------------------|-----------------|------------|-------------|--------------------------------------------------------------|-----------------|------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|
| Rate Type     |  | Amortized Cost |                 | Fair Value |             | % of Fair Value of First and Second Lien Debt |
| Floating Rate |  | $                   | 1,957,730  |       |             | $                                                            | 1,892,639  |       |        | 99.73   | % |
| Fixed Rate    |  | 4,948          |            |            | 5,031  |                                                         |                 | 0.27  |   |
| Total         |  | $                   | 1,962,678  |       |             | $                                                            | 1,897,670  |       |        | 100.00  | % |

|                                                    |                     |                 |            |               |                                |                 |             |        |              |   |  |  |  |  |  |  |  |
|----------------------------------------------------|---------------------|-----------------|------------|---------------|--------------------------------|-----------------|-------------|--------|--------------|---|--|--|--|--|--|--|--|
| Industry                                           | Amortized Cost |                 | Fair Value |               | % of Fair Value |
| Aerospace & Defense                            | $                   | 109,755    |       |               | $                              | 109,758    |        |        | 5.17    | % |
| Automotive                                         | 39,177         |            |            | 39,665   |                           |                 | 1.87   |   |
| Banking, Finance, Insurance & Real Estate      | 112,248        |            |            | 115,119  |                           |                 | 5.42   |   |
| Beverage, Food & Tobacco                       | 80,597         |            |            | 81,222   |                           |                 | 3.82   |   |
| Business Services                                  | 167,435        |            |            | 167,497  |                           |                 | 7.89   |   |
| Capital Equipment                                  | 44,362         |            |            | 45,027   |                           |                 | 2.12   |   |
| Chemicals, Plastics & Rubber                   | 27,432         |            |            | 26,962   |                           |                 | 1.27   |   |
| Construction & Building                        | 13,713         |            |            | 14,032   |                           |                 | 0.66   |   |
| Consumer Services                                  | 41,089         |            |            | 38,347   |                           |                 | 1.81   |   |
| Containers, Packaging & Glass                  | 67,821         |            |            | 68,207   |                           |                 | 3.21   |   |
| Durable Consumer Goods                             | 11,165         |            |            | 11,584   |                           |                 | 0.55   |   |
| Energy: Electricity                            | 33,543         |            |            | 30,930   |                           |                 | 1.46   |   |
| Energy: Oil & Gas                          | 11,762         |            |            | 11,974   |                           |                 | 0.56   |   |
| Environmental Industries                           | 42,802         |            |            | 43,106   |                           |                 | 2.03   |   |
|                                                    |                     |                 |            |               |                                |
| Healthcare & Pharmaceuticals                   | 248,615        |            |            | 192,719  |                           |                 | 9.07   |   |
| High Tech Industries                               | 215,856        |            |            | 215,274  |                           |                 | 10.13  |   |
|                                                    |                     |                 |            |               |                                |
| Hotel, Gaming & Leisure                        | 96,815         |            |            | 95,073   |                           |                 | 4.48   |   |
| Investment Fund                                    | 216,501        |            |            | 204,596  |                           |                 | 9.63   |   |
| Media: Broadcast & Subscription            | 45,916         |            |            | 46,529   |                           |                 | 2.19   |   |
| Media:  Advertising, Printing & Publishing | 36,895         |            |            | 37,406   |                           |                 | 1.76   |   |
| Non-durable Consumer Goods                         | 1,500          |            |            | 1,999    |                           |                 | 0.09   |   |
| Retail                                             | 43,081         |            |            | 43,020   |                           |                 | 2.03   |   |
| Software                                           | 224,807        |            |            | 226,045  |                           |                 | 10.63  |   |
| Sovereign & Public Finance                     | 38,297         |            |            | 37,381   |                           |                 | 1.76   |   |
| Telecommunications                                 | 119,014        |            |            | 116,115  |                           |                 | 5.47   |   |
| Transportation: Cargo                          | 42,204         |            |            | 42,220   |                           |                 | 1.99   |   |
| Transportation: Consumer                       | 35,715         |            |            | 36,276   |                           |                 | 1.71   |   |
| Wholesale                                          | 33,334         |            |            | 25,881   |                           |                 | 1.22   |   |
| Total                                              | $                   | 2,201,451  |       |               | $                              | 2,123,964  |        |        | 100.00  | % |

----

|                |                     |                 |                 |                 |                                |                 |             |        |              |   |  |  |  |  |  |  |  |
|----------------|---------------------|-----------------|-----------------|-----------------|--------------------------------|-----------------|-------------|--------|--------------|---|--|--|--|--|--|--|--|
| Geography      | Amortized Cost |                 | Fair Value |                 | % of Fair Value |
| Canada         | $                   | 41,002     |            |                 | $                              | 40,939     |        |        | 1.93    | % |
| Cyprus         | 4,746          |            |                 | 4,836      |                           |                 | 0.23   |   |
| Jamaica        | 202            |            |                 | 195        |                           |                 | 0.01   |   |
| Luxembourg     | 36,563         |            |                 | 36,563     |                           |                 | 1.72   |   |
| United Kingdom | 24,865         |            |                 | 26,531     |                           |                 | 1.25   |   |
| United States  | 2,094,073      |            |                 | 2,014,900  |                           |                 | 94.86  |   |
| Total          | $                   | 2,201,451  |            |                 | $                              | 2,123,964  |        |        | 100.00  | % |

----

----

----

----

----

----

----

|                                         |               |               |              |               |              |               |               |        |   |                 |        |  |   |                 |        |  |  |  |  |  |  |  |  |
|-----------------------------------------|---------------|---------------|--------------|---------------|--------------|---------------|---------------|--------|---|-----------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|
|                                    | June 30, 2020 |               |              |               |              |               |               |
|                                    | Level 1  |               | Level 2 |               | Level 3 |               | Total         |
| Assets                                  |               |               |              |               |              |               |               |
| First Lien Debt                         | $             | —  |         |               | $            | —  |          |        | $ | 1,394,913  |   |  | $ | 1,394,913  |   |
| Second Lien Debt                        | —  |          |              | —  |         |               | 278,623  |   |   | 278,623    |   |
| Equity Investments                      | —  |          |              | —  |         |               | 31,756   |   |   | 31,756     |   |
| Investment Fund                         |               |               |              |               |              |               |               |
| Subordinated Loan and Member's Interest | —  |          |              | —  |         |               | 202,263  |   |   | 202,263    |   |
| Total                                   | $             | —  |         |               | $            | —  |          |        | $ | 1,907,555  |   |  | $ | 1,907,555  |   |

----

|                                         |                   |               |              |               |              |               |               |        |   |                 |        |  |   |                 |        |  |  |  |  |  |  |  |  |
|-----------------------------------------|-------------------|---------------|--------------|---------------|--------------|---------------|---------------|--------|---|-----------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|
|                                    | December 31, 2019 |               |              |               |              |               |               |
|                                    | Level 1      |               | Level 2 |               | Level 3 |               | Total         |
| Assets                                  |                   |               |              |               |              |               |               |
| First Lien Debt                         | $                 | —  |         |               | $            | —  |          |        | $ | 1,663,138  |   |  | $ | 1,663,138  |   |
| Second Lien Debt                        | —      |          |              | —  |         |               | 234,532  |   |   | 234,532    |   |
| Equity Investments                      | —      |          |              | —  |         |               | 21,698   |   |   | 21,698     |   |
| Investment Fund                         |                   |               |              |               |              |               |               |
| Mezzanine Loan                          | —      |          |              | —  |         |               | 93,000   |   |   | 93,000     |   |
| Subordinated Loan and Member's Interest | —      |          |              | —  |         |               | 111,596  |   |   | 111,596    |   |
| Total                                   | $                 | —  |         |               | $            | —  |          |        | $ | 2,123,964  |   |  | $ | 2,123,964  |   |
|                                         |                   |               |              |               |              |               |               |
|                                         |                   |               |              |               |              |               |               |

|                                                                                                                                                                                                                                                                |                                                |                 |                       |               |                    |               |                                  |        |                                                           |               |        |  |               |               |        |              |        |               |        |  |   |                 |        |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|------------------------------------------------|-----------------|-----------------------|---------------|--------------------|---------------|----------------------------------|--------|-----------------------------------------------------------|---------------|--------|--|---------------|---------------|--------|--------------|--------|---------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                                                                                                                                                                                | Financial Assets                               |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                           | For the three month period ended June 30, 2020 |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                           | First Lien Debt                           |                 | Second Lien Debt |               | Equity Investments |               | Investment Fund - Mezzanine Loan |        | Investment Fund - Subordinated Loan and Member's Interest |               | Total  |
| Balance, beginning of period                                                                                                                                                                                                                                   | $                                              | 1,534,765  |                  |               | $                  | 275,055  |                             |        | $                                                         | 29,323   |   |  | $             | —  |   |              | $      | 185,134  |   |  | $ | 2,024,277  |   |
| Purchases                                                                                                                                                                                                                                                      | 60,710                                    |            |                       | 367      |               |               | 518                         |   |                                                           | —  |   |  | —  |          |        | 61,595  |   |
| Sales                                                                                                                                                                                                                                                          | (192,219)                                      |            |                       | (2,760)       |               |               | —                     |   |                                                           | —  |   |  | —  |          |        | (194,979)    |   |
| Paydowns                                                                                                                                                                                                                                                       | (19,283)                                       |            |                       | —  |               |               | —                     |   |                                                           | —  |   |  | —  |          |        | (19,283)     |   |
| Accretion of discount                                                                                                                                                                                                                                          | 1,299                                     |            |                       | 166      |               |               | 8                           |   |                                                           | —  |   |  | —  |          |        | 1,473   |   |
| Net realized gains (losses)                                                                                                                                                                                                                                    | (47,571)                                       |            |                       | (213)         |               |               | —                     |   |                                                           | —  |   |  | —  |          |        | (47,784)     |   |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                                                                           | 57,212                                    |            |                       | 6,008    |               |               | 1,907                       |   |                                                           | —  |   |  | 17,129   |          |        | 82,256  |   |
| Balance, end of period                                                                                                                                                                                                                                         | $                                              | 1,394,913  |                  |               | $                  | 278,623  |                             |        | $                                                         | 31,756   |   |  | $             | —  |   |              | $      | 202,263  |   |  | $ | 1,907,555  |   |
| Net change in unrealized appreciation (depreciation) included in earnings related to investments still held at the reporting date included in net change in unrealized appreciation (depreciation) on investments on the Consolidated Statements of Operations | $                                              | 14,967     |                  |               | $                  | 6,008    |                             |        | $                                                         | 1,907    |   |  | $             | —  |   |              | $      | 17,129   |   |  | $ | 40,011     |   |

----

|                                                                                                                                                                                                                                                                |                                              |                 |                       |              |                    |               |                                  |        |                                                           |               |        |  |               |               |        |               |        |               |        |  |   |                 |        |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------|-----------------|-----------------------|--------------|--------------------|---------------|----------------------------------|--------|-----------------------------------------------------------|---------------|--------|--|---------------|---------------|--------|---------------|--------|---------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                                                                                                                                                                                |                                              |                 |                       |              |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                                | Financial Assets                             |                 |                       |              |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                           | For the six month period ended June 30, 2020 |                 |                       |              |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                           | First Lien Debt                         |                 | Second Lien Debt |              | Equity Investments |               | Investment Fund - Mezzanine Loan |        | Investment Fund - Subordinated Loan and Member's Interest |               | Total  |
| Balance, beginning of period                                                                                                                                                                                                                                   | $                                            | 1,663,138  |                  |              | $                  | 234,532  |                             |        | $                                                         | 21,698   |   |  | $             | 93,000   |   |               | $      | 111,596  |   |  | $ | 2,123,964  |   |
| Purchases                                                                                                                                                                                                                                                      | 137,033                                 |            |                       | 89,776  |               |               | 10,718                      |   |                                                           | 63,500   |   |  | 92,500   |          |        | 393,527  |   |
| Sales                                                                                                                                                                                                                                                          | (236,279)                                    |            |                       | (2,760)      |               |               | —                     |   |                                                           | (156,500)     |   |  | —  |          |        | (395,539)     |   |
| Paydowns                                                                                                                                                                                                                                                       | (89,412)                                     |            |                       | (15,232)     |               |               | (1,024)                          |   |                                                           | —  |   |  | —  |          |        | (105,668)     |   |
| Accretion of discount                                                                                                                                                                                                                                          | 3,505                                   |            |                       | 546     |               |               | 8                           |   |                                                           | —  |   |  | —  |          |        | 4,059    |   |
| Net realized gains (losses)                                                                                                                                                                                                                                    | (49,625)                                     |            |                       | (213)        |               |               | 357                         |   |                                                           | —  |   |  | —  |          |        | (49,481)      |   |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                                                                           | (33,447)                                     |            |                       | (28,026)     |               |               | (1)                              |   |                                                           | —  |   |  | (1,833)       |          |        | (63,307)      |   |
| Balance, end of period                                                                                                                                                                                                                                         | $                                            | 1,394,913  |                  |              | $                  | 278,623  |                             |        | $                                                         | 31,756   |   |  | $             | —  |   |               | $      | 202,263  |   |  | $ | 1,907,555  |   |
| Net change in unrealized appreciation (depreciation) included in earnings related to investments still held at the reporting date included in net change in unrealized appreciation (depreciation) on investments on the Consolidated Statements of Operations | $                                            | (69,701)        |                  |              | $                  | (27,766)      |                             |        | $                                                         | (1)           |   |  | $             | —  |   |               | $      | (1,834)       |   |  | $ | (99,302)        |   |

|                                                                                                                                                                                                                                                                |                                                |                 |                       |               |                    |               |                                  |        |                                                           |               |        |  |               |               |        |               |        |               |        |  |   |                 |        |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|------------------------------------------------|-----------------|-----------------------|---------------|--------------------|---------------|----------------------------------|--------|-----------------------------------------------------------|---------------|--------|--|---------------|---------------|--------|---------------|--------|---------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                                                                                                                                                                                | Financial Assets                               |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                           | For the three month period ended June 30, 2019 |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                           | First Lien Debt                           |                 | Second Lien Debt |               | Equity Investments |               | Investment Fund - Mezzanine Loan |        | Investment Fund - Subordinated Loan and Member's Interest |               | Total  |
| Balance, beginning of period                                                                                                                                                                                                                                   | $                                              | 1,663,301  |                  |               | $                  | 228,851  |                             |        | $                                                         | 28,466   |   |  | $             | 123,800  |   |               | $      | 110,791  |   |  | $ | 2,155,209  |   |
| Purchases                                                                                                                                                                                                                                                      | 166,198                                   |            |                       | 35,247   |               |               | 3,748                       |   |                                                           | 20,200   |   |  | 5,500    |          |        | 230,893  |   |
| Sales                                                                                                                                                                                                                                                          | (8,986)                                        |            |                       | —  |               |               | (3,198)                          |   |                                                           | —  |   |  | —  |          |        | (12,184)      |   |
| Paydowns                                                                                                                                                                                                                                                       | (157,981)                                      |            |                       | (62,059)      |               |               | —                     |   |                                                           | (64,000)      |   |  | —  |          |        | (284,040)     |   |
| Accretion of discount                                                                                                                                                                                                                                          | 3,070                                     |            |                       | 914      |               |               | —                     |   |                                                           | —  |   |  | —  |          |        | 3,984    |   |
| Net realized gains (losses)                                                                                                                                                                                                                                    | (9,413)                                        |            |                       | —  |               |               | 1,698                       |   |                                                           | —  |   |  | —  |          |        | (7,715)       |   |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                                                                           | (4,290)                                        |            |                       | 234      |               |               | (1,572)                          |   |                                                           | —  |   |  | (4,905)       |          |        | (10,533)      |   |
| Balance, end of period                                                                                                                                                                                                                                         | $                                              | 1,651,899  |                  |               | $                  | 203,187  |                             |        | $                                                         | 29,142   |   |  | $             | 80,000   |   |               | $      | 111,386  |   |  | $ | 2,075,614  |   |
| Net change in unrealized appreciation (depreciation) included in earnings related to investments still held at the reporting date included in net change in unrealized appreciation (depreciation) on investments on the Consolidated Statements of Operations | $                                              | (12,009)        |                  |               | $                  | 637      |                             |        | $                                                         | (169)         |   |  | $             | —  |   |               | $      | (4,905)       |   |  | $ | (16,446)        |   |

----

|                                                                                                                                                                                                                                                                   |                                              |                 |                       |               |                    |               |                                  |        |                                                           |               |        |  |               |               |        |               |        |               |        |  |   |                 |        |  |  |  |  |  |  |  |  |  |  |  |  |
|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------|-----------------|-----------------------|---------------|--------------------|---------------|----------------------------------|--------|-----------------------------------------------------------|---------------|--------|--|---------------|---------------|--------|---------------|--------|---------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                                                                                                                                                                                                                   |                                              |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                                   | Financial Assets                             |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                              | For the six month period ended June 30, 2019 |                 |                       |               |                    |               |                                  |        |                                                           |               |        |
|                                                                                                                                                                                                                                                              | First Lien Debt                         |                 | Second Lien Debt |               | Equity Investments |               | Investment Fund - Mezzanine Loan |        | Investment Fund - Subordinated Loan and Member's Interest |               | Total  |
| Balance, beginning of period                                                                                                                                                                                                                                      | $                                            | 1,546,271  |                  |               | $                  | 178,958  |                             |        | $                                                         | 24,633   |   |  | $             | 112,000  |   |               | $      | 110,295  |   |  | $ | 1,972,157  |   |
| Purchases                                                                                                                                                                                                                                                         | 331,274                                 |            |                       | 83,652   |               |               | 5,988                       |   |                                                           | 50,700   |   |  | 5,500    |          |        | 477,114  |   |
| Sales                                                                                                                                                                                                                                                             | (15,801)                                     |            |                       | —  |               |               | (4,936)                          |   |                                                           | —  |   |  | —  |          |        | (20,737)      |   |
| Paydowns                                                                                                                                                                                                                                                          | (202,222)                                    |            |                       | (62,059)      |               |               | —                     |   |                                                           | (82,700)      |   |  | —  |          |        | (346,981)     |   |
| Accretion of discount                                                                                                                                                                                                                                             | 5,162                                   |            |                       | 983      |               |               | —                     |   |                                                           | —  |   |  | —  |          |        | 6,145    |   |
| Net realized gains (losses)                                                                                                                                                                                                                                       | (9,473)                                      |            |                       | —  |               |               | 2,657                       |   |                                                           | —  |   |  | —  |          |        | (6,816)       |   |
| Net change in unrealized appreciation (depreciation)                                                                                                                                                                                                              | (3,312)                                      |            |                       | 1,653    |               |               | 800                         |   |                                                           | —  |   |  | (4,409)       |          |        | (5,268)       |   |
| Balance, end of period                                                                                                                                                                                                                                            | $                                            | 1,651,899  |                  |               | $                  | 203,187  |                             |        | $                                                         | 29,142   |   |  | $             | 80,000   |   |               | $      | 111,386  |   |  | $ | 2,075,614  |   |
| Net change in unrealized appreciation (depreciation) included in earnings related to investments still held as of the reporting date included in net change in unrealized appreciation (depreciation) on investments on the Consolidated Statements of Operations | $                                            | (13,051)        |                  |               | $                  | 1,850    |                             |        | $                                                         | 1,172    |   |  | $             | —  |   |               | $      | (4,409)       |   |  | $ | (14,438)        |   |

----

|                                        |                                |                 |                      |                                |                                 |                        |               |             |            |              |                  |             |              |             |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------|--------------------------------|-----------------|----------------------|--------------------------------|---------------------------------|------------------------|---------------|-------------|------------|--------------|------------------|-------------|--------------|-------------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                   | Fair Value as of June 30, 2020 |                 | Valuation Techniques |                                | Significant Unobservable Inputs |                        | Range         |             |            |              |             |
|                                   |                                |                 |                      |                                |                                 |                        | Low           |             | High       |              | Weighted Average |
| Investments in First Lien Debt         | $                              | 1,249,095  |                 |                                | Discounted Cash Flow  |                        | Discount Rate |             | 4.93  | %            |                  | 19.39  | %            |             | 9.25  | % |
|                                        | 82,330                    |            |                      | Consensus Pricing              |                                 | Indicative Quotes |               | 40.10  |       |              | 100.00      |        |              | 91.34  |       |
|                                        | 63,488                    |            |                      | Income Approach                |                                 | Discount Rate          |               | 12.22  | %          |              | 13.33       | %           |              | 13.35  | %          |
|                                        |                                |                 | Market Approach      |                                | Comparable Multiple             |                        | 6.82x         |             | 8.29x      |              | 7.58x            |
| Total First Lien Debt                  | 1,394,913                 |            |                      |                                |                                 |                        |               |             |            |              |                  |             |
| Investments in Second Lien Debt        | 240,078                   |            |                      | Discounted Cash Flow |                                 | Discount Rate          |               | 9.07   | %          |              | 14.75       | %           |              | 10.79  | %          |
|                                        | 38,545                    |            |                      | Consensus Pricing              |                                 | Indicative Quotes |               | 73.93  |       |              | 93.65       |        |              | 78.22  |       |
|                                        |                                |                 |                      |                                |                                 |                        |               |             |            |              |                  |
| Total Second Lien Debt                 | 278,623                   |            |                      |                                |                                 |                        |               |             |            |              |                  |             |
| Investments in Equity                  | 31,756                    |            |                      | Income Approach                |                                 | Discount Rate          |               | 7.93   | %          |              | 14.13       | %           |              | 9.31   | %          |
|                                        |                                |                 | Market Approach      |                                | Comparable Multiple        |                        | 6.75x         |             | 16.40x     |              | 9.84x            |
| Total Equity Investments               | 31,756                    |            |                      |                                |                                 |                        |               |             |            |              |                  |             |
| Investments in Investment Fund         |                                |                 |                      |                                |                                 |                        |               |             |            |              |                  |
| Mezzanine Loan                         |                                |                 | Collateral Analysis  |                                | Recovery Rate                   |                        | 100.00   | %           |            | 100.00  | %                |             | 100.00  | %           |
| Subordinated Loan andMember's Interest | 202,263                   |            |                      | Discounted Cash Flow |                                 | Discount Rate          |               | 9.00   | %          |              | 9.00        | %           |              | 9.00   | %          |
|                                        |                                |                 | Discounted Cash Flow |                                | Default Rate                    |                        | 3.00     | %           |            | 3.00    | %                |             | 3.00    | %           |
| Total Investments in Investment Fund   | 202,263                   |            |                      | Discounted Cash Flow |                                 | Recovery Rate          |               | 65.00  | %          |              | 65.00       | %           |              | 65.00  | %          |
| Total Level 3 Investments         | $                              | 1,907,555  |                 |                                |                                 |                        |               |             |            |              |                  |             |              |
|                                        |                                |                 |                      |                                |                                 |                        |               |             |            |              |                  |
|                                        |                                |                 |                      |                                |                                 |                        |               |             |            |              |                  |

|                                         |                                    |                 |                                |                                |                                 |                        |               |              |            |             |                  |             |             |              |            |   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------|------------------------------------|-----------------|--------------------------------|--------------------------------|---------------------------------|------------------------|---------------|--------------|------------|-------------|------------------|-------------|-------------|--------------|------------|---|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                    | Fair Value as of December 31, 2019 |                 | Valuation Techniques           |                                | Significant Unobservable Inputs |                        | Range         |              |            |             |             |
|                                    |                                    |                 |                                |                                |                                 |                        | Low           |              | High       |             | Weighted Average |
| Investments in First Lien Debt          | $                                  | 1,332,584  |                           |                                | Discounted Cash Flow  |                        | Discount Rate |              | 3.64  | %           |                  | 24.45  | %           |              | 8.13  | % |
|                                         | 318,681                       |            |                                | Consensus Pricing              |                                 | Indicative Quotes |               | 77.94   |       |             | 100.00      |        |             | 96.96   |       |
|                                         | 11,873                        |            |                                | Income Approach                |                                 | Discount Rate          |               | 12.22   | %          |             | 19.32       | %           |             | 13.16   | %          |
|                                         |                                    |                 | Market Approach                |                                | Comparable Multiple             |                        | 7.89x         |              | 8.38x      |             | 8.49x            |
| Total First Lien Debt                   | 1,663,138                     |            |                                |                                |                                 |                        |               |              |            |             |                  |             |
| Investments in Second Lien Debt         | 188,736                       |            |                                | Discounted Cash Flow |                                 | Discount Rate          |               | 7.40    | %          |             | 10.66       | %           |             | 8.85    | %          |
|                                         | 45,796                        |            |                                | Consensus Pricing              |                                 | Indicative Quotes |               | 97.50   |       |             | 98.31       |        |             | 98.19   |       |
| Total Second Lien Debt                  | 234,532                       |            |                                |                                |                                 |                        |               |              |            |             |                  |             |
| Investments in Equity                   | 21,698                        |            |                                | Income Approach                |                                 | Discount Rate          |               | 7.76    | %          |             | 15.31       | %           |             | 8.84    | %          |
|                                         |                                    |                 | Market Approach                |                                | Comparable Multiple             |                        | 6.37x         |              | 16.65x     |             | 9.24x            |
| Total Equity Investments                | 21,698                        |            |                                |                                |                                 |                        |               |              |            |             |                  |             |
| Investment in Investment Fund           |                                    |                 |                                |                                |                                 |                        |               |              |            |             |                  |
| Mezzanine Loan                          | 93,000                        |            |                                | Collateral Analysis            |                                 | Recovery Rate     |               | 100.00  | %          |             | 100.00      | %           |             | 100.00  | %          |
| Subordinated Loan and Member's Interest | 111,596                       |            |                                | Discounted Cash Flow |                                 | Discount Rate          |               | 10.00   | %          |             | 10.00       | %           |             | 10.00   | %          |
|                                         |                                    |                 | Discounted Cash Flow |                                | Default Rate                    |                        | 2.00     | %            |            | 2.00   | %                |             | 2.00   | %            |
|                                         |                                    |                 | Discounted Cash Flow |                                | Recovery Rate                   |                        | 75.00    | %            |            | 75.00  | %                |             | 75.00  | %            |
| Total Investments in Investment Fund    | 204,596                       |            |                                |                                |                                 |                        |               |              |            |             |                  |             |
| Total Level 3 Investments          | $                                  | 2,123,964  |                           |                                |                                 |                        |               |              |            |             |                  |             |             |

