CONSOLIDATED SCHEDULE OF INVESTMENTS - USD ($) $ in Thousands |
Jun. 30, 2025 |
Dec. 31, 2024 |
Jun. 30, 2024 |
Dec. 31, 2023 |
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.32%
|
|
|
|
Amortized Cost |
|
$ 414,808
|
[2] |
$ 495,797
|
[3],[4] |
|
|
Fair Value |
|
$ 367,700
|
[2],[5] |
$ 457,048
|
[3],[4],[6] |
|
|
% of Net Assets |
|
204.70%
|
[2],[7] |
238.30%
|
[3],[4],[8] |
|
|
Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 285,753
|
|
$ 372,074
|
|
|
|
Fair Value |
|
270,091
|
|
357,994
|
|
|
|
Unitranche secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
2,163
|
|
3,835
|
|
|
|
Fair Value |
|
2,183
|
|
3,862
|
|
|
|
Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
41,810
|
|
35,771
|
|
|
|
Fair Value |
|
31,679
|
|
29,634
|
|
|
|
Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
42,432
|
|
41,467
|
|
|
|
Fair Value |
|
33,590
|
|
32,828
|
|
|
|
Non-controlled/non-affiliate company investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
280,448
|
[2],[9],[10],[11] |
357,943
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 261,164
|
[2],[5],[9],[10],[11] |
$ 343,835
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
145.40%
|
[2],[7],[9],[10],[11] |
179.20%
|
[3],[8],[12],[13],[14] |
|
|
Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 248,361
|
[2] |
$ 334,695
|
[3] |
|
|
Amortized Cost |
|
218,448
|
[2] |
299,917
|
[3] |
|
|
Fair Value |
|
$ 215,260
|
[2],[5] |
$ 297,919
|
[3],[6] |
|
|
% of Net Assets |
|
120.10%
|
[2],[7] |
155.50%
|
[3],[8] |
|
|
Non-controlled/non-affiliate company investments | Unitranche secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 2,185
|
[2],[15] |
$ 3,865
|
[3],[16] |
|
|
Amortized Cost |
|
2,163
|
[2],[15] |
3,835
|
[3],[16] |
|
|
Fair Value |
|
$ 2,183
|
[2],[5],[15] |
$ 3,862
|
[3],[6],[16] |
|
|
% of Net Assets |
|
1.30%
|
[2],[7],[15] |
2.00%
|
[3],[8],[16] |
|
|
Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 34,284
|
[2] |
$ 29,051
|
[3] |
|
|
Amortized Cost |
|
33,850
|
[2] |
28,626
|
[3] |
|
|
Fair Value |
|
$ 23,974
|
[2],[5] |
$ 22,746
|
[3],[6] |
|
|
% of Net Assets |
|
13.30%
|
[2],[7] |
11.90%
|
[3],[8] |
|
|
Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 25,987
|
[2],[9],[10],[11] |
$ 25,565
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 19,747
|
[2],[5],[9],[10],[11] |
$ 19,308
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
10.70%
|
[2],[7],[9],[10],[11] |
9.80%
|
[3],[8],[12],[13],[14] |
|
|
Non-controlled affiliate company investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 91,710
|
[2],[10],[11],[17] |
$ 95,204
|
[3],[13],[14],[18] |
|
|
Fair Value |
|
$ 76,379
|
[2],[5],[10],[11],[17] |
$ 80,483
|
[3],[6],[13],[14],[18] |
$ 84,468
|
$ 83,541
|
% of Net Assets |
|
42.50%
|
[2],[7],[10],[11],[17] |
42.00%
|
[3],[8],[13],[14],[18] |
|
|
Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 70,390
|
[2],[17] |
$ 76,429
|
[3],[18] |
|
|
Amortized Cost |
|
67,305
|
[2],[17] |
72,157
|
[3],[18] |
|
|
Fair Value |
|
$ 54,831
|
[2],[5],[17] |
$ 60,075
|
[3],[6],[18] |
|
|
% of Net Assets |
|
30.50%
|
[2],[7],[17] |
31.30%
|
[3],[8],[18] |
|
|
Non-controlled affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 8,775
|
[2],[17] |
$ 8,775
|
[3],[18] |
|
|
Amortized Cost |
|
7,960
|
[2],[17] |
7,145
|
[3],[18] |
|
|
Fair Value |
|
$ 7,705
|
[2],[5],[17] |
$ 6,888
|
[3],[6],[18] |
|
|
% of Net Assets |
|
4.30%
|
[2],[7],[17] |
3.60%
|
[3],[8],[18] |
|
|
Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 16,445
|
[2],[10],[11],[17] |
$ 15,902
|
[3],[13],[14],[18] |
|
|
Fair Value |
|
$ 13,843
|
[2],[5],[10],[11],[17] |
$ 13,520
|
[3],[6],[13],[14],[18] |
|
|
% of Net Assets |
|
7.70%
|
[2],[7],[10],[11],[17] |
7.10%
|
[3],[8],[13],[14],[18] |
|
|
Controlled affiliate company investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 42,650
|
[2],[19] |
$ 42,650
|
[3],[4] |
|
|
Fair Value |
|
$ 30,157
|
[2],[5],[19] |
$ 32,730
|
[3],[4],[6] |
33,098
|
33,122
|
% of Net Assets |
|
16.80%
|
[2],[7],[19] |
17.10%
|
[3],[4],[8] |
|
|
Controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 42,650
|
[2],[19] |
$ 42,650
|
[3],[4] |
|
|
Fair Value |
|
$ 30,157
|
[2],[5],[19] |
$ 32,730
|
[3],[4],[6] |
|
|
% of Net Assets |
|
16.80%
|
[2],[7],[19] |
17.10%
|
[3],[4],[8] |
|
|
Automotive |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 20,244
|
|
$ 20,188
|
|
|
|
Fair Value |
|
16,436
|
|
16,267
|
|
|
|
Automotive | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
18,649
|
[2] |
18,727
|
[3] |
|
|
Amortized Cost |
|
15,837
|
[2] |
15,781
|
[3] |
|
|
Fair Value |
|
$ 15,728
|
[2],[5] |
$ 15,687
|
[3],[6] |
|
|
% of Net Assets |
|
8.90%
|
[2],[7] |
8.10%
|
[3],[8] |
|
|
Automotive | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 4,375
|
[2] |
$ 4,375
|
[3] |
|
|
Amortized Cost |
|
4,048
|
[2] |
4,048
|
[3] |
|
|
Fair Value |
|
$ 529
|
[2],[5] |
$ 458
|
[3],[6] |
|
|
% of Net Assets |
|
0.30%
|
[2],[7] |
0.20%
|
[3],[8] |
|
|
Automotive | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 359
|
[2],[9],[10],[11] |
$ 359
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 179
|
[2],[5],[9],[10],[11] |
$ 122
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.10%
|
[2],[7],[9],[10],[11] |
0.10%
|
[3],[8],[12],[13],[14] |
|
|
Banking |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 11,647
|
|
$ 11,689
|
|
|
|
Fair Value |
|
6,931
|
|
7,861
|
|
|
|
Banking | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
11,215
|
[2] |
323
|
[1] |
|
|
Amortized Cost |
|
10,684
|
[2] |
223
|
[1] |
|
|
Fair Value |
|
$ 6,931
|
[2],[5] |
$ 223
|
[1],[6] |
|
|
% of Net Assets |
|
3.90%
|
[2],[7] |
0.10%
|
[1],[8] |
|
|
Banking | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 963
|
[2],[9],[10],[11] |
$ 963
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[9],[10],[11] |
$ 0
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.00%
|
[3],[8],[12],[13],[14] |
|
|
Capital Equipment | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 4,858
|
[2] |
$ 4,884
|
[3] |
|
|
Amortized Cost |
|
4,804
|
[2] |
4,809
|
[3] |
|
|
Fair Value |
|
$ 4,827
|
[2],[5] |
$ 4,853
|
[3],[6] |
|
|
% of Net Assets |
|
2.70%
|
[2],[7] |
2.60%
|
[3],[8] |
|
|
Chemicals, Plastics & Rubber |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 4,041
|
|
$ 3,784
|
|
|
|
Fair Value |
|
4,385
|
|
4,864
|
|
|
|
Chemicals, Plastics & Rubber | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
3,886
|
[2] |
3,849
|
[3] |
|
|
Amortized Cost |
|
3,540
|
[2] |
3,283
|
[3] |
|
|
Fair Value |
|
$ 4,385
|
[2],[5] |
$ 4,864
|
[3],[6] |
|
|
% of Net Assets |
|
2.40%
|
[2],[7] |
2.50%
|
[3],[8] |
|
|
Chemicals, Plastics & Rubber | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 501
|
[2],[9],[10],[11] |
$ 501
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[9],[10],[11] |
$ 0
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.00%
|
[3],[8],[12],[13],[14] |
|
|
Construction & Building |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 10,079
|
|
$ 10,094
|
|
|
|
Fair Value |
|
10,348
|
|
10,334
|
|
|
|
Construction & Building | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
11,020
|
[2] |
10,373
|
[3] |
|
|
Amortized Cost |
|
9,901
|
[2] |
9,916
|
[3] |
|
|
Fair Value |
|
$ 10,001
|
[2],[5] |
$ 10,067
|
[3],[6] |
|
|
% of Net Assets |
|
5.50%
|
[2],[7] |
5.30%
|
[3],[8] |
|
|
Construction & Building | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 178
|
[2],[9],[10],[11] |
$ 178
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 347
|
[2],[5],[9],[10],[11] |
$ 267
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.20%
|
[2],[7],[9],[10],[11] |
0.10%
|
[3],[8],[12],[13],[14] |
|
|
Consumer Goods: Durable |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 8,199
|
|
$ 8,444
|
|
|
|
Fair Value |
|
7,463
|
|
8,263
|
|
|
|
Consumer Goods: Durable | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
9,776
|
[2] |
9,848
|
[3] |
|
|
Amortized Cost |
|
8,118
|
[2] |
8,363
|
[3] |
|
|
Fair Value |
|
$ 7,463
|
[2],[5] |
$ 8,238
|
[3],[6] |
|
|
% of Net Assets |
|
4.10%
|
[2],[7] |
4.30%
|
[3],[8] |
|
|
Consumer Goods: Durable | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 81
|
[2],[9],[10],[11] |
$ 81
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[9],[10],[11] |
$ 25
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.00%
|
[3],[8],[12],[13],[14] |
|
|
Consumer Goods: Non-Durable |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 3,774
|
|
$ 3,857
|
|
|
|
Fair Value |
|
1,864
|
|
2,467
|
|
|
|
Consumer Goods: Non-Durable | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
1,385
|
[2] |
1,364
|
[3] |
|
|
Amortized Cost |
|
1,277
|
[2] |
1,360
|
[3] |
|
|
Fair Value |
|
$ 1,203
|
[2],[5] |
$ 1,331
|
[3],[6] |
|
|
% of Net Assets |
|
0.70%
|
[2],[7] |
0.60%
|
[3],[8] |
|
|
Consumer Goods: Non-Durable | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 881
|
[2] |
$ 881
|
[3] |
|
|
Amortized Cost |
|
881
|
[2] |
881
|
[3] |
|
|
Fair Value |
|
$ 661
|
[2],[5] |
$ 699
|
[3],[6] |
|
|
% of Net Assets |
|
0.40%
|
[2],[7] |
0.40%
|
[3],[8] |
|
|
Consumer Goods: Non-Durable | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,616
|
[2],[9],[10],[11] |
$ 1,616
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[9],[10],[11] |
$ 437
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.20%
|
[3],[8],[12],[13],[14] |
|
|
FIRE: Finance |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 8,608
|
|
$ 12,675
|
|
|
|
Fair Value |
|
8,686
|
|
12,789
|
|
|
|
FIRE: Finance | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
9,347
|
[2] |
14,821
|
[3] |
|
|
Amortized Cost |
|
8,608
|
[2] |
12,536
|
[3] |
|
|
Fair Value |
|
$ 8,634
|
[2],[5] |
$ 12,678
|
[3],[6] |
|
|
% of Net Assets |
|
4.80%
|
[2],[7] |
6.60%
|
[3],[8] |
|
|
FIRE: Finance | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[2],[9],[10],[11] |
$ 139
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 52
|
[2],[5],[9],[10],[11] |
$ 111
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.00%
|
[3],[8],[12],[13],[14] |
|
|
Healthcare & Pharmaceuticals |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 62,773
|
|
$ 83,481
|
|
|
|
Fair Value |
|
56,713
|
|
79,784
|
|
|
|
Healthcare & Pharmaceuticals | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
53,070
|
[2] |
75,927
|
[3] |
|
|
Amortized Cost |
|
44,440
|
[2] |
68,343
|
[3] |
|
|
Fair Value |
|
$ 44,083
|
[2],[5] |
$ 66,565
|
[3],[6] |
|
|
% of Net Assets |
|
24.50%
|
[2],[7] |
34.80%
|
[3],[8] |
|
|
Healthcare & Pharmaceuticals | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 8,843
|
[2] |
$ 5,651
|
[3] |
|
|
Amortized Cost |
|
8,772
|
[2] |
5,589
|
[3] |
|
|
Fair Value |
|
$ 4,350
|
[2],[5] |
$ 4,880
|
[3],[6] |
|
|
% of Net Assets |
|
2.40%
|
[2],[7] |
2.50%
|
[3],[8] |
|
|
Healthcare & Pharmaceuticals | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 2,305
|
[2],[9],[10],[11] |
$ 2,293
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 3,626
|
[2],[5],[9],[10],[11] |
$ 3,556
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
2.00%
|
[2],[7],[9],[10],[11] |
1.80%
|
[3],[8],[12],[13],[14] |
|
|
Healthcare & Pharmaceuticals | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 7,256
|
[2],[10],[11],[17] |
$ 7,256
|
[3],[13],[14],[18] |
|
|
Fair Value |
|
$ 4,654
|
[2],[5],[10],[11],[17] |
$ 4,783
|
[3],[6],[13],[14],[18] |
|
|
% of Net Assets |
|
2.60%
|
[2],[7],[10],[11],[17] |
2.50%
|
[3],[8],[13],[14],[18] |
|
|
High Tech Industries |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 38,465
|
|
$ 42,841
|
|
|
|
Fair Value |
|
37,155
|
|
41,240
|
|
|
|
High Tech Industries | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
38,216
|
[2] |
34,721
|
[3] |
|
|
Amortized Cost |
|
32,722
|
[2] |
30,267
|
[3] |
|
|
Fair Value |
|
$ 32,848
|
[2],[5] |
$ 30,578
|
[3],[6] |
|
|
% of Net Assets |
|
18.30%
|
[2],[7] |
16.00%
|
[3],[8] |
|
|
High Tech Industries | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 696
|
[2] |
$ 696
|
[3] |
|
|
Amortized Cost |
|
663
|
[2] |
663
|
[3] |
|
|
Fair Value |
|
$ 372
|
[2],[5] |
$ 354
|
[3],[6] |
|
|
% of Net Assets |
|
0.20%
|
[2],[7] |
0.20%
|
[3],[8] |
|
|
High Tech Industries | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 5,080
|
[2],[9],[10],[11] |
$ 5,129
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 3,935
|
[2],[5],[9],[10],[11] |
$ 3,525
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
2.10%
|
[2],[7],[9],[10],[11] |
1.80%
|
[3],[8],[12],[13],[14] |
|
|
High Tech Industries | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
[3],[18] |
|
|
$ 7,397
|
|
|
|
Amortized Cost |
[3],[18] |
|
|
6,783
|
|
|
|
Fair Value |
[3],[6],[18] |
|
|
$ 6,783
|
|
|
|
% of Net Assets |
[3],[8],[18] |
|
|
3.50%
|
|
|
|
High Tech Industries | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[3],[13],[14],[18] |
|
|
$ 0
|
|
|
|
Fair Value |
[3],[6],[13],[14],[18] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[3],[8],[13],[14],[18] |
|
|
0.00%
|
|
|
|
Media: Advertising, Printing & Publishing | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 10,206
|
[2] |
$ 11,588
|
[3] |
|
|
Amortized Cost |
|
9,163
|
[2] |
10,446
|
[3] |
|
|
Fair Value |
|
$ 9,152
|
[2],[5] |
$ 10,401
|
[3],[6] |
|
|
% of Net Assets |
|
5.10%
|
[2],[7] |
5.40%
|
[3],[8] |
|
|
Media: Advertising, Printing & Publishing | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 189
|
[2],[9],[10],[11] |
$ 189
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 1,534
|
[2],[5],[9],[10],[11] |
$ 1,634
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.80%
|
[2],[7],[9],[10],[11] |
0.80%
|
[3],[8],[12],[13],[14] |
|
|
Media: Broadcasting & Subscription | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 304
|
[2] |
$ 304
|
[3] |
|
|
Amortized Cost |
|
304
|
[2] |
304
|
[3] |
|
|
Fair Value |
|
$ 569
|
[2],[5] |
$ 556
|
[3],[6] |
|
|
% of Net Assets |
|
0.30%
|
[2],[7] |
0.30%
|
[3],[8] |
|
|
Media: Broadcasting & Subscription | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 2,790
|
[2] |
$ 2,790
|
[3] |
|
|
Amortized Cost |
|
2,790
|
[2] |
2,790
|
[3] |
|
|
Fair Value |
|
$ 324
|
[2],[5] |
$ 600
|
[3],[6] |
|
|
% of Net Assets |
|
0.20%
|
[2],[7] |
0.40%
|
[3],[8] |
|
|
Media: Broadcasting & Subscription | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,480
|
[2],[9],[10],[11] |
$ 1,480
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[9],[10],[11] |
$ 0
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.00%
|
[3],[8],[12],[13],[14] |
|
|
Media: Diversified & Production | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 26,192
|
[2] |
$ 46,284
|
[3] |
|
|
Amortized Cost |
|
23,967
|
[2] |
42,959
|
[3] |
|
|
Fair Value |
|
$ 24,155
|
[2],[5] |
$ 43,082
|
[3],[6] |
|
|
% of Net Assets |
|
13.40%
|
[2],[7] |
22.40%
|
[3],[8] |
|
|
Media: Diversified & Production | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 602
|
[2],[9],[10],[11] |
$ 595
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 597
|
[2],[5],[9],[10],[11] |
$ 635
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.30%
|
[2],[7],[9],[10],[11] |
0.30%
|
[3],[8],[12],[13],[14] |
|
|
Retail |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 2,590
|
|
$ 2,534
|
|
|
|
Fair Value |
|
1,699
|
|
2,036
|
|
|
|
Retail | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
798
|
[2] |
751
|
[3] |
|
|
Amortized Cost |
|
570
|
[2] |
514
|
[3] |
|
|
Fair Value |
|
$ 728
|
[2],[5] |
$ 695
|
[3],[6] |
|
|
% of Net Assets |
|
0.40%
|
[2],[7] |
0.40%
|
[3],[8] |
|
|
Retail | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 1,308
|
[2] |
$ 1,308
|
[3] |
|
|
Amortized Cost |
|
1,308
|
[2] |
1,308
|
[3] |
|
|
Fair Value |
|
$ 971
|
[2],[5] |
$ 921
|
[3],[6] |
|
|
% of Net Assets |
|
0.50%
|
[2],[7] |
0.50%
|
[3],[8] |
|
|
Retail | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 712
|
[2],[9],[10],[11] |
$ 712
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[9],[10],[11] |
$ 420
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.20%
|
[3],[8],[12],[13],[14] |
|
|
Services: Business |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 29,341
|
|
$ 50,740
|
|
|
|
Fair Value |
|
29,644
|
|
51,175
|
|
|
|
Services: Business | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
28,372
|
[2] |
49,458
|
[3] |
|
|
Amortized Cost |
|
25,710
|
[2] |
45,437
|
[3] |
|
|
Fair Value |
|
$ 25,595
|
[2],[5] |
$ 45,315
|
[3],[6] |
|
|
% of Net Assets |
|
14.30%
|
[2],[7] |
23.60%
|
[3],[8] |
|
|
Services: Business | Non-controlled/non-affiliate company investments | Unitranche secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 2,185
|
[2],[15] |
$ 3,865
|
[3],[16] |
|
|
Amortized Cost |
|
2,163
|
[2],[15] |
3,835
|
[3],[16] |
|
|
Fair Value |
|
$ 2,183
|
[2],[5],[15] |
$ 3,862
|
[3],[6],[16] |
|
|
% of Net Assets |
|
1.30%
|
[2],[7],[15] |
2.00%
|
[3],[8],[16] |
|
|
Services: Business | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,468
|
[2],[9],[10],[11] |
$ 1,468
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 1,866
|
[2],[5],[9],[10],[11] |
$ 1,998
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
1.10%
|
[2],[7],[9],[10],[11] |
1.10%
|
[3],[8],[12],[13],[14] |
|
|
Services: Consumer |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 25,071
|
|
$ 32,552
|
|
|
|
Fair Value |
|
16,590
|
|
24,113
|
|
|
|
Services: Consumer | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
14,961
|
[2] |
23,973
|
[3] |
|
|
Amortized Cost |
|
13,334
|
[2] |
20,898
|
[3] |
|
|
Fair Value |
|
$ 13,420
|
[2],[5] |
$ 20,954
|
[3],[6] |
|
|
% of Net Assets |
|
7.60%
|
[2],[7] |
10.90%
|
[3],[8] |
|
|
Services: Consumer | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 833
|
[2] |
$ 833
|
[3] |
|
|
Amortized Cost |
|
830
|
[2] |
830
|
[3] |
|
|
Fair Value |
|
$ 2,208
|
[2],[5] |
$ 2,330
|
[3],[6] |
|
|
% of Net Assets |
|
1.20%
|
[2],[7] |
1.20%
|
[3],[8] |
|
|
Services: Consumer | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 8,137
|
[2],[9],[10],[11] |
$ 8,054
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 540
|
[2],[5],[9],[10],[11] |
$ 407
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.20%
|
[2],[7],[9],[10],[11] |
0.20%
|
[3],[8],[12],[13],[14] |
|
|
Services: Consumer | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 1,356
|
[2],[17] |
$ 1,356
|
[3],[18] |
|
|
Amortized Cost |
|
1,312
|
[2],[17] |
1,312
|
[3],[18] |
|
|
Fair Value |
|
$ 422
|
[2],[5],[17] |
$ 422
|
[3],[6],[18] |
|
|
% of Net Assets |
|
0.20%
|
[2],[7],[17] |
0.20%
|
[3],[8],[18] |
|
|
Services: Consumer | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,458
|
[2],[10],[11],[17] |
$ 1,458
|
[3],[13],[14],[18] |
|
|
Fair Value |
|
$ 0
|
[2],[5],[10],[11],[17] |
$ 0
|
[3],[6],[13],[14],[18] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[10],[11],[17] |
0.00%
|
[3],[8],[13],[14],[18] |
|
|
Telecommunications | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 6,106
|
[2] |
$ 6,165
|
[3] |
|
|
Amortized Cost |
|
5,469
|
[2] |
5,454
|
[3] |
|
|
Fair Value |
|
$ 5,538
|
[2],[5] |
$ 5,552
|
[3],[6] |
|
|
% of Net Assets |
|
3.20%
|
[2],[7] |
3.00%
|
[3],[8] |
|
|
Telecommunications | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 42
|
[2],[9],[10],[11] |
$ 42
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 18
|
[2],[5],[9],[10],[11] |
$ 34
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.00%
|
[3],[8],[12],[13],[14] |
|
|
Transportation: Cargo |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 5,794
|
|
|
|
Fair Value |
|
0
|
|
5,890
|
|
|
|
Transportation: Cargo | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
[3] |
|
|
7,364
|
|
|
|
Amortized Cost |
[3] |
|
|
5,598
|
|
|
|
Fair Value |
[3],[6] |
|
|
$ 5,691
|
|
|
|
% of Net Assets |
[3],[8] |
|
|
3.20%
|
|
|
|
Transportation: Cargo | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[3],[12],[13],[14] |
|
|
$ 196
|
|
|
|
Fair Value |
[3],[6],[12],[13],[14] |
|
|
$ 199
|
|
|
|
% of Net Assets |
[3],[8],[12],[13],[14] |
|
|
0.10%
|
|
|
|
FIRE: Real Estate |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
96,337
|
|
$ 90,397
|
|
|
|
Fair Value |
|
89,625
|
|
83,037
|
|
|
|
FIRE: Real Estate | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
