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|                                 |
|---------------------------------|
|                                 |  |  |
| Maryland                        |   | 33-1089684 |
| (State or other jurisdiction of |   | (I.R.S. Employer |
| incorporation or organization)  |   | Identification Number) |

|                                               |
|-----------------------------------------------|
|                                               |  |  |
| Large accelerated filer x                     |   | Accelerated filer o |
| Non-accelerated filer o                       |   | Smaller reporting company o |
| (Do not check if a smaller reporting company) |   |   |
| Emerging growth company o                     |   |   |

|                                |
|--------------------------------|
|                                |  |  |
| Class                          |   | Outstanding at October 26, 2017 |
| Common stock, $0.001 par value |   | 426,299,165 |

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|               |
|---------------|
|               |  |  |
| Part I.  | Financial Information |   |
|          |   |   |
| Item 1.       | Financial Statements |   |
|          | Consolidated Balance Sheet as of September 30, 2017 (unaudited) and December 31, 2016 | 3 |
|          |   |   |
|          | Consolidated Statement of Operations for the three and nine months ended September 30, 2017 and 2016 (unaudited) | 4 |
|          |   |   |
|          | Consolidated Schedule of Investments as of September 30, 2017 (unaudited) and December 31, 2016 | 5 |
|          |   |   |
|          | Consolidated Statement of Stockholders’ Equity for the nine months ended September 30, 2017 (unaudited) | 69 |
|          |   |   |
|          | Consolidated Statement of Cash Flows for the nine months ended September 30, 2017 and 2016 (unaudited) | 70 |
|          |   |   |
|          | Notes to Consolidated Financial Statements (unaudited) | 71 |
|          |   |   |
| Item 2.       | Management’s Discussion and Analysis of Financial Condition and Results of Operations | 109 |
|          |   |   |
| Item 3.       | Quantitative and Qualitative Disclosures About Market Risk | 137 |
|          |   |   |
| Item 4.       | Controls and Procedures | 138 |
|          |   |   |
| Part II. | Other Information |   |
|          |   |   |
| Item 1.       | Legal Proceedings | 138 |
|          |   |   |
| Item 1A.      | Risk Factors | 138 |
|          |   |   |
| Item 2.       | Unregistered Sales of Equity Securities and Use of Proceeds | 138 |
|          |   |   |
| Item 3.       | Defaults Upon Senior Securities | 140 |
|          |   |   |
| Item 4.       | Mine Safety Disclosures | 140 |
|          |   |   |
| Item 5.       | Other Information | 140 |
|          |   |   |
| Item 6.       | Exhibits | 140 |

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|                                                                                                                                        |
|----------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                        |  |  |  |  |  |  |  |
|                                                                                                                                   | As of |
|                                                                                                                                   | September 30, 2017 |  | December 31, 2016 |
|                                                                                                                                        | (unaudited) |  |   |  |
| ASSETS                                                                                                                                 |   |  |   |
| Investments at fair value                                                                                                              |   |  |  |   |  |
| Non-controlled/non-affiliate company investments                                                                                       | $ | 9,808 |  |  | $ | 5,940 |  |
| Non-controlled affiliate company investments                                                                                           | 208 |  |  | 185 |  |
| Controlled affiliate company investments                                                                                               | 1,440 |  |  | 2,695 |  |
| Total investments at fair value (amortized cost of $11,740 and $9,034, respectively)                                                   | 11,456 |  |  | 8,820 |  |
| Cash and cash equivalents                                                                                                              | 341 |  |  | 223 |  |
| Interest receivable                                                                                                                    | 105 |  |  | 112 |  |
| Receivable for open trades                                                                                                             | 34 |  |  | 29 |  |
| Other assets                                                                                                                           | 105 |  |  | 61 |  |
| Total assets                                                                                                                           | $ | 12,041 |  |  | $ | 9,245 |  |
| LIABILITIES                                                                                                                            |  |  |  |  |  |
| Debt                                                                                                                                   | $ | 4,640 |  |  | $ | 3,874 |  |
| Base management fees payable                                                                                                           | 44 |  |  | 34 |  |
| Income based fees payable                                                                                                              | 25 |  |  | 32 |  |
| Capital gains incentive fees payable                                                                                                   | 61 |  |  | 38 |  |
| Accounts payable and other liabilities                                                                                                 | 199 |  |  | 58 |  |
| Interest and facility fees payable                                                                                                     | 44 |  |  | 44 |  |
| Total liabilities                                                                                                                      | 5,013 |  |  | 4,080 |  |
| Commitments and contingencies (Note 7)                                                                                            |  |  |  |  |  |
| STOCKHOLDERS’ EQUITY                                                                                                             |  |  |  |  |  |
| Common stock, par value $0.001 per share, 500 common shares authorized; 426 and 314 common shares issued and outstanding, respectively | — |  |  | — |  |
| Capital in excess of par value                                                                                                         | 7,206 |  |  | 5,292 |  |
| Accumulated undistributed (overdistributed) net investment income                                                                      | (78 | ) |  | 37 |  |
| Accumulated net realized gains on investments, foreign currency transactions, extinguishment of debt and other assets                  | 200 |  |  | 57 |  |
| Net unrealized losses on investments, foreign currency and other transactions                                                          | (300 | ) |  | (221 | ) |
| Total stockholders’ equity                                                                                                       | 7,028 |  |  | 5,165 |  |
| Total liabilities and stockholders’ equity                                                                                       | $ | 12,041 |  |  | $ | 9,245 |  |
| NET ASSETS PER SHARE                                                                                                                   | $ | 16.49 |  |  | $ | 16.45 |  |

----

|                                                                                                      |
|------------------------------------------------------------------------------------------------------|
|                                                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                 | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                                                                                 | 2017 |   | 2016 |   | 2017 |   | 2016 |
| INVESTMENT INCOME:                                                                                   |   |  |   |   |  |   |   |   |   |
| From non-controlled/non-affiliate company investments:                                               |   |  |   |   |  |   |   |   |   |
| Interest income from investments                                                                     | $ | 200 |  |   | $ | 134 |  |   | $ | 539 |  |   | $ | 412 |  |
| Capital structuring service fees                                                                     | 28 |  |   | 34 |  |   | 64 |  |   | 60 |  |
| Dividend income                                                                                      | 8 |  |   | 6 |  |   | 20 |  |   | 23 |  |
| Other income                                                                                         | 4 |  |   | 3 |  |   | 13 |  |   | 10 |  |
| Total investment income from non-controlled/non-affiliate company investments                        | 240 |  |   | 177 |  |   | 636 |  |   | 505 |  |
| From non-controlled affiliate company investments:                                                   |   |  |   |   |  |   |   |   |   |  |
| Interest income from investments                                                                     | 4 |  |  | 4 |  |  | 12 |  |  | 13 |  |
| Total investment income from non-controlled affiliate company investments                            | 4 |  |   | 4 |  |   | 12 |  |   | 13 |  |
| From controlled affiliate company investments:                                                       |   |  |   |   |  |   |   |   |   |  |
| Interest income from investments                                                                     | 34 |  |   | 62 |  |   | 149 |  |   | 187 |  |
| Capital structuring service fees                                                                     | 4 |  |   | 1 |  |   | 9 |  |   | 2 |  |
| Dividend income                                                                                      | 10 |  |   | 10 |  |   | 38 |  |   | 30 |  |
| Management and other fees                                                                            | 1 |  |   | 4 |  |   | 6 |  |   | 14 |  |
| Other income                                                                                         | 1 |  |   | — |  |   | 3 |  |   | 1 |  |
| Total investment income from controlled affiliate company investments                                | 50 |  |   | 77 |  |   | 205 |  |   | 234 |  |
| Total investment income                                                                              | 294 |  |   | 258 |  |   | 853 |  |   | 752 |  |
| EXPENSES:                                                                                            |   |  |   |   |  |   |   |   |   |  |
| Interest and credit facility fees                                                                    | 56 |  |   | 43 |  |   | 166 |  |   | 139 |  |
| Base management fees                                                                                 | 44 |  |   | 34 |  |   | 127 |  |   | 103 |  |
| Income based fees                                                                                    | 35 |  |   | 33 |  |   | 97 |  |   | 91 |  |
| Capital gain incentive fees                                                                          | (3 | ) |   | (6 | ) |   | 23 |  |   | 8 |  |
| Administrative fees                                                                                  | 3 |  |   | 3 |  |   | 9 |  |   | 10 |  |
| Professional fees and other costs related to the American Capital Acquisition                        | 4 |  |   | 3 |  |   | 42 |  |   | 11 |  |
| Other general and administrative                                                                     | 7 |  |   | 6 |  |   | 24 |  |   | 21 |  |
| Total expenses                                                                                       | 146 |  |   | 116 |  |   | 488 |  |   | 383 |  |
| Waiver of income based fees                                                                          | (10 | ) |  | — |  |  | (20 | ) |  | — |  |
| Total expenses, net of waiver of income based fees                                                   | 136 |  |   | 116 |  |   | 468 |  |   | 383 |  |
| NET INVESTMENT INCOME BEFORE INCOME TAXES                                                            | 158 |  |   | 142 |  |   | 385 |  |   | 369 |  |
| Income tax expense, including excise tax                                                             | 5 |  |   | 4 |  |   | 14 |  |   | 13 |  |
| NET INVESTMENT INCOME                                                                                | 153 |  |   | 138 |  |   | 371 |  |   | 356 |  |
| REALIZED AND UNREALIZED GAINS (LOSSES) ON INVESTMENTS, FOREIGN CURRENCY AND OTHER TRANSACTIONS:      |   |  |   |   |  |   |   |   |   |  |
| Net realized gains (losses):                                                                         |   |  |   |   |  |   |   |   |   |
| Non-controlled/non-affiliate company investments                                                     | (3 | ) |   | 4 |  |   | 70 |  |   | 55 |  |
| Non-controlled affiliate company investments                                                         | — |  |   | 12 |  |   | — |  |   | 13 |  |
| Controlled affiliate company investments                                                             | 45 |  |   | 5 |  |   | 97 |  |   | 11 |  |
| Foreign currency and other transactions                                                              | (7 | ) |   | (1 | ) |   | (20 | ) |   | (1 | ) |
| Net realized gains                                                                                   | 35 |  |   | 20 |  |   | 147 |  |   | 78 |  |
| Net unrealized gains (losses):                                                                       |   |  |   |   |  |   |   |   |   |  |
| Non-controlled/non-affiliate company investments                                                     | (39 | ) |   | (57 | ) |   | (138 | ) |   | (91 | ) |
| Non-controlled affiliate company investments                                                         | (9 | ) |   | (10 | ) |   | (10 | ) |   | 12 |  |
| Controlled affiliate company investments                                                             | 1 |  |   | 23 |  |   | 75 |  |   | 48 |  |
| Foreign currency and other transactions                                                              | (2 | ) |   | (4 | ) |   | (6 | ) |   | (4 | ) |
| Net unrealized losses                                                                                | (49 | ) |   | (48 | ) |   | (79 | ) |   | (35 | ) |
| Net realized and unrealized gains (losses) from investments, foreign currency and other transactions | (14 | ) |   | (28 | ) |   | 68 |  |   | 43 |  |
| REALIZED LOSSES ON EXTINGUISHMENT OF DEBT                                                            | — |  |   | — |  |   | (4 | ) |   | — |  |
| NET INCREASE IN STOCKHOLDERS’ EQUITY RESULTING FROM OPERATIONS                                 | $ | 139 |  |   | $ | 110 |  |   | $ | 435 |  |   | $ | 399 |  |
| BASIC AND DILUTED EARNINGS PER COMMON SHARE (see Note 10)                                       | $ | 0.33 |  |   | $ | 0.35 |  |   | $ | 1.02 |  |   | $ | 1.27 |  |
| WEIGHTED AVERAGE SHARES OF COMMON STOCK OUTSTANDING (see Note 10)                               | 426 |  |   | 314 |  |   | 425 |  |   | 314 |  |

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|                                                                 |
|-----------------------------------------------------------------|
|                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                      |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Healthcare Services                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Absolute Dental Management LLC and ADM Equity, LLC              |   | Dental services provider |   | First lien senior secured loan ($18.8 par due 1/2022) |   | 9.63% (Libor + 8.30%/Q) |   | 1/5/2016 |   | $ | 18.8 |  |   | $ | 18.2 |  | (2)(16) |   |
|                                                            |   |   |   | First lien senior secured loan ($5.0 par due 1/2022) |   | 9.63% (Libor + 8.30%/Q) |   | 1/5/2016 |   | 5.0 |  |   | 4.8 |  | (4)(16) |   |
|                                                            |   |   |   | Class A preferred units (4,000,000 units) |   |   |   | 1/5/2016 |   | 4.0 |  |   | 1.4 |  | (2) |   |
|                                                            |   |   |   | Class A common units (4,000,000 units) |   |   |   | 1/5/2016 |   | — |  |   | — |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 27.8 |  |   | 24.4 |  |   |   |
| Acessa Health Inc. (fka HALT Medical, Inc.)                     |   | Medical supply provider |   | Common stock (569,823 shares) |   |   |   | 6/22/2017 |   | 0.1 |  |   | 0.1 |  |   |   |
| ADCS Billings Intermediate Holdings, LLC (20)                   |   | Dermatology practice |   | First lien senior secured revolving loan ($4.8 par due 5/2022) |   | 9.00% (Base Rate + 4.75%/Q) |   | 5/18/2016 |   | 4.8 |  |   | 4.7 |  | (2)(16)(19) |   |
| ADG, LLC and RC IV GEDC Investor LLC (20)                       |   | Dental services provider |   | First lien senior secured revolving loan ($8.0 par due 9/2022) |   | 6.00% (Libor + 4.75%/Q) |   | 9/28/2016 |   | 8.0 |  |   | 7.8 |  | (2)(16) |   |
|                                                            |   |   |   | First lien senior secured revolving loan ($3.0 par due 9/2022) |   | 8.00% (Base Rate + 3.75%/Q) |   | 9/28/2016 |   | 3.0 |  |   | 2.9 |  | (2)(16) |   |
|                                                            |   |   |   | Second lien senior secured loan ($87.5 par due 3/2024) |   | 10.25% (Libor + 9.00%/Q) |   | 9/28/2016 |   | 87.5 |  |   | 84.0 |  | (2)(16) |   |
|                                                            |   |   |   | Membership units (3,000,000 units) |   |   |   | 9/28/2016 |   | 3.0 |  |   | 2.3 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 101.5 |  |   | 97.0 |  |   |   |
| Alcami Holdings, LLC (8)(20)                                    |   | Outsourced drug development services provider |   | First lien senior secured revolving loan ($23.6 par due 10/2019) |   | 6.74% (Libor + 5.50%/Q) |   | 1/3/2017 |   | 23.6 |  |   | 23.6 |  | (2)(16) |   |
|                                                            |   |   |   | First lien senior secured loan ($10.0 par due 10/2020) |   | 6.74% (Libor + 5.50%/Q) |   | 1/3/2017 |   | 10.0 |  |   | 10.0 |  | (2)(16) |   |
|                                                            |   |   |   | First lien senior secured loan ($96.2 par due 10/2020) |   | 6.74% (Libor + 5.50%/Q) |   | 1/3/2017 |   | 96.2 |  |   | 96.2 |  | (3)(16) |   |
|                                                            |   |   |   | Senior subordinated loan ($34.8 par due 10/2020) |   | 14.75% |   | 1/3/2017 |   | 34.8 |  |   | 34.8 |  | (2) |   |
|                                                            |   |   |   | Senior subordinated loan ($35.2 par due 10/2020) |   | 15.25% |   | 1/3/2017 |   | 20.7 |  |   | 35.2 |  | (2) |   |
|                                                            |   |   |   | Senior subordinated loan ($25.0 par due 10/2020) |   | 12.25% |   | 1/3/2017 |   | 25.0 |  |   | 25.0 |  | (2) |   |
|                                                            |   |   |   | Senior subordinated loan ($30.0 par due 10/2020) |   | 11.75% |   | 1/3/2017 |   | 30.0 |  |   | 30.0 |  | (2) |   |
|                                                            |   |   |   | Senior subordinated loan ($30.0 par due 10/2020) |   | 12% |   | 1/3/2017 |   | 30.0 |  |   | 30.0 |  | (2) |   |
|                                                            |   |   |   | Series R preferred membership units (30,000 units) |   |   |   | 1/3/2017 |   | — |  |   | 23.9 |  |   |   |
|                                                            |   |   |   | Series R-2 preferred membership units (54,936 units) |   |   |   | 1/3/2017 |   | — |  |   | 43.8 |  |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 270.3 |  |   | 352.5 |  |   |   |
| Alegeus Technologies Holdings Corp.                             |   | Benefits administration and transaction processing provider |   | Preferred stock (2,997 shares) |   |   |   | 12/13/2013 |   | 3.1 |  |   | 2.7 |  |   |   |
|                                                            |   |   |   | Common stock (3 shares) |   |   |   | 12/13/2013 |   | — |  |   | — |  |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 3.1 |  |   | 2.7 |  |   |   |
| Argon Medical Devices, Inc.                                     |   | Manufacturer and marketer of single-use specialty medical devices |   | Second lien senior secured loan ($9.0 par due 6/2022) |   | 10.74% (Libor + 9.50%/Q) |   | 12/23/2015 |   | 8.8 |  |   | 9.0 |  | (2)(16) |   |
| AwarePoint Corporation                                          |   | Healthcare technology platform developer |   | First lien senior secured loan ($8.0 par due 12/2019) |   | 13.82% (Libor + 12.50%/M) |   | 9/5/2014 |   | 7.9 |  |   | 7.3 |  | (2)(14)(16) |   |
|                                                            |   |   |   | Warrant to purchase up to 3,213,367 shares of Series 1 preferred stock (expires 9/2024) |   |   |   | 11/14/2014 |   | — |  |   | 0.4 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 7.9 |  |   | 7.7 |  |   |   |
| CCS Intermediate Holdings, LLC and CCS Group Holdings, LLC (20) |   | Correctional facility healthcare operator |   | First lien senior secured revolving loan ($4.5 par due 7/2019) |   | 5.33% (Libor + 4.00%/Q) |   | 7/23/2014 |   | 4.5 |  |   | 4.0 |  | (2)(16)(19) |   |
|                                                            |   |   |   | First lien senior secured loan ($6.5 par due 7/2021) |   | 5.33% (Libor + 4.00%/Q) |   | 7/23/2014 |   | 6.5 |  |   | 5.7 |  | (2)(16) |   |

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|                                                                                |
|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                           |   |   |   | Second lien senior secured loan ($135.0 par due 7/2022) |   | 9.70% (Libor + 8.38%/Q) |   | 7/23/2014 |   | 134.2 |  |   | 110.7 |  | (2)(16) |   |
|                                                                           |   |   |   | Class A units (1,000,000 units) |   |   |   | 8/19/2010 |   | — |  |   | 0.7 |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 145.2 |  |   | 121.1 |  |   |   |
| Correctional Medical Group Companies, Inc.                                     |   | Correctional facility healthcare operator |   | First lien senior secured loan ($48.8 par due 9/2021) |   | 8.79% (Libor + 7.65%/Q) |   | 9/29/2015 |   | 48.8 |  |   | 48.8 |  | (3)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($3.1 par due 9/2021) |   | 8.79% (Libor + 7.65%/Q) |   | 9/29/2015 |   | 3.1 |  |   | 3.1 |  | (2)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 51.9 |  |   | 51.9 |  |   |   |
| CSHM LLC (8)                                                                   |   | Dental services provider |   | Class A membership units (1,979 units) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| D4C Dental Brands HoldCo, Inc. and Bambino Group Holdings, LLC (20)            |   | Dental services provider |   | First lien senior secured revolving loan ($1.2 par due 12/2022) |   | 7.56% (Libor + 6.25%/Q) |   | 12/21/2016 |   | 1.2 |  |   | 1.2 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured revolving loan ($1.3 par due 12/2022) |   | 9.50% (Base Rate + 5.25%/Q) |   | 12/21/2016 |   | 1.3 |  |   | 1.3 |  | (2)(16) |   |
|                                                                           |   |   |   | Class A preferred units (1,000,000 units) |   |   |   | 12/21/2016 |   | 1.0 |  |   | 1.0 |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 3.5 |  |   | 3.5 |  |   |   |
| DCA Investment Holding, LLC (20)                                               |   | Multi-branded dental practice management |   | First lien senior secured revolving loan ($2.8 par due 7/2021) |   | 8.50% (Base Rate + 4.25%/Q) |   | 7/2/2015 |   | 2.8 |  |   | 2.7 |  | (2)(16)(19) |   |
|                                                                           |   |   |   | First lien senior secured loan ($18.8 par due 7/2021) |   | 6.58% (Libor + 5.25%/Q) |   | 7/2/2015 |   | 18.7 |  |   | 18.2 |  | (4)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 21.5 |  |   | 20.9 |  |   |   |
| DNAnexus, Inc.                                                                 |   | Bioinformatics company |   | Warrant to purchase up to 909,092 units of Series C preferred stock (expires 3/2024) |   |   |   | 3/21/2014 |   | — |  |   | 0.1 |  | (2) |   |
| Drayer Physical Therapy Institute LLC                                          |   | Outpatient physical therapy provider |   | First lien senior secured loan ($12.3 par due 7/2018) |   | 8.99% (Libor + 7.75%/Q) |   | 7/26/2017 |   | 12.3 |  |   | 12.3 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($114.6 par due 7/2018) |   | 8.99% (Libor + 7.75%/Q) |   | 7/26/2017 |   | 114.6 |  |   | 114.6 |  | (2)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 126.9 |  |   | 126.9 |  |   |   |
| Emerus Holdings, Inc. (20)                                                     |   | Freestanding 24-hour emergency care micro-hospitals operator |   | First lien senior secured revolving loan ($0.3 par due 9/2020) |   | 7.75% (Base Rate + 3.50%/Q) |   | 3/14/2017 |   | 0.3 |  |   | 0.3 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.3 par due 9/2021) |   | 5.74% (Libor + 4.50%/Q) |   | 3/14/2017 |   | 2.0 |  |   | 2.0 |  | (2)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 2.3 |  |   | 2.3 |  |   |   |
| GHX Ultimate Parent Corporation, Commerce Parent, Inc. and Commerce Topco, LLC |   | On-demand supply chain automation solutions provider to the healthcare industry |   | Second lien senior secured loan ($96.5 par due 6/2025) |   | 9.33% (Libor + 8.00%/Q) |   | 6/30/2017 |   | 95.8 |  |   | 95.5 |  | (2)(16) |   |
|                                                                           |   |   |   | Series A perpetual preferred stock (110,338 shares) |   | 12.08% PIK (Libor + 10.75%/Q) |   | 6/30/2017 |   | 113.7 |  |   | 113.7 |  | (2)(16) |   |
|                                                                           |   |   |   | Class A units (13,925,993 units) |   |   |   | 6/30/2017 |   | 13.9 |  |   | 14.7 |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 223.4 |  |   | 223.9 |  |   |   |
| Greenphire, Inc. and RMCF III CIV XXIX, L.P (20)                               |   | Software provider for clinical trial management |   | First lien senior secured revolving loan ($1.0 par due 12/2018) |   | 8.00% (Base Rate + 3.75%/Q) |   | 12/19/2014 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($1.5 par due 9/2020) |   | 9.30% (Libor + 8.00%/M) |   | 12/19/2014 |   | 1.5 |  |   | 1.5 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.7 par due 12/2018) |   | 9.30% (Libor + 8.00%/M) |   | 12/19/2014 |   | 2.7 |  |   | 2.7 |  | (2)(16) |   |
|                                                                           |   |   |   | Limited partnership interest (99.90% interest) |   |   |   | 12/19/2014 |   | 1.0 |  |   | 2.3 |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 6.2 |  |   | 7.5 |  |   |   |
| Heartland Dental, LLC                                                          |   | Detanl services provider |   | Second lien senior secured loan ($27.8 par due 7/2024) |   | 9.82% (Libor + 8.50%/Q) |   | 7/31/2017 |   | 27.4 |  |   | 27.8 |  | (2)(16) |   |
| Hygiena Borrower LLC (20)                                                      |   | Adenosine triphosphate testing technology provider |   | Second lien senior secured loan ($10.7 par due 8/2023) |   | 10.33% (Libor + 9.00%/Q) |   | 2/27/2017 |   | 10.7 |  |   | 10.7 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($10.0 par due 8/2023) |   | 10.33% (Libor + 9.00%/Q) |   | 8/26/2016 |   | 10.0 |  |   | 10.0 |  | (2)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 20.7 |  |   | 20.7 |  |   |   |

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|                                                       |
|-------------------------------------------------------|
|                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                            |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Intermedix Corporation                                |   | Revenue cycle management provider to the emergency healthcare industry |   | First lien senior secured loan ($107.5 par due 12/2019) |   | 5.93% (Libor + 4.75%/Q) |   | 7/26/2017 |   | 116.8 |  |   | 115.6 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($121.7 par due 12/2019) |   | 6.07% (Libor + 4.75%/Q) |   | 7/26/2017 |   | 132.2 |  |   | 130.9 |  | (2)(16) |   |
|                                                  |   |   |   | Second lien senior secured loan ($112.0 par due 6/2020) |   | 9.58% (Libor + 8.25%/Q) |   | 12/27/2012 |   | 112.0 |  |   | 108.6 |  | (2)(16) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 361.0 |  |   | 355.1 |  |   |   |
| Island Medical Management Holdings, LLC               |   | Provider of physician management services |   | First lien senior secured loan ($3.5 par due 9/2022) |   | 7.00% (Libor + 5.50%/Q) |   | 5/15/2017 |   | 3.5 |  |   | 3.4 |  | (2)(16) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 3.5 |  |   | 3.4 |  |   |   |
| JDC Healthcare Management, LLC (20)                   |   | Dental services provider |   | First lien senior secured revolving loan ($1.5 par due 4/2022) |   | 7.49% (Libor + 6.25%/Q) |   | 4/10/2017 |   | 1.5 |  |   | 1.5 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($10.0 par due 4/2023) |   | 7.49% (Libor + 6.25%/Q) |   | 4/10/2017 |   | 10.0 |  |   | 9.8 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($20.0 par due 4/2023) |   | 7.49% (Libor + 6.25%/Q) |   | 4/10/2017 |   | 20.0 |  |   | 19.6 |  | (4)(16) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 31.5 |  |   | 30.9 |  |   |   |
| KBHS Acquisition, LLC (d/b/a Alita Care, LLC) (20)    |   | Provider of behavioral health services |   | First lien senior secured revolving loan ($0.9 par due 3/2022) |   | 6.23% (Libor + 5.00%/Q) |   | 3/17/2017 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured revolving loan ($0.4 par due 3/2022) |   | 6.24% (Libor + 5.00%/Q) |   | 3/17/2017 |   | 0.4 |  |   | 0.4 |  | (2)(16) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 1.3 |  |   | 1.3 |  |   |   |
| Key Surgical LLC (20)                                 |   | Provider of sterile processing, operating room and instrument care supplies for hospitals |   | First lien senior secured revolving loan ($0.9 par due 6/2022) |   | 6.07% (Libor + 4.75%/Q) |   | 6/1/2017 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($17.8 par due 6/2023) |   | 5.75% (EURIBOR + 4.75%/Q) |   | 6/1/2017 |   | 16.9 |  |   | 17.5 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($4.4 par due 6/2023) |   | 6.07% (Libor + 4.75%/Q) |   | 6/1/2017 |   | 4.3 |  |   | 4.3 |  | (4)(16) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 22.1 |  |   | 22.7 |  |   |   |
| MB2 Dental Solutions, LLC (20)                        |   | Dental services provider |   | First lien senior secured loan ($4.8 par due 9/2023) |   | 6.08% (Libor + 3.75%/Q) |   | 9/29/2017 |   | 4.8 |  |   | 4.7 |  | (2)(16) |   |
| MCH Holdings, Inc. and MC Acquisition Holdings I, LLC |   | Healthcare professional provider |   | First lien senior secured loan ($74.3 par due 1/2020) |   | 6.73% (Libor + 5.50%/Q) |   | 7/26/2017 |   | 74.3 |  |   | 74.3 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($90.0 par due 1/2020) |   | 6.74% (Libor + 5.50%/Q) |   | 7/26/2017 |   | 90.0 |  |   | 90.0 |  | (2)(16) |   |
|                                                  |   |   |   | Class A units (1,438,643 shares) |   |   |   | 1/17/2014 |   | 1.5 |  |   | 1.1 |  | (2) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 165.8 |  |   | 165.4 |  |   |   |
| MW Dental Holding Corp. (20)                          |   | Dental services provider |   | First lien senior secured revolving loan ($9.7 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 9.7 |  |   | 9.7 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($44.5 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 44.5 |  |   | 44.5 |  | (2)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($46.9 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 46.9 |  |   | 46.9 |  | (3)(16) |   |
|                                                  |   |   |   | First lien senior secured loan ($19.4 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 19.4 |  |   | 19.4 |  | (4)(16) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 120.5 |  |   | 120.5 |  |   |   |
| My Health Direct, Inc.                                |   | Healthcare scheduling exchange software solution provider |   | Warrant to purchase up to 4,548 shares of Series D preferred stock (expires 9/2024) |   |   |   | 9/18/2014 |   | — |  |   | — |  | (2) |   |
| New Trident Holdcorp, Inc.                            |   | Outsourced mobile diagnostic healthcare service provider |   | Second lien senior secured loan ($80.0 par due 7/2020) |   | 10.83% (Libor + 9.50%/Q) |   | 8/6/2013 |   | 79.3 |  |   | 62.4 |  | (2)(16) |   |
| NMSC Holdings, Inc. and ASP NAPA Holdings, LLC        |   | Anesthesia management services provider |   | Second lien senior secured loan ($72.8 par due 10/2023) |   | 11.33% (Libor + 10.00%/Q) |   | 4/19/2016 |   | 72.8 |  |   | 69.2 |  | (2)(16) |   |
|                                                  |   |   |   | Class A units (25,277 units) |   |   |   | 4/19/2016 |   | 2.5 |  |   | 1.7 |  | (2) |   |
|                                                  |   |   |   |   |   |   |   |   |   | 75.3 |  |   | 70.9 |  |   |   |
| Nodality, Inc.                                        |   | Biotechnology company |   | First lien senior secured loan ($2.3 par due 8/2016) |   |   |   | 11/12/2015 |   | 2.1 |  |   | — |  | (2)(15) |   |

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|----------------------------------------------------------------------------|
|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                 |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                       |   |   |   | First lien senior secured loan ($10.9 par due 8/2016) |   |   |   | 4/25/2014 |   | 9.7 |  |   | — |  | (2)(15) |   |
|                                                                       |   |   |   | Warrant to purchase up to 3,736,255 shares of common stock (expires 3/2026) |   |   |   | 5/1/2016 |   | — |  |   | — |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 11.8 |  |   | — |  |   |   |
| NSM Sub Holdings Corp. (20)                                                |   | Provider of customized mobility, rehab and adaptive seating systems |   | First lien senior secured revolving loan ($0.9 par due 10/2022) |   | 8.25% (Base Rate + 4.00%/Q) |   | 9/28/2017 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
| nThrive, Inc. (fka Precyse Acquisition Corp.)                              |   | Provider of healthcare information management technology and services |   | Second lien senior secured loan ($10.0 par due 4/2023) |   | 10.99% (Libor + 9.75%/Q) |   | 4/20/2016 |   | 9.7 |  |   | 10.0 |  | (2)(16) |   |
| OmniSYS Acquisition Corporation, OmniSYS, LLC, and OSYS Holdings, LLC (20) |   | Provider of technology-enabled solutions to pharmacies |   | First lien senior secured loan ($5.9 par due 11/2018) |   | 8.83% (Libor + 7.50%/Q) |   | 11/21/2013 |   | 5.9 |  |   | 5.9 |  | (4)(16) |   |
|                                                                       |   |   |   | Limited liability company membership interest (1.57%) |   |   |   | 11/21/2013 |   | 1.0 |  |   | 0.6 |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 6.9 |  |   | 6.5 |  |   |   |
| Patterson Medical Supply, Inc.                                             |   | Distributor of rehabilitation supplies and equipment |   | Second lien senior secured loan ($78.0 par due 8/2023) |   | 10.00% (Libor + 8.50%/Q) |   | 9/2/2015 |   | 76.3 |  |   | 74.9 |  | (2)(16) |   |
| PerfectServe, Inc.                                                         |   | Communications software platform provider for hospitals and physician practices |   | First lien senior secured loan ($16.0 par due 4/2021) |   | 10.30% (Libor + 9.00%/M) |   | 4/5/2017 |   | 14.8 |  |   | 16.0 |  | (2)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($2.0 par due 4/2021) |   | 10.32% (Libor + 9.00%/M) |   | 4/5/2017 |   | 2.0 |  |   | 2.0 |  | (2)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($2.0 par due 4/2021) |   | 10.32% (Libor + 9.00%/M) |   | 4/5/2017 |   | 2.0 |  |   | 2.0 |  | (2)(16) |   |
|                                                                       |   |   |   | Warrant to purchase up to 128,480 shares of Series C preferred stock (expires 4/2027) |   |   |   | 4/5/2017 |   | 1.0 |  |   | 0.7 |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 19.8 |  |   | 20.7 |  |   |   |
| PhyMED Management LLC                                                      |   | Provider of anesthesia services |   | Second lien senior secured loan ($47.2 par due 5/2021) |   | 10.07% (Libor + 8.75%/Q) |   | 12/18/2015 |   | 46.7 |  |   | 45.3 |  | (2)(16) |   |
| Practice Insight, LLC (20)                                                 |   | Revenue cycle management provider to the emergency healthcare industry |   | First lien senior secured revolving loan ($0.6 par due 8/2022) |   | 8.25% (Base Rate + 4.00%/Q) |   | 8/23/2017 |   | 0.6 |  |   | 0.6 |  | (2)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($12.7 par due 8/2022) |   | 6.24% (Libor + 5.00%/Q) |   | 8/23/2017 |   | 12.7 |  |   | 12.7 |  | (2)(16) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 13.3 |  |   | 13.3 |  |   |   |
| Respicardia, Inc.                                                          |   | Developer of implantable therapies to improve cardiovascular health |   | Warrant to purchase up to 99,094 shares of Series C preferred stock (expires 6/2022) |   |   |   | 6/28/2012 |   | — |  |   | — |  | (2) |   |
| Sarnova HC, LLC, Tri-Anim Health Services, Inc., and BEMS Holdings, LLC    |   | Distributor of emergency medical service and respiratory products |   | Second lien senior secured loan ($54.0 par due 7/2022) |   | 10.74% (Libor + 9.50%/Q) |   | 1/29/2016 |   | 54.0 |  |   | 54.0 |  | (2)(16) |   |
| SCSG EA Acquisition Company, Inc. (20)                                     |   | Provider of outsourced clinical services to hospitals and health systems |   | First lien senior secured loan ($3.3 par due 9/2023) |   | 5.57% (Libor + 4.25%/Q) |   | 9/1/2017 |   | 3.3 |  |   | 3.3 |  | (2)(16) |   |
| TerSera Therapeutics LLC                                                   |   | Acquirer and developer of specialty therapeutic pharmaceutical products |   | First lien senior secured loan ($5.3 par due 3/2023) |   | 6.58% (Libor + 5.25%/Q) |   | 5/3/2017 |   | 5.2 |  |   | 5.2 |  | (4)(16) |   |
| Transaction Data Systems, Inc.                                             |   | Pharmacy management software provider |   | Second lien senior secured loan ($35.3 par due 6/2022) |   | 10.30% (Libor + 9.00%/Q) |   | 6/15/2015 |   | 35.3 |  |   | 35.3 |  | (2)(16) |   |
| U.S. Anesthesia Partners, Inc.                                             |   | Anesthesiology service provider |   | Second lien senior secured loan ($64.8 par due 6/2025) |   | 8.49% (Libor + 7.25%/Q) |   | 6/16/2017 |   | 63.8 |  |   | 63.8 |  | (2)(16) |   |
| Urgent Cares of America Holdings I, LLC and FastMed Holdings I, LLC (20)   |   | Operator of urgent care clinics |   | Preferred units (7,696,613 units) |   |   |   | 6/11/2015 |   | 7.7 |  |   | 0.5 |  |   |   |
|                                                                       |   |   |   | Series A common units (2,000,000 units) |   |   |   | 6/11/2015 |   | 2.0 |  |   | — |  |   |   |
|                                                                       |   |   |   | Series C common units (5,288,427 units) |   |   |   | 6/11/2015 |   | — |  |   | — |  |   |   |

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|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                          |   |   |   |   |   |   |   |   |   | 9.7 |  |   | 0.5 |  |   |   |
| Vertice Pharma UK Parent Limited (9)                                          |   | Manufacturer and distributor of generic pharmaceutical products |   | Preferred shares (40,662 shares) |   |   |   | 12/21/2015 |   | 0.4 |  |   | 0.7 |  |   |   |
| Young Innovations, Inc.                                                       |   | Dental supplies and equipment manufacturer |   | Second lien senior secured loan ($31.4 par due 7/2019) |   | 10.58% (Libor + 9.25%/Q) |   | 10/18/2016 |   | 31.4 |  |   | 31.4 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($55.0 par due 7/2019) |   | 10.58% (Libor + 9.25%/Q) |   | 5/30/2014 |   | 55.0 |  |   | 55.0 |  | (2)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 86.4 |  |   | 86.4 |  |   |   |
| ZocDoc, Inc. (20)                                                             |   | Provider of medical care search facility |   | First lien senior secured loan ($5.0 par due 4/2021) |   | 10.81% (Libor + 9.50%/M) |   | 4/7/2017 |   | 5.0 |  |   | 5.1 |  | (2)(14)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($15.0 par due 4/2021) |   | 10.81% (Libor + 9.50%/M) |   | 4/7/2017 |   | 14.9 |  |   | 15.2 |  | (5)(14)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 19.9 |  |   | 20.3 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 2,381.8 |  |   | 2,383.1 |  |   | 33.91 | % |
| Business Services                                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Accruent, LLC, Accruent Holding, LLC and Athena Parent, Inc. (20)             |   | Real estate and facilities management software provider |   | Second lien senior secured loan ($61.1 par due 7/2024) |   | 10.06% (Libor + 8.75%/Q) |   | 7/28/2017 |   | 61.1 |  |   | 61.1 |  | (2)(16) |   |
|                                                                          |   |   |   | Senior subordinated loan ($6.8 par due 7/2025) |   | 11.5% |   | 7/28/2017 |   | 6.8 |  |   | 6.5 |  | (2) |   |
|                                                                          |   |   |   | Senior subordinated loan ($73.6 par due 7/2025) |   | 11.5% |   | 7/28/2017 |   | 73.6 |  |   | 70.7 |  | (2) |   |
|                                                                          |   |   |   | Common stock (3,000 shares) |   |   |   | 5/16/2016 |   | 3.0 |  |   | 2.8 |  | (2) |   |
|                                                                          |   |   |   | Warrant to purchase up to 11,380 shares of common stock (expires 7/2037) |   |   |   | 7/28/2017 |   | — |  |   | 3.2 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 144.5 |  |   | 144.3 |  |   |   |
| Achilles Acquisition LLC (20)                                                 |   | Benefits broker and outsourced workflow automation platform provider for brokers |   | First lien senior secured loan ($1.0 par due 6/2023) |   | 7.30% (Libor + 6.00%/Q) |   | 6/6/2017 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($0.8 par due 6/2023) |   | 7.31% (Libor + 6.00%/Q) |   | 6/6/2017 |   | 0.8 |  |   | 0.8 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($10.2 par due 6/2023) |   | 7.33% (Libor + 6.00%/Q) |   | 6/6/2017 |   | 10.2 |  |   | 10.1 |  | (2)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 12.0 |  |   | 11.9 |  |   |   |
| Acrisure, LLC, Acrisure Investors FO, LLC and Acrisure Investors SO, LLC (20) |   | Retail insurance advisor and brokerage |   | Second lien senior secured loan ($10.0 par due 11/2024) |   | 10.52% (Libor + 9.25%/Q) |   | 5/10/2017 |   | 10.0 |  |   | 10.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($3.1 par due 11/2024) |   | 10.58% (Libor + 9.25%/Q) |   | 5/10/2017 |   | 3.1 |  |   | 3.1 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($15.0 par due 11/2024) |   | 10.52% (Libor + 9.25%/Q) |   | 5/10/2017 |   | 15.0 |  |   | 15.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($88.6 par due 11/2024) |   | 10.55% (Libor + 9.25%/Q) |   | 11/22/2016 |   | 88.6 |  |   | 88.6 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($9.7 par due 11/2024) |   | 10.52% (Libor + 9.25%/Q) |   | 11/22/2016 |   | 9.7 |  |   | 9.7 |  | (2)(16) |   |
|                                                                          |   |   |   | Membership interests (10,793,504 units) |   |   |   | 11/18/2016 |   | 10.8 |  |   | 10.8 |  | (2) |   |
|                                                                          |   |   |   | Membership interests (2,698,376 units) |   |   |   | 11/18/2016 |   | 2.7 |  |   | 2.7 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 139.9 |  |   | 139.9 |  |   |   |
| BeyondTrust Software, Inc. (20)                                               |   | Management software solutions provider |   | First lien senior secured loan ($29.4 par due 9/2019) |   | 8.33% (Libor + 7.00%/Q) |   | 1/3/2017 |   | 29.0 |  |   | 29.4 |  | (3)(16) |   |
| BluePay Processing, Inc.                                                      |   | Payment processing solutions provider |   | Second lien senior secured loan ($32.8 par due 8/2022) |   | 9.81% (Libor + 8.50%/Q) |   | 1/3/2017 |   | 32.8 |  |   | 32.8 |  | (2)(16) |   |
| Brandtone Holdings Limited (9)                                                |   | Mobile communications and marketing services provider |   | First lien senior secured loan ($4.7 par due 11/2018) |   |   |   | 5/11/2015 |   | 4.5 |  |   | — |  | (2)(15) |   |
|                                                                          |   |   |   | First lien senior secured loan ($3.1 par due 2/2019) |   |   |   | 5/11/2015 |   | 2.9 |  |   | — |  | (2)(15) |   |
|                                                                          |   |   |   | Warrant to purchase up to 184,003 units of convertible preferred shares (expires 8/2026) |   |   |   | 5/11/2015 |   | — |  |   | — |  | (2) |   |

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|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                          |   |   |   |   |   |   |   |   |   | 7.4 |  |   | — |  |   |   |
| CallMiner, Inc.                                                               |   | Provider of cloud-based conversational analytics solutions |   | Second lien senior secured loan ($1.0 par due 5/2018) |   | 10.82% (Libor + 9.50%/M) |   | 7/23/2014 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($0.7 par due 8/2018) |   | 10.82% (Libor + 9.50%/M) |   | 7/23/2014 |   | 0.7 |  |   | 0.7 |  | (2)(16) |   |
|                                                                          |   |   |   | Warrant to purchase up to 2,350,636 shares of Series 1 preferred stock (expires 7/2024) |   |   |   | 7/23/2014 |   | — |  |   | — |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 1.7 |  |   | 1.7 |  |   |   |
| Clearwater Analytics, LLC (20)                                                |   | Provider of integrated cloud-based investment portfolio management, accounting, reporting and analytics software |   | First lien senior secured revolving loan ($0.5 par due 9/2022) |   | 8.74% (Libor + 7.50%/Q) |   | 9/1/2016 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
| CMW Parent LLC (fka Black Arrow, Inc.)                                        |   | Multiplatform media firm |   | Series A units (32 units) |   |   |   | 9/11/2015 |   | — |  |   | — |  | (2) |   |
| Columbo Midco Limited, Columbo Bidco Limited and Columbo Topco Limited (8)(9) |   | Compliance, accounting and tax consulting services provider |   | Preferred stock (34,028,135 shares) |   |   |   | 1/3/2017 |   | 2.3 |  |   | 3.4 |  |   |   |
|                                                                          |   |   |   | Preferred stock (17,653,253 shares) |   |   |   | 1/3/2017 |   | 21.6 |  |   | 25.8 |  |   |   |
|                                                                          |   |   |   | Preferred stock (3,232,666 shares) |   |   |   | 1/3/2017 |   | 4.0 |  |   | 4.7 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 27.9 |  |   | 33.9 |  |   |   |
| Command Alkon Incorporated (20)                                               |   | Software solutions provider to the ready-mix concrete industry |   | First lien senior secured loan ($28.6 par due 9/2023) |   | 6.24% (Libor + 5.00%/Q) |   | 9/1/2017 |   | 28.6 |  |   | 28.4 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($33.8 par due 3/2024) |   | 10.24% (Libor + 9.00%/Q) |   | 9/1/2017 |   | 33.8 |  |   | 33.4 |  | (2)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 62.4 |  |   | 61.8 |  |   |   |
| Compusearch Software Systems, Inc.                                            |   | Provider of enterprise software and services for organizations in the public sector |   | Second lien senior secured loan ($51.0 par due 11/2021) |   | 10.06% (Libor + 8.75%/Q) |   | 1/3/2017 |   | 51.0 |  |   | 51.0 |  | (2)(16) |   |
| Compuware Parent, LLC                                                         |   | Web and mobile cloud performance testing and monitoring services provider |   | Class A-1 common stock (4,132 units) |   |   |   | 12/15/2014 |   | 2.2 |  |   | 2.0 |  | (2) |   |
|                                                                          |   |   |   | Class B-1 common stock (4,132 units) |   |   |   | 12/15/2014 |   | 0.4 |  |   | 0.4 |  | (2) |   |
|                                                                          |   |   |   | Class C-1 common stock (4,132 units) |   |   |   | 12/15/2014 |   | 0.3 |  |   | 0.3 |  | (2) |   |
|                                                                          |   |   |   | Class A-2 common stock (4,132 units) |   |   |   | 12/15/2014 |   | — |  |   | — |  | (2) |   |
|                                                                          |   |   |   | Class B-2 common stock (4,132 units) |   |   |   | 12/15/2014 |   | — |  |   | — |  | (2) |   |
|                                                                          |   |   |   | Class C-2 common stock (4,132 units) |   |   |   | 12/15/2014 |   | — |  |   | — |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 2.9 |  |   | 2.7 |  |   |   |
| Convergint Technologies LLC (20)                                              |   | Integrated services provider for security, fire and life safety |   | Second lien senior secured loan ($3.0 par due 12/2020) |   | 9.95% (Libor + 8.50%/Q) |   | 1/3/2017 |   | 3.0 |  |   | 3.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($6.0 par due 12/2020) |   | 9.91% (Libor + 8.50%/Q) |   | 1/3/2017 |   | 6.0 |  |   | 6.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($25.0 par due 12/2020) |   | 9.50% (Libor + 8.00%/Q) |   | 1/3/2017 |   | 25.0 |  |   | 25.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($8.0 par due 12/2020) |   | 9.45% (Libor + 8.00%/Q) |   | 1/3/2017 |   | 8.0 |  |   | 8.0 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($75.0 par due 12/2020) |   | 9.43% (Libor + 8.00%/Q) |   | 1/3/2017 |   | 75.0 |  |   | 75.0 |  | (2)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 117.0 |  |   | 117.0 |  |   |   |
| Datapipe, Inc.                                                                |   | Data center provider |   | Second lien senior secured loan ($29.5 par due 9/2019) |   | 9.31% (Libor + 8.00%/Q) |   | 1/3/2017 |   | 28.5 |  |   | 29.5 |  | (2)(16) |   |
| Directworks, Inc. and Co-Exprise Holdings, Inc.                               |   | Provider of cloud-based software solutions for direct materials sourcing and supplier management for manufacturers |   | First lien senior secured loan ($1.9 par due 4/2018) |   |   |   | 12/19/2014 |   | 1.9 |  |   | 1.0 |  | (2)(15) |   |

----

|                                                                                     |
|-------------------------------------------------------------------------------------|
|                                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                          |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                                |   |   |   | Warrant to purchase up to 1,875,000 shares of Series 1 preferred stock (expires 12/2024) |   |   |   | 12/19/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 1.9 |  |   | 1.0 |  |   |   |
| DTI Holdco, Inc. and OPE DTI Holdings, Inc. (20)                                    |   | Provider of legal process outsourcing and managed services |   | First lien senior secured loan ($4.1 par due 9/2023) |   | 6.56% (Libor + 5.25%/Q) |   | 9/23/2016 |   | 4.1 |  |   | 3.9 |  | (4)(16) |   |
|                                                                                |   |   |   | Class A common stock (7,500 shares) |   |   |   | 8/19/2014 |   | 7.5 |  |   | 6.3 |  | (2) |   |
|                                                                                |   |   |   | Class B common stock (7,500 shares) |   |   |   | 8/19/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 11.6 |  |   | 10.2 |  |   |   |
| Emergency Communications Network, LLC (20)                                          |   | Provider of mission critical emergency mass notification solutions |   | First lien senior secured loan ($58.0 par due 6/2023) |   | 7.49% (Libor + 6.25%/Q) |   | 6/1/2017 |   | 57.6 |  |   | 57.4 |  | (2)(16) |   |
| EN Engineering, L.L.C. (20)                                                         |   | National utility services firm providing engineering and consulting services to natural gas, electric power and other energy and industrial end markets |   | First lien senior secured revolving loan |   | — |   | 6/30/2015 |   | — |  |   | — |  | (18) |   |
| Entertainment Partners, LLC and Entertainment Partners Canada Inc. (20)             |   | Provider of entertainment workforce and production management solutions |   | First lien senior secured loan ($2.3 par due 5/2022) |   | 6.91% (Libor + 5.50%/Q) |   | 5/8/2017 |   | 2.1 |  |   | 2.3 |  | (2)(9)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($2.8 par due 5/2022) |   | 6.79% (Libor + 5.50%/Q) |   | 5/8/2017 |   | 2.6 |  |   | 2.8 |  | (2)(9)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($2.8 par due 5/2022) |   | 6.60% (Libor + 5.50%/Q) |   | 5/8/2017 |   | 2.6 |  |   | 2.8 |  | (2)(9)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($3.6 par due 5/2023) |   | 7.02% (Libor + 5.75%/Q) |   | 5/8/2017 |   | 3.6 |  |   | 3.6 |  | (2)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($22.6 par due 5/2023) |   | 7.02% (Libor + 5.75%/Q) |   | 5/8/2017 |   | 22.6 |  |   | 22.4 |  | (3)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($4.2 par due 5/2023) |   | 7.06% (Libor + 5.75%/Q) |   | 5/8/2017 |   | 4.2 |  |   | 4.1 |  | (2)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($26.1 par due 5/2023) |   | 7.06% (Libor + 5.75%/Q) |   | 5/8/2017 |   | 26.1 |  |   | 25.8 |  | (3)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($4.2 par due 5/2023) |   | 7.19% (Libor + 5.75%/Q) |   | 5/8/2017 |   | 4.2 |  |   | 4.1 |  | (2)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($26.1 par due 5/2023) |   | 7.19% (Libor + 5.75%/Q) |   | 5/8/2017 |   | 26.1 |  |   | 25.8 |  | (3)(16) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 94.1 |  |   | 93.7 |  |   |   |
| Faction Holdings, Inc. and The Faction Group LLC (fka PeakColo Holdings, Inc.) (20) |   | Wholesaler of cloud-based software applications and services |   | First lien senior secured revolving loan ($1.0 par due 1/2019) |   | 9.00% (Base Rate + 4.75%/Q) |   | 1/6/2017 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |
|                                                                                |   |   |   | First lien senior secured loan ($8.0 par due 1/2021) |   | 10.56% (Libor + 9.25%/M) |   | 1/6/2017 |   | 8.0 |  |   | 8.0 |  | (2)(16) |   |
|                                                                                |   |   |   | Warrant to purchase up to 5,185 shares of Series A preferred stock (expires 1/2027) |   |   |   | 1/6/2017 |   | — |  |   | 0.1 |  | (2) |   |
|                                                                                |   |   |   | Warrant to purchase up to 1,481 shares of Series A preferred stock (expires 12/2025) |   |   |   | 12/3/2015 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   | Warrant to purchase up to 2,037 shares of Series A preferred stock (expires 11/2024) |   |   |   | 11/3/2014 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 9.1 |  |   | 9.2 |  |   |   |
| First Insight, Inc.                                                                 |   | Software company providing merchandising and pricing solutions to companies worldwide |   | Warrant to purchase up to 122,827 units of Series C preferred stock (expires 3/2024) |   |   |   | 3/20/2014 |   | — |  |   | — |  | (2) |   |
| Flexera Software LLC                                                                |   | Provider of software and software applications that manages application usage, compliance and security risk |   | Second lien senior secured loan ($5.0 par due 4/2021) |   | 8.33% (Libor + 7.00%/Q) |   | 1/3/2017 |   | 4.8 |  |   | 5.0 |  | (2)(16) |   |

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|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                 |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| GTCR-Ultra Acquisition, Inc. and GTCR-Ultra Holdings, LLC (20)             |   | Provider of payment processing and merchant acquiring solutions |   | First lien senior secured loan ($8.9 par due 8/2024) |   | 7.24% (Libor + 6.00%/Q) |   | 8/1/2017 |   | 8.9 |  |   | 8.7 |  | (2)(16) |   |
|                                                                       |   |   |   | Class A-2 units (911.1 units) |   |   |   | 8/1/2017 |   | 0.9 |  |   | 0.9 |  | (2) |   |
|                                                                       |   |   |   | Class B units (2,878,372.4 units) |   |   |   | 8/1/2017 |   | — |  |   | — |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 9.8 |  |   | 9.6 |  |   |   |
| IfByPhone Inc.                                                             |   | Voice-based marketing automation software provider |   | Warrant to purchase up to 124,300 shares of Series C preferred stock (expires 10/2022) |   |   |   | 10/15/2012 |   | 0.1 |  |   | 0.1 |  | (2) |   |
| Infogix, Inc. and Infogix Parent Corporation                               |   | Enterprise data analytics and integrity software solutions provider |   | First lien senior secured loan ($54.6 par due 12/2021) |   | 7.80% (Libor + 6.50%/Q) |   | 1/3/2017 |   | 54.6 |  |   | 54.6 |  | (2)(13)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($34.9 par due 12/2021) |   | 7.80% (Libor + 6.50%/Q) |   | 1/3/2017 |   | 34.9 |  |   | 34.9 |  | (3)(13)(16) |   |
|                                                                       |   |   |   | Series A preferred stock (2,475 shares) |   |   |   | 1/3/2017 |   | 2.5 |  |   | 2.9 |  |   |   |
|                                                                       |   |   |   | Common stock (1,297,768 shares) |   |   |   | 1/3/2017 |   | — |  |   | 1.1 |  |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 92.0 |  |   | 93.5 |  |   |   |
| Inmar, Inc.                                                                |   | Technology-driven solutions provider for retailers, wholesalers and manufacturers |   | Second lien senior secured loan ($28.3 par due 5/2025) |   | 9.27% (Libor + 8.00%/Q) |   | 4/25/2017 |   | 27.9 |  |   | 28.0 |  | (2)(16) |   |
| Interactions Corporation                                                   |   | Developer of a speech recognition software based customer interaction system |   | Second lien senior secured loan ($5.9 par due 3/2021) |   | 9.85% (Libor + 8.60%/M) |   | 6/16/2015 |   | 5.8 |  |   | 5.9 |  | (2)(14)(16) |   |
|                                                                       |   |   |   | Second lien senior secured loan ($19.1 par due 3/2021) |   | 9.85% (Libor + 8.60%/M) |   | 6/16/2015 |   | 18.9 |  |   | 19.2 |  | (5)(14)(16) |   |
|                                                                       |   |   |   | Warrant to purchase up to 68,187 shares of Series G-3 convertible preferred stock (expires 6/2022) |   |   |   | 6/16/2015 |   | 0.3 |  |   | 0.2 |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 25.0 |  |   | 25.3 |  |   |   |
| InterVision Systems, LLC and InterVision Holdings, LLC                     |   | Provider of cloud based IT solutions, infrastructure and services |   | First lien senior secured loan ($32.5 par due 5/2022) |   | 10.06% (Libor + 8.65%/Q) |   | 5/31/2017 |   | 32.5 |  |   | 32.5 |  | (2)(16) |   |
|                                                                       |   | Provider of IT solutions, infrastructure and services for the cloud ecosystem |   | Class A membership units (1,000 units) |   |   |   | 5/31/2017 |   | 1.0 |  |   | 1.1 |  |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 33.5 |  |   | 33.6 |  |   |   |
| iParadigms Holdings, LLC                                                   |   | Anti-plagiarism software provider to the education market |   | Second lien senior secured loan ($39.5 par due 7/2022) |   | 8.58% (Libor + 7.25%/Q) |   | 1/3/2017 |   | 38.8 |  |   | 38.7 |  | (2)(16) |   |
| iPipeline, Inc., Internet Pipeline, Inc. and iPipeline Holdings, Inc. (20) |   | Provider of SaaS-based software solutions to the insurance and financial services industry |   | First lien senior secured loan ($3.7 par due 8/2022) |   | 7.48% (Libor + 6.25%/Q) |   | 6/15/2017 |   | 3.7 |  |   | 3.7 |  | (2)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($9.1 par due 8/2022) |   | 8.48% (Libor + 7.25%/Q) |   | 9/15/2017 |   | 9.1 |  |   | 9.1 |  | (2)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($46.4 par due 8/2022) |   | 8.49% (Libor + 7.25%/Q) |   | 8/4/2015 |   | 46.4 |  |   | 46.4 |  | (3)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($14.7 par due 8/2022) |   | 8.49% (Libor + 7.25%/Q) |   | 8/4/2015 |   | 14.7 |  |   | 14.7 |  | (4)(16) |   |
|                                                                       |   |   |   | Preferred stock (1,100 shares) |   |   |   | 8/4/2015 |   | 1.1 |  |   | 3.3 |  | (2) |   |
|                                                                       |   |   |   | Common stock (668,781 shares) |   |   |   | 8/4/2015 |   | — |  |   | — |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 75.0 |  |   | 77.2 |  |   |   |
| IQMS                                                                       |   | Provider of enterprise resource planning and manufacturing execution software for small and midsized manufacturers |   | First lien senior secured loan ($9.0 par due 3/2022) |   | 9.49% (Libor + 8.25%/Q) |   | 3/28/2017 |   | 9.0 |  |   | 9.0 |  | (2)(16) |   |
|                                                                       |   |   |   | First lien senior secured loan ($18.8 par due 3/2022) |   | 9.49% (Libor + 8.25%/Q) |   | 3/28/2017 |   | 18.8 |  |   | 18.8 |  | (3)(16) |   |

