----

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

|                                |
|--------------------------------|
|                                |  |  |
| Title of each class            | Trading symbol | Name of each exchange on which registered |
| Common stock, $0.001 par value | ARCC | NASDAQ Global Select Market |
| 6.875% Senior Notes due 2047   | AFC | The New York Stock Exchange |

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

|                                |
|--------------------------------|
|                                |  |  |
| Class                          |   | Outstanding at October 27, 2020 |
| Common stock, $0.001 par value |   | 422,622,119 |

----

----

|               |
|---------------|
|               |  |  |
| Part I.  | Financial Information |   |
|          |   |   |
| Item 1.       | Financial Statements |   |
|          |   |   |
|          | Consolidated Balance Sheet as of September 30, 2020 (unaudited) and December 31, 2019 | 3 |
|          |   |   |
|          | Consolidated Statement of Operations for the three and nine months ended September 30, 2020 and 2019 (unaudited) | 4 |
|          |   |   |
|          | Consolidated Schedule of Investments as of September 30, 2020 (unaudited) and December 31, 2019 | 5 |
|          |   |   |
|          | Consolidated Statement of Stockholders’ Equity for the three and nine months ended September 30, 2020 (unaudited) and the year ended December 31, 2019 | 86 |
|          |   |   |
|          | Consolidated Statement of Cash Flows for the nine months ended September 30, 2020 and 2019 (unaudited) | 87 |
|          |   |   |
|          | Notes to Consolidated Financial Statements (unaudited) | 88 |
|          |   |   |
| Item 2.       | Management’s Discussion and Analysis of Financial Condition and Results of Operations | 125 |
|          |   |   |
| Item 3.       | Quantitative and Qualitative Disclosures About Market Risk | 153 |
|          |   |   |
| Item 4.       | Controls and Procedures | 155 |
|          |   |   |
| Part II. | Other Information |   |
|          |   |   |
| Item 1.       | Legal Proceedings | 156 |
|          |   |   |
| Item 1A.      | Risk Factors | 156 |
|          |   |   |
| Item 2.       | Unregistered Sales of Equity Securities and Use of Proceeds | 157 |
|          |   |   |
| Item 3.       | Defaults Upon Senior Securities | 158 |
|          |   |   |
| Item 4.       | Mine Safety Disclosures | 158 |
|          |   |   |
| Item 5.       | Other Information | 158 |
|          |   |   |
| Item 6.       | Exhibits | 159 |

----

|                                                                                                                                        |
|----------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                        |  |  |  |  |  |  |  |
|                                                                                                                                   | As of |
|                                                                                                                                   | September 30, 2020 |  | December 31, 2019 |
|                                                                                                                                        | (unaudited) |  |   |
| ASSETS                                                                                                                                 |   |  |   |
| Investments at fair value                                                                                                              |   |  |  |   |  |
| Non-controlled/non-affiliate company investments                                                                                       | $ | 11,870 |  |  | $ | 12,198 |  |
| Non-controlled affiliate company investments                                                                                           | 223 |  |  | 296 |  |
| Controlled affiliate company investments                                                                                               | 2,265 |  |  | 1,932 |  |
| Total investments at fair value (amortized cost of $15,090 and $14,696, respectively)                                                  | 14,358 |  |  | 14,426 |  |
| Cash and cash equivalents                                                                                                              | 233 |  |  | 167 |  |
| Restricted cash                                                                                                                        | 43 |  |   | 9 |  |
| Interest receivable                                                                                                                    | 124 |  |  | 117 |  |
| Other assets                                                                                                                           | 95 |  |   | 78 |  |
| Operating lease right-of-use asset                                                                                                     | 85 |  |   | 94 |  |
| Receivable for open trades                                                                                                             | 12 |  |  | 14 |  |
| Total assets                                                                                                                           | $ | 14,950 |  |  | $ | 14,905 |  |
| LIABILITIES                                                                                                                            |   |  |  |  |
| Debt                                                                                                                                   | $ | 7,550 |  |  | $ | 6,971 |  |
| Payable to participants                                                                                                                | 43 |  |   | 9 |  |
| Base management fees payable                                                                                                           | 53 |  |   | 54 |  |
| Income based fees payable                                                                                                              | 83 |  |   | 48 |  |
| Capital gains incentive fees payable                                                                                                   | — |  |   | 58 |  |
| Interest and facility fees payable                                                                                                     | 48 |  |   | 54 |  |
| Accounts payable and other liabilities                                                                                                 | 101 |  |   | 90 |  |
| Payable for open trades                                                                                                                | 1 |  |   | 33 |  |
| Operating lease liabilities                                                                                                            | 108 |  |   | 121 |  |
| Total liabilities                                                                                                                      | 7,987 |  |  | 7,438 |  |
| Commitments and contingencies (Note 7)                                                                                            |  |  |  |  |  |
| STOCKHOLDERS’ EQUITY                                                                                                             |  |  |  |  |  |
| Common stock, par value $0.001 per share, 600 common shares authorized; 423 and 431 common shares issued and outstanding, respectively | — |  |  | — |  |
| Capital in excess of par value                                                                                                         | 7,660 |  |  | 7,760 |  |
| Accumulated overdistributed earnings                                                                                                   | (697 | ) |  | (293 | ) |
| Total stockholders’ equity                                                                                                       | 6,963 |  |  | 7,467 |  |
| Total liabilities and stockholders’ equity                                                                                       | $ | 14,950 |  |  | $ | 14,905 |  |
| NET ASSETS PER SHARE                                                                                                                   | $ | 16.48 |  |  | $ | 17.32 |  |

----

|                                                                                                    |
|----------------------------------------------------------------------------------------------------|
|                                                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                               | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                                                                               | 2020 |   | 2019 |   | 2020 |   | 2019 |
| INVESTMENT INCOME:                                                                                 |   |   |   |   |   |   |   |
| From non-controlled/non-affiliate company investments:                                             |   |   |   |   |   |   |   |
| Interest income from investments (excluding payment-in-kind (“PIK”) interest income)   | $ | 194 |  |   | $ | 242 |  |   | $ | 639 |  |   | $ | 704 |  |
| PIK interest income from investments                                                               | 33 |  |   | 14 |  |   | 85 |  |   | 42 |  |
| Capital structuring service fees                                                                   | 12 |  |   | 40 |  |   | 55 |  |   | 107 |  |
| Dividend income                                                                                    | 18 |  |   | 19 |  |   | 54 |  |   | 55 |  |
| Other income                                                                                       | 22 |  |   | 7 |  |   | 38 |  |   | 23 |  |
| Total investment income from non-controlled/non-affiliate company investments                      | 279 |  |   | 322 |  |   | 871 |  |   | 931 |  |
| From non-controlled affiliate company investments:                                                 |   |   |   |   |   |   |   |  |
| Interest income from investments (excluding PIK interest income)                                   | 2 |  |   | 2 |  |   | 7 |  |  | 10 |  |
| PIK interest income from investments                                                               | — |  |   | 2 |  |   | 2 |  |   | 4 |  |
| Capital structuring service fees                                                                   | — |  |   | — |  |   | 1 |  |   | 2 |  |
| Dividend income                                                                                    | — |  |   | 2 |  |   | — |  |   | 3 |  |
| Total investment income from non-controlled affiliate company investments                          | 2 |  |   | 6 |  |   | 10 |  |   | 19 |  |
| From controlled affiliate company investments:                                                     |   |   |   |   |   |   |   |  |
| Interest income from investments (excluding PIK interest income)                                   | 38 |  |   | 35 |  |   | 110 |  |   | 109 |  |
| PIK interest income from investments                                                               | 13 |  |   | 4 |  |   | 22 |  |   | 15 |  |
| Capital structuring service fees                                                                   | — |  |   | 1 |  |   | — |  |   | 15 |  |
| Dividend income                                                                                    | 19 |  |   | 18 |  |   | 55 |  |   | 50 |  |
| Other income                                                                                       | 1 |  |   | 1 |  |   | 3 |  |   | 3 |  |
| Total investment income from controlled affiliate company investments                              | 71 |  |   | 59 |  |   | 190 |  |   | 192 |  |
| Total investment income                                                                            | 352 |  |   | 387 |  |   | 1,071 |  |   | 1,142 |  |
| EXPENSES:                                                                                          |   |   |   |   |   |   |   |  |
| Interest and credit facility fees                                                                  | 77 |  |   | 76 |  |   | 235 |  |   | 212 |  |
| Base management fees                                                                               | 53 |  |   | 52 |  |   | 161 |  |   | 151 |  |
| Income based fees                                                                                  | 42 |  |   | 49 |  |   | 127 |  |   | 146 |  |
| Capital gains incentive fees                                                                       | — |  |   | (8 | ) |   | (58 | ) |   | (7 | ) |
| Administrative fees                                                                                | 3 |  |   | 4 |  |   | 10 |  |   | 11 |  |
| Other general and administrative                                                                   | 7 |  |   | 7 |  |   | 19 |  |   | 25 |  |
| Total expenses                                                                                     | 182 |  |   | 180 |  |   | 494 |  |   | 538 |  |
| Waiver of income based fees                                                                        | — |  |   | (10 | ) |   | — |  |  | (30 | ) |
| Total expenses, net of waiver of income based fees                                                 | 182 |  |   | 170 |  |   | 494 |  |   | 508 |  |
| NET INVESTMENT INCOME BEFORE INCOME TAXES                                                          | 170 |  |   | 217 |  |   | 577 |  |   | 634 |  |
| Income tax expense, including excise tax                                                           | 4 |  |   | 5 |  |   | 12 |  |   | 13 |  |
| NET INVESTMENT INCOME                                                                              | 166 |  |   | 212 |  |   | 565 |  |   | 621 |  |
| REALIZED AND UNREALIZED GAINS (LOSSES) ON INVESTMENTS, FOREIGN CURRENCY AND OTHER TRANSACTIONS:    |   |   |   |   |   |   |   |  |
| Net realized gains (losses):                                                                       |   |   |   |   |   |   |   |
| Non-controlled/non-affiliate company investments                                                   | (19 | ) |   | (88 | ) |   | 15 |  |   | (63 | ) |
| Non-controlled affiliate company investments                                                       | — |  |   | — |  |   | 13 |  |   | — |  |
| Controlled affiliate company investments                                                           | (4 | ) |   | 14 |  |   | (6 | ) |   | 14 |  |
| Foreign currency and other transactions                                                            | (2 | ) |   | 11 |  |   | (5 | ) |   | 63 |  |
| Net realized gains (losses)                                                                        | (25 | ) |   | (63 | ) |   | 17 |  |   | 14 |  |
| Net unrealized gains (losses):                                                                     |   |   |   |   |   |   |   |  |
| Non-controlled/non-affiliate company investments                                                   | 160 |  |   | 50 |  |   | (571 | ) |   | (17 | ) |
| Non-controlled affiliate company investments                                                       | 4 |  |   | (1 | ) |   | (31 | ) |   | 8 |  |
| Controlled affiliate company investments                                                           | 142 |  |   | (25 | ) |   | 126 |  |   | (30 | ) |
| Foreign currency and other transactions                                                            | (6 | ) |   | 2 |  |   | — |  |   | (7 | ) |
| Net unrealized gains (losses)                                                                      | 300 |  |   | 26 |  |   | (476 | ) |   | (46 | ) |
| Net realized and unrealized gains (losses) on investments, foreign currency and other transactions | 275 |  |   | (37 | ) |   | (459 | ) |   | (32 | ) |
| NET INCREASE IN STOCKHOLDERS’ EQUITY RESULTING FROM OPERATIONS                               | $ | 441 |  |   | $ | 175 |  |   | $ | 106 |  |   | $ | 589 |  |
| BASIC AND DILUTED NET INCOME PER COMMON SHARE (see Note 10)                                   | $ | 1.04 |  |   | 0.41 |  |   | $ | 0.25 |  |   | 1.38 |  |
| WEIGHTED AVERAGE SHARES OF COMMON STOCK OUTSTANDING (see Note 10)                             | 423 |  |   | 427 |  |   | 425 |  |   | 426 |  |

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|                                                                                                          |
|----------------------------------------------------------------------------------------------------------|
|                                                                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                               |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Health Care Services                                                                                     |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| 42 North Dental, LLC (fka Gentle Communications, LLC) (15)                                               |   | Dental services provider |   | First lien senior secured revolving loan ($5.0 par due 5/2022) |   | 7.25% (Libor + 6.25%/Q) |   | 5/26/2017 |   | $ | 5.0 |  |   | $ | 4.7 |  | (2)(11) |   |   |
| Absolute Dental Group LLC and Absolute Dental Equity, LLC (5)(15)                                        |   | Dental services provider |   | First lien senior secured loan ($7.5 par due 9/2022) |   | 11.00% PIK (Libor + 10.00%/Q) |   | 9/30/2020 |   | 7.5 |  |   | 7.5 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($16.0 par due 9/2022) |   | 11.00% PIK (Libor + 10.00%/Q) |   | 9/30/2020 |   | 16.0 |  |   | 16.0 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Class A pref units (14,750,000 units) |   |   |   | 9/30/2020 |   | 4.7 |  |   | 4.7 |  | (2) |   |   |
|                                                                                                     |   |   |   | Common units (7,200,000 units) |   |   |   | 9/30/2020 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 28.2 |  |   | 28.2 |  |   |   |   |
| Acessa Health Inc. (fka HALT Medical, Inc.)                                                              |   | Medical supply provider |   | Common stock (569,823 shares) |   |   |   | 6/22/2017 |   | 0.1 |  |   | — |  |   |   |   |
| ADCS Billings Intermediate Holdings, LLC (15)                                                            |   | Dermatology practice |   | First lien senior secured revolving loan ($5.0 par due 5/2022) |   | 6.75% (Libor + 5.75%/Q) |   | 5/18/2016 |   | 5.0 |  |   | 4.8 |  | (2)(11) |   |   |
| ADG, LLC and RC IV GEDC Investor LLC (15)                                                                |   | Dental services provider |   | First lien senior secured revolving loan ($13.9 par due 9/2022) |   | 6.25% (Libor + 2.50% Cash, 2.75% PIK/M) |   | 9/28/2016 |   | 13.9 |  |   | 12.1 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($100.5 par due 3/2024) |   |   |   | 9/28/2016 |   | 89.0 |  |   | 72.4 |  | (2)(10) |   |   |
|                                                                                                     |   |   |   | Membership units (3,000,000 units) |   |   |   | 9/28/2016 |   | 3.0 |  |   | — |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 105.9 |  |   | 84.5 |  |   |   |   |
| Air Medical Group Holdings, Inc. and Air Medical Buyer Corp.                                             |   | Emergency air medical services provider |   | First lien senior secured loan ($1.7 par due 4/2022) |   | 4.25% (Libor + 3.25%/Q) |   | 4/3/2020 |   | 1.6 |  |   | 1.7 |  | (2)(11)(18) |   |   |
|                                                                                                     |   |   |   | Senior subordinated loan ($182.7 par due 3/2026) |   | 8.88% (Libor + 7.88%/Q) |   | 3/14/2018 |   | 182.7 |  |   | 182.7 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Warrant to purchase up to 115,733 units of common stock (expires 3/2028) |   |   |   | 3/14/2018 |   | 0.9 |  |   | 2.0 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 185.2 |  |   | 186.4 |  |   |   |   |
| Alteon Health, LLC                                                                                       |   | Provider of physician management services |   | First lien senior secured loan ($2.8 par due 9/2023) |   | 7.50% (Libor + 6.50%/Q) |   | 5/15/2017 |   | 2.8 |  |   | 2.4 |  | (2)(11) |   |   |
| Athenahealth, Inc., VVC Holding Corp., Virence Intermediate Holding Corp., and Virence Holdings LLC (15) |   | Revenue cycle management provider to the physician practices and acute care hospitals |   | Second lien senior secured loan ($210.3 par due 2/2027) |   | 8.75% (Libor + 8.50%/Q) |   | 2/11/2019 |   | 210.3 |  |   | 210.3 |  | (2) |   |   |
|                                                                                                     |   |   |   | Senior preferred stock (121,810 shares) |   | 11.28% PIK (Libor + 11.13%/Q) |   | 2/11/2019 |   | 145.3 |  |   | 145.3 |  | (2) |   |   |
|                                                                                                     |   |   |   | Class A interests (0.39% interest) |   |   |   | 2/11/2019 |   | 9.0 |  |   | 12.1 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 364.6 |  |   | 367.7 |  |   |   |   |
| Bearcat Buyer, Inc. and Bearcat Parent, Inc. (15)                                                        |   | Provider of central institutional review boards over clinical trials |   | First lien senior secured loan ($30.6 par due 7/2026) |   | 5.25% (Libor + 4.25%/Q) |   | 7/9/2019 |   | 30.6 |  |   | 30.6 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($17.0 par due 7/2026) |   | 5.25% (Libor + 4.25%/Q) |   | 9/10/2019 |   | 17.0 |  |   | 17.0 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($64.2 par due 7/2027) |   | 9.25% (Libor + 8.25%/Q) |   | 7/9/2019 |   | 64.2 |  |   | 64.2 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($5.3 par due 7/2027) |   | 9.25% (Libor + 8.25%/Q) |   | 7/9/2019 |   | 5.3 |  |   | 5.3 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($12.7 par due 7/2027) |   | 9.25% (Libor + 8.25%/Q) |   | 9/10/2019 |   | 12.7 |  |   | 12.7 |  | (2)(11) |   |   |
|                                                                                                     |   |   |   | Class B common units (4,211 units) |   |   |   | 7/9/2019 |   | 4.2 |  |   | 6.8 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 134.0 |  |   | 136.6 |  |   |   |   |
| CCS-CMGC Holdings, Inc. (15)                                                                             |   | Correctional facility healthcare operator |   | First lien senior secured revolving loan |   |   |   | 10/1/2018 |   | — |  |   | — |  | (13) |   |   |

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|                                                                                |
|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                           |   |   |   | First lien senior secured loan ($34.4 par due 10/2025) |   | 5.76% (Libor + 5.50%/Q) |   | 9/25/2018 |   | 34.1 |  |   | 32.7 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 34.1 |  |   | 32.7 |  |   |   |   |
| Center for Autism and Related Disorders, LLC (15)                              |   | Autism treatment and services provider specializing in applied behavior analysis therapy |   | First lien senior secured revolving loan ($7.5 par due 11/2023) |   | 4.75% (Libor + 4.50%/Q) |   | 11/21/2018 |   | 7.5 |  |   | 7.0 |  | (2)(14) |   |   |
| Comprehensive EyeCare Partners, LLC (15)                                       |   | Vision care practice management company |   | First lien senior secured revolving loan ($1.8 par due 2/2024) |   | 6.00% (Libor + 4.75%/Q) |   | 2/14/2018 |   | 1.8 |  |   | 1.7 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($5.3 par due 2/2024) |   | 6.00% (Libor + 4.75%/Q) |   | 2/14/2018 |   | 5.3 |  |   | 5.1 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($1.0 par due 2/2024) |   | 7.00% (Base Rate + 3.75%/Q) |   | 2/14/2018 |   | 1.0 |  |   | 1.0 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.4 par due 2/2024) |   | 6.00% (Libor + 4.75%/Q) |   | 2/14/2018 |   | 2.4 |  |   | 2.2 |  | (2)(11) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 10.5 |  |   | 10.0 |  |   |   |   |
| Convey Health Solutions, Inc.                                                  |   | Healthcare workforce management software provider |   | First lien senior secured loan ($3.1 par due 9/2026) |   | 6.25% (Libor + 5.25%/Q) |   | 9/4/2019 |   | 3.1 |  |   | 3.1 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.3 par due 9/2026) |   | 10.00% (Libor + 9.00%/Q) |   | 4/8/2020 |   | 2.3 |  |   | 2.3 |  | (2)(11) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 5.4 |  |   | 5.4 |  |   |   |   |
| CVP Holdco, Inc. and OMERS Wildcats Investment Holdings LLC (15)               |   | Veterinary hospital operator |   | First lien senior secured loan ($53.3 par due 10/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 10/31/2019 |   | 53.3 |  |   | 52.8 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($21.8 par due 10/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 10/31/2019 |   | 21.8 |  |   | 21.6 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Common stock (32,429 shares) |   |   |   | 10/31/2019 |   | 10.0 |  |   | 9.7 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 85.1 |  |   | 84.1 |  |   |   |   |
| D4C Dental Brands HoldCo, Inc. and Bambino Group Holdings, LLC (15)            |   | Dental services provider |   | First lien senior secured revolving loan ($0.1 par due 12/2022) |   | 8.25% (Libor + 2.50% Cash, 4.75% PIK/Q) |   | 12/21/2016 |   | 0.1 |  |   | 0.1 |  | (2)(11)(14) |   |   |
|                                                                           |   |   |   | Class A preferred units (1,000,000 units) |   |   |   | 12/21/2016 |   | 1.0 |  |   | 1.0 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 1.1 |  |   |   |   |
| DCA Investment Holding LLC (15)                                                |   | Multi-branded dental practice management |   | First lien senior secured revolving loan ($5.7 par due 7/2021) |   | 6.25% (Libor + 5.25%/Q) |   | 7/2/2015 |   | 5.7 |  |   | 5.4 |  | (2)(11)(14) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($18.2 par due 7/2021) |   | 6.25% (Libor + 5.25%/Q) |   | 7/2/2015 |   | 18.2 |  |   | 17.3 |  | (2)(11) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 23.9 |  |   | 22.7 |  |   |   |   |
| Emerus Holdings, Inc.                                                          |   | Freestanding 24-hour emergency care micro-hospitals operator |   | First lien senior secured loan ($16.9 par due 2/2022) |   | 10.00% Cash, 4.00% PIK |   | 2/21/2019 |   | 16.9 |  |   | 16.9 |  | (2) |   |   |
| Evolent Health LLC and Evolent Health, Inc. (15)                               |   | Medical technology company focused on value based care services and payment solutions |   | First lien senior secured loan ($67.1 par due 12/2024) |   | 9.00% (Libor + 8.00%/Q) |   | 12/30/2019 |   | 61.2 |  |   | 65.1 |  | (2)(6)(11) |   |   |
|                                                                           |   |   |   | Warrant to purchase up to 1,354,968 shares of common stock (expires 1/2025) |   |   |   | 12/30/2019 |   | 5.9 |  |   | 13.1 |  | (2)(6) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 67.1 |  |   | 78.2 |  |   |   |   |
| 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 ($34.5 par due 6/2025) |   | 9.00% (Libor + 8.00%/Q) |   | 6/30/2017 |   | 34.2 |  |   | 34.5 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Second lien senior secured loan ($55.0 par due 6/2025) |   | 9.00% (Libor + 8.00%/Q) |   | 1/13/2020 |   | 55.0 |  |   | 55.0 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Series A preferred stock (110,425 shares) |   | 11.75% PIK (Libor + 10.75%/Q) |   | 6/30/2017 |   | 166.9 |  |   | 166.9 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Class A units (14,013,303 units) |   |   |   | 6/30/2017 |   | 14.0 |  |   | 17.6 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 270.1 |  |   | 274.0 |  |   |   |   |

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|                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                      |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| HealthEdge Software, Inc. (15)                                  |   | Provider of financial, administrative and clinical software platforms to the healthcare industry |   | First lien senior secured revolving loan |   |   |   | 4/9/2020 |   | — |  |   | — |  | (13) |   |   |
|                                                            |   |   |   | First lien senior secured loan ($3.7 par due 4/2026) |   | 7.25% (Libor + 6.25%/M) |   | 4/9/2020 |   | 3.7 |  |   | 3.6 |  | (2)(11) |   |   |
|                                                            |   |   |   | First lien senior secured loan ($7.1 par due 4/2026) |   | 7.25% (Libor + 6.25%/M) |   | 4/9/2020 |   | 7.1 |  |   | 7.1 |  | (2)(11) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 10.8 |  |   | 10.7 |  |   |   |   |
| Hygiena Borrower LLC (15)                                       |   | Adenosine triphosphate testing technology provider |   | Second lien senior secured loan ($2.5 par due 8/2023) |   | 8.75% (Libor + 7.75%/Q) |   | 8/26/2016 |   | 2.5 |  |   | 2.5 |  | (2)(11) |   |   |
|                                                            |   |   |   | Second lien senior secured loan ($10.7 par due 8/2023) |   | 8.75% (Libor + 7.75%/Q) |   | 2/27/2017 |   | 10.7 |  |   | 10.7 |  | (2)(11) |   |   |
|                                                            |   |   |   | Second lien senior secured loan ($11.1 par due 8/2023) |   | 8.75% (Libor + 7.75%/Q) |   | 6/29/2018 |   | 11.1 |  |   | 11.1 |  | (2)(11) |   |   |
|                                                            |   |   |   | Second lien senior secured loan ($0.6 par due 8/2023) |   | 8.75% (Libor + 7.75%/Q) |   | 6/29/2018 |   | 0.6 |  |   | 0.6 |  | (2)(11) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 24.9 |  |   | 24.9 |  |   |   |   |
| JDC Healthcare Management, LLC (15)                             |   | Dental services provider |   | First lien senior secured revolving loan ($4.1 par due 4/2022) |   |   |   | 4/10/2017 |   | 3.9 |  |   | 3.1 |  | (2)(10) |   |   |
|                                                            |   |   |   | First lien senior secured loan ($29.6 par due 4/2023) |   |   |   | 4/10/2017 |   | 28.3 |  |   | 22.5 |  | (2)(10) |   |   |
|                                                            |   |   |   | First lien senior secured loan ($4.2 par due 4/2023) |   |   |   | 4/10/2017 |   | 4.0 |  |   | 3.2 |  | (2)(10) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 36.2 |  |   | 28.8 |  |   |   |   |
| KBHS Acquisition, LLC (d/b/a Alita Care, LLC) (15)              |   | Provider of behavioral health services |   | First lien senior secured revolving loan ($0.6 par due 3/2022) |   | 6.00% (Libor + 4.00% Cash, 1.00% PIK/M) |   | 3/17/2017 |   | 0.6 |  |   | 0.6 |  | (2)(11) |   |   |
| Key Surgical LLC (15)                                           |   | Provider of sterile processing, operating room and instrument care supplies for hospitals |   | First lien senior secured loan ($17.1 par due 6/2023) |   | 6.00% (EURIBOR + 5.00%/Q) |   | 6/1/2017 |   | 16.3 |  |   | 17.1 |  | (2)(11) |   |   |
|                                                            |   |   |   | First lien senior secured loan ($5.7 par due 6/2023) |   | 6.00% (Libor + 5.00%/Q) |   | 8/28/2019 |   | 5.4 |  |   | 5.7 |  | (2)(11) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 21.7 |  |   | 22.8 |  |   |   |   |
| LivaNova USA Inc.                                               |   | Medical device company focused on treating cardiovascular and neurological diseases |   | First lien senior secured loan ($42.5 par due 6/2025) |   | 7.50% (Libor + 6.50%/Q) |   | 6/10/2020 |   | 42.5 |  |   | 41.2 |  | (2)(11) |   |   |
| MB2 Dental Solutions, LLC (15)                                  |   | Dental services provider |   | First lien senior secured revolving loan ($2.2 par due 9/2023) |   | 7.50% (Libor + 6.50%/Q) |   | 9/29/2017 |   | 2.2 |  |   | 2.2 |  | (2)(11) |   |   |
| MCH Holdings, Inc. and MC Acquisition Holdings I, LLC           |   | Healthcare professional provider |   | First lien senior secured loan ($114.4 par due 7/2021) |   | 8.50% (Libor + 7.00%/M) |   | 7/26/2017 |   | 114.4 |  |   | 114.4 |  | (2)(11) |   |   |
|                                                            |   |   |   | Class A units (1,438,643 shares) |   |   |   | 1/17/2014 |   | 1.5 |  |   | 1.1 |  | (2) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 115.9 |  |   | 115.5 |  |   |   |   |
| Minerva Surgical, Inc. (15)                                     |   | Medical device company focused on women's health |   | First lien senior secured loan ($31.0 par due 12/2022) |   | 11.50% (Libor + 3.50% Cash, 6.00% PIK/Q) |   | 12/30/2019 |   | 30.1 |  |   | 31.0 |  | (2)(11) |   |   |
| MW Dental Holding Corp. (15)                                    |   | Dental services provider |   | First lien senior secured revolving loan ($10.5 par due 4/2021) |   | 8.25% (Libor + 6.75%/B) |   | 4/12/2011 |   | 10.5 |  |   | 9.8 |  | (2)(11) |   |   |
|                                                            |   |   |   | First lien senior secured loan ($152.9 par due 4/2021) |   | 8.25% (Libor + 6.75%/B) |   | 4/12/2011 |   | 152.9 |  |   | 142.2 |  | (2)(11) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 163.4 |  |   | 152.0 |  |   |   |   |
| Napa Management Services Corporation and ASP NAPA Holdings, LLC |   | Anesthesia management services provider |   | Second lien senior secured loan ($75.0 par due 10/2023) |   | 12.00% PIK (Libor + 11.00%/Q) |   | 4/19/2016 |   | 75.0 |  |   | 67.5 |  | (2)(11) |   |   |
|                                                            |   |   |   | Senior preferred units (5,320 units) |   | 8.00% PIK |   | 6/29/2020 |   | 0.3 |  |   | 0.3 |  | (2) |   |   |
|                                                            |   |   |   | Preferred units (1,842 units) |   | 15.00% PIK |   | 6/29/2020 |   | 0.1 |  |   | 0.1 |  | (2) |   |   |
|                                                            |   |   |   | Class A units (25,277 units) |   |   |   | 4/19/2016 |   | 2.5 |  |   | 0.5 |  | (2) |   |   |
|                                                            |   |   |   |   |   |   |   |   |   | 77.9 |  |   | 68.4 |  |   |   |   |

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|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                 |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| NMN Holdings III Corp. and NMN Holdings LP (15)                            |   | Provider of complex rehabilitation technology solutions for patients with mobility loss |   | First lien senior secured revolving loan |   |   |   | 11/13/2018 |   | — |  |   | — |  | (13) |   |   |
|                                                                       |   |   |   | Partnership units (30,000 units) |   |   |   | 11/13/2018 |   | 3.0 |  |   | 4.9 |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 3.0 |  |   | 4.9 |  |   |   |   |
| NueHealth Performance, LLC (15)                                            |   | Developer, builder and manager of specialty surgical hospitals and ambulatory surgery centers |   | First lien senior secured loan ($11.1 par due 9/2023) |   | 8.25% (Libor + 7.25%/M) |   | 9/27/2018 |   | 11.1 |  |   | 11.0 |  | (2)(11) |   |   |
|                                                                       |   |   |   | First lien senior secured loan ($1.5 par due 9/2023) |   | 8.25% (Libor + 7.25%/M) |   | 9/27/2018 |   | 1.5 |  |   | 1.5 |  | (2)(11) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 12.6 |  |   | 12.5 |  |   |   |   |
| Olympia Acquisition, Inc. and Olympia TopCo, L.P. (15)                     |   | Behavioral health and special education platform provider |   | First lien senior secured revolving loan ($10.1 par due 9/2024) |   | 6.50% (Libor + 5.50%/Q) |   | 9/24/2019 |   | 10.1 |  |   | 9.1 |  | (2)(11) |   |   |
|                                                                       |   |   |   | First lien senior secured loan ($42.6 par due 9/2026) |   | 6.50% (Libor + 5.50%/M) |   | 9/24/2019 |   | 42.6 |  |   | 38.4 |  | (2)(11) |   |   |
|                                                                       |   |   |   | Class A common units (9,549,000 units) |   |   |   | 9/24/2019 |   | 9.5 |  |   | 3.8 |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 62.2 |  |   | 51.3 |  |   |   |   |
| OMH-HealthEdge Holdings, LLC                                               |   | Provider of financial, administrative and clinical software platforms to the healthcare industry |   | First lien senior secured loan ($26.5 par due 10/2025) |   | 6.50% (Libor + 5.50%/Q) |   | 10/24/2019 |   | 26.5 |  |   | 26.5 |  | (2)(11) |   |   |
| OSYS Holdings, LLC                                                         |   | Provider of technology-enabled solutions to pharmacies |   | Limited liability company membership interest (1.57%) |   |   |   | 11/21/2013 |   | 1.0 |  |   | 0.6 |  | (2) |   |   |
| Pathway Vet Alliance LLC and Jedi Group Holdings LLC (15)                  |   | Veterinary hospital operator |   | Second lien senior secured loan ($76.3 par due 3/2028) |   | 8.75% (Libor + 7.75%/M) |   | 3/31/2020 |   | 76.3 |  |   | 76.3 |  | (2)(11) |   |   |
|                                                                       |   |   |   | Class R common units (6,004,768 units) |   |   |   | 3/31/2020 |   | 6.0 |  |   | 7.2 |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 82.3 |  |   | 83.5 |  |   |   |   |
| Performance Health Supply, Inc.                                            |   | Distributor of rehabilitation supplies and equipment |   | Second lien senior secured loan ($81.8 par due 8/2023) |   | 11.50% PIK (Libor + 10.50%/Q) |   | 9/2/2015 |   | 81.0 |  |   | 69.5 |  | (2)(11) |   |   |
| PetVet Care Centers, LLC                                                   |   | Veterinary hospital operator |   | First lien senior secured loan ($26.1 par due 2/2025) |   | 5.25% (Libor + 4.25%/M) |   | 10/31/2019 |   | 25.6 |  |   | 26.1 |  | (2)(11) |   |   |
| PhyMED Management LLC                                                      |   | Provider of anesthesia services |   | Second lien senior secured loan ($47.2 par due 5/2021) |   | 9.75% (Libor + 0.25% Cash, 8.50% PIK/Q) |   | 12/18/2015 |   | 47.2 |  |   | 43.5 |  | (2)(11) |   |   |
| Premise Health Holding Corp. and OMERS Bluejay Investment Holdings LP (15) |   | Provider of employer-sponsored onsite health and wellness clinics and pharmacies |   | First lien senior secured revolving loan ($21.0 par due 7/2023) |   | 3.52% (Libor + 3.25%/Q) |   | 7/10/2018 |   | 21.0 |  |   | 20.4 |  | (2)(14) |   |   |
|                                                                       |   |   |   | First lien senior secured loan ($10.8 par due 7/2025) |   | 3.72% (Libor + 3.50%/Q) |   | 7/10/2018 |   | 10.7 |  |   | 10.4 |  | (2) |   |   |
|                                                                       |   |   |   | Second lien senior secured loan ($67.1 par due 7/2026) |   | 7.72% (Libor + 7.50%/Q) |   | 7/10/2018 |   | 66.6 |  |   | 65.8 |  | (2) |   |   |
|                                                                       |   |   |   | Class A units (9,775 units) |   |   |   | 7/10/2018 |   | 9.8 |  |   | 13.2 |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 108.1 |  |   | 109.8 |  |   |   |   |
| ProVation Medical, Inc.                                                    |   | Provider of documentation and coding software for gastroenterology physicians |   | First lien senior secured loan ($12.8 par due 3/2024) |   | 7.15% (Libor + 7.00%/M) |   | 3/9/2018 |   | 12.7 |  |   | 12.7 |  | (2) |   |   |
|                                                                       |   |   |   | First lien senior secured loan ($3.1 par due 3/2024) |   | 8.00% (Libor + 7.00%/M) |   | 9/15/2020 |   | 3.0 |  |   | 3.1 |  | (2)(11) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 15.7 |  |   | 15.8 |  |   |   |   |
| 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) |   |   |
| RTI Surgical, Inc. and Pioneer Surgical Technology, Inc. (15)              |   | Manufacturer of biologic, metal and synthetic implants/devices |   | First lien senior secured loan ($38.2 par due 7/2026) |   | 8.25% (Libor + 6.75%/Q) |   | 7/20/2020 |   | 38.2 |  |   | 37.4 |  | (2)(11) |   |   |
| SCSG EA Acquisition Company, Inc. (15)                                     |   | Provider of outsourced clinical services to hospitals and health systems |   | First lien senior secured revolving loan |   |   |   | 9/1/2017 |   | — |  |   | — |  | (13) |   |   |
| SiroMed Physician Services, Inc. and SiroMed Equity Holdings, LLC (15)     |   | Outsourced anesthesia provider |   | First lien senior secured loan ($13.9 par due 3/2024) |   | 5.75% (Libor + 4.75%/Q) |   | 3/26/2018 |   | 13.9 |  |   | 11.8 |  | (2)(11) |   |   |

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|                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                          |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                |   |   |   | Common units (684,854 units) |   |   |   | 3/26/2018 |   | 4.8 |  |   | 0.2 |  | (2) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 18.7 |  |   | 12.0 |  |   |   |   |
| SM Wellness Holdings, Inc. and SM Holdco, Inc. (15)                 |   | Breast cancer screening provider |   | First lien senior secured revolving loan ($5.5 par due 8/2024) |   | 6.47% (Libor + 6.25%/Q) |   | 8/1/2018 |   | 5.5 |  |   | 5.3 |  | (2) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($7.0 par due 8/2024) |   | 6.47% (Libor + 6.25%/Q) |   | 8/1/2018 |   | 7.0 |  |   | 6.7 |  | (2) |   |   |
|                                                                |   |   |   | Series A preferred stock (44,975 shares) |   | 10.55% PIK (Libor + 10.25%/Q) |   | 8/1/2018 |   | 58.6 |  |   | 58.6 |  | (2) |   |   |
|                                                                |   |   |   | Series A units (7,475 units) |   |   |   | 8/1/2018 |   | 7.5 |  |   | — |  | (2) |   |   |
|                                                                |   |   |   | Series B units (747,500 units) |   |   |   | 8/1/2018 |   | — |  |   | 3.8 |  | (2) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 78.6 |  |   | 74.4 |  |   |   |   |
| Synergy HomeCare Franchising, LLC and NP/Synergy Holdings, LLC (15) |   | Franchisor of private-pay home care for the elderly |   | First lien senior secured loan ($15.7 par due 4/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 4/2/2018 |   | 15.7 |  |   | 15.7 |  | (2)(11) |   |   |
|                                                                |   |   |   | Common units (550 units) |   |   |   | 4/2/2018 |   | 0.6 |  |   | 0.8 |  |   |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 16.3 |  |   | 16.5 |  |   |   |   |
| Teligent, Inc.                                                      |   | Pharmaceutical company that develops, manufactures and markets injectable pharmaceutical products |   | Second lien senior secured loan ($57.2 par due 6/2024) |   |   |   | 12/13/2018 |   | 52.3 |  |   | 44.6 |  | (2)(10) |   |   |
|                                                                |   |   |   | Second lien senior secured loan ($32.7 par due 6/2024) |   |   |   | 12/13/2018 |   | 30.4 |  |   | 25.5 |  | (2)(10) |   |   |
|                                                                |   |   |   | Warrant to purchase up to 490,492 shares of common stock (expires 4/2025) |   |   |   | 4/6/2020 |   | — |  |   | — |  | (2) |   |   |
|                                                                |   |   |   | Warrant to purchase up to 122,548 shares of common stock (expires 7/2025) |   |   |   | 7/20/2020 |   | — |  |   | — |  | (2) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 82.7 |  |   | 70.1 |  |   |   |   |
| Touchstone Acquisition, Inc. and Touchstone Holding, L.P.           |   | Manufacturer of consumable products in the dental, medical, cosmetic and consumer/industrial end-markets |   | First lien senior secured loan ($25.3 par due 11/2025) |   | 4.90% (Libor + 4.75%/M) |   | 11/15/2018 |   | 25.3 |  |   | 24.8 |  | (2) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($11.2 par due 11/2025) |   | 4.90% (Libor + 4.75%/M) |   | 11/15/2018 |   | 11.2 |  |   | 11.0 |  | (2) |   |   |
|                                                                |   |   |   | Class A preferred units (2,149 units) |   | 8.00% PIK |   | 11/15/2018 |   | 2.5 |  |   | 2.5 |  | (2) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 39.0 |  |   | 38.3 |  |   |   |   |
| U.S. Anesthesia Partners, Inc.                                      |   | Anesthesiology service provider |   | Second lien senior secured loan ($71.8 par due 6/2025) |   | 8.25% (Libor + 7.25%/Q) |   | 6/16/2017 |   | 71.2 |  |   | 68.9 |  | (2)(11) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| United Digestive MSO Parent, LLC (15)                               |   | Gastroenterology physician group |   | First lien senior secured revolving loan ($5.6 par due 12/2023) |   | 5.00% (Libor + 4.00%/Q) |   | 12/14/2018 |   | 5.6 |  |   | 5.6 |  | (2)(11) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($1.1 par due 12/2024) |   | 5.00% (Libor + 4.00%/Q) |   | 12/14/2018 |   | 1.1 |  |   | 1.1 |  | (2)(11) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($2.4 par due 12/2024) |   | 5.00% (Libor + 4.00%/Q) |   | 12/14/2018 |   | 2.4 |  |   | 2.4 |  | (2)(11) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 9.1 |  |   | 9.1 |  |   |   |   |
| Urgent Cares of America Holdings I, LLC and FastMed Holdings I, LLC |   | Operator of urgent care clinics |   | Preferred units (7,696,613 units) |   |   |   | 6/11/2015 |   | 7.7 |  |   | — |  |   |   |   |
|                                                                |   |   |   | Series A common units (2,000,000 units) |   |   |   | 6/11/2015 |   | 2.0 |  |   | — |  |   |   |   |
|                                                                |   |   |   | Series C common units (5,288,427 units) |   |   |   | 6/11/2015 |   | — |  |   | — |  |   |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 9.7 |  |   | — |  |   |   |   |
| Urology Management Associates, LLC and JWC/UMA Holdings, L.P.       |   | Urology private practice |   | First lien senior secured loan ($9.7 par due 8/2024) |   | 6.00% (Libor + 5.00%/M) |   | 8/31/2018 |   | 9.6 |  |   | 9.7 |  | (2)(11) |   |   |
|                                                                |   |   |   | Limited partnership interests (3.64% interest) |   |   |   | 8/31/2018 |   | 4.8 |  |   | 5.2 |  | (2) |   |   |

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|                                                                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                      |   |   |   |   |   |   |   |   |   | 14.4 |  |   | 14.9 |  |   |   |   |
| WSHP FC Acquisition LLC (15)                                                              |   | Provider of biospecimen products for pharma research |   | First lien senior secured revolving loan ($1.4 par due 3/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 3/30/2018 |   | 1.4 |  |   | 1.4 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($28.0 par due 3/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 3/30/2018 |   | 28.0 |  |   | 28.0 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($5.9 par due 3/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 3/30/2018 |   | 5.9 |  |   | 5.9 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($4.6 par due 3/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 2/11/2019 |   | 4.6 |  |   | 4.6 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($8.6 par due 3/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 8/30/2019 |   | 8.6 |  |   | 8.6 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($11.0 par due 3/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 10/31/2019 |   | 11.0 |  |   | 11.0 |  | (2)(11) |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 59.5 |  |   | 59.5 |  |   |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 2,781.3 |  |   | 2,690.6 |  |   | 38.64 | % |   |
| Software & Services                                                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AffiniPay Midco, LLC and AffiniPay Intermediate Holdings, LLC (15)                        |   | Payment processing solution provider |   | First lien senior secured loan ($64.8 par due 3/2026) |   | 6.75% (Libor + 5.50%/Q) |   | 2/28/2020 |   | 64.8 |  |   | 64.8 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | Senior subordinated loan ($23.4 par due 2/2028) |   | 12.75% PIK |   | 2/28/2020 |   | 23.4 |  |   | 23.4 |  | (2) |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 88.2 |  |   | 88.2 |  |   |   |   |
| Anaqua Parent Holdings, Inc. & Astorg VII Co-Invest Anaqua (15)                       |   | Provider of intellectual property management lifecycle software |   | First lien senior secured loan ($4.9 par due 4/2026) |   | 5.50% (Euribor + 5.50%/Q) |   | 4/10/2019 |   | 4.7 |  |   | 4.9 |  | (2) |   |   |
|                                                                                      |   |   |   | Limited partnership units (4,400,000 units) |   |   |   | 6/13/2019 |   | 5.0 |  |   | 8.3 |  | (2)(6) |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 9.7 |  |   | 13.2 |  |   |   |   |
| APG Intermediate Holdings Corporation and APG Holdings, LLC (4)(15)                       |   | Aircraft performance software provider |   | First lien senior secured loan ($12.9 par due 1/2025) |   | 6.75% (Libor + 5.25%/Q) |   | 1/3/2020 |   | 12.9 |  |   | 12.9 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($0.8 par due 1/2025) |   | 6.75% (Libor + 5.25%/Q) |   | 1/3/2020 |   | 0.8 |  |   | 0.8 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | Class A membership units (9,750,000 units) |   |   |   | 1/3/2020 |   | 9.8 |  |   | 9.9 |  | (2) |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 23.5 |  |   | 23.6 |  |   |   |   |
| Apptio, Inc. (15)                                                                         |   | Provider of cloud-based technology business management solutions |   | First lien senior secured loan ($62.2 par due 1/2025) |   | 8.25% (Libor + 7.25%/Q) |   | 1/10/2019 |   | 62.2 |  |   | 61.6 |  | (2)(11) |   |   |
| Blue Campaigns Intermediate Holding Corp. and Elevate Parent, Inc. (dba EveryAction) (15) |   | Provider of fundraising and organizing efforts and digital services to non-profits and political campaigns |   | First lien senior secured revolving loan |   |   |   | 8/20/2018 |   | — |  |   | — |  | (13) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($40.6 par due 8/2023) |   | 8.50% (Libor + 6.75%/Q) |   | 8/20/2018 |   | 40.6 |  |   | 40.6 |  | (2)(11) |   |   |
|                                                                                      |   |   |   | Series A preferred stock (150,000 shares) |   |   |   | 9/26/2018 |   | 1.5 |  |   | 2.0 |  |   |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 42.1 |  |   | 42.6 |  |   |   |   |
| CallMiner, Inc.                                                                           |   | Provider of cloud-based conversational analytics solutions |   | Warrant to purchase up to 2,350,636 shares of Series 1 preferred stock (expires 7/2024) |   |   |   | 7/23/2014 |   | — |  |   | — |  | (2) |   |   |
| Cority Software Inc., IQS, Inc. and Project Falcon Parent, Inc. (15)                      |   | Provider of environmental, health and safety software to track compliance data |   | First lien senior secured loan ($6.4 par due 7/2026) |   | 6.25% (Libor + 5.25%/Q) |   | 7/2/2019 |   | 6.4 |  |   | 6.4 |  | (2)(6)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($4.5 par due 7/2026) |   | 6.25% (Libor + 5.25%/Q) |   | 10/15/2019 |   | 4.5 |  |   | 4.5 |  | (2)(6)(11) |   |   |
|                                                                                      |   |   |   | First lien senior secured loan ($1.1 par due 7/2026) |   | 8.25% (Libor + 7.25%/Q) |   | 9/3/2020 |   | 1.1 |  |   | 1.1 |  | (2)(6)(11) |   |   |
|                                                                                      |   |   |   | Preferred equity (198 shares) |   | 9.00% PIK |   | 7/2/2019 |   | 0.2 |  |   | 0.2 |  | (2)(6) |   |   |
|                                                                                      |   |   |   | Common equity (190,143 shares) |   |   |   | 7/2/2019 |   | — |  |   | 0.2 |  | (2)(6) |   |   |
|                                                                                      |   |   |   |   |   |   |   |   |   | 12.2 |  |   | 12.4 |  |   |   |   |

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|                                                                                                                                                                   |
|-------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                                        |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Datix Bidco Limited                                                                                                                                               |   | Global healthcare software company that provides software solutions for patient safety and risk management |   | First lien senior secured loan ($0.1 par due 4/2025) |   | 5.36% (Libor + 4.50%/Q) |   | 10/7/2019 |   | — |  |   | 0.1 |  | (2)(6) |   |   |
| Diligent Corporation (15)                                                                                                                                         |   | Provider of secure SaaS solutions for board and leadership teams documents |   | First lien senior secured loan ($33.5 par due 8/2025) |   | 7.25% (Libor + 6.25%/Q) |   | 8/4/2020 |   | 32.6 |  |   | 32.6 |  | (2)(11) |   |   |
| Drilling Info Holdings, Inc. and Titan DI Preferred Holdings, Inc.                                                                                                |   | SaaS based business analytics company focused on oil and gas industry |   | Second lien senior secured loan ($25.0 par due 7/2026) |   | 8.40% (Libor + 8.25%/M) |   | 2/11/2020 |   | 25.0 |  |   | 23.8 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | Preferred stock (29.53 shares) |   | 13.50% PIK |   | 2/11/2020 |   | 31.2 |  |   | 32.2 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 56.2 |  |   | 56.0 |  |   |   |   |
| Dynatrace, Inc.                                                                                                                                                   |   | Web and mobile cloud performance testing and monitoring services provider |   | Common stock (448,854 shares) |   |   |   | 8/5/2019 |   | 1.6 |  |   | 18.4 |  | (2)(18) |   |   |
| EP Purchaser, LLC., Entertainment Partners Canada ULC and TPG VIII EP Co-Invest II, L.P. (15)                                                                     |   | Provider of entertainment workforce and production management solutions |   | First lien senior secured loan ($29.3 par due 5/2026) |   | 5.97% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 29.3 |  |   | 27.5 |  | (2)(6) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($20.6 par due 5/2026) |   | 5.97% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 20.6 |  |   | 19.4 |  | (2)(6)(9) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($10.7 par due 5/2026) |   | 5.97% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 10.7 |  |   | 10.1 |  | (2)(6) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($4.1 par due 5/2026) |   | 5.97% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 4.1 |  |   | 3.8 |  | (2)(6)(9) |   |   |
|                                                                                                                                                              |   |   |   | Partnership units (5,034,483 units) |   |   |   | 5/10/2019 |   | 5.0 |  |   | 5.6 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 69.7 |  |   | 66.4 |  |   |   |   |
| Episerver Inc. and Goldcup 17308 AB (15)                                                                                                                          |   | Provider of web content management and digital commerce solutions |   | First lien senior secured loan ($6.3 par due 10/2024) |   | 6.00% (Euribor + 6.00%/Q) |   | 3/22/2019 |   | 6.0 |  |   | 6.0 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($27.2 par due 10/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 10/9/2018 |   | 27.2 |  |   | 26.4 |  | (2)(11) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 33.2 |  |   | 32.4 |  |   |   |   |
| eResearch Technology, Inc. and Astorg VII Co-Invest ERT (15)                                                                                                      |   | Provider of mission-critical, software-enabled clinical research solutions |   | Second lien senior secured loan ($19.9 par due 2/2028) |   | 8.50% (Libor + 8.00%/M) |   | 2/4/2020 |   | 19.4 |  |   | 19.6 |  | (2)(11) |   |   |
|                                                                                                                                                              |   |   |   | Limited partnership interest (3,300,000 shares) |   |   |   | 1/31/2020 |   | 3.7 |  |   | 3.5 |  | (2)(6) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 23.1 |  |   | 23.1 |  |   |   |   |
| EZ Elemica Holdings, Inc. & Elemica Parent, Inc (15)                                                                                                          |   | SaaS based supply chain management software provider focused on chemical markets |   | First lien senior secured revolving loan ($3.1 par due 9/2025) |   | 5.72% (Libor + 5.50%/Q) |   | 9/18/2019 |   | 3.1 |  |   | 2.9 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($51.2 par due 9/2025) |   | 5.73% (Libor + 5.50%/Q) |   | 9/18/2019 |   | 51.2 |  |   | 47.6 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | Preferred equity (4,599 shares) |   |   |   | 9/18/2019 |   | 4.6 |  |   | 3.5 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 58.9 |  |   | 54.0 |  |   |   |   |
| 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) |   |   |
| FM: Systems Group LLC (15)                                                                                                                                        |   | Provider of facilities and space management software solutions |   | First lien senior secured revolving loan ($1.5 par due 12/2024) |   | 7.50% (Libor + 6.50%/M) |   | 2/8/2018 |   | 1.5 |  |   | 1.5 |  | (2)(11) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($3.2 par due 12/2024) |   | 7.50% (Libor + 6.50%/M) |   | 12/2/2019 |   | 3.2 |  |   | 3.2 |  | (2)(11) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 4.7 |  |   | 4.7 |  |   |   |   |
| Forescout Technologies, Inc. (15)                                                                                                                                 |   | Network access control solutions provider |   | First lien senior secured loan ($16.4 par due 8/2026) |   | 10.50% PIK (Libor + 9.50%/Q) |   | 8/17/2020 |   | 16.0 |  |   | 16.3 |  | (2)(11) |   |   |
| Frontline Technologies Group Holding LLC, Frontline Technologies Blocker Buyer, Inc., Frontline Technologies Holdings, LLC and Frontline Technologies Parent, LLC |   | Provider of human capital management and SaaS-based software solutions to employees and administrators of K-12 school organizations |   | Class A preferred units (4,574 units) |   | 9.00% PIK |   | 9/18/2017 |   | 5.5 |  |   | 6.0 |  |   |   |   |
|                                                                                                                                                              |   |   |   | Class B common units (499,050 units) |   |   |   | 9/18/2017 |   | — |  |   | 2.2 |  |   |   |   |

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|                                                               |
|---------------------------------------------------------------|
|                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                    |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                          |   |   |   |   |   |   |   |   |   | 5.5 |  |   | 8.2 |  |   |   |   |
| Genesis Acquisition Co. and Genesis Holding Co. (15)          |   | Child care management software and services provider |   | First lien senior secured revolving loan ($1.5 par due 7/2024) |   | 4.22% (Libor + 4.00%/Q) |   | 7/31/2018 |   | 1.5 |  |   | 1.4 |  | (2) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($0.2 par due 7/2024) |   | 4.22% (Libor + 4.00%/Q) |   | 7/31/2018 |   | 0.2 |  |   | 0.1 |  | (2) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($25.8 par due 7/2025) |   | 7.80% (Libor + 7.50%/Q) |   | 7/31/2018 |   | 25.8 |  |   | 23.7 |  | (2) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($6.6 par due 7/2025) |   | 7.80% (Libor + 7.50%/Q) |   | 7/31/2018 |   | 6.6 |  |   | 6.0 |  | (2) |   |   |
|                                                          |   |   |   | Class A common stock (8 shares) |   |   |   | 7/31/2018 |   | 0.8 |  |   | 0.6 |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 34.9 |  |   | 31.8 |  |   |   |   |
| GTCR-Ultra Holdings III, LLC and GTCR-Ultra Holdings LLC (15) |   | Provider of payment processing and merchant acquiring solutions |   | Class A-2 units (911 units) |   |   |   | 8/1/2017 |   | 0.9 |  |   | 6.7 |  | (2) |   |   |
|                                                          |   |   |   | Class B units (2,878,372 units) |   |   |   | 8/1/2017 |   | — |  |   | — |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 6.7 |  |   |   |   |
| Help/Systems Holdings, Inc. (15)                              |   | Provider of IT operations management and cybersecurity software |   | First lien senior secured revolving loan ($2.5 par due 11/2024) |   | 5.00% (Libor + 4.00%/Q) |   | 11/19/2019 |   | 2.5 |  |   | 2.5 |  | (2)(11) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($26.1 par due 11/2026) |   | 5.75% (Libor + 4.75%/Q) |   | 11/22/2019 |   | 26.1 |  |   | 25.9 |  | (2)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 28.6 |  |   | 28.4 |  |   |   |   |
| Huskies Parent, Inc. (15)                                     |   | Insurance software provider |   | First lien senior secured revolving loan ($1.8 par due 7/2024) |   | 4.15% (Libor + 4.00%/M) |   | 7/18/2019 |   | 1.8 |  |   | 1.8 |  | (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 |  |   | — |  | (2) |   |   |
| Infogix, Inc. and Infogix Parent Corporation (15)             |   | Enterprise data analytics and integrity software solutions provider |   | First lien senior secured revolving loan ($5.3 par due 4/2024) |   | 8.00% (Libor + 7.00%/Q) |   | 4/18/2018 |   | 5.3 |  |   | 5.3 |  | (2)(11) |   |   |
|                                                          |   |   |   | Series A preferred stock (2,475 shares) |   |   |   | 1/3/2017 |   | 2.6 |  |   | 2.4 |  |   |   |   |
|                                                          |   |   |   | Common stock (1,297,768 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 7.9 |  |   | 7.7 |  |   |   |   |
| Inmar, Inc.                                                   |   | Technology-driven solutions provider for retailers, wholesalers and manufacturers |   | First lien senior secured loan ($15.5 par due 5/2024) |   | 5.00% (Libor + 4.00%/Q) |   | 1/31/2019 |   | 15.0 |  |   | 14.7 |  | (2)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($28.3 par due 5/2025) |   | 9.00% (Libor + 8.00%/Q) |   | 4/25/2017 |   | 28.0 |  |   | 26.3 |  | (2)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 43.0 |  |   | 41.0 |  |   |   |   |
| InterVision Systems, LLC and InterVision Holdings, LLC        |   | Solar power generation facility developer and operator |   | First lien senior secured loan ($52.7 par due 5/2022) |   |   |   | 5/31/2017 |   | 52.4 |  |   | 48.7 |  | (2)(10) |   |   |
|                                                          |   |   |   | Class A membership units (1,000 units) |   |   |   | 5/31/2017 |   | 1.0 |  |   | — |  |   |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 53.4 |  |   | 48.7 |  |   |   |   |
| Invoice Cloud, Inc. (15)                                      |   | Provider of electronic payment processing solutions |   | First lien senior secured revolving loan |   |   |   | 2/11/2019 |   | — |  |   | — |  | (13) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($34.0 par due 2/2024) |   | 7.50% (Libor + 3.25% Cash, 3.25% PIK/Q) |   | 2/11/2019 |   | 34.0 |  |   | 34.0 |  | (2)(11) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($13.8 par due 2/2024) |   | 7.50% (Libor + 3.25% Cash, 3.25% PIK/Q) |   | 2/11/2019 |   | 13.8 |  |   | 13.8 |  | (2)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 47.8 |  |   | 47.8 |  |   |   |   |
| Majesco and Magic Topco, L.P. (15)                            |   | Insurance software provider |   | First lien senior secured loan ($36.8 par due 9/2027) |   | 8.75% (Libor + 7.75%/Q) |   | 9/21/2020 |   | 36.8 |  |   | 36.5 |  | (2)(11) |   |   |
|                                                          |   |   |   | Class A units (2,199 units) |   | 9.00% PIK |   | 9/21/2020 |   | 2.2 |  |   | 2.2 |  | (2) |   |   |

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|                                                                                                       |
|-------------------------------------------------------------------------------------------------------|
|                                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                            |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                  |   |   |   | Class B units (494,157 units) |   |   |   | 9/21/2020 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 39.0 |  |   | 38.7 |  |   |   |   |
| Ministry Brands, LLC and MB Parent HoldCo, L.P. (dba Community Brands) (15)                           |   | Software and payment services provider to faith-based institutions |   | First lien senior secured revolving loan ($6.3 par due 12/2022) |   | 6.00% (Libor + 5.00%/Q) |   | 12/2/2016 |   | 6.3 |  |   | 6.1 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | First lien senior secured loan ($9.3 par due 12/2022) |   | 5.00% (Libor + 4.00%/B) |   | 4/6/2017 |   | 9.3 |  |   | 8.9 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | First lien senior secured loan ($4.8 par due 12/2022) |   | 5.00% (Libor + 4.00%/B) |   | 8/22/2017 |   | 4.8 |  |   | 4.6 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($90.0 par due 6/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 89.6 |  |   | 87.3 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($16.6 par due 6/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 16.6 |  |   | 16.1 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($9.2 par due 6/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 4/6/2017 |   | 9.2 |  |   | 8.9 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($4.8 par due 6/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 4/6/2017 |   | 4.8 |  |   | 4.6 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($17.9 par due 6/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 8/22/2017 |   | 17.9 |  |   | 17.4 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($10.3 par due 6/2023) |   | 9.00% (Libor + 8.00%/Q) |   | 4/18/2018 |   | 10.3 |  |   | 9.8 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($38.6 par due 6/2023) |   | 9.00% (Libor + 8.00%/Q) |   | 4/18/2018 |   | 38.6 |  |   | 36.7 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Class A units (500,000 units) |   |   |   | 12/2/2016 |   | 5.0 |  |   | 3.9 |  | (2) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 212.4 |  |   | 204.3 |  |   |   |   |
| MRI Software (15)                                                                                     |   | Provider of real estate and investment management software |   | First lien senior secured loan ($49.8 par due 2/2026) |   | 6.50% (Libor + 5.50%/Q) |   | 2/10/2020 |   | 49.8 |  |   | 48.8 |  | (2)(11) |   |   |
| Novetta Solutions, LLC                                                                                |   | Provider of advanced analytics solutions for the government, defense and commercial industries |   | First lien senior secured loan ($8.5 par due 10/2022) |   | 6.00% (Libor + 5.00%/Q) |   | 1/3/2017 |   | 8.3 |  |   | 8.5 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($31.0 par due 10/2023) |   | 9.50% (Libor + 8.50%/Q) |   | 1/3/2017 |   | 29.7 |  |   | 31.0 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 38.0 |  |   | 39.5 |  |   |   |   |
| 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%/M) |   | 4/20/2016 |   | 9.9 |  |   | 8.7 |  | (2)(11) |   |   |
| Park Place Technologies, LLC (15)                                                                     |   | Provider of hardware maintenance and support services for IT data centers |   | First lien senior secured revolving loan |   |   |   | 3/29/2018 |   | — |  |   | — |  | (13) |   |   |
| 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 |  |   | — |  | (2) |   |   |
| PDI TA Holdings, Inc., Peachtree Parent, Inc. and Insight PDI Holdings, LLC (15)                      |   | Provider of enterprise management software for the convenience retail and petroleum wholesale market |   | First lien senior secured revolving loan ($5.7 par due 10/2024) |   | 5.50% (Libor + 4.50%/Q) |   | 3/19/2019 |   | 5.7 |  |   | 5.6 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | First lien senior secured loan ($54.1 par due 10/2024) |   | 5.50% (Libor + 4.50%/Q) |   | 3/19/2019 |   | 54.1 |  |   | 53.6 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($70.1 par due 10/2025) |   | 9.50% (Libor + 8.50%/Q) |   | 3/19/2019 |   | 70.1 |  |   | 68.7 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Series A preferred shares (13,656 shares) |   | 13.25% PIK |   | 3/19/2019 |   | 16.5 |  |   | 16.2 |  | (2) |   |   |
|                                                                                                  |   |   |   | Class A units (2,062,493 units) |   |   |   | 3/19/2019 |   | 2.1 |  |   | 1.8 |  | (2) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 148.5 |  |   | 145.9 |  |   |   |   |
| Pegasus Global Enterprise Holdings, LLC, Mekone Blocker Acquisition, Inc. and Mekone Parent, LLC (15) |   | Provider of plant maintenance and scheduling software |   | First lien senior secured loan ($20.0 par due 5/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 5/29/2019 |   | 20.0 |  |   | 19.6 |  | (2)(11) |   |   |

----

|                                                                                                                            |
|----------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                 |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                       |   |   |   | First lien senior secured loan ($5.8 par due 5/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 5/29/2019 |   | 5.8 |  |   | 5.7 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($5.9 par due 5/2025) |   | 6.25% (Libor + 5.25%/Q) |   | 6/24/2020 |   | 5.9 |  |   | 5.8 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | Class A units (5,000 units) |   |   |   | 5/29/2019 |   | 5.0 |  |   | 7.6 |  |   |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 36.7 |  |   | 38.7 |  |   |   |   |
| Perforce Software, Inc. (15)                                                                                               |   | Developer of software used for application development |   | First lien senior secured revolving loan ($0.1 par due 7/2024) |   | 4.40% (Libor + 4.25%/M) |   | 7/1/2019 |   | 0.1 |  |   | 0.1 |  | (2) |   |   |
| PHNTM Holdings, Inc. and Planview Parent, Inc.                                                                             |   | Provider of project and portfolio management software |   | First lien senior secured loan ($21.9 par due 1/2023) |   | 6.25% (Libor + 5.25%/M) |   | 1/30/2020 |   | 21.9 |  |   | 21.9 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | Class A common shares (990 shares) |   |   |   | 1/27/2017 |   | 1.0 |  |   | 1.8 |  | (2) |   |   |
|                                                                                                                       |   |   |   | Class B common shares (168,329 shares) |   |   |   | 1/27/2017 |   | — |  |   | 0.3 |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 22.9 |  |   | 24.0 |  |   |   |   |
| Poplicus Incorporated                                                                                                      |   | Business intelligence and market analytics platform for companies that sell to the public sector |   | Warrant to purchase up to 2,402,991 shares of Series C preferred stock (expires 6/2025) |   |   |   | 6/25/2015 |   | 0.1 |  |   | — |  | (2) |   |   |
| Project Alpha Intermediate Holding, Inc. and Qlik Parent, Inc.                                                             |   | Provider of data visualization software for data analytics |   | Class A common shares (7,445 shares) |   |   |   | 8/22/2016 |   | 7.4 |  |   | 11.2 |  | (2) |   |   |
|                                                                                                                       |   |   |   | Class B common shares (1,841,609 shares) |   |   |   | 8/22/2016 |   | 0.1 |  |   | — |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 11.2 |  |   |   |   |
| Project Potter Buyer, LLC and Project Potter Parent, L.P. (15)                                                             |   | Software solutions provider to the ready-mix concrete industry |   | First lien senior secured loan ($44.7 par due 4/2027) |   | 9.25% (Libor + 8.25%/M) |   | 4/23/2020 |   | 44.7 |  |   | 44.7 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | Class A units (1,599 units) |   | 9.00% PIK |   | 4/23/2020 |   | 1.7 |  |   | 1.7 |  | (2) |   |   |
|                                                                                                                       |   |   |   | Class B units (588,636 units) |   |   |   | 4/23/2020 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 46.4 |  |   | 46.4 |  |   |   |   |
| QF Holdings, Inc. (15)                                                                                                     |   | SaaS based electronic health record software provider |   | First lien senior secured loan ($24.4 par due 9/2024) |   | 8.00% (Libor + 7.00%/Q) |   | 9/19/2019 |   | 24.4 |  |   | 24.4 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($4.9 par due 9/2024) |   | 8.00% (Libor + 7.00%/Q) |   | 9/19/2019 |   | 4.9 |  |   | 4.9 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 29.3 |  |   | 29.3 |  |   |   |   |
| Raptor Technologies, LLC and Rocket Parent, LLC (15)                                                                       |   | Provider of SaaS-based safety and security software to the K-12 school market |   | First lien senior secured revolving loan ($0.8 par due 12/2023) |   | 7.00% (Libor + 6.00%/M) |   | 12/17/2018 |   | 0.8 |  |   | 0.8 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($15.7 par due 12/2024) |   | 7.00% (Libor + 6.00%/Q) |   | 12/17/2018 |   | 15.7 |  |   | 15.1 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($5.3 par due 12/2024) |   | 7.00% (Libor + 6.00%/Q) |   | 12/17/2018 |   | 5.3 |  |   | 5.1 |  | (2)(11) |   |   |
|                                                                                                                       |   |   |   | Class A common units (2,294,000 units) |   |   |   | 12/17/2018 |   | 2.3 |  |   | 1.6 |  |   |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 24.1 |  |   | 22.6 |  |   |   |   |
| Regent Education, Inc.                                                                                                     |   | Provider of software solutions designed to optimize the financial aid and enrollment processes |   | Warrant to purchase up to 5,393,194 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                       |   |   |   | Warrant to purchase up to 987 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |   |
| Retriever Medical/Dental Payments LLC, FSDC Holdings, LLC, Rectangle Ware-Ever Pay LLC and Retriever Enterprises, LLC (15) |   | Provider of payment processing services and software to healthcare providers |   | First lien senior secured loan ($26.6 par due 2/2023) |   | 6.75% (Libor + 5.75%/Q) |   | 3/14/2019 |   | 26.6 |  |   | 26.6 |  | (2)(11) |   |   |
| RMCF III CIV XXIX, L.P                                                                                                     |   | Software provider for clinical trial management |   | Limited partnership interest (99.90% interest) |   |   |   | 12/19/2014 |   | 1.0 |  |   | 9.1 |  | (2) |   |   |