----

|                        |                     |               |                 |               |                     |               |                 |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|------------------------|---------------------|---------------|-----------------|---------------|---------------------|---------------|-----------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                   | June 30, 2020       |               |                 |               | December 31, 2019   |               |                 |
|                   | Carrying Value |               | Fair Value |               | Carrying Value |               | Fair Value |
| Secured borrowings     | $                   | 474,386  |            |               | $                   | 474,386  |            |        | $ | 616,543  |   |  | $ | 616,543  |   |
| Senior unsecured notes | 115,000        |          |                 | 115,000  |                |               | 115,000    |   |   | 115,000  |   |
| Total                  | $                   | 589,386  |            |               | $                   | 589,386  |            |        | $ | 731,543  |   |  | $ | 731,543  |   |

|                                      |                     |               |                 |              |                     |               |                 |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|--------------------------------------|---------------------|---------------|-----------------|--------------|---------------------|---------------|-----------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                                 | June 30, 2020       |               |                 |              | December 31, 2019   |               |                 |
|                                      | Carrying Value |               | Fair Value |              | Carrying Value |               | Fair Value |
| Aaa/AAA Class A-1-1-R Notes | $                   | 234,800  |            |              | $                   | 222,600  |            |        | $ | 234,800  |   |  | $ | 233,053  |   |
| Aaa/AAA Class A-1-2-R Notes | 50,000         |          |                 | 47,856  |                |               | 50,000     |   |   | 49,908   |   |
| Aaa/AAA Class A-1-3-R Notes | 25,000         |          |                 | 25,075  |                |               | 25,000     |   |   | 25,163   |   |
| AA Class A-2-R Notes            | 66,000         |          |                 | 66,000  |                |               | 66,000     |   |   | 66,000   |   |
| A Class B Notes                      | 46,400         |          |                 | 43,829  |                |               | 46,400     |   |   | 46,400   |   |
| BBB- Class C Notes                   | 27,000         |          |                 | 27,000  |                |               | 27,000     |   |   | 27,000   |   |
| Total                                | $                   | 449,200  |            |              | $                   | 432,360  |            |        | $ | 449,200  |   |  | $ | 447,524  |   |

----

----

|                                                           |                                   |              |               |               |                                 |              |               |        |   |               |        |  |   |              |        |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------|-----------------------------------|--------------|---------------|---------------|---------------------------------|--------------|---------------|--------|---|---------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|
|                                                           | For the three month periods ended |              |               |               | For the six month periods ended |              |               |
|                                                           | June 30, 2020                     |              | June 30, 2019 |               | June 30, 2020                   |              | June 30, 2019 |
| Base management fees                                      | $                                 | 7,065   |          |               | $                               | 7,913   |          |        | $ | 14,451   |   |  | $ | 15,598  |   |
| Incentive fees on pre-incentive fee net investment income | 4,667                        |         |               | 5,933    |                            |              | 9,753    |   |   | 11,779   |   |
| Realized capital gains incentive fees                     | —                      |         |               | —  |                            |              | —  |   |   | —  |   |
| Accrued capital gains incentive fees                      | —                      |         |               | —  |                            |              | —  |   |   | —  |   |
| Total capital gains incentive fees                        | —                      |         |               | —  |                            |              | —  |   |   | —  |   |
| Total incentive fees                                      | 4,667                        |         |               | 5,933    |                            |              | 9,753    |   |   | 11,779   |   |
| Total base management fees and incentive fees             | $                                 | 11,732  |          |               | $                               | 13,846  |          |        | $ | 24,204   |   |  | $ | 27,377  |   |

----

----

----

|                                                                                          |  |               |                 |                   |               |        |                 |        |  |  |  |  |  |  |
|------------------------------------------------------------------------------------------|--|---------------|-----------------|-------------------|---------------|--------|-----------------|--------|--|--|--|--|--|--|
|                                                                                          |  | As of         |                 |                   |
|                                                                                          |  | June 30, 2020 |                 | December 31, 2019 |
|                                                                                     |  | (unaudited)   |                 |              |
| Selected Consolidated Balance Sheet Information                                          |  |               |                 |                   |
| ASSETS                                                                                   |  |               |                 |                   |
| Investments, at fair value (amortized cost of $1,310,783 and $1,258,157, respectively)   |  | $             | 1,258,000  |              |               | $      | 1,246,839  |   |
| Cash and cash equivalents                                                                |  | 38,900   |            |                   | 64,787   |   |
| Other assets                                                                             |  | 9,324    |            |                   | 9,369    |   |
| Total assets                                                                             |  | $             | 1,306,224  |              |               | $      | 1,320,995  |   |
| LIABILITIES AND MEMBERS’ EQUITY                                                    |  |               |                 |                   |
| Secured borrowings                                                                       |  | $             | 462,000    |              |               | $      | 441,077    |   |
| Notes payable, net of unamortized debt issuance costs of $3,198 and $3,441, respectively |  | 445,206  |            |                   | 528,407  |   |
| Mezzanine loans (1)                                                                      |  | —  |            |                   | 93,000   |   |
| Other Short-Term Borrowings                                                              |  | 11,119   |            |                   | —  |   |
| Other liabilities                                                                        |  | 19,395   |            |                   | 32,383   |   |
| Subordinated loans and members’ equity (1)                                         |  | 368,504  |            |                   | 226,128  |   |
| Liabilities and members’ equity                                                    |  | $             | 1,306,224  |              |               | $      | 1,320,995  |   |

|                                                                     |  |                                   |              |               |              |                                 |              |               |        |   |              |        |  |   |              |        |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------|--|-----------------------------------|--------------|---------------|--------------|---------------------------------|--------------|---------------|--------|---|--------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|
|                                                                     |  | For the three month periods ended |              |               |              | For the six month periods ended |              |               |
|                                                                |  | June 30, 2020                     |              | June 30, 2019 |              | June 30, 2020                   |              | June 30, 2019 |
|                                                                |  | (unaudited)                       |              |               |              |                                 |              |               |
| Selected Consolidated Statement of Operations Information:      |  |                                   |              |               |              |                                 |              |               |
| Total investment income                                             |  | $                                 | 19,821  |          |              | $                               | 23,734  |          |        | $ | 41,413  |   |  | $ | 46,340  |   |
| Expenses                                                            |  |                                   |              |               |              |                                 |              |               |
| Interest and credit facility expenses                               |  | 9,552                        |         |               | 15,671  |                            |              | 23,479   |   |   | 30,401  |   |
| Other expenses                                                      |  | 590                          |         |               | 472     |                            |              | 1,093    |   |   | 913     |   |
| Total expenses                                                      |  | 10,142                       |         |               | 16,143  |                            |              | 24,572   |   |   | 31,314  |   |
| Net investment income (loss)                                        |  | 9,679                        |         |               | 7,591   |                            |              | 16,841   |   |   | 15,026  |   |
| Net realized gain (loss) on investments                             |  | —                      |         |               | (68)         |                            |              | —  |   |   | (8,353)      |   |
| Net change in unrealized appreciation (depreciation) on investments |  | 44,828                       |         |               | (7,552)      |                            |              | (41,465)      |   |   | 10,226  |   |
| Net increase (decrease) resulting from operations                   |  | $                                 | 54,507  |          |              | $                               | (29)         |          |        | $ | (24,624)     |   |  | $ | 16,899  |   |

----

|                                                                             |               |                 |                   |            |        |                 |        |  |  |  |  |
|-----------------------------------------------------------------------------|---------------|-----------------|-------------------|------------|--------|-----------------|--------|--|--|--|--|
|                                                                             | As of         |                 |                   |
|                                                                             | June 30, 2020 |                 | December 31, 2019 |
| Senior secured loans (1)                                                    | $             | 1,315,517  |              |            | $      | 1,260,582  |   |
| Weighted average yields of senior secured loans based on amortized cost (2) | 5.56     | %               |                   | 6.51  | %      |
| Weighted average yields of senior secured loans based on fair value (2)     | 5.79     | %               |                   | 6.55  | %      |
| Number of portfolio companies in Credit Fund                                | 63       |            |                   | 61    |   |
| Average amount per portfolio company (1)                                    | $             | 20,881     |              |            | $      | 20,665     |   |
| Number of loans on non-accrual status                                       | 1        |            |                   | 1     |   |
| Fair value of loans on non-accrual status                                   | $             | 21,151     |              |            | $      | 21,150     |   |
| Percentage of portfolio at floating interest rates (3)(4)                   | 98.3     | %               |                   | 98.3  | %      |
| Percentage of portfolio at fixed interest rates (4)                         | 1.7      | %               |                   | 1.7   | %      |
| Fair value of loans with PIK provisions                                     | $             | 48,750     |              |            | $      | 21,150     |   |
| Percentage of portfolio with PIK provisions (4)                             | 3.9      | %               |                   | 1.7   | %      |

----

|                                                          |              |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |              |                |              |              |        |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|--------------|--|-------------|--|---------------------------------------------------|--|--------------------------------------|--|-------------------|--|--------------------|--|---------------------------------|--------------|--------------------|--------------|----------------|--------------|--------------|--------|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of June 30, 2020 |              |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |              |                |
| Investments (1)                                          |              |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  |  Par/ Principal Amount |              | Amortized Cost (4) |              | Fair Value (5) |
| First Lien Debt (97.84% of fair value)                   |              |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |              |                |
| Achilles Acquisition, LLC                                | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.00%                            |  | 4.19%             |  | 10/13/2025 |  | $                               | 29,715  |               |              | $              | 29,605  |         |        | $ | 28,229  |   |
| Acrisure, LLC                                            | \#       |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.50%                            |  | 3.68%             |  | 2/15/2027  |  | 25,763                     |         |                    | 25,733  |           |              | 24,282  |   |
| Advanced Instruments, LLC                                | +*\      |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 5.25%                            |  | 6.25%             |  | 10/31/2022 |  | 33,502                     |         |                    | 33,441  |           |              | 33,041  |   |
| Alku, LLC                                                | +#           |  | (2) (3)     |  | Business Services                                 |  | L + 5.50%                            |  | 6.38%             |  | 7/29/2026  |  | 24,938                     |         |                    | 24,701  |           |              | 24,496  |   |
| Alpha Packaging Holdings, Inc.                           | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 6.00%                            |  | 7.00%             |  | 11/12/2021 |  | 16,597                     |         |                    | 16,597  |           |              | 16,490  |   |
| AmeriLife Holdings LLC                                   | #            |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.00%                            |  | 4.17%             |  | 3/18/2027  |  | 8,864                      |         |                    | 8,839   |           |              | 8,720   |   |
| Analogic Corporation                                     | ^+       |  | (2) (3) (7) |  | Capital Equipment                                 |  | L + 5.25%                            |  | 6.25%             |  | 6/22/2024  |  | 18,952                     |         |                    | 18,929  |           |              | 18,713  |   |
| Anchor Packaging, Inc.                                   | ^+#      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 3.75%                            |  | 3.93%             |  | 7/18/2026  |  | 24,846                     |         |                    | 24,754  |           |              | 24,456  |   |
| API Technologies Corp.                                   | +\       |  | (2) (3)     |  | Aerospace & Defense                           |  | L + 4.25%                            |  | 4.43%             |  | 5/9/2026   |  | 14,850                     |         |                    | 14,783  |           |              | 13,583  |   |
| Aptean, Inc.                                             | +\       |  | (2) (3)     |  | Software                                          |  | L + 4.25%                            |  | 4.43%             |  | 4/23/2026  |  | 12,344                     |         |                    | 12,285  |           |              | 11,993  |   |
| AQA Acquisition Holding, Inc.                            | +*\      |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 4.25%                            |  | 5.25%             |  | 5/24/2023  |  | 18,857                     |         |                    | 18,840  |           |              | 18,720  |   |
| Astra Acquisition Corp.                                  | +#           |  | (2) (3)     |  | Software                                          |  | L + 5.50%                            |  | 6.50%             |  | 3/1/2027   |  | 28,928                     |         |                    | 28,504  |           |              | 28,508  |   |
| Avalign Technologies, Inc.                               | +\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.50%                            |  | 5.57%             |  | 12/22/2025 |  | 14,666                     |         |                    | 14,545  |           |              | 13,822  |   |
| Big Ass Fans, LLC                                        | +*\      |  | (2) (3)     |  | Capital Equipment                                 |  | L + 3.75%                            |  | 4.75%             |  | 5/21/2024  |  | 13,837                     |         |                    | 13,776  |           |              | 13,240  |   |
| BK Medical Holding Company, Inc.                         | ^+       |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 5.25%                            |  | 6.25%             |  | 6/22/2024  |  | 24,287                     |         |                    | 24,043  |           |              | 23,410  |   |
| Brooks Equipment Company, LLC                            | +*           |  | (2) (3)     |  | Construction & Building                       |  | L + 5.00%                            |  | 6.00%             |  | 5/1/2021   |  | 5,066                      |         |                    | 5,063   |           |              | 5,053   |   |
| Chemical Computing Group ULC (Canada)                    | ^+       |  | (2) (3) (7) |  | Software                                          |  | L + 5.00%                            |  | 6.00%             |  | 8/30/2023  |  | 14,127                     |         |                    | 13,332  |           |              | 13,839  |   |
| Clarity Telecom LLC.                                     | +            |  | (2) (3)     |  | Media: Broadcasting & Subscription        |  | L + 4.25%                            |  | 4.43%             |  | 8/30/2026  |  | 14,888                     |         |                    | 14,844  |           |              | 14,566  |   |
| Clearent Newco, LLC                                      | ^+\  |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 5.50%                            |  | 6.50%             |  | 3/20/2025  |  | 31,271                     |         |                    | 30,995  |           |              | 29,445  |   |
| Datto, Inc.                                              | +\       |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.25%                            |  | 4.43%             |  | 4/2/2026   |  | 12,375                     |         |                    | 12,316  |           |              | 12,004  |   |
| DecoPac, Inc.                                            | ^+*\ |  | (2) (3) (7) |  | Non-durable Consumer Goods                        |  | L + 4.25%                            |  | 5.25%             |  | 9/29/2024  |  | 12,765                     |         |                    | 12,672  |           |              | 12,672  |   |
| DTI Holdco, Inc.                                         | +*\      |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.75%                            |  | 5.75%             |  | 9/30/2023  |  | 18,788                     |         |                    | 18,688  |           |              | 15,019  |   |
| Eliassen Group, LLC                                      | +\       |  | (2) (3)     |  | Business Services                                 |  | L + 4.50%                            |  | 4.68%             |  | 11/5/2024  |  | 7,562                      |         |                    | 7,532   |           |              | 7,432   |   |
| EvolveIP, LLC                                            | ^+       |  | (2) (3) (7) |  | Telecommunications                                |  | L + 5.75%                            |  | 6.75%             |  | 6/7/2023   |  | 19,899                     |         |                    | 19,850  |           |              | 19,601  |   |
| Exactech, Inc.                                           | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 3.75%                            |  | 4.75%             |  | 2/14/2025  |  | 21,639                     |         |                    | 21,514  |           |              | 18,538  |   |
| Excel Fitness Holdings, Inc.                             | +#           |  | (2) (3)     |  | Hotel, Gaming & Leisure                       |  | L + 5.25%                            |  | 6.25%             |  | 10/7/2025  |  | 24,875                     |         |                    | 24,652  |           |              | 21,723  |   |
| Frontline Technologies Holdings, LLC                     | +            |  | (2) (3)     |  | Software                                          |  | L + 5.75%                            |  | 6.75%             |  | 9/18/2023  |  | 14,962                     |         |                    | 14,167  |           |              | 15,040  |   |
| Golden West Packaging Group LLC                          | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 5.75%                            |  | 6.75%             |  | 6/20/2023  |  | 29,172                     |         |                    | 29,034  |           |              | 28,877  |   |
| HMT Holding Inc.                                         | +*\      |  | (2) (3) (7) |  | Energy: Oil & Gas                         |  | L + 4.75%                            |  | 5.74%             |  | 11/17/2023 |  | 37,222                     |         |                    | 36,800  |           |              | 36,869  |   |
| Jensen Hughes, Inc.                                      | +            |  | (2) (3) (7) |  | Utilities: Electric                           |  | L + 4.50%                            |  | 5.50%             |  | 3/22/2024  |  | 33,178                     |         |                    | 33,048  |           |              | 31,732  |   |
| KAMC Holdings, Inc.                                      | +#           |  | (2) (3)     |  | Energy: Electricity                           |  | L + 4.00%                            |  | 4.36%             |  | 8/14/2026  |  | 13,895                     |         |                    | 13,833  |           |              | 12,128  |   |
| Lionbridge Technologies, Inc.                            | +            |  | (2) (3)     |  | Business Services                                 |  | L + 6.25%                            |  | 7.25%             |  | 12/29/2025 |  | 24,875                     |         |                    | 24,875  |           |              | 24,865  |   |
| Maravai Intermediate Holdings, LLC                       | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                            |  | 5.25%             |  | 8/2/2025   |  | 29,475                     |         |                    | 29,248  |           |              | 29,051  |   |
| Marco Technologies, LLC                                  | ^+\  |  | (2) (3) (7) |  | Media: Advertising, Printing & Publishing |  | L + 4.00%                            |  | 5.00%             |  | 10/30/2023 |  | 7,332                      |         |                    | 7,286   |           |              | 7,332   |   |

----

|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |              |              |                 |        |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|---------------|--|-------------|--|---------------------------------------------------|--|--------------------------------------|--|-------------------|--|--------------------|--|---------------------------------|--------------|--------------------|-----------------|----------------|--------------|--------------|-----------------|--------|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of June 30, 2020 |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
| Investments (1)                                          |               |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  |  Par/ Principal Amount |              | Amortized Cost (4) |                 | Fair Value (5) |
| Mold-Rite Plastics, LLC                                  | +\        |  | (2) (3)     |  | Chemicals, Plastics & Rubber                  |  | L + 4.25%                            |  | 5.32%             |  | 12/14/2021 |  | $                               | 14,557  |               |                 | $              | 14,528  |         |                 | $      | 14,488  |   |
| MSHC, Inc.                                               | ^+*\  |  | (2) (3) (7) |  | Construction & Building                       |  | L + 4.25%                            |  | 5.25%             |  | 12/31/2024 |  | 44,315                     |         |                    | 44,187     |           |              | 43,345  |            |
| Newport Group Holdings II, Inc.                          | +\#       |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.50%                            |  | 3.81%             |  | 9/13/2025  |  | 23,595                     |         |                    | 23,385     |           |              | 22,415  |            |
| Odyssey Logistics & Technology Corp.                 | +*\#      |  | (2) (3)     |  | Transportation: Cargo                         |  | L + 4.00%                            |  | 5.00%             |  | 10/12/2024 |  | 38,955                     |         |                    | 38,816     |           |              | 34,962  |            |
| Output Services Group                                    | ^+\   |  | (2) (3)     |  | Media: Advertising, Printing & Publishing |  | L + 4.50%                            |  | 5.50%             |  | 3/27/2024  |  | 19,521                     |         |                    | 19,476     |           |              | 13,665  |            |
| PAI Holdco, Inc.                                         | +*\       |  | (2) (3)     |  | Automotive                                        |  | L + 4.25%                            |  | 5.32%             |  | 1/5/2025   |  | 19,439                     |         |                    | 19,372     |           |              | 19,377  |            |
| Park Place Technologies, Inc.                            | +\#       |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.00%                            |  | 5.00%             |  | 3/28/2025  |  | 22,445                     |         |                    | 22,374     |           |              | 22,360  |            |
| Pasternack Enterprises, Inc.                             | +\        |  | (2) (3)     |  | Capital Equipment                                 |  | L + 4.00%                            |  | 5.00%             |  | 7/2/2025   |  | 22,640                     |         |                    | 22,627     |           |              | 22,117  |            |
| Pharmalogic Holdings Corp.                               | +\        |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.00%                            |  | 5.00%             |  | 6/11/2023  |  | 11,264                     |         |                    | 11,241     |           |              | 11,155  |            |
| Premise Health Holding Corp.                             | ^ +\# |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 3.50%                            |  | 3.81%             |  | 7/10/2025  |  | 13,654                     |         |                    | 13,600     |           |              | 13,423  |            |
| Propel Insurance Agency, LLC                             | ^+\   |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                            |  | 5.25%             |  | 6/1/2024   |  | 22,418                     |         |                    | 21,992     |           |              | 21,925  |            |
| Q Holding Company                                        | +*\#      |  | (2) (3)     |  | Automotive                                        |  | L + 5.00%                            |  | 6.00%             |  | 12/31/2023 |  | 21,845                     |         |                    | 21,688     |           |              | 21,046  |            |
| QW Holding Corporation (Quala)                           | ^+*       |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 6.25%                            |  | 7.25%             |  | 8/31/2022  |  | 16,272                     |         |                    | 16,130     |           |              | 15,395  |            |
| Radiology Partners, Inc.                                 | +\#       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                            |  | 5.29%             |  | 7/9/2025   |  | 27,686                     |         |                    | 27,571     |           |              | 25,679  |            |
| RevSpring Inc.                                           | *\#       |  | (2) (3)     |  | Media: Advertising, Printing & Publishing |  | L + 4.25%                            |  | 4.56%             |  | 10/11/2025 |  | 29,600                     |         |                    | 29,397     |           |              | 28,972  |            |
| Situs Group Holdings Corporation                         | +\        |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.75%                            |  | 5.75%             |  | 6/28/2025  |  | 14,862                     |         |                    | 14,761     |           |              | 14,403  |            |
| Surgical Information Systems, LLC                        | +*\       |  | (2) (3) (6) |  | High Tech Industries                              |  | L + 5.00%                            |  | 6.00%             |  | 4/24/2023  |  | 26,168                     |         |                    | 26,027     |           |              | 25,723  |            |
| Systems Maintenance Services Holding, Inc.               | ^*        |  | (2) (3) (9) |  | High Tech Industries                              |  | L + 5.00%                            |  | 6.00%             |  | 10/30/2023 |  | 23,643                     |         |                    | 23,561     |           |              | 18,583  |            |
| T2 Systems, Inc.                                         | ^+*       |  | (2) (3) (7) |  | Transportation: Consumer                      |  | L + 6.75%                            |  | 7.75%             |  | 9/28/2022  |  | 17,368                     |         |                    | 17,156     |           |              | 17,276  |            |
| The Original Cakerie, Ltd. (Canada)                      | +\        |  | (2) (3)     |  | Beverage, Food & Tobacco                      |  | L + 5.00%                            |  | 6.00%             |  | 7/20/2022  |  | 8,883                      |         |                    | 8,861      |           |              | 8,818   |            |
| The Original Cakerie, Ltd. (Canada)                      | +*            |  | (2) (3)     |  | Beverage, Food & Tobacco                      |  | L + 4.50%                            |  | 6.00%             |  | 7/20/2022  |  | 7,992                      |         |                    | 7,976      |           |              | 7,940   |            |
| Thoughtworks, Inc.                                       | *\#       |  | (2) (3)     |  | Business Services                                 |  | L + 3.75%                            |  | 4.75%             |  | 10/11/2024 |  | 11,764                     |         |                    | 11,740     |           |              | 11,235  |            |
| U.S. Acute Care Solutions, LLC                           | +*\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 5.00%, 1.00% PIK                 |  | 7.00%             |  | 5/15/2021  |  | 31,218                     |         |                    | 31,154     |           |              | 27,599  |            |
| U.S. TelePacific Holdings Corp.                          | +*\       |  | (2) (3)     |  | Telecommunications                                |  | L + 5.50%                            |  | 6.50%             |  | 5/2/2023   |  | 26,660                     |         |                    | 26,521     |           |              | 20,769  |            |
| Valet Waste  Holdings, Inc.                              | +\#       |  | (2) (3)     |  | Construction & Building                       |  | L + 3.75%                            |  | 3.93%             |  | 9/28/2025  |  | 18,012                     |         |                    | 17,925     |           |              | 16,796  |            |
| VRC Companies, LLC                                       | ^+        |  | (2) (3) (7) |  | Business Services                                 |  | L + 6.50%                            |  | 7.50%             |  | 3/31/2023  |  | 25,145                     |         |                    | 23,788     |           |              | 24,998  |            |
| Welocalize, Inc.                                         | +             |  | (2) (3) (7) |  | Business Services                                 |  | L + 4.50%                            |  | 5.50%             |  | 12/2/2024  |  | 22,626                     |         |                    | 22,392     |           |              | 22,250  |            |
| WRE Holding Corp.                                        | ^+*       |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 5.00%                            |  | 5.30%             |  | 1/3/2023   |  | 7,837                      |         |                    | 7,788      |           |              | 7,638   |            |
| Zywave, Inc.                                             | +*\       |  | (2) (3)     |  | High Tech Industries                              |  | L + 5.00%                            |  | 6.00              |  | 11/17/2022 |  | 19,004                     |         |                    | 18,903     |           |              | 18,939  |            |
|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
| First Lien Debt Total                                    |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              | $                  | 1,284,061  |           |              | $            | 1,230,780  |   |
| Second Lien Debt (1.73% of fair value)                   |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
| DBI Holding, LLC                                         | ^*        |  | (8)         |  | Transportation: Cargo                         |  | 9.00% PIK                            |  | 9.00%             |  | 2/1/2026   |  | $                               | 21,151  |               |                 | $              | 20,697  |         |                 | $      | 21,151  |   |
| Zywave, Inc.                                             | *             |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 9.00%                            |  | 10%               |  | 11/17/2023 |  | 666                        |         |                    | 661        |           |              | 661     |            |
| Second Lien Debt Total                                   |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              | $                  | 21,358     |           |              | $            | 21,812     |   |