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|                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                          |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                |   |   |   | First lien senior secured loan ($10.0 par due 3/2022) |   | 9.49% (Libor + 8.25%/Q) |   | 3/28/2017 |   | 10.0 |  |   | 10.0 |  | (4)(16) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 37.8 |  |   | 37.8 |  |   |   |
| Iron Bow Technologies, LLC                                          |   | Provider and value added reseller of information technology products and solutions |   | Second lien senior secured loan ($10.0 par due 2/2021) |   | 12.99% (Libor + 11.75%/Q) |   | 1/3/2017 |   | 10.0 |  |   | 10.0 |  | (2)(16) |   |
| IronPlanet, Inc.                                                    |   | Online auction platform provider for used heavy equipment |   | Warrant to purchase to up to 133,333 shares of Series C preferred stock (expires 9/2023) |   |   |   | 9/23/2013 |   | 0.2 |  |   | 0.4 |  | (2) |   |
| LLSC Holdings Corporation (dba Lawrence Merchandising Services) (8) |   | Marketing services provider |   | Series A preferred stock (9,000 shares) |   |   |   | 1/3/2017 |   | 19.2 |  |   | 17.6 |  |   |   |
|                                                                |   |   |   | Common stock (1,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 19.2 |  |   | 17.6 |  |   |   |
| Miles 33 (Finance) Limited (8)(9)                                   |   | Software provider to the regional media industry and magazines |   | First lien senior secured loan ($1.0 par due 9/2018) |   | 6.75% (EURIBOR + 6.50%/Q) |   | 1/3/2017 |   | 0.9 |  |   | 1.0 |  |   |   |
|                                                                |   |   |   | First lien senior secured loan ($4.0 par due 9/2018) |   | 6.75% (EURIBOR + 6.50%/Q) |   | 1/3/2017 |   | 3.7 |  |   | 4.0 |  |   |   |
|                                                                |   |   |   | Senior subordinated loan ($17.2 par due 9/2021) |   | 4.75% (EURIBOR + 4.50%/Q) |   | 1/3/2017 |   | 9.9 |  |   | 16.5 |  |   |   |
|                                                                |   |   |   | Preferred stock (19,500,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                |   |   |   | Preferred stock (900,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                |   |   |   | Common stock (600,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 14.5 |  |   | 21.5 |  |   |   |
| Ministry Brands, LLC and MB Parent HoldCo, L.P. (20)                |   | Software and payment services provider to faith-based institutions |   | First lien senior secured loan ($0.3 par due 12/2022) |   | 6.24% (Libor + 5.00%/Q) |   | 8/22/2017 |   | 0.3 |  |   | 0.3 |  | (2)(16) |   |
|                                                                |   |   |   | First lien senior secured loan ($1.1 par due 12/2022) |   | 8.25% (Base Rate + 4.00%/Q) |   | 8/22/2017 |   | 1.1 |  |   | 1.1 |  | (2)(16) |   |
|                                                                |   |   |   | First lien senior secured loan ($9.3 par due 12/2022) |   | 6.24% (Libor + 5.00%/Q) |   | 4/6/2017 |   | 9.3 |  |   | 9.3 |  | (2)(16) |   |
|                                                                |   |   |   | First lien senior secured loan ($1.3 par due 12/2022) |   | 8.25% (Base Rate + 4.00%/Q) |   | 4/6/2017 |   | 1.3 |  |   | 1.3 |  | (2)(16) |   |
|                                                                |   |   |   | First lien senior secured loan ($16.7 par due 12/2022) |   | 6.24% (Libor + 5.00%/Q) |   | 4/6/2017 |   | 16.5 |  |   | 16.7 |  | (2)(16) |   |
|                                                                |   |   |   | Second lien senior secured loan ($0.9 par due 6/2023) |   | 10.49% (Libor + 9.25%/Q) |   | 8/22/2017 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
|                                                                |   |   |   | Second lien senior secured loan ($4.1 par due 6/2023) |   | 12.50% (Base Rate + 8.25%/Q) |   | 8/22/2017 |   | 4.1 |  |   | 4.1 |  | (2)(16) |   |
|                                                                |   |   |   | Second lien senior secured loan ($4.7 par due 6/2023) |   | 10.49% (Libor + 9.25%/Q) |   | 4/6/2017 |   | 4.7 |  |   | 4.7 |  | (2)(16) |   |
|                                                                |   |   |   | Second lien senior secured loan ($9.2 par due 6/2023) |   | 10.49% (Libor + 9.25%/Q) |   | 4/6/2017 |   | 9.2 |  |   | 9.2 |  | (2)(16) |   |
|                                                                |   |   |   | Second lien senior secured loan ($16.6 par due 6/2023) |   | 10.49% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 16.6 |  |   | 16.6 |  | (2)(16) |   |
|                                                                |   |   |   | Second lien senior secured loan ($90.0 par due 6/2023) |   | 10.49% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 89.3 |  |   | 90.0 |  | (2)(16) |   |
|                                                                |   |   |   | Class A units (500,000 units) |   |   |   | 12/2/2016 |   | 5.0 |  |   | 6.6 |  | (2) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 158.3 |  |   | 160.8 |  |   |   |
| Mitchell International, Inc.                                        |   | Provider of mission-critical software and solutions to the property and casualty claims industry |   | Second lien senior secured loan ($17.0 par due 10/2021) |   | 8.81% (Libor + 7.50%/Q) |   | 1/3/2017 |   | 17.0 |  |   | 17.0 |  | (2)(16) |   |
| MVL Group, Inc. (8)                                                 |   | Marketing research provider |   | Senior subordinated loan ($0.5 par due 7/2017) |   |   |   | 4/1/2010 |   | 0.2 |  |   | 0.2 |  | (2)(15) |   |
|                                                                |   |   |   | Common stock (560,716 shares) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (2) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 0.2 |  |   | 0.2 |  |   |   |

----

|                                                                                        |
|----------------------------------------------------------------------------------------|
|                                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                             |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| NAS, LLC, Nationwide Marketing Group, LLC and Nationwide Administrative Services, Inc. |   | Buying and marketing services organization for appliance, furniture and consumer electronics dealers |   | Second lien senior secured loan ($24.1 par due 12/2021) |   | 10.06% (Libor + 8.75%/Q) |   | 6/1/2015 |   | 24.1 |  |   | 23.6 |  | (2)(16) |   |
| National Intergovernmental Purchasing Alliance Company                                 |   | Leading group purchasing organization for public agencies and educational institutions in the U.S |   | First lien senior secured loan ($1.2 par due 9/2022) |   | 6.32% (Libor + 5.00%/Q) |   | 8/2/2017 |   | 1.2 |  |   | 1.2 |  | (2)(16) |   |
|                                                                                   |   |   |   | First lien senior secured loan ($2.5 par due 9/2022) |   | 6.33% (Libor + 5.00%/Q) |   | 8/2/2017 |   | 2.5 |  |   | 2.5 |  | (2)(16) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 3.7 |  |   | 3.7 |  |   |   |
| Novetta Solutions, LLC                                                                 |   | Provider of advanced analytics solutions for the government, defense and commercial industries |   | First lien senior secured loan ($12.8 par due 10/2022) |   | 6.34% (Libor + 5.00%/Q) |   | 1/3/2017 |   | 12.3 |  |   | 12.3 |  | (2)(16) |   |
|                                                                                   |   |   |   | Second lien senior secured loan ($31.0 par due 10/2023) |   | 9.84% (Libor + 8.50%/Q) |   | 1/3/2017 |   | 28.4 |  |   | 28.2 |  | (2)(16) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 40.7 |  |   | 40.5 |  |   |   |
| Palermo Finance Corporation (20)                                                       |   | Provider of mission-critical integrated public safety software and services to local, state and federal agencies |   | First lien senior secured revolving loan |   | — |   | 4/17/2017 |   | — |  |   | — |  | (18) |   |
|                                                                                   |   |   |   | First lien senior secured loan ($11.0 par due 4/2023) |   | 5.80% (Libor + 4.50%/Q) |   | 4/17/2017 |   | 10.9 |  |   | 10.9 |  | (4)(16) |   |
|                                                                                   |   |   |   | Second lien senior secured loan ($54.3 par due 10/2023) |   | 9.80% (Libor + 8.50%/Q) |   | 4/17/2017 |   | 54.3 |  |   | 54.3 |  | (2)(16) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 65.2 |  |   | 65.2 |  |   |   |
| Park Place Technologies, LLC                                                           |   | Provider of third party hardware maintenance and support services for IT data centers |   | Second lien senior secured loan ($41.5 par due 12/2022) |   | 10.32% (Libor + 9.00%/Q) |   | 1/3/2017 |   | 41.5 |  |   | 41.5 |  | (2)(16) |   |
| PayNearMe, Inc.                                                                        |   | Electronic cash payment system provider |   | Warrant to purchase up to 195,726 shares of Series E preferred stock (expires 3/2023) |   |   |   | 3/11/2016 |   | 0.2 |  |   | — |  | (5) |   |
| PDI TA Holdings, Inc. (20)                                                             |   | Provider of enterprise management software for the convenience retail and petroleum wholesale markets |   | First lien senior secured loan ($29.4 par due 8/2023) |   | 6.07% (Libor + 4.75%/Q) |   | 8/25/2017 |   | 29.4 |  |   | 29.1 |  | (2)(16) |   |
|                                                                                   |   |   |   | Second lien senior secured loan ($66.8 par due 8/2024) |   | 10.07% (Libor + 8.75%/Q) |   | 8/25/2017 |   | 66.8 |  |   | 66.1 |  | (2)(16) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 96.2 |  |   | 95.2 |  |   |   |
| Pegasus Intermediate Holdings, LLC (20)                                                |   | Plant maintenance and scheduling process software provider |   | First lien senior secured loan ($1.3 par due 11/2022) |   | 7.55% (Libor + 6.25%/Q) |   | 11/7/2016 |   | 1.3 |  |   | 1.3 |  | (2)(16) |   |
| PHL Investors, Inc., and PHL Holding Co. (8)                                           |   | Mortgage services |   | Class A common stock (576 shares) |   |   |   | 7/31/2012 |   | 3.8 |  |   | — |  | (2) |   |
| PHNTM Holdings, Inc. and Planview Parent, Inc.                                         |   | Provider of project and portfolio management software |   | First lien senior secured loan ($36.7 par due 1/2023) |   | 6.49% (Libor + 5.25%/Q) |   | 1/27/2017 |   | 36.1 |  |   | 36.7 |  | (2)(16) |   |
|                                                                                   |   |   |   | Second lien senior secured loan ($62.0 par due 7/2023) |   | 10.99% (Libor + 9.75%/Q) |   | 1/27/2017 |   | 61.1 |  |   | 62.0 |  | (2)(16) |   |
|                                                                                   |   |   |   | Class A common shares (990 shares) |   |   |   | 1/27/2017 |   | 1.0 |  |   | 1.0 |  | (2) |   |
|                                                                                   |   |   |   | Class B common shares (168,329 shares) |   |   |   | 1/27/2017 |   | — |  |   | — |  | (2) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 98.2 |  |   | 99.7 |  |   |   |
| Poplicus Incorporated                                                                  |   | Business intelligence and market analytics platform for companies that sell to the public sector |   | First lien senior secured loan ($3.5 par due 1/2018) |   | 6.00% |   | 6/25/2015 |   | 2.6 |  |   | 1.2 |  | (5)(15) |   |
|                                                                                   |   |   |   | Warrant to purchase up to 2,402,991 shares of Series C preferred stock (expires 6/2025) |   |   |   | 6/25/2015 |   | 0.1 |  |   | — |  | (5) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 2.7 |  |   | 1.2 |  |   |   |

----

|                                                                                            |
|--------------------------------------------------------------------------------------------|
|                                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                 |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| PowerPlan, Inc. and Project Torque Ultimate Parent Corporation                             |   | Fixed asset financial management software provider |   | Second lien senior secured loan ($30.0 par due 2/2023) |   | 10.24% (Libor + 9.00%/Q) |   | 2/23/2015 |   | 29.8 |  |   | 30.0 |  | (2)(16) |   |
|                                                                                       |   |   |   | Second lien senior secured loan ($50.0 par due 2/2023) |   | 10.24% (Libor + 9.00%/Q) |   | 2/23/2015 |   | 49.7 |  |   | 50.0 |  | (3)(16) |   |
|                                                                                       |   |   |   | Class A common stock (1,697 shares) |   |   |   | 2/23/2015 |   | 1.7 |  |   | 2.5 |  | (2) |   |
|                                                                                       |   |   |   | Class B common stock (989,011 shares) |   |   |   | 2/23/2015 |   | — |  |   | — |  | (2) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 81.2 |  |   | 82.5 |  |   |   |
| Project Alpha Intermediate Holding, Inc. and Qlik Parent, Inc.                             |   | Provider of data visualization software for data analytics |   | Class A common shares (7,444.80 shares) |   |   |   | 8/22/2016 |   | 7.4 |  |   | 8.8 |  | (2) |   |
|                                                                                       |   |   |   | Class B common shares (1,841,608.69 shares) |   |   |   | 8/22/2016 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 8.9 |  |   |   |
| R2 Acquisition Corp.                                                                       |   | Marketing services |   | Common stock (250,000 shares) |   |   |   | 5/29/2007 |   | 0.2 |  |   | 0.3 |  | (2) |   |
| Rocket Fuel Inc.                                                                           |   | Provider of open and integrated software for digital marketing optimization |   | Common stock (11,405 units) |   |   |   | 9/9/2014 |   | — |  |   | — |  | (2)(23) |   |
| SCM Insurance Services Inc. (20)                                                           |   | Provider of claims management, claims investigation & support and risk management solutions for the Canadian property and casualty insurance industry |   | First lien senior secured loan ($21.6 par due 8/2024) |   | 6.67% (Libor + 5.00%/Q) |   | 8/29/2017 |   | 21.5 |  |   | 21.4 |  | (2)(16) |   |
|                                                                                       |   |   |   | Second lien senior secured loan ($60.9 par due 3/2025) |   | 10.66% (Libor + 9.00%/Q) |   | 8/29/2017 |   | 60.5 |  |   | 60.3 |  | (2)(16) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 82.0 |  |   | 81.7 |  |   |   |
| Shift PPC LLC (20)                                                                         |   | Digital solutions provider |   | First lien senior secured loan ($10.1 par due 12/2021) |   | 7.33% (Libor + 6.00%/Q) |   | 12/22/2016 |   | 10.1 |  |   | 10.1 |  | (4)(16) |   |
| Sonian Inc.                                                                                |   | Cloud-based email archiving platform |   | First lien senior secured loan ($7.5 par due 6/2020) |   | 8.87% (Libor + 7.65%/M) |   | 9/9/2015 |   | 7.4 |  |   | 7.5 |  | (5)(14)(16) |   |
|                                                                                       |   |   |   | Warrant to purchase up to 169,045 shares of Series C preferred stock (expires 9/2022) |   |   |   | 9/9/2015 |   | 0.1 |  |   | 0.1 |  | (5) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 7.6 |  |   |   |
| Sparta Systems, Inc., Project Silverback Holdings Corp. and Silverback Holdings, Inc. (20) |   | Quality management software provider |   | Second lien senior secured loan ($20.0 par due 8/2025) |   | 9.58% (Libor + 8.25%/Q) |   | 8/21/2017 |   | 19.6 |  |   | 19.8 |  | (2)(16) |   |
|                                                                                       |   |   |   | Series B preferred shares (10,084 shares) |   |   |   | 8/21/2017 |   | 1.1 |  |   | 1.0 |  |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 20.7 |  |   | 20.8 |  |   |   |
| Talari Networks, Inc.                                                                      |   | Networking equipment provider |   | First lien senior secured loan ($6.0 par due 10/2019) |   | 10.06% (Libor + 8.75%/M) |   | 8/3/2015 |   | 6.0 |  |   | 5.7 |  | (5)(16) |   |
|                                                                                       |   |   |   | Warrant to purchase up to 421,052 shares of Series D-1 preferred stock (expires 8/2022) |   |   |   | 8/3/2015 |   | 0.1 |  |   | 0.1 |  | (5) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 6.1 |  |   | 5.8 |  |   |   |
| The Gordian Group, Inc. (20)                                                               |   | Construction software and service provider |   | First lien senior secured loan ($19.0 par due 7/2019) |   | 6.06% (Libor + 4.75%/Q) |   | 1/3/2017 |   | 18.7 |  |   | 19.0 |  | (3)(16) |   |
|                                                                                       |   |   |   | First lien senior secured loan ($6.4 par due 7/2019) |   | 6.06% (Libor + 4.75%/Q) |   | 1/3/2017 |   | 6.3 |  |   | 6.4 |  | (4)(16) |   |
|                                                                                       |   |   |   | First lien senior secured loan ($9.4 par due 7/2019) |   | 6.08% (Libor + 4.75%/Q) |   | 1/3/2017 |   | 9.3 |  |   | 9.4 |  | (3)(16) |   |
|                                                                                       |   |   |   | First lien senior secured loan ($3.2 par due 7/2019) |   | 6.08% (Libor + 4.75%/Q) |   | 1/3/2017 |   | 3.1 |  |   | 3.2 |  | (4)(16) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 37.4 |  |   | 38.0 |  |   |   |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC (8)                            |   | Healthcare compliance advisory services |   | Senior subordinated loan ($10.5 par due 3/2018) |   |   |   | 3/5/2013 |   | — |  |   | — |  | (2)(15) |   |
|                                                                                       |   |   |   | Class A units (14,293,110 units) |   |   |   | 6/26/2008 |   | — |  |   | — |  | (2) |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |

----

|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                        |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| TraceLink, Inc.                   |   | Supply chain management software provider for the pharmaceutical industry |   | Warrant to purchase up to 283,353 shares of Series A-2 preferred stock (expires 1/2025) |   |   |   | 1/2/2015 |   | 0.1 |  |   | 1.8 |  | (2) |   |
| UL Holding Co., LLC (7)           |   | Provider of collection and landfill avoidance solutions for food waste and unsold food products |   | Senior subordinated loan ($6.0 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 1.8 |  |   | 6.0 |  | (2) |   |
|                              |   |   |   | Senior subordinated loan ($0.5 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.1 |  |   | 0.5 |  | (2) |   |
|                              |   |   |   | Senior subordinated loan ($23.9 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 7.0 |  |   | 23.9 |  | (2) |   |
|                              |   |   |   | Senior subordinated loan ($3.8 par due 5/2020) |   |   |   | 4/30/2012 |   | 1.1 |  |   | 3.8 |  | (2) |   |
|                              |   |   |   | Senior subordinated loan ($2.8 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 0.8 |  |   | 2.8 |  | (2) |   |
|                              |   |   |   | Senior subordinated loan ($0.4 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.1 |  |   | 0.4 |  | (2) |   |
|                              |   |   |   | Class A common units (533,351 units) |   |   |   | 6/17/2011 |   | 5.0 |  |   | 2.7 |  | (2) |   |
|                              |   |   |   | Class B-5 common units (272,834 units) |   |   |   | 6/17/2011 |   | 2.5 |  |   | 1.4 |  | (2) |   |
|                              |   |   |   | Class C common units (758,546 units) |   |   |   | 4/25/2008 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 719,044 shares of Class A units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 28,663 shares of Class B-1 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 57,325 shares of Class B-2 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 29,645 shares of Class B-3 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 80,371 shares of Class B-5 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 59,655 shares of Class B-6 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 1,046,713 shares of Class C units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   |   |   |   |   |   |   | 18.4 |  |   | 41.5 |  |   |   |
| Velocity Holdings Corp.           |   | Hosted enterprise resource planning application management services provider |   | Common units (1,713,546 units) |   |   |   | 12/13/2013 |   | 4.5 |  |   | 2.7 |  |   |   |
| Visual Edge Technology, Inc. (20) |   | Provider of outsourced office solutions with a focus on printer and copier equipment and other parts and supplies |   | First lien senior secured loan ($2.0 par due 8/2022) |   | 7.08% (Libor + 5.75%/Q) |   | 8/31/2017 |   | 2.0 |  |   | 2.0 |  | (2)(16) |   |
|                              |   |   |   | First lien senior secured loan ($13.0 par due 8/2022) |   | 7.07% (Libor + 5.75%/Q) |   | 8/31/2017 |   | 13.0 |  |   | 12.9 |  | (2)(16) |   |
|                              |   |   |   | Senior subordinated loan ($40.2 par due 9/2024) |   | 12.50% PIK |   | 8/31/2017 |   | 36.2 |  |   | 37.6 |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 1,816,089 shares of common stock (expires 8/2027) |   |   |   | 8/31/2017 |   | — |  |   | — |  | (2) |   |
|                              |   |   |   | Warrant to purchase up to 2,070,511 shares of preferred stock (expires 8/2027) |   |   |   | 8/31/2017 |   | 4.1 |  |   | 4.1 |  | (2) |   |
|                              |   |   |   |   |   |   |   |   |   | 55.3 |  |   | 56.6 |  |   |   |
| VRC Companies, LLC (20)           |   | Provider of records and information management services |   | First lien senior secured revolving loan ($0.1 par due 3/2022) |   | 7.92% (Libor + 6.50%/Q) |   | 4/17/2017 |   | 0.1 |  |   | — |  | (2)(16) |   |
|                              |   |   |   | First lien senior secured revolving loan ($0.5 par due 3/2022) |   | 9.75% (Base Rate + 5.50%/Q) |   | 4/17/2017 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
|                              |   |   |   | First lien senior secured loan ($0.2 par due 3/2023) |   | 7.92% (Libor + 6.50%/Q) |   | 4/17/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                 |   |   |   | First lien senior secured loan ($0.5 par due 3/2023) |   | 7.81% (Libor + 6.50%/Q) |   | 4/17/2017 |   | 0.5 |  |   | 0.4 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($0.1 par due 3/2023) |   | 7.93% (Libor + 6.50%/Q) |   | 4/17/2017 |   | 0.1 |  |   | 0.1 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($0.2 par due 3/2023) |   | 9.75% (Base Rate + 5.50%/Q) |   | 4/17/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($5.5 par due 3/2023) |   | 7.74% (Libor + 6.50%/Q) |   | 4/17/2017 |   | 5.5 |  |   | 5.5 |  | (2)(16) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 7.1 |  |   | 6.9 |  |   |   |
| WorldPay Group PLC (9)                                               |   | Payment processing company |   | C2 shares (73,974 shares) |   |   |   | 10/21/2015 |   | — |  |   | — |  | (23) |   |
| Zywave, Inc. (20)                                                    |   | Provider of software and technology-enabled content and analytical solutions to insurance brokers |   | Second lien senior secured loan ($27.0 par due 11/2023) |   | 10.31% (Libor + 9.00%/Q) |   | 11/17/2016 |   | 27.0 |  |   | 27.0 |  | (2)(16) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 2,138.6 |  |   | 2,168.3 |  |   | 30.85 | % |
| Consumer Products                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Badger Sportswear Acquisition, Inc.                                  |   | Provider of team uniforms and athletic wear |   | Second lien senior secured loan ($50.0 par due 3/2024) |   | 10.30% (Libor + 9.00%/Q) |   | 9/6/2016 |   | 49.9 |  |   | 49.5 |  | (2)(16) |   |
| BRG Sports, Inc.                                                     |   | Designer, manufacturer and licensor of branded sporting goods |   | Preferred stock (2,009 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                 |   |   |   | Common stock (6,566,655 shares) |   |   |   | 1/3/2017 |   | — |  |   | 0.4 |  |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | — |  |   | 0.4 |  |   |   |
| Feradyne Outdoors, LLC and Bowhunter Holdings, LLC                   |   | Provider of branded archery and bowhunting accessories |   | Common units (421 units) |   |   |   | 4/24/2014 |   | 4.2 |  |   | 1.3 |  | (2) |   |
| Implus Footcare, LLC                                                 |   | Provider of footwear and other accessories |   | First lien senior secured loan ($14.6 par due 4/2021) |   | 8.04% (Libor + 6.75%/Q) |   | 6/1/2017 |   | 14.6 |  |   | 14.6 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($77.7 par due 4/2021) |   | 8.08% (Libor + 6.75%/Q) |   | 6/1/2017 |   | 77.7 |  |   | 77.7 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($19.9 par due 4/2021) |   | 8.08% (Libor + 6.75%/Q) |   | 6/1/2017 |   | 19.9 |  |   | 19.9 |  | (4)(16) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 112.2 |  |   | 112.2 |  |   |   |
| Indra Holdings Corp.                                                 |   | Designer, marketer, and distributor of rain and cold weather products |   | Second lien senior secured loan ($80.0 par due 11/2021) |   |   |   | 5/1/2014 |   | 78.7 |  |   | 50.8 |  | (2)(15) |   |
| Plantation Products, LLC, Seed Holdings, Inc. and Flora Parent, Inc. |   | Provider of branded lawn and garden products |   | Second lien senior secured loan ($2.0 par due 6/2021) |   | 9.26% (Libor + 7.99%/Q) |   | 12/23/2014 |   | 2.0 |  |   | 2.0 |  | (2)(16) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($54.0 par due 6/2021) |   | 9.26% (Libor + 7.99%/Q) |   | 12/23/2014 |   | 53.8 |  |   | 54.0 |  | (3)(16) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($10.0 par due 6/2021) |   | 9.26% (Libor + 7.99%/Q) |   | 12/23/2014 |   | 10.0 |  |   | 10.0 |  | (4)(16) |   |
|                                                                 |   |   |   | Common stock (30,000 shares) |   |   |   | 12/23/2014 |   | 3.0 |  |   | 5.5 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 68.8 |  |   | 71.5 |  |   |   |
| Rug Doctor, LLC and RD Holdco Inc. (8)                               |   | Manufacturer and marketer of carpet cleaning machines |   | Second lien senior secured loan ($16.9 par due 12/2018) |   | 11.25% (Libor + 9.75%/Q) |   | 1/3/2017 |   | 16.9 |  |   | 16.9 |  | (2)(16) |   |
|                                                                 |   |   |   | Common stock (458,596 shares) |   |   |   | 1/3/2017 |   | 14.0 |  |   | 9.3 |  |   |   |
|                                                                 |   |   |   | Warrant to purchase up to 56,372 shares of common stock (expires 12/2023) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 30.9 |  |   | 26.2 |  |   |   |
| S Toys Holdings LLC (fka The Step2 Company, LLC) (8)                 |   | Toy manufacturer |   | Common units (1,116,879 units) |   |   |   | 4/1/2011 |   | — |  |   | 0.5 |  |   |   |
|                                                                 |   |   |   | Class B common units (126,278,000 units) |   |   |   | 10/30/2014 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Warrant to purchase up to 3,157,895 units |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | — |  |   | 0.5 |  |   |   |
| SHO Holding I Corporation                                            |   | Manufacturer and distributor of slip resistant footwear |   | Second lien senior secured loan ($100.0 par due 4/2023) |   | 9.74% (Libor + 8.50%/Q) |   | 10/27/2015 |   | 98.1 |  |   | 96.0 |  | (2)(16) |   |

----

|                                                                                                                                  |
|----------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                       |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC (7)                                                                            |   | Developer, marketer and distributor of sports protection equipment and accessories |   | Second lien senior secured loan ($89.4 par due 10/2021) |   | 11.81% (Libor + 10.50%/Q) |   | 4/22/2015 |   | 89.4 |  |   | 82.3 |  | (2)(16) |   |
|                                                                                                                             |   | Developer, marketer and distributor of sports protection equipment and accessories. |   | Class A preferred units (50,000 units) |   |   |   | 3/14/2014 |   | 5.0 |  |   | 2.0 |  | (2) |   |
|                                                                                                                             |   |   |   | Class C preferred units (50,000 units) |   |   |   | 4/22/2015 |   | 5.0 |  |   | 2.0 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 99.4 |  |   | 86.3 |  |   |   |
| Singer Sewing Company                                                                                                            |   | Manufacturer of consumer sewing machines |   | First lien senior secured loan ($174.7 par due 10/2017) |   | 8.75% (Libor + 7.50%/Q) |   | 7/26/2017 |   | 174.7 |  |   | 166.0 |  | (2)(16) |   |
| Varsity Brands Holding Co., Inc., Hercules Achievement, Inc., Hercules Achievement Holdings, Inc. and Hercules VB Holdings, Inc. |   | Leading manufacturer and distributor of textiles, apparel & luxury goods |   | Second lien senior secured loan ($25.0 par due 12/2022) |   | 9.98% (Libor + 8.75%/Q) |   | 10/28/2016 |   | 25.0 |  |   | 25.0 |  | (2)(16) |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($1.6 par due 12/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 12/11/2014 |   | 1.6 |  |   | 1.6 |  | (2)(16) |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($54.0 par due 12/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 12/11/2014 |   | 53.6 |  |   | 54.0 |  | (3)(16) |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($91.7 par due 12/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 12/11/2014 |   | 91.1 |  |   | 91.7 |  | (2)(16) |   |
|                                                                                                                             |   |   |   | Common stock (3,353,371 shares) |   |   |   | 12/11/2014 |   | 3.4 |  |   | 4.8 |  | (2) |   |
|                                                                                                                             |   |   |   | Common stock (3,353,371 shares) |   |   |   | 12/11/2014 |   | 4.1 |  |   | 4.8 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 178.8 |  |   | 181.9 |  |   |   |
| Wonder Holdings Acquisition Corp.                                                                                                |   | Developer and marketer of OTC healthcare products |   | Warrant to purchase up to 1,654,678 shares of common stock (expires 6/2021) |   |   |   | 7/27/2011 |   | — |  |   | 1.5 |  | (2) |   |
| Woodstream Group, Inc. and Woodstream Corporation (20)                                                                           |   | Pet products manufacturer |   | First lien senior secured loan ($2.0 par due 5/2022) |   | 7.57% (Libor + 6.25%/Q) |   | 6/21/2017 |   | 2.0 |  |   | 2.0 |  | (2)(16) |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($6.2 par due 5/2022) |   | 7.58% (Libor + 6.25%/Q) |   | 6/21/2017 |   | 6.2 |  |   | 6.2 |  | (2)(16) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 8.2 |  |   | 8.2 |  |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 903.9 |  |   | 852.3 |  |   | 12.13 | % |
| Investment Funds and Vehicles                                                                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ACAS Equity Holdings Corporation (8)(10)                                                                                         |   | Investment company |   | Common stock (589 shares) |   |   |   | 1/3/2017 |   | 0.5 |  |   | 0.4 |  |   |   |
| Ares IIIR/IVR CLO Ltd. (8)(9)(10)                                                                                                |   | Investment vehicle |   | Subordinated notes ($20.0 par due 4/2021) |   |   |   | 1/3/2017 |   | — |  |   | 0.1 |  |   |   |
| Babson CLO 2014-II (9)(10)                                                                                                       |   | Investment vehicle |   | Subordinated notes ($25.0 par due 10/2026) |   | 18% |   | 1/3/2017 |   | 12.0 |  |   | 12.9 |  |   |   |
| Blue Wolf Capital Fund II, L.P. (9)(10)                                                                                          |   | Investment partnership |   | Limited partnership interest (8.50% interest) |   |   |   | 1/3/2017 |   | 7.1 |  |   | 7.5 |  | (23) |   |
| Carlyle Global Market Strategies CLO 2013-3 (9)(10)                                                                              |   | Investment vehicle |   | Subordinated notes ($5.0 par due 7/2025) |   | 8.53% |   | 1/3/2017 |   | 2.6 |  |   | 2.5 |  |   |   |
| Carlyle Global Market Strategies CLO 2015-3 (9)(10)                                                                              |   | Investment vehicle |   | Subordinated notes ($24.6 par due 7/2028) |   | 10.75% |   | 1/3/2017 |   | 19.3 |  |   | 18.7 |  |   |   |
| Cent CLO 2014-22 Limited (9)(10)                                                                                                 |   | Investment vehicle |   | Subordinated notes ($45.4 par due 11/2026) |   | 11.75% |   | 1/3/2017 |   | 24.0 |  |   | 20.4 |  |   |   |
| Cent CLO 2015-24 Limited (9)(10)                                                                                                 |   | Investment vehicle |   | Subordinated notes ($28.0 par due 10/2026) |   | 8.5% |   | 1/3/2017 |   | 21.7 |  |   | 21.8 |  |   |   |
| Centurion CDO 8 Limited (9)(10)                                                                                                  |   | Investment vehicle |   | Subordinated notes ($5.0 par due 3/2019) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| CoLTs 2005-1 Ltd. (9)(10)                                                                                                        |   | Investment vehicle |   | Preferred shares (360 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| CoLTs 2005-2 Ltd. (9)(10)                                                                                                        |   | Investment vehicle |   | Preferred shares (34,170,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| CREST Exeter Street Solar 2004-1 (9)(10)                                                                                         |   | Investment vehicle |   | Preferred shares (3,500,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Eaton Vance CDO X plc (9)(10)                                                                                                    |   | Investment vehicle |   | Subordinated notes ($15.0 par due 2/2027) |   | 5.25% |   | 1/3/2017 |   | 4.2 |  |   | 6.1 |  |   |   |
| European Capital UK SME Debt LP (8)(9)(10)(21)                                                                                   |   | Investment partnership |   | Limited partnership interest (45% interest) |   |   |   | 1/3/2017 |   | 41.9 |  |   | 44.1 |  |   |   |

----

|                                                           |
|-----------------------------------------------------------|
|                                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Flagship CLO V (9)(10)                                    |   | Investment vehicle |   | Subordinated notes ($0.0 par due 9/2019) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Goldentree Loan Opportunities VII, Limited (9)(10)        |   | Investment vehicle |   | Subordinated notes ($35.3 par due 4/2025) |   | 6.9% |   | 1/3/2017 |   | 19.5 |  |   | 19.3 |  |   |   |
| Halcyon Loan Advisors Funding 2015-2 Ltd. (9)(10)         |   | Investment vehicle |   | Subordinated notes ($21.7 par due 7/2027) |   | 13.5% |   | 1/3/2017 |   | 14.4 |  |   | 11.7 |  |   |   |
| HCI Equity, LLC (8)(9)(10)                                |   | Investment company |   | Member interest (100.00% interest) |   |   |   | 4/1/2010 |   | — |  |   | 0.1 |  | (23) |   |
| Herbert Park B.V. (9)(10)                                 |   | Investment vehicle |   | Subordinated notes ($22.5 par due 10/2026) |   |   |   | 1/3/2017 |   | 0.9 |  |   | 0.5 |  |   |   |
| Imperial Capital Private Opportunities, LP (10)           |   | Investment partnership |   | Limited partnership interest (80.00% interest) |   |   |   | 5/10/2007 |   | 3.2 |  |   | 13.0 |  | (2) |   |
| LightPoint CLO VII, Ltd. (9)(10)                          |   | Investment vehicle |   | Subordinated notes ($9.0 par due 5/2021) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Montgomery Lane, LLC and Montgomery Lane, Ltd. (8)(9)(10) |   | Investment company |   | Common stock (100 shares) |   |   |   | 1/3/2017 |   | — |  |   | 0.6 |  |   |   |
|                                                      |   |   |   | Common stock (50,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                      |   |   |   |   |   |   |   |   |   | — |  |   | 0.6 |  |   |   |
| Octagon Investment Partners XIX, Ltd. (9)(10)             |   | Investment vehicle |   | Subordinated notes ($25.0 par due 4/2026) |   | 14% |   | 1/3/2017 |   | 10.9 |  |   | 10.6 |  |   |   |
| OHA Credit Partners XI, Ltd. (9)(10)                      |   | Investment vehicle |   | Subordinated notes ($17.8 par due 10/2028) |   | 9.5% |   | 1/3/2017 |   | 14.3 |  |   | 13.5 |  |   |   |
| Partnership Capital Growth Fund I, L.P. (10)              |   | Investment partnership |   | Limited partnership interest (25.00% interest) |   |   |   | 6/16/2006 |   | — |  |   | 0.1 |  | (2)(23) |   |
| Partnership Capital Growth Investors III, L.P. (10)(21)   |   | Investment partnership |   | Limited partnership interest (2.50% interest) |   |   |   | 10/5/2011 |   | 2.5 |  |   | 3.3 |  | (2)(23) |   |
| PCG-Ares Sidecar Investment II, L.P. (10)                 |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 10/31/2014 |   | 7.5 |  |   | 12.3 |  | (2) |   |
| PCG-Ares Sidecar Investment, L.P. (10)(21)                |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 5/22/2014 |   | 3.9 |  |   | 4.2 |  | (2) |   |
| Piper Jaffray Merchant Banking Fund I, L.P. (10)(21)      |   | Investment partnership |   | Limited partnership interest (2.00% interest) |   |   |   | 8/16/2012 |   | 1.5 |  |   | 1.6 |  | (23) |   |
| Qualium Investissement (9)(10)                            |   | Investment partnership |   | Class A common stock (99,000 shares) |   |   |   | 1/3/2017 |   | 7.3 |  |   | 7.9 |  | (23) |   |
|                                                      |   |   |   | Class B common stock (100,000 shares) |   |   |   | 1/3/2017 |   | 0.1 |  |   | 0.1 |  | (23) |   |
|                                                      |   |   |   | Class C common stock (48,939 shares) |   |   |   | 1/3/2017 |   | 0.1 |  |   | 0.1 |  | (23) |   |
|                                                      |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 8.1 |  |   |   |
| Senior Direct Lending Program, LLC (8)(10)(22)            |   | Co-investment vehicle |   | Subordinated certificates ($437.4 par due 12/2036) |   | 9.15% (Libor + 8.00%/Q)(17) |   | 7/27/2016 |   | 437.4 |  |   | 437.4 |  |   |   |
|                                                      |   |   |   | Member interest (87.50% interest) |   |   |   | 7/27/2016 |   | — |  |   | — |  |   |   |
|                                                      |   |   |   |   |   |   |   |   |   | 437.4 |  |   | 437.4 |  |   |   |
| Vitesse CLO, Ltd. (9)(10)                                 |   | Investment vehicle |   | Preferred shares (20,000,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Voya CLO 2014-4 Ltd. (9)(10)                              |   | Investment vehicle |   | Subordinated notes ($26.7 par due 10/2026) |   | 10.5% |   | 1/3/2017 |   | 17.6 |  |   | 20.3 |  |   |   |
| VSC Investors LLC (10)                                    |   | Investment company |   | Membership interest (1.95% interest) |   |   |   | 1/24/2008 |   | 0.3 |  |   | 1.3 |  | (2)(23) |   |
|                                                      |   |   |   |   |   |   |   |   |   | 674.7 |  |   | 692.4 |  |   | 9.85 | % |
| Other Services                                            |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| American Residential Services L.L.C.                      |   | Heating, ventilation and air conditioning services provider |   | Second lien senior secured loan ($67.0 par due 12/2022) |   | 9.24% (Libor + 8.00%/Q) |   | 6/30/2014 |   | 66.7 |  |   | 66.3 |  | (2)(16) |   |
| Associated Asphalt Partners, LLC                          |   | Provider of asphalt terminalling, storage and distribution |   | First lien senior secured loan ($4.3 par due 4/2024) |   | 6.49% (Libor + 5.25%/Q) |   | 3/30/2017 |   | 4.2 |  |   | 3.8 |  | (2)(16) |   |
| Champion Parent Corporation and Calera XVI, LLC (8)       |   | Endurance sports media and event operator |   | First lien senior secured revolving loan ($0.8 par due 11/2018) |   |   |   | 11/30/2012 |   | 0.1 |  |   | 0.1 |  | (2)(15) |   |
|                                                      |   |   |   | First lien senior secured loan ($6.5 par due 11/2018) |   |   |   | 11/30/2012 |   | 0.9 |  |   | 0.5 |  | (2)(15) |   |
|                                                      |   |   |   | Preferred shares (18,875 shares) |   |   |   | 3/25/2016 |   | — |  |   | — |  | (2) |   |
|                                                      |   |   |   | Membership units (2,522,512 units) |   |   |   | 11/30/2012 |   | — |  |   | — |  | (2) |   |

----

|                                                                                 |
|---------------------------------------------------------------------------------|
|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                      |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                            |   |   |   | Common shares (114,000 shares) |   |   |   | 3/25/2016 |   | — |  |   | — |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 1.0 |  |   | 0.6 |  |   |   |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC (7)(20) |   | Provider of outsourced healthcare linen management solutions |   | First lien senior secured revolving loan |   | — |   | 3/13/2014 |   | — |  |   | — |  | (18) |   |
|                                                                            |   |   |   | First lien senior secured loan ($5.1 par due 12/2021) |   | 7.49% (Libor + 6.25%/Q) |   | 3/13/2014 |   | 5.1 |  |   | 5.1 |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($5.2 par due 12/2021) |   | 7.49% (Libor + 6.25%/Q) |   | 3/13/2014 |   | 5.2 |  |   | 5.2 |  | (3)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($7.0 par due 12/2021) |   | 7.49% (Libor + 6.25%/Q) |   | 4/6/2017 |   | 7.0 |  |   | 7.0 |  | (2)(16) |   |
|                                                                            |   |   |   | Class A preferred units (2,475,000 units) |   |   |   | 3/13/2014 |   | 2.5 |  |   | 3.4 |  | (2) |   |
|                                                                            |   |   |   | Class B common units (275,000 units) |   |   |   | 3/13/2014 |   | 0.3 |  |   | 0.4 |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 20.1 |  |   | 21.1 |  |   |   |
| CST Buyer Company (d/b/a Intoxalock) (20)                                       |   | Provider of ignition interlock devices |   | First lien senior secured loan ($0.0 par due 3/2023) |   | 7.58% (Libor + 6.25%/Q) |   | 3/1/2017 |   | — |  |   | — |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($11.8 par due 3/2023) |   | 7.75% (Libor + 6.25%/Q) |   | 3/1/2017 |   | 11.5 |  |   | 11.8 |  | (2)(16) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 11.5 |  |   | 11.8 |  |   |   |
| Dwyer Acquisition Parent, Inc. and TDG Group Holding Company                    |   | Operator of multiple franchise concepts primarily related to home maintenance or repairs |   | Senior subordinated loan ($52.7 par due 2/2020) |   | 11% |   | 8/15/2014 |   | 52.7 |  |   | 52.7 |  | (2) |   |
|                                                                            |   |   |   | Senior subordinated loan ($23.5 par due 2/2020) |   | 11% |   | 5/1/2017 |   | 23.5 |  |   | 23.5 |  | (2) |   |
|                                                                            |   |   |   | Senior subordinated loan ($31.5 par due 2/2020) |   | 11% |   | 6/12/2015 |   | 31.5 |  |   | 31.5 |  | (2) |   |
|                                                                            |   |   |   | Common stock (32,843 shares) |   |   |   | 8/15/2014 |   | 2.2 |  |   | 4.9 |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 109.9 |  |   | 112.6 |  |   |   |
| Massage Envy, LLC and ME Equity LLC (20)                                        |   | Franchisor in the massage industry |   | First lien senior secured revolving loan ($1.5 par due 9/2020) |   | 7.99% (Libor + 6.75%/Q) |   | 6/28/2017 |   | 1.5 |  |   | 1.5 |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($1.3 par due 9/2020) |   | 8.07% (Libor + 6.75%/Q) |   | 4/12/2017 |   | 1.3 |  |   | 1.3 |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($0.1 par due 9/2020) |   | 8.08% (Libor + 6.75%/Q) |   | 4/12/2017 |   | 0.1 |  |   | 0.1 |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($0.0 par due 9/2020) |   | 10.00% (Base Rate + 5.75%/Q) |   | 4/12/2017 |   | — |  |   | — |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($0.5 par due 9/2020) |   | 8.07% (Libor + 6.75%/Q) |   | 7/27/2017 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($38.5 par due 9/2020) |   | 8.08% (Libor + 6.75%/Q) |   | 9/27/2012 |   | 38.5 |  |   | 38.5 |  | (3)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($18.7 par due 9/2020) |   | 8.08% (Libor + 6.75%/Q) |   | 9/27/2012 |   | 18.7 |  |   | 18.7 |  | (4)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($0.1 par due 9/2020) |   | 10.00% (Base Rate + 5.75%/Q) |   | 9/27/2012 |   | 0.1 |  |   | 0.1 |  | (3)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($0.0 par due 9/2020) |   | 10.00% (Base Rate + 5.75%/Q) |   | 9/27/2012 |   | — |  |   | — |  | (4)(16) |   |
|                                                                            |   |   |   | Common stock (3,000,000 shares) |   |   |   | 9/27/2012 |   | 3.0 |  |   | 4.2 |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 63.7 |  |   | 64.9 |  |   |   |
| McKenzie Sports Products, LLC (20)                                              |   | Designer, manufacturer and distributor of hunting-related supplies |   | First lien senior secured loan ($0.8 par due 9/2020) |   | 6.99% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 0.8 |  |   | 0.8 |  | (3)(12)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($4.7 par due 9/2020) |   | 7.05% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 4.7 |  |   | 4.7 |  | (3)(12)(16) |   |
|                                                                            |   |   |   | First lien senior secured loan ($84.5 par due 9/2020) |   | 9.26% (Libor + 7.93%/Q) |   | 9/18/2014 |   | 84.5 |  |   | 84.5 |  | (3)(16) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 90.0 |  |   | 90.0 |  |   |   |

----

|                                                              |
|--------------------------------------------------------------|
|                                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                   |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| MSHC, Inc. (20)                                              |   | Heating, ventilation and air conditioning services provider |   | First lien senior secured revolving loan ($0.2 par due 7/2022) |   | 5.58% (Libor + 4.25%/Q) |   | 7/31/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($1.1 par due 7/2023) |   | 5.58% (Libor + 4.25%/Q) |   | 7/31/2017 |   | 1.1 |  |   | 1.1 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($3.2 par due 7/2023) |   | 5.58% (Libor + 4.25%/Q) |   | 7/31/2017 |   | 3.1 |  |   | 3.1 |  | (2)(16) |   |
|                                                         |   |   |   | Second lien senior secured loan ($46.0 par due 7/2024) |   | 9.58% (Libor + 8.25%/Q) |   | 7/31/2017 |   | 46.0 |  |   | 45.5 |  | (2)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 50.4 |  |   | 49.9 |  |   |   |
| OpenSky Project, Inc. and OSP Holdings, Inc.                 |   | Social commerce platform operator |   | Warrant to purchase up to 159,496 shares of Series D preferred stock (expires 4/2025) |   |   |   | 6/29/2015 |   | — |  |   | — |  | (2) |   |
| Osmose Utilities Services, Inc. (20)                         |   | Provider of structural integrity management services to transmission and distribution infrastructure |   | Second lien senior secured loan ($34.0 par due 8/2023) |   | 9.08% (Libor + 7.75%/Q) |   | 1/3/2017 |   | 33.4 |  |   | 34.0 |  | (2)(16) |   |
|                                                         |   |   |   | Second lien senior secured loan ($25.0 par due 8/2023) |   | 9.08% (Libor + 7.75%/Q) |   | 9/3/2015 |   | 24.6 |  |   | 25.0 |  | (2)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 58.0 |  |   | 59.0 |  |   |   |
| SocialFlow, Inc.                                             |   | Social media optimization platform provider |   | Warrant to purchase up to 215,331 shares of Series C preferred stock (expires 1/2026) |   |   |   | 1/13/2016 |   | — |  |   | — |  | (5) |   |
| SoundCloud Limited                                           |   | Platform for receiving, sending, and distributing music |   | Common stock (73,422 shares) |   |   |   | 8/15/2017 |   | 0.4 |  |   | 0.7 |  | (2) |   |
| Spin HoldCo Inc.                                             |   | Laundry service and equipment provider |   | Second lien senior secured loan ($175.0 par due 5/2023) |   | 9.07% (Libor + 7.75%/Q) |   | 6/23/2017 |   | 175.0 |  |   | 175.0 |  | (2)(16) |   |
| Tyden Cayman Holdings Corp. (9)                              |   | Producer and marketer of global cargo security, product identification and traceability products and utility meter products |   | Preferred stock (46,276 shares) |   |   |   | 1/3/2017 |   | 0.4 |  |   | 0.4 |  |   |   |
|                                                         |   |   |   | Common stock (5,521,203 shares) |   |   |   | 1/3/2017 |   | 2.0 |  |   | 2.0 |  |   |   |
|                                                         |   |   |   |   |   |   |   |   |   | 2.4 |  |   | 2.4 |  |   |   |
| WASH Multifamily Acquisition Inc. and Coinamatic Canada Inc. |   | Laundry service and equipment provider |   | Second lien senior secured loan ($3.7 par due 5/2023) |   | 8.24% (Libor + 7.00%/Q) |   | 5/14/2015 |   | 3.7 |  |   | 3.7 |  | (2)(16) |   |
|                                                         |   |   |   | Second lien senior secured loan ($21.3 par due 5/2023) |   | 8.24% (Libor + 7.00%/Q) |   | 5/14/2015 |   | 21.0 |  |   | 21.1 |  | (2)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 24.7 |  |   | 24.8 |  |   |   |
| Wrench Group LLC                                             |   | Provider of essential home services to residential customers |   | First lien senior secured loan ($4.0 par due 3/2022) |   | 6.49% (Libor + 5.25%/Q) |   | 1/31/2017 |   | 4.0 |  |   | 4.0 |  | (2)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 682.0 |  |   | 686.9 |  |   | 9.77 | % |
| Manufacturing                                                |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Chariot Acquisition, LLC (20)                                |   | Aftermarket golf cart parts and accessories |   | First lien senior secured loan ($18.4 par due 9/2021) |   | 7.49% (Libor + 6.25%/Q) |   | 1/3/2017 |   | 18.3 |  |   | 17.9 |  | (3)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($9.4 par due 9/2021) |   | 7.49% (Libor + 6.25%/Q) |   | 1/3/2017 |   | 9.3 |  |   | 9.1 |  | (4)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 27.6 |  |   | 27.0 |  |   |   |
| Component Hardware Group, Inc. (20)                          |   | Commercial equipment |   | First lien senior secured revolving loan ($1.9 par due 7/2019) |   | 5.73% (Libor + 4.50%/Q) |   | 7/1/2013 |   | 1.9 |  |   | 1.9 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($7.9 par due 7/2019) |   | 5.74% (Libor + 4.50%/Q) |   | 7/1/2013 |   | 7.9 |  |   | 7.9 |  | (4)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 9.8 |  |   | 9.8 |  |   |   |
| Dorner Holding Corp. (20)                                    |   | Manufacturer of precision unit conveyors |   | First lien senior secured revolving loan ($1.5 par due 3/2022) |   | 7.08% (Libor + 5.75%/Q) |   | 3/15/2017 |   | 1.5 |  |   | 1.5 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($4.4 par due 3/2023) |   | 7.08% (Libor + 5.75%/Q) |   | 3/15/2017 |   | 4.4 |  |   | 4.4 |  | (2)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 5.9 |  |   | 5.9 |  |   |   |
| ECI Purchaser Company, LLC                                   |   | Manufacturer of equipment to safely control pressurized gases |   | First lien senior secured loan ($21.8 par due 12/2018) |   | 6.57% (Libor + 5.25%/Q) |   | 7/26/2017 |   | 21.8 |  |   | 21.3 |  | (2)(16) |   |

----

|                                                              |
|--------------------------------------------------------------|
|                                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                   |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                         |   |   |   | First lien senior secured loan ($163.4 par due 12/2018) |   | 6.67% (Libor + 5.25%/Q) |   | 7/26/2017 |   | 163.4 |  |   | 160.2 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($0.5 par due 12/2018) |   | 6.70% (Libor + 5.25%/Q) |   | 7/26/2017 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 185.7 |  |   | 182.0 |  |   |   |
| ETG Holdings, Inc. (8)                                       |   | Industrial woven products |   | Common stock (3,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Foamex Innovations, Inc. (dba FXI)                           |   | Advanced polymer foam products |   | Series A common stock (2,708 shares) |   |   |   | 1/3/2017 |   | — |  |   | 0.8 |  |   |   |
|                                                         |   |   |   | Series B common stock (455 shares) |   |   |   | 1/3/2017 |   | — |  |   | 0.1 |  |   |   |
|                                                         |   |   |   |   |   |   |   |   |   | — |  |   | 0.9 |  |   |   |
| Harvey Tool Company, LLC and Harvey Tool Holding, LLC (20)   |   | Cutting tool provider to the metalworking industry |   | First lien senior secured revolving loan |   | — |   | 8/13/2015 |   | — |  |   | — |  | (18) |   |
|                                                         |   |   |   | Senior subordinated loan ($28.4 par due 9/2020) |   | 11% |   | 8/13/2015 |   | 28.4 |  |   | 28.4 |  | (2) |   |
|                                                         |   |   |   | Class A membership units (851 units) |   |   |   | 3/28/2014 |   | 0.9 |  |   | 3.5 |  | (2) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 29.3 |  |   | 31.9 |  |   |   |
| Ioxus, Inc (7)                                               |   | Energy storage devices |   | First lien senior secured loan ($0.9 par due 12/2019) |   |   |   | 4/29/2014 |   | 0.8 |  |   | 0.9 |  | (2)(14) |   |
|                                                         |   |   |   | First lien senior secured loan ($10.2 par due 12/2019) |   | 12.00% PIK |   | 4/29/2014 |   | 10.0 |  |   | 10.2 |  | (2)(14) |   |
|                                                         |   |   |   | Series CC preferred stock (67,330,609 shares) |   |   |   | 1/27/2017 |   | 0.7 |  |   | — |  | (2) |   |
|                                                         |   |   |   | Warrant to purchase up to 3,038,730 shares of common stock (expires 1/2026) |   |   |   | 1/28/2016 |   | — |  |   | — |  | (2) |   |
|                                                         |   |   |   | Warrant to purchase up to 1,210,235 shares of Series BB preferred stock (expires 8/2026) |   |   |   | 1/28/2016 |   | — |  |   | — |  | (2) |   |
|                                                         |   |   |   | Warrant to purchase up to 336,653,045 shares of Series CC preferred stock (expires 1/2027) |   |   |   | 1/27/2017 |   | — |  |   | — |  | (2) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 11.5 |  |   | 11.1 |  |   |   |
| KPS Global LLC                                               |   | Walk-in cooler and freezer systems |   | First lien senior secured loan ($1.9 par due 4/2022) |   | 3.73% (Libor + 2.50%/Q) |   | 4/5/2017 |   | 1.9 |  |   | 1.9 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($12.5 par due 4/2022) |   | 8.53% (Libor + 7.30%/Q) |   | 4/5/2017 |   | 12.5 |  |   | 12.2 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured loan ($6.2 par due 4/2022) |   | 8.53% (Libor + 7.30%/Q) |   | 4/5/2017 |   | 6.2 |  |   | 6.1 |  | (4)(16) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 20.6 |  |   | 20.2 |  |   |   |
| MacLean-Fogg Company and MacLean-Fogg Holdings, L.L.C.       |   | Manufacturer and supplier for the power utility and automotive markets worldwide |   | Senior subordinated loan ($102.2 par due 10/2025) |   | 10.50% Cash, 3.00% PIK |   | 10/31/2013 |   | 102.2 |  |   | 102.2 |  | (2) |   |
|                                                         |   |   |   | Preferred units (70,183 units) |   | 4.50% Cash, 9.25% PIK |   | 10/9/2015 |   | 75.6 |  |   | 75.6 |  |   |   |
|                                                         |   |   |   |   |   |   |   |   |   | 177.8 |  |   | 177.8 |  |   |   |
| Niagara Fiber Intermediate Corp. (20)                        |   | Insoluble fiber filler products |   | First lien senior secured revolving loan ($0.1 par due 11/2017) |   | 10.25% (Base Rate + 6.00%/Q) |   | 4/4/2017 |   | 0.1 |  |   | 0.1 |  | (2)(16) |   |
|                                                         |   |   |   | First lien senior secured revolving loan ($1.9 par due 5/2018) |   |   |   | 5/8/2014 |   | 1.8 |  |   | 1.1 |  | (2)(15) |   |
|                                                         |   |   |   | First lien senior secured loan ($1.3 par due 5/2018) |   |   |   | 5/8/2014 |   | 1.2 |  |   | 0.7 |  | (2)(15) |   |
|                                                         |   |   |   | First lien senior secured loan ($12.1 par due 5/2018) |   |   |   | 5/8/2014 |   | 11.3 |  |   | 7.2 |  | (2)(15) |   |
|                                                         |   |   |   |   |   |   |   |   |   | 14.4 |  |   | 9.1 |  |   |   |
| Nordco Inc. (20)                                             |   | Railroad maintenance-of-way machinery |   | First lien senior secured revolving loan |   | — |   | 8/26/2015 |   | — |  |   | — |  | (18) |   |
| Pelican Products, Inc.                                       |   | Flashlights |   | Second lien senior secured loan ($40.0 par due 4/2021) |   | 9.58% (Libor + 8.25%/Q) |   | 4/11/2014 |   | 40.0 |  |   | 38.4 |  | (2)(16) |   |
| Sanders Industries Holdings, Inc. and SI Holdings, Inc. (20) |   | Elastomeric parts, mid-sized composite structures, and composite tooling |   | First lien senior secured loan ($0.2 par due 5/2020) |   | 7.24% (Libor + 6.00%/Q) |   | 7/21/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |

