CONSOLIDATED SCHEDULE OF INVESTMENTS - USD ($) $ in Thousands |
Dec. 31, 2025 |
Dec. 31, 2024 |
Dec. 31, 2023 |
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
[1] |
|
|
11.32%
|
|
|
| Amortized Cost |
|
$ 373,465
|
[2] |
$ 495,797
|
[3] |
|
| Fair Value |
|
$ 334,855
|
[2],[4] |
$ 457,048
|
[3],[5] |
|
| % of Net Assets |
|
201.10%
|
[2],[6] |
238.30%
|
[3],[7] |
|
| Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 283,276
|
|
$ 372,074
|
|
|
| Fair Value |
|
263,219
|
|
357,994
|
|
|
| Unitranche secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
2,166
|
|
3,835
|
|
|
| Fair Value |
|
2,183
|
|
3,862
|
|
|
| Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
44,322
|
|
35,771
|
|
|
| Fair Value |
|
35,180
|
|
29,634
|
|
|
| Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
43,701
|
|
41,467
|
|
|
| Fair Value |
|
34,273
|
|
32,828
|
|
|
| Non-controlled/non-affiliate company investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
279,098
|
[2],[8],[9],[10] |
357,943
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 256,335
|
[2],[4],[8],[9],[10] |
$ 343,835
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
154.10%
|
[2],[6],[8],[9],[10] |
179.20%
|
[3],[7],[11],[12],[13] |
|
| Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 234,939
|
[2] |
$ 334,695
|
[3] |
|
| Amortized Cost |
|
214,672
|
[2] |
299,917
|
[3] |
|
| Fair Value |
|
$ 207,738
|
[2],[4] |
$ 297,919
|
[3],[5] |
|
| % of Net Assets |
|
125.10%
|
[2],[6] |
155.50%
|
[3],[7] |
|
| Non-controlled/non-affiliate company investments | Unitranche secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 2,185
|
[2],[14] |
$ 3,865
|
[3],[15] |
|
| Amortized Cost |
|
2,166
|
[2],[14] |
3,835
|
[3],[15] |
|
| Fair Value |
|
$ 2,183
|
[2],[4],[14] |
$ 3,862
|
[3],[5],[15] |
|
| % of Net Assets |
|
1.30%
|
[2],[6],[14] |
2.00%
|
[3],[7],[15] |
|
| Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 36,497
|
[2] |
$ 29,051
|
[3] |
|
| Amortized Cost |
|
35,547
|
[2] |
28,626
|
[3] |
|
| Fair Value |
|
$ 26,485
|
[2],[4] |
$ 22,746
|
[3],[5] |
|
| % of Net Assets |
|
15.70%
|
[2],[6] |
11.90%
|
[3],[7] |
|
| Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 26,713
|
[2],[8],[9],[10] |
$ 25,565
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 19,929
|
[2],[4],[8],[9],[10] |
$ 19,308
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
12.00%
|
[2],[6],[8],[9],[10] |
9.80%
|
[3],[7],[11],[12],[13] |
|
| Non-controlled affiliate company investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 94,367
|
[2],[9],[10],[16] |
$ 95,204
|
[3],[12],[13],[17] |
|
| Fair Value |
|
$ 78,520
|
[2],[4],[9],[10],[16] |
$ 80,483
|
[3],[5],[12],[13],[17] |
$ 83,541
|
| % of Net Assets |
|
47.00%
|
[2],[6],[9],[10],[16] |
42.00%
|
[3],[7],[12],[13],[17] |
|
| Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 71,785
|
[2],[16] |
$ 76,429
|
[3],[17] |
|
| Amortized Cost |
|
68,604
|
[2],[16] |
72,157
|
[3],[17] |
|
| Fair Value |
|
$ 55,481
|
[2],[4],[16] |
$ 60,075
|
[3],[5],[17] |
|
| % of Net Assets |
|
33.20%
|
[2],[6],[16] |
31.30%
|
[3],[7],[17] |
|
| Non-controlled affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 8,775
|
[2],[16] |
$ 8,775
|
[3],[17] |
|
| Amortized Cost |
|
8,775
|
[2],[16] |
7,145
|
[3],[17] |
|
| Fair Value |
|
$ 8,695
|
[2],[4],[16] |
$ 6,888
|
[3],[5],[17] |
|
| % of Net Assets |
|
5.20%
|
[2],[6],[16] |
3.60%
|
[3],[7],[17] |
|
| Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 16,988
|
[2],[9],[10],[16] |
$ 15,902
|
[3],[12],[13],[17] |
|
| Fair Value |
|
$ 14,344
|
[2],[4],[9],[10],[16] |
$ 13,520
|
[3],[5],[12],[13],[17] |
|
| % of Net Assets |
|
8.60%
|
[2],[6],[9],[10],[16] |
7.10%
|
[3],[7],[12],[13],[17] |
|
| Controlled affiliate company investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[3],[18] |
|
|
$ 42,650
|
|
|
| Fair Value |
|
$ 0
|
|
$ 32,730
|
[3],[5],[18] |
33,122
|
| % of Net Assets |
[3],[7],[18] |
|
|
17.10%
|
|
|
| Controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[3],[18] |
|
|
$ 42,650
|
|
|
| Fair Value |
[3],[5],[18] |
|
|
$ 32,730
|
|
|
| % of Net Assets |
[3],[7],[18] |
|
|
17.10%
|
|
|
| Aerospace & Defense |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
1,631
|
|
$ 0
|
|
|
| Fair Value |
|
1,646
|
|
0
|
|
|
| Aerospace & Defense | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[2] |
1,692
|
|
|
|
|
| Amortized Cost |
[2] |
1,631
|
|
|
|
|
| Fair Value |
[2],[4] |
$ 1,646
|
|
|
|
|
| % of Net Assets |
[2],[6] |
1.00%
|
|
|
|
|
| Automotive |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 23,953
|
|
20,188
|
|
|
| Fair Value |
|
19,701
|
|
16,267
|
|
|
| Automotive | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
22,074
|
[2] |
18,727
|
[3] |
|
| Amortized Cost |
|
19,546
|
[2] |
15,781
|
[3] |
|
| Fair Value |
|
$ 19,372
|
[2],[4] |
$ 15,687
|
[3],[5] |
|
| % of Net Assets |
|
11.60%
|
[2],[6] |
8.10%
|
[3],[7] |
|
| 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 |
|
$ 154
|
[2],[4] |
$ 458
|
[3],[5] |
|
| % of Net Assets |
|
0.10%
|
[2],[6] |
0.20%
|
[3],[7] |
|
| Automotive | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 359
|
[2],[8],[9],[10] |
$ 359
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 175
|
[2],[4],[8],[9],[10] |
$ 122
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.10%
|
[2],[6],[8],[9],[10] |
0.10%
|
[3],[7],[11],[12],[13] |
|
| Banking |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 11,605
|
|
$ 11,689
|
|
|
| Fair Value |
|
6,479
|
|
7,861
|
|
|
| Banking | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
11,215
|
[2] |
11,216
|
[3] |
|
| Amortized Cost |
|
10,642
|
[2] |
10,726
|
[3] |
|
| Fair Value |
|
$ 6,479
|
[2],[4] |
$ 7,861
|
[3],[5] |
|
| % of Net Assets |
|
3.90%
|
[2],[6] |
4.00%
|
[3],[7] |
|
| Banking | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 963
|
[2],[8],[9],[10] |
$ 963
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 0
|
[2],[4],[8],[9],[10] |
$ 0
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.00%
|
[3],[7],[11],[12],[13] |
|
| Capital Equipment | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 5,001
|
[2] |
$ 4,884
|
[3] |
|
| Amortized Cost |
|
4,967
|
[2] |
4,809
|
[3] |
|
| Fair Value |
|
$ 4,982
|
[2],[4] |
$ 4,853
|
[3],[5] |
|
| % of Net Assets |
|
3.00%
|
[2],[6] |
2.60%
|
[3],[7] |
|
| Chemicals, Plastics & Rubber |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 4,474
|
|
$ 3,784
|
|
|
| Fair Value |
|
3,911
|
|
4,864
|
|
|
| Chemicals, Plastics & Rubber | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
4,492
|
[2] |
3,849
|
[3] |
|
| Amortized Cost |
|
3,973
|
[2] |
3,283
|
[3] |
|
| Fair Value |
|
$ 3,911
|
[2],[4] |
$ 4,864
|
[3],[5] |
|
| % of Net Assets |
|
2.30%
|
[2],[6] |
2.50%
|
[3],[7] |
|
| Chemicals, Plastics & Rubber | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 501
|
[2],[8],[9],[10] |
$ 501
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 0
|
[2],[4],[8],[9],[10] |
$ 0
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.00%
|
[3],[7],[11],[12],[13] |
|
| Containers, Packaging & Glass |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 2,181
|
|
$ 0
|
|
|
| Fair Value |
|
2,023
|
|
0
|
|
|
| Containers, Packaging & Glass | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[2] |
2,415
|
|
|
|
|
| Amortized Cost |
[2] |
2,181
|
|
|
|
|
| Fair Value |
[2],[4] |
$ 2,023
|
|
|
|
|
| % of Net Assets |
[2],[6] |
1.20%
|
|
|
|
|
| Construction & Building |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 10,159
|
|
10,094
|
|
|
| Fair Value |
|
10,544
|
|
10,334
|
|
|
| Construction & Building | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
10,969
|
[2] |
10,373
|
[3] |
|
| Amortized Cost |
|
9,981
|
[2] |
9,916
|
[3] |
|
| Fair Value |
|
$ 10,071
|
[2],[4] |
$ 10,067
|
[3],[5] |
|
| % of Net Assets |
|
6.20%
|
[2],[6] |
5.30%
|
[3],[7] |
|
| Construction & Building | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 178
|
[2],[8],[9],[10] |
$ 178
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 473
|
[2],[4],[8],[9],[10] |
$ 267
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.30%
|
[2],[6],[8],[9],[10] |
0.10%
|
[3],[7],[11],[12],[13] |
|
| Consumer Goods: Durable |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 9,168
|
|
$ 8,444
|
|
|
| Fair Value |
|
7,526
|
|
8,263
|
|
|
| Consumer Goods: Durable | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
9,012
|
[2] |
9,848
|
[3] |
|
| Amortized Cost |
|
8,587
|
[2] |
8,363
|
[3] |
|
| Fair Value |
|
$ 7,024
|
[2],[4] |
$ 8,238
|
[3],[5] |
|
| % of Net Assets |
|
4.30%
|
[2],[6] |
4.30%
|
[3],[7] |
|
| Consumer Goods: Durable | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[2] |
$ 444
|
|
|
|
|
| Amortized Cost |
[2] |
299
|
|
|
|
|
| Fair Value |
[2],[4] |
$ 304
|
|
|
|
|
| % of Net Assets |
[2],[6] |
0.20%
|
|
|
|
|
| Consumer Goods: Durable | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 282
|
[2],[8],[9],[10] |
$ 81
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 198
|
[2],[4],[8],[9],[10] |
$ 25
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.10%
|
[2],[6],[8],[9],[10] |
0.00%
|
[3],[7],[11],[12],[13] |
|
| Consumer Goods: Non-Durable |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 3,762
|
|
$ 3,857
|
|
|
| Fair Value |
|
1,745
|
|
2,467
|
|
|
| Consumer Goods: Non-Durable | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
1,384
|
[2] |
1,364
|
[3] |
|
| Amortized Cost |
|
1,265
|
[2] |
1,360
|
[3] |
|
| Fair Value |
|
$ 1,006
|
[2],[4] |
$ 1,331
|
[3],[5] |
|
| % of Net Assets |
|
0.60%
|
[2],[6] |
0.60%
|
[3],[7] |
|
| 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 |
|
$ 739
|
[2],[4] |
$ 699
|
[3],[5] |
|
| % of Net Assets |
|
0.40%
|
[2],[6] |
0.40%
|
[3],[7] |
|
| Consumer Goods: Non-Durable | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,616
|
[2],[8],[9],[10] |
$ 1,616
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 0
|
[2],[4],[8],[9],[10] |
$ 437
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.20%
|
[3],[7],[11],[12],[13] |
|
| FIRE: Finance |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 8,569
|
|
$ 12,675
|
|
|
| Fair Value |
|
8,629
|
|
12,789
|
|
|
| FIRE: Finance | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
9,340
|
[2] |
14,821
|
[3] |
|
| Amortized Cost |
|
8,569
|
[2] |
12,536
|
[3] |
|
| Fair Value |
|
$ 8,575
|
[2],[4] |
$ 12,678
|
[3],[5] |
|
| % of Net Assets |
|
5.10%
|
[2],[6] |
6.60%
|
[3],[7] |
|
| FIRE: Finance | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
[2],[8],[9],[10] |
$ 139
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 54
|
[2],[4],[8],[9],[10] |
$ 111
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.00%
|
[3],[7],[11],[12],[13] |
|
| Healthcare & Pharmaceuticals |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 51,823
|
|
$ 83,481
|
|
|
| Fair Value |
|
47,332
|
|
79,784
|
|
|
| Healthcare & Pharmaceuticals | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
39,055
|
[2] |
75,927
|
[3] |
|
| Amortized Cost |
|
36,155
|
[2] |
68,343
|
[3] |
|
| Fair Value |
|
$ 35,826
|
[2],[4] |
$ 66,565
|
[3],[5] |
|
| % of Net Assets |
|
21.60%
|
[2],[6] |
34.80%
|
[3],[7] |
|
| Healthcare & Pharmaceuticals | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 6,123
|
[2] |
$ 5,651
|
[3] |
|
| Amortized Cost |
|
6,077
|
[2] |
5,589
|
[3] |
|
| Fair Value |
|
$ 3,337
|
[2],[4] |
$ 4,880
|
[3],[5] |
|
| % of Net Assets |
|
2.00%
|
[2],[6] |
2.50%
|
[3],[7] |
|
| Healthcare & Pharmaceuticals | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 2,335
|
[2],[8],[9],[10] |
$ 2,293
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 3,633
|
[2],[4],[8],[9],[10] |
$ 3,556
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
2.20%
|
[2],[6],[8],[9],[10] |
1.80%
|
[3],[7],[11],[12],[13] |
|
| Healthcare & Pharmaceuticals | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 7,256
|
[2],[9],[10],[16] |
$ 7,256
|
[3],[12],[13],[17] |
|
| Fair Value |
|
$ 4,536
|
[2],[4],[9],[10],[16] |
$ 4,783
|
[3],[5],[12],[13],[17] |
|
| % of Net Assets |
|
2.70%
|
[2],[6],[9],[10],[16] |
2.50%
|
[3],[7],[12],[13],[17] |
|
| High Tech Industries |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 39,356
|
|
$ 42,841
|
|
|
| Fair Value |
|
37,484
|
|
41,240
|
|
|
| High Tech Industries | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
37,982
|
[2] |
34,721
|
[3] |
|
| Amortized Cost |
|
33,571
|
[2] |
30,267
|
[3] |
|
| Fair Value |
|
$ 33,366
|
[2],[4] |
$ 30,578
|
[3],[5] |
|
| % of Net Assets |
|
20.00%
|
[2],[6] |
16.00%
|
[3],[7] |
|
| 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 |
|
$ 388
|
[2],[4] |
$ 354
|
[3],[5] |
|
| % of Net Assets |
|
0.20%
|
[2],[6] |
0.20%
|
[3],[7] |
|
| High Tech Industries | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 5,122
|
[2],[8],[9],[10] |
$ 5,129
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 3,730
|
[2],[4],[8],[9],[10] |
$ 3,525
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
2.20%
|
[2],[6],[8],[9],[10] |
1.80%
|
[3],[7],[11],[12],[13] |
|
| High Tech Industries | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[3],[17] |
|
|
$ 7,397
|
|
|
| Amortized Cost |
[3],[17] |
|
|
6,783
|
|
|
| Fair Value |
[3],[5],[17] |
|
|
$ 6,783
|
|
|
| % of Net Assets |
[3],[7],[17] |
|
|
3.50%
|
|
|
| High Tech Industries | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[3],[12],[13],[17] |
|
|
$ 0
|
|
|
| Fair Value |
[3],[5],[12],[13],[17] |
|
|
$ 0
|
|
|
| % of Net Assets |
[3],[7],[12],[13],[17] |
|
|
0.00%
|
|
|
| Media: Advertising, Printing & Publishing | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 10,175
|
[2] |
$ 11,588
|
[3] |
|
| Amortized Cost |
|
9,050
|
[2] |
10,446
|
[3] |
|
| Fair Value |
|
$ 9,038
|
[2],[4] |
$ 10,401
|
[3],[5] |
|
| % of Net Assets |
|
5.50%
|
[2],[6] |
5.40%
|
[3],[7] |
|
| Media: Advertising, Printing & Publishing | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 189
|
[2],[8],[9],[10] |
$ 189
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 1,105
|
[2],[4],[8],[9],[10] |
$ 1,634
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.70%
|
[2],[6],[8],[9],[10] |
0.80%
|
[3],[7],[11],[12],[13] |
|
| Media: Broadcasting & Subscription | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 328
|
[2] |
$ 304
|
[3] |
|
| Amortized Cost |
|
328
|
[2] |
304
|
[3] |
|
| Fair Value |
|
$ 606
|
[2],[4] |
$ 556
|
[3],[5] |
|
| % of Net Assets |
|
0.40%
|
[2],[6] |
0.30%
|
[3],[7] |
|
| 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 |
|
$ 91
|
[2],[4] |
$ 600
|
[3],[5] |
|
| % of Net Assets |
|
0.00%
|
[2],[6] |
0.40%
|
[3],[7] |
|
| Media: Broadcasting & Subscription | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,480
|
[2],[8],[9],[10] |
$ 1,480
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 0
|
[2],[4],[8],[9],[10] |
$ 0
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.00%
|
[3],[7],[11],[12],[13] |
|
| Media: Diversified & Production | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 22,944
|
[2] |
$ 46,284
|
[3] |
|
| Amortized Cost |
|
20,887
|
[2] |
42,959
|
[3] |
|
| Fair Value |
|
$ 20,931
|
[2],[4] |
$ 43,082
|
[3],[5] |
|
| % of Net Assets |
|
12.50%
|
[2],[6] |
22.40%
|
[3],[7] |
|
| Media: Diversified & Production | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[2] |
$ 2,211
|
|
|
|
|
| Amortized Cost |
[2] |
1,829
|
|
|
|
|
| Fair Value |
[2],[4] |
$ 1,374
|
|
|
|
|
| % of Net Assets |
[2],[6] |
0.80%
|
|
|
|
|
| Media: Diversified & Production | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 602
|
[2],[8],[9],[10] |
$ 595
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 521
|
[2],[4],[8],[9],[10] |
$ 635
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.30%
|
[2],[6],[8],[9],[10] |
0.30%
|
[3],[7],[11],[12],[13] |
|
| Retail |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 2,590
|
|
$ 2,534
|
|
|
| Fair Value |
|
1,068
|
|
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 |
|
$ 0
|
[2],[4] |
$ 695
|
[3],[5] |
|
| % of Net Assets |
|
0.00%
|
[2],[6] |
0.40%
|
[3],[7] |
|
| 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 |
|
$ 1,068
|
[2],[4] |
$ 921
|
[3],[5] |
|
| % of Net Assets |
|
0.60%
|
[2],[6] |
0.50%
|
[3],[7] |
|
| Retail | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 712
|
[2],[8],[9],[10] |
$ 712
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 0
|
[2],[4],[8],[9],[10] |
$ 420
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.20%
|
[3],[7],[11],[12],[13] |
|
| Services: Business |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 28,475
|
|
$ 50,740
|
|
|
| Fair Value |
|
28,900
|
|
51,175
|
|
|
| Services: Business | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
26,571
|
[2] |
49,458
|
[3] |
|
| Amortized Cost |
|
23,767
|
[2] |
45,437
|
[3] |
|
| Fair Value |
|
$ 23,731
|
[2],[4] |
$ 45,315
|
[3],[5] |
|
| % of Net Assets |
|
14.40%
|
[2],[6] |
23.60%
|
[3],[7] |
|
| Services: Business | Non-controlled/non-affiliate company investments | Unitranche secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 2,185
|
[2],[14] |
$ 3,865
|
[3],[15] |
|
| Amortized Cost |
|
2,166
|
[2],[14] |
3,835
|
[3],[15] |
|
| Fair Value |
|
$ 2,183
|
[2],[4],[14] |
$ 3,862
|
[3],[5],[15] |
|
| % of Net Assets |
|
1.30%
|
[2],[6],[14] |
2.00%
|
[3],[7],[15] |
|
| Services: Business | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[2] |
$ 616
|
|
|
|
|
| Amortized Cost |
[2] |
603
|
|
|
|
|
| Fair Value |
[2],[4] |
$ 603
|
|
|
|
|
| % of Net Assets |
[2],[6] |
0.40%
|
|
|
|
|
| Services: Business | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,939
|
[2],[8],[9],[10] |
$ 1,468
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 2,383
|
[2],[4],[8],[9],[10] |
$ 1,998
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
1.50%
|
[2],[6],[8],[9],[10] |
1.10%
|
[3],[7],[11],[12],[13] |
|
| Services: Consumer |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 26,563
|
|
$ 32,552
|
|
|
| Fair Value |
|
18,171
|
|
24,113
|
|
|
| Services: Consumer | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
14,908
|
[2] |
23,973
|
[3] |
|
| Amortized Cost |
|
14,844
|
[2] |
20,898
|
[3] |
|
| Fair Value |
|
$ 14,935
|
[2],[4] |
$ 20,954
|
[3],[5] |
|
| % of Net Assets |
|
9.00%
|
[2],[6] |
10.90%
|
[3],[7] |
|
| 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],[4] |
$ 2,330
|
[3],[5] |
|
| % of Net Assets |
|
1.30%
|
[2],[6] |
1.20%
|
[3],[7] |
|
| Services: Consumer | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 8,119
|
[2],[8],[9],[10] |
$ 8,054
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 610
|
[2],[4],[8],[9],[10] |
$ 407
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.30%
|
[2],[6],[8],[9],[10] |
0.20%
|
[3],[7],[11],[12],[13] |
|
| Services: Consumer | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 1,356
|
[2],[16] |
$ 1,356
|
[3],[17] |
|
| Amortized Cost |
|
1,312
|
[2],[16] |
1,312
|
[3],[17] |
|
| Fair Value |
|
$ 418
|
[2],[4],[16] |
$ 422
|
[3],[5],[17] |
|
| % of Net Assets |
|
0.30%
|
[2],[6],[16] |
0.20%
|
[3],[7],[17] |
|
| Services: Consumer | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,458
|
[2],[9],[10],[16] |
$ 1,458
|
[3],[12],[13],[17] |
|
| Fair Value |
|
$ 0
|
[2],[4],[9],[10],[16] |
$ 0
|
[3],[5],[12],[13],[17] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[9],[10],[16] |
0.00%
|
[3],[7],[12],[13],[17] |
|
| Telecommunications | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 2,182
|
[2] |
$ 6,165
|
[3] |
|
| Amortized Cost |
|
1,765
|
[2] |
5,454
|
[3] |
|
| Fair Value |
|
$ 1,820
|
[2],[4] |
$ 5,552
|
[3],[5] |
|
| % of Net Assets |
|
1.10%
|
[2],[6] |
3.00%
|
[3],[7] |
|
| Telecommunications | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 42
|
[2],[8],[9],[10] |
$ 42
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 0
|
[2],[4],[8],[9],[10] |
$ 34
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.00%
|
[3],[7],[11],[12],[13] |
|
| Transportation: Cargo |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 2,393
|
|
$ 5,794
|
|
|
| Fair Value |
|
2,396
|
|
5,890
|
|
|
| Transportation: Cargo | Non-controlled/non-affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