----

|                                          |        |  |           |  |                           |  |                  |  |                  |        |      |                 |                |        |   |                 |               |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------|--------|--|-----------|--|---------------------------|--|------------------|--|------------------|--------|------|-----------------|----------------|--------|---|-----------------|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments (1)                          |        |  | Footnotes |  | Industry                  |  | Type             |  | Shares/Units |        | Cost |                 | Fair Value (6) |
| Equity Investments (0.43% of fair value) |        |  |           |  |                           |  |                  |  |                  |        |      |                 |                |
| DBI Holding, LLC                         | ^* |  | (8)       |  | Transportation: Cargo |  | Preferred Equity |  | 13,996      |   |      | $               | 5,364     |   |   | $               | 5,408    |   |
| DBI Holding, LLC                         | ^* |  | (8)       |  | Transportation: Cargo |  | Common Stock     |  | 2,911       |   |      | $               | —   |   |   | $               | —  |   |
| Equity Investments Total                 |        |  |           |  |                           |  |                  |  |                  |        | $    | 5,364      |           |        | $ | 5,408      |          |
| Total Investments                        |        |  |           |  |                           |  |                  |  |                  |        | $    | 1,310,783  |           |        | $ | 1,258,000  |          |

----

|                                                                                    |              |  |            |  |                           |              |                 |               |        |         |        |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------------------------------------|--------------|--|------------|--|---------------------------|--------------|-----------------|---------------|--------|---------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| First Lien Debt – unfunded delayed draw and revolving term loans commitments | Type         |  | Unused Fee |  | Par/ Principal Amount |              | Fair Value |
| Advanced Instruments, LLC                                                          | Revolver     |  | 0.50%      |  | $                         | 2,500   |            |               | $      | (32)    |   |
| AmeriLife Holdings LLC                                                             | Delayed Draw |  | 1.00       |  | 1,136                |         |                 | (16)          |   |
| Analogic Corporation                                                               | Revolver     |  | 0.50       |  | 1,975                |         |                 | (23)          |   |
| AQA Acquisition Holding, Inc.                                                      | Revolver     |  | 0.50       |  | 2,459                |         |                 | (16)          |   |
| BK Medical Holding Company, Inc.                                                   | Revolver     |  | 0.50       |  | 2,609                |         |                 | (85)          |   |
| Chemical Computing Group ULC (Canada)                                              | Revolver     |  | 0.50       |  | 873                  |         |                 | (17)          |   |
| Clearent Newco, LLC                                                                | Delayed Draw |  | 1.00       |  | 4,977                |         |                 | (251)         |   |
| DecoPac, Inc.                                                                      | Revolver     |  | 0.50       |  | 1,714                |         |                 | (11)          |   |
| EvolveIP, LLC                                                                      | Delayed Draw |  | 1.00       |  | 2,240                |         |                 | (28)          |   |
| EvolveIP, LLC                                                                      | Revolver     |  | 0.50       |  | 1,344                |         |                 | (17)          |   |
| HMT Holding Inc.                                                                   | Revolver     |  | 0.50       |  | 1,940                |         |                 | (17)          |   |
| Jensen Hughes, Inc.                                                                | Delayed Draw |  | 1.00       |  | 2,068                |         |                 | (80)          |   |
| Jensen Hughes, Inc.                                                                | Revolver     |  | 0.50       |  | 2,000                |         |                 | (78)          |   |
| Marco Technologies, LLC                                                            | Delayed Draw |  | 1.00       |  | 7,500                |         |                 | —  |   |
| MSHC, Inc.                                                                         | Delayed Draw |  | 1.00       |  | 5,130                |         |                 | (101)         |   |
| Premise Health Holding Corp.                                                       | Delayed Draw |  | 1.00       |  | 1,103                |         |                 | (17)          |   |
| Propel Insurance Agency, LLC                                                       | Delayed Draw |  | 0.50       |  | 7,143                |         |                 | (110)         |   |
| Propel Insurance Agency, LLC                                                       | Revolver     |  | 0.50       |  | 2,381                |         |                 | (37)          |   |
| QW Holding Corporation (Quala)                                                     | Delayed Draw |  | 1.00       |  | 161                  |         |                 | (8)           |   |
| QW Holding Corporation (Quala)                                                     | Revolver     |  | 0.50       |  | 852                  |         |                 | (43)          |   |
| T2 Systems, Inc.                                                                   | Revolver     |  | 0.50       |  | 1,955                |         |                 | (9)           |   |
| VRC Companies, LLC                                                                 | Delayed Draw |  | 0.75       |  | 5,574                |         |                 | (26)          |   |
| VRC Companies, LLC                                                                 | Revolver     |  | 0.50       |  | 858                  |         |                 | (4)           |   |
| Welocalize, Inc.                                                                   | Revolver     |  | 0.50       |  | 2,363                |         |                 | (35)          |   |
| WRE Holding Corp.                                                                  | Delayed Draw |  | 1.00       |  | 1,981                |         |                 | (40)          |   |
| Zywave, Inc.                                                                       | Revolver     |  | 0.50       |  | 1,125                |         |                 | (4)           |   |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
| Total unfunded commitments                                                         |              |  |            |  | $                         | 65,961  |            |               | $      | (1,105) |   |

----

|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |              |                |              |              |        |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------|--------------|--|-------------|--|---------------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|---------------------------|--------------|--------------------|--------------|----------------|--------------|--------------|--------|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of December 31, 2019 |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |              |                |
| Investments (1)                                              |              |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  | Par/ Principal Amount |              | Amortized Cost (5) |              | Fair Value (6) |
| First Lien Debt (98.11% of fair value)                       |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |              |                |
| Achilles Acquisition, LLC                                    | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.00%                       |  | 5.75%             |  | 10/13/2025 |  | $                         | 17,865  |               |              | $              | 17,776  |         |        | $ | 17,763  |   |
| Acrisure, LLC                                                | +\       |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.75%                       |  | 5.85%             |  | 11/22/2023 |  | 11,820               |         |                    | 11,810  |           |              | 11,805  |   |
| Acrisure, LLC                                                | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                       |  | 6.35%             |  | 11/22/2023 |  | 20,674               |         |                    | 20,639  |           |              | 20,674  |   |
| Advanced Instruments, LLC                                    | ^+*\ |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 5.25%                       |  | 6.99%             |  | 10/31/2022 |  | 35,610               |         |                    | 35,536  |           |              | 35,466  |   |
| Alku, LLC                                                    | +#           |  | (2) (3)     |  | Business Services                                 |  | L + 5.50%                       |  | 7.44%             |  | 7/29/2026  |  | 25,000               |         |                    | 24,754  |           |              | 24,624  |   |
| Alpha Packaging Holdings, Inc.                               | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 4.25%                       |  | 6.35%             |  | 5/12/2020  |  | 16,684               |         |                    | 16,676  |           |              | 16,601  |   |
| AmeriLife Group, LLC                                         | ^#       |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.50%                       |  | 6.20%             |  | 6/5/2026   |  | 16,627               |         |                    | 16,557  |           |              | 16,558  |   |
| Anchor Packaging, Inc.                                       | ^#       |  | (2) (3) (7) |  | Containers, Packaging & Glass                 |  | L + 4.00%                       |  | 5.70%             |  | 7/18/2026  |  | 20,462               |         |                    | 20,363  |           |              | 20,457  |   |
| API Technologies Corp.                                       | +\       |  | (2) (3)     |  | Aerospace & Defense                           |  | L + 4.25%                       |  | 5.95%             |  | 5/9/2026   |  | 14,925               |         |                    | 14,853  |           |              | 14,807  |   |
| Aptean, Inc.                                                 | +\       |  | (2) (3)     |  | Software                                          |  | L + 4.25%                       |  | 6.34%             |  | 4/23/2026  |  | 12,406               |         |                    | 12,344  |           |              | 12,385  |   |
| AQA Acquisition Holding, Inc.                                | ^*\  |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 4.25%                       |  | 6.16%             |  | 5/24/2023  |  | 18,954               |         |                    | 18,922  |           |              | 18,860  |   |
| Avalign Technologies, Inc.                                   | +\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.50%                       |  | 6.70%             |  | 12/22/2025 |  | 14,741               |         |                    | 14,610  |           |              | 14,626  |   |
| Big Ass Fans, LLC                                            | +*\      |  | (2) (3)     |  | Capital Equipment                                 |  | L + 3.75%                       |  | 5.85%             |  | 5/21/2024  |  | 13,909               |         |                    | 13,841  |           |              | 13,903  |   |
| Borchers, Inc.                                               | +*\      |  | (2) (3) (7) |  | Chemicals, Plastics & Rubber                  |  | L + 4.50%                       |  | 6.60%             |  | 11/1/2024  |  | 15,116               |         |                    | 15,072  |           |              | 15,085  |   |
| Brooks Equipment Company, LLC                                | *            |  |             |  | Construction & Building                       |  | L + 5.00%                       |  | 6.91%             |  | 8/29/2020  |  | 5,144                |         |                    | 5,141   |           |              | 5,141   |   |
| Clarity Telecom LLC.                                         | +            |  | (2) (3)     |  | Media: Broadcasting & Subscription        |  | L + 4.50%                       |  | 6.20%             |  | 8/30/2026  |  | 14,963               |         |                    | 14,915  |           |              | 14,902  |   |
| Clearent Newco, LLC                                          | ^+\  |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 5.50%                       |  | 7.44%             |  | 3/20/2025  |  | 29,738               |         |                    | 29,436  |           |              | 29,134  |   |
| Datto, Inc.                                                  | +\       |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.25%                       |  | 5.95%             |  | 4/2/2026   |  | 12,438               |         |                    | 12,375  |           |              | 12,420  |   |
| DecoPac, Inc.                                                | +*\      |  | (2) (3) (7) |  | Non-durable Consumer Goods                        |  | L + 4.25%                       |  | 6.01%             |  | 9/29/2024  |  | 12,336               |         |                    | 12,233  |           |              | 12,292  |   |
| Dent Wizard International Corporation                        | +\       |  | (2) (3)     |  | Automotive                                        |  | L + 4.00%                       |  | 5.70%             |  | 4/7/2020   |  | 36,880               |         |                    | 36,843  |           |              | 36,717  |   |
| DTI Holdco, Inc.                                             | +*\      |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.75%                       |  | 6.68%             |  | 9/30/2023  |  | 18,885               |         |                    | 18,771  |           |              | 17,611  |   |
| Eliassen Group, LLC                                          | +\       |  | (2) (3)     |  | Business Services                                 |  | L + 4.50%                       |  | 6.20%             |  | 11/5/2024  |  | 7,581                |         |                    | 7,548   |           |              | 7,579   |   |
| EIP Merger Sub, LLC (Evolve IP)                              | ^+       |  | (2) (3) (7) |  | Telecommunications                                |  | L + 5.75%                       |  | 7.45%             |  | 6/7/2023   |  | 19,661               |         |                    | 19,605  |           |              | 19,661  |   |
| Exactech, Inc.                                               | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 3.75%                       |  | 5.45%             |  | 2/14/2025  |  | 21,772               |         |                    | 21,634  |           |              | 21,751  |   |
| Excel Fitness Holdings, Inc.                                 | +#           |  | (2) (3)     |  | Hotel, Gaming & Leisure                       |  | L + 5.25%                       |  | 6.95%             |  | 10/7/2025  |  | 25,000               |         |                    | 24,758  |           |              | 24,875  |   |
| Golden West Packaging Group LLC                              | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 5.75%                       |  | 7.45%             |  | 6/20/2023  |  | 29,464               |         |                    | 29,303  |           |              | 29,072  |   |
| HMT Holding Inc.                                             | ^+*\ |  | (2) (3) (7) |  | Energy: Oil & Gas                         |  | L + 5.00%                       |  | 6.74%             |  | 11/17/2023 |  | 33,157               |         |                    | 32,678  |           |              | 32,972  |   |
| Jensen Hughes, Inc.                                          | ^+*\ |  | (2) (3) (7) |  | Utilities: Electric                           |  | L + 4.50%                       |  | 6.24%             |  | 3/22/2024  |  | 33,909               |         |                    | 33,757  |           |              | 33,550  |   |
| KAMC Holdings, Inc.                                          | +#           |  | (2) (3)     |  | Energy: Electricity                           |  | L + 4.00%                       |  | 5.91%             |  | 8/14/2026  |  | 13,965               |         |                    | 13,899  |           |              | 13,881  |   |
| MAG DS Corp.                                                 | ^+\  |  | (2) (3) (7) |  | Aerospace & Defense                           |  | L + 4.75%                       |  | 6.46%             |  | 6/6/2025   |  | 28,471               |         |                    | 28,242  |           |              | 28,286  |   |
| Maravai Intermediate Holdings, LLC                           | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                       |  | 6.00%             |  | 8/2/2025   |  | 29,625               |         |                    | 29,378  |           |              | 29,400  |   |
| Marco Technologies, LLC                                      | ^+\  |  | (2) (3) (7) |  | Media: Advertising, Printing & Publishing |  | L + 4.25%                       |  | 6.16%             |  | 10/30/2023 |  | 7,463                |         |                    | 7,410   |           |              | 7,463   |   |

----

|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |              |              |                 |        |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------|--------------|--|-------------|--|---------------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|---------------------------|--------------|--------------------|-----------------|----------------|--------------|--------------|-----------------|--------|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of December 31, 2019 |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
| Investments (1)                                              |              |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  | Par/ Principal Amount |              | Amortized Cost (5) |                 | Fair Value (6) |
| Mold-Rite Plastics, LLC                                      | +\       |  | (2) (3)     |  | Chemicals, Plastics & Rubber                  |  | L + 4.25%                       |  | 5.95%             |  | 12/14/2021 |  | $                         | 14,557  |               |                 | $              | 14,519  |         |                 | $      | 14,524  |   |
| MSHC, Inc.                                                   | ^+*\ |  | (2) (3) (7) |  | Construction & Building                       |  | L + 4.25%                       |  | 5.95%             |  | 12/31/2024 |  | 38,251               |         |                    | 38,138     |           |              | 38,166  |            |
| Newport Group Holdings II, Inc.                              | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.75%                       |  | 5.65%             |  | 9/13/2025  |  | 23,715               |         |                    | 23,487     |           |              | 23,663  |            |
| Odyssey Logistics & Technology Corp.                     | +*\#     |  | (2) (3)     |  | Transportation: Cargo                         |  | L + 4.00%                       |  | 5.70%             |  | 10/12/2024 |  | 39,013               |         |                    | 38,859     |           |              | 38,763  |            |
| Output Services Group                                        | ^+\  |  | (2) (3) (7) |  | Media: Advertising, Printing & Publishing |  | L + 4.50%                       |  | 6.20%             |  | 3/27/2024  |  | 19,621               |         |                    | 19,570     |           |              | 19,469  |            |
| PAI Holdco, Inc.                                             | +*\      |  | (2) (3)     |  | Automotive                                        |  | L + 4.25%                       |  | 6.35%             |  | 1/5/2025   |  | 19,532               |         |                    | 19,458     |           |              | 19,532  |            |
| Park Place Technologies, Inc.                                | +\#      |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.00%                       |  | 5.70%             |  | 3/28/2025  |  | 22,566               |         |                    | 22,489     |           |              | 22,566  |            |
| Pasternack Enterprises, Inc.                                 | +\       |  | (2) (3)     |  | Capital Equipment                                 |  | L + 4.00%                       |  | 5.70%             |  | 7/2/2025   |  | 22,755               |         |                    | 22,742     |           |              | 22,653  |            |
| Pathway Vet Alliance LLC                                     | +\       |  | (2) (3) (7) |  | Consumer Services                                 |  | L + 4.50%                       |  | 6.21%             |  | 12/20/2024 |  | 19,085               |         |                    | 18,708     |           |              | 19,217  |            |
| Pharmalogic Holdings Corp.                                   | +\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.00%                       |  | 5.70%             |  | 6/11/2023  |  | 11,320               |         |                    | 11,296     |           |              | 11,302  |            |
| Premise Health Holding Corp.                                 | ^+\# |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 3.50%                       |  | 5.60%             |  | 7/10/2025  |  | 13,723               |         |                    | 13,665     |           |              | 13,501  |            |
| Propel Insurance Agency, LLC                                 | ^+\  |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                       |  | 6.35%             |  | 6/1/2024   |  | 22,532               |         |                    | 22,056     |           |              | 22,395  |            |
| Q Holding Company                                            | +*\#     |  | (2) (3)     |  | Automotive                                        |  | L + 5.00%                       |  | 6.70%             |  | 12/31/2023 |  | 21,955               |         |                    | 21,777     |           |              | 21,922  |            |
| QW Holding Corporation (Quala)                               | ^+*      |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 5.75%                       |  | 7.73%             |  | 8/31/2022  |  | 11,630               |         |                    | 11,449     |           |              | 11,531  |            |
| Radiology Partners, Inc.                                     | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.75%                       |  | 6.66%             |  | 7/9/2025   |  | 28,719               |         |                    | 28,590     |           |              | 28,768  |            |
| RevSpring Inc.                                               | +*\#     |  | (2) (3)     |  | Media: Advertising, Printing & Publishing |  | L + 4.00%                       |  | 5.95%             |  | 10/11/2025 |  | 24,750               |         |                    | 24,631     |           |              | 24,608  |            |
| Situs Group Holdings Corporation                             | ^+\  |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.75%                       |  | 6.45%             |  | 6/28/2025  |  | 13,715               |         |                    | 13,621     |           |              | 13,697  |            |
| Systems Maintenance Services Holding, Inc.                   | +*           |  | (2) (3)     |  | High Tech Industries                              |  | L + 5.00%                       |  | 6.70%             |  | 10/30/2023 |  | 23,765               |         |                    | 23,672     |           |              | 18,180  |            |
| Surgical Information Systems, LLC                            | +*\      |  | (2) (3) (6) |  | High Tech Industries                              |  | L + 4.75%                       |  | 7.47%             |  | 4/24/2023  |  | 26,168               |         |                    | 26,005     |           |              | 25,715  |            |
| T2 Systems, Inc.                                             | ^+*      |  | (2) (3) (7) |  | Transportation: Consumer                      |  | L + 6.75%                       |  | 8.85%             |  | 9/28/2022  |  | 18,045               |         |                    | 17,789     |           |              | 18,045  |            |
| The Original Cakerie, Ltd. (Canada)                          | +*           |  | (2) (3) (7) |  | Beverage, Food & Tobacco                      |  | L + 5.00%                       |  | 6.84%             |  | 7/20/2022  |  | 8,928                |         |                    | 8,897      |           |              | 8,887   |            |
| The Original Cakerie, Ltd. (Canada)                          | ^*       |  | (2) (3) (7) |  | Beverage, Food & Tobacco                      |  | L + 4.50%                       |  | 6.34%             |  | 7/20/2022  |  | 6,826                |         |                    | 6,801      |           |              | 6,790   |            |
| ThoughtWorks, Inc.                                           | +*\      |  | (2) (3)     |  | Business Services                                 |  | L + 4.00%                       |  | 5.70%             |  | 10/11/2024 |  | 11,824               |         |                    | 11,794     |           |              | 11,824  |            |
| U.S. Acute Care Solutions, LLC                               | +*\      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 5.00%                       |  | 6.91%             |  | 5/15/2021  |  | 31,431               |         |                    | 31,331     |           |              | 29,869  |            |
| U.S. TelePacific Holdings Corp.                              | +*\      |  | (2) (3)     |  | Telecommunications                                |  | L + 5.00%                       |  | 7.10%             |  | 5/2/2023   |  | 26,660               |         |                    | 26,499     |           |              | 25,430  |            |
| Valet Waste Holdings, Inc.                                   | +\       |  | (2) (3)     |  | Construction & Building                       |  | L + 3.75%                       |  | 5.70%             |  | 9/28/2025  |  | 11,850               |         |                    | 11,825     |           |              | 11,688  |            |
| Welocalize, Inc.                                             | +^       |  | (2) (3) (7) |  | Business Services                                 |  | L + 4.50%                       |  | 6.21%             |  | 12/2/2024  |  | 23,038               |         |                    | 22,788     |           |              | 22,787  |            |
| WIRB - Copernicus Group, Inc.                                | +*\      |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                       |  | 5.95%             |  | 8/15/2022  |  | 20,888               |         |                    | 20,822     |           |              | 20,887  |            |
| WRE Holding Corp.                                            | ^+*      |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 5.00%                       |  | 6.91%             |  | 1/3/2023   |  | 7,431                |         |                    | 7,372      |           |              | 7,304   |            |
| Zywave, Inc.                                                 | +*\      |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 5.00%                       |  | 6.93%             |  | 11/17/2022 |  | 19,228               |         |                    | 19,107     |           |              | 19,211  |            |
|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
| First Lien Debt Total                                        |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              | $                  | 1,231,436  |           |              | $            | 1,223,215  |   |
| Second Lien Debt (1.75% of fair value)                       |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
| DBI Holding, LLC                                             | ^*       |  | (2) (3) (8) |  | Transportation: Cargo                         |  | 9.00% PIK                       |  | 8.00%             |  | 2/1/2026   |  | $                         | 21,150  |               |                 | $              | 20,697  |         |                 | $      | 21,150  |   |
| Zywave, Inc.                                                 | *            |  | (2) (3)     |  | High Tech Industries                              |  | L + 9.00%                       |  | 10.94%            |  | 11/17/2023 |  | $                         | 666     |               |                 | 660       |         |              | 664        |   |

