Consolidated Schedule of Investments (unaudited) - USD ($) shares in Thousands, $ in Thousands |
Sep. 30, 2025 |
Sep. 30, 2024 |
| Amortized Cost |
|
$ 2,176,447
|
|
$ 1,291,512
|
|
| Percentage of Net Assets |
|
206.70%
|
|
201.60%
|
|
| Fair Value |
|
$ 2,209,174
|
[1] |
$ 1,311,001
|
[2] |
| Money market funds, at carrying value |
|
$ 46,041
|
[1] |
$ 20,893
|
[2] |
| Money market funds, percentage of net assets |
|
4.30%
|
|
3.20%
|
|
| Total investments and money market funds, amortized cost |
|
$ 2,222,488
|
|
$ 1,312,405
|
|
| Total investments and money market funds, percentage of net assets |
|
211.00%
|
|
204.80%
|
|
| Total investments and money market funds, fair value |
|
$ 2,255,215
|
[1] |
$ 1,331,894
|
[2] |
| Debt Investments |
|
|
|
|
|
| Principal |
|
2,179,985
|
[3] |
1,298,854
|
[4] |
| Amortized Cost |
|
$ 2,146,908
|
|
$ 1,276,971
|
|
| Percentage of Net Assets |
|
203.60%
|
|
199.00%
|
|
| Fair Value |
|
$ 2,174,044
|
[1] |
$ 1,294,931
|
[2] |
| Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 29,539
|
[5],[6] |
$ 14,541
|
[7],[8] |
| Percentage of Net Assets |
|
3.10%
|
[5],[6] |
2.60%
|
[7],[8] |
| Fair Value |
|
$ 35,130
|
[1],[5],[6] |
$ 16,070
|
[2],[7],[8] |
| Aerospace & Defense |
|
|
|
|
|
| Amortized Cost |
|
24,586
|
|
15,571
|
|
| Fair Value |
|
24,652
|
|
16,069
|
|
| Aerospace & Defense | Debt Investments |
|
|
|
|
|
| Principal |
|
24,536
|
[3] |
15,517
|
[4] |
| Amortized Cost |
|
$ 24,187
|
|
$ 15,172
|
|
| Percentage of Net Assets |
|
2.30%
|
|
2.40%
|
|
| Fair Value |
|
$ 24,364
|
[1] |
$ 15,738
|
[2] |
| Air Freight & Logistics |
|
|
|
|
|
| Amortized Cost |
|
22,726
|
|
0
|
|
| Fair Value |
|
23,033
|
|
0
|
|
| Air Freight & Logistics | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
22,342
|
|
|
|
| Amortized Cost |
|
$ 22,005
|
|
|
|
| Percentage of Net Assets |
|
2.10%
|
|
|
|
| Fair Value |
[1] |
$ 22,102
|
|
|
|
| Auto Components |
|
|
|
|
|
| Amortized Cost |
|
36,496
|
|
28,337
|
|
| Fair Value |
|
36,957
|
|
28,779
|
|
| Auto Components | Debt Investments |
|
|
|
|
|
| Principal |
|
36,811
|
[3] |
28,779
|
[4] |
| Amortized Cost |
|
$ 36,402
|
|
$ 28,337
|
|
| Percentage of Net Assets |
|
3.40%
|
|
4.40%
|
|
| Fair Value |
|
$ 36,873
|
[1] |
$ 28,779
|
[2] |
| Automobiles |
|
|
|
|
|
| Amortized Cost |
|
98,937
|
|
72,232
|
|
| Fair Value |
|
101,466
|
|
73,044
|
|
| Automobiles | Debt Investments |
|
|
|
|
|
| Principal |
|
94,660
|
[3] |
67,950
|
[4] |
| Amortized Cost |
|
$ 93,758
|
|
$ 67,053
|
|
| Percentage of Net Assets |
|
8.80%
|
|
10.40%
|
|
| Fair Value |
|
$ 94,660
|
[1] |
$ 67,589
|
[2] |
| Automobiles | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 5,179
|
|
$ 5,179
|
|
| Percentage of Net Assets |
|
0.60%
|
|
0.80%
|
|
| Fair Value |
|
$ 6,806
|
[1] |
$ 5,455
|
[2] |
| Banks |
|
|
|
|
|
| Amortized Cost |
|
9,356
|
|
4,562
|
|
| Fair Value |
|
9,456
|
|
4,650
|
|
| Banks | Debt Investments |
|
|
|
|
|
| Principal |
|
9,456
|
[3] |
4,650
|
[4] |
| Amortized Cost |
|
$ 9,356
|
|
$ 4,562
|
|
| Percentage of Net Assets |
|
0.90%
|
|
0.70%
|
|
| Fair Value |
|
$ 9,456
|
[1] |
$ 4,650
|
[2] |
| Beverages |
|
|
|
|
|
| Amortized Cost |
|
25,503
|
|
18,059
|
|
| Fair Value |
|
26,202
|
|
18,388
|
|
| Beverages | Debt Investments |
|
|
|
|
|
| Principal |
|
23,548
|
[3] |
18,388
|
[4] |
| Amortized Cost |
|
$ 23,339
|
|
$ 18,059
|
|
| Percentage of Net Assets |
|
2.20%
|
|
2.80%
|
|
| Fair Value |
|
$ 23,548
|
[1] |
$ 18,388
|
[2] |
| Building Products |
|
|
|
|
|
| Amortized Cost |
|
677
|
|
0
|
|
| Fair Value |
|
693
|
|
0
|
|
| Building Products | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
693
|
|
|
|
| Amortized Cost |
|
$ 677
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 693
|
|
|
|
| Capital Markets |
|
|
|
|
|
| Amortized Cost |
|
22,977
|
|
14,032
|
|
| Fair Value |
|
23,193
|
|
14,200
|
|
| Capital Markets | Debt Investments |
|
|
|
|
|
| Principal |
|
23,193
|
[3] |
14,200
|
[4] |
| Amortized Cost |
|
$ 22,977
|
|
$ 14,032
|
|
| Percentage of Net Assets |
|
2.20%
|
|
2.20%
|
|
| Fair Value |
|
$ 23,193
|
[1] |
$ 14,200
|
[2] |
| Chemicals |
|
|
|
|
|
| Amortized Cost |
|
6,453
|
|
921
|
|
| Fair Value |
|
6,475
|
|
921
|
|
| Chemicals | Debt Investments |
|
|
|
|
|
| Principal |
|
6,500
|
[3] |
938
|
[4] |
| Amortized Cost |
|
$ 6,453
|
|
$ 921
|
|
| Percentage of Net Assets |
|
0.60%
|
|
0.10%
|
|
| Fair Value |
|
$ 6,475
|
[1] |
$ 921
|
[2] |
| Commercial Services & Supplies |
|
|
|
|
|
| Amortized Cost |
|
95,995
|
|
86,126
|
|
| Fair Value |
|
96,815
|
|
87,416
|
|
| Commercial Services & Supplies | Debt Investments |
|
|
|
|
|
| Principal |
|
96,808
|
[3] |
87,259
|
[4] |
| Amortized Cost |
|
$ 95,885
|
|
$ 86,015
|
|
| Percentage of Net Assets |
|
9.00%
|
|
13.40%
|
|
| Fair Value |
|
$ 96,662
|
[1] |
$ 87,298
|
[2] |
| Construction & Engineering |
|
|
|
|
|
| Amortized Cost |
|
17,379
|
|
9,906
|
|
| Fair Value |
|
17,502
|
|
10,008
|
|
| Construction & Engineering | Debt Investments |
|
|
|
|
|
| Principal |
|
17,502
|
[3] |
10,008
|
[4] |
| Amortized Cost |
|
$ 17,379
|
|
$ 9,906
|
|
| Percentage of Net Assets |
|
1.60%
|
|
1.50%
|
|
| Fair Value |
|
$ 17,502
|
[1] |
$ 10,008
|
[2] |
| Containers & Packaging |
|
|
|
|
|
| Amortized Cost |
|
1,715
|
|
0
|
|
| Fair Value |
|
1,718
|
|
0
|
|
| Containers & Packaging | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
1,406
|
|
|
|
| Amortized Cost |
|
$ 1,403
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 1,406
|
|
|
|
| Diversified Consumer Services |
|
|
|
|
|
| Amortized Cost |
|
148,679
|
|
100,926
|
|
| Fair Value |
|
150,189
|
|
102,710
|
|
| Diversified Consumer Services | Debt Investments |
|
|
|
|
|
| Principal |
|
148,940
|
[3] |
101,322
|
[4] |
| Amortized Cost |
|
$ 147,098
|
|
$ 99,471
|
|
| Percentage of Net Assets |
|
13.80%
|
|
15.50%
|
|
| Fair Value |
|
$ 147,882
|
[1] |
$ 100,896
|
[2] |
| Diversified Consumer Services | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 1,581
|
|
$ 1,455
|
|
| Percentage of Net Assets |
|
0.20%
|
|
0.30%
|
|
| Fair Value |
|
$ 2,307
|
[1] |
$ 1,814
|
[2] |
| Diversified Financial Services |
|
|
|
|
|
| Amortized Cost |
|
62,615
|
|
22,989
|
|
| Fair Value |
|
63,719
|
|
23,412
|
|
| Diversified Financial Services | Debt Investments |
|
|
|
|
|
| Principal |
|
63,876
|
[3] |
23,395
|
[4] |
| Amortized Cost |
|
$ 62,615
|
|
$ 22,989
|
|
| Percentage of Net Assets |
|
6.00%
|
|
3.70%
|
|
| Fair Value |
|
$ 63,719
|
[1] |
$ 23,412
|
[2] |
| Electric Utilities |
|
|
|
|
|
| Amortized Cost |
|
1,903
|
|
0
|
|
| Fair Value |
|
1,997
|
|
0
|
|
| Electric Utilities | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
1,913
|
|
|
|
| Amortized Cost |
|
$ 1,877
|
|
|
|
| Percentage of Net Assets |
|
0.20%
|
|
|
|
| Fair Value |
[1] |
$ 1,874
|
|
|
|
| Electrical Equipment |
|
|
|
|
|
| Amortized Cost |
|
7,028
|
|
691
|
|
| Fair Value |
|
7,157
|
|
706
|
|
| Electrical Equipment | Debt Investments |
|
|
|
|
|
| Principal |
|
6,976
|
[3] |
706
|
[4] |
| Amortized Cost |
|
$ 6,893
|
|
$ 691
|
|
| Percentage of Net Assets |
|
0.70%
|
|
0.10%
|
|
| Fair Value |
|
$ 6,976
|
[1] |
$ 706
|
[2] |
| Electronic Equipment, Instruments & Components |
|
|
|
|
|
| Amortized Cost |
|
5,184
|
|
5,186
|
|
| Fair Value |
|
5,345
|
|
5,400
|
|
| Electronic Equipment, Instruments & Components | Debt Investments |
|
|
|
|
|
| Principal |
|
5,345
|
[3] |
5,400
|
[4] |
| Amortized Cost |
|
$ 5,184
|
|
$ 5,186
|
|
| Percentage of Net Assets |
|
0.50%
|
|
0.80%
|
|
| Fair Value |
|
$ 5,345
|
[1] |
$ 5,400
|
[2] |
| Food Products |
|
|
|
|
|
| Amortized Cost |
|
32,759
|
|
20,253
|
|
| Fair Value |
|
33,072
|
|
20,498
|
|
| Food Products | Debt Investments |
|
|
|
|
|
| Principal |
|
32,575
|
[3] |
20,536
|
[4] |
| Amortized Cost |
|
$ 32,195
|
|
$ 20,253
|
|
| Percentage of Net Assets |
|
3.00%
|
|
3.10%
|
|
| Fair Value |
|
$ 32,508
|
[1] |
$ 20,498
|
[2] |
| Healthcare Equipment & Supplies |
|
|
|
|
|
| Amortized Cost |
|
51,101
|
|
25,421
|
|
| Fair Value |
|
51,329
|
|
25,691
|
|
| Healthcare Equipment & Supplies | Debt Investments |
|
|
|
|
|
| Principal |
|
50,555
|
[3] |
25,836
|
[4] |
| Amortized Cost |
|
$ 50,064
|
|
$ 25,421
|
|
| Percentage of Net Assets |
|
4.70%
|
|
3.90%
|
|
| Fair Value |
|
$ 50,297
|
[1] |
$ 25,691
|
[2] |
| Healthcare Equipment & Supplies | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 1,037
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 1,032
|
|
|
|
| Healthcare Providers & Services |
|
|
|
|
|
| Amortized Cost |
|
106,401
|
|
35,048
|
|
| Fair Value |
|
108,172
|
|
35,903
|
|
| Healthcare Providers & Services | Debt Investments |
|
|
|
|
|
| Principal |
|
107,939
|
[3] |
36,113
|
[4] |
| Amortized Cost |
|
$ 106,158
|
|
$ 35,048
|
|
| Percentage of Net Assets |
|
10.10%
|
|
5.90%
|
|
| Fair Value |
|
$ 107,929
|
[1] |
$ 35,903
|
[2] |
| Healthcare Technology |
|
|
|
|
|
| Amortized Cost |
|
108,643
|
|
41,038
|
|
| Fair Value |
|
109,991
|
|
41,653
|
|
| Healthcare Technology | Debt Investments |
|
|
|
|
|
| Principal |
|
104,933
|
[3] |
41,516
|
[4] |
| Amortized Cost |
|
$ 103,524
|
|
$ 40,634
|
|
| Percentage of Net Assets |
|
9.80%
|
|
6.10%
|
|
| Fair Value |
|
$ 104,688
|
[1] |
$ 41,247
|
[2] |
| Healthcare Technology | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 5,119
|
|
|
|
| Percentage of Net Assets |
|
0.50%
|
|
|
|
| Fair Value |
[1] |
$ 5,303
|
|
|
|
| Hotels, Restaurants & Leisure |
|
|
|
|
|
| Amortized Cost |
|
127,364
|
|
52,188
|
|
| Fair Value |
|
128,251
|
|
52,662
|
|
| Hotels, Restaurants & Leisure | Debt Investments |
|
|
|
|
|
| Principal |
|
126,210
|
[3] |
52,489
|
[4] |
| Amortized Cost |
|
$ 125,369
|
|
$ 51,960
|
|
| Percentage of Net Assets |
|
11.80%
|
|
8.00%
|
|
| Fair Value |
|
$ 126,012
|
[1] |
$ 52,434
|
[2] |
| Hotels, Restaurants & Leisure | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 1,995
|
|
|
|
| Percentage of Net Assets |
|
0.20%
|
|
|
|
| Fair Value |
[1] |
$ 2,239
|
|
|
|
| Household Products |
|
|
|
|
|
| Amortized Cost |
|
2,728
|
|
0
|
|
| Fair Value |
|
2,744
|
|
0
|
|
| Household Products | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
2,744
|
|
|
|
| Amortized Cost |
|
$ 2,728
|
|
|
|
| Percentage of Net Assets |
|
0.30%
|
|
|
|
| Fair Value |
[1] |
$ 2,744
|
|
|
|
| Industrial Conglomerates |
|
|
|
|
|
| Amortized Cost |
|
28,527
|
|
11,492
|
|
| Fair Value |
|
30,631
|
|
11,447
|
|
| Industrial Conglomerates | Debt Investments |
|
|
|
|
|
| Principal |
|
30,763
|
[3] |
11,765
|
[4] |
| Amortized Cost |
|
$ 28,527
|
|
$ 11,492
|
|
| Percentage of Net Assets |
|
2.90%
|
|
1.90%
|
|
| Fair Value |
|
$ 30,631
|
[1] |
$ 11,447
|
[2] |
| Insurance |
|
|
|
|
|
| Amortized Cost |
|
117,345
|
|
73,366
|
|
| Fair Value |
|
119,150
|
|
74,631
|
|
| Insurance | Debt Investments |
|
|
|
|
|
| Principal |
|
119,315
|
[3] |
74,677
|
[4] |
| Amortized Cost |
|
$ 117,247
|
|
$ 73,268
|
|
| Percentage of Net Assets |
|
11.10%
|
|
11.50%
|
|
| Fair Value |
|
$ 119,026
|
[1] |
$ 74,530
|
[2] |
| IT Services |
|
|
|
|
|
| Amortized Cost |
|
44,242
|
|
40,822
|
|
| Fair Value |
|
44,632
|
|
41,300
|
|
| IT Services | Debt Investments |
|
|
|
|
|
| Principal |
|
44,658
|
[3] |
41,161
|
[4] |
| Amortized Cost |
|
$ 44,183
|
|
$ 40,763
|
|
| Percentage of Net Assets |
|
4.20%
|
|
6.20%
|
|
| Fair Value |
|
$ 44,588
|
[1] |
$ 41,254
|
[2] |
| IT Services | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 59
|
|
$ 59
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 44
|
[1] |
$ 46
|
[2] |
| Leisure Products |
|
|
|
|
|
| Amortized Cost |
|
36,537
|
|
22,166
|
|
| Fair Value |
|
36,536
|
|
22,246
|
|
| Leisure Products | Debt Investments |
|
|
|
|
|
| Principal |
|
36,291
|
[3] |
21,948
|
[4] |
| Amortized Cost |
|
$ 36,116
|
|
$ 21,745
|
|
| Percentage of Net Assets |
|
3.40%
|
|
3.40%
|
|
| Fair Value |
|
$ 36,291
|
[1] |
$ 21,864
|
[2] |
| Life Sciences Tools & Services |
|
|
|
|
|
| Amortized Cost |
|
23,565
|
|
18,343
|
|
| Fair Value |
|
24,992
|
|
18,972
|
|
| Life Sciences Tools & Services | Debt Investments |
|
|
|
|
|
| Principal |
|
23,504
|
[3] |
18,189
|
[4] |
| Amortized Cost |
|
$ 23,192
|
|
$ 17,897
|
|
| Percentage of Net Assets |
|
2.20%
|
|
2.80%
|
|
| Fair Value |
|
$ 23,448
|
[1] |
$ 18,189
|
[2] |
| Life Sciences Tools & Services | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 373
|
|
$ 446
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.20%
|
|
| Fair Value |
|
$ 1,544
|
[1] |
$ 783
|
[2] |
| Machinery |
|
|
|
|
|
| Amortized Cost |
|
31,475
|
|
27,540
|
|
| Fair Value |
|
31,741
|
|
27,815
|
|
| Machinery | Debt Investments |
|
|
|
|
|
| Principal |
|
31,741
|
[3] |
27,848
|
[4] |
| Amortized Cost |
|
$ 31,475
|
|
$ 27,540
|
|
| Percentage of Net Assets |
|
3.00%
|
|
4.40%
|
|
| Fair Value |
|
$ 31,741
|
[1] |
$ 27,815
|
[2] |
| Media |
|
|
|
|
|
| Amortized Cost |
|
14,869
|
|
7,068
|
|
| Fair Value |
|
14,886
|
|
7,154
|
|
| Media | Debt Investments |
|
|
|
|
|
| Principal |
|
14,992
|
[3] |
7,154
|
[4] |
| Amortized Cost |
|
$ 14,869
|
|
$ 7,068
|
|
| Percentage of Net Assets |
|
1.40%
|
|
1.10%
|
|
| Fair Value |
|
$ 14,886
|
[1] |
$ 7,154
|
[2] |
| Oil, Gas & Consumable Fuels |
|
|
|
|
|
| Amortized Cost |
|
25,311
|
|
15,849
|
|
| Fair Value |
|
25,498
|
|
16,081
|
|
| Oil, Gas & Consumable Fuels | Debt Investments |
|
|
|
|
|
| Principal |
|
25,498
|
[3] |
16,081
|
[4] |
| Amortized Cost |
|
$ 25,311
|
|
$ 15,849
|
|
| Percentage of Net Assets |
|
2.40%
|
|
2.50%
|
|
| Fair Value |
|
$ 25,498
|
[1] |
$ 16,081
|
[2] |
| Pharmaceuticals |
|
|
|
|
|
| Amortized Cost |
|
21,811
|
|
1,013
|
|
| Fair Value |
|
22,245
|
|
1,016
|
|
| Pharmaceuticals | Debt Investments |
|
|
|
|
|
| Principal |
|
21,277
|
[3] |
1,027
|
[4] |
| Amortized Cost |
|
$ 20,906
|
|
$ 1,013
|
|
| Percentage of Net Assets |
|
2.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 21,277
|
[1] |
$ 1,016
|
[2] |
| Professional Services |
|
|
|
|
|
| Amortized Cost |
|
79,954
|
|
25,099
|
|
| Fair Value |
|
80,355
|
|
25,225
|
|
| Professional Services | Debt Investments |
|
|
|
|
|
| Principal |
|
79,185
|
[3] |
24,071
|
[4] |
| Amortized Cost |
|
$ 78,309
|
|
$ 23,647
|
|
| Percentage of Net Assets |
|
7.40%
|
|
3.70%
|
|
| Fair Value |
|
$ 78,683
|
[1] |
$ 23,786
|
[2] |
| Road & Rail |
|
|
|
|
|
| Amortized Cost |
|
13,840
|
|
0
|
|
| Fair Value |
|
13,930
|
|
0
|
|
| Road & Rail | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
13,930
|
|
|
|
| Amortized Cost |
|
$ 13,840
|
|
|
|
| Percentage of Net Assets |
|
1.30%
|
|
|
|
| Fair Value |
[1] |
$ 13,930
|
|
|
|
| Software |
|
|
|
|
|
| Amortized Cost |
|
577,485
|
|
375,250
|
|
| Fair Value |
|
590,302
|
|
382,061
|
|
| Software | Debt Investments |
|
|
|
|
|
| Principal |
|
584,006
|
[3] |
378,474
|
[4] |