2,402
|
[2] |
7,364
|
[3] |
|
| Amortized Cost |
|
2,393
|
[2] |
5,598
|
[3] |
|
| Fair Value |
|
$ 2,396
|
[2],[4] |
$ 5,691
|
[3],[5] |
|
| % of Net Assets |
|
1.40%
|
[2],[6] |
3.20%
|
[3],[7] |
|
| Transportation: Cargo | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[3],[11],[12],[13] |
|
|
$ 196
|
|
|
| Fair Value |
[3],[5],[11],[12],[13] |
|
|
$ 199
|
|
|
| % of Net Assets |
[3],[7],[11],[12],[13] |
|
|
0.10%
|
|
|
| FIRE: Real Estate |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 100,750
|
|
$ 90,397
|
|
|
| Fair Value |
|
93,604
|
|
83,037
|
|
|
| FIRE: Real Estate | Non-controlled/non-affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
16,220
|
[2] |
12,517
|
[3] |
|
| Amortized Cost |
|
16,219
|
[2] |
12,517
|
[3] |
|
| Fair Value |
|
$ 16,219
|
[2],[4],[19] |
$ 12,504
|
[3],[5] |
|
| % of Net Assets |
|
9.70%
|
[2],[6] |
6.50%
|
[3],[7] |
|
| FIRE: Real Estate | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,821
|
[2],[8],[9],[10] |
$ 1,116
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 6,694
|
[2],[4],[8],[9],[10] |
$ 5,114
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
4.10%
|
[2],[6],[8],[9],[10] |
2.60%
|
[3],[7],[11],[12],[13] |
|
| FIRE: Real Estate | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 69,793
|
[2],[16] |
$ 66,562
|
[3],[17] |
|
| Amortized Cost |
|
67,292
|
[2],[16] |
64,062
|
[3],[17] |
|
| Fair Value |
|
$ 55,063
|
[2],[4],[16] |
$ 52,870
|
[3],[5],[17] |
|
| % of Net Assets |
|
32.90%
|
[2],[6],[16] |
27.60%
|
[3],[7],[17] |
|
| FIRE: Real Estate | Non-controlled affiliate company investments | Junior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 8,775
|
[2],[16] |
$ 8,775
|
[3],[17] |
|
| Amortized Cost |
|
8,775
|
[2],[16] |
7,145
|
[3],[17] |
|
| Fair Value |
|
$ 8,695
|
[2],[4],[16] |
$ 6,888
|
[3],[5],[17] |
|
| % of Net Assets |
|
5.20%
|
[2],[6],[16] |
3.60%
|
[3],[7],[17] |
|
| FIRE: Real Estate | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 6,643
|
[2],[9],[10],[16] |
$ 5,557
|
[3],[12],[13],[17] |
|
| Fair Value |
|
$ 6,933
|
[2],[4],[9],[10],[16] |
$ 5,661
|
[3],[5],[12],[13],[17] |
|
| % of Net Assets |
|
4.20%
|
[2],[6],[9],[10],[16] |
3.00%
|
[3],[7],[12],[13],[17] |
|
| Environmental Industries | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 67
|
[2],[8],[9],[10] |
$ 67
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 87
|
[2],[4],[8],[9],[10] |
$ 520
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[8],[9],[10] |
0.30%
|
[3],[7],[11],[12],[13] |
|
| Hotels, Gaming & Leisure | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 111
|
[2],[8],[9],[10] |
$ 111
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 142
|
[2],[4],[8],[9],[10] |
$ 144
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.10%
|
[2],[6],[8],[9],[10] |
0.10%
|
[3],[7],[11],[12],[13] |
|
| Wholesale | Non-controlled/non-affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 275
|
[2],[8],[9],[10] |
$ 276
|
[3],[11],[12],[13] |
|
| Fair Value |
|
$ 124
|
[2],[4],[8],[9],[10] |
$ 160
|
[3],[5],[11],[12],[13] |
|
| % of Net Assets |
|
0.10%
|
[2],[6],[8],[9],[10] |
0.10%
|
[3],[7],[11],[12],[13] |
|
| Beverage, Food & Tobacco |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,631
|
|
$ 4,554
|
|
|
| Fair Value |
|
2,875
|
|
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],[5] |
|
|
$ 2,951
|
|
|
| % of Net Assets |
[3],[7] |
|
|
1.50%
|
|
|
| Beverage, Food & Tobacco | Non-controlled affiliate company investments | Senior secured loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
636
|
[2],[16] |
$ 1,114
|
[3],[17] |
|
| Amortized Cost |
|
0
|
[2],[16] |
0
|
[3],[17] |
|
| Fair Value |
|
$ 0
|
[2],[4],[16] |
$ 0
|
[3],[5],[17] |
|
| % of Net Assets |
|
0.00%
|
[2],[6],[16] |
0.00%
|
[3],[7],[17] |
|
| Beverage, Food & Tobacco | Non-controlled affiliate company investments | Equity investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,631
|
[2],[9],[10],[16] |
$ 1,631
|
[3],[12],[13],[17] |
|
| Fair Value |
|
$ 2,875
|
[2],[4],[9],[10],[16] |
$ 3,076
|
[3],[5],[12],[13],[17] |
|
| % of Net Assets |
|
1.70%
|
[2],[6],[9],[10],[16] |
1.60%
|
[3],[7],[12],[13],[17] |
|
| Investment, Identifier [Axis]: APCO Worldwide, Inc. (100 Class A voting common stock) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 395
|
|
|
|
|
| Fair Value |
[4] |
$ 842
|
|
|
|
|
| % of Net Assets |
[6] |
0.50%
|
|
|
|
|
| Number of shares held (in shares) |
|
100
|
|
|
|
|
| Investment, Identifier [Axis]: APCO Worldwide, Inc. (100 Class A voting common stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 395
|
|
|
| Fair Value |
[5] |
|
|
$ 909
|
|
|
| % of Net Assets |
[7] |
|
|
0.50%
|
|
|
| Number of shares held (in shares) |
|
|
|
100
|
|
|
| Investment, Identifier [Axis]: ASG II, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.40%
|
[20] |
6.40%
|
[21] |
|
| Interest rate |
|
10.24%
|
|
10.99%
|
|
|
| Principal |
|
$ 1,900
|
|
$ 1,900
|
|
|
| Amortized Cost |
|
1,881
|
|
1,875
|
|
|
| Fair Value |
|
$ 1,898
|
[4] |
$ 1,898
|
[5] |
|
| % of Net Assets |
|
1.10%
|
[6] |
1.00%
|
[7] |
|
| Investment, Identifier [Axis]: ASG II, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.40%
|
[20] |
6.40%
|
[21] |
|
| Interest rate |
|
10.24%
|
|
10.99%
|
|
|
| Principal |
|
$ 285
|
|
$ 285
|
|
|
| Amortized Cost |
|
285
|
|
285
|
|
|
| Fair Value |
|
$ 285
|
[4] |
$ 284
|
[5] |
|
| % of Net Assets |
|
0.20%
|
[6] |
0.10%
|
[7] |
|
| 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],[5],[22] |
|
|
$ 1,371
|
|
|
| % of Net Assets |
[1],[7],[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 |
|
16.75%
|
[23],[24] |
17.50%
|
[1] |
|
| Principal |
|
$ 500
|
[23],[24] |
$ 500
|
[1] |
|
| Amortized Cost |
|
129
|
[23],[24] |
126
|
[1] |
|
| Fair Value |
|
$ 132
|
[4],[23],[24] |
$ 126
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6],[23],[24] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC (warrant to purchase up to 0.2% of the equity) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 42
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC (warrant to purchase up to 0.2% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 42
|
|
|
| Fair Value |
[5] |
|
|
$ 34
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: American Broadband and Telecommunications Company LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[23] |
12.00%
|
|
|
|
|
| Interest rate paid in kind |
[23] |
2.00%
|
|
|
|
|
| Interest rate paid in cash |
[23] |
16.75%
|
|
|
|
|
| Principal |
[23] |
$ 1,350
|
|
|
|
|
| Amortized Cost |
[23] |
1,350
|
|
|
|
|
| Fair Value |
[4],[23] |
$ 1,390
|
|
|
|
|
| % of Net Assets |
[6],[23] |
0.80%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. (4,940 shares of common stock) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
4,940
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. (4,940 shares of common stock) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
|
| Fair Value |
[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
4,940
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. (Revolver) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 0
|
|
0
|
| Investment, Identifier [Axis]: American Community Homes, Inc. (Revolver) | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
[24] |
3.84%
|
|
|
|
|
| Principal |
[24] |
$ 2,500
|
|
|
|
|
| Amortized Cost |
[24] |
0
|
|
|
|
|
| Fair Value |
[4],[24] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[24] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. (Revolver) | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
[1] |
|
|
4.46%
|
|
|
| Principal |
[1] |
|
|
$ 2,500
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 1 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 8,543
|
|
$ 8,382
|
|
8,110
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 1 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 14,167
|
|
|
|
|
| Amortized Cost |
|
14,167
|
|
|
|
|
| Fair Value |
[4] |
$ 8,543
|
|
|
|
|
| % of Net Assets |
[6] |
5.10%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 1 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 13,555
|
|
|
| Amortized Cost |
|
|
|
13,555
|
|
|
| Fair Value |
[5] |
|
|
$ 8,382
|
|
|
| % of Net Assets |
[7] |
|
|
4.40%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 2 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 4,203
|
|
$ 4,125
|
|
3,990
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 2 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 6,970
|
|
|
|
|
| Amortized Cost |
|
6,970
|
|
|
|
|
| Fair Value |
[4] |
$ 4,203
|
|
|
|
|
| % of Net Assets |
[6] |
2.50%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 2 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 6,669
|
|
|
| Amortized Cost |
|
|
|
6,669
|
|
|
| Fair Value |
[5] |
|
|
$ 4,125
|
|
|
| % of Net Assets |
[7] |
|
|
2.20%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 3 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 518
|
|
$ 508
|
|
491
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 3 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 859
|
|
|
|
|
| Amortized Cost |
|
860
|
|
|
|
|
| Fair Value |
[4] |
$ 518
|
|
|
|
|
| % of Net Assets |
[6] |
0.30%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 3 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 822
|
|
|
| Amortized Cost |
|
|
|
822
|
|
|
| Fair Value |
[5] |
|
|
$ 508
|
|
|
| % of Net Assets |
[7] |
|
|
0.30%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 4 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 1,905
|
|
$ 1,868
|
|
1,808
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 4 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 3,158
|
|
|
|
|
| Amortized Cost |
|
3,159
|
|
|
|
|
| Fair Value |
[4] |
$ 1,905
|
|
|
|
|
| % of Net Assets |
[6] |
1.10%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 4 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 3,021
|
|
|
| Amortized Cost |
|
|
|
3,022
|
|
|
| Fair Value |
[5] |
|
|
$ 1,868
|
|
|
| % of Net Assets |
[7] |
|
|
1.00%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 5 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 3,525
|
|
$ 3,459
|
|
3,347
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 5 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 5,846
|
|
|
|
|
| Amortized Cost |
|
5,846
|
|
|
|
|
| Fair Value |
[4] |
$ 3,525
|
|
|
|
|
| % of Net Assets |
[6] |
2.10%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 5 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 5,593
|
|
|
| Amortized Cost |
|
|
|
5,593
|
|
|
| Fair Value |
[5] |
|
|
$ 3,459
|
|
|
| % of Net Assets |
[7] |
|
|
1.80%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 6 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 15
|
|
$ 16
|
|
16
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 6 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 28
|
|
|
|
|
| Amortized Cost |
|
25
|
|
|
|
|
| Fair Value |
[4] |
$ 15
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 6 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 26
|
|
|
| Amortized Cost |
|
|
|
25
|
|
|
| Fair Value |
[5] |
|
|
$ 16
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 7 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 81
|
|
$ 79
|
|
77
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 7 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
0.11%
|
|
|
|
|
| Interest rate paid in kind |
|
3.84%
|
|
|
|
|
| Principal |
|
$ 134
|
|
|
|
|
| Amortized Cost |
|
134
|
|
|
|
|
| Fair Value |
[4] |
$ 81
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc. 7 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
0.11%
|
|
|
| Interest rate paid in kind |
|
|
|
4.46%
|
|
|
| Principal |
|
|
|
$ 128
|
|
|
| Amortized Cost |
|
|
|
128
|
|
|
| Fair Value |
[5] |
|
|
$ 79
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: American Community Homes, Inc., Common stock |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 0
|
|
0
|
| Number of shares held (in shares) |
|
4,940
|
|
4,940
|
|
|
| Investment, Identifier [Axis]: AppLogic Networks OpCo I LLC (fka Sandvine Corporation) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.00%
|
|
|
|
|
| Interest rate paid in kind |
[25] |
5.00%
|
|
|
|
|
| Interest rate paid in cash |
[25] |
4.77%
|
|
|
|
|
| Principal |
|
$ 332
|
|
|
|
|
| Amortized Cost |
|
286
|
|
|
|
|
| Fair Value |
[4] |
$ 298
|
|
|
|
|
| % of Net Assets |
[6] |
0.20%
|
|
|
|
|
| Investment, Identifier [Axis]: Aras Corporation (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.25%
|
[20],[24] |
5.25%
|
[1],[21] |
|
| Interest rate |
|
8.92%
|
[24] |
9.58%
|
[1] |
|
| Principal |
|
$ 335
|
[24] |
$ 335
|
[1] |
|
| Amortized Cost |
|
117
|
[24] |
128
|
[1] |
|
| Fair Value |
|
$ 117
|
[4],[24] |
$ 128
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6],[24] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Aras Corporation | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.25%
|
[20] |
5.25%
|
[21] |
|
| Interest rate |
|
8.92%
|
|
9.58%
|
|
|
| Principal |
|
$ 2,421
|
|
$ 2,446
|
|
|
| Amortized Cost |
|
2,428
|
|
2,438
|
|
|
| Fair Value |
|
$ 2,445
|
[4] |
$ 2,482
|
[5] |
|
| % of Net Assets |
|
1.50%
|
[6] |
1.30%
|
[7] |
|
| Investment, Identifier [Axis]: Arcserve Cayman GP LLC (fka Arcstor Midco, LLC) (110,294 Class B common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
110,294
|
|
110,294
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman GP LLC (fka Arcstor Midco, LLC) (59,211 Class A common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
59,211
|
|
59,211
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24],[25],[26] |
8.11%
|
|
|
|
|
| Interest rate paid in kind |
[24],[25],[26] |
11.99%
|
|
|
|
|
| Principal |
[24],[25],[26] |
$ 551
|
|
|
|
|
| Amortized Cost |
[24],[25],[26] |
145
|
|
|
|
|
| Fair Value |
[4],[24],[25],[26] |
$ 331
|
|
|
|
|
| % of Net Assets |
[6],[24],[25],[26] |
0.20%
|
|
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC) (110,294 Class B common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 1,369
|
[4] |
$ 1,029
|
[5] |
|
| % of Net Assets |
|
0.80%
|
[6] |
0.50%
|
[7] |
|
| Number of shares held (in shares) |
|
110,294
|
|
110,294
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC) (59,211 Class A common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 4,119
|
|
$ 4,119
|
|
|
| Fair Value |
|
$ 735
|
[4] |
$ 552
|
[5] |
|
| % of Net Assets |
|
0.50%
|
[6] |
0.30%
|
[7] |
|
| Number of shares held (in shares) |
|
59,211
|
|
59,211
|
|
|
| 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],[5],[22],[27] |
|
|
$ 331
|
|
|
| % of Net Assets |
[1],[7],[22],[27] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC) 1 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[27] |
|
|
9.00%
|
|
|
| Principal |
[27] |
|
|
$ 161
|
|
|
| Amortized Cost |
[27] |
|
|
150
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 175
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC) 2 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[27] |
|
|
9.00%
|
|
|
| Principal |
[27] |
|
|
$ 165
|
|
|
| Amortized Cost |
[27] |
|
|
150
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 179
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP (fka Arcstor Midco, LLC) 3 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[27] |
|
|
$ 370
|
|
|
| Amortized Cost |
[27] |
|
|
363
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP 1 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[25] |
9.00%
|
|
|
|
|
| Principal |
[25] |
$ 161
|
|
|
|
|
| Amortized Cost |
[25] |
150
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 192
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP 2 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[25] |
9.00%
|
|
|
|
|
| Principal |
[25] |
$ 165
|
|
|
|
|
| Amortized Cost |
[25] |
150
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 196
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: Arcserve Cayman Opco LP 3 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
[25] |
$ 370
|
|
|
|
|
| Amortized Cost |
[25] |
363
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Ascent Midco, LLC (2,032,258 Class A units) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[28] |
8.00%
|
|
|
|
|
| Amortized Cost |
[28] |
$ 2,032
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 1,702
|
|
|
|
|
| % of Net Assets |
[6],[28] |
1.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
2,032,258
|
|
|
|
|
| Investment, Identifier [Axis]: Ascent Midco, LLC (2,032,258 Class A units) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[29] |
|
|
8.00%
|
|
|
| Amortized Cost |
[29] |
|
|
$ 2,032
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 1,760
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.90%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
2,032,258
|
|
|
| Investment, Identifier [Axis]: Ascent Midco, LLC, Class A units |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 1,702
|
|
$ 1,760
|
|
1,932
|
| Number of shares held (in shares) |
|
2,032,258
|
|
2,032,258
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC (297,197 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 305
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 437
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.20%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
297,197
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC (304,538 Class A units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 312
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 334
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.20%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
304,538
|
|
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.11%
|
|
|
| Interest rate |
|
|
|
10.46%
|
|
|
| Principal |
|
|
|
$ 320
|
|
|
| Amortized Cost |
|
|
|
320
|
|
|
| Fair Value |
[5] |
|
|
$ 317
|
|
|
| % of Net Assets |
[7] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.11%
|
|
|
| Interest rate |
|
|
|
10.46%
|
|
|
| Principal |
|
|
|
$ 1,880
|
|
|
| Amortized Cost |
|
|
|
1,875
|
|
|
| Fair Value |
[5] |
|
|
$ 1,862
|
|
|
| % of Net Assets |
[7] |
|
|
1.00%
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.11%
|
|
|
| Interest rate |
|
|
|
10.46%
|
|
|
| Principal |
|
|
|
$ 458
|
|
|
| Amortized Cost |
|
|
|
458
|
|
|
| Fair Value |
[5] |
|
|
$ 454
|
|
|
| % of Net Assets |
[7] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.11%
|
|
|
| Interest rate |
|
|
|
10.46%
|
|
|
| Principal |
|
|
|
$ 270
|
|
|
| Amortized Cost |
|
|
|
268
|
|
|
| Fair Value |
[5] |
|
|
$ 268
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.11%
|
|
|
| Interest rate |
|
|
|
10.46%
|
|
|
| Principal |
|
|
|
$ 780
|
|
|
| Amortized Cost |
|
|
|
780
|
|
|
| Fair Value |
[5] |
|
|
$ 773
|
|
|
| % of Net Assets |
[7] |
|
|
0.40%
|
|
|
| Investment, Identifier [Axis]: Attom Intermediate Holdco, LLC 5 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.11%
|
|
|
| Interest rate |
|
|
|
10.46%
|
|
|
| Principal |
|
|
|
$ 394
|
|
|
| Amortized Cost |
|
|
|
391
|
|
|
| Fair Value |
[5] |
|
|
$ 390
|
|
|
| % of Net Assets |
[7] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Avalara, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
6.25%
|
|
|
| Interest rate |
[1] |
|
|
10.58%
|
|
|
| Principal |
[1] |
|
|
$ 400
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Avalara, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.25%
|
|
|
| Interest rate |
|
|
|
10.58%
|
|
|
| Principal |
|
|
|
$ 4,000
|
|
|
| Amortized Cost |
|
|
|
3,928
|
|
|
| Fair Value |
[5] |
|
|
$ 4,030
|
|
|
| % of Net Assets |
[7] |
|
|
2.10%
|
|
|
| Investment, Identifier [Axis]: BLST Operating Company, LLC (139,883 Class A units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 712
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
139,883
|
|
|
|
|
| Investment, Identifier [Axis]: BLST Operating Company, LLC (139,883 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 712
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 420