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|                                                                                                       |
|-------------------------------------------------------------------------------------------------------|
|                                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                            |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Severin Acquisition, LLC, PeopleAdmin, Inc., Promachos Holding, Inc. and Performance Matters LLC (15) |   | Provider of student information system software solutions to the K-12 education market |   | First lien senior secured loan ($26.7 par due 8/2025) |   | 5.50% (Libor + 4.50%/M) |   | 11/22/2019 |   | 26.7 |  |   | 26.7 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($80.0 par due 8/2026) |   | 6.91% (Libor + 6.75%/M) |   | 6/12/2018 |   | 79.4 |  |   | 80.0 |  | (2) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 106.1 |  |   | 106.7 |  |   |   |   |
| 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 |   | — |  |   | — |  | (2) |   |   |
| SoundCloud Limited                                                                                    |   | Platform for receiving, sending, and distributing music |   | Common stock (73,422 shares) |   |   |   | 8/15/2017 |   | 0.4 |  |   | 0.7 |  | (2)(6) |   |   |
| SpareFoot, LLC (15)                                                                                   |   | PMS solutions and web services for the self-storage industry |   | First lien senior secured revolving loan ($1.2 par due 4/2023) |   | 6.00% (Libor + 5.00%/Q) |   | 4/13/2018 |   | 1.2 |  |   | 1.2 |  | (2)(11)(14) |   |   |
|                                                                                                  |   |   |   | First lien senior secured loan ($1.2 par due 4/2024) |   | 6.00% (Libor + 5.00%/Q) |   | 5/6/2020 |   | 1.2 |  |   | 1.2 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($6.1 par due 4/2025) |   | 10.25% (Libor + 9.25%/Q) |   | 4/13/2018 |   | 6.0 |  |   | 6.1 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($4.2 par due 4/2025) |   | 10.25% (Libor + 9.25%/Q) |   | 8/31/2018 |   | 4.1 |  |   | 4.2 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($2.5 par due 4/2025) |   | 10.25% (Libor + 9.25%/Q) |   | 7/1/2019 |   | 2.5 |  |   | 2.5 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($1.3 par due 4/2025) |   | 10.25% (Libor + 9.25%/Q) |   | 7/1/2019 |   | 1.3 |  |   | 1.3 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($1.1 par due 4/2025) |   | 10.25% (Libor + 9.25%/Q) |   | 5/6/2020 |   | 1.1 |  |   | 1.1 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 17.4 |  |   | 17.6 |  |   |   |   |
| Sparta Systems, Inc., Project Silverback Holdings Corp. and Silverback Holdings, Inc. (15)            |   | Quality management software provider |   | First lien senior secured revolving loan |   |   |   | 8/21/2017 |   | — |  |   | — |  | (13) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($20.0 par due 8/2025) |   | 9.32% (Libor + 8.25%/Q) |   | 8/21/2017 |   | 19.8 |  |   | 17.4 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | Series B preferred shares (10,084 shares) |   |   |   | 8/21/2017 |   | 1.1 |  |   | — |  |   |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 20.9 |  |   | 17.4 |  |   |   |   |
| Storm UK Holdco Limited and Storm US Holdco Inc. (15)                                                 |   | 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) |   | 6.25% (Libor + 5.25%/Q) |   | 5/5/2017 |   | 0.2 |  |   | 0.2 |  | (2)(6)(11) |   |   |
| Surf Holdings, LLC                                                                                    |   | Cybersecurity solutions provider |   | Second lien senior secured loan ($25.0 par due 3/2028) |   | 9.00% (Libor + 8.00%/Q) |   | 3/5/2020 |   | 25.0 |  |   | 25.0 |  | (2)(6)(11) |   |   |
| Telestream Holdings Corporation (15)                                                                  |   | Provider of digital video tools and workflow solutions to the media and entertainment industries |   | First lien senior secured revolving loan |   |   |   | 2/8/2018 |   | — |  |   | — |  | (13) |   |   |
| The Ultimate Software Group, Inc. and H&F Unite Partners, L.P. (15)                               |   | Provider of cloud based HCM solutions for businesses |   | First lien senior secured revolving loan |   |   |   | 5/3/2019 |   | — |  |   | — |  | (6)(13) |   |   |
|                                                                                                  |   |   |   | Second lien senior secured loan ($205.4 par due 5/2027) |   | 8.15% (Libor + 8.00%/M) |   | 5/3/2019 |   | 205.4 |  |   | 205.4 |  | (2)(6) |   |   |
|                                                                                                  |   |   |   | Limited partner interests (12,583,556 interests) |   |   |   | 5/3/2019 |   | 12.6 |  |   | 12.6 |  | (2)(6) |   |   |
|                                                                                                  |   |   |   |   |   |   |   |   |   | 218.0 |  |   | 218.0 |  |   |   |   |
| TimeClock Plus, LLC (15)                                                                              |   | Workforce management solutions provider |   | First lien senior secured loan ($35.2 par due 8/2026) |   | 6.25% (Libor + 5.25%/Q) |   | 8/30/2019 |   | 35.2 |  |   | 35.2 |  | (2)(11) |   |   |
| Vela Trading Technologies, LLC (15)                                                                   |   | Provider of market data software and content to global financial services clients |   | First lien senior secured revolving loan ($1.6 par due 6/2022) |   | 6.50% (Libor + 5.00% Cash, 0.50% PIK/Q) |   | 2/8/2018 |   | 1.6 |  |   | 1.5 |  | (2)(11) |   |   |
|                                                                                                  |   |   |   | First lien senior secured loan ($4.6 par due 6/2022) |   | 6.50% (Libor + 5.00% Cash, 0.50% PIK/Q) |   | 4/17/2018 |   | 4.6 |  |   | 4.4 |  | (2)(11) |   |   |

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|                                                                                             |
|---------------------------------------------------------------------------------------------|
|                                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                  |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                        |   |   |   |   |   |   |   |   |   | 6.2 |  |   | 5.9 |  |   |   |   |
| Velocity Holdings Corp.                                                                     |   | Hosted enterprise resource planning application management services provider |   | Common units (1,713,546 units) |   |   |   | 12/13/2013 |   | 4.5 |  |   | 2.1 |  |   |   |   |
| Verscend Holding Corp. (15)                                                                 |   | Healthcare analytics solutions provider |   | First lien senior secured revolving loan |   |   |   | 8/27/2018 |   | — |  |   | — |  | (13) |   |   |
| WebPT, Inc. (15)                                                                            |   | Electronic medical record software provider |   | First lien senior secured loan ($48.1 par due 8/2024) |   | 7.75% (Libor + 6.75%/Q) |   | 8/28/2019 |   | 48.1 |  |   | 46.6 |  | (2)(11) |   |   |
| Zemax Software Holdings, LLC (15)                                                           |   | Provider of optical illumination design software to design engineers |   | First lien senior secured revolving loan ($2.0 par due 6/2024) |   | 8.00% (Base Rate + 4.75%/Q) |   | 6/25/2018 |   | 2.0 |  |   | 2.0 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($16.7 par due 6/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 6/25/2018 |   | 16.7 |  |   | 16.7 |  | (2)(11) |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 18.7 |  |   | 18.7 |  |   |   |   |
| Zywave, Inc. (15)                                                                           |   | Provider of software and technology-enabled content and analytical solutions to insurance brokers |   | First lien senior secured loan ($0.9 par due 11/2022) |   | 6.00% (Libor + 5.00%/Q) |   | 4/28/2020 |   | 0.9 |  |   | 0.9 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | Second lien senior secured loan ($16.6 par due 11/2023) |   | 10.10% (Libor + 9.00%/Q) |   | 11/17/2016 |   | 16.6 |  |   | 16.6 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | Second lien senior secured loan ($2.3 par due 11/2023) |   | 10.00% (Libor + 9.00%/Q) |   | 12/3/2019 |   | 2.3 |  |   | 2.3 |  | (2)(11) |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 19.8 |  |   | 19.8 |  |   |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 1,970.8 |  |   | 1,975.5 |  |   | 28.37 | % |   |
| Commercial & Professional Services                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Accommodations Plus Technologies LLC and Accommodations Plus Technologies Holdings LLC (15) |   | Provider of outsourced crew accommodations and logistics management solutions to the airline industry |   | First lien senior secured revolving loan ($4.1 par due 5/2023) |   | 10.25% (Libor + 9.25%/Q) |   | 5/11/2018 |   | 4.1 |  |   | 4.0 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | Class A common units (236,358 units) |   |   |   | 5/11/2018 |   | 4.3 |  |   | 4.1 |  |   |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 8.4 |  |   | 8.1 |  |   |   |   |
| Aero Operating LLC                                                                          |   | Provider of snow removal and melting service for airports and marine terminals |   | First lien senior secured loan ($37.0 par due 2/2026) |   | 8.00% (Libor + 6.50%/M) |   | 2/7/2020 |   | 37.0 |  |   | 35.2 |  | (2)(11) |   |   |
| AMCP Clean Intermediate, LLC (15)                                                           |   | Provider of janitorial and facilities management services |   | First lien senior secured revolving loan |   |   |   | 10/1/2018 |   | — |  |   | — |  | (13) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($1.7 par due 10/2024) |   | 7.25% (Libor + 6.25%/Q) |   | 7/31/2020 |   | 1.7 |  |   | 1.7 |  | (2)(11) |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 1.7 |  |   | 1.7 |  |   |   |   |
| Capstone Logistics Acquisition, Inc. (15)                                                   |   | Outsourced supply chain solutions provider to operators of distribution centers |   | First lien senior secured revolving loan |   |   |   | 2/8/2018 |   | — |  |   | — |  | (13) |   |   |
| Cozzini Bros., Inc. and BH-Sharp Holdings LP (15)                                           |   | Provider of commercial knife sharpening and cutlery services in the restaurant industry |   | First lien senior secured revolving loan ($0.3 par due 3/2023) |   | 10.00% (Libor + 4.50% Cash, 4.50% PIK/S) |   | 3/10/2017 |   | 0.3 |  |   | 0.2 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($11.7 par due 3/2023) |   | 10.00% (Libor + 4.50% Cash, 4.50% PIK/Q) |   | 3/10/2017 |   | 11.7 |  |   | 10.1 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | Common units (2,950,000 units) |   |   |   | 3/10/2017 |   | 3.0 |  |   | 0.6 |  | (2) |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 15.0 |  |   | 10.9 |  |   |   |   |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC (4)(15)             |   | Provider of outsourced healthcare linen management solutions |   | First lien senior secured revolving loan |   |   |   | 3/13/2014 |   | — |  |   | — |  | (13) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($10.0 par due 12/2021) |   | 7.25% (Libor + 6.25%/M) |   | 3/13/2014 |   | 10.0 |  |   | 10.0 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($0.9 par due 12/2021) |   | 7.25% (Libor + 6.25%/M) |   | 4/6/2017 |   | 0.9 |  |   | 0.9 |  | (2)(11) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($5.0 par due 12/2021) |   | 7.38% (Libor + 6.25%/Q) |   | 2/22/2019 |   | 5.0 |  |   | 5.0 |  | (2)(11) |   |   |

----

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|-------------------------------------------------------------------|
|                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                        |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                              |   |   |   | First lien senior secured loan ($11.4 par due 12/2021) |   | 7.25% (Libor + 6.25%/M) |   | 6/12/2018 |   | 11.4 |  |   | 11.4 |  | (2)(11) |   |   |
|                                                              |   |   |   | Class A preferred units (3,393,973 units) |   |   |   | 3/13/2014 |   | 4.0 |  |   | 6.0 |  | (2) |   |   |
|                                                              |   |   |   | Class B common units (377,108 units) |   |   |   | 3/13/2014 |   | 0.4 |  |   | 3.4 |  | (2) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 31.7 |  |   | 36.7 |  |   |   |   |
| Divisions Holding Corporation and RC V Tecmo Investor LLC (15)    |   | Technology based aggregator for facility maintenance services |   | First lien senior secured revolving loan ($2.5 par due 8/2026) |   | 7.50% (Libor + 6.50%/Q) |   | 8/14/2020 |   | 2.5 |  |   | 2.5 |  | (2)(11) |   |   |
|                                                              |   |   |   | First lien senior secured loan ($43.6 par due 8/2026) |   | 7.50% (Libor + 6.50%/Q) |   | 8/14/2020 |   | 43.6 |  |   | 43.2 |  | (2)(11) |   |   |
|                                                              |   |   |   | Common member units (9,624,000 units) |   |   |   | 8/14/2020 |   | 9.6 |  |   | 9.6 |  | (2) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 55.7 |  |   | 55.3 |  |   |   |   |
| DTI Holdco, Inc. and OPE DTI Holdings, Inc. (15)                  |   | Provider of legal process outsourcing and managed services |   | First lien senior secured revolving loan ($4.8 par due 9/2021) |   | 5.69% (Libor + 4.50%/Q) |   | 9/23/2016 |   | 4.8 |  |   | 4.2 |  | (2)(11)(14) |   |   |
|                                                              |   |   |   | Class A common stock (7,500 shares) |   |   |   | 8/19/2014 |   | 7.5 |  |   | 4.4 |  | (2) |   |   |
|                                                              |   |   |   | Class B common stock (7,500 shares) |   |   |   | 8/19/2014 |   | — |  |   | — |  | (2) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 12.3 |  |   | 8.6 |  |   |   |   |
| HAI Acquisition Corporation and Aloha Topco, LLC (15)             |   | Professional employer organization offering human resources, compliance and risk management services |   | First lien senior secured loan ($61.9 par due 11/2024) |   | 6.50% (Libor + 5.50%/M) |   | 11/1/2017 |   | 61.9 |  |   | 61.9 |  | (2)(11) |   |   |
|                                                              |   |   |   | Class A units (16,980 units) |   |   |   | 11/1/2017 |   | 1.7 |  |   | 2.7 |  | (2) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 63.6 |  |   | 64.6 |  |   |   |   |
| IMIA Holdings, Inc. (15)                                          |   | Marine preservation maintenance company |   | First lien senior secured revolving loan |   |   |   | 10/26/2018 |   | — |  |   | — |  | (13) |   |   |
|                                                              |   |   |   | First lien senior secured loan ($26.3 par due 10/2025) |   | 5.50% (Libor + 4.50%/Q) |   | 10/26/2018 |   | 26.3 |  |   | 26.3 |  | (2)(11) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 26.3 |  |   | 26.3 |  |   |   |   |
| IRI Holdings, Inc., IRI Group Holdings, Inc. and IRI Parent, L.P. |   | Market research company focused on the consumer packaged goods industry |   | First lien senior secured loan ($57.9 par due 12/2025) |   | 4.40% (Libor + 4.25%/M) |   | 11/30/2018 |   | 57.3 |  |   | 57.3 |  | (2) |   |   |
|                                                              |   |   |   | First lien senior secured loan ($11.0 par due 12/2025) |   | 5.14% (Libor + 5.00%/M) |   | 9/28/2020 |   | 10.5 |  |   | 11.0 |  | (2) |   |   |
|                                                              |   |   |   | Second lien senior secured loan ($86.8 par due 11/2026) |   | 8.15% (Libor + 8.00%/M) |   | 11/30/2018 |   | 85.6 |  |   | 85.9 |  | (2) |   |   |
|                                                              |   |   |   | Series A-1 preferred shares (46,900 shares) |   | 11.50% PIK (Libor + 10.50%/S) |   | 11/30/2018 |   | 58.2 |  |   | 58.3 |  | (2)(11) |   |   |
|                                                              |   |   |   | Class A-1 common units (90,500 units) |   |   |   | 11/30/2018 |   | 9.1 |  |   | 14.1 |  | (2) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 220.7 |  |   | 226.6 |  |   |   |   |
| Kellermeyer Bergensons Services, LLC (15)                         |   | Provider of janitorial and facilities management services |   | First lien senior secured loan ($0.9 par due 11/2026) |   | 7.50% (Libor + 6.50%/Q) |   | 11/7/2019 |   | 0.9 |  |   | 0.9 |  | (2)(11) |   |   |
|                                                              |   |   |   | First lien senior secured loan ($30.0 par due 11/2026) |   | 7.50% (Libor + 6.50%/Q) |   | 11/7/2019 |   | 29.8 |  |   | 30.0 |  | (2)(11) |   |   |
|                                                              |   |   |   | First lien senior secured loan ($6.6 par due 11/2026) |   | 7.73% (Libor + 6.50%/Q) |   | 11/7/2019 |   | 6.6 |  |   | 6.6 |  | (2)(11) |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 37.3 |  |   | 37.5 |  |   |   |   |
| KPS Global LLC and Cool Group LLC                                 |   | Manufacturer of walk-in cooler and freezer systems |   | First lien senior secured loan ($15.2 par due 4/2022) |   | 6.50% (Libor + 5.50%/M) |   | 4/5/2017 |   | 15.2 |  |   | 15.2 |  | (2)(11) |   |   |
|                                                              |   |   |   | First lien senior secured loan ($4.1 par due 4/2022) |   | 6.50% (Libor + 5.50%/M) |   | 11/16/2018 |   | 4.1 |  |   | 4.1 |  | (2)(11) |   |   |
|                                                              |   |   |   | Class A units (13,292 units) |   |   |   | 9/21/2018 |   | 1.1 |  |   | 2.1 |  |   |   |   |
|                                                              |   |   |   |   |   |   |   |   |   | 20.4 |  |   | 21.4 |  |   |   |   |
| Laboratories Bidco LLC (15)                                       |   | Lab testing services for nicotine containing products |   | First lien senior secured loan ($29.6 par due 6/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 10/4/2019 |   | 29.6 |  |   | 29.6 |  | (2)(11) |   |   |

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|                                                                                               |
|-----------------------------------------------------------------------------------------------|
|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                          |   |   |   | First lien senior secured loan ($24.4 par due 6/2024) |   | 7.00% (Libor + 6.00%/Q) |   | 10/4/2019 |   | 24.5 |  |   | 24.4 |  | (2)(11) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 54.1 |  |   | 54.0 |  |   |   |   |
| Microstar Logistics LLC, Microstar Global Asset Management LLC, and MStar Holding Corporation |   | Keg management solutions provider |   | Second lien senior secured loan ($135.4 par due 7/2023) |   | 10.00% PIK (Libor + 9.00%/Q) |   | 8/13/2020 |   | 135.4 |  |   | 116.5 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Series A preferred stock (1,507 shares) |   |   |   | 8/13/2020 |   | 1.5 |  |   | 1.5 |  | (2) |   |   |
|                                                                                          |   |   |   | Common stock (54,710 shares) |   |   |   | 12/14/2012 |   | 4.9 |  |   | 2.9 |  | (2) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 141.8 |  |   | 120.9 |  |   |   |   |
| MSHC, Inc. (15)                                                                               |   | Heating, ventilation and air conditioning services provider |   | First lien senior secured revolving loan |   |   |   | 7/31/2017 |   | — |  |   | — |  | (13) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.5 par due 12/2024) |   | 5.25% (Libor + 4.25%/Q) |   | 7/31/2017 |   | 0.5 |  |   | 0.5 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.8 par due 12/2024) |   | 5.25% (Libor + 4.25%/M) |   | 3/12/2020 |   | 0.8 |  |   | 0.8 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($2.8 par due 12/2025) |   | 9.25% (Libor + 8.25%/Q) |   | 11/20/2018 |   | 2.8 |  |   | 2.8 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($6.7 par due 12/2025) |   | 9.25% (Libor + 8.25%/Q) |   | 3/28/2019 |   | 6.7 |  |   | 6.7 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($46.0 par due 12/2025) |   | 9.25% (Libor + 8.25%/Q) |   | 7/31/2017 |   | 46.0 |  |   | 46.0 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($4.8 par due 12/2025) |   | 9.25% (Libor + 8.25%/Q) |   | 7/31/2017 |   | 4.8 |  |   | 4.8 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($26.4 par due 12/2025) |   | 9.25% (Libor + 8.25%/Q) |   | 6/27/2018 |   | 26.4 |  |   | 26.4 |  | (2)(11) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 88.0 |  |   | 88.0 |  |   |   |   |
| 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 ($31.1 par due 12/2021) |   | 10.75% (Libor + 9.75%/Q) |   | 6/1/2015 |   | 31.1 |  |   | 31.1 |  | (2)(11) |   |   |
| National Intergovernmental Purchasing Alliance Company (15)                                   |   | Leading group purchasing organization (“GPO”) for public agencies and educational institutions in the U.S |   | First lien senior secured revolving loan ($9.0 par due 5/2023) |   | 3.72% (Libor + 3.50%/Q) |   | 5/23/2018 |   | 9.0 |  |   | 8.8 |  | (2) |   |   |
| NM GRC Holdco, LLC                                                                            |   | Regulatory compliance services provider to financial institutions |   | First lien senior secured loan ($35.5 par due 2/2024) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/Q) |   | 2/9/2018 |   | 35.3 |  |   | 33.8 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($9.5 par due 2/2024) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/Q) |   | 2/9/2018 |   | 9.5 |  |   | 9.0 |  | (2)(11) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 44.8 |  |   | 42.8 |  |   |   |   |
| Petroleum Service Group LLC (15)                                                              |   | Provider of operational services for US petrochemical and refining companies |   | First lien senior secured revolving loan |   |   |   | 7/23/2019 |   | — |  |   | — |  | (13) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($36.8 par due 7/2025) |   | 6.25% (Libor + 5.25%/Q) |   | 7/23/2019 |   | 36.8 |  |   | 36.8 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.7 par due 7/2025) |   | 6.25% (Libor + 5.25%/Q) |   | 7/23/2019 |   | 0.7 |  |   | 0.7 |  | (2)(11) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 37.5 |  |   | 37.5 |  |   |   |   |
| Puerto Rico Waste Investment LLC                                                              |   | Waste management service provider |   | First lien senior secured loan ($30.7 par due 9/2024) |   | 8.50% (Libor + 7.00%/M) |   | 9/20/2019 |   | 30.7 |  |   | 30.7 |  | (2)(11) |   |   |
| QC Supply, LLC (15)                                                                           |   | Specialty distributor and solutions provider to the swine and poultry markets |   | First lien senior secured revolving loan ($8.8 par due 12/2021) |   | 7.50% (Libor + 6.50%/M) |   | 12/29/2016 |   | 8.8 |  |   | 8.3 |  | (2)(11)(14) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($25.8 par due 12/2022) |   | 7.50% (Libor + 6.00% Cash, 0.50% PIK/M) |   | 12/29/2016 |   | 25.8 |  |   | 24.3 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($8.7 par due 12/2022) |   | 7.50% (Libor + 6.00% Cash, 0.50% PIK/M) |   | 12/29/2016 |   | 8.7 |  |   | 8.1 |  | (2)(11) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 43.3 |  |   | 40.7 |  |   |   |   |

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|                                                                                                                                                                                                                  |
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                                                                                       |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| R2 Acquisition Corp.                                                                                                                                                                                             |   | Marketing services |   | Common stock (250,000 shares) |   |   |   | 5/29/2007 |   | 0.3 |  |   | 0.3 |  | (2) |   |   |
| RE Community Holdings GP, LLC and RE Community Holdings, LP                                                                                                                                                      |   | Operator of municipal recycling facilities |   | Limited partnership interest (2.86% interest) |   |   |   | 3/1/2011 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                                                                                                             |   |   |   | Limited partnership interest (2.49% interest) |   |   |   | 3/1/2011 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                                                                                                             |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |   |
| Research Now Group, LLC and Survey Sampling International, LLC                                                                                                                                                   |   | Provider of outsourced data collection to the market research industry |   | First lien senior secured loan ($41.2 par due 12/2024) |   | 6.50% (Libor + 5.50%/Q) |   | 2/14/2019 |   | 41.2 |  |   | 39.6 |  | (2)(11) |   |   |
| Revint Intermediate II, LLC (15)                                                                                                                                                                                 |   | Revenue cycle consulting firm to the healthcare industry |   | First lien senior secured revolving loan ($4.8 par due 12/2023) |   | 5.75% (Libor + 4.75%/M) |   | 12/13/2017 |   | 4.8 |  |   | 4.8 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | First lien senior secured loan ($21.1 par due 12/2023) |   | 5.75% (Libor + 4.75%/M) |   | 12/13/2017 |   | 21.1 |  |   | 21.1 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | First lien senior secured loan ($4.6 par due 12/2023) |   | 5.75% (Libor + 4.75%/M) |   | 9/3/2019 |   | 4.6 |  |   | 4.6 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   |   |   |   |   |   |   | 30.5 |  |   | 30.5 |  |   |   |   |
| SecurAmerica, LLC, ERMC LLC, ERMC Of America, LLC, SecurAmerica Corporation, SecurAmerica Aviation Security LLC, American Security Programs, Inc., USI LLC, Argenbright Holdings IV, LLC and Scrub Holdings, Inc |   | Provider of outsourced security guard services, outsourced facilities management and outsourced aviation services |   | First lien senior secured loan ($25.8 par due 12/2023) |   | 10.25% (Libor + 4.50% Cash, 4.50% PIK/M) |   | 12/21/2018 |   | 25.8 |  |   | 25.8 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | First lien senior secured loan ($9.8 par due 12/2023) |   | 10.25% (Libor + 4.50% Cash, 4.50% PIK/M) |   | 12/21/2018 |   | 9.8 |  |   | 9.8 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | First lien senior secured loan ($1.7 par due 12/2023) |   | 10.25% (Libor + 4.50% Cash, 4.50% PIK/M) |   | 12/21/2018 |   | 1.7 |  |   | 1.7 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | First lien senior secured loan ($1.1 par due 12/2023) |   | 10.25% (Libor + 4.50% Cash, 4.50% PIK/M) |   | 12/21/2018 |   | 1.1 |  |   | 1.1 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | First lien senior secured loan ($3.0 par due 7/2021) |   | 10.25% (Libor + 4.50% Cash, 4.50% PIK/M) |   | 4/16/2020 |   | 3.0 |  |   | 3.0 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   |   |   |   |   |   |   | 41.4 |  |   | 41.4 |  |   |   |   |
| SSE Buyer, Inc., Supply Source Enterprises, Inc., Impact Products LLC, The Safety Zone, LLC and SSE Parent, LP (15)                                                                                              |   | Manufacturer and distributor of personal protection equipment, commercial cleaning, maintenance and safety products |   | First lien senior secured loan ($22.2 par due 6/2026) |   | 10.22% (Libor + 9.22%/Q) |   | 6/30/2020 |   | 22.2 |  |   | 22.0 |  | (2)(11) |   |   |
|                                                                                                                                                                                                             |   |   |   | Limited partnership class A-1 units (2,173 units) |   |   |   | 6/30/2020 |   | 1.1 |  |   | 1.3 |  | (2) |   |   |
|                                                                                                                                                                                                             |   |   |   | Limited partnership class A-2 units (2,173 units) |   |   |   | 6/30/2020 |   | 1.1 |  |   | 1.3 |  | (2) |   |   |
|                                                                                                                                                                                                             |   |   |   |   |   |   |   |   |   | 24.4 |  |   | 24.6 |  |   |   |   |
| Startec Equity, LLC (5)                                                                                                                                                                                          |   | Communication services |   | Member interest |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |   |
| TDG Group Holding Company and TDG Co-Invest, LP (15)                                                                                                                                                             |   | Operator of multiple franchise concepts primarily related to home maintenance or repairs |   | First lien senior secured revolving loan |   |   |   | 5/31/2018 |   | — |  |   | — |  | (13) |   |   |
|                                                                                                                                                                                                             |   |   |   | Preferred units (2,871,000 units) |   |   |   | 5/31/2018 |   | 2.9 |  |   | 3.4 |  | (2) |   |   |
|                                                                                                                                                                                                             |   |   |   | Common units (29,000 units) |   |   |   | 5/31/2018 |   | — |  |   | 0.4 |  | (2) |   |   |
|                                                                                                                                                                                                             |   |   |   |   |   |   |   |   |   | 2.9 |  |   | 3.8 |  |   |   |   |

----

|                                                |
|------------------------------------------------|
|                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                     |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Tyden Group Holding Corp.                      |   | 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 |  | (6) |   |   |
|                                           |   |   |   | Common stock (5,521,203 shares) |   |   |   | 1/3/2017 |   | 2.0 |  |   | 1.3 |  | (6) |   |   |
|                                           |   |   |   |   |   |   |   |   |   | 2.4 |  |   | 1.7 |  |   |   |   |
| Visual Edge Technology, Inc.                   |   | Provider of outsourced office solutions with a focus on printer and copier equipment and other parts and supplies |   | First lien senior secured loan ($16.7 par due 8/2022) |   | 8.50% (Libor + 5.75% Cash, 1.25% PIK/Q) |   | 8/31/2017 |   | 16.7 |  |   | 16.2 |  | (2)(11) |   |   |
|                                           |   |   |   | First lien senior secured loan ($15.7 par due 8/2022) |   | 8.50% (Libor + 5.75% Cash, 1.25% PIK/Q) |   | 8/31/2017 |   | 15.7 |  |   | 15.2 |  | (2)(11) |   |   |
|                                           |   |   |   | Senior subordinated loan ($72.2 par due 9/2024) |   | 15.00% PIK |   | 8/31/2017 |   | 70.0 |  |   | 69.3 |  | (2) |   |   |
|                                           |   |   |   | Warrant to purchase up to 3,094,492 shares of common stock (expires 8/2027) |   |   |   | 8/31/2017 |   | — |  |   | — |  | (2) |   |   |
|                                           |   |   |   | Warrant to purchase up to 2,838,079 shares of preferred stock (expires 8/2027) |   |   |   | 8/31/2017 |   | 3.9 |  |   | 2.6 |  | (2) |   |   |
|                                           |   |   |   |   |   |   |   |   |   | 106.3 |  |   | 103.3 |  |   |   |   |
| VLS Recovery Services, LLC (15)                |   | Provider of commercial and industrial waste processing and disposal services |   | First lien senior secured revolving loan |   |   |   | 10/17/2017 |   | — |  |   | — |  | (13) |   |   |
| VRC Companies, LLC (15)                        |   | Provider of records and information management services |   | First lien senior secured loan ($13.0 par due 3/2023) |   | 7.50% (Libor + 6.50%/Q) |   | 3/31/2017 |   | 13.0 |  |   | 13.0 |  | (2)(11) |   |   |
|                                           |   |   |   | First lien senior secured loan ($10.8 par due 3/2023) |   | 7.50% (Libor + 6.50%/Q) |   | 2/25/2020 |   | 10.8 |  |   | 10.8 |  | (2)(11) |   |   |
|                                           |   |   |   |   |   |   |   |   |   | 23.8 |  |   | 23.8 |  |   |   |   |
| WCI-HFG Holdings, LLC                          |   | Distributor of repair and replacement parts for commercial kitchen equipment |   | Preferred units (1,400,000 units) |   |   |   | 10/20/2015 |   | 1.4 |  |   | 1.9 |  | (2) |   |   |
| XIFIN, Inc. and ACP Charger Co-Invest LLC (15) |   | Revenue cycle management provider to labs |   | First lien senior secured revolving loan ($0.9 par due 2/2026) |   | 6.88% (Libor + 5.75%/Q) |   | 2/6/2020 |   | 0.9 |  |   | 0.9 |  | (2)(11) |   |   |
|                                           |   |   |   | First lien senior secured loan ($2.1 par due 2/2026) |   | 6.75% (Libor + 5.75%/Q) |   | 2/6/2020 |   | 2.1 |  |   | 2.1 |  | (2)(11) |   |   |
|                                           |   |   |   | Common stock (180,000 shares) |   |   |   | 2/6/2020 |   | 1.8 |  |   | 1.5 |  | (2) |   |   |
|                                           |   |   |   |   |   |   |   |   |   | 4.8 |  |   | 4.5 |  |   |   |   |
|                                           |   |   |   |   |   |   |   |   |   | 1,289.8 |  |   | 1,262.8 |  |   | 18.13 | % |   |
| Investment Funds and Vehicles                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ACAS Equity Holdings Corporation (5)           |   | Investment company |   | Common stock (589 shares) |   |   |   | 1/3/2017 |   | 0.4 |  |   | — |  | (6) |   |   |
| Ares IIIR/IVR CLO Ltd.                         |   | Investment vehicle |   | Subordinated notes ($20.0 par due 4/2021) |   |   |   | 1/3/2017 |   | — |  |   | 0.1 |  | (6) |   |   |
| Blue Wolf Capital Fund II, L.P. (4)            |   | Investment partnership |   | Limited partnership interest (8.50% interest) |   |   |   | 1/3/2017 |   | 1.6 |  |   | 5.1 |  | (6)(18) |   |   |
| Carlyle Global Market Strategies CLO 2015-3    |   | Investment vehicle |   | Subordinated notes ($24.6 par due 7/2028) |   | 34.20% |   | 1/3/2017 |   | 12.3 |  |   | 5.2 |  | (6) |   |   |
| CoLTs 2005-1 Ltd. (5)                          |   | Investment vehicle |   | Preferred shares (360 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |   |
| CoLTs 2005-2 Ltd. (5)                          |   | Investment vehicle |   | Preferred shares (34,170,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |   |
| CREST Exeter Street Solar 2004-1               |   | Investment vehicle |   | Preferred shares (3,500,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |   |
| European Capital UK SME Debt LP (4)            |   | Investment partnership |   | Limited partnership interest (45% interest) |   |   |   | 1/3/2017 |   | 27.3 |  |   | 26.8 |  | (6)(16) |   |   |
| HCI Equity, LLC (5)                            |   | Investment company |   | Member interest (100.00% interest) |   |   |   | 4/1/2010 |   | — |  |   | 0.1 |  | (6)(18) |   |   |
| OHA Credit Partners XI                         |   | Investment vehicle |   | Subordinated notes ($17.8 par due 1/2032) |   | 16.60% |   | 1/3/2017 |   | 12.4 |  |   | 11.8 |  | (6) |   |   |
| Partnership Capital Growth Investors III, L.P. |   | Investment partnership |   | Limited partnership interest (2.50% interest) |   |   |   | 10/5/2011 |   | 2.4 |  |   | 3.4 |  | (6)(18) |   |   |

----

|                                                                                                 |
|-------------------------------------------------------------------------------------------------|
|                                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                      |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| PCG-Ares Sidecar Investment II, L.P. (4)                                                        |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 10/31/2014 |   | 6.9 |  |   | 10.7 |  | (2)(6)(16) |   |   |
| PCG-Ares Sidecar Investment, L.P. (4)                                                           |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 5/22/2014 |   | 4.8 |  |   | 0.5 |  | (6)(16) |   |   |
| Piper Jaffray Merchant Banking Fund I, L.P.                                                     |   | Investment partnership |   | Limited partnership interest (2.00% interest) |   |   |   | 8/16/2012 |   | 1.1 |  |   | 1.3 |  | (6)(18) |   |   |
| Senior Direct Lending Program, LLC (5)(17)                                                      |   | Co-investment vehicle |   | Subordinated certificates ($928.5 par due 12/2036) |   | 8.23% (Libor + 8.00%/Q)(12) |   | 7/27/2016 |   | 928.5 |  |   | 928.5 |  | (6) |   |   |
|                                                                                            |   |   |   | Member interest (87.50% interest) |   |   |   | 7/27/2016 |   | — |  |   | — |  | (6) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 928.5 |  |   | 928.5 |  |   |   |   |
| Voya CLO 2014-4 Ltd.                                                                            |   | Investment vehicle |   | Subordinated notes ($26.7 par due 7/2031) |   | 22.60% |   | 1/3/2017 |   | 12.9 |  |   | 4.3 |  | (6) |   |   |
| VSC Investors LLC                                                                               |   | Investment company |   | Membership interest (1.95% interest) |   |   |   | 1/24/2008 |   | 0.3 |  |   | 0.5 |  | (2)(6)(18) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 1,010.9 |  |   | 998.3 |  |   | 14.34 | % |   |
| Diversified Financials                                                                          |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Commercial Credit Group, Inc.                                                                   |   | Commercial equipment finance and leasing company |   | Senior subordinated loan ($8.5 par due 8/2022) |   | 11.00% (Libor + 9.75%/M) |   | 5/10/2012 |   | 8.5 |  |   | 8.5 |  | (2)(11) |   |   |
| DFC Global Facility Borrower III LLC (15)                                                       |   | Non-bank provider of alternative financial services |   | First lien senior secured revolving loan ($114.4 par due 9/2024) |   | 11.75% (Libor + 10.75%/M) |   | 8/9/2019 |   | 114.4 |  |   | 113.9 |  | (2)(6)(11) |   |   |
| eCapital Finance Corp. (15)                                                                     |   | Consolidator of commercial finance businesses |   | Senior subordinated loan ($36.5 par due 1/2025) |   | 10.00% (Libor + 8.50%/M) |   | 1/31/2020 |   | 36.5 |  |   | 36.5 |  | (2)(11) |   |   |
|                                                                                            |   |   |   | Senior subordinated loan ($37.7 par due 1/2025) |   | 10.00% (Libor + 8.50%/M) |   | 1/31/2020 |   | 37.7 |  |   | 37.7 |  | (2)(11) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 74.2 |  |   | 74.2 |  |   |   |   |
| EP Wealth Advisors, LLC (15)                                                                    |   | Wealth management and financial planning firm |   | First lien senior secured loan ($0.1 par due 9/2026) |   | 6.25% (Libor + 5.25%/Q) |   | 9/4/2020 |   | 0.1 |  |   | 0.1 |  | (2)(11) |   |   |
| Ivy Hill Asset Management, L.P. (5)                                                             |   | Asset management services |   | Senior subordinated loan ($150.0 par due 5/2023) |   | 7.25% (Libor + 6.50%/Q) |   | 2/8/2018 |   | 150.0 |  |   | 150.0 |  | (2)(6)(11) |   |   |
|                                                                                            |   |   |   | Member interest (100.00% interest) |   |   |   | 6/15/2009 |   | 469.0 |  |   | 540.5 |  | (6) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 619.0 |  |   | 690.5 |  |   |   |   |
| Javlin Three LLC, Javlin Four LLC, and Javlin Five LLC                                          |   | Asset-backed financial services company |   | First lien senior secured loan ($16.0 par due 6/2017) |   |   |   | 6/24/2014 |   | 12.9 |  |   | 1.0 |  | (2)(6)(10) |   |   |
| Joyce Lane Capital LLC and Joyce Lane Financing SPV LLC (fka Ciena Capital LLC) (5)(15)         |   | Specialty finance company |   | First lien senior secured loan ($0.6 par due 12/2022) |   | 4.31% (Libor + 4.00%/Q) |   | 12/27/2018 |   | 0.6 |  |   | 0.6 |  | (2)(6) |   |   |
|                                                                                            |   |   |   | Equity interests |   |   |   | 11/29/2010 |   | — |  |   | — |  | (2)(6) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 0.6 |  |   | 0.6 |  |   |   |   |
| LS DE LLC and LM LSQ Investors LLC                                                              |   | Asset based lender |   | Senior subordinated loan ($37.0 par due 3/2024) |   | 10.50% |   | 6/25/2015 |   | 37.0 |  |   | 36.3 |  | (2)(6) |   |   |
|                                                                                            |   |   |   | Senior subordinated loan ($3.0 par due 6/2021) |   | 10.50% |   | 6/15/2017 |   | 3.0 |  |   | 2.9 |  | (2)(6) |   |   |
|                                                                                            |   |   |   | Membership units (3,275,000 units) |   |   |   | 6/25/2015 |   | 3.3 |  |   | 3.8 |  | (6) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 43.3 |  |   | 43.0 |  |   |   |   |
| Rialto Management Group, LLC (15)                                                               |   | Investment and asset management platform focused on real estate |   | First lien senior secured revolving loan |   |   |   | 11/30/2018 |   | — |  |   | — |  | (6)(13) |   |   |
|                                                                                            |   |   |   | First lien senior secured loan ($0.9 par due 12/2024) |   | 4.65% (Libor + 4.50%/M) |   | 11/30/2018 |   | 0.9 |  |   | 0.9 |  | (2)(6) |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 0.9 |  |   |   |   |
| TA/WEG Holdings, LLC (15)                                                                       |   | Wealth management and financial planning firm |   | First lien senior secured loan ($2.5 par due 10/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 10/2/2019 |   | 2.5 |  |   | 2.5 |  | (2)(11) |   |   |
| The Ultimus Group Midco, LLC, The Ultimus Group, LLC, and The Ultimus Group Aggregator, LP (15) |   | Provider of asset-servicing capabilities for fund managers |   | First lien senior secured revolving loan ($4.0 par due 2/2024) |   | 5.50% (Libor + 4.50%/Q) |   | 2/1/2019 |   | 4.0 |  |   | 3.8 |  | (2)(11) |   |   |

----

|                                                                                       |
|---------------------------------------------------------------------------------------|
|                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                            |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                  |   |   |   | First lien senior secured loan ($38.3 par due 2/2026) |   | 5.50% (Libor + 4.50%/Q) |   | 2/1/2019 |   | 38.3 |  |   | 36.7 |  | (2)(11) |   |   |
|                                                                                  |   |   |   | Class A units (1,443 units) |   |   |   | 2/1/2019 |   | 1.6 |  |   | 0.8 |  |   |   |   |
|                                                                                  |   |   |   | Class A units (245 units) |   |   |   | 2/1/2019 |   | 0.2 |  |   | — |  |   |   |   |
|                                                                                  |   |   |   | Class B units (2,167,424 units) |   |   |   | 2/1/2019 |   | — |  |   | — |  |   |   |   |
|                                                                                  |   |   |   | Class B units (245,194 units) |   |   |   | 2/1/2019 |   | — |  |   | — |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 44.1 |  |   | 41.3 |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 920.5 |  |   | 976.5 |  |   | 14.02 | % |   |
| Power Generation                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Apex Clean Energy Holdings, LLC                                                       |   | Developer, builder and owner of utility-scale wind and solar power facilities |   | First lien senior secured loan ($75.6 par due 9/2022) |   | 7.75% (Libor + 6.75%/Q) |   | 9/24/2018 |   | 75.6 |  |   | 75.6 |  | (2)(11) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($19.3 par due 9/2022) |   | 7.75% (Libor + 6.75%/Q) |   | 6/10/2019 |   | 19.3 |  |   | 19.3 |  | (2)(11) |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 94.9 |  |   | 94.9 |  |   |   |   |
| Beacon RNG LLC                                                                        |   | Owner of natural gas facilities |   | Class B units (35,000,000 units) |   |   |   | 3/11/2019 |   | 35.0 |  |   | 37.0 |  |   |   |   |
| CPV Maryland Holding Company II, LLC                                                  |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($64.0 par due 12/2020) |   |   |   | 8/8/2014 |   | 59.9 |  |   | 56.3 |  | (2)(10) |   |   |
| DGH Borrower LLC                                                                      |   | Developer, owner and operator of quick start, small-scale natural gas-fired power generation projects |   | First lien senior secured loan ($50.3 par due 6/2023) |   | 8.25% (Libor + 7.25%/Q) |   | 6/8/2018 |   | 50.3 |  |   | 46.8 |  | (2)(11) |   |   |
| Green Energy Partners, Stonewall LLC and Panda Stonewall Intermediate Holdings II LLC |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($14.4 par due 11/2021) |   | 6.50% (Libor + 5.50%/Q) |   | 11/13/2014 |   | 14.4 |  |   | 12.5 |  | (2)(11) |   |   |
|                                                                                  |   |   |   | Senior subordinated loan ($23.3 par due 12/2021) |   | 7.00% Cash, 6.25% PIK |   | 11/13/2014 |   | 23.3 |  |   | 20.0 |  | (2) |   |   |
|                                                                                  |   |   |   | Senior subordinated loan ($108.8 par due 12/2021) |   | 7.00% Cash, 6.25% PIK |   | 11/13/2014 |   | 108.8 |  |   | 93.6 |  | (2) |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 146.5 |  |   | 126.1 |  |   |   |   |
| Heelstone Renewable Energy, LLC (5)(15)                                               |   | Provider of cloud based IT solutions, infrastructure and services |   | First lien senior secured loan ($8.9 par due 8/2023) |   | 12.00% |   | 8/4/2020 |   | 8.9 |  |   | 8.9 |  | (2) |   |   |
|                                                                                  |   |   |   | Preferred equity (2,700,000 shares) |   |   |   | 6/28/2019 |   | 29.4 |  |   | 35.2 |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 38.3 |  |   | 44.1 |  |   |   |   |
| Navisun LLC and Navisun Holdings LLC (5)(15)                                          |   | Owner and operater of commercial and industrial solar projects |   | First lien senior secured loan ($52.2 par due 11/2023) |   | 8.00% PIK |   | 11/15/2017 |   | 52.2 |  |   | 52.2 |  | (2) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($14.5 par due 11/2023) |   | 9.00% PIK |   | 3/7/2019 |   | 14.5 |  |   | 14.5 |  | (2) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($38.9 par due 11/2023) |   | 8.00% PIK |   | 8/15/2019 |   | 38.9 |  |   | 38.9 |  | (2) |   |   |
|                                                                                  |   |   |   | Series A preferred (1,000 units) |   | 10.50% PIK |   | 11/15/2017 |   | 12.3 |  |   | 12.3 |  |   |   |   |
|                                                                                  |   |   |   | Class A units (550 units) |   |   |   | 11/15/2017 |   | — |  |   | 0.5 |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 117.9 |  |   | 118.4 |  |   |   |   |
| Panda Temple Power, LLC and T1 Power Holdings LLC (4)                                 |   | Gas turbine power generation facilities operator |   | Second lien senior secured loan ($10.5 par due 2/2023) |   | 9.00% PIK (Libor + 8.00%/M) |   | 3/6/2015 |   | 10.5 |  |   | 10.5 |  | (2)(11) |   |   |
|                                                                                  |   |   |   | Class A Common units (616,122 shares) |   |   |   | 3/6/2015 |   | 15.0 |  |   | 9.2 |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 25.5 |  |   | 19.7 |  |   |   |   |
| 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 |   | 5.3 |  |   | 14.7 |  | (2) |   |   |
| PosiGen Backleverage, LLC and PosiGen, Inc. (15)                                      |   | Seller and leaser of solar power systems for residential and commercial customers |   | First lien senior secured loan ($43.8 par due 1/2023) |   | 10.50% (Libor + 7.00% Cash, 1.50% PIK/Q) |   | 9/29/2020 |   | 42.7 |  |   | 42.7 |  | (2)(11) |   |   |

----

|                                                                                     |
|-------------------------------------------------------------------------------------|
|                                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                          |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                |   |   |   | First lien senior secured loan ($0.8 par due 1/2023) |   | 15.00% (Libor + 7.00% Cash, 6.00% PIK/Q) |   | 9/29/2020 |   | 0.8 |  |   | 0.8 |  | (2)(11) |   |   |
|                                                                                |   |   |   | Warrant to purchase up to 78,632 shares of common stock (expires 1/2027) |   |   |   | 1/29/2020 |   | — |  |   | — |  | (2) |   |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 43.5 |  |   | 43.5 |  |   |   |   |
| Riverview Power LLC                                                                 |   | Operator of natural gas and oil fired power generation facilities |   | First lien senior secured loan ($77.6 par due 12/2022) |   | 9.00% (Libor + 8.00%/Q) |   | 12/29/2016 |   | 76.7 |  |   | 77.6 |  | (2)(11) |   |   |
| SE1 Generation, LLC                                                                 |   | Solar power developer |   | Senior subordinated loan ($54.9 par due 12/2022) |   | 5.50% Cash, 4.00% PIK |   | 12/17/2019 |   | 54.9 |  |   | 53.8 |  | (2) |   |   |
| Sunrun Atlas Depositor 2019-2, LLC and Sunrun Atlas Holdings 2019-2, LLC            |   | Residential solar energy provider |   | First lien senior secured loan ($0.1 par due 2/2055) |   | 3.61% |   | 10/28/2019 |   | 0.1 |  |   | 0.1 |  | (2) |   |   |
|                                                                                |   |   |   | Senior subordinated loan ($135.8 par due 11/2025) |   | 8.75% (Libor + 4.75% Cash, 2.00% PIK/Q) |   | 11/26/2019 |   | 135.8 |  |   | 135.8 |  | (2)(11) |   |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 135.9 |  |   | 135.9 |  |   |   |   |
| Sunrun Xanadu Issuer 2019-1, LLC and Sunrun Xanadu Holdings 2019-1, LLC             |   | Residential solar energy provider |   | First lien senior secured loan ($0.4 par due 6/2054) |   | 3.98% |   | 6/7/2019 |   | 0.4 |  |   | 0.4 |  | (2) |   |   |
|                                                                                |   |   |   | Senior subordinated loan ($66.2 par due 7/2030) |   | 8.75% (Libor + 4.75% Cash, 2.00% PIK/Q) |   | 6/27/2019 |   | 66.2 |  |   | 66.2 |  | (2)(11) |   |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 66.6 |  |   | 66.6 |  |   |   |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 951.2 |  |   | 935.4 |  |   | 13.43 | % |   |
| Consumer Services                                                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. (5) |   | Restaurant owner and operator |   | First lien senior secured loan ($56.6 par due 12/2019) |   |   |   | 11/27/2006 |   | 39.9 |  |   | — |  | (2)(10) |   |   |
|                                                                                |   |   |   | First lien senior secured loan ($6.3 par due 12/2019) |   |   |   | 12/22/2016 |   | 4.8 |  |   | — |  | (2)(10) |   |   |
|                                                                                |   |   |   | Promissory note ($31.8 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) |   |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 58.5 |  |   | — |  |   |   |   |
| Aimbridge Acquisition Co., Inc.                                                     |   | Hotel operator |   | Second lien senior secured loan ($22.5 par due 2/2027) |   | 7.66% (Libor + 7.50%/M) |   | 2/1/2019 |   | 22.1 |  |   | 20.0 |  | (2) |   |   |
| American Residential Services L.L.C.                                                |   | Heating, ventilation and air conditioning services provider |   | Second lien senior secured loan ($70.8 par due 12/2022) |   | 9.00% (Libor + 8.00%/M) |   | 6/30/2014 |   | 70.6 |  |   | 70.8 |  | (2)(11) |   |   |
| ATI Restoration, LLC (15)                                                           |   | Provider of disaster recovery services |   | First lien senior secured loan ($33.7 par due 7/2026) |   | 6.50% (Libor + 5.50%/Q) |   | 7/31/2020 |   | 33.7 |  |   | 33.4 |  | (2)(11) |   |   |
| ChargePoint, Inc.                                                                   |   | Developer and operator of electric vehicle charging stations |   | Warrant to purchase up to 809,126 shares of Series E preferred stock (expires 12/2024) |   |   |   | 12/30/2014 |   | 0.3 |  |   | 3.0 |  | (2) |   |   |
| Cipriani USA, Inc.                                                                  |   | Manager and operator of banquet facilities, restaurants, hotels and other leisure properties |   | First lien senior secured loan ($70.0 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 5/30/2018 |   | 68.4 |  |   | 63.0 |  | (2)(11) |   |   |
|                                                                                |   |   |   | First lien senior secured loan ($12.4 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 11/5/2018 |   | 12.4 |  |   | 11.2 |  | (2)(11) |   |   |
|                                                                                |   |   |   | First lien senior secured loan ($15.3 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 7/3/2019 |   | 15.0 |  |   | 13.8 |  | (2)(11) |   |   |
|                                                                                |   |   |   | First lien senior secured loan ($20.3 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 12/27/2019 |   | 18.4 |  |   | 18.3 |  | (2)(11) |   |   |

----

|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                               |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                     |   |   |   | First lien senior secured loan ($3.1 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 8/20/2018 |   | 3.1 |  |   | 2.8 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($3.1 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 11/5/2018 |   | 3.1 |  |   | 2.8 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($4.9 par due 5/2023) |   | 12.25% (Libor + 11.25%/M) |   | 6/30/2020 |   | 4.9 |  |   | 4.5 |  | (2)(11) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 125.3 |  |   | 116.4 |  |   |   |   |
| Concert Golf Partners Holdco LLC (15)                    |   | Golf club owner and operator |   | First lien senior secured loan ($18.2 par due 8/2025) |   | 5.50% (Libor + 4.50%/Q) |   | 8/20/2019 |   | 18.2 |  |   | 18.2 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($2.3 par due 8/2025) |   | 5.50% (Libor + 4.50%/Q) |   | 8/20/2019 |   | 2.3 |  |   | 2.3 |  | (2)(11) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 20.5 |  |   | 20.5 |  |   |   |   |
| FWR Holding Corporation (15)                             |   | Restaurant owner, operator, and franchisor |   | First lien senior secured revolving loan |   |   |   | 8/21/2017 |   | — |  |   | — |  | (13) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($4.0 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 8/21/2017 |   | 4.0 |  |   | 3.8 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($0.5 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 8/21/2017 |   | 0.5 |  |   | 0.5 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($0.5 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 2/28/2019 |   | 0.5 |  |   | 0.5 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($0.8 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 2/28/2019 |   | 0.8 |  |   | 0.8 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($0.5 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 2/28/2019 |   | 0.5 |  |   | 0.5 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($0.7 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 2/28/2019 |   | 0.7 |  |   | 0.6 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($1.8 par due 8/2023) |   | 8.00% (Libor + 5.50% Cash, 1.50% PIK/Q) |   | 12/20/2019 |   | 1.8 |  |   | 1.7 |  | (2)(11) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 8.8 |  |   | 8.4 |  |   |   |   |
| Garden Fresh Restaurant Corp. and GFRC Holdings LLC (15) |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($6.6 par due 2/2022) |   |   |   | 2/1/2017 |   | 6.2 |  |   | — |  | (2)(10) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($19.0 par due 2/2022) |   |   |   | 2/1/2017 |   | 17.9 |  |   | — |  | (2)(10) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 24.1 |  |   | — |  |   |   |   |
| Jenny C Acquisition, Inc.                                |   | Health club franchisor |   | Senior subordinated loan ($1.3 par due 4/2025) |   | 8.00% PIK |   | 4/5/2019 |   | 1.3 |  |   | 1.3 |  | (2) |   |   |
| Jim N Nicks Management, LLC (15)                         |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($4.9 par due 7/2023) |   | 6.25% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 4.9 |  |   | 4.4 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($13.8 par due 7/2023) |   | 6.25% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 13.8 |  |   | 12.4 |  | (2)(11) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($1.1 par due 7/2023) |   | 6.25% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 1.1 |  |   | 1.0 |  | (2)(11) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 19.8 |  |   | 17.8 |  |   |   |   |
| ME Equity LLC                                            |   | Franchisor in the massage industry |   | Common stock (3,000,000 shares) |   |   |   | 9/27/2012 |   | 3.0 |  |   | 3.4 |  | (2) |   |   |
| Movati Athletic (Group) Inc. (15)                        |   | Premier health club operator |   | First lien senior secured loan ($2.8 par due 10/2022) |   | 7.50% (CDOR + 5.50% Cash, 0.50% PIK/Q) |   | 10/5/2017 |   | 3.0 |  |   | 2.7 |  | (2)(6)(11) |   |   |

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|                                                                                                                                                                        |
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                                             |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($2.0 par due 10/2022) |   | 7.50% (CDOR + 5.50% Cash, 0.50% PIK/Q) |   | 10/5/2017 |   | 2.0 |  |   | 2.0 |  | (2)(6)(11) |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 5.0 |  |   | 4.7 |  |   |   |   |
| OTG Management, LLC (15)                                                                                                                                               |   | Airport restaurant operator |   | First lien senior secured revolving loan ($10.0 par due 8/2021) |   | 10.00% (Libor + 9.00%/Q) |   | 8/26/2016 |   | 10.0 |  |   | 8.6 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($23.6 par due 8/2021) |   | 10.00% (Libor + 9.00%/Q) |   | 8/26/2016 |   | 23.6 |  |   | 20.3 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($97.6 par due 8/2021) |   | 10.00% (Libor + 9.00%/Q) |   | 8/26/2016 |   | 97.6 |  |   | 83.9 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($9.5 par due 8/2021) |   | 10.00% (Libor + 9.00%/Q) |   | 10/10/2018 |   | 9.5 |  |   | 8.2 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | Senior subordinated loan ($37.4 par due 2/2022) |   |   |   | 8/26/2016 |   | 36.1 |  |   | 29.1 |  | (2)(10) |   |   |
|                                                                                                                                                                   |   |   |   | Class A preferred units (3,000,000 units) |   |   |   | 8/26/2016 |   | 38.3 |  |   | — |  |   |   |   |
|                                                                                                                                                                   |   |   |   | Common units (3,000,000 units) |   |   |   | 1/5/2011 |   | 3.0 |  |   | — |  |   |   |   |
|                                                                                                                                                                   |   |   |   | Warrant to purchase up to 7.73% of common units |   |   |   | 6/19/2008 |   | 0.1 |  |   | — |  |   |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 218.2 |  |   | 150.1 |  |   |   |   |
| Portillo's Holdings, LLC                                                                                                                                               |   | Fast casual restaurant brand |   | First lien senior secured loan ($9.5 par due 9/2024) |   | 6.50% (Libor + 5.50%/Q) |   | 6/30/2020 |   | 8.8 |  |   | 9.0 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | Second lien senior secured loan ($34.0 par due 12/2024) |   | 10.75% (Libor + 9.50%/Q) |   | 11/27/2019 |   | 33.1 |  |   | 32.9 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 41.9 |  |   | 41.9 |  |   |   |   |
| Pyramid Management Advisors, LLC and Pyramid Investors, LLC (15)                                                                                                       |   | Hotel operator |   | First lien senior secured revolving loan ($9.4 par due 7/2023) |   | 6.50% (Libor + 5.50%/Q) |   | 4/12/2018 |   | 9.4 |  |   | 8.5 |  | (2)(11)(14) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($16.7 par due 7/2023) |   | 6.50% (Libor + 5.50%/Q) |   | 4/12/2018 |   | 16.7 |  |   | 15.0 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($1.4 par due 7/2023) |   | 6.50% (Libor + 5.50%/Q) |   | 4/12/2018 |   | 1.4 |  |   | 1.3 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($6.3 par due 7/2023) |   | 6.50% (Libor + 5.50%/Q) |   | 12/27/2019 |   | 6.3 |  |   | 5.7 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | Preferred membership units (996,833 units) |   |   |   | 7/15/2016 |   | 1.0 |  |   | 0.3 |  |   |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 34.8 |  |   | 30.8 |  |   |   |   |
| Safe Home Security, Inc., Security Systems Inc., Safe Home Monitoring, Inc., National Protective Services, Inc., Bright Integrations LLC and Medguard Alert, Inc. (15) |   | Provider of safety systems for business and residential customers |   | First lien senior secured loan ($45.3 par due 8/2024) |   | 8.25% (Libor + 7.25%/M) |   | 8/4/2020 |   | 45.3 |  |   | 44.8 |  | (2)(11) |   |   |
| Spectra Finance, LLC (15)                                                                                                                                              |   | Venue management and food and beverage provider |   | First lien senior secured revolving loan ($23.5 par due 4/2023) |   | 5.00% (Libor + 4.00%/M) |   | 4/2/2018 |   | 23.5 |  |   | 21.1 |  | (2)(11)(14) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($3.4 par due 4/2024) |   | 5.25% (Libor + 4.25%/Q) |   | 4/2/2018 |   | 3.4 |  |   | 3.1 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 26.9 |  |   | 24.2 |  |   |   |   |
| Spin HoldCo Inc. and Airvending Limited                                                                                                                                |   | Laundry service and equipment provider |   | First lien senior secured loan ($0.4 par due 11/2022) |   | 4.25% (Libor + 3.25%/Q) |   | 3/26/2020 |   | 0.3 |  |   | 0.4 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($15.8 par due 11/2022) |   | 7.00% (Libor + 6.00%/Q) |   | 5/15/2020 |   | 15.8 |  |   | 15.8 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | First lien senior secured loan ($11.1 par due 11/2022) |   | 7.00% (Libor + 6.00%/Q) |   | 5/15/2020 |   | 11.1 |  |   | 11.1 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   | Second lien senior secured loan ($154.2 par due 5/2023) |   | 8.50% (Libor + 7.50%/Q) |   | 5/14/2013 |   | 154.2 |  |   | 152.6 |  | (2)(11) |   |   |
|                                                                                                                                                                   |   |   |   |   |   |   |   |   |   | 181.4 |  |   | 179.9 |  |   |   |   |

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|                                                                                               |
|-----------------------------------------------------------------------------------------------|
|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Sunshine Sub, LLC (15)                                                                        |   | Premier health club operator |   | First lien senior secured revolving loan ($0.6 par due 5/2024) |   | 6.25% (Libor + 5.25%/M) |   | 5/25/2018 |   | 0.6 |  |   | 0.5 |  | (2)(11) |   |   |
| Taymax Group, L.P., Taymax Group G.P., LLC, PF Salem Canada ULC and TCP Fit Parent, L.P. (15) |   | Planet Fitness franchisee |   | First lien senior secured revolving loan ($1.6 par due 7/2024) |   | 5.75% (Libor + 4.75%/Q) |   | 7/31/2018 |   | 1.6 |  |   | 1.5 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.3 par due 7/2025) |   | 5.75% (Libor + 4.75%/Q) |   | 3/5/2020 |   | 0.3 |  |   | 0.3 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.6 par due 7/2025) |   | 5.75% (Libor + 4.25%/Q) |   | 3/5/2020 |   | 0.6 |  |   | 0.6 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Class A units (37,020 units) |   |   |   | 7/31/2018 |   | 3.8 |  |   | 1.0 |  |   |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 6.3 |  |   | 3.4 |  |   |   |   |
| The Alaska Club Partners, LLC, Athletic Club Partners LLC and The Alaska Club, Inc. (15)      |   | Premier health club operator |   | First lien senior secured loan ($15.3 par due 12/2024) |   | 8.75% (Base Rate + 5.50%/Q) |   | 12/16/2019 |   | 15.3 |  |   | 14.0 |  | (2)(11) |   |   |
| WASH Multifamily Acquisition Inc. and Coinamatic Canada Inc.                                  |   | Laundry service and equipment provider |   | First lien senior secured loan ($1.4 par due 5/2022) |   | 4.25% (Libor + 3.25%/M) |   | 3/24/2020 |   | 1.2 |  |   | 1.3 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($0.2 par due 5/2022) |   | 4.25% (Libor + 3.25%/M) |   | 3/24/2020 |   | 0.2 |  |   | 0.2 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($110.8 par due 5/2022) |   | 5.75% (Libor + 4.75%/M) |   | 8/1/2019 |   | 110.8 |  |   | 108.6 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($22.0 par due 5/2023) |   | 8.00% (Libor + 7.00%/M) |   | 5/14/2015 |   | 21.7 |  |   | 21.1 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($3.8 par due 5/2023) |   | 8.00% (Libor + 7.00%/M) |   | 5/14/2015 |   | 3.8 |  |   | 3.7 |  | (2)(11) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 137.7 |  |   | 134.9 |  |   |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 1,101.4 |  |   | 924.2 |  |   | 13.27 | % |   |
| Consumer Durables & Apparel                                                               |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Badger Sportswear Acquisition, Inc.                                                           |   | Provider of team uniforms and athletic wear |   | Second lien senior secured loan ($56.8 par due 3/2024) |   | 11.00% (Libor + 9.75%/Q) |   | 9/6/2016 |   | 56.8 |  |   | 47.1 |  | (2)(11) |   |   |
| Bowhunter Holdings, LLC                                                                       |   | Provider of branded archery and bowhunting accessories |   | Common units (421 units) |   |   |   | 4/24/2014 |   | 4.2 |  |   | — |  |   |   |   |
| Centric Brands Inc. (fka Differential Brands Group Inc.) (15)                                 |   | Designer, marketer and distributor of licensed and owned apparel |   | First lien senior secured revolving loan ($4.0 par due 5/2021) |   | 7.50% (Libor + 6.50%/Q) |   | 5/20/2020 |   | 4.0 |  |   | 4.0 |  | (2)(6)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($59.1 par due 10/2023) |   | 9.50% PIK (Libor + 8.00%/Q) |   | 10/29/2018 |   | 59.1 |  |   | 53.2 |  | (2)(6)(11) |   |   |
|                                                                                          |   |   |   | Common stock (3,077,875 shares) |   |   |   | 10/29/2018 |   | 24.6 |  |   | — |  | (2)(6) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 87.7 |  |   | 57.2 |  |   |   |   |
| DRS Holdings III, Inc. and DRS Holdings I, Inc. (15)                                          |   | Footwear and orthopedic foot-care brand |   | First lien senior secured loan ($30.2 par due 11/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 11/1/2019 |   | 30.2 |  |   | 29.0 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | Common stock (8,549 shares) |   |   |   | 11/1/2019 |   | 8.5 |  |   | 4.6 |  | (2) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 38.7 |  |   | 33.6 |  |   |   |   |
| Implus Footcare, LLC                                                                          |   | Provider of footwear and other accessories |   | First lien senior secured loan ($104.6 par due 4/2024) |   | 8.75% (Libor + 2.50% Cash, 5.25% PIK/Q) |   | 6/1/2017 |   | 104.6 |  |   | 90.0 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($14.3 par due 4/2024) |   | 8.75% (Libor + 2.50% Cash, 5.25% PIK/Q) |   | 6/1/2017 |   | 14.3 |  |   | 12.3 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($1.3 par due 4/2024) |   | 8.75% (Libor + 2.50% Cash, 5.25% PIK/Q) |   | 6/30/2016 |   | 1.3 |  |   | 1.1 |  | (2)(11) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($5.1 par due 4/2024) |   | 8.75% (Libor + 2.50% Cash, 5.25% PIK/Q) |   | 7/17/2018 |   | 5.1 |  |   | 4.4 |  | (2)(11) |   |   |

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|------------------------------------------------------------------------------------|
|                                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                         |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                               |   |   |   |   |   |   |   |   |   | 125.3 |  |   | 107.8 |  |   |   |   |
| Pelican Products, Inc.                                                             |   | Flashlights manufacturer |   | Second lien senior secured loan ($27.3 par due 5/2026) |   | 8.75% (Libor + 7.75%/Q) |   | 5/4/2018 |   | 27.2 |  |   | 26.5 |  | (2)(11) |   |   |
| Reef Lifestyle, LLC (15)                                                           |   | Apparel retailer |   | First lien senior secured revolving loan ($11.2 par due 10/2024) |   | 11.00% (Libor + 5.75% Cash, 4.25% PIK/Q) |   | 10/26/2018 |   | 11.2 |  |   | 9.2 |  | (2)(11)(14) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($25.8 par due 10/2024) |   | 11.00% (Libor + 5.75% Cash, 4.25% PIK/Q) |   | 10/26/2018 |   | 25.8 |  |   | 21.1 |  | (2)(11) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($0.1 par due 10/2024) |   | 6.75% (Libor + 1.50% Cash, 4.25% PIK/Q) |   | 7/31/2020 |   | 0.1 |  |   | 0.1 |  | (2)(11) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($0.1 par due 10/2024) |   | 11.00% (Libor + 5.75% Cash, 4.25% PIK/Q) |   | 7/31/2020 |   | 0.1 |  |   | 0.1 |  | (2)(11) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 37.2 |  |   | 30.5 |  |   |   |   |
| S Toys Holdings LLC (fka The Step2 Company, LLC) (5)                               |   | Toy manufacturer |   | Class B common units (126,278,000 units) |   |   |   | 10/30/2014 |   | — |  |   | — |  |   |   |   |
|                                                                               |   |   |   | Common units (1,116,879 units) |   |   |   | 4/1/2011 |   | — |  |   | — |  |   |   |   |
|                                                                               |   |   |   | Warrant to purchase up to 3,157,895 units |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |   |
| SHO Holding I Corporation                                                          |   | Manufacturer and distributor of slip resistant footwear |   | Second lien senior secured loan ($102.4 par due 10/2024) |   | 10.29% PIK (Libor + 9.29%/Q) |   | 10/27/2015 |   | 101.4 |  |   | 80.9 |  | (2)(11) |   |   |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC (4)(15)                          |   | Developer, marketer and distributor of sports protection equipment and accessories |   | First lien senior secured revolving loan ($2.5 par due 5/2024) |   | 6.00% (Libor + 5.00%/M) |   | 5/21/2019 |   | 2.5 |  |   | 2.2 |  | (2)(11)(14) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($19.4 par due 5/2024) |   | 6.00% (Libor + 5.00%/Q) |   | 5/21/2019 |   | 19.4 |  |   | 17.5 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Class A preferred units (50,000 units) |   |   |   | 3/14/2014 |   | 5.0 |  |   | — |  | (2) |   |   |
|                                                                               |   |   |   | Class C preferred units (50,000 units) |   |   |   | 4/22/2015 |   | 5.0 |  |   | — |  | (2) |   |   |
|                                                                               |   |   |   | Preferred units (14,591 units) |   |   |   | 5/14/2019 |   | 1.6 |  |   | 0.1 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 33.5 |  |   | 19.8 |  |   |   |   |
| Simpson Performance Products, Inc.                                                 |   | Provider of motorsports safety equipment |   | First lien senior secured loan ($28.3 par due 2/2023) |   | 6.50% (Libor + 5.50%/Q) |   | 2/20/2015 |   | 28.3 |  |   | 28.3 |  | (2)(11) |   |   |
| Singer Sewing Company, SVP-Singer Holdings, LLC and SVP-Singer Holdings LP (5)(15) |   | Manufacturer of consumer sewing machines |   | First lien senior secured revolving loan ($57.6 par due 3/2023) |   | 10.00% (Libor + 9.00%/Q) |   | 7/26/2017 |   | 57.6 |  |   | 57.6 |  | (2)(11)(14) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($201.9 par due 3/2023) |   | 10.00% (Libor + 4.00% PIK, 5.00% Cash/M) |   | 7/26/2017 |   | 183.5 |  |   | 201.9 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Class A common units (6,500,000 units) |   |   |   | 7/26/2017 |   | — |  |   | 72.2 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 241.1 |  |   | 331.7 |  |   |   |   |
| Totes Isotoner Corporation and Totes Ultimate Holdco, Inc. (4)                     |   | Designer, marketer, and distributor of rain and cold weather products |   | First lien senior secured loan ($2.2 par due 12/2024) |   | 7.00% (Libor + 6.00%/Q) |   | 12/23/2019 |   | 2.2 |  |   | 1.9 |  | (2)(11) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($1.6 par due 6/2024) |   | 5.00% (Libor + 4.00%/Q) |   | 12/23/2019 |   | 1.6 |  |   | 1.5 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Common stock (861,000 shares) |   |   |   | 12/23/2019 |   | 6.0 |  |   | — |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 9.8 |  |   | 3.4 |  |   |   |   |