----

|                                                              |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |             |        |                 |        |             |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------|-------|--|-----------|--|---------------------------|--|---------------------------------|--|-------------------|--|---------------|--|---------------------------|--------------|--------------------|-----------------|----------------|-------------|--------|-----------------|--------|-------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of December 31, 2019 |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |
| Investments (1)                                              |       |  | Footnotes |  | Industry                  |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date |  | Par/ Principal Amount |              | Amortized Cost (5) |                 | Fair Value (6) |
| Second Lien Debt Total                                       |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              | $                  | 21,357     |           |             | $      | 21,814     |   |
| Equity Investments (0.15%of fair value)                      |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |
| DBI Holding, LLC                                             | ^ |  |           |  | Transportation: Cargo |  |                                 |  |                   |  |               |  | $                         | 16,957  |               |                 | $              | 5,364  |   |                 | $      | 1,810  |   |
|                                                              |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |
| Equity Investments Total                                     |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              | $                  | 5,364      |           |             | $      | 1,810      |   |
| Total Investments                                            |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              | $                  | 1,258,157  |           |             | $      | 1,246,839  |   |

----

|                                                                                  |              |  |                 |        |                           |              |            |        |               |        |        |        |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------------------------------|--------------|--|-----------------|--------|---------------------------|--------------|------------|--------|---------------|--------|--------|--------|--|--|--|--|--|--|--|--|--|--|--|
| First Lien Debt—unfunded delayed draw and revolving term loans commitments | Type         |  | Unused Fee |        | Par/ Principal Amount |              | Fair Value |
| Advanced Instruments, LLC                                                        | Revolver     |  | 0.50       | %      |                           | $            | 563   |   |               | $      | (2)    |   |
| AmeriLife Group, LLC                                                             | Delayed Draw |  | 1.00       |   |                           | 298     |       |        | (1)           |   |
| Anchor Packaging, Inc.                                                           | Delayed Draw |  | 1.00       |   |                           | 4,487   |       |        | (1)           |   |
| AQA Acquisition Holding, Inc.                                                    | Revolver     |  | 0.50       |   |                           | 2,459   |       |        | (11)          |   |
| Borchers, Inc.                                                                   | Revolver     |  | 0.50       |   |                           | 1,935   |       |        | (3)           |   |
| Clearent Newco, LLC                                                              | Delayed Draw |  | 1.00       |   |                           | 6,636   |       |        | (110)         |   |
| DecoPac, Inc.                                                                    | Revolver     |  | 0.50       |   |                           | 2,143   |       |        | (7)           |   |
| EIP Merger Sub, LLC (Evolve IP)                                                  | Revolver     |  | 0.50       |   |                           | 1,680   |       |        | —  |   |
| EIP Merger Sub, LLC (Evolve IP)                                                  | Delayed Draw |  | 1.00       |   |                           | 2,240   |       |        | —  |   |
| HMT Holding Inc.                                                                 | Revolver     |  | 0.50       |   |                           | 6,173   |       |        | (29)          |   |
| Jensen Hughes, Inc.                                                              | Revolver     |  | 0.50       |   |                           | 1,136   |       |        | (11)          |   |
| Jensen Hughes, Inc.                                                              | Delayed Draw |  | 1.00       |   |                           | 2,365   |       |        | (23)          |   |
| MAG DS Corp.                                                                     | Revolver     |  | 0.50       |   |                           | 2,188   |       |        | (13)          |   |
| Marco Technologies, LLC                                                          | Delayed Draw |  | 1.00       |   |                           | 7,500   |       |        | —  |   |
| MSHC, Inc.                                                                       | Delayed Draw |  | 1.00       |   |                           | 1,913   |       |        | (4)           |   |
| Output Services Group                                                            | Delayed Draw |  | 4.25       |   |                           | 116     |       |        | (1)           |   |
| Pathway Vet Alliance LLC                                                         | Delayed Draw |  | 1.00       |   |                           | 19,867  |       |        | 68       |   |
| Premise Health Holding Corp.                                                     | Delayed Draw |  | 1.00       |   |                           | 1,103   |       |        | (17)          |   |
| Propel Insurance Agency, LLC                                                     | Revolver     |  | 0.50       |   |                           | 2,381   |       |        | (10)          |   |
| Propel Insurance Agency, LLC                                                     | Delayed Draw |  | 0.50       |   |                           | 7,143   |       |        | (31)          |   |
| QW Holding Corporation (Quala)                                                   | Revolver     |  | 0.50       |   |                           | 5,498   |       |        | (31)          |   |
| QW Holding Corporation (Quala)                                                   | Delayed Draw |  | 1.00       |   |                           | 217     |       |        | (1)           |   |
| Situs Group Holdings Corporation                                                 | Delayed Draw |  | 1.00       |   |                           | 1,216   |       |        | (1)           |   |
| T2 Systems, Inc.                                                                 | Revolver     |  | 0.50       |   |                           | 1,369   |       |        | —  |   |
| The Original Cakerie, Ltd. (Canada)                                              | Revolver     |  | 0.50       |   |                           | 1,199   |       |        | (5)           |   |
| Welocalize, Inc.                                                                 | Revolver     |  | 0.50       |   |                           | 2,057   |       |        | (21)          |   |
| WIRB - Copernicus Group, Inc.                                                    | Revolver     |  | 0.50       |   |                           | 1,000   |       |        | —  |   |
| WIRB - Copernicus Group, Inc.                                                    | Delayed Draw |  | 1.00       |   |                           | 2,592   |       |        | —  |   |
| WRE Holding Corp.                                                                | Revolver     |  | 0.50       |   |                           | 441     |       |        | (6)           |   |
| WRE Holding Corp.                                                                | Delayed Draw |  | 1.00       |   |                           | 1,981   |       |        | (25)          |   |
| Zywave, Inc.                                                                     | Revolver     |  | 0.50       |   |                           | 998     |       |        | (1)           |   |
| Total unfunded commitments                                                       |              |  |                 |        | $                         | 92,894  |       |        | $             | (297)  |   |

----

|                                            |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |        |         |               |        |               |         |  |   |               |        |  |         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------|--|----------------------|---------------|--------|--------------|--------------------------|---------------|---------------|--------|--------------------------------|---------------|--------|--|-----------------------------------|---------------|--------------|--------|---------|---------------|--------|---------------|---------|--|---|---------------|--------|--|---------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                            |  | Credit Fund Facility |               |        |              | Credit Fund Sub Facility |               |               |        | Credit Fund Warehouse Facility |               |        |  | Credit Fund Warehouse II Facility |               |              |
|                                            |  | 2020                 |               | 2019   |              | 2020                     |               | 2019          |        | 2020                           |               | 2019   |  | 2020                              |               | 2019         |
| Three Month Periods Ended June 30,         |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |
| Outstanding balance, beginning of period   |  | $                    | —  |   |              | $                        | 123,800  |          |        | $                              | 367,006  |   |  | $                                 | 510,750  |         |        | N/A |               | $      | 113,917  |    |  | $ | 95,415   |   |  | N/A |
| Borrowings                                 |  | —         |          |        | 20,200  |                     |               | 43,000   |   |                                | 48,850   |   |  | N/A                           |               | 21,672  |   |         | 13,579   |   |               | N/A |
| Repayments                                 |  | —         |          |        | (64,000)     |                     |               | (57,000)      |   |                                | (175,107)     |   |  | N/A                           |               | (135,589)    |   |         | —  |   |               | N/A |
| Outstanding balance, end of period         |  | $                    | —  |   |              | $                        | 80,000   |          |        | $                              | 353,006  |   |  | $                                 | 384,493  |         |        | N/A |               | $      | —  |    |  | $ | 108,994  |   |  | N/A |
|                                            |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |
| Six Month Periods Ended June 30,           |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |
| Outstanding Borrowing, beginning of period |  | $                    | 93,000   |   |              | $                        | 112,000  |          |        | $                              | 343,506  |   |  | $                                 | 471,134  |         |        | N/A |               | $      | 101,045  |    |  | $ | 97,571   |   |  | N/A |
| Borrowings                                 |  | 63,500          |          |        | 50,700  |                     |               | 100,000  |   |                                | 108,870  |   |  | N/A                           |               | 34,544  |   |         | 33,373   |   |               | N/A |
| Repayments                                 |  | (156,500)            |          |        | (82,700)     |                     |               | (90,500)      |   |                                | (195,511)     |   |  | N/A                           |               | (135,589)    |   |         | (21,950)      |   |               | N/A |
| Outstanding balance, end of period         |  | $                    | —  |   |              | $                        | 80,000   |          |        | $                              | 353,006  |   |  | $                                 | 384,493  |         |        | N/A |               | $      | —  |    |  | $ | 108,994  |   |  | N/A |

----

----

|                                            |                                                            |               |               |               |                                 |               |               |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|--------------------------------------------|------------------------------------------------------------|---------------|---------------|---------------|---------------------------------|---------------|---------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                                            | For the three month periods ended |               |               |               | For the six month periods ended |               |               |
|                                            | June 30, 2020                                              |               | June 30, 2019 |               | June 30, 2020                   |               | June 30, 2019 |
| Outstanding Borrowing, beginning of period | $                                                          | 701,609  |          |               | $                               | 660,959  |          |        | $ | 616,543  |   |  | $ | 514,635  |   |
| Borrowings                                 | 30,792                                                |          |               | 149,000  |                            |               | 257,292  |   |   | 402,950  |   |
| Repayments                                 | (258,041)                                                  |          |               | (160,562)     |                            |               | (397,484)     |   |   | (268,188)     |   |
| Foreign currency translation               | 26                                                    |          |               | —  |                            |               | (1,965)       |   |   | —  |   |
| Outstanding balance, end of period         | $                                                          | 474,386  |          |               | $                               | 649,397  |          |        | $ | 474,386  |   |  | $ | 649,397  |   |

----

|                     |                     |               |                        |               |                              |               |                           |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|---------------------|---------------------|---------------|------------------------|---------------|------------------------------|---------------|---------------------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                | June 30, 2020       |               |                        |               |                              |               |                           |
|                | Total Facility |               | Borrowings Outstanding |               | Unused Portion (1) |               | Amount Available (2) |
| SPV Credit Facility | $                   | 275,000  |                   |               | $                            | 149,986  |                      |        | $ | 125,014  |   |  | $ | 19,765   |   |
| Credit Facility     | 688,000        |          |                        | 324,400  |                         |               | 363,600              |   |   | 221,254  |   |
| Total               | $                   | 963,000  |                   |               | $                            | 474,386  |                      |        | $ | 488,614  |   |  | $ | 241,019  |   |
|                     |                     |               |                        |               |                              |               |                           |
|                | December 31, 2019   |               |                        |               |                              |               |                           |
|                | Total Facility |               | Borrowings Outstanding |               | Unused Portion (1) |               | Amount Available (2) |
| SPV Credit Facility | $                   | 275,000  |                   |               | $                            | 232,469  |                      |        | $ | 42,531   |   |  | $ | 4,225    |   |
| Credit Facility     | 688,000        |          |                        | 384,074  |                         |               | 303,926              |   |   | 264,198  |   |
| Total               | $                   | 963,000  |                   |               | $                            | 616,543  |                      |        | $ | 346,457  |   |  | $ | 268,423  |   |

|                                                 |                                                            |               |               |            |                                 |               |               |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|-------------------------------------------------|------------------------------------------------------------|---------------|---------------|------------|---------------------------------|---------------|---------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                                            | For the three month periods ended |               |               |            | For the six month periods ended |               |               |
|                                            | June 30, 2020                                              |               | June 30, 2019 |            | June 30, 2020                   |               | June 30, 2019 |
| Interest expense                                | $                                                          | 4,206    |          |            | $                               | 7,753    |          |        | $ | 10,579   |   |  | $ | 14,406   |   |
| Facility unused commitment fee                  | 409                                                   |          |               | 296   |                            |               | 727      |   |   | 599      |   |
| Amortization of deferred financing costs        | 351                                                   |          |               | 266   |                            |               | 595      |   |   | 502      |   |
| Other fees                                      | 27                                                    |          |               | 109   |                            |               | 56       |   |   | 138      |   |
| Total interest expense and credit facility fees | $                                                          | 4,993    |          |            | $                               | 8,424    |          |        | $ | 11,957   |   |  | $ | 15,645   |   |
| Cash paid for interest expense                  | $                                                          | 4,984    |          |            | $                               | 8,011    |          |        | $ | 11,672   |   |  | $ | 14,460   |   |
|                                                 |                                                            |               |               |            |                                 |               |               |
| Average principal debt outstanding              | $                                                          | 585,336  |          |            | $                               | 665,693  |          |        | $ | 628,800  |   |  | $ | 617,374  |   |
| Weighted average interest rate                  | 2.84                                                  | %             |               | 4.61  | %                               |               | 3.33     | %      |   | 4.64     | %      |

----

|                                                                |               |             |                   |            |        |             |        |  |  |  |  |
|----------------------------------------------------------------|---------------|-------------|-------------------|------------|--------|-------------|--------|--|--|--|--|
|                                                                | As of         |             |                   |
|                                                                | June 30, 2020 |             | December 31, 2019 |
| Interest expense payable                                       | $             | 1,242  |              |            | $      | 2,201  |   |
| Unused commitment fees payable                                 | 134      |        |                   | 187   |   |
| Other credit facility fees payable                             | 22       |        |                   | 30    |   |
| Interest and credit facilities payable                         | $             | 1,398  |              |            | $      | 2,418  |   |
|                                                                |               |             |                   |
| Weighted average interest rate (based on floating LIBOR rates) | 2.36     | %           |                   | 3.88  | %      |

----

----

|                                                 |                                   |             |               |          |                                 |             |               |        |   |             |        |  |   |              |        |  |  |  |  |  |  |  |  |
|-------------------------------------------------|-----------------------------------|-------------|---------------|----------|---------------------------------|-------------|---------------|--------|---|-------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|
|                                            | For the three month periods ended |             |               |          | For the six month periods ended |             |               |
|                                            | June 30, 2020                     |             | June 30, 2019 |          | June 30, 2020                   |             | June 30, 2019 |
| Interest expense                                | $                                 | 3,810  |          |          | $                               | 5,217  |          |        | $ | 8,203  |   |  | $ | 10,494  |   |
| Amortization of deferred financing costs        | 61                           |        |               | 62  |                            |             | 123      |   |   | 123    |   |
| Total interest expense and credit facility fees | $                                 | 3,871  |          |          | $                               | 5,279  |          |        | $ | 8,326  |   |  | $ | 10,617  |   |
| Cash paid for interest expense                  | $                                 | 4,365  |          |          | $                               | 5,334  |          |        | $ | 8,959  |   |  | $ | 10,400  |   |

|                                      |  |               |                 |                   |               |        |                 |        |  |  |  |  |  |  |
|--------------------------------------|--|---------------|-----------------|-------------------|---------------|--------|-----------------|--------|--|--|--|--|--|--|
| Payment Due by Period |  | June 30, 2020 |                 | December 31, 2019 |
| Less than one year                   |  | $             | —    |              |               | $      | —    |   |
| 1-3 years                            |  | 149,986  |            |                   | —  |   |
| 3-5 years                            |  | 439,400  |            |                   | 731,543  |   |
| More than 5 years                    |  | 449,200  |            |                   | 449,200  |   |
| Total                                |  | $             | 1,038,586  |              |               | $      | 1,180,743  |   |

|                                          |                 |               |                   |              |        |               |        |  |  |  |  |
|------------------------------------------|-----------------|---------------|-------------------|--------------|--------|---------------|--------|--|--|--|--|
|                                     | Par Value as of |               |                   |
|                                     | June 30, 2020   |               | December 31, 2019 |
| Unfunded delayed draw commitments        | $               | 68,987   |              |              | $      | 75,874   |   |
| Unfunded revolving term loan commitments | 48,631     |          |                   | 74,016  |   |
| Total unfunded commitments               | $               | 117,618  |              |              | $      | 149,890  |   |

----

----

|                                                      |  |                 |        |        |               |                    |        |               |                  |                                |               |                |           |                                               |        |                                           |                 |                                                        |  |                  |         |        |               |        |              |               |        |   |              |        |  |   |           |        |  |   |               |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------|--|-----------------|--------|--------|---------------|--------------------|--------|---------------|------------------|--------------------------------|---------------|----------------|-----------|-----------------------------------------------|--------|-------------------------------------------|-----------------|--------------------------------------------------------|--|------------------|---------|--------|---------------|--------|--------------|---------------|--------|---|--------------|--------|--|---|-----------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                 |  | Preferred Stock |        |        |               |  Common Stock |        |               |                  | Capital in Excess of Par Value |               | Offering Costs |           | Accumulated Net Investment Income (Loss) |        | Accumulated Net Realized Gain (Loss) |                 | Accumulated Net Unrealized Appreciation (Depreciation) |  | Total Net Assets |
|                                                 |  | Shares          |        | Amount |               | Shares             |        | Amount        |                  |                                |               |                |           |                                               |        |                                           |                 |                                                        |  |                  |
| Balance, beginning of period                         |  | —    |   |        | $             | —       |   |               | 56,308,616  |                           |               | $              | 563  |                                          |        | $                                         | 1,093,250  |                                                   |  | $                | (1,633) |   |               | $      | 13,506  |          |        | $ | (84,501)     |   |  | $ | (222,651) |   |  | $ | 798,534  |   |
|                                                      |  |                 |        |        |               |                    |        |               |                  |                                |               |                |           |                                               |        |                                           |                 |                                                        |  |                  |
| Issuance of Preferred Stock                          |  | 2,000,000  |   |        | 50,000   |               |        | —  |             |                                | —  |           |           | —                                  |   |                                           | —    |                                                   |  | —     |    |        | —  |   |              | —  |   |   | 50,000  |   |
| Net investment income (loss)                         |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                           | —    |                                                   |  | 21,692      |    |        | —  |   |              | —  |   |   | 21,692  |   |
| Net realized gain (loss)                             |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                           | —    |                                                   |  | —     |    |        | (47,149)      |   |              | —  |   |   | (47,149)     |   |
| Net change in unrealized appreciation (depreciation) |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                           | —    |                                                   |  | —     |    |        | —  |   |              | 81,615   |   |   | 81,615  |   |
| Dividends declared                                   |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                           | —    |                                                   |  | (21,388)         |    |        | —  |   |              | —  |   |   | (21,388)     |   |
| Balance, end of period                               |  | 2,000,000  |   |        | $             | 50,000        |   |               | 56,308,616  |                           |               | $              | 563  |                                          |        | $                                         | 1,093,250  |                                                   |  | $                | (1,633) |   |               | $      | 13,810  |          |        | $ | (131,650)    |   |  | $ | (141,036) |   |  | $ | 883,304  |   |

|                                                                     |  |                 |        |        |               |                    |        |               |                  |                                |               |                |           |                                               |        |                                                          |                 |                                                        |  |                  |         |        |               |        |              |               |        |   |              |        |  |   |           |        |  |   |               |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------|--|-----------------|--------|--------|---------------|--------------------|--------|---------------|------------------|--------------------------------|---------------|----------------|-----------|-----------------------------------------------|--------|----------------------------------------------------------|-----------------|--------------------------------------------------------|--|------------------|---------|--------|---------------|--------|--------------|---------------|--------|---|--------------|--------|--|---|-----------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                     |  |                 |        |        |               |                    |        |               |                  |                                |               |                |           |                                               |        |                                                          |                 |                                                        |  |                  |
|                                                                |  | Preferred Stock |        |        |               |  Common Stock |        |               |                  | Capital in Excess of Par Value |               | Offering Costs |           | Accumulated Net Investment Income (Loss) |        | Accumulated Net Realized Gain (Loss) on Investments |                 | Accumulated Net Unrealized Appreciation (Depreciation) |  | Total Net Assets |
|                                                                |  | Shares          |        | Amount |               | Shares             |        | Amount        |                  |                                |               |                |           |                                               |        |                                                          |                 |                                                        |  |                  |
| Balance, beginning of period                                        |  | —    |   |        | $             | —       |   |               | 57,763,811  |                           |               | $              | 578  |                                          |        | $                                                        | 1,109,238  |                                                   |  | $                | (1,633) |   |               | $      | 10,368  |          |        | $ | (82,654)     |   |  | $ | (79,426)  |   |  | $ | 956,471  |   |
| Repurchase of common stock                                          |  | —    |   |        | —  |               |        | (1,455,195)   |             |                                | (15)          |           |           | (15,988)                                      |   |                                                          | —    |                                                   |  | —     |    |        | —  |   |              | —  |   |   | (16,003)     |   |
| Issuance of Preferred Stock                                         |  | 2,000,000  |   |        | 50,000   |               |        | —  |             |                                | —  |           |           | —                                  |   |                                                          | —    |                                                   |  | —     |    |        | —  |   |              | —  |   |   | 50,000  |   |
| Net investment income (loss)                                        |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                                          | —    |                                                   |  | 45,664      |    |        | —  |   |              | —  |   |   | 45,664  |   |
| Net realized gain (loss) on investments                             |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                                          | —    |                                                   |  | —     |    |        | (48,996)      |   |              | —  |   |   | (48,996)     |   |
| Net change in unrealized appreciation (depreciation) on investments |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                                          | —    |                                                   |  | —     |    |        | —  |   |              | (61,610)      |   |   | (61,610)     |   |
| Dividends declared                                                  |  | —    |   |        | —  |               |        | —  |             |                                | —  |           |           | —                                  |   |                                                          | —    |                                                   |  | (42,222)         |    |        | —  |   |              | —  |   |   | (42,222)     |   |
| Balance, end of period                                              |  | 2,000,000  |   |        | $             | 50,000        |   |               | 56,308,616  |                           |               | $              | 563  |                                          |        | $                                                        | 1,093,250  |                                                   |  | $                | (1,633) |   |               | $      | 13,810  |          |        | $ | (131,650)    |   |  | $ | (141,036) |   |  | $ | 883,304  |   |