14,558
|
[2] |
12,517
|
[3] |
|
|
Amortized Cost |
|
14,558
|
[2] |
12,517
|
[3] |
|
|
Fair Value |
|
$ 14,559
|
[2],[5] |
$ 12,504
|
[3],[6] |
|
|
% of Net Assets |
|
8.10%
|
[2],[7] |
6.50%
|
[3],[8] |
|
|
FIRE: Real Estate | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,821
|
[2],[9],[10],[11] |
$ 1,116
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 6,667
|
[2],[5],[9],[10],[11] |
$ 5,114
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
3.70%
|
[2],[7],[9],[10],[11] |
2.60%
|
[3],[8],[12],[13],[14] |
|
|
FIRE: Real Estate | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 68,398
|
[2],[17] |
$ 66,562
|
[3],[18] |
|
|
Amortized Cost |
|
65,898
|
[2],[17] |
64,062
|
[3],[18] |
|
|
Fair Value |
|
$ 54,314
|
[2],[5],[17] |
$ 52,870
|
[3],[6],[18] |
|
|
% of Net Assets |
|
30.20%
|
[2],[7],[17] |
27.60%
|
[3],[8],[18] |
|
|
FIRE: Real Estate | Non-controlled affiliate company investments | Junior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 8,775
|
[2],[17] |
$ 8,775
|
[3],[18] |
|
|
Amortized Cost |
|
7,960
|
[2],[17] |
7,145
|
[3],[18] |
|
|
Fair Value |
|
$ 7,705
|
[2],[5],[17] |
$ 6,888
|
[3],[6],[18] |
|
|
% of Net Assets |
|
4.30%
|
[2],[7],[17] |
3.60%
|
[3],[8],[18] |
|
|
FIRE: Real Estate | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 6,100
|
[2],[10],[11],[17] |
$ 5,557
|
[3],[13],[14],[18] |
|
|
Fair Value |
|
$ 6,380
|
[2],[5],[10],[11],[17] |
$ 5,661
|
[3],[6],[13],[14],[18] |
|
|
% of Net Assets |
|
3.50%
|
[2],[7],[10],[11],[17] |
3.00%
|
[3],[8],[13],[14],[18] |
|
|
Environmental Industries | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 67
|
[2],[9],[10],[11] |
$ 67
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 92
|
[2],[5],[9],[10],[11] |
$ 520
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.00%
|
[2],[7],[9],[10],[11] |
0.30%
|
[3],[8],[12],[13],[14] |
|
|
Hotels, Gaming & Leisure | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 111
|
[2],[9],[10],[11] |
$ 111
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 151
|
[2],[5],[9],[10],[11] |
$ 144
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.10%
|
[2],[7],[9],[10],[11] |
0.10%
|
[3],[8],[12],[13],[14] |
|
|
Wholesale | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 275
|
[2],[9],[10],[11] |
$ 276
|
[3],[12],[13],[14] |
|
|
Fair Value |
|
$ 143
|
[2],[5],[9],[10],[11] |
$ 160
|
[3],[6],[12],[13],[14] |
|
|
% of Net Assets |
|
0.10%
|
[2],[7],[9],[10],[11] |
0.10%
|
[3],[8],[12],[13],[14] |
|
|
Beverage, Food & Tobacco |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,726
|
|
$ 4,554
|
|
|
|
Fair Value |
|
2,904
|
|
6,027
|
|
|
|
Beverage, Food & Tobacco | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
[3] |
|
|
3,078
|
|
|
|
Amortized Cost |
[3] |
|
|
2,923
|
|
|
|
Fair Value |
[3],[6] |
|
|
$ 2,951
|
|
|
|
% of Net Assets |
[3],[8] |
|
|
1.50%
|
|
|
|
Beverage, Food & Tobacco | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
636
|
[2],[17] |
$ 1,114
|
[3],[18] |
|
|
Amortized Cost |
|
95
|
[2],[17] |
0
|
[3],[18] |
|
|
Fair Value |
|
$ 95
|
[2],[5],[17] |
$ 0
|
[3],[6],[18] |
|
|
% of Net Assets |
|
0.10%
|
[2],[7],[17] |
0.00%
|
[3],[8],[18] |
|
|
Beverage, Food & Tobacco | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,631
|
[2],[10],[11],[17] |
$ 1,631
|
[3],[13],[14],[18] |
|
|
Fair Value |
|
$ 2,809
|
[2],[5],[10],[11],[17] |
$ 3,076
|
[3],[6],[13],[14],[18] |
|
|
% of Net Assets |
|
1.60%
|
[2],[7],[10],[11],[17] |
1.60%
|
[3],[8],[13],[14],[18] |
|
|
Investment, Identifier [Axis]: APCO Worldwide, Inc., Equity Securities, Class A voting common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 395
|
|
$ 395
|
|
|
|
Fair Value |
|
$ 826
|
[5] |
$ 909
|
[6] |
|
|
% of Net Assets |
|
0.50%
|
[7] |
0.50%
|
[8] |
|
|
Number of units held (in shares) |
|
100
|
|
100
|
|
|
|
Investment, Identifier [Axis]: ASG II, LLC, Unitranche Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.40%
|
[20] |
6.40%
|
[21] |
|
|
Investment Interest Rate |
|
10.68%
|
|
10.99%
|
|
|
|
Principal |
|
$ 1,900
|
|
$ 1,900
|
|
|
|
Amortized Cost |
|
1,878
|
|
1,875
|
|
|
|
Fair Value |
|
$ 1,898
|
[5] |
$ 1,898
|
[6] |
|
|
% of Net Assets |
|
1.10%
|
[7] |
1.00%
|
[8] |
|
|
Investment, Identifier [Axis]: ASG II, LLC, Unitranche Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.40%
|
[20] |
6.40%
|
[21] |
|
|
Investment Interest Rate |
|
10.68%
|
|
10.99%
|
|
|
|
Principal |
|
$ 285
|
|
$ 285
|
|
|
|
Amortized Cost |
|
285
|
|
285
|
|
|
|
Fair Value |
|
$ 285
|
[5] |
$ 284
|
[6] |
|
|
% of Net Assets |
|
0.20%
|
[7] |
0.10%
|
[8] |
|
|
Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
12.00%
|
|
|
|
Interest rate paid in kind |
[1],[22] |
|
|
2.00%
|
|
|
|
Interest rate paid in cash |
[1],[22] |
|
|
17.50%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 1,377
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
1,313
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 1,371
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
12.00%
|
[20],[23],[24] |
12.00%
|
[1],[21] |
|
|
Interest rate paid in kind |
|
2.00%
|
[23],[24] |
2.00%
|
[1] |
|
|
Interest rate paid in cash |
|
17.50%
|
[23],[24] |
17.50%
|
[1] |
|
|
Principal |
|
$ 500
|
[23],[24] |
$ 500
|
[1] |
|
|
Amortized Cost |
|
127
|
[23],[24] |
126
|
[1] |
|
|
Fair Value |
|
$ 127
|
[5],[23],[24] |
$ 126
|
[1],[6] |
|
|
% of Net Assets |
|
0.10%
|
[7],[23],[24] |
0.10%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC, Equity Securities, Warrant |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 42
|
|
$ 42
|
|
|
|
Fair Value |
|
$ 18
|
[5] |
$ 34
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Warrants to purchase percentage of equity |
|
0.20%
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[24] |
12.00%
|
|
|
|
|
|
Interest rate paid in kind |
[24] |
2.00%
|
|
|
|
|
|
Interest rate paid in cash |
[24] |
17.50%
|
|
|
|
|
|
Principal |
[24] |
$ 1,337
|
|
|
|
|
|
Amortized Cost |
[24] |
1,337
|
|
|
|
|
|
Fair Value |
[5],[24] |
$ 1,373
|
|
|
|
|
|
% of Net Assets |
[7],[24] |
0.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc. (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 0
|
|
$ 0
|
|
0
|
0
|
Investment, Identifier [Axis]: American Community Homes, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20],[23] |
0.11%
|
[1],[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
[23] |
4.46%
|
[1] |
|
|
Principal |
|
$ 2,500
|
[23] |
$ 2,500
|
[1] |
|
|
Amortized Cost |
|
0
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 0
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 0
|
|
$ 0
|
|
$ 0
|
0
|
Number of units held (in shares) |
|
4,940
|
|
|
|
4,940
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Equity Investments, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
4,940
|
|
4,940
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 13,862
|
|
$ 13,555
|
|
|
|
Amortized Cost |
|
13,862
|
|
13,555
|
|
|
|
Fair Value |
|
$ 8,304
|
[5] |
$ 8,382
|
[6] |
$ 8,154
|
8,110
|
% of Net Assets |
|
4.60%
|
[7] |
4.40%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 6,820
|
|
$ 6,669
|
|
|
|
Amortized Cost |
|
6,820
|
|
6,669
|
|
|
|
Fair Value |
|
$ 4,085
|
[5] |
$ 4,125
|
[6] |
4,011
|
3,990
|
% of Net Assets |
|
2.30%
|
[7] |
2.20%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 840
|
|
$ 822
|
|
|
|
Amortized Cost |
|
841
|
|
822
|
|
|
|
Fair Value |
|
$ 503
|
[5] |
$ 508
|
[6] |
494
|
491
|
% of Net Assets |
|
0.30%
|
[7] |
0.30%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 3,090
|
|
$ 3,021
|
|
|
|
Amortized Cost |
|
3,090
|
|
3,022
|
|
|
|
Fair Value |
|
$ 1,850
|
[5] |
$ 1,868
|
[6] |
1,817
|
1,808
|
% of Net Assets |
|
1.00%
|
[7] |
1.00%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 5,720
|
|
$ 5,593
|
|
|
|
Amortized Cost |
|
5,720
|
|
5,593
|
|
|
|
Fair Value |
|
$ 3,427
|
[5] |
$ 3,459
|
[6] |
3,365
|
3,347
|
% of Net Assets |
|
1.90%
|
[7] |
1.80%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 6 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 27
|
|
$ 26
|
|
|
|
Amortized Cost |
|
25
|
|
25
|
|
|
|
Fair Value |
|
$ 15
|
[5] |
$ 16
|
[6] |
17
|
16
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc., Senior Secured Loans 7 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
0.11%
|
[20] |
0.11%
|
[21] |
|
|
Interest rate paid in kind |
|
4.44%
|
|
4.46%
|
|
|
|
Principal |
|
$ 131
|
|
$ 128
|
|
|
|
Amortized Cost |
|
131
|
|
128
|
|
|
|
Fair Value |
|
$ 78
|
[5] |
$ 79
|
[6] |
77
|
77
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 8,304
|
|
$ 8,382
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
4,085
|
|
4,125
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
503
|
|
508
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
1,850
|
|
1,868
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
3,427
|
|
3,459
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 6 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
15
|
|
16
|
|
|
|
Investment, Identifier [Axis]: American Community Homes, Inc.., Senior Secured Loans 7 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 78
|
|
$ 79
|
|
|
|
Investment, Identifier [Axis]: Aras Corporation (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.50%
|
[20],[23] |
5.25%
|
[1],[21] |
|
|
Investment Interest Rate |
|
9.80%
|
[23] |
9.58%
|
[1] |
|
|
Principal |
|
$ 335
|
[23] |
$ 335
|
[1] |
|
|
Amortized Cost |
|
128
|
[23] |
128
|
[1] |
|
|
Fair Value |
|
$ 128
|
[5],[23] |
$ 128
|
[1],[6] |
|
|
% of Net Assets |
|
0.10%
|
[7],[23] |
0.10%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Aras Corporation, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.50%
|
[20] |
5.25%
|
[21] |
|
|
Investment Interest Rate |
|
9.80%
|
|
9.58%
|
|
|
|
Principal |
|
$ 2,434
|
|
$ 2,446
|
|
|
|
Amortized Cost |
|
2,434
|
|
2,438
|
|
|
|
Fair Value |
|
$ 2,458
|
[5] |
$ 2,482
|
[6] |
|
|
% of Net Assets |
|
1.40%
|
[7] |
1.30%
|
[8] |
|
|
Investment, Identifier [Axis]: Arcserve Cayman GP LLC (fka Arcstor Midco, LLC, Equity Securities, Class A common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
59,211
|
|
59,211
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman GP LLC (fka Arcstor Midco, LLC, Equity Securities, Class B common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
110,294
|
|
110,294
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25],[26] |
8.11%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25],[26] |
12.44%
|
|
|
|
|
|
Principal |
[23],[25],[26] |
$ 551
|
|
|
|
|
|
Amortized Cost |
[23],[25],[26] |
146
|
|
|
|
|
|
Fair Value |
[5],[23],[25],[26] |
$ 331
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25],[26] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC) (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22],[27] |
|
|
8.11%
|
|
|
|
Interest rate paid in kind |
[1],[22],[27] |
|
|
12.67%
|
|
|
|
Principal |
[1],[22],[27] |
|
|
$ 551
|
|
|
|
Amortized Cost |
[1],[22],[27] |
|
|
147
|
|
|
|
Fair Value |
[1],[6],[22],[27] |
|
|
$ 331
|
|
|
|
% of Net Assets |
[1],[8],[22],[27] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC), Equity Securities, Class A common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 4,119
|
|
$ 4,119
|
|
|
|
Fair Value |
|
$ 745
|
[5] |
$ 552
|
[6] |
|
|
% of Net Assets |
|
0.40%
|
[7] |
0.30%
|
[8] |
|
|
Number of units held (in shares) |
|
59,211
|
|
59,211
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC), Equity Securities, Class B common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 1,387
|
[5] |
$ 1,029
|
[6] |
|
|
% of Net Assets |
|
0.80%
|
[7] |
0.50%
|
[8] |
|
|
Number of units held (in shares) |
|
110,294
|
|
110,294
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC), Junior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[27] |
|
|
9.00%
|
|
|
|
Principal |
[27] |
|
|
$ 161
|
|
|
|
Amortized Cost |
[27] |
|
|
150
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 175
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC), Junior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[27] |
|
|
9.00%
|
|
|
|
Principal |
[27] |
|
|
$ 165
|
|
|
|
Amortized Cost |
[27] |
|
|
150
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 179
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC), Junior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
[27] |
|
|
$ 370
|
|
|
|
Amortized Cost |
[27] |
|
|
363
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP, Junior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
9.00%
|
|
|
|
|
|
Principal |
[26] |
$ 161
|
|
|
|
|
|
Amortized Cost |
[26] |
150
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 184
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP, Junior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
9.00%
|
|
|
|
|
|
Principal |
[26] |
$ 165
|
|
|
|
|
|
Amortized Cost |
[26] |
150
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 188
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Arcserve Cayman Opco LP, Junior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
[26] |
$ 370
|
|
|
|
|
|
Amortized Cost |
[26] |
363
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Ascent Midco, LLC (Class A units) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 1,604
|
|
$ 1,760
|
|
|
|
Number of units held (in shares) |
|
2,032,258
|
|
|
|
|
|
Investment, Identifier [Axis]: Ascent Midco, LLC, Equity Investments, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
8.00%
|
[28] |
8.00%
|
[29] |
|
|
Amortized Cost |
|
$ 2,032
|
[28] |
$ 2,032
|
[29] |
|
|
Fair Value |
|
$ 1,604
|
[5],[28] |
$ 1,760
|
[6],[29] |
|
|
% of Net Assets |
|
0.90%
|
[7],[28] |
0.90%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
2,032,258
|
[28] |
2,032,258
|
[29] |
|
|
Investment, Identifier [Axis]: Ascent Midco, LLC, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
|
|
|
|
$ 1,500
|
1,932
|
Number of units held (in shares) |
|
|
|
|
|
2,032,258
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.11%
|
|
|
|
Investment Interest Rate |
|
|
|
10.46%
|
|
|
|
Principal |
|
|
|
$ 320
|
|
|
|
Amortized Cost |
|
|
|
320
|
|
|
|
Fair Value |
[6] |
|
|
$ 317
|
|
|
|
% of Net Assets |
[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 312
|
[28] |
$ 305
|
[29] |
|
|
Fair Value |
|
$ 388
|
[5],[28] |
$ 437
|
[6],[29] |
|
|
% of Net Assets |
|
0.20%
|
[7],[28] |
0.20%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
304,538
|
[28] |
297,197
|
[29] |
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.11%
|
|
|
|
Investment Interest Rate |
|
|
|
10.46%
|
|
|
|
Principal |
|
|
|
$ 1,880
|
|
|
|
Amortized Cost |
|
|
|
1,875
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,862
|
|
|
|
% of Net Assets |
[8] |
|
|
1.00%
|
|
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.11%
|
|
|
|
Investment Interest Rate |
|
|
|
10.46%
|
|
|
|
Principal |
|
|
|
$ 458
|
|
|
|
Amortized Cost |
|
|
|
458
|
|
|
|
Fair Value |
[6] |
|
|
$ 454
|
|
|
|
% of Net Assets |
[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.11%
|
|
|
|
Investment Interest Rate |
|
|
|
10.46%
|
|
|
|
Principal |
|
|
|
$ 270
|
|
|
|
Amortized Cost |
|
|
|
268
|
|
|
|
Fair Value |
[6] |
|
|
$ 268
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC, Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.11%
|
|
|
|
Investment Interest Rate |
|
|
|
10.46%
|
|
|
|
Principal |
|
|
|
$ 780
|
|
|
|
Amortized Cost |
|
|
|
780
|
|
|
|
Fair Value |
[6] |
|
|
$ 773
|
|
|
|
% of Net Assets |
[8] |
|
|
0.40%
|
|
|
|
Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC, Senior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.11%
|
|
|
|
Investment Interest Rate |
|
|
|
10.46%
|
|
|
|
Principal |
|
|
|
$ 394
|
|
|
|
Amortized Cost |
|
|
|
391
|
|
|
|
Fair Value |
[6] |
|
|
$ 390
|
|
|
|
% of Net Assets |
[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Avalara, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.58%
|
|
|
|
Principal |
[1] |
|
|
$ 400
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Avalara, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
|
|
|
10.58%
|
|
|
|
Principal |
|
|
|
$ 4,000
|
|
|
|
Amortized Cost |
|
|
|
3,928
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,030
|
|
|
|
% of Net Assets |
[8] |
|
|
2.10%
|
|
|
|
Investment, Identifier [Axis]: BLST Operating Company, LLC, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 712
|
[28] |
$ 712
|
[29] |
|
|
Fair Value |
|
$ 0
|
[5],[28] |
$ 420
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.20%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
139,883
|
[28] |
139,883
|
[29] |
|
|
Investment, Identifier [Axis]: BLST Operating Company, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.50%
|
[20] |
11.17%
|
[21] |
|
|
Interest rate paid in kind |
|
10.94%
|
|
11.17%
|
|
|
|
Interest rate paid in cash |
|
1.00%
|
|
1.00%
|
|
|
|
Principal |
|
$ 798
|
|
$ 751
|
|
|
|
Amortized Cost |
|
570
|
|
514
|
|
|
|
Fair Value |
|
$ 728
|
[5] |
$ 695
|
[6] |
|
|
% of Net Assets |
|
0.40%
|
[7] |
0.40%
|
[8] |
|
|
Investment, Identifier [Axis]: BTR Opco LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25],[26] |
8.76%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25],[26] |
13.08%
|
|
|
|
|
|
Principal |
[23],[25],[26] |
$ 569
|
|
|
|
|
|
Amortized Cost |
[23],[25],[26] |
407
|
|
|
|
|
|
Fair Value |
[5],[23],[25],[26] |
$ 469
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25],[26] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC) (Delayed Draw), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22],[27] |
|
|
8.76%
|
|
|
|
Interest rate paid in kind |
[1],[22],[27] |
|
|
13.08%
|
|
|
|
Principal |
[1],[22],[27] |
|
|
$ 569
|
|
|
|
Amortized Cost |
[1],[22],[27] |
|
|
407
|
|
|
|
Fair Value |
[1],[6],[22],[27] |
|
|
$ 440
|
|
|
|
% of Net Assets |
[1],[8],[22],[27] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC), Equity Securities, Class A common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 248
|
|
$ 248
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
242
|
|
242
|
|
|
|
Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC), Junior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[27] |
|
|
7.50%
|
|
|
|
Principal |
[27] |
|
|
$ 711
|
|
|
|
Amortized Cost |
[27] |
|
|
658
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 458
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC), Junior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[27] |
|
|
5.00%
|
|
|
|
Principal |
[27] |
|
|
$ 3,664
|
|
|
|
Amortized Cost |
[27] |
|
|
3,390
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: BTR Opco LLC , Junior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
7.50%
|
|
|
|
|
|
Principal |
[26] |
$ 711
|
|
|
|
|
|
Amortized Cost |
[26] |
658
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 529
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: BTR Opco LLC , Junior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
5.00%
|
|
|
|
|
|
Principal |
[26] |
$ 3,664
|
|
|
|
|
|
Amortized Cost |
[26] |
3,390
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Binah Capital Group, Inc. (fka PKS Holdings, LLC), Equity Securities, Common Stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[30],[31] |
|
|
$ 139
|
|
|
|
Fair Value |
[6],[30],[31] |
|
|
$ 61
|
|
|
|
% of Net Assets |
[8],[30],[31] |
|
|
0.00%
|
|
|
|
Number of units held (in shares) |
[30],[31] |
|
|
20,600
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.50%
|
[20],[23] |
6.25%
|
[1],[21] |
|
|
Investment Interest Rate |
|
10.80%
|
[23] |
10.58%
|
[1] |
|
|
Principal |
|
$ 348
|
[23] |
$ 348
|
[1] |
|
|
Amortized Cost |
|
0
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 0
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Bluesight, Inc. , Equity Securities, Class B common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 2
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
18,841
|
|
18,841
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
|
|
|
10.57%
|
|
|
|
Principal |
|
|
|
$ 2,000
|
|
|
|
Amortized Cost |
|
|
|
1,950
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,006
|
|
|
|
% of Net Assets |
[8] |
|
|
1.00%
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