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.20%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
139,883
|
|
|
| Investment, Identifier [Axis]: BLST Operating Company, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.50%
|
[20],[25] |
11.17%
|
[21] |
|
| Interest rate paid in kind |
|
10.49%
|
[25] |
11.17%
|
|
|
| Interest rate paid in cash |
|
1.00%
|
[25] |
1.00%
|
|
|
| Principal |
|
$ 798
|
[25] |
$ 751
|
|
|
| Amortized Cost |
|
570
|
[25] |
514
|
|
|
| Fair Value |
|
$ 0
|
[4],[25] |
$ 695
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[25] |
0.40%
|
[7] |
|
| Investment, Identifier [Axis]: BTR Opco LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24],[25],[26] |
8.76%
|
|
|
|
|
| Interest rate paid in kind |
[24],[25],[26] |
12.45%
|
|
|
|
|
| Principal |
[24],[25],[26] |
$ 569
|
|
|
|
|
| Amortized Cost |
[24],[25],[26] |
480
|
|
|
|
|
| Fair Value |
[4],[24],[25],[26] |
$ 575
|
|
|
|
|
| % of Net Assets |
[6],[24],[25],[26] |
0.30%
|
|
|
|
|
| Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC) (242 Class A common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 248
|
|
$ 248
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
242
|
|
242
|
|
|
| Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC) (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| 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],[5],[22],[27] |
|
|
$ 440
|
|
|
| % of Net Assets |
[1],[7],[22],[27] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC) 1 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[27] |
|
|
7.50%
|
|
|
| Principal |
[27] |
|
|
$ 711
|
|
|
| Amortized Cost |
[27] |
|
|
658
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 458
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: BTR Opco LLC (fka Born to Run, LLC) 2 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[27] |
|
|
5.00%
|
|
|
| Principal |
[27] |
|
|
$ 3,664
|
|
|
| Amortized Cost |
[27] |
|
|
3,390
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: BTR Opco LLC 1 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[25] |
7.50%
|
|
|
|
|
| Principal |
[25] |
$ 711
|
|
|
|
|
| Amortized Cost |
[25] |
658
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 154
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: BTR Opco LLC 2 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[25] |
5.00%
|
|
|
|
|
| Principal |
[25] |
$ 3,664
|
|
|
|
|
| Amortized Cost |
[25] |
3,390
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Binah Capital Group, Inc. (fka PKS Holdings, LLC) (20,600 shares of common stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[30],[31] |
|
|
$ 139
|
|
|
| Fair Value |
[5],[30],[31] |
|
|
$ 61
|
|
|
| % of Net Assets |
[7],[30],[31] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[30],[31] |
|
|
20,600
|
|
|
| Investment, Identifier [Axis]: Bluesight, Inc. (18,841 Class B common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 15
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
18,841
|
|
18,841
|
|
|
| Investment, Identifier [Axis]: Bluesight, Inc. (35 Class A preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
9.00%
|
|
9.00%
|
|
|
| Amortized Cost |
|
$ 35
|
|
$ 35
|
|
|
| Fair Value |
|
$ 35
|
[4] |
$ 35
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
35
|
|
35
|
|
|
| Investment, Identifier [Axis]: Bluesight, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20],[24] |
6.25%
|
[1],[21] |
|
| Interest rate |
|
9.19%
|
[24] |
10.58%
|
[1] |
|
| Principal |
|
$ 348
|
[24] |
$ 348
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Bluesight, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20] |
6.25%
|
[21] |
|
| Interest rate |
|
9.19%
|
|
10.57%
|
|
|
| Principal |
|
$ 1,995
|
|
$ 2,000
|
|
|
| Amortized Cost |
|
1,954
|
|
1,950
|
|
|
| Fair Value |
|
$ 2,012
|
[4] |
$ 2,006
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.00%
|
[7] |
|
| Investment, Identifier [Axis]: Bluesight, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20] |
6.25%
|
[21] |
|
| Interest rate |
|
9.19%
|
|
10.57%
|
|
|
| Principal |
|
$ 260
|
|
$ 261
|
|
|
| Amortized Cost |
|
257
|
|
257
|
|
|
| Fair Value |
|
$ 262
|
[4] |
$ 262
|
[5] |
|
| % of Net Assets |
|
0.20%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: Bluesight, Inc. 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20] |
6.25%
|
[21] |
|
| Interest rate |
|
9.19%
|
|
10.58%
|
|
|
| Principal |
|
$ 1,735
|
|
$ 1,739
|
|
|
| Amortized Cost |
|
1,714
|
|
1,713
|
|
|
| Fair Value |
|
$ 1,750
|
[4] |
$ 1,744
|
[5] |
|
| % of Net Assets |
|
1.10%
|
[6] |
0.90%
|
[7] |
|
| Investment, Identifier [Axis]: Bonterra, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
7.00%
|
|
|
| Interest rate |
[1] |
|
|
11.33%
|
|
|
| Principal |
[1] |
|
|
$ 1,069
|
|
|
| Amortized Cost |
[1] |
|
|
684
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 678
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.40%
|
|
|
| Investment, Identifier [Axis]: Bonterra, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.00%
|
|
|
| Interest rate |
|
|
|
11.33%
|
|
|
| Principal |
|
|
|
$ 13,437
|
|
|
| Amortized Cost |
|
|
|
13,339
|
|
|
| Fair Value |
[5] |
|
|
$ 13,319
|
|
|
| % of Net Assets |
[7] |
|
|
6.90%
|
|
|
| Investment, Identifier [Axis]: Bonterra, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.75%
|
|
|
| Interest rate paid in kind |
|
|
|
12.08%
|
|
|
| Principal |
|
|
|
$ 2,244
|
|
|
| Amortized Cost |
|
|
|
2,223
|
|
|
| Fair Value |
[5] |
|
|
$ 2,266
|
|
|
| % of Net Assets |
[7] |
|
|
1.20%
|
|
|
| Investment, Identifier [Axis]: Brickell Bay Acquisition Corp. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.65%
|
|
|
| Interest rate |
|
|
|
11.24%
|
|
|
| Principal |
|
|
|
$ 1,653
|
|
|
| Amortized Cost |
|
|
|
1,635
|
|
|
| Fair Value |
[5] |
|
|
$ 1,653
|
|
|
| % of Net Assets |
[7] |
|
|
0.90%
|
|
|
| Investment, Identifier [Axis]: Brickell Bay Acquisition Corp. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.65%
|
|
|
| Interest rate |
|
|
|
11.24%
|
|
|
| Principal |
|
|
|
$ 854
|
|
|
| Amortized Cost |
|
|
|
843
|
|
|
| Fair Value |
[5] |
|
|
$ 863
|
|
|
| % of Net Assets |
[7] |
|
|
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 |
[5] |
|
|
$ 1,290
|
|
|
| % of Net Assets |
[7] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: Burroughs, Inc. | 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 |
|
|
|
$ 4,964
|
|
|
| Amortized Cost |
|
|
|
4,964
|
|
|
| Fair Value |
[5] |
|
|
$ 4,927
|
|
|
| % of Net Assets |
[7] |
|
|
2.60%
|
|
|
| Investment, Identifier [Axis]: CGI Automated Manufacturing, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.11%
|
[20] |
7.26%
|
[21] |
|
| Interest rate |
|
10.83%
|
|
11.59%
|
|
|
| Principal |
|
$ 3,886
|
|
$ 3,795
|
|
|
| Amortized Cost |
|
3,858
|
|
3,735
|
|
|
| Fair Value |
|
$ 3,871
|
[4] |
$ 3,771
|
[5] |
|
| % of Net Assets |
|
2.30%
|
[6] |
2.00%
|
[7] |
|
| Investment, Identifier [Axis]: CGI Automated Manufacturing, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.11%
|
[20] |
7.26%
|
[21] |
|
| Interest rate |
|
10.83%
|
|
11.59%
|
|
|
| Principal |
|
$ 1,115
|
|
$ 1,089
|
|
|
| Amortized Cost |
|
1,109
|
|
1,074
|
|
|
| Fair Value |
|
$ 1,111
|
[4] |
$ 1,082
|
[5] |
|
| % of Net Assets |
|
0.70%
|
[6] |
0.60%
|
[7] |
|
| Investment, Identifier [Axis]: Calabrio, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
5.50%
|
|
|
| Interest rate |
[1] |
|
|
10.02%
|
|
|
| Principal |
[1] |
|
|
$ 409
|
|
|
| Amortized Cost |
[1] |
|
|
175
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 175
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Calabrio, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.50%
|
|
|
| Interest rate |
|
|
|
10.01%
|
|
|
| Principal |
|
|
|
$ 3,383
|
|
|
| Amortized Cost |
|
|
|
3,344
|
|
|
| Fair Value |
[5] |
|
|
$ 3,383
|
|
|
| % of Net Assets |
[7] |
|
|
1.80%
|
|
|
| Investment, Identifier [Axis]: Calabrio, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.50%
|
|
|
| Interest rate |
|
|
|
10.01%
|
|
|
| Principal |
|
|
|
$ 496
|
|
|
| Amortized Cost |
|
|
|
496
|
|
|
| Fair Value |
[5] |
|
|
$ 497
|
|
|
| % of Net Assets |
[7] |
|
|
0.30%
|
|
|
| Investment, Identifier [Axis]: Cano Health, Inc. (39,515 shares of common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 133
|
|
|
|
|
| Fair Value |
[4] |
$ 121
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Number of shares held (in shares) |
|
39,515
|
|
|
|
|
| Investment, Identifier [Axis]: Cano Health, Inc. (warrant to purchase up to 1,341 shares of common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
1,341
|
|
|
|
|
| Investment, Identifier [Axis]: Cdata Software, Inc. (Delayed Draw) 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20],[24],[26] |
6.25%
|
[1],[21],[22] |
|
| Interest rate |
|
9.44%
|
[24],[26] |
10.57%
|
[1],[22] |
|
| Principal |
|
$ 556
|
[24],[26] |
$ 556
|
[1],[22] |
|
| Amortized Cost |
|
0
|
[24],[26] |
0
|
[1],[22] |
|
| Fair Value |
|
$ 0
|
[4],[24],[26] |
$ 0
|
[1],[5],[22] |
|
| % of Net Assets |
|
0.00%
|
[6],[24],[26] |
0.00%
|
[1],[7],[22] |
|
| Investment, Identifier [Axis]: Cdata Software, Inc. (Delayed Draw) 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20],[24],[26] |
6.25%
|
[1],[21],[22] |
|
| Interest rate |
|
9.44%
|
[24],[26] |
10.57%
|
[1],[22] |
|
| Principal |
|
$ 778
|
[24],[26] |
$ 778
|
[1],[22] |
|
| Amortized Cost |
|
306
|
[24],[26] |
306
|
[1],[22] |
|
| Fair Value |
|
$ 306
|
[4],[24],[26] |
$ 306
|
[1],[5],[22] |
|
| % of Net Assets |
|
0.20%
|
[6],[24],[26] |
0.10%
|
[1],[7],[22] |
|
| Investment, Identifier [Axis]: Cdata Software, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20],[24] |
6.25%
|
[1],[21] |
|
| Interest rate |
|
9.44%
|
[24] |
10.57%
|
[1] |
|
| Principal |
|
$ 667
|
[24] |
$ 667
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Cdata Software, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20] |
6.25%
|
[21] |
|
| Interest rate |
|
9.44%
|
|
10.57%
|
|
|
| Principal |
|
$ 6,000
|
|
$ 6,000
|
|
|
| Amortized Cost |
|
5,913
|
|
5,899
|
|
|
| Fair Value |
|
$ 6,007
|
[4] |
$ 6,000
|
[5] |
|
| % of Net Assets |
|
3.60%
|
[6] |
3.10%
|
[7] |
|
| Investment, Identifier [Axis]: Chess.com, LLC (2 Class A units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 87
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 71
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
2
|
|
|
|
|
| Investment, Identifier [Axis]: Chess.com, LLC (2 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 87
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 46
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
2
|
|
|
| Investment, Identifier [Axis]: Chess.com, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.10%
|
[20],[24] |
6.60%
|
[1],[21] |
|
| Interest rate |
|
9.79%
|
[24] |
10.92%
|
[1] |
|
| Principal |
|
$ 652
|
[24] |
$ 652
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Chess.com, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.10%
|
[20] |
6.60%
|
[21] |
|
| Interest rate |
|
9.79%
|
|
10.92%
|
|
|
| Principal |
|
$ 5,405
|
|
$ 5,835
|
|
|
| Amortized Cost |
|
5,362
|
|
5,767
|
|
|
| Fair Value |
|
$ 5,405
|
[4] |
$ 5,820
|
[5] |
|
| % of Net Assets |
|
3.20%
|
[6] |
3.00%
|
[7] |
|
| Investment, Identifier [Axis]: Crownpeak Technology, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.75%
|
|
|
| Interest rate |
|
|
|
11.32%
|
|
|
| Principal |
|
|
|
$ 500
|
|
|
| Amortized Cost |
|
|
|
500
|
|
|
| Fair Value |
[5] |
|
|
$ 500
|
|
|
| % of Net Assets |
[7] |
|
|
0.30%
|
|
|
| Investment, Identifier [Axis]: Crownpeak Technology, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.75%
|
|
|
| Interest rate paid in kind |
|
|
|
6.75%
|
|
|
| Interest rate paid in cash |
|
|
|
5.57%
|
|
|
| Principal |
|
|
|
$ 4,119
|
|
|
| Amortized Cost |
|
|
|
4,118
|
|
|
| Fair Value |
[5] |
|
|
$ 4,088
|
|
|
| % of Net Assets |
[7] |
|
|
2.10%
|
|
|
| Investment, Identifier [Axis]: Crownpeak Technology, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.75%
|
|
|
| Interest rate paid in kind |
|
|
|
6.75%
|
|
|
| Interest rate paid in cash |
|
|
|
5.59%
|
|
|
| Principal |
|
|
|
$ 1,289
|
|
|
| Amortized Cost |
|
|
|
1,287
|
|
|
| Fair Value |
[5] |
|
|
$ 1,279
|
|
|
| % of Net Assets |
[7] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: Crownpeak Technology, Inc. 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.75%
|
|
|
| Interest rate paid in kind |
|
|
|
6.75%
|
|
|
| Interest rate paid in cash |
|
|
|
5.57%
|
|
|
| Principal |
|
|
|
$ 62
|
|
|
| Amortized Cost |
|
|
|
62
|
|
|
| Fair Value |
[5] |
|
|
$ 61
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Crownpeak Technology, Inc. 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.75%
|
|
|
| Interest rate paid in kind |
|
|
|
6.75%
|
|
|
| Interest rate paid in cash |
|
|
|
5.57%
|
|
|
| Principal |
|
|
|
$ 3,432
|
|
|
| Amortized Cost |
|
|
|
3,432
|
|
|
| Fair Value |
[5] |
|
|
$ 3,407
|
|
|
| % of Net Assets |
[7] |
|
|
1.80%
|
|
|
| Investment, Identifier [Axis]: Crownpeak Technology, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.50%
|
|
|
|
|
| Interest rate |
|
9.35%
|
|
|
|
|
| Principal |
|
$ 6,912
|
|
|
|
|
| Amortized Cost |
|
6,912
|
|
|
|
|
| Fair Value |
[4] |
$ 6,842
|
|
|
|
|
| % of Net Assets |
[6] |
4.10%
|
|
|
|
|
| Investment, Identifier [Axis]: Destination Media, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
6.65%
|
|
|
| Interest rate |
[1] |
|
|
10.97%
|
|
|
| Principal |
[1] |
|
|
$ 103
|
|
|
| Amortized Cost |
[1] |
|
|
21
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 21
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Destination Media, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.75%
|
|
|
| Interest rate |
|
|
|
11.03%
|
|
|
| Principal |
|
|
|
$ 985
|
|
|
| Amortized Cost |
|
|
|
957
|
|
|
| Fair Value |
[5] |
|
|
$ 1,005
|
|
|
| % of Net Assets |
[7] |
|
|
0.50%
|
|
|
| Investment, Identifier [Axis]: Destination Media, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.65%
|
|
|
| Interest rate |
|
|
|
10.97%
|
|
|
| Principal |
|
|
|
$ 227
|
|
|
| Amortized Cost |
|
|
|
227
|
|
|
| Fair Value |
[5] |
|
|
$ 232
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Dorado Acquisition, Inc. (189,922 Class A-1 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 206
|
|
$ 207
|
|
|
| Fair Value |
|
$ 209
|
[4] |
$ 139
|
[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[7] |
|
| Number of shares held (in shares) |
|
189,922
|
|
189,922
|
|
|
| Investment, Identifier [Axis]: Dorado Acquisition, Inc. (189,922 Class A-2 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 47
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
189,922
|
|
189,922
|
|
|
| Investment, Identifier [Axis]: Dorado Acquisition, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.85%
|
[20],[24] |
7.60%
|
[1],[21] |
|
| Interest rate paid in kind |
[1] |
|
|
0.50%
|
|
|
| Interest rate |
[24] |
10.72%
|
|
|
|
|
| Interest rate paid in cash |
[1] |
|
|
11.65%
|
|
|
| Principal |
|
$ 596
|
[24] |
$ 596
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Dorado Acquisition, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.85%
|
[20] |
7.60%
|
[21] |
|
| Interest rate paid in kind |
|
|
|
0.50%
|
|
|
| Interest rate |
|
10.72%
|
|
|
|
|
| Interest rate paid in cash |
|
|
|
11.65%
|
|
|
| Principal |
|
$ 4,717
|
|
$ 4,845
|
|
|
| Amortized Cost |
|
4,704
|
|
4,808
|
|
|
| Fair Value |
|
$ 4,684
|
[4] |
$ 4,717
|
[5] |
|
| % of Net Assets |
|
2.80%
|
[6] |
2.50%
|
[7] |
|
| Investment, Identifier [Axis]: Dorado Acquisition, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.90%
|
[20] |
7.65%
|
[21] |
|
| Interest rate paid in kind |
|
|
|
0.50%
|
|
|
| Interest rate |
|
10.89%
|
|
|
|
|
| Interest rate paid in cash |
|
|
|
11.74%
|
|
|
| Principal |
|
$ 3,911
|
|
$ 4,013
|
|
|
| Amortized Cost |
|
3,895
|
|
3,964
|
|
|
| Fair Value |
|
$ 3,884
|
[4] |
$ 3,907
|
[5] |
|
| % of Net Assets |
|
2.30%
|
[6] |
2.00%
|
[7] |
|
| Investment, Identifier [Axis]: Douglas Holdings, Inc. (57,588 Class A common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 58
|
|
$ 58
|
|
|
| Fair Value |
|
$ 62
|
[4] |
$ 60
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
57,588
|
|
57,588
|
|
|
| Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw) 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.50%
|
[20],[24],[26] |
6.13%
|
[1],[21],[22] |
|
| Interest rate paid in kind |
|
0.75%
|
[24],[26] |
0.38%
|
[1],[22] |
|
| Interest rate paid in cash |
|
9.44%
|
[24],[26] |
10.07%
|
[1],[22] |
|
| Principal |
|
$ 309
|
[24],[26] |
$ 309
|
[1],[22] |
|
| Amortized Cost |
|
226
|
[24],[26] |
48
|
[1],[22] |
|
| Fair Value |
|
$ 226
|
[4],[24],[26] |
$ 48
|
[1],[5],[22] |
|
| % of Net Assets |
|
0.10%
|
[6],[24],[26] |
0.00%
|
[1],[7],[22] |
|
| Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw) 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.50%
|
[20],[24],[26] |
5.75%
|
[1],[21],[22] |
|
| Interest rate paid in kind |
[24],[26] |
0.75%
|
|
|
|
|
| Interest rate |
[1],[22] |
|
|
10.07%
|
|
|
| Interest rate paid in cash |
[24],[26] |
9.44%
|
|
|
|
|
| Principal |
|
$ 543
|
[24],[26] |
$ 543
|
[1],[22] |
|
| Amortized Cost |
|
65
|
[24],[26] |
0
|
[1],[22] |
|
| Fair Value |
|
$ 65
|
[4],[24],[26] |
$ 0
|
[1],[5],[22] |
|
| % of Net Assets |
|
0.00%
|
[6],[24],[26] |
0.00%
|
[1],[7],[22] |
|
| Investment, Identifier [Axis]: Douglas Holdings, Inc. (Delayed Draw) 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
5.75%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.07%
|
|
|
| Principal |
[1],[22] |
|
|
$ 598
|
|
|
| Amortized Cost |
[1],[22] |
|
|
0
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Douglas Holdings, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20],[24] |
5.75%
|
[1],[21] |
|
| Interest rate |
|
9.44%
|
[24] |
10.07%
|
[1] |
|
| Principal |
|
$ 217
|
[24] |
$ 217
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Douglas Holdings, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.50%
|
[20] |
5.75%
|
[21] |
|
| Interest rate paid in kind |
|
0.75%
|
|
|
|
|
| Interest rate |
|
|
|
10.07%
|
|
|
| Interest rate paid in cash |
|
9.44%
|
|
|
|
|
| Principal |
|
$ 2,500
|
|
$ 2,500
|
|
|
| Amortized Cost |
|
2,469
|
|
2,464
|
|
|
| Fair Value |
|
$ 2,500
|
[4] |
$ 2,500
|
[5] |
|
| % of Net Assets |
|
1.50%
|
[6] |
1.30%
|
[7] |
|
| Investment, Identifier [Axis]: Drawbridge Partners, LLC (130,433 Class A-1 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 130
|
|
$ 130
|
|
|
| Fair Value |
|
$ 171
|
[4] |
$ 157
|
[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[7] |
|
| Number of shares held (in shares) |
|
130,433
|
|
130,433
|
|
|
| Investment, Identifier [Axis]: Drawbridge Partners, LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20],[24],[26] |
6.25%
|
[1],[21],[22] |
|
| Interest rate |
|
9.22%
|
[24],[26] |
10.59%
|
[1],[22] |
|
| Principal |
|
$ 874
|
[24],[26] |
$ 874
|
[1],[22] |
|
| Amortized Cost |
|
795
|
[24],[26] |
795
|
[1],[22] |
|
| Fair Value |
|
$ 796
|
[4],[24],[26] |
$ 795
|
[1],[5],[22] |
|
| % of Net Assets |
|
0.50%
|
[6],[24],[26] |
0.40%
|
[1],[7],[22] |
|
| Investment, Identifier [Axis]: Drawbridge Partners, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20],[24] |
6.25%
|
[1],[21] |
|
| Interest rate |
|
9.22%
|
[24] |
10.59%
|
[1] |
|
| Principal |
|
$ 522
|
[24] |
$ 522
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Drawbridge Partners, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.50%
|
[20] |
6.25%
|
[21] |
|
| Interest rate |
|
9.22%
|
|
10.59%
|
|
|
| Principal |
|
$ 3,000
|
|
$ 3,000
|
|
|
| Amortized Cost |
|
2,968
|
|
2,958
|
|
|
| Fair Value |
|
$ 3,005
|
[4] |
$ 3,000
|
[5] |
|
| % of Net Assets |
|
1.80%
|
[6] |
1.60%
|
[7] |
|
| Investment, Identifier [Axis]: Education Corporation of America - Series G Preferred Stock (8,333 shares) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[25] |
12.00%
|
|
|
|
|
| Amortized Cost |
[25] |
$ 7,492
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[25] |
8,333
|
|
|
|
|