| Amortized Cost |
|
$ 571,335
|
|
$ 371,070
|
|
| Percentage of Net Assets |
|
54.60%
|
|
58.10%
|
|
| Fair Value |
|
$ 583,187
|
[1] |
$ 377,186
|
[2] |
| Software | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 6,150
|
|
$ 4,180
|
|
| Percentage of Net Assets |
|
0.70%
|
|
0.70%
|
|
| Fair Value |
|
$ 7,115
|
[1] |
$ 4,875
|
[2] |
| Specialty Retail |
|
|
|
|
|
| Amortized Cost |
|
126,438
|
|
118,440
|
|
| Fair Value |
|
126,384
|
|
119,368
|
|
| Specialty Retail | Debt Investments |
|
|
|
|
|
| Principal |
|
127,388
|
[3] |
119,860
|
[4] |
| Amortized Cost |
|
$ 126,229
|
|
$ 118,331
|
|
| Percentage of Net Assets |
|
11.80%
|
|
18.10%
|
|
| Fair Value |
|
$ 126,186
|
[1] |
$ 119,276
|
[2] |
| Specialty Retail | Equity Investments |
|
|
|
|
|
| Amortized Cost |
|
$ 209
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 198
|
|
|
|
| Transportation Infrastructure |
|
|
|
|
|
| Amortized Cost |
|
16,060
|
|
0
|
|
| Fair Value |
|
15,965
|
|
0
|
|
| Transportation Infrastructure | Debt Investments |
|
|
|
|
|
| Principal |
[3] |
16,177
|
|
|
|
| Amortized Cost |
|
$ 16,060
|
|
|
|
| Percentage of Net Assets |
|
1.50%
|
|
|
|
| Fair Value |
[1] |
$ 15,965
|
|
|
|
| Water Utilities |
|
|
|
|
|
| Amortized Cost |
|
1,783
|
|
1,578
|
|
| Fair Value |
|
1,799
|
|
1,575
|
|
| Water Utilities | Debt Investments |
|
|
|
|
|
| Principal |
|
1,799
|
[3] |
1,597
|
[4] |
| Amortized Cost |
|
$ 1,783
|
|
$ 1,578
|
|
| Percentage of Net Assets |
|
0.20%
|
|
0.20%
|
|
| Fair Value |
|
$ 1,799
|
[1] |
$ 1,575
|
[2] |
| Investment, Identifier [Axis]: ABC Legal Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.65%
|
|
|
|
| Principal |
[3],[9] |
$ 5,163
|
|
|
|
| Amortized Cost |
[9] |
$ 5,138
|
|
|
|
| Percentage of Net Assets |
[9] |
0.50%
|
|
|
|
| Fair Value |
[1],[9] |
$ 5,112
|
|
|
|
| Investment, Identifier [Axis]: ABC Legal Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (10)
|
|
|
|
| Investment, Identifier [Axis]: ABC Legal Holdings, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (15)
|
|
|
|
| Investment, Identifier [Axis]: AI Titan Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[10],[11],[14] |
4.75%
|
[15],[16],[17] |
| Interest Rate |
|
8.66%
|
[12],[14] |
9.81%
|
[15],[18] |
| Principal |
|
$ 2,705
|
[3],[14] |
$ 2,705
|
[4],[15] |
| Amortized Cost |
|
$ 2,682
|
[14] |
$ 2,678
|
[15] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.40%
|
[15] |
| Fair Value |
|
$ 2,705
|
[1],[14] |
$ 2,678
|
[2],[15] |
| Investment, Identifier [Axis]: AI Titan Parent, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (2)
|
[13] |
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (3)
|
[2],[19] |
| Investment, Identifier [Axis]: AI Titan Parent, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (3)
|
[13] |
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.10%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (3)
|
[2],[19] |
| Investment, Identifier [Axis]: ALKU Intermediate Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.25%
|
[11],[14],[20] |
6.25%
|
[17],[21],[22] |
| Interest Rate |
|
10.25%
|
[12],[14] |
10.50%
|
[18],[21] |
| Principal |
|
$ 1,253
|
[3],[14] |
$ 1,266
|
[4],[21] |
| Amortized Cost |
|
$ 1,241
|
[14] |
$ 1,251
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[21] |
| Fair Value |
|
$ 1,253
|
[1],[14] |
$ 1,281
|
[2],[21] |
| Investment, Identifier [Axis]: ALKU Intermediate Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[9],[11],[20] |
5.50%
|
[17],[22],[23] |
| Interest Rate |
|
9.50%
|
[9],[12] |
9.75%
|
[18],[23] |
| Principal |
|
$ 138
|
[3],[9] |
$ 140
|
[4],[23] |
| Amortized Cost |
|
$ 137
|
[9] |
$ 137
|
[23] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[23] |
| Fair Value |
|
$ 135
|
[1],[9] |
$ 140
|
[2],[23] |
| Investment, Identifier [Axis]: AP Adhesives Holdings, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: AP Adhesives Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: AP Adhesives Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.80%
|
|
|
|
| Principal |
[3],[14] |
$ 1,667
|
|
|
|
| Amortized Cost |
[14] |
$ 1,659
|
|
|
|
| Percentage of Net Assets |
[14] |
0.20%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,667
|
|
|
|
| Investment, Identifier [Axis]: Amberfield Acquisition Co., LLC units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
404
|
|
| Amortized Cost |
|
|
|
$ 404
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 406
|
|
| Investment, Identifier [Axis]: Amberfield Acquisition Co., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[12] |
9.50%
|
|
|
|
| Principal |
|
$ 203
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 194
|
|
$ (35)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 203
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Amberfield Acquisition Co., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[12] |
9.50%
|
|
|
|
| Principal |
|
$ 278
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 274
|
|
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 278
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Amberfield Acquisition Co., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.50%
|
[12],[14] |
9.60%
|
[15],[18] |
| Principal |
|
$ 8,227
|
[3],[14] |
$ 5,609
|
[4],[15] |
| Amortized Cost |
|
$ 8,164
|
[14] |
$ 5,557
|
[15] |
| Percentage of Net Assets |
|
0.80%
|
[14] |
0.90%
|
[15] |
| Fair Value |
|
$ 8,227
|
[1],[14] |
$ 5,609
|
[2],[15] |
| Investment, Identifier [Axis]: Amberfield Acquisition Co., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
404
|
|
|
|
| Amortized Cost |
|
$ 404
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 481
|
|
|
|
| Investment, Identifier [Axis]: Anaplan, Inc., LLC units |
|
|
|
|
|
| Principal (in shares) |
[3] |
890
|
|
|
|
| Amortized Cost |
|
$ 891
|
|
|
|
| Percentage of Net Assets |
|
0.20%
|
|
|
|
| Fair Value |
[1] |
$ 1,549
|
|
|
|
| Investment, Identifier [Axis]: Anaplan, Inc., LP Interest |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
890
|
|
| Amortized Cost |
|
|
|
$ 891
|
|
| Percentage of Net Assets |
|
|
|
0.30%
|
|
| Fair Value |
[2] |
|
|
$ 1,380
|
|
| Investment, Identifier [Axis]: Anaplan, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20],[24] |
5.25%
|
[15],[16],[17],[21] |
| Interest Rate |
|
8.70%
|
[12],[14],[24] |
9.85%
|
[15],[18],[21] |
| Principal |
|
$ 32,819
|
[3],[14],[24] |
$ 22,836
|
[4],[15],[21] |
| Amortized Cost |
|
$ 32,674
|
[14],[24] |
$ 22,682
|
[15],[21] |
| Percentage of Net Assets |
|
3.10%
|
[14],[24] |
3.50%
|
[15],[21] |
| Fair Value |
|
$ 32,819
|
[1],[14],[24] |
$ 22,836
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Anaplan, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Anaplan, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
5.25%
|
|
| Interest Rate |
[18],[21] |
|
|
9.85%
|
|
| Principal |
[4],[21] |
|
|
$ 3,265
|
|
| Amortized Cost |
[21] |
|
|
$ 3,235
|
|
| Percentage of Net Assets |
[21] |
|
|
0.50%
|
|
| Fair Value |
[2],[21] |
|
|
$ 3,265
|
|
| Investment, Identifier [Axis]: Any Hour, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.00%
|
[16],[17] |
| Interest Rate |
|
9.25%
|
[12] |
10.28%
|
[18] |
| Principal |
|
$ 229
|
[3] |
$ 231
|
[4] |
| Amortized Cost |
|
$ 215
|
|
$ 214
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 133
|
[1] |
$ 207
|
[2] |
| Investment, Identifier [Axis]: Any Hour, LLC, One stop 2 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
13.00%
|
[12],[25] |
13.00%
|
[18],[26] |
| Principal |
|
$ 2,949
|
[3],[25] |
$ 2,590
|
[4],[26] |
| Amortized Cost |
|
$ 2,909
|
[25] |
$ 2,543
|
[26] |
| Percentage of Net Assets |
|
0.30%
|
[25] |
0.40%
|
[26] |
| Fair Value |
|
$ 2,801
|
[1],[25] |
$ 2,564
|
[2],[26] |
| Investment, Identifier [Axis]: Any Hour, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.00%
|
[16],[17] |
| Interest Rate |
|
9.30%
|
[12] |
9.90%
|
[18] |
| Principal |
|
$ 741
|
[3] |
$ 395
|
[4] |
| Amortized Cost |
|
$ 727
|
|
$ 378
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.10%
|
|
| Fair Value |
|
$ 692
|
[1] |
$ 383
|
[2] |
| Investment, Identifier [Axis]: Any Hour, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20],[24] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.25%
|
[12],[14],[24] |
9.60%
|
[15],[18] |
| Principal |
|
$ 8,083
|
[3],[14],[24] |
$ 8,165
|
[4],[15] |
| Amortized Cost |
|
$ 7,990
|
[14],[24] |
$ 8,049
|
[15] |
| Percentage of Net Assets |
|
0.70%
|
[14],[24] |
1.20%
|
[15] |
| Fair Value |
|
$ 7,759
|
[1],[14],[24] |
$ 8,083
|
[2],[15] |
| Investment, Identifier [Axis]: Apex Service Partners, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[20] |
5.00%
|
[17],[27] |
| Interest Rate |
|
9.17%
|
[12] |
9.86%
|
[18] |
| Principal |
|
$ 50
|
[3] |
$ 5
|
[4] |
| Amortized Cost |
|
$ 50
|
|
$ 5
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 50
|
[1] |
$ 5
|
[2] |
| Investment, Identifier [Axis]: Apex Service Partners, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[11],[20] |
5.00%
|
[17],[27] |
| Interest Rate |
|
9.31%
|
[9],[12] |
9.86%
|
[18] |
| Principal |
|
$ 50
|
[3],[9] |
$ 5,717
|
[4] |
| Amortized Cost |
|
$ 49
|
[9] |
$ 5,579
|
|
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.90%
|
|
| Fair Value |
|
$ 50
|
[1],[9] |
$ 5,660
|
[2] |
| Investment, Identifier [Axis]: Apex Service Partners, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[20] |
5.00%
|
[17],[27] |
| Interest Rate |
|
9.21%
|
[12] |
9.86%
|
[18] |
| Principal |
|
$ 28
|
[3] |
$ 883
|
[4] |
| Amortized Cost |
|
$ 28
|
|
$ 820
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 28
|
[1] |
$ 869
|
[2] |
| Investment, Identifier [Axis]: Apex Service Partners, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.00%
|
[17],[27] |
| Interest Rate |
|
9.20%
|
[12],[14] |
9.86%
|
[18] |
| Principal |
|
$ 5,660
|
[3],[14] |
$ 24,020
|
[4] |
| Amortized Cost |
|
$ 5,545
|
[14] |
$ 23,409
|
|
| Percentage of Net Assets |
|
0.50%
|
[14] |
3.70%
|
|
| Fair Value |
|
$ 5,660
|
[1],[14] |
$ 23,779
|
[2] |
| Investment, Identifier [Axis]: Apex Service Partners, LLC, One stop 5 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (35)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Apex Service Partners, LLC, One stop 6 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.20%
|
|
|
|
| Principal |
[3],[14] |
$ 23,780
|
|
|
|
| Amortized Cost |
[14] |
$ 23,271
|
|
|
|
| Percentage of Net Assets |
[14] |
2.20%
|
|
|
|
| Fair Value |
[1],[14] |
$ 23,780
|
|
|
|
| Investment, Identifier [Axis]: Armstrong Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[28],[29],[30],[31] |
5.25%
|
[17],[32],[33],[34],[35] |
| Interest Rate |
|
9.22%
|
[12],[28],[29],[30] |
10.20%
|
[18],[32],[33],[34] |
| Principal |
|
$ 688
|
[3],[28],[29],[30] |
$ 684
|
[4],[32],[33],[34] |
| Amortized Cost |
|
$ 615
|
[28],[29],[30] |
$ 613
|
[32],[33],[34] |
| Percentage of Net Assets |
|
0.10%
|
[28],[29],[30] |
0.10%
|
[32],[33],[34] |
| Fair Value |
|
$ 688
|
[1],[28],[29],[30] |
$ 684
|
[2],[32],[33],[34] |
| Investment, Identifier [Axis]: Armstrong Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[28],[29],[30],[31] |
5.25%
|
[17],[32],[33],[34],[35] |
| Interest Rate |
|
9.22%
|
[12],[28],[29],[30] |
10.20%
|
[18],[32],[33],[34] |
| Principal |
|
$ 359
|
[3],[28],[29],[30] |
$ 357
|
[4],[32],[33],[34] |
| Amortized Cost |
|
$ 312
|
[28],[29],[30] |
$ 311
|
[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[28],[29],[30] |
0.10%
|
[32],[33],[34] |
| Fair Value |
|
$ 359
|
[1],[28],[29],[30] |
$ 357
|
[2],[32],[33],[34] |
| Investment, Identifier [Axis]: Arnott, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 94
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 84
|
|
|
|
| Investment, Identifier [Axis]: Arnott, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[36] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.62%
|
|
|
|
| Principal |
[3],[14] |
$ 1,260
|
|
|
|
| Amortized Cost |
[14] |
$ 1,249
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,247
|
|
|
|
| Investment, Identifier [Axis]: Arnott, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[36] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.74%
|
|
|
|
| Principal |
[3] |
$ 93
|
|
|
|
| Amortized Cost |
|
$ 91
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 91
|
|
|
|
| Investment, Identifier [Axis]: Arrow Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.75%
|
[15],[16],[17],[21] |
| Interest Rate |
|
9.00%
|
[12],[14] |
10.35%
|
[15],[18],[21] |
| Principal |
|
$ 4,634
|
[3],[14] |
$ 4,681
|
[4],[15],[21] |
| Amortized Cost |
|
$ 4,554
|
[14] |
$ 4,585
|
[15],[21] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.80%
|
[15],[21] |
| Fair Value |
|
$ 4,634
|
[1],[14] |
$ 4,681
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Arrow Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.00%
|
|
|
|
| Principal |
|
$ 294
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 293
|
|
$ (13)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 294
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Arrow Buyer, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.00%
|
[12],[14] |
10.35%
|
[15],[18] |
| Principal |
|
$ 304
|
[3],[14] |
$ 307
|
[4],[15] |
| Amortized Cost |
|
$ 302
|
[14] |
$ 305
|
[15] |
| Percentage of Net Assets |
|
0.00%
|
[14] |
0.00%
|
[15] |
| Fair Value |
|
$ 304
|
[1],[14] |
$ 307
|
[2],[15] |
| Investment, Identifier [Axis]: Artifact Bidco, Inc., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (2)
|
[2],[19] |
| Investment, Identifier [Axis]: Artifact Bidco, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (1)
|
[2],[19] |
| Investment, Identifier [Axis]: Artifact Bidco, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (2)
|
[2],[19] |
| Investment, Identifier [Axis]: Artifact Bidco, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
4.25%
|
[11],[14],[20] |
4.50%
|
[16],[17],[21] |
| Interest Rate |
|
8.25%
|
[12],[14] |
9.10%
|
[18],[21] |
| Principal |
|
$ 1,341
|
[3],[14] |
$ 1,341
|
[4],[21] |
| Amortized Cost |
|
$ 1,330
|
[14] |
$ 1,328
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[21] |
| Fair Value |
|
$ 1,341
|
[1],[14] |
$ 1,328
|
[2],[21] |
| Investment, Identifier [Axis]: Avalara, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17] |
|
|
6.25%
|
|
| Interest Rate |
[15],[18] |
|
|
10.85%
|
|
| Principal |
[4],[15] |
|
|
$ 2,655
|
|
| Amortized Cost |
[15] |
|
|
$ 2,610
|
|
| Percentage of Net Assets |
[15] |
|
|
0.40%
|
|
| Fair Value |
[2],[15] |
|
|
$ 2,655
|
|
| Investment, Identifier [Axis]: Avalara, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (2)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Azurite Intermediate Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[10],[11],[14] |
6.50%
|
[17],[21],[27] |
| Interest Rate |
|
10.16%
|
[12],[14] |
11.35%
|