----

|                                                      |  |                    |        |        |               |                                |        |                |        |                                               |               |                                           |   |                                                        |        |                  |               |              |        |               |        |          |              |        |   |          |        |  |   |                 |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------|--|--------------------|--------|--------|---------------|--------------------------------|--------|----------------|--------|-----------------------------------------------|---------------|-------------------------------------------|---|--------------------------------------------------------|--------|------------------|---------------|--------------|--------|---------------|--------|----------|--------------|--------|---|----------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                 |  |  Common Stock |        |        |               | Capital in Excess of Par Value |        | Offering Costs |        | Accumulated Net Investment Income (Loss) |               | Accumulated Net Realized Gain (Loss) |   | Accumulated Net Unrealized Appreciation (Depreciation) |        | Total Net Assets |
|                                                 |  | Shares             |        | Amount |               |                                |        |                |        |                                               |               |                                           |   |                                                        |        |                  |
| Balance, beginning of period                         |  | 61,272,069    |   |        | $             | 613                       |   |                | $      | 1,160,258                                |          |                                           | $ | (1,633)                                                |   |                  | $             | 10,791  |   |               | $      | (43,673) |         |        | $ | (66,169) |   |  | $ | 1,060,187  |   |
| Repurchase of common stock                           |  | (1,090,210)        |   |        | (11)          |                           |        | (16,258)       |   |                                               | —  |                                      |   | —                                           |   |                  | —  |         |        | —  |   |          | (16,269)     |   |
|                                                      |  |                    |        |        |               |                                |        |                |        |                                               |               |                                           |   |                                                        |        |                  |
|                                                      |  |                    |        |        |               |                                |        |                |        |                                               |               |                                           |   |                                                        |        |                  |
| Net investment income (loss)                         |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                      |   | 27,971                                            |   |                  | —  |         |        | —  |   |          | 27,971  |   |
| Net realized gain (loss)                             |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                      |   | —                                           |   |                  | (7,681)       |         |        | —  |   |          | (7,681)      |   |
| Net change in unrealized appreciation (depreciation) |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                      |   | —                                           |   |                  | —  |         |        | (10,533)      |   |          | (10,533)     |   |
| Dividends declared                                   |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                      |   | (27,083)                                               |   |                  | —  |         |        | —  |   |          | (27,083)     |   |
| Balance, end of period                               |  | 60,181,859    |   |        | $             | 602                       |   |                | $      | 1,144,000                                |          |                                           | $ | (1,633)                                                |   |                  | $             | 11,679  |   |               | $      | (51,354) |         |        | $ | (76,702) |   |  | $ | 1,026,592  |   |

|                                                                     |  |                    |        |        |               |                                |        |                |        |                                               |               |                                                          |   |                                                                            |        |                  |               |              |        |               |        |          |               |        |   |          |        |  |   |                 |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------|--|--------------------|--------|--------|---------------|--------------------------------|--------|----------------|--------|-----------------------------------------------|---------------|----------------------------------------------------------|---|----------------------------------------------------------------------------|--------|------------------|---------------|--------------|--------|---------------|--------|----------|---------------|--------|---|----------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                                     |  |                    |        |        |               |                                |        |                |        |                                               |               |                                                          |   |                                                                            |        |                  |
|                                                                |  |  Common Stock |        |        |               | Capital in Excess of Par Value |        | Offering Costs |        | Accumulated Net Investment Income (Loss) |               | Accumulated Net Realized Gain (Loss) on Investments |   | Accumulated Net Unrealized Appreciation (Depreciation) on Investments |        | Total Net Assets |
|                                                                |  | Shares             |        | Amount |               |                                |        |                |        |                                               |               |                                                          |   |                                                                            |        |                  |
| Balance, beginning of period                                        |  | 62,230,251    |   |        | $             | 622                       |   |                | $      | 1,174,334                                |          |                                                          | $ | (1,633)                                                                    |   |                  | $             | 5,901   |   |               | $      | (44,572) |          |        | $ | (71,434) |   |  | $ | 1,063,218  |   |
| Repurchase of common stock                                          |  | (2,048,392)        |   |        | (20)          |                           |        | (30,334)       |   |                                               | —  |                                                     |   | —                                                               |   |                  | —  |         |        | —  |   |          | (30,354)      |   |
| Reinvestment of dividends                                           |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                                     |   | —                                                               |   |                  | —  |         |        | —  |   |          | —  |   |
| Offering costs                                                      |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                                     |   | —                                                               |   |                  | —  |         |        | —  |   |          | —  |   |
| Net investment income (loss)                                        |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                                     |   | 55,533                                                                |   |                  | —  |         |        | —  |   |          | 55,533   |   |
| Net realized gain (loss) on investments                             |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                                     |   | —                                                               |   |                  | (6,782)       |         |        | —  |   |          | (6,782)       |   |
| Net change in unrealized appreciation (depreciation) on investments |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                                     |   | —                                                               |   |                  | —  |         |        | (5,268)       |   |          | (5,268)       |   |
| Dividends declared                                                  |  | —       |   |        | —  |                           |        | —   |   |                                               | —  |                                                     |   | (49,755)                                                                   |   |                  | —  |         |        | —  |   |          | (49,755)      |   |
| Balance, end of period                                              |  | 60,181,859    |   |        | $             | 602                       |   |                | $      | 1,144,000                                |          |                                                          | $ | (1,633)                                                                    |   |                  | $             | 11,679  |   |               | $      | (51,354) |          |        | $ | (76,702) |   |  | $ | 1,026,592  |   |

----

|                                                                                                     |  |                                                |              |         |                  |                                              |              |                  |        |   |                  |        |  |   |          |        |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------------------------------------------------|--|------------------------------------------------|--------------|---------|------------------|----------------------------------------------|--------------|------------------|--------|---|------------------|--------|--|---|----------|--------|--|--|--|--|--|--|--|--|--|--|
|                                                                                                |  | For the three month period ended June 30, 2020 |              |         |                  | For the six month period ended June 30, 2020 |              |                  |
|                                                                                                |  | Basic                                          |              | Diluted |                  | Basic                                        |              | Diluted          |
| Net increase (decrease) in net assets resulting from operations attributable to Common Stockholders |  | $                                              | 55,604  |    |                  | $                                            | 56,158  |             |        | $ | (65,496)         |   |  | $ | (65,496) |   |
| Weighted-average common shares outstanding                                                          |  | 56,308,616                                |         |         | 59,547,482  |                                         |              | 56,710,405  |   |   | 56,710,405  |   |
| Basic and diluted earnings per share                                                                |  | $                                              | 0.99    |    |                  | $                                            | 0.94    |             |        | $ | (1.15)           |   |  | $ | (1.15)   |   |

|                                                                                                     |  |                                                |             |         |                  |                                              |             |                  |        |   |                  |        |  |   |              |        |  |  |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------------------------------------------------|--|------------------------------------------------|-------------|---------|------------------|----------------------------------------------|-------------|------------------|--------|---|------------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|
|                                                                                                     |  | For the three month period ended June 30, 2019 |             |         |                  | For the six month period ended June 30, 2019 |             |                  |
|                                                                                                     |  | Basic                                          |             | Diluted |                  | Basic                                        |             | Diluted          |
| Net increase (decrease) in net assets resulting from operations attributable to Common Stockholders |  | $                                              | 9,757  |    |                  | $                                            | 9,757  |             |        | $ | 43,483      |   |  | $ | 43,483  |   |
| Weighted-average common shares outstanding                                                          |  | 60,596,402                                |        |         | 60,596,402  |                                         |             | 61,191,926  |   |   | 61,191,926  |   |
| Basic and diluted earnings per share                                                                |  | $                                              | 0.16   |    |                  | $                                            | 0.16   |             |        | $ | 0.71        |   |  | $ | 0.71    |   |

|                    |  |                    |  |                  |  |                              |            |        |     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------|--|--------------------|--|------------------|--|------------------------------|------------|--------|-----|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Date Declared |  | Record Date   |  | Payment Date     |  | Per Common Share Amount |            |
|                    |  |                    |  |                  |  |                              |            |
|                    |  |                    |  |                  |  |                              |            |
|                    |  |                    |  |                  |  |                              |            |
|                    |  |                    |  |                  |  |                              |            |
|                    |  |                    |  |                  |  |                              |            |
| February 26, 2018  |  | March 29, 2018     |  | April 17, 2018   |  | $                            | 0.37  |   |     |
| May 2, 2018        |  | June 29, 2018      |  | July 17, 2018    |  | $                            | 0.37  |   |     |
| August 6, 2018     |  | September 28, 2018 |  | October 17, 2018 |  | $                            | 0.37  |   |     |
| November 5, 2018   |  | December 28, 2018  |  | January 17, 2019 |  | $                            | 0.37  |   |     |
| December 12, 2018  |  | December 28, 2018  |  | January 17, 2019 |  | $                            | 0.20  |   | (1) |
| February 22, 2019  |  | March 29, 2019     |  | April 17, 2019   |  | $                            | 0.37  |   |     |
| May 6, 2019        |  | June 28, 2019      |  | July 17, 2019    |  | $                            | 0.37  |   |     |
| June 17, 2019      |  | June 28, 2019      |  | July 17, 2019    |  | $                            | 0.08  |   | (1) |
| August 5, 2019     |  | September 30, 2019 |  | October 17, 2019 |  | $                            | 0.37  |   |     |
| November 4, 2019   |  | December 31, 2019  |  | January 17, 2020 |  | $                            | 0.37  |   |     |
| December 12, 2019  |  | December 31, 2019  |  | January 17, 2020 |  | $                            | 0.18  |   | (1) |
| February 24, 2020  |  | March 31, 2020     |  | April 17, 2020   |  | $                            | 0.37  |   |     |
| May 4, 2020        |  | June 30, 2020      |  | July 17, 2020    |  | $                            | 0.37  |   |     |
|                    |  |                    |  |                  |  |                              |            |

----

|                                                                                                                                            |                                 |               |               |                  |        |                 |        |  |  |  |  |
|--------------------------------------------------------------------------------------------------------------------------------------------|---------------------------------|---------------|---------------|------------------|--------|-----------------|--------|--|--|--|--|
|                                                                                                                                       | For the six month periods ended |               |               |
|                                                                                                                                       | June 30, 2020                   |               | June 30, 2019 |
| Per Common Share Data:                                                                                                                 |                                 |               |               |
| Net asset value per common share, beginning of period                                                                                      | $                               | 16.56    |          |                  | $      | 17.09      |   |
| Net investment income (loss) (1)                                                                                                           | 0.80                       |          |               | 0.91        |   |
| Net realized gain (loss) and net change in unrealized appreciation (depreciation) on investments and non-investment assets and liabilities | (1.96)                          |          |               | (0.20)           |   |
| Net increase (decrease) in net assets resulting from operations                                                                            | (1.16)                          |          |               | 0.71        |   |
| Dividends declared (2)                                                                                                                     | (0.74)                          |          |               | (0.82)           |   |
| Accretion due to share repurchases                                                                                                         | 0.14                       |          |               | 0.08        |   |
| Net asset value per common share, end of period                                                                                            | $                               | 14.80    |          |                  | $      | 17.06      |   |
| Market price per common share, end of period                                                                                               | $                               | 8.57     |          |                  | $      | 15.24      |   |
|                                                                                                                                            |                                 |               |               |
| Number of common shares outstanding, end of period                                                                                         | 56,308,616                 |          |               | 60,181,859  |   |
| Total return based on net asset value (3)                                                                                                  | (6.16)                          | %             |               | 4.62        | %      |
| Total return based on market price (4)                                                                                                     | (30.42)                         | %             |               | 29.52       | %      |
| Net assets attributable to Common Stockholders, end of period                                                                              | $                               | 833,304  |          |                  | $      | 1,026,592  |   |
| Ratio to average net assets attributable to Common Stockholders(5):                                                                    |                                 |               |               |
| Expenses before incentive fees                                                                                                             | 4.72                       | %             |               | 4.22        | %      |
| Expenses after incentive fees                                                                                                              | 5.86                       | %             |               | 5.33        | %      |
| Net investment income (loss)                                                                                                               | 5.33                       | %             |               | 5.24        | %      |
| Interest expense and credit facility fees                                                                                                  | 2.69                       | %             |               | 2.48        | %      |
| Ratios/Supplemental Data:                                                                                                          |                                 |               |               |
| Asset coverage, end of period                                                                                                              | 176.55                     | %             |               | 193.45      | %      |
| Portfolio turnover                                                                                                                         | 19.08                      | %             |               | 18.15       | %      |
| Weighted-average shares outstanding                                                                                                        | 56,710,405                 |          |               | 61,191,926  |   |

----

|                       |                                 |               |               |  |   |               |        |  |  |  |  |
|-----------------------|---------------------------------|---------------|---------------|--|---|---------------|--------|--|--|--|--|
|                  | For the six month periods ended |               |               |
|                  | June 30, 2020                   |               | June 30, 2019 |
| Ordinary income       | $                               | 42,222   |          |  | $ | 49,755   |   |
| Tax return of capital | $                               | —  |          |  | $ | —  |   |

----

----

----

----

|                                                          |               |                 |                   |            |        |                 |        |  |  |  |  |
|----------------------------------------------------------|---------------|-----------------|-------------------|------------|--------|-----------------|--------|--|--|--|--|
|                                                          | As of         |                 |                   |
|                                                          | June 30, 2020 |                 | December 31, 2019 |
| Fair value of investments                                | $             | 1,907,555  |              |            | $      | 2,123,964  |   |
| Count of investments                                     | 142      |            |                   | 136   |   |
| Count of portfolio companies / investment fund       | 111      |            |                   | 112   |   |
| Count of industries                                      | 28       |            |                   | 28    |   |
| Count of sponsors                                        | 63       |            |                   | 63    |   |
| Percentage of total investment fair value:           |               |                 |                   |
| First lien debt (excluding first lien/last out debt) | 69.0     | %               |                   | 74.6  | %      |
| First lien/last out debt                             | 4.1      | %               |                   | 3.7   | %      |
| Second lien debt                                         | 14.6     | %               |                   | 11.0  | %      |
| Total secured debt                                       | 87.7     | %               |                   | 89.3  | %      |
| Credit Fund                                              | 10.6     | %               |                   | 9.6   | %      |
| Equity investments                                       | 1.7      | %               |                   | 1.0   | %      |
|                                                          |               |                 |                   |
| Percentage of debt investment fair value:            |               |                 |                   |
| Floating rate (1)                                        | 99.1     | %               |                   | 99.7  | %      |
| Fixed interest rate                                      | 0.9      | %               |                   | 0.3   | %      |

----

|                                                                      |                                                            |                 |               |               |        |                 |        |  |  |  |  |
|----------------------------------------------------------------------|------------------------------------------------------------|-----------------|---------------|---------------|--------|-----------------|--------|--|--|--|--|
|                                                                 | For the three month periods ended |                 |               |
|                                                                 | June 30, 2020                                              |                 | June 30, 2019 |
| Investments:                                                     |                                                            |                 |               |
| Total investments, beginning of period                               | $                                                          | 2,247,327  |          |               | $      | 2,221,378  |   |
| New investments purchased                                            | 61,595                                                |            |               | 230,893  |   |
| Net accretion of discount on investments                             | 1,473                                                 |            |               | 3,984    |   |
| Net realized gain (loss) on investments                              | (47,784)                                                   |            |               | (7,714)       |   |
| Investments sold or repaid                                           | (214,262)                                                  |            |               | (296,224)     |   |
| Total Investments, end of period                                     | $                                                          | 2,048,349  |          |               | $      | 2,152,317  |   |
| Principal amount of investments funded:                          |                                                            |                 |               |
| First Lien Debt (excluding First Lien/Last Out Debt)             | $                                                          | 41,273     |          |               | $      | 153,525    |   |
| First Lien/Last Out  Debt                                        | 20,921                                                |            |               | 15,711   |   |
| Second Lien Debt                                                     | 368                                                   |            |               | 35,839   |   |
|                                                                      |                                                            |                 |               |
| Equity Investments                                                   | 518                                                   |            |               | 587      |   |
| Investment Fund                                                      | —                                               |            |               | 25,699   |   |
| Total                                                                | $                                                          | 63,080     |          |               | $      | 231,361    |   |
| Principal amount of investments sold or repaid:                  |                                                            |                 |               |
| First Lien Debt (excluding First Lien/Last Out Debt)             | $                                                          | (227,302)       |          |               | $      | (176,210)       |   |
| First Lien/Last Out Debt                                         | (33,898)                                                   |            |               | (1,629)       |   |
| Second Lien Debt                                                     | (3,000)                                                    |            |               | (62,059)      |   |
|                                                                      |                                                            |                 |               |
| Equity Investments                                                   | —                                               |            |               | (1,500)       |   |
| Investment Fund                                                      | —                                               |            |               | (64,000)      |   |
| Total                                                                | $                                                          | (264,200)       |          |               | $      | (305,398)       |   |
| Number of new funded investments                                     | 5                                                     |            |               | 12       |   |
| Average amount of new funded investments                             | $                                                          | 8,656      |          |               | $      | 19,241     |   |
| Percentage of new funded debt investments at floating interest rates | 100                                                   | %               |               | 100      | %      |
| Percentage of new funded debt investments at fixed interest rates    | —                                               | %               |               | —  | %      |

|                                                          |               |                 |                 |               |                   |                 |                 |        |   |                 |        |  |   |                 |        |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|---------------|-----------------|-----------------|---------------|-------------------|-----------------|-----------------|--------|---|-----------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|
|                                                     | June 30, 2020 |                 |                 |               | December 31, 2019 |                 |                 |
|                                                     | AmortizedCost |                 | Fair Value |               | AmortizedCost     |                 | Fair Value |
| First Lien Debt (excluding First Lien/Last Out Debt) | $             | 1,413,685  |            |               | $                 | 1,316,786  |            |        | $ | 1,649,721  |   |  | $ | 1,585,042  |   |
| First Lien/Last Out Debt                             | 80,209   |            |                 | 78,127   |              |                 | 78,951     |   |   | 78,096     |   |
| Second Lien Debt                                         | 306,123  |            |                 | 278,623  |              |                 | 234,006    |   |   | 234,532    |   |
| Equity Investments                                       | 32,331   |            |                 | 31,756   |              |                 | 22,272     |   |   | 21,698     |   |
| Investment Fund                                          | 216,001  |            |                 | 202,263  |              |                 | 216,501    |   |   | 204,596    |   |
| Total                                                    | $             | 2,048,349  |            |               | $                 | 1,907,555  |            |        | $ | 2,201,451  |   |  | $ | 2,123,964  |   |

----

|                                                          |               |   |                 |             |                   |  |                 |   |  |             |   |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|---------------|---|-----------------|-------------|-------------------|--|-----------------|---|--|-------------|---|--|--|--|--|--|--|--|--|--|--|--|--|
|                                                     | June 30, 2020 |   |                 |             | December 31, 2019 |  |                 |
|                                                     | AmortizedCost |   | Fair Value |             | AmortizedCost     |  | Fair Value |
| First Lien Debt (excluding First Lien/Last Out Debt) | 6.84     | % |                 | 7.34   | %                 |  | 8.00       | % |  | 8.17   | % |
| First Lien/Last Out Debt                             | 8.76     | % |                 | 8.99   | %                 |  | 6.63       | % |  | 9.53   | % |
| First Lien Debt Total                                    | 6.94     | % |                 | 7.43   | %                 |  | 7.91       | % |  | 8.23   | % |
| Second Lien Debt                                         | 9.29     | % |                 | 10.21  | %                 |  | 10.44      | % |  | 10.42  | % |
| First and Second Lien Debt Total                         | 7.34     | % |                 | 7.90   | %                 |  | 8.22       | % |  | 8.50   | % |

|                 |                 |                 |            |            |                   |   |              |        |                 |            |        |              |   |  |  |  |  |  |  |  |  |  |  |
|-----------------|-----------------|-----------------|------------|------------|-------------------|---|--------------|--------|-----------------|------------|--------|--------------|---|--|--|--|--|--|--|--|--|--|--|
|            | June 30, 2020   |                 |            |            | December 31, 2019 |   |              |
|            | Fair Value |                 | Percentage |            | Fair Value   |   | Percentage   |
| Performing      | $               | 1,836,247  |       |            | 96.26        | % |              | $      | 2,071,535  |       |        | 97.53   | % |
| Non-accrual (1) | 71,308     |            |            | 3.74  |              |   | 52,429  |   |                 | 2.47  |   |
| Total           | $               | 1,907,555  |       |            | 100.00       | % |              | $      | 2,123,964  |       |        | 100.00  | % |

----

|        |              |                                                                                                                                                                                                                                                                                                                                                                                                                  |  |  |  |  |  |  |
|--------|--------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--|--|--|--|--|--|
| Rating |    | Definition                                                                                                                                                                                                                                                                                                                                                                                                       |
| 1      |    | Borrower is operating above expectations, and the trends and risk factors are generally favorable.                                                                                                                                                                                                                                                                                                               |
|        |              |                                                                                                                                                                                                                                                                                                                                                                                                                  |
| 2      |    | Borrower is operating generally as expected or at an acceptable level of performance. The level of risk to our initial cost bases is similar to the risk to our initial cost basis at the time of origination. This is the initial risk rating assigned to all new borrowers.                                                                                                                                    |
|        |              |                                                                                                                                                                                                                                                                                                                                                                                                                  |
| 3      |    | Borrower is operating below expectations and level of risk to our cost basis has increased since the time of origination. The borrower may be out of compliance with debt covenants. Payments are generally current although there may be higher risk of payment default.                                                                                                                                        |
|        |              |                                                                                                                                                                                                                                                                                                                                                                                                                  |
| 4      |    | Borrower is operating materially below expectations and the loan’s risk has increased materially since origination. In addition to the borrower being generally out of compliance with debt covenants, loan payments may be past due, but generally not by more than 120 days. It is anticipated that we may not recoup our initial cost basis and may realize a loss of our initial cost basis upon exit. |
|        |              |                                                                                                                                                                                                                                                                                                                                                                                                                  |
| 5      |    | Borrower is operating substantially below expectations and the loan’s risk has increased substantially since origination. Most or all of the debt covenants are out of compliance and payments are substantially delinquent. It is anticipated that we will not recoup our initial cost basis and may realize a substantial loss of our initial cost basis upon exit.                                      |

|                              |                 |               |                 |             |              |   |  |  |  |  |  |  |  |  |  |
|------------------------------|-----------------|---------------|-----------------|-------------|--------------|---|--|--|--|--|--|--|--|--|--|
|                         | June 30, 2020   |               |                 |             |              |   |  |
|                         | Fair Value |               | % of Fair Value |             |              |   |  |
| (dollar amounts in millions) |            |               |            |             |              |   |  |
| Internal Risk Rating 1       | $               | 37.3     |            |             | 2.23    | % |  |  |  |  |
| Internal Risk Rating 2       | 1,145.7    |          |                 | 68.45  |         |   |  |  |  |
| Internal Risk Rating 3       | 412.4      |          |                 | 24.65  |         |   |  |  |  |
| Internal Risk Rating 4       | 36.8       |          |                 | 2.20   |         |   |  |  |  |
| Internal Risk Rating 5       | 41.3       |          |                 | 2.47   |         |   |  |  |  |
| Total                        | $               | 1,673.5  |            |             | 100.00  | % |  |  |  |  |
|                              |                 |               |                 |             |              |   |  |

----

|                         |                                                            |              |               |               |                                                          |              |               |        |   |              |        |  |   |               |        |  |  |  |  |  |  |  |  |
|-------------------------|------------------------------------------------------------|--------------|---------------|---------------|----------------------------------------------------------|--------------|---------------|--------|---|--------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                    | For the three month periods ended |              |               |               | For the six month periods ended |              |               |
|                    | June 30, 2020                                              |              | June 30, 2019 |               | June 30, 2020                                            |              | June 30, 2019 |
| Investment income       |                                                            |              |               |               |                                                          |              |               |
| First Lien Debt         | $                                                          | 31,821  |          |               | $                                                        | 43,546  |          |        | $ | 67,471  |   |  | $ | 85,120   |   |
| Second Lien Debt        | 7,604                                                 |         |               | 6,246    |                                                     |              | 15,730   |   |   | 11,992  |   |
| Equity Investments      | 333                                                   |         |               | —  |                                                     |              | 518      |   |   | 247     |   |
| Investment Fund         | 5,500                                                 |         |               | 6,993    |                                                     |              | 12,049   |   |   | 14,531  |   |
| Cash                    | 17                                                    |         |               | 82       |                                                     |              | 52       |   |   | 164     |   |
| Total investment income | $                                                          | 45,275  |          |               | $                                                        | 56,867  |          |        | $ | 95,820  |   |  | $ | 112,054  |   |

|                                             |                                                            |              |               |          |                                 |              |               |        |   |              |        |  |   |               |        |  |  |  |  |  |  |  |  |
|---------------------------------------------|------------------------------------------------------------|--------------|---------------|----------|---------------------------------|--------------|---------------|--------|---|--------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                                        | For the three month periods ended |              |               |          | For the six month periods ended |              |               |
|                                        | June 30, 2020                                              |              | June 30, 2019 |          | June 30, 2020                   |              | June 30, 2019 |
| Total investment income                     | $                                                          | 45,275  |          |          | $                               | 56,867  |          |        | $ | 95,820  |   |  | $ | 112,054  |   |
| Net expenses (including excise tax expense) | (23,583)                                                   |         |               | (28,896) |                            |              | (50,156)      |   |   | (56,521)     |   |
| Net investment income (loss)                | $                                                          | 21,692  |          |          | $                               | 27,971  |          |        | $ | 45,664  |   |  | $ | 55,533   |   |