|
|
|
10.57%
|
|
|
|
Principal |
|
|
|
$ 261
|
|
|
|
Amortized Cost |
|
|
|
257
|
|
|
|
Fair Value |
[6] |
|
|
$ 262
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc. 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
|
|
|
10.58%
|
|
|
|
Principal |
|
|
|
$ 1,739
|
|
|
|
Amortized Cost |
|
|
|
1,713
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,744
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc., Equity Securities, Class A preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
9.00%
|
|
9.00%
|
|
|
|
Amortized Cost |
|
$ 35
|
|
$ 35
|
|
|
|
Fair Value |
|
$ 35
|
[5] |
$ 35
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
35
|
|
35
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.50%
|
|
|
|
|
|
Investment Interest Rate |
|
10.80%
|
|
|
|
|
|
Principal |
|
$ 2,000
|
|
|
|
|
|
Amortized Cost |
|
1,955
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,019
|
|
|
|
|
|
% of Net Assets |
[7] |
1.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.50%
|
|
|
|
|
|
Investment Interest Rate |
|
10.80%
|
|
|
|
|
|
Principal |
|
$ 261
|
|
|
|
|
|
Amortized Cost |
|
257
|
|
|
|
|
|
Fair Value |
[5] |
$ 263
|
|
|
|
|
|
% of Net Assets |
[7] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Bluesight, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.50%
|
|
|
|
|
|
Investment Interest Rate |
|
10.80%
|
|
|
|
|
|
Principal |
|
$ 1,739
|
|
|
|
|
|
Amortized Cost |
|
1,716
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,756
|
|
|
|
|
|
% of Net Assets |
[7] |
1.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Bonterra, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.00%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.33%
|
|
|
|
Principal |
[1] |
|
|
$ 1,069
|
|
|
|
Amortized Cost |
[1] |
|
|
684
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 678
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.40%
|
|
|
|
Investment, Identifier [Axis]: Bonterra, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.00%
|
|
|
|
Investment Interest Rate |
|
|
|
11.33%
|
|
|
|
Principal |
|
|
|
$ 13,437
|
|
|
|
Amortized Cost |
|
|
|
13,339
|
|
|
|
Fair Value |
[6] |
|
|
$ 13,319
|
|
|
|
% of Net Assets |
[8] |
|
|
6.90%
|
|
|
|
Investment, Identifier [Axis]: Bonterra, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.75%
|
|
|
|
Interest rate paid in kind |
|
|
|
12.08%
|
|
|
|
Principal |
|
|
|
$ 2,244
|
|
|
|
Amortized Cost |
|
|
|
2,223
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,266
|
|
|
|
% of Net Assets |
[8] |
|
|
1.20%
|
|
|
|
Investment, Identifier [Axis]: Brickell Bay Acquisition Corp. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.65%
|
|
|
|
Investment Interest Rate |
|
|
|
11.24%
|
|
|
|
Principal |
|
|
|
$ 1,653
|
|
|
|
Amortized Cost |
|
|
|
1,635
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,653
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: Brickell Bay Acquisition Corp. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.65%
|
|
|
|
Investment Interest Rate |
|
|
|
11.24%
|
|
|
|
Principal |
|
|
|
$ 854
|
|
|
|
Amortized Cost |
|
|
|
843
|
|
|
|
Fair Value |
[6] |
|
|
$ 863
|
|
|
|
% of Net Assets |
[8] |
|
|
0.50%
|
|
|
|
Investment, Identifier [Axis]: Burroughs, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
8.60%
|
|
|
|
Interest rate paid in kind |
|
|
|
1.00%
|
|
|
|
Interest rate paid in cash |
|
|
|
11.94%
|
|
|
|
Principal |
|
|
|
$ 1,290
|
|
|
|
Amortized Cost |
|
|
|
1,290
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,290
|
|
|
|
% of Net Assets |
[8] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: Burroughs, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
8.60%
|
[20],[24] |
8.60%
|
[21] |
|
|
Interest rate paid in kind |
|
1.00%
|
[24] |
1.00%
|
|
|
|
Interest rate paid in cash |
|
11.92%
|
[24] |
11.94%
|
|
|
|
Principal |
|
$ 294
|
[24] |
$ 4,964
|
|
|
|
Amortized Cost |
|
294
|
[24] |
4,964
|
|
|
|
Fair Value |
|
$ 294
|
[5],[24] |
$ 4,927
|
[6] |
|
|
% of Net Assets |
|
0.20%
|
[7],[24] |
2.60%
|
[8] |
|
|
Investment, Identifier [Axis]: CGI Automated Manufacturing, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.43%
|
[20] |
7.26%
|
[21] |
|
|
Investment Interest Rate |
|
11.64%
|
|
11.59%
|
|
|
|
Principal |
|
$ 3,775
|
|
$ 3,795
|
|
|
|
Amortized Cost |
|
3,731
|
|
3,735
|
|
|
|
Fair Value |
|
$ 3,751
|
[5] |
$ 3,771
|
[6] |
|
|
% of Net Assets |
|
2.10%
|
[7] |
2.00%
|
[8] |
|
|
Investment, Identifier [Axis]: CGI Automated Manufacturing, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.26%
|
[20] |
7.26%
|
[21] |
|
|
Investment Interest Rate |
|
11.56%
|
|
11.59%
|
|
|
|
Principal |
|
$ 1,083
|
|
$ 1,089
|
|
|
|
Amortized Cost |
|
1,073
|
|
1,074
|
|
|
|
Fair Value |
|
$ 1,076
|
[5] |
$ 1,082
|
[6] |
|
|
% of Net Assets |
|
0.60%
|
[7] |
0.60%
|
[8] |
|
|
Investment, Identifier [Axis]: Calabrio, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.50%
|
[20],[23] |
5.50%
|
[1],[21] |
|
|
Investment Interest Rate |
|
9.83%
|
[23] |
10.02%
|
[1] |
|
|
Principal |
|
$ 409
|
[23] |
$ 409
|
[1] |
|
|
Amortized Cost |
|
175
|
[23] |
175
|
[1] |
|
|
Fair Value |
|
$ 175
|
[5],[23] |
$ 175
|
[1],[6] |
|
|
% of Net Assets |
|
0.10%
|
[7],[23] |
0.10%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Calabrio, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.50%
|
[20] |
5.50%
|
[21] |
|
|
Investment Interest Rate |
|
9.83%
|
|
10.01%
|
|
|
|
Principal |
|
$ 3,366
|
|
$ 3,383
|
|
|
|
Amortized Cost |
|
3,336
|
|
3,344
|
|
|
|
Fair Value |
|
$ 3,366
|
[5] |
$ 3,383
|
[6] |
|
|
% of Net Assets |
|
1.90%
|
[7] |
1.80%
|
[8] |
|
|
Investment, Identifier [Axis]: Calabrio, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.50%
|
[20] |
5.50%
|
[21] |
|
|
Investment Interest Rate |
|
9.83%
|
|
10.01%
|
|
|
|
Principal |
|
$ 494
|
|
$ 496
|
|
|
|
Amortized Cost |
|
494
|
|
496
|
|
|
|
Fair Value |
|
$ 497
|
[5] |
$ 497
|
[6] |
|
|
% of Net Assets |
|
0.30%
|
[7] |
0.30%
|
[8] |
|
|
Investment, Identifier [Axis]: Cdata Software, Inc. (Delayed Draw), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.75%
|
[20],[23],[25] |
6.25%
|
[1],[21],[22] |
|
|
Investment Interest Rate |
|
10.05%
|
[23],[25] |
10.57%
|
[1],[22] |
|
|
Principal |
|
$ 778
|
[23],[25] |
$ 556
|
[1],[22] |
|
|
Amortized Cost |
|
306
|
[23],[25] |
0
|
[1],[22] |
|
|
Fair Value |
|
$ 306
|
[5],[23],[25] |
$ 0
|
[1],[6],[22] |
|
|
% of Net Assets |
|
0.20%
|
[7],[23],[25] |
0.00%
|
[1],[8],[22] |
|
|
Investment, Identifier [Axis]: Cdata Software, Inc. (Delayed Draw), Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.57%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 778
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
306
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 306
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Cdata Software, Inc. (Delayed Draw)., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
10.05%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 556
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
0
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Cdata Software, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.25%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.57%
|
|
|
|
Principal |
[1] |
|
|
$ 667
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Cdata Software, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.05%
|
|
|
|
|
|
Principal |
[23] |
$ 667
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Cdata Software, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.75%
|
[20] |
6.25%
|
[21] |
|
|
Investment Interest Rate |
|
10.05%
|
|
10.57%
|
|
|
|
Principal |
|
$ 6,000
|
|
$ 6,000
|
|
|
|
Amortized Cost |
|
5,908
|
|
5,899
|
|
|
|
Fair Value |
|
$ 6,015
|
[5] |
$ 6,000
|
[6] |
|
|
% of Net Assets |
|
3.30%
|
[7] |
3.10%
|
[8] |
|
|
Investment, Identifier [Axis]: Chess.com, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.60%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.92%
|
|
|
|
Principal |
[1] |
|
|
$ 652
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Chess.com, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.10%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.40%
|
|
|
|
|
|
Principal |
[23] |
$ 652
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Chess.com, LLC, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 87
|
[28] |
$ 87
|
[29] |
|
|
Fair Value |
|
$ 60
|
[5],[28] |
$ 46
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.00%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
2
|
[28] |
2
|
[29] |
|
|
Investment, Identifier [Axis]: Chess.com, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.60%
|
|
|
|
Investment Interest Rate |
|
|
|
10.92%
|
|
|
|
Principal |
|
|
|
$ 5,835
|
|
|
|
Amortized Cost |
|
|
|
5,767
|
|
|
|
Fair Value |
[6] |
|
|
$ 5,820
|
|
|
|
% of Net Assets |
[8] |
|
|
3.00%
|
|
|
|
Investment, Identifier [Axis]: Chess.com, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.10%
|
|
|
|
|
|
Investment Interest Rate |
|
10.40%
|
|
|
|
|
|
Principal |
|
$ 5,805
|
|
|
|
|
|
Amortized Cost |
|
5,750
|
|
|
|
|
|
Fair Value |
[5] |
$ 5,805
|
|
|
|
|
|
% of Net Assets |
[7] |
3.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.75%
|
|
|
|
Principal |
|
|
|
$ 500
|
|
|
|
Amortized Cost |
|
|
|
500
|
|
|
|
Fair Value |
[6] |
|
|
$ 500
|
|
|
|
% of Net Assets |
[8] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.75%
|
|
|
|
|
|
Investment Interest Rate |
|
11.03%
|
|
|
|
|
|
Principal |
|
$ 500
|
|
|
|
|
|
Amortized Cost |
|
500
|
|
|
|
|
|
Fair Value |
[5] |
$ 500
|
|
|
|
|
|
% of Net Assets |
[7] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.75%
|
|
|
|
|
|
Investment Interest Rate |
|
11.03%
|
|
|
|
|
|
Principal |
|
$ 4,260
|
|
|
|
|
|
Amortized Cost |
|
4,260
|
|
|
|
|
|
Fair Value |
[5] |
$ 4,263
|
|
|
|
|
|
% of Net Assets |
[7] |
2.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.75%
|
|
|
|
Interest rate paid in kind |
|
|
|
6.75%
|
|
|
|
Investment Interest Rate |
|
|
|
11.32%
|
|
|
|
Interest rate paid in cash |
|
|
|
5.57%
|
|
|
|
Principal |
|
|
|
$ 4,119
|
|
|
|
Amortized Cost |
|
|
|
4,118
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,088
|
|
|
|
% of Net Assets |
[8] |
|
|
2.10%
|
|
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.75%
|
[20] |
7.75%
|
[21] |
|
|
Interest rate paid in kind |
|
|
|
6.75%
|
|
|
|
Investment Interest Rate |
|
11.03%
|
|
|
|
|
|
Interest rate paid in cash |
|
|
|
5.59%
|
|
|
|
Principal |
|
$ 1,341
|
|
$ 1,289
|
|
|
|
Amortized Cost |
|
1,340
|
|
1,287
|
|
|
|
Fair Value |
|
$ 1,342
|
[5] |
$ 1,279
|
[6] |
|
|
% of Net Assets |
|
0.80%
|
[7] |
0.70%
|
[8] |
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc., Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.75%
|
[20] |
7.75%
|
[21] |
|
|
Interest rate paid in kind |
|
|
|
6.75%
|
|
|
|
Investment Interest Rate |
|
11.03%
|
|
|
|
|
|
Interest rate paid in cash |
|
|
|
5.57%
|
|
|
|
Principal |
|
$ 64
|
|
$ 62
|
|
|
|
Amortized Cost |
|
64
|
|
62
|
|
|
|
Fair Value |
|
$ 64
|
[5] |
$ 61
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Investment, Identifier [Axis]: Crownpeak Technology, Inc., Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.75%
|
[20] |
7.75%
|
[21] |
|
|
Interest rate paid in kind |
|
|
|
6.75%
|
|
|
|
Investment Interest Rate |
|
11.03%
|
|
|
|
|
|
Interest rate paid in cash |
|
|
|
5.57%
|
|
|
|
Principal |
|
$ 3,550
|
|
$ 3,432
|
|
|
|
Amortized Cost |
|
3,550
|
|
3,432
|
|
|
|
Fair Value |
|
$ 3,552
|
[5] |
$ 3,407
|
[6] |
|
|
% of Net Assets |
|
2.00%
|
[7] |
1.80%
|
[8] |
|
|
Investment, Identifier [Axis]: Destination Media, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.65%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.97%
|
|
|
|
Principal |
[1] |
|
|
$ 103
|
|
|
|
Amortized Cost |
[1] |
|
|
21
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 21
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Destination Media, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.75%
|
|
|
|
Investment Interest Rate |
|
|
|
11.03%
|
|
|
|
Principal |
|
|
|
$ 985
|
|
|
|
Amortized Cost |
|
|
|
957
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,005
|
|
|
|
% of Net Assets |
[8] |
|
|
0.50%
|
|
|
|
Investment, Identifier [Axis]: Destination Media, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.65%
|
|
|
|
Investment Interest Rate |
|
|
|
10.97%
|
|
|
|
Principal |
|
|
|
$ 227
|
|
|
|
Amortized Cost |
|
|
|
227
|
|
|
|
Fair Value |
[6] |
|
|
$ 232
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.60%
|
|
|
|
Interest rate paid in kind |
[1] |
|
|
0.50%
|
|
|
|
Interest rate paid in cash |
[1] |
|
|
11.65%
|
|
|
|
Principal |
[1] |
|
|
$ 596
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc. (Revolver), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.85%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
11.17%
|
|
|
|
|
|
Principal |
[23] |
$ 596
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.60%
|
|
|
|
Interest rate paid in kind |
|
|
|
0.50%
|
|
|
|
Interest rate paid in cash |
|
|
|
11.65%
|
|
|
|
Principal |
|
|
|
$ 4,845
|
|
|
|
Amortized Cost |
|
|
|
4,808
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,717
|
|
|
|
% of Net Assets |
[8] |
|
|
2.50%
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.65%
|
|
|
|
Interest rate paid in kind |
|
|
|
0.50%
|
|
|
|
Interest rate paid in cash |
|
|
|
11.74%
|
|
|
|
Principal |
|
|
|
$ 4,013
|
|
|
|
Amortized Cost |
|
|
|
3,964
|
|
|
|
Fair Value |
[6] |
|
|
$ 3,907
|
|
|
|
% of Net Assets |
[8] |
|
|
2.00%
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc., Equity Securities, Class A-1 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 206
|
|
$ 207
|
|
|
|
Fair Value |
|
$ 162
|
[5] |
$ 139
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.10%
|
[8] |
|
|
Number of units held (in shares) |
|
189,922
|
|
189,922
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc., Equity Securities, Class A-2 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
189,922
|
|
189,922
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.85%
|
|
|
|
|
|
Investment Interest Rate |
|
11.17%
|
|
|
|
|
|
Principal |
|
$ 4,718
|
|
|
|
|
|
Amortized Cost |
|
4,694
|
|
|
|
|
|
Fair Value |
[5] |
$ 4,623
|
|
|
|
|
|
% of Net Assets |
[7] |
2.60%
|
|
|
|
|
|
Investment, Identifier [Axis]: Dorado Acquisition, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.90%
|
|
|
|
|
|
Investment Interest Rate |
|
11.20%
|
|
|
|
|
|
Principal |
|
$ 3,911
|
|
|
|
|
|
Amortized Cost |
|
3,880
|
|
|
|
|
|
Fair Value |
[5] |
$ 3,833
|
|
|
|
|
|
% of Net Assets |
[7] |
2.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw) 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.13%
|
|
|
|
Interest rate paid in kind |
[1],[22] |
|
|
0.38%
|
|
|
|
Interest rate paid in cash |
[1],[22] |
|
|
10.07%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 309
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
48
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 48
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw) 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.07%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 543
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
0
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw) 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.07%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 598
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
0
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
6.13%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25] |
0.38%
|
|
|
|
|
|
Interest rate paid in cash |
[23],[25] |
10.05%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 309
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
118
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 118
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw), Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
6.13%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25] |
0.38%
|
|
|
|
|
|
Interest rate paid in cash |
[23],[25] |
10.05%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 543
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
65
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 65
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.07%
|
|
|
|
Principal |
[1] |
|
|
$ 217
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.05%
|
|
|
|
|
|
Principal |
[23] |
$ 217
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc., Equity Securities, Class A common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 58
|
|
$ 58
|
|
|
|
Fair Value |
|
$ 62
|
[5] |
$ 60
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
57,588
|
|
57,588
|
|
|
|
Investment, Identifier [Axis]: Douglas Holdings, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.13%
|
[20] |
5.75%
|
[21] |
|
|
Interest rate paid in kind |
|
0.38%
|
|
|
|
|
|
Investment Interest Rate |
|
|
|
10.07%
|
|
|
|
Interest rate paid in cash |
|
10.05%
|
|
|
|
|
|
Principal |
|
$ 2,500
|
|
$ 2,500
|
|
|
|
Amortized Cost |
|
2,467
|
|
2,464
|
|
|
|
Fair Value |
|
$ 2,503
|
[5] |
$ 2,500
|
[6] |
|
|
% of Net Assets |
|
1.40%
|
[7] |
1.30%
|
[8] |
|
|
Investment, Identifier [Axis]: Drawbridge Partners, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.25%
|
[20],[23],[25] |
6.25%
|
[1],[21],[22] |
|
|
Investment Interest Rate |
|
10.58%
|
[23],[25] |
10.59%
|
[1],[22] |
|
|
Principal |
|
$ 874
|
[23],[25] |
$ 874
|
[1],[22] |
|
|
Amortized Cost |
|
795
|
[23],[25] |
795
|
[1],[22] |
|
|
Fair Value |
|
$ 795
|
[5],[23],[25] |
$ 795
|
[1],[6],[22] |
|
|
% of Net Assets |
|
0.40%
|
[7],[23],[25] |
0.40%
|
[1],[8],[22] |
|
|
Investment, Identifier [Axis]: Drawbridge Partners, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.25%
|
[20],[23] |
6.25%
|
[1],[21] |
|
|
Investment Interest Rate |
|
10.58%
|
[23] |
10.59%
|
[1] |
|
|
Principal |
|
$ 522
|
[23] |
$ 522
|
[1] |
|
|
Amortized Cost |
|
0
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 0
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Drawbridge Partners, LLC, Equity Securities, Class A-1 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 130
|
|
$ 130
|
|
|
|
Fair Value |
|
$ 166
|
[5] |
$ 157
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.10%
|
[8] |
|
|
Number of units held (in shares) |
|
130,433
|
|
130,433
|
|
|
|
Investment, Identifier [Axis]: Drawbridge Partners, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.25%
|
[20] |
6.25%
|
[21] |
|
|
Investment Interest Rate |
|
10.58%
|
|
10.59%
|
|
|
|
Principal |
|
$ 3,000
|
|
$ 3,000
|
|
|
|
Amortized Cost |
|
2,964
|
|
2,958
|
|
|
|
Fair Value |
|
$ 3,000
|
[5] |
$ 3,000
|
[6] |
|
|
% of Net Assets |
|
1.70%
|
[7] |
1.60%
|
[8] |
|
|
Investment, Identifier [Axis]: Education Corporation of America - Series G Preferred Stock, Equity Securities |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
12.00%
|
[26] |
12.00%
|
[27] |
|
|
Amortized Cost |
|
$ 7,492
|
[26] |
$ 7,492
|
[27] |
|
|
Fair Value |
|
$ 0
|
[5],[26] |
$ 0
|
[6],[27] |
|
|
% of Net Assets |
|
0.00%
|
[7],[26] |
0.00%
|
[8],[27] |
|
|
Number of units held (in shares) |
|
8,333
|
[26] |
8,333
|
[27] |
|
|
Investment, Identifier [Axis]: Education Corporation of America, Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
12.00%
|
[20],[24],[26] |
11.00%
|
[21],[27],[32] |
|
|
Interest rate paid in kind |
[27],[32] |
|
|
5.50%
|
|
|
|
Interest rate paid in cash |
|
19.50%
|
[24],[26] |
14.00%
|
[27],[32] |
|
|
Principal |
|
$ 833
|
[24],[26] |
$ 833
|
[27],[32] |
|
|
Amortized Cost |
|
830
|
[24],[26] |
830
|
[27],[32] |
|
|
Fair Value |
|
$ 2,208
|
[5],[24],[26] |
$ 2,330
|
[6],[27],[32] |
|
|
% of Net Assets |
|
1.20%
|
[7],[24],[26] |
1.20%
|
[8],[27],[32] |
|
|
Investment, Identifier [Axis]: Epika Fleet Services, Inc. (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.45%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 1,153
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
374
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 376
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Epika Fleet Services, Inc. (Delayed Draw), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.34%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 863