[18],[21] |
| Principal |
|
$ 2,452
|
[3],[14] |
$ 2,452
|
[4],[21] |
| Amortized Cost |
|
$ 2,423
|
[14] |
$ 2,418
|
[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.40%
|
[21] |
| Fair Value |
|
$ 2,452
|
[1],[14] |
$ 2,452
|
[2],[21] |
| Investment, Identifier [Axis]: Azurite Intermediate Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[10],[11],[14] |
6.50%
|
[17],[27] |
| Interest Rate |
|
10.16%
|
[12],[14] |
11.35%
|
[18] |
| Principal |
|
$ 5,573
|
[3],[14] |
$ 3,566
|
[4] |
| Amortized Cost |
|
$ 5,506
|
[14] |
$ 3,503
|
|
| Percentage of Net Assets |
|
0.50%
|
[14] |
0.50%
|
|
| Fair Value |
|
$ 5,573
|
[1],[14] |
$ 3,567
|
[2] |
| Investment, Identifier [Axis]: Azurite Intermediate Holdings, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (11)
|
[13] |
$ (12)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: BECO Holding Company, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24] |
5.25%
|
|
|
|
| Interest Rate |
[12],[24] |
9.40%
|
|
|
|
| Principal |
[3],[24] |
$ 693
|
|
|
|
| Amortized Cost |
[24] |
$ 689
|
|
|
|
| Percentage of Net Assets |
[24] |
0.10%
|
|
|
|
| Fair Value |
[1],[24] |
$ 693
|
|
|
|
| Investment, Identifier [Axis]: BECO Holding Company, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (12)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: BHG Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
5.25%
|
|
|
|
| Interest Rate |
[12],[14] |
9.41%
|
|
|
|
| Principal |
[3],[14] |
$ 15,940
|
|
|
|
| Amortized Cost |
[14] |
$ 15,810
|
|
|
|
| Percentage of Net Assets |
[14] |
1.50%
|
|
|
|
| Fair Value |
[1],[14] |
$ 15,940
|
|
|
|
| Investment, Identifier [Axis]: BHG Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (16)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: BHG Holdings, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (37)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Baker Tilly Advisory Group, LP, One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (12)
|
[13] |
$ (13)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Baker Tilly Advisory Group, LP, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14] |
5.00%
|
[15],[17],[27] |
| Interest Rate |
|
8.91%
|
[12],[14] |
9.85%
|
[15],[18] |
| Principal |
|
$ 5,174
|
[3],[14] |
$ 4,538
|
[4],[15] |
| Amortized Cost |
|
$ 5,116
|
[14] |
$ 4,475
|
[15] |
| Percentage of Net Assets |
|
0.50%
|
[14] |
0.70%
|
[15] |
| Fair Value |
|
$ 5,187
|
[1],[14] |
$ 4,538
|
[2],[15] |
| Investment, Identifier [Axis]: Baker Tilly Advisory Group, LP, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.66%
|
|
|
|
| Principal |
|
$ 1,941
|
[3],[14] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 1,932
|
[14] |
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.00%
|
[19] |
| Fair Value |
|
$ 1,941
|
[1],[14] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Baker Tilly Advisory Group, LP, One stop 4 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Bamboo US Bidco LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[9],[11],[28],[37] |
6.75%
|
[16],[17],[23],[26] |
| Interest Rate |
|
7.28%
|
[9],[12],[28] |
8.62%
|
[18],[23],[26] |
| Investment, interest rate, paid in kind |
[18],[23],[26] |
|
|
3.38%
|
|
| Principal |
|
$ 3,602
|
[3],[9],[28] |
$ 4,938
|
[4],[23],[26] |
| Amortized Cost |
|
$ 3,185
|
[9],[28] |
$ 4,815
|
[23],[26] |
| Percentage of Net Assets |
|
0.40%
|
[9],[28] |
0.90%
|
[23],[26] |
| Fair Value |
|
$ 3,602
|
[1],[9],[28] |
$ 4,889
|
[2],[23],[26] |
| Investment, Identifier [Axis]: Bamboo US Bidco LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[10],[11],[20] |
6.75%
|
[17],[23],[26],[32],[34],[38] |
| Interest Rate |
|
9.48%
|
[12] |
7.01%
|
[18],[23],[26],[32],[34] |
| Investment, interest rate, paid in kind |
[18],[23],[26],[32],[34] |
|
|
3.38%
|
|
| Principal |
|
$ 324
|
[3] |
$ 3,421
|
[4],[23],[26],[32],[34] |
| Amortized Cost |
|
$ 323
|
|
$ 3,169
|
[23],[26],[32],[34] |
| Percentage of Net Assets |
|
0.00%
|
|
0.50%
|
[23],[26],[32],[34] |
| Fair Value |
|
$ 324
|
[1] |
$ 3,387
|
[2],[23],[26],[32],[34] |
| Investment, Identifier [Axis]: Bamboo US Bidco LLC, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (25)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ (8)
|
[2],[19] |
| Investment, Identifier [Axis]: Bamboo US Bidco LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
6.75%
|
[16],[17],[26] |
| Interest Rate |
|
9.56%
|
[12],[14] |
8.56%
|
[18],[26] |
| Investment, interest rate, paid in kind |
[18],[26] |
|
|
3.38%
|
|
| Principal |
|
$ 755
|
[3],[14] |
$ 366
|
[4],[26] |
| Amortized Cost |
|
$ 752
|
[14] |
$ 356
|
[26] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[26] |
| Fair Value |
|
$ 755
|
[1],[14] |
$ 358
|
[2],[26] |
| Investment, Identifier [Axis]: Bamboo US Bidco LLC, One stop 5 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (21)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Bamboo US Bidco LLC, One stop 6 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12],[14] |
9.56%
|
|
|
|
| Principal |
[3],[14] |
$ 4,932
|
|
|
|
| Amortized Cost |
[14] |
$ 4,830
|
|
|
|
| Percentage of Net Assets |
[14] |
0.50%
|
|
|
|
| Fair Value |
[1],[14] |
$ 4,932
|
|
|
|
| Investment, Identifier [Axis]: Barteca Restaurants, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[14],[20],[36] |
6.00%
|
[15],[16],[17] |
| Interest Rate |
|
10.34%
|
[12],[14] |
11.21%
|
[15],[18] |
| Principal |
|
$ 1,432
|
[3],[14] |
$ 1,447
|
[4],[15] |
| Amortized Cost |
|
$ 1,425
|
[14] |
$ 1,437
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[15] |
| Fair Value |
|
$ 1,432
|
[1],[14] |
$ 1,447
|
[2],[15] |
| Investment, Identifier [Axis]: Barteca Restaurants, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[9],[11],[36] |
6.00%
|
[16],[17],[21] |
| Interest Rate |
|
10.38%
|
[9],[12] |
11.40%
|
[18],[21] |
| Principal |
|
$ 72
|
[3],[9] |
$ 73
|
[4],[21] |
| Amortized Cost |
|
$ 72
|
[9] |
$ 73
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 72
|
[1],[9] |
$ 73
|
[2],[21] |
| Investment, Identifier [Axis]: Barteca Restaurants, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[20],[36] |
6.00%
|
[16],[17] |
| Interest Rate |
|
10.25%
|
[12] |
10.85%
|
[18] |
| Principal |
|
$ 100
|
[3] |
$ 20
|
[4] |
| Amortized Cost |
|
$ 100
|
|
$ 19
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 100
|
[1] |
$ 20
|
[2] |
| Investment, Identifier [Axis]: Barteca Restaurants, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[20] |
6.00%
|
[16],[17] |
| Interest Rate |
|
10.15%
|
[12] |
10.75%
|
[18] |
| Principal |
|
$ 410
|
[3] |
$ 414
|
[4] |
| Amortized Cost |
|
$ 385
|
|
$ 380
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.10%
|
|
| Fair Value |
|
$ 410
|
[1] |
$ 414
|
[2] |
| Investment, Identifier [Axis]: Baxter Planning Systems, LLC, One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (4)
|
[13] |
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Baxter Planning Systems, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (5)
|
[13] |
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Baxter Planning Systems, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
6.25%
|
[11],[20],[24],[25] |
6.25%
|
[15],[16],[17],[26] |
| Interest Rate |
|
7.19%
|
[12],[24],[25] |
8.12%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
3.38%
|
[12],[24],[25] |
3.38%
|
[15],[18],[26] |
| Principal |
|
$ 3,782
|
[3],[24],[25] |
$ 3,656
|
[4],[15],[26] |
| Amortized Cost |
|
$ 3,761
|
[24],[25] |
$ 3,630
|
[15],[26] |
| Percentage of Net Assets |
|
0.40%
|
[24],[25] |
0.60%
|
[15],[26] |
| Fair Value |
|
$ 3,782
|
[1],[24],[25] |
$ 3,656
|
[2],[15],[26] |
| Investment, Identifier [Axis]: Bayou Intermediate II, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (4)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (8)
|
|
|
|
| Investment, Identifier [Axis]: Bayou Intermediate II, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.76%
|
|
|
|
| Principal |
[3],[9] |
$ 5,607
|
|
|
|
| Amortized Cost |
[9] |
$ 5,579
|
|
|
|
| Percentage of Net Assets |
[9] |
0.50%
|
|
|
|
| Fair Value |
[1],[9] |
$ 5,551
|
|
|
|
| Investment, Identifier [Axis]: Bayou Intermediate II, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (8)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (15)
|
|
|
|
| Investment, Identifier [Axis]: Bellwether Buyer, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 75
|
|
|
|
| Amortized Cost |
|
$ 74
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 75
|
|
|
|
| Investment, Identifier [Axis]: Bellwether Buyer, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.64%
|
|
|
|
| Principal |
[3],[9] |
$ 1,446
|
|
|
|
| Amortized Cost |
[9] |
$ 1,439
|
|
|
|
| Percentage of Net Assets |
[9] |
0.10%
|
|
|
|
| Fair Value |
[1],[9] |
$ 1,446
|
|
|
|
| Investment, Identifier [Axis]: Bellwether Buyer, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Belmont Instrument, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
6.25%
|
[15],[16],[17] |
| Interest Rate |
|
9.25%
|
[12],[14] |
10.85%
|
[15],[18] |
| Principal |
|
$ 4,127
|
[3],[14] |
$ 4,170
|
[4],[15] |
| Amortized Cost |
|
$ 4,077
|
[14] |
$ 4,102
|
[15] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.60%
|
[15] |
| Fair Value |
|
$ 4,127
|
[1],[14] |
$ 4,170
|
[2],[15] |
| Investment, Identifier [Axis]: Belmont Instrument, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
6.25%
|
|
| Interest Rate |
[18] |
|
|
10.85%
|
|
| Principal |
|
0
|
[3],[13] |
$ 32
|
[4] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ 31
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 32
|
[2] |
| Investment, Identifier [Axis]: Ben Nevis Midco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20],[29],[30] |
5.50%
|
[17],[23],[27],[33],[34] |
| Interest Rate |
|
9.81%
|
[12],[14],[29],[30] |
10.35%
|
[18],[23],[33],[34] |
| Principal |
|
$ 2,486
|
[3],[14],[29],[30] |
$ 2,486
|
[4],[23],[33],[34] |
| Amortized Cost |
|
$ 2,456
|
[14],[29],[30] |
$ 2,443
|
[23],[33],[34] |
| Percentage of Net Assets |
|
0.20%
|
[14],[29],[30] |
0.40%
|
[23],[33],[34] |
| Fair Value |
|
$ 2,486
|
[1],[14],[29],[30] |
$ 2,486
|
[2],[23],[33],[34] |
| Investment, Identifier [Axis]: Ben Nevis Midco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20],[29],[30] |
5.50%
|
[16],[17],[23],[33],[34] |
| Interest Rate |
|
9.70%
|
[12],[14],[29],[30] |
10.56%
|
[18],[23],[33],[34] |
| Principal |
|
$ 1,672
|
[3],[14],[29],[30] |
$ 1,672
|
[4],[23],[33],[34] |
| Amortized Cost |
|
$ 1,672
|
[14],[29],[30] |
$ 1,672
|
[23],[33],[34] |
| Percentage of Net Assets |
|
0.20%
|
[14],[29],[30] |
0.30%
|
[23],[33],[34] |
| Fair Value |
|
$ 1,672
|
[1],[14],[29],[30] |
$ 1,672
|
[2],[23],[33],[34] |
| Investment, Identifier [Axis]: Ben Nevis Midco Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[20],[29],[30] |
5.50%
|
[17],[27],[33],[34] |
| Interest Rate |
|
9.81%
|
[12],[29],[30] |
10.34%
|
[18],[33],[34] |
| Principal |
|
$ 429
|
[3],[29],[30] |
$ 263
|
[4],[33],[34] |
| Amortized Cost |
|
$ 427
|
[29],[30] |
$ 264
|
[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[29],[30] |
0.00%
|
[33],[34] |
| Fair Value |
|
$ 429
|
[1],[29],[30] |
$ 263
|
[2],[33],[34] |
| Investment, Identifier [Axis]: Ben Nevis Midco Limited, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20],[29],[30] |
5.50%
|
[17],[27],[33],[34] |
| Interest Rate |
|
9.81%
|
[12],[14],[29],[30] |
10.36%
|
[18],[33],[34] |
| Principal |
|
$ 2,058
|
[3],[14],[29],[30] |
$ 408
|
[4],[33],[34] |
| Amortized Cost |
|
$ 2,028
|
[14],[29],[30] |
$ 391
|
[33],[34] |
| Percentage of Net Assets |
|
0.20%
|
[14],[29],[30] |
0.10%
|
[33],[34] |
| Fair Value |
|
$ 2,058
|
[1],[14],[29],[30] |
$ 408
|
[2],[33],[34] |
| Investment, Identifier [Axis]: Benefit Plan Administrators of Eau Claire, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.29%
|
|
|
|
| Principal |
[3],[14] |
$ 1,325
|
|
|
|
| Amortized Cost |
[14] |
$ 1,318
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,325
|
|
|
|
| Investment, Identifier [Axis]: Benefit Plan Administrators of Eau Claire, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Benefit Plan Administrators of Eau Claire, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (4)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Benefit Plan Administrators of Eau Claire, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.29%
|
|
|
|
| Principal |
[3],[14] |
$ 8,011
|
|
|
|
| Amortized Cost |
[14] |
$ 7,966
|
|
|
|
| Percentage of Net Assets |
[14] |
0.70%
|
|
|
|
| Fair Value |
[1],[14] |
$ 8,011
|
|
|
|
| Investment, Identifier [Axis]: BestPass, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14],[24] |
5.25%
|
[15],[17],[27] |
| Interest Rate |
|
8.91%
|
[12],[14],[24] |
10.10%
|
[15],[18] |
| Principal |
|
$ 18,036
|
[3],[14],[24] |
$ 18,219
|
[4],[15] |
| Amortized Cost |
|
$ 17,961
|
[14],[24] |
$ 18,130
|
[15] |
| Percentage of Net Assets |
|
1.70%
|
[14],[24] |
2.80%
|
[15] |
| Fair Value |
|
$ 18,036
|
[1],[14],[24] |
$ 18,128
|
[2],[15] |
| Investment, Identifier [Axis]: BestPass, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (7)
|
[13] |
$ (9)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (9)
|
[2],[19] |
| Investment, Identifier [Axis]: BestPass, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (10)
|
[13] |
$ (12)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (12)
|
[2],[19] |
| Investment, Identifier [Axis]: Biscuit Parent, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.35%
|
[18],[21] |
| Principal |
|
$ 17,499
|
[3],[14] |
$ 17,626
|
[4],[21] |
| Amortized Cost |
|
$ 17,396
|
[14] |
$ 17,504
|
[21] |
| Percentage of Net Assets |
|
1.70%
|
[14] |
2.70%
|
[21] |
| Fair Value |
|
$ 17,499
|
[1],[14] |
$ 17,626
|
[2],[21] |
| Investment, Identifier [Axis]: Biscuit Parent, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (31)
|
[13] |
$ (37)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Biscuit Parent, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
[3] |
$ 1
|
|
|
|
| Amortized Cost |
|
$ 1
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 1
|
|
|
|
| Investment, Identifier [Axis]: Blackbird Purchaser, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20] |
5.50%
|
[16],[17],[21],[23] |
| Interest Rate |
|
9.50%
|
[12],[14] |
10.10%
|
[18],[21],[23] |
| Principal |
|
$ 23,062
|
[3],[14] |
$ 23,297
|
[4],[21],[23] |
| Amortized Cost |
|
$ 22,889
|
[14] |
$ 23,090
|
[21],[23] |
| Percentage of Net Assets |
|
2.20%
|
[14] |
3.60%
|
[21],[23] |
| Fair Value |
|
$ 23,062
|
[1],[14] |
$ 23,297
|
[2],[21],[23] |
| Investment, Identifier [Axis]: Blackbird Purchaser, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[20] |
5.50%
|
[16],[17] |
| Interest Rate |
|
9.50%
|
[12] |
10.10%
|
[18] |
| Principal |
|
$ 2,708
|
[3] |
$ 1,382
|
[4] |
| Amortized Cost |
|
$ 2,674
|
|