----

|                                    |                                                            |              |               |              |                                 |              |               |        |   |              |        |  |   |              |        |  |  |  |  |  |  |  |  |
|------------------------------------|------------------------------------------------------------|--------------|---------------|--------------|---------------------------------|--------------|---------------|--------|---|--------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|
|                               | For the three month periods ended |              |               |              | For the six month periods ended |              |               |
|                               | June 30, 2020                                              |              | June 30, 2019 |              | June 30, 2020                   |              | June 30, 2019 |
| Base management fees               | $                                                          | 7,065   |          |              | $                               | 7,913   |          |        | $ | 14,451  |   |  | $ | 15,598  |   |
| Incentive fees                     | 4,667                                                 |         |               | 5,933   |                            |              | 9,753    |   |   | 11,779  |   |
| Professional fees                  | 678                                                   |         |               | 600     |                            |              | 1,345    |   |   | 1,345   |   |
| Administrative service fees        | 266                                                   |         |               | 165     |                            |              | 372      |   |   | 381     |   |
| Interest expense                   | 9,443                                                 |         |               | 13,032  |                            |              | 21,622   |   |   | 25,023  |   |
| Credit facility fees               | 788                                                   |         |               | 671     |                            |              | 1,378    |   |   | 1,239   |   |
| Directors’ fees and expenses | 121                                                   |         |               | 88      |                            |              | 217      |   |   | 181     |   |
| Other general and administrative   | 455                                                   |         |               | 434     |                            |              | 866      |   |   | 855     |   |
| Excise tax expense                 | 100                                                   |         |               | 60      |                            |              | 152      |   |   | 120     |   |
| Net expenses                       | $                                                          | 23,583  |          |              | $                               | 28,896  |          |        | $ | 50,156  |   |  | $ | 56,521  |   |

|                                                 |                                   |                 |               |            |                                 |                 |               |        |   |                 |        |  |   |                 |        |  |  |  |  |  |  |  |  |
|-------------------------------------------------|-----------------------------------|-----------------|---------------|------------|---------------------------------|-----------------|---------------|--------|---|-----------------|--------|--|---|-----------------|--------|--|--|--|--|--|--|--|--|
|                                            | For the three month periods ended |                 |               |            | For the six month periods ended |                 |               |
|                                            | June 30, 2020                     |                 | June 30, 2019 |            | June 30, 2020                   |                 | June 30, 2019 |
| Interest expense                                | $                                 | 9,443      |          |            | $                               | 13,032     |          |        | $ | 21,622     |   |  | $ | 25,023     |   |
| Facility unused commitment fee                  | 409                          |            |               | 296   |                            |                 | 727      |   |   | 599        |   |
| Amortization of deferred financing costs        | 352                          |            |               | 266   |                            |                 | 595      |   |   | 502        |   |
| Other fees                                      | 27                           |            |               | 109   |                            |                 | 56       |   |   | 138        |   |
| Total interest expense and credit facility fees | $                                 | 10,231     |          |            | $                               | 13,703     |          |        | $ | 23,000     |   |  | $ | 26,262     |   |
| Cash paid for interest expense                  | $                                 | 10,700     |          |            | $                               | 13,345     |          |        | $ | 23,347     |   |  | $ | 24,860     |   |
|                                                 |                                   |                 |               |            |                                 |                 |               |
| Average principal debt outstanding              | $                                 | 1,149,536  |          |            | $                               | 1,114,893  |          |        | $ | 1,193,000  |   |  | $ | 1,066,574  |   |
| Weighted average interest rate                  | 3.25                         | %               |               | 4.62  | %                               |                 | 3.57     | %      |   | 4.67       | %      |

|                                                           |                                   |              |               |               |                                 |              |               |        |   |               |        |  |   |              |        |  |  |  |  |  |  |  |  |
|-----------------------------------------------------------|-----------------------------------|--------------|---------------|---------------|---------------------------------|--------------|---------------|--------|---|---------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|
|                                                           | For the three month periods ended |              |               |               | For the six month periods ended |              |               |
|                                                           | June 30, 2020                     |              | June 30, 2019 |               | June 30, 2020                   |              | June 30, 2019 |
| Base management fees                                      | $                                 | 7,065   |          |               | $                               | 7,913   |          |        | $ | 14,451   |   |  | $ | 15,598  |   |
| Incentive fees on pre-incentive fee net investment income | 4,667                        |         |               | 5,933    |                            |              | 9,753    |   |   | 11,779   |   |
| Realized capital gains incentive fees                     | —                      |         |               | —  |                            |              | —  |   |   | —  |   |
| Accrued capital gains incentive fees                      | —                      |         |               | —  |                            |              | —  |   |   | —  |   |
| Total capital gains incentive fees                        | —                      |         |               | —  |                            |              | —  |   |   | —  |   |
| Total incentive fees                                      | 4,667                        |         |               | 5,933    |                            |              | 9,753    |   |   | 11,779   |   |
| Total base management fees and incentive fees             | $                                 | 11,732  |          |               | $                               | 13,846  |          |        | $ | 24,204   |   |  | $ | 27,377  |   |

----

|                                                                                                  |                                                            |              |               |          |                                 |          |               |        |   |           |        |  |   |          |        |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------------------------------------------|------------------------------------------------------------|--------------|---------------|----------|---------------------------------|----------|---------------|--------|---|-----------|--------|--|---|----------|--------|--|--|--|--|--|--|--|--|
|                                                                                             | For the three month periods ended |              |               |          | For the six month periods ended |          |               |
|                                                                                             | June 30, 2020                                              |              | June 30, 2019 |          | June 30, 2020                   |          | June 30, 2019 |
| Net realized gain (loss) on investments                                                          | $                                                          | (47,784)     |          |          | $                               | (7,681)  |          |        | $ | (49,481)  |   |  | $ | (6,782)  |   |
| Net change in unrealized appreciation (depreciation) on investments                              | 82,256                                                |         |               | (10,533) |                            |          | (63,307)      |   |   | (5,268)   |   |
| Net realized gain (loss) and net change in unrealized appreciation (depreciation) on investments | $                                                          | 34,472  |          |          | $                               | (18,214) |          |        | $ | (112,788) |   |  | $ | (12,050) |   |

|                    |                                   |          |                                                      |              |                               |              |                                                      |        |                                 |           |                                                      |  |                               |          |                                                      |          |        |          |               |        |   |             |        |  |   |         |        |  |   |         |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------|-----------------------------------|----------|------------------------------------------------------|--------------|-------------------------------|--------------|------------------------------------------------------|--------|---------------------------------|-----------|------------------------------------------------------|--|-------------------------------|----------|------------------------------------------------------|----------|--------|----------|---------------|--------|---|-------------|--------|--|---|---------|--------|--|---|---------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|               | For the three month periods ended |          |                                                      |              |                               |              |                                                      |        | For the six month periods ended |           |                                                      |  |                               |          |                                                      |
|               | June 30, 2020                     |          |                                                      |              | June 30, 2019                 |              |                                                      |        | June 30, 2020                   |           |                                                      |  | June 30, 2019                 |          |                                                      |
| Type               | Net realized gain (loss)     |          | Net change in unrealized appreciation (depreciation) |              | Net realized gain (loss) |              | Net change in unrealized appreciation (depreciation) |        | Net realized gain (loss)   |           | Net change in unrealized appreciation (depreciation) |  | Net realized gain (loss) |          | Net change in unrealized appreciation (depreciation) |
| First Lien Debt    | $                                 | (47,571) |                                                 |              | $                             | 57,212  |                                                 |        | $                               | (9,413)   |                                                 |  | $                             | (4,290)  |                                                 |          | $      | (49,625) |          |        | $ | (33,447)    |   |  | $ | (9,473) |   |  | $ | (3,312) |   |
| Second Lien Debt   | (213)                             |     |                                                      | 6,008   |                          |              | —                                         |   |                                 | 234  |                                                 |  | (213)                         |     |                                                      | (28,026) |   |          | —  |   |   | 1,653  |   |
| Equity Investments | —                      |     |                                                      | 1,907   |                          |              | 1,732                                           |   |                                 | (1,572)   |                                                 |  | 357                      |     |                                                      | (1)      |   |          | 2,691    |   |   | 800    |   |
| Investment Fund    | —                      |     |                                                      | 17,129  |                          |              | —                                         |   |                                 | (4,905)   |                                                 |  | —                  |     |                                                      | (1,833)  |   |          | —  |   |   | (4,409)     |   |
| Total              | $                                 | (47,784) |                                                 |              | $                             | 82,256  |                                                 |        | $                               | (7,681)   |                                                 |  | $                             | (10,533) |                                                 |          | $      | (49,481) |          |        | $ | (63,307)    |   |  | $ | (6,782) |   |  | $ | (5,268) |   |

----

----

|                                                                                          |  |               |                 |                   |               |        |                 |        |  |  |  |  |  |  |
|------------------------------------------------------------------------------------------|--|---------------|-----------------|-------------------|---------------|--------|-----------------|--------|--|--|--|--|--|--|
|                                                                                          |  | June 30, 2020 |                 | December 31, 2019 |
|                                                                                     |  | (unaudited)   |                 |              |
| Selected Consolidated Balance Sheet Information                                          |  |               |                 |                   |
| ASSETS                                                                                   |  |               |                 |                   |
| Investments, at fair value (amortized cost of $1,310,783 and $1,258,157, respectively)   |  | $             | 1,258,000  |              |               | $      | 1,246,839  |   |
| Cash and cash equivalents                                                                |  | 38,900   |            |                   | 64,787   |   |
| Other assets                                                                             |  | 9,324    |            |                   | 9,369    |   |
| Total assets                                                                             |  | $             | 1,306,224  |              |               | $      | 1,320,995  |   |
| LIABILITIES AND MEMBERS’ EQUITY                                                    |  |               |                 |                   |
| Secured borrowings                                                                       |  | $             | 462,000    |              |               | $      | 441,077    |   |
| Notes payable, net of unamortized debt issuance costs of $3,198 and $3,441, respectively |  | 445,206  |            |                   | 528,407  |   |
| Mezzanine loans (1)                                                                      |  | —  |            |                   | 93,000   |   |
| Other Short-Term Borrowings                                                              |  | 11,119   |            |                   | —  |   |
| Other liabilities                                                                        |  | 19,395   |            |                   | 32,383   |   |
| Subordinated loans and members’ equity (1)                                         |  | 368,504  |            |                   | 226,128  |   |
| Liabilities and members’ equity                                                    |  | $             | 1,306,224  |              |               | $      | 1,320,995  |   |

|                                                                     |  |                                   |              |               |              |                                 |              |               |        |   |              |        |  |   |              |        |  |  |  |  |  |  |  |  |  |  |
|---------------------------------------------------------------------|--|-----------------------------------|--------------|---------------|--------------|---------------------------------|--------------|---------------|--------|---|--------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|
|                                                                     |  | For the three month periods ended |              |               |              | For the six month periods ended |              |               |
|                                                                |  | June 30, 2020                     |              | June 30, 2019 |              | June 30, 2020                   |              | June 30, 2019 |
|                                                                |  | (unaudited)                       |              |               |              |                                 |              |               |
| Selected Consolidated Statement of Operations Information:      |  |                                   |              |               |              |                                 |              |               |
| Total investment income                                             |  | $                                 | 19,821  |          |              | $                               | 23,734  |          |        | $ | 41,413  |   |  | $ | 46,340  |   |
| Expenses                                                            |  |                                   |              |               |              |                                 |              |               |
| Interest and credit facility expenses                               |  | 9,552                        |         |               | 15,671  |                            |              | 23,479   |   |   | 30,401  |   |
| Other expenses                                                      |  | 590                          |         |               | 472     |                            |              | 1,093    |   |   | 913     |   |
| Total expenses                                                      |  | 10,142                       |         |               | 16,143  |                            |              | 24,572   |   |   | 31,314  |   |
| Net investment income (loss)                                        |  | 9,679                        |         |               | 7,591   |                            |              | 16,841   |   |   | 15,026  |   |
| Net realized gain (loss) on investments                             |  | —                      |         |               | (68)         |                            |              | —  |   |   | (8,353)      |   |
| Net change in unrealized appreciation (depreciation) on investments |  | 44,828                       |         |               | (7,552)      |                            |              | (41,465)      |   |   | 10,226  |   |
| Net increase (decrease) resulting from operations                   |  | $                                 | 54,507  |          |              | $                               | (29)         |          |        | $ | (24,624)     |   |  | $ | 16,899  |   |

----

|                                                                             |               |                 |                   |            |        |                 |        |  |  |  |  |
|-----------------------------------------------------------------------------|---------------|-----------------|-------------------|------------|--------|-----------------|--------|--|--|--|--|
|                                                                             | As of         |                 |                   |
|                                                                             | June 30, 2020 |                 | December 31, 2019 |
| Senior secured loans (1)                                                    | $             | 1,315,517  |              |            | $      | 1,260,582  |   |
| Weighted average yields of senior secured loans based on amortized cost (2) | 5.56     | %               |                   | 6.51  | %      |
| Weighted average yields of senior secured loans based on fair value (2)     | 5.79     | %               |                   | 6.55  | %      |
| Number of portfolio companies in Credit Fund                                | 63       |            |                   | 61    |   |
| Average amount per portfolio company (1)                                    | $             | 20,881     |              |            | $      | 20,665     |   |
| Number of loans on non-accrual status                                       | 1        |            |                   | 1     |   |
| Fair value of loans on non-accrual status                                   | $             | 21,151     |              |            | $      | 21,150     |   |
| Percentage of portfolio at floating interest rates (3)(4)                   | 98.3     | %               |                   | 98.3  | %      |
| Percentage of portfolio at fixed interest rates (4)                         | 1.7      | %               |                   | 1.7   | %      |
| Fair value of loans with PIK provisions                                     | $             | 48,750     |              |            | $      | 21,150     |   |
| Percentage of portfolio with PIK provisions (4)                             | 3.9      | %               |                   | 1.7   | %      |

----

|                                                          |              |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |              |                |              |              |        |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|--------------|--|-------------|--|---------------------------------------------------|--|--------------------------------------|--|-------------------|--|--------------------|--|---------------------------------|--------------|--------------------|--------------|----------------|--------------|--------------|--------|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of June 30, 2020 |              |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |              |                |
| Investments (1)                                          |              |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  |  Par/ Principal Amount |              | Amortized Cost (5) |              | Fair Value (6) |
| First Lien Debt (97.84% of fair value)                   |              |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |              |                |
| Achilles Acquisition, LLC                                | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.00%                            |  | 4.19%             |  | 10/13/2025 |  | $                               | 29,715  |               |              | $              | 29,605  |         |        | $ | 28,229  |   |
| Acrisure, LLC                                            | \#       |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.50%                            |  | 3.68%             |  | 2/15/2027  |  | 25,763                     |         |                    | 25,733  |           |              | 24,282  |   |
| Advanced Instruments, LLC                                | +*\      |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 5.25%                            |  | 6.25%             |  | 10/31/2022 |  | 33,502                     |         |                    | 33,441  |           |              | 33,041  |   |
| Alku, LLC                                                | +#           |  | (2) (3)     |  | Business Services                                 |  | L + 5.50%                            |  | 6.38%             |  | 7/29/2026  |  | 24,938                     |         |                    | 24,701  |           |              | 24,496  |   |
| Alpha Packaging Holdings, Inc.                           | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 6.00%                            |  | 7.00%             |  | 11/12/2021 |  | 16,597                     |         |                    | 16,597  |           |              | 16,490  |   |
| AmeriLife Holdings LLC                                   | #            |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.00%                            |  | 4.17%             |  | 3/18/2027  |  | 8,864                      |         |                    | 8,839   |           |              | 8,720   |   |
| Analogic Corporation                                     | ^+       |  | (2) (3) (7) |  | Capital Equipment                                 |  | L + 5.25%                            |  | 6.25%             |  | 6/22/2024  |  | 18,952                     |         |                    | 18,929  |           |              | 18,713  |   |
| Anchor Packaging, Inc.                                   |              |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 3.75%                            |  | 3.93%             |  | 7/18/2026  |  | 24,846                     |         |                    | 24,754  |           |              | 24,456  |   |
| API Technologies Corp.                                   | +\       |  | (2) (3)     |  | Aerospace & Defense                           |  | L + 4.25%                            |  | 4.43%             |  | 5/9/2026   |  | 14,850                     |         |                    | 14,783  |           |              | 13,583  |   |
| Aptean, Inc.                                             | +\       |  | (2) (3)     |  | Software                                          |  | L + 4.25%                            |  | 4.43%             |  | 4/23/2026  |  | 12,344                     |         |                    | 12,285  |           |              | 11,993  |   |
| AQA Acquisition Holding, Inc.                            | +*\      |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 4.25%                            |  | 5.25%             |  | 5/24/2023  |  | 18,857                     |         |                    | 18,840  |           |              | 18,720  |   |
| Astra Acquisition Corp.                                  | +#           |  | (2) (3)     |  | Software                                          |  | L + 5.50%                            |  | 6.50%             |  | 3/1/2027   |  | 28,928                     |         |                    | 28,504  |           |              | 28,508  |   |
| Avalign Technologies, Inc.                               | +\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.50%                            |  | 5.57%             |  | 12/22/2025 |  | 14,666                     |         |                    | 14,545  |           |              | 13,822  |   |
| Big Ass Fans, LLC                                        | +*\      |  | (2) (3)     |  | Capital Equipment                                 |  | L + 3.75%                            |  | 4.75%             |  | 5/21/2024  |  | 13,837                     |         |                    | 13,776  |           |              | 13,240  |   |
| BK Medical Holding Company, Inc.                         | ^+       |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 5.25%                            |  | 6.25%             |  | 6/22/2024  |  | 24,287                     |         |                    | 24,043  |           |              | 23,410  |   |
| Brooks Equipment Company, LLC                            | +*           |  | (2) (3)     |  | Construction & Building                       |  | L + 5.00%                            |  | 6.00%             |  | 5/1/2021   |  | 5,066                      |         |                    | 5,063   |           |              | 5,053   |   |
| Chemical Computing Group ULC (Canada)                    | ^+       |  | (2) (3) (7) |  | Software                                          |  | L + 5.00%                            |  | 6.00%             |  | 8/30/2023  |  | 14,127                     |         |                    | 13,332  |           |              | 13,839  |   |
| Clarity Telecom LLC.                                     | +            |  | (2) (3)     |  | Media: Broadcasting & Subscription        |  | L + 4.25%                            |  | 4.43%             |  | 8/30/2026  |  | 14,888                     |         |                    | 14,844  |           |              | 14,566  |   |
| Clearent Newco, LLC                                      | ^+\  |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 5.50%                            |  | 6.50%             |  | 3/20/2025  |  | 31,271                     |         |                    | 30,995  |           |              | 29,445  |   |
| Datto, Inc.                                              | +\       |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.25%                            |  | 4.43%             |  | 4/2/2026   |  | 12,375                     |         |                    | 12,316  |           |              | 12,004  |   |
| DecoPac, Inc.                                            | ^+*\ |  | (2) (3) (7) |  | Non-durable Consumer Goods                        |  | L + 4.25%                            |  | 5.25%             |  | 9/29/2024  |  | 12,765                     |         |                    | 12,672  |           |              | 12,672  |   |
| DTI Holdco, Inc.                                         | +*\      |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.75%                            |  | 5.75%             |  | 9/30/2023  |  | 18,788                     |         |                    | 18,688  |           |              | 15,019  |   |
| Eliassen Group, LLC                                      | +\       |  | (2) (3)     |  | Business Services                                 |  | L + 4.50%                            |  | 4.68%             |  | 11/5/2024  |  | 7,562                      |         |                    | 7,532   |           |              | 7,432   |   |
| EvolveIP, LLC                                            | ^+       |  | (2) (3) (7) |  | Telecommunications                                |  | L + 5.75%                            |  | 6.75%             |  | 6/7/2023   |  | 19,899                     |         |                    | 19,850  |           |              | 19,601  |   |
| Exactech, Inc.                                           | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 3.75%                            |  | 4.75%             |  | 2/14/2025  |  | 21,639                     |         |                    | 21,514  |           |              | 18,538  |   |
| Excel Fitness Holdings, Inc.                             | +#           |  | (2) (3)     |  | Hotel, Gaming & Leisure                       |  | L + 5.25%                            |  | 6.25%             |  | 10/7/2025  |  | 24,875                     |         |                    | 24,652  |           |              | 21,723  |   |
| Frontline Technologies Holdings, LLC                     | +            |  | (2) (3)     |  | Software                                          |  | L + 5.75%                            |  | 6.75%             |  | 9/18/2023  |  | 14,962                     |         |                    | 14,167  |           |              | 15,040  |   |
| Golden West Packaging Group LLC                          | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 5.75%                            |  | 6.75%             |  | 6/20/2023  |  | 29,172                     |         |                    | 29,034  |           |              | 28,877  |   |
| HMT Holding Inc.                                         | +*\      |  | (2) (3) (7) |  | Energy: Oil & Gas                         |  | L + 4.75%                            |  | 5.74%             |  | 11/17/2023 |  | 37,222                     |         |                    | 36,800  |           |              | 36,869  |   |
| Jensen Hughes, Inc.                                      |              |  | (2) (3) (7) |  | Utilities: Electric                           |  | L + 4.50%                            |  | 5.50%             |  | 3/22/2024  |  | 33,178                     |         |                    | 33,048  |           |              | 31,732  |   |
| KAMC Holdings, Inc.                                      | +#           |  | (2) (3)     |  | Energy: Electricity                           |  | L + 4.00%                            |  | 4.36%             |  | 8/14/2026  |  | 13,895                     |         |                    | 13,833  |           |              | 12,128  |   |
| Lionbridge Technologies, Inc.                            | +            |  | (2) (3)     |  | Business Services                                 |  | L + 6.25%                            |  | 7.25%             |  | 12/29/2025 |  | 24,875                     |         |                    | 24,875  |           |              | 24,865  |   |
| Maravai Intermediate Holdings, LLC                       | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                            |  | 5.25%             |  | 8/2/2025   |  | 29,475                     |         |                    | 29,248  |           |              | 29,051  |   |
| Marco Technologies, LLC                                  | ^+\  |  | (2) (3) (7) |  | Media: Advertising, Printing & Publishing |  | L + 4.00%                            |  | 5.00%             |  | 10/30/2023 |  | 7,332                      |         |                    | 7,286   |           |              | 7,332   |   |