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
482
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 484
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: Epika Fleet Services, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.34%
|
|
|
|
Principal |
[1] |
|
|
$ 652
|
|
|
|
Amortized Cost |
[1] |
|
|
116
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 116
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Epika Fleet Services, Inc., Equity Securities, Preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
|
|
$ 196
|
|
|
|
Fair Value |
[6] |
|
|
$ 199
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Number of units held (in shares) |
|
|
|
7,826
|
|
|
|
Investment, Identifier [Axis]: Epika Fleet Services, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
|
|
|
10.34%
|
|
|
|
Principal |
|
|
|
$ 2,978
|
|
|
|
Amortized Cost |
|
|
|
2,924
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,990
|
|
|
|
% of Net Assets |
[8] |
|
|
1.60%
|
|
|
|
Investment, Identifier [Axis]: Epika Fleet Services, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
|
|
|
10.34%
|
|
|
|
Principal |
|
|
|
$ 1,718
|
|
|
|
Amortized Cost |
|
|
|
1,702
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,725
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: Equine Network, LLC, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 111
|
[28] |
$ 111
|
[29] |
|
|
Fair Value |
|
$ 151
|
[5],[28] |
$ 144
|
[6],[29] |
|
|
% of Net Assets |
|
0.10%
|
[7],[28] |
0.10%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
108
|
[28] |
108
|
[29] |
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.35%
|
|
|
|
Principal |
[1] |
|
|
$ 379
|
|
|
|
Amortized Cost |
[1] |
|
|
209
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 208
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Equity Securities, Class A common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[28] |
$ 0
|
[29] |
|
|
Fair Value |
|
$ 10
|
[5],[28] |
$ 0
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.00%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
146,770
|
[28] |
31,200
|
[29] |
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Equity Securities, Class A preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[29] |
|
|
8.00%
|
|
|
|
Amortized Cost |
|
$ 151
|
[28] |
$ 31
|
[29] |
|
|
Fair Value |
|
$ 12
|
[5],[28] |
$ 14
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.00%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
147
|
[28] |
31
|
[29] |
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Equity Securities, Class A-1 preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[28] |
$ 37
|
|
|
|
|
|
Fair Value |
[5],[28] |
$ 45
|
|
|
|
|
|
% of Net Assets |
[7],[28] |
0.00%
|
|
|
|
|
|
Number of units held (in shares) |
[28] |
36.8
|
|
|
|
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Equity Securities, Class B common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
8.00%
|
|
|
|
|
|
Amortized Cost |
|
$ 31
|
[28] |
$ 0
|
[29] |
|
|
Fair Value |
|
$ 7
|
[5],[28] |
$ 0
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.00%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
31
|
[28] |
146,770
|
[29] |
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Equity Securities, Class B preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[28] |
$ 151
|
[29] |
|
|
Fair Value |
|
$ 2
|
[5],[28] |
$ 0
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.00%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
31,200
|
[28] |
147
|
[29] |
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 7,067
|
|
|
|
Amortized Cost |
|
|
|
7,039
|
|
|
|
Fair Value |
[6] |
|
|
$ 7,041
|
|
|
|
% of Net Assets |
[8] |
|
|
3.70%
|
|
|
|
Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 1,498
|
|
|
|
Amortized Cost |
|
|
|
1,498
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,492
|
|
|
|
% of Net Assets |
[8] |
|
|
0.80%
|
|
|
|
Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC (Class A units) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 3,050
|
|
$ 3,023
|
|
$ 2,541
|
2,226
|
Number of units held (in shares) |
|
1,525
|
|
|
|
1,194
|
|
Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC, Equity Investments, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[28] |
$ 5,224
|
|
|
|
|
|
Fair Value |
[5],[28] |
$ 3,050
|
|
|
|
|
|
% of Net Assets |
[7],[28] |
1.70%
|
|
|
|
|
|
Number of units held (in shares) |
[28] |
1,525
|
|
|
|
|
|
Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC, Equity Investments, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[29] |
|
|
5,224
|
|
|
|
Fair Value |
[6],[29] |
|
|
$ 3,023
|
|
|
|
% of Net Assets |
[8],[29] |
|
|
1.60%
|
|
|
|
Number of units held (in shares) |
[29] |
|
|
1,525
|
|
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
4.00%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
8.33%
|
|
|
|
Principal |
[1] |
|
|
$ 750
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
9.30%
|
|
|
|
|
|
Principal |
[23] |
$ 750
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.00%
|
|
|
|
Investment Interest Rate |
|
|
|
9.33%
|
|
|
|
Principal |
|
|
|
$ 3,980
|
|
|
|
Amortized Cost |
|
|
|
3,890
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,020
|
|
|
|
% of Net Assets |
[8] |
|
|
2.10%
|
|
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
4.00%
|
|
|
|
Investment Interest Rate |
|
|
|
8.33%
|
|
|
|
Principal |
|
|
|
$ 5,860
|
|
|
|
Amortized Cost |
|
|
|
5,816
|
|
|
|
Fair Value |
[6] |
|
|
$ 5,919
|
|
|
|
% of Net Assets |
[8] |
|
|
3.10%
|
|
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
8.00%
|
[28] |
8.00%
|
[29] |
|
|
Amortized Cost |
|
$ 250
|
[28] |
$ 250
|
[29] |
|
|
Fair Value |
|
$ 250
|
[5],[28] |
$ 232
|
[6],[29] |
|
|
% of Net Assets |
|
0.10%
|
[7],[28] |
0.10%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
300
|
[28] |
300
|
[29] |
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC, Equity Securities, Class B units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[28] |
$ 0
|
[29] |
|
|
Fair Value |
|
$ 309
|
[5],[28] |
$ 234
|
[6],[29] |
|
|
% of Net Assets |
|
0.20%
|
[7],[28] |
0.10%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
300
|
[28] |
300
|
[29] |
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.30%
|
|
|
|
|
|
Principal |
|
$ 3,960
|
|
|
|
|
|
Amortized Cost |
|
3,878
|
|
|
|
|
|
Fair Value |
[5] |
$ 4,000
|
|
|
|
|
|
% of Net Assets |
[7] |
2.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Forest Buyer, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.30%
|
|
|
|
|
|
Principal |
|
$ 5,831
|
|
|
|
|
|
Amortized Cost |
|
5,791
|
|
|
|
|
|
Fair Value |
[5] |
$ 5,889
|
|
|
|
|
|
% of Net Assets |
[7] |
3.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Forman Mills, Inc., Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
5.00%
|
[26] |
5.00%
|
[27] |
|
|
Principal |
|
$ 1,308
|
[26] |
$ 1,308
|
[27] |
|
|
Amortized Cost |
|
1,308
|
[26] |
1,308
|
[27] |
|
|
Fair Value |
|
$ 971
|
[5],[26] |
$ 921
|
[6],[27] |
|
|
% of Net Assets |
|
0.50%
|
[7],[26] |
0.50%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.00%
|
[20],[23],[25] |
5.25%
|
[1],[21],[22] |
|
|
Investment Interest Rate |
|
9.27%
|
[23],[25] |
9.87%
|
[1],[22] |
|
|
Principal |
|
$ 2,079
|
[23],[25] |
$ 2,086
|
[1],[22] |
|
|
Amortized Cost |
|
1,410
|
[23],[25] |
1,417
|
[1],[22] |
|
|
Fair Value |
|
$ 1,414
|
[5],[23],[25] |
$ 1,417
|
[1],[6],[22] |
|
|
% of Net Assets |
|
0.80%
|
[7],[23],[25] |
0.70%
|
[1],[8],[22] |
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.25%
|
|
|
|
Investment Interest Rate |
|
|
|
9.87%
|
|
|
|
Principal |
|
|
|
$ 2,503
|
|
|
|
Amortized Cost |
|
|
|
2,469
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,503
|
|
|
|
% of Net Assets |
[8] |
|
|
1.30%
|
|
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.25%
|
|
|
|
Investment Interest Rate |
|
|
|
9.87%
|
|
|
|
Principal |
|
|
|
$ 695
|
|
|
|
Amortized Cost |
|
|
|
695
|
|
|
|
Fair Value |
[6] |
|
|
$ 695
|
|
|
|
% of Net Assets |
[8] |
|
|
0.40%
|
|
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.25%
|
|
|
|
Investment Interest Rate |
|
|
|
9.87%
|
|
|
|
Principal |
|
|
|
$ 2,086
|
|
|
|
Amortized Cost |
|
|
|
2,037
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,086
|
|
|
|
% of Net Assets |
[8] |
|
|
1.10%
|
|
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.27%
|
|
|
|
|
|
Principal |
|
$ 2,490
|
|
|
|
|
|
Amortized Cost |
|
2,462
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,497
|
|
|
|
|
|
% of Net Assets |
[7] |
1.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.27%
|
|
|
|
|
|
Principal |
|
$ 692
|
|
|
|
|
|
Amortized Cost |
|
692
|
|
|
|
|
|
Fair Value |
[5] |
$ 694
|
|
|
|
|
|
% of Net Assets |
[7] |
0.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: GC Champion Acquisition LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.27%
|
|
|
|
|
|
Principal |
|
$ 2,075
|
|
|
|
|
|
Amortized Cost |
|
2,033
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,081
|
|
|
|
|
|
% of Net Assets |
[7] |
1.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: HFZ Capital Group LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
9.46%
|
[20],[24],[33],[34] |
9.46%
|
[21],[31],[32],[35] |
|
|
Interest rate paid in kind |
|
16.96%
|
[24],[33],[34] |
16.96%
|
[31],[32],[35] |
|
|
Principal |
|
$ 13,242
|
[24],[33],[34] |
$ 13,242
|
[31],[32],[35] |
|
|
Amortized Cost |
|
13,242
|
[24],[33],[34] |
13,242
|
[31],[32],[35] |
|
|
Fair Value |
|
$ 13,716
|
[5],[24],[33],[34] |
$ 13,378
|
[6],[31],[32],[35] |
|
|
% of Net Assets |
|
7.60%
|
[7],[24],[33],[34] |
7.00%
|
[8],[31],[32],[35] |
|
|
Investment, Identifier [Axis]: HFZ Capital Group LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
9.46%
|
[20],[24],[33],[34] |
9.46%
|
[21],[31],[32],[35] |
|
|
Interest rate paid in kind |
|
16.96%
|
[24],[33],[34] |
16.96%
|
[31],[32],[35] |
|
|
Principal |
|
$ 4,758
|
[24],[33],[34] |
$ 4,758
|
[31],[32],[35] |
|
|
Amortized Cost |
|
4,758
|
[24],[33],[34] |
4,758
|
[31],[32],[35] |
|
|
Fair Value |
|
$ 4,927
|
[5],[24],[33],[34] |
$ 4,807
|
[6],[31],[32],[35] |
|
|
% of Net Assets |
|
2.80%
|
[7],[24],[33],[34] |
2.50%
|
[8],[31],[32],[35] |
|
|
Investment, Identifier [Axis]: HFZ Capital Group, LLC 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 13,716
|
|
$ 13,378
|
|
$ 17,768
|
17,233
|
Investment, Identifier [Axis]: HFZ Capital Group, LLC 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 4,927
|
|
$ 4,807
|
|
6,384
|
6,191
|
Investment, Identifier [Axis]: HS4 Acquisitionco, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.85%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.19%
|
|
|
|
Principal |
[1] |
|
|
$ 817
|
|
|
|
Amortized Cost |
[1] |
|
|
552
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 552
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: HS4 Acquisitionco, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.85%
|
|
|
|
Investment Interest Rate |
|
|
|
10.19%
|
|
|
|
Principal |
|
|
|
$ 9,698
|
|
|
|
Amortized Cost |
|
|
|
9,673
|
|
|
|
Fair Value |
[6] |
|
|
$ 9,698
|
|
|
|
% of Net Assets |
[8] |
|
|
5.10%
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
7.60%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
11.93%
|
|
|
|
|
|
Principal |
[23] |
$ 691
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company (Revolver), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.60%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.94%
|
|
|
|
Principal |
[1] |
|
|
$ 691
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company 1, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.60%
|
|
|
|
Investment Interest Rate |
|
|
|
11.94%
|
|
|
|
Principal |
|
|
|
$ 1,820
|
|
|
|
Amortized Cost |
|
|
|
1,820
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,820
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company 2, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.60%
|
|
|
|
Investment Interest Rate |
|
|
|
11.94%
|
|
|
|
Principal |
|
|
|
$ 657
|
|
|
|
Amortized Cost |
|
|
|
657
|
|
|
|
Fair Value |
[6] |
|
|
$ 657
|
|
|
|
% of Net Assets |
[8] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company 3, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.60%
|
|
|
|
Investment Interest Rate |
|
|
|
11.94%
|
|
|
|
Principal |
|
|
|
$ 2,019
|
|
|
|
Amortized Cost |
|
|
|
2,019
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,019
|
|
|
|
% of Net Assets |
[8] |
|
|
1.10%
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.60%
|
|
|
|
|
|
Investment Interest Rate |
|
11.93%
|
|
|
|
|
|
Principal |
|
$ 1,767
|
|
|
|
|
|
Amortized Cost |
|
1,767
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,767
|
|
|
|
|
|
% of Net Assets |
[7] |
1.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.60%
|
|
|
|
|
|
Investment Interest Rate |
|
11.93%
|
|
|
|
|
|
Principal |
|
$ 639
|
|
|
|
|
|
Amortized Cost |
|
639
|
|
|
|
|
|
Fair Value |
[5] |
$ 639
|
|
|
|
|
|
% of Net Assets |
[7] |
0.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: Hastings Manufacturing Company, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.60%
|
|
|
|
|
|
Investment Interest Rate |
|
11.93%
|
|
|
|
|
|
Principal |
|
$ 1,966
|
|
|
|
|
|
Amortized Cost |
|
1,966
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,966
|
|
|
|
|
|
% of Net Assets |
[7] |
1.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: IDIG Parent, LLC, Equity Securities, Class X Common unit |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[28] |
$ 44
|
|
|
|
|
|
Fair Value |
[5],[28] |
$ 43
|
|
|
|
|
|
% of Net Assets |
[7],[28] |
0.00%
|
|
|
|
|
|
Number of units held (in shares) |
[28] |
43,404
|
|
|
|
|
|
Investment, Identifier [Axis]: IDIG Parent, LLC, Equity Securities, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 253
|
[28] |
$ 251
|
[29],[36] |
|
|
Fair Value |
|
$ 229
|
[5],[28] |
$ 240
|
[6],[29],[36] |
|
|
% of Net Assets |
|
0.10%
|
[7],[28] |
0.10%
|
[8],[29],[36] |
|
|
Number of units held (in shares) |
|
245,958
|
[28] |
245,958
|
[29],[36] |
|
|
Investment, Identifier [Axis]: INH Buyer, Inc, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[26] |
8.50%
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
12.90%
|
|
|
|
|
|
Principal |
[26] |
$ 85
|
|
|
|
|
|
Amortized Cost |
[26] |
85
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 19
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: INH Buyer, Inc. (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25],[26] |
7.00%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25],[26] |
11.40%
|
|
|
|
|
|
Principal |
[23],[25],[26] |
$ 96
|
|
|
|
|
|
Amortized Cost |
[23],[25],[26] |
0
|
|
|
|
|
|
Fair Value |
[5],[23],[25],[26] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25],[26] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: INH Buyer, Inc., Equity Securities, Class A-1 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
1,627,888
|
|
1,627,888
|
|
|
|
Investment, Identifier [Axis]: INH Buyer, Inc., Equity Securities, Preferred Stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
2
|
|
2
|
|
|
|
Investment, Identifier [Axis]: INH Buyer, Inc., Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[26] |
7.00%
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
11.40%
|
|
|
|
|
|
Principal |
[26] |
$ 3,026
|
|
|
|
|
|
Amortized Cost |
[26] |
3,007
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 691
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: INH Buyer, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21],[27] |
|
|
7.00%
|
|
|
|
Interest rate paid in kind |
[27] |
|
|
7.00%
|
|
|
|
Interest rate paid in cash |
[27] |
|
|
4.43%
|
|
|
|
Principal |
[27] |
|
|
$ 3,026
|
|
|
|
Amortized Cost |
[27] |
|
|
3,007
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 1,514
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
0.80%
|
|
|
|
Investment, Identifier [Axis]: InMobi Pte, Ltd, Equity Securities, Warrant |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[34],[37] |
$ 0
|
[31],[38] |
|
|
Fair Value |
|
$ 1,326
|
[5],[34],[37] |
$ 1,388
|
[6],[31],[38] |
|
|
% of Net Assets |
|
0.70%
|
[7],[34],[37] |
0.70%
|
[8],[31],[38] |
|
|
Warrants to purchase percentage of equity |
|
2.80%
|
[34],[37] |
2.80%
|
[31],[38] |
|
|
Investment, Identifier [Axis]: Independence Buyer, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.75%
|
[20],[23] |
5.85%
|
[1],[21] |
|
|
Investment Interest Rate |
|
10.07%
|
[23] |
10.40%
|
[1] |
|
|
Principal |
|
$ 1,423
|
[23] |
$ 1,423
|
[1] |
|
|
Amortized Cost |
|
89
|
[23] |
285
|
[1] |
|
|
Fair Value |
|
$ 78
|
[5],[23] |
$ 275
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.10%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Independence Buyer, Inc., Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 81
|
|
$ 81
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 25
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
81
|
|
81
|
|
|
|
Investment, Identifier [Axis]: Independence Buyer, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.90%
|
[20] |
5.90%
|
[21] |
|
|
Investment Interest Rate |
|
10.18%
|
|
10.47%
|
|
|
|
Principal |
|
$ 5,345
|
|
$ 5,345
|
|
|
|
Amortized Cost |
|
5,319
|
|
5,305
|
|
|
|
Fair Value |
|
$ 4,668
|
[5] |
$ 5,171
|
[6] |
|
|
% of Net Assets |
|
2.60%
|
[7] |
2.70%
|
[8] |
|
|
Investment, Identifier [Axis]: J2 BWA Funding LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Investment Interest Rate |
|
10.00%
|
[34] |
10.00%
|
[1],[31] |
|
|
Principal |
|
$ 1,686
|
[34] |
$ 2,750
|
[1],[31] |
|
|
Amortized Cost |
|
1,686
|
[34] |
1,689
|
[1],[31] |
|
|
Fair Value |
|
$ 1,684
|
[5],[34] |
$ 1,685
|
[1],[6],[31] |
|
|
% of Net Assets |
|
0.90%
|
[7],[34] |
0.90%
|
[1],[8],[31] |
|
|
Investment, Identifier [Axis]: J2 BWA Funding LLC, Equity Securities, Profit sharing |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[28],[34] |
$ 0
|
[29],[31] |
|
|
Fair Value |
|
$ 52
|
[5],[28],[34] |
$ 50
|
[6],[29],[31] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28],[34] |
0.00%
|
[8],[29],[31] |
|
|
Percentage of profit sharing |
|
0.30%
|
[28],[34] |
0.30%
|
[29],[31] |
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC (Revolver) , Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
7.75%
|
|
|
|
|
|
Interest rate paid in kind |
[23] |
2.75%
|
|
|
|
|
|
Interest rate paid in cash |
[23] |
9.28%
|
|
|
|
|
|
Principal |
[23] |
$ 830
|
|
|
|
|
|
Amortized Cost |
[23] |
559
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 537
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC (fka Spectrum Science Communications, LLC) (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.75%
|
|
|
|
Interest rate paid in kind |
[1] |
|
|
2.75%
|
|
|
|
Interest rate paid in cash |
[1] |
|
|
9.57%
|
|
|
|
Principal |
[1] |
|
|
$ 823
|
|
|
|
Amortized Cost |
[1] |
|
|
471
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 447
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC (fka Spectrum Science Communications, LLC) 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.75%
|
|
|
|
Interest rate paid in kind |
|
|
|
2.75%
|
|
|
|
Interest rate paid in cash |
|
|
|
9.57%
|
|
|
|
Principal |
|
|
|
$ 4,995
|
|
|
|
Amortized Cost |
|
|
|
4,886
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,751
|
|
|
|
% of Net Assets |
[8] |
|
|
2.50%
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC (fka Spectrum Science Communications, LLC) 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.75%
|
|
|
|
Interest rate paid in kind |
|
|
|
2.75%
|
|
|
|
Interest rate paid in cash |
|
|
|
9.57%
|
|
|
|
Principal |
|
|
|
$ 2,142
|
|
|
|
Amortized Cost |
|
|
|
2,087
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,037
|
|
|
|
% of Net Assets |
[8] |
|
|
1.10%
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC (fka Spectrum Science Communications, LLC) 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.75%
|
|
|
|
Interest rate paid in kind |
|
|
|
2.75%
|
|
|
|
Interest rate paid in cash |
|
|
|
9.57%
|
|
|
|
Principal |
|
|
|
$ 996
|
|
|
|
Amortized Cost |