$ 1,341
|
|
| Percentage of Net Assets |
|
0.30%
|
|
0.20%
|
|
| Fair Value |
|
$ 2,708
|
[1] |
$ 1,382
|
[2] |
| Investment, Identifier [Axis]: Blackbird Purchaser, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[10],[11],[20] |
5.50%
|
[16],[17] |
| Interest Rate |
|
9.55%
|
[12] |
10.10%
|
[18] |
| Principal |
|
$ 2,166
|
[3] |
$ 464
|
[4] |
| Amortized Cost |
|
$ 2,143
|
|
$ 437
|
|
| Percentage of Net Assets |
|
0.20%
|
|
0.10%
|
|
| Fair Value |
|
$ 2,166
|
[1] |
$ 464
|
[2] |
| Investment, Identifier [Axis]: Blast Bidco Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[14],[20] |
6.00%
|
[15],[16],[17],[21] |
| Interest Rate |
|
10.00%
|
[12],[14] |
10.60%
|
[15],[18],[21] |
| Principal |
|
$ 16,855
|
[3],[14] |
$ 17,027
|
[4],[15],[21] |
| Amortized Cost |
|
$ 16,672
|
[14] |
$ 16,807
|
[15],[21] |
| Percentage of Net Assets |
|
1.60%
|
[14] |
2.60%
|
[15],[21] |
| Fair Value |
|
$ 16,855
|
[1],[14] |
$ 17,027
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Blast Bidco Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (20)
|
[13] |
$ (25)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Bloomerang, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.50%
|
[9],[11],[20],[24],[25] |
6.00%
|
[15],[17],[21],[27] |
| Interest Rate |
|
7.00%
|
[9],[12],[24],[25] |
10.85%
|
[15],[18],[21] |
| Investment, interest rate, paid in kind |
[9],[12],[24],[25] |
3.50%
|
|
|
|
| Principal |
|
$ 13,536
|
[3],[9],[24],[25] |
$ 13,536
|
[4],[15],[21] |
| Amortized Cost |
|
$ 13,440
|
[9],[24],[25] |
$ 13,417
|
[15],[21] |
| Percentage of Net Assets |
|
1.30%
|
[9],[24],[25] |
2.10%
|
[15],[21] |
| Fair Value |
|
$ 13,536
|
[1],[9],[24],[25] |
$ 13,536
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Bloomerang, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
6.00%
|
|
|
|
| Interest Rate |
[12] |
11.13%
|
|
|
|
| Principal |
|
$ 1,514
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 1,493
|
|
$ (26)
|
[19] |
| Percentage of Net Assets |
|
0.20%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 1,514
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Bloomerang, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
6.50%
|
|
|
|
| Interest Rate |
[12],[25] |
7.00%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
3.50%
|
|
|
|
| Principal |
|
$ 1,354
|
[3],[25] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 1,325
|
[25] |
$ (35)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
[25] |
0.00%
|
[19] |
| Fair Value |
|
$ 1,354
|
[1],[25] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Blue Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[39] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
7.04%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 2,033
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 1,953
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 2,033
|
|
|
|
| Investment, Identifier [Axis]: Blue Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[31] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
8.97%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 3,529
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 3,504
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.30%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 3,529
|
|
|
|
| Investment, Identifier [Axis]: Blue Bidco Limited, One stop 3 |
|
|
|
|
|
| Principal |
[3],[28],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[28],[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[28],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[28],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Blue Bidco Limited, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[29],[30],[36] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[29],[30] |
9.26%
|
|
|
|
| Principal |
[3],[9],[29],[30] |
$ 510
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 507
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 510
|
|
|
|
| Investment, Identifier [Axis]: Blue Bidco Limited, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[29],[30] |
5.00%
|
|
|
|
| Interest Rate |
[12],[29],[30] |
9.26%
|
|
|
|
| Principal |
[3],[29],[30] |
$ 1,047
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 1,047
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 1,047
|
|
|
|
| Investment, Identifier [Axis]: BlueMatrix Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
5.25%
|
[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.85%
|
[18],[21] |
| Principal |
|
$ 14,058
|
[3],[14] |
$ 14,200
|
[4],[21] |
| Amortized Cost |
|
$ 13,930
|
[14] |
$ 14,089
|
[21] |
| Percentage of Net Assets |
|
1.30%
|
[14] |
2.20%
|
[21] |
| Fair Value |
|
$ 14,058
|
[1],[14] |
$ 14,200
|
[2],[21] |
| Investment, Identifier [Axis]: BlueMatrix Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
|
$ 631
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 606
|
|
$ (20)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 631
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: BlueMatrix Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24] |
4.75%
|
|
|
|
| Interest Rate |
[12],[24] |
8.75%
|
|
|
|
| Principal |
|
$ 4,729
|
[3],[24] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 4,686
|
[24] |
$ (37)
|
[19] |
| Percentage of Net Assets |
|
0.40%
|
[24] |
0.00%
|
[19] |
| Fair Value |
|
$ 4,729
|
[1],[24] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: BlueMatrix Holdings, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.75%
|
|
|
|
| Principal |
[3],[14] |
$ 1,720
|
|
|
|
| Amortized Cost |
[14] |
$ 1,708
|
|
|
|
| Percentage of Net Assets |
[14] |
0.20%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,720
|
|
|
|
| Investment, Identifier [Axis]: BlueMatrix Holdings, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
[3],[9] |
$ 2,055
|
|
|
|
| Amortized Cost |
[9] |
$ 2,047
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 2,055
|
|
|
|
| Investment, Identifier [Axis]: BradyIFS Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[20] |
6.00%
|
[15],[16],[17],[21] |
| Interest Rate |
|
9.25%
|
[12] |
11.25%
|
[15],[18],[21] |
| Principal |
|
$ 217
|
[3] |
$ 20,896
|
[4],[15],[21] |
| Amortized Cost |
|
$ 206
|
|
$ 20,541
|
[15],[21] |
| Percentage of Net Assets |
|
0.00%
|
|
3.20%
|
[15],[21] |
| Fair Value |
|
$ 217
|
[1] |
$ 20,896
|
[2],[15],[21] |
| Investment, Identifier [Axis]: BradyIFS Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20],[24] |
6.00%
|
[16],[17],[27] |
| Interest Rate |
|
9.31%
|
[12],[14],[24] |
11.18%
|
[18] |
| Principal |
|
$ 22,318
|
[3],[14],[24] |
$ 1,648
|
[4] |
| Amortized Cost |
|
$ 21,977
|
[14],[24] |
$ 1,628
|
|
| Percentage of Net Assets |
|
2.10%
|
[14],[24] |
0.30%
|
|
| Fair Value |
|
$ 22,318
|
[1],[14],[24] |
$ 1,648
|
[2] |
| Investment, Identifier [Axis]: Bynder BidCo, Inc.& Bynder BidCo B.V., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[24],[30],[36],[40] |
7.25%
|
[15],[16],[17],[34],[41] |
| Interest Rate |
|
10.14%
|
[12],[24],[30],[40] |
12.53%
|
[15],[18],[34],[41] |
| Principal |
|
$ 956
|
[3],[24],[30],[40] |
$ 956
|
[4],[15],[34],[41] |
| Amortized Cost |
|
$ 940
|
[24],[30],[40] |
$ 935
|
[15],[34],[41] |
| Percentage of Net Assets |
|
0.10%
|
[24],[30],[40] |
0.10%
|
[15],[34],[41] |
| Fair Value |
|
$ 956
|
[1],[24],[30],[40] |
$ 956
|
[2],[15],[34],[41] |
| Investment, Identifier [Axis]: Bynder BidCo, Inc.& Bynder BidCo B.V., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[24],[30],[36],[40] |
7.25%
|
[15],[16],[17],[34],[41] |
| Interest Rate |
|
10.14%
|
[12],[24],[30],[40] |
12.53%
|
[15],[18],[34],[41] |
| Principal |
|
$ 365
|
[3],[24],[30],[40] |
$ 365
|
[4],[15],[34],[41] |
| Amortized Cost |
|
$ 359
|
[24],[30],[40] |
$ 357
|
[15],[34],[41] |
| Percentage of Net Assets |
|
0.00%
|
[24],[30],[40] |
0.10%
|
[15],[34],[41] |
| Fair Value |
|
$ 365
|
[1],[24],[30],[40] |
$ 365
|
[2],[15],[34],[41] |
| Investment, Identifier [Axis]: Bynder BidCo, Inc.& Bynder BidCo B.V., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[30],[40] |
0
|
[4],[34],[41] |
| Amortized Cost |
|
$ 0
|
[30],[40] |
$ 0
|
[34],[41] |
| Percentage of Net Assets |
|
0.00%
|
[30],[40] |
0.00%
|
[34],[41] |
| Fair Value |
|
$ 0
|
[1],[30],[40] |
$ 0
|
[2],[34],[41] |
| Investment, Identifier [Axis]: Bynder BidCo, Inc.& Bynder BidCo B.V., One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[30],[40] |
0
|
[4],[19],[34],[41] |
| Amortized Cost |
|
$ (1)
|
[13],[30],[40] |
$ (1)
|
[19],[34],[41] |
| Percentage of Net Assets |
|
0.00%
|
[13],[30],[40] |
0.00%
|
[19],[34],[41] |
| Fair Value |
|
$ 0
|
[1],[13],[30],[40] |
$ 0
|
[2],[19],[34],[41] |
| Investment, Identifier [Axis]: CAP-KSI Holdings, LLC, Common stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
571
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 148
|
|
|
|
| Investment, Identifier [Axis]: CAP-KSI Holdings, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
571
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: CAP-KSI Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.25%
|
[17],[27] |
| Interest Rate |
|
9.89%
|
[12] |
10.10%
|
[18] |
| Principal |
|
$ 351
|
[3] |
$ 161
|
[4] |
| Amortized Cost |
|
$ 340
|
|
$ 148
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 351
|
[1] |
$ 161
|
[2] |
| Investment, Identifier [Axis]: CAP-KSI Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[10],[11],[14],[20],[24] |
5.25%
|
[15],[16],[17] |
| Interest Rate |
|
9.32%
|
[12],[14],[24] |
9.85%
|
[15],[18] |
| Principal |
|
$ 8,303
|
[3],[14],[24] |
$ 5,832
|
[4],[15] |
| Amortized Cost |
|
$ 8,208
|
[14],[24] |
$ 5,748
|
[15] |
| Percentage of Net Assets |
|
0.80%
|
[14],[24] |
0.90%
|
[15] |
| Fair Value |
|
$ 8,303
|
[1],[14],[24] |
$ 5,832
|
[2],[15] |
| Investment, Identifier [Axis]: CAP-KSI Holdings, LLC, Preferred Stock |
|
|
|
|
|
| Principal (in shares) |
|
571
|
[3] |
571
|
[4] |
| Amortized Cost |
|
$ 571
|
|
$ 571
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.10%
|
|
| Fair Value |
|
$ 635
|
[1] |
$ 571
|
[2] |
| Investment, Identifier [Axis]: CB Buyer, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
228
|
|
| Amortized Cost |
|
|
|
$ 228
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 228
|
|
| Investment, Identifier [Axis]: CB Buyer, Inc., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (15)
|
[13] |
$ (17)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: CB Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20],[24] |
5.25%
|
[15],[16],[17] |
| Interest Rate |
|
9.25%
|
[12],[14],[24] |
9.85%
|
[15],[18] |
| Principal |
|
$ 17,539
|
[3],[14],[24] |
$ 15,848
|
[4],[15] |
| Amortized Cost |
|
$ 17,402
|
[14],[24] |
$ 15,695
|
[15] |
| Percentage of Net Assets |
|
1.60%
|
[14],[24] |
2.40%
|
[15] |
| Fair Value |
|
$ 17,539
|
[1],[14],[24] |
$ 15,848
|
[2],[15] |
| Investment, Identifier [Axis]: CB Buyer, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.25%
|
|
|
|
| Principal |
|
$ 192
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 171
|
|
$ (22)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 192
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: CB Buyer, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
228
|
|
|
|
| Amortized Cost |
|
$ 229
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 142
|
|
|
|
| Investment, Identifier [Axis]: CHA Vision Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.33%
|
|
|
|
| Principal |
[3],[14] |
$ 18,353
|
|
|
|
| Amortized Cost |
[14] |
$ 18,192
|
|
|
|
| Percentage of Net Assets |
[14] |
1.70%
|
|
|
|
| Fair Value |
[1],[14] |
$ 18,261
|
|
|
|
| Investment, Identifier [Axis]: CHA Vision Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.22%
|
|
|
|
| Principal |
[3] |
$ 5,974
|
|
|
|
| Amortized Cost |
|
$ 5,922
|
|
|
|
| Percentage of Net Assets |
|
0.50%
|
|
|
|
| Fair Value |
[1] |
$ 5,944
|
|
|
|
| Investment, Identifier [Axis]: CHA Vision Holdings, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (14)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (8)
|
|
|
|
| Investment, Identifier [Axis]: CHA Vision Holdings, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12] |
9.00%
|
|
|
|
| Principal |
[3],[9] |
$ 941
|
|
|
|
| Amortized Cost |
[9] |
$ 936
|
|
|
|
| Percentage of Net Assets |
[9] |
0.10%
|
|
|
|
| Fair Value |
[1],[9] |
$ 936
|
|
|
|
| Investment, Identifier [Axis]: CHA Vision Holdings, Inc., One stop 5 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (11)
|
|
|
|
| Investment, Identifier [Axis]: CHA Vision Holdings, Inc., Warrant |
|
|
|
|
|
| Principal (in shares) |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 110
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 153
|
|
|
|
| Investment, Identifier [Axis]: CHVAC Services Investment, LLC, Common Stock |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
95
|
|
| Amortized Cost |
|
|
|
$ 240
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 273
|
|
| Investment, Identifier [Axis]: CHVAC Services Investment, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
5.00%
|
[16],[17] |
| Interest Rate |
|
8.50%
|
[12],[14] |
9.60%
|
[18] |
| Principal |
|
$ 4,273
|
[3],[14] |
$ 3,537
|
[4] |
| Amortized Cost |
|
$ 4,227
|
[14] |
$ 3,429
|
|
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.50%
|
|
| Fair Value |
|
$ 4,273
|
[1],[14] |
$ 3,537
|
[2] |
| Investment, Identifier [Axis]: CHVAC Services Investment, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (12)
|
[13] |
$ (11)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: CHVAC Services Investment, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
8.50%
|
[12],[14] |
9.60%
|
[15],[18] |
| Principal |
|
$ 16,423
|
[3],[14] |
$ 7,598
|
[4],[15] |
| Amortized Cost |
|
$ 16,285
|
[14] |
$ 7,535
|
[15] |
| Percentage of Net Assets |
|
1.50%
|
[14] |
1.20%
|
[15] |
| Fair Value |
|
$ 16,423
|
[1],[14] |
$ 7,598
|
[2],[15] |
| Investment, Identifier [Axis]: CHVAC Services Investment, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.50%
|
|
|
|
| Principal |
[3] |
$ 18
|
|
|
|
| Amortized Cost |
|
$ 6
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 18
|
|
|
|
| Investment, Identifier [Axis]: CHVAC Services Investment, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
95
|
|
|
|
| Amortized Cost |
|
$ 240
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 410
|
|
|
|
| Investment, Identifier [Axis]: CST Holding Company, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14] |
5.00%
|
[15],[17],[27] |
| Interest Rate |
|
9.26%
|
[12],[14] |
9.95%
|
[15],[18] |
| Principal |
|
$ 5,345
|
[3],[14] |
$ 5,400
|
[4],[15] |
| Amortized Cost |
|
$ 5,185
|
[14] |
$ 5,188
|
[15] |
| Percentage of Net Assets |
|
0.50%
|
[14] |
0.80%
|
[15] |
| Fair Value |
|
$ 5,345
|
[1],[14] |
$ 5,400
|
[2],[15] |