----

|                                                                |
|----------------------------------------------------------------|
|                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                           |   |   |   | First lien senior secured loan ($73.3 par due 5/2020) |   | 7.28% (Libor + 6.00%/Q) |   | 7/21/2017 |   | 73.3 |  |   | 72.6 |  | (2)(16) |   |
|                                                           |   |   |   | Common stock (1,500 shares) |   |   |   | 5/30/2014 |   | 1.5 |  |   | 1.2 |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 75.0 |  |   | 74.0 |  |   |   |
| Saw Mill PCG Partners LLC                                      |   | Metal precision engineered components |   | Common units (1,000 units) |   |   |   | 1/30/2007 |   | 1.0 |  |   | — |  | (2) |   |
| Sonny's Enterprises, LLC (20)                                  |   | Manufacturer and supplier of car wash equipment, parts and supplies to the conveyorized car wash market |   | First lien senior secured loan ($0.4 par due 12/2022) |   | 6.08% (Libor + 4.75%/Q) |   | 6/1/2017 |   | 0.4 |  |   | 0.4 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($0.2 par due 12/2022) |   | 6.08% (Libor + 4.75%/Q) |   | 5/3/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($0.2 par due 12/2022) |   | 6.08% (Libor + 4.75%/Q) |   | 9/28/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 0.8 |  |   | 0.8 |  |   |   |
| TPTM Merger Corp. (20)                                         |   | Time temperature indicator products |   | First lien senior secured revolving loan ($0.8 par due 9/2018) |   | 7.56% (Libor + 6.25%/Q) |   | 9/12/2013 |   | 0.8 |  |   | 0.8 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($10.5 par due 9/2018) |   | 9.74% (Libor + 8.42%/Q) |   | 9/12/2013 |   | 10.5 |  |   | 10.5 |  | (3)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($6.2 par due 9/2018) |   | 9.74% (Libor + 8.42%/Q) |   | 9/12/2013 |   | 6.2 |  |   | 6.2 |  | (4)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($6.5 par due 9/2018) |   | 9.75% (Libor + 8.42%/Q) |   | 9/12/2013 |   | 6.5 |  |   | 6.5 |  | (3)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($3.8 par due 9/2018) |   | 9.75% (Libor + 8.42%/Q) |   | 9/12/2013 |   | 3.8 |  |   | 3.8 |  | (4)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 27.8 |  |   | 27.8 |  |   |   |
| WP CPP Holdings, LLC                                           |   | Precision engineered castings |   | Second lien senior secured loan ($19.7 par due 4/2021) |   | 9.06% (Libor + 7.75%/Q) |   | 1/3/2017 |   | 18.8 |  |   | 18.3 |  | (2)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 646.0 |  |   | 635.0 |  |   | 9.04 | % |
| Food and Beverage                                              |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| American Seafoods Group LLC and American Seafoods Partners LLC |   | Harvester and processor of seafood |   | Second lien senior secured loan ($73.0 par due 2/2024) |   | 9.45% (Libor + 8.13%/Q) |   | 8/21/2017 |   | 73.0 |  |   | 72.8 |  | (2)(16) |   |
|                                                           |   |   |   | Class A units (77,922 units) |   |   |   | 8/19/2015 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                           |   |   |   | Warrant to purchase up to 7,422,078 Class A units (expires 8/2035) |   |   |   | 8/19/2015 |   | 7.4 |  |   | 10.4 |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 80.5 |  |   | 83.3 |  |   |   |
| Bakemark Holdings, Inc.                                        |   | Manufacturer and distributor of specialty bakery ingredients |   | First lien senior secured loan ($1.7 par due 8/2023) |   | 6.58% (Libor + 5.25%/Q) |   | 8/14/2017 |   | 1.7 |  |   | 1.7 |  | (2)(16) |   |
| DecoPac, Inc. (20)                                             |   | Supplier of cake decorating solutions and products to in-store bakeries |   | First lien senior secured revolving loan ($1.6 par due 9/2023) |   | 5.58% (Libor + 4.25%/Q) |   | 9/29/2017 |   | 1.6 |  |   | 1.6 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($11.5 par due 9/2024) |   | 5.58% (Libor + 4.25%/Q) |   | 9/29/2017 |   | 11.5 |  |   | 11.3 |  | (2)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 13.1 |  |   | 12.9 |  |   |   |
| Eagle Family Foods Group LLC                                   |   | Manufacturer and producer of milk products |   | First lien senior secured loan ($0.2 par due 12/2021) |   | 5.33% (Libor + 4.00%/Q) |   | 8/29/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($7.9 par due 12/2021) |   | 10.38% (Libor + 9.05%/Q) |   | 9/11/2017 |   | 7.8 |  |   | 7.7 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($21.6 par due 12/2021) |   | 10.38% (Libor + 9.05%/Q) |   | 8/22/2016 |   | 21.6 |  |   | 21.2 |  | (3)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($54.8 par due 12/2021) |   | 10.38% (Libor + 9.05%/Q) |   | 12/31/2015 |   | 54.5 |  |   | 53.7 |  | (3)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 84.1 |  |   | 82.8 |  |   |   |
| Edward Don & Company, LLC and VCP-EDC Co-Invest, LLC       |   | Distributor of foodservice equipment and supplies |   | First lien senior secured loan ($47.8 par due 9/2022) |   | 9.73% (Libor + 8.50%/Q) |   | 3/31/2017 |   | 47.8 |  |   | 47.8 |  | (2)(16) |   |
|                                                           |   |   |   | Membership units (2,970,000 units) |   |   |   | 6/9/2017 |   | 3.0 |  |   | 3.2 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 50.8 |  |   | 51.0 |  |   |   |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| FPI Holding Corporation (8)(20)                                      |   | Distributor of fruits |   | First lien senior secured loan ($0.6 par due 6/2018) |   |   |   | 1/3/2017 |   | 0.4 |  |   | 0.4 |  | (15) |   |
| Gehl Foods, LLC and GF Parent LLC                                    |   | Producer of low-acid, aseptic food and beverage products |   | First lien senior secured loan ($121.8 par due 6/2019) |   | 7.67% (Libor + 6.50%/Q) |   | 7/26/2017 |   | 121.8 |  |   | 121.8 |  | (2)(16) |   |
|                                                                 |   |   |   | Class A preferred units (2,940 units) |   |   |   | 5/13/2015 |   | 2.9 |  |   | 2.1 |  | (2) |   |
|                                                                 |   |   |   | Class A common units (60,000 units) |   |   |   | 5/13/2015 |   | 0.1 |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Class B Common units (0.26 units) |   |   |   | 5/13/2015 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 124.8 |  |   | 123.9 |  |   |   |
| JWC/KI Holdings, LLC                                                 |   | Foodservice sales and marketing agency |   | Membership units (5,000 units) |   |   |   | 11/16/2015 |   | 5.0 |  |   | 5.2 |  | (2) |   |
| Kettle Cuisine, LLC                                                  |   | Manufacturer of fresh refrigerated and frozen food products |   | Second lien senior secured loan ($28.5 par due 2/2022) |   | 10.99% (Libor + 9.75%/Q) |   | 8/21/2015 |   | 28.5 |  |   | 28.5 |  | (2)(16) |   |
| NECCO Holdings, Inc. (8)(20)                                         |   | Producer and supplier of candy |   | First lien senior secured revolving loan ($19.2 par due 11/2017) |   |   |   | 1/3/2017 |   | 8.0 |  |   | 3.6 |  | (15) |   |
|                                                                 |   |   |   | First lien senior secured loan ($10.4 par due 11/2017) |   |   |   | 1/3/2017 |   | 0.9 |  |   | 1.8 |  | (15) |   |
|                                                                 |   |   |   | Common stock (860,189 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 8.9 |  |   | 5.4 |  |   |   |
| RF HP SCF Investor, LLC                                              |   | Branded specialty food company |   | Membership interest (10.08% interest) |   |   |   | 12/22/2016 |   | 12.5 |  |   | 14.0 |  | (2) |   |
| Teasdale Foods, Inc. (20)                                            |   | Provider of beans, sauces and hominy to the retail, foodservice and wholesale channels |   | First lien senior secured revolving loan ($0.2 par due 10/2020) |   | 8.00% (Base Rate + 3.75%/Q) |   | 6/30/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($21.3 par due 10/2021) |   | 10.06% (Libor + 8.75%/Q) |   | 1/3/2017 |   | 21.3 |  |   | 21.3 |  | (2)(16) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($33.6 par due 10/2021) |   | 10.08% (Libor + 8.75%/Q) |   | 1/3/2017 |   | 33.6 |  |   | 33.6 |  | (2)(16) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($31.5 par due 10/2021) |   | 10.06% (Libor + 8.75%/Q) |   | 1/3/2017 |   | 31.5 |  |   | 31.5 |  | (2)(16) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 86.6 |  |   | 86.6 |  |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 496.9 |  |   | 495.7 |  |   | 7.05 | % |
| Financial Services                                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AllBridge Financial, LLC (8)                                         |   | Asset management services |   | Equity interests |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
| Callidus Capital Corporation (8)                                     |   | Asset management services |   | Common stock (100 shares) |   |   |   | 4/1/2010 |   | 3.0 |  |   | 1.7 |  |   |   |
| Ciena Capital LLC (8)(20)                                            |   | Real estate and small business loan servicer |   | First lien senior secured revolving loan ($14.0 par due 12/2017) |   | 6% |   | 11/29/2010 |   | 14.0 |  |   | 14.0 |  | (2) |   |
|                                                                 |   |   |   | Equity interests |   |   |   | 11/29/2010 |   | 25.0 |  |   | 15.7 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 39.0 |  |   | 29.7 |  |   |   |
| Commercial Credit Group, Inc.                                        |   | Commercial equipment finance and leasing company |   | Senior subordinated loan ($28.0 par due 8/2022) |   | 11.00% (Libor + 9.75%/Q) |   | 5/10/2012 |   | 28.0 |  |   | 28.0 |  | (2)(16) |   |
| DFC Global Facility Borrower II LLC (20)                             |   | Non-bank provider of alternative financial services |   | First lien senior secured revolving loan ($71.3 par due 9/2022) |   | 11.99% (Libor + 10.75%/Q) |   | 9/27/2017 |   | 71.3 |  |   | 71.3 |  | (2)(16) |   |
| Financial Asset Management Systems, Inc. and FAMS Holdings, Inc. (7) |   | Debt collection services provider |   | Common stock (180 shares) |   |   |   | 1/11/2017 |   | — |  |   | — |  | (2) |   |
| Gordian Group, LLC                                                   |   | Provider of products, services and software to organizations pursuing efficient and effective procurement and information solutions |   | Common stock (526 shares) |   |   |   | 11/30/2012 |   | — |  |   | — |  | (2) |   |
| Imperial Capital Group LLC                                           |   | Investment services |   | 2006 Class B common units (9,767 units) |   |   |   | 5/10/2007 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   | 2007 Class B common units (1,218 units) |   |   |   | 5/10/2007 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Class A common units (29,811 units) |   |   |   | 5/10/2007 |   | 7.2 |  |   | 11.6 |  | (2) |   |

----

|                                                                                                                                                                        |
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                                             |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 7.2 |  |   | 11.6 |  |   |   |
| Ivy Hill Asset Management, L.P. (8)(10)                                                                                                                                |   | Asset management services |   | Member interest (100.00% interest) |   |   |   | 6/15/2009 |   | 244.0 |  |   | 296.4 |  |   |   |
| Javlin Three LLC, Javlin Four LLC, and Javlin Five LLC (10)                                                                                                            |   | Asset-backed financial services company |   | First lien senior secured loan ($20.2 par due 6/2017) |   | 11.24% (Libor + 10.00%/Q) |   | 6/24/2014 |   | 20.2 |  |   | 17.2 |  | (2) |   |
| LS DE LLC and LM LSQ Investors LLC (10)                                                                                                                                |   | Asset based lender |   | Senior subordinated loan ($3.0 par due 6/2021) |   | 10.5% |   | 6/15/2017 |   | 3.0 |  |   | 3.0 |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Senior subordinated loan ($27.0 par due 6/2021) |   | 10.5% |   | 6/25/2015 |   | 27.0 |  |   | 27.0 |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Membership units (3,275,000 units) |   |   |   | 6/25/2015 |   | 3.3 |  |   | 3.8 |  |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 33.3 |  |   | 33.8 |  |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 446.0 |  |   | 489.7 |  |   | 6.97 | % |
| Education                                                                                                                                                              |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Campus Management Acquisition Corp. (7)                                                                                                                                |   | Education software developer |   | Preferred stock (485,159 shares) |   |   |   | 2/8/2008 |   | 10.5 |  |   | 7.4 |  | (2) |   |
| Excelligence Holdings Corp.                                                                                                                                            |   | Developer, manufacturer and retailer of educational products |   | First lien senior secured loan ($10.0 par due 4/2023) |   | 7.24% (Libor + 6.00%/Q) |   | 4/17/2017 |   | 10.0 |  |   | 9.7 |  | (4)(16) |   |
| Flinn Scientific, Inc. and WCI-Quantum Holdings, Inc.                                                                                                                  |   | Distributor of instructional products, services and resources |   | First lien senior secured loan ($1.0 par due 10/2020) |   | 5.99% (Libor + 5.00%/Q) |   | 7/26/2017 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($40.4 par due 10/2020) |   | 6.42% (Libor + 5.00%/Q) |   | 7/26/2017 |   | 40.4 |  |   | 40.4 |  | (2)(16) |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($34.3 par due 10/2020) |   | 6.50% (Libor + 5.00%/Q) |   | 7/26/2017 |   | 34.3 |  |   | 34.3 |  | (2)(16) |   |
|                                                                                                                                                                   |   |   |   | Series A preferred stock (1,272 shares) |   |   |   | 10/24/2014 |   | 1.0 |  |   | 1.1 |  | (2) |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 76.7 |  |   | 76.8 |  |   |   |
| Frontline Technologies Group Holding LLC, Frontline Technologies Blocker Buyer, Inc., Frontline Technologies Holdings, LLC and Frontline Technologies Parent, LLC (20) |   | Provider of human capital management (“HCM”) and SaaS-based software solutions to employees and administrators of K-12 school organizations |   | First lien senior secured loan ($60.3 par due 9/2023) |   | 7.82% (Libor + 6.50%/Q) |   | 9/19/2017 |   | 59.4 |  |   | 59.4 |  | (2)(16) |   |
|                                                                                                                                                                   |   |   |   | Class A preferred units (4,574 units) |   |   |   | 9/18/2017 |   | 4.6 |  |   | 4.5 |  |   |   |
|                                                                                                                                                                   |   |   |   | Class B units (499,050 units) |   |   |   | 9/18/2017 |   | — |  |   | — |  |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 64.0 |  |   | 63.9 |  |   |   |
| Infilaw Holding, LLC (20)                                                                                                                                              |   | Operator of for-profit law schools |   | First lien senior secured revolving loan ($4.5 par due 2/2018) |   |   |   | 8/25/2011 |   | 4.5 |  |   | 1.0 |  | (2)(15)(19) |   |
|                                                                                                                                                                   |   |   |   | Series A preferred units (1.25 units) |   |   |   | 8/25/2011 |   | 128.1 |  |   | — |  | (2)(15) |   |
|                                                                                                                                                                   |   |   |   | Series A-1 preferred units (0.03 units) |   |   |   | 7/29/2016 |   | 2.5 |  |   | — |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Series B preferred units (0.39 units) |   |   |   | 10/19/2012 |   | 9.2 |  |   | — |  | (2) |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 144.3 |  |   | 1.0 |  |   |   |
| Instituto de Banca y Comercio, Inc. & Leeds IV Advisors, Inc. (20)                                                                                                 |   | Private school operator |   | First lien senior secured revolving loan ($11.5 par due 5/2018) |   | 12.25% (Base Rate + 8.00%/Q) |   | 5/18/2017 |   | 11.5 |  |   | 11.5 |  | (2)(16) |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($3.1 par due 12/2018) |   | 10.50% (Libor + 9.00%/Q) |   | 10/31/2015 |   | 3.1 |  |   | 3.1 |  | (2)(16) |   |
|                                                                                                                                                                   |   |   |   | Series B preferred stock (1,750,000 shares) |   |   |   | 8/5/2010 |   | 5.0 |  |   | — |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Series C preferred stock (2,512,586 shares) |   |   |   | 6/7/2010 |   | 0.7 |  |   | — |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Senior preferred series A-1 shares (163,902 shares) |   |   |   | 10/31/2015 |   | 119.4 |  |   | 32.0 |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Common stock (16 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |
|                                                                                                                                                                   |   |   |   | Common stock (4 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 139.7 |  |   | 46.6 |  |   |   |

----

|                                                                                |
|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Lakeland Tours, LLC (20)                                                       |   | Educational travel provider |   | First lien senior secured revolving loan ($7.1 par due 2/2022) |   | 6.07% (Libor + 4.75%/Q) |   | 2/10/2016 |   | 7.1 |  |   | 7.1 |  | (2)(16)(19) |   |
|                                                                           |   |   |   | First lien senior secured loan ($4.9 par due 2/2022) |   | 6.05% (Libor + 4.75%/Q) |   | 2/10/2016 |   | 4.9 |  |   | 4.9 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($0.9 par due 2/2022) |   | 6.01% (Libor + 4.75%/Q) |   | 5/16/2017 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($0.6 par due 2/2022) |   | 10.73% (Libor + 9.47%/Q) |   | 5/16/2017 |   | 0.6 |  |   | 0.6 |  | (2)(16) |   |
|                                                                           |   |   |   | First lien senior secured loan ($31.7 par due 2/2022) |   | 10.73% (Libor + 9.47%/Q) |   | 2/10/2016 |   | 31.4 |  |   | 31.7 |  | (3)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 44.9 |  |   | 45.2 |  |   |   |
| Liaison Acquisition, LLC (20)                                                  |   | Provider of centralized applications services to educational associations |   | First lien senior secured revolving loan ($1.2 par due 2/2022) |   | 6.49% (Libor + 5.25%/Q) |   | 2/8/2017 |   | 1.2 |  |   | 1.2 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($15.0 par due 8/2023) |   | 10.49% (Libor + 9.25%/Q) |   | 2/9/2017 |   | 14.7 |  |   | 15.0 |  | (2)(16) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 15.9 |  |   | 16.2 |  |   |   |
| PIH Corporation and Primrose Holding Corporation (7)(20)                       |   | Franchisor of education-based early childhood centers |   | First lien senior secured revolving loan ($0.6 par due 12/2018) |   | 6.50% (Libor + 5.25%/Q) |   | 12/13/2013 |   | 0.6 |  |   | 0.6 |  | (2)(16) |   |
|                                                                           |   |   |   | Common stock (7,227 shares) |   |   |   | 1/3/2017 |   | 17.0 |  |   | 23.0 |  |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 17.6 |  |   | 23.6 |  |   |   |
| R3 Education Inc., Equinox EIC Partners LLC and Sierra Education Finance Corp. |   | Medical school operator |   | Preferred stock (1,977 shares) |   |   |   | 7/30/2008 |   | 0.5 |  |   | 0.5 |  | (2) |   |
|                                                                           |   |   |   | Common membership interest (15.76% interest) |   |   |   | 9/21/2007 |   | 15.8 |  |   | 35.3 |  | (2) |   |
|                                                                           |   |   |   | Warrant to purchase up to 27,890 shares (expires 11/2019) |   |   |   | 12/8/2009 |   | — |  |   | 0.1 |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 16.3 |  |   | 35.9 |  |   |   |
| Regent Education, Inc.                                                         |   | Provider of software solutions designed to optimize the financial aid and enrollment processes |   | First lien senior secured loan ($3.2 par due 1/2021) |   | 12.00% (Libor + 8.00% Cash, 2.00% PIK/M) |   | 7/1/2014 |   | 3.1 |  |   | 3.2 |  | (2) |   |
|                                                                           |   |   |   | First lien senior secured loan ($0.1 par due 1/2021) |   |   |   | 7/1/2014 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                           |   |   |   | Warrant to purchase up to 987 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |
|                                                                           |   |   |   | Warrant to purchase up to 5,393,194 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 3.2 |  |   | 3.3 |  |   |   |
| RuffaloCODY, LLC (20)                                                          |   | Provider of student fundraising and enrollment management services |   | First lien senior secured revolving loan |   | — |   | 5/29/2013 |   | — |  |   | — |  | (18) |   |
| Severin Acquisition, LLC (20)                                                  |   | Provider of student information system software solutions to the K-12 education market |   | Second lien senior secured loan ($38.7 par due 7/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 2/1/2017 |   | 37.9 |  |   | 38.7 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($3.1 par due 7/2022) |   | 10.24% (Libor + 9.00%/Q) |   | 1/3/2017 |   | 3.1 |  |   | 3.1 |  | (16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($3.1 par due 7/2022) |   | 10.24% (Libor + 9.00%/Q) |   | 10/142016 |   | 3.1 |  |   | 3.1 |  | (16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($5.5 par due 7/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 1/3/2017 |   | 5.5 |  |   | 5.5 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($4.2 par due 7/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 10/28/2015 |   | 4.1 |  |   | 4.2 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($20.0 par due 7/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 1/3/2017 |   | 20.0 |  |   | 20.0 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($15.0 par due 7/2022) |   | 9.99% (Libor + 8.75%/Q) |   | 7/31/2015 |   | 14.8 |  |   | 15.0 |  | (2)(16) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($4.4 par due 7/2022) |   | 10.49% (Libor + 9.25%/Q) |   | 1/3/2017 |   | 4.4 |  |   | 4.4 |  | (2)(16) |   |

----

|                                                                                       |
|---------------------------------------------------------------------------------------|
|                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                            |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                                  |   |   |   | Second lien senior secured loan ($3.3 par due 7/2022) |   | 10.49% (Libor + 9.25%/Q) |   | 2/1/2016 |   | 3.2 |  |   | 3.3 |  | (2)(16) |   |
|                                                                                  |   |   |   | Second lien senior secured loan ($2.8 par due 7/2022) |   | 10.49% (Libor + 9.25%/Q) |   | 1/3/2017 |   | 2.8 |  |   | 2.8 |  | (16) |   |
|                                                                                  |   |   |   | Second lien senior secured loan ($2.8 par due 7/2022) |   | 10.49% (Libor + 9.25%/Q) |   | 8/8/2016 |   | 2.8 |  |   | 2.8 |  | (16) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 101.7 |  |   | 103.0 |  |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 644.8 |  |   | 432.6 |  |   | 6.15 | % |
| Power Generation                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Alphabet Energy, Inc.                                                                 |   | Technology developer to convert waste-heat into electricity |   | First lien senior secured loan ($3.4 par due 8/2017) |   |   |   | 12/16/2013 |   | 3.3 |  |   | 0.7 |  | (2)(15) |   |
|                                                                                  |   |   |   | Series 1B preferred stock (12,976 shares) |   |   |   | 6/21/2016 |   | 0.2 |  |   | — |  | (2) |   |
|                                                                                  |   |   |   | Warrant to purchase up to 125,000 shares of Series 2 preferred stock (expires 12/2023) |   |   |   | 6/30/2016 |   | 0.1 |  |   | — |  | (2) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 3.6 |  |   | 0.7 |  |   |   |
| CPV Maryland Holding Company II, LLC                                                  |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($45.0 par due 12/2020) |   | 5.00% Cash, 5.00% PIK |   | 8/8/2014 |   | 45.0 |  |   | 41.4 |  | (2) |   |
|                                                                                  |   |   |   | Warrant to purchase up to 4 units of common stock (expires 8/2018) |   |   |   | 8/8/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 45.0 |  |   | 41.4 |  |   |   |
| DESRI VI Management Holdings, LLC                                                     |   | Wind power generation facility operator |   | Senior subordinated loan ($13.9 par due 12/2021) |   | 10% |   | 12/24/2014 |   | 13.9 |  |   | 13.9 |  | (2) |   |
| Green Energy Partners, Stonewall LLC and Panda Stonewall Intermediate Holdings II LLC |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($25.0 par due 11/2021) |   | 6.83% (Libor + 5.50%/Q) |   | 11/13/2014 |   | 24.8 |  |   | 23.8 |  | (2)(16) |   |
|                                                                                  |   |   |   | Senior subordinated loan ($20.2 par due 12/2021) |   | 8.00% Cash, 5.25% PIK |   | 11/13/2014 |   | 20.2 |  |   | 19.2 |  | (2) |   |
|                                                                                  |   |   |   | Senior subordinated loan ($94.6 par due 12/2021) |   | 8.00% Cash, 5.25% PIK |   | 11/13/2014 |   | 94.6 |  |   | 89.8 |  | (2) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 139.6 |  |   | 132.8 |  |   |   |
| Joule Unlimited Technologies, Inc. and Stichting Joule Global Foundation              |   | Renewable fuel and chemical production developer |   | First lien senior secured loan ($8.5 par due 10/2018) |   |   |   | 3/31/2015 |   | 8.1 |  |   | 0.5 |  | (2)(15) |   |
|                                                                                  |   |   |   | Warrant to purchase up to 32,051 shares of Series C-2 preferred stock (expires 7/2023) |   |   |   | 7/25/2013 |   | — |  |   | — |  | (2)(9) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 8.1 |  |   | 0.5 |  |   |   |
| La Paloma Generating Company, LLC                                                     |   | Natural gas fired, combined cycle plant operator |   | Second lien senior secured loan ($10.0 par due 2/2020) |   |   |   | 2/20/2014 |   | 8.8 |  |   | — |  | (2)(15) |   |
| Moxie Patriot LLC                                                                     |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($34.0 par due 12/2020) |   | 7.08% (Libor + 5.75%/Q) |   | 12/19/2013 |   | 33.8 |  |   | 31.8 |  | (2)(16) |   |
| Panda Liberty LLC (fka Moxie Liberty LLC)                                             |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($5.0 par due 8/2020) |   | 7.83% (Libor + 6.50%/Q) |   | 5/8/2017 |   | 4.6 |  |   | 4.5 |  | (2)(16) |   |
|                                                                                  |   |   |   | First lien senior secured loan ($34.4 par due 8/2020) |   | 7.83% (Libor + 6.50%/Q) |   | 8/21/2013 |   | 34.3 |  |   | 30.8 |  | (2)(16) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 38.9 |  |   | 35.3 |  |   |   |
| Panda Temple Power II, LLC                                                            |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($19.6 par due 4/2019) |   | 7.33% (Libor + 6.00%/Q) |   | 4/3/2013 |   | 19.6 |  |   | 17.5 |  | (2)(16) |   |
| Panda Temple Power, LLC                                                               |   | Gas turbine power generation facilities operator |   | First lien senior secured revolving loan ($2.3 par due 4/2018) |   | 10.23% (Libor + 9.00%/Q) |   | 4/28/2017 |   | 2.3 |  |   | 2.3 |  | (2)(16) |   |
|                                                                                  |   |   |   | First lien senior secured loan ($24.8 par due 3/2022) |   |   |   | 3/6/2015 |   | 23.6 |  |   | 17.6 |  | (2)(15) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 25.9 |  |   | 19.9 |  |   |   |
| PERC Holdings 1 LLC                                                                   |   | Operator of recycled energy, combined heat and power, and energy efficiency facilities |   | Class B common units (21,653,543 units) |   |   |   | 10/20/2014 |   | 21.7 |  |   | 25.6 |  | (2) |   |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Riverview Power LLC                                                  |   | Operator of natural gas and oil fired power generation facilities |   | First lien senior secured loan ($99.3 par due 12/2022) |   | 9.33% (Libor + 8.00%/Q) |   | 12/29/2016 |   | 96.9 |  |   | 99.3 |  | (2)(16) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 455.8 |  |   | 418.7 |  |   | 5.96 | % |
| Automotive Services                                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| A.U.L. Corp. (20)                                                    |   | Provider of vehicle service contracts (“VSCs”) and limited warranties for passenger vehicles |   | First lien senior secured loan ($7.9 par due 6/2023) |   | 6.38% (Libor + 5.00%/Q) |   | 6/7/2017 |   | 7.9 |  |   | 7.7 |  | (2)(16) |   |
| AEP Holdings, Inc. and Arrowhead Holdco Company                      |   | Distributor of non-discretionary, mission-critical aftermarket replacement parts |   | First lien senior secured loan ($0.1 par due 8/2021) |   | 6.99% (Libor + 5.75%/Q) |   | 7/21/2017 |   | 0.1 |  |   | 0.1 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($3.0 par due 8/2021) |   | 7.03% (Libor + 5.75%/Q) |   | 7/21/2017 |   | 3.0 |  |   | 3.0 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($0.7 par due 8/2021) |   | 7.01% (Libor + 5.75%/Q) |   | 7/21/2017 |   | 0.7 |  |   | 0.7 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($0.8 par due 8/2021) |   | 7.05% (Libor + 5.75%/Q) |   | 7/21/2017 |   | 0.8 |  |   | 0.8 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($0.0 par due 8/2021) |   | 9.00% (Base Rate + 4.75%/Q) |   | 7/21/2017 |   | — |  |   | — |  | (2)(16) |   |
|                                                                 |   |   |   | Common stock (3,467 shares) |   |   |   | 8/31/2015 |   | 3.5 |  |   | 4.1 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 8.1 |  |   | 8.7 |  |   |   |
| ChargePoint, Inc.                                                    |   | Developer and operator of electric vehicle charging stations |   | Second lien senior secured loan ($20.0 par due 8/2020) |   | 10.05% (Libor + 8.75%/M) |   | 12/24/2014 |   | 19.6 |  |   | 20.0 |  | (2)(16) |   |
|                                                                 |   |   |   | Warrant to purchase up to 809,126 shares of Series E preferred stock (expires 12/2024) |   |   |   | 12/30/2014 |   | 0.3 |  |   | 2.1 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 19.9 |  |   | 22.1 |  |   |   |
| Dent Wizard International Corporation and DWH Equity Investors, L.P. |   | Automotive reconditioning services |   | Second lien senior secured loan ($50.0 par due 10/2020) |   | 9.99% (Libor + 8.75%/Q) |   | 4/7/2015 |   | 50.0 |  |   | 50.0 |  | (3)(16) |   |
|                                                                 |   |   |   | Class A common stock (10,000 shares) |   |   |   | 4/7/2015 |   | 0.2 |  |   | 0.5 |  | (2) |   |
|                                                                 |   |   |   | Class B common stock (20,000 shares) |   |   |   | 4/7/2015 |   | 0.4 |  |   | 1.0 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 50.6 |  |   | 51.5 |  |   |   |
| Eckler Industries, Inc. (20)                                         |   | Restoration parts and accessories provider for classic automobiles |   | First lien senior secured revolving loan ($2.0 par due 12/2017) |   | 9.25% (Base Rate + 5.00%/Q) |   | 7/12/2012 |   | 2.0 |  |   | 1.7 |  | (2)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($6.6 par due 12/2017) |   | 7.31% (Libor + 6.00%/Q) |   | 7/12/2012 |   | 6.6 |  |   | 5.5 |  | (3)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($0.6 par due 12/2017) |   | 7.28% (Libor + 6.00%/Q) |   | 7/12/2012 |   | 0.6 |  |   | 0.5 |  | (3)(16) |   |
|                                                                 |   |   |   | First lien senior secured loan ($23.7 par due 12/2017) |   | 7.31% (Libor + 6.00%/Q) |   | 7/12/2012 |   | 23.7 |  |   | 19.9 |  | (3)(16) |   |
|                                                                 |   |   |   | Series A preferred stock (1,800 shares) |   |   |   | 7/12/2012 |   | 1.8 |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Common stock (20,000 shares) |   |   |   | 7/12/2012 |   | 0.2 |  |   | — |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 34.9 |  |   | 27.6 |  |   |   |
| EcoMotors, Inc.                                                      |   | Engine developer |   | First lien senior secured loan ($9.8 par due 3/2018) |   |   |   | 9/1/2015 |   | 9.5 |  |   | 0.5 |  | (2)(15) |   |
|                                                                 |   |   |   | Warrant to purchase up to 321,888 shares of Series C preferred stock (expires 12/2022) |   |   |   | 12/28/2012 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Warrant to purchase up to 70,000 shares of Series C preferred stock (expires 2/2025) |   |   |   | 2/24/2015 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 9.5 |  |   | 0.5 |  |   |   |
| ESCP PPG Holdings, LLC (7)                                           |   | Distributor of new equipment and aftermarket parts to the heavy-duty truck industry |   | Class A units (3,500,000 units) |   |   |   | 12/14/2016 |   | 3.5 |  |   | 2.6 |  | (2) |   |

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|                                                                                         |
|-----------------------------------------------------------------------------------------|
|                                                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                              |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Mavis Tire Supply LLC                                                                   |   | Auto parts retailer |   | First lien senior secured loan ($38.6 par due 10/2020) |   | 6.49% (Libor + 5.25%/Q) |   | 7/26/2017 |   | 38.6 |  |   | 38.6 |  | (2)(16) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($179.4 par due 10/2020) |   | 6.49% (Libor + 5.25%/Q) |   | 7/26/2017 |   | 179.4 |  |   | 179.4 |  | (2)(16) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 218.0 |  |   | 218.0 |  |   |   |
| Simpson Performance Products, Inc.                                                      |   | Provider of motorsports safety equipment |   | First lien senior secured loan ($10.0 par due 2/2020) |   | 8.52% (Libor + 7.52%/Q) |   | 2/20/2015 |   | 10.0 |  |   | 10.0 |  | (2)(16) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($18.3 par due 2/2020) |   | 8.52% (Libor + 7.52%/Q) |   | 2/20/2015 |   | 18.3 |  |   | 18.3 |  | (3)(16) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 28.3 |  |   | 28.3 |  |   |   |
| SK SPV IV, LLC                                                                          |   | Collision repair site operators |   | Series A common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 3.1 |  | (2) |   |
|                                                                                    |   |   |   | Series B common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 3.1 |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 1.2 |  |   | 6.2 |  |   |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 381.9 |  |   | 373.2 |  |   | 5.31 | % |
| Restaurants and Food Services                                                           |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. (8)(20) |   | Restaurant owner and operator |   | First lien senior secured loan ($46.5 par due 12/2018) |   |   |   | 11/27/2006 |   | 39.9 |  |   | 11.0 |  | (2)(15) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($3.5 par due 12/2018) |   | 19.31% PIK (Libor + 18.00%/Q) |   | 12/22/2016 |   | 3.5 |  |   | 3.5 |  | (2)(16) |   |
|                                                                                    |   |   |   | Promissory note ($28.4 par due 12/2023) |   |   |   | 11/27/2006 |   | 13.8 |  |   | — |  | (2) |   |
|                                                                                    |   |   |   | Warrant to purchase up to 0.95 units of Series D common stock (expires 12/2023) |   |   |   | 12/18/2013 |   | — |  |   | — |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 57.2 |  |   | 14.5 |  |   |   |
| Benihana, Inc. (20)                                                                     |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($0.8 par due 7/2018) |   | 8.30% (Libor + 7.00%/Q) |   | 8/21/2012 |   | 0.8 |  |   | 0.8 |  | (2)(16)(19) |   |
|                                                                                    |   |   |   | First lien senior secured revolving loan ($1.8 par due 7/2018) |   | 10.00% (Base Rate + 5.75%/Q) |   | 8/21/2012 |   | 1.8 |  |   | 1.7 |  | (2)(16)(19) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($0.3 par due 1/2019) |   | 8.32% (Libor + 7.00%/Q) |   | 12/28/2016 |   | 0.3 |  |   | 0.3 |  | (2)(16) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($4.7 par due 1/2019) |   | 8.32% (Libor + 7.00%/Q) |   | 8/21/2012 |   | 4.7 |  |   | 4.6 |  | (4)(16) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($0.0 par due 1/2019) |   | 8.25% (Libor + 7.00%/Q) |   | 12/28/2016 |   | — |  |   | — |  | (2)(16) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($0.0 par due 1/2019) |   | 8.25% (Libor + 7.00%/Q) |   | 8/21/2012 |   | — |  |   | — |  | (4)(16) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 7.6 |  |   | 7.4 |  |   |   |
| Cozzini Bros., Inc. and BH-Sharp Holdings LP (20)                                       |   | Provider of commercial knife sharpening and cutlery services in the restaurant industry |   | First lien senior secured loan ($19.3 par due 3/2023) |   | 6.74% (Libor + 5.50%/Q) |   | 3/10/2017 |   | 19.3 |  |   | 19.1 |  | (4)(16) |   |
|                                                                                    |   |   |   | Common units (2,950,000 units) |   |   |   | 3/10/2017 |   | 3.0 |  |   | 2.8 |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 22.3 |  |   | 21.9 |  |   |   |
| FWR Holding Corporation (20)                                                            |   | Restaurant owner, operator, and franchisor |   | First lien senior secured revolving loan ($0.3 par due 8/2023) |   | 7.32% (Libor + 6.00%/Q) |   | 8/21/2017 |   | 0.3 |  |   | 0.3 |  | (2)(16) |   |
|                                                                                    |   |   |   | First lien senior secured revolving loan ($0.3 par due 8/2023) |   | 7.24% (Libor + 6.00%/Q) |   | 8/21/2017 |   | 0.3 |  |   | 0.3 |  | (2)(16) |   |
|                                                                                    |   |   |   | First lien senior secured revolving loan ($4.1 par due 8/2023) |   | 7.48% (Libor + 6.00%/Q) |   | 8/21/2017 |   | 4.1 |  |   | 4.1 |  | (2)(16) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 4.7 |  |   | 4.7 |  |   |   |
| Garden Fresh Restaurant Corp. and GFRC Holdings LLC (8)(20)                             |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($1.0 par due 2/2022) |   | 10.50% (Libor + 9.00%/Q) |   | 4/26/2017 |   | 1.0 |  |   | 1.0 |  | (2)(16)(19) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($24.9 par due 2/2022) |   | 10.50% (Libor + 9.00%/Q) |   | 10/3/2013 |   | 24.9 |  |   | 24.9 |  | (2)(16) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 25.9 |  |   | 25.9 |  |   |   |

----

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                  |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Global Franchise Group, LLC (20)                            |   | Worldwide franchisor of quick service restaurants |   | First lien senior secured loan ($8.7 par due 12/2019) |   | 7.07% (Libor + 5.75%/Q) |   | 9/15/2017 |   | 8.7 |  |   | 8.6 |  | (2)(16) |   |
| Heritage Food Service Group, Inc. and WCI-HFG Holdings, LLC |   | Distributor of repair and replacement parts for commercial kitchen equipment |   | Second lien senior secured loan ($31.6 par due 10/2022) |   | 9.77% (Libor + 8.50%/Q) |   | 10/20/2015 |   | 31.6 |  |   | 31.6 |  | (2)(16) |   |
|                                                        |   |   |   | Preferred units (3,000,000 units) |   |   |   | 10/20/2015 |   | 3.0 |  |   | 3.5 |  | (2) |   |
|                                                        |   |   |   |   |   |   |   |   |   | 34.6 |  |   | 35.1 |  |   |   |
| Hojeij Branded Foods, LLC (20)                              |   | Leading operator of airport concessions across the U.S. |   | First lien senior secured loan ($6.3 par due 7/2022) |   | 7.33% (Libor + 6.00%/Q) |   | 7/20/2017 |   | 6.2 |  |   | 6.2 |  | (2)(16) |   |
| Jim N Nicks Management, LLC (20)                            |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($1.2 par due 7/2023) |   | 6.55% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 1.2 |  |   | 1.2 |  | (2)(16) |   |
|                                                        |   |   |   | First lien senior secured revolving loan ($0.5 par due 7/2023) |   | 6.56% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
|                                                        |   |   |   | First lien senior secured loan ($0.6 par due 7/2023) |   | 6.56% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 0.6 |  |   | 0.6 |  | (2)(16) |   |
|                                                        |   |   |   | First lien senior secured loan ($14.1 par due 7/2023) |   | 6.55% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 14.1 |  |   | 13.8 |  | (2)(16) |   |
|                                                        |   |   |   |   |   |   |   |   |   | 16.4 |  |   | 16.1 |  |   |   |
| Orion Foods, LLC (8)                                        |   | Convenience food service retailer |   | First lien senior secured loan ($1.2 par due 9/2015) |   |   |   | 4/1/2010 |   | 1.2 |  |   | 0.5 |  | (2)(15) |   |
|                                                        |   |   |   | Second lien senior secured loan ($19.4 par due 9/2015) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (2)(15) |   |
|                                                        |   |   |   | Preferred units (10,000 units) |   |   |   | 10/28/2010 |   | — |  |   | — |  | (2) |   |
|                                                        |   |   |   | Class A common units (25,001 units) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (2) |   |
|                                                        |   |   |   | Class B common units (1,122,452 units) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (2) |   |
|                                                        |   |   |   |   |   |   |   |   |   | 1.2 |  |   | 0.5 |  |   |   |
| OTG Management, LLC (20)                                    |   | Airport restaurant operator |   | First lien senior secured loan ($6.5 par due 8/2021) |   | 9.77% (Libor + 8.50%/Q) |   | 8/26/2016 |   | 6.5 |  |   | 6.5 |  | (2)(16) |   |
|                                                        |   |   |   | First lien senior secured loan ($0.9 par due 8/2021) |   | 9.81% (Libor + 8.50%/Q) |   | 8/26/2016 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
|                                                        |   |   |   | First lien senior secured loan ($97.8 par due 8/2021) |   | 9.77% (Libor + 8.50%/Q) |   | 8/26/2016 |   | 97.8 |  |   | 97.8 |  | (3)(16) |   |
|                                                        |   |   |   | Senior subordinated loan ($24.2 par due 2/2022) |   | 17.5% |   | 8/26/2016 |   | 24.1 |  |   | 24.2 |  | (2) |   |
|                                                        |   |   |   | Class A preferred units (3,417,123 units) |   |   |   | 8/26/2016 |   | 30.0 |  |   | 33.6 |  | (2) |   |
|                                                        |   |   |   | Common units (3,000,000 units) |   |   |   | 1/5/2011 |   | 3.0 |  |   | 9.3 |  | (2) |   |
|                                                        |   |   |   | Warrant to purchase up to 7.73% of common units (expires 6/2018) |   |   |   | 6/19/2008 |   | 0.1 |  |   | 20.4 |  | (2) |   |
|                                                        |   |   |   | Warrant to purchase 0.60% of the common units deemed outstanding (expires 12/2018) |   |   |   | 8/29/2016 |   | — |  |   | — |  | (2) |   |
|                                                        |   |   |   |   |   |   |   |   |   | 162.4 |  |   | 192.7 |  |   |   |
| Restaurant Holding Company, LLC                             |   | Fast food restaurant operator |   | First lien senior secured loan ($33.6 par due 2/2019) |   | 8.99% (Libor + 7.75%/Q) |   | 3/13/2014 |   | 33.5 |  |   | 30.2 |  | (3)(16) |   |
| Restaurant Technologies, Inc. (20)                          |   | Provider of bulk cooking oil management services to the restaurant and fast food service industries |   | First lien senior secured revolving loan ($0.4 par due 11/2021) |   | 5.98% (Libor + 4.75%/Q) |   | 11/23/2016 |   | 0.4 |  |   | 0.4 |  | (2)(16)(19) |   |
|                                                        |   |   |   | First lien senior secured revolving loan ($0.5 par due 11/2021) |   | 8.00% (Base Rate + 3.75%/Q) |   | 11/23/2016 |   | 0.5 |  |   | 0.5 |  | (2)(16)(19) |   |
|                                                        |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 0.9 |  |   |   |
| SFE Intermediate Holdco LLC (20)                            |   | Provider of outsourced foodservice to K-12 school districts |   | First lien senior secured loan ($6.8 par due 7/2023) |   | 6.31% (Libor + 5.00%/Q) |   | 7/31/2017 |   | 6.8 |  |   | 6.7 |  | (2)(16) |   |
|                                                        |   |   |   |   |   |   |   |   |   | 388.4 |  |   | 371.4 |  |   | 5.28 | % |
| Wholesale Distribution                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |

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|                                                                                               |
|-----------------------------------------------------------------------------------------------|
|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| DFS Holding Company, Inc.                                                                     |   | Distributor of maintenance, repair, and operations parts, supplies, and equipment to the foodservice industry |   | First lien senior secured loan ($4.7 par due 2/2022) |   | 6.33% (Libor + 5.00%/Q) |   | 3/1/2017 |   | 4.7 |  |   | 4.7 |  | (2)(16) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($189.2 par due 2/2022) |   | 6.83% (Libor + 5.50%/Q) |   | 7/26/2017 |   | 189.2 |  |   | 189.2 |  | (2)(16) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 193.9 |  |   | 193.9 |  |   |   |
| Flow Solutions Holdings, Inc.                                                                 |   | Distributor of high value fluid handling, filtration and flow control products |   | Second lien senior secured loan ($6.0 par due 10/2018) |   | 10.31% (Libor + 9.00%/Q) |   | 12/16/2014 |   | 6.0 |  |   | 6.0 |  | (2)(16) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($29.5 par due 10/2018) |   | 10.31% (Libor + 9.00%/Q) |   | 12/16/2014 |   | 29.5 |  |   | 29.5 |  | (2)(16) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 35.5 |  |   | 35.5 |  |   |   |
| KHC Holdings, Inc. and Kele Holdco, Inc. (20)                                                 |   | Catalog-based distribution services provider for building automation systems |   | First lien senior secured revolving loan ($0.9 par due 10/2020) |   | 5.49% (Libor + 4.25%/Q) |   | 1/3/2017 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |
|                                                                                          |   |   |   | First lien senior secured revolving loan ($0.5 par due 10/2020) |   | 7.50% (Base Rate + 3.25%/Q) |   | 1/3/2017 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($69.2 par due 10/2022) |   | 7.33% (Libor + 6.00%/Q) |   | 1/3/2017 |   | 69.2 |  |   | 69.2 |  | (3)(16) |   |
|                                                                                          |   |   |   | Common stock (30,000 shares) |   |   |   | 1/3/2017 |   | 3.1 |  |   | 2.6 |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 73.7 |  |   | 73.2 |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 303.1 |  |   | 302.6 |  |   | 4.31 | % |
| Containers and Packaging                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| GS Pretium Holdings, Inc.                                                                     |   | Manufacturer and supplier of high performance plastic containers |   | Common stock (500,000 shares) |   |   |   | 6/2/2014 |   | 0.5 |  |   | 0.7 |  | (2) |   |
| ICSH Parent, Inc. and Vulcan Container Services Holdings, Inc. (20)                           |   | Industrial container manufacturer, reconditioner and servicer |   | Second lien senior secured loan ($63.6 par due 4/2025) |   | 9.31% (Libor + 8.00%/Q) |   | 4/28/2017 |   | 62.9 |  |   | 63.6 |  | (2)(16) |   |
|                                                                                          |   |   |   | Series A common stock (24,900 shares) |   |   |   | 4/28/2017 |   | 2.5 |  |   | 2.7 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 65.4 |  |   | 66.3 |  |   |   |
| LBP Intermediate Holdings LLC (20)                                                            |   | Manufacturer of paper and corrugated foodservice packaging |   | First lien senior secured revolving loan |   | — |   | 7/10/2015 |   | — |  |   | — |  | (18) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($11.9 par due 7/2020) |   | 6.83% (Libor + 5.50%/Q) |   | 7/10/2015 |   | 11.8 |  |   | 11.9 |  | (3)(16) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($5.0 par due 7/2020) |   | 6.83% (Libor + 5.50%/Q) |   | 7/10/2015 |   | 5.0 |  |   | 5.0 |  | (4)(16) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 16.8 |  |   | 16.9 |  |   |   |
| Microstar Logistics LLC, Microstar Global Asset Management LLC, and MStar Holding Corporation |   | Keg management solutions provider |   | Second lien senior secured loan ($78.5 par due 12/2018) |   | 8.74% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 78.5 |  |   | 78.5 |  | (2)(16) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($54.0 par due 12/2018) |   | 8.74% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 54.0 |  |   | 54.0 |  | (3)(16) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($10.0 par due 12/2018) |   | 8.74% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 10.0 |  |   | 10.0 |  | (4)(16) |   |
|                                                                                          |   |   |   | Common stock (50,000 shares) |   |   |   | 12/14/2012 |   | 4.0 |  |   | 7.3 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 146.5 |  |   | 149.8 |  |   |   |
| NSI Holdings, Inc.                                                                            |   | Manufacturer of plastic containers for the wholesale nursery industry |   | Series A preferred stock (2,192 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                                          |   |   |   | Warrant to purchase up to 648 shares of common stock (expires 11/2017) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |
| Ranpak Corp.                                                                                  |   | Manufacturer and marketer of paper-based protective packaging systems and materials |   | Second lien senior secured loan ($15.4 par due 10/2022) |   | 8.48% (Libor + 7.25%/Q) |   | 1/3/2017 |   | 14.8 |  |   | 15.2 |  | (2)(16) |   |

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|                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                           |   |   |   |   |   |   |   |   |   | 244.0 |  |   | 248.9 |  |   | 3.54 | % |
| Oil and Gas                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Lonestar Prospects, Ltd. (20)                                  |   | Sand based proppant producer and distributor to the oil and natural gas industry |   | First lien senior secured loan ($15.1 par due 3/2021) |   | 9.32% (Libor + 8.00%/Q) |   | 3/1/2017 |   | 15.1 |  |   | 15.1 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($75.3 par due 3/2021) |   | 9.32% (Libor + 8.00%/Q) |   | 3/1/2017 |   | 75.3 |  |   | 75.3 |  | (3)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 90.4 |  |   | 90.4 |  |   |   |
| Moss Creek Resources, LLC                                      |   | Exploration and production company |   | Senior subordinated loan ($30.0 par due 4/2022) |   | 9.50% (Libor + 8.00%/Q) |   | 5/5/2017 |   | 29.7 |  |   | 30.0 |  | (2)(16) |   |
| Penn Virginia Holding Corp.                                    |   | Exploration and production company |   | Second lien senior secured loan ($90.1 par due 9/2022) |   | 8.34% (Libor + 7.00%/Q) |   | 9/29/2017 |   | 90.1 |  |   | 88.3 |  | (2)(16) |   |
| Petroflow Energy Corporation and TexOak Petro Holdings LLC (7) |   | Oil and gas exploration and production company |   | First lien senior secured loan ($12.6 par due 6/2019) |   | 3.24% (Libor + 2.00%/Q) |   | 6/29/2016 |   | 11.7 |  |   | 11.9 |  | (2)(16) |   |
|                                                           |   |   |   | Second lien senior secured loan ($24.1 par due 12/2019) |   |   |   | 6/29/2016 |   | 21.9 |  |   | — |  | (2)(15) |   |
|                                                           |   |   |   | Common units (202,000 units) |   |   |   | 6/29/2016 |   | 11.1 |  |   | — |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 44.7 |  |   | 11.9 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 254.9 |  |   | 220.6 |  |   | 3.14 | % |
| Environmental Services                                         |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| MPH Energy Holdings, LP                                        |   | Operator of municipal recycling facilities |   | Limited partnership interest (3.13% interest) |   |   |   | 1/8/2014 |   | — |  |   | — |  | (2) |   |
| Pegasus Community Energy, LLC                                  |   | Operator of municipal recycling facilities |   | Preferred stock (1,000 shares) |   |   |   | 3/1/2011 |   | 8.8 |  |   | — |  | (2) |   |
| Soil Safe, Inc. and Soil Safe Acquisition Corp. (8)(20)        |   | Provider of soil treatment, recycling and placement services |   | First lien senior secured revolving loan |   | — |   | 1/3/2017 |   | — |  |   | — |  | (18) |   |
|                                                           |   |   |   | First lien senior secured loan ($23.0 par due 1/2020) |   | 8.00% (Libor + 6.25%/Q) |   | 1/3/2017 |   | 23.0 |  |   | 23.0 |  | (2)(16) |   |
|                                                           |   |   |   | Second lien senior secured loan ($12.7 par due 6/2020) |   | 10.75% (Libor + 7.75%/Q) |   | 1/3/2017 |   | 12.7 |  |   | 12.7 |  | (2)(16) |   |
|                                                           |   |   |   | Senior subordinated loan ($35.3 par due 12/2020) |   | 16.5% |   | 1/3/2017 |   | 35.3 |  |   | 35.3 |  | (2) |   |
|                                                           |   |   |   | Senior subordinated loan ($30.4 par due 12/2020) |   | 14.5% |   | 1/3/2017 |   | 30.4 |  |   | 30.4 |  | (2) |   |
|                                                           |   |   |   | Senior subordinated loan ($0.0 par due 12/2020) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (15) |   |
|                                                           |   |   |   | Senior subordinated loan ($29.2 par due 12/2020) |   |   |   | 1/3/2017 |   | 11.5 |  |   | 1.4 |  | (15) |   |
|                                                           |   |   |   | Common stock (810 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 112.9 |  |   | 102.8 |  |   |   |
| Storm UK Holdco Limited and Storm US Holdco Inc. (20)          |   | Provider of water infrastructure software solutions for municipalities / utilities and engineering consulting firms |   | First lien senior secured revolving loan ($0.2 par due 5/2022) |   | 8.75% (Base Rate + 4.50%/Q) |   | 5/5/2017 |   | 0.2 |  |   | 0.2 |  | (2)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($4.6 par due 5/2023) |   | 6.56% (Libor + 5.25%/Q) |   | 5/5/2017 |   | 4.6 |  |   | 4.5 |  | (2)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 4.8 |  |   | 4.7 |  |   |   |
| Waste Pro USA, Inc                                             |   | Waste management services |   | Second lien senior secured loan ($75.4 par due 10/2020) |   | 8.74% (Libor + 7.50%/Q) |   | 10/15/2014 |   | 75.4 |  |   | 75.4 |  | (3)(16) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 201.9 |  |   | 182.9 |  |   | 2.60 | % |
| Aerospace and Defense                                          |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Cadence Aerospace, LLC                                         |   | Aerospace precision components manufacturer |   | First lien senior secured loan ($4.0 par due 5/2018) |   | 7.56% (Libor + 6.25%/Q) |   | 5/15/2012 |   | 4.0 |  |   | 4.0 |  | (4)(16) |   |
|                                                           |   |   |   | First lien senior secured loan ($0.0 par due 5/2018) |   | 9.50% (Base Rate + 5.25%/Q) |   | 5/15/2012 |   | — |  |   | — |  | (4)(16) |   |
|                                                           |   |   |   | Second lien senior secured loan ($5.3 par due 5/2019) |   | 20.00% PIK |   | 4/17/2017 |   | 5.3 |  |   | 5.3 |  | (2) |   |
|                                                           |   |   |   | Second lien senior secured loan ($79.7 par due 5/2019) |   | 11.55% (Libor + 10.25%/Q) |   | 5/10/2012 |   | 79.7 |  |   | 79.7 |  | (2)(16) |   |

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|---------------------------------------------------------|
|                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                              |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                    |   |   |   |   |   |   |   |   |   | 89.0 |  |   | 89.0 |  |   |   |
| Jazz Acquisition, Inc.                                  |   | Designer and distributor of aftermarket replacement components to the commercial airlines industry |   | Second lien senior secured loan ($25.0 par due 6/2022) |   | 8.08% (Libor + 6.75%/Q) |   | 1/3/2017 |   | 19.7 |  |   | 22.5 |  | (2)(16) |   |
|                                                    |   |   |   |   |   |   |   |   |   | 108.7 |  |   | 111.5 |  |   | 1.59 | % |
| Printing, Publishing and Media                          |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Connoisseur Media, LLC                                  |   | Owner and operator of radio stations |   | First lien senior secured loan ($22.4 par due 6/2019) |   | 7.68% (Libor + 6.38%/Q) |   | 7/26/2017 |   | 22.4 |  |   | 22.2 |  | (2)(16) |   |
|                                                    |   |   |   | First lien senior secured loan ($61.2 par due 6/2019) |   | 7.42% (Libor + 6.38%/Q) |   | 7/26/2017 |   | 61.2 |  |   | 60.6 |  | (2)(16) |   |
|                                                    |   |   |   |   |   |   |   |   |   | 83.6 |  |   | 82.8 |  |   |   |
| Earthcolor Group, LLC                                   |   | Printing management services |   | Limited liability company interests (9.30%) |   |   |   | 5/18/2012 |   | — |  | — |  | — |  |   |   |
| EDS Group (8)(9)                                        |   | Provider of print and digital services |   | Common stock (2,432,750 shares) |   |   |   | 1/3/2017 |   | — |  |   | 2.8 |  |   |   |
| Roark-Money Mailer LLC                                  |   | Marketer, advertiser and distributor of coupons in the mail industry |   | Membership units (35,000 units) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| The Teaching Company Holdings, Inc.                     |   | Education publications provider |   | Preferred stock (10,663 shares) |   |   |   | 9/29/2006 |   | 1.1 |  |   | 2.4 |  | (2) |   |
|                                                    |   |   |   | Common stock (15,393 shares) |   |   |   | 9/29/2006 |   | — |  |   | — |  | (2) |   |
|                                                    |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 2.4 |  |   |   |
|                                                    |   |   |   |   |   |   |   |   |   | 84.7 |  |   | 88.0 |  |   | 1.25 | % |
| Chemicals                                               |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AMZ Holding Corp. (20)                                  |   | Specialty chemicals manufacturer |   | First lien senior secured loan ($0.1 par due 6/2022) |   | 8.25% (Base Rate + 4.00%/Q) |   | 6/27/2017 |   | 0.1 |  |   | 0.1 |  | (2)(16) |   |
|                                                    |   |   |   | First lien senior secured loan ($12.2 par due 6/2022) |   | 6.24% (Libor + 5.00%/Q) |   | 6/27/2017 |   | 12.2 |  |   | 12.2 |  | (2)(16) |   |
|                                                    |   |   |   |   |   |   |   |   |   | 12.3 |  |   | 12.3 |  |   |   |
| Borchers Americas, Inc.                                 |   | Provider of performance enhancing coating additives |   | First lien senior secured loan ($5.0 par due 1/2024) |   | 6.08% (Libor + 4.75%/Q) |   | 1/12/2017 |   | 5.0 |  |   | 5.0 |  | (4)(16) |   |
| Genomatica, Inc.                                        |   | Developer of a biotechnology platform for the production of chemical products |   | Warrant to purchase 322,422 shares of Series D preferred stock (expires 3/2023) |   |   |   | 3/28/2013 |   | — |  |   | — |  | (2) |   |
| K2 Pure Solutions Nocal, L.P. (20)                      |   | Chemical producer |   | First lien senior secured revolving loan ($1.5 par due 2/2021) |   | 8.37% (Libor + 7.13%/Q) |   | 8/19/2013 |   | 1.5 |  |   | 1.5 |  | (2)(16) |   |
|                                                    |   |   |   | First lien senior secured loan ($40.0 par due 2/2021) |   | 11.20% (Libor + 9.96%/Q) |   | 8/19/2013 |   | 40.0 |  |   | 40.0 |  | (3)(16) |   |
|                                                    |   |   |   | First lien senior secured loan ($13.0 par due 2/2021) |   | 11.20% (Libor + 9.96%/Q) |   | 8/19/2013 |   | 13.0 |  |   | 13.0 |  | (4)(16) |   |
|                                                    |   |   |   |   |   |   |   |   |   | 54.5 |  |   | 54.5 |  |   |   |
| Kinestral Technologies, Inc.                            |   | Designer of adaptive, dynamic glass for the commercial and residential markets. |   | First lien senior secured loan ($5.0 par due 10/2018) |   | 9.05% (Libor + 7.75%/M) |   | 4/22/2014 |   | 5.0 |  |   | 5.0 |  | (2)(16) |   |
|                                                    |   |   |   | Warrant to purchase up to 325,000 shares of Series A preferred stock (expires 4/2024) |   |   |   | 4/22/2014 |   | 0.1 |  |   | 0.2 |  | (2) |   |
|                                                    |   |   |   | Warrant to purchase up to 131,883 shares of Series B preferred stock (expires 4/2025) |   |   |   | 4/9/2015 |   | — |  |   | — |  | (2) |   |
|                                                    |   |   |   |   |   |   |   |   |   | 5.1 |  |   | 5.2 |  |   |   |
|                                                    |   |   |   |   |   |   |   |   |   | 76.9 |  |   | 77.0 |  |   | 1.10 | % |
| Retail                                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Fashion Holding Luxembourg SCA (Modacin/Camaeiu) (8)(9) |   | Retailer of women's clothing |   | Preferred stock (241,776,675 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Galls, LLC (20)                                         |   | Distributor of public safety, private security and defense products in the United States |   | Second lien senior secured loan ($8.1 par due 8/2021) |   | 9.57% (Libor + 8.25%/Q) |   | 8/25/2017 |   | 8.1 |  |   | 8.1 |  | (2)(16) |   |