|
|
|
996
|
|
|
|
Fair Value |
[6] |
|
|
$ 947
|
|
|
|
% of Net Assets |
[8] |
|
|
0.50%
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC (fka Spectrum Science Communications, LLC), Equity Securities |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 505
|
|
$ 505
|
|
|
|
Fair Value |
|
$ 132
|
[5] |
$ 115
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.10%
|
[8] |
|
|
Percentage of equity interest |
|
0.10%
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.75%
|
|
|
|
|
|
Interest rate paid in kind |
|
2.75%
|
|
|
|
|
|
Interest rate paid in cash |
|
9.28%
|
|
|
|
|
|
Principal |
|
$ 5,039
|
|
|
|
|
|
Amortized Cost |
|
4,945
|
|
|
|
|
|
Fair Value |
[5] |
$ 4,844
|
|
|
|
|
|
% of Net Assets |
[7] |
2.70%
|
|
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.75%
|
|
|
|
|
|
Interest rate paid in kind |
|
2.75%
|
|
|
|
|
|
Interest rate paid in cash |
|
9.28%
|
|
|
|
|
|
Principal |
|
$ 2,161
|
|
|
|
|
|
Amortized Cost |
|
2,114
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,077
|
|
|
|
|
|
% of Net Assets |
[7] |
1.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: KL Moon Acquisition, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.75%
|
|
|
|
|
|
Interest rate paid in kind |
|
2.75%
|
|
|
|
|
|
Interest rate paid in cash |
|
9.28%
|
|
|
|
|
|
Principal |
|
$ 1,005
|
|
|
|
|
|
Amortized Cost |
|
1,005
|
|
|
|
|
|
Fair Value |
[5] |
$ 966
|
|
|
|
|
|
% of Net Assets |
[7] |
0.50%
|
|
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.26%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.71%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 2,665
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
819
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 817
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.40%
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
10.59%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 2,659
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
1,749
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 1,752
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
1.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.26%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.87%
|
|
|
|
Principal |
[1] |
|
|
$ 952
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.11%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.44%
|
|
|
|
|
|
Principal |
[23] |
$ 952
|
|
|
|
|
|
Amortized Cost |
[23] |
305
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 305
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 26
|
|
$ 103
|
|
|
|
Fair Value |
|
$ 34
|
[5] |
$ 124
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.10%
|
[8] |
|
|
Number of units held (in shares) |
|
17,988
|
|
99,807
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Equity Securities, preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 103
|
|
$ 26
|
|
|
|
Fair Value |
|
$ 158
|
[5] |
$ 29
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
99,807
|
|
17,988
|
|
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.26%
|
[20] |
6.26%
|
[21] |
|
|
Investment Interest Rate |
|
10.56%
|
|
10.85%
|
|
|
|
Principal |
|
$ 1,551
|
|
$ 1,560
|
|
|
|
Amortized Cost |
|
1,538
|
|
1,544
|
|
|
|
Fair Value |
|
$ 1,551
|
[5] |
$ 1,558
|
[6] |
|
|
% of Net Assets |
|
0.90%
|
[7] |
0.80%
|
[8] |
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.26%
|
[20] |
6.26%
|
[21] |
|
|
Investment Interest Rate |
|
10.56%
|
|
10.85%
|
|
|
|
Principal |
|
$ 1,111
|
|
$ 1,117
|
|
|
|
Amortized Cost |
|
1,111
|
|
1,117
|
|
|
|
Fair Value |
|
$ 1,111
|
[5] |
$ 1,116
|
[6] |
|
|
% of Net Assets |
|
0.60%
|
[7] |
0.60%
|
[8] |
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.26%
|
[20] |
6.26%
|
[21] |
|
|
Investment Interest Rate |
|
10.56%
|
|
10.85%
|
|
|
|
Principal |
|
$ 2,620
|
|
$ 2,631
|
|
|
|
Amortized Cost |
|
2,620
|
|
2,631
|
|
|
|
Fair Value |
|
$ 2,620
|
[5] |
$ 2,627
|
[6] |
|
|
% of Net Assets |
|
1.50%
|
[7] |
1.40%
|
[8] |
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.26%
|
[20] |
6.26%
|
[21] |
|
|
Investment Interest Rate |
|
10.56%
|
|
10.87%
|
|
|
|
Principal |
|
$ 3,164
|
|
$ 3,183
|
|
|
|
Amortized Cost |
|
3,107
|
|
3,120
|
|
|
|
Fair Value |
|
$ 3,171
|
[5] |
$ 3,178
|
[6] |
|
|
% of Net Assets |
|
1.80%
|
[7] |
1.60%
|
[8] |
|
|
Investment, Identifier [Axis]: Kar Wash Holdings, LLC, Senior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.26%
|
[20] |
6.26%
|
[21] |
|
|
Investment Interest Rate |
|
10.56%
|
|
10.87%
|
|
|
|
Principal |
|
$ 2,904
|
|
$ 2,921
|
|
|
|
Amortized Cost |
|
2,904
|
|
2,921
|
|
|
|
Fair Value |
|
$ 2,910
|
[5] |
$ 2,917
|
[6] |
|
|
% of Net Assets |
|
1.60%
|
[7] |
1.50%
|
[8] |
|
|
Investment, Identifier [Axis]: Kingsley Gate Partners, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.60%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.94%
|
|
|
|
Principal |
[1] |
|
|
$ 240
|
|
|
|
Amortized Cost |
[1] |
|
|
192
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 190
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Kingsley Gate Partners, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.60%
|
|
|
|
|
|
Investment Interest Rate |
|
10.92%
|
|
|
|
|
|
Principal |
|
$ 240
|
|
|
|
|
|
Amortized Cost |
|
240
|
|
|
|
|
|
Fair Value |
[5] |
$ 239
|
|
|
|
|
|
% of Net Assets |
[7] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Kingsley Gate Partners, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.65%
|
[20] |
6.65%
|
[21] |
|
|
Investment Interest Rate |
|
10.95%
|
|
11.24%
|
|
|
|
Principal |
|
$ 188
|
|
$ 590
|
|
|
|
Amortized Cost |
|
188
|
|
581
|
|
|
|
Fair Value |
|
$ 188
|
[5] |
$ 585
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.30%
|
[8] |
|
|
Investment, Identifier [Axis]: Kingsley Gate Partners, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.65%
|
[20] |
6.65%
|
[21] |
|
|
Investment Interest Rate |
|
10.95%
|
|
11.24%
|
|
|
|
Principal |
|
$ 272
|
|
$ 189
|
|
|
|
Amortized Cost |
|
272
|
|
189
|
|
|
|
Fair Value |
|
$ 271
|
[5] |
$ 188
|
[6] |
|
|
% of Net Assets |
|
0.20%
|
[7] |
0.10%
|
[8] |
|
|
Investment, Identifier [Axis]: Kingsley Gate Partners, LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.65%
|
|
|
|
Investment Interest Rate |
|
|
|
11.24%
|
|
|
|
Principal |
|
|
|
$ 274
|
|
|
|
Amortized Cost |
|
|
|
274
|
|
|
|
Fair Value |
[6] |
|
|
$ 271
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Kingsley Gate Partners., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.65%
|
|
|
|
|
|
Investment Interest Rate |
|
10.95%
|
|
|
|
|
|
Principal |
|
$ 587
|
|
|
|
|
|
Amortized Cost |
|
579
|
|
|
|
|
|
Fair Value |
[5] |
$ 585
|
|
|
|
|
|
% of Net Assets |
[7] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: LVF Holdings, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.65%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
9.98%
|
|
|
|
Principal |
[1] |
|
|
$ 238
|
|
|
|
Amortized Cost |
[1] |
|
|
97
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 97
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: LVF Holdings, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.65%
|
|
|
|
Investment Interest Rate |
|
|
|
9.98%
|
|
|
|
Principal |
|
|
|
$ 1,451
|
|
|
|
Amortized Cost |
|
|
|
1,437
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,458
|
|
|
|
% of Net Assets |
[8] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: LVF Holdings, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.65%
|
|
|
|
Investment Interest Rate |
|
|
|
9.98%
|
|
|
|
Principal |
|
|
|
$ 1,389
|
|
|
|
Amortized Cost |
|
|
|
1,389
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,396
|
|
|
|
% of Net Assets |
[8] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.35%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
9.67%
|
|
|
|
|
|
Principal |
[23] |
$ 1,667
|
|
|
|
|
|
Amortized Cost |
[23] |
278
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 278
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC (Revolver), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.09%
|
|
|
|
Principal |
[1] |
|
|
$ 1,667
|
|
|
|
Amortized Cost |
[1] |
|
|
222
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 221
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC, Equity Securities, Class A shares |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 111
|
[28] |
$ 111
|
[29] |
|
|
Fair Value |
|
$ 179
|
[5],[28] |
$ 122
|
[6],[29] |
|
|
% of Net Assets |
|
0.10%
|
[7],[28] |
0.10%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
111,111
|
[28] |
111,111
|
[29] |
|
|
Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.35%
|
|
|
|
|
|
Investment Interest Rate |
|
9.67%
|
|
|
|
|
|
Principal |
|
$ 6,755
|
|
|
|
|
|
Amortized Cost |
|
6,701
|
|
|
|
|
|
Fair Value |
[5] |
$ 6,755
|
|
|
|
|
|
% of Net Assets |
[7] |
3.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.90%
|
|
|
|
Investment Interest Rate |
|
|
|
10.49%
|
|
|
|
Principal |
|
|
|
$ 6,790
|
|
|
|
Amortized Cost |
|
|
|
6,722
|
|
|
|
Fair Value |
[6] |
|
|
$ 6,749
|
|
|
|
% of Net Assets |
[8] |
|
|
3.50%
|
|
|
|
Investment, Identifier [Axis]: Liftforward SPV II, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
10.86%
|
[20],[34] |
10.86%
|
[21],[31] |
|
|
Interest rate paid in kind |
|
15.19%
|
[34] |
15.21%
|
[31] |
|
|
Principal |
|
$ 325
|
[34] |
$ 301
|
[31] |
|
|
Amortized Cost |
|
325
|
[34] |
301
|
[31] |
|
|
Fair Value |
|
$ 264
|
[5],[34] |
$ 262
|
[6],[31] |
|
|
% of Net Assets |
|
0.10%
|
[7],[34] |
0.10%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 13,411
|
|
$ 12,517
|
|
11,318
|
10,237
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC (Delayed Draw) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
|
|
|
|
3,374
|
3,051
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
3,998
|
|
3,731
|
|
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[28],[33],[34] |
793
|
|
|
|
|
|
Fair Value |
[5],[28],[33],[34] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[28],[33],[34] |
0.00%
|
|
|
|
|
|
Percentage of equity interest |
[28],[33],[34] |
15.90%
|
|
|
|
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, (Interest) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 0
|
|
0
|
|
|
|
Percentage of equity interest |
|
15.90%
|
|
|
|
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[29],[31],[35] |
|
|
793
|
|
|
|
Fair Value |
[6],[29],[31],[35] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[8],[29],[31],[35] |
|
|
0.00%
|
|
|
|
Percentage of equity interest |
[29],[31],[35] |
|
|
15.90%
|
|
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Equity interest |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
|
|
|
|
$ 699
|
1,045
|
Percentage of equity interest |
|
|
|
|
|
15.90%
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[33],[34] |
15.00%
|
|
|
|
|
|
Interest rate paid in kind |
[33],[34] |
19.30%
|
|
|
|
|
|
Principal |
[33],[34] |
$ 13,411
|
|
|
|
|
|
Amortized Cost |
[33],[34] |
13,411
|
|
|
|
|
|
Fair Value |
[5],[33],[34] |
$ 13,411
|
|
|
|
|
|
% of Net Assets |
[7],[33],[34] |
7.50%
|
|
|
|
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21],[31],[35] |
|
|
15.00%
|
|
|
|
Interest rate paid in kind |
[31],[35] |
|
|
19.59%
|
|
|
|
Principal |
[31],[35] |
|
|
$ 12,517
|
|
|
|
Amortized Cost |
[31],[35] |
|
|
12,517
|
|
|
|
Fair Value |
[6],[31],[35] |
|
|
$ 12,517
|
|
|
|
% of Net Assets |
[8],[31],[35] |
|
|
6.50%
|
|
|
|
Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
15.00%
|
[20],[33],[34] |
15.00%
|
[21],[31],[35] |
|
|
Interest rate paid in kind |
|
19.30%
|
[33],[34] |
19.59%
|
[31],[35] |
|
|
Principal |
|
$ 3,997
|
[33],[34] |
$ 3,731
|
[31],[35] |
|
|
Amortized Cost |
|
3,998
|
[33],[34] |
3,731
|
[31],[35] |
|
|
Fair Value |
|
$ 3,998
|
[5],[33],[34] |
$ 3,731
|
[6],[31],[35] |
|
|
% of Net Assets |
|
2.20%
|
[7],[33],[34] |
1.90%
|
[8],[31],[35] |
|
|
Investment, Identifier [Axis]: MEI Buyer LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
9.33%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 699
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
0
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.00%
|
[20],[23] |
5.00%
|
[1],[21] |
|
|
Investment Interest Rate |
|
9.31%
|
[23] |
9.40%
|
[1] |
|
|
Principal |
|
$ 410
|
[23] |
$ 410
|
[1] |
|
|
Amortized Cost |
|
56
|
[23] |
37
|
[1] |
|
|
Fair Value |
|
$ 56
|
[5],[23] |
$ 37
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: MEI Buyer LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.00%
|
|
|
|
Investment Interest Rate |
|
|
|
9.36%
|
|
|
|
Principal |
|
|
|
$ 1,975
|
|
|
|
Amortized Cost |
|
|
|
1,926
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,014
|
|
|
|
% of Net Assets |
[8] |
|
|
1.10%
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.00%
|
|
|
|
Investment Interest Rate |
|
|
|
9.36%
|
|
|
|
Principal |
|
|
|
$ 1,109
|
|
|
|
Amortized Cost |
|
|
|
1,099
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,131
|
|
|
|
% of Net Assets |
[8] |
|
|
0.60%
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.00%
|
|
|
|
Investment Interest Rate |
|
|
|
9.48%
|
|
|
|
Principal |
|
|
|
$ 317
|
|
|
|
Amortized Cost |
|
|
|
317
|
|
|
|
Fair Value |
[6] |
|
|
$ 323
|
|
|
|
% of Net Assets |
[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC, Equity Securities, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 178
|
|
$ 178
|
|
|
|
Fair Value |
|
$ 347
|
[5] |
$ 267
|
[6] |
|
|
% of Net Assets |
|
0.20%
|
[7] |
0.10%
|
[8] |
|
|
Number of units held (in shares) |
|
178
|
|
178
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.33%
|
|
|
|
|
|
Principal |
|
$ 1,965
|
|
|
|
|
|
Amortized Cost |
|
1,922
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,985
|
|
|
|
|
|
% of Net Assets |
[7] |
1.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.33%
|
|
|
|
|
|
Principal |
|
$ 1,104
|
|
|
|
|
|
Amortized Cost |
|
1,096
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,115
|
|
|
|
|
|
% of Net Assets |
[7] |
0.60%
|
|
|
|
|
|
Investment, Identifier [Axis]: MEI Buyer LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.00%
|
|
|
|
|
|
Investment Interest Rate |
|
9.31%
|
|
|
|
|
|
Principal |
|
$ 314
|
|
|
|
|
|
Amortized Cost |
|
314
|
|
|
|
|
|
Fair Value |
[5] |
$ 317
|
|
|
|
|
|
% of Net Assets |
[7] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: MRCC Senior Loan Fund I, LLC |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 30,157
|
|
$ 32,730
|
|
$ 33,098
|
33,122
|
Investment, Identifier [Axis]: MRCC Senior Loan Fund I, LLC, Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
42,650
|
[34] |
42,650
|
[31] |
|
|
Fair Value |
|
$ 30,157
|
[5],[34] |
$ 32,730
|
[6],[31] |
|
|
% of Net Assets |
|
16.80%
|
[7],[34] |
17.10%
|
[8],[31] |
|
|
Percentage of equity interest |
|
50.00%
|
[34] |
50.00%
|
[31] |
|
|
Investment, Identifier [Axis]: MV Receivables II, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21],[27],[31] |
|
|
9.75%
|
|
|
|
Investment Interest Rate |
[27],[31] |
|
|
14.30%
|
|
|
|
Principal |
[27],[31] |
|
|
$ 8,100
|
|
|
|
Amortized Cost |
[27],[31] |
|
|
7,737
|
|
|
|
Fair Value |
[6],[27],[31] |
|
|
$ 4,834
|
|
|
|
% of Net Assets |
[8],[27],[31] |
|
|
2.50%
|
|
|
|
Investment, Identifier [Axis]: MV Receivables II, LLC, Equity Securities, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 600
|
[28],[34] |
$ 600
|
[29],[31] |
|
|
Fair Value |
|
$ 0
|
[5],[28],[34] |
$ 0
|
[6],[29],[31] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28],[34] |
0.00%
|
[8],[29],[31] |
|
|
Number of units held (in shares) |
|
1,458
|
[28],[34] |
1,458
|
[29],[31] |
|
|
Investment, Identifier [Axis]: MV Receivables II, LLC, Equity Securities, Warrant |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 363
|
[28],[34] |
$ 363
|
[29],[31] |
|
|
Fair Value |
|
$ 0
|
[5],[28],[34] |
$ 0
|
[6],[29],[31] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28],[34] |
0.00%
|
[8],[29],[31] |
|
|
Warrants to purchase percentage of equity |
|
0.80%
|
[28],[34] |
0.80%
|
[29],[31] |
|
|
Investment, Identifier [Axis]: MV Receivables II, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[26],[34] |
9.75%
|
|
|
|
|
|
Investment Interest Rate |
[26],[34] |
14.07%
|
|
|
|
|
|
Principal |
|
$ 8,100
|
[26],[34] |
$ 11,216
|
[3] |
|
|
Amortized Cost |
|
7,737
|
[26],[34] |
10,726
|
[3] |
|
|
Fair Value |
|
$ 3,959
|
[5],[26],[34] |
$ 7,861
|
[3],[6] |
|
|
% of Net Assets |
|
2.20%
|
[7],[26],[34] |
4.00%
|
[3],[8] |
|
|
Investment, Identifier [Axis]: Medallia, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.60%
|
[20] |
6.60%
|
[21] |
|
|
Interest rate paid in kind |
|
4.00%
|
|
4.00%
|
|
|
|
Interest rate paid in cash |
|
6.82%
|
|
6.93%
|
|
|
|
Principal |
|
$ 2,274
|
|
$ 2,229
|
|
|
|
Amortized Cost |
|
2,252
|
|
2,204
|
|
|
|
Fair Value |
|
$ 2,028
|
[5] |
$ 2,203
|
[6] |
|
|
% of Net Assets |
|
1.10%
|
[7] |
1.10%
|
[8] |
|
|
Investment, Identifier [Axis]: Mindbody, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.15%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.74%
|
|
|
|
Principal |
[1] |
|
|
$ 667
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Mindbody, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.15%
|
|
|
|
Investment Interest Rate |
|
|
|
11.74%
|
|
|
|
Principal |
|
|
|
$ 6,536
|
|
|
|
Amortized Cost |
|
|
|
6,534
|
|
|
|
Fair Value |
[6] |
|
|
$ 6,536
|
|
|
|
% of Net Assets |
[8] |
|
|
3.40%
|
|
|
|
Investment, Identifier [Axis]: Mindbody, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.15%
|
|
|
|
Investment Interest Rate |
|
|
|
11.74%
|
|
|
|
Principal |
|
|
|
$ 207
|
|
|
|
Amortized Cost |
|
|
|
207
|
|
|
|
Fair Value |
[6] |
|
|
$ 207
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Mnine Holdings, Inc. (Class B units) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 0
|
|
$ 0
|
|
$ 0
|
0
|
Number of units held (in shares) |
|
6,400
|
|
|
|
6,400
|
|
Investment, Identifier [Axis]: Mnine Holdings, Inc. (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 0
|
|
$ 133
|
|
$ 0
|
658
|
Investment, Identifier [Axis]: Mnine Holdings, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.00%
|
|
|
|
Principal |
[1] |
|
|
$ 747
|
|
|
|
Amortized Cost |
[1] |
|
|
133
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 133
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Mnine Holdings, Inc. 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
0
|
|
$ 6,592
|
|
52
|
55
|
Investment, Identifier [Axis]: Mnine Holdings, Inc. 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
0
|
|
58
|
|
5,866
|
6,187
|
Investment, Identifier [Axis]: Mnine Holdings, Inc., Equity Investments, Class B units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
|
|
0
|
|
|
|
Fair Value |
[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[8] |
|
|
0.00%
|
|
|
|
Number of units held (in shares) |
|
|
|
6,400
|
|
|
|
Investment, Identifier [Axis]: Mnine Holdings, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
8.26%
|
|
|
|
Interest rate paid in kind |
|
|
|
5.00%
|
|
|
|
Interest rate paid in cash |
|
|
|
7.58%
|
|
|
|
Principal |
|
|
|
$ 6,592
|
|
|
|
Amortized Cost |
|
|
|
6,592
|
|
|
|
Fair Value |
[6] |
|
|
$ 6,592
|
|
|
|
% of Net Assets |
[8] |
|
|
3.40%
|
|
|
|
Investment, Identifier [Axis]: Mnine Holdings, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
8.26%
|
|
|
|
Interest rate paid in kind |
|
|
|
5.00%
|
|
|
|
Interest rate paid in cash |
|
|
|
7.85%
|
|
|
|
Principal |
|
|
|
$ 58
|
|
|
|
Amortized Cost |
|
|
|
58
|
|
|
|
Fair Value |
[6] |
|
|
$ 58
|
|
|
|
% of Net Assets |
[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: NECB Collections, LLC (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 422
|
|
$ 422
|
|
424
|
424
|
Investment, Identifier [Axis]: NECB Collections, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
11.00%
|
[20],[23],[24],[26] |
11.00%
|
[1],[21],[27],[32] |
|
|
Investment Interest Rate |
|
16.94%
|
[23],[24],[26] |
16.94%
|
[1],[27],[32] |
|
|
Principal |
|
$ 1,356
|
[23],[24],[26] |
$ 1,356
|
[1],[27],[32] |
|
|
Amortized Cost |
|
1,312
|
[23],[24],[26] |
1,312
|
[1],[27],[32] |
|
|
Fair Value |
|
$ 422
|
[5],[23],[24],[26] |
$ 422
|
[1],[6],[27],[32] |
|
|