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|                                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                         |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Varsity Brands Holding Co., Inc. and BCPE Hercules Holdings, LP                    |   | Leading manufacturer and distributor of textiles, apparel & luxury goods |   | Second lien senior secured loan ($21.1 par due 12/2025) |   | 9.25% (Libor + 8.25%/M) |   | 7/30/2018 |   | 21.1 |  |   | 18.4 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Second lien senior secured loan ($122.7 par due 12/2025) |   | 9.25% (Libor + 8.25%/M) |   | 12/15/2017 |   | 122.7 |  |   | 106.8 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Class A units (1,400 units) |   |   |   | 7/30/2018 |   | 1.4 |  |   | 0.1 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 145.2 |  |   | 125.3 |  |   |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 936.4 |  |   | 892.1 |  |   | 12.81 | % |   |
| Automobiles & Components                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Eckler Industries, Inc. and Eckler Purchaser LLC (5)(15)                           |   | Restoration parts and accessories provider for classic automobiles |   | First lien senior secured revolving loan ($2.1 par due 5/2022) |   | 12.00% PIK |   | 7/12/2012 |   | 2.1 |  |   | 2.0 |  | (2) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($22.6 par due 5/2022) |   | 12.00% PIK |   | 7/12/2012 |   | 22.6 |  |   | 21.0 |  | (2) |   |   |
|                                                                               |   |   |   | Class A common units (67,972 units) |   |   |   | 7/12/2012 |   | 16.4 |  |   | — |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 41.1 |  |   | 23.0 |  |   |   |   |
| GB Auto Service Holdings, LLC (15)                                                 |   | Automotive parts and repair services retailer |   | First lien senior secured revolving loan ($3.8 par due 10/2024) |   | 7.50% (Libor + 6.50%/Q) |   | 10/19/2018 |   | 3.8 |  |   | 3.8 |  | (2)(11) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($22.0 par due 10/2024) |   | 7.50% (Libor + 6.50%/Q) |   | 10/19/2018 |   | 22.0 |  |   | 22.0 |  | (2)(11) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($30.2 par due 10/2024) |   | 7.50% (Libor + 6.50%/Q) |   | 10/19/2018 |   | 30.2 |  |   | 30.2 |  | (2)(11) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($29.6 par due 10/2024) |   | 7.50% (Libor + 6.50%/Q) |   | 3/9/2020 |   | 29.6 |  |   | 29.6 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Common units (4,389,156 units) |   |   |   | 10/19/2018 |   | 5.7 |  |   | 8.0 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 91.3 |  |   | 93.6 |  |   |   |   |
| Mac Lean-Fogg Company and MacLean-Fogg Holdings, L.L.C. (15)                       |   | Manufacturer and supplier for the power utility and automotive markets worldwide |   | First lien senior secured loan ($153.4 par due 12/2025) |   | 5.15% (Libor + 5.00%/M) |   | 12/21/2018 |   | 152.8 |  |   | 142.6 |  | (2) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($11.5 par due 12/2025) |   | 5.15% (Libor + 5.00%/M) |   | 12/21/2018 |   | 11.5 |  |   | 10.7 |  | (2) |   |   |
|                                                                               |   |   |   | Preferred units (59,453 units) |   | 4.50% Cash, 9.25% PIK |   | 10/9/2015 |   | 71.6 |  |   | 70.9 |  |   |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 235.9 |  |   | 224.2 |  |   |   |   |
| Mavis Tire Express Services Corp. and Mavis Tire Express Services TopCo, L.P. (15) |   | Auto parts retailer |   | First lien senior secured loan ($3.5 par due 3/2025) |   | 3.47% (Libor + 3.25%/Q) |   | 4/23/2020 |   | 2.9 |  |   | 3.3 |  | (2) |   |   |
|                                                                               |   |   |   | Second lien senior secured loan ($153.9 par due 3/2026) |   | 8.50% (Libor + 7.50%/Q) |   | 3/20/2018 |   | 152.3 |  |   | 149.3 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Second lien senior secured loan ($1.4 par due 3/2026) |   | 8.50% (Libor + 7.50%/Q) |   | 3/20/2018 |   | 1.4 |  |   | 1.4 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Second lien senior secured loan ($23.3 par due 3/2026) |   | 9.00% (Libor + 8.00%/Q) |   | 10/15/2019 |   | 23.3 |  |   | 22.8 |  | (2)(11) |   |   |
|                                                                               |   |   |   | Class A units (12,400,000 units) |   |   |   | 3/20/2018 |   | 12.4 |  |   | 12.5 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 192.3 |  |   | 189.3 |  |   |   |   |
| SK SPV IV, LLC                                                                     |   | Collision repair site operator |   | Series A common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 1.5 |  | (2) |   |   |
|                                                                               |   |   |   | Series B common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 1.5 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 1.2 |  |   | 3.0 |  |   |   |   |
| Systematic Power Manufacturing, LLC                                                |   | Manufacturer and supplier of batteries and ultracapacitors for automotive markets |   | First lien senior secured loan ($3.4 par due 6/2020) |   |   |   | 3/30/2020 |   | 1.7 |  |   | 3.4 |  | (2)(10) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($1.8 par due 3/2024) |   |   |   | 3/30/2020 |   | — |  |   | 0.6 |  | (2)(10) |   |   |
|                                                                               |   |   |   | Preferred unit (1 unit) |   |   |   | 3/30/2020 |   | — |  |   | — |  | (2) |   |   |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                      |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                            |   |   |   |   |   |   |   |   |   | 1.7 |  |   | 4.0 |  |   |   |   |
| Wand Newco 3, Inc.                              |   | Collision repair company |   | Second lien senior secured loan ($180.2 par due 2/2027) |   | 7.40% (Libor + 7.25%/M) |   | 2/5/2019 |   | 177.7 |  |   | 173.0 |  | (2) |   |   |
|                                            |   |   |   |   |   |   |   |   |   | 741.2 |  |   | 710.1 |  |   | 10.20 | % |   |
| Capital Goods                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AEP Holdings, Inc. and Arrowhead Holdco Company |   | Distributor of non-discretionary, mission-critical aftermarket replacement parts |   | First lien senior secured loan ($27.6 par due 8/2021) |   | 7.00% (Libor + 6.00%/Q) |   | 6/28/2018 |   | 27.1 |  |   | 27.6 |  | (2)(11) |   |   |
|                                            |   |   |   | Common stock (3,467 shares) |   |   |   | 8/31/2015 |   | 3.5 |  |   | 3.0 |  | (2) |   |   |
|                                            |   |   |   |   |   |   |   |   |   | 30.6 |  |   | 30.6 |  |   |   |   |
| Cadence Aerospace, LLC (15)                     |   | Aerospace precision components manufacturer |   | First lien senior secured revolving loan ($14.4 par due 11/2022) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 11/14/2017 |   | 14.4 |  |   | 13.4 |  | (2)(11)(14) |   |   |
|                                            |   |   |   | First lien senior secured revolving loan ($0.2 par due 11/2023) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 7/22/2020 |   | 0.2 |  |   | 0.2 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($31.7 par due 11/2023) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 11/14/2017 |   | 31.5 |  |   | 29.5 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($9.9 par due 11/2023) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 7/5/2018 |   | 9.9 |  |   | 9.2 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($12.0 par due 11/2023) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 10/31/2019 |   | 12.0 |  |   | 11.2 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($8.0 par due 11/2023) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 2/12/2020 |   | 8.0 |  |   | 7.4 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($0.7 par due 11/2023) |   | 9.50% (Libor + 3.25% Cash, 5.25% PIK/Q) |   | 7/31/2020 |   | 0.7 |  |   | 0.7 |  | (2)(11) |   |   |
|                                            |   |   |   |   |   |   |   |   |   | 76.7 |  |   | 71.6 |  |   |   |   |
| Creation Holdings Inc. (15)                     |   | Manufacturer of electrical systems |   | First lien senior secured revolving loan ($6.6 par due 8/2024) |   | 6.75% (Libor + 5.75%/M) |   | 8/15/2019 |   | 6.6 |  |   | 6.4 |  | (2)(6)(11)(14) |   |   |
|                                            |   |   |   | First lien senior secured loan ($17.7 par due 8/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 8/15/2019 |   | 17.5 |  |   | 17.1 |  | (2)(6)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($6.7 par due 8/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 8/15/2019 |   | 6.7 |  |   | 6.5 |  | (2)(6)(11) |   |   |
|                                            |   |   |   |   |   |   |   |   |   | 30.8 |  |   | 30.0 |  |   |   |   |
| DFS Holding Company, Inc.                       |   | Distributor of maintenance, repair, and operations parts, supplies, and equipment to the foodservice industry |   | First lien senior secured loan ($169.3 par due 8/2023) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/M) |   | 7/26/2017 |   | 169.3 |  |   | 162.5 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($4.4 par due 8/2023) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/M) |   | 3/1/2017 |   | 4.4 |  |   | 4.2 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($0.7 par due 8/2023) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/M) |   | 5/22/2020 |   | 0.7 |  |   | 0.6 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($0.7 par due 2/2022) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/M) |   | 5/22/2020 |   | 0.7 |  |   | 0.6 |  | (2)(11) |   |   |
|                                            |   |   |   | First lien senior secured loan ($0.7 par due 8/2023) |   | 8.50% (Libor + 6.00% Cash, 1.50% PIK/M) |   | 5/22/2020 |   | 0.7 |  |   | 0.7 |  | (2)(11) |   |   |
|                                            |   |   |   |   |   |   |   |   |   | 175.8 |  |   | 168.6 |  |   |   |   |

----

|                                                                                                                                    |
|------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                         |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| ESCP PPG Holdings, LLC (4)                                                                                                         |   | 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 |  |   | 3.0 |  | (2) |   |   |
| Flow Control Solutions, Inc. (15)                                                                                                  |   | Distributor and manufacturer of flow control systems components |   | First lien senior secured loan ($10.8 par due 11/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 11/21/2018 |   | 10.8 |  |   | 10.8 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($5.1 par due 11/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 11/21/2018 |   | 5.1 |  |   | 5.1 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 15.9 |  |   | 15.9 |  |   |   |   |
| Harvey Tool Company, LLC (15)                                                                                                      |   | Manufacturer of cutting tools used in the metalworking industry |   | First lien senior secured revolving loan ($1.7 par due 10/2023) |   | 5.50% (Libor + 4.50%/M) |   | 10/12/2017 |   | 1.7 |  |   | 1.7 |  | (2)(11)(14) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($30.1 par due 10/2024) |   | 5.75% (Libor + 4.75%/Q) |   | 10/12/2017 |   | 30.1 |  |   | 30.1 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   | Second lien senior secured loan ($43.7 par due 10/2025) |   | 9.50% (Libor + 8.50%/Q) |   | 10/12/2017 |   | 43.7 |  |   | 43.7 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 75.5 |  |   | 75.5 |  |   |   |   |
| Imaging Business Machines, L.L.C. and Scanner Holdings Corporation (5)                                                             |   | Provider of high-speed intelligent document scanning hardware and software |   | Senior subordinated loan ($8.3 par due 6/2022) |   | 14.00% |   | 1/3/2017 |   | 8.2 |  |   | 8.3 |  | (2) |   |   |
|                                                                                                                               |   |   |   | Senior subordinated loan ($8.3 par due 6/2022) |   | 14.00% |   | 1/3/2017 |   | 8.2 |  |   | 8.3 |  | (2) |   |   |
|                                                                                                                               |   |   |   | Series A preferred stock (73,804,135 shares) |   |   |   | 1/3/2017 |   | 1.2 |  |   | 24.2 |  |   |   |   |
|                                                                                                                               |   |   |   | Class A common stock (48,082 shares) |   |   |   | 1/3/2017 |   | — |  |   | 0.1 |  |   |   |   |
|                                                                                                                               |   |   |   | Class B common stock (431,055 shares) |   |   |   | 1/3/2017 |   | 0.1 |  |   | 0.8 |  |   |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 17.7 |  |   | 41.7 |  |   |   |   |
| Kene Acquisition, Inc. and Kene Holdings, L.P. (15)                                                                                |   | 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 |   |   |   | 8/8/2019 |   | — |  |   | — |  | (13) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($51.6 par due 8/2026) |   | 5.25% (Libor + 4.25%/Q) |   | 8/8/2019 |   | 51.6 |  |   | 50.6 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   | Class A units (4,549,000 units) |   |   |   | 8/8/2019 |   | 4.5 |  |   | 4.3 |  | (2) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 56.1 |  |   | 54.9 |  |   |   |   |
| 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 |  |   | — |  |   |   |   |
| MB Aerospace Holdings II Corp.                                                                                                     |   | Aerospace engine components manufacturer |   | Second lien senior secured loan ($68.4 par due 1/2026) |   | 10.00% (Libor + 9.00%/Q) |   | 1/22/2018 |   | 68.4 |  |   | 61.6 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   | Second lien senior secured loan ($23.6 par due 1/2026) |   | 10.00% (Libor + 9.00%/Q) |   | 5/28/2019 |   | 23.6 |  |   | 21.3 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 92.0 |  |   | 82.9 |  |   |   |   |
| Radius Aerospace, Inc. and Radius Aerospace Europe Limited (15)                                                                    |   | Metal fabricator in the aerospace industry |   | First lien senior secured revolving loan ($1.1 par due 3/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 3/29/2019 |   | 1.1 |  |   | 1.0 |  | (2)(11) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured revolving loan ($1.0 par due 3/2025) |   | 6.75% (Libor + 5.75%/B) |   | 11/14/2019 |   | 1.0 |  |   | 1.0 |  | (2)(6)(11) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 2.1 |  |   | 2.0 |  |   |   |   |
| Sunk Rock Foundry Partners LP, Hatteras Electrical Manufacturing Holding Company and Sigma Electric Manufacturing Corporation (15) |   | Manufacturer of metal castings, precision machined components and sub-assemblies in the electrical products, power transmission and distribution and general industrial markets |   | First lien senior secured revolving loan ($2.5 par due 10/2022) |   | 7.25% (Libor + 6.25%/Q) |   | 10/31/2017 |   | 2.5 |  |   | 2.5 |  | (2)(11)(14) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 584.3 |  |   | 579.2 |  |   | 8.32 | % |   |
| Insurance Services                                                                                                                 |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Achilles Acquisition LLC (15)                                                                                                      |   | Benefits broker and outsourced workflow automation platform provider for brokers |   | First lien senior secured loan ($0.7 par due 10/2025) |   | 4.19% (Libor + 4.00%/M) |   | 10/11/2018 |   | 0.7 |  |   | 0.7 |  | (2) |   |   |
| Alera Group Intermediate Holdings, Inc.                                                                                            |   | Insurance service provider |   | Second lien senior secured loan ($26.2 par due 3/2026) |   | 8.65% (Libor + 8.50%/M) |   | 3/5/2019 |   | 26.2 |  |   | 26.2 |  | (2) |   |   |

----

|                                                               |
|---------------------------------------------------------------|
|                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                    |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                          |   |   |   | Second lien senior secured loan ($24.4 par due 3/2026) |   | 8.65% (Libor + 8.50%/M) |   | 3/5/2019 |   | 24.4 |  |   | 24.4 |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 50.6 |  |   | 50.6 |  |   |   |   |
| Amynta Agency Borrower Inc. and Amynta Warranty Borrower Inc. |   | Insurance service provider |   | First lien senior secured loan ($13.3 par due 2/2025) |   | 4.65% (Libor + 4.50%/M) |   | 12/21/2018 |   | 13.3 |  |   | 12.1 |  | (2) |   |   |
| AQ Sunshine, Inc. (15)                                        |   | Specialized insurance broker |   | First lien senior secured revolving loan ($0.1 par due 4/2024) |   | 6.50% (Libor + 5.50%/Q) |   | 4/15/2019 |   | 0.1 |  |   | 0.1 |  | (2)(11)(14) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($8.2 par due 4/2025) |   | 6.50% (Libor + 5.50%/Q) |   | 4/15/2019 |   | 8.2 |  |   | 8.1 |  | (2)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 8.3 |  |   | 8.2 |  |   |   |   |
| Ardonagh Midco 2 plc and Ardonagh Midco 3 plc (15)            |   | Insurance broker and underwriting servicer |   | First lien senior secured loan ($67.7 par due 7/2026) |   | 8.25% (Libor + 7.50%/Q) |   | 6/26/2020 |   | 65.9 |  |   | 67.7 |  | (2)(6)(11) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($7.8 par due 7/2026) |   | 8.50% (Libor + 7.50%/Q) |   | 6/26/2020 |   | 7.6 |  |   | 7.8 |  | (2)(6)(11) |   |   |
|                                                          |   |   |   | Senior subordinated loan ($1.1 par due 1/2027) |   | 11.50% |   | 6/26/2020 |   | 1.1 |  |   | 1.1 |  | (2)(6) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 74.6 |  |   | 76.6 |  |   |   |   |
| Foundation Risk Partners, Corp. (15)                          |   | Full service independent insurance agency |   | First lien senior secured loan ($21.9 par due 11/2023) |   | 5.75% (Libor + 4.75%/Q) |   | 11/10/2017 |   | 21.9 |  |   | 21.9 |  | (2)(11) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($25.8 par due 11/2023) |   | 5.75% (Libor + 4.75%/Q) |   | 8/30/2019 |   | 25.8 |  |   | 25.8 |  | (2)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($19.1 par due 11/2024) |   | 9.50% (Libor + 8.50%/Q) |   | 8/9/2018 |   | 19.1 |  |   | 19.1 |  | (2)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($21.7 par due 11/2024) |   | 9.50% (Libor + 8.50%/Q) |   | 8/9/2018 |   | 21.7 |  |   | 21.7 |  | (2)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($27.4 par due 11/2024) |   | 9.50% (Libor + 8.50%/Q) |   | 5/1/2019 |   | 27.4 |  |   | 27.4 |  | (2)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($1.7 par due 11/2024) |   | 9.50% (Libor + 8.50%/Q) |   | 8/30/2019 |   | 1.7 |  |   | 1.7 |  | (2)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($27.5 par due 11/2024) |   | 9.50% (Libor + 8.50%/Q) |   | 11/10/2017 |   | 27.5 |  |   | 27.5 |  | (2)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 145.1 |  |   | 145.1 |  |   |   |   |
| K2 Insurance Services, LLC and K2 Holdco LP (15)              |   | Specialty insurance and managing general agency |   | First lien senior secured loan ($51.6 par due 7/2024) |   | 6.00% (Libor + 5.00%/Q) |   | 7/1/2019 |   | 51.6 |  |   | 51.6 |  | (2)(11) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($10.5 par due 7/2024) |   | 6.00% (Libor + 5.00%/M) |   | 7/1/2019 |   | 10.5 |  |   | 10.5 |  | (2)(11) |   |   |
|                                                          |   |   |   | Common equity (799,000 units) |   |   |   | 7/1/2019 |   | 0.8 |  |   | 1.1 |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 62.9 |  |   | 63.2 |  |   |   |   |
| NSM Insurance Group, LLC                                      |   | Insurance program administrator |   | First lien senior secured loan ($12.9 par due 5/2026) |   | 7.00% (Libor + 5.75%/Q) |   | 5/11/2018 |   | 12.9 |  |   | 12.9 |  | (2)(11) |   |   |
| RSC Acquisition, Inc. and RSC Insurance Brokerage, Inc. (15)  |   | Insurance broker |   | First lien senior secured revolving loan |   |   |   | 11/1/2019 |   | — |  |   | — |  | (13) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($40.9 par due 10/2026) |   | 6.50% (Libor + 5.50%/Q) |   | 11/1/2019 |   | 40.9 |  |   | 40.5 |  | (2)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 40.9 |  |   | 40.5 |  |   |   |   |
| SCM Insurance Services Inc. (15)                              |   | Provider of claims management, claims investigation & support and risk management solutions for the Canadian property and casualty insurance industry |   | First lien senior secured revolving loan ($0.7 par due 8/2022) |   | 6.45% (Base Rate + 4.00%/Q) |   | 8/29/2017 |   | 0.7 |  |   | 0.7 |  | (2)(6) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($19.7 par due 8/2024) |   | 6.00% (CDOR + 5.00%/M) |   | 8/29/2017 |   | 20.9 |  |   | 19.1 |  | (2)(6)(11) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($57.0 par due 3/2025) |   | 10.00% (CDOR + 9.00%/M) |   | 8/29/2017 |   | 60.5 |  |   | 55.3 |  | (2)(6)(11) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 82.1 |  |   | 75.1 |  |   |   |   |

----

|                                                                          |
|--------------------------------------------------------------------------|
|                                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                               |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| SG Acquisition, Inc.                                                     |   | Provider of insurance solutions for car sales |   | First lien senior secured loan ($38.6 par due 1/2027) |   | 5.89% (Libor + 5.75%/M) |   | 1/27/2020 |   | 38.6 |  |   | 38.6 |  | (2) |   |   |
| THG Acquisition, LLC (15)                                                |   | Multi-line insurance broker |   | First lien senior secured revolving loan ($0.1 par due 12/2025) |   | 6.75% (Libor + 5.75%/Q) |   | 12/2/2019 |   | 0.1 |  |   | 0.1 |  | (2)(11) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($2.5 par due 12/2026) |   | 6.75% (Libor + 5.75%/Q) |   | 12/2/2019 |   | 2.5 |  |   | 2.5 |  | (2)(11) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 2.6 |  |   | 2.6 |  |   |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 532.6 |  |   | 526.2 |  |   | 7.56 | % |   |
| Food and Beverage                                                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| American Seafoods Group LLC and American Seafoods Partners LLC           |   | Harvester and processor of seafood |   | Class A units (77,922 units) |   |   |   | 8/19/2015 |   | 0.1 |  |   | 0.2 |  | (2) |   |   |
|                                                                     |   |   |   | Warrant to purchase up to 7,422,078 Class A units (expires 8/2035) |   |   |   | 8/19/2015 |   | 7.4 |  |   | 20.4 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 20.6 |  |   |   |   |
| Bragg Live Food Products, LLC and SPC Investment Co., L.P. (4)(15)       |   | Health food company |   | First lien senior secured loan ($29.5 par due 3/2024) |   | 6.75% (Libor + 5.75%/Q) |   | 3/11/2019 |   | 29.5 |  |   | 29.5 |  | (2)(11) |   |   |
|                                                                     |   |   |   | Common units (14,850 units) |   |   |   | 3/11/2019 |   | 14.9 |  |   | 18.0 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 44.4 |  |   | 47.5 |  |   |   |   |
| CHG PPC Parent LLC                                                       |   | Diversified food products manufacturer |   | Second lien senior secured loan ($60.5 par due 3/2026) |   | 7.66% (Libor + 7.50%/M) |   | 3/30/2018 |   | 60.5 |  |   | 60.5 |  | (2) |   |   |
|                                                                     |   |   |   | Second lien senior secured loan ($34.1 par due 3/2026) |   | 7.90% (Libor + 7.75%/M) |   | 1/31/2019 |   | 34.1 |  |   | 34.1 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 94.6 |  |   | 94.6 |  |   |   |   |
| Ferraro Fine Foods Corp. and Italian Fine Foods Holdings L.P. (15)       |   | Specialty Italian food distributor |   | First lien senior secured loan ($9.3 par due 5/2024) |   | 5.25% (Libor + 4.25%/Q) |   | 5/9/2018 |   | 9.3 |  |   | 9.3 |  | (2)(11) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($0.5 par due 5/2024) |   | 5.25% (Libor + 4.25%/Q) |   | 12/7/2018 |   | 0.5 |  |   | 0.5 |  | (2)(11) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($2.8 par due 5/2024) |   | 5.25% (Libor + 4.25%/Q) |   | 5/10/2019 |   | 2.8 |  |   | 2.8 |  | (2)(11) |   |   |
|                                                                     |   |   |   | Class A common units (2,724,000 units) |   |   |   | 5/9/2018 |   | 2.7 |  |   | 3.6 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 15.3 |  |   | 16.2 |  |   |   |   |
| Gehl Foods, LLC and GF Parent LLC                                        |   | Producer of low-acid, aseptic food and beverage products |   | Class A preferred units (2,940 units) |   |   |   | 5/13/2015 |   | 2.9 |  |   | — |  | (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) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 3.0 |  |   | — |  |   |   |   |
| Hometown Food Company (15)                                               |   | Food distributor |   | First lien senior secured revolving loan ($1.0 par due 8/2023) |   | 6.25% (Libor + 5.00%/M) |   | 8/31/2018 |   | 1.0 |  |   | 1.0 |  | (2)(11)(14) |   |   |
| KC Culinarte Intermediate, LLC                                           |   | Manufacturer of fresh refrigerated and frozen food products |   | First lien senior secured loan ($25.8 par due 8/2025) |   | 4.75% (Libor + 3.75%/M) |   | 1/24/2020 |   | 25.8 |  |   | 22.7 |  | (2)(11) |   |   |
|                                                                     |   |   |   | Second lien senior secured loan ($35.7 par due 8/2026) |   | 8.75% (Libor + 7.75%/M) |   | 8/24/2018 |   | 35.7 |  |   | 30.7 |  | (2)(11) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 61.5 |  |   | 53.4 |  |   |   |   |
| NECCO Holdings, Inc. and New England Confectionery Company, Inc. (5)(15) |   | Producer and supplier of candy |   | First lien senior secured revolving loan ($19.9 par due 1/2018) |   |   |   | 1/3/2017 |   | 7.9 |  |   | 2.9 |  | (10) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($11.6 par due 11/2021) |   |   |   | 1/3/2017 |   | 0.9 |  |   | 1.6 |  | (10) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($2.2 par due 8/2018) |   |   |   | 11/20/2017 |   | 2.1 |  |   | — |  | (10) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($0.7 par due 11/2018) |   |   |   | 11/20/2017 |   | 0.7 |  |   | 0.1 |  | (10) |   |   |
|                                                                     |   |   |   | Common stock (860,189 shares) |   |   |   | 1/3/2017 |   | 0.9 |  |   | — |  |   |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 12.5 |  |   | 4.6 |  |   |   |   |

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|----------------------------------------------------------------------------------|
|                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                       |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| RF HP SCF Investor, LLC                                                          |   | Branded specialty food company |   | Membership interest (10.08% interest) |   |   |   | 12/22/2016 |   | 12.5 |  |   | 17.1 |  | (2)(6) |   |   |
| Sovos Brands Intermediate, Inc. (15)                                             |   | Food and beverage platform |   | First lien senior secured loan ($6.8 par due 11/2025) |   | 4.90% (Libor + 4.75%/M) |   | 11/20/2018 |   | 6.7 |  |   | 6.8 |  | (2) |   |   |
| Teasdale Foods, Inc. and Familia Group Holdings Inc. (15)                        |   | Provider of beans, sauces and hominy to the retail, foodservice and wholesale channels |   | First lien senior secured revolving loan ($0.3 par due 4/2021) |   | 6.25% (Libor + 5.25%/M) |   | 6/30/2017 |   | 0.3 |  |   | 0.2 |  | (2)(11)(14) |   |   |
|                                                                             |   |   |   | First lien senior secured loan ($0.4 par due 4/2021) |   | 6.25% (Libor + 5.25%/M) |   | 6/26/2018 |   | 0.4 |  |   | 0.4 |  | (2)(11) |   |   |
|                                                                             |   |   |   | Second lien senior secured loan ($38.8 par due 10/2021) |   | 11.00% PIK (Libor + 10.00%/Q) |   | 1/3/2017 |   | 38.8 |  |   | 37.2 |  | (2)(11) |   |   |
|                                                                             |   |   |   | Second lien senior secured loan ($67.6 par due 10/2021) |   | 11.00% PIK (Libor + 10.00%/Q) |   | 1/3/2017 |   | 67.6 |  |   | 64.9 |  | (2)(11) |   |   |
|                                                                             |   |   |   | Warrant to purchase up to 57,827 shares of common stock (expires 2/2034) |   |   |   | 2/4/2019 |   | — |  |   | — |  | (2) |   |   |
|                                                                             |   |   |   |   |   |   |   |   |   | 107.1 |  |   | 102.7 |  |   |   |   |
|                                                                             |   |   |   |   |   |   |   |   |   | 366.1 |  |   | 364.5 |  |   | 5.23 | % |   |
| Energy                                                                           |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Birch Permian, LLC                                                               |   | Operator of private exploration oil and production company |   | Second lien senior secured loan ($88.3 par due 4/2023) |   | 9.50% (Libor + 8.00%/Q) |   | 4/12/2019 |   | 87.7 |  |   | 68.9 |  | (2)(11) |   |   |
| Cheyenne Petroleum Company Limited Partnership, CPC 2001 LLC and Mill Shoals LLC |   | Private oil exploration and production company |   | Second lien senior secured loan ($63.1 par due 1/2024) |   | 10.50% (Libor + 8.50%/Q) |   | 7/10/2019 |   | 63.1 |  |   | 49.3 |  | (2)(11) |   |   |
| Murchison Oil and Gas, LLC and Murchison Holdings, LLC                           |   | Exploration and production company |   | First lien senior secured loan ($10.1 par due 10/2023) |   | 11.00% (Libor + 9.00%/Q) |   | 9/19/2019 |   | 10.0 |  |   | 10.1 |  | (2)(11) |   |   |
|                                                                             |   |   |   | First lien senior secured loan ($38.3 par due 10/2023) |   | 10.00% (Libor + 8.00%/Q) |   | 9/19/2019 |   | 38.3 |  |   | 33.0 |  | (2)(11) |   |   |
|                                                                             |   |   |   | Preferred units (21,667 units) |   |   |   | 10/26/2018 |   | 23.5 |  |   | 19.2 |  |   |   |   |
|                                                                             |   |   |   |   |   |   |   |   |   | 71.8 |  |   | 62.3 |  |   |   |   |
| Penn Virginia Holding Corp.                                                      |   | Exploration and production company |   | Second lien senior secured loan ($90.1 par due 9/2022) |   | 8.00% (Libor + 7.00%/M) |   | 9/28/2017 |   | 90.1 |  |   | 66.7 |  | (2)(6)(11) |   |   |
| Sundance Energy, Inc.                                                            |   | Oil and gas producer |   | Second lien senior secured loan ($61.0 par due 4/2023) |   |   |   | 4/23/2018 |   | 58.6 |  |   | 45.2 |  | (2)(10) |   |   |
| VPROP Operating, LLC and Vista Proppants and Logistics, LLC (15)                 |   | Sand-based proppant producer and distributor to the oil and natural gas industry |   | First lien senior secured loan ($4.0 par due 12/2020) |   | 11.00% (Libor + 9.50%/M) |   | 6/12/2020 |   | 4.0 |  |   | 4.0 |  | (2)(11) |   |   |
|                                                                             |   |   |   | First lien senior secured loan ($99.9 par due 8/2021) |   |   |   | 3/1/2017 |   | 87.4 |  |   | 35.9 |  | (2)(10) |   |   |
|                                                                             |   |   |   | First lien senior secured loan ($38.8 par due 8/2021) |   |   |   | 11/9/2017 |   | 34.0 |  |   | 14.0 |  | (2)(10) |   |   |
|                                                                             |   |   |   | First lien senior secured loan ($31.1 par due 8/2021) |   |   |   | 8/1/2017 |   | 27.2 |  |   | 11.2 |  | (2)(10) |   |   |
|                                                                             |   |   |   | Common units (997,864 units) |   |   |   | 11/9/2017 |   | 9.7 |  |   | — |  |   |   |   |
|                                                                             |   |   |   |   |   |   |   |   |   | 162.3 |  |   | 65.1 |  |   |   |   |
|                                                                             |   |   |   |   |   |   |   |   |   | 533.6 |  |   | 357.5 |  |   | 5.13 | % |   |
| Retailing and Distribution                                                       |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Atlas Intermediate III, L.L.C. (15)                                              |   | Specialty chemicals distributor |   | First lien senior secured revolving loan ($0.0 par due 4/2025) |   | 6.75% (Libor + 5.75%/B) |   | 4/29/2019 |   | — |  |   | — |  | (2)(11) |   |   |
| Blue Angel Buyer 1, LLC and Blue Angel Holdco, LLC (4)(15)                       |   | Distributor of OEM appliance aftermarket parts |   | First lien senior secured revolving loan |   |   |   | 1/2/2019 |   | — |  |   | — |  | (13) |   |   |
|                                                                             |   |   |   | First lien senior secured loan ($5.3 par due 1/2026) |   | 5.25% (Libor + 4.25%/Q) |   | 2/20/2020 |   | 5.3 |  |   | 5.3 |  | (2)(11) |   |   |
|                                                                             |   |   |   | Class A preferred units (46,359 units) |   | 8.00% PIK |   | 1/2/2019 |   | 6.4 |  |   | 6.4 |  | (2) |   |   |
|                                                                             |   |   |   |   |   |   |   |   |   | 11.7 |  |   | 11.7 |  |   |   |   |
| Chariot Acquisition, LLC                                                         |   | Manufacturer of aftermarket golf cart parts and accessories |   | First lien senior secured loan ($26.2 par due 9/2021) |   | 7.50% (Libor + 6.50%/Q) |   | 1/3/2017 |   | 26.2 |  |   | 26.2 |  | (2)(11) |   |   |

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|                                                                                                                                  |
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|                                                                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                       |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Display Holding Company, Inc., Saldon Holdings, Inc. and Fastsigns Holdings Inc. (15)                                            |   | Provider of visual communications solutions |   | First lien senior secured revolving loan ($0.9 par due 3/2024) |   | 6.65% (Libor + 5.65%/M) |   | 3/13/2019 |   | 0.9 |  |   | 0.9 |  | (2)(11)(14) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($16.2 par due 3/2025) |   | 6.65% (Libor + 5.65%/M) |   | 3/13/2019 |   | 16.2 |  |   | 16.2 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($2.6 par due 3/2025) |   | 6.65% (Libor + 5.65%/M) |   | 8/27/2019 |   | 2.6 |  |   | 2.6 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   | Common units (600 units) |   |   |   | 3/13/2019 |   | 0.6 |  |   | 0.8 |  | (2) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 20.3 |  |   | 20.5 |  |   |   |   |
| GPM Investments, LLC (15)                                                                                                        |   | Convenience store operator |   | First lien senior secured loan ($27.5 par due 3/2027) |   | 6.25% (Libor + 4.75%/Q) |   | 2/28/2020 |   | 27.5 |  |   | 27.5 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   | Member units (296.94 units) |   |   |   | 2/28/2020 |   | 19.8 |  |   | 21.0 |  | (2) |   |   |
|                                                                                                                             |   |   |   | Warrant to purchase up to 148.47 Class G membership units (expires 5/2028) |   |   |   | 2/28/2020 |   | — |  |   | 1.8 |  | (2) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 47.3 |  |   | 50.3 |  |   |   |   |
| McKenzie Creative Brands, LLC (15)                                                                                               |   | Designer, manufacturer and distributor of hunting-related supplies |   | First lien senior secured revolving loan ($0.7 par due 9/2023) |   | 4.75% (Libor + 3.75%/M) |   | 9/18/2014 |   | 0.7 |  |   | 0.7 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured revolving loan ($0.7 par due 9/2023) |   | 6.75% (Libor + 5.75%/M) |   | 9/18/2014 |   | 0.7 |  |   | 0.7 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($84.5 par due 9/2023) |   | 6.75% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 84.5 |  |   | 83.7 |  | (2)(8)(11) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($5.5 par due 9/2023) |   | 6.75% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 5.5 |  |   | 5.4 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 91.4 |  |   | 90.5 |  |   |   |   |
| Pine Holdings, Inc.                                                                                                              |   | Retailer of fine and artisanal paper products |   | Class A common stock (36,364 shares) |   |   |   | 9/23/2013 |   | 6.0 |  |   | — |  | (2) |   |   |
| Reddy Ice LLC (15)                                                                                                               |   | Packaged ice manufacturer and distributor |   | First lien senior secured loan ($57.3 par due 7/2025) |   | 7.20% (Libor + 6.00%/Q) |   | 7/1/2019 |   | 57.3 |  |   | 55.0 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($3.8 par due 7/2025) |   | 7.20% (Libor + 6.00%/Q) |   | 7/1/2019 |   | 3.8 |  |   | 3.6 |  | (2)(11) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 61.1 |  |   | 58.6 |  |   |   |   |
| SCIH Salt Holdings Inc. (15)                                                                                                     |   | Salt and packaged ice melt manufacturer and distributor |   | First lien senior secured revolving loan ($1.0 par due 3/2025) |   | 5.00% (Libor + 4.00%/M) |   | 3/16/2020 |   | 0.9 |  |   | 1.0 |  | (2)(11)(14) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 264.9 |  |   | 258.8 |  |   | 3.72 | % |   |
| Materials                                                                                                                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| 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) |   |   |
| Halex Holdings, Inc. (5)                                                                                                         |   | Manufacturer of flooring installation products |   | Common stock (51,853 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
| H-Food Holdings, LLC and Matterhorn Parent, LLC                                                                                  |   | Food contract manufacturer |   | Second lien senior secured loan ($73.0 par due 3/2026) |   | 7.14% (Libor + 7.00%/M) |   | 11/25/2018 |   | 73.0 |  |   | 72.3 |  | (2) |   |   |
|                                                                                                                             |   |   |   | Common units (5,827 units) |   |   |   | 11/25/2018 |   | 5.8 |  |   | 5.0 |  |   |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 78.8 |  |   | 77.3 |  |   |   |   |
| IntraPac International LLC and IntraPac Canada Corporation (15)                                                                  |   | Manufacturer of diversified packaging solutions and plastic injection molded products |   | First lien senior secured revolving loan ($7.7 par due 1/2025) |   | 5.97% (Libor + 5.75%/Q) |   | 1/11/2019 |   | 7.7 |  |   | 7.5 |  | (2)(6) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($7.0 par due 1/2026) |   | 5.97% (Libor + 5.75%/Q) |   | 1/11/2019 |   | 7.0 |  |   | 6.8 |  | (2)(6) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($21.4 par due 1/2026) |   | 5.97% (Libor + 5.75%/Q) |   | 1/11/2019 |   | 21.4 |  |   | 20.8 |  | (2)(6) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 36.1 |  |   | 35.1 |  |   |   |   |
| Nelipak Holding Company, Nelipak European Holdings Cooperatief U.A., KNPAK Holdings, LP and PAKNK Netherlands Treasury B.V. (15) |   | Manufacturer of thermoformed packaging for medical devices |   | First lien senior secured revolving loan ($0.3 par due 7/2024) |   | 5.25% (Libor + 4.25%/Q) |   | 7/2/2019 |   | 0.3 |  |   | 0.3 |  | (2)(11) |   |   |

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|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                           |   |   |   | First lien senior secured revolving loan ($0.1 par due 7/2024) |   | 4.50% (Euribor + 4.50%/Q) |   | 7/2/2019 |   | — |  |   | 0.1 |  | (2)(6) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($15.2 par due 7/2026) |   | 5.25% (Libor + 4.25%/Q) |   | 7/2/2019 |   | 15.2 |  |   | 14.8 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($5.4 par due 7/2026) |   | 4.50% (Euribor + 4.50%/Q) |   | 7/2/2019 |   | 5.2 |  |   | 5.2 |  | (2)(6) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($25.5 par due 7/2026) |   | 4.50% (Euribor + 4.50%/Q) |   | 8/8/2019 |   | 24.3 |  |   | 24.7 |  | (2)(6) |   |   |
|                                                                           |   |   |   | Class A units (6,762,668 units) |   |   |   | 7/2/2019 |   | 6.8 |  |   | 5.5 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 51.8 |  |   | 50.6 |  |   |   |   |
| Plaskolite PPC Intermediate II LLC and Plaskolite PPC Blocker LLC              |   | Manufacturer of specialized acrylic and polycarbonate sheets |   | First lien senior secured loan ($12.2 par due 12/2025) |   | 5.25% (Libor + 4.25%/Q) |   | 12/14/2018 |   | 12.1 |  |   | 12.2 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Second lien senior secured loan ($55.7 par due 12/2026) |   | 8.75% (Libor + 7.75%/Q) |   | 12/14/2018 |   | 55.7 |  |   | 55.7 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Co-Invest units (5,969 units) |   |   |   | 12/14/2018 |   | 0.6 |  |   | 0.6 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 68.4 |  |   | 68.5 |  |   |   |   |
| SCI PH Parent, Inc.                                                            |   | Industrial container manufacturer, reconditioner and servicer |   | Series B shares (11.4764 shares) |   |   |   | 8/24/2018 |   | 1.1 |  |   | 1.1 |  | (2) |   |   |
| TWH Infrastructure Industries, Inc. (15)                                       |   | Provider of engineered products used in the trenchless rehabilitation of wastewater infrastructure |   | First lien senior secured revolving loan ($0.1 par due 4/2025) |   | 5.73% (Libor + 5.50%/Q) |   | 4/9/2019 |   | 0.1 |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($6.6 par due 4/2025) |   | 5.73% (Libor + 5.50%/Q) |   | 4/9/2019 |   | 6.6 |  |   | 6.2 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 6.7 |  |   | 6.2 |  |   |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 242.9 |  |   | 238.8 |  |   | 3.43 | % |   |
| Pharmaceuticals, Biotechnology & Life Sciences                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Alcami Corporation and ACM Holdings I, LLC (15)                                |   | Outsourced drug development services provider |   | First lien senior secured loan ($29.6 par due 7/2025) |   | 4.51% (Libor + 4.25%/Q) |   | 7/12/2018 |   | 29.5 |  |   | 27.8 |  | (2) |   |   |
|                                                                           |   |   |   | Second lien senior secured loan ($77.5 par due 7/2026) |   | 8.26% (Libor + 8.00%/Q) |   | 7/12/2018 |   | 76.9 |  |   | 67.4 |  | (2) |   |   |
|                                                                           |   |   |   | Common units (3,663,533 units) |   |   |   | 7/12/2018 |   | 35.0 |  |   | 11.3 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 141.4 |  |   | 106.5 |  |   |   |   |
| Consumer Health Parent LLC                                                     |   | Developer and marketer of over-the-counter cold remedy products |   | Preferred units (1,072 units) |   |   |   | 12/15/2017 |   | 0.8 |  |   | 2.1 |  | (2) |   |   |
|                                                                           |   |   |   | Series A units (1,072 units) |   |   |   | 12/15/2017 |   | — |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 0.8 |  |   | 2.1 |  |   |   |   |
| NMC Skincare Intermediate Holdings II, LLC (15)                                |   | Developer, manufacturer and marketer of skincare products |   | First lien senior secured revolving loan ($5.8 par due 10/2024) |   | 6.00% (Libor + 5.00%/M) |   | 10/31/2018 |   | 5.8 |  |   | 5.6 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($24.5 par due 10/2024) |   | 6.00% (Libor + 5.00%/M) |   | 10/31/2018 |   | 24.5 |  |   | 23.7 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($8.2 par due 10/2024) |   | 6.00% (Libor + 5.00%/M) |   | 10/31/2018 |   | 8.2 |  |   | 8.0 |  | (2)(11) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 38.5 |  |   | 37.3 |  |   |   |   |
| North American Science Associates, Inc. and Cardinal Topco Holdings, L.P. (15) |   | Contract research organization providing research and development and testing of medical devices |   | First lien senior secured loan ($45.2 par due 9/2026) |   | 7.25% (Libor + 6.25%/Q) |   | 9/15/2020 |   | 45.2 |  |   | 44.7 |  | (2)(11) |   |   |
|                                                                           |   |   |   | Class A preferred units (14,649 units) |   | 8.00% PIK |   | 9/15/2020 |   | 14.7 |  |   | 14.7 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 59.9 |  |   | 59.4 |  |   |   |   |
| TerSera Therapeutics LLC (15)                                                  |   | Acquirer and developer of specialty therapeutic pharmaceutical products |   | First lien senior secured loan ($5.1 par due 3/2025) |   | 6.60% (Libor + 5.60%/Q) |   | 5/3/2017 |   | 5.1 |  |   | 5.1 |  | (2)(11) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.1 par due 3/2025) |   | 6.60% (Libor + 5.60%/Q) |   | 9/27/2018 |   | 2.1 |  |   | 2.1 |  | (2)(11) |   |   |

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|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                 |   |   |   | First lien senior secured loan ($1.8 par due 3/2025) |   | 7.25% (Libor + 6.25%/Q) |   | 4/1/2019 |   | 1.8 |  |   | 1.8 |  | (2)(11) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 9.0 |  |   | 9.0 |  |   |   |   |
| Vertice Pharma UK Parent Limited                                     |   | Manufacturer and distributor of generic pharmaceutical products |   | Preferred shares (40,662 shares) |   |   |   | 12/21/2015 |   | 0.3 |  |   | 0.2 |  | (6) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 249.9 |  |   | 214.5 |  |   | 3.08 | % |   |
| Household & Personal Products                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Plantation Products, LLC, Seed Holdings, Inc. and Flora Parent, Inc. |   | Provider of branded lawn and garden products |   | Second lien senior secured loan ($66.0 par due 5/2023) |   | 9.25% (Libor + 8.25%/Q) |   | 12/23/2014 |   | 65.9 |  |   | 66.0 |  | (2)(11) |   |   |
|                                                                 |   |   |   | Common stock (30,000 shares) |   |   |   | 12/23/2014 |   | 3.0 |  |   | 7.3 |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 68.9 |  |   | 73.3 |  |   |   |   |
| Rug Doctor, LLC and RD Holdco Inc. (5)                               |   | Manufacturer and marketer of carpet cleaning machines |   | Second lien senior secured loan ($19.0 par due 5/2023) |   | 11.25% (Libor + 9.75%/Q) |   | 1/3/2017 |   | 19.0 |  |   | 19.0 |  | (2)(11) |   |   |
|                                                                 |   |   |   | Common stock (458,596 shares) |   |   |   | 1/3/2017 |   | 14.0 |  |   | — |  |   |   |   |
|                                                                 |   |   |   | Warrant to purchase up to 56,372 shares of common stock (expires 12/2023) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 33.0 |  |   | 19.0 |  |   |   |   |
| Woodstream Group, Inc. and Woodstream Corporation                    |   | Manufacturer of natural solution pest and animal control products |   | First lien senior secured loan ($11.6 par due 5/2022) |   | 7.25% (Libor + 6.25%/M) |   | 6/21/2017 |   | 11.6 |  |   | 11.6 |  | (2)(11) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 113.5 |  |   | 103.9 |  |   | 1.50 | % |   |
| Education                                                            |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Excelligence Holdings Corp.                                          |   | Developer, manufacturer and retailer of educational products |   | First lien senior secured loan ($9.3 par due 4/2023) |   | 8.00% (Libor + 2.50% Cash, 4.50% PIK/Q) |   | 4/17/2017 |   | 9.3 |  |   | 7.5 |  | (2)(11) |   |   |
| Flinn Scientific, Inc. and WCI-Quantum Holdings, Inc. (15)           |   | Distributor of instructional products, services and resources |   | First lien senior secured revolving loan ($10.0 par due 8/2023) |   | 5.56% (Libor + 4.75%/Q) |   | 8/31/2018 |   | 10.0 |  |   | 8.7 |  | (2)(11) |   |   |
|                                                                 |   |   |   | First lien senior secured loan ($30.3 par due 8/2023) |   | 5.50% (Libor + 4.75%/Q) |   | 7/26/2017 |   | 30.3 |  |   | 26.4 |  | (2)(11) |   |   |
|                                                                 |   |   |   | First lien senior secured loan ($1.1 par due 8/2023) |   | 5.50% (Libor + 4.75%/Q) |   | 8/31/2018 |   | 1.1 |  |   | 1.0 |  | (2)(11) |   |   |
|                                                                 |   |   |   | Series A preferred stock (1,272 shares) |   |   |   | 10/24/2014 |   | 0.7 |  |   | 0.2 |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 42.1 |  |   | 36.3 |  |   |   |   |
| Infilaw Holding, LLC (15)                                            |   | Operator of for-profit law schools |   | First lien senior secured revolving loan ($5.0 par due 9/2022) |   |   |   | 8/25/2011 |   | 4.2 |  |   | — |  | (2)(10)(14) |   |   |
| Instituto de Banca y Comercio, Inc. & Leeds IV Advisors, Inc.    |   | Private school operator |   | First lien senior secured loan ($19.0 par due 10/2022) |   | 10.50% (Libor + 9.00%/Q) |   | 3/12/2020 |   | 19.0 |  |   | 19.0 |  | (2)(11) |   |   |
|                                                                 |   |   |   | Senior preferred series A-1 shares (151,056 shares) |   |   |   | 10/31/2015 |   | 98.1 |  |   | 13.9 |  | (2) |   |   |
|                                                                 |   |   |   | Series B preferred stock (348,615 shares) |   |   |   | 8/5/2010 |   | 1.0 |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Series B preferred stock (1,401,385 shares) |   |   |   | 8/5/2010 |   | 4.0 |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Series C preferred stock (517,942 shares) |   |   |   | 6/7/2010 |   | 0.1 |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Series C preferred stock (1,994,644 shares) |   |   |   | 6/7/2010 |   | 0.6 |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Common stock (4 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Common stock (16 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 122.8 |  |   | 32.9 |  |   |   |   |
| Primrose Holding Corporation (4)                                     |   | Franchisor of education-based early childhood centers |   | Common stock (7,227 shares) |   |   |   | 1/3/2017 |   | 4.6 |  |   | 14.4 |  |   |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 183.0 |  |   | 91.1 |  |   | 1.31 | % |   |
| Technology Hardware & Equipment                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |

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|                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                        |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| DRB Holdings, LLC (15)                            |   | Provider of integrated technology solutions to car wash operators |   | First lien senior secured loan ($23.3 par due 10/2023) |   | 6.50% (Libor + 5.50%/Q) |   | 10/6/2017 |   | 23.3 |  |   | 23.3 |  | (2)(11) |   |   |
| Everspin Technologies, Inc.                       |   | Designer and manufacturer of computer memory solutions |   | Warrant to purchase up to 18,461 shares of common stock (expires 10/2026) |   |   |   | 10/7/2016 |   | 0.4 |  |   | — |  | (2) |   |   |
| Infinite Electronics International, Inc. (15)     |   | Manufacturer and distributor of radio frequency and microwave electronic components |   | First lien senior secured revolving loan |   |   |   | 7/2/2018 |   | — |  |   | — |  | (13) |   |   |
| Micromeritics Instrument Corp. (15)               |   | Scientific instrument manufacturer |   | First lien senior secured revolving loan ($4.0 par due 12/2025) |   | 6.00% (Libor + 5.00%/Q) |   | 12/18/2019 |   | 4.0 |  |   | 3.8 |  | (2)(11)(14) |   |   |
|                                              |   |   |   | First lien senior secured loan ($32.4 par due 12/2025) |   | 6.00% (Libor + 5.00%/Q) |   | 12/18/2019 |   | 32.4 |  |   | 30.8 |  | (2)(11) |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 36.4 |  |   | 34.6 |  |   |   |   |
| Watchfire Enterprises, Inc. (15)                  |   | Manufacturer of LED electronic message centers and digital billboards |   | First lien senior secured revolving loan ($2.0 par due 7/2021) |   | 4.40% (Libor + 4.25%/M) |   | 2/8/2018 |   | 2.0 |  |   | 2.0 |  | (2) |   |   |
| Wildcat BuyerCo, Inc. and Wildcat Parent, LP (15) |   | Provider and supplier of electrical components for commercial and industrial applications |   | First lien senior secured loan ($18.4 par due 2/2026) |   | 6.50% (Libor + 5.50%/Q) |   | 2/27/2020 |   | 18.4 |  |   | 18.4 |  | (2)(11) |   |   |
|                                              |   |   |   | First lien senior secured loan ($3.5 par due 2/2026) |   | 6.50% (Libor + 5.50%/Q) |   | 2/27/2020 |   | 3.5 |  |   | 3.5 |  | (2)(11) |   |   |
|                                              |   |   |   | Limited partnership interests (17,655 interests) |   |   |   | 2/27/2020 |   | 1.8 |  |   | 1.9 |  | (2) |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 23.7 |  |   | 23.8 |  |   |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 85.8 |  |   | 83.7 |  |   | 1.20 | % |   |
| Media & Entertainment                         |   |   |   |   |   |   |   |   |   |  |  |   |  |  |   |   |   |
| CMW Parent LLC (fka Black Arrow, Inc.)            |   | Multiplatform media firm |   | Series A units (32 units) |   |   |   | 9/11/2015 |   | — |  |   | — |  | (2) |   |   |
| OUTFRONT Media Inc.                               |   | Provider of out-of-home advertising |   | Series A convertible perpetual preferred stock(25,000 shares) |   | 7.00% |   | 4/20/2020 |   | 25.0 |  |   | 31.9 |  | (2)(6) |   |   |
| Production Resource Group, L.L.C. (15)            |   | Provider of rental equipment, labor, production management, scenery, and other products to various entertainment end-markets |   | First lien senior secured loan ($3.2 par due 8/2024) |   | 8.50% (Libor + 7.50%/Q) |   | 7/31/2020 |   | 3.2 |  |   | 3.1 |  | (2)(11) |   |   |
|                                              |   |   |   | First lien senior secured loan ($101.0 par due 8/2024) |   |   |   | 8/21/2018 |   | 101.0 |  |   | 35.3 |  | (2)(10) |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 104.2 |  |   | 38.4 |  |   |   |   |
| The Teaching Company Holdings, Inc.               |   | Education publications provider |   | Preferred stock (10,663 shares) |   |   |   | 9/29/2006 |   | 1.1 |  |   | — |  | (2) |   |   |
|                                              |   |   |   | Common stock (15,393 shares) |   |   |   | 9/29/2006 |   | — |  |   | — |  | (2) |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 1.1 |  |   | — |  |   |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 130.3 |  |   | 70.3 |  |   | 1.01 | % |   |
| Telecommunication Services                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Emergency Communications Network, LLC (15)        |   | Provider of mission critical emergency mass notification solutions |   | First lien senior secured loan ($44.2 par due 6/2023) |   | 8.75% (Libor + 2.625% Cash, 5.125% PIK/Q) |   | 6/1/2017 |   | 44.0 |  |   | 39.3 |  | (2)(11) |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 44.0 |  |   | 39.3 |  |   | 0.56 | % |   |
| Real Estate                                       |   |   |   |   |   |   |   |   |   |  |  |   |  |  |   |   |   |
| BW Landco LLC (5)                                 |   | Real estate developer |   | Membership interest (100%) |   |   |   | 7/5/2019 |   | 20.9 |  |   | 34.9 |  |   |   |   |
| NECCO Realty Investments LLC (5)                  |   | Real estate holding company |   | Membership units (7,450 units) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 20.9 |  |   | 34.9 |  |   | 0.50 | % |   |
| Food & Staples Retailing                      |   |   |   |   |   |   |   |   |   |  |  |   |  |  |   |   |   |
| FS Squared Holding Corp. and FS Squared, LLC (15) |   | Provider of on-site vending and micro market solutions |   | First lien senior secured revolving loan |   |   |   | 3/28/2019 |   | — |  |   | — |  | (13) |   |   |
|                                              |   |   |   | Class A units (99,500 units) |   |   |   | 3/28/2019 |   | 10.0 |  |   | 8.3 |  | (2) |   |   |
|                                              |   |   |   |   |   |   |   |   |   | 10.0 |  |   | 8.3 |  |   |   |   |

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|                                  |
|----------------------------------|
|                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                       |   | Business Description |   | Investment |   | Interest(3)(7) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| JWC/KI Holdings, LLC             |   | Foodservice sales and marketing agency |   | Membership units (5,000 units) |   |   |   | 11/16/2015 |   | 5.0 |  |   | 4.3 |  | (2) |   |   |
| SFE Intermediate Holdco LLC (15) |   | Provider of outsourced foodservice to K-12 school districts |   | First lien senior secured loan ($10.3 par due 7/2024) |   | 6.25% (Libor + 5.25%/Q) |   | 9/5/2018 |   | 10.3 |  |   | 10.3 |  | (2)(11) |   |   |
|                             |   |   |   | First lien senior secured loan ($6.4 par due 7/2024) |   | 6.25% (Libor + 5.25%/Q) |   | 7/31/2017 |   | 6.4 |  |   | 6.4 |  | (2)(11) |   |   |
|                             |   |   |   |   |   |   |   |   |   | 16.7 |  |   | 16.7 |  |   |   |   |
| VCP-EDC Co-Invest, LLC           |   | Distributor of foodservice equipment and supplies |   | Membership units (2,970,000 units) |   |   |   | 6/9/2017 |   | 3.0 |  |   | 0.5 |  |   |   |   |
|                             |   |   |   |   |   |   |   |   |   | 34.7 |  |   | 29.8 |  |   | 0.43 | % |   |
|                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Total Investments                |   |   |   |   |   |   |   |   |   | $ | 15,090.0 |  |   | $ | 14,358.0 |  |   | 206.19 | % |   |

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|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |
| Description                       | Notional Amount to be Purchased | Notional Amount to be sold | Counterparty | Settlement Date | Unrealized Appreciation / (Depreciation) |
| Foreign currency forward contract | $ | 106 |  | CAD | 142 |  | Bank of Montreal | October 21, 2020 | $ | — |  |
| Foreign currency forward contract | $ | 98 |  | £ | 75 |  | Bank of Montreal | October 21, 2020 | — |  |
| Total                             |   |   |   |   |   |   | $ | — |  |

|                    |
|--------------------|
|                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Description        | Payment Terms | Counterparty | Maturity Date | Notional Amount | Value | Upfront Payments/Receipts | Unrealized Appreciation / (Depreciation) |
| Interest rate swap | Pay Fixed 2.0642% | Receive Floating One-Month Libor of 0.19% | Bank of Montreal | January 4, 2021 | 395 |  | $ | (2 | ) | $ | — |  | $ | (2 | ) |
| Total              |   |   |   |   |   |   |   | $ | (2 | ) |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Other than the Company’s investments listed in footnote 5 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, 2020 represented 206% of the Company’s net assets or 96% of the Company’s total assets, are subject to legal restrictions on sales. |
|     |                                                                                                                                                                                                                                                                                                                                                                           |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | These assets are pledged as collateral under the Company’s or the Company’s consolidated subsidiaries’ various revolving credit facilities and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than the obligations under each of the respective facilities (see Note 5). |
|     |                                                                |
|-----|----------------------------------------------------------------|
| (3) | Investments without an interest rate are non-income producing. |

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|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | 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 as of and during the nine months ended September 30, 2020 in which the issuer was an Affiliated Person of the Company (but not a portfolio company that the Company is deemed to Control) are as follows: |

|                                                                         |
|-------------------------------------------------------------------------|
|                                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| For the Nine Months Ended September 30, 2020                            |   | As of September 30, 2020 |
| (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) |   | Fair Value |
| APG Intermediate Holdings Corporation and APG Holdings, LLC             |   | $ | 24.5 |  |   | $ | 0.1 |  |   | $ | 1.0 |  |   | $ | 0.7 |  |   | $ | 0.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | 23.6 |  |
| Blue Angel Buyer 1, LLC and Blue Angel Holdco, LLC                      |   | $ | 7.5 |  |   | $ | 6.5 |  |   | $ | 1.3 |  |   | $ | 0.2 |  |   | $ | 0.1 |  |   | $ | 0.4 |  |   | $ | — |  |   | $ | (0.1 | ) |   | $ | — |  |   | $ | 11.7 |  |
| Blue Wolf Capital Fund II, L.P.                                         |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.5 |  |   | $ | 5.1 |  |
| Bragg Live Food Products, LLC and SPC Investment Co., L.P.              |   | $ | 0.1 |  |   | $ | 3.1 |  |   | $ | — |  |   | $ | 1.7 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | 6.8 |  |   | $ | 47.5 |  |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC |   | $ | 14.0 |  |   | $ | 10.2 |  |   | $ | 22.1 |  |   | $ | 2.3 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | (0.2 | ) |   | $ | 2.8 |  |   | $ | 36.7 |  |
| ESCP PPG Holdings, LLC                                                  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | 3.0 |  |
| European Capital UK SME Debt LP                                         |   | $ | 2.3 |  |   | $ | 13.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (2.2 | ) |   | $ | 26.8 |  |
| FAMS Holdings, Inc.                                                     |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Ioxus, Inc.                                                             |   | $ | 1.7 |  |   | $ | 0.3 |  |   | $ | 8.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (7.3 | ) |   | $ | 3.3 |  |   | $ | — |  |
| Panda Temple Power, LLC and T1 Power Holdings LLC                       |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (2.7 | ) |   | $ | 19.7 |  |
| PCG-Ares Sidecar Investment II, L.P.                                    |   | $ | 0.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (2.1 | ) |   | $ | 10.7 |  |
| PCG-Ares Sidecar Investment, L.P.                                       |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (3.6 | ) |   | $ | 0.5 |  |
| Primrose Holding Corporation                                            |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (4.4 | ) |   | $ | 14.4 |  |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC                       |   | $ | 1.4 |  |   | $ | 1.0 |  |   | $ | — |  |   | $ | 1.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (5.0 | ) |   | $ | 19.8 |  |
| Totes Isotoner Corporation and Totes Ultimate Holdco, Inc.              |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (6.4 | ) |   | $ | 3.4 |  |
| UL Holding Co., LLC                                                     |   | $ | — |  |   | $ | 20.5 |  |   | $ | 7.5 |  |   | $ | 2.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 20.7 |  |   | $ | (20.6 | ) |   | $ | — |  |
|                                                                    |   | $ | 51.6 |  |   | $ | 55.4 |  |   | $ | 40.5 |  |   | $ | 9.0 |  |   | $ | 0.6 |  |   | $ | 0.4 |  |   | $ | 0.2 |  |   | $ | 13.1 |  |   | $ | (31.3 | ) |   | $ | 222.9 |  |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | 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 as of and during the nine months ended September 30, 2020 in which the issuer was both an Affiliated Person and a portfolio company that the Company is deemed to Control are as follows: |

|                                                                                 |
|---------------------------------------------------------------------------------|
|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| For the Nine Months Ended September 30, 2020                                    |   | As of September 30, 2020 |
| (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) |   | Fair Value |
| Absolute Dental Group LLC and Absolute Dental Equity, LLC                       |   | $ | 7.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 28.2 |  |
| ACAS Equity Holdings Corporation                                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| BW Landco LLC                                                                   |   | $ | 1.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 8.7 |  |   | $ | 34.9 |  |
| CoLTs 2005-1 Ltd.                                                               |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| CoLTs 2005-2 Ltd.                                                               |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Eckler Industries, Inc. and Eckler Purchaser LLC                                |   | $ | — |  |   | $ | 3.5 |  |   | $ | — |  |   | $ | 2.4 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.1 |  |   | $ | 23.0 |  |
| Halex Holdings, Inc.                                                            |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| HCI Equity, LLC                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |
| Heelstone Renewable Energy, LLC                                                 |   | $ | 23.0 |  |   | $ | — |  |   | $ | 41.5 |  |   | $ | 0.2 |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | — |  |   | $ | (4.0 | ) |   | $ | 3.4 |  |   | $ | 44.1 |  |
| Imaging Business Machines, L.L.C. and Scanner Holdings Corporation              |   | $ | 1.3 |  |   | $ | — |  |   | $ | — |  |   | $ | 2.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | 5.9 |  |   | $ | 41.7 |  |
| Ivy Hill Asset Management, L.P.                                                 |   | $ | 175.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 4.0 |  |   | $ | — |  |   | $ | 54.0 |  |   | $ | — |  |   | $ | — |  |   | $ | (6.9 | ) |   | $ | 690.5 |  |
| Joyce Lane Capital LLC and Joyce Lane Financing SPV LLC (fka Ciena Capital LLC) |   | $ | — |  |   | $ | 12.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.2 |  |   | $ | 9.8 |  |   | $ | 0.6 |  |
| MVL Group, Inc.                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Navisun LLC and Navisun Holdings LLC                                            |   | $ | 9.1 |  |   | $ | — |  |   | $ | — |  |   | $ | 6.0 |  |   | $ | 0.1 |  |   | $ | 0.9 |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | (0.9 | ) |   | $ | 118.4 |  |
| NECCO Holdings, Inc. and New England Confectionery Company, Inc.                |   | $ | 0.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.7 | ) |   | $ | 4.6 |  |
| NECCO Realty Investments LLC                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Pillar Processing LLC and PHL Investors, Inc.                                   |   | $ | — |  |   | $ | 3.8 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (3.8 | ) |   | $ | 3.8 |  |   | $ | — |  |
| Rug Doctor, LLC and RD Holdco Inc.                                              |   | $ | 0.9 |  |   | $ | — |  |   | $ | — |  |   | $ | 1.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (5.1 | ) |   | $ | 19.0 |  |
| S Toys Holdings LLC (fka The Step2 Company, LLC)                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | — |  |   | $ | (0.8 | ) |   | $ | — |  |
| Senior Direct Lending Program, LLC*                                             |   | $ | 29.0 |  |   | $ | 9.3 |  |   | $ | — |  |   | $ | 91.8 |  |   | $ | (0.4 | ) |   | $ | — |  |   | $ | 2.9 |  |   | $ | — |  |   | $ | — |  |   | $ | 928.5 |  |
| Singer Sewing Company, SVP-Singer Holdings, LLC and SVP-Singer Holdings LP      |   | $ | 23.0 |  |   | $ | 37.3 |  |   | $ | — |  |   | $ | 24.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | 106.9 |  |   | $ | 331.7 |  |
| Startec Equity, LLC                                                             |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
|                                                                            |   | $ | 270.5 |  |   | $ | 66.6 |  |   | $ | 41.5 |  |   | $ | 131.9 |  |   | $ | (0.1 | ) |   | $ | 55.2 |  |   | $ | 3.3 |  |   | $ | (5.6 | ) |   | $ | 126.2 |  |   | $ | 2,265.3 |  |

|   |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|---|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| * | 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 |

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|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | This portfolio company 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, 18% 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, 2020. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | 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. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | 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 $56.0 in 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. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | The Company sold a participating interest of approximately $24.7 in aggregate principal amount of the portfolio company’s first lien senior secured term loan. As the transaction did not qualify as a “true sale” in accordance with U.S. generally accepted accounting principles (“GAAP”), the Company recorded a corresponding $23.2 secured borrowing, at fair value, included in “accounts payable and other liabilities” in the accompanying consolidated balance sheet. |
|      |                                                               |
|------|---------------------------------------------------------------|
| (10) | Loan was on non-accrual status as of September 30, 2020. |
|      |                                            |
|------|--------------------------------------------|
| (11) | Loan includes interest rate floor feature. |
|      |                                                                                                                                                                                                                                                                                                                                                   |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (12) | 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. |
|      |                                                                                                                                                                                                                                                                                                                                                              |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (13) | As of September 30, 2020, 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 for further information on letters of credit commitments related to certain portfolio companies. |
|      |                                                                                                                                                                                                                                                                                                                                                                     |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (14) | As of September 30, 2020, 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 for further information on letters of credit commitments related to certain portfolio companies. |
|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (15) | As of September 30, 2020, 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 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: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted unfunded revolving and delayed draw commitments |
| 42 North Dental, LLC                         | $ | 5.0 |  | $ | (5.0 | ) | $ | — |  | $ | — |  | $ | — |  | $ | — |  |
| A.U.L. Corp.                                 | 1.2 |  | — |  | 1.2 |  | — |  | — |  | 1.2 |  |
| Absolute Dental Group LLC                    | 15.5 |  | — |  | 15.5 |  | — |  | — |  | 15.5 |  |
| Accommodations Plus Technologies LLC         | 4.1 |  | (4.1 | ) | — |  | — |  | — |  | — |  |
| Achilles Acquisition LLC                     | 13.1 |  | — |  | 13.1 |  | — |  | — |  | 13.1 |  |
| ADCS Clinics Intermediate Holdings, LLC      | 5.0 |  | (5.0 | ) | — |  | — |  | — |  | — |  |
| ADG, LLC                                     | 13.9 |  | (13.9 | ) | — |  | — |  | — |  | — |  |
| AffiniPay Midco, LLC                         | 9.0 |  | — |  | 9.0 |  | — |  | — |  | 9.0 |  |
| Alcami Corporation                           | 29.0 |  | — |  | 29.0 |  | — |  | — |  | 29.0 |  |
| AMCP Clean Intermediate, LLC                 | 6.1 |  | (1.8 | ) | 4.3 |  | — |  | — |  | 4.3 |  |
| Anaqua Parent Holdings, Inc.                 | 0.1 |  | — |  | 0.1 |  | — |  | — |  | 0.1 |  |
| APG Intermediate Holdings Corporation        | 9.6 |  | — |  | 9.6 |  | — |  | — |  | 9.6 |  |
| Apptio, Inc.                                 | 4.2 |  | — |  | 4.2 |  | — |  | — |  | 4.2 |  |
| AQ Sunshine, Inc.                            | 0.6 |  | (0.1 | ) | 0.5 |  | — |  | (0.5 | ) | — |  |
| Ardonagh Midco 3 PLC                         | 14.4 |  | — |  | 14.4 |  | — |  | — |  | 14.4 |  |
| Athenahealth, Inc.                           | 33.1 |  | — |  | 33.1 |  | — |  | — |  | 33.1 |  |
| ATI Restoration, LLC                         | 21.7 |  | — |  | 21.7 |  | — |  | — |  | 21.7 |  |
| Atlas Intermediate III, L.L.C.               | 0.1 |  | — |  | 0.1 |  | — |  | — |  | 0.1 |  |
| Avetta, LLC                                  | 4.2 |  | — |  | 4.2 |  | — |  | — |  | 4.2 |  |
| Bearcat Buyer, Inc.                          | 12.1 |  | — |  | 12.1 |  | — |  | — |  | 12.1 |  |
| Belfor Holdings, Inc.                        | 25.0 |  | — |  | 25.0 |  | — |  | — |  | 25.0 |  |
| Blue Angel Buyer 1, LLC                      | 5.5 |  | — |  | 5.5 |  | — |  | — |  | 5.5 |  |
| Blue Campaigns Intermediate Holding Corp.    | 3.0 |  | (0.7 | ) | 2.3 |  | — |  | — |  | 2.3 |  |
| Bragg Live Food Products LLC                 | 4.4 |  | — |  | 4.4 |  | — |  | — |  | 4.4 |  |
| Cadence Aerospace, LLC                       | 14.4 |  | (14.4 | ) | — |  | — |  | — |  | — |  |
| Capstone Logistics Acquisition, Inc.         | 2.0 |  | (0.9 | ) | 1.1 |  | — |  | — |  | 1.1 |  |
| CCS-CMGC Holdings, Inc.                      | 12.0 |  | (3.6 | ) | 8.4 |  | — |  | — |  | 8.4 |  |
| Center for Autism and Related Disorders, LLC | 8.5 |  | (8.5 | ) | — |  | — |  | — |  | — |  |
| Centric Brands Inc.                          | 7.9 |  | (4.0 | ) | 3.9 |  | — |  | — |  | 3.9 |  |
| Clearwater Analytics, LLC                    | 5.0 |  | — |  | 5.0 |  | — |  | — |  | 5.0 |  |
| Comprehensive EyeCare Partners, LLC          | 2.7 |  | (1.8 | ) | 0.9 |  | (0.8 | ) | — |  | 0.1 |  |
| Concert Golf Partners Holdco LLC             | 3.1 |  | — |  | 3.1 |  | — |  | — |  | 3.1 |  |
| Cority Software Inc.                         | 0.1 |  | — |  | 0.1 |  | — |  | — |  | 0.1 |  |
| Cozzini Bros., Inc.                          | 15.0 |  | (0.3 | ) | 14.7 |  | — |  | — |  | 14.7 |  |
| Creation Holdings Inc.                       | 13.2 |  | (6.6 | ) | 6.6 |  | — |  | — |  | 6.6 |  |
| Crown Health Care Laundry Services, Inc.     | 10.0 |  | (0.9 | ) | 9.1 |  | — |  | — |  | 9.1 |  |
| CST Buyer Company                            | 6.1 |  | — |  | 6.1 |  | — |  | — |  | 6.1 |  |
| CVP Holdco, Inc.                             | 25.3 |  | — |  | 25.3 |  | — |  | — |  | 25.3 |  |
| D4C Dental Brands, Inc.                      | 5.0 |  | (0.2 | ) | 4.8 |  | — |  | — |  | 4.8 |  |
| DCA Investment Holding LLC                   | 5.8 |  | (5.8 | ) | — |  | — |  | — |  | — |  |
| DecoPac, Inc.                                | 8.1 |  | — |  | 8.1 |  | — |  | — |  | 8.1 |  |
| DFC Global Facility Borrower III LLC         | 152.5 |  | (114.4 | ) | 38.1 |  | — |  | — |  | 38.1 |  |
| Diligent Corporation                         | 10.2 |  | — |  | 10.2 |  | — |  | — |  | 10.2 |  |
| Display Holding Company, Inc.                | 2.3 |  | (0.9 | ) | 1.4 |  | — |  | — |  | 1.4 |  |
| Divisions Holding Corporation                | 15.3 |  | (2.5 | ) | 12.8 |  | — |  | — |  | 12.8 |  |
| Dorner Holding Corp.                         | 3.3 |  | — |  | 3.3 |  | — |  | — |  | 3.3 |  |
| DRB Holdings, LLC                            | 9.9 |  | — |  | 9.9 |  | — |  | — |  | 9.9 |  |
| DRS Holdings III, Inc.                       | 6.8 |  | — |  | 6.8 |  | — |  | — |  | 6.8 |  |
| DTI Holdco, Inc.                             | 8.8 |  | (5.0 | ) | 3.8 |  | — |  | — |  | 3.8 |  |
| eCapital Finance Corp.                       | 5.2 |  | — |  | 5.2 |  | — |  | — |  | 5.2 |  |
| Eckler Industries, Inc.                      | 5.5 |  | (2.1 | ) | 3.4 |  | (3.4 | ) | — |  | — |  |
| Elemica Parent, Inc.                         | 15.6 |  | (3.1 | ) | 12.5 |  | — |  | (11.5 | ) | 1.0 |  |