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|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                          |   |   |   | Second lien senior secured loan ($1.9 par due 8/2021) |   | 9.58% (Libor + 8.25%/Q) |   | 8/25/2017 |   | 1.9 |  |   | 1.9 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($14.3 par due 8/2021) |   | 9.58% (Libor + 8.25%/Q) |   | 1/3/2017 |   | 14.3 |  |   | 14.3 |  | (2)(16) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($26.0 par due 8/2021) |   | 9.58% (Libor + 8.25%/Q) |   | 1/3/2017 |   | 26.0 |  |   | 26.0 |  | (2)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 50.3 |  |   | 50.3 |  |   |   |
| Paper Source, Inc. and Pine Holdings, Inc. (20)                               |   | Retailer of fine and artisanal paper products |   | First lien senior secured revolving loan ($1.0 par due 9/2019) |   | 9.25% (Base Rate + 5.00%/Q) |   | 9/23/2013 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($9.6 par due 9/2018) |   | 7.55% (Libor + 6.25%/Q) |   | 9/23/2013 |   | 9.6 |  |   | 9.4 |  | (4)(16) |   |
|                                                                          |   |   |   | Class A common stock (36,364 shares) |   |   |   | 9/23/2013 |   | 6.0 |  |   | 3.6 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 16.6 |  |   | 14.0 |  |   |   |
| Things Remembered, Inc. and TRM Holdco Corp. (7)(20)                          |   | Personalized gifts retailer |   | First lien senior secured revolving loan ($0.4 par due 2/2019) |   | 9.31% (Libor + 8.00%/Q) |   | 8/30/2016 |   | 0.4 |  |   | 0.4 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured revolving loan ($0.6 par due 2/2019) |   | 9.32% (Libor + 8.00%/Q) |   | 8/30/2016 |   | 0.6 |  |   | 0.6 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured revolving loan ($0.6 par due 2/2019) |   | 11.25% (Base Rate + 7.00%/Q) |   | 8/30/2016 |   | 0.6 |  |   | 0.6 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($12.0 par due 3/2020) |   |   |   | 8/30/2016 |   | 10.5 |  |   | 1.9 |  | (2)(15) |   |
|                                                                          |   |   |   | Common stock (10,631,940 shares) |   |   |   | 8/30/2016 |   | 6.1 |  |   | — |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 18.2 |  |   | 3.5 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 85.1 |  |   | 67.8 |  |   | 0.96 | % |
| Health Clubs                                                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Athletic Club Holdings, Inc.                                                  |   | Premier health club operator |   | First lien senior secured loan ($35.0 par due 10/2020) |   | 9.74% (Libor + 8.50%/Q) |   | 10/11/2007 |   | 35.0 |  |   | 35.0 |  | (3)(16) |   |
| CFW Co-Invest, L.P., NCP Curves, L.P. and Curves International Holdings, Inc. |   | Health club franchisor |   | Limited partnership interest (4,152,165 shares) |   |   |   | 7/31/2012 |   | 4.2 |  |   | 5.9 |  | (2) |   |
|                                                                          |   |   |   | Common stock (1,680 shares) |   |   |   | 11/12/2014 |   | — |  |   | — |  | (2)(9) |   |
|                                                                          |   |   |   | Limited partnership interest (2,218,235 shares) |   |   |   | 7/31/2012 |   | 2.2 |  |   | 3.2 |  | (2)(9) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 6.4 |  |   | 9.1 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 41.4 |  |   | 44.1 |  |   | 0.63 | % |
| Farming and Agriculture                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| QC Supply, LLC (20)                                                           |   | Specialty distributor and solutions provider to the swine and poultry markets |   | First lien senior secured revolving loan ($4.0 par due 12/2021) |   | 7.24% (Libor + 6.00%/Q) |   | 12/29/2016 |   | 4.0 |  |   | 4.0 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($11.3 par due 12/2022) |   | 7.24% (Libor + 6.00%/Q) |   | 12/29/2016 |   | 11.3 |  |   | 11.3 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($14.9 par due 12/2022) |   | 7.24% (Libor + 6.00%/Q) |   | 12/29/2016 |   | 14.9 |  |   | 14.9 |  | (4)(16) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 30.2 |  |   | 30.2 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 30.2 |  |   | 30.2 |  |   | 0.43 | % |
| Hotel Services                                                                |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Pyramid Management Advisors, LLC and Pyramid Investors, LLC                   |   | Hotel Operator |   | First lien senior secured loan ($3.0 par due 7/2021) |   | 8.24% (Libor + 7.00%/Q) |   | 7/15/2016 |   | 3.0 |  |   | 3.0 |  | (2)(16) |   |
|                                                                          |   |   |   | First lien senior secured loan ($19.5 par due 7/2021) |   | 11.10% (Libor + 10.10%/Q) |   | 7/15/2016 |   | 19.5 |  |   | 19.3 |  | (3)(16) |   |
|                                                                          |   |   |   | Membership units (996,833 units) |   |   |   | 7/15/2016 |   | 1.0 |  |   | 0.7 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 23.5 |  |   | 23.0 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 23.5 |  |   | 23.0 |  |   | 0.33 | % |
| Computers and Electronics                                                     |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Everspin Technologies, Inc.                                                   |   | Designer and manufacturer of computer memory solutions |   | Warrant to purchase up to 18,461 shares of common stock (expires 10/2026) |   |   |   | 6/5/2015 |   | 0.4 |  |   | — |  | (5)(23) |   |

----

|                                                                        |
|------------------------------------------------------------------------|
|                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                             |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Imaging Business Machines, L.L.C. and Scanner Holdings Corporation (8) |   | Provider of high-speed intelligent document scanning hardware and software |   | Senior subordinated loan ($8.3 par due 6/2022) |   | 14% |   | 1/3/2017 |   | 8.1 |  |   | 8.3 |  | (2) |   |
|                                                                   |   |   |   | Senior subordinated loan ($8.3 par due 6/2022) |   | 14% |   | 1/3/2017 |   | 8.1 |  |   | 8.3 |  | (2) |   |
|                                                                   |   |   |   | Series A preferred stock (66,424,135 shares) |   |   |   | 1/3/2017 |   | — |  |   | 4.7 |  |   |   |
|                                                                   |   |   |   | Class A common stock (33,173 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                   |   |   |   | Class B common stock (134,214 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                   |   |   |   |   |   |   |   |   |   | 16.2 |  |   | 21.3 |  |   |   |
|                                                                   |   |   |   |   |   |   |   |   |   | 16.6 |  |   | 21.3 |  |   | 0.30 | % |
| Telecommunications                                                     |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Adaptive Mobile Security Limited (9)                                   |   | Developer of security software for mobile communications networks |   | First lien senior secured loan ($1.3 par due 7/2018) |   | 12.00% (EURIBOR + 9.00% Cash, 1.00%/M) |   | 1/16/2015 |   | 1.3 |  |   | 0.8 |  | (2)(14)(16) |   |
|                                                                   |   |   |   | First lien senior secured loan ($0.4 par due 10/2018) |   | 12.00% (EURIBOR + 9.00% Cash, 1.00%/M) |   | 1/16/2015 |   | 0.4 |  |   | 0.2 |  | (2)(14)(16) |   |
|                                                                   |   |   |   | First lien senior secured loan ($1.1 par due 10/2018) |   | 12.00% (EURIBOR + 9.00% Cash, 1.00%/M) |   | 10/17/2016 |   | 1.0 |  |   | 0.7 |  | (2)(14)(16) |   |
|                                                                   |   |   |   |   |   |   |   |   |   | 2.7 |  |   | 1.7 |  |   |   |
| American Broadband Holding Company and Cameron Holdings of NC, Inc.    |   | Broadband communication services |   | Warrant to purchase up to 208 shares (expires 11/2017) |   |   |   | 11/7/2007 |   | — |  |   | 4.1 |  |   |   |
|                                                                   |   |   |   | Warrant to purchase up to 200 shares (expires 9/2020) |   |   |   | 9/1/2010 |   | — |  |   | 10.0 |  |   |   |
|                                                                   |   |   |   |   |   |   |   |   |   | — |  |   | 14.1 |  |   |   |
| CHL, LTD.                                                              |   | Repair and service solutions provider for cable, satellite and telecommunications based service providers |   | Warrant to purchase up to 120,000 shares of Series A common stock (expires 5/2020) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                   |   |   |   | Warrant to purchase up to 280,000 shares of Series B common stock (expires 5/2020) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                   |   |   |   | Warrant to purchase up to 80,000 shares of Series C common stock (expires 5/2020) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
|                                                                   |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |
| LTG Acquisition, Inc.                                                  |   | Designer and manufacturer of display, lighting and passenger communication systems for mass transportation markets |   | Class A membership units (5,000 units) |   |   |   | 1/3/2017 |   | 5.1 |  |   | 3.9 |  |   |   |
| Startec Equity, LLC (8)                                                |   | Communication services |   | Member interest |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
|                                                                   |   |   |   |   |   |   |   |   |   | 7.8 |  |   | 19.7 |  |   | 0.28 | % |
| Commercial Real Estate Financial                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ACAS Real Estate Holdings Corporation (8)                              |   | Real estate holding company |   | Common stock (1,001 shares) |   |   |   | 1/3/2017 |   | 2.6 |  |   | 2.1 |  |   |   |
| NECCO Realty Investments LLC (8)                                       |   | Real estate holding company |   | Membership units (7,450 units) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |
| Parmenter Woodland Park Plaza, LLC                                     |   | Real estate holding company |   | First lien senior secured loan ($17.8 par due 9/2018) |   | 6.14% (Libor + 4.90%/Q) |   | 1/3/2017 |   | 16.6 |  |   | 16.0 |  | (16) |   |
|                                                                   |   |   |   |   |   |   |   |   |   | 19.2 |  |   | 18.1 |  |   | 0.26 | % |
| Housing and Building Materials                                         |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Halex Holdings, Inc. (8)(20)                                           |   | Manufacturer of flooring installation products |   | First lien senior secured revolving loan ($1.1 par due 12/2018) |   |   |   | 1/24/2017 |   | 1.1 |  |   | 1.1 |  |   |   |
|                                                                   |   |   |   | Common stock (51,853 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |

----

|                   |
|-------------------|
|                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)        |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|              |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 1.1 |  |   |   |
|              |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 1.1 |  |   | 0.02 | % |
| Total Investments |   |   |   |   |   |   |   |   |   | $ | 11,739.9 |  |   | $ | 11,456.1 |  | (24) | 163.01 | % |

|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |
| Description                       | Notional Amount to be Purchased | Notional Amount to be Sold | Counterparty | Settlement Date | Unrealized Appreciation / (Depreciation) |
| Foreign currency forward contract | $ | 2 |  | € | 2 |  | Bank of Montreal | October 5, 2017 | $ | — |  |
| Foreign currency forward contract | $ | 17 |  | € | 15 |  | Bank of Montreal | October 16, 2017 | (1 | ) |
| Foreign currency forward contract | $ | 29 |  | € | 24 |  | Bank of Montreal | November 15, 2017 | — |  |
| Foreign currency forward contract | $ | 1 |  | € | 1 |  | Bank of Montreal | December 15, 2017 | — |  |
| Foreign currency forward contract | $ | 8 |  | CAD | 10 |  | Bank of Montreal | October 16, 2017 | — |  |
| Foreign currency forward contract | $ | 82 |  | CAD | 103 |  | Bank of Montreal | November 24, 2017 | — |  |
| Foreign currency forward contract | $ | 81 |  | £ | 62 |  | Bank of Montreal | November 15, 2017 | (3 | ) |
| Total                             |   |   |   |   |   |   | $ | (4 | ) |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Other than the Company’s investments listed in footnote 8 below (subject to the limitations set forth therein), the Company does not “Control” any of its portfolio companies, for the purposes of the Investment Company Act of 1940, as amended (together with the rules and regulations promulgated thereunder, the “Investment Company Act”). In general, under the Investment Company Act, the Company would “Control” a portfolio company if the Company owned more than 25% of its outstanding voting securities (i.e., securities with the right to elect directors) and/or had the power to exercise control over the management or policies of such portfolio company. All of the Company’s portfolio company investments, which as of September 30, 2017 represented 163% of the Company’s net assets or 95% of the Company’s total assets, are subject to legal restrictions on sales. |

|     |                                                                                                                                                                                                                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | These assets are pledged as collateral for the Revolving Credit Facility (as defined below) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than the Company’s obligations under the Revolving Credit Facility (see Note 5 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | These assets are owned by the Company’s consolidated subsidiary Ares Capital CP Funding LLC (“Ares Capital CP”), are pledged as collateral for the Revolving Funding Facility (as defined below) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than Ares Capital CP’s obligations under the Revolving Funding Facility (see Note 5 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | These assets are owned by the Company’s consolidated subsidiary Ares Capital JB Funding LLC (“ACJB”), are pledged as collateral for the SMBC Funding Facility (as defined below) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than ACJB’s obligations under the SMBC Funding Facility (see Note 5 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | These assets are owned by the Company’s consolidated subsidiary Ares Venture Finance, L.P. (“AVF LP”), are pledged as collateral for the SBA-guaranteed debentures (the “SBA Debentures”) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than AVF LP’s obligations (see Note 5 to the consolidated financial statements). AVF LP operates as a Small Business Investment Company (“SBIC”) under the provisions of Section 301(c) of the Small Business Investment Act of 1958, as amended. |

|     |                                                                |
|-----|----------------------------------------------------------------|
| (6) | Investments without an interest rate are non-income producing. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | As defined in the Investment Company Act, the Company is deemed to be an “Affiliated Person” because it owns 5% or more of the portfolio company’s outstanding voting securities or it has the power to exercise control over the management or policies of such portfolio company (including through a management agreement). Transactions during the nine months ended September 30, 2017 in which the issuer was an Affiliated Person (but not a portfolio company that the Company is deemed to Control) are as follows: |

----

|                                                                         |
|-------------------------------------------------------------------------|
|                                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)                                             Company       |   | Purchases (cost) |   | Redemptions (cost) |   | Sales (cost) |   | Interest income |   | Capitalstructuring service fees |   | Dividend income |   | Other income |   | Net realized gains (losses) |   | Net unrealized gains (losses) |
| Campus Management Acquisition Corp.                                     |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (3.0 | ) |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC |   | $ | 7.0 |  |   | $ | 0.8 |  |   | $ | — |  |   | $ | 0.7 |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | 0.5 |  |
| ESCP PPG Holdings, LLC                                                  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (1.1 | ) |
| Financial Asset Management Systems, Inc. and FAMS Holdings, Inc.        |   | $ | 3.0 |  |   | $ | 3.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Ioxus, Inc                                                              |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 1.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.1 | ) |
| Multi-Ad Services, Inc.                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |
| Petroflow Energy Corporation and TexOak Petro Holdings LLC              |   | $ | — |  |   | $ | 2.6 |  |   | $ | 1.8 |  |   | $ | 0.3 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | (5.3 | ) |
| PIH Corporation and Primrose Holding Corporation                        |   | $ | 17.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.6 |  |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC                       |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 7.9 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (8.9 | ) |
| Things Remembered, Inc. and TRM Holdco Corp.                            |   | $ | 4.3 |  |   | $ | 2.5 |  |   | $ | 0.2 |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | (1.5 | ) |
| UL Holding Co., LLC                                                     |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 6.4 |  |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | As defined in the Investment Company Act, the Company is deemed to be both an “Affiliated Person” and “Control” this portfolio company because it owns more than 25% of the portfolio company’s outstanding voting securities or it has the power to exercise control over the management or policies of such portfolio company (including through a management agreement). Transactions during the nine months ended September 30, 2017 in which the issuer was both an Affiliated Person and a portfolio company that the Company is deemed to Control are as follows: |

----

|                                                                                 |
|---------------------------------------------------------------------------------|
|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Company                                                            |   | Purchases (cost) |   | Redemptions (cost) |   | Sales (cost) |   | Interest income |   | Capitalstructuring service fees |   | Dividend income |   | Other income |   | Net realized gains (losses) |   | Net unrealized gains (losses) |
| 10th Street, LLC and New 10th Street, LLC                                       |   | $ | — |  |   | $ | 53.3 |  |   | $ | 0.6 |  |   | $ | 2.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 34.5 |  |   | $ | (34.7 | ) |
| ACAS 2007-1 CLO                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| ACAS Equity Holdings Corporation                                                |   | $ | 0.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.1 | ) |
| ACAS Real Estate Holdings Corporation                                           |   | $ | 2.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (17.2 | ) |
| Alcami Holdings, LLC                                                            |   | $ | 271.1 |  |   | $ | 5.2 |  |   | $ | 0.3 |  |   | $ | 20.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 1.6 |  |   | $ | — |  |   | $ | 82.3 |  |
| AllBridge Financial, LLC                                                        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.4 | ) |
| Ares IIIR/IVR CLO Ltd.                                                          |   | $ | — |  |   | $ | 5.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.3 |  |   | $ | 0.4 |  |
| Bellotto Holdings Limited                                                       |   | $ | 193.6 |  |   | $ | 193.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 58.1 |  |   | $ | — |  |
| Callidus Capital Corporation                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Ciena Capital LLC                                                               |   | $ | — |  |   | $ | — |  |   | $ | 10.0 |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 8.0 |  |
| CoLTS 2005-1                                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| CoLTS 2005-2                                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Columbo Midco Limited, Columbo Bidco Limited and Columbo Topco Limited          |   | $ | 27.9 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 5.9 |  |
| Community Education Centers, Inc. and CEC Parent Holdings LLC                   |   | $ | — |  |   | $ | 36.2 |  |   | $ | 38.1 |  |   | $ | 1.2 |  |   | $ | — |  |   | $ | 8.4 |  |   | $ | — |  |   | $ | 24.4 |  |   | $ | (10.9 | ) |
| Competitor Group, Inc., Calera XVI, LLC and Champion Parent Corporation         |   | $ | 0.5 |  |   | $ | 18.5 |  |   | $ | 42.8 |  |   | $ | 0.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (20.6 | ) |   | $ | 17.5 |  |
| CSHM LLC                                                                        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| EDS Group                                                                       |   | $ | 11.8 |  |   | $ | 12.0 |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 3.2 |  |   | $ | 2.8 |  |
| ETG Holdings, Inc.                                                              |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| European Capital Private Debt LP                                                |   | $ | 97.9 |  |   | $ | 0.3 |  |   | $ | 97.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 1.1 |  |   | $ | — |  |
| European Capital UK SME Debt LP                                                 |   | $ | 46.8 |  |   | $ | 4.1 |  |   | $ | 0.8 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.1 | ) |   | $ | 2.2 |  |
| Fashion Holding Luxembourg SCA (Modacin/Camaeiu)                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| FPI Holding Corporation                                                         |   | $ | 0.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Garden Fresh Restaurant Corp. and GFRC Holdings LLC                             |   | $ | 11.2 |  |   | $ | 8.1 |  |   | $ | 18.9 |  |   | $ | 3.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | 2.0 |  |
| Halex Holdings, Inc.                                                            |   | $ | 1.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| HALT Medical, Inc.                                                              |   | $ | 0.7 |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Hard 8 Games, LLC                                                               |   | $ | 9.4 |  |   | $ | — |  |   | $ | 9.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 4.6 |  |   | $ | — |  |
| HCI Equity, LLC                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Imaging Business Machines, L.L.C. and Scanner Holdings Corporation              |   | $ | 16.1 |  |   | $ | — |  |   | $ | — |  |   | $ | 1.8 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.5 |  |   | $ | — |  |   | $ | 5.1 |  |
| Ivy Hill Asset Management, L.P.                                                 |   | $ | 228.6 |  |   | $ | 155.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 30.0 |  |   | $ | — |  |   | $ | — |  |   | $ | (5.9 | ) |
| LLSC Holdings Corporation (dba Lawrence Merchandising Services)                 |   | $ | 19.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | (2.6 | ) |
| Miles 33 (Finance) Limited                                                      |   | $ | 15.2 |  |   | $ | 0.9 |  |   | $ | 0.6 |  |   | $ | 1.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 7.0 |  |
| Montgomery Lane, LLC and Montgomery Lane, Ltd.                                  |   | $ | 2.2 |  |   | $ | 2.3 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 1.2 |  |   | $ | 0.6 |  |
| MVL Group, Inc.                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| NECCO Holdings, Inc.                                                            |   | $ | 43.7 |  |   | $ | 27.6 |  |   | $ | 7.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (3.6 | ) |
| NECCO Realty Investments LLC                                                    |   | $ | 32.7 |  |   | $ | 27.4 |  |   | $ | 6.4 |  |   | $ | 1.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 13.0 |  |   | $ | — |  |
| Orion Foods, LLC                                                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Pillar Processing LLC and PHL Investors, Inc.                                   |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Rug Doctor, LLC and RD Holdco Inc.                                              |   | $ | 30.9 |  |   | $ | — |  |   | $ | — |  |   | $ | 1.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (4.7 | ) |
| S Toys Holdings LLC (fka The Step2 Company, LLC)                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 6.8 |  |   | $ | (5.7 | ) |
| Senior Direct Lending Program, LLC                                              |   | $ | 171.0 |  |   | $ | 1.3 |  |   | $ | 2.1 |  |   | $ | 35.6 |  |   | $ | 8.0 |  |   | $ | — |  |   | $ | 1.7 |  |   | $ | — |  |   | $ | — |  |
| Senior Secured Loan Fund LLC                                                    |   | $ | — |  |   | $ | 1,938.4 |  |   | $ | — |  |   | $ | 69.3 |  |   | $ | 0.9 |  |   | $ | — |  |   | $ | 4.5 |  |   | $ | (17.5 | ) |   | $ | 24.2 |  |
| Soil Safe, Inc. and Soil Safe Acquisition Corp.                                 |   | $ | 110.6 |  |   | $ | 3.2 |  |   | $ | 1.0 |  |   | $ | 9.8 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | (10.1 | ) |
| Startec Equity, LLC                                                             |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC                     |   | $ | — |  |   | $ | — |  |   | $ | 12.8 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (12.3 | ) |   | $ | 12.5 |  |

----

|   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |
|---|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| * | Together with Varagon Capital Partners (“Varagon”) and its clients, the Company has co-invested through the Senior Direct Lending Program LLC (d/b/a the "Senior Direct Lending Program” or the "SDLP"). The SDLP has been capitalized as transactions are completed and all portfolio decisions and generally all other decisions in respect of the SDLP must be approved by an investment committee of the SDLP consisting of representatives of the Company and Varagon (with approval from a representative of each required); therefore, although the Company owns more than 25% of the voting securities of the SDLP, the Company does not believe that it has control over the SDLP (for purposes of the Investment Company Act or otherwise) because, among other things, these "voting securities" do not afford the Company the right to elect directors of the SDLP or any other special rights (see Note 4 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Non-U.S. company or principal place of business outside the U.S. and as a result is not a qualifying asset under Section 55(a) of the Investment Company Act. Under the Investment Company Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of the Company’s total assets. Pursuant to Section 55(a) of the Investment Company Act, 12% of the Company’s total assets are represented by investments at fair value and other assets that are considered “non-qualifying assets” as of September 30, 2017. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | Exception from the definition of investment company under Section 3(c) of the Investment Company Act and as a result is not a qualifying asset under Section 55(a) of the Investment Company Act. Under the Investment Company Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of the Company’s total assets. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | Variable rate loans to the Company’s portfolio companies bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR”) or an alternate base rate (commonly based on the Federal Funds Rate or the Prime Rate), at the borrower’s option, which reset annually (A), semi-annually (S), quarterly (Q), bi-monthly (B), monthly (M) or daily (D). For each such loan, the Company has provided the interest rate in effect on the date presented. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (12) | In addition to the interest earned based on the stated interest rate of this security, the Company is entitled to receive an additional interest amount of 2.00% on $73.4 aggregate principal amount of a “first out” tranche of the portfolio company’s senior term debt previously syndicated by the Company into “first out” and “last out” tranches, whereby the “first out” tranche will have priority as to the “last out” tranche with respect to payments of principal, interest and any other amounts due thereunder. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (13) | In addition to the interest earned based on the stated interest rate of this security, the Company is entitled to receive an additional interest amount of 1.75% on $62.7 aggregate principal amount of a “first out” tranche of the portfolio company’s first lien senior secured loans, whereby the “first out” tranche will have priority as to the “last out” tranche with respect to payments of principal, interest and any other amounts due thereunder. |

|      |                                                                                                                                                                                                                                                                                  |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (14) | The Company is entitled to receive a fixed fee upon the occurrence of certain events as defined in the credit agreement governing the Company’s debt investment in the portfolio company. The fair value of such fee is included in the fair value of the debt investment. |

|      |                                                               |
|------|---------------------------------------------------------------|
| (15) | Loan was on non-accrual status as of September 30, 2017. |

|      |                                            |
|------|--------------------------------------------|
| (16) | Loan includes interest rate floor feature. |

|      |                                                                                                                                                                                                                                                                                                                                                   |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (17) | In addition to the interest earned based on the stated contractual interest rate of this security, the certificates entitle the holders thereof to receive a portion of the excess cash flow from the SDLP’s loan portfolio, after expenses, which may result in a return to the Company greater than the contractual stated interest rate. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                       |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (18) | As of September 30, 2017, no amounts were funded by the Company under this first lien senior secured revolving loan; however, there were letters of credit issued and outstanding through a financial intermediary under the loan. See Note 7 to the consolidated financial statements for further information on letters of credit commitments related to certain portfolio companies. |

----

|      |                                                                                                                                                                                                                                                                                                                                                                                                              |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (19) | As of September 30, 2017, in addition to the amounts funded by the Company under this first lien senior secured revolving loan, there were also letters of credit issued and outstanding through a financial intermediary under the loan. See Note 7 to the consolidated financial statements for further information on letters of credit commitments related to certain portfolio companies. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (20) | As of September 30, 2017, the Company had the following commitments to fund various revolving and delayed draw senior secured and subordinated loans, including commitments to issue letters of credit through a financial intermediary on behalf of certain portfolio companies. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and letters of credit and there can be no assurance that such conditions will be satisfied. See Note 7 to the consolidated financial statements for further information on revolving and delayed draw loan commitments, including commitments to issue letters of credit, related to certain portfolio companies. |

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)                                               Portfolio Company | Total revolving and delayed draw loan commitments | Less: drawn commitments | Total undrawn commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted undrawn revolving and delayed draw commitments |
| A.U.L. Corp.                                                                  | $ | 1.3 |  | $ | — |  | $ | 1.3 |  | $ | — |  | $ | — |  | $ | 1.3 |  |
| Accruent, LLC                                                                 | 38.0 |  | — |  | 38.0 |  | — |  | — |  | 38.0 |  |
| Achilles Acquisition LLC                                                      | 2.3 |  | — |  | 2.3 |  | — |  | — |  | 2.3 |  |
| Acrisure, LLC                                                                 | 9.4 |  | — |  | 9.4 |  | — |  | — |  | 9.4 |  |
| ADCS Clinics Intermediate Holdings, LLC                                       | 5.0 |  | (4.8 | ) | 0.2 |  | — |  | — |  | 0.2 |  |
| ADF Pizza I LLC                                                               | 1.3 |  | — |  | 1.3 |  | — |  | — |  | 1.3 |  |
| ADG, LLC                                                                      | 13.7 |  | (10.9 | ) | 2.8 |  | — |  | — |  | 2.8 |  |
| Alcami Holdings LLC                                                           | 30.0 |  | (23.6 | ) | 6.4 |  | — |  | — |  | 6.4 |  |
| Alita Care, LLC                                                               | 5.0 |  | (1.3 | ) | 3.7 |  | — |  | — |  | 3.7 |  |
| AMZ Holding Corp.                                                             | 3.4 |  | — |  | 3.4 |  | — |  | — |  | 3.4 |  |
| Benihana, Inc.                                                                | 3.2 |  | (3.1 | ) | 0.1 |  | — |  | — |  | 0.1 |  |
| BeyondTrust Software, Inc.                                                    | 2.8 |  | — |  | 2.8 |  | — |  | — |  | 2.8 |  |
| CCS Intermediate Holdings, LLC                                                | 7.5 |  | (6.4 | ) | 1.1 |  | — |  | — |  | 1.1 |  |
| Chariot Acquisition, LLC                                                      | 1.0 |  | — |  | 1.0 |  | — |  | — |  | 1.0 |  |
| Ciena Capital LLC                                                             | 20.0 |  | (14.0 | ) | 6.0 |  | (6.0 | ) | — |  | — |  |
| Clearwater Analytics, LLC                                                     | 5.0 |  | (0.5 | ) | 4.5 |  | — |  | — |  | 4.5 |  |
| Command Alkon Incorporated                                                    | 2.9 |  | — |  | 2.9 |  | — |  | — |  | 2.9 |  |
| Component Hardware Group, Inc.                                                | 3.7 |  | (1.9 | ) | 1.8 |  | — |  | — |  | 1.8 |  |
| Convergint Technologies LLC                                                   | 8.0 |  | — |  | 8.0 |  | — |  | — |  | 8.0 |  |
| Cozzini Bros., Inc.                                                           | 19.1 |  | — |  | 19.1 |  | — |  | — |  | 19.1 |  |
| Crown Health Care Laundry Services, Inc.                                      | 10.0 |  | (0.6 | ) | 9.4 |  | — |  | — |  | 9.4 |  |
| CST Buyer Company                                                             | 4.2 |  | — |  | 4.2 |  | — |  | — |  | 4.2 |  |
| D4C Dental Brands, Inc.                                                       | 5.0 |  | (2.5 | ) | 2.5 |  | — |  | — |  | 2.5 |  |
| DCA Investment Holding, LLC                                                   | 5.8 |  | (2.9 | ) | 2.9 |  | — |  | — |  | 2.9 |  |
| DecoPac, Inc.                                                                 | 8.1 |  | (1.6 | ) | 6.5 |  | — |  | — |  | 6.5 |  |
| DFC Global Facility Borrower II LLC                                           | 43.6 |  | — |  | 43.6 |  | — |  | — |  | 43.6 |  |
| Dorner Holding Corp.                                                          | 3.3 |  | (1.5 | ) | 1.8 |  | — |  | — |  | 1.8 |  |
| DTI Holdco, Inc. and OPE DTI Holdings, Inc.                                   | 8.8 |  | — |  | 8.8 |  | — |  | — |  | 8.8 |  |
| Eckler Industries, Inc.                                                       | 4.0 |  | (2.0 | ) | 2.0 |  | (2.0 | ) | — |  | — |  |
| Emergency Communication Network, LLC                                          | 6.5 |  | — |  | 6.5 |  | — |  | — |  | 6.5 |  |
| Emerus Holdings, Inc.                                                         | 2.0 |  | (0.3 | ) | 1.7 |  | — |  | — |  | 1.7 |  |
| EN Engineering, L.L.C.                                                        | 5.0 |  | (1.2 | ) | 3.8 |  | — |  | — |  | 3.8 |  |
| Entertainment Partners, LLC                                                   | 28.0 |  | — |  | 28.0 |  | — |  | — |  | 28.0 |  |
| Faction Holdings, Inc.                                                        | 2.0 |  | (1.0 | ) | 1.0 |  | — |  | — |  | 1.0 |  |
| FPI Holding Corporation                                                       | 2.6 |  | — |  | 2.6 |  | — |  | — |  | 2.6 |  |
| Frontline Technologies Group Holding LLC                                      | 11.8 |  | — |  | 11.8 |  | — |  | — |  | 11.8 |  |
| FWR Holding Corporation                                                       | 3.5 |  | (0.6 | ) | 2.9 |  | — |  | — |  | 2.9 |  |
| Galls, LLC                                                                    | 1.0 |  | — |  | 1.0 |  | — |  | — |  | 1.0 |  |
| Garden Fresh Restaurant Corp.                                                 | 7.5 |  | (3.7 | ) | 3.8 |  | — |  | — |  | 3.8 |  |
| Gentle Communications, LLC                                                    | 5.0 |  | — |  | 5.0 |  | — |  | — |  | 5.0 |  |
| Global Franchise Group, LLC                                                   | 1.2 |  | — |  | 1.2 |  | — |  | — |  | 1.2 |  |

----

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)                                               Portfolio Company | Total revolving and delayed draw loan commitments | Less: drawn commitments | Total undrawn commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted undrawn revolving and delayed draw commitments |
| Greenphire, Inc.                                                              | 2.0 |  | (1.0 | ) | 1.0 |  | — |  | — |  | 1.0 |  |
| GTCR-Ultra Acquisition Inc                                                    | 2.0 |  | — |  | 2.0 |  | — |  | — |  | 2.0 |  |
| Halex Holdings, Inc.                                                          | 2.0 |  | (1.1 | ) | 0.9 |  | — |  | — |  | 0.9 |  |
| Harvey Tool Company, LLC                                                      | 0.8 |  | — |  | 0.8 |  | — |  | — |  | 0.8 |  |
| Hojeij Branded Foods, LLC                                                     | 3.2 |  | — |  | 3.2 |  | — |  | — |  | 3.2 |  |
| Hygiena Borrower LLC                                                          | 5.3 |  | — |  | 5.3 |  | — |  | — |  | 5.3 |  |
| ICSH Parent, Inc.                                                             | 11.8 |  | — |  | 11.8 |  | — |  | — |  | 11.8 |  |
| Infilaw Holding, LLC                                                          | 20.0 |  | (11.5 | ) | 8.5 |  | (8.5 | ) | — |  | — |  |
| Instituto De Banca y Comercio, Inc (EduK)                                     | 12.5 |  | (11.5 | ) | 1.0 |  | — |  | — |  | 1.0 |  |
| iPipeline, Inc.                                                               | 4.0 |  | — |  | 4.0 |  | — |  | — |  | 4.0 |  |
| JDC Healthcare Management, LLC                                                | 12.2 |  | (1.5 | ) | 10.7 |  | — |  | — |  | 10.7 |  |
| Jim N Nicks Management LLC                                                    | 9.0 |  | (1.7 | ) | 7.3 |  | — |  | — |  | 7.3 |  |
| K2 Pure Solutions Nocal, L.P.                                                 | 5.0 |  | (1.5 | ) | 3.5 |  | — |  | — |  | 3.5 |  |
| Key Surgical LLC                                                              | 2.8 |  | (0.9 | ) | 1.9 |  | — |  | — |  | 1.9 |  |
| KHC Holdings, Inc.                                                            | 6.9 |  | (1.4 | ) | 5.5 |  | — |  | — |  | 5.5 |  |
| Lakeland Tours, LLC                                                           | 15.8 |  | (7.7 | ) | 8.1 |  | — |  | — |  | 8.1 |  |
| LBP Intermediate Holdings LLC                                                 | 0.9 |  | (0.1 | ) | 0.8 |  | — |  | — |  | 0.8 |  |
| Liaison Acquisition, LLC                                                      | 3.9 |  | (1.2 | ) | 2.7 |  | — |  | — |  | 2.7 |  |
| Lonestar Prospects, Ltd.                                                      | 17.0 |  | — |  | 17.0 |  | — |  | — |  | 17.0 |  |
| Massage Envy, LLC                                                             | 5.9 |  | (1.5 | ) | 4.4 |  | — |  | — |  | 4.4 |  |
| MB2 Dental Solutions, LLC                                                     | 3.5 |  | — |  | 3.5 |  | — |  | — |  | 3.5 |  |
| McKenzie Sports Products, LLC                                                 | 4.5 |  | — |  | 4.5 |  | — |  | — |  | 4.5 |  |
| Ministry Brands LLC                                                           | 27.3 |  | — |  | 27.3 |  | — |  | — |  | 27.3 |  |
| MSHC, Inc.                                                                    | 9.8 |  | (0.2 | ) | 9.6 |  | — |  | — |  | 9.6 |  |
| MW Dental Holding Corp.                                                       | 10.0 |  | (9.7 | ) | 0.3 |  | — |  | — |  | 0.3 |  |
| NECCO Holdings, Inc.                                                          | 25.0 |  | (19.2 | ) | 5.8 |  | — |  | — |  | 5.8 |  |
| Niagara Fiber Intermediate Corp.                                              | 2.2 |  | (1.9 | ) | 0.3 |  | — |  | — |  | 0.3 |  |
| Nordco Inc                                                                    | 12.5 |  | — |  | 12.5 |  | — |  | — |  | 12.5 |  |
| NSM Sub Holdings Corp.                                                        | 5.0 |  | (0.9 | ) | 4.1 |  | — |  | — |  | 4.1 |  |
| OmniSYS Acquisition Corporation                                               | 2.5 |  | — |  | 2.5 |  | — |  | — |  | 2.5 |  |
| Osmose Utilities Services, Inc.                                               | 6.0 |  | — |  | 6.0 |  | — |  | — |  | 6.0 |  |
| OTG Management, LLC                                                           | 14.9 |  | — |  | 14.9 |  | — |  | — |  | 14.9 |  |
| Palermo Finance Corporation                                                   | 1.1 |  | (0.2 | ) | 0.9 |  | — |  | — |  | 0.9 |  |
| Paper Source, Inc.                                                            | 3.3 |  | (1.0 | ) | 2.3 |  | — |  | — |  | 2.3 |  |
| PDI TA Holdings, Inc.                                                         | 24.3 |  | — |  | 24.3 |  | — |  | — |  | 24.3 |  |
| Pegasus Intermediate Holdings, LLC                                            | 5.0 |  | — |  | 5.0 |  | — |  | — |  | 5.0 |  |
| PIH Corporation                                                               | 3.3 |  | (0.6 | ) | 2.7 |  | — |  | — |  | 2.7 |  |
| Practice Insight, LLC                                                         | 2.9 |  | (0.6 | ) | 2.3 |  | — |  | — |  | 2.3 |  |
| QC Supply, LLC                                                                | 26.7 |  | (4.0 | ) | 22.7 |  | — |  | — |  | 22.7 |  |
| Restaurant Technologies, Inc.                                                 | 5.4 |  | (1.4 | ) | 4.0 |  | — |  | — |  | 4.0 |  |
| Retriever Medical/Dental Payments LLC                                         | 3.5 |  | — |  | 3.5 |  | — |  | — |  | 3.5 |  |
| RuffaloCODY, LLC                                                              | 7.7 |  | (0.2 | ) | 7.5 |  | — |  | — |  | 7.5 |  |
| Sanders Industries Holdings, Inc.                                             | 15.0 |  | — |  | 15.0 |  | — |  | — |  | 15.0 |  |
| SCM Insurance Services Inc.                                                   | 4.3 |  | — |  | 4.3 |  | — |  | — |  | 4.3 |  |
| SCSG EA Acquisition Company, Inc.                                             | 4.0 |  | — |  | 4.0 |  | — |  | — |  | 4.0 |  |
| Severin Acquisition, LLC                                                      | 2.9 |  | — |  | 2.9 |  | — |  | — |  | 2.9 |  |
| SFE Acquisition LLC                                                           | 3.8 |  | — |  | 3.8 |  | — |  | — |  | 3.8 |  |
| Shift PPC LLC                                                                 | 1.5 |  | — |  | 1.5 |  | — |  | — |  | 1.5 |  |
| Soil Safe, Inc.                                                               | 10.5 |  | (5.6 | ) | 4.9 |  | — |  | — |  | 4.9 |  |
| Sonny's Enterprises, LLC                                                      | 1.8 |  | — |  | 1.8 |  | — |  | — |  | 1.8 |  |
| Sparta Systems, Inc.                                                          | 6.5 |  | — |  | 6.5 |  | — |  | — |  | 6.5 |  |
| Storm US Holdco Inc                                                           | 1.1 |  | (0.2 | ) | 0.9 |  | — |  | — |  | 0.9 |  |
| Teasdale Foods, Inc.                                                          | 0.8 |  | (0.2 | ) | 0.6 |  | — |  | — |  | 0.6 |  |
| The Gordian Group, Inc.                                                       | 1.1 |  | — |  | 1.1 |  | — |  | — |  | 1.1 |  |
| Things Remembered, Inc.                                                       | 2.4 |  | (1.6 | ) | 0.8 |  | — |  | — |  | 0.8 |  |

----

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)                                               Portfolio Company | Total revolving and delayed draw loan commitments | Less: drawn commitments | Total undrawn commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted undrawn revolving and delayed draw commitments |
| Towne Holdings, Inc.                                                          | 1.0 |  | — |  | 1.0 |  | — |  | — |  | 1.0 |  |
| TPTM Merger Corp.                                                             | 2.5 |  | (0.8 | ) | 1.7 |  | — |  | — |  | 1.7 |  |
| Urgent Cares of America Holdings I, LLC                                       | 10.0 |  | — |  | 10.0 |  | — |  | — |  | 10.0 |  |
| Visual Edge Technology, Inc.                                                  | 3.0 |  | — |  | 3.0 |  | — |  | — |  | 3.0 |  |
| VRC Companies LLC                                                             | 1.6 |  | (0.6 | ) | 1.0 |  | — |  | — |  | 1.0 |  |
| Woodstream Group, Inc.                                                        | 3.1 |  | — |  | 3.1 |  | — |  | — |  | 3.1 |  |
| Zemax, LLC                                                                    | 3.0 |  | — |  | 3.0 |  | — |  | — |  | 3.0 |  |
| ZocDoc, Inc.                                                                  | 10.0 |  | — |  | 10.0 |  | — |  | — |  | 10.0 |  |
| Zywave, Inc.                                                                  | 10.5 |  | — |  | 10.5 |  | — |  | — |  | 10.5 |  |
|                                                                          | $ | 801.3 |  | $ | (175.9 | ) | $ | 625.4 |  | $ | (16.5 | ) | $ | — |  | $ | 608.9 |  |

|                                                                                                            |
|------------------------------------------------------------------------------------------------------------|
|                                                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)                                                                            Portfolio Company | Total private equity commitments | Less: funded private equity commitments | Total unfunded private equity commitments | Less: private equity commitments substantially at the discretion of the Company | Total net adjusted unfunded private equity commitments |
| Partnership Capital Growth Investors III, L.P.                                                             | $ | 5.0 |  | $ | (4.4 | ) | $ | 0.6 |  | $ | — |  | $ | 0.6 |  |
| PCG-Ares Sidecar Investment, L.P. and PCG-Ares Sidecar Investment II, L.P.                                 | 50.0 |  | (11.6 | ) | 38.4 |  | (38.4 | ) | — |  |
| Piper Jaffray Merchant Banking Fund I, L.P.                                                                | 2.0 |  | (1.8 | ) | 0.2 |  | — |  | 0.2 |  |
| European Capital UK SME Debt LP                                                                            | 60.3 |  | (49.2 | ) | 11.1 |  | (11.1 | ) | — |  |
|                                                                                                       | $ | 117.3 |  | $ | (67.0 | ) | $ | 50.3 |  | $ | (49.5 | ) | $ | 0.8 |  |

|      |                                                                                                                                                                                                                                                                         |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (22) | As of September 30, 2017, the Company had commitments to co-invest in the SDLP for its portion of the SDLP’s commitment to fund delayed draw loans of up to $32.7. See Note 4 to the consolidated financial statements for more information on the SDLP. |

|      |                                                                                                                                                                                                                                                                                                                                                |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (23) | Other than the investments noted by this footnote, the fair value of the Company’s investments is determined using unobservable inputs that are significant to the overall fair value measurement. See Note 8 to the consolidated financial statements for more information regarding the fair value of the Company’s investments. |

|      |                                                                                                                                                                                                                                                                                                                                                                                          |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (24) | As of September 30, 2017, the net estimated unrealized loss for federal tax purposes was $1.1 billion based on a tax cost basis of $12.6 billion. As of September 30, 2017, the estimated aggregate gross unrealized loss for federal income tax purposes was $1.5 billion and the estimated aggregate gross unrealized gain for federal income tax purposes was $0.4 billion. |

----

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|-----------------------------------------------------------------|
|                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                      |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Investment Funds and Vehicles                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| HCI Equity, LLC (8)(9)(10)                                      |   | Investment company |   | Member interest (100.00% interest) |   |   |   | 4/1/2010 |   | $ | — |  |   | $ | 0.1 |  |   |   |
| Imperial Capital Private Opportunities, LP (10)(25)             |   | Investment partnership |   | Limited partnership interest (80.00% interest) |   |   |   | 5/10/2007 |   | 4.0 |  |   | 16.8 |  | (2) |   |
| Partnership Capital Growth Fund I, L.P. (10)                    |   | Investment partnership |   | Limited partnership interest (25.00% interest) |   |   |   | 6/16/2006 |   | — |  |   | 0.1 |  | (2) |   |
| Partnership Capital Growth Investors III, L.P. (10)(25)         |   | Investment partnership |   | Limited partnership interest (2.50% interest) |   |   |   | 10/5/2011 |   | 2.7 |  |   | 3.2 |  | (2) |   |
| PCG-Ares Sidecar Investment II, L.P. (10)(25)                   |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 10/31/2014 |   | 7.5 |  |   | 12.5 |  | (2) |   |
| PCG-Ares Sidecar Investment, L.P. (10)(25)                      |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 5/22/2014 |   | 3.4 |  |   | 4.2 |  | (2) |   |
| Piper Jaffray Merchant Banking Fund I, L.P. (10)(25)            |   | Investment partnership |   | Limited partnership interest (2.00% interest) |   |   |   | 8/16/2012 |   | 1.7 |  |   | 1.5 |  |   |   |
| Senior Direct Lending Program, LLC (8)(10)(27)                  |   | Co-investment vehicle |   | Subordinated certificates ($269.8 par due 12/2036)(21) |   | 9.00% (Libor + 8.00%/Q) (21) |   | 7/27/2016 |   | 269.8 |  |   | 269.8 |  |   |   |
|                                                            |   |   |   | Member interest (87.50% interest) |   |   |   | 7/27/2016 |   | — |  |   | — |  |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 269.8 |  |   | 269.8 |  |   |   |
| Senior Secured Loan Fund LLC (8)(11)(26)                        |   | Co-investment vehicle |   | Subordinated certificates ($2,004.0 par due 12/2024)(20) |   | 9.00% (Libor + 8.00%/M) (20) |   | 10/30/2009 |   | 1,938.4 |  |   | 1,914.2 |  |   |   |
|                                                            |   |   |   | Member interest (87.50% interest) |   |   |   | 10/30/2009 |   | — |  |   | — |  |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 1,938.4 |  |   | 1,914.2 |  |   |   |
| VSC Investors LLC (10)                                          |   | Investment company |   | Membership interest (1.95% interest) |   |   |   | 1/24/2008 |   | 0.3 |  |   | 1.2 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 2,227.8 |  |   | 2,223.6 |  |   | 43.05% |  |
| Healthcare Services                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Absolute Dental Management LLC and ADM Equity, LLC              |   | Dental services provider |   | First lien senior secured loan ($18.8 par due 1/2022) |   | 9.06% (Libor + 8.06%/Q) |   | 1/5/2016 |   | 18.8 |  |   | 17.8 |  | (3)(19) |   |
|                                                            |   |   |   | First lien senior secured loan ($5.0 par due 1/2022) |   | 9.06% (Libor + 8.06%/Q) |   | 1/5/2016 |   | 5.0 |  |   | 4.8 |  | (4)(19) |   |
|                                                            |   |   |   | Class A preferred units (4,000,000 units) |   |   |   | 1/5/2016 |   | 4.0 |  |   | 0.8 |  | (2) |   |
|                                                            |   |   |   | Class A common units (4,000,000 units) |   |   |   | 1/5/2016 |   | — |  |   | 0.8 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 27.8 |  |   | 24.2 |  |   |   |
| ADCS Billings Intermediate Holdings, LLC (24)                   |   | Dermatology practice |   | First lien senior secured revolving loan ($1.6 par due 5/2022) |   | 8.50% (Base Rate + 4.75%/Q) |   | 5/18/2016 |   | 1.6 |  |   | 1.6 |  | (2)(19)(23) |   |
| ADG, LLC and RC IV GEDC Investor LLC (24)                       |   | Dental services provider |   | First lien senior secured revolving loan ($2.0 par due 9/2022) |   | 5.75% (Libor + 4.75%/Q) |   | 9/28/2016 |   | 2.0 |  |   | 2.0 |  | (2)(19) |   |
|                                                            |   |   |   | Second lien senior secured loan ($87.5 par due 3/2024) |   | 10.00% (Libor + 9.00%/Q) |   | 9/28/2016 |   | 87.5 |  |   | 87.5 |  | (2)(19) |   |
|                                                            |   |   |   | Membership units (3,000,000 units) |   |   |   | 9/28/2016 |   | 3.0 |  |   | 3.0 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 92.5 |  |   | 92.5 |  |   |   |
| Alegeus Technologies Holdings Corp.                             |   | Benefits administration and transaction processing provider |   | Preferred stock (2,997 shares) |   |   |   | 12/13/2013 |   | 3.1 |  |   | 2.2 |  |   |   |
|                                                            |   |   |   | Common stock (3 shares) |   |   |   | 12/13/2013 |   | — |  |   | — |  |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 3.1 |  |   | 2.2 |  |   |   |
| Argon Medical Devices, Inc.                                     |   | Manufacturer and marketer of single-use specialty medical devices |   | Second lien senior secured loan ($9.0 par due 6/2022) |   | 10.50% (Libor + 9.50%/Q) |   | 12/23/2015 |   | 8.8 |  |   | 9.0 |  | (2)(19) |   |
| AwarePoint Corporation                                          |   | Healthcare technology platform developer |   | First lien senior secured loan ($8.8 par due 6/2018) |   | 11.50% (Libor + 10.50%/M) |   | 9/5/2014 |   | 8.6 |  |   | 8.8 |  | (2)(19) |   |
|                                                            |   |   |   | Warrant to purchase up to 3,213,367 shares of Series 1 preferred stock (expires 9/2024) |   |   |   | 11/14/2014 |   | — |  |   | 0.6 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 8.6 |  |   | 9.4 |  |   |   |
| CCS Intermediate Holdings, LLC and CCS Group Holdings, LLC (24) |   | Correctional facility healthcare operator |   | First lien senior secured revolving loan ($3.8 par due 7/2019) |   | 5.00% (Libor + 4.00%/Q) |   | 7/23/2014 |   | 3.8 |  |   | 3.2 |  | (2)(19)(23) |   |

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|                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                          |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                |   |   |   | First lien senior secured revolving loan ($1.6 par due 7/2019) |   | 6.75% (Base Rate + 3.00%/Q) |   | 7/23/2014 |   | 1.6 |  |   | 1.4 |  | (2)(19)(23) |   |
|                                                                |   |   |   | First lien senior secured loan ($6.6 par due 7/2021) |   | 5.00% (Libor + 4.00%/Q) |   | 7/23/2014 |   | 6.6 |  |   | 5.6 |  | (2)(19) |   |
|                                                                |   |   |   | Second lien senior secured loan ($135.0 par due 7/2022) |   | 9.38% (Libor + 8.38%/Q) |   | 7/23/2014 |   | 134.0 |  |   | 101.3 |  | (2)(19) |   |
|                                                                |   |   |   | Class A units (601,937 units) |   |   |   | 8/19/2010 |   | — |  |   | 0.1 |  | (2) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 146.0 |  |   | 111.6 |  |   |   |
| Correctional Medical Group Companies, Inc.                          |   | Correctional facility healthcare operator |   | First lien senior secured loan ($3.1 par due 9/2021) |   | 9.38% (Libor + 8.38%/Q) |   | 9/29/2015 |   | 3.1 |  |   | 3.0 |  | (2)(19) |   |
|                                                                |   |   |   | First lien senior secured loan ($48.8 par due 9/2021) |   | 9.38% (Libor + 8.38%/Q) |   | 9/29/2015 |   | 48.8 |  |   | 47.8 |  | (3)(19) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 51.9 |  |   | 50.8 |  |   |   |
| D4C Dental Brands HoldCo, Inc. and Bambino Group Holdings, LLC (24) |   | Dental services provider |   | Class A preferred units (1,000,000 units) |   |   |   | 12/21/2016 |   | 1.0 |  |   | 1.0 |  | (2) |   |
| DCA Investment Holding, LLC (24)                                    |   | Multi-branded dental practice management |   | First lien senior secured revolving loan ($2.1 par due 7/2021) |   | 8.00% (Base Rate + 4.25%/Q) |   | 7/2/2015 |   | 2.1 |  |   | 2.0 |  | (2)(19)(23) |   |
|                                                                |   |   |   | First lien senior secured loan ($18.9 par due 7/2021) |   | 6.25% (Libor + 5.25%/Q) |   | 7/2/2015 |   | 18.8 |  |   | 18.5 |  | (4)(19) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 20.9 |  |   | 20.5 |  |   |   |
| DNAnexus, Inc.                                                      |   | Bioinformatics company |   | First lien senior secured loan ($9.7 par due 10/2018) |   | 9.25% (Libor + 8.25%/M) |   | 3/21/2014 |   | 9.5 |  |   | 9.7 |  | (2)(19) |   |
|                                                                |   |   |   | Warrant to purchase up to 909,092 units of Series C preferred stock (expires 3/2024) |   |   |   | 3/21/2014 |   | — |  |   | 0.1 |  | (2) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 9.5 |  |   | 9.8 |  |   |   |
| Global Healthcare Exchange, LLC and GHX Ultimate Parent Corp.       |   | On-demand supply chain automation solutions provider |   | Second lien senior secured loan ($47.5 par due 8/2023) |   | 9.75% (Libor + 8.75%/Q) |   | 8/18/2016 |   | 46.8 |  |   | 47.5 |  | (2)(19) |   |
|                                                                |   |   |   | Class A common stock (1,788 shares) |   |   |   | 3/11/2014 |   | 1.8 |  |   | 1.8 |  | (2) |   |
|                                                                |   |   |   | Class B common stock (980 shares) |   |   |   | 3/11/2014 |   | — |  |   | 5.5 |  | (2) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 48.6 |  |   | 54.8 |  |   |   |
| Greenphire, Inc. and RMCF III CIV XXIX, L.P (24)                    |   | Software provider for clinical trial management |   | First lien senior secured loan ($1.5 par due 12/2018) |   | 9.00% (Libor + 8.00%/M) |   | 12/19/2014 |   | 1.5 |  |   | 1.5 |  | (2)(19) |   |
|                                                                |   |   |   | First lien senior secured loan ($3.6 par due 12/2018) |   | 9.00% (Libor + 8.00%/M) |   | 12/19/2014 |   | 3.6 |  |   | 3.6 |  | (2)(19) |   |
|                                                                |   |   |   | Limited partnership interest (99.90% interest) |   |   |   | 12/19/2014 |   | 1.0 |  |   | 1.2 |  | (2) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 6.1 |  |   | 6.3 |  |   |   |
| Hygiena Borrower LLC (24)                                           |   | Adenosine triphosphate testing technology provider |   | Second lien senior secured loan ($10.0 par due 8/2023) |   | 10.00% (Libor + 9.00%/Q) |   | 8/26/2016 |   | 10.0 |  |   | 10.0 |  | (2)(19) |   |
| INC Research Mezzanine Co-Invest, LLC                               |   | Pharmaceutical and biotechnology consulting services |   | Common stock (13,252 shares) |   |   |   | 9/27/2010 |   | — |  |   | 0.7 |  | (2) |   |
| Intermedix Corporation                                              |   | Revenue cycle management provider to the emergency healthcare industry |   | Second lien senior secured loan ($112.0 par due 6/2020) |   | 9.25% (Libor + 8.25%/Q) |   | 12/27/2012 |   | 112.0 |  |   | 108.6 |  | (2)(19) |   |
| MC Acquisition Holdings I, LLC                                      |   | Healthcare professional provider |   | Class A units (1,338,314 shares) |   |   |   | 1/17/2014 |   | 1.3 |  |   | 1.2 |  | (2) |   |
| MW Dental Holding Corp. (24)                                        |   | Dental services provider |   | First lien senior secured revolving loan ($1.5 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 1.5 |  |   | 1.5 |  | (2)(19) |   |
|                                                                |   |   |   | First lien senior secured loan ($44.9 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 44.9 |  |   | 44.9 |  | (2)(19) |   |
|                                                                |   |   |   | First lien senior secured loan ($47.3 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 47.3 |  |   | 47.3 |  | (3)(19) |   |
|                                                                |   |   |   | First lien senior secured loan ($19.5 par due 4/2018) |   | 9.00% (Libor + 7.50%/Q) |   | 4/12/2011 |   | 19.5 |  |   | 19.5 |  | (4)(19) |   |
|                                                                |   |   |   |   |   |   |   |   |   | 113.2 |  |   | 113.2 |  |   |   |