| Investment, Identifier [Axis]: Education Corporation of America - Series G Preferred Stock (8,333 shares) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[27] |
|
|
12.00%
|
|
|
| Amortized Cost |
[27] |
|
|
$ 7,492
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[27] |
|
|
8,333
|
|
|
| Investment, Identifier [Axis]: Education Corporation of America | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[27],[32] |
|
|
11.00%
|
|
|
| Interest rate paid in kind |
[27],[32] |
|
|
5.50%
|
|
|
| Interest rate paid in cash |
[27],[32] |
|
|
14.00%
|
|
|
| Principal |
[27],[32] |
|
|
$ 833
|
|
|
| Amortized Cost |
[27],[32] |
|
|
830
|
|
|
| Fair Value |
[5],[27],[32] |
|
|
$ 2,330
|
|
|
| % of Net Assets |
[7],[27],[32] |
|
|
1.20%
|
|
|
| Investment, Identifier [Axis]: Education Corporation of America | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[23],[25] |
12.00%
|
|
|
|
|
| Interest rate paid in kind |
[23],[25] |
18.75%
|
|
|
|
|
| Principal |
[23],[25] |
$ 833
|
|
|
|
|
| Amortized Cost |
[23],[25] |
830
|
|
|
|
|
| Fair Value |
[4],[23],[25] |
$ 2,208
|
|
|
|
|
| % of Net Assets |
[6],[23],[25] |
1.30%
|
|
|
|
|
| Investment, Identifier [Axis]: Elevate Textiles, Inc. | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[25] |
6.65%
|
|
|
|
|
| Interest rate |
[25] |
10.64%
|
|
|
|
|
| Principal |
[25] |
$ 444
|
|
|
|
|
| Amortized Cost |
[25] |
299
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 304
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.20%
|
|
|
|
|
| Investment, Identifier [Axis]: Elevate Textiles, Inc. (fka International Textile Group, Inc.) (12,762 shares of common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 46
|
|
|
|
|
| Fair Value |
[4] |
$ 33
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
12,762
|
|
|
|
|
| Investment, Identifier [Axis]: Epika Fleet Services, Inc. (7,826 preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 196
|
|
|
| Fair Value |
[5] |
|
|
$ 199
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Number of shares held (in shares) |
|
|
|
7,826
|
|
|
| Investment, Identifier [Axis]: Epika Fleet Services, Inc. (Delayed Draw) 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
6.00%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.45%
|
|
|
| Principal |
[1],[22] |
|
|
$ 1,153
|
|
|
| Amortized Cost |
[1],[22] |
|
|
374
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 376
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Epika Fleet Services, Inc. (Delayed Draw) 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
6.00%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.34%
|
|
|
| Principal |
[1],[22] |
|
|
$ 863
|
|
|
| Amortized Cost |
[1],[22] |
|
|
482
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 484
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.30%
|
|
|
| Investment, Identifier [Axis]: Epika Fleet Services, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
6.00%
|
|
|
| Interest rate |
[1] |
|
|
10.34%
|
|
|
| Principal |
[1] |
|
|
$ 652
|
|
|
| Amortized Cost |
[1] |
|
|
116
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 116
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Epika Fleet Services, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.00%
|
|
|
| Interest rate |
|
|
|
10.34%
|
|
|
| Principal |
|
|
|
$ 2,978
|
|
|
| Amortized Cost |
|
|
|
2,924
|
|
|
| Fair Value |
[5] |
|
|
$ 2,990
|
|
|
| % of Net Assets |
[7] |
|
|
1.60%
|
|
|
| Investment, Identifier [Axis]: Epika Fleet Services, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.00%
|
|
|
| Interest rate |
|
|
|
10.34%
|
|
|
| Principal |
|
|
|
$ 1,718
|
|
|
| Amortized Cost |
|
|
|
1,702
|
|
|
| Fair Value |
[5] |
|
|
$ 1,725
|
|
|
| % of Net Assets |
[7] |
|
|
0.90%
|
|
|
| Investment, Identifier [Axis]: Equine Network, LLC (108 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 111
|
[28] |
$ 111
|
[29] |
|
| Fair Value |
|
$ 142
|
[4],[28] |
$ 144
|
[5],[29] |
|
| % of Net Assets |
|
0.10%
|
[6],[28] |
0.10%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
108
|
[28] |
108
|
[29] |
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (146,770 Class B common units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 0
|
|
|
|
|
| Fair Value |
[4],[28] |
$ (6)
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
146,770
|
|
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (146,770 Class B common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 0
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
146,770
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (147 Class B preferred units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 151
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 6
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
147
|
|
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (147 Class B preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 151
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
147
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (31 Class A common units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[28] |
8.00%
|
|
|
|
|
| Amortized Cost |
[28] |
$ 31
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 1
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
31
|
|
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (31 Class A preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[29] |
|
|
8.00%
|
|
|
| Amortized Cost |
[29] |
|
|
$ 31
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 14
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
31
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (31,200 Class A common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 0
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
31,200
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (31,200 Class A preferred units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 0
|
|
|
|
|
| Fair Value |
[4],[28] |
$ (1)
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
31,200
|
|
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (36.8 Class A-1 preferred units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 37
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
36.8
|
|
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
6.76%
|
|
|
| Interest rate |
[1] |
|
|
11.35%
|
|
|
| Principal |
[1] |
|
|
$ 379
|
|
|
| Amortized Cost |
[1] |
|
|
209
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 208
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.76%
|
|
|
| Interest rate |
|
|
|
11.35%
|
|
|
| Principal |
|
|
|
$ 7,067
|
|
|
| Amortized Cost |
|
|
|
7,039
|
|
|
| Fair Value |
[5] |
|
|
$ 7,041
|
|
|
| % of Net Assets |
[7] |
|
|
3.70%
|
|
|
| Investment, Identifier [Axis]: Express Wash Acquisition Company, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.76%
|
|
|
| Interest rate |
|
|
|
11.35%
|
|
|
| Principal |
|
|
|
$ 1,498
|
|
|
| Amortized Cost |
|
|
|
1,498
|
|
|
| Fair Value |
[5] |
|
|
$ 1,492
|
|
|
| % of Net Assets |
[7] |
|
|
0.80%
|
|
|
| Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC (1,525 Class A units) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 5,224
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 2,834
|
|
|
|
|
| % of Net Assets |
[6],[28] |
1.70%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
1,525
|
|
|
|
|
| Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC (1,525 Class A units) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 5,224
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 3,023
|
|
|
| % of Net Assets |
[7],[29] |
|
|
1.60%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
1,525
|
|
|
| Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC (Class A units) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 3,023
|
|
2,226
|
| Number of shares held (in shares) |
|
|
|
1,304
|
|
|
| Investment, Identifier [Axis]: Familia Dental Group Holdings, LLC, Class A units |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 2,834
|
|
$ 3,023
|
|
|
| Number of shares held (in shares) |
|
1,525
|
|
|
|
|
| Investment, Identifier [Axis]: Forest Buyer, LLC (300 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
8.00%
|
[28] |
8.00%
|
[29] |
|
| Amortized Cost |
|
$ 107
|
[28] |
$ 250
|
[29] |
|
| Fair Value |
|
$ 113
|
[4],[28] |
$ 232
|
[5],[29] |
|
| % of Net Assets |
|
0.10%
|
[6],[28] |
0.10%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
300
|
[28] |
300
|
[29] |
|
| Investment, Identifier [Axis]: Forest Buyer, LLC (300 Class B units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
[28] |
$ 0
|
[29] |
|
| Fair Value |
|
$ 303
|
[4],[28] |
$ 234
|
[5],[29] |
|
| % of Net Assets |
|
0.20%
|
[6],[28] |
0.10%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
300
|
[28] |
300
|
[29] |
|
| Investment, Identifier [Axis]: Forest Buyer, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
4.00%
|
|
|
| Interest rate |
[1] |
|
|
8.33%
|
|
|
| Principal |
[1] |
|
|
$ 750
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Forest Buyer, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.00%
|
|
|
| Interest rate |
|
|
|
9.33%
|
|
|
| Principal |
|
|
|
$ 3,980
|
|
|
| Amortized Cost |
|
|
|
3,890
|
|
|
| Fair Value |
[5] |
|
|
$ 4,020
|
|
|
| % of Net Assets |
[7] |
|
|
2.10%
|
|
|
| Investment, Identifier [Axis]: Forest Buyer, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
4.00%
|
|
|
| Interest rate |
|
|
|
8.33%
|
|
|
| Principal |
|
|
|
$ 5,860
|
|
|
| Amortized Cost |
|
|
|
5,816
|
|
|
| Fair Value |
[5] |
|
|
$ 5,919
|
|
|
| % of Net Assets |
[7] |
|
|
3.10%
|
|
|
| Investment, Identifier [Axis]: Forman Mills, Inc. | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[27] |
|
|
5.00%
|
|
|
| Principal |
[27] |
|
|
$ 1,308
|
|
|
| Amortized Cost |
[27] |
|
|
1,308
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 921
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.50%
|
|
|
| Investment, Identifier [Axis]: Forman Mills, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[25] |
5.00%
|
|
|
|
|
| Principal |
[25] |
$ 1,308
|
|
|
|
|
| Amortized Cost |
[25] |
1,308
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 1,068
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.60%
|
|
|
|
|
| Investment, Identifier [Axis]: GC Champion Acquisition LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.00%
|
[20],[24],[26] |
5.25%
|
[1],[21],[22] |
|
| Interest rate |
|
9.22%
|
[24],[26] |
9.87%
|
[1],[22] |
|
| Principal |
|
$ 669
|
[24],[26] |
$ 2,086
|
[1],[22] |
|
| Amortized Cost |
|
0
|
[24],[26] |
1,417
|
[1],[22] |
|
| Fair Value |
|
$ 0
|
[4],[24],[26] |
$ 1,417
|
[1],[5],[22] |
|
| % of Net Assets |
|
0.00%
|
[6],[24],[26] |
0.70%
|
[1],[7],[22] |
|
| Investment, Identifier [Axis]: GC Champion Acquisition LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.00%
|
[20] |
5.25%
|
[21] |
|
| Interest rate |
|
9.22%
|
|
9.87%
|
|
|
| Principal |
|
$ 3,881
|
|
$ 2,503
|
|
|
| Amortized Cost |
|
3,856
|
|
2,469
|
|
|
| Fair Value |
|
$ 3,881
|
[4] |
$ 2,503
|
[5] |
|
| % of Net Assets |
|
2.30%
|
[6] |
1.30%
|
[7] |
|
| Investment, Identifier [Axis]: GC Champion Acquisition LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.00%
|
[20] |
5.25%
|
[21] |
|
| Interest rate |
|
9.22%
|
|
9.87%
|
|
|
| Principal |
|
$ 688
|
|
$ 695
|
|
|
| Amortized Cost |
|
688
|
|
695
|
|
|
| Fair Value |
|
$ 688
|
[4] |
$ 695
|
[5] |
|
| % of Net Assets |
|
0.40%
|
[6] |
0.40%
|
[7] |
|
| Investment, Identifier [Axis]: GC Champion Acquisition LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.00%
|
[20] |
5.25%
|
[21] |
|
| Interest rate |
|
9.22%
|
|
9.87%
|
|
|
| Principal |
|
$ 2,065
|
|
$ 2,086
|
|
|
| Amortized Cost |
|
2,028
|
|
2,037
|
|
|
| Fair Value |
|
$ 2,065
|
[4] |
$ 2,086
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.10%
|
[7] |
|
| Investment, Identifier [Axis]: HFZ Capital Group LLC 1 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[19],[20],[23],[33] |
9.46%
|
|
|
|
|
| Interest rate paid in kind |
[19],[23],[33] |
16.21%
|
|
|
|
|
| Principal |
[19],[23],[33] |
$ 13,242
|
|
|
|
|
| Amortized Cost |
[19],[23],[33] |
13,242
|
|
|
|
|
| Fair Value |
[4],[19],[23],[33] |
$ 13,347
|
|
|
|
|
| % of Net Assets |
[6],[19],[23],[33] |
8.00%
|
|
|
|
|
| Investment, Identifier [Axis]: HFZ Capital Group LLC 1 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[31],[32],[34] |
|
|
9.46%
|
|
|
| Interest rate paid in kind |
[31],[32],[34] |
|
|
16.96%
|
|
|
| Principal |
[31],[32],[34] |
|
|
$ 13,242
|
|
|
| Amortized Cost |
[31],[32],[34] |
|
|
13,242
|
|
|
| Fair Value |
[5],[31],[32],[34] |
|
|
$ 13,378
|
|
|
| % of Net Assets |
[7],[31],[32],[34] |
|
|
7.00%
|
|
|
| Investment, Identifier [Axis]: HFZ Capital Group LLC 2 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[19],[20],[23],[33] |
9.46%
|
|
|
|
|
| Interest rate paid in kind |
[19],[23],[33] |
16.21%
|
|
|
|
|
| Principal |
[19],[23],[33] |
$ 4,758
|
|
|
|
|
| Amortized Cost |
[19],[23],[33] |
4,758
|
|
|
|
|
| Fair Value |
[4],[19],[23],[33] |
$ 4,795
|
|
|
|
|
| % of Net Assets |
[6],[19],[23],[33] |
2.90%
|
|
|
|
|
| Investment, Identifier [Axis]: HFZ Capital Group LLC 2 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[31],[32],[34] |
|
|
9.46%
|
|
|
| Interest rate paid in kind |
[31],[32],[34] |
|
|
16.96%
|
|
|
| Principal |
[31],[32],[34] |
|
|
$ 4,758
|
|
|
| Amortized Cost |
[31],[32],[34] |
|
|
4,758
|
|
|
| Fair Value |
[5],[31],[32],[34] |
|
|
$ 4,807
|
|
|
| % of Net Assets |
[7],[31],[32],[34] |
|
|
2.50%
|
|
|
| Investment, Identifier [Axis]: HFZ Capital Group, LLC 1 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 13,347
|
|
$ 13,378
|
|
17,233
|
| Investment, Identifier [Axis]: HFZ Capital Group, LLC 2 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 4,795
|
|
$ 4,807
|
|
6,191
|
| Investment, Identifier [Axis]: HS4 Acquisitionco, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
5.85%
|
|
|
| Interest rate |
[1] |
|
|
10.19%
|
|
|
| Principal |
[1] |
|
|
$ 817
|
|
|
| Amortized Cost |
[1] |
|
|
552
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 552
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.30%
|
|
|
| Investment, Identifier [Axis]: HS4 Acquisitionco, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.85%
|
|
|
| Interest rate |
|
|
|
10.19%
|
|
|
| Principal |
|
|
|
$ 9,698
|
|
|
| Amortized Cost |
|
|
|
9,673
|
|
|
| Fair Value |
[5] |
|
|
$ 9,698
|
|
|
| % of Net Assets |
[7] |
|
|
5.10%
|
|
|
| Investment, Identifier [Axis]: Hastings Manufacturing Company (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.60%
|
[20],[24] |
7.60%
|
[1],[21] |
|
| Interest rate |
|
11.32%
|
[24] |
11.94%
|
[1] |
|
| Principal |
|
$ 691
|
[24] |
$ 691
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Hastings Manufacturing Company 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.60%
|
[20] |
7.60%
|
[21] |
|
| Interest rate |
|
11.32%
|
|
11.94%
|
|
|
| Principal |
|
$ 1,752
|
|
$ 1,820
|
|
|
| Amortized Cost |
|
1,752
|
|
1,820
|
|
|
| Fair Value |
|
$ 1,752
|
[4] |
$ 1,820
|
[5] |
|
| % of Net Assets |
|
1.10%
|
[6] |
0.90%
|
[7] |
|
| Investment, Identifier [Axis]: Hastings Manufacturing Company 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.60%
|
[20] |
7.60%
|
[21] |
|
| Interest rate |
|
11.32%
|
|
11.94%
|
|
|
| Principal |
|
$ 636
|
|
$ 657
|
|
|
| Amortized Cost |
|
636
|
|
657
|
|
|
| Fair Value |
|
$ 636
|
[4] |
$ 657
|
[5] |
|
| % of Net Assets |
|
0.40%
|
[6] |
0.30%
|
[7] |
|
| Investment, Identifier [Axis]: Hastings Manufacturing Company 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.60%
|
[20] |
7.60%
|
[21] |
|
| Interest rate |
|
11.32%
|
|
11.94%
|
|
|
| Principal |
|
$ 1,956
|
|
$ 2,019
|
|
|
| Amortized Cost |
|
1,956
|
|
2,019
|
|
|
| Fair Value |
|
$ 1,956
|
[4] |
$ 2,019
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.10%
|
[7] |
|
| Investment, Identifier [Axis]: IDIG Parent, LLC (245,958 shares of common stock) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 253
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 209
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.10%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
245,958
|
|
|
|
|
| Investment, Identifier [Axis]: IDIG Parent, LLC (245,958 shares of common stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29],[35] |
|
|
$ 251
|
|
|
| Fair Value |
[5],[29],[35] |
|
|
$ 240
|
|
|
| % of Net Assets |
[7],[29],[35] |
|
|
0.10%
|
|
|
| Number of shares held (in shares) |
[29],[35] |
|
|
245,958
|
|
|
| Investment, Identifier [Axis]: IDIG Parent, LLC (43,404 Class X common units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 26
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 46
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
43,404
|
|
|
|
|
| Investment, Identifier [Axis]: INH Buyer, Inc. (1,627,888 A-1 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
|
| Fair Value |
[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
1,627,888
|
|
|
| Investment, Identifier [Axis]: INH Buyer, Inc. (2 preferred stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
|
| Fair Value |
[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
2
|
|
|
| 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 |
[5],[27] |
|
|
$ 1,514
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.80%
|
|
|
| Investment, Identifier [Axis]: InMobi Pte, Ltd. (warrant to purchase up to 2.8% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
[19],[36] |
$ 0
|
[31],[37] |
|
| Fair Value |
|
$ 924
|
[4],[19],[36] |
$ 1,388
|
[5],[31],[37] |
|
| % of Net Assets |
|
0.60%
|
[6],[19],[36] |
0.70%
|
[7],[31],[37] |
|
| Investment, Identifier [Axis]: Independence Buyer, Inc. (419 Class B units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
419
|
|
|
|
|
| Investment, Identifier [Axis]: Independence Buyer, Inc. (81 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 81
|
|
$ 81
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 25
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
81
|
|
81
|
|
|
| Investment, Identifier [Axis]: Independence Buyer, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.85%
|
[20],[24] |
5.85%
|
[1],[21] |
|
| Interest rate paid in kind |
[24] |
2.00%
|
|
|
|
|
| Interest rate |
[1] |
|
|
10.40%
|
|
|
| Interest rate paid in cash |
[24] |
9.72%
|
|
|
|
|
| Principal |
|
$ 711
|
[24] |
$ 1,423
|
[1] |
|
| Amortized Cost |
|
596
|
[24] |
285
|
[1] |
|
| Fair Value |
|
$ 437
|
[4],[24] |
$ 275
|
[1],[5] |
|
| % of Net Assets |
|
0.30%
|
[6],[24] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Independence Buyer, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.90%
|
[20] |
5.90%
|
[21] |
|
| Interest rate paid in kind |
|
2.00%
|
|
|
|
|
| Interest rate |
|
|
|
10.47%
|
|
|
| Interest rate paid in cash |
|
9.75%
|
|
|
|
|
| Principal |
|
$ 5,369
|
|
$ 5,345
|
|
|
| Amortized Cost |
|
5,352
|
|
5,305
|
|
|
| Fair Value |
|
$ 3,939
|
[4] |
$ 5,171
|
[5] |
|
| % of Net Assets |
|
2.40%
|
[6] |
2.70%
|
[7] |
|
| Investment, Identifier [Axis]: J2 BWA Funding LLC (0.3% profit sharing) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
[19],[28] |
$ 0
|
[29],[31] |
|
| Fair Value |
|
$ 54
|
[4],[19],[28] |
$ 50
|
[5],[29],[31] |
|
| % of Net Assets |
|
0.00%
|
[6],[19],[28] |
0.00%
|
[7],[29],[31] |
|
| Investment, Identifier [Axis]: J2 BWA Funding LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
|
10.00%
|
[19],[24] |
10.00%
|
[1],[31] |
|
| Principal |
|
$ 1,686
|
[19],[24] |
$ 2,750
|
[1],[31] |
|
| Amortized Cost |
|
1,646
|
[19],[24] |
1,689
|
[1],[31] |
|
| Fair Value |
|
$ 1,646
|
[4],[19],[24] |
$ 1,685
|
[1],[5],[31] |
|
| % of Net Assets |
|
1.00%
|
[6],[19],[24] |
0.90%
|
[1],[7],[31] |
|
| Investment, Identifier [Axis]: KL Moon Acquisition, LLC (0.1% shares of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 541
|
|
|
|
|
| Fair Value |
[4] |
$ 136
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: KL Moon Acquisition, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24] |
7.00%
|
|
|
|
|
| Interest rate |
[24] |
10.85%
|
|
|
|
|
| Principal |
[24] |
$ 833
|
|
|
|