% of Net Assets |
|
0.20%
|
[7],[23],[24],[26] |
0.20%
|
[1],[8],[27],[32] |
|
|
Investment, Identifier [Axis]: NECB Collections, LLC, Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[28] |
$ 1,458
|
|
|
|
|
|
Fair Value |
[5],[28] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[28] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: NECB Collections, LLC, Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[29] |
|
|
$ 1,458
|
|
|
|
Fair Value |
[6],[29] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[8],[29] |
|
|
0.00%
|
|
|
|
Percentage of equity interest |
|
20.80%
|
[28] |
20.80%
|
[29] |
|
|
Investment, Identifier [Axis]: NECB Collections, LLC, LLC (Units) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
|
|
|
|
$ 0
|
0
|
Percentage of equity interest |
|
|
|
|
|
20.80%
|
|
Investment, Identifier [Axis]: NECB Collections, LLC, LLC, Equity Interest |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 0
|
|
$ 0
|
|
|
|
Percentage of equity interest |
|
20.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.15%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.47%
|
|
|
|
Principal |
[1] |
|
|
$ 438
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
7.15%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
11.45%
|
|
|
|
|
|
Principal |
[23] |
$ 438
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc., Equity Securities, Common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 340
|
|
$ 327
|
|
|
|
Fair Value |
|
$ 33
|
[5] |
$ 67
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
327,133
|
|
327,133
|
|
|
|
Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.15%
|
|
|
|
Investment Interest Rate |
|
|
|
11.47%
|
|
|
|
Principal |
|
|
|
$ 3,430
|
|
|
|
Amortized Cost |
|
|
|
3,381
|
|
|
|
Fair Value |
[6] |
|
|
$ 3,076
|
|
|
|
% of Net Assets |
[8] |
|
|
1.60%
|
|
|
|
Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.15%
|
|
|
|
|
|
Investment Interest Rate |
|
11.45%
|
|
|
|
|
|
Principal |
|
$ 3,413
|
|
|
|
|
|
Amortized Cost |
|
3,371
|
|
|
|
|
|
Fair Value |
[5] |
$ 3,051
|
|
|
|
|
|
% of Net Assets |
[7] |
1.70%
|
|
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
5.60%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.15%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 649
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
0
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.60%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.15%
|
|
|
|
Principal |
[1] |
|
|
$ 2,222
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.60%
|
|
|
|
Investment Interest Rate |
|
|
|
10.15%
|
|
|
|
Principal |
|
|
|
$ 3,880
|
|
|
|
Amortized Cost |
|
|
|
3,849
|
|
|
|
Fair Value |
[6] |
|
|
$ 3,880
|
|
|
|
% of Net Assets |
[8] |
|
|
2.00%
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.60%
|
|
|
|
Investment Interest Rate |
|
|
|
10.15%
|
|
|
|
Principal |
|
|
|
$ 4,625
|
|
|
|
Amortized Cost |
|
|
|
4,625
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,625
|
|
|
|
% of Net Assets |
[8] |
|
|
2.40%
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.60%
|
|
|
|
Investment Interest Rate |
|
|
|
10.15%
|
|
|
|
Principal |
|
|
|
$ 5,014
|
|
|
|
Amortized Cost |
|
|
|
5,014
|
|
|
|
Fair Value |
[6] |
|
|
$ 5,014
|
|
|
|
% of Net Assets |
[8] |
|
|
2.60%
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC 4, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.60%
|
|
|
|
Investment Interest Rate |
|
|
|
10.19%
|
|
|
|
Principal |
|
|
|
$ 2,018
|
|
|
|
Amortized Cost |
|
|
|
1,979
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,018
|
|
|
|
% of Net Assets |
[8] |
|
|
1.10%
|
|
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC, Equity Securities, Common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 153
|
[28] |
$ 153
|
[29] |
|
|
Fair Value |
|
$ 918
|
[5],[28] |
$ 916
|
[6],[29] |
|
|
% of Net Assets |
|
0.50%
|
[7],[28] |
0.50%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
106,667
|
[28] |
106,667
|
[29] |
|
|
Investment, Identifier [Axis]: NationsBenefits, LLC, Equity Securities, Series B units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
5.00%
|
[28] |
5.00%
|
[29] |
|
|
Amortized Cost |
|
$ 816
|
[28] |
$ 816
|
[29] |
|
|
Fair Value |
|
$ 1,770
|
[5],[28] |
$ 1,803
|
[6],[29] |
|
|
% of Net Assets |
|
1.00%
|
[7],[28] |
0.90%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
120,760
|
[28] |
120,760
|
[29] |
|
|
Investment, Identifier [Axis]: Nearly Natural, Inc. 2, Equity Securities, Class AA units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 61
|
|
$ 61
|
|
|
|
Fair Value |
|
$ 45
|
[5] |
$ 51
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
61,087
|
|
61,087
|
|
|
|
Investment, Identifier [Axis]: Nearly Natural, Inc. 3, Equity Securities, Class AAA units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 62
|
|
$ 62
|
|
|
|
Fair Value |
|
$ 98
|
[5] |
$ 109
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.10%
|
[8] |
|
|
Number of units held (in shares) |
|
62,034
|
|
62,034
|
|
|
|
Investment, Identifier [Axis]: Nearly Natural, Inc.1, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 152
|
|
$ 153
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
152,174
|
|
152,174
|
|
|
|
Investment, Identifier [Axis]: Northeast Contracting Company, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.26%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.76%
|
|
|
|
Principal |
[1] |
|
|
$ 318
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Northeast Contracting Company, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.00%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.28%
|
|
|
|
|
|
Principal |
[23] |
$ 318
|
|
|
|
|
|
Amortized Cost |
[23] |
136
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 136
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Northeast Contracting Company, LLC, Equity Securities, Class A-2 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,073
|
[28] |
$ 1,073
|
[29] |
|
|
Fair Value |
|
$ 1,040
|
[5],[28] |
$ 1,089
|
[6],[29] |
|
|
% of Net Assets |
|
0.60%
|
[7],[28] |
0.60%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
1,072,940
|
[28] |
1,072,940
|
[29] |
|
|
Investment, Identifier [Axis]: Northeast Contracting Company, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.26%
|
|
|
|
Investment Interest Rate |
|
|
|
10.76%
|
|
|
|
Principal |
|
|
|
$ 1,496
|
|
|
|
Amortized Cost |
|
|
|
1,468
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,498
|
|
|
|
% of Net Assets |
[8] |
|
|
0.80%
|
|
|
|
Investment, Identifier [Axis]: Northeast Contracting Company, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.59%
|
|
|
|
|
|
Principal |
|
$ 1,489
|
|
|
|
|
|
Amortized Cost |
|
1,463
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,488
|
|
|
|
|
|
% of Net Assets |
[7] |
0.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: Onit, Inc., Unitranche Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.40%
|
|
|
|
Investment Interest Rate |
|
|
|
12.01%
|
|
|
|
Principal |
|
|
|
$ 1,680
|
|
|
|
Amortized Cost |
|
|
|
1,675
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,680
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: Panda Acquisition, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
9.36%
|
|
|
|
|
|
Interest rate paid in kind |
|
7.13%
|
|
|
|
|
|
Interest rate paid in cash |
|
6.44%
|
|
|
|
|
|
Principal |
|
$ 4,595
|
|
|
|
|
|
Amortized Cost |
|
4,079
|
|
|
|
|
|
Fair Value |
[5] |
$ 3,854
|
|
|
|
|
|
% of Net Assets |
[7] |
2.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Panda Acquisition, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
9.35%
|
|
|
|
Interest rate paid in kind |
|
|
|
7.13%
|
|
|
|
Interest rate paid in cash |
|
|
|
6.55%
|
|
|
|
Principal |
|
|
|
$ 4,514
|
|
|
|
Amortized Cost |
|
|
|
3,934
|
|
|
|
Fair Value |
[6] |
|
|
$ 3,781
|
|
|
|
% of Net Assets |
[8] |
|
|
2.00%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.50%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.09%
|
|
|
|
Principal |
[1] |
|
|
$ 1,105
|
|
|
|
Amortized Cost |
[1] |
|
|
561
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 561
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.59%
|
|
|
|
|
|
Principal |
[23] |
$ 1,105
|
|
|
|
|
|
Amortized Cost |
[23] |
442
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 441
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 9,500
|
|
|
|
Amortized Cost |
|
|
|
9,500
|
|
|
|
Fair Value |
[6] |
|
|
$ 9,500
|
|
|
|
% of Net Assets |
[8] |
|
|
5.00%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 530
|
|
|
|
Amortized Cost |
|
|
|
529
|
|
|
|
Fair Value |
[6] |
|
|
$ 530
|
|
|
|
% of Net Assets |
[8] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 1,326
|
|
|
|
Amortized Cost |
|
|
|
1,326
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,326
|
|
|
|
% of Net Assets |
[8] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. 4, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 884
|
|
|
|
Amortized Cost |
|
|
|
884
|
|
|
|
Fair Value |
[6] |
|
|
$ 884
|
|
|
|
% of Net Assets |
[8] |
|
|
0.50%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc. 5, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.76%
|
|
|
|
Investment Interest Rate |
|
|
|
11.35%
|
|
|
|
Principal |
|
|
|
$ 707
|
|
|
|
Amortized Cost |
|
|
|
694
|
|
|
|
Fair Value |
[6] |
|
|
$ 707
|
|
|
|
% of Net Assets |
[8] |
|
|
0.40%
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
8.00%
|
|
8.00%
|
|
|
|
Amortized Cost |
|
$ 473
|
|
$ 473
|
|
|
|
Fair Value |
|
$ 1,324
|
[5] |
$ 1,165
|
[6] |
|
|
% of Net Assets |
|
0.70%
|
[7] |
0.60%
|
[8] |
|
|
Number of units held (in shares) |
|
473,082
|
|
473,082
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Equity Securities, Class B units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 52
|
[5] |
$ 53
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
35,791
|
|
35,791
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.56%
|
|
|
|
|
|
Principal |
|
$ 9,500
|
|
|
|
|
|
Amortized Cost |
|
9,500
|
|
|
|
|
|
Fair Value |
[5] |
$ 9,491
|
|
|
|
|
|
% of Net Assets |
[7] |
5.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.56%
|
|
|
|
|
|
Principal |
|
$ 530
|
|
|
|
|
|
Amortized Cost |
|
529
|
|
|
|
|
|
Fair Value |
[5] |
$ 530
|
|
|
|
|
|
% of Net Assets |
[7] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.56%
|
|
|
|
|
|
Principal |
|
$ 1,326
|
|
|
|
|
|
Amortized Cost |
|
1,326
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,324
|
|
|
|
|
|
% of Net Assets |
[7] |
0.70%
|
|
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.56%
|
|
|
|
|
|
Principal |
|
$ 884
|
|
|
|
|
|
Amortized Cost |
|
884
|
|
|
|
|
|
Fair Value |
[5] |
$ 883
|
|
|
|
|
|
% of Net Assets |
[7] |
0.50%
|
|
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.56%
|
|
|
|
|
|
Principal |
|
$ 707
|
|
|
|
|
|
Amortized Cost |
|
697
|
|
|
|
|
|
Fair Value |
[5] |
$ 706
|
|
|
|
|
|
% of Net Assets |
[7] |
0.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: Planful, Inc., Senior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.26%
|
|
|
|
|
|
Investment Interest Rate |
|
10.56%
|
|
|
|
|
|
Principal |
|
$ 1,455
|
|
|
|
|
|
Amortized Cost |
|
1,442
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,454
|
|
|
|
|
|
% of Net Assets |
[7] |
0.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: Prototek LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.85%
|
[20],[23],[26] |
8.35%
|
[1],[21],[27] |
|
|
Interest rate paid in kind |
[23],[26] |
4.50%
|
|
|
|
|
|
Interest rate paid in cash |
[23],[26] |
7.67%
|
|
|
|
|
|
Principal |
|
$ 288
|
[23],[26] |
$ 288
|
[1],[27] |
|
|
Amortized Cost |
|
0
|
[23],[26] |
0
|
[1],[27] |
|
|
Fair Value |
|
$ 0
|
[5],[23],[26] |
$ 0
|
[1],[6],[27] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23],[26] |
0.00%
|
[1],[8],[27] |
|
|
Investment, Identifier [Axis]: Prototek LLC , Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[26] |
7.85%
|
|
|
|
|
|
Interest rate paid in kind |
[26] |
4.50%
|
|
|
|
|
|
Interest rate paid in cash |
[26] |
7.67%
|
|
|
|
|
|
Principal |
[26] |
$ 1,930
|
|
|
|
|
|
Amortized Cost |
[26] |
1,793
|
|
|
|
|
|
Fair Value |
[5],[26] |
$ 1,561
|
|
|
|
|
|
% of Net Assets |
[7],[26] |
0.90%
|
|
|
|
|
|
Investment, Identifier [Axis]: Prototek LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21],[27] |
|
|
8.35%
|
|
|
|
Interest rate paid in kind |
[1],[27] |
|
|
5.00%
|
|
|
|
Interest rate paid in cash |
[1],[27] |
|
|
7.90%
|
|
|
|
Principal |
[27] |
|
|
$ 2,468
|
|
|
|
Amortized Cost |
[27] |
|
|
2,391
|
|
|
|
Fair Value |
[6],[27] |
|
|
$ 1,991
|
|
|
|
% of Net Assets |
[8],[27] |
|
|
1.00%
|
|
|
|
Investment, Identifier [Axis]: Quest Resource Management Group, LLC, Equity Securities, Warrant 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 67
|
|
$ 67
|
|
|
|
Fair Value |
|
$ 51
|
[5] |
$ 306
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.20%
|
[8] |
|
|
Warrants to purchase percentage of equity |
|
0.20%
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Quest Resource Management Group, LLC, Equity Securities, Warrant 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 41
|
[5] |
$ 214
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.10%
|
[8] |
|
|
Warrants to purchase percentage of equity |
|
0.20%
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Recorded Future, Inc, Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 49
|
[39] |
|
|
Fair Value |
|
$ 13
|
[5] |
$ 186
|
[6],[39] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.10%
|
[8],[39] |
|
|
Number of units held (in shares) |
|
80,486
|
|
80,486
|
[39] |
|
|
Investment, Identifier [Axis]: Recycled Plastics Industries, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.35%
|
[20],[23] |
7.35%
|
[1],[21] |
|
|
Interest rate paid in kind |
|
0.50%
|
[23] |
0.50%
|
[1] |
|
|
Interest rate paid in cash |
|
11.17%
|
[23] |
11.40%
|
[1] |
|
|
Principal |
|
$ 284
|
[23] |
$ 284
|
[1] |
|
|
Amortized Cost |
|
0
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 0
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Recycled Plastics Industries, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.35%
|
[20] |
7.35%
|
[21] |
|
|
Interest rate paid in kind |
|
0.50%
|
|
0.50%
|
|
|
|
Interest rate paid in cash |
|
11.17%
|
|
11.40%
|
|
|
|
Principal |
|
$ 2,724
|
|
$ 2,796
|
|
|
|
Amortized Cost |
|
2,710
|
|
2,773
|
|
|
|
Fair Value |
|
$ 2,717
|
[5] |
$ 2,792
|
[6] |
|
|
% of Net Assets |
|
1.50%
|
[7] |
1.50%
|
[8] |
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.35%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.90%
|
|
|
|
Principal |
[1] |
|
|
$ 316
|
|
|
|
Amortized Cost |
[1] |
|
|
168
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 168
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.35%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.67%
|
|
|
|
|
|
Principal |
[23] |
$ 316
|
|
|
|
|
|
Amortized Cost |
[23] |
147
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 147
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC , Equity Securities, Class B common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
40
|
|
40
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC , Equity Securities, Class X Preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
12.00%
|
|
12.00%
|
|
|
|
Amortized Cost |
|
$ 6
|
|
$ 6
|
|
|
|
Fair Value |
|
$ 6
|
[5] |
$ 6
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
6
|
|
6
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC , Equity Securities, Class X common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
6
|
|
6
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC , Equity Securities, Preferred units 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
12.00%
|
|
12.00%
|
|
|
|
Amortized Cost |
|
$ 40
|
|
$ 40
|
|
|
|
Fair Value |
|
$ 15
|
[5] |
$ 26
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
40
|
|
40
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.35%
|
|
|
|
Investment Interest Rate |
|
|
|
10.90%
|
|
|
|
Principal |
|
|
|
$ 294
|
|
|
|
Amortized Cost |
|
|
|
290
|
|
|
|
Fair Value |
[6] |
|
|
$ 291
|
|
|
|
% of Net Assets |
[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.35%
|
|
|
|
Investment Interest Rate |
|
|
|
10.90%
|
|
|
|
Principal |
|
|
|
$ 1,444
|
|
|
|
Amortized Cost |
|
|
|
1,438
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,428
|
|
|
|
% of Net Assets |
[8] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.35%
|
|
|
|
Investment Interest Rate |
|
|
|
10.90%
|
|
|
|
Principal |
|
|
|
$ 646
|
|
|
|
Amortized Cost |
|
|
|
646
|
|
|
|
Fair Value |
[6] |
|
|
$ 639
|
|
|
|
% of Net Assets |
[8] |
|
|
0.30%
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.35%
|
|
|
|
|
|
Investment Interest Rate |
|
10.67%
|
|
|
|
|
|
Principal |
|
$ 293
|
|
|
|
|
|
Amortized Cost |
|
289
|
|
|
|
|
|
Fair Value |
[5] |
$ 291
|
|
|
|
|
|
% of Net Assets |
[7] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.35%
|
|
|
|
|
|
Investment Interest Rate |
|
10.67%
|
|
|
|
|
|
Principal |
|
$ 643
|
|
|
|
|
|
Amortized Cost |
|
643
|
|
|
|
|
|
Fair Value |
[5] |
$ 639
|
|
|
|
|
|
% of Net Assets |
[7] |
0.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: Relevate Health Group, LLC, Senior Secured Loans1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.35%
|
|
|
|
|
|
Investment Interest Rate |
|
10.67%
|
|
|
|
|
|
Principal |
|
$ 1,436
|
|
|
|
|
|
Amortized Cost |
|
1,434
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,429
|
|
|
|
|
|
% of Net Assets |
[7] |
0.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: Residential Homes for Rent LLC, Equity Securities, Series A preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,819
|
[28],[34] |
$ 1,114
|
[29],[31] |
|
|
Fair Value |
|
$ 1,611
|
[5],[28],[34] |
$ 950
|
[6],[29],[31] |
|
|
% of Net Assets |
|
0.90%
|
[7],[28],[34] |
0.50%
|
[8],[29],[31] |
|
|
Number of units held (in shares) |
|
420,880
|
[28],[34] |
255,311
|
[29],[31] |
|
|
Investment, Identifier [Axis]: Residential Homes for Rent LLC, Equity Securities, Warrant |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
[28],[34] |
$ 0
|
[29],[31] |
|
|
Fair Value |
|
$ 539
|
[5],[28],[34] |
$ 443
|
[6],[29],[31] |
|
|
% of Net Assets |
|
0.30%
|
[7],[28],[34] |
0.20%
|
[8],[29],[31] |
|
|
Warrants to purchase percentage of equity |
|
0.90%
|
[28],[34] |
0.70%
|
[29],[31] |
|
|
Investment, Identifier [Axis]: SFR Holdco 2, LLC (Delayed Draw), Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Investment Interest Rate |
|
8.00%
|
[23],[25],[34] |
8.00%
|
[1],[22],[31] |
|
|
Principal |
|
$ 2,925
|
[23],[25],[34] |
$ 2,925
|
[1],[22],[31] |
|
|
Amortized Cost |
|
2,110
|
[23],[25],[34] |
1,295
|
[1],[22],[31] |
|
|
Fair Value |
|
$ 2,107
|
[5],[23],[25],[34] |
$ 1,295
|
[1],[6],[22],[31] |
|
|
% of Net Assets |
|
1.20%
|
[7],[23],[25],[34] |
0.70%
|
[1],[8],[22],[31] |
|
|
Investment, Identifier [Axis]: SFR Holdco 2, LLC (equity commitment), Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[34],[40] |
$ 1,407
|
|
|
|
|
|
Fair Value |
[5],[34],[40] |
$ 1,464
|
|
|
|
|
|
% of Net Assets |
[7],[34],[40] |
0.80%
|
|
|
|
|
|
Percentage of equity interest |
[34],[40] |
13.90%
|
|
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco 2, LLC, Delayed Draw |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 2,107
|
|
$ 1,295
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco 2, LLC, Equity Commitment |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 1,464
|
|
864
|
|
|
|
Percentage of equity interest |
|
13.90%
|
|
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco, LLC |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 5,598
|
|
5,593
|
|
$ 5,412
|
5,539
|
Investment, Identifier [Axis]: SFR Holdco, LLC (13.9% of equity commitment), Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[31] |
|
|
864
|
|
|
|
Fair Value |
[6],[31] |
|
|
$ 864
|
|
|
|
% of Net Assets |
[8],[31] |
|
|
0.50%
|
|
|
|
Percentage of equity interest |
[31] |
|
|
13.90%
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco, LLC (24.4% of equity commitment), Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[31] |