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|----------------------------------------------------------------------------|
|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                 |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| My Health Direct, Inc. (24)                                                |   | Healthcare scheduling exchange software solution provider |   | First lien senior secured revolving loan ($0.5 par due 9/2017) |   | 8.75% (Base Rate + 5.00%/M) |   | 9/18/2014 |   | 0.5 |  |   | 0.5 |  | (2)(19) |   |
|                                                                       |   |   |   | First lien senior secured loan ($1.3 par due 1/2018) |   | 10.75% |   | 9/18/2014 |   | 1.3 |  |   | 1.3 |  | (2) |   |
|                                                                       |   |   |   | Warrant to purchase up to 4,548 shares of Series D preferred stock (expires 9/2024) |   |   |   | 9/18/2014 |   | — |  |   | — |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 1.8 |  |   | 1.8 |  |   |   |
| New Trident Holdcorp, Inc.                                                 |   | Outsourced mobile diagnostic healthcare service provider |   | Second lien senior secured loan ($80.0 par due 7/2020) |   | 10.75% (Libor + 9.50%/Q) |   | 8/6/2013 |   | 79.1 |  |   | 80.0 |  | (2)(19) |   |
| NMSC Holdings, Inc. and ASP NAPA Holdings, LLC                             |   | Anesthesia management services provider |   | Second lien senior secured loan ($72.8 par due 10/2023) |   | 11.00% (Libor + 10.00%/Q) |   | 4/19/2016 |   | 72.8 |  |   | 72.8 |  | (2)(19) |   |
|                                                                       |   |   |   | Class A units (25,277 units) |   |   |   | 4/19/2016 |   | 2.5 |  |   | 2.4 |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 75.3 |  |   | 75.2 |  |   |   |
| Nodality, Inc.                                                             |   | Biotechnology company |   | First lien senior secured loan ($2.3 par due 8/2016) |   |   |   | 11/12/2015 |   | 2.1 |  |   | 0.4 |  | (2)(18) |   |
|                                                                       |   |   |   | First lien senior secured loan ($10.9 par due 8/2016) |   |   |   | 4/25/2014 |   | 9.7 |  |   | 2.0 |  | (2)(18) |   |
|                                                                       |   |   |   | Warrant to purchase up to 3,736,255 shares of common stock (expires 3/2026) |   |   |   | 3/15/16 |   | — |  |   | — |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 11.8 |  |   | 2.4 |  |   |   |
| NSM Sub Holdings Corp. (24)                                                |   | Provider of customized mobility, rehab and adaptive seating systems |   | First lien senior secured revolving loan ($0.6 par due 10/2022) |   | 6.00% (Libor + 5.00%/Q) |   | 10/3/2016 |   | 0.6 |  |   | 0.6 |  | (2)(19) |   |
|                                                                       |   |   |   | First lien senior secured revolving loan ($0.3 par due 10/2022) |   | 7.75% (Base Rate + 4.00%/Q) |   | 10/3/2016 |   | 0.3 |  |   | 0.3 |  | (2)(19) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 0.9 |  |   |   |
| nThrive, Inc. (fka Precyse Acquisition Corp.)                              |   | Provider of healthcare information management technology and services |   | Second lien senior secured loan ($10.0 par due 4/2023) |   | 10.75% (Libor + 9.75%/Q) |   | 4/20/2016 |   | 9.6 |  |   | 10.0 |  | (2)(19) |   |
| OmniSYS Acquisition Corporation, OmniSYS, LLC, and OSYS Holdings, LLC (24) |   | Provider of technology-enabled solutions to pharmacies |   | First lien senior secured loan ($5.9 par due 11/2018) |   | 8.50% (Libor + 7.50%/Q) |   | 11/21/2013 |   | 5.9 |  |   | 5.9 |  | (4)(19) |   |
|                                                                       |   |   |   | Limited liability company membership interest (1.57%) |   |   |   | 11/21/2013 |   | 1.0 |  |   | 0.7 |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 6.9 |  |   | 6.6 |  |   |   |
| Patterson Medical Supply, Inc.                                             |   | Distributor of rehabilitation supplies and equipment |   | Second lien senior secured loan ($78.0 par due 8/2023) |   | 9.50% (Libor + 8.50%/Q) |   | 9/2/2015 |   | 76.1 |  |   | 78.0 |  | (2)(19) |   |
| PerfectServe, Inc.                                                         |   | Communications software platform provider for hospitals and physician practices |   | First lien senior secured loan ($9.0 par due 3/2020) |   | 9.00% (Libor + 8.00%/M) |   | 9/15/2015 |   | 8.7 |  |   | 9.0 |  | (2)(19) |   |
|                                                                       |   |   |   | First lien senior secured loan ($2.0 par due 6/2020) |   | 9.00% (Libor + 8.00%/M) |   | 9/15/2015 |   | 2.0 |  |   | 2.0 |  | (2)(19) |   |
|                                                                       |   |   |   | First lien senior secured loan ($3.0 par due 6/2021) |   | 9.00% (Libor + 8.00%/M) |   | 9/15/2015 |   | 3.0 |  |   | 3.0 |  | (2)(19) |   |
|                                                                       |   |   |   | Warrant to purchase up to 28,428 shares of Series C preferred stock (expires 9/2025) |   |   |   | 9/15/2015 |   | 0.2 |  |   | 0.3 |  | (2) |   |
|                                                                       |   |   |   | Warrant to purchase up to 34,113 units of Series C preferred stock (expires 12/2023) |   |   |   | 12/26/2013 |   | — |  |   | 0.3 |  | (2) |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 13.9 |  |   | 14.6 |  |   |   |
| PhyMED Management LLC                                                      |   | Provider of anesthesia services |   | Second lien senior secured loan ($47.2 par due 5/2021) |   | 9.75% (Libor + 8.75%/Q) |   | 12/18/2015 |   | 46.6 |  |   | 45.8 |  | (2)(19) |   |
| Respicardia, Inc.                                                          |   | Developer of implantable therapies to improve cardiovascular health |   | Warrant to purchase up to 99,094 shares of Series C preferred stock (expires 6/2022) |   |   |   | 6/28/2012 |   | — |  |   | — |  | (2) |   |
| Sarnova HC, LLC, Tri-Anim Health Services, Inc., and BEMS Holdings, LLC    |   | Distributor of emergency medical service and respiratory products |   | Second lien senior secured loan ($54.0 par due 7/2022) |   | 10.50% (Libor + 9.50%/Q) |   | 1/29/2016 |   | 54.0 |  |   | 54.0 |  | (2)(19) |   |

----

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|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Transaction Data Systems, Inc.                                                |   | Pharmacy management software provider |   | Second lien senior secured loan ($7.8 par due 6/2022) |   | 10.00% (Libor + 9.00%/Q) |   | 6/15/2015 |   | 7.8 |  |   | 7.8 |  | (2)(19) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($27.5 par due 6/2022) |   | 10.00% (Libor + 9.00%/Q) |   | 6/15/2015 |   | 27.5 |  |   | 27.5 |  | (2)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 35.3 |  |   | 35.3 |  |   |   |
| U.S. Anesthesia Partners, Inc.                                                |   | Anesthesiology service provider |   | Second lien senior secured loan ($23.5 par due 9/2020) |   | 10.25% (Libor + 9.25%/Q) |   | 12/14/2015 |   | 23.5 |  |   | 23.5 |  | (2)(19) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($50.0 par due 9/2020) |   | 10.25% (Libor + 9.25%/Q) |   | 9/24/2014 |   | 50.0 |  |   | 50.0 |  | (2)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 73.5 |  |   | 73.5 |  |   |   |
| Urgent Cares of America Holdings I, LLC and FastMed Holdings I, LLC (24)      |   | Operator of urgent care clinics |   | First lien senior secured loan ($13.9 par due 12/2022) |   | 7.00% (Libor + 6.00%/Q) |   | 12/1/2015 |   | 13.9 |  |   | 12.6 |  | (2)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($54.2 par due 12/2022) |   | 7.00% (Libor + 6.00%/Q) |   | 12/1/2015 |   | 54.2 |  |   | 49.3 |  | (2)(19) |   |
|                                                                          |   |   |   | Preferred units (7,696,613 units) |   |   |   | 6/11/2015 |   | 7.7 |  |   | 9.4 |  |   |   |
|                                                                          |   |   |   | Series A common units (2,000,000 units) |   |   |   | 6/11/2015 |   | 2.0 |  |   | 0.1 |  |   |   |
|                                                                          |   |   |   | Series C common units (1,026,866 units) |   |   |   | 6/11/2015 |   | — |  |   | — |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 77.8 |  |   | 71.4 |  |   |   |
| Vertice Pharma UK Parent Limited                                              |   | Manufacturer and distributor of generic pharmaceutical products |   | Preferred shares (40,662 shares) |   |   |   | 12/21/2015 |   | 0.4 |  |   | 0.4 |  | (9) |   |
| Young Innovations, Inc.                                                       |   | Dental supplies and equipment manufacturer |   | Second lien senior secured loan ($31.4 par due 7/2019) |   | 10.25% (Libor + 9.25%/Q) |   | 10/18/2016 |   | 31.4 |  |   | 31.4 |  | (2)(19) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($55.0 par due 7/2019) |   | 10.25% (Libor + 9.25%/Q) |   | 5/30/2014 |   | 55.0 |  |   | 55.0 |  | (2)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 86.4 |  |   | 86.4 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 1,312.3 |  |   | 1,263.7 |  |   | 24.47% |  |
| Business Services                                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Accruent, LLC and Athena Parent, Inc. (24)                                    |   | Real estate and facilities management software provider |   | First lien senior secured revolving loan ($0.3 par due 5/2022) |   | 8.00% (Base Rate + 4.25%/Q) |   | 5/16/2016 |   | 0.3 |  |   | 0.3 |  | (2)(19) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($10.5 par due 11/2022) |   | 12.50% (Base Rate + 8.75%/Q) |   | 9/19/2016 |   | 10.5 |  |   | 10.5 |  | (2)(19) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($42.5 par due 11/2022) |   | 10.75% (Libor + 9.75%/Q) |   | 9/19/2016 |   | 42.5 |  |   | 42.5 |  | (2)(19) |   |
|                                                                          |   |   |   | Series A preferred stock (778 shares) |   |   |   | 9/19/2016 |   | 0.8 |  |   | 0.8 |  | (2) |   |
|                                                                          |   |   |   | Common stock (3,000 shares) |   |   |   | 5/16/2016 |   | 3.0 |  |   | 3.1 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 57.1 |  |   | 57.2 |  |   |   |
| Acrisure, LLC, Acrisure Investors FO, LLC and Acrisure Investors SO, LLC (24) |   | Retail insurance advisor and brokerage |   | Second lien senior secured loan ($88.6 par due 11/2024) |   | 10.25% (Libor + 9.25%/Q) |   | 11/22/2016 |   | 88.6 |  |   | 88.6 |  | (2)(19) |   |
|                                                                          |   |   |   | Membership interests (8,502,697 units) |   |   |   | 11/18/2016 |   | 8.5 |  |   | 8.5 |  | (2) |   |
|                                                                          |   |   |   | Membership interests (2,125,674 units) |   |   |   | 11/18/2016 |   | 2.1 |  |   | 2.1 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 99.2 |  |   | 99.2 |  |   |   |
| Brandtone Holdings Limited (9)                                                |   | Mobile communications and marketing services provider |   | First lien senior secured loan ($4.7 par due 11/2018) |   |   |   | 5/11/2015 |   | 4.5 |  |   | — |  | (2)(18) |   |
|                                                                          |   |   |   | First lien senior secured loan ($3.1 par due 2/2019) |   |   |   | 5/11/2015 |   | 3.0 |  |   | — |  | (2)(18) |   |
|                                                                          |   |   |   | Warrant to purchase up to 184,003 units of Series Three participating convertible preferred shares (expires 8/2026) |   |   |   | 5/11/2015 |   | — |  |   | — |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 7.5 |  |   | — |  |   |   |
| CallMiner, Inc.                                                               |   | Provider of cloud-based conversational analytics solutions |   | Second lien senior secured loan ($2.1 par due 5/2018) |   | 10.50% (Libor + 9.50%/M) |   | 7/23/2014 |   | 2.1 |  |   | 2.1 |  | (2)(19) |   |

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|                                                                                     |
|-------------------------------------------------------------------------------------|
|                                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                          |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                                |   |   |   | Second lien senior secured loan ($1.2 par due 8/2018) |   | 10.50% (Libor + 9.50%/M) |   | 7/23/2014 |   | 1.2 |  |   | 1.2 |  | (2)(19) |   |
|                                                                                |   |   |   | Warrant to purchase up to 2,350,636 shares of Series 1 preferred stock (expires 7/2024) |   |   |   | 7/23/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 3.3 |  |   | 3.3 |  |   |   |
| CIBT Investment Holdings, LLC                                                       |   | Expedited travel document processing services |   | Class A shares (2,500 shares) |   |   |   | 12/15/2011 |   | 2.5 |  |   | 5.9 |  | (2) |   |
| CMW Parent LLC (fka Black Arrow, Inc.)                                              |   | Multiplatform media firm |   | Series A units (32 units) |   |   |   | 9/11/2015 |   | — |  |   | — |  | (2) |   |
| Command Alkon, Incorporated and CA Note Issuer, LLC                                 |   | Software solutions provider to the ready-mix concrete industry |   | Second lien senior secured loan ($10.0 par due 8/2020) |   | 9.25% (Libor + 8.25%/Q) |   | 9/28/2012 |   | 10.0 |  |   | 10.0 |  | (2)(19) |   |
|                                                                                |   |   |   | Second lien senior secured loan ($11.5 par due 8/2020) |   | 9.44% (Libor + 8.25%/Q) |   | 9/28/2012 |   | 11.5 |  |   | 11.5 |  | (2)(19) |   |
|                                                                                |   |   |   | Second lien senior secured loan ($26.5 par due 8/2020) |   | 9.25% (Libor + 8.25%/Q) |   | 9/28/2012 |   | 26.5 |  |   | 26.5 |  | (2)(19) |   |
|                                                                                |   |   |   | Senior subordinated loan ($23.3 par due 8/2021) |   | 14.00% PIK |   | 8/8/2014 |   | 23.3 |  |   | 23.3 |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 71.3 |  |   | 71.3 |  |   |   |
| Compuware Parent, LLC                                                               |   | Web and mobile cloud performance testing and monitoring services provider |   | Class A-1 common stock (4,132 units) |   |   |   | 12/15/2014 |   | 2.3 |  |   | 2.0 |  | (2) |   |
|                                                                                |   |   |   | Class B-1 common stock (4,132 units) |   |   |   | 12/15/2014 |   | 0.5 |  |   | 0.4 |  | (2) |   |
|                                                                                |   |   |   | Class C-1 common stock (4,132 units) |   |   |   | 12/15/2014 |   | 0.3 |  |   | 0.3 |  | (2) |   |
|                                                                                |   |   |   | Class A-2 common stock (4,132 units) |   |   |   | 12/15/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   | Class B-2 common stock (4,132 units) |   |   |   | 12/15/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   | Class C-2 common stock (4,132 units) |   |   |   | 12/15/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 3.1 |  |   | 2.7 |  |   |   |
| Directworks, Inc. and Co-Exprise Holdings, Inc.                                     |   | Provider of cloud-based software solutions for direct materials sourcing and supplier management for manufacturers |   | First lien senior secured loan ($1.9 par due 4/2018) |   | 10.25% (Libor + 9.25%/M) |   | 12/19/2014 |   | 1.9 |  |   | 1.7 |  | (2)(19) |   |
|                                                                                |   |   |   | Warrant to purchase up to 1,875,000 shares of Series 1 preferred stock (expires 12/2024) |   |   |   | 12/19/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 1.9 |  |   | 1.7 |  |   |   |
| DTI Holdco, Inc. and OPE DTI Holdings, Inc. (24)                                    |   | Provider of legal process outsourcing and managed services |   | First lien senior secured loan ($4.2 par due 9/2023) |   | 6.25% (Libor + 5.25%/Q) |   | 9/23/2016 |   | 4.1 |  |   | 4.1 |  | (2)(19) |   |
|                                                                                |   |   |   | Class A common stock (7,500 shares) |   |   |   | 8/19/2014 |   | 7.5 |  |   | 3.8 |  | (2) |   |
|                                                                                |   |   |   | Class B common stock (7,500 shares) |   |   |   | 8/19/2014 |   | — |  |   | 3.8 |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 11.6 |  |   | 11.7 |  |   |   |
| Faction Holdings, Inc. and The Faction Group LLC (fka PeakColo Holdings, Inc.) (24) |   | Wholesaler of cloud-based software applications and services |   | First lien senior secured revolving loan ($2.0 par due 11/2017) |   | 8.00% (Base Rate + 4.25%/M) |   | 11/3/2014 |   | 2.0 |  |   | 2.0 |  | (2)(19) |   |
|                                                                                |   |   |   | First lien senior secured loan ($3.0 par due 12/2019) |   | 9.75% (Libor + 8.75%/M) |   | 12/3/2015 |   | 3.0 |  |   | 3.0 |  | (2)(19) |   |
|                                                                                |   |   |   | First lien senior secured loan ($3.2 par due 5/2019) |   | 9.75% (Libor + 8.75%/M) |   | 11/3/2014 |   | 3.2 |  |   | 3.2 |  | (2)(19) |   |
|                                                                                |   |   |   | Warrant to purchase up to 1,481 shares of Series A preferred stock (expires 12/2025) |   |   |   | 12/3/2015 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   | Warrant to purchase up to 2,037 shares of Series A preferred stock (expires 11/2024) |   |   |   | 11/3/2014 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 8.3 |  |   | 8.3 |  |   |   |

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|----------------------------------------------------------------------------------------|
|                                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                             |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| First Insight, Inc.                                                                    |   | Software company providing merchandising and pricing solutions to companies worldwide |   | Warrant to purchase up to 122,827 units of Series C preferred stock (expires 3/2024) |   |   |   | 3/20/2014 |   | — |  |   | — |  | (2) |   |
| iControl Networks, Inc. and uControl Acquisition, LLC                                  |   | Software and services company for the connected home market |   | Second lien senior secured loan ($20.0 par due 3/2019) |   | 9.74% (Libor + 8.50%/M) |   | 2/19/2015 |   | 19.8 |  |   | 20.2 |  | (2)(17)(19) |   |
|                                                                                   |   |   |   | Warrant to purchase up to 385,616 shares of Series D preferred stock (expires 2/2022) |   |   |   | 2/19/2015 |   | — |  |   | — |  | (2) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 19.8 |  |   | 20.2 |  |   |   |
| IfByPhone Inc.                                                                         |   | Voice-based marketing automation software provider |   | Warrant to purchase up to 124,300 shares of Series C preferred stock (expires 10/2022) |   |   |   | 10/15/2012 |   | 0.1 |  |   | 0.1 |  | (2) |   |
| Interactions Corporation                                                               |   | Developer of a speech recognition software based customer interaction system |   | Second lien senior secured loan ($2.3 par due 7/2019) |   | 9.85% (Libor + 8.85%/M) |   | 6/16/2015 |   | 2.1 |  |   | 2.3 |  | (19) |   |
|                                                                                   |   |   |   | Second lien senior secured loan ($21.1 par due 7/2019) |   | 9.85% (Libor + 8.85%/M) |   | 6/16/2015 |   | 20.9 |  |   | 21.1 |  | (5)(19) |   |
|                                                                                   |   |   |   | Warrant to purchase up to 68,187 shares of Series G-3 convertible preferred stock (expires 6/2022) |   |   |   | 6/16/2015 |   | 0.3 |  |   | 0.3 |  | (2) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 23.3 |  |   | 23.7 |  |   |   |
| iPipeline, Inc., Internet Pipeline, Inc. and iPipeline Holdings, Inc. (24)             |   | Provider of SaaS-based software solutions to the insurance and financial services industry |   | First lien senior secured loan ($46.9 par due 8/2022) |   | 8.25% (Libor + 7.25%/Q) |   | 8/4/2015 |   | 46.9 |  |   | 46.9 |  | (3)(19) |   |
|                                                                                   |   |   |   | First lien senior secured loan ($14.8 par due 8/2022) |   | 8.25% (Libor + 7.25%/Q) |   | 8/4/2015 |   | 14.8 |  |   | 14.8 |  | (4)(19) |   |
|                                                                                   |   |   |   | Preferred stock (1,485 shares) |   |   |   | 8/4/2015 |   | 1.5 |  |   | 2.7 |  | (2) |   |
|                                                                                   |   |   |   | Common stock (647,542 shares) |   |   |   | 8/4/2015 |   | — |  |   | 0.1 |  | (2) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 63.2 |  |   | 64.5 |  |   |   |
| IronPlanet, Inc.                                                                       |   | Online auction platform provider for used heavy equipment |   | Warrant to purchase up to 133,333 shares of Series C preferred stock (expires 9/2023) |   |   |   | 9/24/2013 |   | 0.2 |  |   | 0.1 |  | (2) |   |
| Itel Laboratories, Inc. (24)                                                           |   | Data services provider for building materials to property insurance industry |   | Preferred units (1,798,391 units) |   |   |   | 6/29/2012 |   | 1.0 |  |   | 1.3 |  | (2) |   |
| Market Track Holdings, LLC                                                             |   | Business media consulting services company |   | Preferred stock (1,685 shares) |   |   |   | 12/13/2013 |   | 2.2 |  |   | 2.8 |  |   |   |
|                                                                                   |   |   |   | Common stock (16,251 shares) |   |   |   | 12/13/2013 |   | 2.2 |  |   | 2.8 |  |   |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 4.4 |  |   | 5.6 |  |   |   |
| Maximus Holdings, LLC                                                                  |   | Provider of software simulation tools and related services |   | Warrant to purchase up to 1,050,013 shares of common stock (expires 10/2019) |   |   |   | 12/13/2013 |   | — |  |   | 1.5 |  |   |   |
| Ministry Brands, LLC and MB Parent HoldCo, L.P. (24)                                   |   | Software and payment services provider to faith-based institutions |   | First lien senior secured revolving loan ($3.8 par due 12/2022) |   | 6.00% (Libor + 5.00%/Q) |   | 12/2/2016 |   | 3.8 |  |   | 3.8 |  | (2)(19) |   |
|                                                                                   |   |   |   | First lien senior secured loan ($7.6 par due 12/2022) |   | 6.00% (Libor + 5.00%/Q) |   | 12/2/2016 |   | 7.5 |  |   | 7.6 |  | (2)(19) |   |
|                                                                                   |   |   |   | Second lien senior secured loan ($90.0 par due 6/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 89.2 |  |   | 90.0 |  | (2)(19) |   |
|                                                                                   |   |   |   | Class A units (500,000 units) |   |   |   | 12/2/2016 |   | 5.0 |  |   | 5.0 |  | (2) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 105.5 |  |   | 106.4 |  |   |   |
| MVL Group, Inc. (8)                                                                    |   | Marketing research provider |   | Senior subordinated loan ($0.5 par due 7/2012) |   |   |   | 4/1/2010 |   | 0.2 |  |   | 0.2 |  | (2)(18) |   |
|                                                                                   |   |   |   | Common stock (560,716 shares) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (2) |   |
|                                                                                   |   |   |   |   |   |   |   |   |   | 0.2 |  |   | 0.2 |  |   |   |
| NAS, LLC, Nationwide Marketing Group, LLC and Nationwide Administrative Services, Inc. |   | Buying and marketing services organization for appliance, furniture and consumer electronics dealers |   | Second lien senior secured loan ($24.1 par due 12/2021) |   | 9.75% (Libor + 8.75%/Q) |   | 6/1/2015 |   | 24.1 |  |   | 22.4 |  | (2)(19) |   |

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|                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                      |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| PayNearMe, Inc.                                                 |   | Electronic cash payment system provider |   | First lien senior secured loan ($10.0 par due 9/2019) |   | 9.50% (Libor + 8.50%/M) |   | 3/11/2016 |   | 9.6 |  |   | 10.0 |  | (5)(19) |   |
|                                                            |   |   |   | Warrant to purchase up to 195,726 shares of Series E preferred stock (expires 3/2023) |   |   |   | 3/11/2016 |   | 0.2 |  |   | — |  | (5) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 9.8 |  |   | 10.0 |  |   |   |
| Pegasus Intermediate Holdings, LLC (24)                         |   | Plant maintenance and scheduling process software provider |   | First lien senior secured loan ($1.3 par due 11/2022) |   | 7.25% (Libor + 6.25%/Q) |   | 11/7/2016 |   | 1.3 |  |   | 1.3 |  | (2)(19) |   |
| PHL Investors, Inc., and PHL Holding Co. (8)                    |   | Mortgage services |   | Class A common stock (576 shares) |   |   |   | 7/31/2012 |   | 3.8 |  |   | — |  | (2) |   |
| Planview, Inc.                                                  |   | Provider of project and portfolio management software |   | Second lien senior secured loan ($30.0 par due 8/2022) |   | 10.50% (Libor + 9.50%/Q) |   | 8/9/2016 |   | 30.0 |  |   | 30.5 |  | (2)(19) |   |
| Poplicus Incorporated                                           |   | Business intelligence and market analytics platform for companies that sell to the public sector |   | First lien senior secured loan ($5.3 par due 1/2018) |   |   |   | 6/25/2015 |   | 4.7 |  |   | 2.6 |  | (5)(18) |   |
|                                                            |   |   |   | Warrant to purchase up to 2,402,991 shares of Series C preferred stock (expires 6/2025) |   |   |   | 6/25/2015 |   | 0.1 |  |   | — |  | (5) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 4.8 |  |   | 2.6 |  |   |   |
| PowerPlan, Inc. and Project Torque Ultimate Parent Corporation  |   | Fixed asset financial management software provider |   | Second lien senior secured loan ($30.0 par due 2/2023) |   | 10.00% (Libor + 9.00%/Q) |   | 2/23/2015 |   | 29.8 |  |   | 30.0 |  | (2)(19) |   |
|                                                            |   |   |   | Second lien senior secured loan ($50.0 par due 2/2023) |   | 10.00% (Libor + 9.00%/Q) |   | 2/23/2015 |   | 49.6 |  |   | 50.0 |  | (3)(19) |   |
|                                                            |   |   |   | Class A common stock (1,980 shares) |   |   |   | 2/23/2015 |   | 2.0 |  |   | — |  | (2) |   |
|                                                            |   |   |   | Class B common stock (989,011 shares) |   |   |   | 2/23/2015 |   | — |  |   | 3.8 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 81.4 |  |   | 83.8 |  |   |   |
| Powersport Auctioneer Holdings, LLC                             |   | Powersport vehicle auction operator |   | Common units (1,972 units) |   |   |   | 3/2/2012 |   | 1.0 |  |   | 1.5 |  | (2) |   |
| Project Alpha Intermediate Holding, Inc. and Qlik Parent, Inc.  |   | Provider of data visualization software for data analytics |   | First lien senior secured loan ($50.4 par due 8/2022) |   | 9.25% (Libor + 8.25%/Q) |   | 8/22/2016 |   | 49.7 |  |   | 50.4 |  | (2)(19) |   |
|                                                            |   |   |   | First lien senior secured loan ($59.9 par due 8/2022) |   | 9.25% (Libor + 8.25%/Q) |   | 8/22/2016 |   | 59.0 |  |   | 59.9 |  | (3)(19) |   |
|                                                            |   |   |   | First lien senior secured loan ($20.0 par due 8/2022) |   | 9.25% (Libor + 8.25%/Q) |   | 8/22/2016 |   | 19.7 |  |   | 20.0 |  | (4)(19) |   |
|                                                            |   |   |   | Class A common shares (7,445 shares) |   |   |   | 8/22/2016 |   | 7.4 |  |   | 0.1 |  | (2) |   |
|                                                            |   |   |   | Class B common shares (1,841,609 shares) |   |   |   | 8/22/2016 |   | 0.1 |  |   | 8.3 |  | (2) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 135.9 |  |   | 138.7 |  |   |   |
| R2 Acquisition Corp.                                            |   | Marketing services |   | Common stock (250,000 shares) |   |   |   | 5/29/2007 |   | 0.3 |  |   | 0.3 |  | (2) |   |
| Rocket Fuel Inc.                                                |   | Provider of open and integrated software for digital marketing optimization |   | Common stock (11,405 shares) |   |   |   | 9/9/2014 |   | — |  |   | — |  | (2) |   |
| Shift PPC LLC                                                   |   | Digital solutions provider |   | First lien senior secured loan ($12.5 par due 12/2021) |   | 7.00% (Libor + 6.00%/Q) |   | 12/22/2016 |   | 12.5 |  |   | 12.5 |  | (2)(19) |   |
| Sonian Inc.                                                     |   | Cloud-based email archiving platform |   | First lien senior secured loan ($7.5 par due 6/2020) |   | 8.65% (Libor + 7.65%/M) |   | 9/9/2015 |   | 7.4 |  |   | 7.5 |  | (5)(17)(19) |   |
|                                                            |   |   |   | Warrant to purchase up to 169,045 shares of Series C preferred stock (expires 9/2022) |   |   |   | 9/9/2015 |   | 0.1 |  |   | 0.1 |  | (5) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 7.6 |  |   |   |
| Talari Networks, Inc.                                           |   | Networking equipment provider |   | First lien senior secured loan ($6.0 par due 12/2018) |   | 9.75% (Libor + 8.75%/M) |   | 8/3/2015 |   | 5.9 |  |   | 6.0 |  | (5)(19) |   |
|                                                            |   |   |   | Warrant to purchase up to 421,052 shares of Series D-1 preferred stock (expires 8/2022) |   |   |   | 8/3/2015 |   | 0.1 |  |   | 0.1 |  | (5) |   |
|                                                            |   |   |   |   |   |   |   |   |   | 6.0 |  |   | 6.1 |  |   |   |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC (8) |   | Healthcare compliance advisory services |   | Senior subordinated loan ($10.2 par due 3/2017) |   |   |   | 3/5/2013 |   | — |  |   | 0.4 |  | (2)(18) |   |

----

|                                                                   |
|-------------------------------------------------------------------|
|                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                        |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                              |   |   |   | Class A units (14,293,110 units) |   |   |   | 6/26/2008 |   | 12.8 |  |   | — |  | (2) |   |
|                                                              |   |   |   |   |   |   |   |   |   | 12.8 |  |   | 0.4 |  |   |   |
| TraceLink, Inc.                                                   |   | Supply chain management software provider for the pharmaceutical industry |   | Warrant to purchase up to 283,353 shares of Series A-2 preferred stock (expires 1/2025) |   |   |   | 1/2/2015 |   | 0.1 |  |   | 2.5 |  | (2) |   |
| UL Holding Co., LLC (7)                                           |   | Manufacturer and distributor of re-refined oil products |   | Senior subordinated loan ($5.8 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 1.4 |  |   | 5.4 |  | (2) |   |
|                                                              |   |   |   | Senior subordinated loan ($0.3 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.1 |  |   | 0.3 |  | (2) |   |
|                                                              |   |   |   | Senior subordinated loan ($23.9 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 5.9 |  |   | 22.4 |  | (2) |   |
|                                                              |   |   |   | Senior subordinated loan ($2.0 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.5 |  |   | 1.9 |  | (2) |   |
|                                                              |   |   |   | Senior subordinated loan ($2.8 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 0.7 |  |   | 2.6 |  | (2) |   |
|                                                              |   |   |   | Senior subordinated loan ($0.2 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.1 |  |   | 0.2 |  | (2) |   |
|                                                              |   |   |   | Class A common units (533,351 units) |   |   |   | 6/17/2011 |   | 5.0 |  |   | — |  | (2) |   |
|                                                              |   |   |   | Class B-5 common units (272,834 units) |   |   |   | 6/17/2011 |   | 2.5 |  |   | — |  | (2) |   |
|                                                              |   |   |   | Class C common units (758,546 units) |   |   |   | 4/25/2008 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 719,044 shares of Class A units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 28,663 shares of Class B-1 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 57,325 shares of Class B-2 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 29,645 shares of Class B-3 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 80,371 shares of Class B-5 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 59,655 shares of Class B-6 units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   | Warrant to purchase up to 1,046,713 shares of Class C units |   |   |   | 5/2/2014 |   | — |  |   | — |  | (2) |   |
|                                                              |   |   |   |   |   |   |   |   |   | 16.2 |  |   | 32.8 |  |   |   |
| Velocity Holdings Corp.                                           |   | Hosted enterprise resource planning application management services provider |   | Common units (1,713,546 units) |   |   |   | 12/13/2013 |   | 4.5 |  |   | 2.8 |  |   |   |
| WorldPay Group PLC (9)                                            |   | Payment processing company |   | C2 shares (73,974 shares) |   |   |   | 10/21/2015 |   | — |  |   | — |  |   |   |
| Zywave, Inc. (24)                                                 |   | Provider of software and technology-enabled content and analytical solutions to insurance brokers |   | Second lien senior secured loan ($27.0 par due 11/2023) |   | 10.00% (Libor + 9.00%/Q) |   | 11/17/2016 |   | 27.0 |  |   | 27.0 |  | (2)(19) |   |
|                                                              |   |   |   |   |   |   |   |   |   | 862.5 |  |   | 867.7 |  |   | 16.80% |  |
| Other Services                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| American Residential Services L.L.C.                              |   | Heating, ventilation and air conditioning services provider |   | Second lien senior secured loan ($67.0 par due 12/2021) |   | 9.00% (Libor + 8.00%/Q) |   | 6/30/2014 |   | 66.7 |  |   | 67.0 |  | (2)(19) |   |
| Community Education Centers, Inc. and CEC Parent Holdings LLC (8) |   | Offender re-entry and in-prison treatment services provider |   | First lien senior secured loan ($13.6 par due 12/2017) |   | 6.25% (Libor + 5.25%/Q) |   | 12/10/2010 |   | 13.6 |  |   | 13.6 |  | (2)(13)(19) |   |
|                                                              |   |   |   | First lien senior secured loan ($0.7 par due 12/2017) |   | 8.00% (Base Rate + 4.25%/Q) |   | 12/10/2010 |   | 0.7 |  |   | 0.7 |  | (2)(13)(19) |   |
|                                                              |   |   |   | Second lien senior secured loan ($21.9 par due 6/2018) |   | 15.89% (Libor + 15.00%/Q) |   | 12/10/2010 |   | 21.9 |  |   | 21.9 |  | (2) |   |
|                                                              |   |   |   | Class A senior preferred units (7,846 units) |   |   |   | 3/27/2015 |   | 9.4 |  |   | 11.9 |  | (2) |   |

----

|                                                                                 |
|---------------------------------------------------------------------------------|
|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                      |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                            |   |   |   | Class A junior preferred units (26,154 units) |   |   |   | 3/27/2015 |   | 20.2 |  |   | 28.5 |  | (2) |   |
|                                                                            |   |   |   | Class A common units (134 units) |   |   |   | 3/27/2015 |   | — |  |   | — |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 65.8 |  |   | 76.6 |  |   |   |
| Competitor Group, Inc., Calera XVI, LLC and Champion Parent Corporation (8)(24) |   | Endurance sports media and event operator |   | First lien senior secured revolving loan ($0.9 par due 11/2018) |   | 5.00% (Libor + 3.75%/Q) |   | 9/29/2016 |   | 0.9 |  |   | 0.9 |  | (2)(19) |   |
|                                                                            |   |   |   | First lien senior secured revolving loan ($4.7 par due 11/2018) |   | 5.00% (Libor + 3.75%/Q) |   | 11/30/2012 |   | 4.5 |  |   | 4.5 |  | (2)(19) |   |
|                                                                            |   |   |   | First lien senior secured loan ($39.6 par due 11/2018) |   | 5.00% (Libor + 3.75%/Q) |   | 11/30/2012 |   | 38.0 |  |   | 38.6 |  | (2)(19) |   |
|                                                                            |   |   |   | Preferred shares (18,875 shares) |   |   |   | 3/25/2016 |   | 16.0 |  |   | — |  | (2) |   |
|                                                                            |   |   |   | Membership units (2,522,512 units) |   |   |   | 11/30/2012 |   | 2.5 |  |   | — |  | (2) |   |
|                                                                            |   |   |   | Common shares (114,000 shares) |   |   |   | 3/25/2016 |   | — |  |   | — |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 61.9 |  |   | 44.0 |  |   |   |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC (7)(24) |   | Provider of outsourced healthcare linen management solutions |   | First lien senior secured revolving loan |   | - |   | 3/13/2014 |   | — |  |   | — |  | (22) |   |
|                                                                            |   |   |   | First lien senior secured loan ($5.8 par due 12/2021) |   | 7.25% (Libor + 6.25%/Q) |   | 3/13/2014 |   | 5.8 |  |   | 5.8 |  | (2)(19) |   |
|                                                                            |   |   |   | First lien senior secured loan ($5.2 par due 12/2021) |   | 7.25% (Libor + 6.25%/Q) |   | 3/13/2014 |   | 5.2 |  |   | 5.2 |  | (3)(19) |   |
|                                                                            |   |   |   | Class A preferred units (2,475,000 units) |   |   |   | 3/13/2014 |   | 2.5 |  |   | 3.0 |  | (2) |   |
|                                                                            |   |   |   | Class B common units (275,000 units) |   |   |   | 3/13/2014 |   | 0.3 |  |   | 0.3 |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 13.8 |  |   | 14.3 |  |   |   |
| Dwyer Acquisition Parent, Inc. and TDG Group Holding Company                    |   | Operator of multiple franchise concepts primarily related to home maintenance or repairs |   | Senior subordinated loan ($31.5 par due 2/2020) |   | 11.00% |   | 6/12/2015 |   | 31.5 |  |   | 31.5 |  | (2) |   |
|                                                                            |   |   |   | Senior subordinated loan ($52.7 par due 2/2020) |   | 11.00% |   | 8/15/2014 |   | 52.7 |  |   | 52.7 |  | (2) |   |
|                                                                            |   |   |   | Common stock (32,843 shares) |   |   |   | 8/15/2014 |   | 3.4 |  |   | 5.0 |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 87.6 |  |   | 89.2 |  |   |   |
| Massage Envy, LLC and ME Equity LLC (24)                                        |   | Franchisor in the massage industry |   | First lien senior secured revolving loan ($3.5 par due 9/2020) |   | 7.75% (Libor + 6.75%/Q) |   | 9/27/2012 |   | 3.5 |  |   | 3.5 |  | (2)(19) |   |
|                                                                            |   |   |   | First lien senior secured loan ($38.9 par due 9/2020) |   | 7.75% (Libor + 6.75%/Q) |   | 9/27/2012 |   | 38.9 |  |   | 38.9 |  | (3)(19) |   |
|                                                                            |   |   |   | First lien senior secured loan ($18.9 par due 9/2020) |   | 7.75% (Libor + 6.75%/Q) |   | 9/27/2012 |   | 18.9 |  |   | 18.9 |  | (4)(19) |   |
|                                                                            |   |   |   | Common stock (3,000,000 shares) |   |   |   | 9/27/2012 |   | 3.0 |  |   | 3.3 |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 64.3 |  |   | 64.6 |  |   |   |
| McKenzie Sports Products, LLC (24)                                              |   | Designer, manufacturer and distributor of hunting-related supplies |   | First lien senior secured loan ($5.5 par due 9/2020) |   | 6.75% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 5.5 |  |   | 5.4 |  | (3)(14)(19) |   |
|                                                                            |   |   |   | First lien senior secured loan ($84.5 par due 9/2020) |   | 6.75% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 84.5 |  |   | 82.8 |  | (3)(14)(19) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 90.0 |  |   | 88.2 |  |   |   |
| OpenSky Project, Inc. and OSP Holdings, Inc.                                    |   | Social commerce platform operator |   | First lien senior secured loan ($0.9 par due 9/2017) |   | 10.00% |   | 6/4/2014 |   | 0.9 |  |   | 0.9 |  | (2) |   |
|                                                                            |   |   |   | Warrant to purchase up to 159,496 shares of Series D preferred stock (expires 4/2025) |   |   |   | 6/29/2015 |   | — |  |   | — |  | (2) |   |
|                                                                            |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 0.9 |  |   |   |
| Osmose Holdings, Inc.                                                           |   | Provider of structural integrity management services to transmission and distribution infrastructure |   | Second lien senior secured loan ($25.0 par due 8/2023) |   | 8.75% (Libor + 7.75%/Q) |   | 9/3/2015 |   | 24.6 |  |   | 24.5 |  | (2)(19) |   |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| SocialFlow, Inc.                                                     |   | Social media optimization platform provider |   | First lien senior secured loan ($4.0 par due 8/2019) |   | 9.50% (Libor + 8.50%/M) |   | 1/29/2016 |   | 3.9 |  |   | 4.0 |  | (5)(19) |   |
|                                                                 |   |   |   | Warrant to purchase up to 215,331 shares of Series C preferred stock (expires 1/2026) |   |   |   | 1/29/2016 |   | — |  |   | — |  | (5) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 3.9 |  |   | 4.0 |  |   |   |
| Spin HoldCo Inc.                                                     |   | Laundry service and equipment provider |   | Second lien senior secured loan ($140.0 par due 5/2020) |   | 8.00% (Libor + 7.00%/Q) |   | 5/14/2013 |   | 140.0 |  |   | 138.6 |  | (2)(19) |   |
| Surface Dive, Inc.                                                   |   | SCUBA diver training and certification provider |   | Second lien senior secured loan ($31.6 par due 1/2022) |   | 9.00% (Libor + 8.00%/Q) |   | 7/28/2015 |   | 31.6 |  |   | 31.6 |  | (2)(19) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($94.1 par due 1/2022) |   | 10.25% (Libor + 9.25%/Q) |   | 1/29/2015 |   | 93.8 |  |   | 94.1 |  | (2)(19) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 125.4 |  |   | 125.7 |  |   |   |
| U.S. Security Associates Holdings, Inc                               |   | Security guard service provider |   | Second lien senior secured loan ($25.0 par due 7/2018) |   | 11.00% |   | 11/24/2015 |   | 25.0 |  |   | 25.0 |  | (2) |   |
| WASH Multifamily Acquisition Inc. and Coinamatic Canada Inc.         |   | Laundry service and equipment provider |   | Second lien senior secured loan ($3.7 par due 5/2023) |   | 8.00% (Libor + 7.00%/Q) |   | 5/14/2015 |   | 3.7 |  |   | 3.7 |  | (2)(19) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($21.3 par due 5/2023) |   | 8.00% (Libor + 7.00%/Q) |   | 5/14/2015 |   | 20.9 |  |   | 21.1 |  | (2)(19) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 24.6 |  |   | 24.8 |  |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 794.5 |  |   | 787.4 |  |   | 15.25% |  |
| Consumer Products                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Badger Sportswear Acquisition, Inc.                                  |   | Provider of team uniforms and athletic wear |   | Second lien senior secured loan ($50.0 par due 3/2024) |   | 10.00% (Libor + 9.00%/Q) |   | 9/6/2016 |   | 49.9 |  |   | 50.0 |  | (2)(19) |   |
| Feradyne Outdoors, LLC and Bowhunter Holdings, LLC                   |   | Provider of branded archery and bowhunting accessories |   | First lien senior secured loan ($4.4 par due 3/2019) |   | 4.00% (Libor + 3.00%/Q) |   | 4/24/2014 |   | 4.4 |  |   | 4.3 |  | (3)(19) |   |
|                                                                 |   |   |   | First lien senior secured loan ($5.2 par due 3/2019) |   | 4.00% (Libor + 3.00%/Q) |   | 4/24/2014 |   | 5.2 |  |   | 5.1 |  | (3)(19) |   |
|                                                                 |   |   |   | First lien senior secured loan ($9.5 par due 3/2019) |   | 6.55% (Libor + 5.55%/Q) |   | 4/24/2014 |   | 9.5 |  |   | 9.0 |  | (3)(16)(19) |   |
|                                                                 |   |   |   | First lien senior secured loan ($50.1 par due 3/2019) |   | 6.55% (Libor + 5.55%/Q) |   | 4/24/2014 |   | 50.1 |  |   | 47.6 |  | (3)(16)(19) |   |
|                                                                 |   |   |   | Common units (300 units) |   |   |   | 4/24/2014 |   | 3.7 |  |   | 2.4 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 72.9 |  |   | 68.4 |  |   |   |
| Indra Holdings Corp.                                                 |   | Designer, marketer, and distributor of rain and cold weather products |   | Second lien senior secured loan ($80.0 par due 11/2021) |   | 8.50% (Libor + 7.50%/Q) |   | 5/1/2014 |   | 79.2 |  |   | 60.8 |  | (2)(19) |   |
| Plantation Products, LLC, Seed Holdings, Inc. and Flora Parent, Inc. |   | Provider of branded lawn and garden products |   | Second lien senior secured loan ($2.0 par due 6/2021) |   | 8.99% (Libor + 7.99%/Q) |   | 12/23/2014 |   | 2.0 |  |   | 2.0 |  | (2)(19) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($54.0 par due 6/2021) |   | 8.99% (Libor + 7.99%/Q) |   | 12/23/2014 |   | 53.8 |  |   | 54.0 |  | (3)(19) |   |
|                                                                 |   |   |   | Second lien senior secured loan ($10.0 par due 6/2021) |   | 8.99% (Libor + 7.99%/Q) |   | 12/23/2014 |   | 10.0 |  |   | 10.0 |  | (4)(19) |   |
|                                                                 |   |   |   | Common stock (30,000 shares) |   |   |   | 12/23/2014 |   | 3.0 |  |   | 5.2 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 68.8 |  |   | 71.2 |  |   |   |
| SHO Holding I Corporation                                            |   | Manufacturer and distributor of slip resistant footwear |   | Second lien senior secured loan ($100.0 par due 4/2023) |   | 9.50% (Libor + 8.50%/Q) |   | 10/27/2015 |   | 97.8 |  |   | 99.0 |  | (2)(19) |   |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC (7)                |   | Developer, marketer and distributor of sports protection equipment and accessories |   | Second lien senior secured loan ($89.4 par due 10/2021) |   | 11.76% (Libor + 10.50%/Q) |   | 4/22/2015 |   | 89.4 |  |   | 87.6 |  | (2)(19) |   |
|                                                                 |   |   |   | Class A preferred units (50,000 units) |   |   |   | 3/14/2014 |   | 5.0 |  |   | 3.8 |  | (2) |   |
|                                                                 |   |   |   | Class C preferred units (50,000 units) |   |   |   | 4/22/2015 |   | 5.0 |  |   | 3.8 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 99.4 |  |   | 95.2 |  |   |   |
| The Step2 Company, LLC (8)                                           |   | Toy manufacturer |   | Common units (1,116,879 units) |   |   |   | 4/1/2011 |   | — |  |   | 6.2 |  |   |   |
|                                                                 |   |   |   | Class B common units (126,278,000 units) |   |   |   | 10/30/2014 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Warrant to purchase up to 3,157,895 units |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |

----

|                                                                                                                                  |
|----------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                       |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | — |  |   | 6.2 |  |   |   |
| Varsity Brands Holding Co., Inc., Hercules Achievement, Inc., Hercules Achievement Holdings, Inc. and Hercules VB Holdings, Inc. |   | Leading manufacturer and distributor of textiles, apparel & luxury goods |   | Second lien senior secured loan ($25.0 par due 12/2022) |   | 9.75% (Libor + 8.75%/Q) |   | 10/28/2016 |   | 25.0 |  |   | 25.0 |  | (2)(19) |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($1.6 par due 12/2022) |   | 9.75% (Libor + 8.75%/Q) |   | 12/11/2014 |   | 1.6 |  |   | 1.6 |  | (2)(19) |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($54.0 par due 12/2022) |   | 9.75% (Libor + 8.75%/Q) |   | 12/11/2014 |   | 53.6 |  |   | 54.0 |  | (3)(19) |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($91.7 par due 12/2022) |   | 9.75% (Libor + 8.75%/Q) |   | 12/11/2014 |   | 91.0 |  |   | 91.7 |  | (2)(19) |   |
|                                                                                                                             |   |   |   | Common stock (3,353,370 shares) |   |   |   | 12/11/2014 |   | 3.4 |  |   | 3.7 |  | (2) |   |
|                                                                                                                             |   |   |   | Common stock (3,353,371 shares) |   |   |   | 12/11/2014 |   | 4.1 |  |   | 4.6 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 178.7 |  |   | 180.6 |  |   |   |
| Wonder Holdings Acquisition Corp.                                                                                                |   | Developer and marketer of OTC healthcare products |   | Warrant to purchase up to 1,654,678 shares of common stock (expires 6/2021) |   |   |   | 7/27/2011 |   | — |  |   | 0.8 |  | (2) |   |
|                                                                                                                             |   |   |   | Warrant to purchase up to 941 shares of preferred stock (expires 6/2021) |   |   |   | 7/27/2011 |   | — |  |   | 1.5 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | — |  |   | 2.3 |  |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 646.7 |  |   | 633.7 |  |   | 12.27% |  |
| Power Generation                                                                                                                 |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Alphabet Energy, Inc.                                                                                                            |   | Technology developer to convert waste-heat into electricity |   | First lien senior secured loan ($3.9 par due 8/2017) |   | 14.50% (Libor + 11.50% Cash, 2.00% PIK/M) |   | 12/16/2013 |   | 3.8 |  |   | 3.9 |  | (2)(17)(19) |   |
|                                                                                                                             |   |   |   | Series 1B preferred stock (12,976 shares) |   |   |   | 6/21/2016 |   | 0.2 |  |   | 0.1 |  | (2) |   |
|                                                                                                                             |   |   |   | Warrant to purchase up to 125,000 shares of Series 2 preferred stock (expires 12/2023) |   |   |   | 6/30/2016 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 4.1 |  |   | 4.1 |  |   |   |
| CEI Kings Mountain Investor, LP                                                                                                  |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($32.6 par due 3/2017) |   | 11.00% PIK |   | 3/11/2016 |   | 32.6 |  |   | 32.6 |  | (2) |   |
| CPV Maryland Holding Company II, LLC                                                                                             |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($44.5 par due 12/2020) |   | 10.00% |   | 8/8/2014 |   | 44.5 |  |   | 43.3 |  | (2) |   |
|                                                                                                                             |   |   |   | Warrant to purchase up to 4 units of common stock (expires 8/2018) |   |   |   | 8/8/2014 |   | — |  |   | 0.2 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 44.5 |  |   | 43.5 |  |   |   |
| DESRI VI Management Holdings, LLC                                                                                                |   | Wind power generation facility operator |   | Senior subordinated loan ($25.0 par due 12/2021) |   | 9.75% |   | 12/24/2014 |   | 25.0 |  |   | 25.0 |  | (2) |   |
|                                                                                                                             |   |   |   | Non-controlling units (10.0 units) |   |   |   | 12/24/2014 |   | 1.6 |  |   | 1.8 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 26.6 |  |   | 26.8 |  |   |   |
| Green Energy Partners, Stonewall LLC and Panda Stonewall Intermediate Holdings II LLC                                            |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($25.0 par due 11/2021) |   | 6.50% (Libor + 5.50%/Q) |   | 11/13/2014 |   | 24.8 |  |   | 24.6 |  | (2)(19) |   |
|                                                                                                                             |   |   |   | Senior subordinated loan ($19.5 par due 12/2021) |   | 8.00% Cash, 5.25% PIK |   | 11/13/2014 |   | 19.5 |  |   | 19.2 |  | (2) |   |
|                                                                                                                             |   |   |   | Senior subordinated loan ($91.2 par due 12/2021) |   | 8.00% Cash, 5.25% PIK |   | 11/13/2014 |   | 91.2 |  |   | 89.8 |  | (2) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 135.5 |  |   | 133.6 |  |   |   |
| Joule Unlimited Technologies, Inc. and Stichting Joule Global Foundation                                                         |   | Renewable fuel and chemical production developer |   | First lien senior secured loan ($8.8 par due 10/2018) |   |   |   | 3/31/2015 |   | 8.5 |  |   | 6.2 |  | (2)(17)(18) |   |
|                                                                                                                             |   |   |   | Warrant to purchase up to 32,051 shares of Series C-2 preferred stock (expires 7/2023) |   |   |   | 7/25/2013 |   | — |  |   | — |  | (2)(9) |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 8.5 |  |   | 6.2 |  |   |   |
| La Paloma Generating Company, LLC                                                                                                |   | Natural gas fired, combined cycle plant operator |   | Second lien senior secured loan ($10.0 par due 2/2020) |   |   |   | 2/20/2014 |   | 8.8 |  |   | — |  | (2)(18) |   |

----

|                                                                                     |
|-------------------------------------------------------------------------------------|
|                                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                          |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Moxie Liberty LLC                                                                   |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($34.7 par due 8/2020) |   | 7.50% (Libor + 6.50%/Q) |   | 8/21/2013 |   | 34.5 |  |   | 34.7 |  | (2)(19) |   |
| Moxie Patriot LLC                                                                   |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($34.3 par due 12/2020) |   | 6.75% (Libor + 5.75%/Q) |   | 12/19/2013 |   | 34.0 |  |   | 34.1 |  | (2)(19) |   |
| Noonan Acquisition Company, LLC                                                     |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($50.9 par due 10/2017) |   | 10.25% |   | 7/22/2016 |   | 50.9 |  |   | 50.9 |  | (2) |   |
| Panda Power Annex Fund Hummel Holdings II LLC                                       |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($52.2 par due 1/2017) |   | 13.00% PIK |   | 10/27/2015 |   | 52.2 |  |   | 52.2 |  | (2) |   |
| Panda Temple Power II, LLC                                                          |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($19.8 par due 4/2019) |   | 7.25% (Libor + 6.00%/Q) |   | 4/3/2013 |   | 19.7 |  |   | 18.0 |  | (2)(19) |   |
| Panda Temple Power, LLC                                                             |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($24.6 par due 3/2022) |   | 7.25% (Libor + 6.25%/Q) |   | 3/6/2015 |   | 23.6 |  |   | 21.4 |  | (2)(19) |   |
| PERC Holdings 1 LLC                                                                 |   | Operator of recycled energy, combined heat and power, and energy efficiency facilities |   | Class B common units (21,653,543 units) |   |   |   | 10/20/2014 |   | 21.7 |  |   | 26.1 |  | (2) |   |
| Riverview Power LLC                                                                 |   | Natural gas and oil fired power generation facilities operator |   | First lien senior secured loan ($8.6 par due 12/2021) |   | 7.25% (Base Rate + 3.50%/Q) |   | 12/29/2016 |   | 8.6 |  |   | 8.6 |  | (2)(19) |   |
|                                                                                |   |   |   | First lien senior secured loan ($73.6 par due 12/2022) |   | 11.00% (Base Rate + 7.25%/Q) |   | 12/29/2016 |   | 73.6 |  |   | 73.6 |  | (2)(19) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 82.2 |  |   | 82.2 |  |   |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 579.4 |  |   | 566.4 |  |   | 10.97% |  |
| Restaurants and Food Services                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. (8) |   | Restaurant owner and operator |   | First lien senior secured loan ($3.1 par due 12/2018) |   | 15.00% (Libor + 14.00%/Q) |   | 12/22/2016 |   | 3.1 |  |   | 3.1 |  | (2)(19) |   |
|                                                                                |   |   |   | First lien senior secured loan ($29.6 par due 12/2018) |   |   |   | 11/27/2006 |   | 28.9 |  |   | 20.4 |  | (2)(18) |   |
|                                                                                |   |   |   | First lien senior secured loan ($11.3 par due 12/2018) |   |   |   | 11/27/2006 |   | 11.0 |  |   | 7.8 |  | (3)(18) |   |
|                                                                                |   |   |   | Promissory note ($25.5 par due 12/2023) |   |   |   | 11/27/2006 |   | 13.8 |  |   | — |  | (2) |   |
|                                                                                |   |   |   | Warrant to purchase up to 23,750 units of Series D common stock (expires 12/2023) |   |   |   | 12/18/2013 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 56.8 |  |   | 31.3 |  |   |   |
| Benihana, Inc. (24)                                                                 |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($0.8 par due 7/2018) |   | 8.25% (Libor + 7.00%/Q) |   | 8/21/2012 |   | 0.8 |  |   | 0.8 |  | (2)(19)(23) |   |
|                                                                                |   |   |   | First lien senior secured revolving loan ($0.7 par due 7/2018) |   | 9.50% (Base Rate + 5.75%/Q) |   | 8/21/2012 |   | 0.7 |  |   | 0.7 |  | (2)(19)(23) |   |
|                                                                                |   |   |   | First lien senior secured loan ($4.8 par due 1/2019) |   | 8.25% (Libor + 7.00%/Q) |   | 8/21/2012 |   | 4.8 |  |   | 4.6 |  | (4)(19) |   |
|                                                                                |   |   |   | First lien senior secured loan ($0.3 par due 1/2019) |   | 8.25% (Libor + 7.00%/Q) |   | 12/28/2016 |   | 0.3 |  |   | 0.3 |  | (2)(19) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 6.6 |  |   | 6.4 |  |   |   |
| DineInFresh, Inc.                                                                   |   | Meal-delivery provider |   | First lien senior secured loan ($4.8 par due 7/2018) |   | 9.75% (Libor + 8.75%/M) |   | 12/19/2014 |   | 4.7 |  |   | 4.8 |  | (2)(19) |   |
|                                                                                |   |   |   | Warrant to purchase up to 143,079 shares of Series A preferred stock (expires 12/2024) |   |   |   | 12/19/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 4.7 |  |   | 4.8 |  |   |   |
| Garden Fresh Restaurant Corp. (24)                                                  |   | Restaurant owner and operator |   | First lien senior secured revolving loan |   | - |   | 10/3/2013 |   | — |  |   | — |  | (22) |   |
|                                                                                |   |   |   | First lien senior secured loan ($40.1 par due 7/2018) |   | 10.50% (Libor + 9.00%/Q) |   | 10/3/2013 |   | 40.1 |  |   | 38.1 |  | (2)(19) |   |
|                                                                                |   |   |   | First lien senior secured loan ($1.5 par due 10/2017) |   | 15.50% PIK |   | 11/14/2016 |   | 1.5 |  |   | 1.5 |  | (2) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 41.6 |  |   | 39.6 |  |   |   |