|
| Amortized Cost |
[24] |
643
|
|
|
|
|
| Fair Value |
[4],[24] |
$ 630
|
|
|
|
|
| % of Net Assets |
[6],[24] |
0.40%
|
|
|
|
|
| Investment, Identifier [Axis]: KL Moon Acquisition, LLC (fka Spectrum Science Communications, LLC) (0.1% shares of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 505
|
|
|
| Fair Value |
[5] |
|
|
$ 115
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| 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],[5] |
|
|
$ 447
|
|
|
| % of Net Assets |
[1],[7] |
|
|
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 |
[5] |
|
|
$ 4,751
|
|
|
| % of Net Assets |
[7] |
|
|
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 |
[5] |
|
|
$ 2,037
|
|
|
| % of Net Assets |
[7] |
|
|
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 |
[5] |
|
|
$ 947
|
|
|
| % of Net Assets |
[7] |
|
|
0.50%
|
|
|
| Investment, Identifier [Axis]: KL Moon Acquisition, LLC 1| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
7.00%
|
|
|
|
|
| Interest rate |
|
10.85%
|
|
|
|
|
| Principal |
|
$ 5,037
|
|
|
|
|
| Amortized Cost |
|
4,953
|
|
|
|
|
| Fair Value |
[4] |
$ 4,937
|
|
|
|
|
| % of Net Assets |
[6] |
3.00%
|
|
|
|
|
| Investment, Identifier [Axis]: KL Moon Acquisition, LLC 2| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
7.00%
|
|
|
|
|
| Interest rate |
|
10.85%
|
|
|
|
|
| Principal |
|
$ 2,160
|
|
|
|
|
| Amortized Cost |
|
2,118
|
|
|
|
|
| Fair Value |
[4] |
$ 2,117
|
|
|
|
|
| % of Net Assets |
[6] |
1.30%
|
|
|
|
|
| Investment, Identifier [Axis]: KL Moon Acquisition, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
7.00%
|
|
|
|
|
| Interest rate |
|
10.85%
|
|
|
|
|
| Principal |
|
$ 1,004
|
|
|
|
|
| Amortized Cost |
|
1,004
|
|
|
|
|
| Fair Value |
[4] |
$ 984
|
|
|
|
|
| % of Net Assets |
[6] |
0.60%
|
|
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC (17,988 preferred units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 26
|
|
|
|
|
| Fair Value |
[4] |
$ 59
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
17,988
|
|
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC (17,988 preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 26
|
|
|
| Fair Value |
[5] |
|
|
$ 29
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
17,988
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC (99,807 Class A units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 103
|
|
|
|
|
| Fair Value |
[4] |
$ 296
|
|
|
|
|
| % of Net Assets |
[6] |
0.20%
|
|
|
|
|
| Number of shares held (in shares) |
|
99,807
|
|
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC (99,807 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 103
|
|
|
| Fair Value |
[5] |
|
|
$ 124
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Number of shares held (in shares) |
|
|
|
99,807
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
6.26%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.71%
|
|
|
| Principal |
[1],[22] |
|
|
$ 2,665
|
|
|
| Amortized Cost |
[1],[22] |
|
|
819
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 817
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.40%
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.76%
|
[20] |
6.26%
|
[1],[21] |
|
| Interest rate |
|
9.63%
|
|
10.87%
|
[1] |
|
| Principal |
|
$ 952
|
|
$ 952
|
[1] |
|
| Amortized Cost |
|
952
|
|
0
|
[1] |
|
| Fair Value |
|
$ 952
|
[4] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.60%
|
[6] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.26%
|
|
|
| Interest rate |
|
|
|
10.85%
|
|
|
| Principal |
|
|
|
$ 1,560
|
|
|
| Amortized Cost |
|
|
|
1,544
|
|
|
| Fair Value |
[5] |
|
|
$ 1,558
|
|
|
| % of Net Assets |
[7] |
|
|
0.80%
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.76%
|
|
|
|
|
| Interest rate |
|
9.75%
|
|
|
|
|
| Principal |
|
$ 1,544
|
|
|
|
|
| Amortized Cost |
|
1,535
|
|
|
|
|
| Fair Value |
[4] |
$ 1,544
|
|
|
|
|
| % of Net Assets |
[6] |
0.90%
|
|
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.76%
|
[20] |
6.26%
|
[21] |
|
| Interest rate |
|
9.75%
|
|
10.85%
|
|
|
| Principal |
|
$ 1,106
|
|
$ 1,117
|
|
|
| Amortized Cost |
|
1,106
|
|
1,117
|
|
|
| Fair Value |
|
$ 1,106
|
[4] |
$ 1,116
|
[5] |
|
| % of Net Assets |
|
0.70%
|
[6] |
0.60%
|
[7] |
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.26%
|
|
|
| Interest rate |
|
|
|
10.85%
|
|
|
| Principal |
|
|
|
$ 2,631
|
|
|
| Amortized Cost |
|
|
|
2,631
|
|
|
| Fair Value |
[5] |
|
|
$ 2,627
|
|
|
| % of Net Assets |
[7] |
|
|
1.40%
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.76%
|
|
|
|
|
| Interest rate |
|
9.75%
|
|
|
|
|
| Principal |
|
$ 2,613
|
|
|
|
|
| Amortized Cost |
|
2,613
|
|
|
|
|
| Fair Value |
[4] |
$ 2,613
|
|
|
|
|
| % of Net Assets |
[6] |
1.60%
|
|
|
|
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.76%
|
[20] |
6.26%
|
[21] |
|
| Interest rate |
|
9.75%
|
|
10.87%
|
|
|
| Principal |
|
$ 3,151
|
|
$ 3,183
|
|
|
| Amortized Cost |
|
3,096
|
|
3,120
|
|
|
| Fair Value |
|
$ 3,161
|
[4] |
$ 3,178
|
[5] |
|
| % of Net Assets |
|
1.90%
|
[6] |
1.60%
|
[7] |
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 5 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.76%
|
[20] |
6.26%
|
[21] |
|
| Interest rate |
|
9.75%
|
|
10.87%
|
|
|
| Principal |
|
$ 2,892
|
|
$ 2,921
|
|
|
| Amortized Cost |
|
2,892
|
|
2,921
|
|
|
| Fair Value |
|
$ 2,901
|
[4] |
$ 2,917
|
[5] |
|
| % of Net Assets |
|
1.70%
|
[6] |
1.50%
|
[7] |
|
| Investment, Identifier [Axis]: Kar Wash Holdings, LLC 6 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.76%
|
|
|
|
|
| Interest rate |
|
9.55%
|
|
|
|
|
| Principal |
|
$ 2,650
|
|
|
|
|
| Amortized Cost |
|
2,650
|
|
|
|
|
| Fair Value |
[4] |
$ 2,658
|
|
|
|
|
| % of Net Assets |
[6] |
1.60%
|
|
|
|
|
| Investment, Identifier [Axis]: Keystone Purchaser, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.01%
|
|
|
|
|
| Interest rate |
|
9.61%
|
|
|
|
|
| Principal |
|
$ 2,402
|
|
|
|
|
| Amortized Cost |
|
2,393
|
|
|
|
|
| Fair Value |
[4] |
$ 2,396
|
|
|
|
|
| % of Net Assets |
[6] |
1.40%
|
|
|
|
|
| Investment, Identifier [Axis]: Kingsley Gate Partners, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.65%
|
[20] |
6.60%
|
[1],[21] |
|
| Interest rate |
|
10.64%
|
|
10.94%
|
[1] |
|
| Principal |
|
$ 240
|
|
$ 240
|
[1] |
|
| Amortized Cost |
|
240
|
|
192
|
[1] |
|
| Fair Value |
|
$ 240
|
[4] |
$ 190
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Kingsley Gate Partners, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.65%
|
[20] |
6.65%
|
[21] |
|
| Interest rate |
|
10.64%
|
|
11.24%
|
|
|
| Principal |
|
$ 584
|
|
$ 590
|
|
|
| Amortized Cost |
|
577
|
|
581
|
|
|
| Fair Value |
|
$ 583
|
[4] |
$ 585
|
[5] |
|
| % of Net Assets |
|
0.40%
|
[6] |
0.30%
|
[7] |
|
| Investment, Identifier [Axis]: Kingsley Gate Partners, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.65%
|
[20] |
6.65%
|
[21] |
|
| Interest rate |
|
10.64%
|
|
11.24%
|
|
|
| Principal |
|
$ 187
|
|
$ 189
|
|
|
| Amortized Cost |
|
187
|
|
189
|
|
|
| Fair Value |
|
$ 187
|
[4] |
$ 188
|
[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: Kingsley Gate Partners, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.65%
|
|
|
| Interest rate |
|
|
|
11.24%
|
|
|
| Principal |
|
|
|
$ 274
|
|
|
| Amortized Cost |
|
|
|
274
|
|
|
| Fair Value |
[5] |
|
|
$ 271
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Kingsley Gate Partners, LLC 3| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.65%
|
|
|
|
|
| Interest rate |
|
10.64%
|
|
|
|
|
| Principal |
|
$ 271
|
|
|
|
|
| Amortized Cost |
|
271
|
|
|
|
|
| Fair Value |
[4] |
$ 270
|
|
|
|
|
| % of Net Assets |
[6] |
0.20%
|
|
|
|
|
| Investment, Identifier [Axis]: LVF Holdings, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
5.65%
|
|
|
| Interest rate |
[1] |
|
|
9.98%
|
|
|
| Principal |
[1] |
|
|
$ 238
|
|
|
| Amortized Cost |
[1] |
|
|
97
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 97
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: LVF Holdings, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.65%
|
|
|
| Interest rate |
|
|
|
9.98%
|
|
|
| Principal |
|
|
|
$ 1,451
|
|
|
| Amortized Cost |
|
|
|
1,437
|
|
|
| Fair Value |
[5] |
|
|
$ 1,458
|
|
|
| % of Net Assets |
[7] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: LVF Holdings, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.65%
|
|
|
| Interest rate |
|
|
|
9.98%
|
|
|
| Principal |
|
|
|
$ 1,389
|
|
|
| Amortized Cost |
|
|
|
1,389
|
|
|
| Fair Value |
[5] |
|
|
$ 1,396
|
|
|
| % of Net Assets |
[7] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC (111,111 Class A shares) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 111
|
[28] |
$ 111
|
[29] |
|
| Fair Value |
|
$ 175
|
[4],[28] |
$ 122
|
[5],[29] |
|
| % of Net Assets |
|
0.10%
|
[6],[28] |
0.10%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
111,111
|
[28] |
111,111
|
[29] |
|
| Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.35%
|
[20],[24] |
5.75%
|
[1],[21] |
|
| Interest rate |
|
9.22%
|
[24] |
10.09%
|
[1] |
|
| Principal |
|
$ 2,222
|
[24] |
$ 1,667
|
[1] |
|
| Amortized Cost |
|
833
|
[24] |
222
|
[1] |
|
| Fair Value |
|
$ 833
|
[4],[24] |
$ 221
|
[1],[5] |
|
| % of Net Assets |
|
0.50%
|
[6],[24] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.35%
|
|
|
|
|
| Interest rate |
|
9.22%
|
|
|
|
|
| Principal |
|
$ 2,567
|
|
|
|
|
| Amortized Cost |
|
2,532
|
|
|
|
|
| Fair Value |
[4] |
$ 2,567
|
|
|
|
|
| % of Net Assets |
[6] |
1.50%
|
|
|
|
|
| Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.35%
|
|
|
|
|
| Interest rate |
|
9.22%
|
|
|
|
|
| Principal |
|
$ 6,720
|
|
|
|
|
| Amortized Cost |
|
6,676
|
|
|
|
|
| Fair Value |
[4] |
$ 6,720
|
|
|
|
|
| % of Net Assets |
[6] |
4.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Lifted Trucks Holdings, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.90%
|
|
|
| Interest rate |
|
|
|
10.49%
|
|
|
| Principal |
|
|
|
$ 6,790
|
|
|
| Amortized Cost |
|
|
|
6,722
|
|
|
| Fair Value |
[5] |
|
|
$ 6,749
|
|
|
| % of Net Assets |
[7] |
|
|
3.50%
|
|
|
| Investment, Identifier [Axis]: Liftforward SPV II, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
10.86%
|
[19],[20] |
10.86%
|
[21],[31] |
|
| Interest rate paid in kind |
|
14.59%
|
[19] |
15.21%
|
[31] |
|
| Principal |
|
$ 351
|
[19] |
$ 301
|
[31] |
|
| Amortized Cost |
|
351
|
[19] |
301
|
[31] |
|
| Fair Value |
|
$ 295
|
[4],[19] |
$ 262
|
[5],[31] |
|
| % of Net Assets |
|
0.20%
|
[6],[19] |
0.10%
|
[7],[31] |
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 12,517
|
|
10,237
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC (15.9% of interests) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[19],[28],[33] |
$ 793
|
|
|
|
|
| Fair Value |
[4],[19],[28],[33] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[19],[28],[33] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC (15.9% of interests) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29],[31],[34] |
|
|
793
|
|
|
| Fair Value |
[5],[29],[31],[34] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[29],[31],[34] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC (Delayed Draw) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 3,731
|
|
3,051
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 1 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 13,968
|
|
$ 12,517
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 1 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[19],[20],[33] |
15.00%
|
|
|
|
|
| Interest rate paid in kind |
[19],[33] |
18.99%
|
|
|
|
|
| Principal |
[19],[33] |
$ 13,968
|
|
|
|
|
| Amortized Cost |
[19],[33] |
13,968
|
|
|
|
|
| Fair Value |
[4],[19],[33] |
$ 13,968
|
|
|
|
|
| % of Net Assets |
[6],[19],[33] |
8.40%
|
|
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 1 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[31],[34] |
|
|
15.00%
|
|
|
| Interest rate paid in kind |
[31],[34] |
|
|
19.59%
|
|
|
| Principal |
[31],[34] |
|
|
$ 12,517
|
|
|
| Amortized Cost |
[31],[34] |
|
|
12,517
|
|
|
| Fair Value |
[5],[31],[34] |
|
|
$ 12,517
|
|
|
| % of Net Assets |
[7],[31],[34] |
|
|
6.50%
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 2 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 4,163
|
|
$ 3,731
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 2 | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[19],[20],[33] |
15.00%
|
|
|
|
|
| Interest rate paid in kind |
[19],[33] |
18.99%
|
|
|
|
|
| Principal |
[19],[33] |
$ 4,163
|
|
|
|
|
| Amortized Cost |
[19],[33] |
4,163
|
|
|
|
|
| Fair Value |
[4],[19],[33] |
$ 4,163
|
|
|
|
|
| % of Net Assets |
[6],[19],[33] |
2.50%
|
|
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC 2 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[31],[34] |
|
|
15.00%
|
|
|
| Interest rate paid in kind |
[31],[34] |
|
|
19.59%
|
|
|
| Principal |
[31],[34] |
|
|
$ 3,731
|
|
|
| Amortized Cost |
[31],[34] |
|
|
3,731
|
|
|
| Fair Value |
[5],[31],[34] |
|
|
$ 3,731
|
|
|
| % of Net Assets |
[7],[31],[34] |
|
|
1.90%
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Equity Interest |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 0
|
|
|
| Investment, Identifier [Axis]: MC Asset Management (Corporate), LLC, Equity interest |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
0
|
|
1,045
|
| Investment, Identifier [Axis]: MEI Buyer LLC (178 shares of common stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
178
|
|
178
|
|
|
| Fair Value |
|
$ 473
|
[4] |
$ 267
|
[5] |
|
| % of Net Assets |
|
0.30%
|
[6] |
0.10%
|
[7] |
|
| Number of shares held (in shares) |
|
178
|
|
178
|
|
|
| Investment, Identifier [Axis]: MEI Buyer LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24],[26] |
4.25%
|
|
|
|
|
| Interest rate |
[24],[26] |
8.03%
|
|
|
|
|
| Principal |
[24],[26] |
$ 698
|
|
|
|
|
| Amortized Cost |
[24],[26] |
174
|
|
|
|
|
| Fair Value |
[4],[24],[26] |
$ 176
|
|
|
|
|
| % of Net Assets |
[6],[24],[26] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: MEI Buyer LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
4.25%
|
[20],[24] |
5.00%
|
[1],[21] |
|
| Interest rate |
|
7.97%
|
[24] |
9.40%
|
[1] |
|
| Principal |
|
$ 410
|
[24] |
$ 410
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
37
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 37
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: MEI Buyer LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
4.25%
|
[20] |
5.00%
|
[21] |
|
| Interest rate |
|
7.97%
|
|
9.36%
|
|
|
| Principal |
|
$ 1,955
|
|
$ 1,975
|
|
|
| Amortized Cost |
|
1,916
|
|
1,926
|
|
|
| Fair Value |
|
$ 1,975
|
[4] |
$ 2,014
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.10%
|
[7] |
|
| Investment, Identifier [Axis]: MEI Buyer LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
4.25%
|
[20] |
5.00%
|
[21] |
|
| Interest rate |
|
7.97%
|
|
9.36%
|
|
|
| Principal |
|
$ 1,098
|
|
$ 1,109
|
|
|
| Amortized Cost |
|
1,090
|
|
1,099
|
|
|
| Fair Value |
|
$ 1,109
|
[4] |
$ 1,131
|
[5] |
|
| % of Net Assets |
|
0.70%
|
[6] |
0.60%
|
[7] |
|
| Investment, Identifier [Axis]: MEI Buyer LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.00%
|
|
|
| Interest rate |
|
|
|
9.48%
|
|
|
| Principal |
|
|
|
$ 317
|
|
|
| Amortized Cost |
|
|
|
317
|
|
|
| Fair Value |
[5] |
|
|
$ 323
|
|
|
| % of Net Assets |
[7] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: MEI Buyer LLC 3| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
4.25%
|
|
|
|
|
| Interest rate |
|
7.99%
|
|
|
|
|
| Principal |
|
$ 313
|
|
|
|
|
| Amortized Cost |
|
313
|
|
|
|
|
| Fair Value |
[4] |
$ 316
|
|
|
|
|
| % of Net Assets |
[6] |
0.20%
|
|
|
|
|
| Investment, Identifier [Axis]: MRCC Senior Loan Fund I, LLC |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 32,730
|
|
33,122
|
| Investment, Identifier [Axis]: MRCC Senior Loan Fund I, LLC (50.0% of the equity interests) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[31] |
|
|
42,650
|
|
|
| Fair Value |
[5],[31] |
|
|
$ 32,730
|
|
|
| % of Net Assets |
[7],[31] |
|
|
17.10%
|
|
|
| Investment, Identifier [Axis]: MV Receivables II, LLC (1,458 shares of common stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
600
|
[19],[28] |
$ 600
|
[29],[31] |
|
| Fair Value |
|
$ 0
|
[4],[19],[28] |
$ 0
|
[5],[29],[31] |
|
| % of Net Assets |
|
0.00%
|
[6],[19],[28] |
0.00%
|
[7],[29],[31] |
|
| Number of shares held (in shares) |
|
1,458
|
[19],[28] |
1,458
|
[29],[31] |
|
| Investment, Identifier [Axis]: MV Receivables II, LLC (warrant to purchase up to 0.8% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 363
|
[19],[28] |
$ 363
|
[29],[31] |
|
| Fair Value |
|
$ 0
|
[4],[19],[28] |
$ 0
|
[5],[29],[31] |
|
| % of Net Assets |
|
0.00%
|
[6],[19],[28] |
0.00%
|
[7],[29],[31] |
|
| Investment, Identifier [Axis]: MV Receivables II, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
9.75%
|
[19],[20],[25] |
9.75%
|
[21],[27],[31] |
|
| Interest rate |
|
13.62%
|
[19],[25] |
14.30%
|
[27],[31] |
|
| Principal |
|
$ 8,100
|
[19],[25] |
$ 8,100
|
[27],[31] |
|
| Amortized Cost |
|
7,738
|
[19],[25] |
7,737
|
[27],[31] |
|
| Fair Value |
|
$ 3,561
|
[4],[19],[25] |
$ 4,834
|
[5],[27],[31] |
|
| % of Net Assets |
|
2.10%
|
[6],[19],[25] |
2.50%
|
[7],[27],[31] |
|
| 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 |
|
6.29%
|
|
6.93%
|
|
|
| Principal |
|
$ 2,314
|
|
$ 2,229
|
|
|
| Amortized Cost |
|
2,295
|
|
2,204
|
|
|
| Fair Value |
|
$ 1,795
|
[4] |
$ 2,203
|
[5] |
|
| % of Net Assets |
|
1.10%
|
[6] |
1.10%
|
[7] |
|
| Investment, Identifier [Axis]: Mindbody, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
7.15%
|
|
|
| Interest rate |
[1] |
|
|
11.74%
|
|
|
| Principal |
[1] |
|
|
$ 667
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Mindbody, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.15%
|
|
|
| Interest rate |
|
|
|
11.74%
|
|
|
| Principal |
|
|
|
$ 6,536
|
|
|
| Amortized Cost |
|
|
|
6,534
|
|
|
| Fair Value |
[5] |
|
|
$ 6,536
|
|
|
| % of Net Assets |
[7] |
|
|
3.40%
|
|
|
| Investment, Identifier [Axis]: Mindbody, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.15%
|
|
|
| Interest rate |
|
|
|
11.74%
|
|
|
| Principal |
|
|
|
$ 207
|
|
|
| Amortized Cost |
|
|
|
207
|
|
|
| Fair Value |
[5] |
|
|
$ 207
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. (6,400 Class B units) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
|
| Fair Value |
[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
6,400
|
|
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. (Class B units) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 0
|
|
0
|
| Number of shares held (in shares) |
|
|
|
6,400
|
|
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. (Revolver) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 133
|
|
658
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. (Revolver) | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
7.00%
|
|
|
| Principal |
[1] |
|
|
$ 747
|
|
|
| Amortized Cost |
[1] |
|
|
133
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 133
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. 1 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
0
|
|
$ 6,592
|
|
6,187
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. 1 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| 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 |
[5] |
|
|
$ 6,592
|
|
|
| % of Net Assets |
[7] |
|
|
3.40%
|
|
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. 2 |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
0
|
|
$ 58
|
|
55
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc. 2 | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| 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 |
[5] |
|
|
$ 58
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Mnine Holdings, Inc., Class B units |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 0
|
|
|
| Number of shares held (in shares) |
|
6,400
|
|
|
|
|
| Investment, Identifier [Axis]: NECB Collections, LLC (20.8% of LLC units) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 1,458
