Level 2

Level 2 | 2019-1 Notes

Level 2 | March 2026 Notes

Level 2 | October 2026 Notes

Level 2 | March 2030 Notes

Level 2 | March 2031 Notes

Level 3

Level 3 | Sumitomo Credit Facility

First Lien Senior Secured Loans

First Lien Senior Secured Loans one | Discounted cash flows | Comparative Yields | Level 3

First Lien Senior Secured Loans one | Discounted cash flows | Comparative Yields | Minimum | Level 3

First Lien Senior Secured Loans one | Discounted cash flows | Comparative Yields | Maximum | Level 3

First Lien Senior Secured Loans one | Discounted cash flows | Comparative Yields | Weighted average | Level 3

First Lien Senior Secured Loans two | Comparable company multiple | EBITDA Multiple | Level 3

First Lien Senior Secured Loans two | Comparable company multiple | EBITDA Multiple | Minimum | Level 3

First Lien Senior Secured Loans two | Comparable company multiple | EBITDA Multiple | Maximum | Level 3

First Lien Senior Secured Loans two | Comparable company multiple | EBITDA Multiple | Weighted average | Level 3

First Lien Senior Secured Loans three | Comparable company multiple | Revenue Multiple | Level 3

First Lien Senior Secured Loans three | Comparable company multiple | Revenue Multiple | Minimum | Level 3

First Lien Senior Secured Loans three | Comparable company multiple | Revenue Multiple | Maximum | Level 3

First Lien Senior Secured Loans three | Comparable company multiple | Revenue Multiple | Weighted average | Level 3

First Lien Senior Secured Loans four | Collateral coverage | Recovery Rate | Level 3

First Lien Senior Secured Loans four | Collateral coverage | Recovery Rate | Weighted average | Level 3

Second Lien Senior Secured Loans

Second Lien Senior Secured Loans | Discounted cash flows | Comparative Yields | Level 3

Second Lien Senior Secured Loans | Discounted cash flows | Comparative Yields | Minimum | Level 3

Second Lien Senior Secured Loans | Discounted cash flows | Comparative Yields | Maximum | Level 3

Second Lien Senior Secured Loans | Discounted cash flows | Comparative Yields | Weighted average | Level 3

Subordinated Note Investment Vehicles

Subordinated Note Investment Vehicles | Collateral coverage | Comparative Yields | Weighted average | Level 3

Subordinated Note Investment Vehicles | Collateral coverage | Recovery Rate | Level 3

Subordinated Note Investment Vehicles | Collateral coverage | Recovery Rate | Minimum | Level 3

Subordinated Note Investment Vehicles | Collateral coverage | Recovery Rate | Maximum | Level 3

Subordinated Debt

Subordinated Debt | Discounted cash flows | Comparative Yields | Level 3

Subordinated Debt | Discounted cash flows | Comparative Yields | Minimum | Level 3

Subordinated Debt | Discounted cash flows | Comparative Yields | Maximum | Level 3

Subordinated Debt | Discounted cash flows | Comparative Yields | Weighted average | Level 3

Equity Interests

Equity Interest one | Discounted cash flows | Discount Rate | Level 3

Equity Interest one | Discounted cash flows | Discount Rate | Weighted average | Level 3

Equity Interest two | Comparable company multiple | EBITDA Multiple | Level 3

Equity Interest two | Comparable company multiple | EBITDA Multiple | Minimum | Level 3

Equity Interest two | Comparable company multiple | EBITDA Multiple | Maximum | Level 3

Equity Interest two | Comparable company multiple | EBITDA Multiple | Weighted average | Level 3

Equity Interest three | Comparable company multiple | Revenue Multiple | Level 3

Equity Interest three | Comparable company multiple | Revenue Multiple | Minimum | Level 3

Equity Interest three | Comparable company multiple | Revenue Multiple | Maximum | Level 3

Equity Interest three | Comparable company multiple | Revenue Multiple | Weighted average | Level 3

Equity Interest four | Comparable company multiple | Book Value Multiple | Level 3

Equity Interest four | Comparable company multiple | Book Value Multiple | Weighted average | Level 3

Preferred Equity

Preferred Equity One | Comparable company multiple | EBITDA Multiple | Level 3

Preferred Equity One | Comparable company multiple | EBITDA Multiple | Minimum | Level 3

Preferred Equity One | Comparable company multiple | EBITDA Multiple | Maximum | Level 3

Preferred Equity One | Comparable company multiple | EBITDA Multiple | Weighted average | Level 3

Preferred Equity Two | Comparable company multiple | Revenue Multiple | Level 3

Preferred Equity Two | Comparable company multiple | Revenue Multiple | Minimum | Level 3

Preferred Equity Two | Comparable company multiple | Revenue Multiple | Maximum | Level 3

Preferred Equity Two | Comparable company multiple | Revenue Multiple | Weighted average | Level 3

Preferred Equity Three | Comparable company multiple | Book Value Multiple | Level 3

Preferred Equity Three | Comparable company multiple | Book Value Multiple | Weighted average | Level 3

Preferred Equity Four | Discounted cash flows | Comparative Yields | Level 3

Preferred Equity Four | Discounted cash flows | Comparative Yields | Minimum | Level 3

Preferred Equity Four | Discounted cash flows | Comparative Yields | Maximum | Level 3

Preferred Equity Four | Discounted cash flows | Comparative Yields | Weighted average | Level 3

Preferred Equity Five | Discounted cash flows | Discount Rate | Level 3

Preferred Equity Five | Discounted cash flows | Discount Rate | Weighted average | Level 3

Warrants

Warrants | Discounted cash flows | Discount Rate | Level 3

Warrants | Discounted cash flows | Discount Rate | Weighted average | Level 3

Warrants | Comparable company multiple | Revenue Multiple | Level 3

Warrants | Comparable company multiple | Revenue Multiple | Weighted average | Level 3