----

|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company                           | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted unfunded revolving and delayed draw commitments |
| Emergency Communications Network, LLC                    | 6.5 |  | — |  | 6.5 |  | — |  | — |  | 6.5 |  |
| EP Purchaser, LLC.                                       | 22.4 |  | — |  | 22.4 |  | — |  | — |  | 22.4 |  |
| EP Wealth Advisors, LLC                                  | 0.6 |  | — |  | 0.6 |  | — |  | — |  | 0.6 |  |
| Episerver, Inc.                                          | 9.5 |  | — |  | 9.5 |  | — |  | — |  | 9.5 |  |
| eResearch Technology, Inc.                               | 5.1 |  | — |  | 5.1 |  | — |  | (5.1 | ) | — |  |
| Evolent Health LLC                                       | 44.8 |  | — |  | 44.8 |  | — |  | — |  | 44.8 |  |
| Ferraro Fine Foods Corp.                                 | 8.0 |  | — |  | 8.0 |  | — |  | — |  | 8.0 |  |
| Flinn Scientific, Inc.                                   | 10.0 |  | (10.0 | ) | — |  | — |  | — |  | — |  |
| Flow Control Solutions, Inc.                             | 14.4 |  | — |  | 14.4 |  | — |  | — |  | 14.4 |  |
| FM:Systems Group, LLC                                    | 1.5 |  | (1.5 | ) | — |  | — |  | — |  | — |  |
| Forescout Technologies, Inc.                             | 0.1 |  | — |  | 0.1 |  | — |  | — |  | 0.1 |  |
| Foundation Risk Partners, Corp.                          | 28.9 |  | — |  | 28.9 |  | — |  | (13.1 | ) | 15.8 |  |
| FS Squared Holding Corp.                                 | 11.2 |  | (0.4 | ) | 10.8 |  | — |  | — |  | 10.8 |  |
| FWR Holding Corporation                                  | 2.2 |  | — |  | 2.2 |  | — |  | (0.1 | ) | 2.1 |  |
| Garden Fresh Restaurant Corp.                            | 7.5 |  | (6.6 | ) | 0.9 |  | — |  | (0.9 | ) | — |  |
| GB Auto Service, Inc.                                    | 32.1 |  | (3.8 | ) | 28.3 |  | — |  | (16.9 | ) | 11.4 |  |
| Genesis Acquisition Co.                                  | 1.5 |  | (1.5 | ) | — |  | — |  | — |  | — |  |
| GPM Investments, LLC                                     | 26.0 |  | — |  | 26.0 |  | — |  | — |  | 26.0 |  |
| GraphPAD Software, LLC                                   | 1.1 |  | — |  | 1.1 |  | — |  | — |  | 1.1 |  |
| Green Street Parent, LLC                                 | 0.3 |  | — |  | 0.3 |  | — |  | — |  | 0.3 |  |
| GTCR-Ultra Holdings III, LLC and GTCR-Ultra Holdings LLC | 2.0 |  | — |  | 2.0 |  | — |  | — |  | 2.0 |  |
| HAI Acquisition Corporation                              | 19.0 |  | — |  | 19.0 |  | — |  | — |  | 19.0 |  |
| Harvey Tool Company, LLC                                 | 13.5 |  | (1.8 | ) | 11.7 |  | — |  | — |  | 11.7 |  |
| HealthEdge Software, Inc.                                | 7.7 |  | (0.1 | ) | 7.6 |  | — |  | — |  | 7.6 |  |
| Heelstone Renewable Energy, LLC                          | 21.1 |  | — |  | 21.1 |  | — |  | — |  | 21.1 |  |
| Help/Systems Holdings, Inc.                              | 15.0 |  | (2.5 | ) | 12.5 |  | — |  | — |  | 12.5 |  |
| Hometown Food Company                                    | 3.9 |  | (1.1 | ) | 2.8 |  | — |  | — |  | 2.8 |  |
| Huskies Parent, Inc.                                     | 3.3 |  | (1.8 | ) | 1.5 |  | — |  | — |  | 1.5 |  |
| Hygiena Borrower LLC                                     | 7.4 |  | — |  | 7.4 |  | — |  | — |  | 7.4 |  |
| IMIA Holdings, Inc.                                      | 11.3 |  | (0.5 | ) | 10.8 |  | — |  | — |  | 10.8 |  |
| Infilaw Corporation                                      | 5.7 |  | (5.7 | ) | — |  | — |  | — |  | — |  |
| Infinite Electronics International, Inc.                 | 3.0 |  | (0.1 | ) | 2.9 |  | — |  | — |  | 2.9 |  |
| Infogix, Inc.                                            | 5.3 |  | (5.3 | ) | — |  | — |  | — |  | — |  |
| IntraPac International LLC                               | 19.2 |  | (7.7 | ) | 11.5 |  | — |  | — |  | 11.5 |  |
| Invoice Cloud, Inc.                                      | 4.9 |  | (0.9 | ) | 4.0 |  | — |  | — |  | 4.0 |  |
| JDC Healthcare Management, LLC                           | 4.1 |  | (4.1 | ) | — |  | — |  | — |  | — |  |
| Jim N Nicks Management LLC                               | 4.9 |  | (4.9 | ) | — |  | — |  | — |  | — |  |
| Joyce Lane Financing SPV LLC                             | 1.4 |  | — |  | 1.4 |  | — |  | — |  | 1.4 |  |
| K2 Insurance Services, LLC                               | 4.7 |  | — |  | 4.7 |  | — |  | — |  | 4.7 |  |
| KBHS Acquisition, LLC (d/b/a Alita Care, LLC)            | 5.0 |  | (0.6 | ) | 4.4 |  | — |  | — |  | 4.4 |  |
| Kellermeyer Bergensons Services, LLC                     | 8.1 |  | — |  | 8.1 |  | — |  | — |  | 8.1 |  |
| Kene Acquisition, Inc.                                   | 8.9 |  | (0.1 | ) | 8.8 |  | — |  | — |  | 8.8 |  |
| Key Surgical LLC                                         | 2.8 |  | — |  | 2.8 |  | — |  | — |  | 2.8 |  |
| Laboratories Bidco LLC                                   | 9.5 |  | — |  | 9.5 |  | — |  | — |  | 9.5 |  |
| Mac Lean-Fogg Company                                    | 7.8 |  | — |  | 7.8 |  | — |  | (7.8 | ) | — |  |
| Majesco and Magic Topco, L.P.                            | 5.0 |  | — |  | 5.0 |  | — |  | — |  | 5.0 |  |
| Masergy Holdings, Inc.                                   | 2.5 |  | — |  | 2.5 |  | — |  | — |  | 2.5 |  |
| Mavis Tire Express Services Corp.                        | 11.3 |  | — |  | 11.3 |  | — |  | — |  | 11.3 |  |
| MB2 Dental Solutions, LLC                                | 4.6 |  | (2.2 | ) | 2.4 |  | — |  | — |  | 2.4 |  |
| McKenzie Creative Brands, LLC                            | 4.5 |  | (1.4 | ) | 3.1 |  | — |  | — |  | 3.1 |  |
| Micromeritics Instrument Corp.                           | 4.1 |  | (4.1 | ) | — |  | — |  | — |  | — |  |
| Minerva Surgical, Inc.                                   | 9.9 |  | — |  | 9.9 |  | — |  | (9.9 | ) | — |  |

----

|                                                        |
|--------------------------------------------------------|
|                                                        |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company                         | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted unfunded revolving and delayed draw commitments |
| Ministry Brands, LLC                                   | 10.9 |  | (6.3 | ) | 4.6 |  | — |  | — |  | 4.6 |  |
| Movati Athletic (Group) Inc.                           | 0.9 |  | — |  | 0.9 |  | (0.9 | ) | — |  | — |  |
| MRI Software LLC                                       | 10.1 |  | — |  | 10.1 |  | — |  | — |  | 10.1 |  |
| MSHC, Inc.                                             | 6.2 |  | (0.6 | ) | 5.6 |  | — |  | — |  | 5.6 |  |
| MW Dental Holding Corp.                                | 10.5 |  | (10.5 | ) | — |  | — |  | — |  | — |  |
| n2y Holding, LLC                                       | 0.1 |  | — |  | 0.1 |  | — |  | — |  | 0.1 |  |
| National Intergovernmental Purchasing Alliance Company | 9.0 |  | (9.0 | ) | — |  | — |  | — |  | — |  |
| Navisun LLC                                            | 18.1 |  | — |  | 18.1 |  | — |  | — |  | 18.1 |  |
| NECCO Holdings, Inc.                                   | 25.0 |  | (19.9 | ) | 5.1 |  | (5.1 | ) | — |  | — |  |
| Nelipak Holding Company                                | 0.6 |  | (0.4 | ) | 0.2 |  | — |  | — |  | 0.2 |  |
| NMC Skincare Intermediate Holdings II, LLC             | 9.1 |  | (5.8 | ) | 3.3 |  | — |  | — |  | 3.3 |  |
| NMN Holdings III Corp                                  | 12.5 |  | (1.1 | ) | 11.4 |  | — |  | — |  | 11.4 |  |
| Nordco Inc.                                            | 10.0 |  | — |  | 10.0 |  | — |  | — |  | 10.0 |  |
| North American Science Associates, Inc.                | 12.9 |  | — |  | 12.9 |  | — |  | — |  | 12.9 |  |
| NueHealth Performance, LLC                             | 3.3 |  | — |  | 3.3 |  | — |  | — |  | 3.3 |  |
| Olympia Acquisition, Inc.                              | 51.9 |  | (10.1 | ) | 41.8 |  | — |  | (41.0 | ) | 0.8 |  |
| OTG Management, LLC                                    | 10.1 |  | (10.0 | ) | 0.1 |  | — |  | — |  | 0.1 |  |
| Park Place Technologies, LLC                           | 5.4 |  | (0.1 | ) | 5.3 |  | — |  | — |  | 5.3 |  |
| Pathway Vet Alliance LLC                               | 1.9 |  | — |  | 1.9 |  | — |  | — |  | 1.9 |  |
| PaySimple, Inc.                                        | 56.6 |  | — |  | 56.6 |  | — |  | — |  | 56.6 |  |
| PDI TA Holdings, Inc.                                  | 7.6 |  | (5.7 | ) | 1.9 |  | — |  | — |  | 1.9 |  |
| Pegasus Global Enterprise Holdings, LLC                | 11.6 |  | — |  | 11.6 |  | — |  | — |  | 11.6 |  |
| Perforce Software, Inc.                                | 0.5 |  | (0.1 | ) | 0.4 |  | — |  | — |  | 0.4 |  |
| Petroleum Service Group LLC                            | 21.2 |  | (1.1 | ) | 20.1 |  | — |  | — |  | 20.1 |  |
| PosiGen Backleverage, LLC                              | 4.7 |  | — |  | 4.7 |  | — |  | — |  | 4.7 |  |
| Premise Health Holding Corp.                           | 36.0 |  | (22.6 | ) | 13.4 |  | — |  | — |  | 13.4 |  |
| Production Resource Group, LLC                         | 11.5 |  | — |  | 11.5 |  | — |  | — |  | 11.5 |  |
| Project Potter Buyer, LLC                              | 5.5 |  | — |  | 5.5 |  | — |  | — |  | 5.5 |  |
| Pyramid Management Advisors, LLC                       | 10.9 |  | (9.5 | ) | 1.4 |  | (1.4 | ) | — |  | — |  |
| QC Supply, LLC                                         | 10.0 |  | (10.0 | ) | — |  | — |  | — |  | — |  |
| QF Holdings, Inc.                                      | 5.0 |  | — |  | 5.0 |  | — |  | — |  | 5.0 |  |
| Radius Aerospace, Inc.                                 | 2.8 |  | (2.1 | ) | 0.7 |  | — |  | — |  | 0.7 |  |
| Raptor Technologies, LLC                               | 4.7 |  | (0.8 | ) | 3.9 |  | (3.0 | ) | — |  | 0.9 |  |
| Reddy Ice Holdings, Inc.                               | 3.9 |  | — |  | 3.9 |  | (3.6 | ) | — |  | 0.3 |  |
| Reef Lifestyle, LLC                                    | 32.3 |  | (11.6 | ) | 20.7 |  | — |  | — |  | 20.7 |  |
| Retriever Medical/Dental Payments LLC                  | 3.5 |  | — |  | 3.5 |  | — |  | — |  | 3.5 |  |
| Revint Intermediate II, LLC                            | 12.1 |  | (4.8 | ) | 7.3 |  | — |  | — |  | 7.3 |  |
| Rialto Management Group, LLC                           | 1.0 |  | (0.1 | ) | 0.9 |  | — |  | — |  | 0.9 |  |
| RSC Acquisition, Inc.                                  | 2.9 |  | — |  | 2.9 |  | — |  | — |  | 2.9 |  |
| RTI Surgical, Inc.                                     | 15.9 |  | — |  | 15.9 |  | — |  | — |  | 15.9 |  |
| Safe Home Security, Inc.                               | 9.9 |  | — |  | 9.9 |  | — |  | — |  | 9.9 |  |
| SCIH Salt Holdings Inc.                                | 7.5 |  | (1.3 | ) | 6.2 |  | — |  | — |  | 6.2 |  |
| SCM Insurance Services Inc.                            | 4.1 |  | (0.7 | ) | 3.4 |  | — |  | — |  | 3.4 |  |
| SCSG EA Acquisition Company, Inc.                      | 4.0 |  | (0.2 | ) | 3.8 |  | — |  | — |  | 3.8 |  |
| Securelink, Inc                                        | 3.0 |  | — |  | 3.0 |  | — |  | — |  | 3.0 |  |
| Severin Acquisition, LLC                               | 9.0 |  | — |  | 9.0 |  | — |  | — |  | 9.0 |  |
| SFE Intermediate HoldCo LLC                            | 10.2 |  | — |  | 10.2 |  | — |  | — |  | 10.2 |  |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC      | 2.8 |  | (2.5 | ) | 0.3 |  | — |  | — |  | 0.3 |  |
| SiroMed Physician Services, Inc.                       | 7.1 |  | — |  | 7.1 |  | — |  | — |  | 7.1 |  |
| SM Wellness Holdings, Inc.                             | 11.1 |  | (5.5 | ) | 5.6 |  | — |  | — |  | 5.6 |  |
| Sovos Brands Intermediate, Inc.                        | 4.3 |  | — |  | 4.3 |  | — |  | — |  | 4.3 |  |
| SpareFoot, LLC                                         | 1.4 |  | (1.4 | ) | — |  | — |  | — |  | — |  |
| Sparta Systems, Inc.                                   | 6.5 |  | (0.1 | ) | 6.4 |  | — |  | — |  | 6.4 |  |

----

|                                                  |
|--------------------------------------------------|
|                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company                   | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Less: unavailable commitments due to borrowing base or other covenant restrictions | Total net adjusted unfunded revolving and delayed draw commitments |
| Spectra Finance, LLC                             | 24.1 |  | (23.6 | ) | 0.5 |  | — |  | — |  | 0.5 |  |
| SSE Buyer, Inc.                                  | 6.5 |  | — |  | 6.5 |  | — |  | — |  | 6.5 |  |
| Star US Bidco LLC                                | 8.5 |  | — |  | 8.5 |  | — |  | — |  | 8.5 |  |
| Storm UK Holdco Limited and Storm US Holdco Inc. | 1.1 |  | (0.2 | ) | 0.9 |  | — |  | — |  | 0.9 |  |
| Sunk Rock Foundry Partners LP                    | 7.5 |  | (2.6 | ) | 4.9 |  | — |  | — |  | 4.9 |  |
| Sunshine Sub, LLC                                | 5.8 |  | (0.6 | ) | 5.2 |  | — |  | — |  | 5.2 |  |
| SVP Sewing Brands LLC                            | 90.0 |  | (58.9 | ) | 31.1 |  | — |  | — |  | 31.1 |  |
| Synergy HomeCare Franchising, LLC                | 4.2 |  | — |  | 4.2 |  | — |  | — |  | 4.2 |  |
| TA/WEG Holdings, LLC                             | 3.5 |  | — |  | 3.5 |  | — |  | — |  | 3.5 |  |
| Taymax Group Holdings, LLC                       | 2.1 |  | (1.6 | ) | 0.5 |  | — |  | — |  | 0.5 |  |
| TDG Group Holding Company                        | 0.3 |  | — |  | 0.3 |  | — |  | — |  | 0.3 |  |
| Teasdale Foods, Inc.                             | 0.8 |  | (0.3 | ) | 0.5 |  | — |  | — |  | 0.5 |  |
| Telestream Holdings Corporation                  | 2.3 |  | (0.1 | ) | 2.2 |  | — |  | — |  | 2.2 |  |
| TerSera Therapeutics LLC                         | 0.1 |  | — |  | 0.1 |  | — |  | — |  | 0.1 |  |
| The Alaska Club Partners                         | 1.1 |  | — |  | 1.1 |  | — |  | — |  | 1.1 |  |
| The Ultimate Software Group, Inc.                | 10.0 |  | (0.1 | ) | 9.9 |  | — |  | — |  | 9.9 |  |
| The Ultimus Group Midco, LLC                     | 6.9 |  | (4.0 | ) | 2.9 |  | — |  | — |  | 2.9 |  |
| Theranest, LLC                                   | 40.9 |  | — |  | 40.9 |  | — |  | — |  | 40.9 |  |
| THG Acquisition, LLC                             | 7.6 |  | (0.1 | ) | 7.5 |  | — |  | — |  | 7.5 |  |
| TimeClock Plus, LLC                              | 7.6 |  | — |  | 7.6 |  | — |  | — |  | 7.6 |  |
| TWH Infrastructure Industries, Inc.              | 0.1 |  | (0.1 | ) | — |  | — |  | — |  | — |  |
| U.S. Acute Care Solutions, LLC                   | 1.7 |  | — |  | 1.7 |  | — |  | — |  | 1.7 |  |
| United Digestive MSO Parent, LLC                 | 14.8 |  | (5.6 | ) | 9.2 |  | — |  | — |  | 9.2 |  |
| Vela Trading Technologies LLC                    | 3.5 |  | (1.6 | ) | 1.9 |  | — |  | — |  | 1.9 |  |
| Verscend Holding Corp.                           | 22.5 |  | (0.1 | ) | 22.4 |  | — |  | — |  | 22.4 |  |
| VLS Recovery Services, LLC                       | 19.8 |  | (0.3 | ) | 19.5 |  | — |  | — |  | 19.5 |  |
| VPROP Operating, LLC                             | 0.9 |  | — |  | 0.9 |  | — |  | — |  | 0.9 |  |
| VRC Companies, LLC                               | 4.2 |  | — |  | 4.2 |  | — |  | — |  | 4.2 |  |
| VS Buyer, LLC                                    | 8.1 |  | — |  | 8.1 |  | — |  | — |  | 8.1 |  |
| WatchFire Enterprises, Inc.                      | 2.0 |  | (2.0 | ) | — |  | — |  | — |  | — |  |
| WebPT, Inc.                                      | 6.1 |  | — |  | 6.1 |  | — |  | (6.0 | ) | 0.1 |  |
| Wildcat BuyerCo, Inc.                            | 10.3 |  | — |  | 10.3 |  | — |  | — |  | 10.3 |  |
| WSHP FC Acquisition LLC                          | 11.3 |  | (1.4 | ) | 9.9 |  | — |  | — |  | 9.9 |  |
| XIFIN, Inc.                                      | 7.3 |  | (0.9 | ) | 6.4 |  | — |  | (3.4 | ) | 3.0 |  |
| Zemax Software Holdings, LLC                     | 4.1 |  | (2.0 | ) | 2.1 |  | — |  | — |  | 2.1 |  |
| Zywave, Inc.                                     | 10.5 |  | — |  | 10.5 |  | — |  | — |  | 10.5 |  |
|                                             | $ | 2,002.3 |  | $ | (534.3 | ) | $ | 1,468.0 |  | $ | (18.2 | ) | $ | (116.2 | ) | $ | 1,333.6 |  |

|      |                                                                                                                                                                  |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (16) | As of September 30, 2020, the Company was party to subscription agreements to fund equity investments in private equity investment partnerships as follows: |

|                                                                            |
|----------------------------------------------------------------------------|
|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (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 |
| PCG-Ares Sidecar Investment, L.P. and PCG-Ares Sidecar Investment II, L.P. | $ | 50.0 |  | $ | (12.4 | ) | $ | 37.6 |  | $ | (37.6 | ) | $ | — |  |
| European Capital UK SME Debt LP                                            | 58.1 |  | (52.6 | ) | 5.5 |  | (5.5 | ) | — |  |
|                                                                       | $ | 108.1 |  | $ | (65.0 | ) | $ | 43.1 |  | $ | (43.1 | ) | $ | — |  |

|      |                                                                                                                                                                                                                                |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (17) | As of September 30, 2020, 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 $66.8. See Note 4 for more information on the SDLP. |

----

|      |                                                                                                                                                                                                                                                                                                           |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (18) | 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 for more information regarding the fair value of the Company’s investments. |
|      |                                                                                                                                                                                                                                                                                                                                                                                                                 |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (19) | As of September 30, 2020, the estimated net unrealized loss for federal tax purposes was $0.7 billion based on a tax cost basis of $15 billion. As of September 30, 2020, the estimated aggregate gross unrealized loss for federal income tax purposes was $1.1 billion and the estimated aggregate gross unrealized gain for federal income tax purposes was $0.4 billion.      |

----

|                                                                                                          |
|----------------------------------------------------------------------------------------------------------|
|                                                                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                               |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Health Care Services                                                                                     |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Absolute Dental Management LLC and ADM Equity, LLC                                                       |   | Dental services provider |   | First lien senior secured loan ($0.8 par due 1/2022) |   | 9.40% (Libor + 7.50%/Q) |   | 1/15/2019 |   | $ | 0.8 |  |   | $ | 0.8 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($24.5 par due 1/2022) |   |   |   | 1/5/2016 |   | 24.2 |  |   | 10.2 |  | (2)(12) |   |   |
|                                                                                                     |   |   |   | Class A preferred units (4,000,000 units) |   |   |   | 1/5/2016 |   | 4.0 |  |   | — |  | (2) |   |   |
|                                                                                                     |   |   |   | Class A common units (4,000,000 units) |   |   |   | 1/5/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 29.0 |  |   | 11.0 |  |   |   |   |
| Acessa Health Inc. (fka HALT Medical, Inc.)                                                              |   | Medical supply provider |   | Common stock (569,823 shares) |   |   |   | 6/22/2017 |   | 0.1 |  |   | — |  |   |   |   |
| ADCS Billings Intermediate Holdings, LLC (17)                                                            |   | Dermatology practice |   | First lien senior secured revolving loan ($1.8 par due 5/2022) |   | 7.55% (Libor + 5.75%/M) |   | 5/18/2016 |   | 1.8 |  |   | 1.7 |  | (2)(13) |   |   |
| ADG, LLC and RC IV GEDC Investor LLC (17)                                                                |   | Dental services provider |   | First lien senior secured revolving loan ($11.9 par due 9/2022) |   | 7.22% (Libor + 4.75%/M) |   | 9/28/2016 |   | 11.9 |  |   | 10.5 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($92.1 par due 3/2024) |   | 7.42% (Libor + 5.50%/Q) |   | 9/28/2016 |   | 89.0 |  |   | 67.3 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Membership units (3,000,000 units) |   |   |   | 9/28/2016 |   | 3.0 |  |   | — |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 103.9 |  |   | 77.8 |  |   |   |   |
| Air Medical Group Holdings, Inc. and Air Medical Buyer Corp.                                             |   | Emergency air medical services provider |   | Senior subordinated loan ($182.7 par due 3/2026) |   | 9.67% (Libor + 7.88%/M) |   | 3/14/2018 |   | 182.7 |  |   | 180.8 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Warrant to purchase up to 115,733 units of common stock (expires 3/2028) |   |   |   | 3/14/2018 |   | 0.9 |  |   | 1.6 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 183.6 |  |   | 182.4 |  |   |   |   |
| Alteon Health, LLC                                                                                       |   | Provider of physician management services |   | First lien senior secured loan ($3.0 par due 9/2022) |   | 8.30% (Libor + 6.50%/M) |   | 5/15/2017 |   | 3.0 |  |   | 2.8 |  | (2)(13) |   |   |
| Athenahealth, Inc., VVC Holding Corp., Virence Intermediate Holding Corp., and Virence Holdings LLC (17) |   | Revenue cycle management provider to the physician practices and acute care hospitals |   | First lien senior secured loan ($16.0 par due 2/2026) |   | 6.40% (Libor + 4.50%/Q) |   | 2/11/2019 |   | 15.7 |  |   | 16.0 |  | (2) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($210.3 par due 2/2027) |   | 10.41% (Libor + 8.50%/Q) |   | 2/11/2019 |   | 210.3 |  |   | 210.3 |  | (2) |   |   |
|                                                                                                     |   |   |   | Senior preferred stock (121,810 shares) |   | 12.89% PIK (Libor + 11.13%/Q) |   | 2/11/2019 |   | 132.6 |  |   | 132.6 |  | (2) |   |   |
|                                                                                                     |   |   |   | Class A interests (0.39% interest) |   |   |   | 2/11/2019 |   | 9.0 |  |   | 14.1 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 367.6 |  |   | 373.0 |  |   |   |   |
| Bambino CI Inc. (17)                                                                                     |   | Manufacturer and provider of single-use obstetrics products |   | First lien senior secured revolving loan ($5.7 par due 10/2022) |   | 7.21% (Libor + 5.50%/M) |   | 10/17/2017 |   | 5.7 |  |   | 5.7 |  | (2) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($30.6 par due 10/2023) |   | 7.30% (Libor + 5.50%/M) |   | 10/17/2017 |   | 30.6 |  |   | 30.6 |  | (2) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($1.7 par due 10/2023) |   | 7.30% (Libor + 5.50%/M) |   | 12/13/2019 |   | 1.7 |  |   | 1.7 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 38.0 |  |   | 38.0 |  |   |   |   |
| Bearcat Buyer, Inc. and Bearcat Parent, Inc. (17)                                                        |   | Provider of central institutional review boards over clinical trials |   | First lien senior secured loan ($30.9 par due 7/2026) |   | 6.20% (Libor + 4.25%/Q) |   | 7/9/2019 |   | 30.9 |  |   | 30.6 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($2.0 par due 7/2026) |   | 6.20% (Libor + 4.25%/Q) |   | 7/9/2019 |   | 2.0 |  |   | 2.0 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | First lien senior secured loan ($17.1 par due 7/2026) |   | 6.20% (Libor + 4.25%/Q) |   | 9/10/2019 |   | 17.1 |  |   | 17.0 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($64.2 par due 7/2027) |   | 10.20% (Libor + 8.25%/Q) |   | 7/9/2019 |   | 64.2 |  |   | 63.5 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($5.3 par due 7/2027) |   | 10.20% (Libor + 8.25%/Q) |   | 7/9/2019 |   | 5.3 |  |   | 5.2 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Second lien senior secured loan ($12.7 par due 7/2027) |   | 10.20% (Libor + 8.25%/Q) |   | 9/10/2019 |   | 12.7 |  |   | 12.6 |  | (2)(13) |   |   |
|                                                                                                     |   |   |   | Class B common units (4,211 units) |   |   |   | 7/9/2019 |   | 4.2 |  |   | 4.2 |  | (2) |   |   |
|                                                                                                     |   |   |   |   |   |   |   |   |   | 136.4 |  |   | 135.1 |  |   |   |   |

----

|                                                                                |
|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| CCS-CMGC Holdings, Inc. (17)                                                   |   | Correctional facility healthcare operator |   | First lien senior secured revolving loan ($0.9 par due 10/2023) |   | 7.05% (Libor + 5.25%/M) |   | 10/1/2018 |   | 0.9 |  |   | 0.9 |  | (2)(16) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($34.7 par due 10/2025) |   | 7.35% (Libor + 5.50%/M) |   | 9/25/2018 |   | 34.4 |  |   | 33.6 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 35.3 |  |   | 34.5 |  |   |   |   |
| Center for Autism and Related Disorders, LLC (17)                              |   | Autism treatment and services provider specializing in applied behavior analysis therapy |   | First lien senior secured revolving loan |   | — |   | 11/21/2018 |   | — |  |   | — |  | (15) |   |   |
| Comprehensive EyeCare Partners, LLC (17)                                       |   | Vision care practice management company |   | First lien senior secured revolving loan ($0.4 par due 2/2024) |   | 6.45% (Libor + 4.50%/Q) |   | 2/14/2018 |   | 0.4 |  |   | 0.4 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($5.4 par due 2/2024) |   | 6.60% (Libor + 4.50%/Q) |   | 2/14/2018 |   | 5.4 |  |   | 5.3 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.4 par due 2/2024) |   | 6.45% (Libor + 4.50%/Q) |   | 2/14/2018 |   | 2.4 |  |   | 2.4 |  | (2)(13) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 8.2 |  |   | 8.1 |  |   |   |   |
| Convey Health Solutions, Inc.                                                  |   | Workforce management solutions provider |   | First lien senior secured loan ($20.1 par due 9/2026) |   | 6.94% (Libor + 5.25%/M) |   | 9/4/2019 |   | 20.1 |  |   | 19.9 |  | (2)(13) |   |   |
| CVP Holdco, Inc. and OMERS Wildcats Holdings Inc. (17)                         |   | Veterinary hospital operator |   | First lien senior secured revolving loan ($0.1 par due 10/2024) |   | 8.41% (Libor + 5.75%/Q) |   | 10/31/2019 |   | 0.1 |  |   | 0.1 |  | (2)(13)(16) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($66.3 par due 10/2025) |   | 7.66% (Libor + 5.75%/Q) |   | 10/31/2019 |   | 66.3 |  |   | 65.6 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($12.5 par due 10/2025) |   | 7.63% (Libor + 5.75%/Q) |   | 10/31/2019 |   | 12.5 |  |   | 12.4 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Common stock (31,005 shares) |   |   |   | 10/31/2019 |   | 9.6 |  |   | 9.8 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 88.5 |  |   | 87.9 |  |   |   |   |
| D4C Dental Brands HoldCo, Inc. and Bambino Group Holdings, LLC (17)            |   | Dental services provider |   | First lien senior secured revolving loan ($0.6 par due 12/2022) |   | 10.00% (Base Rate + 5.25%/Q) |   | 12/21/2016 |   | 0.6 |  |   | 0.6 |  | (2)(13)(16) |   |   |
|                                                                           |   |   |   | Class A preferred units (1,000,000 units) |   |   |   | 12/21/2016 |   | 1.0 |  |   | 1.0 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 1.6 |  |   | 1.6 |  |   |   |   |
| DCA Investment Holding, LLC (17)                                               |   | Multi-branded dental practice management |   | First lien senior secured revolving loan ($1.7 par due 7/2021) |   | 9.00% (Base Rate + 4.25%/Q) |   | 7/2/2015 |   | 1.7 |  |   | 1.7 |  | (2)(13)(16) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($18.3 par due 7/2021) |   | 7.20% (Libor + 5.25%/Q) |   | 7/2/2015 |   | 18.3 |  |   | 18.3 |  | (2)(13) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 20.0 |  |   | 20.0 |  |   |   |   |
| Emerus Holdings, Inc.                                                          |   | Freestanding 24-hour emergency care micro-hospitals operator |   | First lien senior secured loan ($16.5 par due 2/2022) |   | 14.00% |   | 2/21/2019 |   | 16.5 |  |   | 16.5 |  | (2) |   |   |
| Evolent Health LLC and Evolent Health, Inc. (17)                               |   | Medical technology company focused on value based care services and payment solutions |   | First lien senior secured loan ($67.1 par due 12/2024) |   | 9.96% (Libor + 8.00%/Q) |   | 12/30/2019 |   | 61.2 |  |   | 63.6 |  | (2)(6)(13) |   |   |
|                                                                           |   |   |   | Warrant to purchase up to 1,354,968 shares of common stock (expires 1/2025) |   |   |   | 12/30/2019 |   | 5.9 |  |   | 5.9 |  | (2)(6) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 67.1 |  |   | 69.5 |  |   |   |   |
| 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 ($34.5 par due 6/2025) |   | 9.95% (Libor + 8.00%/Q) |   | 6/30/2017 |   | 34.2 |  |   | 34.5 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Series A preferred stock (110,425 shares) |   | 12.66% PIK (Libor + 10.75%/Q) |   | 6/30/2017 |   | 152.3 |  |   | 152.3 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Class A units (14,013,303 units) |   |   |   | 6/30/2017 |   | 14.0 |  |   | 16.8 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 200.5 |  |   | 203.6 |  |   |   |   |
| Hygiena Borrower LLC (17)                                                      |   | Adenosine triphosphate testing technology provider |   | Second lien senior secured loan ($2.5 par due 8/2023) |   | 9.70% (Libor + 7.75%/Q) |   | 8/26/2016 |   | 2.5 |  |   | 2.5 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Second lien senior secured loan ($10.7 par due 8/2023) |   | 9.70% (Libor + 7.75%/Q) |   | 2/27/2017 |   | 10.7 |  |   | 10.6 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Second lien senior secured loan ($11.1 par due 8/2023) |   | 9.70% (Libor + 7.75%/Q) |   | 6/29/2018 |   | 11.1 |  |   | 11.0 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Second lien senior secured loan ($0.6 par due 8/2023) |   | 9.70% (Libor + 7.75%/Q) |   | 6/29/2018 |   | 0.6 |  |   | 0.6 |  | (2)(13) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 24.9 |  |   | 24.7 |  |   |   |   |

----

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|                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                            |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| JDC Healthcare Management, LLC (17)                                   |   | Dental services provider |   | First lien senior secured revolving loan ($4.0 par due 4/2022) |   | 9.53% (Libor + 7.75%/M) |   | 4/10/2017 |   | 4.0 |  |   | 3.3 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($29.6 par due 4/2023) |   | 9.55% (Libor + 6.75% Cash, 1.00% PIK/M) |   | 4/10/2017 |   | 29.6 |  |   | 24.3 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($4.2 par due 4/2023) |   | 9.55% (Libor + 6.75% Cash, 1.00% PIK/M) |   | 4/10/2017 |   | 4.2 |  |   | 3.4 |  | (2)(13) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 37.8 |  |   | 31.0 |  |   |   |   |
| KBHS Acquisition, LLC (d/b/a Alita Care, LLC) (17)                    |   | Provider of behavioral health services |   | First lien senior secured revolving loan ($2.0 par due 3/2022) |   | 6.80% (Libor + 5.00%/M) |   | 3/17/2017 |   | 2.0 |  |   | 1.8 |  | (2)(13) |   |   |
| Key Surgical LLC (17)                                                 |   | Provider of sterile processing, operating room and instrument care supplies for hospitals |   | First lien senior secured loan ($16.5 par due 6/2023) |   | 6.00% (EURIBOR + 5.00%/Q) |   | 6/1/2017 |   | 16.5 |  |   | 16.5 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($5.5 par due 6/2023) |   | 6.00% (Libor + 5.00%/M) |   | 8/28/2019 |   | 5.4 |  |   | 5.5 |  | (2)(13) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 21.9 |  |   | 22.0 |  |   |   |   |
| MB2 Dental Solutions, LLC (17)                                        |   | Dental services provider |   | First lien senior secured revolving loan ($4.6 par due 9/2023) |   | 8.75% (Base Rate + 4.00%/Q) |   | 9/29/2017 |   | 4.6 |  |   | 4.6 |  | (2)(13) |   |   |
| MCH Holdings, Inc. and MC Acquisition Holdings I, LLC                 |   | Healthcare professional provider |   | First lien senior secured loan ($116.9 par due 7/2020) |   | 7.31% (Libor + 5.50%/M) |   | 7/26/2017 |   | 116.9 |  |   | 116.9 |  | (2)(13) |   |   |
|                                                                  |   |   |   | Class A units (1,438,643 shares) |   |   |   | 1/17/2014 |   | 1.5 |  |   | 1.3 |  | (2) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 118.4 |  |   | 118.2 |  |   |   |   |
| Minerva Surgical, Inc. (17)                                           |   | Medical device company focused on women's health |   | First lien senior secured loan ($29.6 par due 12/2022) |   | 11.50% (Libor + 9.50%/Q) |   | 12/30/2019 |   | 28.4 |  |   | 29.3 |  | (2)(13) |   |   |
| MW Dental Holding Corp. (17)                                          |   | Dental services provider |   | First lien senior secured revolving loan ($10.0 par due 4/2021) |   | 9.15% (Libor + 6.75%/Q) |   | 4/12/2011 |   | 10.0 |  |   | 10.0 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($122.4 par due 4/2021) |   | 8.69% (Libor + 6.75%/Q) |   | 4/12/2011 |   | 122.4 |  |   | 122.4 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($23.8 par due 4/2021) |   | 8.69% (Libor + 6.75%/Q) |   | 3/19/2018 |   | 23.8 |  |   | 23.8 |  | (2)(13) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 156.2 |  |   | 156.2 |  |   |   |   |
| NMN Holdings III Corp. and NMN Holdings LP (17)                       |   | Provider of complex rehab technology solutions for patients with mobility loss |   | Partnership units (30,000 units) |   |   |   | 11/13/2018 |   | 3.0 |  |   | 3.4 |  | (2) |   |   |
| NMSC Holdings, Inc. and ASP NAPA Holdings, LLC                        |   | Anesthesia management services provider |   | Second lien senior secured loan ($72.8 par due 10/2023) |   | 11.80% (Libor + 10.00%/M) |   | 4/19/2016 |   | 72.8 |  |   | 72.8 |  | (2)(13) |   |   |
|                                                                  |   |   |   | Class A units (25,790 units) |   |   |   | 4/19/2016 |   | 2.6 |  |   | 1.6 |  | (2) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 75.4 |  |   | 74.4 |  |   |   |   |
| NueHealth Performance, LLC (17)                                       |   | Developer, builder and manager of specialty surgical hospitals and ambulatory surgery centers |   | First lien senior secured loan ($9.9 par due 9/2023) |   | 8.30% (Libor + 6.50%/M) |   | 9/27/2018 |   | 9.9 |  |   | 9.9 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($1.5 par due 9/2023) |   | 8.30% (Libor + 6.50%/M) |   | 9/27/2018 |   | 1.5 |  |   | 1.5 |  | (2)(13) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 11.4 |  |   | 11.4 |  |   |   |   |
| Olympia Acquisition, Inc. and Olympia TopCo, L.P. (17)                |   | Behavioral health and special education platform provider |   | First lien senior secured loan ($43.0 par due 9/2026) |   | 7.30% (Libor + 5.50%/M) |   | 9/24/2019 |   | 43.0 |  |   | 42.5 |  | (2)(13) |   |   |
|                                                                  |   |   |   | Class A common units (9,549,000 units) |   |   |   | 9/24/2019 |   | 9.5 |  |   | 9.5 |  | (2) |   |   |
|                                                                  |   |   |   |   |   |   |   |   |   | 52.5 |  |   | 52.0 |  |   |   |   |
| OMH-HealthEdge Holdings, LLC (17)                                     |   | Revenue cycle management provider for healthcare companies |   | First lien senior secured loan ($26.7 par due 10/2025) |   | 7.30% (Libor + 5.50%/M) |   | 10/24/2019 |   | 26.7 |  |   | 26.4 |  | (2)(13) |   |   |
| OmniSYS Acquisition Corporation, OmniSYS, LLC, and OSYS Holdings, LLC |   | Provider of technology-enabled solutions to pharmacies |   | Limited liability company membership interest (1.57%) |   |   |   | 11/21/2013 |   | 1.0 |  |   | 0.6 |  | (2) |   |   |
| Pathway Vet Alliance LLC and Pathway Vet Alliance Holding LLC (17)    |   | Veterinary hospital operator |   | First lien senior secured revolving loan |   | — |   | 12/21/2018 |   | — |  |   | — |  | (15) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($57.1 par due 12/2024) |   | 6.30% (Libor + 4.50%/M) |   | 12/21/2018 |   | 56.6 |  |   | 56.5 |  | (2)(13) |   |   |
|                                                                  |   |   |   | First lien senior secured loan ($23.0 par due 12/2024) |   | 6.30% (Libor + 4.50%/M) |   | 12/21/2018 |   | 23.0 |  |   | 22.8 |  | (2)(13) |   |   |

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|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                 |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                       |   |   |   | First lien senior secured loan ($13.8 par due 12/2024) |   | 6.30% (Libor + 4.50%/M) |   | 10/11/2019 |   | 13.8 |  |   | 13.7 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Second lien senior secured loan ($163.9 par due 12/2025) |   | 10.30% (Libor + 8.50%/M) |   | 12/21/2018 |   | 163.9 |  |   | 163.1 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Second lien senior secured loan ($54.9 par due 12/2025) |   | 10.30% (Libor + 8.50%/M) |   | 12/21/2018 |   | 54.9 |  |   | 54.7 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Second lien senior secured loan ($12.6 par due 12/2025) |   | 10.30% (Libor + 8.50%/M) |   | 10/11/2019 |   | 12.6 |  |   | 12.5 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Preferred subscription units (1,507,384 units) |   |   |   | 12/21/2018 |   | 4.9 |  |   | 10.6 |  |   |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 329.7 |  |   | 333.9 |  |   |   |   |
| Patterson Medical Supply, Inc.                                             |   | Distributor of rehabilitation supplies and equipment |   | Second lien senior secured loan ($78.0 par due 8/2023) |   | 10.43% (Libor + 8.50%/Q) |   | 9/2/2015 |   | 77.0 |  |   | 62.4 |  | (2)(13) |   |   |
| PetIQ, LLC                                                                 |   | Distributor and manufacturer of pet prescription medications and health products |   | First lien senior secured loan ($21.0 par due 7/2025) |   | 6.30% (Libor + 4.50%/M) |   | 1/17/2018 |   | 21.0 |  |   | 20.8 |  | (2)(6) |   |   |
| PetVet Care Centers, LLC                                                   |   | Veterinary hospital operator |   | First lien senior secured loan ($26.3 par due 2/2025) |   | 6.05% (Libor + 4.25%/M) |   | 10/31/2019 |   | 25.8 |  |   | 26.0 |  | (2)(13) |   |   |
| PhyMED Management LLC                                                      |   | Provider of anesthesia services |   | Second lien senior secured loan ($47.2 par due 5/2021) |   | 10.55% (Libor + 8.75%/M) |   | 12/18/2015 |   | 47.1 |  |   | 46.8 |  | (2)(13) |   |   |
| Premise Health Holding Corp. and OMERS Bluejay Investment Holdings LP (17) |   | Provider of employer-sponsored onsite health and wellness clinics and pharmacies |   | First lien senior secured revolving loan |   | — |   | 7/10/2018 |   | — |  |   | — |  | (15) |   |   |
|                                                                       |   |   |   | First lien senior secured loan ($10.8 par due 7/2025) |   | 5.45% (Libor + 3.50%/Q) |   | 7/10/2018 |   | 10.8 |  |   | 10.7 |  | (2) |   |   |
|                                                                       |   |   |   | Second lien senior secured loan ($67.1 par due 7/2026) |   | 9.45% (Libor + 7.50%/Q) |   | 7/10/2018 |   | 66.6 |  |   | 66.4 |  | (2) |   |   |
|                                                                       |   |   |   | Class A units (9,775 units) |   |   |   | 7/10/2018 |   | 9.8 |  |   | 11.5 |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 87.2 |  |   | 88.6 |  |   |   |   |
| ProVation Medical, Inc.                                                    |   | Provider of documentation and coding software for GI physicians |   | First lien senior secured loan ($12.9 par due 3/2024) |   | 8.98% (Libor + 7.00%/Q) |   | 3/9/2018 |   | 12.7 |  |   | 12.9 |  | (2) |   |   |
| 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) |   |   |
| RTI Surgical, Inc.                                                         |   | Manufacturer of biologic, metal and synthetic implants/devices |   | Second lien senior secured loan ($94.8 par due 12/2023) |   | 10.49% (Libor + 8.75%/M) |   | 3/8/2019 |   | 94.8 |  |   | 94.8 |  | (2)(6)(13) |   |   |
| SCSG EA Acquisition Company, Inc. (17)                                     |   | Provider of outsourced clinical services to hospitals and health systems |   | First lien senior secured revolving loan |   | — |   | 9/1/2017 |   | — |  |   | — |  | (15) |   |   |
| SiroMed Physician Services, Inc. and SiroMed Equity Holdings, LLC (17)     |   | Outsourced anesthesia provider |   | First lien senior secured loan ($17.1 par due 3/2024) |   | 6.70% (Libor + 4.75%/Q) |   | 3/26/2018 |   | 17.1 |  |   | 16.3 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Common units (684,854 units) |   |   |   | 3/26/2018 |   | 4.8 |  |   | 2.9 |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 21.9 |  |   | 19.2 |  |   |   |   |
| SM Wellness Holdings, Inc. and SM Holdco, Inc. (17)                        |   | Breast cancer screening provider |   | First lien senior secured revolving loan ($4.4 par due 8/2024) |   | 7.30% (Libor + 5.50%/Q) |   | 8/1/2018 |   | 4.4 |  |   | 4.4 |  | (2) |   |   |
|                                                                       |   |   |   | First lien senior secured loan ($7.1 par due 8/2024) |   | 7.30% (Libor + 5.50%/M) |   | 8/1/2018 |   | 7.1 |  |   | 7.1 |  | (2) |   |   |
|                                                                       |   |   |   | Series A preferred stock (44,975 shares) |   | 12.16% PIK (Libor + 10.25%/Q) |   | 8/1/2018 |   | 53.8 |  |   | 53.8 |  | (2) |   |   |
|                                                                       |   |   |   | Series A units (7,475 units) |   |   |   | 8/1/2018 |   | 7.5 |  |   | 8.9 |  | (2) |   |   |
|                                                                       |   |   |   | Series B units (747,500 units) |   |   |   | 8/1/2018 |   | — |  |   | — |  | (2) |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 72.8 |  |   | 74.2 |  |   |   |   |
| Synergy HomeCare Franchising, LLC and NP/Synergy Holdings, LLC (17)        |   | Franchisor of private-pay home care for the elderly |   | First lien senior secured loan ($15.9 par due 4/2024) |   | 7.70% (Libor + 5.75%/Q) |   | 4/2/2018 |   | 15.9 |  |   | 15.9 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Common units (550 units) |   |   |   | 4/2/2018 |   | 0.6 |  |   | 0.7 |  |   |   |   |
|                                                                       |   |   |   |   |   |   |   |   |   | 16.5 |  |   | 16.6 |  |   |   |   |
| Teligent, Inc.                                                             |   | Pharmaceutical company that develops, manufactures and markets injectable pharmaceutical products |   | Second lien senior secured loan ($50.9 par due 6/2024) |   | 10.64% (Libor + 7.75% Cash, 1.00% PIK/Q) |   | 12/13/2018 |   | 50.9 |  |   | 45.8 |  | (2)(13) |   |   |
|                                                                       |   |   |   | Second lien senior secured loan ($29.6 par due 6/2024) |   | 10.68% (Libor + 7.75% Cash, 1.00% PIK/Q) |   | 12/13/2018 |   | 29.6 |  |   | 26.6 |  | (2)(13) |   |   |

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|                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                          |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                |   |   |   |   |   |   |   |   |   | 80.5 |  |   | 72.4 |  |   |   |   |
| Touchstone Acquisition, Inc. and Touchstone Holding, L.P. (17)      |   | Manufacturer of consumable products in the dental, medical, cosmetic and CPG/industrial end-markets |   | First lien senior secured loan ($25.5 par due 11/2025) |   | 6.55% (Libor + 4.75%/M) |   | 11/15/2018 |   | 25.5 |  |   | 25.2 |  | (2) |   |   |
|                                                                |   |   |   | Class A preferred units (2,149 units) |   | 8.00% PIK |   | 11/15/2018 |   | 2.3 |  |   | 2.3 |  | (2) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 27.8 |  |   | 27.5 |  |   |   |   |
| U.S. Anesthesia Partners, Inc.                                      |   | Anesthesiology service provider |   | Second lien senior secured loan ($71.8 par due 6/2025) |   | 9.05% (Libor + 7.25%/M) |   | 6/16/2017 |   | 71.1 |  |   | 71.8 |  | (2)(13) |   |   |
| United Digestive MSO Parent, LLC (17)                               |   | Gastroenterology physician group |   | First lien senior secured loan ($12.5 par due 12/2024) |   | 6.43% (Libor + 4.50%/Q) |   | 12/14/2018 |   | 12.5 |  |   | 12.5 |  | (2)(13) |   |   |
| Urgent Cares of America Holdings I, LLC and FastMed Holdings I, LLC |   | Operator of urgent care clinics |   | Preferred units (7,696,613 units) |   |   |   | 6/11/2015 |   | 7.7 |  |   | — |  |   |   |   |
|                                                                |   |   |   | Series A common units (2,000,000 units) |   |   |   | 6/11/2015 |   | 2.0 |  |   | — |  |   |   |   |
|                                                                |   |   |   | Series C common units (5,288,427 units) |   |   |   | 6/11/2015 |   | — |  |   | — |  |   |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 9.7 |  |   | — |  |   |   |   |
| Urology Management Associates, LLC and JWC/UMA Holdings, L.P.       |   | Urology private practice |   | First lien senior secured loan ($9.8 par due 8/2024) |   | 6.80% (Libor + 5.00%/M) |   | 8/31/2018 |   | 9.6 |  |   | 9.8 |  | (2)(13) |   |   |
|                                                                |   |   |   | Limited partnership interests (3.64% interest) |   |   |   | 8/31/2018 |   | 4.8 |  |   | 5.6 |  | (2) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 14.4 |  |   | 15.4 |  |   |   |   |
| West Dermatology, LLC (17)                                          |   | Dermatology practice platform |   | First lien senior secured revolving loan ($1.0 par due 4/2022) |   | 7.70% (Libor + 5.75%/Q) |   | 2/8/2018 |   | 1.0 |  |   | 1.0 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($7.5 par due 4/2023) |   | 7.70% (Libor + 5.75%/Q) |   | 4/2/2018 |   | 7.5 |  |   | 7.5 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($12.5 par due 4/2023) |   | 7.70% (Libor + 5.75%/Q) |   | 9/5/2018 |   | 12.5 |  |   | 12.5 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($6.4 par due 4/2023) |   | 7.70% (Libor + 5.75%/Q) |   | 6/28/2019 |   | 6.4 |  |   | 6.4 |  | (2)(13) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 27.4 |  |   | 27.4 |  |   |   |   |
| WIRB - Copernicus Group, Inc. (17)                                  |   | Provider of regulatory, ethical, and safety review services for clinical research involving human subjects |   | First lien senior secured revolving loan |   | — |   | 2/8/2018 |   | — |  |   | — |  | (15) |   |   |
| WSHP FC Acquisition LLC (17)                                        |   | Provider of biospecimen products for pharma research |   | First lien senior secured loan ($28.2 par due 3/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 3/30/2018 |   | 28.2 |  |   | 28.2 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($5.9 par due 3/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 3/30/2018 |   | 5.9 |  |   | 5.9 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($4.6 par due 3/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 2/11/2019 |   | 4.6 |  |   | 4.6 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($5.8 par due 3/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 2/11/2019 |   | 5.8 |  |   | 5.8 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($8.7 par due 3/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 8/30/2019 |   | 8.7 |  |   | 8.7 |  | (2)(13) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($11.1 par due 3/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 10/31/2019 |   | 11.1 |  |   | 11.1 |  | (2)(13) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 64.3 |  |   | 64.3 |  |   |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 2,999.6 |  |   | 2,926.9 |  |   | 39.20% |   |
| Software & Services                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Anaqua Parent Holdings, Inc. & Astorg VII Co-Invest Anaqua (17) |   | Provider of IP management lifecycle software |   | First lien senior secured loan ($4.7 par due 4/2026) |   | 5.50% (Euribor + 5.50%/Q) |   | 4/10/2019 |   | 4.7 |  |   | 4.7 |  | (2) |   |   |
|                                                                |   |   |   | First lien senior secured loan ($7.7 par due 4/2026) |   | 7.26% (Libor + 5.25%/Q) |   | 4/10/2019 |   | 7.7 |  |   | 7.7 |  | (2)(13) |   |   |
|                                                                |   |   |   | Limited partnership units (4,400,000 units) |   |   |   | 6/13/2019 |   | 5.0 |  |   | 5.9 |  | (2)(6) |   |   |
|                                                                |   |   |   |   |   |   |   |   |   | 17.4 |  |   | 18.3 |  |   |   |   |
| Apptio, Inc. (17)                                                   |   | Provider of cloud-based technology business management solutions |   | First lien senior secured loan ($62.2 par due 1/2025) |   | 8.96% (Libor + 7.25%/M) |   | 1/10/2019 |   | 62.2 |  |   | 62.2 |  | (2)(13) |   |   |
| Avetta, LLC (17)                                                    |   | Supply chain risk management SaaS platform for global enterprise clients |   | First lien senior secured loan ($36.1 par due 4/2024) |   | 7.55% (Libor + 5.75%/M) |   | 4/10/2018 |   | 36.1 |  |   | 36.1 |  | (2)(13) |   |   |

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|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Blue Campaigns Intermediate Holding Corp. and Elevate Parent, Inc. (dba EveryAction) (17)     |   | Provider of software and services for fundraising and organizing efforts to non-profits and political campaigns |   | First lien senior secured loan ($40.8 par due 8/2023) |   | 8.65% (Libor + 6.75%/Q) |   | 8/20/2018 |   | 40.8 |  |   | 40.8 |  | (2)(13) |   |   |
|                                                                                          |   |   |   | Series A preferred stock (150,000 shares) |   |   |   | 9/26/2018 |   | 1.5 |  |   | 1.9 |  |   |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 42.3 |  |   | 42.7 |  |   |   |   |
| CallMiner, Inc.                                                                               |   | Provider of cloud-based conversational analytics solutions |   | Warrant to purchase up to 2,350,636 shares of Series 1 preferred stock (expires 7/2024) |   |   |   | 7/23/2014 |   | — |  |   | — |  | (2) |   |   |
| Clearwater Analytics, LLC (17)                                                                |   | Provider of integrated cloud-based investment portfolio management, accounting, reporting and analytics software |   | First lien senior secured loan ($3.9 par due 12/2025) |   | 7.20% (Libor + 5.50%/Q) |   | 12/3/2019 |   | 3.9 |  |   | 3.9 |  | (2)(13) |   |   |
| Command Alkon Incorporated (17)                                                               |   | Software solutions provider to the ready-mix concrete industry |   | First lien senior secured revolving loan ($1.5 par due 9/2022) |   | 9.75% (Base Rate + 5.00%/Q) |   | 9/1/2017 |   | 1.5 |  |   | 1.4 |  | (2)(13)(16) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($20.2 par due 9/2023) |   | 7.71% (Libor + 6.00%/M) |   | 9/1/2017 |   | 20.2 |  |   | 19.8 |  | (2)(13) |   |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($33.9 par due 3/2024) |   | 11.71% (Libor + 10.00%/M) |   | 9/1/2017 |   | 33.9 |  |   | 32.5 |  | (2)(13) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 55.6 |  |   | 53.7 |  |   |   |   |
| Compuware Software Group LLC                                                                  |   | Web and mobile cloud performance testing and monitoring services provider |   | Preferred units (4,132 units) |   | 9.00% PIK |   | 7/31/2019 |   | 0.8 |  |   | 2.2 |  | (2) |   |   |
|                                                                                          |   |   |   | Common units (744,569 units) |   |   |   | 7/31/2019 |   | — |  |   | 0.8 |  | (2) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 0.8 |  |   | 3.0 |  |   |   |   |
| Cority Software Inc., IQS, Inc. and Project Falcon Parent, Inc. (17)                          |   | Provider of environmental, health and safety software to track compliance data |   | First lien senior secured loan ($14.4 par due 7/2026) |   | 7.59% (Libor + 5.50%/Q) |   | 7/2/2019 |   | 14.4 |  |   | 14.2 |  | (2)(6) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($4.5 par due 7/2026) |   | 7.50% (Libor + 5.50%/Q) |   | 10/15/2019 |   | 4.5 |  |   | 4.4 |  | (2)(6) |   |   |
|                                                                                          |   |   |   | Preferred equity (198 shares) |   | 9.00% PIK |   | 7/2/2019 |   | 0.2 |  |   | 0.2 |  | (2)(6) |   |   |
|                                                                                          |   |   |   | Common equity (190,143 shares) |   |   |   | 7/2/2019 |   | — |  |   | — |  | (2)(6) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 19.1 |  |   | 18.8 |  |   |   |   |
| Datix Bidco Limited                                                                           |   | Global healthcare software company that provides software solutions for patient safety and risk management |   | First lien senior secured loan ($5.8 par due 4/2025) |   | 6.43% (Libor + 4.50%/Q) |   | 4/27/2018 |   | 5.7 |  |   | 5.8 |  | (2)(6) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($10.0 par due 4/2025) |   | 6.43% (Libor + 4.50%/Q) |   | 5/28/2019 |   | 9.9 |  |   | 10.0 |  | (2)(6) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($3.1 par due 4/2025) |   | 6.43% (Libor + 4.50%/Q) |   | 10/7/2019 |   | 3.0 |  |   | 3.1 |  | (2)(6) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 18.6 |  |   | 18.9 |  |   |   |   |
| 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 ($1.8 par due 4/2018) |   |   |   | 12/19/2014 |   | 1.3 |  |   | — |  | (2)(12) |   |   |
|                                                                                          |   |   |   | Warrant to purchase up to 1,875,000 shares of Series 1 preferred stock (expires 12/2024) |   |   |   | 12/19/2014 |   | — |  |   | — |  | (2) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 1.3 |  |   | — |  |   |   |   |
| Doxim Inc.                                                                                    |   | Enterprise content management software provider |   | First lien senior secured loan ($10.2 par due 2/2024) |   | 7.95% (Libor + 6.00%/Q) |   | 2/28/2018 |   | 10.1 |  |   | 10.2 |  | (2)(6)(9)(13) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($6.8 par due 2/2024) |   | 7.90% (Libor + 6.00%/Q) |   | 2/28/2018 |   | 6.8 |  |   | 6.8 |  | (2)(6)(13) |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 16.9 |  |   | 17.0 |  |   |   |   |
| Dynatrace, Inc.                                                                               |   | Web and mobile cloud performance testing and monitoring services provider |   | Common stock (790,416 shares) |   |   |   | 8/5/2019 |   | 2.9 |  |   | 20.0 |  | (2)(20) |   |   |
| EP Purchaser, LLC., Entertainment Partners Canada ULC and TPG VIII EP Co-Invest II, L.P. (17) |   | Provider of entertainment workforce and production management solutions |   | First lien senior secured loan ($29.5 par due 5/2026) |   | 7.70% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 29.5 |  |   | 29.5 |  | (2) |   |   |
|                                                                                          |   |   |   | First lien senior secured loan ($20.8 par due 5/2026) |   | 7.70% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 20.8 |  |   | 20.8 |  | (2)(11) |   |   |

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|                                                                                                                                                                   |
|-------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                                        |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($10.8 par due 5/2026) |   | 7.70% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 10.8 |  |   | 10.8 |  | (2)(6) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($4.1 par due 5/2026) |   | 7.85% (Libor + 5.75%/Q) |   | 5/10/2019 |   | 4.1 |  |   | 4.1 |  | (2)(6)(11) |   |   |
|                                                                                                                                                              |   |   |   | Partnership units (5,034,483 units) |   |   |   | 5/10/2019 |   | 5.0 |  |   | 5.6 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 70.2 |  |   | 70.8 |  |   |   |   |
| Episerver Inc. and Goldcup 17308 AB (17)                                                                                                                          |   | Provider of web content management and digital commerce solutions |   | First lien senior secured loan ($6.1 par due 10/2024) |   | 6.00% (EURIBOR + 6.00%/M) |   | 3/22/2019 |   | 6.1 |  |   | 6.0 |  | (2)(6) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($27.4 par due 10/2024) |   | 7.55% (Libor + 5.75%/M) |   | 10/9/2018 |   | 27.4 |  |   | 27.2 |  | (2)(6)(13) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 33.5 |  |   | 33.2 |  |   |   |   |
| EZ Elemica Holdings, Inc. & Elemica Parent, Inc (17)                                                                                                          |   | SaaS based supply chain management software provider focused on chemical markets |   | First lien senior secured revolving loan ($1.4 par due 9/2025) |   | 7.40% (Libor + 5.50%/Q) |   | 9/18/2019 |   | 1.4 |  |   | 1.3 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($59.5 par due 9/2025) |   | 7.40% (Libor + 5.50%/Q) |   | 9/18/2019 |   | 59.5 |  |   | 58.9 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | Preferred equity (4,599 shares) |   |   |   | 9/18/2019 |   | 4.6 |  |   | 4.6 |  |   |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 65.5 |  |   | 64.8 |  |   |   |   |
| 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) |   |   |
| FM: Systems Group LLC (17)                                                                                                                                        |   | Provider of facilities and space management software solutions |   | First lien senior secured loan ($26.6 par due 12/2024) |   | 8.30% (Libor + 6.50%/M) |   | 12/2/2019 |   | 26.6 |  |   | 26.3 |  | (2)(13) |   |   |
| Frontline Technologies Group Holding LLC, Frontline Technologies Blocker Buyer, Inc., Frontline Technologies Holdings, LLC and Frontline Technologies Parent, LLC |   | 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 ($16.8 par due 9/2023) |   | 7.55% (Libor + 5.75%/M) |   | 9/19/2017 |   | 16.8 |  |   | 16.8 |  | (2)(13) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($8.3 par due 9/2023) |   | 7.55% (Libor + 5.75%/M) |   | 9/19/2017 |   | 8.3 |  |   | 8.3 |  | (2)(13) |   |   |
|                                                                                                                                                              |   |   |   | Class A preferred units (4,574 units) |   | 9.00% PIK |   | 9/18/2017 |   | 5.1 |  |   | 5.6 |  |   |   |   |
|                                                                                                                                                              |   |   |   | Class B common units (499,050 units) |   |   |   | 9/18/2017 |   | — |  |   | 3.2 |  |   |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 30.2 |  |   | 33.9 |  |   |   |   |
| Genesis Acquisition Co. and Genesis Holding Co. (17)                                                                                                              |   | Child care management software and services provider |   | First lien senior secured revolving loan ($0.5 par due 7/2024) |   | 5.70% (Libor + 3.75%/Q) |   | 7/31/2018 |   | 0.5 |  |   | 0.5 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | Second lien senior secured loan ($25.8 par due 7/2025) |   | 9.60% (Libor + 7.50%/Q) |   | 7/31/2018 |   | 25.8 |  |   | 25.8 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | Class A common stock (8 shares) |   |   |   | 7/31/2018 |   | 0.8 |  |   | 1.0 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 27.1 |  |   | 27.3 |  |   |   |   |
| Greenphire, Inc. and RMCF III CIV XXIX, L.P                                                                                                                       |   | Software provider for clinical trial management |   | Limited partnership interest (99.90% interest) |   |   |   | 12/19/2014 |   | 1.0 |  |   | 4.3 |  | (2) |   |   |
| GTCR-Ultra Holdings III, LLC and GTCR-Ultra Holdings LLC (17)                                                                                                     |   | Provider of payment processing and merchant acquiring solutions |   | Class A-2 units (911 units) |   |   |   | 8/1/2017 |   | 0.9 |  |   | 2.4 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | Class B units (2,878,372 units) |   |   |   | 8/1/2017 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 2.4 |  |   |   |   |
| Help/Systems Holdings, Inc. (17)                                                                                                                                  |   | Provider of IT operations management and cybersecurity software |   | First lien senior secured loan ($26.2 par due 11/2026) |   | 6.55% (Libor + 4.75%/M) |   | 11/22/2019 |   | 26.2 |  |   | 25.9 |  | (2)(13) |   |   |
| Huskies Parent, Inc. (17)                                                                                                                                         |   | Insurance software provider |   | First lien senior secured revolving loan ($1.0 par due 7/2024) |   | 5.69% (Libor + 4.00%/M) |   | 7/18/2019 |   | 1.0 |  |   | 1.0 |  | (2) |   |   |
|                                                                                                                                                              |   |   |   | First lien senior secured loan ($0.8 par due 7/2026) |   | 5.84% (Libor + 4.00%/Q) |   | 7/18/2019 |   | 0.8 |  |   | 0.8 |  | (2)(20) |   |   |
|                                                                                                                                                              |   |   |   |   |   |   |   |   |   | 1.8 |  |   | 1.8 |  |   |   |   |
| 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 |  |   | — |  | (2) |   |   |

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|                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                  |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Infogix, Inc. and Infogix Parent Corporation (17)                           |   | Enterprise data analytics and integrity software solutions provider |   | First lien senior secured revolving loan ($2.0 par due 4/2024) |   | 8.60% (Libor + 6.50%/Q) |   | 4/18/2018 |   | 2.0 |  |   | 2.0 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Series A preferred stock (2,475 shares) |   |   |   | 1/3/2017 |   | 2.6 |  |   | 1.6 |  |   |   |   |
|                                                                        |   |   |   | Common stock (1,297,768 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                                                        |   |   |   |   |   |   |   |   |   | 4.6 |  |   | 3.6 |  |   |   |   |
| Inmar, Inc.                                                                 |   | Technology-driven solutions provider for retailers, wholesalers and manufacturers |   | First lien senior secured loan ($15.7 par due 5/2024) |   | 5.95% (Libor + 4.00%/Q) |   | 1/31/2019 |   | 15.0 |  |   | 14.9 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($28.3 par due 5/2025) |   | 9.95% (Libor + 8.00%/Q) |   | 4/25/2017 |   | 28.0 |  |   | 27.1 |  | (2)(13) |   |   |
|                                                                        |   |   |   |   |   |   |   |   |   | 43.0 |  |   | 42.0 |  |   |   |   |
| InterVision Systems, LLC and InterVision Holdings, LLC                      |   | Provider of cloud based IT solutions, infrastructure and services |   | First lien senior secured loan ($51.4 par due 5/2022) |   | 10.11% (Libor + 8.31%/M) |   | 5/31/2017 |   | 51.4 |  |   | 47.8 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Class A membership units (1,000 units) |   |   |   | 5/31/2017 |   | 1.0 |  |   | — |  |   |   |   |
|                                                                        |   |   |   |   |   |   |   |   |   | 52.4 |  |   | 47.8 |  |   |   |   |
| Invoice Cloud, Inc. (17)                                                    |   | Provider of electronic payment processing solutions |   | First lien senior secured revolving loan |   | — |   | 2/11/2019 |   | — |  |   | — |  | (15) |   |   |
|                                                                        |   |   |   | First lien senior secured loan ($33.2 par due 2/2024) |   | 8.40% (Libor + 3.25% Cash, 3.25% PIK/Q) |   | 2/11/2019 |   | 33.2 |  |   | 33.2 |  | (2)(13) |   |   |
|                                                                        |   |   |   |   |   |   |   |   |   | 33.2 |  |   | 33.2 |  |   |   |   |
| Masergy Holdings, Inc. (17)                                                 |   | Provider of software-defined solutions for enterprise global networks, cyber security, and cloud communications |   | First lien senior secured revolving loan ($0.4 par due 12/2022) |   | 5.27% (Libor + 3.50%/M) |   | 2/8/2018 |   | 0.4 |  |   | 0.4 |  | (2)(13)(16) |   |   |
| Ministry Brands, LLC and MB Parent HoldCo, L.P. (dba Community Brands) (17) |   | Software and payment services provider to faith-based institutions |   | First lien senior secured revolving loan ($2.2 par due 12/2022) |   | 6.95% (Libor + 5.00%/Q) |   | 12/2/2016 |   | 2.2 |  |   | 2.2 |  | (2)(13) |   |   |
|                                                                        |   |   |   | First lien senior secured loan ($9.4 par due 12/2022) |   | 5.85% (Libor + 4.00%/Q) |   | 4/6/2017 |   | 9.4 |  |   | 9.1 |  | (2)(13) |   |   |
|                                                                        |   |   |   | First lien senior secured loan ($4.8 par due 12/2022) |   | 5.85% (Libor + 4.00%/Q) |   | 8/22/2017 |   | 4.8 |  |   | 4.7 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($90.0 par due 6/2023) |   | 11.08% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 89.5 |  |   | 90.0 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($16.6 par due 6/2023) |   | 11.08% (Libor + 9.25%/Q) |   | 12/2/2016 |   | 16.6 |  |   | 16.6 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($9.2 par due 6/2023) |   | 11.08% (Libor + 9.25%/Q) |   | 4/6/2017 |   | 9.2 |  |   | 9.2 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($4.7 par due 6/2023) |   | 11.08% (Libor + 9.25%/Q) |   | 4/6/2017 |   | 4.7 |  |   | 4.7 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($17.9 par due 6/2023) |   | 11.08% (Libor + 9.25%/Q) |   | 8/22/2017 |   | 17.9 |  |   | 17.9 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($10.3 par due 6/2023) |   | 9.84% (Libor + 8.00%/Q) |   | 4/18/2018 |   | 10.3 |  |   | 10.0 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($38.6 par due 6/2023) |   | 9.83% (Libor + 8.00%/Q) |   | 4/18/2018 |   | 38.6 |  |   | 37.5 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Class A units (500,000 units) |   |   |   | 12/2/2016 |   | 5.0 |  |   | 5.9 |  | (2) |   |   |
|                                                                        |   |   |   |   |   |   |   |   |   | 208.2 |  |   | 207.8 |  |   |   |   |
| Novetta Solutions, LLC                                                      |   | Provider of advanced analytics solutions for the government, defense and commercial industries |   | First lien senior secured loan ($8.5 par due 10/2022) |   | 6.80% (Libor + 5.00%/M) |   | 1/3/2017 |   | 8.3 |  |   | 8.4 |  | (2)(13) |   |   |
|                                                                        |   |   |   | Second lien senior secured loan ($31.0 par due 10/2023) |   | 10.30% (Libor + 8.50%/M) |   | 1/3/2017 |   | 29.4 |  |   | 29.1 |  | (2)(13) |   |   |
|                                                                        |   |   |   |   |   |   |   |   |   | 37.7 |  |   | 37.5 |  |   |   |   |
| 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) |   | 11.55% (Libor + 9.75%/M) |   | 4/20/2016 |   | 9.8 |  |   | 8.5 |  | (2)(13) |   |   |
| 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 |  |   | — |  | (2) |   |   |
| PaySimple, Inc. (17)                                                        |   | Provider of business management software solutions |   | First lien senior secured loan ($11.3 par due 8/2025) |   | 7.30% (Libor + 5.50%/M) |   | 8/23/2019 |   | 11.1 |  |   | 11.2 |  | (2) |   |   |