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: NECB Collections, LLC (20.8% of LLC units) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
1,458
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: NECB Collections, LLC (Revolver) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 418
|
|
$ 422
|
|
424
|
| Investment, Identifier [Axis]: NECB Collections, LLC (Revolver) | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[23],[24],[25] |
11.00%
|
|
|
|
|
| Interest rate |
[23],[24],[25] |
16.94%
|
|
|
|
|
| Principal |
[23],[24],[25] |
$ 1,356
|
|
|
|
|
| Amortized Cost |
[23],[24],[25] |
1,312
|
|
|
|
|
| Fair Value |
[4],[23],[24],[25] |
$ 418
|
|
|
|
|
| % of Net Assets |
[6],[23],[24],[25] |
0.30%
|
|
|
|
|
| Investment, Identifier [Axis]: NECB Collections, LLC (Revolver) | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[27],[32] |
|
|
11.00%
|
|
|
| Interest rate |
[1],[27],[32] |
|
|
16.94%
|
|
|
| Principal |
[1],[27],[32] |
|
|
$ 1,356
|
|
|
| Amortized Cost |
[1],[27],[32] |
|
|
1,312
|
|
|
| Fair Value |
[1],[5],[27],[32] |
|
|
$ 422
|
|
|
| % of Net Assets |
[1],[7],[27],[32] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: NECB Collections, LLC, LLC (Units) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 0
|
|
0
|
| Investment, Identifier [Axis]: NECB Collections, LLC, LLC, Equity Interest |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
0
|
|
|
| Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc. (327,133 common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
344
|
|
327
|
|
|
| Fair Value |
|
$ 34
|
[4] |
$ 67
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
327,133
|
|
327,133
|
|
|
| Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.15%
|
[20],[24] |
7.15%
|
[1],[21] |
|
| Interest rate |
|
10.84%
|
[24] |
11.47%
|
[1] |
|
| Principal |
|
$ 438
|
[24] |
$ 438
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.15%
|
|
|
| Interest rate |
|
|
|
11.47%
|
|
|
| Principal |
|
|
|
$ 3,430
|
|
|
| Amortized Cost |
|
|
|
3,381
|
|
|
| Fair Value |
[5] |
|
|
$ 3,076
|
|
|
| % of Net Assets |
[7] |
|
|
1.60%
|
|
|
| Investment, Identifier [Axis]: NQ PE Project Colosseum Midco Inc.| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
7.15%
|
|
|
|
|
| Interest rate |
|
10.84%
|
|
|
|
|
| Principal |
|
$ 3,395
|
|
|
|
|
| Amortized Cost |
|
3,358
|
|
|
|
|
| Fair Value |
[4] |
$ 3,020
|
|
|
|
|
| % of Net Assets |
[6] |
1.80%
|
|
|
|
|
| Investment, Identifier [Axis]: NationsBenefits, LLC (106,667 common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 153
|
[28] |
$ 153
|
[29] |
|
| Fair Value |
|
$ 870
|
[4],[28] |
$ 916
|
[5],[29] |
|
| % of Net Assets |
|
0.50%
|
[6],[28] |
0.50%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
106,667
|
[28] |
106,667
|
[29] |
|
| Investment, Identifier [Axis]: NationsBenefits, LLC (120,760 Series B units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
5.00%
|
[28] |
5.00%
|
[29] |
|
| Amortized Cost |
|
$ 816
|
[28] |
$ 816
|
[29] |
|
| Fair Value |
|
$ 1,741
|
[4],[28] |
$ 1,803
|
[5],[29] |
|
| % of Net Assets |
|
1.10%
|
[6],[28] |
0.90%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
120,760
|
[28] |
120,760
|
[29] |
|
| Investment, Identifier [Axis]: NationsBenefits, LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
5.60%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.15%
|
|
|
| Principal |
[1],[22] |
|
|
$ 649
|
|
|
| Amortized Cost |
[1],[22] |
|
|
0
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: NationsBenefits, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
5.60%
|
|
|
| Interest rate |
[1] |
|
|
10.15%
|
|
|
| Principal |
[1] |
|
|
$ 2,222
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: NationsBenefits, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.60%
|
|
|
| Interest rate |
|
|
|
10.15%
|
|
|
| Principal |
|
|
|
$ 3,880
|
|
|
| Amortized Cost |
|
|
|
3,849
|
|
|
| Fair Value |
[5] |
|
|
$ 3,880
|
|
|
| % of Net Assets |
[7] |
|
|
2.00%
|
|
|
| Investment, Identifier [Axis]: NationsBenefits, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.60%
|
|
|
| Interest rate |
|
|
|
10.15%
|
|
|
| Principal |
|
|
|
$ 4,625
|
|
|
| Amortized Cost |
|
|
|
4,625
|
|
|
| Fair Value |
[5] |
|
|
$ 4,625
|
|
|
| % of Net Assets |
[7] |
|
|
2.40%
|
|
|
| Investment, Identifier [Axis]: NationsBenefits, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.60%
|
|
|
| Interest rate |
|
|
|
10.15%
|
|
|
| Principal |
|
|
|
$ 5,014
|
|
|
| Amortized Cost |
|
|
|
5,014
|
|
|
| Fair Value |
[5] |
|
|
$ 5,014
|
|
|
| % of Net Assets |
[7] |
|
|
2.60%
|
|
|
| Investment, Identifier [Axis]: NationsBenefits, LLC 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.60%
|
|
|
| Interest rate |
|
|
|
10.19%
|
|
|
| Principal |
|
|
|
$ 2,018
|
|
|
| Amortized Cost |
|
|
|
1,979
|
|
|
| Fair Value |
[5] |
|
|
$ 2,018
|
|
|
| % of Net Assets |
[7] |
|
|
1.10%
|
|
|
| Investment, Identifier [Axis]: Nearly Natural, Inc. (152,174 Class A units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 152
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
152,174
|
|
|
|
|
| Investment, Identifier [Axis]: Nearly Natural, Inc. (152,174 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 153
|
|
|
| Fair Value |
[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
152,174
|
|
|
| Investment, Identifier [Axis]: Nearly Natural, Inc. (61,087 Class AA units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 61
|
|
|
|
|
| Fair Value |
[4] |
$ 15
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
61,087
|
|
|
|
|
| Investment, Identifier [Axis]: Nearly Natural, Inc. (61,087 Class AA units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 61
|
|
|
| Fair Value |
[5] |
|
|
$ 51
|
|
|
| % of Net Assets |
[7] |
|
|
0.00%
|
|
|
| Number of shares held (in shares) |
|
|
|
61,087
|
|
|
| Investment, Identifier [Axis]: Nearly Natural, Inc. (62,034 Class AAA units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 62
|
|
|
|
|
| Fair Value |
[4] |
$ 109
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Number of shares held (in shares) |
|
62,034
|
|
|
|
|
| Investment, Identifier [Axis]: Nearly Natural, Inc. (62,034 Class AAA units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
|
|
$ 62
|
|
|
| Fair Value |
[5] |
|
|
$ 109
|
|
|
| % of Net Assets |
[7] |
|
|
0.10%
|
|
|
| Number of shares held (in shares) |
|
|
|
62,034
|
|
|
| Investment, Identifier [Axis]: Northeast Contracting Company, LLC (1,072,940 Class A-2 units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 1,238
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 1,259
|
|
|
|
|
| % of Net Assets |
[6],[28] |
0.80%
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
1,072,940
|
|
|
|
|
| Investment, Identifier [Axis]: Northeast Contracting Company, LLC (1,072,940 Class A-2 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 1,073
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 1,089
|
|
|
| % of Net Assets |
[7],[29] |
|
|
0.60%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
1,072,940
|
|
|
| Investment, Identifier [Axis]: Northeast Contracting Company, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.43%
|
[20],[24] |
6.26%
|
[1],[21] |
|
| Interest rate |
|
10.13%
|
[24] |
10.76%
|
[1] |
|
| Principal |
|
$ 318
|
[24] |
$ 318
|
[1] |
|
| Amortized Cost |
|
68
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 68
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Northeast Contracting Company, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.26%
|
[20] |
6.26%
|
[21] |
|
| Interest rate |
|
10.05%
|
|
10.76%
|
|
|
| Principal |
|
$ 1,481
|
|
$ 1,496
|
|
|
| Amortized Cost |
|
1,457
|
|
1,468
|
|
|
| Fair Value |
|
$ 1,480
|
[4] |
$ 1,498
|
[5] |
|
| % of Net Assets |
|
0.90%
|
[6] |
0.80%
|
[7] |
|
| Investment, Identifier [Axis]: Onit, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
7.40%
|
|
|
| Interest rate |
|
|
|
12.01%
|
|
|
| Principal |
|
|
|
$ 1,680
|
|
|
| Amortized Cost |
|
|
|
1,675
|
|
|
| Fair Value |
[5] |
|
|
$ 1,680
|
|
|
| % of Net Assets |
[7] |
|
|
0.90%
|
|
|
| Investment, Identifier [Axis]: PVHC Holding Corp | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.90%
|
|
|
|
|
| Interest rate paid in kind |
|
0.75%
|
|
|
|
|
| Interest rate paid in cash |
|
9.82%
|
|
|
|
|
| Principal |
|
$ 944
|
|
|
|
|
| Amortized Cost |
|
935
|
|
|
|
|
| Fair Value |
[4] |
$ 836
|
|
|
|
|
| % of Net Assets |
[6] |
0.50%
|
|
|
|
|
| Investment, Identifier [Axis]: Panda Acquisition, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
8.60%
|
[20] |
9.35%
|
[21] |
|
| Interest rate paid in kind |
|
12.47%
|
|
7.13%
|
|
|
| Interest rate paid in cash |
|
|
|
6.55%
|
|
|
| Principal |
|
$ 4,961
|
|
$ 4,514
|
|
|
| Amortized Cost |
|
4,681
|
|
3,934
|
|
|
| Fair Value |
|
$ 4,333
|
[4] |
$ 3,781
|
[5] |
|
| % of Net Assets |
|
2.60%
|
[6] |
2.00%
|
[7] |
|
| Investment, Identifier [Axis]: Phoenix Chemical Holding Company LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[25] |
7.11%
|
|
|
|
|
| Interest rate |
[25] |
10.83%
|
|
|
|
|
| Principal |
[25] |
$ 568
|
|
|
|
|
| Amortized Cost |
[25] |
226
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 52
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Planful, Inc. (35,791 Class B units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 46
|
[4] |
$ 53
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
35,791
|
|
35,791
|
|
|
| Investment, Identifier [Axis]: Planful, Inc. (473,082 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
8.00%
|
|
8.00%
|
|
|
| Amortized Cost |
|
$ 473
|
|
$ 473
|
|
|
| Fair Value |
|
$ 1,227
|
[4] |
$ 1,165
|
[5] |
|
| % of Net Assets |
|
0.70%
|
[6] |
0.60%
|
[7] |
|
| Number of shares held (in shares) |
|
473,082
|
|
473,082
|
|
|
| Investment, Identifier [Axis]: Planful, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.26%
|
[20] |
6.50%
|
[1],[21] |
|
| Interest rate |
|
9.95%
|
|
11.09%
|
[1] |
|
| Principal |
|
$ 1,105
|
|
$ 1,105
|
[1] |
|
| Amortized Cost |
|
1,105
|
|
561
|
[1] |
|
| Fair Value |
|
$ 1,104
|
[4] |
$ 561
|
[1],[5] |
|
| % of Net Assets |
|
0.70%
|
[6] |
0.30%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Planful, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.26%
|
[20] |
6.76%
|
[21] |
|
| Interest rate |
|
10.25%
|
|
11.35%
|
|
|
| Principal |
|
$ 9,500
|
|
$ 9,500
|
|
|
| Amortized Cost |
|
9,500
|
|
9,500
|
|
|
| Fair Value |
|
$ 9,490
|
[4] |
$ 9,500
|
[5] |
|
| % of Net Assets |
|
5.70%
|
[6] |
5.00%
|
[7] |
|
| Investment, Identifier [Axis]: Planful, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.26%
|
[20] |
6.76%
|
[21] |
|
| Interest rate |
|
10.25%
|
|
11.35%
|
|
|
| Principal |
|
$ 530
|
|
$ 530
|
|
|
| Amortized Cost |
|
529
|
|
529
|
|
|
| Fair Value |
|
$ 530
|
[4] |
$ 530
|
[5] |
|
| % of Net Assets |
|
0.30%
|
[6] |
0.30%
|
[7] |
|
| Investment, Identifier [Axis]: Planful, Inc. 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.76%
|
|
|
| Interest rate |
|
|
|
11.35%
|
|
|
| Principal |
|
|
|
$ 1,326
|
|
|
| Amortized Cost |
|
|
|
1,326
|
|
|
| Fair Value |
[5] |
|
|
$ 1,326
|
|
|
| % of Net Assets |
[7] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: Planful, Inc. 3| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.26%
|
|
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Principal |
|
$ 1,326
|
|
|
|
|
| Amortized Cost |
|
1,326
|
|
|
|
|
| Fair Value |
[4] |
$ 1,324
|
|
|
|
|
| % of Net Assets |
[6] |
0.80%
|
|
|
|
|
| Investment, Identifier [Axis]: Planful, Inc. 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.26%
|
[20] |
6.76%
|
[21] |
|
| Interest rate |
|
10.25%
|
|
11.35%
|
|
|
| Principal |
|
$ 884
|
|
$ 884
|
|
|
| Amortized Cost |
|
884
|
|
884
|
|
|
| Fair Value |
|
$ 883
|
[4] |
$ 884
|
[5] |
|
| % of Net Assets |
|
0.50%
|
[6] |
0.50%
|
[7] |
|
| Investment, Identifier [Axis]: Planful, Inc. 5 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.26%
|
[20] |
6.76%
|
[21] |
|
| Interest rate |
|
10.25%
|
|
11.35%
|
|
|
| Principal |
|
$ 707
|
|
$ 707
|
|
|
| Amortized Cost |
|
700
|
|
694
|
|
|
| Fair Value |
|
$ 706
|
[4] |
$ 707
|
[5] |
|
| % of Net Assets |
|
0.40%
|
[6] |
0.40%
|
[7] |
|
| Investment, Identifier [Axis]: Planful, Inc. 6 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.26%
|
|
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Principal |
|
$ 1,455
|
|
|
|
|
| Amortized Cost |
|
1,446
|
|
|
|
|
| Fair Value |
[4] |
$ 1,454
|
|
|
|
|
| % of Net Assets |
[6] |
0.90%
|
|
|
|
|
| Investment, Identifier [Axis]: Polychem Acquisition, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.61%
|
|
|
|
|
| Interest rate paid in kind |
|
4.00%
|
|
|
|
|
| Interest rate paid in cash |
|
5.33%
|
|
|
|
|
| Principal |
|
$ 1,471
|
|
|
|
|
| Amortized Cost |
|
1,246
|
|
|
|
|
| Fair Value |
[4] |
$ 1,187
|
|
|
|
|
| % of Net Assets |
[6] |
0.70%
|
|
|
|
|
| Investment, Identifier [Axis]: Polyventive Lender Holding Company LLC (0.8% of the equity) MV Receivables II, LLC (warrant to purchase up to 0.8% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Prototek LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.85%
|
[20],[24],[25] |
8.35%
|
[1],[21],[27] |
|
| Interest rate paid in kind |
|
4.50%
|
[24],[25] |
5.00%
|
[1],[27] |
|
| Interest rate paid in cash |
|
7.22%
|
[24],[25] |
7.90%
|
[1],[27] |
|
| Principal |
|
$ 288
|
[24],[25] |
$ 288
|
[1],[27] |
|
| Amortized Cost |
|
0
|
[24],[25] |
0
|
[1],[27] |
|
| Fair Value |
|
$ 0
|
[4],[24],[25] |
$ 0
|
[1],[5],[27] |
|
| % of Net Assets |
|
0.00%
|
[6],[24],[25] |
0.00%
|
[1],[7],[27] |
|
| Investment, Identifier [Axis]: Prototek LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.85%
|
[20],[25] |
8.35%
|
[21],[27] |
|
| Interest rate paid in kind |
|
4.50%
|
[25] |
5.00%
|
[27] |
|
| Interest rate paid in cash |
|
7.22%
|
[25] |
7.90%
|
[27] |
|
| Principal |
|
$ 1,930
|
[25] |
$ 2,468
|
[27] |
|
| Amortized Cost |
|
1,713
|
[25] |
2,391
|
[27] |
|
| Fair Value |
|
$ 1,606
|
[4],[25] |
$ 1,991
|
[5],[27] |
|
| % of Net Assets |
|
1.00%
|
[6],[25] |
1.00%
|
[7],[27] |
|
| Investment, Identifier [Axis]: Quest Resource Management Group, LLC (warrant to purchase up to 0.2% of the equity) 1 | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 67
|
|
$ 67
|
|
|
| Fair Value |
|
$ 51
|
[4] |
$ 306
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.20%
|
[7] |
|
| Investment, Identifier [Axis]: Quest Resource Management Group, LLC (warrant to purchase up to 0.2% of the equity) 2 | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 36
|
[4] |
$ 214
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: Recorded Future, Inc. (80,486 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 49
|
[38] |
|
| Fair Value |
|
$ 1
|
[4] |
$ 186
|
[5],[38] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.10%
|
[7],[38] |
|
| Number of shares held (in shares) |
|
80,486
|
|
80,486
|
[38] |
|
| Investment, Identifier [Axis]: Recycled Plastics Industries, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.85%
|
[20],[24] |
7.35%
|
[1],[21] |
|
| Interest rate paid in kind |
[1] |
|
|
0.50%
|
|
|
| Interest rate |
[24] |
10.72%
|
|
|
|
|
| Interest rate paid in cash |
[1] |
|
|
11.40%
|
|
|
| Principal |
|
$ 284
|
[24] |
$ 284
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Recycled Plastics Industries, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.85%
|
[20] |
7.35%
|
[21] |
|
| Interest rate paid in kind |
|
|
|
0.50%
|
|
|
| Interest rate |
|
10.72%
|
|
|
|
|
| Interest rate paid in cash |
|
|
|
11.40%
|
|
|
| Principal |
|
$ 2,648
|
|
$ 2,796
|
|
|
| Amortized Cost |
|
2,639
|
|
2,773
|
|
|
| Fair Value |
|
$ 2,648
|
[4] |
$ 2,792
|
[5] |
|
| % of Net Assets |
|
1.60%
|
[6] |
1.50%
|
[7] |
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC (40 Class B common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 18
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
40
|
|
40
|
|
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC (40 preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
12.00%
|
|
12.00%
|
|
|
| Amortized Cost |
|
$ 40
|
|
$ 40
|
|
|
| Fair Value |
|
$ 40
|
[4] |
$ 26
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
40
|
|
40
|
|
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC (6 Class X common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 3
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
6
|
|
6
|
|
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC (6 Class X preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
12.00%
|
|
12.00%
|
|
|
| Amortized Cost |
|
$ 6
|
|
$ 6
|
|
|
| Fair Value |
|
$ 6
|
[4] |
$ 6
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
6
|
|
6
|
|
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20],[24] |
6.35%
|
[1],[21] |
|
| Interest rate |
|
9.72%
|
[24] |
10.90%
|
[1] |
|
| Principal |
|
$ 316
|
[24] |
$ 316
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
168
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 168
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.35%
|
[21] |
|
| Interest rate |
|
9.72%
|
|
10.90%
|
|
|
| Principal |
|
$ 290
|
|
$ 294
|
|
|
| Amortized Cost |
|
288
|
|
290
|
|
|
| Fair Value |
|
$ 293
|
[4] |
$ 291
|
[5] |
|
| % of Net Assets |
|
0.20%
|
[6] |
0.20%
|
[7] |
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.35%
|
[21] |
|
| Interest rate |
|
9.72%
|
|
10.90%
|
|
|
| Principal |
|
$ 1,424
|
|
$ 1,444
|
|
|
| Amortized Cost |
|
1,424
|
|
1,438
|
|
|
| Fair Value |
|
$ 1,424
|
[4] |
$ 1,428
|
[5] |
|
| % of Net Assets |
|
0.90%
|
[6] |
0.70%
|
[7] |
|
| Investment, Identifier [Axis]: Relevate Health Group, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.35%
|
[21] |
|
| Interest rate |
|
9.72%
|
|
10.90%
|
|
|
| Principal |
|
$ 637
|
|
$ 646
|
|
|
| Amortized Cost |
|
637
|
|
646
|
|
|
| Fair Value |
|
$ 637
|
[4] |
$ 639
|
[5] |
|
| % of Net Assets |
|
0.40%
|
[6] |
0.30%
|
[7] |
|
| Investment, Identifier [Axis]: Research Now Group, Inc. and Survey Sampling International, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.76%
|
|
|
|
|
| Interest rate |
|
9.64%
|
|
|
|
|
| Principal |
|
$ 2,211
|
|
|
|
|
| Amortized Cost |
|
1,829
|
|
|
|
|
| Fair Value |
[4] |
$ 1,374
|
|
|
|
|
| % of Net Assets |
[6] |
0.80%
|
|
|
|
|
| Investment, Identifier [Axis]: Residential Homes for Rent LLC (255,311 Series A preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29],[31] |
|
|
$ 1,114
|
|
|
| Fair Value |
[5],[29],[31] |
|
|
$ 950
|
|
|
| % of Net Assets |
[7],[29],[31] |
|
|
0.50%
|
|
|
| Number of shares held (in shares) |
[29],[31] |
|
|
255,311
|
|
|
| Investment, Identifier [Axis]: Residential Homes for Rent LLC (420,880 Series A preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[19],[28] |
$ 1,819
|
|
|
|
|
| Fair Value |
[4],[19],[28] |
$ 1,572
|
|
|
|
|
| % of Net Assets |
[6],[19],[28] |
1.00%
|
|
|
|
|
| Number of shares held (in shares) |
[19],[28] |
420,880
|
|
|
|
|
| Investment, Identifier [Axis]: Residential Homes for Rent LLC (warrant to purchase up to 0.7% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29],[31] |
|
|
$ 0
|
|
|
| Fair Value |
[5],[29],[31] |
|
|
$ 443
|
|
|
| % of Net Assets |
[7],[29],[31] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Residential Homes for Rent LLC (warrant to purchase up to 0.9% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[19],[28] |
$ 0
|
|
|
|
|
| Fair Value |
[4],[19],[28] |
$ 526
|
|
|
|
|
| % of Net Assets |
[6],[19],[28] |
0.30%
|
|
|
|
|
| Investment, Identifier [Axis]: RugsUSA Intermediate, LLC (fka Runner Buyer INC.) (22,085 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 155
|
|
|
|
|
| Fair Value |
[4] |
$ 165
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Number of shares held (in shares) |
|
22,085
|
|
|
|
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC (13.9% of equity commitment) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[19] |
$ 1,950
|
|
|
|
|
| Fair Value |
[4],[19] |
$ 1,979
|
|
|
|
|
| % of Net Assets |
[6],[19] |
1.20%
|
|
|
|