----

|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |              |              |                 |        |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------|---------------|--|-------------|--|---------------------------------------------------|--|--------------------------------------|--|-------------------|--|--------------------|--|---------------------------------|--------------|--------------------|-----------------|----------------|--------------|--------------|-----------------|--------|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of June 30, 2020 |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
| Investments (1)                                          |               |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  |  Par/ Principal Amount |              | Amortized Cost (5) |                 | Fair Value (6) |
| Mold-Rite Plastics, LLC                                  | +\        |  | (2) (3)     |  | Chemicals, Plastics & Rubber                  |  | L + 4.25%                            |  | 5.32%             |  | 12/14/2021 |  | $                               | 14,557  |               |                 | $              | 14,528  |         |                 | $      | 14,488  |   |
| MSHC, Inc.                                               | ^+*\  |  | (2) (3) (7) |  | Construction & Building                       |  | L + 4.25%                            |  | 5.25%             |  | 12/31/2024 |  | 44,315                     |         |                    | 44,187     |           |              | 43,345  |            |
| Newport Group Holdings II, Inc.                          | +\#       |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.50%                            |  | 3.81%             |  | 9/13/2025  |  | 23,595                     |         |                    | 23,385     |           |              | 22,415  |            |
| Odyssey Logistics & Technology Corp.                 | +*\#      |  | (2) (3)     |  | Transportation: Cargo                         |  | L + 4.00%                            |  | 5.00%             |  | 10/12/2024 |  | 38,955                     |         |                    | 38,816     |           |              | 34,962  |            |
| Output Services Group                                    | ^+\   |  | (2) (3)     |  | Media: Advertising, Printing & Publishing |  | L + 4.50%                            |  | 5.50%             |  | 3/27/2024  |  | 19,521                     |         |                    | 19,476     |           |              | 13,665  |            |
| PAI Holdco, Inc.                                         | +*\       |  | (2) (3)     |  | Automotive                                        |  | L + 4.25%                            |  | 5.32%             |  | 1/5/2025   |  | 19,439                     |         |                    | 19,372     |           |              | 19,377  |            |
| Park Place Technologies, Inc.                            | +\#       |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.00%                            |  | 5.00%             |  | 3/28/2025  |  | 22,445                     |         |                    | 22,374     |           |              | 22,360  |            |
| Pasternack Enterprises, Inc.                             | +\        |  | (2) (3)     |  | Capital Equipment                                 |  | L + 4.00%                            |  | 5.00%             |  | 7/2/2025   |  | 22,640                     |         |                    | 22,627     |           |              | 22,117  |            |
| Pharmalogic Holdings Corp.                               | +\        |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.00%                            |  | 5.00%             |  | 6/11/2023  |  | 11,264                     |         |                    | 11,241     |           |              | 11,155  |            |
| Premise Health Holding Corp.                             | ^ +\# |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 3.50%                            |  | 3.81%             |  | 7/10/2025  |  | 13,654                     |         |                    | 13,600     |           |              | 13,423  |            |
| Propel Insurance Agency, LLC                             | ^+\   |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                            |  | 5.25%             |  | 6/1/2024   |  | 22,418                     |         |                    | 21,992     |           |              | 21,925  |            |
| Q Holding Company                                        | +*\#      |  | (2) (3)     |  | Automotive                                        |  | L + 5.00%                            |  | 6.00%             |  | 12/31/2023 |  | 21,845                     |         |                    | 21,688     |           |              | 21,046  |            |
| QW Holding Corporation (Quala)                           | ^+*       |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 6.25%                            |  | 7.25%             |  | 8/31/2022  |  | 16,272                     |         |                    | 16,130     |           |              | 15,395  |            |
| Radiology Partners, Inc.                                 | +\#       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                            |  | 5.29%             |  | 7/9/2025   |  | 27,686                     |         |                    | 27,571     |           |              | 25,679  |            |
| RevSpring Inc.                                           | *\#       |  | (2) (3)     |  | Media: Advertising, Printing & Publishing |  | L + 4.25%                            |  | 4.56%             |  | 10/11/2025 |  | 29,600                     |         |                    | 29,397     |           |              | 28,972  |            |
| Situs Group Holdings Corporation                         | +\        |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.75%                            |  | 5.75%             |  | 6/28/2025  |  | 14,862                     |         |                    | 14,761     |           |              | 14,403  |            |
| Surgical Information Systems, LLC                        | +*\       |  | (2) (3) (6) |  | High Tech Industries                              |  | L + 5.00%                            |  | 6.00%             |  | 4/24/2023  |  | 26,168                     |         |                    | 26,027     |           |              | 25,723  |            |
| Systems Maintenance Services Holding, Inc.               | ^*        |  | (2) (3) (9) |  | High Tech Industries                              |  | L + 5.00%                            |  | 6.00%             |  | 10/30/2023 |  | 23,643                     |         |                    | 23,561     |           |              | 18,583  |            |
| T2 Systems, Inc.                                         | ^+*       |  | (2) (3) (7) |  | Transportation: Consumer                      |  | L + 6.75%                            |  | 7.75%             |  | 9/28/2022  |  | 17,368                     |         |                    | 17,156     |           |              | 17,276  |            |
| The Original Cakerie, Ltd. (Canada)                      | +\        |  | (2) (3)     |  | Beverage, Food & Tobacco                      |  | L + 5.00%                            |  | 6.00%             |  | 7/20/2022  |  | 8,883                      |         |                    | 8,861      |           |              | 8,818   |            |
| The Original Cakerie, Ltd. (Canada)                      | +*            |  | (2) (3)     |  | Beverage, Food & Tobacco                      |  | L + 4.50%                            |  | 6.00%             |  | 7/20/2022  |  | 7,992                      |         |                    | 7,976      |           |              | 7,940   |            |
| Thoughtworks, Inc.                                       | *\#       |  | (2) (3)     |  | Business Services                                 |  | L + 3.75%                            |  | 4.75%             |  | 10/11/2024 |  | 11,764                     |         |                    | 11,740     |           |              | 11,235  |            |
| U.S. Acute Care Solutions, LLC                           | +*\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 5.00%, 1.00% PIK                 |  | 7.00%             |  | 5/15/2021  |  | 31,218                     |         |                    | 31,154     |           |              | 27,599  |            |
| U.S. TelePacific Holdings Corp.                          | +*\       |  | (2) (3)     |  | Telecommunications                                |  | L + 5.50%                            |  | 6.50%             |  | 5/2/2023   |  | 26,660                     |         |                    | 26,521     |           |              | 20,769  |            |
| Valet Waste  Holdings, Inc.                              | +\#       |  | (2) (3)     |  | Construction & Building                       |  | L + 3.75%                            |  | 3.93%             |  | 9/28/2025  |  | 18,012                     |         |                    | 17,925     |           |              | 16,796  |            |
| VRC Companies, LLC                                       | ^+        |  | (2) (3) (7) |  | Business Services                                 |  | L + 6.50%                            |  | 7.50%             |  | 3/31/2023  |  | 25,145                     |         |                    | 23,788     |           |              | 24,998  |            |
| Welocalize, Inc.                                         | +             |  | (2) (3) (7) |  | Business Services                                 |  | L + 4.50%                            |  | 5.50%             |  | 12/2/2024  |  | 22,626                     |         |                    | 22,392     |           |              | 22,250  |            |
| WRE Holding Corp.                                        | ^+*       |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 5.00%                            |  | 5.30%             |  | 1/3/2023   |  | 7,837                      |         |                    | 7,788      |           |              | 7,638   |            |
| Zywave, Inc.                                             | +*\       |  | (2) (3)     |  | High Tech Industries                              |  | L + 5.00%                            |  | 6.00              |  | 11/17/2022 |  | 19,004                     |         |                    | 18,903     |           |              | 18,939  |            |
|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
|                                                          |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
| First Lien Debt Total                                    |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              | $                  | 1,284,061  |           |              | $            | 1,230,780  |   |
| Second Lien Debt (1.73% of fair value)                   |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              |                    |                 |                |
| DBI Holding, LLC                                         | ^*        |  | (8)         |  | Transportation: Cargo                         |  | 9.00% PIK                            |  | 9.00%             |  | 2/1/2026   |  | $                               | 21,151  |               |                 | $              | 20,697  |         |                 | $      | 21,151  |   |
| Zywave, Inc.                                             | *             |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 9.00%                            |  | 10%               |  | 11/17/2023 |  | 666                        |         |                    | 661        |           |              | 661     |            |
| Second Lien Debt Total                                   |               |  |             |  |                                                   |  |                                      |  |                   |  |                    |  |                                 |              | $                  | 21,364     |           |              | $            | 21,764     |   |

----

|                                          |        |  |           |  |                           |  |                  |  |                  |        |      |                 |                |        |   |                 |               |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------|--------|--|-----------|--|---------------------------|--|------------------|--|------------------|--------|------|-----------------|----------------|--------|---|-----------------|---------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Investments (1)                          |        |  | Footnotes |  | Industry                  |  | Type             |  | Shares/Units |        | Cost |                 | Fair Value (6) |
| Equity Investments (0.43% of fair value) |        |  |           |  |                           |  |                  |  |                  |        |      |                 |                |
| DBI Holding, LLC                         | ^* |  |           |  | Transportation: Cargo |  | Preferred Equity |  | 13,996      |   |      | $               | 5,364     |   |   | $               | 5,408    |   |
| DBI Holding, LLC                         | ^* |  |           |  | Transportation: Cargo |  | Common Stock     |  | 2,911       |   |      | $               | —   |   |   | $               | —  |   |
| Equity Investments Total                 |        |  |           |  |                           |  |                  |  |                  |        | $    | 5,364      |           |        | $ | 5,408      |          |
| Total Investments                        |        |  |           |  |                           |  |                  |  |                  |        | $    | 1,310,783  |           |        | $ | 1,258,000  |          |

----

|                                                                                    |              |  |            |  |                           |              |                 |               |        |         |        |  |  |  |  |  |  |  |  |  |  |  |  |
|------------------------------------------------------------------------------------|--------------|--|------------|--|---------------------------|--------------|-----------------|---------------|--------|---------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
| First Lien Debt – unfunded delayed draw and revolving term loans commitments | Type         |  | Unused Fee |  | Par/ Principal Amount |              | Fair Value |
| Advanced Instruments, LLC                                                          | Revolver     |  | 0.50%      |  | $                         | 2,500   |            |               | $      | (32)    |   |
| AmeriLife Holdings LLC                                                             | Delayed Draw |  | 1.00       |  | 1,136                |         |                 | (16)          |   |
| Analogic Corporation                                                               | Revolver     |  | 0.50       |  | 1,975                |         |                 | (23)          |   |
| AQA Acquisition Holding, Inc.                                                      | Revolver     |  | 0.50       |  | 2,459                |         |                 | (16)          |   |
| BK Medical Holding Company, Inc.                                                   | Revolver     |  | 0.50       |  | 2,609                |         |                 | (85)          |   |
| Chemical Computing Group ULC (Canada)                                              | Revolver     |  | 0.50       |  | 873                  |         |                 | (17)          |   |
| Clearent Newco, LLC                                                                | Delayed Draw |  | 1.00       |  | 4,977                |         |                 | (251)         |   |
| DecoPac, Inc.                                                                      | Revolver     |  | 0.50       |  | 1,714                |         |                 | (11)          |   |
| EvolveIP, LLC                                                                      | Delayed Draw |  | 1.00       |  | 2,240                |         |                 | (28)          |   |
| EvolveIP, LLC                                                                      | Revolver     |  | 0.50       |  | 1,344                |         |                 | (17)          |   |
| HMT Holding Inc.                                                                   | Revolver     |  | 0.50       |  | 1,940                |         |                 | (17)          |   |
| Jensen Hughes, Inc.                                                                | Delayed Draw |  | 1.00       |  | 2,068                |         |                 | (80)          |   |
| Jensen Hughes, Inc.                                                                | Revolver     |  | 0.50       |  | 2,000                |         |                 | (78)          |   |
| Marco Technologies, LLC                                                            | Delayed Draw |  | 1.00       |  | 7,500                |         |                 | —  |   |
| MSHC, Inc.                                                                         | Delayed Draw |  | 1.00       |  | 5,130                |         |                 | (101)         |   |
| Premise Health Holding Corp.                                                       | Delayed Draw |  | 1.00       |  | 1,103                |         |                 | (17)          |   |
| Propel Insurance Agency, LLC                                                       | Delayed Draw |  | 0.50       |  | 7,143                |         |                 | (110)         |   |
| Propel Insurance Agency, LLC                                                       | Revolver     |  | 0.50       |  | 2,381                |         |                 | (37)          |   |
| QW Holding Corporation (Quala)                                                     | Delayed Draw |  | 1.00       |  | 161                  |         |                 | (8)           |   |
| QW Holding Corporation (Quala)                                                     | Revolver     |  | 0.50       |  | 852                  |         |                 | (43)          |   |
| T2 Systems, Inc.                                                                   | Revolver     |  | 0.50       |  | 1,955                |         |                 | (9)           |   |
| VRC Companies, LLC                                                                 | Delayed Draw |  | 0.75       |  | 5,574                |         |                 | (26)          |   |
| VRC Companies, LLC                                                                 | Revolver     |  | 0.50       |  | 858                  |         |                 | (4)           |   |
| Welocalize, Inc.                                                                   | Revolver     |  | 0.50       |  | 2,363                |         |                 | (35)          |   |
| WRE Holding Corp.                                                                  | Delayed Draw |  | 1.00       |  | 1,981                |         |                 | (40)          |   |
| Zywave, Inc.                                                                       | Revolver     |  | 0.50       |  | 1,125                |         |                 | (4)           |   |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
|                                                                                    |              |  |            |  |                           |              |                 |
| Total unfunded commitments                                                         |              |  |            |  | $                         | 65,961  |            |               | $      | (1,105) |   |

----

|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |              |                |              |              |        |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------|--------------|--|-------------|--|---------------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|---------------------------|--------------|--------------------|--------------|----------------|--------------|--------------|--------|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of December 31, 2019 |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |              |                |
| Investments (1)                                              |              |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  | Par/ Principal Amount |              | Amortized Cost (5) |              | Fair Value (6) |
| First Lien Debt (98.11% of fair value)                       |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |              |                |
| Achilles Acquisition, LLC                                    | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.00%                       |  | 5.75%             |  | 10/13/2025 |  | $                         | 17,865  |               |              | $              | 17,776  |         |        | $ | 17,763  |   |
| Acrisure, LLC                                                | +\       |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.75%                       |  | 5.85%             |  | 11/22/2023 |  | 11,820               |         |                    | 11,810  |           |              | 11,805  |   |
| Acrisure, LLC                                                | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                       |  | 6.35%             |  | 11/22/2023 |  | 20,674               |         |                    | 20,639  |           |              | 20,674  |   |
| Advanced Instruments, LLC                                    | ^+*\ |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 5.25%                       |  | 6.99%             |  | 10/31/2022 |  | 35,610               |         |                    | 35,536  |           |              | 35,466  |   |
| Alku, LLC                                                    | +#           |  | (2) (3)     |  | Business Services                                 |  | L + 5.50%                       |  | 7.44%             |  | 7/29/2026  |  | 25,000               |         |                    | 24,754  |           |              | 24,624  |   |
| Alpha Packaging Holdings, Inc.                               | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 4.25%                       |  | 6.35%             |  | 5/12/2020  |  | 16,684               |         |                    | 16,676  |           |              | 16,601  |   |
| AmeriLife Group, LLC                                         | ^#       |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.50%                       |  | 6.20%             |  | 6/5/2026   |  | 16,627               |         |                    | 16,557  |           |              | 16,558  |   |
| Anchor Packaging, Inc.                                       | ^#       |  | (2) (3) (7) |  | Containers, Packaging & Glass                 |  | L + 4.00%                       |  | 5.70%             |  | 7/18/2026  |  | 20,462               |         |                    | 20,363  |           |              | 20,457  |   |
| API Technologies Corp.                                       | +\       |  | (2) (3)     |  | Aerospace & Defense                           |  | L + 4.25%                       |  | 5.95%             |  | 5/9/2026   |  | 14,925               |         |                    | 14,853  |           |              | 14,807  |   |
| Aptean, Inc.                                                 | +\       |  | (2) (3)     |  | Software                                          |  | L + 4.25%                       |  | 6.34%             |  | 4/23/2026  |  | 12,406               |         |                    | 12,344  |           |              | 12,385  |   |
| AQA Acquisition Holding, Inc.                                | ^*\  |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 4.25%                       |  | 6.16%             |  | 5/24/2023  |  | 18,954               |         |                    | 18,922  |           |              | 18,860  |   |
| Avalign Technologies, Inc.                                   | +\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.50%                       |  | 6.70%             |  | 12/22/2025 |  | 14,741               |         |                    | 14,610  |           |              | 14,626  |   |
| Big Ass Fans, LLC                                            | +*\      |  | (2) (3)     |  | Capital Equipment                                 |  | L + 3.75%                       |  | 5.85%             |  | 5/21/2024  |  | 13,909               |         |                    | 13,841  |           |              | 13,903  |   |
| Borchers, Inc.                                               | +*\      |  | (2) (3) (7) |  | Chemicals, Plastics & Rubber                  |  | L + 4.50%                       |  | 6.60%             |  | 11/1/2024  |  | 15,116               |         |                    | 15,072  |           |              | 15,085  |   |
| Brooks Equipment Company, LLC                                | *            |  |             |  | Construction & Building                       |  | L + 5.00%                       |  | 6.91%             |  | 8/29/2020  |  | 5,144                |         |                    | 5,141   |           |              | 5,141   |   |
| Clarity Telecom LLC.                                         | +            |  | (2) (3)     |  | Media: Broadcasting & Subscription        |  | L + 4.50%                       |  | 6.20%             |  | 8/30/2026  |  | 14,963               |         |                    | 14,915  |           |              | 14,902  |   |
| Clearent Newco, LLC                                          | ^+\  |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 5.50%                       |  | 7.44%             |  | 3/20/2025  |  | 29,738               |         |                    | 29,436  |           |              | 29,134  |   |
| Datto, Inc.                                                  | +\       |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.25%                       |  | 5.95%             |  | 4/2/2026   |  | 12,438               |         |                    | 12,375  |           |              | 12,420  |   |
| DecoPac, Inc.                                                | +*\      |  | (2) (3) (7) |  | Non-durable Consumer Goods                        |  | L + 4.25%                       |  | 6.01%             |  | 9/29/2024  |  | 12,336               |         |                    | 12,233  |           |              | 12,292  |   |
| Dent Wizard International Corporation                        | +\       |  | (2) (3)     |  | Automotive                                        |  | L + 4.00%                       |  | 5.70%             |  | 4/7/2020   |  | 36,880               |         |                    | 36,843  |           |              | 36,717  |   |
| DTI Holdco, Inc.                                             | +*\      |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.75%                       |  | 6.68%             |  | 9/30/2023  |  | 18,885               |         |                    | 18,771  |           |              | 17,611  |   |
| Eliassen Group, LLC                                          | +\       |  | (2) (3)     |  | Business Services                                 |  | L + 4.50%                       |  | 6.20%             |  | 11/5/2024  |  | 7,581                |         |                    | 7,548   |           |              | 7,579   |   |
| EIP Merger Sub, LLC (Evolve IP)                              | ^+       |  | (2) (3) (7) |  | Telecommunications                                |  | L + 5.75%                       |  | 7.45%             |  | 6/7/2023   |  | 19,661               |         |                    | 19,605  |           |              | 19,661  |   |
| Exactech, Inc.                                               | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 3.75%                       |  | 5.45%             |  | 2/14/2025  |  | 21,772               |         |                    | 21,634  |           |              | 21,751  |   |
| Excel Fitness Holdings, Inc.                                 | +#           |  | (2) (3)     |  | Hotel, Gaming & Leisure                       |  | L + 5.25%                       |  | 6.95%             |  | 10/7/2025  |  | 25,000               |         |                    | 24,758  |           |              | 24,875  |   |
| Golden West Packaging Group LLC                              | +*\      |  | (2) (3)     |  | Containers, Packaging & Glass                 |  | L + 5.75%                       |  | 7.45%             |  | 6/20/2023  |  | 29,464               |         |                    | 29,303  |           |              | 29,072  |   |
| HMT Holding Inc.                                             | ^+*\ |  | (2) (3) (7) |  | Energy: Oil & Gas                         |  | L + 5.00%                       |  | 6.74%             |  | 11/17/2023 |  | 33,157               |         |                    | 32,678  |           |              | 32,972  |   |
| Jensen Hughes, Inc.                                          | ^+*\ |  | (2) (3) (7) |  | Utilities: Electric                           |  | L + 4.50%                       |  | 6.24%             |  | 3/22/2024  |  | 33,909               |         |                    | 33,757  |           |              | 33,550  |   |
| KAMC Holdings, Inc.                                          | +#           |  | (2) (3)     |  | Energy: Electricity                           |  | L + 4.00%                       |  | 5.91%             |  | 8/14/2026  |  | 13,965               |         |                    | 13,899  |           |              | 13,881  |   |
| MAG DS Corp.                                                 | ^+\  |  | (2) (3) (7) |  | Aerospace & Defense                           |  | L + 4.75%                       |  | 6.46%             |  | 6/6/2025   |  | 28,471               |         |                    | 28,242  |           |              | 28,286  |   |
| Maravai Intermediate Holdings, LLC                           | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                       |  | 6.00%             |  | 8/2/2025   |  | 29,625               |         |                    | 29,378  |           |              | 29,400  |   |
| Marco Technologies, LLC                                      | ^+\  |  | (2) (3) (7) |  | Media: Advertising, Printing & Publishing |  | L + 4.25%                       |  | 6.16%             |  | 10/30/2023 |  | 7,463                |         |                    | 7,410   |           |              | 7,463   |   |
| Mold-Rite Plastics, LLC                                      | +\       |  | (2) (3)     |  | Chemicals, Plastics & Rubber                  |  | L + 4.25%                       |  | 5.95%             |  | 12/14/2021 |  | $                         | 14,557  |               |              | $              | 14,519  |         |        | $ | 14,524  |   |

----

|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |              |              |                 |        |              |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------|--------------|--|-------------|--|---------------------------------------------------|--|---------------------------------|--|-------------------|--|--------------------|--|---------------------------|--------------|--------------------|-----------------|----------------|--------------|--------------|-----------------|--------|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of December 31, 2019 |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
| Investments (1)                                              |              |  | Footnotes   |  | Industry                                          |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date      |  | Par/ Principal Amount |              | Amortized Cost (5) |                 | Fair Value (6) |
| MSHC, Inc.                                                   | ^+*\ |  | (2) (3) (7) |  | Construction & Building                       |  | L + 4.25%                       |  | 5.95%             |  | 12/31/2024 |  | 38,251               |         |                    | 38,138     |           |              | 38,166  |            |
| Newport Group Holdings II, Inc.                              | +\#      |  | (2) (3)     |  | Banking, Finance, Insurance & Real Estate     |  | L + 3.75%                       |  | 5.65%             |  | 9/13/2025  |  | 23,715               |         |                    | 23,487     |           |              | 23,663  |            |
| Odyssey Logistics & Technology Corp.                     | +*\#     |  | (2) (3)     |  | Transportation: Cargo                         |  | L + 4.00%                       |  | 5.70%             |  | 10/12/2024 |  | 39,013               |         |                    | 38,859     |           |              | 38,763  |            |
| Output Services Group                                        | ^+\  |  | (2) (3) (7) |  | Media: Advertising, Printing & Publishing |  | L + 4.50%                       |  | 6.20%             |  | 3/27/2024  |  | 19,621               |         |                    | 19,570     |           |              | 19,469  |            |
| PAI Holdco, Inc.                                             | +*\      |  | (2) (3)     |  | Automotive                                        |  | L + 4.25%                       |  | 6.35%             |  | 1/5/2025   |  | 19,532               |         |                    | 19,458     |           |              | 19,532  |            |
| Park Place Technologies, Inc.                                | +\#      |  | (2) (3)     |  | High Tech Industries                              |  | L + 4.00%                       |  | 5.70%             |  | 3/28/2025  |  | 22,566               |         |                    | 22,489     |           |              | 22,566  |            |
| Pasternack Enterprises, Inc.                                 | +\       |  | (2) (3)     |  | Capital Equipment                                 |  | L + 4.00%                       |  | 5.70%             |  | 7/2/2025   |  | 22,755               |         |                    | 22,742     |           |              | 22,653  |            |
| Pathway Vet Alliance LLC                                     | +\       |  | (2) (3) (7) |  | Consumer Services                                 |  | L + 4.50%                       |  | 6.21%             |  | 12/20/2024 |  | 19,085               |         |                    | 18,708     |           |              | 19,217  |            |
| Pharmalogic Holdings Corp.                                   | +\       |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.00%                       |  | 5.70%             |  | 6/11/2023  |  | 11,320               |         |                    | 11,296     |           |              | 11,302  |            |
| Premise Health Holding Corp.                                 | ^+\# |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 3.50%                       |  | 5.60%             |  | 7/10/2025  |  | 13,723               |         |                    | 13,665     |           |              | 13,501  |            |
| Propel Insurance Agency, LLC                                 | ^+\  |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.25%                       |  | 6.35%             |  | 6/1/2024   |  | 22,532               |         |                    | 22,056     |           |              | 22,395  |            |
| Q Holding Company                                            | +*\#     |  | (2) (3)     |  | Automotive                                        |  | L + 5.00%                       |  | 6.70%             |  | 12/31/2023 |  | 21,955               |         |                    | 21,777     |           |              | 21,922  |            |
| QW Holding Corporation (Quala)                               | ^+*      |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 5.75%                       |  | 7.73%             |  | 8/31/2022  |  | 11,630               |         |                    | 11,449     |           |              | 11,531  |            |
| Radiology Partners, Inc.                                     | +\#      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 4.75%                       |  | 6.66%             |  | 7/9/2025   |  | 28,719               |         |                    | 28,590     |           |              | 28,768  |            |
| RevSpring Inc.                                               | +*\#     |  | (2) (3)     |  | Media: Advertising, Printing & Publishing |  | L + 4.00%                       |  | 5.95%             |  | 10/11/2025 |  | 24,750               |         |                    | 24,631     |           |              | 24,608  |            |
| Situs Group Holdings Corporation                             | ^+\  |  | (2) (3) (7) |  | Banking, Finance, Insurance & Real Estate     |  | L + 4.75%                       |  | 6.45%             |  | 6/28/2025  |  | 13,715               |         |                    | 13,621     |           |              | 13,697  |            |
| Systems Maintenance Services Holding, Inc.                   | +*           |  | (2) (3)     |  | High Tech Industries                              |  | L + 5.00%                       |  | 6.70%             |  | 10/30/2023 |  | 23,765               |         |                    | 23,672     |           |              | 18,180  |            |
| Surgical Information Systems, LLC                            | +*\      |  | (2) (3) (6) |  | High Tech Industries                              |  | L + 4.75%                       |  | 7.47%             |  | 4/24/2023  |  | 26,168               |         |                    | 26,005     |           |              | 25,715  |            |
| T2 Systems, Inc.                                             | ^+*      |  | (2) (3) (7) |  | Transportation: Consumer                      |  | L + 6.75%                       |  | 8.85%             |  | 9/28/2022  |  | 18,045               |         |                    | 17,789     |           |              | 18,045  |            |
| The Original Cakerie, Ltd. (Canada)                          | +*           |  | (2) (3) (7) |  | Beverage, Food & Tobacco                      |  | L + 5.00%                       |  | 6.84%             |  | 7/20/2022  |  | 8,928                |         |                    | 8,897      |           |              | 8,887   |            |
| The Original Cakerie, Ltd. (Canada)                          | ^*       |  | (2) (3) (7) |  | Beverage, Food & Tobacco                      |  | L + 4.50%                       |  | 6.34%             |  | 7/20/2022  |  | 6,826                |         |                    | 6,801      |           |              | 6,790   |            |
| ThoughtWorks, Inc.                                           | +*\      |  | (2) (3)     |  | Business Services                                 |  | L + 4.00%                       |  | 5.70%             |  | 10/11/2024 |  | 11,824               |         |                    | 11,794     |           |              | 11,824  |            |
| U.S. Acute Care Solutions, LLC                               | +*\      |  | (2) (3)     |  | Healthcare & Pharmaceuticals                  |  | L + 5.00%                       |  | 6.91%             |  | 5/15/2021  |  | 31,431               |         |                    | 31,331     |           |              | 29,869  |            |
| U.S. TelePacific Holdings Corp.                              | +*\      |  | (2) (3)     |  | Telecommunications                                |  | L + 5.00%                       |  | 7.10%             |  | 5/2/2023   |  | 26,660               |         |                    | 26,499     |           |              | 25,430  |            |
| Valet Waste Holdings, Inc.                                   | +\       |  | (2) (3)     |  | Construction & Building                       |  | L + 3.75%                       |  | 5.70%             |  | 9/28/2025  |  | 11,850               |         |                    | 11,825     |           |              | 11,688  |            |
| Welocalize, Inc.                                             | +^       |  | (2) (3) (7) |  | Business Services                                 |  | L + 4.50%                       |  | 6.21%             |  | 12/2/2024  |  | 23,038               |         |                    | 22,788     |           |              | 22,787  |            |
| WIRB - Copernicus Group, Inc.                                | +*\      |  | (2) (3) (7) |  | Healthcare & Pharmaceuticals                  |  | L + 4.25%                       |  | 5.95%             |  | 8/15/2022  |  | 20,888               |         |                    | 20,822     |           |              | 20,887  |            |
| WRE Holding Corp.                                            | ^+*      |  | (2) (3) (7) |  | Environmental Industries                          |  | L + 5.00%                       |  | 6.91%             |  | 1/3/2023   |  | 7,431                |         |                    | 7,372      |           |              | 7,304   |            |
| Zywave, Inc.                                                 | +*\      |  | (2) (3) (7) |  | High Tech Industries                              |  | L + 5.00%                       |  | 6.93%             |  | 11/17/2022 |  | 19,228               |         |                    | 19,107     |           |              | 19,211  |            |
|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
|                                                              |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
| First Lien Debt Total                                        |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              | $                  | 1,231,436  |           |              | $            | 1,223,215  |   |
| Second Lien Debt (1.75% of fair value)                       |              |  |             |  |                                                   |  |                                 |  |                   |  |                    |  |                           |              |                    |                 |                |
| DBI Holding, LLC                                             | ^*       |  | (2) (3) (8) |  | Transportation: Cargo                         |  | 9.00% PIK                       |  | 8.00%             |  | 2/1/2026   |  | $                         | 21,150  |               |                 | $              | 20,697  |         |                 | $      | 21,150  |   |
| Zywave, Inc.                                                 | *            |  | (2) (3)     |  | High Tech Industries                              |  | L + 9.00%                       |  | 10.94%            |  | 11/17/2023 |  | 666                  |         |                    | 660        |           |              | 664     |            |