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|                                                                                                                            |
|----------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                 |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                       |   |   |   | First lien senior secured loan ($1.1 par due 8/2025) |   | 7.31% (Libor + 5.50%/M) |   | 8/23/2019 |   | 1.1 |  |   | 1.1 |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 12.2 |  |   | 12.3 |  |   |   |   |
| PDI TA Holdings, Inc., Peachtree Parent, Inc. and Insight PDI Holdings, LLC (17)                                           |   | Provider of enterprise management software for the convenience retail and petroleum wholesale market |   | First lien senior secured revolving loan ($7.6 par due 10/2024) |   | 6.40% (Libor + 4.50%/Q) |   | 3/19/2019 |   | 7.6 |  |   | 7.4 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($54.6 par due 10/2024) |   | 6.40% (Libor + 4.50%/Q) |   | 3/19/2019 |   | 54.6 |  |   | 53.5 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | Second lien senior secured loan ($70.1 par due 10/2025) |   | 10.40% (Libor + 8.50%/Q) |   | 3/19/2019 |   | 70.1 |  |   | 68.0 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | Series A preferred shares (13,656 shares) |   | 13.25% PIK |   | 3/19/2019 |   | 14.9 |  |   | 15.2 |  | (2) |   |   |
|                                                                                                                       |   |   |   | Class A units (1,942,225 units) |   |   |   | 3/19/2019 |   | 1.9 |  |   | 1.8 |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 149.1 |  |   | 145.9 |  |   |   |   |
| Pegasus Global Enterprise Holdings, LLC, Mekone Blocker Acquisition, Inc. and Mekone Parent, LLC (17)                      |   | Provider of plant maintenance and scheduling software |   | First lien senior secured revolving loan ($9.7 par due 5/2025) |   | 9.50% (Base Rate + 4.75%/Q) |   | 5/29/2019 |   | 9.7 |  |   | 9.6 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($20.2 par due 5/2025) |   | 7.55% (Libor + 5.75%/M) |   | 5/29/2019 |   | 20.2 |  |   | 20.0 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | Class A units (5,000 units) |   |   |   | 5/29/2019 |   | 5.0 |  |   | 4.2 |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 34.9 |  |   | 33.8 |  |   |   |   |
| PHNTM Holdings, Inc. and Planview Parent, Inc.                                                                             |   | Provider of project and portfolio management software |   | First lien senior secured loan ($1.1 par due 1/2023) |   | 7.05% (Libor + 5.25%/M) |   | 1/27/2017 |   | 1.1 |  |   | 1.1 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | Second lien senior secured loan ($62.0 par due 7/2023) |   | 11.55% (Libor + 9.75%/M) |   | 1/27/2017 |   | 61.5 |  |   | 62.0 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | Class A common shares (990 shares) |   |   |   | 1/27/2017 |   | 1.0 |  |   | 1.7 |  | (2) |   |   |
|                                                                                                                       |   |   |   | Class B common shares (168,329 shares) |   |   |   | 1/27/2017 |   | — |  |   | 0.3 |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 63.6 |  |   | 65.1 |  |   |   |   |
| Poplicus Incorporated                                                                                                      |   | Business intelligence and market analytics platform for companies that sell to the public sector |   | Warrant to purchase up to 2,402,991 shares of Series C preferred stock (expires 6/2025) |   |   |   | 6/25/2015 |   | 0.1 |  |   | — |  | (2) |   |   |
| Project Alpha Intermediate Holding, Inc. and Qlik Parent, Inc.                                                             |   | Provider of data visualization software for data analytics |   | Class A common shares (7,445 shares) |   |   |   | 8/22/2016 |   | 7.4 |  |   | 11.7 |  | (2) |   |   |
|                                                                                                                       |   |   |   | Class B common shares (1,841,609 shares) |   |   |   | 8/22/2016 |   | 0.1 |  |   | 0.1 |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 11.8 |  |   |   |   |
| QF Holdings, Inc. (17)                                                                                                     |   | SaaS based electronic health record software provider |   | First lien senior secured loan ($24.4 par due 9/2024) |   | 8.90% (Libor + 7.00%/Q) |   | 9/19/2019 |   | 24.4 |  |   | 24.2 |  | (2)(13) |   |   |
| Raptor Technologies, LLC and Rocket Parent, LLC (17)                                                                       |   | Provider of SaaS-based safety and security software to the K-12 school market |   | First lien senior secured loan ($15.9 par due 12/2024) |   | 7.95% (Libor + 6.00%/Q) |   | 12/17/2018 |   | 15.9 |  |   | 15.9 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | First lien senior secured loan ($5.4 par due 12/2024) |   | 7.95% (Libor + 6.00%/Q) |   | 12/17/2018 |   | 5.4 |  |   | 5.4 |  | (2)(13) |   |   |
|                                                                                                                       |   |   |   | Class A common units (2,294,000 units) |   |   |   | 12/17/2018 |   | 2.3 |  |   | 2.8 |  |   |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | 23.6 |  |   | 24.1 |  |   |   |   |
| Regent Education, Inc.                                                                                                     |   | Provider of software solutions designed to optimize the financial aid and enrollment processes |   | Warrant to purchase up to 5,393,194 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                       |   |   |   | Warrant to purchase up to 987 shares of common stock (expires 12/2026) |   |   |   | 12/23/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                                                                       |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |   |
| Retriever Medical/Dental Payments LLC, FSDC Holdings, LLC, Rectangle Ware-Ever Pay LLC and Retriever Enterprises, LLC (17) |   | Provider of payment processing services and software to healthcare providers |   | First lien senior secured loan ($26.8 par due 2/2023) |   | 8.05% (Libor + 6.25%/M) |   | 3/14/2019 |   | 26.8 |  |   | 26.5 |  | (2)(13) |   |   |
| Severin Acquisition, LLC, PeopleAdmin, Inc., Promachos Holding, Inc. and Performance Matters LLC (17)                      |   | Provider of student information system software solutions to the K-12 education market |   | First lien senior secured loan ($34.8 par due 8/2025) |   | 6.37% (Libor + 4.50%/Q) |   | 11/22/2019 |   | 34.8 |  |   | 34.4 |  | (2)(13) |   |   |

----

|                                                                                            |
|--------------------------------------------------------------------------------------------|
|                                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                 |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                       |   |   |   | Second lien senior secured loan ($80.0 par due 8/2026) |   | 8.64% (Libor + 6.75%/Q) |   | 6/12/2018 |   | 79.3 |  |   | 78.4 |  | (2) |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 114.1 |  |   | 112.8 |  |   |   |   |
| SIGOS LLC                                                                                  |   | Web and mobile cloud performance testing and monitoring services provider |   | Common units (4,132 units) |   |   |   | 6/7/2019 |   | 0.3 |  |   | 0.5 |  | (2) |   |   |
| Siteworx Holdings, LLC & Siteworx LLC (17)                                             |   | Provider of design, web content management, eCommerce solutions and system integration |   | First lien senior secured revolving loan ($0.7 par due 1/2020) |   | 6.00% (Base Rate + 1.25%/M) |   | 2/16/2018 |   | 0.7 |  |   | 0.7 |  | (10) |   |   |
|                                                                                       |   |   |   | First lien senior secured revolving loan ($0.7 par due 1/2020) |   | 6.00% (Base Rate + 1.25%/Q) |   | 2/16/2018 |   | 0.7 |  |   | 0.7 |  |   |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($0.9 par due 1/2020) |   | 5.50% |   | 2/16/2018 |   | 0.9 |  |   | 0.9 |  | (10) |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($0.9 par due 1/2020) |   | 5.50% |   | 2/16/2018 |   | 0.9 |  |   | 0.9 |  |   |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 3.2 |  |   | 3.2 |  |   |   |   |
| 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 |   | — |  |   | — |  | (2) |   |   |
| SoundCloud Limited                                                                         |   | Platform for receiving, sending, and distributing music |   | Common stock (73,422 shares) |   |   |   | 8/15/2017 |   | 0.4 |  |   | 0.7 |  | (2)(6) |   |   |
| SpareFoot, LLC (17)                                                                        |   | PMS solutions and web services for the self-storage industry |   | First lien senior secured revolving loan ($0.8 par due 4/2023) |   | 6.13% (Libor + 4.25%/M) |   | 4/13/2018 |   | 0.8 |  |   | 0.8 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($0.5 par due 4/2024) |   | 6.31% (Libor + 4.25%/Q) |   | 3/29/2019 |   | 0.5 |  |   | 0.5 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($1.4 par due 4/2024) |   | 6.31% (Libor + 4.25%/Q) |   | 7/1/2019 |   | 1.3 |  |   | 1.4 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($0.7 par due 4/2024) |   | 6.31% (Libor + 4.25%/Q) |   | 7/1/2019 |   | 0.7 |  |   | 0.7 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($0.7 par due 4/2024) |   | 6.31% (Libor + 4.25%/Q) |   | 8/30/2019 |   | 0.7 |  |   | 0.7 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | Second lien senior secured loan ($6.1 par due 4/2025) |   | 10.31% (Libor + 8.25%/Q) |   | 4/13/2018 |   | 6.0 |  |   | 6.1 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | Second lien senior secured loan ($4.2 par due 4/2025) |   | 10.31% (Libor + 8.25%/Q) |   | 8/31/2018 |   | 4.1 |  |   | 4.2 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | Second lien senior secured loan ($2.5 par due 4/2025) |   | 10.31% (Libor + 8.25%/Q) |   | 7/1/2019 |   | 2.5 |  |   | 2.5 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | Second lien senior secured loan ($1.3 par due 4/2025) |   | 10.31% (Libor + 8.25%/Q) |   | 7/1/2019 |   | 1.3 |  |   | 1.3 |  | (2)(13) |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 17.9 |  |   | 18.2 |  |   |   |   |
| Sparta Systems, Inc., Project Silverback Holdings Corp. and Silverback Holdings, Inc. (17) |   | Quality management software provider |   | Second lien senior secured loan ($20.0 par due 8/2025) |   | 10.20% (Libor + 8.25%/Q) |   | 8/21/2017 |   | 19.7 |  |   | 15.6 |  | (2)(13) |   |   |
|                                                                                       |   |   |   | Series B preferred shares (10,084 shares) |   |   |   | 8/21/2017 |   | 1.1 |  |   | — |  |   |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 20.8 |  |   | 15.6 |  |   |   |   |
| Storm UK Holdco Limited and Storm US Holdco Inc. (17)                                      |   | Provider of water infrastructure software solutions for municipalities / utilities and engineering consulting firms |   | First lien senior secured revolving loan ($0.6 par due 5/2022) |   | 7.20% (Libor + 5.25%/M) |   | 5/5/2017 |   | 0.6 |  |   | 0.6 |  | (2)(6)(13) |   |   |
| Telestream Holdings Corporation (17)                                                       |   | Provider of digital video tools and workflow solutions to the media and entertainment industries |   | First lien senior secured revolving loan |   | — |   | 2/8/2018 |   | — |  |   | — |  | (15) |   |   |
| The Ultimate Software Group, Inc. and H&F Unite Partners, L.P. (17)                    |   | Provider of cloud based HCM solutions for businesses |   | Second lien senior secured loan ($205.4 par due 5/2027) |   | 9.80% (Libor + 8.00%/M) |   | 5/3/2019 |   | 205.4 |  |   | 205.4 |  | (2) |   |   |
|                                                                                       |   |   |   | Limited partner interests (12,583,556 interests) |   |   |   | 5/3/2019 |   | 12.6 |  |   | 10.4 |  | (2)(6) |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 218.0 |  |   | 215.8 |  |   |   |   |
| TimeClock Plus, LLC (17)                                                                   |   | Workforce management solutions provider |   | First lien senior secured revolving loan ($0.0 par due 8/2025) |   | 7.45% (Libor + 5.50%/Q) |   | 8/30/2019 |   | — |  |   | — |  | (2)(13) |   |   |
|                                                                                       |   |   |   | First lien senior secured loan ($35.5 par due 8/2026) |   | 7.45% (Libor + 5.50%/Q) |   | 8/30/2019 |   | 35.5 |  |   | 35.1 |  | (2)(13) |   |   |
|                                                                                       |   |   |   |   |   |   |   |   |   | 35.5 |  |   | 35.1 |  |   |   |   |

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|                                                                                             |
|---------------------------------------------------------------------------------------------|
|                                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                  |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Vela Trading Technologies, LLC (17)                                                         |   | Provider of market data software and content to global financial services clients |   | First lien senior secured revolving loan ($2.0 par due 6/2022) |   | 8.75% (Base Rate + 4.00%/Q) |   | 2/8/2018 |   | 2.0 |  |   | 2.0 |  | (2)(13) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($4.8 par due 6/2022) |   | 7.01% (Libor + 5.00%/Q) |   | 4/17/2018 |   | 4.8 |  |   | 4.7 |  | (2)(13) |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 6.8 |  |   | 6.7 |  |   |   |   |
| Velocity Holdings Corp.                                                                     |   | Hosted enterprise resource planning application management services provider |   | Common units (1,713,546 units) |   |   |   | 12/13/2013 |   | 4.5 |  |   | 2.3 |  |   |   |   |
| Verscend Holding Corp. (17)                                                                 |   | Healthcare analytics solutions provider |   | First lien senior secured loan ($46.7 par due 8/2025) |   | 6.30% (Libor + 4.50%/M) |   | 8/27/2018 |   | 46.4 |  |   | 47.0 |  | (2)(20) |   |   |
| WebPT, Inc. (17)                                                                            |   | Electronic medical record software provider |   | First lien senior secured loan ($48.1 par due 8/2024) |   | 8.66% (Libor + 6.75%/Q) |   | 8/28/2019 |   | 48.1 |  |   | 47.6 |  | (2)(13) |   |   |
| WorldPay Group PLC                                                                          |   | Payment software and service provider |   | C2 shares (73,974 shares) |   |   |   | 10/21/2015 |   | — |  |   | — |  | (6) |   |   |
| Zemax Software Holdings, LLC (17)                                                           |   | Provider of optical illumination design software to design engineers |   | First lien senior secured loan ($16.8 par due 6/2024) |   | 7.70% (Libor + 5.75%/Q) |   | 6/25/2018 |   | 16.8 |  |   | 16.8 |  | (2)(13) |   |   |
| Zywave, Inc. (17)                                                                           |   | Provider of software and technology-enabled content and analytical solutions to insurance brokers |   | First lien senior secured revolving loan ($3.5 par due 11/2022) |   | 6.80% (Libor + 5.00%/M) |   | 11/17/2016 |   | 3.5 |  |   | 3.5 |  | (2)(13) |   |   |
|                                                                                        |   |   |   | First lien senior secured loan ($4.0 par due 11/2022) |   | 6.84% (Libor + 5.00%/Q) |   | 12/3/2019 |   | 4.0 |  |   | 4.0 |  | (2)(13) |   |   |
|                                                                                        |   |   |   | Second lien senior secured loan ($17.1 par due 11/2023) |   | 10.95% (Libor + 9.00%/Q) |   | 11/17/2016 |   | 17.1 |  |   | 17.1 |  | (2)(13) |   |   |
|                                                                                        |   |   |   | Seniond lien senior secured loan ($2.3 par due 11/2023) |   | 10.84% (Libor + 9.00%/Q) |   | 12/3/2019 |   | 2.3 |  |   | 2.3 |  | (2)(13) |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 26.9 |  |   | 26.9 |  |   |   |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 1,852.2 |  |   | 1,859.6 |  |   | 24.90% |   |
| Commercial & Professional Services                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Accommodations Plus Technologies LLC and Accommodations Plus Technologies Holdings LLC (17) |   | Provider of outsourced crew accommodations and logistics management solutions to the airline industry |   | Class A common units (236,358 units) |   |   |   | 5/11/2018 |   | 4.3 |  |   | 8.0 |  |   |   |
| AMCP Clean Intermediate, LLC (17)                                                           |   | Provider of janitorial and facilities management services |   | First lien senior secured revolving loan ($0.8 par due 10/2024) |   | 7.33% (Libor + 5.50%/M) |   | 10/1/2018 |   | 0.8 |  |   | 0.8 |  | (2)(13)(16) |   |
|                                                                                        |   |   |   | First lien senior secured loan ($1.2 par due 10/2024) |   | 7.50% (Libor + 5.50%/Q) |   | 10/18/2019 |   | 1.2 |  |   | 1.2 |  | (2)(13) |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 2.0 |  |   | 2.0 |  |   |   |
| Capstone Logistics Acquisition, Inc. (17)                                                   |   | Outsourced supply chain solutions provider to operators of distribution centers |   | First lien senior secured revolving loan ($0.3 par due 4/2021) |   | 6.30% (Libor + 4.50%/M) |   | 2/8/2018 |   | 0.3 |  |   | 0.3 |  | (2)(16) |   |
| Cozzini Bros., Inc. and BH-Sharp Holdings LP (17)                                           |   | Provider of commercial knife sharpening and cutlery services in the restaurant industry |   | First lien senior secured revolving loan ($6.5 par due 3/2023) |   | 7.30% (Libor + 5.50%/M) |   | 3/10/2017 |   | 6.5 |  |   | 6.5 |  | (2)(13) |   |
|                                                                                        |   |   |   | First lien senior secured loan ($11.5 par due 3/2023) |   | 7.30% (Libor + 5.50%/M) |   | 3/10/2017 |   | 11.5 |  |   | 11.5 |  | (2)(13) |   |
|                                                                                        |   |   |   | Common units (2,950,000 units) |   |   |   | 3/10/2017 |   | 3.0 |  |   | 3.3 |  | (2) |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 21.0 |  |   | 21.3 |  |   |   |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC (4)(17)             |   | Provider of outsourced healthcare linen management solutions |   | First lien senior secured revolving loan ($1.0 par due 12/2021) |   | 8.05% (Libor + 6.25%/M) |   | 3/13/2014 |   | 1.0 |  |   | 1.0 |  | (2)(13) |   |
|                                                                                        |   |   |   | First lien senior secured loan ($20.9 par due 12/2021) |   | 8.05% (Libor + 6.25%/M) |   | 3/13/2014 |   | 20.9 |  |   | 20.9 |  | (2)(13) |   |
|                                                                                        |   |   |   | First lien senior secured loan ($11.7 par due 12/2021) |   | 8.05% (Libor + 6.25%/M) |   | 4/6/2017 |   | 11.7 |  |   | 11.7 |  | (2)(13) |   |
|                                                                                        |   |   |   | First lien senior secured loan ($11.8 par due 12/2021) |   | 8.05% (Libor + 6.25%/M) |   | 6/12/2018 |   | 11.8 |  |   | 11.8 |  | (2)(13) |   |
|                                                                                        |   |   |   | Class A preferred units (3,393,973 units) |   |   |   | 3/13/2014 |   | 4.0 |  |   | 6.0 |  | (2) |   |
|                                                                                        |   |   |   | Class B common units (377,108 units) |   |   |   | 3/13/2014 |   | 0.4 |  |   | 0.6 |  | (2) |   |
|                                                                                        |   |   |   |   |   |   |   |   |   | 49.8 |  |   | 52.0 |  |   |   |

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|                                                                                               |
|-----------------------------------------------------------------------------------------------|
|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| DTI Holdco, Inc. and OPE DTI Holdings, Inc. (17)                                              |   | Provider of legal process outsourcing and managed services |   | First lien senior secured revolving loan ($1.8 par due 9/2021) |   | 6.31% (Libor + 4.50%/Q) |   | 9/23/2016 |   | 1.8 |  |   | 1.6 |  | (2) |   |
|                                                                                          |   |   |   | Class A common stock (7,500 shares) |   |   |   | 8/19/2014 |   | 7.5 |  |   | 5.7 |  | (2) |   |
|                                                                                          |   |   |   | Class B common stock (7,500 shares) |   |   |   | 8/19/2014 |   | — |  |   | — |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 9.3 |  |   | 7.3 |  |   |   |
| Gordian Group, LLC                                                                            |   | Provider of nationwide investment banking and advisory services |   | Common stock (526 shares) |   |   |   | 11/30/2012 |   | — |  |   | — |  | (2) |   |
| HAI Acquisition Corporation and Aloha Topco, LLC (17)                                         |   | Professional employer organization offering human resources, compliance and risk management services |   | First lien senior secured loan ($62.2 par due 11/2024) |   | 7.39% (Libor + 5.50%/Q) |   | 11/1/2017 |   | 62.2 |  |   | 62.2 |  | (2)(13) |   |
|                                                                                          |   |   |   | Class A units (16,980 units) |   |   |   | 11/1/2017 |   | 1.7 |  |   | 2.7 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 63.9 |  |   | 64.9 |  |   |   |
| IMIA Holdings, Inc. (17)                                                                      |   | Marine preservation maintenance company |   | First lien senior secured revolving loan |   | — |   | 10/26/2018 |   | — |  |   | — |  | (15) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($17.9 par due 10/2024) |   | 6.45% (Libor + 4.50%/Q) |   | 10/26/2018 |   | 17.8 |  |   | 17.9 |  | (2)(13) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 17.8 |  |   | 17.9 |  |   |   |
| IRI Holdings, Inc., IRI Group Holdings, Inc. and IRI Parent, L.P.                             |   | Market research company focused on the consumer packaged goods industry |   | First lien senior secured loan ($56.1 par due 12/2025) |   | 6.30% (Libor + 4.50%/M) |   | 11/30/2018 |   | 55.7 |  |   | 55.0 |  | (2) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($86.8 par due 11/2026) |   | 9.80% (Libor + 8.00%/M) |   | 11/30/2018 |   | 85.5 |  |   | 85.1 |  | (2) |   |
|                                                                                          |   |   |   | Series A-1 preferred shares (46,900 shares) |   | 12.41% PIK (Libor + 10.50%/S) |   | 11/30/2018 |   | 51.6 |  |   | 52.3 |  | (2)(13) |   |
|                                                                                          |   |   |   | Class A-1 common units (90,500 units) |   |   |   | 11/30/2018 |   | 9.1 |  |   | 9.9 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 201.9 |  |   | 202.3 |  |   |   |
| Kaufman, Hall & Associates, LLC (17)                                                      |   | Provider of specialty advisory services and software solutions to the healthcare market |   | First lien senior secured loan ($14.9 par due 5/2025) |   | 7.13% (Libor + 5.25%/Q) |   | 11/9/2018 |   | 14.9 |  |   | 14.9 |  | (2)(13) |   |
| Kellermeyer Bergensons Services, LLC (17)                                                     |   | Provider of janitorial and facilities management services |   | First lien senior secured loan ($30.3 par due 11/2026) |   | 8.39% (Libor + 6.50%/Q) |   | 11/7/2019 |   | 30.0 |  |   | 30.0 |  | (2)(13) |   |
| KPS Global LLC and Cool Group LLC                                                             |   | Manufacturer of walk-in cooler and freezer systems |   | First lien senior secured loan ($4.2 par due 4/2022) |   | 8.36% (Libor + 6.56%/M) |   | 11/16/2018 |   | 4.2 |  |   | 4.2 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($1.4 par due 4/2022) |   | 4.30% (Libor + 2.50%/M) |   | 4/5/2017 |   | 1.4 |  |   | 1.4 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($15.2 par due 4/2022) |   | 8.27% (Libor + 6.47%/M) |   | 4/5/2017 |   | 15.2 |  |   | 15.2 |  | (2)(13) |   |
|                                                                                          |   |   |   | Class A units (13,292 units) |   |   |   | 9/21/2018 |   | 1.1 |  |   | 2.2 |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 21.9 |  |   | 23.0 |  |   |   |
| Laboratories Bidco LLC (17)                                                                   |   | Lab testing services for nicotine containing products |   | First lien senior secured loan ($35.8 par due 6/2024) |   | 7.70% (Libor + 5.75%/M) |   | 10/4/2019 |   | 35.8 |  |   | 35.4 |  | (2) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($25.2 par due 6/2024) |   | 8.06% (Libor + 6.00%/Q) |   | 10/4/2019 |   | 24.7 |  |   | 25.0 |  | (2)(13) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 60.5 |  |   | 60.4 |  |   |   |
| Microstar Logistics LLC, Microstar Global Asset Management LLC, and MStar Holding Corporation |   | Keg management solutions provider |   | Second lien senior secured loan ($127.5 par due 7/2021) |   | 9.70% (Libor + 7.50%/Q) |   | 12/14/2012 |   | 127.5 |  |   | 127.5 |  | (2)(13) |   |
|                                                                                          |   |   |   | Common stock (54,710 shares) |   |   |   | 12/14/2012 |   | 4.9 |  |   | 8.8 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 132.4 |  |   | 136.3 |  |   |   |
| MPH Energy Holdings, LP                                                                       |   | Operator of municipal recycling facilities |   | Limited partnership interest (3.13% interest) |   |   |   | 1/8/2014 |   | — |  |   | — |  | (2) |   |
| MSHC, Inc. (17)                                                                               |   | Heating, ventilation and air conditioning services provider |   | First lien senior secured revolving loan ($1.0 par due 12/2024) |   | 6.73% (Libor + 4.25%/M) |   | 7/31/2017 |   | 1.0 |  |   | 1.0 |  | (2) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($2.8 par due 12/2025) |   | 10.05% (Libor + 8.25%/M) |   | 11/20/2018 |   | 2.8 |  |   | 2.8 |  | (2)(13) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($46.0 par due 12/2025) |   | 10.05% (Libor + 8.25%/M) |   | 7/31/2017 |   | 46.0 |  |   | 46.0 |  | (2)(13) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($4.8 par due 12/2025) |   | 10.05% (Libor + 8.25%/M) |   | 7/31/2017 |   | 4.8 |  |   | 4.8 |  | (2)(13) |   |

----

|                                                                                                                                                                                 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                                                      |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                                                                            |   |   |   | Second lien senior secured loan ($26.4 par due 12/2025) |   | 10.05% (Libor + 8.25%/M) |   | 6/27/2018 |   | 26.4 |  |   | 26.4 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   |   |   |   |   |   |   | 81.0 |  |   | 81.0 |  |   |   |
| MVL Group, Inc. (5)                                                                                                                                                             |   | Marketing research provider |   | Common stock (560,716 shares) |   |   |   | 4/1/2010 |   | — |  |   | — |  | (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 ($31.1 par due 12/2021) |   | 10.70% (Libor + 8.75%/Q) |   | 6/1/2015 |   | 31.1 |  |   | 31.1 |  | (2)(13) |   |
| National Intergovernmental Purchasing Alliance Company (17)                                                                                                                     |   | Leading group purchasing organization (“GPO”) for public agencies and educational institutions in the U.S |   | First lien senior secured revolving loan ($6.9 par due 5/2023) |   | 5.46% (Libor + 3.50%/Q) |   | 5/23/2018 |   | 6.9 |  |   | 6.9 |  | (2) |   |
| NM GRC HOLDCO, LLC (17)                                                                                                                                                         |   | Regulatory compliance services provider to financial institutions |   | First lien senior secured loan ($35.6 par due 2/2024) |   | 7.95% (Libor + 6.00%/Q) |   | 2/9/2018 |   | 35.3 |  |   | 34.5 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($9.5 par due 2/2024) |   | 7.95% (Libor + 6.00%/Q) |   | 2/9/2018 |   | 9.5 |  |   | 9.2 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   |   |   |   |   |   |   | 44.8 |  |   | 43.7 |  |   |   |
| Petroleum Service Group LLC (17)                                                                                                                                                |   | Provider of operational services for US petrochemical and refining companies |   | First lien senior secured revolving loan |   | — |   | 7/23/2019 |   | — |  |   | — |  | (15) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($37.0 par due 7/2025) |   | 7.43% (Libor + 5.50%/Q) |   | 7/23/2019 |   | 37.0 |  |   | 36.3 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   |   |   |   |   |   |   | 37.0 |  |   | 36.3 |  |   |   |
| PHL Investors, Inc., and PHL Holding Co. (5)                                                                                                                                    |   | Mortgage services |   | Class A common stock (576 shares) |   |   |   | 7/31/2012 |   | 3.8 |  |   | — |  | (2) |   |
| Puerto Rico Waste Investment LLC                                                                                                                                                |   | Waste management service provider |   | First lien senior secured loan ($31.3 par due 9/2024) |   | 9.08% (Libor + 7.00%/Q) |   | 9/20/2019 |   | 31.3 |  |   | 31.0 |  | (2)(13) |   |
| QC Supply, LLC (17)                                                                                                                                                             |   | Specialty distributor and solutions provider to the swine and poultry markets |   | First lien senior secured revolving loan ($10.0 par due 12/2021) |   | 8.30% (Libor + 6.50%/M) |   | 12/29/2016 |   | 10.0 |  |   | 9.7 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($25.8 par due 12/2022) |   | 8.30% (Libor + 6.50%/M) |   | 12/29/2016 |   | 25.8 |  |   | 25.0 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($8.6 par due 12/2022) |   | 8.30% (Libor + 6.50%/M) |   | 12/29/2016 |   | 8.6 |  |   | 8.4 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   |   |   |   |   |   |   | 44.4 |  |   | 43.1 |  |   |   |
| R2 Acquisition Corp.                                                                                                                                                            |   | Marketing services |   | Common stock (250,000 shares) |   |   |   | 5/29/2007 |   | 0.3 |  |   | 0.3 |  | (2) |   |
| RE Community Holdings GP, LLC and RE Community Holdings, LP                                                                                                                     |   | Operator of municipal recycling facilities |   | Limited partnership interest (2.86% interest) |   |   |   | 3/1/2011 |   | — |  |   | — |  | (2) |   |
|                                                                                                                                                                            |   |   |   | Limited partnership interest (2.49% interest) |   |   |   | 3/1/2011 |   | — |  |   | — |  | (2) |   |
|                                                                                                                                                                            |   |   |   |   |   |   |   |   |   | — |  |   | — |  |   |   |
| Research Now Group, LLC and Survey Sampling International, LLC                                                                                                                  |   | Provider of outsourced data collection to the market research industry |   | First lien senior secured loan ($41.5 par due 12/2024) |   | 7.41% (Libor + 5.50%/Q) |   | 2/14/2019 |   | 41.0 |  |   | 41.5 |  | (2)(13) |   |
| Revint Intermediate II, LLC (17)                                                                                                                                                |   | Revenue cycle consulting firm to the healthcare industry |   | First lien senior secured revolving loan ($7.2 par due 12/2023) |   | 6.30% (Libor + 4.50%/M) |   | 12/13/2017 |   | 7.2 |  |   | 7.1 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($21.3 par due 12/2023) |   | 6.37% (Libor + 4.50%/M) |   | 12/13/2017 |   | 21.3 |  |   | 21.1 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($13.7 par due 12/2023) |   | 7.05% (Libor + 5.25%/M) |   | 9/3/2019 |   | 13.7 |  |   | 13.5 |  | (2) |   |
|                                                                                                                                                                            |   |   |   |   |   |   |   |   |   | 42.2 |  |   | 41.7 |  |   |   |
| RMP Group, Inc (17)                                                                                                                                                             |   | Revenue cycle management provider to the emergency healthcare industry |   | First lien senior secured revolving loan ($0.6 par due 3/2022) |   | 6.30% (Libor + 4.50%/M) |   | 2/8/2018 |   | 0.6 |  |   | 0.6 |  | (2)(13) |   |
| SecurAmerica, LLC, ERMC LLC, ERMC Of America, LLC, SecurAmerica Corporation, ERMC Aviation LLC, American Security Programs, Inc., USI LLC and Argenbright Holdings IV, LLC (17) |   | Provider of outsourced security guard services, outsourced facilities management and outsourced aviation services |   | First lien senior secured revolving loan ($0.0 par due 6/2023) |   | 4.70% (Libor + 3.00%/M) |   | 12/21/2018 |   | — |  |   | — |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($25.8 par due 12/2023) |   | 8.05% (Libor + 6.25%/M) |   | 12/21/2018 |   | 25.8 |  |   | 25.8 |  | (2)(13) |   |
|                                                                                                                                                                            |   |   |   | First lien senior secured loan ($7.5 par due 12/2023) |   | 8.05% (Libor + 6.25%/M) |   | 12/21/2018 |   | 7.5 |  |   | 7.5 |  | (2)(13) |   |

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|--------------------------------------------------------------------|
|                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                         |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                               |   |   |   | First lien senior secured loan ($1.7 par due 12/2023) |   | 8.03% (Libor + 6.25%/M) |   | 12/21/2018 |   | 1.7 |  |   | 1.7 |  | (2)(13) |   |
|                                                               |   |   |   |   |   |   |   |   |   | 35.0 |  |   | 35.0 |  |   |   |
| SOS Security Holdings LLC and SOS Co-Investment Vehicle, L.P. (17) |   | Provider of manned security guard services |   | First lien senior secured revolving loan |   | — |   | 4/30/2019 |   | — |  |   | — |  | (15) |   |
|                                                               |   |   |   | Limited partnership units (4,698,000 units) |   |   |   | 4/30/2019 |   | 4.7 |  |   | 7.2 |  | (2) |   |
|                                                               |   |   |   |   |   |   |   |   |   | 4.7 |  |   | 7.2 |  |   |   |
| Startec Equity, LLC (5)                                            |   | Communication services |   | Member interest |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
| TDG Group Holding Company and TDG Co-Invest, LP (17)               |   | Operator of multiple franchise concepts primarily related to home maintenance or repairs |   | First lien senior secured loan ($9.2 par due 5/2024) |   | 7.45% (Libor + 5.50%/Q) |   | 5/31/2018 |   | 9.2 |  |   | 9.2 |  | (2) |   |
|                                                               |   |   |   | First lien senior secured loan ($6.1 par due 5/2024) |   | 7.45% (Libor + 5.50%/Q) |   | 8/24/2018 |   | 6.1 |  |   | 6.1 |  | (2) |   |
|                                                               |   |   |   | Preferred units (2,871,000 units) |   |   |   | 5/31/2018 |   | 2.9 |  |   | 3.2 |  | (2) |   |
|                                                               |   |   |   | Common units (29,000 units) |   |   |   | 5/31/2018 |   | — |  |   | 0.4 |  | (2) |   |
|                                                               |   |   |   |   |   |   |   |   |   | 18.2 |  |   | 18.9 |  |   |   |
| Tyden Group Holding Corp.                                          |   | 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 |  |   | — |  | (6) |   |
|                                                               |   |   |   | Common stock (5,521,203 shares) |   |   |   | 1/3/2017 |   | 2.0 |  |   | 3.7 |  | (6) |   |
|                                                               |   |   |   |   |   |   |   |   |   | 2.4 |  |   | 3.7 |  |   |   |
| UL Holding Co., LLC (4)                                            |   | Provider of collection and landfill avoidance solutions for food waste and unsold food products |   | Senior subordinated loan ($29.9 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 12.6 |  |   | 29.9 |  | (2) |   |
|                                                               |   |   |   | Senior subordinated loan ($3.8 par due 5/2020) |   |   |   | 4/30/2012 |   | 1.6 |  |   | 3.8 |  | (2) |   |
|                                                               |   |   |   | Senior subordinated loan ($3.5 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 1.4 |  |   | 3.5 |  | (2) |   |
|                                                               |   |   |   | Senior subordinated loan ($0.4 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.2 |  |   | 0.4 |  | (2) |   |
|                                                               |   |   |   | Senior subordinated loan ($7.5 par due 5/2020) |   | 10.00% PIK |   | 4/30/2012 |   | 3.1 |  |   | 7.5 |  | (2) |   |
|                                                               |   |   |   | Senior subordinated loan ($0.5 par due 5/2020) |   |   |   | 4/30/2012 |   | 0.2 |  |   | 0.5 |  | (2) |   |
|                                                               |   |   |   | Class A common units (533,351 units) |   |   |   | 6/17/2011 |   | 5.0 |  |   | 1.1 |  | (2) |   |
|                                                               |   |   |   | Class B-5 common units (272,834 units) |   |   |   | 6/17/2011 |   | 2.5 |  |   | 0.5 |  | (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) |   |
|                                                               |   |   |   |   |   |   |   |   |   | 26.6 |  |   | 47.2 |  |   |   |

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|                                                                                       |
|---------------------------------------------------------------------------------------|
|                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                            |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Visual Edge Technology, Inc.                                                          |   | Provider of outsourced office solutions with a focus on printer and copier equipment and other parts and supplies |   | First lien senior secured loan ($16.7 par due 8/2022) |   | 8.91% (Libor + 5.75% Cash, 1.25% PIK/Q) |   | 8/31/2017 |   | 16.7 |  |   | 16.4 |  | (2)(13) |   |
|                                                                                  |   |   |   | First lien senior secured loan ($15.6 par due 8/2022) |   | 8.91% (Libor + 5.75% Cash, 1.25% PIK/Q) |   | 8/31/2017 |   | 15.6 |  |   | 15.3 |  | (2)(13) |   |
|                                                                                  |   |   |   | Senior subordinated loan ($64.6 par due 9/2024) |   | 15.00% PIK |   | 8/31/2017 |   | 61.9 |  |   | 60.7 |  | (2) |   |
|                                                                                  |   |   |   | Warrant to purchase up to 1,961,452 shares of preferred stock (expires 8/2027) |   |   |   | 8/31/2017 |   | 3.9 |  |   | 0.5 |  | (2) |   |
|                                                                                  |   |   |   | Warrant to purchase up to 1,720,432 shares of common stock (expires 8/2027) |   |   |   | 8/31/2017 |   | — |  |   | — |  | (2) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 98.1 |  |   | 92.9 |  |   |   |
| VLS Recovery Services, LLC (17)                                                       |   | Provider of commercial and industrial waste processing and disposal services |   | First lien senior secured revolving loan |   | — |   | 10/17/2017 |   | — |  |   | — |  | (15) |   |
| VRC Companies, LLC (17)                                                               |   | Provider of records and information management services |   | First lien senior secured revolving loan ($0.8 par due 3/2022) |   | 8.61% (Libor + 6.50%/M) |   | 4/17/2017 |   | 0.8 |  |   | 0.8 |  | (2)(13) |   |
|                                                                                  |   |   |   | First lien senior secured loan ($15.0 par due 3/2023) |   | 8.30% (Libor + 6.50%/M) |   | 3/31/2017 |   | 15.0 |  |   | 15.0 |  | (2)(13) |   |
|                                                                                  |   |   |   | First lien senior secured loan ($4.0 par due 3/2023) |   | 8.30% (Libor + 6.50%/M) |   | 7/31/2019 |   | 4.0 |  |   | 4.0 |  | (2)(13) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 19.8 |  |   | 19.8 |  |   |   |
| WCI-HFG Holdings, LLC                                                                 |   | Distributor of repair and replacement parts for commercial kitchen equipment |   | Preferred units (1,400,000 units) |   |   |   | 10/20/2015 |   | 1.4 |  |   | 2.5 |  | (2) |   |
| XIFIN, Inc. (17)                                                                      |   | Revenue cycle management provider to labs |   | First lien senior secured revolving loan ($0.7 par due 11/2020) |   | 8.50% (Base Rate + 3.75%/Q) |   | 2/8/2018 |   | 0.7 |  |   | 0.7 |  | (2)(13)(16) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 1,201.3 |  |   | 1,225.7 |  |   | 16.41 | % |
| Power Generation                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Apex Clean Energy Holdings, LLC                                                       |   | Developer, builder and owner of utility-scale wind and solar power facilities |   | First lien senior secured loan ($85.1 par due 9/2022) |   | 8.70% (Libor + 6.75%/Q) |   | 9/24/2018 |   | 85.1 |  |   | 85.1 |  | (2)(13) |   |
|                                                                                  |   |   |   | First lien senior secured loan ($19.6 par due 9/2022) |   | 8.69% (Libor + 6.75%/Q) |   | 6/10/2019 |   | 19.6 |  |   | 19.6 |  | (2)(13) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 104.7 |  |   | 104.7 |  |   |   |
| Beacon RNG LLC                                                                        |   | Owner of natural gas facilities |   | Class B units (35,000,000 units) |   |   |   | 3/11/2019 |   | 35.0 |  |   | 38.2 |  |   |   |
| CPV Maryland Holding Company II, LLC                                                  |   | Gas turbine power generation facilities operator |   | Senior subordinated loan ($58.0 par due 12/2020) |   | 13.00% PIK |   | 8/8/2014 |   | 58.0 |  |   | 54.5 |  | (2) |   |
| DGH Borrower LLC                                                                      |   | Developer, owner and operator of quick start, small-scale natural gas-fired power generation projects |   | First lien senior secured loan ($53.5 par due 6/2023) |   | 8.70% (Libor + 6.75%/Q) |   | 6/8/2018 |   | 53.5 |  |   | 53.5 |  | (2)(13) |   |
| Green Energy Partners, Stonewall LLC and Panda Stonewall Intermediate Holdings II LLC |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($14.5 par due 11/2021) |   | 7.45% (Libor + 5.50%/Q) |   | 11/13/2014 |   | 14.5 |  |   | 13.4 |  | (2)(13) |   |
|                                                                                  |   |   |   | Senior subordinated loan ($22.2 par due 12/2021) |   | 7.00% cash, 6.25% PIK |   | 11/13/2014 |   | 22.2 |  |   | 20.4 |  | (2) |   |
|                                                                                  |   |   |   | Senior subordinated loan ($103.8 par due 12/2021) |   | 7.00% cash, 6.25% PIK |   | 11/13/2014 |   | 103.8 |  |   | 95.3 |  | (2) |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 140.5 |  |   | 129.1 |  |   |   |
| Heelstone Energy Holdings, LLC and Heelstone Renewable Energy, LLC (5)                |   | Solar power generation facility developer and operator |   | Preferred stock (2,700,000 shares) |   |   |   | 6/28/2019 |   | 15.3 |  |   | 15.3 |  |   |   |
|                                                                                  |   |   |   | Preferred stock (111,181 shares) |   |   |   | 6/28/2019 |   | 41.5 |  |   | 41.5 |  |   |   |
|                                                                                  |   |   |   | Common stock (19,119 shares) |   |   |   | 6/28/2019 |   | — |  |   | — |  |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 56.8 |  |   | 56.8 |  |   |   |
| Moxie Patriot LLC                                                                     |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($32.2 par due 12/2020) |   | 7.70% (Libor + 5.75%/Q) |   | 12/19/2013 |   | 32.1 |  |   | 27.7 |  | (2)(13) |   |
| Navisun LLC and Navisun Holdings LLC (5)(17)                                          |   | Owner and operater of commercial and industrial solar projects |   | First lien senior secured loan ($49.7 par due 11/2023) |   | 8.00% PIK |   | 11/15/2017 |   | 49.7 |  |   | 49.7 |  | (2) |   |

----

|                                                                                                                                                |
|------------------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                                     |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                                           |   |   |   | First lien senior secured loan ($13.8 par due 11/2023) |   | 9.00% PIK |   | 3/7/2019 |   | 13.8 |  |   | 13.8 |  | (2) |   |
|                                                                                                                                           |   |   |   | First lien senior secured loan ($29.2 par due 11/2023) |   | 8.00% PIK |   | 8/15/2019 |   | 29.2 |  |   | 29.2 |  | (2) |   |
|                                                                                                                                           |   |   |   | Series A preferred units (1,000 units) |   | 10.50% PIK |   | 11/15/2017 |   | 10.5 |  |   | 10.5 |  | (2) |   |
|                                                                                                                                           |   |   |   | Class A units (550 units) |   |   |   | 11/15/2017 |   | — |  |   | 0.4 |  |   |   |
|                                                                                                                                           |   |   |   |   |   |   |   |   |   | 103.2 |  |   | 103.6 |  |   |   |
| Panda Liberty LLC (fka Moxie Liberty LLC)                                                                                                      |   | Gas turbine power generation facilities operator |   | First lien senior secured loan ($49.1 par due 8/2020) |   | 8.45% (Libor + 6.50%/Q) |   | 4/6/2018 |   | 48.1 |  |   | 42.6 |  | (2)(13) |   |
|                                                                                                                                           |   |   |   | First lien senior secured loan ($33.6 par due 8/2020) |   | 8.45% (Libor + 6.50%/Q) |   | 8/21/2013 |   | 33.6 |  |   | 29.2 |  | (2)(13) |   |
|                                                                                                                                           |   |   |   |   |   |   |   |   |   | 81.7 |  |   | 71.8 |  |   |   |
| Panda Temple Power, LLC and T1 Power Holdings LLC (4)                                                                                          |   | Gas turbine power generation facilities operator |   | Second lien senior secured loan ($9.8 par due 2/2023) |   | 9.80% PIK (Libor + 8.00%/M) |   | 3/6/2015 |   | 9.8 |  |   | 9.8 |  | (2)(13) |   |
|                                                                                                                                           |   |   |   | Class A common units (616,122 shares) |   |   |   | 3/6/2015 |   | 15.0 |  |   | 11.9 |  | (2) |   |
|                                                                                                                                           |   |   |   |   |   |   |   |   |   | 24.8 |  |   | 21.7 |  |   |   |
| 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 |   | 8.8 |  |   | 28.1 |  | (2) |   |
| Riverview Power LLC                                                                                                                            |   | Operator of natural gas and oil fired power generation facilities |   | First lien senior secured loan ($81.2 par due 12/2022) |   | 9.95% (Libor + 8.00%/Q) |   | 12/29/2016 |   | 79.9 |  |   | 81.2 |  | (2)(13) |   |
| SE1 Generation, LLC                                                                                                                            |   | Solar power developer |   | Senior subordinated loan ($52.6 par due 12/2022) |   | 9.50% PIK |   | 12/17/2019 |   | 52.6 |  |   | 52.1 |  | (2) |   |
| Sunrun Xanadu Issuer 2019-1, LLC, Sunrun Atlas Depositor 2019-2, LLC, Sunrun Xanadu Holdings 2019-1, LLC and Sunrun Atlas Holdings 2019-2, LLC |   | Residential solar energy provider |   | First lien senior secured loan ($0.1 par due 2/2055) |   | 3.61 | % |   | 10/28/2019 |   | 0.1 |  |   | 0.1 |  | (2) |   |
|                                                                                                                                           |   |   |   | First lien senior secured loan ($0.4 par due 6/2054) |   | 3.98% |   | 6/7/2019 |   | 0.4 |  |   | 0.5 |  | (2) |   |
|                                                                                                                                           |   |   |   | Senior subordinated loan ($65.0 par due 7/2030) |   | 8.75% (Libor + 6.75%/Q) |   | 6/27/2019 |   | 65.0 |  |   | 65.0 |  | (2)(13) |   |
|                                                                                                                                           |   |   |   | Senior subordinated loan ($135.0 par due 11/2025) |   | 8.75% (Libor + 6.75%/Q) |   | 11/26/2019 |   | 135.0 |  |   | 132.3 |  | (2)(13) |   |
|                                                                                                                                           |   |   |   |   |   |   |   |   |   | 200.5 |  |   | 197.9 |  |   |   |
|                                                                                                                                           |   |   |   |   |   |   |   |   |   | 1,032.1 |  |   | 1,020.9 |  |   | 13.67 | % |
| Investment Funds and Vehicles                                                                                                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| ACAS Equity Holdings Corporation (5)                                                                                                           |   | Investment company |   | Common stock (589 shares) |   |   |   | 1/3/2017 |   | 0.4 |  |   | — |  | (6) |   |
| Ares IIIR/IVR CLO Ltd.                                                                                                                         |   | Investment vehicle |   | Subordinated notes ($20.0 par due 4/2021) |   |   |   | 1/3/2017 |   | — |  |   | 0.1 |  | (6) |   |
| Blue Wolf Capital Fund II, L.P. (4)                                                                                                            |   | Investment partnership |   | Limited partnership interest (8.50% interest) |   |   |   | 1/3/2017 |   | 1.6 |  |   | 2.7 |  | (6)(20) |   |
| Carlyle Global Market Strategies CLO 2015-3                                                                                                    |   | Investment vehicle |   | Subordinated notes ($24.6 par due 7/2028) |   | 9.4 | % |   | 1/3/2017 |   | 12.8 |  |   | 9.2 |  | (6) |   |
| CoLTs 2005-1 Ltd. (5)                                                                                                                          |   | Investment vehicle |   | Preferred shares (360 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |
| CoLTs 2005-2 Ltd. (5)                                                                                                                          |   | Investment vehicle |   | Preferred shares (34,170,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |
| CREST Exeter Street Solar 2004-1                                                                                                               |   | Investment vehicle |   | Preferred shares (3,500,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |
| Eaton Vance CDO X plc                                                                                                                          |   | Investment vehicle |   | Subordinated notes ($9.2 par due 2/2027) |   |   |   | 1/3/2017 |   | — |  |   | 0.1 |  | (6) |   |
| European Capital UK SME Debt LP (4)                                                                                                            |   | Investment partnership |   | Limited partnership interest (45% interest) |   |   |   | 1/3/2017 |   | 38.7 |  |   | 40.4 |  | (6)(18) |   |
| HCI Equity, LLC (5)                                                                                                                            |   | Investment company |   | Member interest (100.00% interest) |   |   |   | 4/1/2010 |   | — |  |   | 0.1 |  | (6)(20) |   |
| Herbert Park B.V.                                                                                                                              |   | Investment vehicle |   | Subordinated notes ($6.0 par due 10/2026) |   |   |   | 1/3/2017 |   | 0.9 |  |   | — |  | (6) |   |
| OHA Credit Partners XI                                                                                                                         |   | Investment vehicle |   | Subordinated notes ($17.8 par due 1/2032) |   | 10.2 | % |   | 1/3/2017 |   | 12.6 |  |   | 13.7 |  | (6) |   |
| Partnership Capital Growth Investors III, L.P.                                                                                                 |   | Investment partnership |   | Limited partnership interest (2.50% interest) |   |   |   | 10/5/2011 |   | 2.4 |  |   | 4.8 |  | (2)(6)(18)(20) |   |

----

|                                                                                     |
|-------------------------------------------------------------------------------------|
|                                                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                          |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| PCG-Ares Sidecar Investment II, L.P. (4)                                            |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 10/31/2014 |   | 6.8 |  |   | 12.6 |  | (2)(6)(18) |   |
| PCG-Ares Sidecar Investment, L.P. (4)                                               |   | Investment partnership |   | Limited partnership interest (100.00% interest) |   |   |   | 5/22/2014 |   | 4.8 |  |   | 4.1 |  | (2)(6)(18) |   |
| Piper Jaffray Merchant Banking Fund I, L.P.                                         |   | Investment partnership |   | Limited partnership interest (2.00% interest) |   |   |   | 8/16/2012 |   | 1.1 |  |   | 1.3 |  | (6)(18)(20) |   |
| Senior Direct Lending Program, LLC (5)(19)                                          |   | Co-investment vehicle |   | Subordinated certificates ($908.9 par due 12/2036) |   | 9.90% (Libor + 8.00%/Q)(14) |   | 7/27/2016 |   | 908.9 |  |   | 908.9 |  | (6) |   |
|                                                                                |   |   |   | Member interest (87.50% interest) |   |   |   | 7/27/2016 |   | — |  |   | — |  | (6) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 908.9 |  |   | 908.9 |  |   |   |
| Vitesse CLO, Ltd.                                                                   |   | Investment vehicle |   | Preferred shares (20,000,000 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  | (6) |   |
| Voya CLO 2014-4 Ltd.                                                                |   | Investment vehicle |   | Subordinated notes ($26.7 par due 7/2031) |   | 9.6 | % |   | 1/3/2017 |   | 13.3 |  |   | 12.3 |  | (6) |   |
| VSC Investors LLC                                                                   |   | Investment company |   | Membership interest (1.95% interest) |   |   |   | 1/24/2008 |   | 0.3 |  |   | 0.8 |  | (2)(6)(20) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 1,004.6 |  |   | 1,011.1 |  |   | 13.54 | % |
| Consumer Services                                                                   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| 1A Smart Start, LLC (17)                                                            |   | Provider of ignition interlock devices |   | First lien senior secured revolving loan ($0.5 par due 8/2020) |   | 6.30% (Libor + 4.50%/M) |   | 2/8/2018 |   | 0.5 |  |   | 0.5 |  | (2)(16) |   |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. (5) |   | Restaurant owner and operator |   | First lien senior secured loan ($56.6 par due 12/2019) |   |   |   | 11/27/2006 |   | 39.9 |  |   | — |  | (2)(12) |   |
|                                                                                |   |   |   | First lien senior secured loan ($5.4 par due 12/2019) |   |   |   | 12/22/2016 |   | 4.8 |  |   | — |  | (2)(12) |   |
|                                                                                |   |   |   | Promissory note ($31.8 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) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 58.5 |  |   | — |  |   |   |
| Aimbridge Acquisition Co., Inc.                                                     |   | Hotel operator |   | Second lien senior secured loan ($22.5 par due 2/2027) |   | 9.19% (Libor + 7.50%/M) |   | 2/1/2019 |   | 22.1 |  |   | 22.1 |  | (2) |   |
| American Residential Services L.L.C.                                                |   | Heating, ventilation and air conditioning services provider |   | Second lien senior secured loan ($70.8 par due 12/2022) |   | 9.80% (Libor + 8.00%/M) |   | 6/30/2014 |   | 70.6 |  |   | 70.8 |  | (2)(13) |   |
| Belfor Holdings, Inc. (17)                                                          |   | Disaster recovery services provider |   | First lien senior secured revolving loan |   | — |   | 4/4/2019 |   | — |  |   | — |  | (15) |   |
| ChargePoint, Inc.                                                                   |   | Developer and operator of electric vehicle charging stations |   | Warrant to purchase up to 809,126 shares of Series E preferred stock (expires 12/2024) |   |   |   | 12/30/2014 |   | 0.3 |  |   | 3.0 |  | (2) |   |
| Cipriani USA, Inc.                                                                  |   | Manager and operator of banquet facilities, restaurants, hotels and other leisure properties |   | First lien senior secured loan ($3.0 par due 5/2023) |   | 10.55% (Libor + 6.75% Cash, 2.00% PIK/M) |   | 11/5/2018 |   | 3.0 |  |   | 3.0 |  | (2)(13) |   |
|                                                                                |   |   |   | First lien senior secured loan ($12.2 par due 5/2023) |   | 10.55% (Libor + 6.75% Cash, 2.00% PIK/M) |   | 11/5/2018 |   | 12.2 |  |   | 12.2 |  | (2)(13) |   |
|                                                                                |   |   |   | First lien senior secured loan ($15.0 par due 5/2023) |   | 10.55% (Libor + 6.75% Cash, 2.00% PIK/M) |   | 7/3/2019 |   | 14.6 |  |   | 15.0 |  | (2)(13) |   |
|                                                                                |   |   |   | First lien senior secured loan ($20.0 par due 5/2023) |   | 10.55% (Libor + 6.75% Cash, 2.00% PIK/M) |   | 12/27/2019 |   | 17.5 |  |   | 20.0 |  | (2)(13) |   |
|                                                                                |   |   |   | First lien senior secured loan ($68.2 par due 5/2023) |   | 10.55% (Libor + 6.75% Cash, 2.00% PIK/M) |   | 5/30/2018 |   | 66.2 |  |   | 68.2 |  | (2)(13) |   |
|                                                                                |   |   |   | First lien senior secured loan ($3.0 par due 5/2023) |   | 10.55% (Libor + 6.75% Cash, 2.00% PIK/M) |   | 8/20/2018 |   | 3.0 |  |   | 3.0 |  | (2)(13) |   |
|                                                                                |   |   |   |   |   |   |   |   |   | 116.5 |  |   | 121.4 |  |   |   |
| Concert Golf Partners Holdco LLC (17)                                               |   | Golf club owner and operator |   | First lien senior secured revolving loan ($0.2 par due 8/2025) |   | 6.45% (Libor + 4.50%/Q) |   | 8/20/2019 |   | 0.2 |  |   | 0.1 |  | (2)(13) |   |
|                                                                                |   |   |   | First lien senior secured loan ($28.4 par due 8/2025) |   | 6.52% (Libor + 4.50%/Q) |   | 8/20/2019 |   | 28.4 |  |   | 28.1 |  | (2)(13) |   |

----

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                       |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                             |   |   |   |   |   |   |   |   |   | 28.6 |  |   | 28.2 |  |   |   |
| CST Buyer Company (d/b/a Intoxalock) (17)                        |   | Provider of ignition interlock devices |   | First lien senior secured loan ($32.4 par due 10/2025) |   | 7.55% (Libor + 5.75%/M) |   | 3/1/2017 |   | 32.4 |  |   | 32.0 |  | (2)(13) |   |
| FWR Holding Corporation (17)                                     |   | Restaurant owner, operator, and franchisor |   | First lien senior secured revolving loan ($1.8 par due 8/2023) |   | 7.29% (Libor + 5.50%/M) |   | 8/21/2017 |   | 1.8 |  |   | 1.8 |  | (2)(13)(16) |   |
|                                                             |   |   |   | First lien senior secured loan ($4.0 par due 8/2023) |   | 7.29% (Libor + 5.50%/M) |   | 8/21/2017 |   | 4.0 |  |   | 4.0 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($0.5 par due 8/2023) |   | 7.29% (Libor + 5.50%/M) |   | 8/21/2017 |   | 0.5 |  |   | 0.5 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($0.8 par due 8/2023) |   | 7.29% (Libor + 5.50%/M) |   | 2/28/2019 |   | 0.8 |  |   | 0.8 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($0.5 par due 8/2023) |   | 7.29% (Libor + 5.50%/M) |   | 2/28/2019 |   | 0.5 |  |   | 0.5 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($0.7 par due 8/2023) |   | 7.29% (Libor + 5.50%/M) |   | 2/28/2019 |   | 0.7 |  |   | 0.7 |  | (2)(13) |   |
|                                                             |   |   |   |   |   |   |   |   |   | 8.3 |  |   | 8.3 |  |   |   |
| Garden Fresh Restaurant Corp. and GFRC Holdings LLC (17)         |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($1.8 par due 2/2022) |   | 9.88% (Libor + 8.00%/Q) |   | 2/1/2017 |   | 1.8 |  |   | 1.8 |  | (2)(13)(16) |   |
|                                                             |   |   |   | First lien senior secured loan ($18.4 par due 2/2022) |   | 9.91% (Libor + 8.00%/M) |   | 2/1/2017 |   | 18.4 |  |   | 18.4 |  | (2)(13) |   |
|                                                             |   |   |   |   |   |   |   |   |   | 20.2 |  |   | 20.2 |  |   |   |
| Jenny C Acquisition, Inc.                                        |   | Health club franchisor |   | Senior subordinated loan ($1.2 par due 4/2025) |   | 8.00% PIK |   | 4/5/2019 |   | 1.2 |  |   | 1.2 |  | (2) |   |
| Jim N Nicks Management, LLC (17)                                 |   | Restaurant owner and operator |   | First lien senior secured revolving loan ($2.8 par due 7/2023) |   | 7.20% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 2.8 |  |   | 2.7 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($13.8 par due 7/2023) |   | 7.20% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 13.8 |  |   | 13.4 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($1.2 par due 7/2023) |   | 7.20% (Libor + 5.25%/Q) |   | 7/10/2017 |   | 1.2 |  |   | 1.1 |  | (2)(13) |   |
|                                                             |   |   |   |   |   |   |   |   |   | 17.8 |  |   | 17.2 |  |   |   |
| Massage Envy, LLC and ME Equity LLC                              |   | Franchisor in the massage industry |   | Common stock (3,000,000 shares) |   |   |   | 9/27/2012 |   | 3.0 |  |   | 5.8 |  | (2) |   |
| Movati Athletic (Group) Inc. (17)                                |   | Premier health club operator |   | First lien senior secured loan ($2.9 par due 10/2022) |   | 6.47% (CIBOR + 4.50%/Q) |   | 10/5/2017 |   | 3.0 |  |   | 2.9 |  | (2)(6)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($1.1 par due 10/2022) |   | 6.49% (CIBOR + 4.50%/Q) |   | 10/5/2017 |   | 1.2 |  |   | 1.1 |  | (2)(6)(13) |   |
|                                                             |   |   |   |   |   |   |   |   |   | 4.2 |  |   | 4.0 |  |   |   |
| OTG Management, LLC (17)                                         |   | Airport restaurant operator |   | First lien senior secured revolving loan ($10.0 par due 8/2021) |   | 9.01% (Libor + 7.00%/Q) |   | 8/26/2016 |   | 10.0 |  |   | 10.0 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($23.6 par due 8/2021) |   | 8.90% (Libor + 7.00%/Q) |   | 8/26/2016 |   | 23.6 |  |   | 23.6 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($97.8 par due 8/2021) |   | 9.00% (Libor + 7.00%/Q) |   | 8/26/2016 |   | 97.8 |  |   | 97.8 |  | (2)(13) |   |
|                                                             |   |   |   | First lien senior secured loan ($6.4 par due 8/2021) |   | 8.91% (Libor + 7.00%/Q) |   | 10/10/2018 |   | 6.4 |  |   | 6.4 |  | (2)(13) |   |
|                                                             |   |   |   | Senior subordinated loan ($33.9 par due 2/2022) |   | 13.00% PIK |   | 8/26/2016 |   | 33.8 |  |   | 33.9 |  | (2) |   |
|                                                             |   |   |   | Class A preferred units (3,000,000 units) |   | 14.50% PIK |   | 8/26/2016 |   | 36.5 |  |   | 46.3 |  | (2) |   |
|                                                             |   |   |   | Common units (3,000,000 units) |   |   |   | 1/5/2011 |   | 3.0 |  |   | 9.9 |  | (2) |   |
|                                                             |   |   |   | Warrant to purchase up to 7.73% of common units |   |   |   | 6/19/2008 |   | 0.1 |  |   | 21.8 |  | (2) |   |
|                                                             |   |   |   |   |   |   |   |   |   | 211.2 |  |   | 249.7 |  |   |   |
| Portillo's Holdings, LLC                                         |   | Fast casual restaurant brand |   | Second lien senior secured loan ($34.0 par due 12/2024) |   | 11.44% (Libor + 9.50%/Q) |   | 11/27/2019 |   | 32.9 |  |   | 33.3 |  | (2)(13) |   |
| Pyramid Management Advisors, LLC and Pyramid Investors, LLC (17) |   | Hotel operator |   | First lien senior secured revolving loan ($2.6 par due 7/2023) |   | 7.55% (Libor + 5.75%/Q) |   | 4/12/2018 |   | 2.6 |  |   | 2.6 |  | (2)(13)(16) |   |
|                                                             |   |   |   | First lien senior secured loan ($16.9 par due 7/2023) |   | 7.55% (Libor + 5.75%/M) |   | 4/12/2018 |   | 16.9 |  |   | 16.9 |  | (2)(13) |   |

----

|                                                                                               |
|-----------------------------------------------------------------------------------------------|
|                                                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                    |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                          |   |   |   | First lien senior secured loan ($1.5 par due 7/2023) |   | 7.55% (Libor + 5.75%/M) |   | 4/12/2018 |   | 1.5 |  |   | 1.5 |  | (2)(13) |   |
|                                                                                          |   |   |   | Preferred membership units (996,833 units) |   |   |   | 7/15/2016 |   | 1.0 |  |   | 1.3 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 22.0 |  |   | 22.3 |  |   |   |
| Spectra Finance, LLC (17)                                                                     |   | Venue management and food and beverage provider |   | First lien senior secured revolving loan ($4.7 par due 4/2023) |   | 5.75% (Libor + 4.00%/Q) |   | 4/2/2018 |   | 4.7 |  |   | 4.7 |  | (2)(13)(16) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($3.4 par due 4/2024) |   | 6.20% (Libor + 4.25%/Q) |   | 4/2/2018 |   | 3.4 |  |   | 3.4 |  | (2)(13) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 8.1 |  |   | 8.1 |  |   |   |
| Spin HoldCo Inc.                                                                              |   | Laundry service and equipment provider |   | Second lien senior secured loan ($154.2 par due 5/2023) |   | 9.41% (Libor + 7.50%/Q) |   | 5/14/2013 |   | 154.2 |  |   | 154.2 |  | (2)(13) |   |
| Taymax Group, L.P., Taymax Group G.P., LLC, PF Salem Canada ULC and TCP Fit Parent, L.P. (17) |   | Planet Fitness franchisee |   | First lien senior secured revolving loan ($0.7 par due 7/2024) |   | 6.12% (Libor + 4.25%/Q) |   | 7/31/2018 |   | 0.7 |  |   | 0.7 |  | (2)(13)(16) |   |
|                                                                                          |   |   |   | Class A units (35,374 units) |   |   |   | 7/31/2018 |   | 3.6 |  |   | 5.1 |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 4.3 |  |   | 5.8 |  |   |   |
| The Alaska Club Partners, LLC, Athletic Club Partners LLC and The Alaska Club, Inc. (17)      |   | Premier health club operator |   | First lien senior secured loan ($15.5 par due 12/2024) |   | 10.25% (Base Rate + 5.50%/Q) |   | 12/16/2019 |   | 15.5 |  |   | 15.3 |  | (2)(13) |   |
| WASH Multifamily Acquisition Inc. and Coinamatic Canada Inc.                                  |   | Laundry service and equipment provider |   | First lien senior secured loan ($107.2 par due 5/2022) |   | 6.44% (Libor + 4.75%/M) |   | 8/1/2019 |   | 107.2 |  |   | 106.7 |  | (2)(13) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($21.3 par due 5/2023) |   | 8.80% (Libor + 7.00%/M) |   | 5/14/2015 |   | 21.1 |  |   | 20.6 |  | (2)(13) |   |
|                                                                                          |   |   |   | Second lien senior secured loan ($3.7 par due 5/2023) |   | 8.80% (Libor + 7.00%/M) |   | 5/14/2015 |   | 3.7 |  |   | 3.6 |  | (2)(13) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 132.0 |  |   | 130.9 |  |   |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 964.4 |  |   | 954.3 |  |   | 12.78 | % |
| Consumer Durables & Apparel                                                               |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Badger Sportswear Acquisition, Inc.                                                           |   | Provider of team uniforms and athletic wear |   | Second lien senior secured loan ($56.8 par due 3/2024) |   | 11.55% (Libor + 9.75%/M) |   | 9/6/2016 |   | 56.7 |  |   | 54.5 |  | (2)(13) |   |
| CB Trestles OpCo, LLC (17)                                                                    |   | Apparel retailer |   | First lien senior secured revolving loan ($2.1 par due 10/2024) |   | 7.55% (Libor + 5.75%/M) |   | 10/26/2018 |   | 2.1 |  |   | 2.0 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($26.3 par due 10/2024) |   | 7.68% (Libor + 5.75%/Q) |   | 10/26/2018 |   | 26.3 |  |   | 25.2 |  | (2)(13) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 28.4 |  |   | 27.2 |  |   |   |
| Centric Brands Inc. (fka Differential Brands Group Inc.)                                      |   | Designer, marketer and distributor of licensed and owned apparel |   | First lien senior secured loan ($57.8 par due 10/2023) |   | 7.93% (Libor + 6.00%/Q) |   | 10/29/2018 |   | 57.8 |  |   | 56.6 |  | (2)(6)(13) |   |
|                                                                                          |   |   |   | Common stock (3,077,875 shares) |   |   |   | 10/29/2018 |   | 24.6 |  |   | 16.0 |  | (6) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 82.4 |  |   | 72.6 |  |   |   |
| DRS Holdings III, Inc. and DRS Holdings I, Inc. (17)                                          |   | Footwear and orthopedic foot-care brand |   | First lien senior secured revolving loan ($0.3 par due 11/2025) |   | 7.56% (Libor + 5.75%/M) |   | 11/1/2019 |   | 0.3 |  |   | 0.3 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($30.4 par due 11/2025) |   | 7.55% (Libor + 5.75%/M) |   | 11/1/2019 |   | 30.4 |  |   | 30.1 |  | (2)(13) |   |
|                                                                                          |   |   |   | Common stock (8,549 shares) |   |   |   | 11/1/2019 |   | 8.5 |  |   | 8.5 |  | (2) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 39.2 |  |   | 38.9 |  |   |   |
| Feradyne Outdoors, LLC and Bowhunter Holdings, LLC                                            |   | Provider of branded archery and bowhunting accessories |   | Common units (421 units) |   |   |   | 4/24/2014 |   | 4.2 |  |   | — |  | (2) |   |
| Implus Footcare, LLC                                                                          |   | Provider of footwear and other accessories |   | First lien senior secured loan ($102.6 par due 4/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 6/1/2017 |   | 102.6 |  |   | 99.6 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($14.0 par due 4/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 6/1/2017 |   | 14.0 |  |   | 13.6 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($1.3 par due 4/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 6/30/2016 |   | 1.3 |  |   | 1.2 |  | (2)(13) |   |
|                                                                                          |   |   |   | First lien senior secured loan ($5.0 par due 4/2024) |   | 8.20% (Libor + 6.25%/Q) |   | 7/17/2018 |   | 5.0 |  |   | 4.8 |  | (2)(13) |   |
|                                                                                          |   |   |   |   |   |   |   |   |   | 122.9 |  |   | 119.2 |  |   |   |
| Pelican Products, Inc.                                                                        |   | Flashlights manufacturer |   | Second lien senior secured loan ($27.3 par due 5/2026) |   | 9.49% (Libor + 7.75%/M) |   | 5/4/2018 |   | 27.1 |  |   | 27.1 |  | (2)(13) |   |