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC (13.9% of equity commitment) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[31] |
|
|
$ 864
|
|
|
| Fair Value |
[5],[31] |
|
|
$ 864
|
|
|
| % of Net Assets |
[7],[31] |
|
|
0.50%
|
|
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC (Delayed Draw) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,295
|
|
0
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC (Delayed Draw) | Junior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
[19] |
8.00%
|
|
|
|
|
| Principal |
[19] |
$ 2,925
|
|
|
|
|
| Amortized Cost |
[19] |
2,925
|
|
|
|
|
| Fair Value |
[4],[19] |
$ 2,821
|
|
|
|
|
| % of Net Assets |
[6],[19] |
1.70%
|
|
|
|
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC (Delayed Draw) | Junior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
[1],[22],[31] |
|
|
8.00%
|
|
|
| Principal |
[1],[22],[31] |
|
|
$ 2,925
|
|
|
| Amortized Cost |
[1],[22],[31] |
|
|
1,295
|
|
|
| Fair Value |
[1],[5],[22],[31] |
|
|
$ 1,295
|
|
|
| % of Net Assets |
[1],[7],[22],[31] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC, Delayed Draw |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 2,821
|
|
$ 1,295
|
|
|
| Investment, Identifier [Axis]: SFR Holdco 2, LLC, Equity Commitment |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
1,979
|
|
864
|
|
0
|
| Investment, Identifier [Axis]: SFR Holdco, LLC |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
5,874
|
|
5,593
|
|
5,539
|
| Investment, Identifier [Axis]: SFR Holdco, LLC (24.4% of equity commitment) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[19] |
3,900
|
|
|
|
|
| Fair Value |
[4],[19] |
$ 4,954
|
|
|
|
|
| % of Net Assets |
[6],[19] |
3.00%
|
|
|
|
|
| Investment, Identifier [Axis]: SFR Holdco, LLC (24.4% of equity commitment) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[31] |
|
|
3,900
|
|
|
| Fair Value |
[5],[31] |
|
|
$ 4,797
|
|
|
| % of Net Assets |
[7],[31] |
|
|
2.50%
|
|
|
| Investment, Identifier [Axis]: SFR Holdco, LLC | Junior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
[19] |
8.00%
|
|
|
|
|
| Principal |
[19] |
$ 5,850
|
|
|
|
|
| Amortized Cost |
[19] |
5,850
|
|
|
|
|
| Fair Value |
[4],[19] |
$ 5,874
|
|
|
|
|
| % of Net Assets |
[6],[19] |
3.50%
|
|
|
|
|
| Investment, Identifier [Axis]: SFR Holdco, LLC | Junior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
[31] |
|
|
8.00%
|
|
|
| Principal |
[31] |
|
|
$ 5,850
|
|
|
| Amortized Cost |
[31] |
|
|
5,850
|
|
|
| Fair Value |
[5],[31] |
|
|
$ 5,593
|
|
|
| % of Net Assets |
[7],[31] |
|
|
2.90%
|
|
|
| Investment, Identifier [Axis]: SFR Holdco, LLC, Equity Commitment |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 4,954
|
|
$ 4,797
|
|
|
| Investment, Identifier [Axis]: SFR Holdco, LLC, Equity Commitments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
4,797
|
|
4,372
|
| Investment, Identifier [Axis]: SIRVA Worldwide Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
8.00%
|
|
|
|
|
| Interest rate |
|
11.69%
|
|
|
|
|
| Principal |
|
$ 191
|
|
|
|
|
| Amortized Cost |
|
190
|
|
|
|
|
| Fair Value |
|
$ 190
|
|
|
|
|
| % of Net Assets |
|
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: SIRVA Worldwide Inc. (1,126 Class A common shares) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
|
| Fair Value |
[4] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Number of shares held (in shares) |
|
1,126
|
|
|
|
|
| Investment, Identifier [Axis]: SIRVA Worldwide Inc. (259 Class A preferred shares) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 306
|
|
|
|
|
| Fair Value |
[4] |
$ 282
|
|
|
|
|
| % of Net Assets |
[6] |
0.20%
|
|
|
|
|
| Number of shares held (in shares) |
|
259
|
|
|
|
|
| Investment, Identifier [Axis]: SIRVA Worldwide Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
8.00%
|
|
|
|
|
| Interest rate paid in kind |
|
5.00%
|
|
|
|
|
| Interest rate paid in cash |
|
6.89%
|
|
|
|
|
| Principal |
|
$ 616
|
|
|
|
|
| Amortized Cost |
|
603
|
|
|
|
|
| Fair Value |
[4] |
$ 603
|
|
|
|
|
| % of Net Assets |
[6] |
0.40%
|
|
|
|
|
| Investment, Identifier [Axis]: Second Avenue SFR Holdings II LLC (Revolver) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
|
|
$ 0
|
|
3,323
|
| Investment, Identifier [Axis]: Security Services Acquisition Sub Corp. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
5.85%
|
[21] |
|
| Interest rate |
|
9.57%
|
|
10.19%
|
|
|
| Principal |
|
$ 1,502
|
|
$ 1,832
|
|
|
| Amortized Cost |
|
1,502
|
|
1,832
|
|
|
| Fair Value |
|
$ 1,495
|
[4] |
$ 1,831
|
[5] |
|
| % of Net Assets |
|
0.90%
|
[6] |
0.90%
|
[7] |
|
| Investment, Identifier [Axis]: Security Services Acquisition Sub Corp. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
5.85%
|
[21] |
|
| Interest rate |
|
9.57%
|
|
10.19%
|
|
|
| Principal |
|
$ 4,838
|
|
$ 5,902
|
|
|
| Amortized Cost |
|
4,838
|
|
5,902
|
|
|
| Fair Value |
|
$ 4,816
|
[4] |
$ 5,896
|
[5] |
|
| % of Net Assets |
|
2.90%
|
[6] |
3.10%
|
[7] |
|
| Investment, Identifier [Axis]: Security Services Acquisition Sub Corp. 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
5.85%
|
[21] |
|
| Interest rate |
|
9.57%
|
|
10.19%
|
|
|
| Principal |
|
$ 1,484
|
|
$ 1,810
|
|
|
| Amortized Cost |
|
1,484
|
|
1,810
|
|
|
| Fair Value |
|
$ 1,477
|
[4] |
$ 1,808
|
[5] |
|
| % of Net Assets |
|
0.90%
|
[6] |
0.90%
|
[7] |
|
| Investment, Identifier [Axis]: Seran BioScience, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20],[24] |
7.25%
|
[1],[21] |
|
| Interest rate |
|
9.74%
|
[24] |
11.84%
|
[1] |
|
| Principal |
|
$ 444
|
[24] |
$ 444
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Seran BioScience, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20] |
7.25%
|
[21] |
|
| Interest rate |
|
9.74%
|
|
11.84%
|
|
|
| Principal |
|
$ 2,381
|
|
$ 2,406
|
|
|
| Amortized Cost |
|
2,381
|
|
2,395
|
|
|
| Fair Value |
|
$ 2,357
|
[4] |
$ 2,403
|
[5] |
|
| % of Net Assets |
|
1.40%
|
[6] |
1.30%
|
[7] |
|
| Investment, Identifier [Axis]: Seran BioScience, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20] |
7.25%
|
[21] |
|
| Interest rate |
|
9.93%
|
|
11.67%
|
|
|
| Principal |
|
$ 539
|
|
$ 2,730
|
|
|
| Amortized Cost |
|
539
|
|
2,730
|
|
|
| Fair Value |
|
$ 534
|
[4] |
$ 2,727
|
[5] |
|
| % of Net Assets |
|
0.30%
|
[6] |
1.40%
|
[7] |
|
| Investment, Identifier [Axis]: Seran BioScience, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20] |
7.25%
|
[21] |
|
| Interest rate |
|
9.93%
|
|
11.67%
|
|
|
| Principal |
|
$ 284
|
|
$ 1,436
|
|
|
| Amortized Cost |
|
284
|
|
1,436
|
|
|
| Fair Value |
|
$ 281
|
[4] |
$ 1,435
|
[5] |
|
| % of Net Assets |
|
0.20%
|
[6] |
0.70%
|
[7] |
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. (300,000 common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 300
|
|
$ 300
|
|
|
| Fair Value |
|
$ 35
|
[4] |
$ 323
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.20%
|
[7] |
|
| Number of shares held (in shares) |
|
300,000
|
|
300,000
|
|
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. (41,860 Series A preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 42
|
|
|
|
|
| Fair Value |
[4] |
$ 84
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Number of shares held (in shares) |
|
41,860
|
|
|
|
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
5.75%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.03%
|
|
|
| Principal |
[1],[22] |
|
|
$ 289
|
|
|
| Amortized Cost |
[1],[22] |
|
|
0
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.75%
|
[20],[24] |
5.75%
|
[1],[21] |
|
| Interest rate |
|
9.42%
|
[24] |
10.08%
|
[1] |
|
| Principal |
|
$ 205
|
[24] |
$ 205
|
[1] |
|
| Amortized Cost |
|
116
|
[24] |
20
|
[1] |
|
| Fair Value |
|
$ 106
|
[4],[24] |
$ 20
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.25%
|
[20] |
5.75%
|
[21] |
|
| Interest rate paid in kind |
|
4.25%
|
|
|
|
|
| Interest rate |
|
|
|
10.03%
|
|
|
| Interest rate paid in cash |
|
5.60%
|
|
|
|
|
| Principal |
|
$ 991
|
|
$ 985
|
|
|
| Amortized Cost |
|
971
|
|
961
|
|
|
| Fair Value |
|
$ 909
|
[4] |
$ 991
|
[5] |
|
| % of Net Assets |
|
0.60%
|
[6] |
0.50%
|
[7] |
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.25%
|
[20] |
5.75%
|
[21] |
|
| Interest rate paid in kind |
|
4.25%
|
|
|
|
|
| Interest rate |
|
|
|
10.08%
|
|
|
| Interest rate paid in cash |
|
5.67%
|
|
|
|
|
| Principal |
|
$ 217
|
|
$ 216
|
|
|
| Amortized Cost |
|
216
|
|
214
|
|
|
| Fair Value |
|
$ 199
|
[4] |
$ 217
|
[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: Sparq Holdings, Inc. 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.25%
|
[20] |
5.75%
|
[21] |
|
| Interest rate paid in kind |
|
4.25%
|
|
|
|
|
| Interest rate |
|
|
|
10.08%
|
|
|
| Interest rate paid in cash |
|
5.67%
|
|
|
|
|
| Principal |
|
$ 222
|
|
$ 221
|
[1] |
|
| Amortized Cost |
|
222
|
|
221
|
[1] |
|
| Fair Value |
|
$ 204
|
[4] |
$ 222
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Spherix Global Inc. (13 Class A-2 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 13
|
|
$ 13
|
|
|
| Fair Value |
|
$ 17
|
[4] |
$ 3
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
13
|
|
13
|
|
|
| Investment, Identifier [Axis]: Spherix Global Inc. (81 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 81
|
|
$ 81
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
81
|
|
81
|
|
|
| Investment, Identifier [Axis]: Spherix Global Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.86%
|
[20],[24] |
6.36%
|
[1],[21] |
|
| Interest rate |
|
9.59%
|
[24] |
10.92%
|
[1] |
|
| Principal |
|
$ 122
|
[24] |
$ 122
|
[1] |
|
| Amortized Cost |
|
61
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 61
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Spherix Global Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.86%
|
[20] |
6.36%
|
[21] |
|
| Interest rate |
|
9.74%
|
|
10.92%
|
|
|
| Principal |
|
$ 764
|
|
$ 775
|
|
|
| Amortized Cost |
|
760
|
|
768
|
|
|
| Fair Value |
|
$ 758
|
[4] |
$ 674
|
[5] |
|
| % of Net Assets |
|
0.50%
|
[6] |
0.40%
|
[7] |
|
| Investment, Identifier [Axis]: Sports Operating Holdings II, LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
5.85%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.21%
|
|
|
| Principal |
[1],[22] |
|
|
$ 2,390
|
|
|
| Amortized Cost |
[1],[22] |
|
|
1,319
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 1,319
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.70%
|
|
|
| Investment, Identifier [Axis]: Sports Operating Holdings II, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.10%
|
[20],[24] |
5.85%
|
[1],[21] |
|
| Interest rate |
|
9.82%
|
[24] |
10.21%
|
[1] |
|
| Principal |
|
$ 1,038
|
[24] |
$ 519
|
[1] |
|
| Amortized Cost |
|
138
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 138
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Sports Operating Holdings II, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.10%
|
|
|
|
|
| Interest rate |
|
9.82%
|
|
|
|
|
| Principal |
|
$ 2,902
|
|
|
|
|
| Amortized Cost |
|
2,871
|
|
|
|
|
| Fair Value |
[4] |
$ 2,899
|
|
|
|
|
| % of Net Assets |
[6] |
1.80%
|
|
|
|
|
| Investment, Identifier [Axis]: Sports Operating Holdings II, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.10%
|
|
|
|
|
| Interest rate |
|
9.82%
|
|
|
|
|
| Principal |
|
$ 2,367
|
|
|
|
|
| Amortized Cost |
|
2,367
|
|
|
|
|
| Fair Value |
[4] |
$ 2,364
|
|
|
|
|
| % of Net Assets |
[6] |
1.40%
|
|
|
|
|
| Investment, Identifier [Axis]: Sports Operating Holdings II, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
5.85%
|
|
|
| Interest rate |
|
|
|
10.21%
|
|
|
| Principal |
|
|
|
$ 2,933
|
|
|
| Amortized Cost |
|
|
|
2,886
|
|
|
| Fair Value |
[5] |
|
|
$ 2,932
|
|
|
| % of Net Assets |
[7] |
|
|
1.50%
|
|
|
| Investment, Identifier [Axis]: StarCompliance MidCo, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20],[24] |
6.10%
|
[1],[21] |
|
| Interest rate |
|
9.52%
|
[24] |
10.42%
|
[1] |
|
| Principal |
|
$ 323
|
[24] |
$ 323
|
[1] |
|
| Amortized Cost |
|
126
|
[24] |
223
|
[1] |
|
| Fair Value |
|
$ 126
|
[4],[24] |
$ 223
|
[1],[5] |
|
| % of Net Assets |
|
0.10%
|
[6],[24] |
0.10%
|
[1],[7] |
|
| Investment, Identifier [Axis]: StarCompliance MidCo, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.10%
|
[21] |
|
| Interest rate |
|
9.52%
|
|
10.42%
|
|
|
| Principal |
|
$ 2,000
|
|
$ 2,000
|
|
|
| Amortized Cost |
|
1,991
|
|
1,984
|
|
|
| Fair Value |
|
$ 2,000
|
[4] |
$ 2,008
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.00%
|
[7] |
|
| Investment, Identifier [Axis]: StarCompliance MidCo, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.10%
|
[21] |
|
| Interest rate |
|
9.52%
|
|
10.43%
|
|
|
| Principal |
|
$ 335
|
|
$ 336
|
|
|
| Amortized Cost |
|
334
|
|
332
|
|
|
| Fair Value |
|
$ 335
|
[4] |
$ 337
|
[5] |
|
| % of Net Assets |
|
0.20%
|
[6] |
0.20%
|
[7] |
|
| Investment, Identifier [Axis]: StarCompliance MidCo, LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.10%
|
[21] |
|
| Interest rate |
|
9.52%
|
|
10.42%
|
|
|
| Principal |
|
$ 256
|
|
$ 256
|
|
|
| Amortized Cost |
|
254
|
|
252
|
|
|
| Fair Value |
|
$ 256
|
[4] |
$ 257
|
[5] |
|
| % of Net Assets |
|
0.20%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: StarCompliance MidCo, LLC 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.85%
|
[20] |
6.10%
|
[21] |
|
| Interest rate |
|
9.52%
|
|
10.43%
|
|
|
| Principal |
|
$ 201
|
|
$ 201
|
|
|
| Amortized Cost |
|
199
|
|
198
|
|
|
| Fair Value |
|
$ 201
|
[4] |
$ 202
|
[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: TCFIII OWL Buyer LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.61%
|
[20] |
5.61%
|
[21] |
|
| Interest rate |
|
9.34%
|
|
9.96%
|
|
|
| Principal |
|
$ 1,958
|
|
$ 1,978
|
|
|
| Amortized Cost |
|
1,955
|
|
1,967
|
|
|
| Fair Value |
|
$ 1,958
|
[4] |
$ 1,978
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.00%
|
[7] |
|
| Investment, Identifier [Axis]: TCFIII OWL Buyer LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.61%
|
[20] |
5.61%
|
[21] |
|
| Interest rate |
|
9.34%
|
|
9.96%
|
|
|
| Principal |
|
$ 2,391
|
|
$ 2,416
|
|
|
| Amortized Cost |
|
2,391
|
|
2,416
|
|
|
| Fair Value |
|
$ 2,391
|
[4] |
$ 2,416
|
[5] |
|
| % of Net Assets |
|
1.50%
|
[6] |
1.30%
|
[7] |
|
| Investment, Identifier [Axis]: TCFIII OWL Buyer LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
5.61%
|
[20] |
5.61%
|
[21] |
|
| Interest rate |
|
9.34%
|
|
9.96%
|
|
|
| Principal |
|
$ 2,146
|
|
$ 2,168
|
|
|
| Amortized Cost |
|
2,142
|
|
2,154
|
|
|
| Fair Value |
|
$ 2,146
|
[4] |
$ 2,168
|
[5] |
|
| % of Net Assets |
|
1.30%
|
[6] |
1.10%
|
[7] |
|
| Investment, Identifier [Axis]: TJ Management HoldCo LLC (16 shares of common stock) | Equity Investments | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Number of shares held (in shares) |
[28] |
16
|
|
|
|
|
| Investment, Identifier [Axis]: TJ Management HoldCo LLC (16 shares of common stock) | Equity Investments, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[29] |
|
|
$ 1,631
|
|
|
| Fair Value |
[5],[29] |
|
|
$ 3,076
|
|
|
| % of Net Assets |
[7],[29] |
|
|
1.60%
|
|
|
| Number of shares held (in shares) |
[29] |
|
|
16
|
|
|
| Investment, Identifier [Axis]: TJ Management HoldCo LLC (Revolver) | Senior Secured Loans | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate |
[24] |
9.55%
|
|
|
|
|
| Principal |
[24] |
$ 636
|
|
|
|
|
| Amortized Cost |
[24] |
0
|
|
|
|
|
| Fair Value |
[4],[24] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[24] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: TJ Management HoldCo LLC (Revolver) | Senior Secured Loans, Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
5.61%
|
|
|
| Interest rate |
[1] |
|
|
10.20%
|
|
|
| Principal |
[1] |
|
|
$ 1,114
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: TJ Management HoldCo LLC, Equity Investments, Common stock | Affiliated |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[28] |
$ 1,631
|
|
|
|
|
| Fair Value |
[4],[28] |
$ 2,875
|
|
|
|
|
| % of Net Assets |
[6],[28] |
1.70%
|
|
|
|
|
| Investment, Identifier [Axis]: TJ Management HoldCo, LLC (Revolver) |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 0
|
|
0
|
| Investment, Identifier [Axis]: TJ Management HoldCo, LLC, Common stock |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Fair Value |
|
$ 2,875
|
|
$ 3,076
|
|
$ 3,229
|
| Number of shares held (in shares) |
|
16
|
|
16
|
|
|
| Investment, Identifier [Axis]: The Kyjen Company, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.75%
|
[20],[24],[25] |
7.50%
|
[21] |
|
| Interest rate paid in kind |
|
1.00%
|
[24],[25] |
0.75%
|
|
|
| Interest rate paid in cash |
|
10.61%
|
[24],[25] |
11.15%
|
|
|
| Principal |
|
$ 105
|
[24],[25] |
$ 89
|
|
|
| Amortized Cost |
|
0
|
[24],[25] |
89
|
|
|
| Fair Value |
|
$ 0
|
[4],[24],[25] |
$ 89
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24],[25] |
0.00%
|
[7] |
|
| Investment, Identifier [Axis]: The Kyjen Company, LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.75%
|
[20],[25] |
7.50%
|
[21] |
|
| Interest rate paid in kind |
|
1.00%
|
[25] |
0.75%
|
|
|
| Interest rate paid in cash |
|
10.61%
|
[25] |
11.15%
|
|
|
| Principal |
|
$ 990
|
[25] |
$ 987
|
|
|
| Amortized Cost |
|
976
|
[25] |
983
|
|
|
| Fair Value |
|
$ 718
|
[4],[25] |
$ 968
|
[5] |
|
| % of Net Assets |
|
0.40%
|
[6],[25] |
0.50%
|
[7] |
|
| Investment, Identifier [Axis]: The Kyjen Company, LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.50%
|
[20],[25] |
7.25%
|
[21] |
|
| Interest rate paid in kind |
|
1.00%
|
[25] |
0.75%
|
|
|
| Interest rate paid in cash |
|
10.61%
|
[25] |
10.88%
|
|
|
| Principal |
|
$ 2
|
[25] |
$ 1
|
|
|
| Amortized Cost |
|
2
|
[25] |
1
|
|
|
| Fair Value |
|
$ 1
|
[4],[25] |
$ 1
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[25] |
0.00%
|
[7] |
|
| Investment, Identifier [Axis]: Thrasio, LLC (1,081,253 units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
1,081,253
|
|
1,081,253
|
|
|
| Investment, Identifier [Axis]: Thrasio, LLC (15,882 shares of common stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,616
|
|
$ 1,616
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 437
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.20%
|
[7] |
|
| Number of shares held (in shares) |
|
15,882
|
|
15,882
|
|
|
| Investment, Identifier [Axis]: Thrasio, LLC Consumer | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[25] |
10.11%
|
|
|
|
|
| Interest rate paid in kind |
[25] |
13.84%
|
|
|
|
|
| Principal |
[25] |
$ 881
|
|
|
|
|
| Amortized Cost |
[25] |
881
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 739
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.40%
|
|
|
|
|
| Investment, Identifier [Axis]: Thrasio, LLC | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[27] |
|
|
10.26%
|
|
|
| Interest rate paid in kind |
[27] |
|
|
14.89%
|
|
|
| Principal |
[27] |
|
|
$ 881
|
|
|
| Amortized Cost |
[27] |
|
|
881
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 699
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.40%
|
|
|
| Investment, Identifier [Axis]: Thrasio, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
10.11%
|
[20],[25] |
10.26%
|
[21],[27] |
|
| Interest rate paid in kind |
|
13.84%
|
[25] |
14.89%
|
[27] |
|
| Principal |
|
$ 287
|
[25] |
$ 287
|
[27] |
|
| Amortized Cost |
|
287
|
[25] |
287
|
[27] |
|
| Fair Value |
|
$ 287
|
[4],[25] |
$ 273
|
[5],[27] |
|
| % of Net Assets |
|
0.20%
|
[6],[25] |
0.10%
|
[7],[27] |
|
| 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],[5],[22] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. (Delayed Draw) 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
6.90%
|
|
|
| Interest rate |
[1],[22] |
|
|
11.46%
|
|
|
| Principal |
[1],[22] |
|
|
$ 376
|
|
|
| Amortized Cost |
[1],[22] |
|
|
245
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 243
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
6.90%
|
|
|
| Interest rate |
[1] |
|
|
11.46%
|
|
|
| Principal |
[1] |
|
|
$ 429
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. (Revolver)| Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24] |