----

|                                                              |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |             |        |                 |        |             |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------------------------|-------|--|-----------|--|---------------------------|--|---------------------------------|--|-------------------|--|---------------|--|---------------------------|--------------|--------------------|-----------------|----------------|-------------|--------|-----------------|--------|-------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Consolidated Schedule of Investments as of December 31, 2019 |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |
| Investments (1)                                              |       |  | Footnotes |  | Industry                  |  | Reference Rate & Spread (2) |  | Interest Rate (2) |  | Maturity Date |  | Par/ Principal Amount |              | Amortized Cost (5) |                 | Fair Value (6) |
| Second Lien Debt Total                                       |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              | $                  | 21,357     |           |             | $      | 21,814     |   |
| Equity Investments (0.15% of fair value)                     |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              |                    |                 |                |
| DBI Holding, LLC                                             | ^ |  |           |  | Transportation: Cargo |  |                                 |  |                   |  |               |  | $                         | 16,957  |               |                 | $              | 5,364  |   |                 | $      | 1,810  |   |
| Equity Investments Total                                     |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              | $                  | 5,364      |           |             | $      | 1,810      |   |
| Total Investments                                            |       |  |           |  |                           |  |                                 |  |                   |  |               |  |                           |              | $                  | 1,258,157  |           |             | $      | 1,246,839  |   |

----

|                                                                                  |              |  |                 |        |                           |              |            |        |               |        |        |        |  |  |  |  |  |  |  |  |  |  |  |
|----------------------------------------------------------------------------------|--------------|--|-----------------|--------|---------------------------|--------------|------------|--------|---------------|--------|--------|--------|--|--|--|--|--|--|--|--|--|--|--|
| First Lien Debt—unfunded delayed draw and revolving term loans commitments | Type         |  | Unused Fee |        | Par/ Principal Amount |              | Fair Value |
| Advanced Instruments, LLC                                                        | Revolver     |  | 0.50       | %      |                           | $            | 563   |   |               | $      | (2)    |   |
| AmeriLife Group, LLC                                                             | Delayed Draw |  | 1.00       |   |                           | 298     |       |        | (1)           |   |
| Anchor Packaging, Inc.                                                           | Delayed Draw |  | 1.00       |   |                           | 4,487   |       |        | (1)           |   |
| AQA Acquisition Holding, Inc.                                                    | Revolver     |  | 0.50       |   |                           | 2,459   |       |        | (11)          |   |
| Borchers, Inc.                                                                   | Revolver     |  | 0.50       |   |                           | 1,935   |       |        | (3)           |   |
| Clearent Newco, LLC                                                              | Delayed Draw |  | 1.00       |   |                           | 6,636   |       |        | (110)         |   |
| DecoPac, Inc.                                                                    | Revolver     |  | 0.50       |   |                           | 2,143   |       |        | (7)           |   |
| EIP Merger Sub, LLC (Evolve IP)                                                  | Revolver     |  | 0.50       |   |                           | 1,680   |       |        | —  |   |
| EIP Merger Sub, LLC (Evolve IP)                                                  | Delayed Draw |  | 1.00       |   |                           | 2,240   |       |        | —  |   |
| HMT Holding Inc.                                                                 | Revolver     |  | 0.50       |   |                           | 6,173   |       |        | (29)          |   |
| Jensen Hughes, Inc.                                                              | Revolver     |  | 0.50       |   |                           | 1,136   |       |        | (11)          |   |
| Jensen Hughes, Inc.                                                              | Delayed Draw |  | 1.00       |   |                           | 2,365   |       |        | (23)          |   |
| MAG DS Corp.                                                                     | Revolver     |  | 0.50       |   |                           | 2,188   |       |        | (13)          |   |
| Marco Technologies, LLC                                                          | Delayed Draw |  | 1.00       |   |                           | 7,500   |       |        | —  |   |
| MSHC, Inc.                                                                       | Delayed Draw |  | 1.00       |   |                           | 1,913   |       |        | (4)           |   |
| Output Services Group                                                            | Delayed Draw |  | 4.25       |   |                           | 116     |       |        | (1)           |   |
| Pathway Vet Alliance LLC                                                         | Delayed Draw |  | 1.00       |   |                           | 19,867  |       |        | 68       |   |
| Premise Health Holding Corp.                                                     | Delayed Draw |  | 1.00       |   |                           | 1,103   |       |        | (17)          |   |
| Propel Insurance Agency, LLC                                                     | Revolver     |  | 0.50       |   |                           | 2,381   |       |        | (10)          |   |
| Propel Insurance Agency, LLC                                                     | Delayed Draw |  | 0.50       |   |                           | 7,143   |       |        | (31)          |   |
| QW Holding Corporation (Quala)                                                   | Revolver     |  | 0.50       |   |                           | 5,498   |       |        | (31)          |   |
| QW Holding Corporation (Quala)                                                   | Delayed Draw |  | 1.00       |   |                           | 217     |       |        | (1)           |   |
| Situs Group Holdings Corporation                                                 | Delayed Draw |  | 1.00       |   |                           | 1,216   |       |        | (1)           |   |
| T2 Systems, Inc.                                                                 | Revolver     |  | 0.50       |   |                           | 1,369   |       |        | —  |   |
| The Original Cakerie, Ltd. (Canada)                                              | Revolver     |  | 0.50       |   |                           | 1,199   |       |        | (5)           |   |
| Welocalize, Inc.                                                                 | Revolver     |  | 0.50       |   |                           | 2,057   |       |        | (21)          |   |
| WIRB - Copernicus Group, Inc.                                                    | Revolver     |  | 0.50       |   |                           | 1,000   |       |        | —  |   |
| WIRB - Copernicus Group, Inc.                                                    | Delayed Draw |  | 1.00       |   |                           | 2,592   |       |        | —  |   |
| WRE Holding Corp.                                                                | Revolver     |  | 0.50       |   |                           | 441     |       |        | (6)           |   |
| WRE Holding Corp.                                                                | Delayed Draw |  | 1.00       |   |                           | 1,981   |       |        | (25)          |   |
| Zywave, Inc.                                                                     | Revolver     |  | 0.50       |   |                           | 998     |       |        | (1)           |   |
| Total unfunded commitments                                                       |              |  |                 |        | $                         | 92,894  |       |        | $             | (297)  |   |

----

|                                            |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |        |         |               |        |               |         |  |   |               |        |  |         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------------------------------|--|----------------------|---------------|--------|--------------|--------------------------|---------------|---------------|--------|--------------------------------|---------------|--------|--|-----------------------------------|---------------|--------------|--------|---------|---------------|--------|---------------|---------|--|---|---------------|--------|--|---------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
|                                            |  | Credit Fund Facility |               |        |              | Credit Fund Sub Facility |               |               |        | Credit Fund Warehouse Facility |               |        |  | Credit Fund Warehouse II Facility |               |              |
|                                            |  | 2020                 |               | 2019   |              | 2020                     |               | 2019          |        | 2020                           |               | 2019   |  | 2020                              |               | 2019         |
| Three Month Periods Ended June 30,         |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |
| Outstanding balance, beginning of period   |  | $                    | —  |   |              | $                        | 123,800  |          |        | $                              | 367,006  |   |  | $                                 | 510,750  |         |        | N/A |               | $      | 113,917  |    |  | $ | 95,415   |   |  | N/A |
| Borrowings                                 |  | —         |          |        | 20,200  |                     |               | 43,000   |   |                                | 48,850   |   |  | N/A                           |               | 21,672  |   |         | 13,579   |   |               | N/A |
| Repayments                                 |  | —         |          |        | (64,000)     |                     |               | (57,000)      |   |                                | (175,107)     |   |  | N/A                           |               | (135,589)    |   |         | —  |   |               | N/A |
| Outstanding balance, end of period         |  | $                    | —  |   |              | $                        | 80,000   |          |        | $                              | 353,006  |   |  | $                                 | 384,493  |         |        | N/A |               | $      | —  |    |  | $ | 108,994  |   |  | N/A |
|                                            |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |
| Six Month Periods Ended June 30,           |  |                      |               |        |              |                          |               |               |        |                                |               |        |  |                                   |               |              |
| Outstanding Borrowing, beginning of period |  | $                    | 93,000   |   |              | $                        | 112,000  |          |        | $                              | 343,506  |   |  | $                                 | 471,134  |         |        | N/A |               | $      | 101,045  |    |  | $ | 97,571   |   |  | N/A |
| Borrowings                                 |  | 63,500          |          |        | 50,700  |                     |               | 100,000  |   |                                | 108,870  |   |  | N/A                           |               | 34,544  |   |         | 33,373   |   |               | N/A |
| Repayments                                 |  | (156,500)            |          |        | (82,700)     |                     |               | (90,500)      |   |                                | (195,511)     |   |  | N/A                           |               | (135,589)    |   |         | (21,950)      |   |               | N/A |
| Outstanding balance, end of period         |  | $                    | —  |   |              | $                        | 80,000   |          |        | $                              | 353,006  |   |  | $                                 | 384,493  |         |        | N/A |               | $      | —  |    |  | $ | 108,994  |   |  | N/A |

----

----

----

|                     |                     |               |                        |               |                              |               |                           |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|---------------------|---------------------|---------------|------------------------|---------------|------------------------------|---------------|---------------------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                | June 30, 2020       |               |                        |               |                              |               |                           |
|                | Total Facility |               | Borrowings Outstanding |               | Unused Portion (1) |               | Amount Available (2) |
| SPV Credit Facility | $                   | 275,000  |                   |               | $                            | 149,986  |                      |        | $ | 125,014  |   |  | $ | 19,765   |   |
| Credit Facility     | 688,000        |          |                        | 324,400  |                         |               | 363,600              |   |   | 221,254  |   |
| Total               | $                   | 963,000  |                   |               | $                            | 474,386  |                      |        | $ | 488,614  |   |  | $ | 241,019  |   |

|                     |                     |               |                        |               |                              |               |                           |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|---------------------|---------------------|---------------|------------------------|---------------|------------------------------|---------------|---------------------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                | December 31, 2019   |               |                        |               |                              |               |                           |
|                | Total Facility |               | Borrowings Outstanding |               | Unused Portion (1) |               | Amount Available (2) |
| SPV Credit Facility | $                   | 275,000  |                   |               | $                            | 232,469  |                      |        | $ | 42,531   |   |  | $ | 4,225    |   |
| Credit Facility     | 688,000        |          |                        | 384,074  |                         |               | 303,926              |   |   | 264,198  |   |
| Total               | $                   | 963,000  |                   |               | $                            | 616,543  |                      |        | $ | 346,457  |   |  | $ | 268,423  |   |

|                                      |                     |               |                 |              |                     |               |                 |        |   |               |        |  |   |               |        |  |  |  |  |  |  |  |  |
|--------------------------------------|---------------------|---------------|-----------------|--------------|---------------------|---------------|-----------------|--------|---|---------------|--------|--|---|---------------|--------|--|--|--|--|--|--|--|--|
|                                 | June 30, 2020       |               |                 |              | December 31, 2019   |               |                 |
|                                      | Carrying Value |               | Fair Value |              | Carrying Value |               | Fair Value |
| Aaa/AAA Class A-1-1-R Notes | $                   | 234,800  |            |              | $                   | 222,600  |            |        | $ | 234,800  |   |  | $ | 233,053  |   |
| Aaa/AAA Class A-1-2-R Notes | 50,000         |          |                 | 47,856  |                |               | 50,000     |   |   | 49,908   |   |
| Aaa/AAA Class A-1-3-R Notes | 25,000         |          |                 | 25,075  |                |               | 25,000     |   |   | 25,163   |   |
| AA Class A-2-R Notes            | 66,000         |          |                 | 66,000  |                |               | 66,000     |   |   | 66,000   |   |
| A Class B Notes                      | 46,400         |          |                 | 43,829  |                |               | 46,400     |   |   | 46,400   |   |
| BBB- Class C Notes                   | 27,000         |          |                 | 27,000  |                |               | 27,000     |   |   | 27,000   |   |
| Total                                | $                   | 449,200  |            |              | $                   | 432,360  |            |        | $ | 449,200  |   |  | $ | 447,524  |   |

----

|                                                |                                 |        |               |                  |        |  |  |  |  |  |  |
|------------------------------------------------|---------------------------------|--------|---------------|------------------|--------|--|--|--|--|--|--|
|                                           | For the six month periods ended |        |               |
|                                           | June 30, 2020                   |        | June 30, 2019 |
| Common shares outstanding, beginning of period | 57,763,811                 |   |               | 62,230,251  |   |
|                                                |                                 |        |               |
| Repurchase of common stock (1)                 | (1,455,195)                     |   |               | (2,048,392)      |   |
| Common shares outstanding, end of period       | 56,308,616                 |   |               | 60,181,859  |   |

|                                      |  |               |                 |                   |               |        |                 |        |  |  |  |  |  |  |
|--------------------------------------|--|---------------|-----------------|-------------------|---------------|--------|-----------------|--------|--|--|--|--|--|--|
|                                 |  | As of         |                 |                   |
| Payment Due by Period |  | June 30, 2020 |                 | December 31, 2019 |
| Less than 1 Year                     |  | $             | —    |              |               | $      | —    |   |
| 1-3 Years                            |  | 149,986  |            |                   | —  |   |
| 3-5 Years (1)                        |  | 439,400  |            |                   | 731,543  |   |
| More than 5 Years (2)                |  | 449,200  |            |                   | 449,200  |   |
| Total                                |  | $             | 1,038,586  |              |               | $      | 1,180,743  |   |

|                                          |                        |               |                   |              |        |               |        |  |  |  |  |
|------------------------------------------|------------------------|---------------|-------------------|--------------|--------|---------------|--------|--|--|--|--|
|                                     | Principal Amount as of |               |                   |
|                                     | June 30, 2020          |               | December 31, 2019 |
| Unfunded delayed draw commitments        | $                      | 68,987   |              |              | $      | 75,874   |   |
| Unfunded revolving term loan commitments | 48,631            |          |                   | 74,016  |   |
| Total unfunded commitments               | $                      | 117,618  |              |              | $      | 149,890  |   |

----

|                    |  |                    |  |                  |  |                       |            |        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|--------------------|--|--------------------|--|------------------|--|-----------------------|------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|--|--|--|
| Date Declared |  | Record Date   |  | Payment Date     |  | Per Share Amount |            |
|                    |  |                    |  |                  |  |                       |            |
|                    |  |                    |  |                  |  |                       |            |
|                    |  |                    |  |                  |  |                       |            |
|                    |  |                    |  |                  |  |                       |            |
|                    |  |                    |  |                  |  |                       |            |
|                    |  |                    |  |                  |  |                       |            |
|                    |  |                    |  |                  |  |                       |            |
| 2018               |  |                    |  |                  |  |                       |            |
| February 26, 2018  |  | March 29, 2018     |  | April 17, 2018   |  | $                     | 0.37  |   |  |
| May 2, 2018        |  | June 29, 2018      |  | July 17, 2018    |  | 0.37             |       |        |
| August 6, 2018     |  | September 28, 2018 |  | October 17, 2018 |  | 0.37             |       |        |
| November 5, 2018   |  | December 28, 2018  |  | January 17, 2019 |  | 0.37             |       |        |
| December 12, 2018  |  | December 28, 2018  |  | January 17, 2019 |  | 0.20             |       | (1)    |
| Total              |  |                    |  |                  |  | $                     | 1.68  |   |  |
| 2019               |  |                    |  |                  |  |                       |            |
| February 22, 2019  |  | March 29, 2019     |  | April 17, 2019   |  | $                     | 0.37  |   |  |
| May 6, 2019        |  | June 28, 2019      |  | July 17, 2019    |  | 0.37             |       |        |
| June 17, 2019      |  | June 28, 2019      |  | July 17, 2019    |  | 0.08             |       | (1)    |
| August 5, 2019     |  | September 30, 2019 |  | October 17, 2019 |  | 0.37             |       |        |
| November 4, 2019   |  | December 31, 2019  |  | January 17, 2020 |  | 0.37             |       |        |
| December 12, 2019  |  | December 31, 2019  |  | January 17, 2020 |  | 0.18             |       | (1)    |
| Total              |  |                    |  |                  |  | $                     | 1.74  |   |  |
| 2020               |  |                    |  |                  |  |                       |            |
| February 24, 2020  |  | March 31, 2020     |  | April 17, 2020   |  | $                     | 0.37  |   |  |
| May 4, 2020        |  | June 30, 2020      |  | July 17, 2020    |  | $                     | 0.37  |   |  |
| Total              |  |                    |  |                  |  | $                     | 0.74  |   |  |

----

----

----

----

----

|                       |                 |              |                  |  |                       |             |                   |  |                  |              |                       |  |   |              |        |  |   |              |        |  |   |              |        |  |  |  |  |  |  |  |  |  |  |  |  |
|-----------------------|-----------------|--------------|------------------|--|-----------------------|-------------|-------------------|--|------------------|--------------|-----------------------|--|---|--------------|--------|--|---|--------------|--------|--|---|--------------|--------|--|--|--|--|--|--|--|--|--|--|--|--|
|                  | June 30, 2020   |              |                  |  |                       |             | December 31, 2019 |  |                  |              |                       |
| Basis Point Change    | Interest Income |              | Interest Expense |  | Net Investment Income |             | Interest Income   |  | Interest Expense |              | Net Investment Income |
| Up 300 basis points   | $               | 40,002  |             |  | $                     | (26,958)    |              |  | $                | 13,044  |                  |  | $ | 57,441  |   |  | $ | (31,167)     |   |  | $ | 26,274  |   |
| Up 200 basis points   | $               | 23,147  |             |  | $                     | (17,972)    |              |  | $                | 5,175   |                  |  | $ | 38,294  |   |  | $ | (20,778)     |   |  | $ | 17,516  |   |
| Up 100 basis points   | $               | 6,356   |             |  | $                     | (8,986)     |              |  | $                | (2,630)      |                  |  | $ | 19,147  |   |  | $ | (10,389)     |   |  | $ | 8,758   |   |
| Down 100 basis points | $               | (835)        |             |  | $                     | 5,111  |              |  | $                | 4,276   |                  |  | $ | (16,433)     |   |  | $ | 10,389  |   |  | $ | (6,044)      |   |
| Down 200 basis points | $               | (875)        |             |  | $                     | 6,039  |              |  | $                | 5,164   |                  |  | $ | (18,678)     |   |  | $ | 20,225  |   |  | $ | 1,547   |   |
| Down 300 basis points | $               | (875)        |             |  | $                     | 6,039  |              |  | $                | 5,164   |                  |  | $ | (19,053)     |   |  | $ | 20,823  |   |  | $ | 1,770   |   |

----

----

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

----

|      |              |                                                                                                                                                                                             |  |  |  |  |  |  |
|------|--------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--|--|--|--|--|--|
|      |              |                                                                                                                                                                                             |
| 3.1  |              | Articles of Amendment and Restatement (1)                                                                                                                                                   |
|      |              |                                                                                                                                                                                             |
| 3.2  |              | Articles of Amendment (2)                                                                                                                                                                   |
|      |              |                                                                                                                                                                                             |
| 3.3  |              | Articles Supplementary of TCG BDC, Inc. (3)                                                                                                                                                 |
|      |              |                                                                                                                                                                                             |
| 31.1 |    | Certification of Chief Executive Officer (Principal Executive Officer) Pursuant to Rule 13a-14(a) of the Securities Exchange Act of 1934, as amended.*                                      |
|      |              |                                                                                                                                                                                             |
| 31.2 |    | Certification of Chief Financial Officer (Principal Financial Officer) Pursuant to Rule 13a-14 of the Securities Exchange Act of 1934, as amended.*                                         |
|      |              |                                                                                                                                                                                             |
| 32.1 |    | Certification of Chief Executive Officer (Principal Executive Officer) Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.* |
|      |              |                                                                                                                                                                                             |
| 32.2 |    | Certification of Chief Financial Officer (Principal Financial Officer) Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.* |

----

|                           |               |              |                                                                        |  |  |  |  |  |  |  |  |
|---------------------------|---------------|--------------|------------------------------------------------------------------------|--|--|--|--|--|--|--|--|
|                           | TCG BDC, INC. |              |                                                                        |
|                           |               |              |                                                                        |
| Dated: August 4, 2020 | By            |    | /s/ Thomas M. Hennigan                                         |
|                           |               |    | Thomas M. HenniganChief Financial Officer(principal financial officer) |