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|                                                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                              |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| S Toys Holdings LLC (fka The Step2 Company, LLC) (5)                                    |   | Toy manufacturer |   | Class B common units (126,278,000 units) |   |   |   | 10/30/2014 |   | — |  |   | 0.2 |  | (2) |   |
|                                                                                    |   |   |   | Common units (1,116,879 units) |   |   |   | 4/1/2011 |   | — |  |   | — |  |   |   |
|                                                                                    |   |   |   | Warrant to purchase up to 3,157,895 units |   |   |   | 4/1/2010 |   | — |  |   | — |  |   |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | — |  |   | 0.2 |  |   |   |
| SHO Holding I Corporation                                                               |   | Manufacturer and distributor of slip resistant footwear |   | Second lien senior secured loan ($100.0 par due 4/2023) |   | 10.43% (Libor + 8.50%/Q) |   | 10/27/2015 |   | 98.9 |  |   | 85.0 |  | (2)(13) |   |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC (4)(17)                               |   | Developer, marketer and distributor of sports protection equipment and accessories |   | First lien senior secured revolving loan ($1.9 par due 5/2024) |   | 7.89% (Base Rate + 3.50%/M) |   | 5/21/2019 |   | 1.9 |  |   | 1.9 |  | (2)(13) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($19.6 par due 5/2024) |   | 6.71% (Libor + 4.75%/Q) |   | 5/21/2019 |   | 19.5 |  |   | 19.6 |  | (2)(13) |   |
|                                                                                    |   |   |   | Preferred units (14,591 units) |   | 13.00% PIK |   | 5/14/2019 |   | 1.6 |  |   | 1.6 |  | (2) |   |
|                                                                                    |   |   |   | Class A preferred units (50,000 units) |   |   |   | 3/14/2014 |   | 5.0 |  |   | 0.6 |  | (2) |   |
|                                                                                    |   |   |   | Class C preferred units (50,000 units) |   |   |   | 4/22/2015 |   | 5.0 |  |   | 0.6 |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 33.0 |  |   | 24.3 |  |   |   |
| Simpson Performance Products, Inc.                                                      |   | Provider of motorsports safety equipment |   | First lien senior secured loan ($28.3 par due 2/2023) |   | 8.20% (Libor + 6.26%/Q) |   | 2/20/2015 |   | 28.3 |  |   | 28.3 |  | (2)(13) |   |
| Singer Sewing Company, SVP-Singer Holdings, LLC and SVP-Singer Holdings LP (5)(17)      |   | Manufacturer of consumer sewing machines |   | First lien senior secured revolving loan ($71.9 par due 3/2023) |   | 11.10% (Libor + 9.00%/Q) |   | 7/26/2017 |   | 71.9 |  |   | 71.9 |  | (2)(13)(16) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($193.3 par due 3/2023) |   | 5.00% (Libor + 3.09%/Q) |   | 7/26/2017 |   | 174.6 |  |   | 158.3 |  | (2)(13) |   |
|                                                                                    |   |   |   | Class A common units (6,500,000 units) |   |   |   | 7/26/2017 |   | — |  |   | — |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 246.5 |  |   | 230.2 |  |   |   |
| Totes Isotoner Corporation and Totes Ultimate Holdco, Inc. (4)                          |   | Designer, marketer, and distributor of rain and cold weather products |   | First lien senior secured loan ($2.2 par due 12/2024) |   | 7.79% (Libor + 6.00%/Q) |   | 12/23/2019 |   | 2.2 |  |   | 2.2 |  | (2)(13) |   |
|                                                                                    |   |   |   | First lien senior secured loan ($1.6 par due 6/2024) |   | 5.79% (Libor + 4.00%/M) |   | 12/23/2019 |   | 1.6 |  |   | 1.6 |  | (2)(13) |   |
|                                                                                    |   |   |   | Common stock (861,000 shares) |   |   |   | 12/23/2019 |   | 6.0 |  |   | 6.0 |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 9.8 |  |   | 9.8 |  |   |   |
| Varsity Brands Holding Co., Inc. and BCPE Hercules Holdings, LP                         |   | Leading manufacturer and distributor of textiles, apparel & luxury goods |   | Second lien senior secured loan ($21.1 par due 12/2025) |   | 10.05% (Libor + 8.25%/M) |   | 7/30/2018 |   | 21.1 |  |   | 21.1 |  | (2)(13) |   |
|                                                                                    |   |   |   | Second lien senior secured loan ($122.7 par due 12/2025) |   | 10.05% (Libor + 8.25%/M) |   | 12/15/2017 |   | 122.7 |  |   | 122.7 |  | (2)(13) |   |
|                                                                                    |   |   |   | Class A units (1,400 units) |   |   |   | 7/30/2018 |   | 1.4 |  |   | 1.2 |  | (2) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 145.2 |  |   | 145.0 |  |   |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 922.6 |  |   | 862.3 |  |   | 11.55 | % |
| Diversified Financials                                                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Commercial Credit Group, Inc.                                                           |   | Commercial equipment finance and leasing company |   | Senior subordinated loan ($23.8 par due 8/2022) |   | 11.44% (Libor + 9.75%/M) |   | 5/10/2012 |   | 23.8 |  |   | 23.8 |  | (2)(13) |   |
| DFC Global Facility Borrower III LLC (17)                                               |   | Non-bank provider of alternative financial services |   | First lien senior secured revolving loan ($120.8 par due 9/2024) |   | 12.44% (Libor + 10.75%/M) |   | 8/9/2019 |   | 120.8 |  |   | 120.2 |  | (2)(6)(13) |   |
| Financial Asset Management Systems, Inc. and FAMS Holdings, Inc. (4)                    |   | Debt collection services provider |   | Common stock (180 shares) |   |   |   | 1/11/2017 |   | — |  |   | — |  | (2) |   |
| Green Street Parent, LLC and Green Street Intermediate Holdings, LLC (17)               |   | Provider of REIT research data and analytics |   | First lien senior secured loan ($3.5 par due 8/2026) |   | 7.05% (Libor + 5.25%/M) |   | 8/27/2019 |   | 3.5 |  |   | 3.5 |  | (2) |   |
| Ivy Hill Asset Management, L.P. (5)                                                     |   | Asset management services |   | Member interest (100.00% interest) |   |   |   | 6/15/2009 |   | 444.0 |  |   | 520.7 |  | (6) |   |
| Javlin Three LLC, Javlin Four LLC, and Javlin Five LLC                                  |   | Asset-backed financial services company |   | First lien senior secured loan ($16.0 par due 6/2017) |   |   |   | 6/24/2014 |   | 13.4 |  |   | 3.4 |  | (2)(6)(12) |   |
| Joyce Lane Capital LLC and Joyce Lane Financing SPV LLC (fka Ciena Capital LLC) (5)(17) |   | Specialty finance company |   | First lien senior secured loan ($0.6 par due 12/2022) |   | 5.95% (Libor + 4.00%/Q) |   | 12/27/2018 |   | 0.6 |  |   | 0.6 |  | (2)(6) |   |
|                                                                                    |   |   |   | Equity interests |   |   |   | 11/29/2010 |   | 12.7 |  |   | 2.9 |  | (2)(6) |   |
|                                                                                    |   |   |   |   |   |   |   |   |   | 13.3 |  |   | 3.5 |  |   |   |

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|                                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                      |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| LS DE LLC and LM LSQ Investors LLC                                                              |   | Asset based lender |   | Senior subordinated loan ($37.0 par due 3/2024) |   | 10.5% |   | 6/25/2015 |   | 37.0 |  |   | 37.0 |  | (2)(6) |   |
|                                                                                            |   |   |   | Senior subordinated loan ($3.0 par due 6/2021) |   | 10.5 | % |   | 6/15/2017 |   | 3.0 |  |   | 3.0 |  | (2)(6) |   |
|                                                                                            |   |   |   | Membership units (3,275,000 units) |   |   |   | 6/25/2015 |   | 3.3 |  |   | 4.9 |  | (6) |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 43.3 |  |   | 44.9 |  |   |   |
| Rialto Management Group, LLC (17)                                                               |   | Investment and asset management platform focused on real estate |   | First lien senior secured revolving loan |   | — |   | 11/30/2018 |   | — |  |   | — |  | (6)(15) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($0.9 par due 12/2024) |   | 6.30% (Libor + 4.50%/M) |   | 11/30/2018 |   | 0.9 |  |   | 0.9 |  | (2)(6) |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 0.9 |  |   | 0.9 |  |   |   |
| TA/WEG Holdings, LLC (17)                                                                       |   | Wealth management and financial planning firm |   | First lien senior secured revolving loan ($0.2 par due 10/2025) |   | 7.77% (Libor + 6.00%/M) |   | 10/2/2019 |   | 0.2 |  |   | 0.2 |  | (2) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($9.5 par due 10/2025) |   | 7.69% (Libor + 6.00%/M) |   | 10/2/2019 |   | 9.5 |  |   | 9.4 |  | (2) |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 9.7 |  |   | 9.6 |  |   |   |
| The Ultimus Group Midco, LLC, The Ultimus Group, LLC, and The Ultimus Group Aggregator, LP (17) |   | Provider of asset-servicing capabilities for fund managers |   | First lien senior secured revolving loan ($1.9 par due 2/2024) |   | 8.25% (Base Rate + 3.50%/Q) |   | 2/1/2019 |   | 1.9 |  |   | 1.8 |  | (2) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($38.6 par due 2/2026) |   | 6.30% (Libor + 4.50%/M) |   | 2/1/2019 |   | 38.6 |  |   | 37.8 |  | (2)(13) |   |
|                                                                                            |   |   |   | Class A units (1,443 units) |   | 8.00% PIK |   | 2/1/2019 |   | 1.5 |  |   | 1.5 |  | (2) |   |
|                                                                                            |   |   |   | Class A units (245 units) |   |   |   | 2/1/2019 |   | 0.2 |  |   | — |  |   |   |
|                                                                                            |   |   |   | Class B units (2,167,424 units) |   |   |   | 2/1/2019 |   | — |  |   | — |  | (2) |   |
|                                                                                            |   |   |   | Class B units (245,194 units) |   |   |   | 2/1/2019 |   | — |  |   | — |  |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 42.2 |  |   | 41.1 |  |   |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 714.9 |  |   | 771.6 |  |   | 10.33 | % |
| Automobiles & Components                                                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Dent Wizard International Corporation and DWH Equity Investors, L.P.                            |   | Automotive reconditioning services |   | Second lien senior secured loan ($45.0 par due 10/2022) |   | 9.80% (Libor + 8.00%/M) |   | 4/7/2015 |   | 45.0 |  |   | 45.0 |  | (2)(13) |   |
|                                                                                            |   |   |   | Class A common stock (10,000 shares) |   |   |   | 4/7/2015 |   | 0.1 |  |   | 0.7 |  | (2) |   |
|                                                                                            |   |   |   | Class B common stock (20,000 shares) |   |   |   | 4/7/2015 |   | 0.2 |  |   | 1.4 |  | (2) |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 45.3 |  |   | 47.1 |  |   |   |
| Eckler Industries, Inc. and Eckler Purchaser LLC (5)(17)                                        |   | Restoration parts and accessories provider for classic automobiles |   | First lien senior secured revolving loan ($5.2 par due 5/2022) |   | 12.00% PIK |   | 7/12/2012 |   | 5.2 |  |   | 4.4 |  | (2) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($20.6 par due 5/2022) |   | 12.00% PIK |   | 7/12/2012 |   | 20.6 |  |   | 17.5 |  | (2) |   |
|                                                                                            |   |   |   | Class A common units (67,972 units) |   |   |   | 7/12/2012 |   | 16.4 |  |   | — | (2) |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 42.2 |  |   | 21.9 |  |   |   |
| GB Auto Service Holdings, LLC (17)                                                              |   | Automotive parts and repair services retailer |   | First lien senior secured revolving loan ($3.0 par due 10/2024) |   | 8.22% (Libor + 6.50%/M) |   | 10/19/2018 |   | 3.0 |  |   | 3.0 |  | (2)(13) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($22.2 par due 10/2024) |   | 8.30% (Libor + 6.50%/M) |   | 10/19/2018 |   | 22.2 |  |   | 21.9 |  | (2)(13) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($27.2 par due 10/2024) |   | 8.30% (Libor + 6.50%/M) |   | 10/19/2018 |   | 27.2 |  |   | 26.9 |  | (2)(13) |   |
|                                                                                            |   |   |   | Common units (4,084,227 units) |   |   |   | 10/19/2018 |   | 5.2 |  |   | 5.5 |  | (2) |   |
|                                                                                            |   |   |   |   |   |   |   |   |   | 57.6 |  |   | 57.3 |  |   |   |
| Mac Lean-Fogg Company and MacLean-Fogg Holdings, L.L.C. (17)                                    |   | Manufacturer and supplier for the power utility and automotive markets worldwide |   | First lien senior secured revolving loan ($0.0 par due 12/2023) |   | 4.78% (Libor + 2.50%/Q) |   | 12/21/2018 |   | — |  |   | — |  | (2) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($154.5 par due 12/2025) |   | 6.80% (Libor + 5.00%/M) |   | 12/21/2018 |   | 153.9 |  |   | 153.0 |  | (2) |   |
|                                                                                            |   |   |   | First lien senior secured loan ($11.6 par due 12/2025) |   | 6.80% (Libor + 5.00%/M) |   | 12/21/2018 |   | 11.6 |  |   | 11.5 |  | (2) |   |

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|                                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                         |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                               |   |   |   | Preferred units (59,453 units) |   | 4.50% Cash, 9.25% PIK |   | 10/9/2015 |   | 69.6 |  |   | 69.6 |  |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 235.1 |  |   | 234.1 |  |   |   |
| Mavis Tire Express Services Corp. and Mavis Tire Express Services TopCo, L.P. (17) |   | Auto parts retailer |   | Second lien senior secured loan ($153.9 par due 3/2026) |   | 9.29% (Libor + 7.50%/M) |   | 3/20/2018 |   | 152.0 |  |   | 152.4 |  | (2)(13) |   |
|                                                                               |   |   |   | Second lien senior secured loan ($1.4 par due 3/2026) |   | 9.29% (Libor + 7.50%/M) |   | 3/20/2018 |   | 1.4 |  |   | 1.4 |  | (2)(13) |   |
|                                                                               |   |   |   | Class A units (12,400,000 units) |   |   |   | 3/20/2018 |   | 12.4 |  |   | 11.8 |  | (2) |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 165.8 |  |   | 165.6 |  |   |   |
| SK SPV IV, LLC                                                                     |   | Collision repair site operator |   | Series A common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 1.5 |  | (2) |   |
|                                                                               |   |   |   | Series B common stock (12,500 units) |   |   |   | 8/18/2014 |   | 0.6 |  |   | 1.5 |  | (2) |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 1.2 |  |   | 3.0 |  |   |   |
| Wand Newco 3, Inc. (dba Caliber Collision)                                         |   | Collision repair company |   | Second lien senior secured loan ($180.2 par due 2/2027) |   | 8.96% (Libor + 7.25%/M) |   | 2/5/2019 |   | 177.4 |  |   | 180.2 |  | (2) |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 724.6 |  |   | 709.2 |  |   | 9.5 | % |
| Capital Goods                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| AEP Holdings, Inc. and Arrowhead Holdco Company                                    |   | Distributor of non-discretionary, mission-critical aftermarket replacement parts |   | First lien senior secured loan ($26.6 par due 8/2021) |   | 7.91% (Libor + 6.00%/Q) |   | 6/28/2018 |   | 27.2 |  |   | 25.3 |  | (2)(13) |   |   |
|                                                                               |   |   |   | Common stock (3,467 shares) |   |   |   | 8/31/2015 |   | 3.5 |  |   | 2.4 |  | (2) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 30.7 |  |   | 27.7 |  |   |   |   |
| Cadence Aerospace, LLC (17)                                                        |   | Aerospace precision components manufacturer |   | First lien senior secured revolving loan ($5.0 par due 11/2022) |   | 9.90% (Base Rate + 5.50%/Q) |   | 11/14/2017 |   | 5.0 |  |   | 4.9 |  | (2)(13)(16) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($31.9 par due 11/2023) |   | 8.43% (Libor + 6.50%/Q) |   | 11/14/2017 |   | 31.6 |  |   | 31.9 |  | (2)(13) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($12.1 par due 11/2023) |   | 8.43% (Libor + 6.50%/Q) |   | 10/31/2019 |   | 12.1 |  |   | 12.1 |  | (2)(13) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($9.9 par due 11/2023) |   | 8.43% (Libor + 6.50%/Q) |   | 7/5/2018 |   | 9.9 |  |   | 9.9 |  | (2)(13) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 58.6 |  |   | 58.8 |  |   |   |   |
| Creation Holdings Inc. (17)                                                        |   | Manufacturer of electrical systems |   | First lien senior secured revolving loan |   | — |   | 8/15/2019 |   | — |  |   | — |  | (6)(15) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($35.8 par due 8/2025) |   | 7.50% (Libor + 5.75%/Q) |   | 8/15/2019 |   | 35.5 |  |   | 35.4 |  | (2)(6)(13) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 35.5 |  |   | 35.4 |  |   |   |   |
| DFS Holding Company, Inc.                                                          |   | Distributor of maintenance, repair, and operations parts, supplies, and equipment to the foodservice industry |   | First lien senior secured loan ($177.4 par due 2/2022) |   | 7.55% (Libor + 5.75%/M) |   | 7/26/2017 |   | 177.4 |  |   | 175.6 |  | (2)(13) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($4.6 par due 3/2022) |   | 7.55% (Libor + 5.75%/M) |   | 3/1/2017 |   | 4.6 |  |   | 4.5 |  | (2)(13) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 182.0 |  |   | 180.1 |  |   |   |   |
| ESCP PPG Holdings, LLC (4)                                                         |   | 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 |  |   | 2.9 |  | (2) |   |   |
| Flow Control Solutions, Inc. (17)                                                  |   | Distributor and manufacturer of flow control systems components |   | First lien senior secured loan ($10.9 par due 11/2024) |   | 7.20% (Libor + 5.25%/Q) |   | 11/21/2018 |   | 10.9 |  |   | 10.9 |  | (2)(13) |   |   |
| Harvey Tool Company, LLC (17)                                                      |   | Manufacturer of cutting tools used in the metalworking industry |   | First lien senior secured revolving loan |   | — |   | 10/12/2017 |   | — |  |   | — |  | (15) |   |   |
|                                                                               |   |   |   | First lien senior secured loan ($30.3 par due 10/2024) |   | 6.70% (Libor + 4.75%/Q) |   | 10/12/2017 |   | 30.3 |  |   | 30.3 |  | (2)(13) |   |   |
|                                                                               |   |   |   | Second lien senior secured loan ($43.7 par due 10/2025) |   | 10.50% (Libor + 8.50%/Q) |   | 10/12/2017 |   | 43.7 |  |   | 43.7 |  | (2)(13) |   |   |
|                                                                               |   |   |   |   |   |   |   |   |   | 74.0 |  |   | 74.0 |  |   |   |   |
| Imaging Business Machines, L.L.C. and Scanner Holdings Corporation (5)             |   | Provider of high-speed intelligent document scanning hardware and software |   | Senior subordinated loan ($8.3 par due 6/2022) |   | 14.00% |   | 1/3/2017 |   | 8.2 |  |   | 8.3 |  | (2) |   |   |
|                                                                               |   |   |   | Senior subordinated loan ($8.3 par due 6/2022) |   | 14.00% |   | 1/3/2017 |   | 8.2 |  |   | 8.3 |  | (2) |   |   |
|                                                                               |   |   |   | Series A preferred stock (66,424,135 shares) |   |   |   | 1/3/2017 |   | — |  |   | 17.7 |  |   |   |   |

----

|                                                                                                                                    |
|------------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                         |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                               |   |   |   | Class A common stock (33,173 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                                                                                                               |   |   |   | Class B common stock (134,214 shares) |   |   |   | 1/3/2017 |   | — |  |   | 0.2 |  |   |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 16.4 |  |   | 34.5 |  |   |   |   |
| Kene Acquisition, Inc. and Kene Holdings, L.P. (17)                                                                                |   | 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 |   | — |   | 8/8/2019 |   | — |  |   | — |  | (15) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($59.8 par due 8/2026) |   | 6.05% (Libor + 4.25%/M) |   | 8/8/2019 |   | 59.8 |  |   | 59.2 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($2.9 par due 8/2026) |   | 6.05% (Libor + 4.25%/M) |   | 8/8/2019 |   | 2.9 |  |   | 2.8 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | Class A units (4,549,000 units) |   |   |   | 8/8/2019 |   | 4.5 |  |   | 5.3 |  | (2) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 67.2 |  |   | 67.3 |  |   |   |   |
| 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 |  |   | 2.3 |  |   |   |   |
| MB Aerospace Holdings II Corp.                                                                                                     |   | Aerospace engine components manufacturer |   | Second lien senior secured loan ($23.6 par due 1/2026) |   | 10.95% (Libor + 9.00%/Q) |   | 5/28/2019 |   | 23.6 |  |   | 23.2 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | Second lien senior secured loan ($68.4 par due 1/2026) |   | 10.95% (Libor + 9.00%/Q) |   | 1/22/2018 |   | 68.4 |  |   | 67.0 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 92.0 |  |   | 90.2 |  |   |   |   |
| Radius Aerospace, Inc. and Radius Aerospace Europe Limited (17)                                                                    |   | Metal fabricator in the aerospace industry |   | First lien senior secured revolving loan ($0.2 par due 3/2025) |   | 7.65% (Libor + 5.75%/Q) |   | 3/29/2019 |   | 0.2 |  |   | 0.2 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($8.9 par due 3/2025) |   | 7.71% (Libor + 5.75%/Q) |   | 3/29/2019 |   | 8.9 |  |   | 8.8 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($5.7 par due 3/2025) |   | 7.70% (Libor + 5.75%/Q) |   | 11/14/2019 |   | 5.7 |  |   | 5.6 |  | (2)(6)(13) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 14.8 |  |   | 14.6 |  |   |   |   |
| Saw Mill PCG Partners LLC                                                                                                          |   | Manufacturer of metal precision engineered components |   | Common units (1,000 units) |   |   |   | 1/30/2007 |   | 1.0 |  |   | — |  | (2) |   |   |
| Sunk Rock Foundry Partners LP, Hatteras Electrical Manufacturing Holding Company and Sigma Electric Manufacturing Corporation (17) |   | Manufacturer of metal castings, precision machined components and sub-assemblies in the electrical products, power transmission and distribution and general industrial markets |   | First lien senior secured revolving loan ($3.7 par due 10/2022) |   | 6.52% (Libor + 4.75%/M) |   | 10/31/2017 |   | 3.7 |  |   | 3.7 |  | (2)(13)(16) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 595.4 |  |   | 602.4 |  |   | 8.07% |   |
| Energy                                                                                                                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Birch Permian, LLC (17)                                                                                                            |   | Operator of private exploration oil and production company |   | Second lien senior secured loan ($66.1 par due 4/2023) |   | 10.34% (Libor + 8.00%/Q) |   | 4/12/2019 |   | 65.6 |  |   | 65.5 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | Second lien senior secured loan ($7.4 par due 4/2023) |   | 9.99% (Libor + 8.00%/Q) |   | 4/12/2019 |   | 7.3 |  |   | 7.3 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 72.9 |  |   | 72.8 |  |   |   |   |
| Cheyenne Petroleum Company Limited Partnership, CPC 2001 LLC and Mill Shoals LLC                                                   |   | Private oil exploration and production company |   | Second lien senior secured loan ($63.1 par due 1/2024) |   | 10.45% (Libor + 8.50%/Q) |   | 7/10/2019 |   | 63.1 |  |   | 62.5 |  | (2)(13) |   |   |
| Joule Unlimited Technologies, Inc. and Stichting Joule Global Foundation                                                           |   | Renewable fuel and chemical production developer |   | First lien senior secured loan ($7.8 par due 10/2018) |   |   |   | 3/31/2015 |   | 5.8 |  |   | — |  | (2)(12) |   |   |
|                                                                                                                               |   |   |   | Warrant to purchase up to 32,051 shares of Series C-2 preferred stock (expires 7/2023) |   |   |   | 7/25/2013 |   | — |  |   | — |  | (2)(6) |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 5.8 |  |   | — |  |   |   |   |
| Murchison Oil and Gas, LLC and Murchison Holdings, LLC                                                                             |   | Exploration and production company |   | First lien senior secured loan ($18.3 par due 10/2023) |   | 11.00% (Libor + 9.00%/Q) |   | 9/19/2019 |   | 18.2 |  |   | 18.3 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | First lien senior secured loan ($38.3 par due 10/2023) |   | 10.00% (Libor + 8.00%/Q) |   | 9/19/2019 |   | 38.3 |  |   | 38.3 |  | (2)(13) |   |   |
|                                                                                                                               |   |   |   | Preferred units (21,667 units) |   | 8.00% PIK |   | 10/26/2018 |   | 23.5 |  |   | 23.5 |  |   |   |   |
|                                                                                                                               |   |   |   |   |   |   |   |   |   | 80.0 |  |   | 80.1 |  |   |   |   |
| Penn Virginia Holding Corp.                                                                                                        |   | Exploration and production company |   | Second lien senior secured loan ($90.1 par due 9/2022) |   | 8.81% (Libor + 7.00%/M) |   | 9/28/2017 |   | 90.1 |  |   | 90.1 |  | (2)(6)(13) |   |   |

----

|                                                               |
|---------------------------------------------------------------|
|                                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                    |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Sundance Energy, Inc.                                         |   | Oil and gas producer |   | Second lien senior secured loan ($60.7 par due 4/2023) |   | 9.95% (Libor + 8.00%/Q) |   | 4/23/2018 |   | 59.9 |  |   | 60.1 |  | (2)(13) |   |   |
| VPROP Operating, LLC and Vista Proppants and Logistics, LLC   |   | Sand-based proppant producer and distributor to the oil and natural gas industry |   | First lien senior secured loan ($90.8 par due 8/2021) |   |   |   | 3/1/2017 |   | 87.5 |  |   | 65.3 |  | (2)(12) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($28.3 par due 8/2021) |   |   |   | 8/1/2017 |   | 27.2 |  |   | 20.4 |  | (2)(12) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($35.3 par due 8/2021) |   |   |   | 11/9/2017 |   | 34.0 |  |   | 25.4 |  | (2)(12) |   |   |
|                                                          |   |   |   | Common units (997,864 units) |   |   |   | 11/9/2017 |   | 9.7 |  |   | — |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 158.4 |  |   | 111.1 |  |   |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 530.2 |  |   | 476.7 |  |   | 6.38% |   |
| Insurance Services                                            |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Achilles Acquisition LLC (17)                                 |   | Benefits broker and outsourced workflow automation platform provider for brokers |   | First lien senior secured revolving loan ($5.7 par due 10/2023) |   | 7.75% (Base Rate + 3.00%/Q) |   | 10/11/2018 |   | 5.2 |  |   | 5.7 |  | (2) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($8.3 par due 10/2025) |   | 5.81% (Libor + 4.00%/M) |   | 10/11/2018 |   | 8.3 |  |   | 8.3 |  | (2) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($10.6 par due 10/2025) |   | 5.81% (Libor + 4.00%/M) |   | 10/11/2018 |   | 10.6 |  |   | 10.6 |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 24.1 |  |   | 24.6 |  |   |   |   |
| Alera Group Intermediate Holdings, Inc.                       |   | Insurance service provider |   | Second lien senior secured loan ($26.2 par due 3/2026) |   | 10.30% (Libor + 8.50%/M) |   | 3/5/2019 |   | 26.2 |  |   | 26.2 |  | (2) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($24.4 par due 3/2026) |   | 10.30% (Libor + 8.50%/M) |   | 3/5/2019 |   | 24.4 |  |   | 24.4 |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 50.6 |  |   | 50.6 |  |   |   |   |
| Amynta Agency Borrower Inc. and Amynta Warranty Borrower Inc. |   | Insurance service provider |   | First lien senior secured loan ($13.4 par due 2/2025) |   | 6.30% (Libor + 4.50%/M) |   | 12/21/2018 |   | 13.4 |  |   | 12.6 |  | (2) |   |   |
| AQ Sunshine, Inc. (17)                                        |   | Specialized insurance broker |   | First lien senior secured revolving loan ($0.1 par due 4/2024) |   | 7.44% (Libor + 5.50%/Q) |   | 4/15/2019 |   | 0.1 |  |   | 0.1 |  | (2)(13)(16) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($7.9 par due 4/2025) |   | 7.42% (Libor + 5.50%/Q) |   | 4/15/2019 |   | 7.9 |  |   | 7.8 |  | (2)(13) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 8.0 |  |   | 7.9 |  |   |   |   |
| Foundation Risk Partners, Corp. (17)                          |   | Full service independent insurance agency |   | First lien senior secured revolving loan ($4.2 par due 11/2023) |   | 6.55% (Libor + 4.75%/M) |   | 11/10/2017 |   | 4.2 |  |   | 4.2 |  | (2)(13) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($11.2 par due 11/2023) |   | 6.70% (Libor + 4.75%/Q) |   | 5/1/2019 |   | 11.2 |  |   | 11.2 |  | (2)(13) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($22.1 par due 11/2023) |   | 6.70% (Libor + 4.75%/Q) |   | 11/10/2017 |   | 22.1 |  |   | 22.1 |  | (2)(13) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($19.1 par due 11/2024) |   | 10.45% (Libor + 8.50%/Q) |   | 8/9/2018 |   | 19.1 |  |   | 19.1 |  | (2)(13) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($21.7 par due 11/2024) |   | 10.45% (Libor + 8.50%/Q) |   | 8/9/2018 |   | 21.7 |  |   | 21.7 |  | (2)(13) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($16.1 par due 11/2024) |   | 10.45% (Libor + 8.50%/Q) |   | 5/1/2019 |   | 16.1 |  |   | 16.1 |  | (2)(13) |   |   |
|                                                          |   |   |   | Second lien senior secured loan ($27.5 par due 11/2024) |   | 10.45% (Libor + 8.50%/Q) |   | 11/10/2017 |   | 27.5 |  |   | 27.5 |  | (2)(13) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 121.9 |  |   | 121.9 |  |   |   |   |
| K2 Insurance Services, LLC and K2 Holdco LP (17)              |   | Specialty insurance and managing general agency |   | First lien senior secured revolving loan |   | — |   | 7/1/2019 |   | — |  |   | — |  | (15) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($60.9 par due 7/2024) |   | 7.21% (Libor + 5.00%/Q) |   | 7/1/2019 |   | 60.9 |  |   | 60.3 |  | (2)(13) |   |   |
|                                                          |   |   |   | Common equity (799,000 units) |   |   |   | 7/1/2019 |   | 0.8 |  |   | 0.8 |  | (2) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 61.7 |  |   | 61.1 |  |   |   |   |
| NSM Insurance Group, LLC                                      |   | Insurance program administrator |   | First lien senior secured loan ($13.0 par due 5/2024) |   | 6.30% (Libor + 4.50%/M) |   | 5/11/2018 |   | 13.0 |  |   | 13.0 |  | (2)(13) |   |   |
| RSC Acquisition, Inc. and RSC Insurance Brokerage, Inc. (17)  |   | Insurance broker |   | First lien senior secured loan ($42.6 par due 10/2026) |   | 7.41% (Libor + 5.50%/Q) |   | 11/1/2019 |   | 42.6 |  |   | 42.2 |  | (2)(13) |   |   |
|                                                          |   |   |   | First lien senior secured loan ($2.6 par due 10/2026) |   | 7.45% (Libor + 5.50%/Q) |   | 11/1/2019 |   | 2.6 |  |   | 2.5 |  | (2)(13) |   |   |
|                                                          |   |   |   |   |   |   |   |   |   | 45.2 |  |   | 44.7 |  |   |   |   |

----

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|                                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                               |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| SCM Insurance Services Inc. (17)                                         |   | Provider of claims management, claims investigation & support and risk management solutions for the Canadian property and casualty insurance industry |   | First lien senior secured revolving loan ($3.9 par due 8/2022) |   | 7.95% (CAD Base Rate + 4.00%/Q) |   | 8/29/2017 |   | 3.8 |  |   | 3.7 |  | (2)(6) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($20.3 par due 8/2024) |   | 7.06% (CIBOR + 5.00%/M) |   | 8/29/2017 |   | 21.0 |  |   | 19.5 |  | (2)(6)(13) |   |   |
|                                                                     |   |   |   | Second lien senior secured loan ($58.4 par due 3/2025) |   | 11.06% (CIBOR + 9.00%/M) |   | 8/29/2017 |   | 60.5 |  |   | 54.9 |  | (2)(6) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 85.3 |  |   | 78.1 |  |   |   |   |
| SelectQuote, Inc.                                                        |   | Direct to consumer insurance distribution platform |   | First lien senior secured loan ($17.8 par due 11/2024) |   | 7.70% (Libor + 6.00%/Q) |   | 11/5/2019 |   | 17.8 |  |   | 17.6 |  | (2)(13) |   |   |
| THG Acquisition, LLC (17)                                                |   | Multi-line insurance broker |   | First lien senior secured revolving loan |   | — |   | 12/2/2019 |   | — |  |   | — |  | (15) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($35.7 par due 12/2026) |   | 7.70% (Libor + 5.75%/Q) |   | 12/2/2019 |   | 35.7 |  |   | 35.4 |  | (2)(13) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 35.7 |  |   | 35.4 |  |   |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 476.7 |  |   | 467.5 |  |   | 6.26% |   |
| Food & Beverage                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| American Seafoods Group LLC and American Seafoods Partners LLC           |   | Harvester and processor of seafood |   | Class A units (77,922 units) |   |   |   | 8/19/2015 |   | 0.1 |  |   | 0.2 |  | (2) |   |   |
|                                                                     |   |   |   | Warrant to purchase up to 7,422,078 Class A units (expires 8/2035) |   |   |   | 8/19/2015 |   | 7.4 |  |   | 23.4 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 7.5 |  |   | 23.6 |  |   |   |   |
| Bragg Live Food Products, LLC and SPC Investment Co., L.P. (4)(17)       |   | Health food company |   | First lien senior secured loan ($32.4 par due 3/2024) |   | 7.70% (Libor + 5.75%/Q) |   | 3/11/2019 |   | 32.4 |  |   | 32.1 |  | (2)(13) |   |   |
|                                                                     |   |   |   | Common units (14,850 units) |   |   |   | 3/11/2019 |   | 14.9 |  |   | 11.6 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 47.3 |  |   | 43.7 |  |   |   |   |
| CHG PPC Parent LLC                                                       |   | Diversified food products manufacturer |   | Second lien senior secured loan ($60.5 par due 3/2026) |   | 9.30% (Libor + 7.50%/M) |   | 3/30/2018 |   | 60.5 |  |   | 60.5 |  | (2) |   |   |
|                                                                     |   |   |   | Second lien senior secured loan ($34.1 par due 3/2026) |   | 9.55% (Libor + 7.75%/M) |   | 1/31/2019 |   | 34.1 |  |   | 34.1 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 94.6 |  |   | 94.6 |  |   |   |   |
| Ferraro Fine Foods Corp. and Italian Fine Foods Holdings L.P. (17)       |   | Specialty Italian food distributor |   | First lien senior secured loan ($9.3 par due 5/2024) |   | 6.20% (Libor + 4.25%/Q) |   | 5/9/2018 |   | 9.3 |  |   | 9.3 |  | (2)(13) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($0.7 par due 5/2024) |   | 6.20% (Libor + 4.25%/Q) |   | 12/7/2018 |   | 0.7 |  |   | 0.7 |  | (2)(13) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($2.9 par due 5/2024) |   | 6.20% (Libor + 4.25%/Q) |   | 5/10/2019 |   | 2.9 |  |   | 2.9 |  | (2)(13) |   |   |
|                                                                     |   |   |   | Class A common units (2,724,000 units) |   |   |   | 5/9/2018 |   | 2.7 |  |   | 3.9 |  | (2) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 15.6 |  |   | 16.8 |  |   |   |   |
| Gehl Foods, LLC and GF Parent LLC                                        |   | Producer of low-acid, aseptic food and beverage products |   | Class A preferred units (2,940 units) |   |   |   | 5/13/2015 |   | 2.9 |  |   | — |  | (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) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 3.0 |  |   | — |  |   |   |   |
| Hometown Food Company (17)                                               |   | Food distributor |   | First lien senior secured revolving loan |   | — |   | 8/31/2018 |   | — |  |   | — |  | (15) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($9.0 par due 8/2023) |   | 6.80% (Libor + 5.00%/M) |   | 8/31/2018 |   | 8.8 |  |   | 9.0 |  | (2)(13) |   |   |
|                                                                     |   |   |   |   |   |   |   |   |   | 8.8 |  |   | 9.0 |  |   |   |   |
| KC Culinarte Intermediate, LLC                                           |   | Manufacturer of fresh refrigerated and frozen food products |   | Second lien senior secured loan ($35.7 par due 8/2026) |   | 9.55% (Libor + 7.75%/M) |   | 8/24/2018 |   | 35.7 |  |   | 35.3 |  | (2)(13) |   |   |
| NECCO Holdings, Inc. and New England Confectionery Company, Inc. (5)(17) |   | Producer and supplier of candy |   | First lien senior secured revolving loan ($19.9 par due 1/2018) |   |   |   | 1/3/2017 |   | 7.9 |  |   | 2.9 |  | (12) |   |   |
|                                                                     |   |   |   | First lien senior secured loan ($11.6 par due 11/2021) |   |   |   | 1/3/2017 |   | 0.9 |  |   | 1.6 |  | (12) |   |   |

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|                                                                                       |
|---------------------------------------------------------------------------------------|
|                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                            |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                  |   |   |   | First lien senior secured loan ($0.7 par due 11/2018) |   |   |   | 11/20/2017 |   | 0.7 |  |   | 0.1 |  | (12) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($2.2 par due 8/2018) |   |   |   | 11/20/2017 |   | 2.1 |  |   | — |  | (12) |   |   |
|                                                                                  |   |   |   | Common stock (860,189 shares) |   |   |   | 1/3/2017 |   | 0.2 |  |   | — |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 11.8 |  |   | 4.6 |  |   |   |   |
| RF HP SCF Investor, LLC                                                               |   | Branded specialty food company |   | Membership interest (10.08% interest) |   |   |   | 12/22/2016 |   | 12.5 |  |   | 18.2 |  | (2)(6) |   |   |
| Sovos Brands Intermediate, Inc. (17)                                                  |   | Food and beverage platform |   | First lien senior secured loan ($6.8 par due 11/2025) |   | 6.80% (Libor + 5.00%/M) |   | 11/20/2018 |   | 6.8 |  |   | 6.8 |  | (2) |   |   |
| Teasdale Foods, Inc. and Familia Group Holdings Inc. (17)                             |   | Provider of beans, sauces and hominy to the retail, foodservice and wholesale channels |   | First lien senior secured revolving loan ($0.1 par due 10/2020) |   | 7.69% (Libor + 5.75%/M) |   | 6/30/2017 |   | 0.1 |  |   | 0.1 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($0.5 par due 10/2020) |   | 7.70% (Libor + 5.75%/Q) |   | 6/26/2018 |   | 0.5 |  |   | 0.5 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | Second lien senior secured loan ($62.0 par due 10/2022) |   | 11.93% PIK (Libor + 10.00%/Q) |   | 1/3/2017 |   | 62.0 |  |   | 51.5 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | Second lien senior secured loan ($35.6 par due 10/2022) |   | 11.93% PIK (Libor + 10.00%/Q) |   | 1/3/2017 |   | 35.6 |  |   | 29.5 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | Warrant to purchase up to 57,827 shares of common stock (expires 2/2034) |   |   |   | 2/4/2019 |   | — |  |   | — |  | (2) |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 98.2 |  |   | 81.6 |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 341.8 |  |   | 334.2 |  |   | 4.48% |   |
| Retailing and Distribution                                                            |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Atlas Intermediate III, L.L.C. (17)                                                   |   | Specialty chemicals distributor |   | First lien senior secured loan ($9.0 par due 4/2025) |   | 7.41% (Libor + 5.50%/Q) |   | 4/29/2019 |   | 9.0 |  |   | 8.9 |  | (2)(13) |   |   |
| Blue Angel Buyer 1, LLC and Blue Angel Holdco, LLC (4)(17)                            |   | Distributor of OEM appliance aftermarket parts |   | First lien senior secured loan ($1.4 par due 1/2025) |   | 5.80% (Libor + 4.00%/M) |   | 1/2/2019 |   | 1.4 |  |   | 1.4 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | Class A preferred units (46,359 units) |   | 8.00% PIK |   | 1/2/2019 |   | 10.3 |  |   | 10.3 |  | (2) |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 11.7 |  |   | 11.7 |  |   |   |   |
| Chariot Acquisition, LLC (17)                                                         |   | Manufacturer of aftermarket golf cart parts and accessories |   | First lien senior secured loan ($26.7 par due 9/2021) |   | 8.44% (Libor + 6.50%/Q) |   | 1/3/2017 |   | 26.6 |  |   | 26.4 |  | (2)(13) |   |   |
| Display Holding Company, Inc., Saldon Holdings, Inc. and Fastsigns Holdings Inc. (17) |   | Provider of visual communications solutions |   | First lien senior secured loan ($16.3 par due 3/2025) |   | 7.45% (Libor + 5.65%/M) |   | 3/13/2019 |   | 16.3 |  |   | 16.3 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($2.6 par due 3/2025) |   | 7.45% (Libor + 5.65%/M) |   | 8/27/2019 |   | 2.6 |  |   | 2.6 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | Common units (600 units) |   |   |   | 3/13/2019 |   | 0.6 |  |   | 0.8 |  | (2) |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 19.5 |  |   | 19.7 |  |   |   |   |
| KHC Holdings, Inc. and Kele Holdco, Inc. (17)                                         |   | Catalog-based distribution services provider for building automation systems |   | First lien senior secured revolving loan ($3.3 par due 10/2021) |   | 6.05% (Libor + 4.25%/M) |   | 1/3/2017 |   | 3.3 |  |   | 3.3 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($45.5 par due 10/2022) |   | 7.95% (Libor + 6.00%/Q) |   | 1/3/2017 |   | 45.5 |  |   | 45.5 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | Common stock (30,000 shares) |   |   |   | 1/3/2017 |   | 3.1 |  |   | 4.5 |  |   |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 51.9 |  |   | 53.3 |  |   |   |   |
| McKenzie Creative Brands, LLC (17)                                                    |   | Designer, manufacturer and distributor of hunting-related supplies |   | First lien senior secured revolving loan ($1.7 par due 9/2023) |   | 5.82% (Libor + 3.75%/Q) |   | 9/18/2014 |   | 1.7 |  |   | 1.7 |  | (2)(13) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($84.5 par due 9/2023) |   | 7.95% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 84.5 |  |   | 83.7 |  | (2)(8)(13) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($5.5 par due 9/2023) |   | 7.95% (Libor + 5.75%/Q) |   | 9/18/2014 |   | 5.5 |  |   | 5.4 |  | (2)(13) |   |   |
|                                                                                  |   |   |   |   |   |   |   |   |   | 91.7 |  |   | 90.8 |  |   |   |   |
| Paper Source, Inc. and Pine Holdings, Inc.                                            |   | Retailer of fine and artisanal paper products |   | Class A common stock (36,364 shares) |   |   |   | 9/23/2013 |   | 6.0 |  |   | 1.3 |  | (2) |   |   |
| Reddy Ice LLC (17)                                                                    |   | Packaged ice manufacturer and distributor |   | First lien senior secured revolving loan |   | — |   | 7/1/2019 |   | — |  |   | — |  | (15) |   |   |
|                                                                                  |   |   |   | First lien senior secured loan ($57.7 par due 7/2025) |   | 7.60% (Libor + 5.50%/M) |   | 7/1/2019 |   | 57.7 |  |   | 57.1 |  | (2)(13) |   |   |

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|                                                                                                                                  |
|----------------------------------------------------------------------------------------------------------------------------------|
|                                                                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                                                                       |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 57.7 |  |   | 57.1 |  |   |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 274.1 |  |   | 269.2 |  |   | 3.60% |   |
| Materials                                                                                                                        |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| 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) |   |   |
| GS Pretium Holdings, Inc.                                                                                                        |   | Manufacturer and supplier of high performance plastic containers |   | Common stock (500,000 shares) |   |   |   | 6/2/2014 |   | 0.5 |  |   | 1.1 |  | (2) |   |   |
| Halex Holdings, Inc. (5)                                                                                                         |   | Manufacturer of flooring installation products |   | Common stock (51,853 shares) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
| H-Food Holdings, LLC and Matterhorn Parent, LLC                                                                                  |   | Food contract manufacturer |   | First lien senior secured loan ($4.6 par due 5/2025) |   | 5.80% (Libor + 4.00%/M) |   | 11/25/2018 |   | 4.6 |  |   | 4.6 |  | (2) |   |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($73.0 par due 3/2026) |   | 8.80% (Libor + 7.00%/M) |   | 11/25/2018 |   | 73.0 |  |   | 72.3 |  | (2) |   |   |
|                                                                                                                             |   |   |   | Common units (5,827 units) |   |   |   | 11/25/2018 |   | 5.8 |  |   | 5.0 |  |   |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 83.4 |  |   | 81.9 |  |   |   |   |
| IntraPac International LLC and IntraPac Canada Corporation (17)                                                                  |   | Manufacturer of diversified packaging solutions and plastic injection molded products |   | First lien senior secured revolving loan ($7.7 par due 1/2025) |   | 7.71% (Libor + 5.50%/Q) |   | 1/11/2019 |   | 7.7 |  |   | 7.7 |  | (2) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($15.0 par due 1/2026) |   | 7.45% (Libor + 5.50%/Q) |   | 1/11/2019 |   | 15.0 |  |   | 14.9 |  | (2) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($21.6 par due 1/2026) |   | 7.45% (Libor + 5.50%/Q) |   | 1/11/2019 |   | 21.6 |  |   | 21.4 |  | (2)(6) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 44.3 |  |   | 44.0 |  |   |   |   |
| Nelipak Holding Company, Nelipak European Holdings Cooperatief U.A., KNPAK Holdings, LP and PAKNK Netherlands Treasury B.V. (17) |   | Manufacturer of thermoformed packaging for medical devices |   | First lien senior secured revolving loan ($0.2 par due 7/2024) |   | 6.05% (Libor + 4.25%/M) |   | 7/2/2019 |   | 0.2 |  |   | 0.2 |  | (2)(13) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($15.3 par due 7/2026) |   | 6.05% (Libor + 4.25%/M) |   | 7/2/2019 |   | 15.3 |  |   | 15.2 |  | (2)(13) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($4.6 par due 7/2026) |   | 6.05% (Libor + 4.25%/M) |   | 8/7/2019 |   | 4.6 |  |   | 4.5 |  | (2)(13) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($5.2 par due 7/2026) |   | 4.50% (Euribor + 4.50%/M) |   | 7/2/2019 |   | 5.2 |  |   | 5.1 |  | (2)(6) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($24.6 par due 7/2026) |   | 4.50% (Euribor + 4.50%/M) |   | 8/8/2019 |   | 24.5 |  |   | 24.3 |  | (2)(6) |   |   |
|                                                                                                                             |   |   |   | Class A units (6,762,668 units) |   |   |   | 7/2/2019 |   | 6.8 |  |   | 6.7 |  | (2) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 56.6 |  |   | 56.0 |  |   |   |   |
| Plaskolite PPC Intermediate II LLC and Plaskolite PPC Blocker LLC                                                                |   | Manufacturer of specialized acrylic and polycarbonate sheets |   | First lien senior secured loan ($12.3 par due 12/2025) |   | 6.04% (Libor + 4.25%/M) |   | 12/14/2018 |   | 12.1 |  |   | 11.8 |  | (2)(13) |   |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($55.7 par due 12/2026) |   | 9.47% (Libor + 7.75%/M) |   | 12/14/2018 |   | 55.7 |  |   | 53.2 |  | (2)(13) |   |   |
|                                                                                                                             |   |   |   | Co-Invest units (5,969 units) |   |   |   | 12/14/2018 |   | 0.6 |  |   | 0.5 |  | (2) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 68.4 |  |   | 65.5 |  |   |   |   |
| SCI PH Parent, Inc.                                                                                                              |   | Industrial container manufacturer, reconditioner and servicer |   | Series B shares (11.4764 shares) |   |   |   | 8/24/2018 |   | 1.1 |  |   | 2.9 |  | (2) |   |   |
| TWH Infrastructure Industries, Inc. (17)                                                                                         |   | Manufacturer of engineered products used in the trenchless rehabilitation of wastewater infrastructure |   | First lien senior secured loan ($6.6 par due 4/2025) |   | 7.45% (Libor + 5.50%/Q) |   | 4/9/2019 |   | 6.6 |  |   | 6.5 |  | (2) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 260.9 |  |   | 257.9 |  |   | 3.45% |   |
| Pharmaceuticals, Biotechnology & Life Sciences                                                                               |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Alcami Corporation and ACM Holdings I, LLC (17)                                                                                  |   | Outsourced drug development services provider |   | First lien senior secured revolving loan ($2.9 par due 7/2023) |   | 5.53% (Libor + 3.75%/Q) |   | 7/12/2018 |   | 2.9 |  |   | 2.9 |  | (2) |   |   |
|                                                                                                                             |   |   |   | First lien senior secured loan ($29.8 par due 7/2025) |   | 6.05% (Libor + 4.25%/M) |   | 7/12/2018 |   | 29.7 |  |   | 28.3 |  | (2) |   |   |
|                                                                                                                             |   |   |   | Second lien senior secured loan ($77.5 par due 7/2026) |   | 9.80% (Libor + 8.00%/M) |   | 7/12/2018 |   | 76.9 |  |   | 69.8 |  | (2) |   |   |
|                                                                                                                             |   |   |   | Common units (3,269,900 units) |   |   |   | 7/12/2018 |   | 32.7 |  |   | 18.8 |  | (2) |   |   |
|                                                                                                                             |   |   |   |   |   |   |   |   |   | 142.2 |  |   | 119.8 |  |   |   |   |

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|--------------------------------------------------------------------------------|
|                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                                     |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
| Consumer Health Parent LLC                                                     |   | Developer and marketer of over-the-counter cold remedy products |   | Preferred units (1,072 units) |   |   |   | 12/15/2017 |   | 1.1 |  |   | 0.6 |  | (2) |   |   |
|                                                                           |   |   |   | Series A units (1,072 units) |   |   |   | 12/15/2017 |   | — |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 1.1 |  |   | 0.6 |  |   |   |   |
| NMC Skincare Intermediate Holdings II, LLC (17)                                |   | Developer, manufacturer and marketer of skincare products |   | First lien senior secured revolving loan ($4.5 par due 10/2024) |   | 6.55% (Libor + 4.75%/M) |   | 10/31/2018 |   | 4.5 |  |   | 4.5 |  | (2) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($24.6 par due 10/2024) |   | 6.55% (Libor + 4.75%/M) |   | 10/31/2018 |   | 24.6 |  |   | 24.6 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($1.7 par due 10/2024) |   | 6.55% (Libor + 4.75%/M) |   | 10/31/2018 |   | 1.7 |  |   | 1.7 |  | (2)(13) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 30.8 |  |   | 30.8 |  |   |   |   |
| Nodality, Inc.                                                                 |   | Biotechnology company |   | First lien senior secured loan ($14.9 par due 8/2019) |   |   |   | 4/25/2014 |   | 9.7 |  |   | — |  | (2)(12) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($3.1 par due 8/2020) |   |   |   | 11/12/2015 |   | 2.1 |  |   | — |  | (2)(12) |   |   |
|                                                                           |   |   |   | Warrant to purchase up to 3,736,255 shares of common stock (expires 3/2026) |   |   |   | 5/1/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 11.8 |  |   | — |  |   |   |   |
| TerSera Therapeutics LLC (17)                                                  |   | Acquirer and developer of specialty therapeutic pharmaceutical products |   | First lien senior secured loan ($5.2 par due 3/2023) |   | 7.20% (Libor + 5.25%/Q) |   | 5/3/2017 |   | 5.1 |  |   | 5.2 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($2.1 par due 3/2023) |   | 7.20% (Libor + 5.25%/Q) |   | 9/27/2018 |   | 2.1 |  |   | 2.1 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($1.8 par due 3/2023) |   | 7.20% (Libor + 5.25%/Q) |   | 4/1/2019 |   | 1.8 |  |   | 1.8 |  | (2)(13) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 9.0 |  |   | 9.1 |  |   |   |   |
| Vertice Pharma UK Parent Limited                                               |   | Manufacturer and distributor of generic pharmaceutical products |   | Preferred shares (40,662 shares) |   | 8.00% PIK |   | 12/21/2015 |   | 0.3 |  |   | 0.4 |  | (6) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 195.2 |  |   | 160.7 |  |   | 2.15% |   |
| Education                                                                      |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Excelligence Holdings Corp.                                                    |   | Developer, manufacturer and retailer of educational products |   | First lien senior secured loan ($9.1 par due 4/2023) |   | 7.80% (Libor + 6.00%/M) |   | 4/17/2017 |   | 9.1 |  |   | 7.5 |  | (2)(13) |   |   |
| Flinn Scientific, Inc. and WCI-Quantum Holdings, Inc. (17)                     |   | Distributor of instructional products, services and resources |   | First lien senior secured loan ($30.6 par due 8/2023) |   | 6.67% (Libor + 4.75%/Q) |   | 7/26/2017 |   | 30.6 |  |   | 30.6 |  | (2)(13) |   |   |
|                                                                           |   |   |   | First lien senior secured loan ($1.2 par due 8/2023) |   | 6.70% (Libor + 4.75%/Q) |   | 8/31/2018 |   | 1.2 |  |   | 1.2 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Series A preferred stock (1,272 shares) |   |   |   | 10/24/2014 |   | 0.7 |  |   | 1.1 |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 32.5 |  |   | 32.9 |  |   |   |   |
| Infilaw Holding, LLC (17)                                                      |   | Operator of for-profit law schools |   | First lien senior secured revolving loan ($5.0 par due 9/2022) |   |   |   | 8/25/2011 |   | 4.2 |  |   | — |  | (2)(12)(16) |   |   |
| Instituto de Banca y Comercio, Inc. & Leeds IV Advisors, Inc.              |   | Private school operator |   | First lien senior secured loan ($4.1 par due 10/2021) |   | 10.93% (Libor + 9.00%/Q) |   | 10/31/2015 |   | 4.1 |  |   | 4.1 |  | (2)(13) |   |   |
|                                                                           |   |   |   | Senior preferred series A-1 shares (163,902 shares) |   |   |   | 10/31/2015 |   | 119.4 |  |   | 39.1 |  | (2) |   |   |
|                                                                           |   |   |   | Series B preferred stock (348,615 shares) |   |   |   | 8/5/2010 |   | 1.0 |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   | Series B preferred stock (1,401,385 shares) |   |   |   | 8/5/2010 |   | 4.0 |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   | Series C preferred stock (517,942 shares) |   |   |   | 6/7/2010 |   | 0.1 |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   | Series C preferred stock (1,994,644 shares) |   |   |   | 6/7/2010 |   | 0.5 |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   | Common stock (4 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   | Common stock (16 shares) |   |   |   | 6/7/2010 |   | — |  |   | — |  | (2) |   |   |
|                                                                           |   |   |   |   |   |   |   |   |   | 129.1 |  |   | 43.2 |  |   |   |   |
| PIH Corporation and Primrose Holding Corporation (4)                           |   | Franchisor of education-based early childhood centers |   | Common stock (7,227 shares) |   |   |   | 1/3/2017 |   | 4.6 |  |   | 18.8 |  |   |   |   |
| R3 Education Inc., Equinox EIC Partners LLC and Sierra Education Finance Corp. |   | Medical school operator |   | Common membership interest (15.76% interest) |   |   |   | 9/21/2007 |   | 15.8 |  |   | 15.1 |  | (2) |   |   |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                                           |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                                 |   |   |   | Warrant to purchase up to 27,890 shares (expires 3/2020) |   |   |   | 12/8/2009 |   | — |  |   | 8.2 |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 15.8 |  |   | 23.3 |  |   |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 195.3 |  |   | 125.7 |  |   | 1.68% |   |
| Household & Personal Products                                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Plantation Products, LLC, Seed Holdings, Inc. and Flora Parent, Inc. |   | Provider of branded lawn and garden products |   | Second lien senior secured loan ($66.0 par due 5/2023) |   | 8.88% (Libor + 6.95%/Q) |   | 12/23/2014 |   | 65.9 |  |   | 66.0 |  | (2)(13) |   |   |
|                                                                 |   |   |   | Common stock (30,000 shares) |   |   |   | 12/23/2014 |   | 3.0 |  |   | 4.4 |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 68.9 |  |   | 70.4 |  |   |   |   |
| Rug Doctor, LLC and RD Holdco Inc. (5)                               |   | Manufacturer and marketer of carpet cleaning machines |   | Second lien senior secured loan ($16.9 par due 5/2023) |   | 11.54% (Libor + 9.75%/M) |   | 1/3/2017 |   | 16.9 |  |   | 16.9 |  | (2)(13) |   |   |
|                                                                 |   |   |   | Common stock (458,596 shares) |   |   |   | 1/3/2017 |   | 14.0 |  |   | 5.1 |  |   |   |   |
|                                                                 |   |   |   | Warrant to purchase up to 56,372 shares of common stock (expires 12/2023) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 30.9 |  |   | 22.0 |  |   |   |   |
| Woodstream Group, Inc. and Woodstream Corporation                    |   | Manufacturer of natural solution pest and animal control products |   | First lien senior secured loan ($11.8 par due 5/2022) |   | 8.04% (Libor + 6.25%/M) |   | 6/21/2017 |   | 11.8 |  |   | 11.8 |  | (2)(13) |   |   |
|                                                                 |   |   |   | First lien senior secured loan ($4.7 par due 5/2022) |   | 8.00% (Libor + 6.25%/Q) |   | 6/21/2017 |   | 4.7 |  |   | 4.7 |  | (2)(13) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 16.5 |  |   | 16.5 |  |   |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 116.3 |  |   | 108.9 |  |   | 1.46% |   |
| Media & Entertainment                                            |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| CMW Parent LLC (fka Black Arrow, Inc.)                               |   | Multiplatform media firm |   | Series A units (32 units) |   |   |   | 9/11/2015 |   | — |  |   | — |  | (2) |   |   |
| Production Resource Group, L.L.C.                                    |   | Provider of rental equipment, labor, production management, scenery, and other products to various entertainment end-markets |   | First lien senior secured loan ($101.0 par due 8/2024) |   | 8.90% (Libor + 7.00%/Q) |   | 8/21/2018 |   | 101.0 |  |   | 90.9 |  | (2)(13) |   |   |
| The Teaching Company Holdings, Inc.                                  |   | Education publications provider |   | Preferred stock (10,663 shares) |   |   |   | 9/29/2006 |   | 1.1 |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Common stock (15,393 shares) |   |   |   | 9/29/2006 |   | — |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 1.1 |  |   | — |  |   |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 102.1 |  |   | 90.9 |  |   | 1.22% |   |
| Technology Hardware & Equipment                                  |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Everspin Technologies, Inc.                                          |   | Designer and manufacturer of computer memory solutions |   | Warrant to purchase up to 18,461 shares of common stock (expires 10/2026) |   |   |   | 10/7/2016 |   | 0.4 |  |   | — |  | (2)(20) |   |   |
| DRB Holdings, LLC (17)                                               |   | Provider of integrated technology solutions to car wash operators |   | First lien senior secured loan ($23.5 par due 10/2023) |   | 7.92% (Libor + 6.00%/Q) |   | 10/6/2017 |   | 23.5 |  |   | 23.2 |  | (2)(13) |   |   |
| Infinite Electronics International, Inc. (17)                        |   | Manufacturer and distributor of radio frequency and microwave electronic components |   | First lien senior secured revolving loan |   | — |   | 7/2/2018 |   | — |  |   | — |  | (15) |   |   |
|                                                                 |   |   |   | First lien senior secured loan ($13.3 par due 7/2025) |   | 5.80% (Libor + 4.00%/M) |   | 7/2/2018 |   | 13.3 |  |   | 13.0 |  | (2) |   |   |
|                                                                 |   |   |   |   |   |   |   |   |   | 13.3 |  |   | 13.0 |  |   |   |   |
| Ioxus, Inc. (4)(17)                                                  |   | Manufacturer of energy storage devices |   | First lien senior secured revolving loan ($0.4 par due 1/2020) |   |   |   | 12/24/2019 |   | 0.4 |  |   | 0.2 |  | (2)(12) |   |   |
|                                                                 |   |   |   | First lien senior secured loan ($6.2 par due 12/2019) |   |   |   | 4/29/2014 |   | 6.2 |  |   | 3.9 |  | (2)(12) |   |   |
|                                                                 |   |   |   | Series CC preferred stock (1,683,265 shares) |   |   |   | 9/7/2017 |   | 0.7 |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Warrant to purchase up to 30,256 shares of Series BB preferred stock (expires 8/2026) |   |   |   | 8/24/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                                 |   |   |   | Warrant to purchase up to 8,416,326 shares of Series CC preferred stock (expires 1/2027) |   |   |   | 1/27/2017 |   | — |  |   | — |  | (2) |   |   |

----

|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Company(1)                                               |   | Business Description |   | Investment |   | Interest(5)(9) |   | AcquisitionDate |   | AmortizedCost |   | FairValue |   | Percentageof Net Assets |
|                                                     |   |   |   | Warrant to purchase up to 75,968 shares of common stock (expires 1/2026) |   |   |   | 1/28/2016 |   | — |  |   | — |  | (2) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 7.3 |  |   | 4.1 |  |   |   |   |
| Micromeritics Instrument Corp. (17)                      |   | Scientific instrument manufacturer |   | First lien senior secured revolving loan ($2.7 par due 12/2025) |   | 6.74% (Libor + 5.00%/Q) |   | 12/18/2019 |   | 2.7 |  |   | 2.7 |  | (2)(13) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($32.7 par due 12/2025) |   | 6.74% (Libor + 5.00%/Q) |   | 12/18/2019 |   | 32.7 |  |   | 32.4 |  | (2)(13) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 35.4 |  |   | 35.1 |  |   |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 79.9 |  |   | 75.4 |  |   | 1.01% |   |
| Food & Staples Retailing                             |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Edward Don & Company, LLC and VCP-EDC Co-Invest, LLC |   | Distributor of foodservice equipment and supplies |   | Membership units (2,970,000 units) |   |   |   | 6/9/2017 |   | 3.0 |  |   | 2.9 |  |   |   |   |
| FS Squared Holding Corp. and FS Squared, LLC (17)        |   | Provider of on-site vending and micro market solutions |   | First lien senior secured revolving loan ($1.0 par due 3/2024) |   | 7.06% (Libor + 5.25%/Q) |   | 3/28/2019 |   | 1.0 |  |   | 1.0 |  | (2)(16) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($4.3 par due 3/2025) |   | 7.05% (Libor + 5.25%/M) |   | 3/28/2019 |   | 4.3 |  |   | 4.3 |  | (2) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($0.1 par due 3/2025) |   | 7.05% (Libor + 5.25%/M) |   | 3/28/2019 |   | 0.1 |  |   | 0.1 |  | (2) |   |   |
|                                                     |   |   |   | Class A units (99,500 units) |   |   |   | 3/28/2019 |   | 10.0 |  |   | 12.4 |  | (2) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 15.4 |  |   | 17.8 |  |   |   |   |
| JWC/KI Holdings, LLC                                     |   | Foodservice sales and marketing agency |   | Membership units (5,000 units) |   |   |   | 11/16/2015 |   | 5.0 |  |   | 7.1 |  | (2) |   |   |
| SFE Intermediate Holdco LLC (17)                         |   | Provider of outsourced foodservice to K-12 school districts |   | First lien senior secured loan ($10.7 par due 7/2024) |   | 6.64% (Libor + 4.75%/Q) |   | 9/5/2018 |   | 10.7 |  |   | 10.7 |  | (2)(13) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($6.6 par due 7/2024) |   | 6.68% (Libor + 4.75%/Q) |   | 7/31/2017 |   | 6.6 |  |   | 6.6 |  | (2)(13) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 17.3 |  |   | 17.3 |  |   |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 40.7 |  |   | 45.1 |  |   | 0.60% |   |
| Telecommunication Services                               |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| Emergency Communications Network, LLC (17)               |   | Provider of mission critical emergency mass notification solutions |   | First lien senior secured revolving loan ($6.5 par due 6/2022) |   | 8.47% (Libor + 6.25%/Q) |   | 6/1/2017 |   | 6.5 |  |   | 5.7 |  | (2)(13) |   |   |
|                                                     |   |   |   | First lien senior secured loan ($44.4 par due 6/2023) |   | 8.14% (Libor + 6.25%/Q) |   | 6/1/2017 |   | 44.2 |  |   | 38.7 |  | (2)(13) |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 50.7 |  |   | 44.4 |  |   |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 50.7 |  |   | 44.4 |  |   | 0.59% |   |
| Real Estate                                              |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
| BW Landco LLC (5)                                        |   | Real estate developer |   | Membership interest (100%) |   |   |   | 7/5/2019 |   | 19.9 |  |   | 25.2 |  |   |   |   |
| NECCO Realty Investments LLC (5)                         |   | Real estate holding company |   | Membership units (7,450 units) |   |   |   | 1/3/2017 |   | — |  |   | — |  |   |   |   |
|                                                     |   |   |   |   |   |   |   |   |   | 19.9 |  |   | 25.2 |  |   | 0.34% |   |
| Grand Total                                              |   |   |   |   |   |   |   |   |   | $ | 14,695.5 |  |   | $ | 14,425.8 |  |   | 193.17% |   |

----

|                    |
|--------------------|
|                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Description        | Payment Terms | Counterparty | Maturity Date | Notional Amount | Value | Upfront Payments/Receipts | Unrealized Appreciation / (Depreciation) |
| Interest rate swap | Pay fixed 2.0642% | Receive Floating One-Month LIBOR of 1.75% | Bank of Montreal | January 4, 2021 | $ | 395 |  | $ | (2 | ) | $ | — |  | $ | (2 | ) |
| Total              |   |   |   |   |   |   |   | $ | (2 | ) |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Other than the Company’s investments listed in footnote 5 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, 2019 represented 193% of the Company’s net assets or 97% of the Company’s total assets, are subject to legal restrictions on sales. |
|     |                                                                                                                                                                                                                                                                                                                                                                           |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | These assets are pledged as collateral under the Company’s or the Company’s consolidated subsidiaries’ various revolving credit facilities and, as a result, are not directly available to the creditors of the Company to satisfy any obligations of the Company other than the obligations under each respective credit facilities (see Note 5). |
|     |                                                                |
|-----|----------------------------------------------------------------|
| (3) | Investments without an interest rate are non-income producing. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | 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 as of and during the year ended December 31, 2019 in which the issuer was an Affiliated Person of the Company (but not a portfolio company that the Company is deemed to Control) are as follows: |