| Investment, Identifier [Axis]: CST Holding Company, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: CVP Holdco, Inc., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (10)
|
[13] |
$ (12)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: CVP Holdco, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14],[24] |
5.00%
|
[15],[17],[27] |
| Interest Rate |
|
8.91%
|
[12],[14],[24] |
9.85%
|
[15],[18] |
| Principal |
|
$ 11,983
|
[3],[14],[24] |
$ 11,983
|
[4],[15] |
| Amortized Cost |
|
$ 11,884
|
[14],[24] |
$ 11,868
|
[15] |
| Percentage of Net Assets |
|
1.10%
|
[14],[24] |
1.80%
|
[15] |
| Fair Value |
|
$ 11,983
|
[1],[14],[24] |
$ 11,983
|
[2],[15] |
| Investment, Identifier [Axis]: CVP Holdco, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.91%
|
|
|
|
| Principal |
|
$ 687
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 674
|
|
$ (15)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 687
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Caerus Midco 3 S.A.R.L., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20],[30] |
5.00%
|
[16],[17],[21],[34],[42] |
| Interest Rate |
|
9.00%
|
[12],[14],[30] |
9.60%
|
[18],[21],[34],[42] |
| Principal |
|
$ 773
|
[3],[14],[30] |
$ 780
|
[4],[21],[34],[42] |
| Amortized Cost |
|
$ 764
|
[14],[30] |
$ 770
|
[21],[34],[42] |
| Percentage of Net Assets |
|
0.10%
|
[14],[30] |
0.10%
|
[21],[34],[42] |
| Fair Value |
|
$ 773
|
[1],[14],[30] |
$ 773
|
[2],[21],[34],[42] |
| Investment, Identifier [Axis]: Caerus Midco 3 S.A.R.L., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[11],[20],[30] |
5.00%
|
[16],[17],[21],[34],[42] |
| Interest Rate |
|
9.00%
|
[9],[12],[30] |
9.60%
|
[18],[21],[34],[42] |
| Principal |
|
$ 138
|
[3],[9],[30] |
$ 139
|
[4],[21],[34],[42] |
| Amortized Cost |
|
$ 136
|
[9],[30] |
$ 137
|
[21],[34],[42] |
| Percentage of Net Assets |
|
0.00%
|
[9],[30] |
0.00%
|
[21],[34],[42] |
| Fair Value |
|
$ 138
|
[1],[9],[30] |
$ 138
|
[2],[21],[34],[42] |
| Investment, Identifier [Axis]: Caerus Midco 3 S.A.R.L., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[20],[30] |
5.00%
|
[16],[17],[34],[42] |
| Interest Rate |
|
9.00%
|
[12],[30] |
9.60%
|
[18],[34],[42] |
| Principal |
|
$ 118
|
[3],[30] |
$ 53
|
[4],[34],[42] |
| Amortized Cost |
|
$ 117
|
[30] |
$ 52
|
[34],[42] |
| Percentage of Net Assets |
|
0.00%
|
[30] |
0.00%
|
[34],[42] |
| Fair Value |
|
$ 118
|
[1],[30] |
$ 51
|
[2],[34],[42] |
| Investment, Identifier [Axis]: Caerus Midco 3 S.A.R.L., One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[30] |
5.00%
|
[17],[27],[34],[42] |
| Interest Rate |
|
9.16%
|
[12],[30] |
9.87%
|
[18],[34],[42] |
| Principal |
|
$ 46
|
[3],[30] |
$ 46
|
[4],[34],[42] |
| Amortized Cost |
|
$ 45
|
[30] |
$ 45
|
[34],[42] |
| Percentage of Net Assets |
|
0.00%
|
[30] |
0.00%
|
[34],[42] |
| Fair Value |
|
$ 46
|
[1],[30] |
$ 45
|
[2],[34],[42] |
| Investment, Identifier [Axis]: Caerus Midco 3 S.A.R.L., One stop 5 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[20],[30] |
5.00%
|
[16],[17],[34],[42] |
| Interest Rate |
|
9.00%
|
[12],[30] |
9.60%
|
[18],[34],[42] |
| Principal |
|
$ 20
|
[3],[30] |
$ 9
|
[4],[34],[42] |
| Amortized Cost |
|
$ 20
|
[30] |
$ 9
|
[34],[42] |
| Percentage of Net Assets |
|
0.00%
|
[30] |
0.00%
|
[34],[42] |
| Fair Value |
|
$ 20
|
[1],[30] |
$ 9
|
[2],[34],[42] |
| Investment, Identifier [Axis]: Camelia Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[9],[11],[28],[29],[30],[31] |
5.50%
|
[17],[23],[32],[33],[34],[35] |
| Interest Rate |
|
9.47%
|
[9],[12],[28],[29],[30] |
10.45%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 689
|
[3],[9],[28],[29],[30] |
$ 685
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 642
|
[9],[28],[29],[30] |
$ 641
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
0.10%
|
[9],[28],[29],[30] |
0.10%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 689
|
[1],[9],[28],[29],[30] |
$ 685
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Camelia Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[9],[11],[28],[29],[30],[43] |
5.50%
|
[17],[23],[32],[33],[34],[44] |
| Interest Rate |
|
9.05%
|
[9],[12],[28],[29],[30] |
9.93%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 42
|
[3],[9],[28],[29],[30] |
$ 44
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 40
|
[9],[28],[29],[30] |
$ 40
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[9],[28],[29],[30] |
0.00%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 42
|
[1],[9],[28],[29],[30] |
$ 44
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Camelia Bidco Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[28],[29],[30],[31] |
5.50%
|
[17],[23],[32],[33],[34],[35] |
| Interest Rate |
|
9.47%
|
[12],[28],[29],[30] |
10.45%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 135
|
[3],[28],[29],[30] |
$ 97
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 125
|
[28],[29],[30] |
$ 87
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[28],[29],[30] |
0.10%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 135
|
[1],[28],[29],[30] |
$ 97
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Camelia Bidco Limited, One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[28],[29],[30] |
0
|
[4],[19],[32],[33],[34] |
| Amortized Cost |
|
$ (22)
|
[13],[28],[29],[30] |
$ (27)
|
[19],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[28],[29],[30] |
0.00%
|
[19],[32],[33],[34] |
| Fair Value |
|
$ 0
|
[1],[13],[28],[29],[30] |
$ 0
|
[2],[19],[32],[33],[34] |
| Investment, Identifier [Axis]: Captive Resources Midco, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[10],[11],[14] |
5.25%
|
[15],[17],[26],[27] |
| Interest Rate |
|
8.66%
|
[12],[14] |
10.10%
|
[15],[18],[26] |
| Principal |
|
$ 9,104
|
[3],[14] |
$ 7,206
|
[4],[15],[26] |
| Amortized Cost |
|
$ 9,032
|
[14] |
$ 7,114
|
[15],[26] |
| Percentage of Net Assets |
|
0.90%
|
[14] |
1.10%
|
[15],[26] |
| Fair Value |
|
$ 9,104
|
[1],[14] |
$ 7,206
|
[2],[15],[26] |
| Investment, Identifier [Axis]: Captive Resources Midco, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (2)
|
[13] |
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Cavender Stores L.P., Senior secured |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.00%
|
[15],[16],[17],[21] |
| Interest Rate |
|
9.00%
|
[12],[14] |
9.60%
|
[15],[18],[21] |
| Principal |
|
$ 24,563
|
[3],[14] |
$ 24,812
|
[4],[15],[21] |
| Amortized Cost |
|
$ 24,397
|
[14] |
$ 24,605
|
[15],[21] |
| Percentage of Net Assets |
|
2.30%
|
[14] |
3.80%
|
[15],[21] |
| Fair Value |
|
$ 24,563
|
[1],[14] |
$ 24,812
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Celerion Buyer, Inc., Common stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
446
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 1,295
|
|
|
|
| Investment, Identifier [Axis]: Celerion Buyer, Inc., LLC interest |
|
|
|
|
|
| Principal (in shares) |
[3],[45] |
446
|
|
|
|
| Amortized Cost |
[45] |
$ 373
|
|
|
|
| Percentage of Net Assets |
[45] |
0.00%
|
|
|
|
| Fair Value |
[1],[45] |
$ 249
|
|
|
|
| Investment, Identifier [Axis]: Celerion Buyer, Inc., LP units 1 |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
446
|
|
| Amortized Cost |
|
|
|
$ 446
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 446
|
|
| Investment, Identifier [Axis]: Celerion Buyer, Inc., LP units 2 |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
446
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 337
|
|
| Investment, Identifier [Axis]: Celerion Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.50%
|
[15],[16],[17] |
| Interest Rate |
|
9.25%
|
[12],[14] |
10.73%
|
[15],[18] |
| Principal |
|
$ 10,452
|
[3],[14] |
$ 10,137
|
[4],[15] |
| Amortized Cost |
|
$ 10,264
|
[14] |
$ 9,930
|
[15] |
| Percentage of Net Assets |
|
1.00%
|
[14] |
1.60%
|
[15] |
| Fair Value |
|
$ 10,452
|
[1],[14] |
$ 10,137
|
[2],[15] |
| Investment, Identifier [Axis]: Celerion Buyer, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Celerion Buyer, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (29)
|
[13] |
$ (33)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Celerion Buyer, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.25%
|
|
|
|
| Principal |
[3],[14] |
$ 5,874
|
|
|
|
| Amortized Cost |
[14] |
$ 5,825
|
|
|
|
| Percentage of Net Assets |
[14] |
0.50%
|
|
|
|
| Fair Value |
[1],[14] |
$ 5,874
|
|
|
|
| Investment, Identifier [Axis]: Centegix Intermediate II, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[9],[12] |
9.69%
|
|
|
|
| Principal |
[3],[9] |
$ 10,974
|
|
|
|
| Amortized Cost |
[9] |
$ 10,920
|
|
|
|
| Percentage of Net Assets |
[9] |
1.00%
|
|
|
|
| Fair Value |
[1],[9] |
$ 10,919
|
|
|
|
| Investment, Identifier [Axis]: Centegix Intermediate II, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (10)
|
|
|
|
| Investment, Identifier [Axis]: Centegix Intermediate II, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (16)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (16)
|
|
|
|
| Investment, Identifier [Axis]: Centegix Intermediate II, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
648
|
|
|
|
| Amortized Cost |
|
$ 648
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 648
|
|
|
|
| Investment, Identifier [Axis]: Ceres Groupe SAS & Ceres PikCo, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[24],[28],[30],[39],[46] |
5.25%
|
[15],[17],[32],[34],[47],[48] |
| Interest Rate |
|
6.58%
|
[12],[24],[28],[30],[46] |
8.84%
|
[15],[18],[32],[34],[47] |
| Principal |
|
$ 1,398
|
[3],[24],[28],[30],[46] |
$ 1,326
|
[4],[15],[32],[34],[47] |
| Amortized Cost |
|
$ 1,278
|
[24],[28],[30],[46] |
$ 1,276
|
[15],[32],[34],[47] |
| Percentage of Net Assets |
|
0.10%
|
[24],[28],[30],[46] |
0.20%
|
[15],[32],[34],[47] |
| Fair Value |
|
$ 1,398
|
[1],[24],[28],[30],[46] |
$ 1,314
|
[2],[15],[32],[34],[47] |
| Investment, Identifier [Axis]: Ceres Groupe SAS & Ceres PikCo, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[39],[46] |
4.50%
|
|
|
|
| Interest Rate |
[12],[28],[30],[46] |
6.76%
|
|
|
|
| Principal |
|
$ 198
|
[3],[28],[30],[46] |
0
|
[4],[32],[34],[47] |
| Amortized Cost |
|
$ 177
|
[28],[30],[46] |
$ 0
|
[32],[34],[47] |
| Percentage of Net Assets |
|
0.00%
|
[28],[30],[46] |
0.00%
|
[32],[34],[47] |
| Fair Value |
|
$ 198
|
[1],[28],[30],[46] |
$ 0
|
[2],[32],[34],[47] |
| Investment, Identifier [Axis]: Ceres Groupe SAS & Ceres PikCo, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[28],[30],[46] |
0
|
[4],[32],[34],[47] |
| Amortized Cost |
|
$ 0
|
[28],[30],[46] |
$ 0
|
[32],[34],[47] |
| Percentage of Net Assets |
|
0.00%
|
[28],[30],[46] |
0.10%
|
[32],[34],[47] |
| Fair Value |
|
$ 0
|
[1],[28],[30],[46] |
$ 0
|
[2],[32],[34],[47] |
| Investment, Identifier [Axis]: Ceres Groupe SAS & Ceres PikCo, Subordinated debt |
|
|
|
|
|
| Spread Above Index |
|
7.50%
|
[11],[25],[28],[30],[39],[46] |
8.00%
|
[17],[26],[32],[34],[47],[48] |
| Interest Rate |
[18],[26],[32],[34],[47] |
|
|
3.59%
|
|
| Investment, interest rate, paid in kind |
|
9.58%
|
[12],[25],[28],[30],[46] |
8.00%
|
[18],[26],[32],[34],[47] |
| Principal |
|
$ 901
|
[3],[25],[28],[30],[46] |
$ 766
|
[4],[26],[32],[34],[47] |
| Amortized Cost |
|
$ 826
|
[25],[28],[30],[46] |
$ 737
|
[26],[32],[34],[47] |
| Percentage of Net Assets |
|
0.10%
|
[25],[28],[30],[46] |
0.10%
|
[26],[32],[34],[47] |
| Fair Value |
|
$ 901
|
[1],[25],[28],[30],[46] |
$ 758
|
[2],[26],[32],[34],[47] |
| Investment, Identifier [Axis]: Citrin Cooperman Advisors LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
5.00%
|
|
| Interest Rate |
[18],[21] |
|
|
10.32%
|
|
| Principal |
[4],[21] |
|
|
$ 482
|
|
| Amortized Cost |
[21] |
|
|
$ 479
|
|
| Percentage of Net Assets |
[21] |
|
|
0.10%
|
|
| Fair Value |
[2],[21] |
|
|
$ 482
|
|
| Investment, Identifier [Axis]: Citrin Cooperman Advisors LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
5.00%
|
|
| Interest Rate |
[18],[21] |
|
|
10.32%
|
|
| Principal |
[4],[21] |
|
|
$ 209
|
|
| Amortized Cost |
[21] |
|
|
$ 205
|
|
| Percentage of Net Assets |
[21] |
|
|
0.00%
|
|
| Fair Value |
[2],[21] |
|
|
$ 209
|
|
| Investment, Identifier [Axis]: Citrin Cooperman Advisors LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
5.00%
|
|
| Interest Rate |
[18],[21] |
|
|
10.42%
|
|
| Principal |
[4],[21] |
|
|
$ 62
|
|
| Amortized Cost |
[21] |
|
|
$ 61
|
|
| Percentage of Net Assets |
[21] |
|
|
0.00%
|
|
| Fair Value |
[2],[21] |
|
|
$ 62
|
|
| Investment, Identifier [Axis]: Citrin Cooperman Advisors LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[23] |
|
|
5.25%
|
|
| Interest Rate |
[18],[23] |
|
|
10.67%
|
|
| Principal |
[4],[23] |
|
|
$ 34
|
|
| Amortized Cost |
[23] |
|
|
$ 33
|
|
| Percentage of Net Assets |
[23] |
|
|
0.00%
|
|
| Fair Value |
[2],[23] |
|
|
$ 34
|
|
| Investment, Identifier [Axis]: Citrin Cooperman Advisors LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.25%
|
|
| Interest Rate |
[18] |
|
|
10.67%
|
|
| Principal |
[4] |
|
|
$ 88
|
|
| Amortized Cost |
|
|
|
$ 86
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 88
|
|
| Investment, Identifier [Axis]: Collision SP Subco, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
5.50%
|
[16],[17],[21] |
| Interest Rate |
|
9.06%
|
[12],[14] |
10.75%
|
[18],[21] |
| Principal |
|
$ 9,942
|
[3],[14] |
$ 9,658
|
[4],[21] |
| Amortized Cost |
|
$ 9,799
|
[14] |
$ 9,486
|
[21] |
| Percentage of Net Assets |
|
0.90%
|
[14] |
1.50%
|
[21] |
| Fair Value |
|
$ 9,942
|
[1],[14] |
$ 9,658
|
[2],[21] |
| Investment, Identifier [Axis]: Collision SP Subco, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[9],[11],[20] |
5.50%
|
[17],[22],[27] |
| Interest Rate |
|
9.04%
|
[9],[12] |
10.36%
|
[18] |
| Principal |
|
$ 70
|
[3],[9] |
$ 1,764
|
[4] |
| Amortized Cost |
|
$ 70
|
[9] |
$ 1,714
|
|
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.30%
|
|
| Fair Value |
|
$ 70
|
[1],[9] |
$ 1,764
|
[2] |
| Investment, Identifier [Axis]: Collision SP Subco, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.50%
|
|
| Interest Rate |
[18] |
|
|
10.75%
|
|
| Principal |
|
0
|
[3],[13] |
$ 238
|
[4] |
| Amortized Cost |
|
$ (8)
|
[13] |
$ 210
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 238
|
[2] |
| Investment, Identifier [Axis]: Collision SP Subco, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[36] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
9.00%
|
|
|
|
| Principal |
[3] |
$ 5,305
|
|
|
|
| Amortized Cost |
|
$ 5,263
|
|
|
|
| Percentage of Net Assets |
|
0.50%
|
|
|
|
| Fair Value |
[1] |
$ 5,305
|
|
|
|
| Investment, Identifier [Axis]: Collision SP Subco, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.95%
|
|
|
|
| Principal |
[3] |
$ 238
|
|
|
|
| Amortized Cost |
|
$ 214
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 238
|
|
|
|