----

|                                                                |
|----------------------------------------------------------------|
|                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Global Franchise Group, LLC and GFG Intermediate Holding, Inc. |   | Worldwide franchisor of quick service restaurants |   | First lien senior secured loan ($60.8 par due 12/2019) |   | 10.47% (Libor + 9.47%/Q) |   | 12/18/2014 |   | 60.8 |  |   | 60.8 |  | (3)(19) |   |
| Heritage Food Service Group, Inc. and WCI-HFG Holdings, LLC    |   | Distributor of repair and replacement parts for commercial kitchen equipment |   | Second lien senior secured loan ($31.6 par due 10/2022) |   | 9.50% (Libor + 8.50%/Q) |   | 10/20/2015 |   | 31.6 |  |   | 31.6 |  | (2)(19) |   |
|                                                           |   |   |   | Preferred units (3,000,000 units) |   |   |   | 10/20/2015 |   | 3.0 |  |   | 3.1 |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 34.6 |  |   | 34.7 |  |   |   |
| Orion Foods, LLC (8)                                           |   | Convenience food service retailer |   | First lien senior secured loan ($1.2 par due 9/2015) |   |   |   | 4/1/2010 |   | 1.2 |  |   | 0.5 |  | (2)(18) |   |
|                                                           |   |   |   | Second lien senior secured loan ($19.4 par due 9/2015) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (2)(18) |   |
|                                                           |   |   |   | Preferred units (10,000 units) |   |   |   | 10/28/2010 |   | — |  |   | — |  |   |   |
|                                                           |   |   |   | Class A common units (25,001 units) |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
|                                                           |   |   |   | Class B common units (1,122,452 units) |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 1.2 |  |   | 0.5 |  |   |   |
| OTG Management, LLC (24)                                       |   | Airport restaurant operator |   | First lien senior secured loan ($97.8 par due 8/2021) |   | 9.50% (Libor + 8.50%/Q) |   | 8/26/2016 |   | 97.8 |  |   | 97.8 |  | (3)(19) |   |
|                                                           |   |   |   | Senior subordinated loan ($21.2 par due 2/2022) |   | 17.50% PIK |   | 8/26/2016 |   | 21.1 |  |   | 21.2 |  | (2) |   |
|                                                           |   |   |   | Class A preferred units (3,000,000 units) |   |   |   | 8/26/2016 |   | 30.0 |  |   | 30.9 |  | (2) |   |
|                                                           |   |   |   | Common units (3,000,000 units) |   |   |   | 1/5/2011 |   | 3.0 |  |   | 11.0 |  | (2) |   |
|                                                           |   |   |   | Warrant to purchase up to 7.73% of common units (expires 6/2018) |   |   |   | 6/19/2008 |   | 0.1 |  |   | 24.2 |  | (2) |   |
|                                                           |   |   |   | Warrant to purchase 0.60% of the common units deemed outstanding (expires 12/2018) |   |   |   | 8/26/2016 |   | — |  |   | — |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 152.0 |  |   | 185.1 |  |   |   |
| Restaurant Holding Company, LLC                                |   | Fast food restaurant operator |   | First lien senior secured loan ($34.5 par due 2/2019) |   | 8.75% (Libor + 7.75%/Q) |   | 3/13/2014 |   | 34.4 |  |   | 33.8 |  | (3)(19) |   |
| Restaurant Technologies, Inc. (24)                             |   | Provider of bulk cooking oil management services to the restaurant and fast food service industries |   | First lien senior secured revolving loan ($0.3 par due 11/2021) |   | 7.50% (Base Rate + 3.75%/Q) |   | 11/23/2016 |   | 0.3 |  |   | 0.3 |  | (2)(19)(23) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 393.0 |  |   | 397.3 |  |   | 7.69% |  |
| Financial Services                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AllBridge Financial, LLC (8)                                   |   | Asset management services |   | Equity interests |   |   |   | 4/1/2010 |   | — |  |   | 0.4 |  |   |   |
| Callidus Capital Corporation (8)                               |   | Asset management services |   | Common stock (100 shares) |   |   |   | 4/1/2010 |   | 3.0 |  |   | 1.7 |  |   |   |
| Ciena Capital LLC (8)(24)                                      |   | Real estate and small business loan servicer |   | First lien senior secured revolving loan ($14.0 par due 12/2017) |   | 6.00% |   | 11/29/2010 |   | 14.0 |  |   | 14.0 |  | (2) |   |
|                                                           |   |   |   | Equity interests |   |   |   | 11/29/2010 |   | 35.0 |  |   | 17.7 |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 49.0 |  |   | 31.7 |  |   |   |
| Commercial Credit Group, Inc.                                  |   | Commercial equipment finance and leasing company |   | Senior subordinated loan ($28.0 par due 8/2022) |   | 11.00% (Libor + 9.75%/Q) |   | 5/10/2012 |   | 28.0 |  |   | 28.0 |  | (2)(19) |   |
| Imperial Capital Group LLC                                     |   | Investment services |   | Class A common units (32,369 units) |   |   |   | 5/10/2007 |   | 7.9 |  |   | 12.2 |  | (2) |   |
|                                                           |   |   |   | 2006 Class B common units (10,605 units) |   |   |   | 5/10/2007 |   | — |  |   | — |  | (2) |   |
|                                                           |   |   |   | 2007 Class B common units (1,323 units) |   |   |   | 5/10/2007 |   | — |  |   | — |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 7.9 |  |   | 12.2 |  |   |   |
| Ivy Hill Asset Management, L.P. (8)(10)                        |   | Asset management services |   | Member interest (100.00% interest) |   |   |   | 6/15/2009 |   | 171.0 |  |   | 229.2 |  |   |   |
| Javlin Three LLC, Javlin Four LLC, and Javlin Five LLC (10)    |   | Asset-backed financial services company |   | First lien senior secured loan ($32.1 par due 6/2017) |   | 10.47% (Libor + 10%/Q) |   | 6/24/2014 |   | 32.1 |  |   | 32.1 |  | (2) |   |
| LSQ Funding Group, L.C. and LM LSQ Investors LLC (10)          |   | Asset based lender |   | Senior subordinated loan ($30.0 par due 6/2021) |   | 10.50% |   | 6/25/2015 |   | 30.0 |  |   | 30.0 |  | (2) |   |

----

|                                                            |
|------------------------------------------------------------|
|                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                 |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                       |   |   |   | Membership units (3,275,000 units) |   |   |   | 6/25/2015 |   | 3.3 |  |   | 3.3 |  |   |   |
|                                                       |   |   |   |   |   |   |   |   |   | 33.3 |  |   | 33.3 |  |   |   |
| The Gordian Group, Inc.                                    |   | Financial services firm |   | Common stock (526 shares) |   |   |   | 11/30/2012 |   | — |  |   | — |  | (2) |   |
|                                                       |   |   |   |   |   |   |   |   |   | 324.3 |  |   | 368.6 |  |   | 7.14% |  |
| Manufacturing                                              |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Component Hardware Group, Inc. (24)                        |   | Commercial equipment |   | First lien senior secured revolving loan ($1.9 par due 7/2019) |   | 5.50% (Libor + 4.50%/Q) |   | 7/1/2013 |   | 1.9 |  |   | 1.9 |  | (2)(19) |   |
|                                                       |   |   |   | First lien senior secured loan ($8.0 par due 7/2019) |   | 5.50% (Libor + 4.50%/Q) |   | 7/1/2013 |   | 8.0 |  |   | 8.0 |  | (4)(19) |   |
|                                                       |   |   |   |   |   |   |   |   |   | 9.9 |  |   | 9.9 |  |   |   |
| Harvey Tool Company, LLC and Harvey Tool Holding, LLC (24) |   | Cutting tool provider to the metalworking industry |   | First lien senior secured revolving loan |   | - |   | 8/13/2015 |   | — |  |   | — |  | (22) |   |
|                                                       |   |   |   | Senior subordinated loan ($28.1 par due 9/2020) |   | 10.00% Cash, 1.00% PIK |   | 8/13/2015 |   | 28.1 |  |   | 28.1 |  | (2) |   |
|                                                       |   |   |   | Class A membership units (750 units) |   |   |   | 3/28/2014 |   | 0.9 |  |   | 1.7 |  | (2) |   |
|                                                       |   |   |   |   |   |   |   |   |   | 29.0 |  |   | 29.8 |  |   |   |
| Ioxus, Inc                                                 |   | Energy storage devices |   | First lien senior secured loan ($0.7 par due 8/2017) |   | 12.00% PIK |   | 8/24/2016 |   | 0.7 |  |   | 0.6 |  | (2) |   |
|                                                       |   |   |   | First lien senior secured loan ($10.2 par due 6/2019) |   | 5.00 % Cash, 7.00% PIK |   | 4/29/2014 |   | 10.0 |  |   | 9.7 |  | (2) |   |
|                                                       |   |   |   | First lien senior secured loan ($0.4 par due 6/2019) |   |   |   | 4/29/2014 |   | 0.4 |  |   | 0.4 |  | (2) |   |
|                                                       |   |   |   | Warrant to purchase up to 1,210,235 shares of Series BB preferred stock (expires 8/2026) |   |   |   | 1/28/2016 |   | — |  |   | — |  | (2) |   |
|                                                       |   |   |   | Warrant to purchase up to 3,038,730 shares of common stock (expires 1/2026) |   |   |   | 1/28/2016 |   | — |  |   | — |  | (2) |   |
|                                                       |   |   |   |   |   |   |   |   |   | 11.1 |  |   | 10.7 |  |   |   |
| KPS Global LLC                                             |   | Walk-in cooler and freezer systems |   | First lien senior secured loan ($27.1 par due 12/2020) |   | 9.67% (Libor + 8.67%/Q) |   | 12/4/2015 |   | 27.1 |  |   | 27.1 |  | (2)(19) |   |
| MacLean-Fogg Company and MacLean-Fogg Holdings, L.L.C.     |   | Manufacturer and supplier for the power utility and automotive markets worldwide |   | Senior subordinated loan ($99.9 par due 10/2025) |   | 10.50% Cash, 3.00% PIK |   | 10/31/2013 |   | 99.9 |  |   | 99.9 |  | (2) |   |
|                                                       |   |   |   | Preferred units (70,183 units) |   | 4.50% Cash, 9.25% PIK |   | 10/9/2015 |   | 73.5 |  |   | 73.5 |  |   |   |
|                                                       |   |   |   |   |   |   |   |   |   | 173.4 |  |   | 173.4 |  |   |   |
| Niagara Fiber Intermediate Corp. (24)                      |   | Insoluble fiber filler products |   | First lien senior secured revolving loan ($1.9 par due 5/2018) |   |   |   | 5/8/2014 |   | 1.8 |  |   | 1.4 |  | (2)(18) |   |
|                                                       |   |   |   | First lien senior secured loan ($1.4 par due 5/2018) |   |   |   | 5/8/2014 |   | 1.3 |  |   | 1.0 |  | (2)(18) |   |
|                                                       |   |   |   | First lien senior secured loan ($13.6 par due 5/2018) |   |   |   | 5/8/2014 |   | 12.9 |  |   | 10.0 |  | (2)(18) |   |
|                                                       |   |   |   |   |   |   |   |   |   | 16.0 |  |   | 12.4 |  |   |   |
| Nordco Inc.                                                |   | Railroad maintenance-of-way machinery |   | First lien senior secured revolving loan |   | - |   | 8/26/2015 |   | — |  |   | — |  | (22) |   |
| Pelican Products, Inc.                                     |   | Flashlights |   | Second lien senior secured loan ($40.0 par due 4/2021) |   | 9.25% (Libor + 8.25%/Q) |   | 4/11/2014 |   | 40.0 |  |   | 38.0 |  | (2)(19) |   |
| Saw Mill PCG Partners LLC                                  |   | Metal precision engineered components |   | Common units (1,000 units) |   |   |   | 1/30/2007 |   | 1.0 |  |   | — |  | (2) |   |
| SI Holdings, Inc.                                          |   | Elastomeric parts, mid-sized composite structures, and composite tooling |   | Common stock (1,500 shares) |   |   |   | 5/30/2014 |   | 1.5 |  |   | 1.5 |  | (2) |   |
| TPTM Merger Corp. (24)                                     |   | Time temperature indicator products |   | First lien senior secured revolving loan ($1.3 par due 9/2018) |   | 7.50% (Libor + 6.50%/Q) |   | 9/12/2013 |   | 1.3 |  |   | 1.3 |  | (2)(19) |   |
|                                                       |   |   |   | First lien senior secured loan ($17.0 par due 9/2018) |   | 9.67% (Libor + 8.67%/Q) |   | 9/12/2013 |   | 17.0 |  |   | 17.0 |  | (3)(19) |   |
|                                                       |   |   |   | First lien senior secured loan ($10.0 par due 9/2018) |   | 9.67% (Libor + 8.67%/Q) |   | 9/12/2013 |   | 10.0 |  |   | 10.0 |  | (4)(19) |   |
|                                                       |   |   |   |   |   |   |   |   |   | 28.3 |  |   | 28.3 |  |   |   |

----

|                                                                                               |
|-----------------------------------------------------------------------------------------------|
|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                                          |   |   |   |   |   |   |   |   |   | 337.3 |  |   | 331.1 |  |   | 6.41% |  |
| Containers and Packaging                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Charter NEX US Holdings, Inc.                                                                 |   | Producer of high-performance specialty films used in flexible packaging |   | Second lien senior secured loan ($11.8 par due 2/2023) |   | 9.25% (Libor + 8.25%/Q) |   | 2/5/2015 |   | 11.7 |  |   | 11.8 |  | (2)(19) |   |
| GS Pretium Holdings, Inc.                                                                     |   | Manufacturer and supplier of high performance plastic containers |   | Common stock (500,000 shares) |   |   |   | 6/2/2014 |   | 0.5 |  |   | 0.8 |  | (2) |   |
| ICSH, Inc. (24)                                                                               |   | Industrial container manufacturer, reconditioner and servicer |   | First lien senior secured revolving loan ($1.0 par due 12/2018) |   | 6.75% (Libor + 5.75%/Q) |   | 8/30/2011 |   | 1.0 |  |   | 1.0 |  | (2)(19)(23) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($66.0 par due 12/2019) |   | 10.00% (Libor + 9.00%/Q) |   | 12/31/2015 |   | 66.0 |  |   | 66.0 |  | (2)(19) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 67.0 |  |   | 67.0 |  |   |   |
| LBP Intermediate Holdings LLC (24)                                                            |   | Manufacturer of paper and corrugated foodservice packaging |   | First lien senior secured revolving loan |   | - |   | 7/10/2015 |   | — |  |   | — |  | (22) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($12.7 par due 7/2020) |   | 6.50% (Libor + 5.50%/Q) |   | 7/10/2015 |   | 12.6 |  |   | 12.7 |  | (3)(19) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 12.6 |  |   | 12.7 |  |   |   |
| Microstar Logistics LLC, Microstar Global Asset Management LLC, and MStar Holding Corporation |   | Keg management solutions provider |   | Second lien senior secured loan ($78.5 par due 12/2018) |   | 8.50% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 78.5 |  |   | 78.5 |  | (2)(19) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($54.0 par due 12/2018) |   | 8.50% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 54.0 |  |   | 54.0 |  | (3)(19) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($10.0 par due 12/2018) |   | 8.50% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 10.0 |  |   | 10.0 |  | (4)(19) |   |
|                                                                                          |   |   |   | Common stock (50,000 shares) |   |   |   | 12/14/2012 |   | 4.0 |  |   | 8.1 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 146.5 |  |   | 150.6 |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 238.3 |  |   | 242.9 |  |   | 4.70% |  |
| Food and Beverage                                                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| American Seafoods Group LLC and American Seafoods Partners LLC (24)                           |   | Harvester and processor of seafood |   | First lien senior secured loan ($6.9 par due 8/2021) |   | 6.00% (Libor + 5.00%/Q) |   | 8/19/2015 |   | 6.9 |  |   | 6.9 |  | (2)(19) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.1 par due 8/2021) |   | 7.75% (Base Rate + 4.00%/Q) |   | 8/19/2015 |   | 0.1 |  |   | 0.1 |  | (2)(19) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($55.0 par due 2/2022) |   | 10.00% (Libor + 9.00%/Q) |   | 8/19/2015 |   | 55.0 |  |   | 55.0 |  | (2)(19) |   |
|                                                                                          |   |   |   | Class A units (77,922 units) |   |   |   | 8/19/2015 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                                          |   |   |   | Warrant to purchase up to 7,422,078 Class A units (expires 8/2035) |   |   |   | 8/19/2015 |   | 7.4 |  |   | 7.8 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 69.5 |  |   | 69.9 |  |   |   |
| Eagle Family Foods Group LLC                                                                  |   | Manufacturer and producer of milk products |   | First lien senior secured loan ($21.6 par due 12/2021) |   | 10.05% (Libor + 9.05%/Q) |   | 8/22/2016 |   | 21.6 |  |   | 21.6 |  | (3)(19) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($54.8 par due 12/2021) |   | 10.05% (Libor + 9.05%/Q) |   | 12/31/2015 |   | 54.4 |  |   | 54.8 |  | (3)(19) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 76.0 |  |   | 76.4 |  |   |   |
| GF Parent LLC                                                                                 |   | Producer of low-acid, aseptic food and beverage products |   | Class A preferred units (2,940 units) |   |   |   | 5/13/2015 |   | 2.9 |  |   | 1.4 |  | (2) |   |
|                                                                                          |   |   |   | Class A common units (60,000 units) |   |   |   | 5/13/2015 |   | 0.1 |  |   | — |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 3.0 |  |   | 1.4 |  |   |   |
| JWC/KI Holdings, LLC                                                                          |   | Foodservice sales and marketing agency |   | Membership units (5,000 units) |   |   |   | 11/16/2015 |   | 5.0 |  |   | 6.2 |  | (2) |   |
| Kettle Cuisine, LLC                                                                           |   | Manufacturer of fresh refrigerated and frozen food products |   | Second lien senior secured loan ($28.5 par due 2/2022) |   | 10.75% (Libor + 9.75%/Q) |   | 8/21/2015 |   | 28.5 |  |   | 28.5 |  | (2)(19) |   |
| RF HP SCF Investor, LLC                                                                       |   | Branded specialty food company |   | Membership interest (10.08% interest) |   |   |   | 12/22/2016 |   | 12.5 |  |   | 12.8 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 194.5 |  |   | 195.2 |  |   | 3.78% |  |
| Education                                                                                     |   |   |   |   |   |   |   |   |   |   |   |   |   |   |

----

|                                                                                |
|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Campus Management Acquisition Corp. (7)                                        |   | Education software developer |   | Preferred stock (485,159 shares) |   |   |   | 2/8/2008 |   | 10.5 |  |   | 10.4 |  | (2) |   |
| Infilaw Holding, LLC (24)                                                      |   | Operator of for-profit law schools |   | First lien senior secured revolving loan ($6.0 par due 2/2018) |   |   |   | 8/25/2011 |   | 6.0 |  |   | 6.0 |  | (2)(18)(23) |   |
|                                                                           |   |   |   | Series A preferred units (1.25 units) |   |   |   | 8/25/2011 |   | 125.5 |  |   | 1.3 |  | (2)(18) |   |
|                                                                           |   |   |   | Series A-1 preferred units (0.03 units) |   |   |   | 7/29/2016 |   | 2.5 |  |   | 2.5 |  | (2) |   |
|                                                                           |   |   |   | Series B preferred units (0.39 units) |   |   |   | 10/19/2012 |   | 9.2 |  |   | — |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 143.2 |  |   | 9.8 |  |   |   |
| Instituto de Banca y Comercio, Inc. & Leeds IV Advisors, Inc.              |   | Private School Operator |   | First lien senior secured loan ($2.9 par due 12/2018) |   | 10.50% PIK (Libor + 9.00%/Q) |   | 10/31/2015 |   | 2.9 |  |   | 2.9 |  | (2)(19) |   |
|                                                                           |   |   |   | Series B preferred stock (1,750,000 shares) |   |   |   | 8/5/2010 |   | 5.0 |  |   | — |  | (2) |   |
|                                                                           |   |   |   | Series C preferred stock (2,512,586 shares) |   |   |   | 6/7/2010 |   | 0.7 |  |   | — |  | (2) |   |
|                                                                           |   |   |   | Senior preferred series A-1 shares (163,902 shares) |   |   |   | 10/31/2015 |   | 119.4 |  |   | 47.8 |  | (2) |   |
|                                                                           |   |   |   | Common stock (20 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 128.0 |  |   | 50.7 |  |   |   |
| Lakeland Tours, LLC (24)                                                       |   | Educational travel provider |   | First lien senior secured revolving loan |   | - |   | 2/10/2016 |   | — |  |   | — |  | (22) |   |
|                                                                           |   |   |   | First lien senior secured loan ($5.0 par due 2/2022) |   | 5.75% (Libor + 4.75%/Q) |   | 2/10/2016 |   | 5.0 |  |   | 5.0 |  | (2)(19) |   |
|                                                                           |   |   |   | First lien senior secured loan ($31.7 par due 2/2022) |   | 10.43% (Libor + 9.43%/Q) |   | 2/10/2016 |   | 31.3 |  |   | 31.7 |  | (3)(19) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 36.3 |  |   | 36.7 |  |   |   |
| PIH Corporation (24)                                                           |   | Franchisor of education-based early childhood centers |   | First lien senior secured revolving loan ($0.6 par due 12/2018) |   | 7.00% (Libor + 6.00%/Q) |   | 12/13/2013 |   | 0.6 |  |   | 0.6 |  | (2)(19) |   |
| R3 Education Inc., Equinox EIC Partners LLC and Sierra Education Finance Corp. |   | Medical school operator |   | Preferred stock (1,977 shares) |   |   |   | 7/30/2008 |   | 0.5 |  |   | 0.5 |  | (2) |   |
|                                                                           |   |   |   | Common membership interest (15.76% interest) |   |   |   | 9/21/2007 |   | 15.8 |  |   | 32.4 |  | (2) |   |
|                                                                           |   |   |   | Warrant to purchase up to 27,890 shares (expires 11/2019) |   |   |   | 12/8/2009 |   | — |  |   | — |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 16.3 |  |   | 32.9 |  |   |   |
| Regent Education, Inc.                                                         |   | Provider of software solutions designed to optimize the financial aid and enrollment processes |   | First lien senior secured loan ($3.8 par due 1/2021) |   | 12.00% (Libor + 8.00% Cash, 2.00% PIK/M) |   | 7/1/2014 |   | 3.7 |  |   | 3.8 |  | (2)(19) |   |
|                                                                           |   |   |   | First lien senior secured loan ($0.1 par due 1/2021) |   |   |   | 7/1/2014 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                           |   |   |   | Warrant to purchase up to 987 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |
|                                                                           |   |   |   | Warrant to purchase up to 5,393,194 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | 0.1 |  | (2) |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 3.8 |  |   | 4.0 |  |   |   |
| RuffaloCODY, LLC (24)                                                          |   | Provider of student fundraising and enrollment management services |   | First lien senior secured revolving loan |   |   |   | 5/29/2013 |   | — |  |   | — |  | (23) |   |
| Severin Acquisition, LLC                                                       |   | Provider of student information system software solutions to the K-12 education market |   | Second lien senior secured loan ($15.0 par due 7/2022) |   | 9.75% (Libor + 8.75%/Q) |   | 7/31/2015 |   | 14.8 |  |   | 15.0 |  | (2)(19) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($4.2 par due 7/2022) |   | 9.75% (Libor + 8.75%/Q) |   | 10/28/2015 |   | 4.1 |  |   | 4.2 |  | (2)(19) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($3.3 par due 7/2022) |   | 10.25% (Libor + 9.25%/Q) |   | 2/1/2016 |   | 3.2 |  |   | 3.3 |  | (2)(19) |   |
|                                                                           |   |   |   | Second lien senior secured loan ($2.8 par due 7/2022) |   | 10.25% (Libor + 9.25%/Q) |   | 8/8/2016 |   | 2.8 |  |   | 2.8 |  | (2)(19) |   |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
|                                                                 |   |   |   | Second lien senior secured loan ($3.1 par due 7/2022) |   | 10.00% (Libor + 9.00%/Q) |   | 10/14/2016 |   | 3.1 |  |   | 3.1 |  | (2)(19) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 28.0 |  |   | 28.4 |  |   |   |
| WCI-Quantum Holdings, Inc.                                           |   | Distributor of instructional products, services and resources |   | Series A preferred stock (1,272 shares) |   |   |   | 10/24/2014 |   | 1.0 |  |   | 1.3 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 367.7 |  |   | 174.8 |  |   | 3.38 | % |
| Automotive Services                                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AEP Holdings, Inc. and Arrowhead Holdco Company                      |   | Distributor of non-discretionary, mission-critical aftermarket replacement parts |   | First lien senior secured loan ($1.9 par due 8/2021) |   | 7.75% (Libor + 6.75%/Q) |   | 12/14/2016 |   | 1.9 |  |   | 1.9 |  | (2)(19) |   |
|                                                                 |   |   |   | Common stock (3,467 shares) |   |   |   | 8/31/2015 |   | 3.5 |  |   | 3.8 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 5.4 |  |   | 5.7 |  |   |   |
| CH Hold Corp. (24)                                                   |   | Collision repair company |   | First lien senior secured revolving loan ($1.2 par due 11/2019) |   | 8.00% (Base Rate + 4.25%/Q) |   | 2/24/2016 |   | 1.2 |  |   | 1.2 |  | (2)(19)(23) |   |
| ChargePoint, Inc.                                                    |   | Developer and operator of electric vehicle charging stations |   | Second lien senior secured loan ($20.0 par due 8/2020) |   | 9.75% (Libor + 8.75%/M) |   | 12/24/2014 |   | 19.5 |  |   | 20.0 |  | (2)(19) |   |
|                                                                 |   |   |   | Warrant to purchase up to 809,126 shares of Series E preferred stock (expires 12/2024) |   |   |   | 12/24/2014 |   | 0.3 |  |   | 1.5 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 19.8 |  |   | 21.5 |  |   |   |
| Dent Wizard International Corporation and DWH Equity Investors, L.P. |   | Automotive reconditioning services |   | Second lien senior secured loan ($50.0 par due 10/2020) |   | 10.25% (Libor + 9.25%/Q) |   | 4/7/2015 |   | 50.0 |  |   | 50.0 |  | (3)(19) |   |
|                                                                 |   |   |   | Class A common stock (10,000 shares) |   |   |   | 4/7/2015 |   | 0.3 |  |   | 0.7 |  | (2) |   |
|                                                                 |   |   |   | Class B common stock (20,000 shares) |   |   |   | 4/7/2015 |   | 0.7 |  |   | 1.3 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 51.0 |  |   | 52.0 |  |   |   |
| Eckler Industries, Inc. (24)                                         |   | Restoration parts and accessories provider for classic automobiles |   | First lien senior secured revolving loan ($2.0 par due 7/2017) |   | 8.75% (Base Rate + 5.00%/Q) |   | 7/12/2012 |   | 2.0 |  |   | 1.9 |  | (2)(19) |   |
|                                                                 |   |   |   | First lien senior secured loan ($6.9 par due 7/2017) |   | 7.25% (Libor + 6.00%/Q) |   | 7/12/2012 |   | 6.9 |  |   | 6.7 |  | (3)(19) |   |
|                                                                 |   |   |   | First lien senior secured loan ($25.9 par due 7/2017) |   | 7.25% (Libor + 6.00%/Q) |   | 7/12/2012 |   | 25.9 |  |   | 25.2 |  | (3)(19) |   |
|                                                                 |   |   |   | Series A preferred stock (1,800 shares) |   |   |   | 7/12/2012 |   | 1.8 |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Common stock (20,000 shares) |   |   |   | 7/12/2012 |   | 0.2 |  |   | — |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 36.8 |  |   | 33.8 |  |   |   |
| EcoMotors, Inc.                                                      |   | Engine developer |   | First lien senior secured loan ($9.8 par due 3/2018) |   | 11.00% |   | 9/1/2015 |   | 9.5 |  |   | 7.9 |  | (2) |   |
|                                                                 |   |   |   | Warrant to purchase up to 321,888 shares of Series C preferred stock (expires 12/2022) |   |   |   | 12/28/2012 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   | Warrant to purchase up to 70,000 shares of Series C preferred stock (expires 2/2025) |   |   |   | 2/24/2015 |   | — |  |   | — |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 9.5 |  |   | 7.9 |  |   |   |
| ESCP PPG Holdings, LLC (7)                                           |   | Distributor of new equipment and aftermarket parts to the heavy-duty truck industry |   | Class A units (3,500,000 units) |   |   |   | 12/14/2016 |   | 3.5 |  |   | 3.7 |  | (2) |   |
| Simpson Performance Products, Inc.                                   |   | Provider of motorsports safety equipment |   | First lien senior secured loan ($18.5 par due 2/2020) |   | 9.70% (Libor + 8.70%/Q) |   | 2/20/2015 |   | 18.5 |  |   | 18.5 |  | (3)(19) |   |
| SK SPV IV, LLC                                                       |   | Collision repair site operators |   | Series A common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 2.9 |  | (2) |   |
|                                                                 |   |   |   | Series B common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 2.9 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 1.2 |  |   | 5.8 |  |   |   |
| TA THI Parent, Inc.                                                  |   | Collision repair company |   | Series A preferred stock (50,000 shares) |   |   |   | 7/28/2014 |   | 5.0 |  |   | 14.3 |  | (2) |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 151.9 |  |   | 164.4 |  |   | 3.18% |  |

----

|                                                                |
|----------------------------------------------------------------|
|                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                     |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Oil and Gas                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Lonestar Prospects, Ltd.                                       |   | Sand proppant producer and distributor to the oil and natural gas industry |   | First lien senior secured loan ($70.1 par due 9/2018) |   | 8.50% (Libor + 6.50% Cash, 1.00% PIK/Q) |   | 9/18/2014 |   | 70.1 |  |   | 70.1 |  | (3)(19) |   |
| Petroflow Energy Corporation and TexOak Petro Holdings LLC (7) |   | Oil and gas exploration and production company |   | First lien senior secured loan ($16.5 par due 6/2019) |   | 3.00% (Libor + 2.00%/Q) |   | 6/29/2016 |   | 16.1 |  |   | 15.0 |  | (2)(19) |   |
|                                                           |   |   |   | Second lien senior secured loan ($22.6 par due 12/2019) |   |   |   | 6/29/2016 |   | 21.8 |  |   | 6.6 |  | (2)(18) |   |
|                                                           |   |   |   | Common units (202,000 units) |   |   |   | 6/29/2016 |   | 11.1 |  |   | — |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 49.0 |  |   | 21.6 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 119.1 |  |   | 91.7 |  |   | 1.78% |  |
| Commercial Real Estate Finance                                 |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| 10th Street, LLC and New 10th Street, LLC (8)                  |   | Real estate holding company |   | First lien senior secured loan ($25.6 par due 11/2019) |   | 12.00% Cash, 1.00% PIK |   | 3/31/2014 |   | 25.6 |  |   | 25.6 |  | (2) |   |
|                                                           |   |   |   | Senior subordinated loan ($27.5 par due 11/2019) |   | 12.00% Cash, 1.00% PIK |   | 4/1/2010 |   | 27.5 |  |   | 27.5 |  | (2) |   |
|                                                           |   |   |   | Member interest (10.00% interest) |   |   |   | 4/1/2010 |   | 0.6 |  |   | — |  |   |   |
|                                                           |   |   |   | Option (25,000 units) |   |   |   | 4/1/2010 |   | — |  |   | 35.3 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 53.7 |  |   | 88.4 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 53.7 |  |   | 88.4 |  |   | 1.71% |  |
| Aerospace and Defense                                          |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Cadence Aerospace, LLC                                         |   | Aerospace precision components manufacturer |   | First lien senior secured loan ($4.0 par due 5/2018) |   | 7.00% (Libor + 5.75%/Q) |   | 5/15/2012 |   | 4.0 |  |   | 4.0 |  | (4)(19) |   |
|                                                           |   |   |   | Second lien senior secured loan ($79.7 par due 5/2019) |   | 11.00% (Libor + 9.75%/Q) |   | 5/10/2012 |   | 79.7 |  |   | 77.3 |  | (2)(19) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 83.7 |  |   | 81.3 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 83.7 |  |   | 81.3 |  |   | 1.57% |  |
| Environmental Services                                         |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| MPH Energy Holdings, LP                                        |   | Operator of municipal recycling facilities |   | Limited partnership interest (3.13% interest) |   |   |   | 1/8/2014 |   | — |  |   | — |  | (2) |   |
| Pegasus Community Energy, LLC                                  |   | Operator of municipal recycling facilities |   | Preferred stock (1,000 shares) |   |   |   | 3/1/2011 |   | 8.8 |  |   | — |  | (2) |   |
| Waste Pro USA, Inc                                             |   | Waste management services |   | Second lien senior secured loan ($75.9 par due 10/2020) |   | 8.50% (Libor + 7.50%/Q) |   | 10/15/2014 |   | 75.9 |  |   | 75.9 |  | (3)(19) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 84.7 |  |   | 75.9 |  |   | 1.47% |  |
| Chemicals                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Genomatica, Inc.                                               |   | Developer of a biotechnology platform for the production of chemical products |   | Warrant to purchase 322,422 shares of Series D preferred stock (expires 3/2023) |   |   |   | 3/28/2013 |   | — |  |   | — |  | (2) |   |
| K2 Pure Solutions Nocal, L.P. (24)                             |   | Chemical Producer |   | First lien senior secured revolving loan ($1.5 par due 2/2021) |   | 8.125% (Libor + 7.125%/Q) |   | 8/19/2013 |   | 1.5 |  |   | 1.5 |  | (2)(19) |   |
|                                                           |   |   |   | First lien senior secured loan ($40.0 par due 2/2021) |   | 7.00% (Libor + 6.00%/Q) |   | 8/19/2013 |   | 40.0 |  |   | 40.0 |  | (3)(19) |   |
|                                                           |   |   |   | First lien senior secured loan ($13.0 par due 2/2021) |   | 7.00% (Libor + 6.00%/Q) |   | 8/19/2013 |   | 13.0 |  |   | 13.0 |  | (4)(19) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 54.5 |  |   | 54.5 |  |   |   |
| Kinestral Technologies, Inc.                                   |   | Designer of adaptive, dynamic glass for the commercial and residential markets |   | First lien senior secured loan ($8.5 par due 10/2018) |   | 8.75% (Libor + 7.75%/M) |   | 4/22/2014 |   | 8.4 |  |   | 8.5 |  | (2)(17)(19) |   |
|                                                           |   |   |   | Warrant to purchase up to 325,000 shares of Series A preferred stock (expires 4/2024) |   |   |   | 4/22/2014 |   | 0.1 |  |   | 0.2 |  | (2) |   |
|                                                           |   |   |   | Warrant to purchase up to 131,883 shares of Series B preferred stock (expires 4/2025) |   |   |   | 4/9/2015 |   | — |  |   | — |  | (2) |   |
|                                                           |   |   |   |   |   |   |   |   |   | 8.5 |  |   | 8.7 |  |   |   |
|                                                           |   |   |   |   |   |   |   |   |   | 63.0 |  |   | 63.2 |  |   | 1.22% |  |
| Health Clubs                                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |

----

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                    |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Athletic Club Holdings, Inc.                                                  |   | Premier health club operator |   | First lien senior secured loan ($35.0 par due 10/2020) |   | 9.50% (Libor + 8.50%/Q) |   | 10/11/2007 |   | 35.0 |  |   | 35.0 |  | (3)(19) |   |
| CFW Co-Invest, L.P., NCP Curves, L.P. and Curves International Holdings, Inc. |   | Health club franchisor |   | Limited partnership interest (4,152,165 shares) |   |   |   | 7/31/2012 |   | 4.2 |  |   | 0.8 |  | (2) |   |
|                                                                          |   |   |   | Common stock (1,680 shares) |   |   |   | 11/12/2014 |   | — |  |   | — |  | (2)(9) |   |
|                                                                          |   |   |   | Limited partnership interest (2,218,235 shares) |   |   |   | 7/31/2012 |   | 2.2 |  |   | 8.5 |  | (2)(9) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 6.4 |  |   | 9.3 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 41.4 |  |   | 44.3 |  |   | 0.86 | % |
| Hotel Services                                                                |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Aimbridge Hospitality, LLC (24)                                               |   | Hotel operator |   | First lien senior secured loan ($2.9 par due 10/2018) |   | 8.25% (Libor + 7.00%/Q) |   | 1/7/2016 |   | 2.8 |  |   | 2.9 |  | (2)(15)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($3.3 par due 10/2018) |   | 8.25% (Libor + 7.00%/Q) |   | 7/15/2015 |   | 3.2 |  |   | 3.3 |  | (2)(15)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($14.8 par due 10/2018) |   | 8.25% (Libor + 7.00%/Q) |   | 7/15/2015 |   | 14.7 |  |   | 14.8 |  | (4)(15)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 20.7 |  |   | 21.0 |  |   |   |
| Pyramid Management Advisors, LLC and Pyramid Investors, LLC                   |   | Hotel operator |   | First lien senior secured loan ($3.0 par due 7/2021) |   | 11.12% (Libor + 10.12%/Q) |   | 7/15/2016 |   | 3.0 |  |   | 2.9 |  | (2)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($19.5 par due 7/2021) |   | 11.12% (Libor + 10.12%/Q) |   | 7/15/2016 |   | 19.5 |  |   | 19.1 |  | (3)(19) |   |
|                                                                          |   |   |   | Membership units (990,369 units) |   |   |   | 7/15/2016 |   | 1.0 |  |   | 0.7 |  | (2) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 23.5 |  |   | 22.7 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 44.2 |  |   | 43.7 |  |   | 0.85% |  |
| Wholesale Distribution                                                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Flow Solutions Holdings, Inc.                                                 |   | Distributor of high value fluid handling, filtration and flow control products |   | Second lien senior secured loan ($6.0 par due 10/2018) |   | 10.00% (Libor + 9.00%/Q) |   | 12/16/2014 |   | 6.0 |  |   | 5.3 |  | (2)(19) |   |
|                                                                          |   |   |   | Second lien senior secured loan ($29.5 par due 10/2018) |   | 10.00% (Libor + 9.00%/Q) |   | 12/16/2014 |   | 29.5 |  |   | 26.0 |  | (2)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 35.5 |  |   | 31.3 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 35.5 |  |   | 31.3 |  |   | 0.61% |  |
| Farming and Agriculture                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| QC Supply, LLC (24)                                                           |   | Specialty distributor and solutions provider to the swine and poultry markets |   | First lien senior secured revolving loan ($2.3 par due 12/2021) |   | 7.00% (Libor + 6.00%/Q) |   | 12/29/2016 |   | 2.3 |  |   | 2.3 |  | (2)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($28.9 par due 12/2022) |   | 7.00% (Libor + 6.00%/Q) |   | 12/29/2016 |   | 28.9 |  |   | 28.9 |  | (2)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 31.2 |  |   | 31.2 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 31.2 |  |   | 31.2 |  |   | 0.60% |  |
| Telecommunications                                                            |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Adaptive Mobile Security Limited (9)                                          |   | Developer of security software for mobile communications networks |   | First lien senior secured loan ($1.8 par due 7/2018) |   | 12.00% (Euribor + 9.00% Cash, 1% PIK/M) |   | 1/16/2015 |   | 2.0 |  |   | 1.8 |  | (2)(17)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($0.5 par due 10/2018) |   | 12.00% (Euribor + 9.00% Cash, 1% PIK/M) |   | 1/16/2015 |   | 0.5 |  |   | 0.5 |  | (2)(17)(19) |   |
|                                                                          |   |   |   | First lien senior secured loan ($1.1 par due 10/2018) |   | 12.00% (Euribor + 9.00% Cash, 1% PIK/M) |   | 10/17/2016 |   | 1.1 |  |   | 1.1 |  | (2)(17)(19) |   |
|                                                                          |   |   |   |   |   |   |   |   |   | 3.6 |  |   | 3.4 |  |   |   |
| American Broadband Holding Company and Cameron Holdings of NC, Inc.           |   | Broadband communication services |   | Warrant to purchase up to 208 shares (expires 11/2017) |   |   |   | 11/7/2007 |   | — |  |   | 7.2 |  |   |   |
|                                                                          |   |   |   | Warrant to purchase up to 200 shares (expires 9/2020) |   |   |   | 9/1/2010 |   | — |  |   | 6.9 |  |   |   |
|                                                                          |   |   |   |   |   |   |   |   |   | — |  |   | 14.1 |  |   |   |
| Startec Equity, LLC (8)                                                       |   | Communication services |   | Member interest |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |

----

|                                                  |
|--------------------------------------------------|
|                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                       |   | Business Description |   | Investment |   | Interest(6)(12) |   | AcquisitionDate |   | AmortizedCost |   | Fair Value |   | Percentageof NetAssets |
| Wilcon Holdings LLC                              |   | Communications infrastructure provider |   | Class A common stock (2,000,000 shares) |   |   |   | 12/13/2013 |   | 1.8 |  |   | 3.7 |  |   |   |
|                                             |   |   |   |   |   |   |   |   |   | 5.4 |  |   | 21.2 |  |   | 0.41% |  |
| Retail                                           |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Paper Source, Inc. and Pine Holdings, Inc. (24)  |   | Retailer of fine and artisanal paper products |   | First lien senior secured loan ($9.7 par due 9/2018) |   | 7.25% (Libor + 6.25%/Q) |   | 9/23/2013 |   | 9.7 |  |   | 9.7 |  | (4)(19) |   |
|                                             |   |   |   | Class A common stock (36,364 shares) |   |   |   | 9/23/2013 |   | 6.0 |  |   | 5.9 |  | (2) |   |
|                                             |   |   |   |   |   |   |   |   |   | 15.7 |  |   | 15.6 |  |   |   |
| Things Remembered, Inc. and TRM Holdco Corp. (7) |   | Personalized gifts retailer |   | First lien senior secured loan ($11.0 par due 3/2020) |   |   |   | 8/30/2016 |   | 10.6 |  |   | 3.5 |  | (2)(18) |   |
|                                             |   |   |   | Common stock (10,631,940 shares) |   |   |   | 8/30/2016 |   | 6.1 |  |   | — |  | (2) |   |
|                                             |   |   |   |   |   |   |   |   |   | 16.7 |  |   | 3.5 |  |   |   |
|                                             |   |   |   |   |   |   |   |   |   | 32.4 |  |   | 19.1 |  |   | 0.37% |  |
| Computers and Electronics                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Everspin Technologies, Inc. (24)                 |   | Designer and manufacturer of computer memory solutions |   | First lien senior secured revolving loan ($1.1 par due 6/2017) |   | 7.50% (Base Rate + 7.50%/M) |   | 6/5/2015 |   | 1.1 |  |   | 1.1 |  | (5)(19) |   |
|                                             |   |   |   | First lien senior secured loan ($7.3 par due 6/2019) |   | 8.75% (Libor + 7.75%/M) |   | 6/5/2015 |   | 7.0 |  |   | 7.3 |  | (5)(19) |   |
|                                             |   |   |   | Warrant to purchase up to 18,461 shares of common stock (expires 10/2026) |   |   |   | 6/5/2015 |   | 0.4 |  |   | 0.4 |  | (5) |   |
|                                             |   |   |   |   |   |   |   |   |   | 8.5 |  |   | 8.8 |  |   |   |
|                                             |   |   |   |   |   |   |   |   |   | 8.5 |  |   | 8.8 |  |   | 0.17% |  |
| Printing, Publishing and Media                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Earthcolor Group, LLC                            |   | Printing management services |   | Limited liability company interests (9.30%) |   |   |   | 5/18/2012 |   | — |  |   | — |  |   |   |
| The Teaching Company Holdings, Inc.              |   | Education publications provider |   | Preferred stock (10,663 shares) |   |   |   | 9/29/2006 |   | 1.1 |  |   | 3.0 |  | (2) |   |
|                                             |   |   |   | Common stock (15,393 shares) |   |   |   | 9/29/2006 |   | — |  |   | — |  | (2) |   |
|                                             |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 3.0 |  |   |   |
|                                             |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 3.0 |  |   | 0.06% |  |
| Total Investments                                |   |   |   |   |   |   |   |   |   | $ | 9,034.1 |  |   | $ | 8,819.9 |  | (29) | 170.77% |  |

|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |
| Description                       | Notional Amount to be Purchased | Notional Amount to be Sold | Counterparty | Settlement Date | Unrealized Appreciation / (Depreciation) |
| Foreign currency forward contract | $ | 3 |  | € | 2 |  | Bank of Montreal | January 5, 2017 | $ | — |  |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Other than the Company’s investments listed in footnote 8 below (subject to the limitations set forth therein), the Company does not “Control” any of its portfolio companies, for the purposes of the Investment Company Act of 1940, as amended (together with the rules and regulations promulgated thereunder, the “Investment Company Act”). In general, under the Investment Company Act, the Company would “Control” a portfolio company if the Company owned more than 25% of its outstanding voting securities (i.e., securities with the right to elect directors) and/or had the power to exercise control over the management or policies of such portfolio company. All of the Company’s portfolio company investments, which as of December 31, 2016 represented 171% of the Company’s net assets or 95% of the Company’s total assets, are subject to legal restrictions on sales. |

|     |                                                                                                                                                                                                                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | These assets are pledged as collateral for the Revolving Credit Facility (as defined below) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than the Company’s obligations under the Revolving Credit Facility (see Note 5 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                            |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | These assets are owned by the Company’s consolidated subsidiary Ares Capital CP Funding LLC (“Ares Capital CP”), are pledged as collateral for the Revolving Funding Facility (as defined below) and, as a result, are not directly |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | These assets are owned by the Company’s consolidated subsidiary Ares Capital JB Funding LLC (“ACJB”), are pledged as collateral for the SMBC Funding Facility (as defined below) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than ACJB’s obligations under the SMBC Funding Facility (see Note 5 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | These assets are owned by the Company’s consolidated subsidiary Ares Venture Finance, L.P. (“AVF LP”), are pledged as collateral for the SBA-guaranteed debentures (the “SBA Debentures”) and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than AVF LP’s obligations (see Note 5 to the consolidated financial statements). AVF LP operates as a Small Business Investment Company (“SBIC”) under the provisions of Section 301(c) of the Small Business Investment Act of 1958, as amended. |

|     |                                                                |
|-----|----------------------------------------------------------------|
| (6) | Investments without an interest rate are non-income producing. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | As defined in the Investment Company Act, the Company is deemed to be an “Affiliated Person” because it owns 5% or more of the portfolio company’s outstanding voting securities or it has the power to exercise control over the management or policies of such portfolio company (including through a management agreement). Transactions during the year ended December 31, 2016 in which the issuer was an Affiliated Person (but not a portfolio company that the Company is deemed to Control) are as follows: |

|                                                                          |
|--------------------------------------------------------------------------|
|                                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Company                                                     |   | Purchases (cost) |   | Redemptions (cost) |   | Sales (cost) |   | Interest income |   | Capitalstructuring service fees |   | Dividend income |   | Other income |   | Net realized gains (losses) |   | Net unrealized gains (losses) |
| Campus Management Corp. and Campus Management Acquisition Corp.          |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 1.0 |  |
| Crown Health Care Laundry Services, Inc. and Crown Laundry Holdings, LLC |   | $ | 9.3 |  |   | $ | 4.1 |  |   | $ | 18.0 |  |   | $ | 1.2 |  |   | $ | 0.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.6 | ) |
| ESCP PPG Holdings, LLC                                                   |   | $ | 3.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Investor Group Services, LLC                                             |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.4 |  |   | $ | — |  |
| Multi-Ad Services, Inc.                                                  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Petroflow Energy Corporation and TexOak Petro Holdings LLC               |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 3.4 |  |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC                        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 10.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (4.8 | ) |
| Things Remembered, Inc. and TRM Holdco Corp.                             |   | $ | 3.3 |  |   | $ | 3.3 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (2.1 | ) |
| UL Holding Co., LLC and Universal Lubricants, LLC                        |   | $ | — |  |   | $ | 45.3 |  |   | $ | — |  |   | $ | 3.8 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 13.2 |  |   | $ | 17.2 |  |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | As defined in the Investment Company Act, the Company is deemed to be both an “Affiliated Person” and “Control” this portfolio company because it owns more than 25% of the portfolio company’s outstanding voting securities or it has the power to exercise control over the management or policies of such portfolio company (including through a management agreement). Transactions during the year ended December 31, 2016 in which the issuer was both an Affiliated Person and a portfolio company that the Company is deemed to Control are as follows: |

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|                                                                                 |
|---------------------------------------------------------------------------------|
|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Company                                                            |   | Purchases (cost) |   | Redemptions (cost) |   | Sales (cost) |   | Interest income |   | Capitalstructuring service fees |   | Dividend income |   | Other income |   | Net realized gains (losses) |   | Net unrealized gains (losses) |
| 10th Street, LLC and New 10th Street, LLC                                       |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 6.9 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (9.2 | ) |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. |   | $ | 3.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (10.8 | ) |
| AllBridge Financial, LLC                                                        |   | $ | — |  |   | $ | 1.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 6.3 |  |   | $ | (6.5 | ) |
| Callidus Capital Corporation                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Ciena Capital LLC                                                               |   | $ | — |  |   | $ | 12.0 |  |   | $ | — |  |   | $ | 1.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.9 |  |
| Community Education Centers, Inc. and CEC Parent Holdings LLC                   |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 4.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 18.9 |  |
| Competitor Group, Inc., Calera XVI, LLC and Champion Parent Corporation         |   | $ | 2.5 |  |   | $ | — |  |   | $ | — |  |   | $ | 1.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.8 | ) |
| Crescent Hotels & Resorts, LLC and affiliates                               |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 1.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.5 |  |   | $ | (2.7 | ) |
| HCI Equity, LLC                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Industrial Air Tool, LP and Affiliates d/b/a Industrial Air Tool                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Ivy Hill Asset Management, L.P.                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 40.0 |  |   | $ | — |  |   | $ | — |  |   | $ | (6.3 | ) |
| Liquid Light, Inc.                                                              |   | $ | — |  |   | $ | 2.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.6 | ) |   | $ | — |  |
| MVL Group, Inc.                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Orion Foods, LLC                                                                |   | $ | — |  |   | $ | 6.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 3.1 |  |
| PHL Investors, Inc., and PHL Holding Co.                                        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Senior Direct Lending Program, LLC*                                             |   | $ | 271.6 |  |   | $ | 1.7 |  |   | $ | — |  |   | $ | 12.6 |  |   | $ | 4.9 |  |   | $ | — |  |   | $ | 0.7 |  |   | $ | — |  |   | $ | — |  |
| Senior Secured Loan Fund LLC**                                                  |   | $ | 3.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 208.0 |  |   | $ | 2.9 |  |   | $ | — |  |   | $ | 17.0 |  |   | $ | — |  |   | $ | 26.3 |  |
| Startec Equity, LLC                                                             |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC                     |   | $ | — |  |   | $ | 2.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 3.9 |  |   | $ | 3.1 |  |
| The Step2 Company, LLC                                                          |   | $ | — |  |   | $ | 64.7 |  |   | $ | — |  |   | $ | 4.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 18.1 |  |   | $ | 24.4 |  |

|   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |
|---|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| * | Together with Varagon Capital Partners (“Varagon”), the Company has co-invested through the Senior Direct Lending Program LLC (d/b/a the "Senior Direct Lending Program” or the "SDLP"). The SDLP has been capitalized as transactions are completed and all portfolio decisions and generally all other decisions in respect of the SDLP must be approved by an investment committee of the SDLP consisting of representatives of the Company and Varagon (with approval from a representative of each required); therefore, although the Company owns more than 25% of the voting securities of the SDLP, the Company does not believe that it has control over the SDLP (for purposes of the Investment Company Act or otherwise) because, among other things, these "voting securities" do not afford the Company the right to elect directors of the SDLP or any other special rights (see Note 4 to the consolidated financial statements). |

|    |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| ** | Together with GE Global Sponsor Finance LLC and General Electric Capital Corporation (together, "GE"), the Company had previously co-invested through the Senior Secured Loan Fund LLC (d/b/a the "Senior Secured Loan Program” or the "SSLP"). The SSLP was capitalized as transactions were completed and all portfolio decisions and generally all other decisions in respect of the SSLP were approved by an investment committee of the SSLP consisting of representatives of the Company and GE (with approval from a representative of each required); therefore, although the Company owned more than 25% of the voting securities of the SSLP, the Company did not believe that it had control over the SSLP (for purposes of the Investment Company Act or otherwise) because, among other things, these "voting securities" did not afford the Company the right to elect directors of the SSLP or any other special rights (see Note 4 to the consolidated financial statements). |

|     |                                                                                                                                                                                                                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Non-U.S. company or principal place of business outside the U.S. and as a result is not a qualifying asset under Section 55(a) of the Investment Company Act. Under the Investment Company Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of the Company’s total assets. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | Exception from the definition of investment company under Section 3(c) of the Investment Company Act and as a result is not a qualifying asset under Section 55(a) of the Investment Company Act. Under the Investment Company Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of the Company’s total assets. |

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|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | In the first quarter of 2011, the staff of the Securities and Exchange Commission (the “Staff”) informally communicated to certain business development companies (“BDCs”) the Staff’s belief that certain entities, which would be classified as an “investment company” under the Investment Company Act but for the exception from the definition of “investment company” set forth in Rule 3a-7 promulgated under the Investment Company Act, could not be treated as eligible portfolio companies (as defined in Section 2(a)(46) under Investment Company Act) (i.e. not eligible to be included in a BDC’s 70% “qualifying assets” basket). Subsequently, in August 2011 the Securities and Exchange Commission issued a concept release (the “Concept Release”) which stated that “[a]s a general matter, the Commission presently does not believe that Rule 3a-7 issuers are the type of small, developing and financially troubled businesses in which the U.S. Congress intended BDCs primarily to invest” and requested comment on whether or not a 3a-7 issuer should be considered an “eligible portfolio company”. The Company provided a comment letter in respect of the Concept Release and continues to believe that the language of Section 2(a)(46) of the Investment Company Act permits a BDC to treat as “eligible portfolio companies” entities that rely on the 3a-7 exception. However, given the current uncertainty in this area (including the language in the Concept Release) and subsequent discussions with the Staff, the Company has, solely for purposes of calculating the composition of its portfolio pursuant to Section 55(a) of the Investment Company Act, identified such entities, which include the SSLP, as “non-qualifying assets” should the Staff ultimately disagree with the Company’s position. Pursuant to Section 55(a) of the Investment Company Act (using the Staff’s methodology described above solely for this purpose), 29% of the Company’s total assets are represented by investments at fair value and other assets that are considered “non-qualifying assets” as of December 31, 2016. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (12) | Variable rate loans to the Company’s portfolio companies bear interest at a rate that may be determined by reference to either the LIBOR or an alternate base rate (commonly based on the Federal Funds Rate or the Prime Rate), at the borrower’s option, which reset annually (A), semi-annually (S), quarterly (Q), bi-monthly (B), monthly (M) or daily (D). For each such loan, the Company has provided the interest rate in effect on the date presented. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (13) | In addition to the interest earned based on the stated interest rate of this security, the Company is entitled to receive an additional interest amount of 1.13% on $8.9 aggregate principal amount of a “first out” tranche of the portfolio company’s senior term debt previously syndicated by the Company into “first out” and “last out” tranches, whereby the “first out” tranche will have priority as to the “last out” tranche with respect to payments of principal, interest and any other amounts due thereunder. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (14) | In addition to the interest earned based on the stated interest rate of this security, the Company is entitled to receive an additional interest amount of 2.00% on $81.5 aggregate principal amount of a “first out” tranche of the portfolio company’s senior term debt previously syndicated by the Company into “first out” and “last out” tranches, whereby the “first out” tranche will have priority as to the “last out” tranche with respect to payments of principal, interest and any other amounts due thereunder. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (15) | In addition to the interest earned based on the stated interest rate of this security, the Company is entitled to receive an additional interest amount of 2.50% on $69.5 aggregate principal amount of a “first out” tranche of the portfolio company’s senior term debt previously syndicated by the Company into “first out” and “last out” tranches, whereby the “first out” tranche will have priority as to the “last out” tranche with respect to payments of principal, interest and any other amounts due thereunder. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (16) | In addition to the interest earned based on the stated interest rate of this security, the Company is entitled to receive an additional interest amount of 2.55% on $35.2 aggregate principal amount of a “first out” tranche of the portfolio company’s first lien senior secured loans, whereby the “first out” tranche will have priority as to the “last out” tranche with respect to payments of principal, interest and any other amounts due thereunder. |

|      |                                                                                                                                                                                                                                                                                  |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (17) | The Company is entitled to receive a fixed fee upon the occurrence of certain events as defined in the credit agreement governing the Company’s debt investment in the portfolio company. The fair value of such fee is included in the fair value of the debt investment. |

|      |                                                              |
|------|--------------------------------------------------------------|
| (18) | Loan was on non-accrual status as of December 31, 2016. |

|      |                                            |
|------|--------------------------------------------|
| (19) | Loan includes interest rate floor feature. |

|      |                                                                                                                                                                                                                                                                                                                                                                      |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (20) | The certificates have a stated contractual interest rate and also entitle the holders thereof to receive a portion of the excess cash flow from the SSLP’s loan portfolio, after expenses. However, the SSLP Certificates (defined below) are junior in right of payment to the senior notes held by GE, and the Company expects that for so long as principal |

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|      |                                                                                                                                                                                                                                                                                                                                                   |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (21) | In addition to the interest earned based on the stated contractual interest rate of this security, the certificates entitle the holders thereof to receive a portion of the excess cash flow from the SDLP’s loan portfolio, after expenses, which may result in a return to the Company greater than the contractual stated interest rate. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                      |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (22) | As of December 31, 2016, no amounts were funded by the Company under this first lien senior secured revolving loan; however, there were letters of credit issued and outstanding through a financial intermediary under the loan. See Note 7 to the consolidated financial statements for further information on letters of credit commitments related to certain portfolio companies. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                             |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (23) | As of December 31, 2016, in addition to the amounts funded by the Company under this first lien senior secured revolving loan, there were also letters of credit issued and outstanding through a financial intermediary under the loan. See Note 7 to the consolidated financial statements for further information on letters of credit commitments related to certain portfolio companies. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (24) | As of December 31, 2016, the Company had the following commitments to fund various revolving and delayed draw senior secured and subordinated loans, including commitments to issue letters of credit through a financial intermediary on behalf of certain portfolio companies. Such commitments are subject to the satisfaction of certain conditions set forth in the documents governing these loans and letters of credit and there can be no assurance that such conditions will be satisfied. See Note 7 to the consolidated financial statements for further information on revolving and delayed draw loan commitments, including commitments to issue letters of credit, related to certain portfolio companies. |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Company                        | Total revolving and delayed draw loan commitments |   | Less: drawn commitments |   | Total undrawn commitments |   | Less: commitments substantially at discretion of the Company |   | Less: unavailable commitments due to borrowing base or other covenant restrictions |   | Total net adjusted undrawn revolving and delayed draw commitments |
| Accruent, LLC                               | $ | 3.2 |  |   | $ | (0.3 | ) |   | $ | 2.9 |  |   | $ | — |  |   | $ | — |  |   | $ | 2.9 |  |
| Acrisure, LLC                               | 9.7 |  |   | — |  |   | 9.7 |  |   | — |  |   | — |  |   | 9.7 |  |
| ADCS Clinics Intermediate Holdings, LLC     | 5.0 |  |   | (1.7 | ) |   | 3.3 |  |   | — |  |   | — |  |   | 3.3 |  |
| ADG, LLC                                    | 13.7 |  |   | (2.0 | ) |   | 11.7 |  |   | — |  |   | — |  |   | 11.7 |  |
| Aimbridge Hospitality, LLC                  | 2.4 |  |   | — |  |   | 2.4 |  |   | — |  |   | — |  |   | 2.4 |  |
| American Seafoods Group LLC                 | 22.1 |  |   | — |  |   | 22.1 |  |   | — |  |   | — |  |   | 22.1 |  |
| Benihana, Inc.                              | 3.2 |  |   | (2.1 | ) |   | 1.1 |  |   | — |  |   | — |  |   | 1.1 |  |
| CCS Intermediate Holdings, LLC              | 7.5 |  |   | (7.3 | ) |   | 0.2 |  |   | — |  |   | — |  |   | 0.2 |  |
| CH Hold Corp.                               | 5.0 |  |   | (1.2 | ) |   | 3.8 |  |   | — |  |   | — |  |   | 3.8 |  |
| Chariot Acquisition, LLC                    | 1.0 |  |   | — |  |   | 1.0 |  |   | — |  |   | — |  |   | 1.0 |  |
| Ciena Capital LLC                           | 20.0 |  |   | (14.0 | ) |   | 6.0 |  |   | (6.0 | ) |   | — |  |   | — |  |
| Clearwater Analytics, LLC                   | 5.0 |  |   | — |  |   | 5.0 |  |   | — |  |   | — |  |   | 5.0 |  |
| Competitor Group, Inc.                      | 5.7 |  |   | (5.5 | ) |   | 0.2 |  |   | — |  |   | — |  |   | 0.2 |  |
| Component Hardware Group, Inc.              | 3.7 |  |   | (1.9 | ) |   | 1.8 |  |   | — |  |   | — |  |   | 1.8 |  |
| Crown Health Care Laundry Services, Inc.    | 17.0 |  |   | (0.6 | ) |   | 16.4 |  |   | — |  |   | — |  |   | 16.4 |  |
| D4C Dental Brands, Inc.                     | 5.0 |  |   | — |  |   | 5.0 |  |   | — |  |   | — |  |   | 5.0 |  |
| DCA Investment Holding, LLC                 | 5.8 |  |   | (2.2 | ) |   | 3.6 |  |   | — |  |   | — |  |   | 3.6 |  |
| DTI Holdco, Inc. and OPE DTI Holdings, Inc. | 8.8 |  |   | — |  |   | 8.8 |  |   | — |  |   | — |  |   | 8.8 |  |
| Eckler Industries, Inc.                     | 4.0 |  |   | (2.0 | ) |   | 2.0 |  |   | — |  |   | — |  |   | 2.0 |  |
| EN Engineering, L.L.C.                      | 5.0 |  |   | — |  |   | 5.0 |  |   | — |  |   | — |  |   | 5.0 |  |
| Everspin Technologies, Inc.                 | 4.0 |  |   | (1.1 | ) |   | 2.9 |  |   | — |  |   | — |  |   | 2.9 |  |
| Faction Holdings, Inc.                      | 2.0 |  |   | (2.0 | ) |   | — |  |   | — |  |   | — |  |   | — |  |
| Garden Fresh Restaurant Corp.               | 7.0 |  |   | (2.3 | ) |   | 4.7 |  |   | — |  |   | — |  |   | 4.7 |  |
| Gentle Communications, LLC                  | 5.0 |  |   | — |  |   | 5.0 |  |   | — |  |   | — |  |   | 5.0 |  |
| Greenphire, Inc.                            | 2.0 |  |   | — |  |   | 2.0 |  |   | — |  |   | — |  |   | 2.0 |  |
| Harvey Tool Company, LLC                    | 0.8 |  |   | — |  |   | 0.8 |  |   | — |  |   | — |  |   | 0.8 |  |
| Hygiena Borrower LLC                        | 1.9 |  |   | — |  |   | 1.9 |  |   | — |  |   | — |  |   | 1.9 |  |