6.40%
|
|
|
|
|
| Interest rate |
[24] |
10.25%
|
|
|
|
|
| Principal |
[24] |
$ 429
|
|
|
|
|
| Amortized Cost |
[24] |
0
|
|
|
|
|
| Fair Value |
[4],[24] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[24] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.90%
|
|
|
| Interest rate |
|
|
|
11.47%
|
|
|
| Principal |
|
|
|
$ 3,000
|
|
|
| Amortized Cost |
|
|
|
2,964
|
|
|
| Fair Value |
[5] |
|
|
$ 2,977
|
|
|
| % of Net Assets |
[7] |
|
|
1.60%
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.40%
|
|
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Principal |
|
$ 911
|
|
|
|
|
| Amortized Cost |
|
899
|
|
|
|
|
| Fair Value |
[4] |
$ 911
|
|
|
|
|
| % of Net Assets |
[6] |
0.60%
|
|
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.40%
|
[20] |
7.00%
|
[21] |
|
| Interest rate paid in kind |
|
|
|
3.38%
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Interest rate paid in cash |
|
|
|
8.02%
|
|
|
| Principal |
|
$ 3,001
|
|
$ 171
|
|
|
| Amortized Cost |
|
2,975
|
|
169
|
|
|
| Fair Value |
|
$ 3,001
|
[4] |
$ 170
|
[5] |
|
| % of Net Assets |
|
1.80%
|
[6] |
0.10%
|
[7] |
|
| Investment, Identifier [Axis]: TigerConnect, Inc. 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.40%
|
|
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Principal |
|
$ 171
|
|
|
|
|
| Amortized Cost |
|
170
|
|
|
|
|
| Fair Value |
[4] |
$ 171
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. 4 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.40%
|
|
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Principal |
|
$ 16
|
|
|
|
|
| Amortized Cost |
|
16
|
|
|
|
|
| Fair Value |
[4] |
$ 16
|
|
|
|
|
| % of Net Assets |
[6] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: TigerConnect, Inc. 5 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.40%
|
|
|
|
|
| Interest rate |
|
10.25%
|
|
|
|
|
| Principal |
|
$ 376
|
|
|
|
|
| Amortized Cost |
|
376
|
|
|
|
|
| Fair Value |
[4] |
$ 376
|
|
|
|
|
| % of Net Assets |
[6] |
0.20%
|
|
|
|
|
| Investment, Identifier [Axis]: Tiugo Group Holdings Corp (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24],[26] |
5.50%
|
|
|
|
|
| Interest rate |
[24],[26] |
9.49%
|
|
|
|
|
| Principal |
[24],[26] |
$ 1,540
|
|
|
|
|
| Amortized Cost |
[24],[26] |
0
|
|
|
|
|
| Fair Value |
[4],[24],[26] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[24],[26] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Tiugo Group Holdings Corp (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24] |
5.50%
|
|
|
|
|
| Interest rate |
[24] |
9.49%
|
|
|
|
|
| Principal |
[24] |
$ 770
|
|
|
|
|
| Amortized Cost |
[24] |
0
|
|
|
|
|
| Fair Value |
[4],[24] |
$ 0
|
|
|
|
|
| % of Net Assets |
[6],[24] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Tiugo Group Holdings Corp | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
5.50%
|
|
|
|
|
| Interest rate |
|
9.49%
|
|
|
|
|
| Principal |
|
$ 7,700
|
|
|
|
|
| Amortized Cost |
|
7,593
|
|
|
|
|
| Fair Value |
[4] |
$ 7,739
|
|
|
|
|
| % of Net Assets |
[6] |
4.60%
|
|
|
|
|
| Investment, Identifier [Axis]: Trident Maritime Systems, Inc | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
7.85%
|
|
|
|
|
| Interest rate paid in kind |
|
6.75%
|
|
|
|
|
| Interest rate paid in cash |
|
4.77%
|
|
|
|
|
| Principal |
|
$ 1,527
|
|
|
|
|
| Amortized Cost |
|
1,472
|
|
|
|
|
| Fair Value |
[4] |
$ 1,485
|
|
|
|
|
| % of Net Assets |
[6] |
0.90%
|
|
|
|
|
| Investment, Identifier [Axis]: Trident Maritime Systems, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
7.85%
|
|
|
|
|
| Interest rate paid in kind |
|
7.85%
|
|
|
|
|
| Interest rate paid in cash |
|
3.70%
|
|
|
|
|
| Principal |
|
$ 165
|
|
|
|
|
| Amortized Cost |
|
159
|
|
|
|
|
| Fair Value |
[4] |
$ 161
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Investment, Identifier [Axis]: V10 Entertainment, Inc. (392,157 shares of common units) Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 203
|
|
|
|
|
| Fair Value |
[4] |
$ 116
|
|
|
|
|
| % of Net Assets |
[6] |
0.10%
|
|
|
|
|
| Number of shares held (in shares) |
|
392,157
|
|
|
|
|
| Investment, Identifier [Axis]: V10 Entertainment, Inc. (392,157 shares of common units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
[39] |
|
|
$ 203
|
|
|
| Fair Value |
[5],[39] |
|
|
$ 152
|
|
|
| % of Net Assets |
[7],[39] |
|
|
0.10%
|
|
|
| Number of shares held (in shares) |
[39] |
|
|
392,157
|
|
|
| Investment, Identifier [Axis]: V10 Entertainment, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.10%
|
[20],[24] |
7.10%
|
[1],[21] |
|
| Interest rate |
|
10.97%
|
[24] |
11.65%
|
[1] |
|
| Principal |
|
$ 458
|
[24] |
$ 458
|
[1] |
|
| Amortized Cost |
|
73
|
[24] |
73
|
[1] |
|
| Fair Value |
|
$ 73
|
[4],[24] |
$ 73
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: V10 Entertainment, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.10%
|
[20] |
7.10%
|
[21] |
|
| Interest rate |
|
11.09%
|
|
11.69%
|
|
|
| Principal |
|
$ 3,210
|
|
$ 3,243
|
|
|
| Amortized Cost |
|
3,164
|
|
3,177
|
|
|
| Fair Value |
|
$ 3,210
|
[4] |
$ 3,276
|
[5] |
|
| % of Net Assets |
|
1.90%
|
[6] |
1.70%
|
[7] |
|
| Investment, Identifier [Axis]: Valudor Products LLC (501,014 Class A-1 units) MV Receivables II, LLC (warrant to purchase up to 0.8% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
10.00%
|
[28] |
10.00%
|
[29] |
|
| Amortized Cost |
|
$ 501
|
[28] |
$ 501
|
[29] |
|
| Fair Value |
|
$ 0
|
[4],[28] |
$ 0
|
[5],[29] |
|
| % of Net Assets |
|
0.00%
|
[6],[28] |
0.00%
|
[7],[29] |
|
| Number of shares held (in shares) |
|
501,014
|
[28] |
501,014
|
[29] |
|
| Investment, Identifier [Axis]: Valudor Products LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
9.50%
|
[20],[24] |
7.61%
|
[1],[21] |
|
| Interest rate |
|
13.22%
|
[24] |
11.96%
|
[1] |
|
| Principal |
|
$ 548
|
[24] |
$ 548
|
[1] |
|
| Amortized Cost |
|
383
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 360
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.20%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: Valudor Products LLC 1 | Senior Secured Loans |
|
|
|
|
|
|
| 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 |
|
9.84%
|
|
10.46%
|
|
|
| Principal |
|
$ 2,113
|
|
$ 2,081
|
|
|
| Amortized Cost |
|
2,107
|
|
2,071
|
|
|
| Fair Value |
|
$ 2,012
|
[4] |
$ 2,252
|
[5] |
|
| % of Net Assets |
|
1.20%
|
[6] |
1.20%
|
[7] |
|
| Investment, Identifier [Axis]: Valudor Products LLC 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[40] |
|
|
7.50%
|
|
|
| Interest rate paid in kind |
|
11.34%
|
[41] |
11.96%
|
[40] |
|
| Principal |
|
$ 379
|
[41] |
$ 336
|
[40] |
|
| Amortized Cost |
|
379
|
[41] |
336
|
[40] |
|
| Fair Value |
|
$ 348
|
[4],[41] |
$ 314
|
[5],[40] |
|
| % of Net Assets |
|
0.20%
|
[6],[41] |
0.10%
|
[7],[40] |
|
| Investment, Identifier [Axis]: Valudor Products LLC 3 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
7.61%
|
[20] |
7.61%
|
[21] |
|
| Interest rate |
|
11.34%
|
|
11.96%
|
|
|
| Principal |
|
$ 884
|
|
$ 884
|
|
|
| Amortized Cost |
|
878
|
|
876
|
|
|
| Fair Value |
|
$ 1,139
|
[4] |
$ 2,298
|
[5] |
|
| % of Net Assets |
|
0.70%
|
[6] |
1.20%
|
[7] |
|
| Investment, Identifier [Axis]: Vero Biotech Inc. (warrant to purchase up to 0.2% of the equity) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 9
|
[4] |
$ 15
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Investment, Identifier [Axis]: Vero Biotech Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
3.75%
|
[20] |
3.75%
|
[21] |
|
| Interest rate |
|
12.25%
|
|
12.25%
|
|
|
| Principal |
|
$ 2,500
|
|
$ 2,500
|
|
|
| Amortized Cost |
|
2,483
|
|
2,479
|
|
|
| Fair Value |
|
$ 2,467
|
[4] |
$ 2,456
|
[5] |
|
| % of Net Assets |
|
1.50%
|
[6] |
1.30%
|
[7] |
|
| Investment, Identifier [Axis]: Vhagar Purchaser, LLC (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21],[22] |
|
|
6.00%
|
|
|
| Interest rate |
[1],[22] |
|
|
10.59%
|
|
|
| Principal |
[1],[22] |
|
|
$ 667
|
|
|
| Amortized Cost |
[1],[22] |
|
|
150
|
|
|
| Fair Value |
[1],[5],[22] |
|
|
$ 151
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Vhagar Purchaser, LLC (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[1],[21] |
|
|
6.00%
|
|
|
| Interest rate |
[1] |
|
|
10.59%
|
|
|
| Principal |
[1] |
|
|
$ 333
|
|
|
| Amortized Cost |
[1] |
|
|
0
|
|
|
| Fair Value |
[1],[5] |
|
|
$ 0
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.00%
|
|
|
| Investment, Identifier [Axis]: Vhagar Purchaser, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.00%
|
|
|
| Interest rate |
|
|
|
10.59%
|
|
|
| Principal |
|
|
|
$ 3,000
|
|
|
| Amortized Cost |
|
|
|
2,929
|
|
|
| Fair Value |
[5] |
|
|
$ 3,023
|
|
|
| % of Net Assets |
[7] |
|
|
1.60%
|
|
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC (fka Vice Group Holding Inc.) (1,480,000 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 1,480
|
|
$ 1,480
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
1,480,000
|
|
1,480,000
|
|
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 1 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 637
|
[23],[25] |
$ 637
|
[27],[32] |
|
| Amortized Cost |
|
637
|
[23],[25] |
637
|
[27],[32] |
|
| Fair Value |
|
$ 0
|
[4],[23],[25] |
$ 0
|
[5],[27],[32] |
|
| % of Net Assets |
|
0.00%
|
[6],[23],[25] |
0.00%
|
[7],[27],[32] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 2 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 122
|
[23],[25] |
$ 122
|
[27],[32] |
|
| Amortized Cost |
|
122
|
[23],[25] |
122
|
[27],[32] |
|
| Fair Value |
|
$ 0
|
[4],[23],[25] |
$ 0
|
[5],[27],[32] |
|
| % of Net Assets |
|
0.00%
|
[6],[23],[25] |
0.00%
|
[7],[27],[32] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 3 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 200
|
[23],[25] |
$ 200
|
[27],[32] |
|
| Amortized Cost |
|
200
|
[23],[25] |
200
|
[27],[32] |
|
| Fair Value |
|
$ 0
|
[4],[23],[25] |
$ 0
|
[5],[27],[32] |
|
| % of Net Assets |
|
0.00%
|
[6],[23],[25] |
0.00%
|
[7],[27],[32] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 4 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Principal |
|
$ 76
|
[23],[25] |
$ 76
|
[27],[32] |
|
| Amortized Cost |
|
76
|
[23],[25] |
76
|
[27],[32] |
|
| Fair Value |
|
$ 0
|
[4],[23],[25] |
$ 0
|
[5],[27],[32] |
|
| % of Net Assets |
|
0.00%
|
[6],[23],[25] |
0.00%
|
[7],[27],[32] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 5 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
8.26%
|
[20],[25] |
8.26%
|
[21],[27] |
|
| Interest rate paid in kind |
|
12.10%
|
[25] |
12.85%
|
[27] |
|
| Principal |
|
$ 528
|
[25] |
$ 528
|
[27] |
|
| Amortized Cost |
|
528
|
[25] |
528
|
[27] |
|
| Fair Value |
|
$ 0
|
[4],[25] |
$ 0
|
[5],[27] |
|
| % of Net Assets |
|
0.00%
|
[6],[25] |
0.00%
|
[7],[27] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 6 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
8.26%
|
[20],[25] |
8.26%
|
[21],[27] |
|
| Interest rate paid in kind |
|
12.10%
|
[25] |
12.85%
|
[27] |
|
| Principal |
|
$ 671
|
[25] |
$ 671
|
[27] |
|
| Amortized Cost |
|
671
|
[25] |
671
|
[27] |
|
| Fair Value |
|
$ 50
|
[4],[25] |
$ 328
|
[5],[27] |
|
| % of Net Assets |
|
0.00%
|
[6],[25] |
0.20%
|
[7],[27] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 7 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[25] |
8.26%
|
|
|
|
|
| Interest rate paid in kind |
[25] |
12.10%
|
|
|
|
|
| Principal |
[25] |
$ 203
|
|
|
|
|
| Amortized Cost |
[25] |
203
|
|
|
|
|
| Fair Value |
[4],[25] |
$ 15
|
|
|
|
|
| % of Net Assets |
[6],[25] |
0.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 7 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21],[27] |
|
|
8.26%
|
|
|
| Interest rate paid in kind |
[27] |
|
|
12.85%
|
|
|
| Principal |
[27] |
|
|
$ 203
|
|
|
| Amortized Cost |
[27] |
|
|
203
|
|
|
| Fair Value |
[5],[27] |
|
|
$ 99
|
|
|
| % of Net Assets |
[7],[27] |
|
|
0.10%
|
|
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC 8 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
8.26%
|
[20],[25] |
8.26%
|
[21],[27] |
|
| Interest rate paid in kind |
|
12.10%
|
[25] |
12.85%
|
[27] |
|
| Principal |
|
$ 353
|
[25] |
$ 353
|
[27] |
|
| Amortized Cost |
|
353
|
[25] |
353
|
[27] |
|
| Fair Value |
|
$ 26
|
[4],[25] |
$ 173
|
[5],[27] |
|
| % of Net Assets |
|
0.00%
|
[6],[25] |
0.10%
|
[7],[27] |
|
| Investment, Identifier [Axis]: Vice Acquisition Holdco, LLC | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
8.26%
|
[20],[25] |
8.26%
|
[21],[27] |
|
| Interest rate paid in kind |
|
12.14%
|
[25] |
12.79%
|
[27] |
|
| Principal |
|
$ 328
|
[25] |
$ 304
|
[27] |
|
| Amortized Cost |
|
328
|
[25] |
304
|
[27] |
|
| Fair Value |
|
$ 606
|
[4],[25] |
$ 556
|
[5],[27] |
|
| % of Net Assets |
|
0.40%
|
[6],[25] |
0.30%
|
[7],[27] |
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. 2| Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.85%
|
|
|
|
|
| Interest rate paid in kind |
|
10.75%
|
|
|
|
|
| Principal |
|
$ 6,123
|
|
|
|
|
| Amortized Cost |
|
6,077
|
|
|
|
|
| Fair Value |
[4] |
$ 3,337
|
|
|
|
|
| % of Net Assets |
[6] |
2.00%
|
|
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (111,208 Series A preferred stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
111,208
|
|
111,208
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (24,875 Series B preferred stock) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
|
| Fair Value |
|
$ 0
|
[4] |
$ 0
|
[5] |
|
| % of Net Assets |
|
0.00%
|
[6] |
0.00%
|
[7] |
|
| Number of shares held (in shares) |
|
24,875
|
|
24,875
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Delayed Draw) | Senior Secured Loans |
|
|
|
|
|
|
| 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],[5],[22] |
|
|
$ 424
|
|
|
| % of Net Assets |
[1],[7],[22] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Revolver) 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20],[24] |
6.85%
|
|
|
|
|
| Interest rate paid in kind |
[24] |
10.75%
|
|
|
|
|
| Principal |
[24] |
$ 889
|
|
|
|
|
| Amortized Cost |
[24] |
747
|
|
|
|
|
| Fair Value |
[4],[24] |
$ 747
|
|
|
|
|
| % of Net Assets |
[6],[24] |
0.40%
|
|
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| 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],[5] |
|
|
$ 330
|
|
|
| % of Net Assets |
[1],[7] |
|
|
0.20%
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[20] |
6.85%
|
|
|
|
|
| Interest rate paid in kind |
|
10.75%
|
|
|
|
|
| Principal |
|
$ 685
|
|
|
|
|
| Amortized Cost |
|
685
|
|
|
|
|
| Fair Value |
[4] |
$ 685
|
|
|
|
|
| % of Net Assets |
[6] |
0.40%
|
|
|
|
|
| Investment, Identifier [Axis]: Whistler Parent Holdings III, Inc. | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
[21] |
|
|
6.85%
|
|
|
| Interest rate paid in kind |
|
|
|
5.75%
|
|
|
| Interest rate paid in cash |
|
|
|
5.44%
|
|
|
| Principal |
|
|
|
$ 5,651
|
|
|
| Amortized Cost |
|
|
|
5,589
|
|
|
| Fair Value |
[5] |
|
|
$ 4,880
|
|
|
| % of Net Assets |
[7] |
|
|
2.50%
|
|
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC (2,141 preferred units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Amortized Cost |
|
$ 2
|
[19],[28] |
$ 2
|
[29],[31] |
|
| Fair Value |
|
$ 4,596
|
[4],[19],[28] |
$ 3,721
|
[5],[29],[31] |
|
| % of Net Assets |
|
2.80%
|
[6],[19],[28] |
1.90%
|
[7],[29],[31] |
|
| Number of shares held (in shares) |
|
2,141
|
[19],[28] |
2,141
|
[29],[31] |
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 1 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
13.25%
|
[19] |
4.00%
|
[31] |
|
| Interest rate paid in cash |
[31] |
|
|
8.00%
|
|
|
| Principal |
|
$ 8,206
|
[19] |
$ 7,188
|
[31] |
|
| Amortized Cost |
|
8,206
|
[19] |
7,188
|
[31] |
|
| Fair Value |
|
$ 8,206
|
[4],[19] |
$ 7,180
|
[5],[31] |
|
| % of Net Assets |
|
4.90%
|
[6],[19] |
3.70%
|
[7],[31] |
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 2 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
13.25%
|
[19] |
4.00%
|
[31] |
|
| Interest rate paid in cash |
[31] |
|
|
8.00%
|
|
|
| Principal |
|
$ 1,420
|
[19] |
$ 1,243
|
[31] |
|
| Amortized Cost |
|
1,419
|
[19] |
1,243
|
[31] |
|
| Fair Value |
|
$ 1,419
|
[4],[19] |
$ 1,242
|
[5],[31] |
|
| % of Net Assets |
|
0.90%
|
[6],[19] |
0.60%
|
[7],[31] |
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 3 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
13.25%
|
[19] |
4.00%
|
[31] |
|
| Interest rate paid in cash |
[31] |
|
|
8.00%
|
|
|
| Principal |
|
$ 2,547
|
[19] |
$ 2,231
|
[31] |
|
| Amortized Cost |
|
2,547
|
[19] |
2,231
|
[31] |
|
| Fair Value |
|
$ 2,547
|
[4],[19] |
$ 2,229
|
[5],[31] |
|
| % of Net Assets |
|
1.50%
|
[6],[19] |
1.20%
|
[7],[31] |
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 4 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
13.25%
|
[19] |
4.00%
|
[31] |
|
| Interest rate paid in cash |
[31] |
|
|
8.00%
|
|
|
| Principal |
|
$ 372
|
[19] |
$ 326
|
[31] |
|
| Amortized Cost |
|
372
|
[19] |
326
|
[31] |
|
| Fair Value |
|
$ 372
|
[4],[19] |
$ 325
|
[5],[31] |
|
| % of Net Assets |
|
0.20%
|
[6],[19] |
0.20%
|
[7],[31] |
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 5 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
13.25%
|
[19] |
4.00%
|
[31] |
|
| Interest rate paid in cash |
[31] |
|
|
8.00%
|
|
|
| Principal |
|
$ 1,746
|
[19] |
$ 1,529
|
[31] |
|
| Amortized Cost |
|
1,746
|
[19] |
1,529
|
[31] |
|
| Fair Value |
|
$ 1,746
|
[4],[19] |
$ 1,528
|
[5],[31] |
|
| % of Net Assets |
|
1.00%
|
[6],[19] |
0.80%
|
[7],[31] |
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 6 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[19] |
13.25%
|
|
|
|
|
| Principal |
[19] |
$ 1,265
|
|
|
|
|
| Amortized Cost |
[19] |
1,265
|
|
|
|
|
| Fair Value |
[4],[19] |
$ 1,265
|
|
|
|
|
| % of Net Assets |
[6],[19] |
0.80%
|
|
|
|
|
| Investment, Identifier [Axis]: Witkoff/Monroe 700 JV LLC 7 | Junior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
[19] |
13.25%
|
|
|
|
|
| Principal |
[19] |
$ 664
|
|
|
|
|
| Amortized Cost |
[19] |
664
|
|
|
|
|
| Fair Value |
[4],[19] |
$ 664
|
|
|
|
|
| % of Net Assets |
[6],[19] |
0.40%
|
|
|
|
|
| Investment, Identifier [Axis]: XanEdu Publishing, Inc. (49,479 Class A units) | Equity Investments |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Interest rate paid in kind |
|
8.00%
|
|
8.00%
|
|
|
| Amortized Cost |
|
$ 49
|
|
$ 49
|
|
|
| Fair Value |
|
$ 97
|
[4] |
$ 211
|
[5] |
|
| % of Net Assets |
|
0.10%
|
[6] |
0.10%
|
[7] |
|
| Number of shares held (in shares) |
|
49,479
|
|
49,479
|
|
|
| Investment, Identifier [Axis]: XanEdu Publishing, Inc. (Revolver) | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.00%
|
[20],[24] |
5.50%
|
[1],[21] |
|
| Interest rate |
|
9.72%
|
[24] |
9.84%
|
[1] |
|
| Principal |
|
$ 742
|
[24] |
$ 742
|
[1] |
|
| Amortized Cost |
|
0
|
[24] |
0
|
[1] |
|
| Fair Value |
|
$ 0
|
[4],[24] |
$ 0
|
[1],[5] |
|
| % of Net Assets |
|
0.00%
|
[6],[24] |
0.00%
|
[1],[7] |
|
| Investment, Identifier [Axis]: XanEdu Publishing, Inc. 1 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.00%
|
[20] |
5.50%
|
[21] |
|
| Interest rate |
|
9.72%
|
|
9.84%
|
|
|
| Principal |
|
$ 4,208
|
|
$ 4,246
|
|
|
| Amortized Cost |
|
4,208
|
|
4,245
|
|
|
| Fair Value |
|
$ 4,197
|
[4] |
$ 4,253
|
[5] |
|
| % of Net Assets |
|
2.50%
|
[6] |
2.20%
|
[7] |
|
| Investment, Identifier [Axis]: XanEdu Publishing, Inc. 2 | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.00%
|
[20] |
5.50%
|
[21] |
|
| Interest rate |
|
9.72%
|
|
9.84%
|
|
|
| Principal |
|
$ 1,672
|
|
$ 1,688
|
|
|
| Amortized Cost |
|
1,672
|
|
1,686
|
|
|
| Fair Value |
|
$ 1,668
|
[4] |
$ 1,690
|
[5] |
|
| % of Net Assets |
|
1.00%
|
[6] |
0.90%
|
[7] |
|
| Investment, Identifier [Axis]: iCIMS, Inc. | Senior Secured Loans |
|
|
|
|
|
|
| CONSOLIDATED SCHEDULE OF INVESTMENTS |
|
|
|
|
|
|
| Spread |
|
6.25%
|
[20] |
6.25%
|
[21] |
|
| Interest rate |
|
10.11%
|
|
10.88%
|
|
|
| Principal |
|
$ 2,500
|
|
$ 2,500
|
|
|
| Amortized Cost |
|
2,476
|
|
2,469
|
|
|
| Fair Value |
|
$ 2,444
|
[4] |
$ 2,500
|
[5] |
|
| % of Net Assets |
|
1.50%
|
[6] |
1.30%
|
[7] |
|
|
|