| Investment, Identifier [Axis]: Color Intermediate, LLC, Senior secured |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.85%
|
[12],[14] |
9.45%
|
[18],[21] |
| Principal |
|
$ 2,330
|
[3],[14] |
$ 2,353
|
[4],[21] |
| Amortized Cost |
|
$ 2,303
|
[14] |
$ 2,319
|
[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.30%
|
[21] |
| Fair Value |
|
$ 2,330
|
[1],[14] |
$ 2,353
|
[2],[21] |
| Investment, Identifier [Axis]: Community Care Partners, LLC, One stop |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[10],[11] |
6.00%
|
[17],[27] |
| Interest Rate |
|
10.27%
|
[12] |
10.96%
|
[18] |
| Principal |
|
$ 344
|
[3] |
$ 347
|
[4] |
| Amortized Cost |
|
$ 343
|
|
$ 346
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 344
|
[1] |
$ 337
|
[2] |
| Investment, Identifier [Axis]: Consilio Midco Limited, Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[37] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
6.75%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 4,837
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 4,664
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.50%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 4,837
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[29],[30] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[29],[30] |
9.04%
|
|
|
|
| Principal |
[3],[9],[29],[30] |
$ 3,938
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 3,919
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
0.40%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 3,938
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Senior secured 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[29],[30] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[29],[30] |
9.04%
|
|
|
|
| Principal |
[3],[9],[29],[30] |
$ 2,427
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 2,416
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 2,427
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Senior secured 4 |
|
|
|
|
|
| Principal |
[3],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Senior secured 5 |
|
|
|
|
|
| Principal |
[3],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Subordinated debt 1 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[29],[30],[36] |
7.50%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[29],[30] |
11.64%
|
|
|
|
| Principal |
[3],[25],[29],[30] |
$ 1,691
|
|
|
|
| Amortized Cost |
[25],[29],[30] |
$ 1,679
|
|
|
|
| Percentage of Net Assets |
[25],[29],[30] |
0.20%
|
|
|
|
| Fair Value |
[1],[25],[29],[30] |
$ 1,691
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Subordinated debt 2 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[29],[30],[39] |
7.50%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[29],[30] |
9.59%
|
|
|
|
| Principal |
[3],[25],[28],[29],[30] |
$ 1,353
|
|
|
|
| Amortized Cost |
[25],[28],[29],[30] |
$ 1,301
|
|
|
|
| Percentage of Net Assets |
[25],[28],[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[25],[28],[29],[30] |
$ 1,353
|
|
|
|
| Investment, Identifier [Axis]: Consilio Midco Limited, Subordinated debt 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25],[29],[30] |
7.50%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[29],[30] |
11.82%
|
|
|
|
| Principal |
[3],[25],[29],[30] |
$ 1
|
|
|
|
| Amortized Cost |
[25],[29],[30] |
$ 1
|
|
|
|
| Percentage of Net Assets |
[25],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[25],[29],[30] |
$ 1
|
|
|
|
| Investment, Identifier [Axis]: Consor Intermediate II, LLC, One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (21)
|
[13] |
$ (43)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Consor Intermediate II, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (10)
|
[13] |
$ (12)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Consor Intermediate II, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14],[20] |
4.75%
|
[15],[16],[17] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.35%
|
[15],[18] |
| Principal |
|
$ 13,620
|
[3],[14] |
$ 10,008
|
[4],[15] |
| Amortized Cost |
|
$ 13,565
|
[14] |
$ 9,961
|
[15] |
| Percentage of Net Assets |
|
1.30%
|
[14] |
1.50%
|
[15] |
| Fair Value |
|
$ 13,620
|
[1],[14] |
$ 10,008
|
[2],[15] |
| Investment, Identifier [Axis]: ContractPod Technologies, Ltd., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25],[29],[30] |
6.50%
|
|
|
|
| Interest Rate |
[9],[12],[25],[29],[30] |
7.25%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25],[29],[30] |
3.25%
|
|
|
|
| Principal |
[3],[9],[25],[29],[30] |
$ 1,213
|
|
|
|
| Amortized Cost |
[9],[25],[29],[30] |
$ 1,208
|
|
|
|
| Percentage of Net Assets |
[9],[25],[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[9],[25],[29],[30] |
$ 1,213
|
|
|
|
| Investment, Identifier [Axis]: ContractPod Technologies, Ltd., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[29],[30] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: ContractPod Technologies, Ltd., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[29],[30] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Corsair Blade IV S.A R.L., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[30],[31],[49] |
5.75%
|
|
|
|
| Interest Rate |
[12],[25],[28],[30],[49] |
9.47%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[30],[49] |
0.25%
|
|
|
|
| Principal |
[3],[25],[28],[30],[49] |
$ 81
|
|
|
|
| Amortized Cost |
[25],[28],[30],[49] |
$ 62
|
|
|
|
| Percentage of Net Assets |
[25],[28],[30],[49] |
0.00%
|
|
|
|
| Fair Value |
[1],[25],[28],[30],[49] |
$ 81
|
|
|
|
| Investment, Identifier [Axis]: Corsair Blade IV S.A R.L., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25],[30],[49] |
5.75%
|
|
|
|
| Interest Rate |
[12],[25],[30],[49] |
9.75%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[30],[49] |
0.25%
|
|
|
|
| Principal |
[3],[25],[30],[49] |
$ 250
|
|
|
|
| Amortized Cost |
[25],[30],[49] |
$ 250
|
|
|
|
| Percentage of Net Assets |
[25],[30],[49] |
0.00%
|
|
|
|
| Fair Value |
[1],[25],[30],[49] |
$ 250
|
|
|
|
| Investment, Identifier [Axis]: Coupa Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.50%
|
[16],[17],[21] |
| Interest Rate |
|
9.56%
|
[12],[14] |
10.75%
|
[18],[21] |
| Principal |
|
$ 8,287
|
[3],[14] |
$ 8,371
|
[4],[21] |
| Amortized Cost |
|
$ 8,139
|
[14] |
$ 8,190
|
[21] |
| Percentage of Net Assets |
|
0.80%
|
[14] |
1.40%
|
[21] |
| Fair Value |
|
$ 8,287
|
[1],[14] |
$ 8,371
|
[2],[21] |
| Investment, Identifier [Axis]: Coupa Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Coupa Holdings, LLC, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (7)
|
[13] |
$ (9)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Creek Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.14%
|
|
|
|
| Principal |
[3],[14] |
$ 20,182
|
|
|
|
| Amortized Cost |
[14] |
$ 19,867
|
|
|
|
| Percentage of Net Assets |
[14] |
1.90%
|
|
|
|
| Fair Value |
[1],[14] |
$ 20,182
|
|
|
|
| Investment, Identifier [Axis]: Creek Parent, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (43)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Creek Parent, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
905
|
|
|
|
| Amortized Cost |
|
$ 905
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 968
|
|
|
|
| Investment, Identifier [Axis]: Crewline Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.75%
|
[9],[10],[11],[24] |
6.75%
|
[16],[17],[21] |
| Interest Rate |
|
10.91%
|
[9],[12],[24] |
11.35%
|
[18],[21] |
| Principal |
|
$ 28,293
|
[3],[9],[24] |
$ 28,243
|
[4],[21] |
| Amortized Cost |
|
$ 27,984
|
[9],[24] |
$ 27,874
|
[21] |
| Percentage of Net Assets |
|
2.70%
|
[9],[24] |
4.30%
|
[21] |
| Fair Value |
|
$ 28,293
|
[1],[9],[24] |
$ 28,243
|
[2],[21] |
| Investment, Identifier [Axis]: Crewline Buyer, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (32)
|
[13] |
$ (39)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Critical Start, Inc., Common Stock |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
38
|
|
| Amortized Cost |
|
|
|
$ 38
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 19
|
|
| Investment, Identifier [Axis]: Critical Start, Inc., LLC units |
|
|
|
|
|
| Principal (in shares) |
[3] |
38
|
|
|
|
| Amortized Cost |
|
$ 38
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 17
|
|
|
|
| Investment, Identifier [Axis]: Critical Start, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.75%
|
[9],[11],[20],[25] |
6.75%
|
[16],[17],[26] |
| Interest Rate |
|
7.46%
|
[9],[12],[25] |
8.40%
|
[18],[26] |
| Investment, interest rate, paid in kind |
|
3.63%
|
[9],[12],[25] |
3.63%
|
[18],[26] |
| Principal |
|
$ 543
|
[3],[9],[25] |
$ 523
|
[4],[26] |
| Amortized Cost |
|
$ 541
|
[9],[25] |
$ 520
|
[26] |
| Percentage of Net Assets |
|
0.10%
|
[9],[25] |
0.10%
|
[26] |
| Fair Value |
|
$ 537
|
[1],[9],[25] |
$ 518
|
[2],[26] |
| Investment, Identifier [Axis]: Critical Start, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.75%
|
[9],[11],[20],[25] |
6.75%
|
[16],[17],[21],[26] |
| Interest Rate |
|
7.46%
|
[9],[12],[25] |
8.40%
|
[18],[21],[26] |
| Investment, interest rate, paid in kind |
|
3.63%
|
[9],[12],[25] |
3.63%
|
[18],[21],[26] |
| Principal |
|
$ 275
|
[3],[9],[25] |
$ 266
|
[4],[21],[26] |
| Amortized Cost |
|
$ 273
|
[9],[25] |
$ 262
|
[21],[26] |
| Percentage of Net Assets |
|
0.00%
|
[9],[25] |
0.00%
|
[21],[26] |
| Fair Value |
|
$ 273
|
[1],[9],[25] |
$ 263
|
[2],[21],[26] |
| Investment, Identifier [Axis]: Critical Start, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
[13] |
$ 0
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ (1)
|
[1],[13] |
$ (1)
|
[2],[19] |
| Investment, Identifier [Axis]: Crow River Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[9],[11],[20] |
7.75%
|
[16],[17],[21],[27] |
| Interest Rate |
|
10.31%
|
[9],[12] |
13.00%
|
[18],[21] |
| Principal |
|
$ 999
|
[3],[9] |
$ 999
|
[4],[21] |
| Amortized Cost |
|
$ 987
|
[9] |
$ 984
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[9] |
0.20%
|
[21] |
| Fair Value |
|
$ 999
|
[1],[9] |
$ 999
|
[2],[21] |
| Investment, Identifier [Axis]: Crow River Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
7.75%
|
|
| Interest Rate |
[18] |
|
|
12.85%
|
|
| Principal |
|
0
|
[3],[13] |
$ 13
|
[4] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ 12
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 13
|
[2] |
| Investment, Identifier [Axis]: Crow River Buyer, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
6.00%
|
|
|
|
| Interest Rate |
[9],[12] |
10.17%
|
|
|
|
| Principal |
[3],[9] |
$ 2,334
|
|
|
|
| Amortized Cost |
[9] |
$ 2,315
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 2,334
|
|
|
|
| Investment, Identifier [Axis]: Crumbl Enterprises, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.50%
|
|
|
|
| Principal |
[3],[14] |
$ 17,832
|
|
|
|
| Amortized Cost |
[14] |
$ 17,748
|
|
|
|
| Percentage of Net Assets |
[14] |
1.70%
|
|
|
|
| Fair Value |
[1],[14] |
$ 17,832
|
|
|
|
| Investment, Identifier [Axis]: Crumbl Enterprises, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.50%
|
|
|
|
| Principal |
[3] |
$ 232
|
|
|
|
| Amortized Cost |
|
$ 226
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 232
|
|
|
|
| Investment, Identifier [Axis]: Crunch Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11],[24] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[24] |
8.91%
|
|
|
|
| Principal |
|
$ 29,294
|
[3],[9],[24] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 29,225
|
[9],[24] |
$ (10)
|
[19] |
| Percentage of Net Assets |
|
2.70%
|
[9],[24] |
0.00%
|
[19] |
| Fair Value |
|
$ 29,294
|
[1],[9],[24] |
$ (10)
|
[2],[19] |
| Investment, Identifier [Axis]: Crunch Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[17],[21],[27] |
|
|
4.75%
|
|
| Interest Rate |
[18],[21] |
|
|
9.61%
|
|
| Principal |
|
0
|
[3],[13] |
$ 14,880
|
[4],[21] |
| Amortized Cost |
|
$ (9)
|
[13] |
$ 14,806
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
2.30%
|
[21] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 14,806
|
[2],[21] |
| Investment, Identifier [Axis]: Cynet Security Ltd., Preferred Stock |
|
|
|
|
|
| Principal (in shares) |
[4],[34],[50] |
|
|
23
|
|
| Amortized Cost |
[34],[50] |
|
|
$ 81
|
|
| Percentage of Net Assets |
[34],[50] |
|
|
0.00%
|
|
| Fair Value |
[2],[34],[50] |
|
|
$ 106
|
|
| Investment, Identifier [Axis]: Cynet Security Ltd., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3],[30],[51] |
23
|
|
|
|
| Amortized Cost |
[30],[51] |
$ 81
|
|
|
|
| Percentage of Net Assets |
[30],[51] |
0.00%
|
|
|
|
| Fair Value |
[1],[30],[51] |
$ 123
|
|
|
|
| Investment, Identifier [Axis]: DCCM, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.91%
|
|
|
|
| Principal |
[3],[9] |
$ 1,956
|
|
|
|
| Amortized Cost |
[9] |
$ 1,947
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 1,956
|
|
|
|
| Investment, Identifier [Axis]: DCCM, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: DCCM, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: DISA Holdings Corp., One stop |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[10],[11] |
5.00%
|
[16],[17],[21] |
| Interest Rate |
|
9.28%
|
[9],[12] |
10.02%
|
[18],[21] |
| Principal |
|
$ 96
|
[3],[9] |
$ 97
|
[4],[21] |
| Amortized Cost |
|
$ 95
|
[9] |
$ 95
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 96
|
[1],[9] |
$ 97
|
[2],[21] |
| Investment, Identifier [Axis]: DISA Holdings Corp., Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.28%
|
[12],[14] |
10.02%
|
[15],[18] |
| Principal |
|
$ 1,428
|
[3],[14] |
$ 1,443
|
[4],[15] |
| Amortized Cost |
|
$ 1,414
|
[14] |
$ 1,424
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[15] |
| Fair Value |
|
$ 1,428
|
[1],[14] |
$ 1,443
|
[2],[15] |
| Investment, Identifier [Axis]: DISA Holdings Corp., Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[20] |
5.00%
|
[16],[17] |
| Interest Rate |
|
9.27%
|
[12] |
10.11%
|
[18] |
| Principal |
|
$ 1,048
|
[3] |
$ 124
|
[4] |
| Amortized Cost |
|
$ 1,037
|
|
$ 117
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
|
| Fair Value |
|
$ 1,048
|
[1] |
$ 124
|
[2] |
| Investment, Identifier [Axis]: DISA Holdings Corp., Senior secured 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14] |
5.00%
|
[16],[17],[21] |
| Interest Rate |
|
9.28%
|
[12],[14] |
10.02%
|
[18],[21] |
| Principal |
|
$ 706
|
[3],[14] |
$ 713
|
[4],[21] |
| Amortized Cost |
|
$ 699
|
[14] |
$ 703
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 706
|
[1],[14] |
$ 713
|
[2],[21] |
| Investment, Identifier [Axis]: DISA Holdings Corp., Senior secured 4 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[10],[11] |
5.00%
|
[16],[17],[21] |
| Interest Rate |
|
9.28%
|
[9],[12] |
10.02%
|
[18],[21] |
| Principal |
|
$ 81
|
[3],[9] |
$ 82
|
[4],[21] |
| Amortized Cost |
|
$ 80
|
[9] |
$ 81
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 81