----

|                                         |
|-----------------------------------------|
|                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Company                    | Total revolving and delayed draw loan commitments |   | Less: drawn commitments |   | Total undrawn commitments |   | Less: commitments substantially at discretion of the Company |   | Less: unavailable commitments due to borrowing base or other covenant restrictions |   | Total net adjusted undrawn revolving and delayed draw commitments |
| ICSH, Inc.                              | 5.0 |  |   | (1.8 | ) |   | 3.2 |  |   | — |  |   | — |  |   | 3.2 |  |
| Infilaw Holding, LLC                    | 20.0 |  |   | (13.6 | ) |   | 6.4 |  |   | (6.4 | ) |   | — |  |   | — |  |
| iPipeline, Inc.                         | 4.0 |  |   | — |  |   | 4.0 |  |   | — |  |   | — |  |   | 4.0 |  |
| Itel Laboratories, Inc.                 | 2.5 |  |   | — |  |   | 2.5 |  |   | — |  |   | — |  |   | 2.5 |  |
| K2 Pure Solutions Nocal, L.P.           | 5.0 |  |   | (1.5 | ) |   | 3.5 |  |   | — |  |   | — |  |   | 3.5 |  |
| Lakeland Tours, LLC                     | 11.9 |  |   | (0.5 | ) |   | 11.4 |  |   | — |  |   | — |  |   | 11.4 |  |
| LBP Intermediate Holdings LLC           | 0.9 |  |   | (0.1 | ) |   | 0.8 |  |   | — |  |   | — |  |   | 0.8 |  |
| Massage Envy, LLC                       | 5.0 |  |   | (3.5 | ) |   | 1.5 |  |   | — |  |   | — |  |   | 1.5 |  |
| McKenzie Sports Products, LLC           | 4.5 |  |   | — |  |   | 4.5 |  |   | — |  |   | — |  |   | 4.5 |  |
| Ministry Brands LLC                     | 29.2 |  |   | (3.8 | ) |   | 25.4 |  |   | — |  |   | — |  |   | 25.4 |  |
| MW Dental Holding Corp.                 | 10.0 |  |   | (1.5 | ) |   | 8.5 |  |   | — |  |   | — |  |   | 8.5 |  |
| My Health Direct, Inc.                  | 1.0 |  |   | (0.5 | ) |   | 0.5 |  |   | — |  |   | — |  |   | 0.5 |  |
| Niagara Fiber Intermediate Corp.        | 1.9 |  |   | (1.9 | ) |   | — |  |   | — |  |   | — |  |   | — |  |
| Nordco Inc                              | 11.3 |  |   | — |  |   | 11.3 |  |   | — |  |   | — |  |   | 11.3 |  |
| NSM Sub Holdings Corp.                  | 5.0 |  |   | (0.8 | ) |   | 4.2 |  |   | — |  |   | — |  |   | 4.2 |  |
| OmniSYS Acquisition Corporation         | 2.5 |  |   | — |  |   | 2.5 |  |   | — |  |   | — |  |   | 2.5 |  |
| OTG Management, LLC                     | 22.2 |  |   | — |  |   | 22.2 |  |   | — |  |   | — |  |   | 22.2 |  |
| Paper Source, Inc.                      | 2.5 |  |   | — |  |   | 2.5 |  |   | — |  |   | — |  |   | 2.5 |  |
| Pegasus Intermediate Holdings, LLC      | 5.0 |  |   | — |  |   | 5.0 |  |   | — |  |   | — |  |   | 5.0 |  |
| PIH Corporation                         | 3.3 |  |   | (0.6 | ) |   | 2.7 |  |   | — |  |   | — |  |   | 2.7 |  |
| QC Supply, LLC                          | 28.1 |  |   | (2.3 | ) |   | 25.8 |  |   | — |  |   | — |  |   | 25.8 |  |
| Restaurant Technologies, Inc.           | 5.4 |  |   | (0.7 | ) |   | 4.7 |  |   | — |  |   | — |  |   | 4.7 |  |
| RuffaloCODY, LLC                        | 7.7 |  |   | (0.2 | ) |   | 7.5 |  |   | — |  |   | — |  |   | 7.5 |  |
| Severin Acquisition, LLC                | 2.9 |  |   | — |  |   | 2.9 |  |   | — |  |   | — |  |   | 2.9 |  |
| Shift PPC LLC                           | 1.5 |  |   | — |  |   | 1.5 |  |   | — |  |   | — |  |   | 1.5 |  |
| Sonny’s Enterprises, LLC          | 1.8 |  |   | — |  |   | 1.8 |  |   | — |  |   | — |  |   | 1.8 |  |
| Things Remembered, Inc.                 | 2.8 |  |   | — |  |   | 2.8 |  |   | — |  |   | — |  |   | 2.8 |  |
| Towne Holdings, Inc.                    | 1.0 |  |   | — |  |   | 1.0 |  |   | — |  |   | — |  |   | 1.0 |  |
| TPTM Merger Corp.                       | 2.5 |  |   | (1.3 | ) |   | 1.2 |  |   | — |  |   | — |  |   | 1.2 |  |
| Urgent Cares of America Holdings I, LLC | 16.0 |  |   | — |  |   | 16.0 |  |   | — |  |   | — |  |   | 16.0 |  |
| Zemax, LLC                              | 3.0 |  |   | — |  |   | 3.0 |  |   | — |  |   | — |  |   | 3.0 |  |
| Zywave, Inc.                            | 10.5 |  |   | — |  |   | 10.5 |  |   | — |  |   | — |  |   | 10.5 |  |
|                                    | $ | 411.4 |  |   | $ | (80.8 | ) |   | $ | 330.6 |  |   | $ | (12.4 | ) |   | $ | — |  |   | $ | 318.2 |  |

|                                                                            |
|----------------------------------------------------------------------------|
|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Company                                                       | Total private equity commitments | Less: funded private equity commitments | Total unfunded private equity commitments | Less: private equity commitments substantially at the discretion of the Company | Total net adjusted unfunded private equity commitments |
| Partnership Capital Growth Investors III, L.P.                             | $ | 5.0 |  | $ | (4.2 | ) | $ | 0.8 |  | $ | — |  | $ | 0.8 |  |
| PCG-Ares Sidecar Investment, L.P. and PCG-Ares Sidecar Investment II, L.P. | 50.0 |  | (10.9 | ) | 39.1 |  | (39.1 | ) | — |  |
| Piper Jaffray Merchant Banking Fund I, L.P.                                | 2.0 |  | (1.7 | ) | 0.3 |  | — |  | 0.3 |  |
|                                                                       | $ | 57.0 |  | $ | (16.8 | ) | $ | 40.2 |  | $ | (39.1 | ) | $ | 1.1 |  |

|      |                                                                                                                                                                                                                                                                       |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (26) | As of December 31, 2016, the Company had commitments to co-invest in the SSLP for its portion of the SSLP’s commitment to fund delayed draw loans of up to $7.3. See Note 4 to the consolidated financial statements for more information on the SSLP. |

|      |                                                                                                                                                                                                                                                                        |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (27) | As of December 31, 2016, the Company had commitments to co-invest in the SDLP for its portion of the SDLP’s commitment to fund delayed draw loans of up to $37.1. See Note 4 to the consolidated financial statements for more information on the SDLP. |

----

|      |                                                                                                                                                                                                                                                                                                                                                |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (28) | Other than the investments noted by this footnote, the fair value of the Company’s investments is determined using unobservable inputs that are significant to the overall fair value measurement. See Note 8 to the consolidated financial statements for more information regarding the fair value of the Company’s investments. |

|      |                                                                                                                                                                                                                                                                                                                                                                                       |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (29) | As of December 31, 2016, the net estimated unrealized loss for federal tax purposes was $0.8 billion based on a tax cost basis of $9.7 billion. As of December 31, 2016, the estimated aggregate gross unrealized loss for federal income tax purposes was $0.9 billion and the estimated aggregate gross unrealized gain for federal income tax purposes was $0.1 billion. |

----

|                                                                              |
|------------------------------------------------------------------------------|
|                                                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                         | Common Stock |   | Capital inExcess ofPar Value |   | Accumulated Undistributed (Overdistributed) Net Investment Income |   | Accumulated NetRealized Gainson Investments,Foreign CurrencyTransactions,Extinguishment ofDebt and Other Assets |   | Net UnrealizedLosseson Investments, Foreign Currency and Other Transactions |   | TotalStockholders’Equity |
|                                                                         | Shares |   | Amount |   |   |   |   |   |
| Balance at December 31, 2016                                                 | 314 |  |   | $ | — |  |   | $ | 5,292 |  |   | $ | 37 |  |   | $ | 57 |  |   | $ | (221 | ) |   | $ | 5,165 |  |
| Issuance of common stock in connection with the American Capital Acquisition | 112 |  |   | — |  |   | 1,839 |  |   | — |  |   | — |  |   | — |  |   | 1,839 |  |
| Deemed contribution from Ares Capital Management (See Note 14)               | — |  |   | — |  |   | 54 |  |   | — |  |   | — |  |   | — |  |   | 54 |  |
| Shares issued in connection with dividend reinvestment plan                  | — |  |   | — |  |   | 6 |  |   | — |  |   | — |  |   | — |  |   | 6 |  |
| Issuances of Convertible Unsecured Notes (See Note 5)                        | — |  |   | — |  |   | 15 |  |   | — |  |   | — |  |   | — |  |   | 15 |  |
| Net increase in stockholders’ equity resulting from operations         | — |  |   | — |  |   | — |  |   | 371 |  |   | 143 |  |   | (79 | ) |   | 435 |  |
| Dividends declared and payable ($1.14 per share)                             | — |  |   | — |  |   | — |  |   | (486 | ) |   | — |  |   | — |  |   | (486 | ) |
| Balance at September 30, 2017                                                | 426 |  |   | $ | — |  |   | $ | 7,206 |  |   | $ | (78 | ) |   | $ | 200 |  |   | $ | (300 | ) |   | $ | 7,028 |  |

----

|                                                                                                |
|------------------------------------------------------------------------------------------------|
|                                                                                                |  |  |  |  |  |  |  |
|                                                                                           | For the Nine Months Ended September 30, |
|                                                                                           | 2017 |   | 2016 |
| OPERATING ACTIVITIES:                                                                          |   |  |   |   |
| Net increase in stockholders’ equity resulting from operations                           | $ | 435 |  |   | $ | 399 |  |
| Adjustments to reconcile net increase in stockholders’ equity resulting from operations: |   |   |   |  |
| Net realized gains on investments and foreign currency and other transactions                  | (147 | ) |   | (78 | ) |
| Net unrealized losses on investments, foreign currency and other transactions                  | 79 |  |   | 35 |  |
| Realized losses on extinguishment of debt                                                      | 4 |  |   | — |  |
| Net accretion of discount on investments                                                       | (7 | ) |   | (4 | ) |
| Payment-in-kind interest and dividends                                                         | (57 | ) |   | (32 | ) |
| Collections of payment-in-kind interest and dividends                                          | 62 |  |   | 3 |  |
| Amortization of debt issuance costs                                                            | 14 |  |   | 11 |  |
| Net accretion of discount on notes payable                                                     | 5 |  |   | 5 |  |
| Depreciation                                                                                   | 1 |  |   | 1 |  |
| Acquisition of American Capital, net of cash acquired                                          | (2,381 | ) |   | — |  |
| Proceeds from sales and repayments of investments                                              | 5,804 |  |   | 2,700 |  |
| Purchases of investments                                                                       | (5,760 | ) |   | (2,386 | ) |
| Changes in operating assets and liabilities:                                                   |   |   |   |
| Interest receivable                                                                            | 17 |  |   | 17 |  |
| Other assets                                                                                   | 25 |  |   | (13 | ) |
| Base management fees payable                                                                   | 10 |  |   | — |  |
| Income based fees payable                                                                      | (7 | ) |   | 2 |  |
| Capital gains incentive fees payable                                                           | 23 |  |   | 8 |  |
| Accounts payable and other liabilities                                                         | (94 | ) |   | (10 | ) |
| Interest and facility fees payable                                                             | — |  |   | (19 | ) |
| Net cash (used in) provided by operating activities                                            | (1,974 | ) |   | 639 |  |
| FINANCING ACTIVITIES:                                                                          |   |   |   |  |
| Net proceeds from issuance of common stock                                                     | 1,839 |  |   | — |  |
| Borrowings on debt                                                                             | 10,305 |  |   | 7,168 |  |
| Repayments and repurchases of debt                                                             | (9,535 | ) |   | (7,567 | ) |
| Debt issuance costs                                                                            | (37 | ) |   | (9 | ) |
| Dividends paid                                                                                 | (480 | ) |   | (358 | ) |
| Repurchases of common stock                                                                    | — |  |   | (5 | ) |
| Net cash provided by (used) in financing activities                                            | 2,092 |  |   | (771 | ) |
| CHANGE IN CASH AND CASH EQUIVALENTS                                                            | 118 |  |   | (132 | ) |
| CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD                                                 | 223 |  |   | 257 |  |
| CASH AND CASH EQUIVALENTS, END OF PERIOD                                                       | $ | 341 |  |   | $ | 125 |  |
| Supplemental Information:                                                                      |   |   |   |
| Interest paid during the period                                                                | $ | 141 |  |   | $ | 139 |  |
| Taxes, including excise tax, paid during the period                                            | $ | 21 |  |   | $ | 16 |  |
| Dividends declared and payable during the period                                               | $ | 486 |  |   | $ | 358 |  |
| Deemed contribution from Ares Capital Management (see Note 14)                                 | $ | 54 |  |   | $ | — |  |

----

----

|         |                                                                                                                                                                                                                                                                     |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | The Company’s quarterly valuation process begins with each portfolio company or investment being initially valued by the investment professionals responsible for the portfolio investment in conjunction with the Company’s portfolio management team. |

|         |                                                                                                                                                                                                                                            |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Preliminary valuations are reviewed and discussed with the Company’s investment adviser’s management and investment professionals, and then valuation recommendations are presented to the Company’s board of directors. |

|         |                                                                                                                                                                                                                                                                                 |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | The audit committee of the Company’s board of directors reviews these valuations, as well as the input of third parties, including independent third-party valuation firms who have reviewed a portion of the investments in the Company’s portfolio at fair value. |

|         |                                                                                                                                                                                                                                                                                                                                                                                        |
|---------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | The Company’s board of directors discusses valuations and ultimately determines the fair value of each investment in the Company’s portfolio without a readily available market quotation in good faith based on, among other things, the input of the Company’s investment adviser, audit committee and, where applicable, independent third-party valuation firms. |

----

|                 |                                                                                                                                    |
|-----------------|------------------------------------------------------------------------------------------------------------------------------------|
| (1)   | Fair value of investment securities, other assets and liabilities—at the exchange rates prevailing at the end of the period. |

|     |                                                                                                                                                                            |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Purchases and sales of investment securities, income and expenses—at the exchange rates prevailing on the respective dates of such transactions, income or expenses. |

----

----

|         |                                                                                                                                                   |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------|
| • | No income based fee in any calendar quarter in which the Company’s pre-incentive fee net investment income does not exceed the hurdle rate; |

|         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|---------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | 100% of the Company’s pre-incentive fee net investment income with respect to that portion of such pre-incentive fee net investment income, if any, that exceeds the hurdle rate but is less than 2.1875% in any calendar quarter. The Company refers to this portion of its pre-incentive fee net investment income (which exceeds the hurdle rate but is less than 2.1875%) as the “catch-up” provision. The “catch-up” is meant to provide the Company’s |

----

|         |                                                                                                                                         |
|---------|-----------------------------------------------------------------------------------------------------------------------------------------|
| • | 20% of the amount of the Company’s pre-incentive fee net investment income, if any, that exceeds 2.1875% in any calendar quarter. |

----

----

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                      | As of |
|                                      | September 30, 2017 |   | December 31, 2016 |
|                                      | Amortized Cost(1) |   | Fair Value |   | Amortized Cost(1) |   | Fair Value |
| First lien senior secured loans           | $ | 4,797 |  |   | $ | 4,657 |  |   | $ | 2,102 |  |   | $ | 2,036 |  |
| Second lien senior secured loans          | 4,198 |  |   | 4,082 |  |   | 3,069 |  |   | 2,987 |  |
| Subordinated certificates of the SDLP (2) | 437 |  |   | 437 |  |   | 270 |  |   | 270 |  |
| Subordinated certificates of the SSLP (3) | — |  |   | — |  |   | 1,938 |  |   | 1,914 |  |
| Senior subordinated loans                 | 895 |  |   | 922 |  |   | 692 |  |   | 714 |  |
| Collateralized loan obligations           | 161 |  |   | 158 |  |   | — |  |   | — |  |
| Preferred equity securities               | 628 |  |   | 435 |  |   | 505 |  |   | 273 |  |
| Other equity securities                   | 624 |  |   | 765 |  |   | 458 |  |   | 626 |  |
| Total                                     | $ | 11,740 |  |   | $ | 11,456 |  |   | $ | 9,034 |  |   | $ | 8,820 |  |

|     |                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------|
| (1) | The amortized cost represents the original cost adjusted for the accretion of discounts and amortization of premiums, if any. |

|     |                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The proceeds from these certificates were applied to co-investments with Varagon and its clients to fund first lien senior secured loans to 18 and 14 different borrowers as of September 30, 2017 and December 31, 2016, respectively. |

|           |                                                                                                                                                                             |
|-----------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|  (3) | The proceeds from these certificates were applied to co-investments with GE to fund first lien senior secured loans to 19 different borrowers as of December 31, 2016. |

----

|                                  |
|----------------------------------|
|                                  |  |  |  |  |  |
|                             | As of |
|                             | September 30, 2017 |   | December 31, 2016 |
| Industry                         |   |   |   |
| Healthcare Services              | 20.8 | % |   | 14.3 | % |
| Business Services                | 18.9 |  |   | 9.8 |  |
| Consumer Products                | 7.4 |  |   | 7.2 |  |
| Investment Funds and Vehicles(1) | 6.0 |  |   | 25.2 |  |
| Other Services                   | 6.0 |  |   | 8.9 |  |
| Manufacturing                    | 5.5 |  |   | 3.8 |  |
| Food and Beverage                | 4.3 |  |   | 2.2 |  |
| Financial Services               | 4.3 |  |   | 4.2 |  |
| Education                        | 3.8 |  |   | 2.0 |  |
| Power Generation                 | 3.7 |  |   | 6.4 |  |
| Automotive Services              | 3.3 |  |   | 1.9 |  |
| Restaurants and Food Services    | 3.2 |  |   | 4.5 |  |
| Wholesale Distribution           | 2.6 |  |   | — |  |
| Containers and Packaging         | 2.2 |  |   | 2.8 |  |
| Oil and Gas                      | 1.9 |  |   | 1.0 |  |
| Other                            | 6.1 |  |   | 5.8 |  |
| Total                            | 100.0 | % |   | 100.0 | % |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Includes the Company’s investment in the SDLP, which had made first lien senior secured loans to 18 and 14 different borrowers as of September 30, 2017 and December 31, 2016, respectively, and the Company’s investment in the SSLP, which had made first lien senior secured loans to 19 different borrowers as of December 31, 2016. The portfolio companies in the SDLP are in industries similar to the companies in the Company’s portfolio. The portfolio companies in the SSLP were in industries similar to the companies in the Company’s portfolio. |

|                   |
|-------------------|
|                   |  |  |  |  |  |
|              | As of |
|              | September 30, 2017 |   | December 31, 2016 |
| Geographic Region |   |   |   |
| Midwest           | 28.1 | % |   | 19.7 | % |
| Southeast         | 27.3 |  |   | 19.5 |  |
| West(1)           | 21.1 |  |   | 41.5 |  |
| Mid Atlantic      | 15.8 |  |   | 14.7 |  |
| Northeast         | 3.9 |  |   | 3.6 |  |
| International     | 3.8 |  |   | 1.0 |  |
| Total             | 100.0 | % |   | 100.0 | % |

|     |                                                                                                                                                                                                                                                                                                                                                              |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Includes the Company’s investment in the SDLP, which represented 3.8% and 3.1% of the total investment portfolio at fair value as of September 30, 2017 and December 31, 2016, respectively, and the Company’s investment in the SSLP, which represented 21.7% of the total investment portfolio at fair value as of December 31, 2016. |

----

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |
|                                                             | As of |
|                                                             | September 30, 2017 |   | December 31, 2016 |
| Total capital funded to the SDLP(1)                              | $ | 2,083 |  |   | $ | 1,285 |  |
| Total capital funded to the SDLP by the Company(1)               | $ | 437 |  |   | $ | 270 |  |
| Total unfunded capital commitments to the SDLP(2)                | $ | 156 |  |   | $ | 177 |  |
| Total unfunded capital commitments to the SDLP by the Company(2) | $ | 33 |  |   | $ | 37 |  |

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

|     |                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------|
| (2) | These commitments have been approved by the investment committee of the SDLP and will be funded as the transactions are completed. |

----

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |
|                                        | As of |
|                                        | September 30, 2017 |   | December 31, 2016 |
| Total first lien senior secured loans(1)    | $ | 2,080 |  |   | $ | 1,281 |  |
| Largest loan to a single borrower(1)        | $ | 200 |  |   | $ | 125 |  |
| Total of five largest loans to borrowers(1) | $ | 886 |  |   | $ | 560 |  |
| Number of borrowers in the SDLP             | 18 |  |   | 14 |  |
| Commitments to fund delayed draw loans(2)   | $ | 156 |  |   | $ | 177 |  |

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

|     |                                                                                                   |
|-----|---------------------------------------------------------------------------------------------------|
| (2) | As discussed above, these commitments have been approved by the investment committee of the SDLP. |

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |
| Total capital funded to the SSLP(1)                              | $ | 3,819 |  |
| Total capital funded to the SSLP by the Company(1)               | $ | 2,004 |  |
| Total unfunded capital commitments to the SSLP(2)                | $ | 50 |  |
| Total unfunded capital commitments to the SSLP by the Company(2) | $ | 7 |  |

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

|     |                                                                          |
|-----|--------------------------------------------------------------------------|
| (2) | These commitments were approved by the investment committee of the SSLP. |

----

|                                             |
|---------------------------------------------|
|                                             |  |  |  |
| Total first lien senior secured loans(1)    | $ | 3,360 |  |
| Largest loan to a single borrower(1)        | $ | 260 |  |
| Total of five largest loans to borrowers(1) | $ | 1,257 |  |
| Number of borrowers in the SSLP             | 19 |  |
| Commitments to fund delayed draw loans(2)   | $ | 50 |  |

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

|     |                                                                                              |
|-----|----------------------------------------------------------------------------------------------|
| (2) | As discussed above, these commitments were approved by the investment committee of the SSLP. |

----

----

|                            |
|----------------------------|
|                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                       | As of |   |
|                       | September 30, 2017 |   | December 31, 2016 |   |
|                       | Total Aggregate Principal Amount Committed/ Outstanding(1) |   | Principal Amount Outstanding |   | Carrying Value |   | Total Aggregate Principal Amount Committed/ Outstanding(1) |   | Principal Amount Outstanding |   | Carrying Value |   |
| Revolving Credit Facility  | $ | 2,108 |  | (2) | $ | 395 |  |   | $ | 395 |  |   | $ | 1,265 |  |   | $ | 571 |  |   | $ | 571 |  |   |
| Revolving Funding Facility | 1,000 |  |   | 450 |  |   | 450 |  |   | 540 |  |   | 155 |  |   | 155 |  |   |
| SMBC Funding Facility      | 400 |  |   | — |  |   | — |  |   | 400 |  |   | 105 |  |   | 105 |  |   |
| SBA Debentures             | 50 |  |   | — |  |   | — |  |   | 75 |  |   | 25 |  |   | 24 |  |   |
| 2017 Convertible Notes     | — |  |   | — |  |   | — |  | (3) | 162 |  |   | 162 |  |   | 162 |  | (4) |
| 2018 Convertible Notes     | 270 |  |   | 270 |  |   | 269 |  | (4) | 270 |  |   | 270 |  |   | 267 |  | (4) |
| 2019 Convertible Notes     | 300 |  |   | 300 |  |   | 298 |  | (4) | 300 |  |   | 300 |  |   | 296 |  | (4) |
| 2022 Convertible Notes     | 388 |  |   | 388 |  |   | 367 |  | (4) | — |  |   | — |  |   | — |  |   |
| 2018 Notes                 | 750 |  |   | 750 |  |   | 747 |  | (5) | 750 |  |   | 750 |  |   | 745 |  | (5) |
| 2020 Notes                 | 600 |  |   | 600 |  |   | 597 |  | (6) | 600 |  |   | 600 |  |   | 596 |  | (6) |
| January 2022 Notes         | 600 |  |   | 600 |  |   | 593 |  | (7) | 600 |  |   | 600 |  |   | 592 |  | (7) |
| October 2022 Notes         | — |  |   | — |  |   | — |  | (8) | 183 |  |   | 183 |  |   | 179 |  | (9) |
| 2023 Notes                 | 750 |  |   | 750 |  |   | 742 |  | (10) | — |  |   | — |  |   | — |  |   |
| 2047 Notes                 | 230 |  |   | 230 |  |   | 182 |  | (11) | 230 |  |   | 230 |  |   | 182 |  | (11) |
| Total                      | $ | 7,446 |  |   | $ | 4,733 |  |   | $ | 4,640 |  |   | $ | 5,375 |  |   | $ | 3,951 |  |   | $ | 3,874 |  |   |

|     |                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Subject to borrowing base, leverage and other restrictions. Represents the total aggregate amount committed or outstanding, as applicable, under such instrument. |

|                 |                                                                                                                                                                               |
|-----------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|  (2)  | Provides for a feature that allows the Company, under certain circumstances, to increase the size of the Revolving Credit Facility (as defined below) to a maximum of $3,095. |

|     |                                                                                                               |
|-----|---------------------------------------------------------------------------------------------------------------|
| (3) | See below for more information on the repayment of the 2017 Convertible Notes (as defined below) at maturity. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Represents the aggregate principal amount outstanding of the Convertible Unsecured Notes (as defined below). As of September 30, 2017, the total unamortized debt issuance costs and the unaccreted discount for the 2018 Convertible Notes, the 2019 Convertible Notes and the 2022 Convertible Notes (each as defined below) were $1, $2 and $21, respectively. As of December 31, 2016, the total unamortized debt issuance costs and the unaccreted discount for the 2017 Convertible Notes, the 2018 Convertible Notes and the 2019 Convertible Notes (each as defined below) were $0, $3 and $4, respectively. |

|     |                                                                                                                                                                                                                                                                                                                                                                                          |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Represents the aggregate principal amount outstanding of the 2018 Notes (as defined below) less unamortized debt issuance costs and plus the net unamortized premium that was recorded upon the issuances of the 2018 Notes. As of September 30, 2017 and December 31, 2016, the total unamortized debt issuance costs less the net unamortized premium was $3 and $5, respectively. |

|     |                                                                                                                                                                                                                                                                                                                                                                           |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | Represents the aggregate principal amount outstanding of the 2020 Notes (as defined below) less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuances of the 2020 Notes. As of September 30, 2017 and December 31, 2016, the total unamortized debt issuance costs and the net unaccreted discount was $3 and $4, respectively. |

|     |                                                                                                                                                                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Represents the aggregate principal amount outstanding of the January 2022 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the January 2022 Notes. As of September 30, 2017 and December 31, 2016, the total unamortized debt issuance costs and the unaccreted discount was $7 and $8, respectively. |

----

|     |                                                                                               |
|-----|-----------------------------------------------------------------------------------------------|
| (8) | See below for more information on the repayment of the October 2022 Notes (as defined below). |

|     |                                                                                                                                                                                                                     |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Represents the aggregate principal amount outstanding of the October 2022 Notes (as defined below) less unamortized debt issuance costs. As of December 31, 2016, the total unamortized debt issuance costs was $4. |

|      |                                                                                                                                                                                                                                                                                                                                         |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) |  Represents the aggregate principal amount outstanding of the 2023 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2023 Notes. As of September 30, 2017, the total unamortized debt issuance costs and the unaccreted discount was $8. |

|      |                                                                                                                                                                                                                                                                                                                               |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | Represents the aggregate principal amount outstanding of the 2047 Notes (as defined below) less the unaccreted purchased discount recorded as a part of the Allied Acquisition (as defined below). As of September 30, 2017 and December 31, 2016, the total unaccreted purchased discount was $48 and $48, respectively. |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense                         | $ | 3 |  |   | $ | 5 |  |   | $ | 12 |  |   | $ | 15 |  |
| Facility fees                                   | 2 |  |   | — |  |   | 5 |  |   | 1 |  |
| Amortization of debt issuance costs             | 1 |  |   | 1 |  |   | 3 |  |   | 2 |  |
| Total interest and credit facility fees expense | $ | 6 |  |   | $ | 6 |  |   | $ | 20 |  |   | $ | 18 |  |
| Cash paid for interest expense                  | $ | 4 |  |   | $ | 6 |  |   | $ | 12 |  |   | $ | 15 |  |
| Average stated interest rate                    | 3.08 | % |   | 2.27 | % |   | 2.83 | % |   | 2.23 | % |
| Average outstanding balance                     | $ | 454 |  |   | $ | 877 |  |   | $ | 551 |  |   | $ | 897 |  |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense                         | $ | 4 |  |   | $ | 1 |  |   | $ | 13 |  |   | $ | 3 |  |
| Facility fees                                   | 1 |  |   | 1 |  |   | 2 |  |   | 2 |  |
| Amortization of debt issuance costs             | 1 |  |   | 1 |  |   | 3 |  |   | 2 |  |
| Total interest and credit facility fees expense | $ | 6 |  |   | $ | 3 |  |   | $ | 18 |  |   | $ | 7 |  |
| Cash paid for interest expense                  | $ | 5 |  |   | $ | 1 |  |   | $ | 10 |  |   | $ | 3 |  |
| Average stated interest rate                    | 3.61 | % |   | 2.76 | % |   | 3.36 | % |   | 2.71 | % |
| Average outstanding balance                     | $ | 405 |  |   | $ | 130 |  |   | $ | 514 |  |   | $ | 136 |  |

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense                         | $ | 1 |  |   | $ | 1 |  |   | $ | 2 |  |   | $ | 2 |  |
| Facility fees                                   | — |  |   | — |  |   | 1 |  |   | 1 |  |
| Amortization of debt issuance costs             | — |  |   | — |  |   | 1 |  |   | 1 |  |
| Total interest and credit facility fees expense | $ | 1 |  |   | $ | 1 |  |   | $ | 4 |  |   | $ | 4 |  |
| Cash paid for interest expense                  | $ | 1 |  |   | $ | 1 |  |   | $ | 2 |  |   | $ | 2 |  |
| Average stated interest rate                    | 3.25 | % |   | 2.24 | % |   | 3.57 | % |   | 2.20 | % |
| Average outstanding balance                     | $ | 44 |  |   | $ | 110 |  |   | $ | 105 |  |   | $ | 116 |  |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense                         | $ | — |  |   | $ | — |  |   | $ | 1 |  |   | $ | 1 |  |
| Amortization of debt issuance costs             | — |  |   | — |  |   | — |  |   | — |  |
| Total interest and credit facility fees expense | $ | — |  |   | $ | — |  |   | $ | 1 |  |   | $ | 1 |  |
| Cash paid for interest expense                  | $ | — |  |   | $ | — |  |   | $ | 1 |  |   | $ | 1 |  |
| Average stated interest rate                    | 3.48 | % |   | 3.48 | % |   | 3.48 | % |   | 3.39 | % |
| Average outstanding balance                     | $ | 17 |  |   | $ | 25 |  |   | $ | 22 |  |   | $ | 24 |  |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                 | 2018 Convertible Notes |   | 2019 Convertible Notes |   | 2022               Convertible Notes |   |
| Conversion premium                                                   | 17.5 |  | % | 15.0 |  | % | 15.0 |  | % |
| Closing stock price at issuance                                      | $ | 16.91 |  |   | $ | 17.53 |  |   | $ | 16.86 |  |   |
| Closing stock price date                                             | October 3, 2012 |  |   | July 15, 2013 |  |   | January 23, 2017 |  |   |
| Conversion price(1)                                                  | $ | 19.64 |  |   | $ | 19.99 |  |   | $ | 19.39 |  |   |
| Conversion rate (shares per one thousand dollar principal amount)(1) | 50.9054 |  |   | 50.0292 |  |   | 51.5756 |  |   |
| Conversion dates                                                     | July 15, 2017 |  |   | July 15, 2018 |  |   | August 1, 2021 |  |   |

|     |                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents conversion price and conversion rate, as applicable, as of September 30, 2017, taking into account certain de minimis adjustments that will be made on the conversion date. |

|                                                        |
|--------------------------------------------------------|
|                                                        |  |  |  |  |  |  |  |  |  |  |  |
|                                                   | 2018Convertible Notes |   | 2019Convertible Notes |   | 2022         Convertible Notes |
| Debt and equity component percentages, respectively(1) | 98.0% and 2.0% |  |   | 99.8% and 0.2% |  |   | 96.0% and 4.0% |  |
| Debt issuance costs(1)                                 | $ | 6 |  |   | $ | 4 |  |   | $ | 9 |  |
| Equity issuance costs(1)                               | $ | — |  |   | $ | — |  |   | $ | — |  |
| Equity component, net of issuance costs(2)             | $ | 5 |  |   | $ | 1 |  |   | $ | 15 |  |

----

|     |                      |
|-----|----------------------|
| (1) | At time of issuance. |

|     |                                                        |
|-----|--------------------------------------------------------|
| (2) | At time of issuance and as of September 30, 2017. |

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |  |  |  |  |  |  |  |
|                                           | 2018 Convertible Notes |   | 2019 Convertible Notes |   | 2022     Convertible Notes |
| Principal amount of debt                  | $ | 270 |  |   | $ | 300 |  |   | $ | 388 |  |
| Debt issuance costs, net of amortization  | — |  |   | (1 | ) |   | (7 | ) |
| Original issue discount, net of accretion | (1 | ) |   | (1 | ) |   | (14 | ) |
| Carrying value of debt                    | $ | 269 |  |   | $ | 298 |  |   | $ | 367 |  |
| Stated interest rate                      | 4.750 | % |   | 4.375 | % |   | 3.750 | % |
| Effective interest rate(1)                | 5.3 | % |   | 4.7 | % |   | 4.5 | % |

|     |                                                                                                                                                                          |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | The effective interest rate of the debt component of the Convertible Unsecured Notes is equal to the stated interest rate plus the accretion of original issue discount. |

|                                      |
|--------------------------------------|
|                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                 | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                 | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense              | $ | 10 |  |   | $ | 8 |  |   | $ | 30 |  |   | $ | 33 |  |
| Amortization of debt issuance costs  | 1 |  |   | 1 |  |   | 3 |  |   | 3 |  |
| Accretion of original issue discount | 2 |  |   | 1 |  |   | 5 |  |   | 5 |  |
| Total interest expense               | $ | 13 |  |   | $ | 10 |  |   | $ | 38 |  |   | $ | 41 |  |
| Cash paid for interest expense       | $ | 20 |  |   | $ | 17 |  |   | $ | 37 |  |   | $ | 56 |  |

----

----

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                     | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense                  | $ | 28 |  |   | $ | 22 |  |   | $ | 81 |  |   | $ | 65 |  |
| Amortization of debt issuance costs      | 2 |  |   | 1 |  |   | 4 |  |   | 3 |  |
| Net accretion of original issue discount | — |  |   | — |  |   | — |  |   | — |  |
| Accretion of purchase discount           | — |  |   | — |  |   | — |  |   | — |  |
| Total interest expense                   | $ | 30 |  |   | $ | 23 |  |   | $ | 85 |  |   | $ | 68 |  |
| Cash paid for interest expense           | $ | 26 |  |   | $ | 19 |  |   | $ | 79 |  |   | $ | 62 |  |

----

|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                              |   | As of September 30, 2017 |
| Description                       |   | Notional Amount |   | Maturity Date |   | Gross Amount of Recognized Assets |   | Gross Amount of Recognized Liabilities |   | Amount Offset in the Balance Sheet |   | Balance Sheet Location of Net Amounts |
| Foreign currency forward contract |   | € | 2 |   | 10/5/2017 |   | $ | 2 |  |   | $ | (2 | ) |   | $ | — |  |   |  Accounts payable and other liabilities |
| Foreign currency forward contract |   | € | 15 |   | 10/16/2017 |   | 17 |  |   | (18 | ) |   | (1 | ) |   |  Accounts payable and other liabilities |
| Foreign currency forward contract |   | € | 24 |   | 11/15/2017 |   | 29 |  |   | (29 | ) |   | — |  |   | Other Assets |
| Foreign currency forward contract |   | € | 1 |   | 12/15/2017 |   | 1 |  |   | (1 | ) |   | — |  |   | Other Assets |
| Foreign currency forward contract |   | CAD | 10 |   | 10/16/2017 |   | 8 |  |   | (8 | ) |   | — |  |   |  Accounts payable and other liabilities |
| Foreign currency forward contract |   | CAD | 103 |   | 11/24/2017 |   | 82 |  |   | (82 | ) |   | — |  |   |  Accounts payable and other liabilities |
| Foreign currency forward contract |   | £ | 62 |   | 11/15/2017 |   | 80 |  |   | (83 | ) |   | (3 | ) |   |  Accounts payable and other liabilities |
| Total                             |   |   |   |   |   |   | $ | 219 |  |   | $ | (223 | ) |   | $ | (4 | ) |   |   |

|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                              |   | As of December 31, 2016 |
| Description                       |   | Notional Amount |   | Maturity Date |   | Gross Amount of Recognized Assets |   | Gross Amount of Recognized Liabilities |   | Amount Offset in the Balance Sheet |   | Balance Sheet Location of Net Amounts |
| Foreign currency forward contract |   | € | 2 |   | 1/5/2017 |   | $ | 3 |  |   | $ | (3 | ) |   | $ | — |  |   | Other Assets |
| Total                             |   |   |   |   |   |   | $ | 3 |  |   | $ | (3 | ) |   | $ | — |  |   |   |

|                                                                                    |
|------------------------------------------------------------------------------------|
|                                                                                    |  |  |  |  |  |  |  |
|                                                                               | As of |
|                                                                               | September 30, 2017 |   | December 31, 2016 |
| Total revolving and delayed draw loan commitments                                  | $ | 801 |  |   | $ | 411 |  |
| Less: drawn commitments                                                            | (176 | ) |   | (81 | ) |
| Total undrawn commitments                                                          | 625 |  |   | 330 |  |
| Less: commitments substantially at discretion of the Company                       | (16 | ) |   | (12 | ) |
| Less: unavailable commitments due to borrowing base or other covenant restrictions | — |  |   | — |  |
| Total net adjusted undrawn revolving and delayed draw loan commitments             | $ | 609 |  |   | $ | 318 |  |

----

|                                                                             |
|-----------------------------------------------------------------------------|
|                                                                             |  |  |  |  |  |  |  |
|                                                                        | As of |
|                                                                        | September 30, 2017 |   | December 31, 2016 |
| Total private equity commitments                                            | $ | 117 |  |   | $ | 57 |  |
| Less: funded private equity commitments                                     | (67 | ) |   | (17 | ) |
| Total unfunded private equity commitments                                   | 50 |  |   | 40 |  |
| Less: private equity commitments substantially at discretion of the Company | (49 | ) |   | (39 | ) |
| Total net adjusted unfunded private equity commitments                      | $ | 1 |  |   | $ | 1 |  |

----

|         |                                                                                                                                                        |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Level 1—Valuations based on quoted prices in active markets for identical assets or liabilities that the Company has the ability to access. |

|         |                                                                                                                                                                        |
|---------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Level 2—Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly. |

|         |                                                                                                                            |
|---------|----------------------------------------------------------------------------------------------------------------------------|
| • | Level 3—Valuations based on inputs that are unobservable and significant to the overall fair value measurement. |

----

|                                       |
|---------------------------------------|
|                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                  |   | As of September 30, 2017 |   |
|                                  |   |   |   |   |   | Unobservable Input |   |
| Asset Category                   |   | Fair Value |   | Primary Valuation Techniques |   | Input |   | Estimated Range |   | Weighted Average |   |
| First lien senior secured loans       |   | $ | 4,657 |  |   | Yield analysis |   | Market yield |   | 3.8% - 17.8% |   | 8.4 | % |   |
| Second lien senior secured loans      |   | 4,082 |  |   | Yield analysis |   | Market yield |   | 8.3% - 20.9% |   | 10.7 | % |   |
| Subordinated certificates of the SDLP |   | 437 |  |   | Discounted cash flow analysis |   | Discount rate |   | 11.5% - 12.5% |   | 12.0 | % |   |
| Senior subordinated loans             |   | 922 |  |   | Yield analysis |   | Market yield |   | 9.5% - 17.5% |   | 12.8 | % |   |
| Collateralized loan obligations       |   | 158 |  |   | Discounted cash flow analysis |   | Discount rate |   | 6.9% - 18.0% |   | 10.9 | % |   |
|                                  |   |   |   |   |   | Constant prepayment rate |   | 18.9% - 22.8% |   | 20.1 | % |   |
|                                  |   |   |   |   |   | Constant default rate |   | 1.6% - 2.3% |   | 1.9 | % |   |
| Preferred equity securities           |   | 435 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 2.8x - 21.8x |   | 11.6x |  |   |
| Other equity securities and other     |   | 743 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 3.5x - 21.8x |   | 10.6x |  |   |
| Total investments                     |   | $ | 11,434 |  |   |   |   |   |   |   |   |   |   |

|                                       |
|---------------------------------------|
|                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                  |   | As of December 31, 2016 |   |
|                                  |   |   |   |   |   | Unobservable Input |   |
| Asset Category                   |   | Fair Value |   | Primary Valuation Techniques |   | Input |   | Estimated Range |   | Weighted Average |   |
| First lien senior secured loans       |   | $ | 2,036 |  |   | Yield analysis |   | Market yield |   | 5.5% - 20.0% |   | 9.3 | % |   |
| Second lien senior secured loans      |   | 2,987 |  |   | Yield analysis |   | Market yield |   | 8.4% - 20.8% |   | 10.7 | % |   |
| Subordinated certificates of the SDLP |   | 270 |  |   | Discounted cash flow analysis |   | Discount rate |   | 11.0% - 12.0% |   | 11.5 | % |   |
| Subordinated certificates of the SSLP |   | 1,914 |  |   | Discounted cash flow analysis |   | Discount rate |   | 6.5% - 7.5% |   | 7.0 | % |   |
| Senior subordinated loans             |   | 714 |  |   | Yield analysis |   | Market yield |   | 9.8% - 17.5% |   | 12.2 | % |   |
| Preferred equity securities           |   | 273 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 3.5x - 14.8x |  | 8.6 | x |   |
| Other equity securities and other     |   | 619 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 5.0x - 16.4x |  | 10.7 | x |   |
| Total investments                     |   | $ | 8,813 |  |   |   |   |   |   |   |   |   |   |

----

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        | Fair Value Measurements Using |
|                                        | Total |   | Level 1 |   | Level 2 |   | Level 3 |
| Cash and cash equivalents                   | $ | 341 |  |   | $ | 341 |  |   | $ | — |  |   | $ | — |  |
| Investments not measured at net asset value | $ | 11,434 |  |   | $ | — |  |   | $ | — |  |   | $ | 11,434 |  |
| Investments measured at net asset value (1) | $ | 22 |  |   |  |   |  |   |  |
|  Total investments                     | $ | 11,456 |  |   |   |   |   |   |   |
| Derivatives                                 | $ | (4 | ) |   | $ | — |  |   | $ | (4 | ) |   | $ | — |  |

|     |                                                                                                                                                                                                                                                                                                                                                                     |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet. |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                        | Fair Value Measurements Using |
|                                        | Total |   | Level 1 |   | Level 2 |   | Level 3 |
| Cash and cash equivalents                   | $ | 223 |  |   | $ | 223 |  |   | $ | — |  |   | $ | — |  |
| Investments not measured at net asset value | $ | 8,814 |  |   | $ | 1 |  |   | $ | — |  |   | $ | 8,813 |  |
| Investments measured at net asset value (1) | $ | 6 |  |   |   |   |   |   |   |
|   Total investments               | $ | 8,820 |  |   |   |   |   |   |   |
| Derivatives                                 | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |

|     |                                                                                                                                                                                                                                                                                                                                                                     |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet. |

----

|                                             |
|---------------------------------------------|
|                                             |  |  |  |
|                                        | As of and For the Three Months Ended September 30, 2017 |
| Balance as of June 30, 2017                 | $ | 11,476 |  |
| Net realized gains                          | 48 |  |
| Net unrealized losses                       | (47 | ) |
| Purchases                                   | 2,965 |  |
| Sales                                       | (2,401 | ) |
| Redemptions                                 | (629 | ) |
| Payment-in-kind interest and dividends      | 20 |  |
| Net accretion of discount on securities     | 2 |  |
| Net transfers in and/or out of Level 3 | — |  |
| Balance as of September 30, 2017            | $ | 11,434 |  |

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |
|                                                             | As of and For the Nine Months Ended    September 30, 2017 |
| Balance as of December 31, 2016                                  | $ | 8,813 |  |
| Net realized gains                                               | 173 |  |
| Net unrealized losses                                            | (74 | ) |
| Investments acquired as part of the American Capital Acquisition | 2,527 |  |
| Purchases                                                        | 5,758 |  |
| Sales                                                            | (3,390 | ) |
| Redemptions                                                      | (2,437 | ) |
| Payment-in-kind interest and dividends                           | 57 |  |
| Net accretion of discount on securities                          | 7 |  |
| Net transfers in and/or out of Level 3                      | — |  |
| Balance as of September 30, 2017                                 | $ | 11,434 |  |

----

|                                             |
|---------------------------------------------|
|                                             |  |  |  |
|                                        | As of and For the Three Months Ended September 30, 2016 |
| Balance as of June 30, 2016                 | $ | 8,893 |  |
| Net realized gains                          | 21 |  |
| Net unrealized losses                       | (43 | ) |
| Purchases                                   | 1,378 |  |
| Sales                                       | (920 | ) |
| Redemptions                                 | (545 | ) |
| Payment-in-kind interest and dividends      | 12 |  |
| Net accretion of discount on securities     | 2 |  |
| Net transfers in and/or out of Level 3 | — |  |
| Balance as of September 30, 2016            | $ | 8,798 |  |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |
|                                        | As of and For the Nine Months Ended September 30, 2016 |
| Balance as of December 31, 2015             | $ | 9,045 |  |
| Net realized gains                          | 75 |  |
| Net unrealized losses                       | (22 | ) |
| Purchases                                   | 2,388 |  |
| Sales                                       | (1,208 | ) |
| Redemptions                                 | (1,510 | ) |
| Payment-in-kind interest and dividends      | 32 |  |
| Net accretion of discount on securities     | 4 |  |
| Net transfers in and/or out of Level 3 | (6 | ) |
| Balance as of September 30, 2016            | $ | 8,798 |  |

|                                                                                           |
|-------------------------------------------------------------------------------------------|
|                                                                                           |  |  |  |
|                                                                                      | As of and For the Three Months Ended September 30, 2016 |
| Balance as of June 30, 2016                                                               | $ | 5 |  |
| Net unrealized appreciation reversed related to termination of the Forward Sale Agreement | (5 | ) |
| Balance as of September 30, 2016                                                          | $ | — |  |

----

|                                                                                           |
|-------------------------------------------------------------------------------------------|
|                                                                                           |  |  |  |
|                                                                                      | As of and For the Nine Months Ended September 30, 2016 |
| Balance as of December 31, 2015                                                           | $ | 3 |  |
| Net unrealized appreciation reversed related to termination of the Forward Sale Agreement | (3 | ) |
| Balance as of September 30, 2016                                                          | $ | — |  |

|                                                                                     |
|-------------------------------------------------------------------------------------|
|                                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                | As of |
|                                                                                | September 30, 2017 |   | December 31, 2016 |
|                                                                                | Carrying value(1) |   | Fair value |   | Carrying value(1) |   | Fair value |
| Revolving Credit Facility                                                           | $ | 395 |  |   | $ | 395 |  |   | $ | 571 |  |   | $ | 571 |  |
| Revolving Funding Facility                                                          | 450 |  |   | 450 |  |   | 155 |  |   | 155 |  |
| SMBC Funding Facility                                                               | — |  |   | — |  |   | 105 |  |   | 105 |  |
| SBA Debentures                                                                      | — |  |   | — |  |   | 24 |  |   | 25 |  |
| 2017 Convertible Notes (principal amount outstanding of $0 and $162, respectively)  | — |  |   | — |  |   | 162 |  | (2) | 163 |  |
| 2018 Convertible Notes (principal amount outstanding of $270)                       | 269 |  | (2) | 272 |  |   | 267 |  | (2) | 278 |  |
| 2019 Convertible Notes (principal amount outstanding of $300)                       | 298 |  | (2) | 309 |  |   | 296 |  | (2) | 312 |  |
| 2022 Convertible Notes (principal amount outstanding of $388 and $0, respectively)  | 367 |  | (2) | 397 |  |   | — |  |   | — |  |
| 2018 Notes (principal amount outstanding of $750)                                   | 747 |  | (3) | 773 |  |   | 745 |  | (3) | 776 |  |
| 2020 Notes (principal amount outstanding of $600)                                   | 597 |  | (4) | 616 |  |   | 596 |  | (4) | 608 |  |
| January 2022 Notes (principal amount outstanding of $600)                           | 593 |  | (5) | 607 |  |   | 592 |  | (5) | 584 |  |
| October 2022 Notes (principal amount outstanding of $0 and $183, respectively) | — |  |   | — |  |   | 179 |  | (6) | 184 |  |
| 2023 Notes (principal amount outstanding of $750 and $0, respectively)              | 742 |  | (7) | 742 |  |   | — |  |   | — |  |
| 2047 Notes (principal amount outstanding of $230)                                   | 182 |  | (8) | 233 |  |   | 182 |  | (8) | 228 |  |
|                                                                                     | $ | 4,640 |  | (9) | $ | 4,794 |  |   | $ | 3,874 |  | (9) | $ | 3,989 |  |

|     |                                                                                                                                                                |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | The Revolving Credit Facility, the Revolving Funding Facility and the SMBC Funding Facility carrying values are the same as the principal amounts outstanding. |

|     |                                                                                                                                                                                                      |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Represents the aggregate principal amount outstanding of the Convertible Unsecured Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuances of such notes. |

|     |                                                                                                                                                                                              |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Represents the aggregate principal amount outstanding of the 2018 Notes less unamortized debt issuance costs plus the net unamortized premium recorded upon the issuances of the 2018 Notes. |

|     |                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Represents the aggregate principal amount outstanding of the 2020 Notes less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuances of the 2020 Notes. |

----

|     |                                                                                                                                                                                                        |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Represents the aggregate principal amount outstanding of the January 2022 Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the January 2022 Notes. |

|     |                                                                                                                       |
|-----|-----------------------------------------------------------------------------------------------------------------------|
| (6) | Represents the aggregate principal amount outstanding of the October 2022 Notes less unamortized debt issuance costs. |

|     |                                                                                                                                                                                        |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Represents the aggregate principal amount outstanding of the 2023 Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2023 Notes. |

|     |                                                                                                                 |
|-----|-----------------------------------------------------------------------------------------------------------------|
| (8) | Represents the aggregate principal amount outstanding of the 2047 Notes less the unaccreted purchased discount. |

|     |                                                                                                                                                      |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Total principal amount of debt outstanding totaled $4,733 and $3,951 as of September 30, 2017 and December 31, 2016, respectively. |

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |
|                                         |   | As of |
| Fair Value Measurements Using |   | September 30, 2017 |   | December 31, 2016 |
| Level 1                                      |   | $ | 233 |  |   | $ | 412 |  |
| Level 2                                      |   | 4,561 |  |   | 3,577 |  |
| Total                                        |   | $ | 4,794 |  |   | $ | 3,989 |  |

----

|                                                                                                       |
|-------------------------------------------------------------------------------------------------------|
|                                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                  | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                                                                                  | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Net increase in stockholders’ equity resulting from operations available to common stockholders | $ | 139 |  |   | $ | 110 |  |   | $ | 435 |  |   | $ | 399 |  |
| Weighted average shares of common stock outstanding—basic and diluted                           | 426 |  |   | 314 |  |   | 425 |  |   | 314 |  |
| Basic and diluted net increase in stockholders’ equity resulting from operations per share      | $ | 0.33 |  |   | $ | 0.35 |  |   | $ | 1.02 |  |   | $ | 1.27 |  |

|                                                                         |
|-------------------------------------------------------------------------|
|                                                                         |  |  |  |  |  |  |  |  |  |  |  |  |
| Date declared                                                           |   | Record date |   | Payment date |   | Per shareamount |   | Total amount |
| August 2, 2017                                                          |   | September 15, 2017 |   | September 29, 2017 |   | $ | 0.38 |  |   | $ | 162 |  |
| May 3, 2017                                                             |   | June 15, 2017 |   | June 30, 2017 |   | 0.38 |  |   | 162 |  |
| February 22, 2017                                                       |   | March 15, 2017 |   | March 31, 2017 |   | 0.38 |  |   | 162 |  |
| Total declared and payable for the nine months ended September 30, 2017 |   |   |   |   |   | $ | 1.14 |  |   | $ | 486 |  |
|                                                                    |   |   |   |   |   |   |   |   |
| August 3, 2016                                                          |   | September 15, 2016 |   | September 30, 2016 |   | $ | 0.38 |  |   | $ | 119 |  |
| May 4, 2016                                                             |   | June 15, 2016 |   | June 30, 2016 |   | 0.38 |  |   | 119 |  |
| February 26, 2016                                                       |   | March 15, 2016 |   | March 31, 2016 |   | 0.38 |  |   | 120 |  |
| Total declared and payable for the nine months ended September 30, 2016 |   |   |   |   |   | $ | 1.14 |  |   | $ | 358 |  |

----

|                                                                                                             |
|-------------------------------------------------------------------------------------------------------------|
|                                                                                                             |  |  |  |  |  |  |  |
|                                                                                                        | For the Nine Months Ended September 30, |
|                                                                                                        | 2017 |   | 2016 |
| Shares issued                                                                                               | 0.4 |  |   | — |  |
| Average issue price per share                                                                               | $ | 17.38 |  |   | $ | — |  |
| Shares purchased by plan agent to satisfy dividends declared and payable during the period for stockholders | 1.0 |  |   | 1.1 |  |
| Average purchase price per share                                                                            | $ | 16.48 |  |   | $ | 14.85 |  |