----

|                                                                         |
|-------------------------------------------------------------------------|
|                                                                         |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| For the Year Ended December 31, 2019                                    |   | As of December 31, 2019 |
| (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) |   | Fair Value |
| Blue Angel Buyer 1, LLC and Blue Angel Holdco, LLC                      |   | $ | 21.8 |  |   | $ | 1.1 |  |   | $ | 9.8 |  |   | $ | 0.2 |  |   | $ | 0.4 |  |   | $ | 0.8 |  |   | $ | 0.1 |  |   | $ | (0.1 | ) |   | $ | — |  |   | $ | 11.7 |  |
| Blue Wolf Capital Fund II, L.P.                                         |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | 2.6 |  |
| Bragg Live Food Products, LLC and SPC Investment Co., L.P.              |   | $ | 51.8 |  |   | $ | 4.6 |  |   | $ | — |  |   | $ | 2.4 |  |   | $ | 1.3 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (3.6 | ) |   | $ | 43.7 |  |
| Crown Health Care Laundry Services, LLC and Crown Laundry Holdings, LLC |   | $ | 12.0 |  |   | $ | 0.4 |  |   | $ | — |  |   | $ | 3.8 |  |   | $ | 0.3 |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | 1.6 |  |   | $ | 52.2 |  |
| ESCP PPG Holdings, LLC                                                  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.5 |  |   | $ | 2.9 |  |
| European Capital UK SME Debt LP                                         |   | $ | 1.8 |  |   | $ | 1.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.7 |  |   | $ | 40.4 |  |
| Financial Asset Management Systems, Inc. and FAMS Holdings, Inc.        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Ioxus, Inc.                                                             |   | $ | 0.4 |  |   | $ | 1.0 |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.6 | ) |   | $ | (2.6 | ) |   | $ | 4.1 |  |
| NSI Holdings, Inc.                                                      |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Panda Temple Power, LLC and T1 Power Holdings LLC                       |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | 1.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (1.0 | ) |   | $ | 21.7 |  |
| Partnership Capital Growth Fund I, L.P.                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.1 | ) |   | $ | — |  |
| PCG-Ares Sidecar Investment II, L.P.                                    |   | $ | 0.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 4.7 |  |   | $ | — |  |   | $ | — |  |   | $ | (4.8 | ) |   | $ | 12.6 |  |
| PCG-Ares Sidecar Investment, L.P.                                       |   | $ | 0.3 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.6 | ) |   | $ | 4.1 |  |
| Petroflow Energy Corporation and TexOak Petro Holdings LLC              |   | $ | — |  |   | $ | 41.5 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (32.9 | ) |   | $ | 33.2 |  |   | $ | — |  |
| PIH Corporation and Primrose Holding Corporation                        |   | $ | — |  |   | $ | 7.1 |  |   | $ | 1.6 |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | 1.8 |  |   | $ | — |  |   | $ | — |  |   | $ | 2.0 |  |   | $ | 18.8 |  |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC                       |   | $ | 24.6 |  |   | $ | 1.4 |  |   | $ | 89.7 |  |   | $ | 5.3 |  |   | $ | — |  |   | $ | 0.1 |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | 9.2 |  |   | $ | 24.3 |  |
| Totes Isotoner Corporation and Totes Ultimate Holdco, Inc.              |   | $ | 9.7 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 5.0 |  |   | $ | 9.8 |  |
| UL Holding Co., LLC                                                     |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 3.9 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 1.1 |  |   | $ | 47.2 |  |
|                                                                    |   | $ | 122.5 |  |   | $ | 58.9 |  |   | $ | 101.1 |  |   | $ | 17.5 |  |   | $ | 2.0 |  |   | $ | 8.0 |  |   | $ | 0.4 |  |   | $ | (33.6 | ) |   | $ | 40.8 |  |   | $ | 296.1 |  |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | 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 as of and during the year ended December 31, 2019 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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|                                                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| For the Year Ended December 31, 2019                                            |   | As of December 31, 2019 |
| (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) |   | Fair Value |
| ACAS Equity Holdings Corporation                                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.4 | ) |   | $ | — |  |
| ACAS Real Estate Holdings Corporation                                           |   | $ | — |  |   | $ | — |  |   | $ | 2.7 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 7.7 |  |   | $ | 0.7 |  |   | $ | — |  |
| ADF Capital, Inc., ADF Restaurant Group, LLC, and ARG Restaurant Holdings, Inc. |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (5.9 | ) |   | $ | — |  |
| BW Landco LLC (fka Soil Safe, Inc. and Soil Safe Acquisition Corp.)             |   | $ | 21.2 |  |   | $ | 6.9 |  |   | $ | 127.0 |  |   | $ | 10.6 |  |   | $ | — |  |   | $ | — |  |   | $ | 1.5 |  |   | $ | 13.5 |  |   | $ | 6.7 |  |   | $ | 25.2 |  |
| CoLTs 2005-1 Ltd.                                                               |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| CoLTs 2005-2 Ltd.                                                               |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| CSHM LLC                                                                        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Eckler Industries, Inc. and Eckler Purchaser LLC                                |   | $ | 3.5 |  |   | $ | — |  |   | $ | — |  |   | $ | 3.0 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (7.2 | ) |   | $ | 21.9 |  |
| ETG Holdings, Inc.                                                              |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Halex Holdings, Inc.                                                            |   | $ | — |  |   | $ | 1.9 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.0 |  |   | $ | — |  |
| HCI Equity, LLC                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.1 |  |
| Heelstone Energy Holdings, LLC and Heelstone Renewable Energy, LLC              |   | $ | 56.8 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 56.8 |  |
| Imaging Business Machines, L.L.C. and Scanner Holdings Corporation              |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.3 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | — |  |   | $ | 9.8 |  |   | $ | 34.5 |  |
| Ivy Hill Asset Management, L.P.                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 68.0 |  |   | $ | — |  |   | $ | — |  |   | $ | 2.8 |  |   | $ | 520.7 |  |
| Joyce Lane Capital LLC and Joyce Lane Financing SPV LLC (fka Ciena Capital LLC) |   | $ | — |  |   | $ | 0.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.2 | ) |   | $ | 3.5 |  |
| LLSC Holdings Corporation (dba Lawrence Merchandising Services)                 |   | $ | — |  |   | $ | — |  |   | $ | 1.8 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (1.3 | ) |   | $ | 1.3 |  |   | $ | — |  |
| Montgomery Lane, LLC and Montgomery Lane, Ltd.                                  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| MVL Group, Inc.                                                                 |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Navisun LLC and Navisun Holdings LLC                                            |   | $ | 70.9 |  |   | $ | — |  |   | $ | — |  |   | $ | 3.8 |  |   | $ | 1.0 |  |   | $ | 0.5 |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | 0.4 |  |   | $ | 103.6 |  |
| NECCO Holdings, Inc. and New England Confectionery Company, Inc.                |   | $ | 0.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.2 | ) |   | $ | 4.6 |  |
| NECCO Realty Investments LLC                                                    |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Orion Foods, LLC                                                                |   | $ | — |  |   | $ | 1.2 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (0.8 | ) |   | $ | 0.7 |  |   | $ | — |  |
| PHL Investors, Inc., and PHL Holding Co.                                        |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
| Rug Doctor, LLC and RD Holdco Inc.                                              |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 2.1 |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | (6.1 | ) |   | $ | 22.0 |  |
| S Toys Holdings LLC (fka The Step2 Company, LLC)                                |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | 0.6 |  |   | $ | (0.2 | ) |   | $ | 0.2 |  |
| Senior Direct Lending Program, LLC*                                             |   | $ | 407.0 |  |   | $ | 149.9 |  |   | $ | — |  |   | $ | 122.3 |  |   | $ | 21.2 |  |   | $ | — |  |   | $ | 3.5 |  |   | $ | — |  |   | $ | — |  |   | $ | 908.9 |  |
| Singer Sewing Company, SVP-Singer Holdings, LLC and SVP-Singer Holdings LP      |   | $ | 25.0 |  |   | $ | 29.7 |  |   | $ | — |  |   | $ | 19.5 |  |   | $ | — |  |   | $ | — |  |   | $ | 0.2 |  |   | $ | — |  |   | $ | (0.8 | ) |   | $ | 230.2 |  |
| Startec Equity, LLC                                                             |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |   | $ | — |  |
|                                                                            |   | $ | 584.6 |  |   | $ | 189.7 |  |   | $ | 131.5 |  |   | $ | 163.8 |  |   | $ | 22.2 |  |   | $ | 68.5 |  |   | $ | 6.0 |  |   | $ | 19.7 |  |   | $ | 3.4 |  |   | $ | 1,932.2 |  |

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|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | This portfolio company 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, 16% 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, 2019. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | 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 weighted average interest rate in effect on the date presented. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | 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 $58.7 in 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. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | 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 $38.4 in 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. |
|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | The Company sold a participating interest of approximately $1.7 in aggregate principal amount of the portfolio company’s first lien senior secured term loan.  As the transaction did not qualify as a “true sale” in accordance with U.S. generally accepted accounting principles (“GAAP”), the Company recorded a corresponding $1.7 secured borrowing included in “accounts payable and other liabilities” in the accompanying consolidated balance sheet. |
|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | The Company sold a participating interest of approximately $24.9 in aggregate principal amount of the portfolio company’s first lien senior secured term loan.  As the transaction did not qualify as a “true sale” in accordance with GAAP, the Company recorded a corresponding $24.9 secured borrowing included in “accounts payable and other liabilities” in the accompanying consolidated balance sheet. |
|      |                                                              |
|------|--------------------------------------------------------------|
| (12) | Loan was on non-accrual status as of December 31, 2019. |
|      |                                            |
|------|--------------------------------------------|
| (13) | Loan includes interest rate floor feature. |
|      |                                                                                                                                                                                                                                                                                                                                                   |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (14) | 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. |
|      |                                                                                                                                                                                                                                                                                                                                                             |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (15) | As of December 31, 2019, 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 for further information on letters of credit commitments related to certain portfolio companies. |
|      |                                                                                                                                                                                                                                                                                                                                                                    |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (16) | As of December 31, 2019, 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 for further information on letters of credit commitments related to certain portfolio companies. |
|      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (17) | As of December 31, 2019, 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 for further information on revolving and delayed draw loan commitments, including commitments to issue letters of credit, related to certain portfolio companies. |

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|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company               | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Total net adjusted unfunded revolving and delayed draw commitments |
| 1A Smart Start LLC                           | $ | 3.5 |  | $ | (0.6 | ) | $ | 2.9 |  | $ | — |  | $ | 2.9 |  |
| 42 North Dental, LLC                         | 5.0 |  | — |  | 5.0 |  | — |  | 5.0 |  |
| A.U.L. Corp.                                 | 1.2 |  | — |  | 1.2 |  | — |  | 1.2 |  |
| Accommodations Plus Technologies LLC         | 4.1 |  | — |  | 4.1 |  | — |  | 4.1 |  |
| Achilles Acquisition LLC                     | 20.1 |  | (5.7 | ) | 14.4 |  | — |  | 14.4 |  |
| ADCS Clinics Intermediate Holdings, LLC      | 5.0 |  | (1.8 | ) | 3.2 |  | — |  | 3.2 |  |
| ADG, LLC                                     | 13.6 |  | (11.9 | ) | 1.7 |  | — |  | 1.7 |  |
| Alcami Corporation                           | 29.0 |  | (2.9 | ) | 26.1 |  | — |  | 26.1 |  |
| AMCP Clean Intermediate, LLC                 | 6.1 |  | (2.2 | ) | 3.9 |  | — |  | 3.9 |  |
| Anaqua Parent Holdings, Inc.                 | 4.9 |  | — |  | 4.9 |  | — |  | 4.9 |  |
| Apptio, Inc.                                 | 4.2 |  | — |  | 4.2 |  | — |  | 4.2 |  |
| AQ Sunshine, Inc.                            | 0.9 |  | (0.1 | ) | 0.8 |  | — |  | 0.8 |  |
| Athenahealth, Inc.                           | 33.1 |  | — |  | 33.1 |  | — |  | 33.1 |  |
| Atlas Intermediate III, L.L.C.               | 0.1 |  | — |  | 0.1 |  | — |  | 0.1 |  |
| Avetta, LLC                                  | 7.0 |  | — |  | 7.0 |  | — |  | 7.0 |  |
| Bambino CI Inc.                              | 8.5 |  | (5.7 | ) | 2.8 |  | — |  | 2.8 |  |
| Bearcat Buyer, Inc.                          | 16.4 |  | — |  | 16.4 |  | — |  | 16.4 |  |
| Belfor Holdings, Inc.                        | 25.0 |  | (2.5 | ) | 22.5 |  | — |  | 22.5 |  |
| Birch Permian, LLC                           | 14.5 |  | — |  | 14.5 |  | — |  | 14.5 |  |
| Blue Angel Buyer 1, LLC                      | 7.2 |  | — |  | 7.2 |  | — |  | 7.2 |  |
| Blue Campaigns Intermediate Holding Corp.    | 3.0 |  | — |  | 3.0 |  | — |  | 3.0 |  |
| Bragg Live Food Products LLC                 | 4.4 |  | — |  | 4.4 |  | — |  | 4.4 |  |
| Cadence Aerospace, LLC                       | 14.4 |  | (5.2 | ) | 9.2 |  | — |  | 9.2 |  |
| Capstone Logistics Acquisition, Inc.         | 2.0 |  | (1.2 | ) | 0.8 |  | — |  | 0.8 |  |
| CB Trestles OpCo, LLC                        | 32.2 |  | (2.1 | ) | 30.1 |  | — |  | 30.1 |  |
| CCS-CMGC Holdings, Inc.                      | 12.0 |  | (8.6 | ) | 3.4 |  | — |  | 3.4 |  |
| Center for Autism and Related Disorders, LLC | 8.5 |  | (0.7 | ) | 7.8 |  | — |  | 7.8 |  |
| Clearwater Analytics, LLC                    | 5.0 |  | — |  | 5.0 |  | — |  | 5.0 |  |
| Command Alkon Incorporated                   | 4.4 |  | (1.6 | ) | 2.8 |  | — |  | 2.8 |  |
| Comprehensive EyeCare Partners, LLC          | 3.7 |  | (0.4 | ) | 3.3 |  | — |  | 3.3 |  |
| Concert Golf Partners Holdco LLC             | 5.3 |  | (0.2 | ) | 5.1 |  | — |  | 5.1 |  |
| Cority Software Inc.                         | 0.1 |  | — |  | 0.1 |  | — |  | 0.1 |  |
| Cozzini Bros., Inc.                          | 15.0 |  | (6.5 | ) | 8.5 |  | — |  | 8.5 |  |
| Creation Holdings Inc.                       | 19.9 |  | (0.1 | ) | 19.8 |  | — |  | 19.8 |  |
| Crown Health Care Laundry Services, Inc.     | 13.0 |  | (1.0 | ) | 12.0 |  | — |  | 12.0 |  |
| CST Buyer Company                            | 6.1 |  | — |  | 6.1 |  | — |  | 6.1 |  |
| CVP Holdco, Inc.                             | 35.9 |  | (0.1 | ) | 35.8 |  | — |  | 35.8 |  |
| D4C Dental Brands, Inc.                      | 5.0 |  | (0.8 | ) | 4.2 |  | — |  | 4.2 |  |
| DCA Investment Holding, LLC                  | 5.8 |  | (1.7 | ) | 4.1 |  | — |  | 4.1 |  |
| DecoPac, Inc.                                | 8.1 |  | — |  | 8.1 |  | — |  | 8.1 |  |
| DFC GLOBAL FACILITY BORROWER III LLC         | 152.5 |  | (120.8 | ) | 31.7 |  | — |  | 31.7 |  |
| Display Holding Company, Inc.                | 2.3 |  | — |  | 2.3 |  | — |  | 2.3 |  |
| Dorner Holding Corp.                         | 3.3 |  | — |  | 3.3 |  | — |  | 3.3 |  |
| DRB Holdings, LLC                            | 9.9 |  | — |  | 9.9 |  | — |  | 9.9 |  |
| DRS Holdings III, Inc.                       | 6.8 |  | (0.3 | ) | 6.5 |  | — |  | 6.5 |  |
| DTI Holdco, Inc.                             | 8.8 |  | (1.8 | ) | 7.0 |  | — |  | 7.0 |  |
| Eckler Industries, Inc.                      | 5.9 |  | (5.2 | ) | 0.7 |  | (0.7 | ) | — |  |
| Elemica Parent, Inc.                         | 15.6 |  | (1.4 | ) | 14.2 |  | — |  | 14.2 |  |
| Emergency Communications Network, LLC        | 6.5 |  | (6.5 | ) | — |  | — |  | — |  |
| EP Purchaser, LLC.                           | 22.4 |  | — |  | 22.4 |  | — |  | 22.4 |  |
| Episerver, Inc.                              | 9.5 |  | — |  | 9.5 |  | — |  | 9.5 |  |
| Evolent Health LLC                           | 44.8 |  | — |  | 44.8 |  | — |  | 44.8 |  |
| Ferraro Fine Foods Corp.                     | 8.0 |  | — |  | 8.0 |  | — |  | 8.0 |  |

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|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company                           | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Total net adjusted unfunded revolving and delayed draw commitments |
| Flinn Scientific, Inc.                                   | 10.0 |  | — |  | 10.0 |  | — |  | 10.0 |  |
| Flow Control Solutions, Inc.                             | 14.4 |  | — |  | 14.4 |  | — |  | 14.4 |  |
| FM:Systems Group, LLC                                    | 1.5 |  | — |  | 1.5 |  | — |  | 1.5 |  |
| Foundation Risk Partners, Corp.                          | 73.2 |  | (4.2 | ) | 69.0 |  | — |  | 69.0 |  |
| FS Squared Holding Corp.                                 | 11.2 |  | (1.3 | ) | 9.9 |  | — |  | 9.9 |  |
| FWR Holding Corporation                                  | 4.4 |  | (1.8 | ) | 2.6 |  | — |  | 2.6 |  |
| Garden Fresh Restaurant Corp.                            | 7.5 |  | (5.2 | ) | 2.3 |  | — |  | 2.3 |  |
| GB Auto Service, Inc.                                    | 7.1 |  | (3.0 | ) | 4.1 |  | — |  | 4.1 |  |
| Genesis Acquisition Co.                                  | 9.5 |  | (0.5 | ) | 9.0 |  | — |  | 9.0 |  |
| GraphPAD Software, LLC                                   | 1.1 |  | — |  | 1.1 |  | — |  | 1.1 |  |
| Green Street Parent, LLC                                 | 0.3 |  | — |  | 0.3 |  | — |  | 0.3 |  |
| GTCR-Ultra Holdings III, LLC and GTCR-Ultra Holdings LLC | 2.0 |  | — |  | 2.0 |  | — |  | 2.0 |  |
| HAI Acquisition Corporation                              | 19.0 |  | — |  | 19.0 |  | — |  | 19.0 |  |
| Harvey Tool Company, LLC                                 | 13.5 |  | (0.1 | ) | 13.4 |  | — |  | 13.4 |  |
| Help/Systems Holdings, Inc.                              | 15.0 |  | — |  | 15.0 |  | — |  | 15.0 |  |
| Hometown Food Company                                    | 3.9 |  | — |  | 3.9 |  | — |  | 3.9 |  |
| Huskies Parent, Inc.                                     | 3.3 |  | (1.0 | ) | 2.3 |  | — |  | 2.3 |  |
| Hygiena Borrower LLC                                     | 12.4 |  | — |  | 12.4 |  | — |  | 12.4 |  |
| IMIA Holdings, Inc.                                      | 9.9 |  | (0.4 | ) | 9.5 |  | — |  | 9.5 |  |
| Infilaw Corporation                                      | 5.7 |  | (5.7 | ) | — |  | — |  | — |  |
| Infinite Electronics International, Inc.                 | 3.0 |  | — |  | 3.0 |  | — |  | 3.0 |  |
| Infogix, Inc.                                            | 5.2 |  | (2.0 | ) | 3.2 |  | — |  | 3.2 |  |
| IntraPac International LLC                               | 19.2 |  | (7.7 | ) | 11.5 |  | — |  | 11.5 |  |
| Invoice Cloud, Inc.                                      | 18.3 |  | (0.9 | ) | 17.4 |  | — |  | 17.4 |  |
| Ioxus, Inc.                                              | 0.8 |  | (0.4 | ) | 0.4 |  | — |  | 0.4 |  |
| JDC Healthcare Management, LLC                           | 4.0 |  | (4.0 | ) | — |  | — |  | — |  |
| Jim N Nicks Management LLC                               | 4.8 |  | (2.8 | ) | 2.0 |  | — |  | 2.0 |  |
| Joyce Lane Financing SPV LLC                             | 1.4 |  | — |  | 1.4 |  | — |  | 1.4 |  |
| K2 Insurance Services, LLC                               | 15.2 |  | — |  | 15.2 |  | — |  | 15.2 |  |
| Kaufman, Hall & Associates, LLC                      | 8.0 |  | — |  | 8.0 |  | — |  | 8.0 |  |
| KBHS Acquisition, LLC (d/b/a Alita Care, LLC)            | 5.0 |  | (2.0 | ) | 3.0 |  | — |  | 3.0 |  |
| Kellermeyer Bergensons Services, LLC                     | 16.0 |  | — |  | 16.0 |  | — |  | 16.0 |  |
| Kene Acquisition, Inc.                                   | 19.1 |  | (0.1 | ) | 19.0 |  | — |  | 19.0 |  |
| Key Surgical LLC                                         | 2.8 |  | — |  | 2.8 |  | — |  | 2.8 |  |
| KHC Holdings, Inc.                                       | 6.9 |  | (3.3 | ) | 3.6 |  | — |  | 3.6 |  |
| Laboratories Bidco LLC                                   | 9.5 |  | — |  | 9.5 |  | — |  | 9.5 |  |
| Mac Lean-Fogg Company                                    | 7.8 |  | — |  | 7.8 |  | — |  | 7.8 |  |
| Masergy Holdings, Inc.                                   | 2.5 |  | (0.4 | ) | 2.1 |  | — |  | 2.1 |  |
| Mavis Tire Express Services Corp.                        | 34.6 |  | — |  | 34.6 |  | — |  | 34.6 |  |
| MB2 Dental Solutions, LLC                                | 4.6 |  | (4.6 | ) | — |  | — |  | — |  |
| McKenzie Creative Brands, LLC                            | 4.5 |  | (1.7 | ) | 2.8 |  | — |  | 2.8 |  |
| Micromeritics Instrument Corp.                           | 4.1 |  | (2.7 | ) | 1.4 |  | — |  | 1.4 |  |
| Minerva Surgical, Inc.                                   | 9.9 |  | — |  | 9.9 |  | — |  | 9.9 |  |
| Ministry Brands, LLC                                     | 10.9 |  | (2.2 | ) | 8.7 |  | — |  | 8.7 |  |
| Movati Athletic (Group) Inc.                             | 1.9 |  | — |  | 1.9 |  | — |  | 1.9 |  |
| MSHC, Inc.                                               | 21.4 |  | (1.0 | ) | 20.4 |  | — |  | 20.4 |  |
| MW Dental Holding Corp.                                  | 10.0 |  | (10.0 | ) | — |  | — |  | — |  |
| n2y Holding, LLC                                         | 0.1 |  | — |  | 0.1 |  | — |  | 0.1 |  |
| National Intergovernmental Purchasing Alliance Company   | 9.0 |  | (6.9 | ) | 2.1 |  | — |  | 2.1 |  |
| Navisun LLC                                              | 25.0 |  | — |  | 25.0 |  | — |  | 25.0 |  |
| NECCO Holdings, Inc.                                     | 25.0 |  | (19.9 | ) | 5.1 |  | (5.1 | ) | — |  |
| Nelipak Holding Company                                  | 0.6 |  | (0.2 | ) | 0.4 |  | — |  | 0.4 |  |
| NM GRC HOLDCO, LLC                                       | 0.7 |  | — |  | 0.7 |  | — |  | 0.7 |  |
| NMC Skincare Intermediate Holdings II, LLC               | 15.7 |  | (4.5 | ) | 11.2 |  | — |  | 11.2 |  |
| NMN Holdings III Corp                                    | 12.5 |  | — |  | 12.5 |  | — |  | 12.5 |  |

----

|                                                   |
|---------------------------------------------------|
|                                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company                    | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Total net adjusted unfunded revolving and delayed draw commitments |
| Nordco Inc.                                       | 10.0 |  | — |  | 10.0 |  | — |  | 10.0 |  |
| NueHealth Performance, LLC                        | 7.0 |  | — |  | 7.0 |  | — |  | 7.0 |  |
| Olympia Acquisition, Inc.                         | 51.9 |  | — |  | 51.9 |  | — |  | 51.9 |  |
| OTG Management, LLC                               | 13.2 |  | (10.0 | ) | 3.2 |  | — |  | 3.2 |  |
| Park Place Technologies, LLC                      | 5.4 |  | — |  | 5.4 |  | — |  | 5.4 |  |
| Pathway Vet Alliance LLC                          | 36.5 |  | (0.2 | ) | 36.3 |  | — |  | 36.3 |  |
| PaySimple, Inc.                                   | 9.3 |  | — |  | 9.3 |  | — |  | 9.3 |  |
| PDI TA Holdings, Inc.                             | 16.8 |  | (7.6 | ) | 9.2 |  | — |  | 9.2 |  |
| Pegasus Global Enterprise Holdings, LLC           | 17.4 |  | (9.7 | ) | 7.7 |  | — |  | 7.7 |  |
| Perforce Software, Inc.                           | 0.5 |  | — |  | 0.5 |  | — |  | 0.5 |  |
| Petroleum Service Group LLC                       | 21.9 |  | (0.2 | ) | 21.7 |  | — |  | 21.7 |  |
| Premise Health Holding Corp.                      | 40.0 |  | (1.6 | ) | 38.4 |  | — |  | 38.4 |  |
| Pyramid Management Advisors, LLC                  | 17.3 |  | (2.6 | ) | 14.7 |  | — |  | 14.7 |  |
| QC Supply, LLC                                    | 10.0 |  | (10.0 | ) | — |  | — |  | — |  |
| QF Holdings, Inc.                                 | 5.0 |  | — |  | 5.0 |  | — |  | 5.0 |  |
| Radius Aerospace, Inc.                            | 2.8 |  | (0.2 | ) | 2.6 |  | — |  | 2.6 |  |
| Raptor Technologies, LLC                          | 4.7 |  | — |  | 4.7 |  | — |  | 4.7 |  |
| Reddy Ice Holdings, Inc.                          | 7.7 |  | — |  | 7.7 |  | — |  | 7.7 |  |
| Retriever Medical/Dental Payments LLC             | 3.5 |  | — |  | 3.5 |  | — |  | 3.5 |  |
| Revint Intermediate II, LLC                       | 12.1 |  | (7.2 | ) | 4.9 |  | — |  | 4.9 |  |
| Rialto Management Group, LLC                      | 1.0 |  | (0.2 | ) | 0.8 |  | — |  | 0.8 |  |
| RMP Group, Inc.                                   | 1.8 |  | (0.6 | ) | 1.2 |  | — |  | 1.2 |  |
| RSC Acquisition, Inc.                             | 11.9 |  | — |  | 11.9 |  | — |  | 11.9 |  |
| SCM Insurance Services Inc.                       | 4.2 |  | (3.9 | ) | 0.3 |  | — |  | 0.3 |  |
| SCSG EA Acquisition Company, Inc.                 | 4.0 |  | (0.2 | ) | 3.8 |  | — |  | 3.8 |  |
| SecurAmerica, LLC                                 | 11.2 |  | — |  | 11.2 |  | — |  | 11.2 |  |
| Securelink, Inc                                   | 3.0 |  | — |  | 3.0 |  | — |  | 3.0 |  |
| Severin Acquisition, LLC                          | 9.0 |  | — |  | 9.0 |  | — |  | 9.0 |  |
| SFE Intermediate HoldCo LLC                       | 10.2 |  | — |  | 10.2 |  | — |  | 10.2 |  |
| Shift PPC LLC                                     | 2.5 |  | — |  | 2.5 |  | — |  | 2.5 |  |
| Shock Doctor, Inc. and Shock Doctor Holdings, LLC | 2.5 |  | (1.9 | ) | 0.6 |  | — |  | 0.6 |  |
| Singer Sewing Company                             | 90.0 |  | (73.2 | ) | 16.8 |  | — |  | 16.8 |  |
| SiroMed Physician Services, Inc.                  | 7.1 |  | — |  | 7.1 |  | — |  | 7.1 |  |
| Siteworx, LLC                                     | 1.5 |  | (1.5 | ) | — |  | — |  | — |  |
| SM Wellness Holdings, Inc.                        | 11.1 |  | (4.4 | ) | 6.7 |  | — |  | 6.7 |  |
| Sonny's Enterprises, LLC                          | 3.6 |  | — |  | 3.6 |  | — |  | 3.6 |  |
| SOS Security Holdings, LLC                        | 2.7 |  | (2.7 | ) | — |  | — |  | — |  |
| Sovos Brands Intermediate, Inc.                   | 4.3 |  | — |  | 4.3 |  | — |  | 4.3 |  |
| SpareFoot, LLC                                    | 1.4 |  | (0.8 | ) | 0.6 |  | — |  | 0.6 |  |
| Sparta Systems, Inc.                              | 6.5 |  | — |  | 6.5 |  | — |  | 6.5 |  |
| Spectra Finance, LLC                              | 24.1 |  | (4.8 | ) | 19.3 |  | — |  | 19.3 |  |
| Storm UK Holdco Limited and Storm US Holdco Inc.  | 1.1 |  | (0.6 | ) | 0.5 |  | — |  | 0.5 |  |
| Sunk Rock Foundry Partners LP                     | 7.5 |  | (4.0 | ) | 3.5 |  | — |  | 3.5 |  |
| Sunshine Sub, LLC                                 | 5.8 |  | — |  | 5.8 |  | — |  | 5.8 |  |
| Symmetry Surgical Inc.                            | 3.1 |  | — |  | 3.1 |  | — |  | 3.1 |  |
| Synergy HomeCare Franchising, LLC                 | 4.2 |  | — |  | 4.2 |  | — |  | 4.2 |  |
| TA/WEG Holdings, LLC                              | 4.3 |  | (0.2 | ) | 4.1 |  | — |  | 4.1 |  |
| Taymax Group Holdings, LLC                        | 1.6 |  | (0.7 | ) | 0.9 |  | — |  | 0.9 |  |
| TDG Group Holding Company                         | 14.6 |  | — |  | 14.6 |  | — |  | 14.6 |  |
| Teasdale Foods, Inc.                              | 0.8 |  | (0.1 | ) | 0.7 |  | — |  | 0.7 |  |
| Telestream Holdings Corporation                   | 2.3 |  | (0.1 | ) | 2.2 |  | — |  | 2.2 |  |
| TerSera Therapeutics LLC                          | 0.1 |  | — |  | 0.1 |  | — |  | 0.1 |  |
| The Alaska Club Partners, LLC                     | 3.0 |  | — |  | 3.0 |  | — |  | 3.0 |  |
| The Ultimate Software Group, Inc.                 | 10.0 |  | — |  | 10.0 |  | — |  | 10.0 |  |
| The Ultimus Group Midco, LLC                      | 6.9 |  | (1.9 | ) | 5.0 |  | — |  | 5.0 |  |

----

|                                     |
|-------------------------------------|
|                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Portfolio Company      | Total revolving and delayed draw loan commitments | Less: funded commitments | Total unfunded commitments | Less: commitments substantially at discretion of the Company | Total net adjusted unfunded revolving and delayed draw commitments |
| THG Acquisition, LLC                | 22.1 |  | — |  | 22.1 |  | — |  | 22.1 |  |
| TimeClock Plus, LLC                 | 7.6 |  | — |  | 7.6 |  | — |  | 7.6 |  |
| Touchstone Acquisition, Inc.        | 11.2 |  | — |  | 11.2 |  | — |  | 11.2 |  |
| TWH Infrastructure Industries, Inc. | 0.1 |  | — |  | 0.1 |  | — |  | 0.1 |  |
| U.S. Acute Care Solutions, LLC      | 1.7 |  | — |  | 1.7 |  | — |  | 1.7 |  |
| United Digestive MSO Parent, LLC    | 17.2 |  | — |  | 17.2 |  | — |  | 17.2 |  |
| Vela Trading Technologies LLC       | 3.5 |  | (2.0 | ) | 1.5 |  | — |  | 1.5 |  |
| Verscend Holding Corp.              | 22.5 |  | — |  | 22.5 |  | — |  | 22.5 |  |
| VLS Recovery Services, LLC          | 19.8 |  | (0.3 | ) | 19.5 |  | — |  | 19.5 |  |
| VRC Companies, LLC                  | 3.6 |  | (0.8 | ) | 2.8 |  | — |  | 2.8 |  |
| WatchFire Enterprises, Inc.         | 2.0 |  | — |  | 2.0 |  | — |  | 2.0 |  |
| WebPT, Inc.                         | 6.1 |  | — |  | 6.1 |  | — |  | 6.1 |  |
| West Dermatology, LLC               | 11.5 |  | (1.0 | ) | 10.5 |  | — |  | 10.5 |  |
| WIRB - Copernicus Group, Inc.       | 3.0 |  | — |  | 3.0 |  | — |  | 3.0 |  |
| WSHP FC Acquisition LLC             | 11.3 |  | — |  | 11.3 |  | — |  | 11.3 |  |
| XIFIN, Inc.                         | 4.6 |  | (0.7 | ) | 3.9 |  | — |  | 3.9 |  |
| Zemax Software Holdings, LLC        | 4.1 |  | — |  | 4.1 |  | — |  | 4.1 |  |
| Zywave, Inc.                        | 10.5 |  | (3.5 | ) | 7.0 |  | — |  | 7.0 |  |
|                                | $ | 2,008.7 |  | $ | (459.5 | ) | $ | 1,549.2 |  | $ | (5.8 | ) | $ | 1,543.4 |  |

|      |                                                                                                                                                                 |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (18) | As of December 31, 2019, the Company was party to subscription agreements to fund equity investments in private equity investment partnerships as follows: |

|                                                                            |
|----------------------------------------------------------------------------|
|                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (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 |
| PCG-Ares Sidecar Investment, L.P. and PCG-Ares Sidecar Investment II, L.P. | $ | 50.0 |  | $ | (12.4 | ) | $ | 37.6 |  | $ | (37.6 | ) | $ | — |  |
| European Capital UK SME Debt LP                                            | 59.6 |  | (49.5 | ) | 10.1 |  | (10.1 | ) | — |  |
|                                                                       | $ | 109.6 |  | $ | (61.9 | ) | $ | 47.7 |  | $ | (47.7 | ) | $ | — |  |

|      |                                                                                                                                                                                                                                                                  |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (19) | As of December 31, 2019, 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 $94. See Note 4 to the consolidated financial statements for more information on the SDLP. |
|      |                                                                                                                                                                                                                                                                                                                                                    |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (20) | 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. |
|      |                                                                                                                                                                                                                                                                                                                                                                                        |
|------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (21) | As of December 31, 2019, the net estimated unrealized loss for federal tax purposes was $0.3 billion based on a tax cost basis of $14.7 billion. As of December 31, 2019, the estimated aggregate gross unrealized loss for federal income tax purposes was $0.7 billion and the estimated aggregate gross unrealized gain for federal income tax purposes was $0.4 billion. |

----

|                                                                                                            |
|------------------------------------------------------------------------------------------------------------|
|                                                                                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                       | Common Stock |   | Capital inExcess ofPar Value |   | Accumulated Undistributed (Overdistributed) Earnings |   | TotalStockholders’Equity |
|                                                                                                       | Shares |   | Amount |   |   |   |
| Balance at December 31, 2018                                                                               | 426 |  |   | $ | — |  |   | $ | 7,173 |  |   | $ | 127 |  |   | $ | 7,300 |  |
| Issuance of Convertible Unsecured Notes (See Note 5)                                                       | — |  |   | — |  |   | 4 |  |   | — |  |   | 4 |  |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 201 |  |   | 201 |  |
| Net realized gains on investments, foreign currency and other transactions                                 | — |  |   | — |  |   | — |  |   | 56 |  |   | 56 |  |
| Net unrealized losses on investments, foreign currency and other transactions                              | — |  |   | — |  |   | — |  |   | (43 | ) |   | (43 | ) |
| Dividends declared and payable ($0.42 per share)                                                           | — |  |   | — |  |   | — |  |   | (179 | ) |   | (179 | ) |
| Balance at March 31, 2019                                                                                  | 426 |  |   | $ | — |  |   | $ | 7,177 |  |   | $ | 162 |  |   | $ | 7,339 |  |
| Shares issued in connection with dividend reinvestment plan                                                | 1 |  |   | — |  |   | 8 |  |   | — |  |   | 8 |  |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 208 |  |   | 208 |  |
| Net realized gains on investments, foreign currency and other transactions                                 | — |  |   | — |  |   | — |  |   | 21 |  |   | 21 |  |
| Net unrealized losses on investments, foreign currency and other transactions                              | — |  |   | — |  |   | — |  |   | (29 | ) |   | (29 | ) |
| Dividends declared and payable ($0.42 per share)                                                           | — |  |   | — |  |   | — |  |   | (179 | ) |   | (179 | ) |
| Balance at June 30, 2019                                                                                   | 427 |  |   | $ | — |  |   | $ | 7,185 |  |   | $ | 183 |  |   | $ | 7,368 |  |
| Shares issued in connection with dividend reinvestment plan                                                | — |  |   | — |  |   | 9 |  |   | — |  |   | 9 |  |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 212 |  |   | 212 |  |
| Net realized losses on investments, foreign currency and other transactions                                | — |  |   | — |  |   | — |  |   | (63 | ) |   | (63 | ) |
| Net unrealized gains on investments, foreign currency and other transactions                               | — |  |   | — |  |   | — |  |   | 26 |  |   | 26 |  |
| Dividends declared and payable ($0.42 per share)                                                           | — |  |   | — |  |   | — |  |   | (179 | ) |   | (179 | ) |
| Balance at September 30, 2019                                                                              | 427 |  |   | $ | — |  |   | $ | 7,194 |  |   | $ | 179 |  |   | $ | 7,373 |  |
| Issuance of common stock, net of offering and underwriting costs                                           | 4 |  |   | — |  |   | 64 |  |   | — |  |   | 64 |  |
| Shares issued in connection with dividend reinvestment plan                                                | — |  |   | — |  |   | 7 |  |   | — |  |   | 7 |  |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 190 |  |   | 190 |  |
| Net realized losses on investments, foreign currency transactions, extinguishment of debt and other assets | — |  |   | — |  |   | — |  |   | (79 | ) |   | (79 | ) |
| Net unrealized gains on investments, foreign currency and other transactions                               | — |  |   | — |  |   | — |  |   | 93 |  |   | 93 |  |
| Dividends declared and payable ($0.42 per share)                                                           | — |  |   | — |  |   | — |  |   | (181 | ) |   | (181 | ) |
| Tax reclassification of stockholders’ equity in accordance with GAAP                                 | — |  |   | — |  |   | 495 |  |   | (495 | ) |   | — |  |
| Balance at December 31, 2019                                                                               | 431 |  |   | $ | — |  |   | $ | 7,760 |  |   | $ | (293 | ) |   | $ | 7,467 |  |
| Repurchases of common stock                                                                                | (8 | ) |   | — |  |   | (100 | ) |   | — |  |   | (100 | ) |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 234 |  |   | 234 |  |
| Net realized gains on investments, foreign currency and other transactions                                 | — |  |   | — |  |   | — |  |   | 34 |  |   | 34 |  |
| Net unrealized losses on investments, foreign currency and other transactions                              | — |  |   | — |  |   | — |  |   | (880 | ) |   | (880 | ) |
| Dividends declared and payable ($0.40 per share)                                                           | — |  |   | — |  |   | — |  |   | (172 | ) |   | (172 | ) |
| Balance at March 31, 2020                                                                                  | 423 |  |   | $ | — |  |   | $ | 7,660 |  |   | $ | (1,077 | ) |   | $ | 6,583 |  |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 165 |  |   | 165 |  |
| Net realized gains on investments, foreign currency and other transactions                                 | — |  |   | — |  |   | — |  |   | 8 |  |   | 8 |  |
| Net unrealized gains on investments, foreign currency and other transactions                               | — |  |   | — |  |   | — |  |   | 104 |  |   | 104 |  |
| Dividends declared and payable ($0.40 per share)                                                           | — |  |   | — |  |   | — |  |   | (169 | ) |   | (169 | ) |
| Balance at June 30, 2020                                                                                   | 423 |  |   | $ | — |  |   | $ | 7,660 |  |   | $ | (969 | ) |   | $ | 6,691 |  |
| Net investment income                                                                                      | — |  |   | — |  |   | — |  |   | 166 |  |   | 166 |  |
| Net realized losses on investments, foreign currency and other transactions                                | — |  |   | — |  |   | — |  |   | (25 | ) |   | (25 | ) |
| Net unrealized gains on investments, foreign currency and other transactions                               | — |  |   | — |  |   | — |  |   | 300 |  |   | 300 |  |
| Dividends declared and payable ($0.40 per share)                                                           | — |  |   | — |  |   | — |  |   | (169 | ) |   | (169 | ) |
| Balance at September 30, 2020                                                                              | 423 |  |   | $ | — |  |   | $ | 7,660 |  |   | $ | (697 | ) |   | $ | 6,963 |  |

----

|                                                                                                |
|------------------------------------------------------------------------------------------------|
|                                                                                                |  |  |  |  |  |  |  |
|                                                                                           | For the Nine Months Ended September 30, |
|                                                                                           | 2020 |   | 2019 |
| OPERATING ACTIVITIES:                                                                          |   |  |   |   |
| Net increase in stockholders’ equity resulting from operations                           | $ | 106 |  |   | 589 |  |
| Adjustments to reconcile net increase in stockholders’ equity resulting from operations: |   |   |   |  |
| Net realized gains on investments, foreign currency and other transactions                     | (17 | ) |   | (14 | ) |
| Net unrealized losses on investments, foreign currency and other transactions                  | 476 |  |   | 46 |  |
| Net accretion of discount on investments                                                       | (5 | ) |   | (10 | ) |
| PIK interest and dividends                                                                     | (160 | ) |   | (106 | ) |
| Collections of PIK interest and dividends                                                      | 27 |  |   | 35 |  |
| Amortization of debt issuance costs                                                            | 16 |  |   | 13 |  |
| Net accretion of discount on notes payable                                                     | 6 |  |   | 6 |  |
| Proceeds from sales and repayments of investments and other transactions                       | 3,096 |  |   | 3,860 |  |
| Purchases of investments                                                                       | (3,368 | ) |   | (5,301 | ) |
| Changes in operating assets and liabilities:                                                   |   |   |   |
| Interest receivable                                                                            | 1 |  |   | (30 | ) |
| Other assets                                                                                   | (2 | ) |   | (1 | ) |
| Operating lease right-of-use asset                                                             | 9 |  |   | (98 | ) |
| Payable to participants                                                                        | 34 |  |   | 72 |  |
| Base management fees payable                                                                   | (1 | ) |   | 7 |  |
| Income based fees payable                                                                      | 35 |  |   | 3 |  |
| Capital gains incentive fees payable                                                           | (58 | ) |   | (57 | ) |
| Interest and facility fees payable                                                             | (6 | ) |   | (20 | ) |
| Accounts payable and other liabilities                                                         | (7 | ) |   | 27 |  |
| Operating lease liabilities                                                                    | (13 | ) |   | 95 |  |
| Net cash provided by (used in) operating activities                                            | 169 |  |   | (884 | ) |
| FINANCING ACTIVITIES:                                                                          |   |   |   |  |
| Borrowings on debt                                                                             | 5,295 |  |   | 10,676 |  |
| Repayments and repurchases of debt                                                             | (4,717 | ) |   | (9,282 | ) |
| Debt issuance costs                                                                            | (37 | ) |   | (33 | ) |
| Dividends paid                                                                                 | (510 | ) |   | (520 | ) |
| Repurchases of common stock                                                                    | (100 | ) |   | — |  |
| Net cash provided by (used in) financing activities                                            | (69 | ) |   | 841 |  |
| CHANGE IN CASH, CASH EQUIVALENTS AND RESTRICTED CASH                                           | 100 |  |   | (43 | ) |
| CASH, CASH EQUIVALENTS AND RESTRICTED CASH, BEGINNING OF PERIOD                                | 176 |  |   | 296 |  |
| CASH, CASH EQUIVALENTS AND RESTRICTED CASH, END OF PERIOD                                      | $ | 276 |  |   | $ | 253 |  |
| Supplemental Information:                                                                      |   |   |   |
| Interest paid during the period                                                                | $ | 208 |  |   | $ | 206 |  |
| Taxes, including excise tax, paid during the period                                            | $ | 16 |  |   | $ | 18 |  |
| Dividends declared and payable during the period                                               | $ | 510 |  |   | $ | 537 |  |

----

----

|                                                                                                    |
|----------------------------------------------------------------------------------------------------|
|                                                                                                    |  |  |  |  |  |  |  |
|                                                                                               | As of September 30, |
|                                                                                               | 2020 |   | 2019 |
| Cash and cash equivalents                                                                          | $ | 233 |  |   | $ | 179 |  |
| Restricted cash                                                                                    | 43 |  |   | 74 |  |
| Total cash, cash equivalents and restricted cash shown in the consolidated statement of cash flows | $ | 276 |  |   | $ | 253 |  |

----

|         |                                                                                                                                                                                                                                                                     |
|---------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | 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 investment adviser with 20% of the pre-incentive fee net investment income as if a hurdle rate did not apply if this net investment income exceeded 2.1875% in any calendar quarter; and |
|         |                                                                                                                                         |
|---------|-----------------------------------------------------------------------------------------------------------------------------------------|
| • | 20% of the amount of the Company’s pre-incentive fee net investment income, if any, that exceeds 2.1875% in any calendar quarter. |

----

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                     | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Base management fees                     | $ | 53 |  |   | $ | 52 |  |   | $ | 161 |  |   | $ | 151 |  |
| Income based fees                        | 42 |  |   | 49 |  |   | 127 |  |   | 146 |  |
| Waiver of income based fees              | — |  |   | (10 | ) |   | — |  |   | (30 | ) |
| Income based fees, net of the Fee Waiver | $ | 42 |  |   | $ | 39 |  |   | $ | 127 |  |   | $ | 116 |  |
| Capital gains incentive fees(1)          | $ | — |  |   | $ | (8 | ) |   | $ | (58 | ) |   | $ | (7 | ) |

|     |                                                        |
|-----|--------------------------------------------------------|
| (1) | Calculated in accordance with GAAP as discussed below. |

----

----

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                      | As of |
|                                      | September 30, 2020 |   | December 31, 2019 |
|                                      | Amortized Cost(1) |   | Fair Value |   | Amortized Cost(1) |   | Fair Value |
| First lien senior secured loans (2)       | $ | 6,829 |  |   | $ | 6,404 |  |   | $ | 6,606 |  |   | $ | 6,372 |  |
| Second lien senior secured loans          | 4,271 |  |   | 4,017 |  |   | 4,439 |  |   | 4,334 |  |
| Subordinated certificates of the SDLP (3) | 929 |  |   | 929 |  |   | 909 |  |   | 909 |  |
| Senior subordinated loans                 | 1,053 |  |   | 1,021 |  |   | 815 |  |   | 822 |  |
| Collateralized loan obligations           | 37 |  |   | 21 |  |   | 40 |  |   | 35 |  |
| Preferred equity securities               | 881 |  |   | 749 |  |   | 815 |  |   | 728 |  |
| Other equity securities                   | 1,090 |  |   | 1,217 |  |   | 1,072 |  |   | 1,226 |  |
| Total                                     | $ | 15,090 |  |   | $ | 14,358 |  |   | $ | 14,696 |  |   | $ | 14,426 |  |

|     |                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------|
| (1) | The amortized cost represents the original cost adjusted for the accretion of discounts and amortization of premiums, if any. |
|     |                                                                                                                                                                                                                                                                                                                                                                                 |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | First lien senior secured loans include certain loans that the Company classifies as “unitranche” loans. The total amortized cost and fair value of the loans that the Company classified as “unitranche” loans were $2,165 and $2,053, respectively, as of September 30, 2020, and $1,959 and $1,885, respectively, as of December 31, 2019. |
|     |                                                                                                                                                                                                                                                   |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | The proceeds from these certificates were applied to co-investments with Varagon and its clients to fund first lien senior secured loans to 22 and 23 different borrowers as of September 30, 2020 and December 31, 2019, respectively.  |

----

|                                        |
|----------------------------------------|
|                                        |  |  |  |  |  |
|                                   | As of |
|                                   | September 30, 2020 |   | December 31, 2019 |
| Industry                               |   |   |   |
| Health Care Services                   | 18.7 | % |   | 20.3 | % |
| Software & Services                | 13.8 |  |   | 12.9 |  |
| Commercial & Professional Services | 8.8 |  |   | 8.5 |  |
| Investment Funds and Vehicles(1)       | 7.0 |  |   | 7.0 |  |
| Diversified Financials                 | 6.8 |  |   | 5.3 |  |
| Power Generation                       | 6.5 |  |   | 7.1 |  |
| Consumer Services                      | 6.4 |  |   | 6.6 |  |
| Consumer Durables & Apparel        | 6.2 |  |   | 6.0 |  |
| Automobiles & Components           | 4.9 |  |   | 4.9 |  |
| Capital Goods                          | 4.0 |  |   | 4.2 |  |
| Insurance Services                     | 3.7 |  |   | 3.2 |  |
| Food & Beverage                    | 2.5 |  |   | 2.3 |  |
| Energy                                 | 2.5 |  |   | 3.3 |  |
| Retailing and Distribution             | 1.8 |  |   | 1.9 |  |
| Materials                              | 1.7 |  |   | 1.8 |  |
| Other                                  | 4.7 |  |   | 4.7 |  |
| Total                                  | 100.0 | % |   | 100.0 | % |

|     |                                                                                                                                                                                                                                                                                                                         |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Includes the Company’s investment in the SDLP, which had made first lien senior secured loans to 22 and 23 different borrowers as of September 30, 2020 and December 31, 2019, respectively. The portfolio companies in the SDLP are in industries similar to the companies in the Company’s portfolio. |

|                   |
|-------------------|
|                   |  |  |  |  |  |
|              | As of |
|              | September 30, 2020 |   | December 31, 2019 |
| Geographic Region |   |   |   |
| West (1)          | 25.4 | % |   | 23.7 | % |
| Midwest           | 25.0 |  |   | 27.3 |  |
| Southeast         | 22.1 |  |   | 20.9 |  |
| Mid Atlantic      | 15.9 |  |   | 17.0 |  |
| Northeast         | 7.9 |  |   | 7.8 |  |
| International     | 3.7 |  |   | 3.3 |  |
| Total             | 100.0 | % |   | 100.0 | % |

|     |                                                                                                                                                                                                        |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Includes the Company’s investment in the SDLP, which represented 6.5% and 6.3% of the total investment portfolio at fair value as of September 30, 2020 and December 31, 2019, respectively. |

----

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |
|                                                             | As of |
|                                                             | September 30, 2020 |   | December 31, 2019 |
| Total capital funded to the SDLP(1)                              | $ | 3,911 |  |   | $ | 3,899 |  |
| Total capital funded to the SDLP by the Company(1)               | $ | 929 |  |   | $ | 909 |  |
| Total unfunded capital commitments to the SDLP(2)                | $ | 274 |  |   | $ | 404 |  |
| Total unfunded capital commitments to the SDLP by the Company(2) | $ | 67 |  |   | $ | 94 |  |

----

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |
|                                         | As of |
|                                         | September 30, 2020 |   | December 31, 2019 |
| Total first lien senior secured loans(1) (2) | $ | 3,917 |  |   | $ | 3,892 |  |
| Largest loan to a single borrower(1)         | $ | 346 |  |   | $ | 348 |  |
| Total of five largest loans to borrowers(1)  | $ | 1,460 |  |   | $ | 1,391 |  |
| Number of borrowers in the SDLP              | 22 |  |   | 23 |  |
| Commitments to fund delayed draw loans(3)    | $ | 274 |  |   | $ | 404 |  |

|     |                      |
|-----|----------------------|
| (1) | At principal amount. |
|     |                                                                                                                                                                                                                                                                                                                                 |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | First lien senior secured loans include certain loans that the SDLP classifies as “unitranche” loans. As of September 30, 2020 and December 31, 2019, the total principal amount of loans in the SDLP portfolio that the SDLP classified as “unitranche” loans was $3,664 and $3,643, respectively. |
|     |                                                                                                   |
|-----|---------------------------------------------------------------------------------------------------|
| (3) | As discussed above, these commitments have been approved by the investment committee of the SDLP. |

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |
|                                                                          | As of |
|                                                                          | September 30, 2020 |   | December 31, 2019 |
| Selected Balance Sheet Information:                                           |   |   |   |  |
| Investments at fair value (amortized cost of $3,917 and $3,892, respectively) | $ | 3,763 |  |   | $ | 3,817 |  |
| Other assets                                                                  | 90 |  |   | 91 |  |
| Total assets                                                                  | $ | 3,853 |  |   | $ | 3,908 |  |
|                                                                          |   |   |   |
| Senior notes                                                                  | $ | 2,757 |  |   | $ | 2,769 |  |
| Intermediate funding notes                                                    | 92 |  |   | 92 |  |
| Other liabilities                                                             | 64 |  |   | 63 |  |
| Total liabilities                                                             | 2,913 |  |   | 2,924 |  |
| Subordinated certificates and members’ capital                          | 940 |  |   | 984 |  |
| Total liabilities and members’ capital                                  | $ | 3,853 |  |   | $ | 3,908 |  |

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |
|                                                             | For the Nine Months Ended September 30, |
|                                                             | 2020 |   | 2019 |
| Selected Statement of Operations Information:                    |   |   |   |  |
| Total interest and other income                                  | $ | 226 |  |   | $ | 217 |  |
| Interest expense                                                 | 89 |  |   | 103 |  |
| Other expenses                                                   | 12 |  |   | 10 |  |
| Total expenses                                                   | 101 |  |   | 113 |  |
| Net investment income                                            | 125 |  |   | 104 |  |
| Net realized and unrealized losses on investments                | (92 | ) |   | (33 | ) |
| Net increase in members’ capital resulting from operations | $ | 33 |  |   | $ | 71 |  |

----

----

|                            |
|----------------------------|
|                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                       | As of |   |
|                       | September 30, 2020 |   | December 31, 2019 |   |
|                       | 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  | $ | 3,617 |  | (2) | $ | 849 |  |   | $ | 849 |  |   | $ | 3,365 |  |   | $ | 2,250 |  |   | $ | 2,250 |  |   |
| Revolving Funding Facility | 1,525 |  |   | 663 |  |   | 663 |  |   | 1,275 |  |   | 638 |  |   | 638 |  |   |
| SMBC Funding Facility      | 725 |  | (3) | 363 |  |   | 363 |  |   | 650 |  |   | 301 |  |   | 301 |  |   |
| BNP Funding Facility       | 300 |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   |
| 2022 Convertible Notes     | 388 |  |   | 388 |  |   | 381 |  | (4) | 388 |  |   | 388 |  |   | 377 |  | (4) |
| 2024 Convertible Notes     | 403 |  |   | 403 |  |   | 391 |  | (4) | 403 |  |   | 403 |  |   | 389 |  | (4) |
| 2022 Notes                 | 600 |  |   | 600 |  |   | 598 |  | (5) | 600 |  |   | 600 |  |   | 597 |  | (5) |
| 2023 Notes                 | 750 |  |   | 750 |  |   | 747 |  | (6) | 750 |  |   | 750 |  |   | 746 |  | (6) |
| 2024 Notes                 | 900 |  |   | 900 |  |   | 896 |  | (7) | 900 |  |   | 900 |  |   | 895 |  | (7) |
| March 2025 Notes           | 600 |  |   | 600 |  |   | 595 |  | (8) | 600 |  |   | 600 |  |   | 594 |  | (8) |
| July 2025 Notes            | 750 |  |   | 750 |  |   | 741 |  | (9) | — |  |   | — |  |   | — |  |  |
| 2026 Notes                 | 1,150 |  |   | 1,150 |  |   | 1,141 |  | (10) | — |  |   | — |  |   | — |  |   |
| 2047 Notes                 | 230 |  |   | 230 |  |   | 185 |  | (11) | 230 |  |   | 230 |  |   | 184 |  | (11) |
| Total                      | $ | 11,938 |  |   | $ | 7,646 |  |   | $ | 7,550 |  |   | $ | 9,161 |  |   | $ | 7,060 |  |   | $ | 6,971 |  |   |

|     |                                                                                                                                                                                                                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents the total aggregate amount committed or outstanding, as applicable, under such instrument. Borrowings under the committed Revolving Credit Facility, Revolving Funding Facility, SMBC Funding Facility and BNP Funding Facility (each as defined below) are subject to borrowing base and other restrictions.  |
|     |                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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 $5,408. |
|     |                                                                                                                                                                                           |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Provides for a feature that allows ACJB (as defined below), under certain circumstances, to increase the size of the SMBC Funding Facility (as defined below) to a maximum of $1,000. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Represents the aggregate principal amount outstanding of the Convertible Unsecured Notes (as defined below). As of September 30, 2020, the total unamortized debt issuance costs and the unaccreted discount for the 2022 Convertible Notes and the 2024 Convertible Notes (each as defined below) were $7 and $12, respectively. As of December 31, 2019, the total unamortized debt issuance costs and the unaccreted discount for the 2022 Convertible Notes and the 2024 Convertible Notes were $11 and $14, respectively.  |
|     |                                                                                                                                                                                                                                                                                                                                                                            |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Represents the aggregate principal amount outstanding of the 2022 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2022 Notes. As of September 30, 2020 and December 31, 2019, the total unamortized debt issuance costs and unaccreted discount was $2 and $3, respectively.  |
|     |                                                                                                                                                                                                                                                                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | 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, 2020 and December 31, 2019, the total unamortized debt issuance costs and unaccreted discount was $3 and $4, respectively.  |
|     |                                                                                                                                                                                                                                                                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Represents the aggregate principal amount outstanding of the 2024 Notes (as defined below), less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuance of the 2024 Notes. As of September 30, 2020 and December 31, 2019, the total unamortized debt issuance costs and net unaccreted discount was $4 and $5, respectively. |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                        |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | Represents the aggregate principal amount outstanding of the March 2025 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the March 2025 Notes. As of September 30, 2020 and December 31, 2019, the total unamortized debt issuance costs and unaccreted discount was $5 and $6, respectively.  |
|     |                                                                                                                                                                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Represents the aggregate principal amount outstanding of the July 2025 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the July 2025 Notes. As of September 30, 2020, the total unamortized debt issuance costs and unaccreted discount was $9. |
|      |                                                                                                                                                                                                                                                                                                                                 |
|------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | Represents the aggregate principal amount outstanding of the 2026 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2026 Notes. As of September 30, 2020, the total unamortized debt issuance costs and net unaccreted discount was $9. |
|      |                                                                                                                                                                                                                                                                                                                                                                 |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | Represents the aggregate principal amount outstanding of the 2047 Notes (as defined below), less unamortized debt issuance costs and unaccreted discount recorded as part of the Allied Acquisition (as defined below). As of September 30, 2020 and December 31, 2019, the total unaccreted purchased discount was $45 and $46, respectively.  |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Stated interest expense                         | $ | 6 |  |   | $ | 13 |  |   | $ | 36 |  |   | $ | 45 |  |
| Credit facility fees                            | 2 |  |   | 2 |  |   | 5 |  |   | 4 |  |
| Amortization of debt issuance costs             | 2 |  |   | 2 |  |   | 5 |  |   | 4 |  |
| Total interest and credit facility fees expense | $ | 10 |  |   | $ | 17 |  |   | $ | 46 |  |   | $ | 53 |  |
| Cash paid for interest expense                  | $ | 7 |  |   | $ | 9 |  |   | $ | 35 |  |   | $ | 41 |  |
| Average stated interest rate                    | 2.46 | % |   | 4.11 | % |   | 2.74 | % |   | 4.07 | % |
| Average outstanding balance                     | $ | 1,136 |  |   | $ | 1,277 |  |   | $ | 1,693 |  |   | $ | 1,449 |  |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Stated interest expense                         | $ | 4 |  |   | $ | 7 |  |   | $ | 15 |  |   | $ | 19 |  |
| Credit facility fees                            | 1 |  |   | 1 |  |   | 4 |  |   | 3 |  |
| Amortization of debt issuance costs             | 1 |  |   | 1 |  |   | 3 |  |   | 3 |  |
| Total interest and credit facility fees expense | $ | 6 |  |   | $ | 9 |  |   | $ | 22 |  |   | $ | 25 |  |
| Cash paid for interest expense                  | $ | 4 |  |   | $ | 6 |  |   | $ | 15 |  |   | $ | 19 |  |
| Average stated interest rate                    | 2.28 | % |   | 4.30 | % |   | 2.67 | % |   | 4.42 | % |
| Average outstanding balance                     | $ | 700 |  |   | $ | 620 |  |   | $ | 737 |  |   | $ | 548 |  |

----

|                                                 |
|-------------------------------------------------|
|                                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                            | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Stated interest expense                         | $ | 2 |  |   | $ | 2 |  |   | $ | 8 |  |   | $ | 7 |  |
| Credit facility fees                            | 1 |  |   | 1 |  |   | 1 |  |   | 1 |  |
| Amortization of debt issuance costs             | 1 |  |   | — |  |   | 2 |  |   | — |  |
| Total interest and credit facility fees expense | $ | 4 |  |   | $ | 3 |  |   | $ | 11 |  |   | $ | 8 |  |
| Cash paid for interest expense                  | $ | 2 |  |   | $ | 2 |  |   | $ | 8 |  |   | $ | 7 |  |
| Average stated interest rate                    | 1.95 | % |   | 3.99 | % |   | 2.52 | % |   | 4.20 | % |
| Average outstanding balance                     | $ | 368 |  |   | $ | 213 |  |   | $ | 398 |  |   | $ | 218 |  |

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |
|                                                                 | 2022 Convertible Notes |   |   | 2024 Convertible Notes |   |
| Conversion premium                                                   | 15.0 |  | % |   | 15.0 |  | % |
| Closing stock price at issuance                                      | $ | 16.86 |  |   |   | $ | 17.29 |  |   |
| Closing stock price date                                             | January 23, 2017 |  |   |   | March 5, 2019 |  |   |
| Conversion price(1)                                                  | $ | 19.11 |  |   |   | $ | 19.88 |  |   |
| Conversion rate (shares per one thousand dollar principal amount)(1) | 52.3163 |  |   |   | 50.2930 |  |   |
| Conversion dates                                                     | August 1, 2021 |  |   |   | December 1, 2023 |  |   |

|     |                                                                                                                                                                                                              |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents conversion price and conversion rate, as applicable, as of September 30, 2020, taking into account any applicable de minimis adjustments that will be made on the conversion date.   |

|                                                        |
|--------------------------------------------------------|
|                                                        |  |  |  |  |  |  |  |
|                                                   | 2022 Convertible Notes |   | 2024 Convertible Notes |
| Debt and equity component percentages, respectively(1) | 96.0% and 4.0% |  |   | 98.9% and 1.1% |
| Debt issuance costs(1)                                 | $ | 9 |  |   | $ | 4 |  |
| Equity issuance costs(1)                               | $ | — |  |   | $ | — |  |
| Equity component, net of issuance costs(2)             | $ | 15 |  |   | $ | 13 |  |

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

----

|     |                                                        |
|-----|--------------------------------------------------------|
| (2) | At time of issuance and as of September 30, 2020. |

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |  |  |  |
|                                      | 2022 Convertible Notes |   | 2024       Convertible Notes |
| Principal amount of debt                  | $ | 388 |  |   | $ | 403 |  |
| Original issue discount, net of accretion | (3 | ) |   | (9 | ) |
| Debt issuance costs                       | (4 | ) |   | (3 | ) |
| Carrying value of debt                    | $ | 381 |  |   | $ | 391 |  |
| Stated interest rate                      | 3.750 | % |   | 4.630 | % |
| Effective interest rate(1)                | 4.60 | % |   | 5.20 | % |

|     |                                                                                                                                                                          |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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, |
|                                 | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Stated interest expense              | $ | 8 |  |   | $ | 8 |  |   | $ | 25 |  |   | $ | 22 |  |
| Amortization of debt issuance costs  | 1 |  |   | 1 |  |   | 2 |  |   | 2 |  |
| Accretion of original issue discount | 1 |  |   | 1 |  |   | 4 |  |   | 3 |  |
| Total interest expense               | $ | 10 |  |   | $ | 10 |  |   | $ | 31 |  |   | $ | 27 |  |
| Cash paid for interest expense       | $ | 16 |  |   | $ | 16 |  |   | $ | 33 |  |   | $ | 30 |  |

----

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                     | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Stated interest expense                  | $ | 44 |  |   | $ | 35 |  |   | $ | 119 |  |   | $ | 92 |  |
| Amortization of debt issuance costs      | 2 |  |   | 1 |  |   | 4 |  |   | 4 |  |
| Net accretion of original issue discount | 1 |  |   | — |  |   | 1 |  |   | 2 |  |
| Accretion of purchase discount           | — |  |   | 1 |  |   | 1 |  |   | 1 |  |
| Total interest expense                   | $ | 47 |  |   | $ | 37 |  |   | $ | 125 |  |   | $ | 99 |  |
| Cash paid for interest expense           | $ | 53 |  |   | $ | 52 |  |   | $ | 117 |  |   | $ | 109 |  |

----

|                                   |
|-----------------------------------|
|                                   |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                              |   | As of September 30, 2020 |
| Derivative Instrument             |   | Notional Amount |   | Maturity Date |   | Gross Amount of Recognized Assets |   | Gross Amount of Recognized Liabilities |   | Balance Sheet Location of Net Amounts |
| Interest rate swap                |   | $ | 395 |  |   | 1/4/2021 |   | $ | — |  |   | $ | (2 | ) |   |  Accounts payable and other liabilities |
| Foreign currency forward contract |   | CAD | 142 |  |   | 10/21/2020 |   | 106 |  |   | (106 | ) |   |  Accounts payable and other liabilities |
| Foreign currency forward contract |   | £ | 75 |  |   | 10/21/2020 |   | 98 |  |   | (98 | ) |   |  Accounts payable and other liabilities |
| Total                             |   |   |   |   |   |   | $ | 204 |  |   | $ | (206 | ) |   |   |

|                       |
|-----------------------|
|                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                  |   | As of December 31, 2019 |
| Derivative Instrument |   | Notional Amount |   | Maturity Date |   | Gross Amount of Recognized Assets |   | Gross Amount of Recognized Liabilities |   | Balance Sheet Location of Net Amounts |
| Interest rate swap    |   | $ | 395 |  |   | 1/4/2021 |   | $ | — |  |   | $ | (2 | ) |   | Accounts payable and other liabilities |
| Total                 |   |   |   |   |   |   | $ | — |  |   | $ | (2 | ) |   |   |

----

|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Derivative Instrument              | Statement Location | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                               |   | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Interest rate swap                 | Net realized gains (losses) from foreign currency and other transactions | $ | (2 | ) |   | $ | — |  |   | $ | (4 | ) |   | $ | 1 |  |
| Foreign currency forward contracts | Net realized gains (losses) from foreign currency and other transactions | — |  |   | — |  |   | — |  |   | — |  |
| Total                              |   | $ | (2 | ) |   | $ | — |  |   | $ | (4 | ) |   | $ | 1 |  |

|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Derivative Instrument              | Statement Location | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                               |   | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Interest rate swap                 | Net unrealized gains (losses) from foreign currency and other transactions | $ | 2 |  |   | $ | (1 | ) |   | $ | (1 | ) |   | $ | (6 | ) |
| Foreign currency forward contracts | Net unrealized gains (losses) from foreign currency and other transactions | — |  |   | — |  |   | — |  |   | — |  |
| Total                              |   | $ | 2 |  |   | $ | (1 | ) |   | $ | (1 | ) |   | $ | (6 | ) |

|                                                                                    |
|------------------------------------------------------------------------------------|
|                                                                                    |  |  |  |  |  |  |  |
|                                                                               | As of |
|                                                                               | September 30, 2020 |   | December 31, 2019 |
| Total revolving and delayed draw loan commitments                                  | $ | 2,002 |  |   | $ | 2,009 |  |
| Less: funded commitments                                                           | (534 | ) |   | (460 | ) |
| Total unfunded commitments                                                         | 1,468 |  |   | 1,549 |  |
| Less: commitments substantially at discretion of the Company                       | (18 | ) |   | (6 | ) |
| Less: unavailable commitments due to borrowing base or other covenant restrictions | (116 | ) |   | — |  |
| Total net adjusted unfunded revolving and delayed draw loan commitments            | $ | 1,334 |  |   | $ | 1,543 |  |

----

|                                                                             |
|-----------------------------------------------------------------------------|
|                                                                             |  |  |  |  |  |  |  |
|                                                                        | As of |
|                                                                        | September 30, 2020 |   | December 31, 2019 |
| Total private equity commitments                                            | $ | 108 |  |   | $ | 110 |  |
| Less: funded private equity commitments                                     | (65 | ) |   | (62 | ) |
| Total unfunded private equity commitments                                   | 43 |  |   | 48 |  |
| Less: private equity commitments substantially at discretion of the Company | (43 | ) |   | (48 | ) |
| Total net adjusted unfunded private equity commitments                      | $ | — |  |   | $ | — |  |

|                                 |
|---------------------------------|
|                                 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                            | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                            | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Operating lease costs           | $ | 5 |  |   | $ | 5 |  |   | $ | 14 |  |   | $ | 14 |  |
| Less: sublease income           | (5 | ) |   | (4 | ) |   | (13 | ) |   | (13 | ) |
| Total operating lease costs (1) | $ | — |  |   | $ | 1 |  |   | $ | 1 |  |   | $ | 1 |  |

|                                                                                  |
|----------------------------------------------------------------------------------|
|                                                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                             | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                                                             | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Cash paid for amounts included in the measurement of operating lease liabilities | $ | 6 |  |   | $ | 6 |  |   | $ | 18 |  |   | $ | 18 |  |
| Operating ROU assets obtained in exchange for operating lease liabilities        | $ | 4 |  |   | $ | 3 |  |   | $ | 12 |  |   | $ | 9 |  |