|
[1],[9] |
$ 82
|
[2],[21] |
| Investment, Identifier [Axis]: DISA Holdings Corp., Senior secured 5 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.28%
|
|
|
|
| Principal |
|
$ 86
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 81
|
|
$ (6)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 86
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: DISA Holdings Corp., Subordinated debt |
|
|
|
|
|
| Spread Above Index |
|
8.50%
|
[10],[11],[25] |
8.50%
|
[17],[26],[27] |
| Interest Rate |
|
10.63%
|
[12],[25] |
11.51%
|
[18],[26] |
| Investment, interest rate, paid in kind |
|
2.00%
|
[12],[25] |
2.00%
|
[18],[26] |
| Principal |
|
$ 53
|
[3],[25] |
$ 52
|
[4],[26] |
| Amortized Cost |
|
$ 52
|
[25] |
$ 51
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 53
|
[1],[25] |
$ 52
|
[2],[26] |
| Investment, Identifier [Axis]: DP Flores Holdings, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
88
|
|
| Amortized Cost |
|
|
|
$ 88
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 113
|
|
| Investment, Identifier [Axis]: DP Flores Holdings, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
88
|
|
|
|
| Amortized Cost |
|
$ 70
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 140
|
|
|
|
| Investment, Identifier [Axis]: Datix Bidco Limited and RL Datix Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[11],[28],[29],[30],[31] |
5.50%
|
[17],[23],[32],[33],[34],[35] |
| Interest Rate |
|
8.97%
|
[9],[12],[28],[29],[30] |
10.45%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 3,093
|
[3],[9],[28],[29],[30] |
$ 3,077
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 2,844
|
[9],[28],[29],[30] |
$ 2,836
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
0.30%
|
[9],[28],[29],[30] |
0.50%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 3,093
|
[1],[9],[28],[29],[30] |
$ 3,046
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Datix Bidco Limited and RL Datix Holdings, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[29],[30] |
0
|
[4],[19],[33],[34] |
| Amortized Cost |
|
$ (9)
|
[13],[29],[30] |
$ (11)
|
[19],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[29],[30] |
0.00%
|
[19],[33],[34] |
| Fair Value |
|
$ 0
|
[1],[13],[29],[30] |
$ (11)
|
[2],[19],[33],[34] |
| Investment, Identifier [Axis]: Datix Bidco Limited and RL Datix Holdings, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[11],[29],[30],[36] |
5.50%
|
[17],[22],[23],[33],[34] |
| Interest Rate |
|
9.29%
|
[9],[12],[29],[30] |
10.81%
|
[18],[23],[33],[34] |
| Principal |
|
$ 4,967
|
[3],[9],[29],[30] |
$ 4,967
|
[4],[23],[33],[34] |
| Amortized Cost |
|
$ 4,888
|
[9],[29],[30] |
$ 4,874
|
[23],[33],[34] |
| Percentage of Net Assets |
|
0.50%
|
[9],[29],[30] |
0.80%
|
[23],[33],[34] |
| Fair Value |
|
$ 4,967
|
[1],[9],[29],[30] |
$ 4,918
|
[2],[23],[33],[34] |
| Investment, Identifier [Axis]: Datix Bidco Limited and RL Datix Holdings, Inc., One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[29],[30] |
0
|
[4],[19],[33],[34] |
| Amortized Cost |
|
$ (14)
|
[13],[29],[30] |
$ (18)
|
[19],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[29],[30] |
0.00%
|
[19],[33],[34] |
| Fair Value |
|
$ 0
|
[1],[13],[29],[30] |
$ (10)
|
[2],[19],[33],[34] |
| Investment, Identifier [Axis]: Deerfield Dakota Holding, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (14)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (15)
|
|
|
|
| Investment, Identifier [Axis]: Deerfield Dakota Holding, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
5.75%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
7.06%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
2.75%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 15,499
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 15,345
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
1.40%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 15,344
|
|
|
|
| Investment, Identifier [Axis]: Denali Bidco Limited, LP Interest |
|
|
|
|
|
| Principal (in shares) |
[4],[33],[34] |
|
|
85
|
|
| Amortized Cost |
[33],[34] |
|
|
$ 110
|
|
| Percentage of Net Assets |
[33],[34] |
|
|
0.00%
|
|
| Fair Value |
[2],[33],[34] |
|
|
$ 162
|
|
| Investment, Identifier [Axis]: Denali Bidco Limited, LP units |
|
|
|
|
|
| Principal (in shares) |
[3],[29],[30] |
85
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 51
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 144
|
|
|
|
| Investment, Identifier [Axis]: Denali Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[11],[28],[29],[30],[31] |
6.00%
|
[17],[23],[32],[33],[34],[35] |
| Interest Rate |
|
8.97%
|
[9],[12],[28],[29],[30] |
10.95%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 7,336
|
[3],[9],[28],[29],[30] |
$ 2,604
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 7,129
|
[9],[28],[29],[30] |
$ 2,410
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
0.70%
|
[9],[28],[29],[30] |
0.40%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 7,299
|
[1],[9],[28],[29],[30] |
$ 2,617
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Denali Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[9],[11],[28],[29],[30],[37] |
6.00%
|
[17],[23],[32],[33],[34],[38] |
| Interest Rate |
|
7.08%
|
[9],[12],[28],[29],[30] |
9.35%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 15,177
|
[3],[9],[28],[29],[30] |
$ 628
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 14,442
|
[9],[28],[29],[30] |
$ 601
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
1.40%
|
[9],[28],[29],[30] |
0.10%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 15,101
|
[1],[9],[28],[29],[30] |
$ 631
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Denali Bidco Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[17],[23],[32],[33],[34],[38] |
|
|
5.50%
|
|
| Interest Rate |
[18],[23],[32],[33],[34] |
|
|
8.85%
|
|
| Principal |
[4],[23],[32],[33],[34] |
|
|
$ 4,351
|
|
| Amortized Cost |
[23],[32],[33],[34] |
|
|
$ 4,087
|
|
| Percentage of Net Assets |
[23],[32],[33],[34] |
|
|
0.70%
|
|
| Fair Value |
[2],[23],[32],[33],[34] |
|
|
$ 4,351
|
|
| Investment, Identifier [Axis]: Denali Bidco Limited, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[17],[32],[33],[34],[38] |
|
|
6.00%
|
|
| Interest Rate |
[18],[32],[33],[34] |
|
|
9.35%
|
|
| Principal |
[4],[32],[33],[34] |
|
|
$ 880
|
|
| Amortized Cost |
[32],[33],[34] |
|
|
$ 822
|
|
| Percentage of Net Assets |
[32],[33],[34] |
|
|
0.10%
|
|
| Fair Value |
[2],[32],[33],[34] |
|
|
$ 884
|
|
| Investment, Identifier [Axis]: Denali Bidco Limited, One stop 5 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[28],[29],[30] |
0
|
[4],[19],[32],[33],[34] |
| Amortized Cost |
|
$ (40)
|
[13],[28],[29],[30] |
$ (41)
|
[19],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[28],[29],[30] |
0.00%
|
[19],[32],[33],[34] |
| Fair Value |
|
$ (24)
|
[1],[13],[28],[29],[30] |
$ 0
|
[2],[19],[32],[33],[34] |
| Investment, Identifier [Axis]: Denali Bidco Limited, Subordinated debt 1 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[29],[30] |
9.80%
|
|
|
|
| Principal |
[3],[25],[28],[29],[30] |
$ 10,127
|
|
|
|
| Amortized Cost |
[25],[28],[29],[30] |
$ 10,011
|
|
|
|
| Percentage of Net Assets |
[25],[28],[29],[30] |
0.90%
|
|
|
|
| Fair Value |
[1],[25],[28],[29],[30] |
$ 10,026
|
|
|
|
| Investment, Identifier [Axis]: Denali Bidco Limited, Subordinated debt 2 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[29],[30] |
11.20%
|
|
|
|
| Principal |
[3],[25],[28],[29],[30] |
$ 6,680
|
|
|
|
| Amortized Cost |
[25],[28],[29],[30] |
$ 6,644
|
|
|
|
| Percentage of Net Assets |
[25],[28],[29],[30] |
0.60%
|
|
|
|
| Fair Value |
[1],[25],[28],[29],[30] |
$ 6,613
|
|
|
|
| Investment, Identifier [Axis]: Denali Intermediate Holdings, Inc.,One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (45)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (45)
|
|
|
|
| Investment, Identifier [Axis]: Denali Intermediate Holdings, Inc.,One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11],[24] |
5.50%
|
|
|
|
| Interest Rate |
[9],[12],[24] |
9.67%
|
|
|
|
| Principal |
[3],[9],[24] |
$ 45,454
|
|
|
|
| Amortized Cost |
[9],[24] |
$ 45,006
|
|
|
|
| Percentage of Net Assets |
[9],[24] |
4.20%
|
|
|
|
| Fair Value |
[1],[9],[24] |
$ 45,000
|
|
|
|
| Investment, Identifier [Axis]: Diamondback Acquisition, Inc.,One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.66%
|
|
|
|
| Principal |
[3],[9] |
$ 5,997
|
|
|
|
| Amortized Cost |
[9] |
$ 5,982
|
|
|
|
| Percentage of Net Assets |
[9] |
0.60%
|
|
|
|
| Fair Value |
[1],[9] |
$ 5,982
|
|
|
|
| Investment, Identifier [Axis]: Diamondback Acquisition, Inc.,One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (6)
|
|
|
|
| Investment, Identifier [Axis]: Diamondback Acquisition, Inc.,One stop 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 155
|
|
|
|
| Amortized Cost |
|
$ 153
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 153
|
|
|
|
| Investment, Identifier [Axis]: Disco Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
7.50%
|
|
| Interest Rate |
[18],[21] |
|
|
12.56%
|
|
| Principal |
[4],[21] |
|
|
$ 1,047
|
|
| Amortized Cost |
[21] |
|
|
$ 1,027
|
|
| Percentage of Net Assets |
[21] |
|
|
0.20%
|
|
| Fair Value |
[2],[21] |
|
|
$ 1,047
|
|
| Investment, Identifier [Axis]: Disco Parent, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (1)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Doxa Insurance Holdings LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.25%
|
[16],[17],[21],[23] |
| Interest Rate |
|
9.25%
|
[12],[14] |
10.06%
|
[18],[21],[23] |
| Principal |
|
$ 14,083
|
[3],[14] |
$ 14,227
|
[4],[21],[23] |
| Amortized Cost |
|
$ 13,977
|
[14] |
$ 14,099
|
[21],[23] |
| Percentage of Net Assets |
|
1.30%
|
[14] |
2.20%
|
[21],[23] |
| Fair Value |
|
$ 14,083
|
[1],[14] |
$ 14,262
|
[2],[21],[23] |
| Investment, Identifier [Axis]: Doxa Insurance Holdings LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.25%
|
|
|
|
| Principal |
|
$ 368
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 347
|
|
$ (27)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 368
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Doxa Insurance Holdings LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.25%
|
[16],[17] |
| Interest Rate |
|
9.25%
|
[12] |
10.22%
|
[18] |
| Principal |
|
$ 13,267
|
[3] |
$ 11,757
|
[4] |
| Amortized Cost |
|
$ 13,167
|
|
$ 11,637
|
|
| Percentage of Net Assets |
|
1.20%
|
|
1.80%
|
|
| Fair Value |
|
$ 13,267
|
[1] |
$ 11,791
|
[2] |
| Investment, Identifier [Axis]: Doxa Insurance Holdings LLC, One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4] |
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2] |
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[12],[14] |
10.45%
|
[18],[21] |
| Principal |
|
$ 574
|
[3],[14] |
$ 580
|
[4],[21] |
| Amortized Cost |
|
$ 568
|
[14] |
$ 573
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 574
|
[1],[14] |
$ 580
|
[2],[21] |
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
|
$ 84
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 77
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 84
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[9],[11],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[9],[12] |
10.45%
|
[18],[21] |
| Principal |
|
$ 146
|
[3],[9] |
$ 147
|
[4],[21] |
| Amortized Cost |
|
$ 144
|
[9] |
$ 145
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 146
|
[1],[9] |
$ 147
|
[2],[21] |
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[9],[11],[20] |
5.75%
|
[16],[17],[23] |
| Interest Rate |
|
8.75%
|
[9],[12] |
10.45%
|
[18],[23] |
| Principal |
|
$ 73
|
[3],[9] |
$ 74
|
[4],[23] |
| Amortized Cost |
|
$ 72
|
[9] |
$ 73
|
[23] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[23] |
| Fair Value |
|
$ 73
|
[1],[9] |
$ 74
|
[2],[23] |
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
|
$ 86
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 84
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 86
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 6 |
|
|
|
|
|
| Principal |
[3],[13],[28] |
0
|
|
|
|
| Amortized Cost |
[13],[28] |
$ (13)
|
|
|
|
| Percentage of Net Assets |
[13],[28] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 7 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[37] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28] |
7.00%
|
|
|
|
| Principal |
[3],[9],[28] |
$ 18,074
|
|
|
|
| Amortized Cost |
[9],[28] |
$ 16,104
|
|
|
|
| Percentage of Net Assets |
[9],[28] |
1.70%
|
|
|
|
| Fair Value |
[1],[9],[28] |
$ 18,074
|
|
|
|
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 8 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Dwyer Instruments, Inc., One stop 9 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.75%
|
|
|
|
| Principal |
[3],[14] |
$ 506
|
|
|
|
| Amortized Cost |
[14] |
$ 502
|
|
|
|
| Percentage of Net Assets |
[14] |
0.00%
|
|
|
|
| Fair Value |
[1],[14] |
$ 506
|
|
|
|
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.26%
|
[9],[11],[20],[25] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
6.88%
|
[9],[12],[25] |
10.35%
|
[18],[21] |
| Investment, interest rate, paid in kind |
[9],[12],[25] |
3.38%
|
|
|
|
| Principal |
|
$ 316
|
[3],[9],[25] |
$ 320
|
[4],[21] |
| Amortized Cost |
|
$ 313
|
[9],[25] |
$ 315
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9],[25] |
0.00%
|
[21] |
| Fair Value |
|
$ 316
|
[1],[9],[25] |
$ 320
|
[2],[21] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.26%
|
[11],[14],[20],[25] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
6.88%
|
[12],[14],[25] |
10.35%
|
[15],[18] |
| Investment, interest rate, paid in kind |
[12],[14],[25] |
3.38%
|
|
|
|
| Principal |
|
$ 4,560
|
[3],[14],[25] |
$ 4,607
|
[4],[15] |
| Amortized Cost |
|
$ 4,500
|
[14],[25] |
$ 4,541
|
[15] |
| Percentage of Net Assets |
|
0.40%
|
[14],[25] |
0.70%
|
[15] |
| Fair Value |
|
$ 4,560
|
[1],[14],[25] |
$ 4,607
|
[2],[15] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
6.26%
|
[11],[14],[20],[25] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
6.88%
|
[12],[14],[25] |
10.35%
|
[15],[18] |
| Investment, interest rate, paid in kind |
[12],[14],[25] |
3.38%
|
|
|
|
| Principal |
|
$ 689
|
[3],[14],[25] |
$ 696
|
[4],[15] |
| Amortized Cost |
|
$ 680
|
[14],[25] |
$ 687
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14],[25] |
0.10%
|
[15] |
| Fair Value |
|
$ 689
|
[1],[14],[25] |
$ 696
|
[2],[15] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
6.26%
|
[11],[20],[25] |
5.75%
|
[16],[17] |
| Interest Rate |
|
6.88%
|
[12],[25] |
10.85%
|
[18] |
| Investment, interest rate, paid in kind |
[12],[25] |
3.38%
|
|
|
|
| Principal |
|
$ 154
|
[3],[25] |
$ 226
|
[4] |
| Amortized Cost |