----

|                                                                                   |
|-----------------------------------------------------------------------------------|
|                                                                                   |  |  |  |  |  |  |  |  |
|                                                                              | As of and For the Nine Months Ended September 30, |   |
| Per Share Data:                                                                   | 2017 |   | 2016 |   |
| Net asset value, beginning of period(1)                                           | $ | 16.45 |  |   | $ | 16.46 |  |   |
| Issuances of common stock (see Note 14)                                           | (0.01 | ) |   | — |  |   |
| Deemed contribution from Ares Capital Management (See Note 14)                    | 0.13 |  |   | — |  |   |
| Issuances of convertible notes                                                    | 0.04 |  |   | — |  |   |
| Net investment income for period(2)                                               | 0.87 |  |   | 1.13 |  |   |
| Net realized and unrealized gains for period(2)                                   | 0.15 |  |   | 0.14 |  |   |
| Net increase in stockholders’ equity                                        | 1.18 |  |   | 1.27 |  |   |
| Total distributions to stockholders                                               | (1.14 | ) |   | (1.14 | ) |   |
| Net asset value at end of period(1)                                               | $ | 16.49 |  |   | $ | 16.59 |  |   |
| Per share market value at end of period                                           | $ | 16.39 |  |   | $ | 15.50 |  |   |
| Total return based on market value(3)                                             | 6.31 |  | % | 16.77 |  | % |
| Total return based on net asset value(4)                                          | 7.32 |  | % | 7.69 |  | % |
| Shares outstanding at end of period                                               | 426 |  |   | 314 |  |   |
| Ratio/Supplemental Data:                                                          |   |  |   |   |  |   |
| Net assets at end of period                                                       | $ | 7,028 |  |   | $ | 5,209 |  |   |
| Ratio of operating expenses to average net assets, excluding the Fee Waiver(5)(6) | 9.93 |  | % | 9.83 |  | % |
| Ratio of operating expenses to average net assets, net of the Fee Waiver(5)(6)    | 9.53 |  | % | 9.83 |  | % |
| Ratio of net investment income to average net assets(5)(7)                        | 7.53 |  | % | 9.12 |  | % |
| Portfolio turnover rate(5)                                                        | 53 |  | % | 36 |  | % |

|     |                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------|
| (1) | The net assets used equals the total stockholders’ equity on the consolidated balance sheet. |

|     |                                        |
|-----|----------------------------------------|
| (2) | Weighted average basic per share data. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | For the nine months ended September 30, 2017, the total return based on market value equaled the decrease of the ending market value at September 30, 2017 of $16.39 per share from the ending market value at December 31, 2016 of $16.49 per share plus the declared and payable dividends of $1.14 per share for the nine months ended September 30, 2017, divided by the market value at December 31, 2016. For the nine months ended September 30, 2016, the total return based on market value equaled the increase of the ending market value at September 30, 2016 of $15.50 per share from the ending market value at December 31, 2015 of $14.25 per share plus the declared and payable dividends of $1.14 per share for the nine months ended September 30, 2016, divided by the market value at December 31, 2015. The Company’s shares fluctuate in value. The Company’s performance changes over time and currently may be different than that shown. Past performance is no guarantee of future results. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | For the nine months ended September 30, 2017, the total return based on net asset value equaled the change in net asset value during the period plus the declared and payable dividends of $1.14 per share for the nine months ended September 30, 2017, divided by the beginning net asset value for the period. For the nine months ended September 30, 2016, the total return based on net asset value equaled the change in net asset value during the period plus the declared and payable dividends of $1.14 per share for the nine months ended September 30, 2016, divided by the beginning net asset value for the period. These calculations are adjusted for shares issued in connection with the dividend reinvestment plan, the issuance of common stock in connection with any equity offerings and the equity components of any convertible notes issued during the period. The Company’s performance changes over time and currently may be different than that shown. Past performance is no guarantee of future results. |

|     |                                          |
|-----|------------------------------------------|
| (5) | The ratios reflect an annualized amount. |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | For the nine months ended September 30, 2017, the ratio of operating expenses to average net assets consisted of 2.59% of base management fees, 2.03% of income based fees and capital gains incentive fees, net of the Fee Waiver, 2.43% of income based fees and capital gains incentive fees, excluding the Fee Waiver), 3.39% of the cost of borrowing and 1.52% of other operating expenses. For the nine months ended September 30, 2016, the ratio of operating expenses to average net assets consisted of 2.64% of base management fees, 2.56% of income based fees and capital gains incentive fees, 3.56% of the cost of borrowing and 1.07% of other operating expenses. See Note 3 for more information on the Fee Waiver. |

|     |                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------|
| (7) | The ratio of net investment income to average net assets excludes income taxes related to realized gains and losses. |

|                                                  |
|--------------------------------------------------|
|                                                  |  |  |  |
| Common stock issued by the Company               | $ | 1,839 |  |
| Cash consideration paid by the Company           | 1,502 |  |
| Deemed contribution from Ares Capital Management | 54 |  |
| Total purchase price                             | $ | 3,395 |  |
| Assets acquired:                                 |   |
| Investments(1)                                   | $ | 2,543 |  |
| Cash and cash equivalents                        | 961 |  |
| Other assets(2)                                  | 117 |  |
|   Total assets acquired                | $ | 3,621 |  |
| Liabilities assumed(3)                           | (226 | ) |
|   Net assets acquired                  | $ | 3,395 |  |

----

|                            |
|----------------------------|
|                            |  |  |  |
| Receivable for open trades | $ | 45 |  |
| Escrows receivable         | 41 |  |
| Interest receivable        | 9 |  |
| Other assets               | 22 |  |
| Total                      | $ | 117 |  |

|     |                                                                                     |
|-----|-------------------------------------------------------------------------------------|
| (3) | Liabilities assumed in the American Capital Acquisition consisted of the following: |

|                                        |
|----------------------------------------|
|                                        |  |  |  |
| Severance and other payroll related    | $ | 95 |  |
| Lease abandonments                     | 55 |  |
| Long term incentive plan (see Note 12) | 31 |  |
| Escrows payable                        | 25 |  |
| Other liabilities                      | 20 |  |
| Total                                  | $ | 226 |  |

----

----

----

|         |                                                                                                      |
|---------|------------------------------------------------------------------------------------------------------|
| • | our, or our portfolio companies’, future business, operations, operating results or prospects; |

|         |                                                         |
|---------|---------------------------------------------------------|
| • | the return or impact of current and future investments; |

|         |                                                                                        |
|---------|----------------------------------------------------------------------------------------|
| • | the impact of a protracted decline in the liquidity of credit markets on our business; |

|         |                                                               |
|---------|---------------------------------------------------------------|
| • | the impact of fluctuations in interest rates on our business; |

|         |                                                                                                                                                                                                 |
|---------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | the impact of changes in laws or regulations (including the interpretation thereof) governing our operations or the operations of our portfolio companies or the operations of our competitors; |

|         |                                                                                                              |
|---------|--------------------------------------------------------------------------------------------------------------|
| • | the valuation of our investments in portfolio companies, particularly those having no liquid trading market; |

|         |                                                                                                                                                                                                                                                               |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | our ability to successfully integrate our business with the business of American Capital (as defined below), including rotating out of certain investments acquired in connection therewith and re-deploying such capital effectively and on favorable terms; |

|         |                                           |
|---------|-------------------------------------------|
| • | our ability to recover unrealized losses; |

|         |                                                                                                                                                                          |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | market conditions and our ability to access alternative debt markets and additional debt and equity capital and our ability to manage our capital resources effectively; |

|         |                                                                                                                    |
|---------|--------------------------------------------------------------------------------------------------------------------|
| • | our contractual arrangements and relationships with third parties, including parties to our co-investment program; |

|         |                                                                          |
|---------|--------------------------------------------------------------------------|
| • | the general economy and its impact on the industries in which we invest; |

|         |                                                                                |
|---------|--------------------------------------------------------------------------------|
| • | uncertainty surrounding the financial stability of the U.S., Europe and China; |

|         |                                                                              |
|---------|------------------------------------------------------------------------------|
| • | the social, geopolitical, financial, trade and legal implications of Brexit; |

|         |                                                                                                                            |
|---------|----------------------------------------------------------------------------------------------------------------------------|
| • | Middle East turmoil and the potential for volatility in energy prices and its impact on the industries in which we invest; |

|         |                                                                                                                        |
|---------|------------------------------------------------------------------------------------------------------------------------|
| • | the financial condition of and ability of our current and prospective portfolio companies to achieve their objectives; |

|         |                                          |
|---------|------------------------------------------|
| • | our expected financings and investments; |

|         |                                                                            |
|---------|----------------------------------------------------------------------------|
| • | our ability to successfully complete and integrate any other acquisitions; |

|         |                                                                                                                                    |
|---------|------------------------------------------------------------------------------------------------------------------------------------|
| • | the outcome and impact of any litigation or other regulatory matters acquired in connection with the American Capital Acquisition; |

|         |                                                                                         |
|---------|-----------------------------------------------------------------------------------------|
| • | the impact to the periods following the completion of the American Capital Acquisition; |

|         |                                                         |
|---------|---------------------------------------------------------|
| • | the adequacy of our cash resources and working capital; |

|         |                                                            |
|---------|------------------------------------------------------------|
| • | the timing, form and amount of any dividend distributions; |

|         |                                                                                       |
|---------|---------------------------------------------------------------------------------------|
| • | the timing of cash flows, if any, from the operations of our portfolio companies; and |

|         |                                                                                                                            |
|---------|----------------------------------------------------------------------------------------------------------------------------|
| • | the ability of our investment adviser to locate suitable investments for us and to monitor and administer our investments. |

----

----

----

|                                                                          |
|--------------------------------------------------------------------------|
|                                                                          |  |  |  |  |  |  |  |
|                                                                     | For the Three Months Ended September 30, |
| (dollar amounts in millions)                                             | 2017 |   | 2016 |
| New investment commitments(1)(5):                                        |   |  |   |   |  |
| New portfolio companies                                                  | $ | 678 |  |   | $ | 1,029 |  |
| Existing portfolio companies                                             | 868 |  |   | 500 |  |
| Total new investment commitments(2)                                      | $ | 1,546 |  |   | $ | 1,529 |  |
| Less:                                                                    |   |  |   |   |
| Investment commitments exited(3)                                         | 1,644 |  |   | 1,499 |  |
| Net investment commitments                                               | $ | (98 | ) |   | $ | 30 |  |
| Principal amount of investments funded(5):                               |   |  |   |   |
| First lien senior secured loans                                          | $ | 659 |  |   | $ | 779 |  |
| Second lien senior secured loans                                         | 524 |  |   | 346 |  |
| Subordinated certificates of the SDLP(4)                                 | 45 |  |   | 195 |  |
| Senior subordinated loans                                                | 119 |  |   | 20 |  |
| Preferred equity securities                                              | 6 |  |   | 31 |  |
| Other equity securities                                                  | 22 |  |   | 14 |  |
| Total                                                                    | $ | 1,375 |  |   | $ | 1,385 |  |
| Principal amount of investments sold or repaid(5):                       |   |  |   |   |  |
| First lien senior secured loans                                          | $ | 439 |  |   | $ | 1,114 |  |
| Second lien senior secured loans                                         | 289 |  |   | 279 |  |
| Subordinated certificates of the SDLP(4)                                 | 2 |  |   | — |  |
| Subordinated certificates of the SSLP                                    | 474 |  |   | — |  |
| Senior subordinated loans                                                | 75 |  |   | 55 |  |
| Collateralized loan obligations                                          | 40 |  |   | — |  |
| Preferred equity securities                                              | 48 |  |   | 1 |  |
| Other equity securities                                                  | 162 |  |   | 4 |  |
| Total(6)                                                                 | $ | 1,529 |  |   | $ | 1,453 |  |
| Number of new investment commitments(5)(7)                               | 40 |  |   | 28 |  |
| Average new investment commitment amount(5)                              | $ | 39 |  |   | $ | 55 |  |
| Weighted average term for new investment commitments (in months)(5)(8)   | 76 |  |   | 94 |  |
| Percentage of new investment commitments at floating rates(5)            | 89 | % |   | 90 | % |
| Percentage of new investment commitments at fixed rates(5)               | 9 | % |   | 7 | % |
| Weighted average yield of debt and other income producing securities(5): |   |  |   |   |
| Funded during the period at amortized cost                               | 9.4 | % |   | 9.8 | % |
| Funded during the period at fair value(9)                                | 9.3 | % |   | 9.7 | % |
| Exited or repaid during the period at amortized cost                     | 8.2 | % |   | 8.2 | % |
| Exited or repaid during the period at fair value(9)                      | 8.3 | % |   | 8.2 | % |

|     |                                                                                                                                                                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | New investment commitments include new agreements to fund revolving credit facilities or delayed draw loans. See “Off Balance Sheet Arrangements” as well as Note 7 to our consolidated financial statements for the three and nine months ended September 30, 2017, for more information on our commitments to fund revolving credit facilities or delayed draw loans. |

----

|     |                                                                                                                                                                                                       |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Includes both funded and unfunded commitments. Of these new investment commitments, we funded $1.2 billion and $1.3 billion for the three months ended September 30, 2017 and 2016, respectively. |

|     |                                                                                                                                                                                                                                |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Includes both funded and unfunded commitments. For the three months ended September 30, 2017 and 2016, investment commitments exited included exits of unfunded commitments of $179 million and $85 million, respectively. |

|     |                                                                                                                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | See “Senior Direct Lending Program” below and Note 4 to our consolidated financial statements for the three and nine months ended September 30, 2017 for more information on the SDLP (as defined below). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | In July 2017, in connection with the effective termination of Senior Secured Loan Fund LLC (d/b/a the “Senior Secured Loan Program” or the “SSLP”), we purchased $1.6 billion in aggregate principal amount of first lien senior secured loans outstanding at par plus accrued and unpaid interest and fees from the SSLP (the “SSLP Loan Sale”) and assumed the SSLP’s remaining unfunded loan commitments totaling $50 million. The loans purchased from the SSLP included loans to 10 different borrowers with a weighted average yield at amortized cost and fair value of 7.1% and 7.1%, respectively. Upon completion of the SSLP Loan Sale, the SSLP made a liquidation distribution to the holders of the subordinated certificates of the SSLP (the “SSLP Certificates”), of which Ares Capital received $1.5 billion. The impact of these transactions is excluded from the information presented in the table. See “Senior Secured Loan Program” below and Note 4 to our consolidated financial statements for the three and nine months ended September 30, 2017 for more information on the SSLP. |

|     |                                                                                                                                                                                                  |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | For the three months ended September 30, 2017, the principal amount of investments sold or repaid included $415 million of investments acquired as part of the American Capital Acquisition. |

|     |                                                                                                                                                                                                                                  |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Number of new investment commitments represents each commitment to a particular portfolio company or a commitment to multiple companies as part of an individual transaction (e.g., the purchase of a portfolio of investments). |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | “Weighted average yield of debt and other income producing securities” is computed as (a) the annual stated interest rate or yield earned plus the net annual amortization of original issue discount and market discount or premium earned on accruing debt and other income producing securities, divided by (b) the total accruing debt and other income producing securities at amortized cost or at fair value, as applicable. |

|     |                                                                                                                |
|-----|----------------------------------------------------------------------------------------------------------------|
| (9) | Represents fair value for investments in the portfolio as of the most recent prior quarter end, if applicable. |

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     | As of |
|                                     | September 30, 2017 |   | December 31, 2016 |
| (in millions)                            | Amortized Cost |   | Fair Value |   | Amortized Cost |   | Fair Value |
| First lien senior secured loans          | $ | 4,797 |  |   | $ | 4,657 |  |   | $ | 2,102 |  |   | $ | 2,036 |  |
| Second lien senior secured loans         | 4,198 |  |   | 4,082 |  |   | 3,069 |  |   | 2,987 |  |
| Subordinated certificates of the SDLP(1) | 437 |  |   | 437 |  |   | 270 |  |   | 270 |  |
| Subordinated certificates of the SSLP(2) | — |  |   | — |  |   | 1,938 |  |   | 1,914 |  |
| Senior subordinated loans                | 895 |  |   | 922 |  |   | 692 |  |   | 714 |  |
| Collateralized loan obligations          | 161 |  |   | 158 |  |   | — |  |   | — |  |
| Preferred equity securities              | 628 |  |   | 435 |  |   | 505 |  |   | 273 |  |
| Other equity securities                  | 624 |  |   | 765 |  |   | 458 |  |   | 626 |  |
| Total                                    | $ | 11,740 |  |   | $ | 11,456 |  |   | $ | 9,034 |  |   | $ | 8,820 |  |

|     |                                                                                                                                                                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | The proceeds from these certificates were applied to co-investments with Varagon Capital Partners (“Varagon”) and its clients to fund first lien senior secured loans to 18 and 14 different borrowers as of September 30, 2017 and December 31, 2016, respectively. |

----

|     |                                                                                                                                                                                                                                                                                   |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The proceeds from these certificates were applied to co-investments with GE Global Sponsor Finance LLC and General Electric Capital Corporation (together, “GE”) to fund first lien senior secured loans to 19 different borrowers as of December 31, 2016. |

|                                               |
|-----------------------------------------------|
|                                               |  |  |  |  |  |  |  |  |  |  |  |
|                                          | As of |
|                                          | September 30, 2017 |   | December 31, 2016 |
|                                          | Amortized Cost |   | Fair Value |   | Amortized Cost |   | Fair Value |
| Debt and other income producing securities(1) | 9.6 | % |   | 9.7 | % |   | 9.3 | % |   | 9.4 | % |
| Total portfolio(2)                            | 8.5 | % |   | 8.7 | % |   | 8.3 | % |   | 8.5 | % |
| First lien senior secured loans(2)            | 7.8 | % |   | 8.0 | % |   | 8.4 | % |   | 8.6 | % |
| Second lien senior secured loans(2)           | 9.8 | % |   | 10.1 | % |   | 9.8 | % |   | 10.1 | % |
| Subordinated certificates of the SDLP(2)(3)   | 14.0 | % |   | 14.0 | % |   | 14.0 | % |   | 14.0 | % |
| Subordinated certificates of the SSLP(2)(4)   | — | % |   | — | % |   | 7.0 | % |   | 7.1 | % |
| Senior subordinated loans(2)                  | 12.9 | % |   | 12.5 | % |   | 12.4 | % |   | 12.0 | % |
| Collateralized loan obligations               | 10.5 | % |   | 10.7 | % |   | — | % |   | — | % |
| Income producing equity securities(2)         | 12.7 | % |   | 12.7 | % |   | 13.8 | % |   | 13.8 | % |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | “Weighted average yield of debt and other income producing securities” is computed as (a) the annual stated interest rate or yield earned plus the net annual amortization of original issue discount and market discount or premium earned on accruing debt and other income producing securities, divided by (b) the total accruing debt and other income producing securities at amortized cost or at fair value as applicable. The weighted average yield of debt and other income producing securities that were acquired as part of the American Capital Acquisition and held as of September 30, 2017 was 10.0% and 9.8% at amortized cost and fair value, respectively. |

|           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)  |  “Weighted average yields” are computed as (a) the annual stated interest rate or yield earned plus the net annual amortization of original issue discount and market discount or premium earned on the relevant accruing debt and other income producing securities, divided by (b) the total relevant investments at amortized cost or at fair value as applicable. The weighted average yield on total investments that were acquired as part of the American Capital Acquisition and held as of September 30, 2017 was 8.6% and 8.2% at amortized cost and fair value, respectively. |

|     |                                                                                                                                           |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | The proceeds from these certificates were applied to co-investments with Varagon and its clients to fund first lien senior secured loans. |

|     |                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------|
| (4) | The proceeds from these certificates were applied to co-investments with GE to fund first lien senior secured loans. |

----

|                              |
|------------------------------|
|                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                         | As of |
|                         | September 30, 2017 |   | December 31, 2016 |
| (dollar amounts in millions) | Fair Value |   | % |   | Number ofCompanies |   | % |   | Fair Value |   | % |   | Number ofCompanies |   | % |
| Grade 1                      | $ | 90 |  |   | 0.8 | % |   | $ | 17 |  |   | 5.2 | % |   | $ | 92 |  |   | 1.0 | % |   | 13 |  |   | 6.0 | % |
| Grade 2                      | 349 |  |   | 3.0 | % |   | 14 |  |   | 4.3 | % |   | 323 |  |   | 3.7 | % |   | 12 |  |   | 5.5 | % |
| Grade 3                      | 9,780 |  |   | 85.4 | % |   | 275 |  |   | 84.6 | % |   | 7,451 |  |   | 84.4 | % |   | 172 |  |   | 78.9 | % |
| Grade 4                      | 1,237 |  |   | 10.8 | % |   | 19 |  |   | 5.9 | % |   | 954 |  |   | 10.9 | % |   | 21 |  |   | 9.6 | % |
| Total                        | $ | 11,456 |  |   | 100.0 | % |   | 325 |  |   | 100.0 | % |   | $ | 8,820 |  |   | 100.0 | % |   | 218 |  |   | 100.0 | % |

----

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |
|                                                             | As of |
| (in millions)                                                    | September 30, 2017 |   | December 31, 2016 |
| Total capital funded to the SDLP(1)                              | $ | 2,083 |  |   | $ | 1,285 |  |
| Total capital funded to the SDLP by the Company(1)               | $ | 437 |  |   | $ | 270 |  |
| Total unfunded capital commitments to the SDLP(2)                | $ | 156 |  |   | $ | 177 |  |
| Total unfunded capital commitments to the SDLP by the Company(2) | $ | 33 |  |   | $ | 37 |  |

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

|     |                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------|
| (2) | These commitments have been approved by the investment committee of the SDLP and will be funded as the transactions are completed. |

|                                                              |
|--------------------------------------------------------------|
|                                                              |  |  |  |  |  |  |  |
|                                                         | As of |
| (dollar amounts in millions)                                 | September 30, 2017 |   | December 31, 2016 |
| Total first lien senior secured loans(1)                     | $ | 2,079 |  |   | $ | 1,281 |  |
| Weighted average yield on first lien senior secured loans(2) | 7.4 | % |   | 7.4 | % |
| Largest loan to a single borrower(1)                         | $ | 200 |  |   | $ | 125 |  |
| Total of five largest loans to borrowers(1)                  | $ | 886 |  |   | $ | 560 |  |
| Number of borrowers in the SDLP                              | 18 |  |   | 14 |  |
| Commitments to fund delayed draw loans (3)                   | $ | 156 |  |   | $ | 177 |  |

|                                                                                                                                                                             |                                                                                                                                                                                        |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2)                             |  Computed as (a) the annual stated interest rate on accruing first lien senior secured loans, divided by (b) total first lien senior secured loans at principal amount. |

|     |                                                                                                   |
|-----|---------------------------------------------------------------------------------------------------|
| (3) | As discussed above, these commitments have been approved by the investment committee of the SDLP. |

----

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |
| (in millions)                                                    |   |
| Total capital funded to the SSLP(1)                              | $ | 3,819 |  |
| Total capital funded to the SSLP by the Company(1)               | $ | 2,004 |  |
| Total unfunded capital commitments to the SSLP(2)                | $ | 50 |  |
| Total unfunded capital commitments to the SSLP by the Company(2) | $ | 7 |  |

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

|     |                                                                          |
|-----|--------------------------------------------------------------------------|
| (2) | These commitments were approved by the investment committee of the SSLP. |

----

|                                                              |
|--------------------------------------------------------------|
|                                                              |  |  |  |
| (dollar amounts in millions)                                 |   |
| Total first lien senior secured loans(1)                     | $ | 3,360 |  |
| Weighted average yield on first lien senior secured loans(2) | 6.9 | % |
| Largest loan to a single borrower(1)                         | $ | 260 |  |
| Total of five largest loans to borrowers(1)                  | $ | 1,257 |  |
| Number of borrowers in the SSLP                              | 19 |  |
| Commitments to fund delay draw loans(3)                      | $ | 50 |  |

|     |                                                                                              |
|-----|----------------------------------------------------------------------------------------------|
| (3) | As discussed above, these commitments were approved by the investment committee of the SSLP. |

|                                                     |
|-----------------------------------------------------|
|                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (dollar amounts in millions) Portfolio Company |   | Business Description |   | Maturity Date |   | Stated Interest Rate(1) |   | Principal Amount |   | FairValue(2) |   |
| AMZ Holding Corp.                                   |   | Specialty chemicals manufacturer |   | 12/2018 |   | 6.8 | % |   | $ | 214 |  |   | $ | 214 |  |   |
| Breg, Inc.                                          |   | Designer, manufacturer, and distributor of non-surgical orthopedic products for preventative, post-operative and rehabilitative use |   | 10/2020 |   | 6.8 | % |   | 147 |  |   | 147 |  |   |
| Connoisseur Media, LLC                              |   | Owner and operator of radio stations |   | 6/2019 |   | 7.3 | % |   | 94 |  |   | 94 |  |   |
| DFS Holding Company, Inc.                           |   | Distributor of maintenance, repair, and operations parts, supplies, and equipment to the foodservice industry |   | 2/2022 |   | 6.5 | % |   | 191 |  |   | 191 |  |   |
| Drayer Physical Therapy Institute, LLC              |   | Outpatient physical therapy provider |   | 7/2018 |   | 8.8 | % |   | 132 |  |   | 132 |  |   |
| ECI Purchaser Company, LLC                          |   | Manufacturer of equipment to safely control pressurized gases |   | 12/2018 |   | 6.5 | % |   | 207 |  |   | 201 |  |   |
| Excelligence Learning Corporation                   |   | Developer, manufacturer and retailer of educational products |   | 12/2020 |   | 6.8 | % |   | 175 |  |   | 175 |  |   |
| Gehl Foods, LLC(4)                                  |   | Producer of low-acid, aseptic food and beverage products |   | 6/2019 |   | 7.5 | % |   | 155 |  |   | 155 |  |   |
| Implus Footcare, LLC                                |   | Provider of footwear and other accessories |   | 4/2021 |   | 7.0 | % |   | 260 |  |   | 252 |  |   |
| Intermedix Corporation(3)                           |   | Revenue cycle management provider to the emergency healthcare industry |   | 12/2019 |   | 5.8 | % |   | 254 |  |   | 251 |  |   |
| Mavis Tire Supply LLC                               |   | Auto parts retailer |   | 10/2020 |   | 6.3 | % |   | 230 |  |   | 225 |  |   |
| MCH Holdings, Inc.(4)                               |   | Healthcare professional provider |   | 1/2020 |   | 6.5 | % |   | 168 |  |   | 168 |  |   |
| Palermo Finance Corporation                         |   | Provider of mission-critical integrated public safety software and services to local, state, and federal agencies |   | 11/2020 |   | 7.0 | % |   | 185 |  |   | 185 |  |   |
| Sanders Industries Holdings, Inc.(4)                |   | Elastomeric parts, mid-sized composite structures, and composite tooling |   | 5/2020 |   | 6.5 | % |   | 76 |  |   | 76 |  |   |
| Singer Sewing Company                               |   | Manufacturer of consumer sewing machines |   | 6/2017 |   | 7.8 | % |   | 181 |  |   | 178 |  |   |
| STATS Acquisition, LLC                              |   | Sports technology, data and content company |   | 6/2018 |   | 10.8 | % |   | 102 |  |   | 99 |  |   |
| U.S. Anesthesia Partners, Inc.(3)                   |   | Anesthesiology service provider |   | 12/2019 |   | 6.0 | % |   | 259 |  |   | 259 |  |   |
| WCI-Quantum Holdings, Inc.(4)                       |   | Distributor of instructional products, services and resources |   | 10/2020 |   | 6.1 | % |   | 76 |  |   | 76 |  |   |
| Woodstream Group, Inc.                              |   | Pet products manufacturer |   | 5/2022 |   | 7.3 | % |   | 254 |  |   | 254 |  |   |
|                                                |   |   |   |   |   |   |   | $ | 3,360 |  |   | $ | 3,332 |  |   |

|     |                                                                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents the weighted average annual stated interest rate as of December 31, 2016. All interest rates are payable in cash except for 0.5% and 2.0% of the interest rates for Singer Sewing Company and STATS Acquisition, LLC, respectively, which are payment-in-kind interest. |

----

|     |                                                                                                                                                                                                                     |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Represents the fair value in accordance with Accounting Standards Codification 820-10. The determination of such fair value is not included in our board of directors valuation process described elsewhere herein. |

|     |                                                                                 |
|-----|---------------------------------------------------------------------------------|
| (3) | We also hold a portion of this company’s second lien senior secured loan. |

|     |                                               |
|-----|-----------------------------------------------|
| (4) | We hold an equity investment in this company. |

|                                                      |
|------------------------------------------------------|
|                                                      |  |  |  |
| (in millions)                                        | As of December 31, 2016 |
| Selected Balance Sheet Information:                  |   |  |
| Investments in loans receivable, net                 | $ | 3,343 |  |
| Cash and other assets                                | 439 |  |
| Total assets                                         | $ | 3,782 |  |
|                                                 |   |
| Senior notes (1)                                     | $ | 1,529 |  |
| Other liabilities                                    | 45 |  |
| Total liabilities                                    | 1,574 |  |
| Subordinated certificates and members’ capital | 2,208 |  |
| Total liabilities and members’ capital         | $ | 3,782 |  |
|                                                 |   |
| (in millions)                                        | For the Nine Months Ended September 30, 2016 |
| Selected Statement of Operations Information:        |   |  |
| Total interest and other income                      | $ | 383 |  |
| Interest expense                                     | 125 |  |
| Management and sourcing fees                         | 40 |  |
| Other expenses                                       | 18 |  |
| Total expenses                                       | 183 |  |
| Net income                                           | $ | 200 |  |

----

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                          | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                                                 | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Total investment income                                                       | $ | 294 |  |   | $ | 258 |  |   | $ | 853 |  |   | $ | 752 |  |
| Total expenses, net of waiver of income based fees                            | 136 |  |   | 116 |  |   | 468 |  |   | 383 |  |
| Net investment income before income taxes                                     | 158 |  |   | 142 |  |   | 385 |  |   | 369 |  |
| Income tax expense, including excise tax                                      | 5 |  |   | 4 |  |   | 14 |  |   | 13 |  |
| Net investment income                                                         | 153 |  |   | 138 |  |   | 371 |  |   | 356 |  |
| Net realized gains on investments and foreign currency transactions           | 35 |  |   | 20 |  |   | 147 |  |   | 78 |  |
| Net unrealized losses on investments, foreign currency and other transactions | (49 | ) |   | (48 | ) |   | (79 | ) |   | (35 | ) |
| Realized losses on extinguishment of debt                                     | — |  |   | — |  |   | (4 | ) |   | — |  |
| Net increase in stockholders’ equity resulting from operations          | $ | 139 |  |   | $ | 110 |  |   | $ | 435 |  |   | $ | 399 |  |

|                                  |
|----------------------------------|
|                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                             | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                    | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Interest income from investments | $ | 238 |  |   | $ | 200 |  |   | $ | 700 |  |   | $ | 612 |  |
| Capital structuring service fees | 32 |  |   | 35 |  |   | 73 |  |   | 62 |  |
| Dividend income                  | 18 |  |   | 16 |  |   | 58 |  |   | 53 |  |
| Management and other fees        | 1 |  |   | 4 |  |   | 6 |  |   | 14 |  |
| Other income                     | 5 |  |   | 3 |  |   | 16 |  |   | 11 |  |
| Total investment income          | $ | 294 |  |   | $ | 258 |  |   | $ | 853 |  |   | $ | 752 |  |

----

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                          | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                                                 | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Interest and credit facility fees                                             | $ | 56 |  |   | $ | 43 |  |   | $ | 166 |  |   | $ | 139 |  |
| Base management fees                                                          | 44 |  |   | 34 |  |   | 127 |  |   | 103 |  |
| Income based fees                                                             | 35 |  |   | 33 |  |   | 97 |  |   | 91 |  |
| Capital gains incentive fees                                                  | (3 | ) |   | (6 | ) |   | 23 |  |   | 8 |  |
| Administrative fees                                                           | 3 |  |   | 3 |  |   | 9 |  |   | 10 |  |
| Professional fees and other costs related to the American Capital Acquisition | 4 |  |   | 3 |  |   | 42 |  |   | 11 |  |
| Other general and administrative                                              | 7 |  |   | 6 |  |   | 24 |  |   | 21 |  |
| Total operating expenses                                                      | 146 |  |   | 116 |  |   | 488 |  |   | 383 |  |
| Waiver of income based fees                                                   | (10 | ) |   | — |  |   | (20 | ) |   | — |  |
| Total expenses, net of waiver of income based fees                            | $ | 136 |  |   | $ | 116 |  |   | $ | 468 |  |   | $ | 383 |  |

|                                            |
|--------------------------------------------|
|                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                       | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                              | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Stated interest expense                    | $ | 46 |  |   | $ | 37 |  |   | $ | 139 |  |   | $ | 119 |  |
| Facility fees                              | 3 |  |   | 1 |  |   | 8 |  |   | 4 |  |
| Amortization of debt issuance costs        | 5 |  |   | 4 |  |   | 14 |  |   | 11 |  |
| Net accretion of discount on notes payable | 2 |  |   | 1 |  |   | 5 |  |   | 5 |  |
| Total interest and credit facility fees    | $ | 56 |  |   | $ | 43 |  |   | $ | 166 |  |   | $ | 139 |  |

----

----

|                                |
|--------------------------------|
|                                |  |  |  |  |
| (in millions)Portfolio Company |   | Net Realized Gains (Losses) |
| Bellotto Holdings Limited      |   | $ | 58 |  |
| EDS Group                      |   | 3 |  |
| Senior Secured Loan Fund LLC   |   | (18 | ) |
| Other, net                     |   | (1 | ) |
| Total                          |   | $ | 42 |  |

----

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |
| (in millions)Portfolio Company                              |   | Net Realized Gains (Losses) |
| UL Holding Co., LLC                                         |   | $ | 12 |  |
| Primexx Energy Corporation                                  |   | 4 |  |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC |   | 3 |  |
| Crescent Hotels & Resorts, LLC and affiliates           |   | 3 |  |
| LM Acquisition Holdings, LLC                                |   | 2 |  |
| Q9 Holdings Inc.                                            |   | (9 | ) |
| Other, net                                                  |   | 6 |  |
| Total                                                       |   | $ | 21 |  |

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |
| (in millions)Portfolio Company                              |   | Net Realized Gains (Losses) |
| Bellotto Holdings Limited                                   |   | $ | 58 |  |
| 10th Street, LLC                                            |   | 34 |  |
| Community Education Centers, Inc.                           |   | 24 |  |
| Tectum Holdings, Inc.                                       |   | 17 |  |
| NECCO Realty Investments LLC                                |   | 13 |  |
| GHX Ultimate Parent Corporation                             |   | 11 |  |
| Wilcon Holdings LLC                                         |   | 10 |  |
| Project Alpha Intermediate Holding, Inc.                    |   | 8 |  |
| S Toys Holdings LLC                                         |   | 7 |  |
| CIBT Investment Holdings, LLC                               |   | 6 |  |
| Market Track Holdings, LLC                                  |   | 6 |  |
| Hard 8 Games, LLC                                           |   | 5 |  |
| EDS Group                                                   |   | 3 |  |
| Cent CDO 2006-12                                            |   | 3 |  |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC |   | (12 | ) |
| Senior Secured Loan Fund LLC                                |   | (18 | ) |
| Competitor Group, Inc.                                      |   | (21 | ) |
| Other, net                                                  |   | 13 |  |
| Total, net                                                  |   | $ | 167 |  |

----

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |
| (in millions)Portfolio Company                              |   | Net Realized Gains (Losses) |
| Napa Management Services Corporation                        |   | $ | 16 |  |
| UL Holding Co., LLC                                         |   | 12 |  |
| Physiotherapy Associates Holdings, Inc.                     |   | 8 |  |
| Netsmart Technologies, Inc.                                 |   | 8 |  |
| AllBridge Financial, LLC                                    |   | 6 |  |
| Lakeland Tours, LLC                                         |   | 5 |  |
| WorldPay Group PLC                                          |   | 4 |  |
| Primexx Energy Corporation                                  |   | 4 |  |
| MedAssets, Inc.                                             |   | 3 |  |
| The Greeley Company, Inc. and HCP Acquisition Holdings, LLC |   | 3 |  |
| Crescent Hotels & Resorts, LLC and affiliates           |   | 3 |  |
| LM Acquisition Holdings, LLC                                |   | 2 |  |
| Q9 Holdings Inc.                                            |   | (9 | ) |
| Other, net                                                  |   | 14 |  |
| Total, net                                                  |   | $ | 79 |  |

|                                                                                 |
|---------------------------------------------------------------------------------|
|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                                                   | 2017 |   | 2016 |   | 2017 |   | 2016 |
| Unrealized appreciation                                                         | $ | 126 |  |   | $ | 60 |  |   | $ | 203 |  |   | $ | 165 |  |
| Unrealized depreciation                                                         | (138 | ) |   | (106 | ) |   | (257 | ) |   | (182 | ) |
| Net unrealized appreciation reversed related to net realized gains or losses(1) | (35 | ) |   | 2 |  |   | (19 | ) |   | (14 | ) |
| Total net unrealized losses                                                     | $ | (47 | ) |   | $ | (44 | ) |   | $ | (73 | ) |   | $ | (31 | ) |

|     |                                                                                                                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | The net unrealized (appreciation) depreciation reversed related to net realized gains or losses represents the unrealized appreciation or depreciation recorded on the related asset at the end of the prior period. |

----

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |
| (in millions)Portfolio Company |   | Net Unrealized Appreciation (Depreciation) |
| Alcami Holdings, LLC                     |   | $ | 64 |  |
| CCS Intermediate Holdings, LLC           |   | 13 |  |
| Cadence Aerospace, LLC                   |   | 6 |  |
| UL Holding Co., LLC                      |   | 4 |  |
| NECCO Holdings, Inc.                     |   | (3 | ) |
| ADG, LLC                                 |   | (3 | ) |
| ECI Purchaser Company, LLC               |   | (4 | ) |
| FastMed Holdings I, LLC                  |   | (4 | ) |
| Indra Holdings Corp.                     |   | (5 | ) |
| PERC Holdings 1 LLC                      |   | (5 | ) |
| New Trident Holdcorp, Inc.               |   | (6 | ) |
| Shock Doctor, Inc.                       |   | (7 | ) |
| Ivy Hill Asset Management, L.P.          |   | (8 | ) |
| Singer Sewing Company                    |   | (9 | ) |
| Instituto de Banca y Comercio, Inc.      |   | (15 | ) |
| Other, net                               |   | (30 | ) |
| Total                                    |   | $ | (12 | ) |

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |
| (in millions)Portfolio Company            |   | Net Unrealized Appreciation (Depreciation) |
| The Step2 Company, LLC                    |   | $ | 24 |  |
| Competitor Group, Inc.                    |   | 5 |  |
| Ciena Capital LLC                         |   | 2 |  |
| Ivy Hill Asset Management, L.P.           |   | 2 |  |
| UL Holding Co., LLC                       |   | 2 |  |
| Absolute Dental Management LLC            |   | (2 | ) |
| Garden Fresh Restaurant Cop.              |   | (2 | ) |
| Indra Holdings Corp.                      |   | (2 | ) |
| Community Education Centers, Inc.         |   | (3 | ) |
| FastMed Holdings I, LLC                   |   | (3 | ) |
| CCS Intermediate Holdings, LLC            |   | (7 | ) |
| 10th Street, LLC and New 10th Street, LLC |   | (7 | ) |
| ADF Capital, Inc.                         |   | (10 | ) |
| Instituto de Banca y Comercio, Inc.       |   | (17 | ) |
| Infilaw Holding, LLC                      |   | (34 | ) |
| Other, net                                |   | 6 |  |
| Total                                     |   | $ | (46 | ) |

----

|                                                                   |
|-------------------------------------------------------------------|
|                                                                   |  |  |  |  |
| (in millions)Portfolio Company                          |   | Net Unrealized Appreciation (Depreciation) |
| Alcami Holdings, LLC                                              |   | $ | 82 |  |
| CCS Intermediate Holdings, LLC                                    |   | 10 |  |
| Ciena Capital LLC                                                 |   | 8 |  |
| Miles 33 (Finance) Limited                                        |   | 7 |  |
| UL Holding Co., LL                                                |   | 6 |  |
| PIH Corporation                                                   |   | 6 |  |
| Columbo Midco Limited                                             |   | 6 |  |
| Imaging Business Machines, L.L.C.                                 |   | 5 |  |
| Flow Solutions Holdings, Inc.                                     |   | 4 |  |
| Javlin Three LLC                                                  |   | (3 | ) |
| SHO Holding Corp                                                  |   | (3 | ) |
| Patterson Medical Supply, Inc.                                    |   | (3 | ) |
| NECCO Holdings, Inc.                                              |   | (4 | ) |
| Cent CLO 2014-22                                                  |   | (4 | ) |
| ECI Purchaser Company, LLC                                        |   | (4 | ) |
| Panda Temple Power, LLC                                           |   | (4 | ) |
| Panda Liberty LLC (fka Moxie Liberty LLC)                         |   | (4 | ) |
| Eckler Industries, Inc.                                           |   | (4 | ) |
| NMSC Holdings, Inc.                                               |   | (4 | ) |
| ADG, LLC                                                          |   | (4 | ) |
| Rug Doctor, LLC                                                   |   | (5 | ) |
| Green Energy Partners                                             |   | (5 | ) |
| Joule Unlimited Technologies, Inc.                                |   | (5 | ) |
| Petroflow Energy Corporation                                      |   | (5 | ) |
| Ivy Hill Asset Management, L.P.                                   |   | (6 | ) |
| EcoMotors, Inc.                                                   |   | (7 | ) |
| FastMed Holdings I, LLC                                           |   | (8 | ) |
| Singer Sewing Company                                             |   | (9 | ) |
| Shock Doctor, Inc.                                                |   | (9 | ) |
| Indra Holdings Corp.                                              |   | (10 | ) |
| Soil Safe, Inc.                                                   |   | (10 | ) |
| Infilaw Holding, LLC                                              |   | (13 | ) |
| Instituto de Banca y Comercio, Inc. & Leeds IV Advisors, Inc. |   | (16 | ) |
| ADF Capital, Inc.                                                 |   | (17 | ) |
| New Trident Holdcorp, Inc.                                        |   | (18 | ) |
| Other, net                                                        |   | (4 | ) |
| Total                                                             |   | $ | (54 | ) |

----

|                                                    |
|----------------------------------------------------|
|                                                    |  |  |  |  |
| (in millions)Portfolio Company           |   | Net Unrealized Appreciation (Depreciation) |
| The Step2 Company, LLC                             |   | $ | 39 |  |
| UL Holding Co., LLC                                |   | 25 |  |
| Senior Secured Loan Fund LLC                       |   | 12 |  |
| Community Education Centers, Inc.                  |   | 8 |  |
| R3 Education, Inc.                                 |   | 6 |  |
| Spin HoldCo Inc.                                   |   | 6 |  |
| Green Energy Partners                              |   | 5 |  |
| TA THI Parent, Inc.                                |   | 4 |  |
| Lonestar Prospects, Ltd.                           |   | 4 |  |
| Orion Foods, LLC                                   |   | 3 |  |
| Patterson Medical Supply, Inc.                     |   | 2 |  |
| ADF Capital, Inc.                                  |   | 2 |  |
| Global Healthcare Exchange, LLC                    |   | 2 |  |
| McKenzie Sports Products, LLC                      |   | 2 |  |
| CFW Co-Invest, L.P.                                |   | 2 |  |
| American Seafoods Investors LLC                    |   | 2 |  |
| Ivy Hill Asset Management, L.P.                    |   | (2 | ) |
| Garden Fresh Restaurant Corp.                      |   | (2 | ) |
| Poplicus Incorporated                              |   | (2 | ) |
| INC Research Mezzanine Co-Invest, LLC              |   | (3 | ) |
| La Paloma Generating Company, LLC                  |   | (3 | ) |
| Absolute Dental Management LLC and ADM Equity, LLC |   | (3 | ) |
| Flow Solutions Holdings, Inc.                      |   | (3 | ) |
| Feradyne Outdoors, LLC                             |   | (4 | ) |
| Things Remembered, Inc.                            |   | (6 | ) |
| 10th Street, LLC and New 10th Street, LLC          |   | (7 | ) |
| FastMed Holdings I, LLC                            |   | (8 | ) |
| Indra Holdings Corp.                               |   | (11 | ) |
| CCS Intermediate Holdings, LLC                     |   | (22 | ) |
| Instituto de Banca y Comercio, Inc.                |   | (41 | ) |
| Infilaw Holding, LLC                               |   | (44 | ) |
| Other, net                                         |   | 20 |  |
| Total, net                                         |   | $ | (17 | ) |

----

----

|                            |
|----------------------------|
|                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                       | As of |   |
|                       | September 30, 2017 |   | December 31, 2016 |   |
| (in millions)              | TotalAggregatePrincipalAmountAvailable/Outstanding(1) |   | PrincipalAmount |   | CarryingValue |   | TotalAggregatePrincipalAmountAvailable/Outstanding(1) |   | PrincipalAmount |   | CarryingValue |   |
| Revolving Credit Facility  | $ | 2,108 |  | (2) | $ | 395 |  |   | $ | 395 |  |   | $ | 1,265 |  |   | $ | 571 |  |   | $ | 571 |  |   |
| Revolving Funding Facility | 1,000 |  |   | 450 |  |   | 450 |  |   | 540 |  |   | 155 |  |   | 155 |  |   |
| SMBC Funding Facility      | 400 |  |   | — |  |   | — |  |   | 400 |  |   | 105 |  |   | 105 |  |   |
| SBA Debentures             | 50 |  |   | — |  |   | — |  |   | 75 |  |   | 25 |  |   | 24 |  |   |
| 2017 Convertible Notes     |  |   | — |  |   | — |  | (3) | 162 |  |   | 162 |  |   | 162 |  | (4) |
| 2018 Convertible Notes     | 270 |  |   | 270 |  |   | 269 |  | (4) | 270 |  |   | 270 |  |   | 267 |  | (4) |
| 2019 Convertible Notes     | 300 |  |   | 300 |  |   | 298 |  | (4) | 300 |  |   | 300 |  |   | 296 |  | (4) |
| 2022 Convertible Notes     | 388 |  |   | 388 |  |   | 367 |  | (4) | — |  |   | — |  |   | — |  |   |
| 2018 Notes                 | 750 |  |   | 750 |  |   | 747 |  | (5) | 750 |  |   | 750 |  |   | 745 |  | (5) |
| 2020 Notes                 | 600 |  |   | 600 |  |   | 597 |  | (6) | 600 |  |   | 600 |  |   | 596 |  | (6) |
| January 2022 Notes         | 600 |  |   | 600 |  |   | 593 |  | (7) | 600 |  |   | 600 |  |   | 592 |  | (7) |
| October 2022 Notes         | — |  |   | — |  |   | — |  | (8) | 183 |  |   | 183 |  |   | 179 |  | (9) |
| 2023 Notes                 | 750 |  |   | 750 |  |   | 742 |  | (10) | — |  |   | — |  |   | — |  |   |
| 2047 Notes                 | 230 |  |   | 230 |  |   | 182 |  | (11) | 230 |  |   | 230 |  |   | 182 |  | (11) |
| Total                      | $ | 7,446 |  |   | $ | 4,733 |  |   | $ | 4,640 |  |   | $ | 5,375 |  |   | $ | 3,951 |  |   | $ | 3,874 |  |   |

|     |                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Subject to borrowing base, leverage and other restrictions. Represents the total aggregate amount committed or outstanding, as applicable, under such instrument. |

|     |                                                                                                                                                                                 |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Provides for a feature that allows us, under certain circumstances, to increase the size of the Revolving Credit Facility (as defined below) to a maximum of $3.1 billion. |

|     |                                                                                                               |
|-----|---------------------------------------------------------------------------------------------------------------|
| (3) | See below for more information on the repayment of the 2017 Convertible Notes (as defined below) at maturity. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Represents the aggregate principal amount outstanding of the Convertible Unsecured Notes (as defined below). As of September 30, 2017, the total unamortized debt issuance costs and the unaccreted discount for the 2018 Convertible Notes, the 2019 Convertible Notes and the 2022 Convertible Notes (each as defined below) were $1 million, $2 million and $21 million, respectively. As of December 31, 2016, the total unamortized debt issuance costs and the unaccreted discount for the 2017 Convertible Notes, the 2018 Convertible Notes and the 2019 Convertible Notes (each as defined below) were $0 million, $3 million and $4 million, respectively. |

|     |                                                                                                                                                                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Represents the aggregate principal amount outstanding of the 2018 Notes (as defined below) less unamortized debt issuance costs and plus the net unamortized premium that was recorded upon the issuances of the 2018 Notes. As of September 30, 2017 and December 31, 2016, the total unamortized debt issuance costs less the net unamortized premium were $3 million and $5 million, respectively. |

|     |                                                                                                                                                                                                                                                                                                                                                                                            |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | Represents the aggregate principal amount outstanding of the 2020 Notes (as defined below) less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuances of the 2020 Notes. As of September 30, 2017 and December 31, 2016, the total unamortized debt issuance costs and the net unaccreted discount were $3 million and $4 million, respectively. |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                                            |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Represents the aggregate principal amount outstanding of the January 2022 Notes (as defined below) less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuances of the January 2022 Notes. As of September 30, 2017 and December 31, 2016, the total unamortized debt issuance costs and the net unaccreted discount were $7 million and $8 million, respectively. |

|           |                                                                            |
|-----------|----------------------------------------------------------------------------|
| (8)  | See below for more information on the repayment of the October 2022 Notes. |

|     |                                                                                                                                                                                                          |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Represents the aggregate principal amount outstanding of the October 2022 Notes less unamortized debt issuance costs. As of December 31, 2016, the total unamortized debt issuance costs was $4 million. |

|      |                                                                                                                                                                                                                                                                                                                                           |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) |  Represents the aggregate principal amount outstanding of the 2023 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2023 Notes. As of September 30, 2017, the total unamortized debt issuance costs and the unaccreted discount was $8 million. |

|      |                                                                                                                                                                                                                                                                                                                                                                                                    |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | Represents the aggregate principal amount outstanding of the 2047 Notes (as defined below) less the unaccreted purchased discount recorded as part of the acquisition of Allied Capital in April 2010 (the “Allied Acquisition”). As of September 30, 2017 and December 31, 2016, the total unaccreted purchased discount was $47 million and $48 million, respectively. |

----

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                 | 2018 Convertible Notes |   | 2019 Convertible Notes |   | 2022 Convertible Notes |   |
| Conversion premium                                                   | 17.5 |  | % | 15.0 |  | % | 15.0 |  | % |
| Closing stock price at issuance                                      | $ | 16.91 |  |   | $ | 17.53 |  |   | $ | 16.86 |  |   |
| Closing stock price date                                             | October 3, 2012 |  |   | July 15, 2013 |  |   | January 23, 2017 |  |   |
| Conversion price(1)                                                  | $ | 19.64 |  |   | $ | 19.99 |  |   | $ | 19.39 |  |   |
| Conversion rate (shares per one thousand dollar principal amount)(1) | 50.9054 |  |   | 50.0292 |  |   | 51.5756 |  |   |
| Conversion dates                                                     | July 15, 2017 |  |   | July 15, 2018 |  |   | August 1, 2021 |  |   |

|           |                                                                                                                                                                                                   |
|-----------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  |  Represents conversion price and conversion rate, as applicable, as of September 30, 2017, taking into account certain de minimis adjustments that will be made on the conversion date. |

----

|                                                                                    |
|------------------------------------------------------------------------------------|
|                                                                                    |  |  |  |  |  |  |  |
|                                                                               | As of |
| (in millions)                                                                      | September 30, 2017 |   | December 31, 2016 |
| Total revolving and delayed draw loan commitments                                  | $ | 801 |  |   | $ | 411 |  |
| Less: drawn commitments                                                            | (176 | ) |   | (81 | ) |
| Total undrawn commitments                                                          | 625 |  |   | 330 |  |
| Less: commitments substantially at our discretion                                  | (16 | ) |   | (12 | ) |
| Less: unavailable commitments due to borrowing base or other covenant restrictions | — |  |   | — |  |
| Total net adjusted undrawn revolving and delayed draw loan commitments             | $ | 609 |  |   | $ | 318 |  |

----

|                                                               |
|---------------------------------------------------------------|
|                                                               |  |  |  |  |  |  |  |
|                                                          | As of |
| (in millions)                                                 | September 30, 2017 |   | December 31, 2016 |
| Total private equity commitments                              | $ | 117 |  |   | $ | 57 |  |
| Less: funded private equity commitments                       | (67 | ) |   | (17 | ) |
| Total unfunded private equity commitments                     | 50 |  |   | 40 |  |
| Less: private equity commitments substantially our discretion | (49 | ) |   | (39 | ) |
| Total net adjusted unfunded private equity commitments        | $ | 1 |  |   | $ | 1 |  |

----

----

|                                                |
|------------------------------------------------|
|                                                |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Basis Point Change |   | InterestIncome |   | InterestExpense |   | NetIncome(1) |
| Up 300 basis points                            |   | $ | 280 |  |   | $ | 25 |  |   | $ | 255 |  |
| Up 200 basis points                            |   | $ | 186 |  |   | $ | 17 |  |   | $ | 169 |  |
| Up 100 basis points                            |   | $ | 92 |  |   | $ | 8 |  |   | $ | 84 |  |
| Down 100 basis points                          |   | $ | (18 | ) |   | $ | (8 | ) |   | $ | (10 | ) |
| Down 200 basis points                          |   | $ | (14 | ) |   | $ | (10 | ) |   | $ | (4 | ) |
| Down 300 basis points                          |   | $ | (14 | ) |   | $ | (10 | ) |   | $ | (4 | ) |

|     |                                                                                                                                                                                                             |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Excludes the impact of income based fees. See Note 3 to our consolidated financial statements for the three and nine months ended September 30, 2017 for more information on the income based fees. |

----

|                                                |
|------------------------------------------------|
|                                                |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Basis Point Change |   | InterestIncome |   | InterestExpense |   | NetIncome(1) |
| Up 300 basis points                            |   | $ | 205 |  |   | $ | 25 |  |   | $ | 180 |  |
| Up 200 basis points                            |   | $ | 136 |  |   | $ | 17 |  |   | $ | 119 |  |
| Up 100 basis points                            |   | $ | 67 |  |   | $ | 9 |  |   | $ | 58 |  |
| Down 100 basis points                          |   | $ | 9 |  |   | $ | (6 | ) |   | $ | 15 |  |
| Down 200 basis points                          |   | $ | 8 |  |   | $ | (6 | ) |   | $ | 14 |  |
| Down 300 basis points                          |   | $ | 8 |  |   | $ | (6 | ) |   | $ | 14 |  |

|     |                                                                                                                                                                                                             |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Excludes the impact of income based fees. See Note 3 to our consolidated financial statements for the three and nine months ended September 30, 2017 for more information on the income based fees. |

----

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Period                                       |   | Total Number of Shares Purchased |   | Average Price Paid Per Share |   | Total Number of Shares Purchased as Part of Publicly Announced Plans or Programs |   | Maximum (or Approximate Dollar Value) of Shares that May Yet Be Purchased Under the Plans or Programs |
| January 1, 2017 through January 31, 2017     |   | 236,941 |  |   | $ | 16.46 |  |   | — |  |   | $ | — |  |
| February 1, 2017 through February 28, 2017   |   | — |  |   | — |  |   | — |  |   | — |  |
| March 1, 2017 through March 31, 2017         |   | — |  |   | — |  |   | — |  |   | — |  |
| April 1, 2017 through April 30, 2017         |   | — |  |   | — |  |   | — |  |   | — |  |
| May 1, 2017 through May 31, 2017             |   | — |  |   | — |  |   | — |  |   | — |  |
| June 1, 2017 through June 30, 2017           |   | — |  |   | — |  |   | — |  |   | — |  |
| July 1, 2017 through July 31, 2017           |   | 612,744 |  |   | 16.53 |  |   | — |  |   | — |  |
| August 1, 2017 through August 31, 2017       |   | — |  |   | — |  |   | — |  |   | — |  |
| September 1, 2017 through September 30, 2017 |   | — |  |   | — |  |   | — |  |   | — |  |
| Total                                        |   | 849,685 |  |   | $ | 16.51 |  |   | — |  |   | $ | — |  |

----

|                                                               |
|---------------------------------------------------------------|
|                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (dollars in thousands, except share and per share data)Period |   | Total Number of Shares Purchased |   | Average Price Paid Per Share (1) |   | Total Number of Shares Purchased as Part of Publicly Announced Plans or Programs |   | Maximum (or Approximate Dollar Value) of Shares that May Yet Be Purchased Under the Plans or Programs |
| January 1, 2017 through January 31, 2017                      |   | — |  |   | $ | — |  |   | — |  |   | $ | — |  |
| February 1, 2017 through February 28, 2017                    |   | — |  |   | — |  |   | — |  |   | — |  |
| March 1, 2017 through March 31, 2017                          |   | — |  |   | — |  |   | — |  |   | — |  |
| April 1, 2017 through April 30, 2017                          |   | — |  |   | — |  |   | — |  |   | — |  |
| May 1, 2017 through May 31, 2017                              |   | — |  |   | — |  |   | — |  |   | — |  |
| June 1, 2017 through June 30, 2017                            |   | — |  |   | — |  |   | — |  |   | — |  |
| July 1, 2017 through July 31, 2017                            |   | — |  |   | — |  |   | — |  |   | — |  |
| August 1, 2017 through August 31, 2017                        |   | — |  |   | — |  |   | — |  |   | — |  |
| September 1, 2017 through September 30, 2017                  |   | — |  |   | — |  |   | — |  |   | — |  |
| Total                                                         |   | — |  |   | $ | — |  |   | — |  |   | $ | — |  |

|     |                                   |
|-----|-----------------------------------|
| (1) | Amount includes commissions paid. |

|                |
|----------------|
|                |  |  |
| Exhibit Number |   | Description |
| 3.1            |   | Articles of Amendment and Restatement, as amended(1) |
| 3.2            |   | Second Amended and Restated Bylaws, as amended(2) |
| 4.1            |   | Seventh Supplemental Indenture, dated as of August 10, 2017, relating to the 3.500% Notes due 2023, between the Company and U.S. Bank National Association, as trustee(3) |
| 4.2            |   | Form of 3.500% Notes due 2023(3) |
| 10.1           |   | Omnibus Amendment No. 4, dated as of August 24, 2017, among Ares Capital JB Funding LLC, as borrower, Ares Capital Corporation, as servicer and transferor, Sumitomo Mitsui Banking Corporation, as administrative agent, lender and collateral agent, and U.S. Bank National Association, as collateral custodian and bank (amending the Loan and Servicing Agreement, dated as of January 20, 2012)(4) |
| 31.1           |   | Certification by Chief Executive Officer pursuant to Exchange Act Rule 13a-14(a), as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002* |
| 31.2           |   | Certification by Chief Financial Officer pursuant to Exchange Act Rule 13a-14(a), as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002* |
| 32.1           |   | Certification by Chief Executive Officer and Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002* |

|   |                      |
|---|----------------------|
| * | Filed herewith  |

----

|     |                                                                                                                                                                                 |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Incorporated by reference to Exhibit 3.1 to the Company’s Form 10-K (File No. 814-00663) for the year ended December 31, 2016, filed on February 22, 2017. |

|     |                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Incorporated by reference to Exhibit 3.2 to the Company’s Form 10-Q (File No. 814-00663) for the quarter ended June 30, 2010, filed on August 5, 2010. |

|     |                                                                                                                                                                  |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Incorporated by reference to Exhibits 4.1 and 4.2, as applicable, to the Company’s Form 8-K (File No. 814-00663), filed on August 10, 2017. |

|     |                                                                                                                                               |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Incorporated by reference to Exhibit 10.1 to the Company’s Form 8-K (File No. 814-00663), filed on August 28, 2017. |

----

|                        |
|------------------------|
|                        |  |  |
|                   | ARES CAPITAL CORPORATION |
|                   |   |
|                   |   |   |
| Date: November 2, 2017 | By | /s/ R. Kipp deVeer |
|                   |   | R. Kipp deVeerChief Executive Officer |
|                   |   |   |
| Date: November 2, 2017 | By | /s/ Penni F. Roll |
|                   |   | Penni F. RollChief Financial Officer |
|                   |   |   |
| Date: November 2, 2017 | By | /s/ Scott C. Lem |
|                   |   | Scott C. Lem Chief Accounting Officer, Vice President and Treasurer |