|
|
$ 3,900
|
|
|
|
Fair Value |
[6],[31] |
|
|
$ 4,797
|
|
|
|
% of Net Assets |
[8],[31] |
|
|
2.50%
|
|
|
|
Percentage of equity interest |
[31] |
|
|
24.40%
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco, LLC (equity commitment), Equity Investments |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
[34] |
3,900
|
|
|
|
|
|
Fair Value |
[5],[34] |
$ 4,916
|
|
|
|
|
|
% of Net Assets |
[7],[34] |
2.70%
|
|
|
|
|
|
Percentage of equity interest |
[34] |
24.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco, LLC, Equity Commitment |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 4,916
|
|
$ 4,797
|
|
|
|
Percentage of equity interest |
|
24.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: SFR Holdco, LLC, Equity interests |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
|
|
|
|
$ 4,460
|
4,372
|
Percentage of equity interest |
|
|
|
|
|
24.40%
|
|
Investment, Identifier [Axis]: SFR Holdco, LLC, Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Investment Interest Rate |
|
8.00%
|
[34] |
8.00%
|
[31] |
|
|
Principal |
|
$ 5,850
|
[34] |
$ 5,850
|
[31] |
|
|
Amortized Cost |
|
5,850
|
[34] |
5,850
|
[31] |
|
|
Fair Value |
|
$ 5,598
|
[5],[34] |
$ 5,593
|
[6],[31] |
|
|
% of Net Assets |
|
3.10%
|
[7],[34] |
2.90%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: Second Avenue SFR Holdings II LLC (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
|
|
|
|
$ 3,323
|
3,323
|
Investment, Identifier [Axis]: Security Services Acquisition Sub Corp., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.85%
|
|
|
|
|
|
Investment Interest Rate |
|
10.18%
|
|
|
|
|
|
Principal |
|
$ 1,823
|
|
|
|
|
|
Amortized Cost |
|
1,823
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,810
|
|
|
|
|
|
% of Net Assets |
[7] |
1.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Security Services Acquisition Sub Corp., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.85%
|
[20] |
5.85%
|
[21] |
|
|
Investment Interest Rate |
|
10.18%
|
|
10.19%
|
|
|
|
Principal |
|
$ 5,872
|
|
$ 1,832
|
|
|
|
Amortized Cost |
|
5,872
|
|
1,832
|
|
|
|
Fair Value |
|
$ 5,831
|
[5] |
$ 1,831
|
[6] |
|
|
% of Net Assets |
|
3.20%
|
[7] |
0.90%
|
[8] |
|
|
Investment, Identifier [Axis]: Security Services Acquisition Sub Corp., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.85%
|
[20] |
5.85%
|
[21] |
|
|
Investment Interest Rate |
|
10.18%
|
|
10.19%
|
|
|
|
Principal |
|
$ 1,801
|
|
$ 5,902
|
|
|
|
Amortized Cost |
|
1,801
|
|
5,902
|
|
|
|
Fair Value |
|
$ 1,788
|
[5] |
$ 5,896
|
[6] |
|
|
% of Net Assets |
|
1.00%
|
[7] |
3.10%
|
[8] |
|
|
Investment, Identifier [Axis]: Security Services Acquisition Sub Corp., Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.85%
|
|
|
|
Investment Interest Rate |
|
|
|
10.19%
|
|
|
|
Principal |
|
|
|
$ 1,810
|
|
|
|
Amortized Cost |
|
|
|
1,810
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,808
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
9.80%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 4,444
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
0
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.25%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.84%
|
|
|
|
Principal |
[1] |
|
|
$ 444
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
9.80%
|
|
|
|
|
|
Principal |
[23] |
$ 444
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.25%
|
|
|
|
Investment Interest Rate |
|
|
|
11.84%
|
|
|
|
Principal |
|
|
|
$ 2,406
|
|
|
|
Amortized Cost |
|
|
|
2,395
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,403
|
|
|
|
% of Net Assets |
[8] |
|
|
1.30%
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.25%
|
|
|
|
Investment Interest Rate |
|
|
|
11.67%
|
|
|
|
Principal |
|
|
|
$ 2,730
|
|
|
|
Amortized Cost |
|
|
|
2,730
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,727
|
|
|
|
% of Net Assets |
[8] |
|
|
1.40%
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.25%
|
|
|
|
Investment Interest Rate |
|
|
|
11.67%
|
|
|
|
Principal |
|
|
|
$ 1,436
|
|
|
|
Amortized Cost |
|
|
|
1,436
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,435
|
|
|
|
% of Net Assets |
[8] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
|
9.80%
|
|
|
|
|
|
Principal |
|
$ 2,394
|
|
|
|
|
|
Amortized Cost |
|
2,389
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,394
|
|
|
|
|
|
% of Net Assets |
[7] |
1.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
|
9.76%
|
|
|
|
|
|
Principal |
|
$ 539
|
|
|
|
|
|
Amortized Cost |
|
539
|
|
|
|
|
|
Fair Value |
[5] |
$ 539
|
|
|
|
|
|
% of Net Assets |
[7] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Seran BioScience, LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
|
9.74%
|
|
|
|
|
|
Principal |
|
$ 284
|
|
|
|
|
|
Amortized Cost |
|
284
|
|
|
|
|
|
Fair Value |
[5] |
$ 284
|
|
|
|
|
|
% of Net Assets |
[7] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.03%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 289
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
0
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. (Delayed Draw), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
9.92%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 289
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
0
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.08%
|
|
|
|
Principal |
[1] |
|
|
$ 205
|
|
|
|
Amortized Cost |
[1] |
|
|
20
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 20
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.05%
|
|
|
|
|
|
Principal |
[23] |
$ 205
|
|
|
|
|
|
Amortized Cost |
[23] |
116
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 112
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
|
|
|
10.03%
|
|
|
|
Principal |
|
|
|
$ 985
|
|
|
|
Amortized Cost |
|
|
|
961
|
|
|
|
Fair Value |
[6] |
|
|
$ 991
|
|
|
|
% of Net Assets |
[8] |
|
|
0.50%
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
|
|
|
10.08%
|
|
|
|
Principal |
|
|
|
$ 216
|
|
|
|
Amortized Cost |
|
|
|
214
|
|
|
|
Fair Value |
[6] |
|
|
$ 217
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc. 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.75%
|
|
|
|
Investment Interest Rate |
|
|
|
10.08%
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc., Equity Securities, Common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 300
|
|
$ 300
|
|
|
|
Fair Value |
|
$ 186
|
[5] |
$ 323
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.20%
|
[8] |
|
|
Number of units held (in shares) |
|
300,000
|
|
300,000
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
|
9.92%
|
|
|
|
|
|
Principal |
|
$ 980
|
|
|
|
|
|
Amortized Cost |
|
958
|
|
|
|
|
|
Fair Value |
[5] |
$ 947
|
|
|
|
|
|
% of Net Assets |
[7] |
0.50%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
|
10.05%
|
|
|
|
|
|
Principal |
|
$ 215
|
|
|
|
|
|
Amortized Cost |
|
213
|
|
|
|
|
|
Fair Value |
[5] |
$ 208
|
|
|
|
|
|
% of Net Assets |
[7] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc., Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.75%
|
|
|
|
|
|
Investment Interest Rate |
|
10.05%
|
|
|
|
|
|
Principal |
|
$ 220
|
|
|
|
|
|
Amortized Cost |
|
220
|
|
|
|
|
|
Fair Value |
[5] |
$ 212
|
|
|
|
|
|
% of Net Assets |
[7] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sparq Holdings, Inc., Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
[1] |
|
|
$ 221
|
|
|
|
Amortized Cost |
[1] |
|
|
221
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 222
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Spherix Global Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.36%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.92%
|
|
|
|
Principal |
[1] |
|
|
$ 122
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Spherix Global Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.36%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.69%
|
|
|
|
|
|
Principal |
[23] |
$ 122
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Spherix Global Inc., Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 81
|
|
$ 81
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
81
|
|
81
|
|
|
|
Investment, Identifier [Axis]: Spherix Global Inc., Equity Securities, Class A-2 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 13
|
|
$ 13
|
|
|
|
Fair Value |
|
$ 17
|
[5] |
$ 3
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
13
|
|
13
|
|
|
|
Investment, Identifier [Axis]: Spherix Global Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.36%
|
|
|
|
Investment Interest Rate |
|
|
|
10.92%
|
|
|
|
Principal |
|
|
|
$ 775
|
|
|
|
Amortized Cost |
|
|
|
768
|
|
|
|
Fair Value |
[6] |
|
|
$ 674
|
|
|
|
% of Net Assets |
[8] |
|
|
0.40%
|
|
|
|
Investment, Identifier [Axis]: Spherix Global Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.36%
|
|
|
|
|
|
Investment Interest Rate |
|
10.69%
|
|
|
|
|
|
Principal |
|
$ 769
|
|
|
|
|
|
Amortized Cost |
|
765
|
|
|
|
|
|
Fair Value |
[5] |
$ 753
|
|
|
|
|
|
% of Net Assets |
[7] |
0.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sports Operating Holdings II, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
5.85%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.21%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 2,390
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
1,319
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 1,319
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.70%
|
|
|
|
Investment, Identifier [Axis]: Sports Operating Holdings II, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
5.85%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.21%
|
|
|
|
Principal |
[1] |
|
|
$ 519
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Sports Operating Holdings II, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.85%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
10.18%
|
|
|
|
|
|
Principal |
[23] |
$ 1,039
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sports Operating Holdings II, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.85%
|
|
|
|
Investment Interest Rate |
|
|
|
10.21%
|
|
|
|
Principal |
|
|
|
$ 2,933
|
|
|
|
Amortized Cost |
|
|
|
2,886
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,932
|
|
|
|
% of Net Assets |
[8] |
|
|
1.50%
|
|
|
|
Investment, Identifier [Axis]: Sports Operating Holdings II, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.85%
|
|
|
|
|
|
Investment Interest Rate |
|
10.18%
|
|
|
|
|
|
Principal |
|
$ 2,917
|
|
|
|
|
|
Amortized Cost |
|
2,879
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,918
|
|
|
|
|
|
% of Net Assets |
[7] |
1.60%
|
|
|
|
|
|
Investment, Identifier [Axis]: Sports Operating Holdings II, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.85%
|
|
|
|
|
|
Investment Interest Rate |
|
10.18%
|
|
|
|
|
|
Principal |
|
$ 2,379
|
|
|
|
|
|
Amortized Cost |
|
2,379
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,379
|
|
|
|
|
|
% of Net Assets |
[7] |
1.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.10%
|
[20],[23] |
6.10%
|
[1],[21] |
|
|
Investment Interest Rate |
|
10.40%
|
[23] |
10.42%
|
[1] |
|
|
Principal |
[23] |
$ 323
|
|
|
|
|
|
Amortized Cost |
[23] |
174
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 174
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.10%
|
|
|
|
Investment Interest Rate |
|
|
|
10.42%
|
|
|
|
Principal |
|
|
|
$ 2,000
|
|
|
|
Amortized Cost |
|
|
|
1,984
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,008
|
|
|
|
% of Net Assets |
[8] |
|
|
1.00%
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.10%
|
|
|
|
Investment Interest Rate |
|
|
|
10.43%
|
|
|
|
Principal |
|
|
|
$ 336
|
|
|
|
Amortized Cost |
|
|
|
332
|
|
|
|
Fair Value |
[6] |
|
|
$ 337
|
|
|
|
% of Net Assets |
[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.10%
|
|
|
|
Investment Interest Rate |
|
|
|
10.42%
|
|
|
|
Principal |
|
|
|
$ 256
|
|
|
|
Amortized Cost |
|
|
|
252
|
|
|
|
Fair Value |
[6] |
|
|
$ 257
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC 4, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.10%
|
|
|
|
Investment Interest Rate |
|
|
|
10.43%
|
|
|
|
Principal |
|
|
|
$ 201
|
|
|
|
Amortized Cost |
|
|
|
198
|
|
|
|
Fair Value |
[6] |
|
|
$ 202
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.10%
|
|
|
|
|
|
Investment Interest Rate |
|
10.40%
|
|
|
|
|
|
Principal |
|
$ 2,000
|
|
|
|
|
|
Amortized Cost |
|
1,988
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,003
|
|
|
|
|
|
% of Net Assets |
[7] |
1.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.10%
|
|
|
|
|
|
Investment Interest Rate |
|
10.40%
|
|
|
|
|
|
Principal |
|
$ 335
|
|
|
|
|
|
Amortized Cost |
|
333
|
|
|
|
|
|
Fair Value |
[5] |
$ 336
|
|
|
|
|
|
% of Net Assets |
[7] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.10%
|
|
|
|
|
|
Investment Interest Rate |
|
10.40%
|
|
|
|
|
|
Principal |
|
$ 256
|
|
|
|
|
|
Amortized Cost |
|
253
|
|
|
|
|
|
Fair Value |
[5] |
$ 257
|
|
|
|
|
|
% of Net Assets |
[7] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: StarCompliance MidCo, LLC, Senior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.10%
|
|
|
|
|
|
Investment Interest Rate |
|
10.40%
|
|
|
|
|
|
Principal |
|
$ 201
|
|
|
|
|
|
Amortized Cost |
|
199
|
|
|
|
|
|
Fair Value |
[5] |
$ 202
|
|
|
|
|
|
% of Net Assets |
[7] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: TCFIII OWL Buyer LLC 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.61%
|
|
|
|
Investment Interest Rate |
|
|
|
9.96%
|
|
|
|
Principal |
|
|
|
$ 1,978
|
|
|
|
Amortized Cost |
|
|
|
1,967
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,978
|
|
|
|
% of Net Assets |
[8] |
|
|
1.00%
|
|
|
|
Investment, Identifier [Axis]: TCFIII OWL Buyer LLC 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.61%
|
|
|
|
Investment Interest Rate |
|
|
|
9.96%
|
|
|
|
Principal |
|
|
|
$ 2,416
|
|
|
|
Amortized Cost |
|
|
|
2,416
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,416
|
|
|
|
% of Net Assets |
[8] |
|
|
1.30%
|
|
|
|
Investment, Identifier [Axis]: TCFIII OWL Buyer LLC 3, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.61%
|
|
|
|
Investment Interest Rate |
|
|
|
9.96%
|
|
|
|
Principal |
|
|
|
$ 2,168
|
|
|
|
Amortized Cost |
|
|
|
2,154
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,168
|
|
|
|
% of Net Assets |
[8] |
|
|
1.10%
|
|
|
|
Investment, Identifier [Axis]: TCFIII OWL Buyer LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.61%
|
|
|
|
|
|
Investment Interest Rate |
|
9.94%
|
|
|
|
|
|
Principal |
|
$ 1,968
|
|
|
|
|
|
Amortized Cost |
|
1,961
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,968
|
|
|
|
|
|
% of Net Assets |
[7] |
1.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: TCFIII OWL Buyer LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.61%
|
|
|
|
|
|
Investment Interest Rate |
|
9.94%
|
|
|
|
|
|
Principal |
|
$ 2,403
|
|
|
|
|
|
Amortized Cost |
|
2,403
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,403
|
|
|
|
|
|
% of Net Assets |
[7] |
1.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: TCFIII OWL Buyer LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.61%
|
|
|
|
|
|
Investment Interest Rate |
|
9.94%
|
|
|
|
|
|
Principal |
|
$ 2,157
|
|
|
|
|
|
Amortized Cost |
|
2,149
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,157
|
|
|
|
|
|
% of Net Assets |
[7] |
1.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: TJ Management HoldCo LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
5.50%
|
[20],[23] |
5.61%
|
[1],[21] |
|
|
Investment Interest Rate |
|
9.83%
|
[23] |
10.20%
|
[1] |
|
|
Principal |
|
$ 636
|
[23] |
$ 1,114
|
[1] |
|
|
Amortized Cost |
|
95
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 95
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.10%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: TJ Management HoldCo LLC, Equity Investments, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,631
|
[28] |
$ 1,631
|
[29] |
|
|
Fair Value |
|
$ 2,809
|
[5],[28] |
$ 3,076
|
[6],[29] |
|
|
% of Net Assets |
|
1.60%
|
[7],[28] |
1.60%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
16
|
[28] |
16
|
[29] |
|
|
Investment, Identifier [Axis]: TJ Management HoldCo, LLC (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 95
|
|
$ 0
|
|
436
|
0
|
Investment, Identifier [Axis]: TJ Management HoldCo, LLC, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Fair Value |
|
$ 2,809
|
|
$ 3,076
|
|
$ 2,976
|
$ 3,229
|
Number of units held (in shares) |
|
16
|
|
|
|
16
|
|
Investment, Identifier [Axis]: The Kyjen Company, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.65%
|
[20],[23] |
7.50%
|
[21] |
|
|
Interest rate paid in kind |
|
|
|
0.75%
|
|
|
|
Investment Interest Rate |
[23] |
10.97%
|
|
|
|
|
|
Interest rate paid in cash |
|
|
|
11.15%
|
|
|
|
Principal |
|
$ 105
|
[23] |
$ 89
|
|
|
|
Amortized Cost |
|
0
|
[23] |
89
|
|
|
|
Fair Value |
|
$ 0
|
[5],[23] |
$ 89
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[8] |
|
|
Investment, Identifier [Axis]: The Kyjen Company, LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.75%
|
[20] |
7.50%
|
[21] |
|
|
Interest rate paid in kind |
|
1.00%
|
|
0.75%
|
|
|
|
Interest rate paid in cash |
|
10.93%
|
|
11.15%
|
|
|
|
Principal |
|
$ 992
|
|
$ 987
|
|
|
|
Amortized Cost |
|
989
|
|
983
|
|
|
|
Fair Value |
|
$ 915
|
[5] |
$ 968
|
[6] |
|
|
% of Net Assets |
|
0.50%
|
[7] |
0.50%
|
[8] |
|
|
Investment, Identifier [Axis]: The Kyjen Company, LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.50%
|
[20] |
7.25%
|
[21] |
|
|
Interest rate paid in kind |
|
1.00%
|
|
0.75%
|
|
|
|
Interest rate paid in cash |
|
9.82%
|
|
10.88%
|
|
|
|
Principal |
|
$ 1
|
|
$ 1
|
|
|
|
Amortized Cost |
|
1
|
|
1
|
|
|
|
Fair Value |
|
$ 1
|
[5] |
$ 1
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Investment, Identifier [Axis]: Thrasio, LLC, Equity Securities |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
1,081,253
|
|
1,081,253
|
|
|
|
Investment, Identifier [Axis]: Thrasio, LLC, Equity Securities, Common stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,616
|
|
$ 1,616
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 437
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.20%
|
[8] |
|
|
Number of units held (in shares) |
|
15,882
|
|
15,882
|
|
|
|
Investment, Identifier [Axis]: Thrasio, LLC, Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
10.11%
|
[20],[26] |
10.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
|
14.44%
|
[26] |
14.89%
|
[27] |
|
|
Principal |
|
$ 881
|
[26] |
$ 881
|
[27] |
|
|
Amortized Cost |
|
881
|
[26] |
881
|
[27] |
|
|
Fair Value |
|
$ 661
|
[5],[26] |
$ 699
|
[6],[27] |
|
|
% of Net Assets |
|
0.40%
|
[7],[26] |
0.40%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: Thrasio, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
10.11%
|
[20],[26] |
10.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
[26] |
14.44%
|
|
|
|
|
|
Investment Interest Rate |
[27] |
|
|
14.89%
|
|
|
|
Principal |
|
$ 287
|
[26] |
$ 287
|
[27] |
|
|
Amortized Cost |
|
287
|
[26] |
287
|
[27] |
|
|
Fair Value |
|
$ 287
|
[5],[26] |
$ 273
|
[6],[27] |
|
|
% of Net Assets |
|
0.20%
|
[7],[26] |
0.10%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. (Delayed Draw) , Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
6.90%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25] |
3.38%
|
|
|
|
|
|
Interest rate paid in cash |
[23],[25] |
7.80%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 7
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
3
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 3
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. (Delayed Draw) , Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
6.90%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
11.18%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 376
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
300
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 300
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. (Delayed Draw) 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
7.00%
|
|
|
|
Interest rate paid in kind |
[1],[22] |