----

|                                       |
|---------------------------------------|
|                                       |  |  |  |  |  |  |  |
|                                  | As of |
|                                  | September 30, 2020 |   | December 31, 2019 |
| Operating lease ROU assets            | $ | 85 |  |   | $ | 94 |  |
| Operating lease liabilities           | $ | 108 |  |   | $ | 121 |  |
| Weighted average remaining lease term | 5.2 years |  |   | 5.8 years |  |
| Weighted average discount rate        | 3.5% |  |   | 3.9% |  |

|                                             |
|---------------------------------------------|
|                                             |  |  |  |
|                                        | As of September 30, 2020 |
| 2020                                        | $ | 4 |  |
| 2021                                        | 24 |  |
| 2022                                        | 24 |  |
| 2023                                        | 25 |  |
| 2024                                        | 16 |  |
| Thereafter                                  | 25 |  |
|   Total lease payments            | 118 |  |
| Less imputed interest                       | (10 | ) |
|   Total operating lease liability | $ | 108 |  |

|         |                                                                                                                                                        |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | 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, 2020 |
|                                  |   |   |   |   |   | Unobservable Input |
| Asset Category                   |   | Fair Value |   | Primary Valuation Techniques |   | Input |   | Estimated Range |   | Weighted Average |
| First lien senior secured loans       |   | $ | 6,402 |  |   | Yield analysis |   | Market yield |   | 2.0% - 19.0% |   | 8.8% |
| Second lien senior secured loans      |   | 4,017 |  |   | Yield analysis |   | Market yield |   | 7.0% - 25.2% |   | 11.6% |
| Subordinated certificates of the SDLP |   | 929 |  |   | Discounted cash flow analysis |   | Discount rate |   | 10.8% - 11.7% |   | 11.5% |
| Senior subordinated loans             |   | 871 |  |   | Yield analysis |   | Market yield |   | 8.8% - 28.2% |   | 13.2% |
| Collateralized loan obligations       |   | 21 |  |   | Discounted cash flow analysis |   | Discount rate |   | 16.6% - 34.2% |   | 22.1% |
|                                  |   |   |   |   |   | Constant prepayment rate |   | 0.0% - 30.0% |   | 15.0% |
|                                  |   |   |   |   |   | Constant default rate |   | 1.6% - 4.9% |   | 3.3% |
| Preferred equity securities           |   | 749 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 2.3x - 22.0x |   | 13.0x |
| Ivy Hill Asset Management, L.P.       |   | 691 |  |   | Discounted cash flow analysis |   | Discount rate |   | 10.2% - 27.5% |   | 16.4% |
| Other equity securities               |   | 648 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 5.8x - 49.7x |   | 13.1x |
| Total investments                     |   | $ | 14,328 |  |   |   |   |   |   |   |   |   |

|                                       |
|---------------------------------------|
|                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                  |   | As of December 31, 2019 |
|                                  |   |   |   |   |   | Unobservable Input |
| Asset Category                   |   | Fair Value |   | Primary Valuation Techniques |   | Input |   | Estimated Range |   | Weighted Average |
| First lien senior secured loans       |   | $ | 6,324 |  |   | Yield analysis |   | Market yield |   | 3.5% - 17.5% |   | 8.5 | % |
| Second lien senior secured loans      |   | 4,334 |  |   | Yield analysis |   | Market yield |   | 8.9% - 25.0% |   | 11.3 | % |
| Subordinated certificates of the SDLP |   | 909 |  |   | Discounted cash flow analysis |   | Discount rate |   | 10.5% - 11.5% |   | 11.0 | % |
| Senior subordinated loans             |   | 822 |  |   | Yield analysis |   | Market yield |   | 8.8% - 19.8% |   | 12.5 | % |
| Collateralized loan obligations       |   | 35 |  |   | Discounted cash flow analysis |   | Discount rate |   | 9.4% - 10.2% |   | 9.8 | % |
|                                  |   |   |   |   |   | Constant prepayment rate |   | 10.0% - 30.0% |   | 20.0 | % |
|                                  |   |   |   |   |   | Constant default rate |   | 1.0% - 2.5% |   | 2.0 | % |
| Preferred equity securities           |   | 728 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 3.1x - 23.2x |  | 12.7x |  |
| Ivy Hill Asset Management, L.P.       |   | 521 |  |   | Discounted cash flow analysis |   | Discount rate |   | 12.0% - 20.8% |   | 14.8 | % |
| Other equity securities               |   | 675 |  |   | EV market multiple analysis |   | EBITDA multiple |   | 4.2x - 28.8x |  | 12.2x |  |
| Total investments                     |   | $ | 14,348 |  |   |   |   |   |   |   |   |   |

----

|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                     | Fair Value Measurements Using |
|                                                     | Total |   | Level 1 |   | Level 2 |   | Level 3 |
| Cash and cash equivalents                                | $ | 233 |  |   | $ | 233 |  |   | $ | — |  |   | $ | — |  |
| Restricted cash                                          | $ | 43 |  |   | $ | 43 |  |   | $ | — |  |   | $ | — |  |
| Investments not measured at net asset value              | $ | 14,348 |  |   | $ | 18 |  |   | $ | 2 |  |   | $ | 14,328 |  |
| Investments measured at net asset value (1)              | $ | 10 |  |   |  |  |   |  |  |   |  |  |
|  Total investments                                  | $ | 14,358 |  |   |   |   |   |   |   |
| Derivatives                                              | $ | (2 | ) |   | $ | — |  |   | $ | (2 | ) |   | $ | — |  |
| Unfunded revolving and delayed draw loan commitments (2) | $ | (25 | ) |   | $ | — |  |   | $ | — |  |   | $ | (25 | ) |

|     |                                                                                                                                                                                                                                                                                                                                                                          |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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.  |
|     |                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The fair value of unfunded revolving and delayed draw loan commitments is included in “accounts payable and other liabilities” in the accompanying consolidated balance sheet.  |

|                                                          |
|----------------------------------------------------------|
|                                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                     | Fair Value Measurements Using |
|                                                     | Total |   | Level 1 |   | Level 2 |   | Level 3 |
| Cash and cash equivalents                                | $ | 167 |  |   | $ | 167 |  |   | $ | — |  |   | $ | — |  |
| Restricted cash                                          | $ | 9 |  |   | $ | 9 |  |   | $ | — |  |   | $ | — |  |
| Investments not measured at net asset value              | $ | 14,416 |  |   | $ | 20 |  |   | $ | 48 |  |   | $ | 14,348 |  |
| Investments measured at net asset value (1)              | $ | 10 |  |   |   |   |   |   |   |
|   Total investments                            | $ | 14,426 |  |   |   |   |   |   |   |
| Derivatives                                              | $ | (2 | ) |   | $ | — |  |   | $ | (2 | ) |   | $ | — |  |
| Unfunded revolving and delayed draw loan commitments (2) | $ | (18 | ) |   | $ | — |  |   | $ | — |  |   | $ | (18 | ) |

|     |                                                                                                                                                                                                                                                                                                                                                                          |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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.  |
|     |                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | The fair value of unfunded revolving and delayed draw loan commitments is included in “accounts payable and other liabilities” in the accompanying consolidated balance sheet.  |

----

|                                             |
|---------------------------------------------|
|                                             |  |  |  |
|                                        | As of and For the Three Months Ended September 30, 2020 |
| Balance as of June 30, 2020                 | $ | 13,799 |  |
| Net realized losses                         | (26 | ) |
| Net unrealized gains                        | 309 |  |
| Purchases                                   | 629 |  |
| Sales                                       | (74 | ) |
| Repayments                                  | (379 | ) |
| PIK interest and dividends                  | 68 |  |
| Net accretion of discount on securities     | 2 |  |
| Net transfers in and/or out of Level 3 | — |  |
| Balance as of September 30, 2020       | $ | 14,328 |  |

|                                         |
|-----------------------------------------|
|                                         |  |  |  |
|                                    | As of and For the Nine Months Ended September 30, 2020 |
| Balance as of December 31, 2019         | $ | 14,348 |  |
| Net realized gains                      | 13 |  |
| Net unrealized losses                   | (439 | ) |
| Purchases                               | 3,325 |  |
| Sales                                   | (1,267 | ) |
| Repayments                              | (1,811 | ) |
| PIK interest and dividends              | 153 |  |
| Net accretion of discount on securities | 5 |  |
| Net transfers into Level 3 (1)     | 1 |  |
| Balance as of September 30, 2020   | $ | 14,328 |  |

|     |                                                                                                                                                                                           |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | For the nine months ended September 30, 2020, transfers into Level 3 from Level 2 were as a result of changes in the observability of significant inputs for certain portfolio companies. |

----

|                                         |
|-----------------------------------------|
|                                         |  |  |  |
|                                    | As of and For the Three Months Ended September 30, 2019 |
| Balance as of June 30, 2019             | $ | 12,982 |  |
| Net realized losses                     | (76 | ) |
| Net unrealized gains                    | 11 |  |
| Purchases                               | 2,093 |  |
| Sales                                   | (566 | ) |
| Repayments                              | (618 | ) |
| PIK interest and dividends              | 39 |  |
| Net accretion of discount on securities | 2 |  |
| Net transfers out of Level 3 (1)   | (54 | ) |
| Balance as of September 30, 2019        | $ | 13,813 |  |

|     |                                                                                                                        |
|-----|------------------------------------------------------------------------------------------------------------------------|
| (1) | For the three months ended September 30, 2019, transfers out of Level 3 to Level 1 were as a result of the exchange of |

|                                         |
|-----------------------------------------|
|                                         |  |  |  |
|                                    | As of and For the Nine Months Ended September 30, 2019 |
| Balance as of December 31, 2018         | $ | 12,407 |  |
| Net realized losses                     | (51 | ) |
| Net unrealized losses                   | (53 | ) |
| Purchases                               | 5,276 |  |
| Sales                                   | (1,947 | ) |
| Repayments                              | (1,881 | ) |
| PIK interest and dividends              | 106 |  |
| Net accretion of discount on securities | 10 |  |
| Net transfers out of Level 3 (1)   | (54 | ) |
| Balance as of September 30, 2019        | $ | 13,813 |  |

|     |                                                                                                                       |
|-----|-----------------------------------------------------------------------------------------------------------------------|
| (1) | For the nine months ended September 30, 2019, transfers out of Level 3 to Level 1 were as a result of the exchange of |

----

|                                                                             |
|-----------------------------------------------------------------------------|
|                                                                             |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                        | As of |
|                                                                        | September 30, 2020 |   | December 31, 2019 |
|                                                                        | Carrying value(1) |   | Fair value |   | Carrying value(1) |   | Fair value |
| Revolving Credit Facility                                                   | $ | 849 |  |   | $ | 849 |  |   | $ | 2,250 |  |   | $ | 2,250 |  |
| Revolving Funding Facility                                                  | 663 |  |   | 653 |  |   | 638 |  |   | 638 |  |
| SMBC Funding Facility                                                       | 363 |  |   | 354 |  |   | 301 |  |   | 301 |  |
| 2022 Convertible Notes (principal amount outstanding of $388)               | 381 |  | (2) | 396 |  |   | 377 |  | (2) | 400 |  |
| 2024 Convertible Notes (principal amount outstanding of $403)               | 391 |  | (2) | 417 |  |   | 389 |  | (2) | 430 |  |
| 2022 Notes (principal amount outstanding of $600)                           | 598 |  | (3) | 617 |  |   | 597 |  | (3) | 611 |  |
| 2023 Notes (principal amount outstanding of $750)                           | 747 |  | (4) | 771 |  |   | 746 |  | (4) | 764 |  |
| 2024 Notes (principal amount outstanding of $900)                           | 896 |  | (5) | 937 |  |   | 895 |  | (5) | 947 |  |
| March 2025 Notes (principal amount outstanding of $600)                     | 595 |  | (6) | 623 |  |   | 594 |  | (6) | 630 |  |
| July 2025 Notes (principal amount outstanding of $750 and $0, respectively) | 741 |  | (7) | 744 |  |   | — |  |   | — |  |
| 2026 Notes (principal amount outstanding of $1,150 and $0, respectively)    | 1,141 |  | (8) | 1,172 |  |   | — |  |   | — |  |
| 2047 Notes (principal amount outstanding of $230)                           | 185 |  | (9) | 230 |  |   | 184 |  | (9) | 239 |  |
| Total                                                                       | $ | 7,550 |  | (10) | $ | 7,763 |  |   | $ | 6,971 |  | (10) | $ | 7,210 |  |

|     |                                                                                                                                                                |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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 2022 Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2022 Notes. |
|     |                                                                                                                                                                                        |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | 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. |
|     |                                                                                                                                                                                        |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Represents the aggregate principal amount outstanding of the 2024 Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2024 Notes. |
|     |                                                                                                                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | Represents the aggregate principal amount outstanding of the March 2025 Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the March 2025 Notes. |
|     |                                                                                                                                                                                                  |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Represents the aggregate principal amount outstanding of the July 2025 Notes less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the July 2025 Notes. |
|     |                                                                                                                                                                                            |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | Represents the aggregate principal amount outstanding of the 2026 Notes less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuance of the 2026 Notes. |
|     |                                                                                                                 |
|-----|-----------------------------------------------------------------------------------------------------------------|
| (9) | Represents the aggregate principal amount outstanding of the 2047 Notes less the unaccreted purchased discount. |

----

|      |                                                                                                                                                      |
|------|------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | Total principal amount of debt outstanding totaled $7,646 and $7,060 as of September 30, 2020 and December 31, 2019, respectively. |

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |
|                                         |   | As of |
| Fair Value Measurements Using |   | September 30, 2020 |   | December 31, 2019 |
|  Level 1                                |   | $ | 230 |  |   | $ | 239 |  |
|  Level 2                                |   | 7,533 |  |   | 6,971 |  |
| Total                                        |   | $ | 7,763 |  |   | $ | 7,210 |  |

----

|                                                                                                       |
|-------------------------------------------------------------------------------------------------------|
|                                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                                  | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
|                                                                                                  | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Net increase in stockholders’ equity resulting from operations available to common stockholders | $ | 441 |  |   | $ | 175 |  |   | $ | 106 |  |   | $ | 589 |  |
| Weighted average shares of common stock outstanding—basic and diluted                           | 423 |  |   | 427 |  |   | 425 |  |   | 426 |  |
| Basic and diluted net increase in stockholders’ equity resulting from operations per share      | $ | 1.04 |  |   | $ | 0.41 |  |   | $ | 0.25 |  |   | $ | 1.38 |  |

|                                                                                   |
|-----------------------------------------------------------------------------------|
|                                                                                   |  |  |  |  |  |  |  |  |  |  |  |  |
| Date declared                                                                     |   | Record date |   | Payment date |   | Per shareamount |   | Total amount |
| August 4, 2020                                                                    |   | September 15, 2020 |   | September 30, 2020 |   | $ | 0.40 |  |   | $ | 169 |  |
| May 5, 2020                                                                       |   | June 15, 2020 |   | June 30, 2020 |   | 0.40 |  |   | 169 |  |
| February 12, 2020                                                                 |   | March 16, 2020 |   | March 31, 2020 |   | 0.40 |  |   | 172 |  |
| Total dividends declared and payable for the nine months ended September 30, 2020 |   |   |   |   |   | $ | 1.20 |  |   | $ | 510 |  |
|                                                                              |   |   |   |   |   |   |   |   |
| July 30, 2019                                                                     |   | September 16, 2019 |   | September 30, 2019 |   | $ | 0.40 |  |   | $ | 170 |  |
| February 12, 2019                                                                 |   | September 16, 2019 |   | September 30, 2019 |   | 0.02 |  | (1) | 9 |  |
| April 30, 2019                                                                    |   | June 14, 2019 |   | June 28, 2019 |   | 0.40 |  |   | 170 |  |
| February 12, 2019                                                                 |   | June 14, 2019 |   | June 28, 2019 |   | 0.02 |  | (1) | 9 |  |
| February 12, 2019                                                                 |   | March 15, 2019 |   | March 29, 2019 |   | 0.40 |  |   | 170 |  |
| February 12, 2019                                                                 |   | March 15, 2019 |   | March 29, 2019 |   | 0.02 |  | (1) | 9 |  |
| Total dividends declared and payable for the nine months ended September 30, 2019 |   |   |   |   |   | $ | 1.26 |  |   | $ | 537 |  |

----

|                                                                                                             |
|-------------------------------------------------------------------------------------------------------------|
|                                                                                                             |  |  |  |  |  |  |  |  |
|                                                                                                        | For the Nine Months Ended September 30, |   |
|                                                                                                        | 2020 |   | 2019 |   |
| Shares issued                                                                                               | — |  |   | 0.9 |  |   |
| Average issue price per share                                                                               | $ | — |  |   | $ | 18.31 |  |   |
| Shares purchased by plan agent to satisfy dividends declared and payable during the period for stockholders | 2.1 |  | (1) | 0.5 |  | (2) |
| Average purchase price per share                                                                            | $ | 12.97 |  |   | $ | 17.42 |  |   |

----

|                                                            |
|------------------------------------------------------------|
|                                                            |  |  |  |  |  |  |  |
|                                                       | As of and For the Nine Months Ended September 30, |
| Per Share Data:                                            | 2020 |   | 2019 |
| Net asset value, beginning of period(1)                    | $ | 17.32 |  |   | $ | 17.12 |  |
| Issuances of common stock                                  | — |  |   | 0.01 |  |
| Issuances of convertible notes                             | — |  |   | 0.01 |  |
| Repurchases of common stock                                | 0.11 |  |   | — |  |
| Net investment income for period(2)                        | 1.33 |  |   | 1.46 |  |
| Net realized and unrealized losses for period(2)           | (1.08 | ) |   | (0.08 | ) |
| Net increase in stockholders’ equity                 | 0.36 |  |   | 1.40 |  |
| Total distributions to stockholders(3)                     | (1.20 | ) |   | (1.26 | ) |
| Net asset value at end of period(1)                        | $ | 16.48 |  |   | $ | 17.26 |  |
| Per share market value at end of period                    | $ | 13.95 |  |   | $ | 18.64 |  |
| Total return based on market value(4)                      | (18.77 | )% |   | 27.73 | % |
| Total return based on net asset value(5)                   | 0.09 |  % |   | 8.36 | % |
| Shares outstanding at end of period                        | 423 |  |   | 427 |  |
| Ratio/Supplemental Data:                                   |   |  |   |   |  |
| Net assets at end of period                                | $ | 6,963 |  |   | $ | 7,373 |  |
| Ratio of operating expenses to average net assets(6)(7)    | 9.50 |  % |   | 9.78 | % |
| Ratio of net investment income to average net assets(6)(8) | 10.88 |  % |   | 11.31 | % |
| Portfolio turnover rate(6)                                 | 29 |  % |   | 40 | % |

|     |                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------|
| (1) | The net assets used equals the total stockholders’ equity on the consolidated balance sheet. |
|     |                                        |
|-----|----------------------------------------|
| (2) | Weighted average basic per share data. |
|     |                                                                                               |
|-----|-----------------------------------------------------------------------------------------------|
| (3) | Includes additional dividend of $0.06 per share for the nine months ended September 30, 2019. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | For the nine months ended September 30, 2020, the total return based on market value equaled the decrease of the ending market value at September 30, 2020 of $13.95 per share from the ending market value at December 31, 2019 of $18.65 per share plus the declared and payable dividends of $1.20 per share for the nine months ended September 30, 2020, divided by the market value at December 31, 2019. For the nine months ended September 30, 2019, the total return based on market value equaled the increase of the ending market value at September 30, 2019 of $18.64 per share from the ending market value at December 31, 2018 of $15.58 per share plus the declared and payable dividends of $1.26 per share for the nine months ended September 30, 2019, divided by the market value at December 31, 2018. 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. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | For the nine months ended September 30, 2020, 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 $1.20 per share for the nine months ended September 30, 2020, divided by the beginning net asset value for the period. For the nine months ended September 30, 2019, 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 $1.26 per share for the nine months ended September 30, 2019, 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. |
|     |                                          |
|-----|------------------------------------------|
| (6) | The ratios reflect an annualized amount. |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | For the nine months ended September 30, 2020, the ratio of operating expenses to average net assets consisted of 3.09% of base management fees, 1.32% of income based fees and capital gains incentive fees, 4.52% of the cost of borrowing and 0.57% of other operating expenses. For the nine months ended September 30, 2019, the ratio of operating expenses to average net assets consisted of 2.74% of base management fees, 2.55% of income based fees and capital gains incentive fees, net of the Fee Waiver (3.10% of income based fees and capital gains incentive fees, excluding the Fee Waiver), 3.86% of the cost of borrowing and 0.63% of other operating expenses. |
|     |                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------|
| (8) | The ratio of net investment income to average net assets excludes income taxes related to realized gains and losses. |

----

|         |                                                                                                      |
|---------|------------------------------------------------------------------------------------------------------|
| • | our, or our portfolio companies’, future business, operations, operating results or prospects; |
|         |                                                         |
|---------|---------------------------------------------------------|
| • | the return or impact of current and future investments; |
|         |                                                                                                                                                                                           |
|---------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | the impact of global health epidemics, such as the current novel coronavirus (“COVID-19”) pandemic, on our or our portfolio companies’ business and the global economy; |
|         |                                                                                        |
|---------|----------------------------------------------------------------------------------------|
| • | the impact of a protracted decline in the liquidity of credit markets on our business; |
|         |                                                                                                                    |
|---------|--------------------------------------------------------------------------------------------------------------------|
| • | the impact of the elimination of the London Interbank Offered Rate (“LIBOR”) on our operating results; |
|         |                                                               |
|---------|---------------------------------------------------------------|
| • | the impact of fluctuations in interest rates on our business; |
|         |                                                                                                                                                                                                                                                                                                 |
|---------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | the impact of changes in laws or regulations (including the interpretation thereof), including the Tax Cuts and Jobs Act and the Coronavirus Aid, Relief and Economic Security Act, governing our operations or the operations of our portfolio companies or the operations of our competitors; |
|         |                                                                                                                                                                                                                |
|---------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | the expiration of the Securities and Exchange Commission’s (“the SEC”) exemptive order allowing co-investments with certain other funds managed by the investment adviser or its affiliates; |
|         |                                                                                                              |
|---------|--------------------------------------------------------------------------------------------------------------|
| • | the valuation of our investments in portfolio companies, particularly those having no liquid trading market; |
|         |                                           |
|---------|-------------------------------------------|
| • | 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 United States, 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 our current and prospective portfolio companies and their ability to achieve their objectives; |
|         |                                          |
|---------|------------------------------------------|
| • | our expected financings and investments; |
|         |                                                                      |
|---------|----------------------------------------------------------------------|
| • | our ability to successfully complete and integrate any acquisitions; |
|         |                                           |
|---------|-------------------------------------------|
| • | the outcome and impact of any litigation; |
|         |                                                         |
|---------|---------------------------------------------------------|
| • | 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)                                             | 2020 |   | 2019 |
| New investment commitments(1):                                           |   |  |   |   |  |
| New portfolio companies                                                  | $ | 414 |  |   | $ | 1,274 |  |
| Existing portfolio companies                                             | 292 |  |   | 1,135 |  |
| Total new investment commitments(2)                                      | $ | 706 |  |  | $ | 2,409 |  |
| Less:                                                                    |   |  |   |   |  |
| Investment commitments exited(3)                                         | (352 | ) |   | (1,424 | ) |
| Net investment commitments                                               | $ | 354 |  |   | $ | 985 |  |
| Principal amount of investments funded:                                  |   |  |   |   |  |
| First lien senior secured loans(4)                                       | $ | 589 |  |   | $ | 1,844 |  |
| Second lien senior secured loans                                         | 1 |  |   | 199 |  |
| Subordinated certificates of the SDLP(5)                                 | — |  |   | 1 |  |
| Senior subordinated loans                                                | 1 |  |   | — |  |
| Preferred equity securities                                              | 31 |  |   | 5 |  |
| Other equity securities                                                  | 10 |  |   | 49 |  |
| Total                                                                    | $ | 632 |  |   | $ | 2,098 |  |
| Principal amount of investments sold or repaid:                          |   |  |   |   |  |
| First lien senior secured loans(4)                                       | $ | 332 |  |   | $ | 937 |  |
| Second lien senior secured loans                                         | 125 |  |   | 122 |  |
| Subordinated certificates of the SDLP(5)                                 | 4 |  |   | 101 |  |
| Senior subordinated loans                                                | 9 |  |   | 137 |  |
| Collateralized loan obligations                                          | — |  |   | 1 |  |
| Preferred equity securities                                              | 5 |  |   | 2 |  |
| Other equity securities                                                  | 6 |  |   | 10 |  |
| Total                                                                    | $ | 481 |  |   | $ | 1,310 |  |
| Number of new investment commitments(6)                                  | 24 |  |   | 50 |  |
| Average new investment commitment amount                                 | $ | 29 |  |   | $ | 48 |  |
| Weighted average term for new investment commitments (in months)         | 58 |  |   | 70 |  |
| Percentage of new investment commitments at floating rates               | 90 | % |   | 96 | % |
| Percentage of new investment commitments at fixed rates                  | 7 | % |   | 2 | % |
| Weighted average yield of debt and other income producing securities(7): |   |  |   |   |  |
| Funded during the period at amortized cost                               | 8.1 | % |   | 8.5 | % |
| Funded during the period at fair value(8)                                | 8.2 | % |   | 8.6 | % |
| Exited or repaid during the period at amortized cost                     | 8.2 | % |   | 9.9 | % |
| Exited or repaid during the period at fair value(8)                      | 8.1 | % |   | 9.8 | % |

|     |                                                                                                                                                                                                                                                                                                                                                                 |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | New investment commitments include new agreements to fund revolving loans 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, 2020, for more information on our commitments to fund revolving loans or delayed draw loans. |
|     |                                                                                                                                                                                                        |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Includes both funded and unfunded commitments. Of these new investment commitments, we funded $0.4 billion and $1.8 billion, respectively, for the three months ended September 30, 2020 and 2019. |

----

|     |                                                                                                                                                                                                                                |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Includes both funded and unfunded commitments. For the three months ended September 30, 2020 and 2019, investment commitments exited included exits of unfunded commitments of $39 million and $242 million, respectively. |
|     |                                                                                                                                                                                                                                                |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) |  For the three months ended September 30, 2020, net repayments of first lien secured revolving loans were $153 million. For the three months ended September 30, 2019, net fundings of first lien secured revolving loans were $2 million. |
|     |                                                                                                                                                                                                                               |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | See “Senior Direct Lending Program” below and Note 4 to our consolidated financial statements for the three and nine months ended September 30, 2020 for more information on the SDLP (as defined below). |
|     |                                                                                                                                                                                                                                  |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | 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). |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | “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. |
|     |                                                                                                                |
|-----|----------------------------------------------------------------------------------------------------------------|
| (8) | Represents fair value for investments in the portfolio as of the most recent prior quarter end, if applicable. |

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                     | As of |
|                                     | September 30, 2020 |   | December 31, 2019 |
| (in millions)                            | Amortized Cost |   | Fair Value(1) |   | Amortized Cost |   | Fair Value |
| First lien senior secured loans(2)       | $ | 6,829 |  |   | $ | 6,404 |  |   | $ | 6,606 |  |   | $ | 6,372 |  |
| Second lien senior secured loans         | 4,271 |  |   | 4,017 |  |   | 4,439 |  |   | 4,334 |  |
| Subordinated certificates of the SDLP(3) | 929 |  |   | 929 |  |   | 909 |  |   | 909 |  |
| Senior subordinated loans                | 1,053 |  |   | 1,021 |  |   | 815 |  |   | 822 |  |
| Collateralized loan obligations          | 37 |  |   | 21 |  |   | 40 |  |   | 35 |  |
| Preferred equity securities              | 881 |  |   | 749 |  |   | 815 |  |   | 728 |  |
| Other equity securities                  | 1,090 |  |   | 1,217 |  |   | 1,072 |  |   | 1,226 |  |
| Total                                    | $ | 15,090 |  |   | $ | 14,358 |  |   | $ | 14,696 |  |   | $ | 14,426 |  |

|     |                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | As of September 30, 2020, the fair value of our investments was negatively impacted by the uncertainty surrounding the impact of the COVID-19 pandemic. For more information, see “Results of Operations - Net Unrealized Gains/Losses.” |
|     |                                                                                                                                                                                                                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | First lien senior secured loans include certain loans that we classify as “unitranche” loans. The total amortized cost and fair value of the loans that we classified as “unitranche” loans were $2,165 million and $2,053 million, respectively, as of September 30, 2020, and $1,959 million and $1,885 million, respectively, as of December 31, 2019. |
|     |                                                                                                                                                                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | 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 22 and 23 different borrowers as of September 30, 2020 and December 31, 2019, respectively. |

----

|                                               |
|-----------------------------------------------|
|                                               |  |  |  |  |  |  |  |  |  |  |  |
|                                          | As of |
|                                          | September 30, 2020 |   | December 31, 2019 |
|                                          | Amortized Cost |   | Fair Value |   | Amortized Cost |   | Fair Value |
| Debt and other income producing securities(1) | 9.1 | % |   | 9.4 | % |   | 9.6 | % |   | 9.7 | % |
| Total portfolio(2)                            | 7.8 | % |   | 8.2 | % |   | 8.6 | % |   | 8.7 | % |
| First lien senior secured loans(2)            | 7.5 | % |   | 8.0 | % |   | 7.7 | % |   | 7.9 | % |
| Second lien senior secured loans(2)           | 8.7 | % |   | 9.2 | % |   | 10.2 | % |   | 10.4 | % |
| Subordinated certificates of the SDLP(2)(3)   | 13.3 | % |   | 13.3 | % |   | 14.5 | % |   | 14.5 | % |
| Senior subordinated loans(2)                  | 9.2 | % |   | 9.5 | % |   | 11.4 | % |   | 11.3 | % |
| Collateralized loan obligations               | 12.6 | % |   | 22.1 | % |   | 16.9 | % |   | 18.9 | % |
| Income producing equity securities(2)         | 11.5 | % |   | 11.3 | % |   | 12.5 | % |   | 12.3 | % |

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

----

|                              |
|------------------------------|
|                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                         | As of |
|                         | September 30, 2020 |   | December 31, 2019 |
| (dollar amounts in millions) | Fair Value |   | % |   | Number ofCompanies |   | % |   | Fair Value |   | % |   | Number ofCompanies |   | % |
| Grade 1                      | $ | 220 |  |   | 1.5 | % |   | 27 |  |   | 7.8 | % |   | $ | 92 |  |   | 0.6 | % |   | 19 |  |   | 5.4 | % |
| Grade 2                      | 2,596 |  |   | 18.1 | % |   | 56 |  |   | 16.1 | % |   | 688 |  |   | 4.8 | % |   | 14 |  |   | 4.0 | % |
| Grade 3                      | 10,049 |  |   | 70.0 | % |   | 230 |  |   | 66.3 | % |   | 12,407 |  |   | 86.0 | % |   | 301 |  |   | 85.0 | % |
| Grade 4                      | 1,493 |  |   | 10.4 | % |   | 34 |  |   | 9.8 | % |   | 1,239 |  |   | 8.6 | % |   | 20 |  |   | 5.6 | % |
| Total                        | $ | 14,358 |  |   | 100.0 | % |   | 347 |  |   | 100.0 | % |   | $ | 14,426 |  |   | 100.0 | % |   | 354 |  |   | 100.0 | % |

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |
|                                                             | As of |
| (in millions)                                                    | September 30, 2020 |   | December 31, 2019 |
| Total capital funded to the SDLP(1)                              | $ | 3,911 |  |   | $ | 3,899 |  |
| Total capital funded to the SDLP by the Company(1)               | $ | 929 |  |   | $ | 909 |  |
| Total unfunded capital commitments to the SDLP(2)                | $ | 274 |  |   | $ | 404 |  |
| Total unfunded capital commitments to the SDLP by the Company(2) | $ | 67 |  |   | $ | 94 |  |

----

|                                                              |
|--------------------------------------------------------------|
|                                                              |  |  |  |  |  |  |  |
|                                                         | As of |
| (dollar amounts in millions)                                 | September 30, 2020 |   | December 31, 2019 |
| Total first lien senior secured loans(1)(2)                  | $ | 3,917 |  |   | $ | 3,892 |  |
| Weighted average yield on first lien senior secured loans(3) | 7.0 | % |   | 7.7 | % |
| Largest loan to a single borrower(1)                         | $ | 346 |  |   | $ | 348 |  |
| Total of five largest loans to borrowers(1)                  | $ | 1,460 |  |   | $ | 1,391 |  |
| Number of borrowers in the SDLP                              | 22 |  |   | 23 |  |
| Commitments to fund delayed draw loans (4)                   | $ | 274 |  |   | $ | 404 |  |

|     |                                                                                                                                                                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | First lien senior secured loans include certain loans that the SDLP classifies as “unitranche” loans. As of September 30, 2020 and December 31, 2019, the total principal amount of loans in the SDLP portfolio that the SDLP classified as “unitranche” loans was $3,664 million and $3,643 million, respectively. |
|                                                                                                                                                                             |                                                                                                                                                                                        |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3)                             |  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. |
|     |                                                                                                   |
|-----|---------------------------------------------------------------------------------------------------|
| (4) | As discussed above, these commitments have been approved by the investment committee of the SDLP. |

----

|                                                                               |
|-------------------------------------------------------------------------------|
|                                                                               |  |  |  |  |  |  |  |
|                                                                          | As of |
| (in millions)                                                                 | September 30, 2020 |   | December 31, 2019 |
| Selected Balance Sheet Information:                                           |   |   |   |  |
| Investments at fair value (amortized cost of $3,917 and $3,892, respectively) | $ | 3,763 |  |   | $ | 3,817 |  |
| Other assets                                                                  | 90 |  |   | 91 |  |
| Total assets                                                                  | $ | 3,853 |  |   | $ | 3,908 |  |
|                                                                          |   |   |   |
| Senior notes                                                                  | $ | 2,757 |  |   | $ | 2,769 |  |
| Intermediate funding notes                                                    | 92 |  |   | 92 |  |
| Other liabilities                                                             | 64 |  |   | 63 |  |
| Total liabilities                                                             | 2,913 |  |   | 2,924 |  |
| Subordinated certificates and members’ capital                          | 940 |  |   | 984 |  |
| Total liabilities and members’ capital                                  | $ | 3,853 |  |   | $ | 3,908 |  |

|                                                                  |
|------------------------------------------------------------------|
|                                                                  |  |  |  |  |  |  |  |
|                                                             | For the Nine Months Ended September 30, |
| (in millions)                                                    | 2020 |   | 2019 |
| Selected Statement of Operations Information:                    |   |   |   |  |
| Total interest and other income                                  | $ | 226 |  |   | $ | 217 |  |
| Interest expense                                                 | 89 |  |   | 103 |  |
| Other expenses                                                   | 12 |  |   | 10 |  |
| Total expenses                                                   | 101 |  |   | 113 |  |
| Net investment income                                            | 125 |  |   | 104 |  |
| Net realized and unrealized losses on investments                | (92 | ) |   | (33 | ) |
| Net increase in members’ capital resulting from operations | $ | 33 |  |   | $ | 71 |  |

----

|                                                     |
|-----------------------------------------------------|
|                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (dollar amounts in millions) Portfolio Company |   | Business Description |   | Maturity Date |   | Stated Interest Rate(1) |   | Principal Amount |   | FairValue(2) |
| 42 North Dental, LLC (3)                            |   | Dental services provider |   | 5/2022 |   | 7.3 | % |   | $ | 160.1 |  |   | $ | 150.5 |  |
| ADCS Clinics Intermediate Holdings, LLC (3)         |   | Dermatology practice |   | 5/2022 |   | 6.8 | % |   | 77.2 |  |   | 74.1 |  |
| AEP Holdings, Inc. (3)(4)                           |   | Distributor of non-discretionary, mission-critical aftermarket replacement parts |   | 8/2021 |   | 7.0 | % |   | 157.1 |  |   | 157.1 |  |
| BakeMark Holdings, Inc.                             |   | Manufacturer and distributor of specialty bakery ingredients |   | 8/2023 |   | 6.3 | % |   | 243.4 |  |   | 240.9 |  |
| Center for Autism and Related Disorders, LLC (3)    |   | Autism treatment and services provider specializing in applied behavior analysis therapy |   | 11/2024 |   | 5.5 | % |   | 123.3 |  |   | 114.7 |  |
| Chariot Acquisition, LLC (3)                        |   | Manufacturer of aftermarket golf cart parts and accessories |   | 9/2021 |   | 7.5 | % |   | 97.9 |  |   | 97.9 |  |
| D4C Dental Brands, Inc. (3)(4)                      |   | Dental services provider |   | 12/2022 |   | 8.3 | % |   | 187.9 |  |   | 180.3 |  |
| Emergency Communications Network, LLC (3)           |   | Provider of mission critical emergency mass notification solutions |   | 6/2023 |   | 8.8 | % |   | 218.0 |  |   | 194.0 |  |
| Entertainment Partners Canada ULC (3)(4)            |   | Provider of entertainment workforce and production management solutions |   | 5/2026 |   | 6.0 | % |   | 345.6 |  |   | 324.9 |  |
| Excelligence Learning Corporation (3)               |   | Developer, manufacturer and retailer of educational products |   | 4/2023 |   | 8.0 | % |   | 147.9 |  |   | 119.8 |  |
| FS Squared Holding Corp. (3)(4)                     |   | Provider of on-site vending and micro-market solutions to employers |   | 3/2025 |   | 5.4 | % |   | 180.3 |  |   | 167.7 |  |
| Infogix, Inc. (3)(4)                                |   | Enterprise data analytics and integrity software solutions provider |   | 4/2024 |   | 8.0 | % |   | 124.6 |  |   | 124.6 |  |
| KeyImpact Holdings, Inc. (4)                        |   | Foodservice sales and marketing agency |   | 1/2022 |   | 8.9 | % |   | 73.6 |  |   | 73.6 |  |
| n2y Holding, LLC (3)                                |   | Developer of cloud-based special education platform |   | 11/2026 |   | 7.0 | % |   | 130.3 |  |   | 130.3 |  |
| Nordco Inc. (3)                                     |   | Manufacturer of railroad maintenance-of-way machinery |   | 12/2022 |   | 9.5 | % |   | 106.2 |  |   | 105.2 |  |
| Pegasus Global Enterprise Holdings, LLC (3)(4)      |   | Provider of plant maintenance and scheduling software |   | 5/2025 |   | 6.8 | % |   | 346.2 |  |   | 339.3 |  |
| Penn Detroit Diesel Allison, LLC                    |   | Distributor of aftermarket parts to the heavy-duty truck industry |   | 12/2021 |   | 7.3 | % |   | 71.9 |  |   | 71.2 |  |
| SM Wellness Holdings, Inc. (3)(4)                   |   | Breast cancer screening provider |   | 8/2024 |   | 6.5 | % |   | 244.8 |  |   | 235.0 |  |
| TDG Group Holding Company(3)(4)                     |   | Operator of multiple franchise concepts primarily related to home maintenance or repairs |   | 5/2024 |   | 5.4 | % |   | 244.5 |  |   | 244.5 |  |
| THG Acquisition, LLC (3)                            |   | Multi-line insurance broker |   | 12/2026 |   | 6.8 | % |   | 228.4 |  |   | 228.4 |  |
| Towne Holdings, Inc.                                |   | Parking management and hospitality services provider |   | 5/2022 |   | 9.8 | % |   | 129.3 |  |   | 109.9 |  |
| Woodstream Group, Inc. (3)                          |   | Manufacturer of natural solution pest and animal control products |   | 5/2022 |   | 7.3 | % |   | 278.7 |  |   | 278.7 |  |
|                                                |   |   |   |   |   |   |   | $ | 3,917.2 |  |   | $ | 3,762.6 |  |

|     |                                                                                                                                                                                                                                                                                                                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents the weighted average annual stated interest rate as of September 30, 2020. All stated interest rates are payable in cash, except for portions of the stated interest rates which are payment-in-kind for investments in D4C Dental Brands, Inc., Emergency Communications Network, LLC, Excelligence Learning Corporation, KeyImpact Holdings, Inc., Nordco Inc. and Towne Holdings, Inc. |
|     |                                                                                                                                                                                                                                                                                             |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Represents the fair value in accordance with Accounting Standards Codification 820-10, Fair Value Measurements and Disclosures (“ASC 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 first lien senior secured loan. |
|     |                                               |
|-----|-----------------------------------------------|
| (4) | We hold an equity investment in this company. |

----

|                                                     |
|-----------------------------------------------------|
|                                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| (dollar amounts in millions) Portfolio Company |   | Business Description |   | Maturity Date |   | Stated Interest Rate(1) |   | Principal Amount |   | FairValue(2) |
| 42 North Dental, LLC (3)                            |   | Dental services provider |   | 5/2022 |   | 7.9 | % |   | $ | 152.3 |  |   | $ | 152.3 |  |
| ADCS Clinics Intermediate Holdings, LLC (3)         |   | Dermatology practice |   | 5/2022 |   | 7.7 | % |   | 77.8 |  |   | 77.0 |  |
| AEP Holdings, Inc. (3)(4)                           |   | Distributor of non-discretionary, mission-critical aftermarket replacement parts |   | 8/2021 |   | 7.9 | % |   | 158.3 |  |   | 150.4 |  |
| BakeMark Holdings, Inc.                             |   | Manufacturer and distributor of specialty bakery ingredients |   | 8/2023 |   | 7.2 | % |   | 245.3 |  |   | 245.3 |  |
| Center for Autism and Related Disorders, LLC (3)    |   | Autism treatment and services provider specializing in applied behavior analysis therapy |   | 11/2024 |   | 5.9 | % |   | 117.8 |  |   | 117.8 |  |
| Chariot Acquisition, LLC (3)                        |   | Manufacturer of aftermarket golf cart parts and accessories |   | 9/2021 |   | 8.4 | % |   | 99.7 |  |   | 98.7 |  |
| D4C Dental Brands, Inc. (3)(4)                      |   | Dental services provider |   | 12/2022 |   | 8.2 | % |   | 179.9 |  |   | 179.9 |  |
| Emergency Communications Network, LLC (3)           |   | Provider of mission critical emergency mass notification solutions |   | 6/2023 |   | 8.2 | % |   | 219.2 |  |   | 190.7 |  |
| Entertainment Partners Canada ULC (3)(4)            |   | Provider of entertainment workforce and production management solutions |   | 5/2026 |   | 7.7 | % |   | 348.1 |  |   | 348.1 |  |
| Excelligence Learning Corporation (3)               |   | Developer, manufacturer and retailer of educational products |   | 4/2023 |   | 7.9 | % |   | 145.0 |  |   | 118.9 |  |
| FS Squared Holding Corp. (3)(4)                     |   | Provider of on-site vending and micro-market solutions to employers |   | 3/2025 |   | 7.2 | % |   | 181.7 |  |   | 181.7 |  |
| Infogix, Inc. (3)(4)                                |   | Enterprise data analytics and integrity software solutions provider |   | 4/2024 |   | 8.4 | % |   | 125.5 |  |   | 125.5 |  |
| ISS Compressors Industries, Inc.                    |   | Provider of repairs, refurbishments and services to the broader industrial end user markets |   | 6/2020 |   | 8.9 | % |   | 80.2 |  |   | 79.4 |  |
| KeyImpact Holdings, Inc. (4)                        |   | Foodservice sales and marketing agency |   | 11/2021 |   | 8.0 | % |   | 74.0 |  |   | 74.0 |  |
| n2y Holding, LLC (3)                                |   | Developer of cloud-based special education platform |   | 11/2026 |   | 7.9 | % |   | 131.3 |  |   | 129.9 |  |
| Nordco Inc. (3)                                     |   | Manufacturer of railroad maintenance-of-way machinery |   | 8/2020 |   | 8.4 | % |   | 110.1 |  |   | 106.8 |  |
| Pegasus Global Enterprise Holdings, LLC (3)(4)      |   | Provider of plant maintenance and scheduling software |   | 5/2025 |   | 7.7 | % |   | 270.1 |  |   | 267.5 |  |
| Penn Detroit Diesel Allison, LLC                    |   | Distributor of aftermarket parts to the heavy-duty truck industry |   | 12/2021 |   | 8.2 | % |   | 77.6 |  |   | 77.6 |  |
| SM Wellness Holdings, Inc. (3)(4)                   |   | Breast cancer screening provider |   | 8/2024 |   | 7.4 | % |   | 226.6 |  |   | 226.6 |  |
| TDG Group Holding Company (3)(4)                    |   | Operator of multiple franchise concepts primarily related to home maintenance or repairs |   | 5/2024 |   | 7.4 | % |   | 246.3 |  |   | 246.3 |  |
| THG Acquisition, LLC (3)                            |   | Multi-line insurance broker |   | 12/2026 |   | 7.7 | % |   | 214.8 |  |   | 212.6 |  |
| Towne Holdings, Inc.                                |   | Parking management and hospitality services provider |   | 5/2022 |   | 7.2 | % |   | 130.0 |  |   | 128.7 |  |
| Woodstream Group, Inc. (3)                          |   | Manufacturer of natural solution pest and animal control products |   | 5/2022 |   | 8.2 | % |   | 280.8 |  |   | 280.8 |  |
|                                                |   |   |   |   |   |   |   | $ | 3,892.4 |  |   | $ | 3,816.5 |  |

|     |                                                                                                                                          |
|-----|------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents the weighted average annual stated interest rate as of December 31, 2019. All stated interest rates are payable in cash. |
|     |                                                                                                                                                                                       |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Represents the fair value in accordance with ASC 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 first lien senior secured loan. |
|     |                                               |
|-----|-----------------------------------------------|
| (4) | We hold an equity investment in this company. |

----

|                                                                                       |
|---------------------------------------------------------------------------------------|
|                                                                                       |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                  | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                                                         | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Total investment income                                                               | $ | 352 |  |   | $ | 387 |  |   | $ | 1,071 |  |   | $ | 1,142 |  |
| Total expenses, net of waiver of income based fees                                    | 182 |  |   | 170 |  |   | 494 |  |   | 508 |  |
| Net investment income before income taxes                                             | 170 |  |   | 217 |  |   | 577 |  |   | 634 |  |
| Income tax expense, including excise tax                                              | 4 |  |   | 5 |  |   | 12 |  |   | 13 |  |
| Net investment income                                                                 | 166 |  |   | 212 |  |   | 565 |  |   | 621 |  |
| Net realized gains (losses) on investments, foreign currency and other transactions   | (25 | ) |   | (63 | ) |   | 17 |  |   | 14 |  |
| Net unrealized gains (losses) on investments, foreign currency and other transactions | 300 |  |   | 26 |  |   | (476 | ) |   | (46 | ) |
| Net increase in stockholders’ equity resulting from operations                  | $ | 441 |  |   | $ | 175 |  |   | $ | 106 |  |   | $ | 589 |  |

|                                  |
|----------------------------------|
|                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                             | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                    | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Interest income from investments | $ | 280 |  |   | $ | 299 |  |   | $ | 865 |  |   | $ | 884 |  |
| Capital structuring service fees | 12 |  |   | 41 |  |   | 56 |  |   | 124 |  |
| Dividend income                  | 37 |  |   | 39 |  |   | 109 |  |   | 108 |  |
| Other income                     | 23 |  |   | 8 |  |   | 41 |  |   | 26 |  |
| Total investment income          | $ | 352 |  |   | $ | 387 |  |   | $ | 1,071 |  |   | $ | 1,142 |  |

|                                     |
|-------------------------------------|
|                                     |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                       | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Average size of portfolio           | $ | 14,976 |  |   | $ | 13,827 |  |   | $ | 15,082 |  |   | $ | 13,447 |  |
| Weighted average yield on portfolio | 7.9 | % |   | 9.1 | % |   | 8.1 | % |   | 9.3 | % |

----

|                                                              |
|--------------------------------------------------------------|
|                                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                         | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                                | 2020 |   | 2019 |   | 2020 |   | 2019 |
| New investment commitments                                   | $ | 706 |  |   | $ | 2,409 |  |   | $ | 2,836 |  |   | $ | 5,668 |  |
| Weighted average capital structuring service fee percentages | 1.8 | % |   | 1.7 | % |   | 2.0 | % |   | 2.2 | % |

|                                    |
|------------------------------------|
|                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                               | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                      | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Dividend income received from IHAM | $ | 19 |  |   | $ | 18 |  |   | $ | 54 |  |   | $ | 50 |  |
| Recurring dividends                | 17 |  |   | 18 |  |   | 53 |  |   | 51 |  |
| Non-recurring dividends            | 1 |  |   | 3 |  |   | 2 |  |   | 7 |  |
| Total dividend income              | $ | 37 |  |   | $ | 39 |  |   | $ | 109 |  |   | $ | 108 |  |

|                                                    |
|----------------------------------------------------|
|                                                    |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                               | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                      | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Interest and credit facility fees                  | $ | 77 |  |   | $ | 76 |  |   | $ | 235 |  |   | $ | 212 |  |
| Base management fees                               | 53 |  |   | 52 |  |   | 161 |  |   | 151 |  |
| Income based fees                                  | 42 |  |   | 49 |  |   | 127 |  |   | 146 |  |
| Capital gains incentive fees(1)                    | — |  |   | (8 | ) |   | (58 | ) |   | (7 | ) |
| Administrative fees                                | 3 |  |   | 4 |  |   | 10 |  |   | 11 |  |
| Other general and administrative                   | 7 |  |   | 7 |  |   | 19 |  |   | 25 |  |
| Total expenses                                     | 182 |  |   | 180 |  |   | 494 |  |   | 538 |  |
| Waiver of income based fees                        | — |  |   | (10 | ) |   | — |  |   | (30 | ) |
| Total expenses, net of waiver of income based fees | $ | 182 |  |   | $ | 170 |  |   | $ | 494 |  |   | $ | 508 |  |

|     |                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------|
| (1) | Calculated in accordance with U.S. generally accepted accounting principles (”GAAP”) as discussed below. |

----

|                                            |
|--------------------------------------------|
|                                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                       | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                              | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Stated interest expense                    | $ | 64 |  |   | $ | 65 |  |   | $ | 203 |  |   | $ | 185 |  |
| Credit facility fees                       | 4 |  |   | 4 |  |   | 10 |  |   | 8 |  |
| Amortization of debt issuance costs        | 7 |  |   | 5 |  |   | 16 |  |   | 13 |  |
| Net accretion of discount on notes payable | 2 |  |   | 2 |  |   | 6 |  |   | 6 |  |
| Total interest and credit facility fees    | $ | 77 |  |   | $ | 76 |  |   | $ | 235 |  |   | $ | 212 |  |

|                                               |
|-----------------------------------------------|
|                                               |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                          | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                 | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Average debt outstanding                      | $ | 7,495 |  |   | $ | 6,387 |  |   | $ | 7,635 |  |   | $ | 5,989 |  |
| Weighted average stated interest rate on debt | 3.5 | % |   | 4.2 | % |   | 3.5 | % |   | 4.1 | % |

----

----

|                                                  |
|--------------------------------------------------|
|                                                  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                             | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                    | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Sales, repayments or exits of investments(1)     | $ | 448 |  |   | $ | 1,190 |  |   | $ | 3,124 |  |   | $ | 3,828 |  |
| Net realized gains on investments:               |   |   |   |   |   |   |   |
| Gross realized gains                             | 9 |  |   | 25 |  |   | 87 |  |   | 57 |  |
| Gross realized losses                            | (32 | ) |   | (99 | ) |   | (65 | ) |   | (106 | ) |
| Total net realized gains (losses) on investments | $ | (23 | ) |   | $ | (74 | ) |   | $ | 22 |  |   | $ | (49 | ) |

|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Includes $19 million and $798 million of loans sold to IHAM and certain vehicles managed by IHAM during the three and nine months ended September 30, 2020, respectively, and $109 million and $876 million during the comparable periods in 2019, respectively. Net realized losses of $0 million and $21 million were recognized on these transactions with IHAM during the three and nine months ended September 30, 2020, respectively. Net realized losses of $0 million and $2 million were recognized on these transactions with IHAM during the three and nine months ended September 30, 2019, respectively. See Note 4 to our consolidated financial statements for the three and nine months ended September 30, 2020 for more information on IHAM and its managed vehicles. |

|                                |
|--------------------------------|
|                                |  |  |  |  |
| (in millions)Portfolio Company |   | Net Realized Gains (Losses) |
| Nodality, Inc.                 |   | $ | (12 | ) |
| Other, net                     |   | (11 | ) |
| Total                          |   | $ | (23 | ) |

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |
| (in millions)Portfolio Company                              |   | Net Realized Gains (Losses) |
| Soil Safe, Inc. and Soil Safe Acquisition Corp.             |   | $ | 13 |  |
| New Trident Holdcorp, Inc. and Trident Holding Company, LLC |   | (96 | ) |
| Other, net                                                  |   | 9 |  |
| Total                                                       |   | $ | (74 | ) |

|                                |
|--------------------------------|
|                                |  |  |  |  |
| (in millions)Portfolio Company |   | Net Realized Gains (Losses) |
| UL Holding Co., LLC            |   | $ | 21 |  |
| PERC Holdings 1 LLC            |   | 16 |  |
| Dynatrace, Inc.                |   | 11 |  |
| Nodality, Inc.                 |   | (12 | ) |
| Other, net                     |   | (14 | ) |
| Total                          |   | $ | 22 |  |

----

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |
| (in millions)Portfolio Company                              |   | Net Realized Gains (Losses) |
| Soil Safe, Inc. and Soil Safe Acquisition Corp.             |   | $ | 13 |  |
| New Trident Holdcorp, Inc. and Trident Holding Company, LLC |   | (96 | ) |
| Other, net                                                  |   | 34 |  |
| Total                                                       |   | $ | (49 | ) |

|                                                                                                |
|------------------------------------------------------------------------------------------------|
|                                                                                                |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                                                                                           | For the Three Months Ended September 30, |   | For the Nine Months Ended September 30, |
| (in millions)                                                                                  | 2020 |   | 2019 |   | 2020 |   | 2019 |
| Unrealized appreciation                                                                        | $ | 375 |  |   | $ | 82 |  |   | $ | 271 |  |   | $ | 116 |  |
| Unrealized depreciation                                                                        | (104 | ) |   | (139 | ) |   | (783 | ) |   | (256 | ) |
| Net unrealized (appreciation) depreciation reversed related to net realized gains or losses(1) | 35 |  |   | 81 |  |   | 36 |  |   | 101 |  |
| Total net unrealized gains (losses) on investments                                             | $ | 306 |  |   | $ | 24 |  |   | $ | (476 | ) |   | $ | (39 | ) |

|     |                                                                                                                                                                                                                      |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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) |
| Singer Sewing Company                       |   | $ | 70 |  |
| Senior Direct Lending Program, LLC          |   | 46 |  |
| Ivy Hill Asset Management, L.P.             |   | 23 |  |
| Evolent Health LLC and Evolent Health, Inc. |   | 12 |  |
| Production Resource Group, L.L.C.           |   | (16 | ) |
| OTG Management, LLC                         |   | (22 | ) |
| Other, net                                  |   | 158 |  |
| Total                                       |   | $ | 271 |  |

|                                          |
|------------------------------------------|
|                                          |  |  |  |  |
| (in millions)Portfolio Company |   | Net Unrealized Appreciation (Depreciation) |
| Dynatrace, Inc.                          |   | $ | 13 |  |
| Ivy Hill Asset Management, L.P.          |   | (19 | ) |
| Other, net                               |   | (51 | ) |
| Total                                    |   | $ | (57 | ) |

----

|                                                             |
|-------------------------------------------------------------|
|                                                             |  |  |  |  |
| (in millions)Portfolio Company                    |   | Net Unrealized Appreciation (Depreciation) |
| Singer Sewing Company                                       |   | $ | 107 |  |
| Teasdale Foods, Inc. and Familia Group Holdings Inc.        |   | 12 |  |
| Absolute Dental Group LLC and Absolute Dental Equity, LLC   |   | 11 |  |
| Evolent Health LLC and Evolent Health, Inc.                 |   | 10 |  |
| Murchison Oil and Gas, LLC and Murchison Holdings, LLC      |   | (10 | ) |
| Olympia Acquisition, Inc. and Olympia TopCo, L.P.           |   | (10 | ) |
| PERC Holdings 1 LLC                                         |   | (10 | ) |
| MW Dental Holding Corp.                                     |   | (11 | ) |
| Cipriani USA, Inc.                                          |   | (12 | ) |
| FWR Holding Corporation                                     |   | (12 | ) |
| Alcami Corporation and ACM Holdings I, LLC                  |   | (12 | ) |
| Cheyenne Petroleum Company Limited Partnership              |   | (13 | ) |
| Sundance Energy, Inc.                                       |   | (14 | ) |
| Implus Footcare, LLC                                        |   | (14 | ) |
| Birch Permian, LLC                                          |   | (19 | ) |
| Varsity Brands Holding Co., Inc.                            |   | (20 | ) |
| Centric Brands Inc.                                         |   | (21 | ) |
| Penn Virginia Holding Corp.                                 |   | (23 | ) |
| Garden Fresh Restaurant Corp.                               |   | (24 | ) |
| Microstar Logistics LLC                                     |   | (25 | ) |
| VPROP Operating, LLC and Vista Proppants and Logistics, LLC |   | (50 | ) |
| Production Resource Group, L.L.C.                           |   | (56 | ) |
| OTG Management, LLC                                         |   | (107 | ) |
| Other, net                                                  |   | (189 | ) |
| Total                                                       |   | $ | (512 | ) |

|                                                                   |
|-------------------------------------------------------------------|
|                                                                   |  |  |  |  |
| (in millions)Portfolio Company                                    |   | Net Unrealized Appreciation (Depreciation) |
| Dynatrace, Inc.                                                   |   | $ | 13 |  |
| Instituto de Banca y Comercio, Inc. & Leeds IV Advisors, Inc. |   | 12 |  |
| Alcami Corporation                                                |   | (13 | ) |
| Ivy Hill Asset Management, L.P.                                   |   | (13 | ) |
| ADG, LLC and RC IV GEDC Investor LLC                              |   | (13 | ) |
| Indra Holdings Corp.                                              |   | (19 | ) |
| Other, net                                                        |   | (107 | ) |
| Total                                                             |   | $ | (140 | ) |

----

----

|                            |
|----------------------------|
|                            |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|                       | As of |   |
|                       | September 30, 2020 |   | December 31, 2019 |   |
| (in millions)              | TotalAggregatePrincipalAmountAvailable/Outstanding(1) |   | Principal Amount Outstanding |   | CarryingValue |   | TotalAggregatePrincipalAmountAvailable/Outstanding(1) |   | Principal Amount Outstanding |   | CarryingValue |   |
| Revolving Credit Facility  | $ | 3,617 |  | (2) | $ | 849 |  |   | $ | 849 |  |   | $ | 3,365 |  |   | $ | 2,250 |  |   | $ | 2,250 |  |   |
| Revolving Funding Facility | 1,525 |  |   | 663 |  |   | 663 |  |   | 1,275 |  |   | 638 |  |   | 638 |  |   |
| SMBC Funding Facility      | 725 |  | (3) | 363 |  |   | 363 |  |   | 650 |  |   | 301 |  |   | 301 |  |   |
| BNP Funding Facility       | 300 |  |   | — |  |   | — |  |   | — |  |   | — |  |   | — |  |   |
| 2022 Convertible Notes     | 388 |  |   | 388 |  |   | 381 |  | (4) | 388 |  |   | 388 |  |   | 377 |  | (4) |
| 2024 Convertible Notes     | 403 |  |   | 403 |  |   | 391 |  | (4) | 403 |  |   | 403 |  |   | 389 |  | (4) |
| 2022 Notes                 | 600 |  |   | 600 |  |   | 598 |  | (5) | 600 |  |   | 600 |  |   | 597 |  | (5) |
| 2023 Notes                 | 750 |  |   | 750 |  |   | 747 |  | (6) | 750 |  |   | 750 |  |   | 746 |  | (6) |
| 2024 Notes                 | 900 |  |   | 900 |  |   | 896 |  | (7) | 900 |  |   | 900 |  |   | 895 |  | (7) |
| March 2025 Notes           | 600 |  |   | 600 |  |   | 595 |  | (8) | 600 |  |   | 600 |  |   | 594 |  | (8) |
| July 2025 Notes            | 750 |  |   | 750 |  |   | 741 |  | (9) | — |  |   | — |  |   | — |  |   |
| 2026 Notes                 | 1,150 |  |   | 1,150 |  |   | 1,141 |  | (10) | — |  |   | — |  |   | — |  | (10) |
| 2047 Notes                 | 230 |  |   | 230 |  |   | 185 |  | (11) | 230 |  |   | 230 |  |   | 184 |  | (11) |
| Total                      | $ | 11,938 |  |   | $ | 7,646 |  |   | $ | 7,550 |  |   | $ | 9,161 |  |   | $ | 7,060 |  |   | $ | 6,971 |  |   |

|     |                                                                                                                                                                                                                                                                                                                          |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Represents the total aggregate amount committed or outstanding, as applicable, under such instrument. Borrowings under the committed Revolving Credit Facility, Revolving Funding Facility, SMBC Funding Facility and BNP Funding Facility (each as defined below) are subject to borrowing base and other restrictions. |
|     |                                                                                                                                                                                    |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (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 $5.4 billion. |
|     |                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Provides for a feature that allows ACJB (as defined below), under certain circumstances, to increase the size of the SMBC Funding Facility (as defined below) to a maximum of $1.0 billion. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Represents the aggregate principal amount outstanding of the Convertible Unsecured Notes (as defined below). As of September 30, 2020, the total unamortized debt issuance costs and the unaccreted discount for the 2022 Convertible Notes and the 2024 Convertible Notes (each as defined below) were $7 million and $12 million, respectively. As of December 31, 2019, the total unamortized debt issuance costs and the unaccreted discount for the 2022 Convertible Notes and the 2024 Convertible Notes were $11 million and $14 million, respectively.   |
|     |                                                                                                                                                                                                                                                                                                                                                                                            |
|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Represents the aggregate principal amount outstanding of the 2022 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2022 Notes. As of September 30, 2020 and December 31, 2019, the total unamortized debt issuance costs and unaccreted discount was $2 million and $3 million, respectively.  |
|     |                                                                                                                                                                                                                                                                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (6) | 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, 2020 and December 31, 2019, the total unamortized debt issuance costs and unaccreted discount was $3 million and $4 million, respectively. |

----

|     |                                                                                                                                                                                                                                                                                                                                                                                                         |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Represents the aggregate principal amount outstanding of the 2024 Notes (as defined below), less unamortized debt issuance costs and the net unaccreted discount recorded upon the issuance of the 2024 Notes. As of September 30, 2020 and December 31, 2019, the total unamortized debt issuance costs and net unaccreted discount was $4 million and $5 million, respectively. |
|     |                                                                                                                                                                                                                                                                                                                                                                                                   |
|-----|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (8) | Represents the aggregate principal amount outstanding of the March 2025 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the March 2025 Notes. As of September 30, 2020 and December 31, 2019, the total unamortized debt issuance costs and unaccreted discount was $5 million and $6 million, respectively. |
|     |                                                                                                                                                                                                                                                                                                                                               |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (9) | Represents the aggregate principal amount outstanding of the July 2025 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the July 2025 Notes. As of September 30, 2020, the total unamortized debt issuance costs and unaccreted discount was $9 million. |
|      |                                                                                                                                                                                                                                                                                                                                         |
|------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (10) | Represents the aggregate principal amount outstanding of the 2026 Notes (as defined below), less unamortized debt issuance costs and the unaccreted discount recorded upon the issuance of the 2026 Notes. As of September 30, 2020, the total unamortized debt issuance costs and net unaccreted discount was $9 million. |
|      |                                                                                                                                                                                                                                                                                                                                                                                      |
|------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (11) | Represents the aggregate principal amount outstanding of the 2047 Notes (as defined below), less unamortized debt issuance costs and unaccreted discount recorded as part of the Allied Acquisition (as defined below). As of September 30, 2020 and December 31, 2019, the total unaccreted purchased discount was $45 million and $46 million, respectively.  |

----

----

|                                                                      |
|----------------------------------------------------------------------|
|                                                                      |  |  |  |  |  |  |  |  |  |
|                                                                 | 2022 Convertible Notes |   |   | 2024 Convertible Notes |   |
| Conversion premium                                                   | 15.0 |  | % |   | 15.0 |  | % |
| Closing stock price at issuance                                      | $ | 16.86 |  |   |   | $ | 17.29 |  |   |
| Closing stock price date                                             | January 23, 2017 |  |   |   | March 5, 2019 |  |   |
| Conversion price(1)                                                  | $ | 19.11 |  |   |   | $ | 19.88 |  |   |
| Conversion rate (shares per one thousand dollar principal amount)(1) | 52.3163 |  |   |   | 50.2930 |  |   |
| Conversion dates                                                     | August 1, 2021 |  |   |   | December 1, 2023 |  |   |

|           |                                                                                                                                                                                                              |
|-----------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1)  |  Represents conversion price and conversion rate, as applicable, as of September 30, 2020, taking into account any applicable de minimis adjustments that will be made on the conversion date. |

----

|                                                                                    |
|------------------------------------------------------------------------------------|
|                                                                                    |  |  |  |  |  |  |  |
|                                                                               | As of |
| (in millions)                                                                      | September 30, 2020 |   | December 31, 2019 |
| Total revolving and delayed draw loan commitments                                  | $ | 2,002 |  |   | $ | 2,009 |  |
| Less: funded commitments                                                           | (534 | ) |   | (460 | ) |
| Total unfunded commitments                                                         | 1,468 |  |   | 1,549 |  |
| Less: commitments substantially at our discretion                                  | (18 | ) |   | (6 | ) |
| Less: unavailable commitments due to borrowing base or other covenant restrictions | (116 | ) |   | — |  |
| Total net adjusted unfunded revolving and delayed draw loan commitments            | $ | 1,334 |  |   | $ | 1,543 |  |

----

|                                                               |
|---------------------------------------------------------------|
|                                                               |  |  |  |  |  |  |  |
|                                                          | As of |
| (in millions)                                                 | September 30, 2020 |   | December 31, 2019 |
| Total private equity commitments                              | $ | 108 |  |   | $ | 110 |  |
| Less: funded private equity commitments                       | (65 | ) |   | (62 | ) |
| Total unfunded private equity commitments                     | 43 |  |   | 48 |  |
| Less: private equity commitments substantially our discretion | (43 | ) |   | (48 | ) |
| Total net adjusted unfunded private equity commitments        | $ | — |  |   | $ | — |  |

----

----

|         |                                                                                                                                                                                                                                     |
|---------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Our 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 our portfolio management team. |
|         |                                                                                                                                                                                                            |
|---------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Preliminary valuations are reviewed and discussed with our investment adviser’s management and investment professionals, and then valuation recommendations are presented to our board of directors. |
|         |                                                                                                                                                                                                                                                       |
|---------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | The audit committee of our 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 our portfolio at fair value. |
|         |                                                                                                                                                                                                                                                                                                                                              |
|---------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| • | Our board of directors discusses valuations and ultimately determines the fair value of each investment in our portfolio without a readily available market quotation in good faith based on, among other things, the input of our investment adviser, audit committee and, where applicable, independent third‐party valuation firms. |
|         |                                                                                                                                            |
|---------|--------------------------------------------------------------------------------------------------------------------------------------------|
| • | Level 1 - Valuations based on quoted prices in active markets for identical assets or liabilities that we have 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. |

----

----

----

|                                                |
|------------------------------------------------|
|                                                |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Basis Point Change |   | InterestIncome |   | InterestExpense(1) |   | NetIncome(2) |
| Up 300 basis points                            |   | $ | 355 |  |   | $ | 44 |  |   | $ | 311 |  |
| Up 200 basis points                            |   | $ | 232 |  |   | $ | 30 |  |   | $ | 202 |  |
| Up 100 basis points                            |   | $ | 109 |  |   | $ | 15 |  |   | $ | 94 |  |
| Down 100 basis points                          |   | $ | 1 |  |   | $ | (2 | ) |   | $ | 3 |  |
| Down 200 basis points                          |   | $ | 1 |  |   | $ | (2 | ) |   | $ | 3 |  |
| Down 300 basis points                          |   | $ | 1 |  |   | $ | (2 | ) |   | $ | 3 |  |

|     |                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------|
| (1) | Includes the impact of the interest rate swap (discussed above) as a result of changes in interest rates. |
|     |                                                                                                                                                                                                             |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Excludes the impact of income based fees. See Note 3 to our consolidated financial statements for the three and nine months ended September 30, 2020 for more information on the income based fees. |

|                                           |
|-------------------------------------------|
|                                           |  |  |  |  |  |  |  |  |  |  |  |  |
| (in millions)Basis Point Change |   | InterestIncome |   | InterestExpense(1) |   | NetIncome(2) |
| Up 300 basis points                       |   | $ | 372 |  |   | $ | 84 |  |   | $ | 288 |  |
| Up 200 basis points                       |   | $ | 248 |  |   | $ | 56 |  |   | $ | 192 |  |
| Up 100 basis points                       |   | $ | 124 |  |   | $ | 28 |  |   | $ | 96 |  |
| Down 100 basis points                     |   | $ | (106 | ) |   | $ | (28 | ) |   | $ | (78 | ) |
| Down 200 basis points                     |   | $ | (107 | ) |   | $ | (50 | ) |   | $ | (57 | ) |
| Down 300 basis points                     |   | $ | (107 | ) |   | $ | (50 | ) |   | $ | (57 | ) |

|     |                                                                                                           |
|-----|-----------------------------------------------------------------------------------------------------------|
| (1) | Includes the impact of the interest rate swap (discussed above) as a result of changes in interest rates. |
|     |                                                                                                                                                                                                             |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Excludes the impact of income based fees. See Note 3 to our consolidated financial statements for the three and nine months ended September 30, 2020 for more information on the income based fees. |

----

----

----

|                                              |
|----------------------------------------------|
|                                              |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| 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 |
| July 1, 2020 through July 31, 2020           |   | 619,685 |  |   | $ | 14.71 |  |   | — |  |   | $ | — |  |
| August 1, 2020  through August 31, 2020      |   | — |  |   | — |  |   | — |  |   | — |  |
| September 1, 2020 through September 30, 2020 |   | — |  |   | — |  |   | — |  |   | — |  |
| Total                                        |   | 619,685 |  |   | $ | 14.71 |  |   | — |  |   | $ | — |  |

----

|                |
|----------------|
|                |  |  |
| Exhibit Number |   | Description |
| 3.1            |   | Articles of Amendment and Restatement, as amended* |
| 3.2            |   | Third Amended and Restated Bylaws, as amended(1) |
| 4.1            |   | Twelfth Supplemental Indenture, dated as of July 15, 2020, relating to the 3.875% Notes due 2026, between the Company and U.S. Bank National Association, as trustee(2) |
| 4.2            |   | Form of 3.875% Notes due 2026(2) |
| 10.1           |   | Equity Distribution Agreement, dated as of August 10, 2020, among Ares Capital Corporation, Ares Capital Management LLC, Ares Operations LLC and Regions Securities LLC(3) |
| 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 3.2 to the Company’s Form 10-K (File No. 814-00663) for the year ended December 31, 2018, filed on February 12, 2019. |
|     |                                                                                                                                                                |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (2) | 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 July 15, 2020. |
|     |                                                                                                                                                      |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Incorporated by reference to Exhibit 10.1 to the Company’s Form 8‐K (File No. 814‐00663), filed on August 10, 2020. |

----

|                        |
|------------------------|
|                        |  |  |
|                   | ARES CAPITAL CORPORATION |
|                   |   |
|                   |   |   |
| Date: October 27, 2020 | By | /s/ R. KIPP DEVEER |
|                   |   | R. Kipp deVeerChief Executive Officer |
|                   |   |   |
| Date: October 27, 2020 | By | /s/ PENNI F. ROLL |
|                   |   | Penni F. RollChief Financial Officer |
|                   |   |   |
| Date: October 27, 2020 | By | /s/ SCOTT C. LEM |
|                   |   | Scott C. Lem Chief Accounting Officer, Vice President and Treasurer |