|
|
3.38%
|
|
|
|
Interest rate paid in cash |
[1],[22] |
|
|
8.02%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 7
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
0
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. (Delayed Draw) 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.90%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
11.46%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 376
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
245
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 243
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.90%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.46%
|
|
|
|
Principal |
[1] |
|
|
$ 429
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. (Revolver), Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
6.90%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
11.18%
|
|
|
|
|
|
Principal |
[23] |
$ 429
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.90%
|
|
|
|
Investment Interest Rate |
|
|
|
11.47%
|
|
|
|
Principal |
|
|
|
$ 3,000
|
|
|
|
Amortized Cost |
|
|
|
2,964
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,977
|
|
|
|
% of Net Assets |
[8] |
|
|
1.60%
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.00%
|
|
|
|
Interest rate paid in kind |
|
|
|
3.38%
|
|
|
|
Interest rate paid in cash |
|
|
|
8.02%
|
|
|
|
Principal |
|
|
|
$ 171
|
|
|
|
Amortized Cost |
|
|
|
169
|
|
|
|
Fair Value |
[6] |
|
|
$ 170
|
|
|
|
% of Net Assets |
[8] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.90%
|
|
|
|
|
|
Investment Interest Rate |
|
11.18%
|
|
|
|
|
|
Principal |
|
$ 3,000
|
|
|
|
|
|
Amortized Cost |
|
2,970
|
|
|
|
|
|
Fair Value |
[5] |
$ 3,000
|
|
|
|
|
|
% of Net Assets |
[7] |
1.70%
|
|
|
|
|
|
Investment, Identifier [Axis]: TigerConnect, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.90%
|
|
|
|
|
|
Interest rate paid in kind |
|
3.38%
|
|
|
|
|
|
Interest rate paid in cash |
|
7.80%
|
|
|
|
|
|
Principal |
|
$ 171
|
|
|
|
|
|
Amortized Cost |
|
169
|
|
|
|
|
|
Fair Value |
[5] |
$ 171
|
|
|
|
|
|
% of Net Assets |
[7] |
0.10%
|
|
|
|
|
|
Investment, Identifier [Axis]: Tiugo Group Holdings Corp (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
[23],[25] |
9.80%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 1,540
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
0
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Tiugo Group Holdings Corp (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
9.80%
|
|
|
|
|
|
Principal |
[23] |
$ 770
|
|
|
|
|
|
Amortized Cost |
[23] |
0
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 0
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: Tiugo Group Holdings Corp, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
5.50%
|
|
|
|
|
|
Investment Interest Rate |
|
9.80%
|
|
|
|
|
|
Principal |
|
$ 7,700
|
|
|
|
|
|
Amortized Cost |
|
7,588
|
|
|
|
|
|
Fair Value |
[5] |
$ 7,700
|
|
|
|
|
|
% of Net Assets |
[7] |
4.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: V10 Entertainment, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
7.10%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
11.65%
|
|
|
|
Principal |
[1] |
|
|
$ 458
|
|
|
|
Amortized Cost |
[1] |
|
|
73
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 73
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: V10 Entertainment, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23] |
7.10%
|
|
|
|
|
|
Investment Interest Rate |
[23] |
11.42%
|
|
|
|
|
|
Principal |
[23] |
$ 458
|
|
|
|
|
|
Amortized Cost |
[23] |
73
|
|
|
|
|
|
Fair Value |
[5],[23] |
$ 73
|
|
|
|
|
|
% of Net Assets |
[7],[23] |
0.00%
|
|
|
|
|
|
Investment, Identifier [Axis]: V10 Entertainment, Inc. , Equity Securities, Common units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 203
|
|
$ 203
|
[41] |
|
|
Fair Value |
|
$ 149
|
[5] |
$ 152
|
[6],[41] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.10%
|
[8],[41] |
|
|
Number of units held (in shares) |
|
392,157
|
|
392,157
|
[41] |
|
|
Investment, Identifier [Axis]: V10 Entertainment, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
7.10%
|
|
|
|
Investment Interest Rate |
|
|
|
11.69%
|
|
|
|
Principal |
|
|
|
$ 3,243
|
|
|
|
Amortized Cost |
|
|
|
3,177
|
|
|
|
Fair Value |
[6] |
|
|
$ 3,276
|
|
|
|
% of Net Assets |
[8] |
|
|
1.70%
|
|
|
|
Investment, Identifier [Axis]: V10 Entertainment, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
7.10%
|
|
|
|
|
|
Investment Interest Rate |
|
11.40%
|
|
|
|
|
|
Principal |
|
$ 3,227
|
|
|
|
|
|
Amortized Cost |
|
3,172
|
|
|
|
|
|
Fair Value |
[5] |
$ 3,259
|
|
|
|
|
|
% of Net Assets |
[7] |
1.80%
|
|
|
|
|
|
Investment, Identifier [Axis]: Valudor Products LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
9.61%
|
[20],[23] |
7.61%
|
[1],[21] |
|
|
Investment Interest Rate |
|
13.94%
|
[23] |
11.96%
|
[1] |
|
|
Principal |
|
$ 548
|
[23] |
$ 548
|
[1] |
|
|
Amortized Cost |
|
219
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 209
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.10%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: Valudor Products LLC, Equity Securities, Class A-1 units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
10.00%
|
[28] |
10.00%
|
[29] |
|
|
Amortized Cost |
|
$ 501
|
[28] |
$ 501
|
[29] |
|
|
Fair Value |
|
$ 0
|
[5],[28] |
$ 0
|
[6],[29] |
|
|
% of Net Assets |
|
0.00%
|
[7],[28] |
0.00%
|
[8],[29] |
|
|
Number of units held (in shares) |
|
501,014
|
[28] |
501,014
|
[29] |
|
|
Investment, Identifier [Axis]: Valudor Products LLC, Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.61%
|
[20] |
7.61%
|
[21] |
|
|
Interest rate paid in kind |
|
1.50%
|
|
1.50%
|
|
|
|
Interest rate paid in cash |
|
10.44%
|
|
10.46%
|
|
|
|
Principal |
|
$ 2,097
|
|
$ 2,081
|
|
|
|
Amortized Cost |
|
2,088
|
|
2,071
|
|
|
|
Fair Value |
|
$ 2,158
|
[5] |
$ 2,252
|
[6] |
|
|
% of Net Assets |
|
1.20%
|
[7] |
1.20%
|
[8] |
|
|
Investment, Identifier [Axis]: Valudor Products LLC, Senior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.50%
|
[20],[42] |
7.50%
|
[21],[43] |
|
|
Interest rate paid in kind |
|
11.94%
|
[42] |
11.96%
|
[43] |
|
|
Principal |
|
$ 357
|
[42] |
$ 336
|
[43] |
|
|
Amortized Cost |
|
357
|
[42] |
336
|
[43] |
|
|
Fair Value |
|
$ 329
|
[5],[42] |
$ 314
|
[6],[43] |
|
|
% of Net Assets |
|
0.20%
|
[7],[42] |
0.10%
|
[8],[43] |
|
|
Investment, Identifier [Axis]: Valudor Products LLC, Senior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
7.61%
|
[20] |
7.61%
|
[21] |
|
|
Investment Interest Rate |
|
11.94%
|
|
11.96%
|
|
|
|
Principal |
|
$ 884
|
|
$ 884
|
|
|
|
Amortized Cost |
|
876
|
|
876
|
|
|
|
Fair Value |
|
$ 1,689
|
[5] |
$ 2,298
|
[6] |
|
|
% of Net Assets |
|
0.90%
|
[7] |
1.20%
|
[8] |
|
|
Investment, Identifier [Axis]: Vero Biotech Inc. |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
3.75%
|
|
|
|
Investment Interest Rate |
|
|
|
12.25%
|
|
|
|
Principal |
|
|
|
$ 2,500
|
|
|
|
Amortized Cost |
|
|
|
2,479
|
|
|
|
Fair Value |
[6] |
|
|
$ 2,456
|
|
|
|
% of Net Assets |
[8] |
|
|
1.30%
|
|
|
|
Investment, Identifier [Axis]: Vero Biotech Inc., Equity Securities, Warrant |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 15
|
[5] |
$ 15
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Warrants to purchase percentage of equity |
|
0.20%
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Vero Biotech Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
3.75%
|
|
|
|
|
|
Investment Interest Rate |
|
12.25%
|
|
|
|
|
|
Principal |
|
$ 2,500
|
|
|
|
|
|
Amortized Cost |
|
2,482
|
|
|
|
|
|
Fair Value |
[5] |
$ 2,461
|
|
|
|
|
|
% of Net Assets |
[7] |
1.40%
|
|
|
|
|
|
Investment, Identifier [Axis]: Vhagar Purchaser, LLC (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
[1],[22] |
|
|
10.59%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 667
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
150
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 151
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.10%
|
|
|
|
Investment, Identifier [Axis]: Vhagar Purchaser, LLC (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
[1] |
|
|
10.59%
|
|
|
|
Principal |
[1] |
|
|
$ 333
|
|
|
|
Amortized Cost |
[1] |
|
|
0
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 0
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.00%
|
|
|
|
Investment, Identifier [Axis]: Vhagar Purchaser, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
6.00%
|
|
|
|
Investment Interest Rate |
|
|
|
10.59%
|
|
|
|
Principal |
|
|
|
$ 3,000
|
|
|
|
Amortized Cost |
|
|
|
2,929
|
|
|
|
Fair Value |
[6] |
|
|
$ 3,023
|
|
|
|
% of Net Assets |
[8] |
|
|
1.60%
|
|
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.), Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 1,480
|
|
$ 1,480
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
1,480,000
|
|
1,480,000
|
|
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 637
|
[24],[26] |
$ 637
|
[27],[32] |
|
|
Amortized Cost |
|
637
|
[24],[26] |
637
|
[27],[32] |
|
|
Fair Value |
|
$ 0
|
[5],[24],[26] |
$ 0
|
[6],[27],[32] |
|
|
% of Net Assets |
|
0.00%
|
[7],[24],[26] |
0.00%
|
[8],[27],[32] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 122
|
[24],[26] |
$ 122
|
[27],[32] |
|
|
Amortized Cost |
|
122
|
[24],[26] |
122
|
[27],[32] |
|
|
Fair Value |
|
$ 0
|
[5],[24],[26] |
$ 0
|
[6],[27],[32] |
|
|
% of Net Assets |
|
0.00%
|
[7],[24],[26] |
0.00%
|
[8],[27],[32] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 200
|
[24],[26] |
$ 200
|
[27],[32] |
|
|
Amortized Cost |
|
200
|
[24],[26] |
200
|
[27],[32] |
|
|
Fair Value |
|
$ 0
|
[5],[24],[26] |
$ 0
|
[6],[27],[32] |
|
|
% of Net Assets |
|
0.00%
|
[7],[24],[26] |
0.00%
|
[8],[27],[32] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Principal |
|
$ 76
|
[24],[26] |
$ 76
|
[27],[32] |
|
|
Amortized Cost |
|
76
|
[24],[26] |
76
|
[27],[32] |
|
|
Fair Value |
|
$ 0
|
[5],[24],[26] |
$ 0
|
[6],[27],[32] |
|
|
% of Net Assets |
|
0.00%
|
[7],[24],[26] |
0.00%
|
[8],[27],[32] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
8.26%
|
[20],[26] |
8.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
|
12.54%
|
[26] |
12.85%
|
[27] |
|
|
Principal |
|
$ 528
|
[26] |
$ 528
|
[27] |
|
|
Amortized Cost |
|
528
|
[26] |
528
|
[27] |
|
|
Fair Value |
|
$ 0
|
[5],[26] |
$ 0
|
[6],[27] |
|
|
% of Net Assets |
|
0.00%
|
[7],[26] |
0.00%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 6 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
8.26%
|
[20],[26] |
8.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
|
12.54%
|
[26] |
12.85%
|
[27] |
|
|
Principal |
|
$ 671
|
[26] |
$ 671
|
[27] |
|
|
Amortized Cost |
|
671
|
[26] |
671
|
[27] |
|
|
Fair Value |
|
$ 177
|
[5],[26] |
$ 328
|
[6],[27] |
|
|
% of Net Assets |
|
0.10%
|
[7],[26] |
0.20%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 7 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
8.26%
|
[20],[26] |
8.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
|
12.54%
|
[26] |
12.85%
|
[27] |
|
|
Principal |
|
$ 203
|
[26] |
$ 203
|
[27] |
|
|
Amortized Cost |
|
203
|
[26] |
203
|
[27] |
|
|
Fair Value |
|
$ 54
|
[5],[26] |
$ 99
|
[6],[27] |
|
|
% of Net Assets |
|
0.00%
|
[7],[26] |
0.10%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Junior Secured Loans 8 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
8.26%
|
[20],[26] |
8.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
|
12.54%
|
[26] |
12.85%
|
[27] |
|
|
Principal |
|
$ 353
|
[26] |
$ 353
|
[27] |
|
|
Amortized Cost |
|
353
|
[26] |
353
|
[27] |
|
|
Fair Value |
|
$ 93
|
[5],[26] |
$ 173
|
[6],[27] |
|
|
% of Net Assets |
|
0.10%
|
[7],[26] |
0.10%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
8.26%
|
[20],[26] |
8.26%
|
[21],[27] |
|
|
Interest rate paid in kind |
|
12.59%
|
[26] |
12.79%
|
[27] |
|
|
Principal |
|
$ 304
|
[26] |
$ 304
|
[27] |
|
|
Amortized Cost |
|
304
|
[26] |
304
|
[27] |
|
|
Fair Value |
|
$ 569
|
[5],[26] |
$ 556
|
[6],[27] |
|
|
% of Net Assets |
|
0.30%
|
[7],[26] |
0.30%
|
[8],[27] |
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc, Junior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.85%
|
[20] |
6.85%
|
[21] |
|
|
Interest rate paid in kind |
|
5.75%
|
|
5.75%
|
|
|
|
Interest rate paid in cash |
|
5.43%
|
|
5.44%
|
|
|
|
Principal |
|
$ 5,817
|
|
$ 5,651
|
|
|
|
Amortized Cost |
|
5,765
|
|
5,589
|
|
|
|
Fair Value |
|
$ 3,659
|
[5] |
$ 4,880
|
[6] |
|
|
% of Net Assets |
|
2.00%
|
[7] |
2.50%
|
[8] |
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Delayed Draw) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21],[22] |
|
|
6.85%
|
|
|
|
Interest rate paid in kind |
[1],[22] |
|
|
5.75%
|
|
|
|
Interest rate paid in cash |
[1],[22] |
|
|
5.44%
|
|
|
|
Principal |
[1],[22] |
|
|
$ 847
|
|
|
|
Amortized Cost |
[1],[22] |
|
|
424
|
|
|
|
Fair Value |
[1],[6],[22] |
|
|
$ 424
|
|
|
|
% of Net Assets |
[1],[8],[22] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Delayed Draw), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20],[23],[25] |
6.85%
|
|
|
|
|
|
Interest rate paid in kind |
[23],[25] |
5.75%
|
|
|
|
|
|
Interest rate paid in cash |
[23],[25] |
5.43%
|
|
|
|
|
|
Principal |
[23],[25] |
$ 866
|
|
|
|
|
|
Amortized Cost |
[23],[25] |
619
|
|
|
|
|
|
Fair Value |
[5],[23],[25] |
$ 619
|
|
|
|
|
|
% of Net Assets |
[7],[23],[25] |
0.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Revolver) |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[1],[21] |
|
|
6.85%
|
|
|
|
Interest rate paid in kind |
[1] |
|
|
5.75%
|
|
|
|
Interest rate paid in cash |
[1] |
|
|
5.44%
|
|
|
|
Principal |
[1] |
|
|
$ 424
|
|
|
|
Amortized Cost |
[1] |
|
|
330
|
|
|
|
Fair Value |
[1],[6] |
|
|
$ 330
|
|
|
|
% of Net Assets |
[1],[8] |
|
|
0.20%
|
|
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Revolver)., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.85%
|
|
|
|
|
|
Interest rate paid in kind |
|
5.75%
|
|
|
|
|
|
Interest rate paid in cash |
|
5.43%
|
|
|
|
|
|
Principal |
|
$ 435
|
|
|
|
|
|
Amortized Cost |
|
435
|
|
|
|
|
|
Fair Value |
[5] |
$ 435
|
|
|
|
|
|
% of Net Assets |
[7] |
0.20%
|
|
|
|
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc., Equity Securities, Series A Preferred Stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
111,208
|
|
111,208
|
|
|
|
Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc., Equity Securities, Series B Preferred Stock |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
|
Fair Value |
|
$ 0
|
[5] |
$ 0
|
[6] |
|
|
% of Net Assets |
|
0.00%
|
[7] |
0.00%
|
[8] |
|
|
Number of units held (in shares) |
|
24,875
|
|
24,875
|
|
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Equity Securities, Preferred units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Amortized Cost |
|
$ 2
|
[28],[34] |
$ 2
|
[29],[31] |
|
|
Fair Value |
|
$ 4,517
|
[5],[28],[34] |
$ 3,721
|
[6],[29],[31] |
|
|
% of Net Assets |
|
2.50%
|
[7],[28],[34] |
1.90%
|
[8],[29],[31] |
|
|
Number of units held (in shares) |
|
2,141
|
[28],[34] |
2,141
|
[29],[31] |
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Junior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[31] |
|
|
4.00%
|
|
|
|
Interest rate paid in cash |
|
13.25%
|
[34] |
8.00%
|
[31] |
|
|
Principal |
|
$ 7,680
|
[34] |
$ 7,188
|
[31] |
|
|
Amortized Cost |
|
7,680
|
[34] |
7,188
|
[31] |
|
|
Fair Value |
|
$ 7,680
|
[5],[34] |
$ 7,180
|
[6],[31] |
|
|
% of Net Assets |
|
4.30%
|
[7],[34] |
3.70%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Junior Secured Loans 2 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[31] |
|
|
4.00%
|
|
|
|
Interest rate paid in cash |
|
13.25%
|
[34] |
8.00%
|
[31] |
|
|
Principal |
|
$ 1,328
|
[34] |
$ 1,243
|
[31] |
|
|
Amortized Cost |
|
1,328
|
[34] |
1,243
|
[31] |
|
|
Fair Value |
|
$ 1,329
|
[5],[34] |
$ 1,242
|
[6],[31] |
|
|
% of Net Assets |
|
0.70%
|
[7],[34] |
0.60%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Junior Secured Loans 3 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[31] |
|
|
4.00%
|
|
|
|
Interest rate paid in cash |
|
13.25%
|
[34] |
8.00%
|
[31] |
|
|
Principal |
|
$ 2,384
|
[34] |
$ 2,231
|
[31] |
|
|
Amortized Cost |
|
2,384
|
[34] |
2,231
|
[31] |
|
|
Fair Value |
|
$ 2,384
|
[5],[34] |
$ 2,229
|
[6],[31] |
|
|
% of Net Assets |
|
1.30%
|
[7],[34] |
1.20%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Junior Secured Loans 4 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[31] |
|
|
4.00%
|
|
|
|
Interest rate paid in cash |
|
13.25%
|
[34] |
8.00%
|
[31] |
|
|
Principal |
|
$ 348
|
[34] |
$ 326
|
[31] |
|
|
Amortized Cost |
|
348
|
[34] |
326
|
[31] |
|
|
Fair Value |
|
$ 348
|
[5],[34] |
$ 325
|
[6],[31] |
|
|
% of Net Assets |
|
0.20%
|
[7],[34] |
0.20%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Junior Secured Loans 5 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
[31] |
|
|
4.00%
|
|
|
|
Interest rate paid in cash |
|
13.25%
|
[34] |
8.00%
|
[31] |
|
|
Principal |
|
$ 1,634
|
[34] |
$ 1,529
|
[31] |
|
|
Amortized Cost |
|
1,634
|
[34] |
1,529
|
[31] |
|
|
Fair Value |
|
$ 1,634
|
[5],[34] |
$ 1,528
|
[6],[31] |
|
|
% of Net Assets |
|
0.90%
|
[7],[34] |
0.80%
|
[8],[31] |
|
|
Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC, Junior Secured Loans 6 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in cash |
[34] |
13.25%
|
|
|
|
|
|
Principal |
[34] |
$ 1,184
|
|
|
|
|
|
Amortized Cost |
[34] |
1,184
|
|
|
|
|
|
Fair Value |
[5],[34] |
$ 1,184
|
|
|
|
|
|
% of Net Assets |
[7],[34] |
0.70%
|
|
|
|
|
|
Investment, Identifier [Axis]: XanEdu Publishing, Inc. (Revolver), Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.00%
|
[20],[23] |
5.50%
|
[1],[21] |
|
|
Investment Interest Rate |
|
10.33%
|
[23] |
9.84%
|
[1] |
|
|
Principal |
|
$ 742
|
[23] |
$ 742
|
[1] |
|
|
Amortized Cost |
|
0
|
[23] |
0
|
[1] |
|
|
Fair Value |
|
$ 0
|
[5],[23] |
$ 0
|
[1],[6] |
|
|
% of Net Assets |
|
0.00%
|
[7],[23] |
0.00%
|
[1],[8] |
|
|
Investment, Identifier [Axis]: XanEdu Publishing, Inc. 1, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.50%
|
|
|
|
Investment Interest Rate |
|
|
|
9.84%
|
|
|
|
Principal |
|
|
|
$ 4,246
|
|
|
|
Amortized Cost |
|
|
|
4,245
|
|
|
|
Fair Value |
[6] |
|
|
$ 4,253
|
|
|
|
% of Net Assets |
[8] |
|
|
2.20%
|
|
|
|
Investment, Identifier [Axis]: XanEdu Publishing, Inc. 2, Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[21] |
|
|
5.50%
|
|
|
|
Investment Interest Rate |
|
|
|
9.84%
|
|
|
|
Principal |
|
|
|
$ 1,688
|
|
|
|
Amortized Cost |
|
|
|
1,686
|
|
|
|
Fair Value |
[6] |
|
|
$ 1,690
|
|
|
|
% of Net Assets |
[8] |
|
|
0.90%
|
|
|
|
Investment, Identifier [Axis]: XanEdu Publishing, Inc., Equity Securities, Class A units |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Interest rate paid in kind |
|
8.00%
|
|
8.00%
|
|
|
|
Amortized Cost |
|
$ 49
|
|
$ 49
|
|
|
|
Fair Value |
|
$ 170
|
[5] |
$ 211
|
[6] |
|
|
% of Net Assets |
|
0.10%
|
[7] |
0.10%
|
[8] |
|
|
Number of units held (in shares) |
|
49,479
|
|
49,479
|
|
|
|
Investment, Identifier [Axis]: XanEdu Publishing, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.00%
|
|
|
|
|
|
Investment Interest Rate |
|
10.33%
|
|
|
|
|
|
Principal |
|
$ 4,211
|
|
|
|
|
|
Amortized Cost |
|
4,211
|
|
|
|
|
|
Fair Value |
[5] |
$ 4,217
|
|
|
|
|
|
% of Net Assets |
[7] |
2.30%
|
|
|
|
|
|
Investment, Identifier [Axis]: XanEdu Publishing, Inc., Senior Secured Loans 1 |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
[20] |
6.00%
|
|
|
|
|
|
Investment Interest Rate |
|
10.33%
|
|
|
|
|
|
Principal |
|
$ 1,674
|
|
|
|
|
|
Amortized Cost |
|
1,674
|
|
|
|
|
|
Fair Value |
[5] |
$ 1,676
|
|
|
|
|
|
% of Net Assets |
[7] |
0.90%
|
|
|
|
|
|
Investment, Identifier [Axis]: iCIMS, Inc., Senior Secured Loans |
|
|
|
|
|
|
|
CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
|
Spread |
|
6.25%
|
[20] |
6.25%
|
[21] |
|
|
Investment Interest Rate |
|
10.53%
|
|
10.88%
|
|
|
|
Principal |
|
$ 2,500
|
|
$ 2,500
|
|
|
|
Amortized Cost |
|
2,473
|
|
2,469
|
|
|
|
Fair Value |
|
$ 2,497
|
[5] |
$ 2,500
|
[6] |
|
|
% of Net Assets |
|
1.40%
|
[7] |
1.30%
|
[8] |
|
|
|
|