|
$ 153
|
[25] |
$ 221
|
|
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
|
| Fair Value |
|
$ 154
|
[1],[25] |
$ 226
|
[2] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.75%
|
|
| Interest Rate |
[18] |
|
|
10.35%
|
|
| Principal |
|
0
|
[3],[13] |
$ 58
|
[4] |
| Amortized Cost |
|
$ (3)
|
[13] |
$ 55
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 58
|
[2] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 6 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
6.26%
|
|
|
|
| Interest Rate |
[12],[25] |
6.94%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
3.38%
|
|
|
|
| Principal |
|
$ 162
|
[3],[25] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 152
|
[25] |
$ (14)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[19] |
| Fair Value |
|
$ 162
|
[1],[25] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 7 |
|
|
|
|
|
| Spread Above Index |
|
6.26%
|
[11],[14],[20],[25] |
5.75%
|
[16],[17] |
| Interest Rate |
|
6.87%
|
[12],[14],[25] |
10.93%
|
[18] |
| Investment, interest rate, paid in kind |
[12],[14],[25] |
3.38%
|
|
|
|
| Principal |
|
$ 779
|
[3],[14],[25] |
$ 787
|
[4] |
| Amortized Cost |
|
$ 772
|
[14],[25] |
$ 780
|
|
| Percentage of Net Assets |
|
0.10%
|
[14],[25] |
0.10%
|
|
| Fair Value |
|
$ 779
|
[1],[14],[25] |
$ 787
|
[2] |
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 8 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
6.26%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
6.88%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
3.38%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 373
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 369
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
0.00%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 373
|
|
|
|
| Investment, Identifier [Axis]: ESN Venture Holdings, LLC, One stop 9 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
6.26%
|
|
|
|
| Interest Rate |
[12],[25] |
6.88%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
3.38%
|
|
|
|
| Principal |
[3],[25] |
$ 332
|
|
|
|
| Amortized Cost |
[25] |
$ 330
|
|
|
|
| Percentage of Net Assets |
[25] |
0.00%
|
|
|
|
| Fair Value |
[1],[25] |
$ 332
|
|
|
|
| Investment, Identifier [Axis]: Eagle Family Foods Group, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20],[36] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.19%
|
[12],[14] |
10.33%
|
[15],[18] |
| Principal |
|
$ 3,315
|
[3],[14] |
$ 3,457
|
[4],[15] |
| Amortized Cost |
|
$ 3,288
|
[14] |
$ 3,423
|
[15] |
| Percentage of Net Assets |
|
0.30%
|
[14] |
0.50%
|
[15] |
| Fair Value |
|
$ 3,315
|
[1],[14] |
$ 3,423
|
[2],[15] |
| Investment, Identifier [Axis]: Eagle Family Foods Group, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.00%
|
|
| Interest Rate |
[18] |
|
|
10.33%
|
|
| Principal |
|
0
|
[3],[13] |
$ 52
|
[4] |
| Amortized Cost |
|
$ (3)
|
[13] |
$ 48
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 48
|
[2] |
| Investment, Identifier [Axis]: Eclipse Buyer, Inc., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (15)
|
[13] |
$ (18)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (5)
|
[2],[19] |
| Investment, Identifier [Axis]: Eclipse Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[10],[11],[14] |
4.75%
|
[15],[16],[17] |
| Interest Rate |
|
8.68%
|
[12],[14] |
9.74%
|
[15],[18] |
| Principal |
|
$ 3,676
|
[3],[14] |
$ 3,676
|
[4],[15] |
| Amortized Cost |
|
$ 3,645
|
[14] |
$ 3,640
|
[15] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.60%
|
[15] |
| Fair Value |
|
$ 3,676
|
[1],[14] |
$ 3,639
|
[2],[15] |
| Investment, Identifier [Axis]: Eclipse Buyer, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (3)
|
[13] |
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (3)
|
[2],[19] |
| Investment, Identifier [Axis]: Eclipse Buyer, Inc., Preferred Stock |
|
|
|
|
|
| Investment, interest rate, paid in kind |
[18],[52] |
|
|
12.50%
|
|
| Principal (in shares) |
[4],[52] |
|
|
0
|
|
| Amortized Cost |
[52] |
|
|
$ 1,452
|
|
| Percentage of Net Assets |
[52] |
|
|
0.20%
|
|
| Fair Value |
[2],[52] |
|
|
$ 1,439
|
|
| Investment, Identifier [Axis]: Eclipse Buyer, Inc., Preferred stock |
|
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[45] |
12.50%
|
|
|
|
| Principal (in shares) |
[3],[45] |
0
|
|
|
|
| Amortized Cost |
[45] |
$ 1,645
|
|
|
|
| Percentage of Net Assets |
[45] |
0.20%
|
|
|
|
| Fair Value |
[1],[45] |
$ 1,672
|
|
|
|
| Investment, Identifier [Axis]: Einstein Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
6.50%
|
|
|
|
| Interest Rate |
[9],[12] |
10.83%
|
|
|
|
| Principal |
[3],[9] |
$ 12,284
|
|
|
|
| Amortized Cost |
[9] |
$ 12,067
|
|
|
|
| Percentage of Net Assets |
[9] |
1.10%
|
|
|
|
| Fair Value |
[1],[9] |
$ 12,284
|
|
|
|
| Investment, Identifier [Axis]: Einstein Parent, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (22)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Empyrean Solutions, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.50%
|
|
|
|
| Principal |
[3],[14] |
$ 1,484
|
|
|
|
| Amortized Cost |
[14] |
$ 1,477
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,484
|
|
|
|
| Investment, Identifier [Axis]: Empyrean Solutions, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Empyrean Solutions, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Encore Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17] |
|
|
5.50%
|
|
| Interest Rate |
[15],[18] |
|
|
10.25%
|
|
| Principal |
[4],[15] |
|
|
$ 12,922
|
|
| Amortized Cost |
[15] |
|
|
$ 12,718
|
|
| Percentage of Net Assets |
[15] |
|
|
2.00%
|
|
| Fair Value |
[2],[15] |
|
|
$ 12,955
|
|
| Investment, Identifier [Axis]: Encore Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
5.50%
|
|
| Interest Rate |
[18],[21] |
|
|
10.20%
|
|
| Principal |
[4],[21] |
|
|
$ 2,570
|
|
| Amortized Cost |
[21] |
|
|
$ 2,528
|
|
| Percentage of Net Assets |
[21] |
|
|
0.40%
|
|
| Fair Value |
[2],[21] |
|
|
$ 2,576
|
|
| Investment, Identifier [Axis]: Encore Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.25%
|
|
| Interest Rate |
[18] |
|
|
10.11%
|
|
| Principal |
[4] |
|
|
$ 3,874
|
|
| Amortized Cost |
|
|
|
$ 3,813
|
|
| Percentage of Net Assets |
|
|
|
0.60%
|
|
| Fair Value |
[2] |
|
|
$ 3,874
|
|
| Investment, Identifier [Axis]: Energy Worldnet, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3],[45] |
50
|
|
|
|
| Amortized Cost |
[45] |
$ 52
|
|
|
|
| Percentage of Net Assets |
[45] |
0.00%
|
|
|
|
| Fair Value |
[1],[45] |
$ 54
|
|
|
|
| Investment, Identifier [Axis]: Entomo Brands Acquisitions, Inc., Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20] |
5.50%
|
[16],[17],[23] |
| Interest Rate |
|
9.65%
|
[12],[14] |
10.25%
|
[18],[23] |
| Principal |
|
$ 858
|
[3],[14] |
$ 866
|
[4],[23] |
| Amortized Cost |
|
$ 849
|
[14] |
$ 856
|
[23] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[23] |
| Fair Value |
|
$ 858
|
[1],[14] |
$ 866
|
[2],[23] |
| Investment, Identifier [Axis]: Entomo Brands Acquisitions, Inc., Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[20] |
5.50%
|
[16],[17] |
| Interest Rate |
|
9.65%
|
[12] |
10.25%
|
[18] |
| Principal |
|
$ 7
|
[3] |
$ 15
|
[4] |
| Amortized Cost |
|
$ 7
|
|
$ 14
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 7
|
[1] |
$ 15
|
[2] |
| Investment, Identifier [Axis]: Entomo Brands Acquisitions, Inc., Senior secured 3 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[20] |
5.50%
|
[16],[17] |
| Interest Rate |
|
9.65%
|
[12] |
10.25%
|
[18] |
| Principal |
|
$ 249
|
[3] |
$ 249
|
[4] |
| Amortized Cost |
|
$ 247
|
|
$ 244
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 249
|
[1] |
$ 249
|
[2] |
| Investment, Identifier [Axis]: Envernus, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[9],[10],[11],[14] |
5.50%
|
[15],[17],[21],[27] |
| Interest Rate |
|
9.66%
|
[9],[12],[14] |
10.35%
|
[15],[18],[21] |
| Principal |
|
$ 25,443
|
[3],[9],[14] |
$ 15,998
|
[4],[15],[21] |
| Amortized Cost |
|
$ 25,271
|
[9],[14] |
$ 15,788
|
[15],[21] |
| Percentage of Net Assets |
|
2.40%
|
[9],[14] |
2.50%
|
[15],[21] |
| Fair Value |
|
$ 25,443
|
[1],[9],[14] |
$ 15,998
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Envernus, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[10],[11] |
5.50%
|
[17],[27] |
| Interest Rate |
|
9.64%
|
[12] |
10.35%
|
[18] |
| Principal |
|
$ 55
|
[3] |
$ 83
|
[4] |
| Amortized Cost |
|
$ 42
|
|
$ 66
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 55
|
[1] |
$ 83
|
[2] |
| Investment, Identifier [Axis]: Envernus, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (2)
|
[13] |
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Equity Methods, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.75%
|
|
|
|
| Principal |
[3],[14] |
$ 7,549
|
|
|
|
| Amortized Cost |
[14] |
$ 7,514
|
|
|
|
| Percentage of Net Assets |
[14] |
0.70%
|
|
|
|
| Fair Value |
[1],[14] |
$ 7,549
|
|
|
|
| Investment, Identifier [Axis]: Equity Methods, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (6)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Equity Methods, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (8)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Espresso Bidco, Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Espresso Bidco, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Espresso Bidco, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
5.75%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
6.63%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
3.13%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 5,278
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 5,206
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
0.50%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 5,278
|
|
|
|
| Investment, Identifier [Axis]: Essential Services Holdings Corporation, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20],[24] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.32%
|
[12],[14],[24] |
10.29%
|
[15],[18] |
| Principal |
|
$ 10,198
|
[3],[14],[24] |
$ 10,198
|
[4],[15] |
| Amortized Cost |
|
$ 10,115
|
[14],[24] |
$ 10,100
|
[15] |
| Percentage of Net Assets |
|
1.00%
|
[14],[24] |
1.70%
|
[15] |
| Fair Value |
|
$ 10,096
|
[1],[14],[24] |
$ 10,096
|
[2],[15] |
| Investment, Identifier [Axis]: Essential Services Holdings Corporation, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.19%
|
|
|
|
| Principal |
|
$ 250
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 240
|
|
$ (12)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 240
|
[1] |
$ (12)
|
[2],[19] |
| Investment, Identifier [Axis]: Essential Services Holdings Corporation, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (8)
|
[13] |
$ (10)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ (20)
|
[1],[13] |
$ (20)
|
[2],[19] |
| Investment, Identifier [Axis]: Evergreen IX Borrower 2023, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21],[23] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.35%
|
[18],[21],[23] |
| Principal |
|
$ 13,073
|
[3],[14] |
$ 13,206
|
[4],[21],[23] |
| Amortized Cost |
|
$ 12,783
|
[14] |
$ 12,858
|
[21],[23] |
| Percentage of Net Assets |
|
1.20%
|
[14] |
2.00%
|
[21],[23] |
| Fair Value |
|
$ 13,073
|
[1],[14] |
$ 13,074
|
[2],[21],[23] |
| Investment, Identifier [Axis]: Evergreen IX Borrower 2023, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (30)
|
[13] |
$ (38)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (11)
|
[2],[19] |
| Investment, Identifier [Axis]: Evergreen IX Borrower 2023, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[15],[16],[17] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.35%
|
[15],[18] |
| Principal |
|
$ 1,142
|
[3],[14] |
$ 1,154
|
[4],[15] |
| Amortized Cost |
|
$ 1,133
|
[14] |
$ 1,143
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[15] |
| Fair Value |
|
$ 1,142
|
[1],[14] |
$ 1,142
|
[2],[15] |
| Investment, Identifier [Axis]: Excelitas Technologies Corp., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (97)
|
[13] |
$ (122)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (177)
|
[2],[19] |
| Investment, Identifier [Axis]: Excelitas Technologies Corp., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[10],[11],[14] |
5.25%
|
[15],[16],[17] |
| Interest Rate |
|
9.41%
|
[12],[14] |
9.85%
|
[15],[18] |
| Principal |
|
$ 643
|
[3],[14] |
$ 643
|
[4],[15] |
| Amortized Cost |
|
$ 636
|
[14] |
$ 634
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[15] |
| Fair Value |
|
$ 643
|
[1],[14] |
$ 637
|
[2],[15] |
| Investment, Identifier [Axis]: Excelitas Technologies Corp., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[9],[11],[28],[53] |
5.25%
|
[17],[21],[32],[34],[38] |
| Interest Rate |
|
7.16%
|
[9],[12],[28] |
8.60%
|
[18],[21],[32],[34] |
| Principal |
|
$ 129
|
[3],[9],[28] |
$ 123
|
[4],[21],[32],[34] |
| Amortized Cost |
|
$ 112
|
[9],[28] |
$ 113
|
[21],[32],[34] |
| Percentage of Net Assets |
|
0.00%
|
[9],[28] |
0.00%
|
[21],[32],[34] |
| Fair Value |
|
$ 129
|
[1],[9],[28] |
$ 122
|
[2],[21],[32],[34] |
| Investment, Identifier [Axis]: Excelitas Technologies Corp., One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4] |
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2] |
| Investment, Identifier [Axis]: Excelitas Technologies Corp., One stop 5 |
|
|
|
|
|
| Principal |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 0
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: FR Vision Holdings, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 111
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 118
|
|
| Investment, Identifier [Axis]: FR Vision Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21],[23] |
|
|
5.50%
|
|
| Interest Rate |
[18],[21],[23] |
|
|
10.78%
|
|
| Principal |
[4],[21],[23] |
|
|
$ 18,539
|
|
| Amortized Cost |
[21],[23] |
|
|
$ 18,372
|
|
| Percentage of Net Assets |
[21],[23] |
|
|
2.90%
|
|
| Fair Value |
[2],[21],[23] |
|
|
$ 18,539
|
|
| Investment, Identifier [Axis]: FR Vision Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.50%
|
|
| Interest Rate |
[18] |
|
|
10.78%
|
|
| Principal |
[4] |
|
|
$ 1,561
|
|
| Amortized Cost |
|
|
|
$ 1,507
|
|
| Percentage of Net Assets |
|
|
|
0.20%
|
|
| Fair Value |
[2] |
|
|
$ 1,561
|
|
| Investment, Identifier [Axis]: FR Vision Holdings, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (13)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Financial Information Technologies, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.75%
|
|
|
|
| Investment, interest rate, paid in kind |
[18],[26] |
|
|
14.00%
|
|
| Principal |
|
$ 6,410
|
[3],[14] |
$ 9,292
|
[4],[26] |
| Amortized Cost |
|
$ 6,326
|
[14] |
$ 9,095
|
[26] |
| Percentage of Net Assets |
|
0.60%
|
[14] |
1.40%
|
[26] |
| Fair Value |
|
$ 6,410
|
[1],[14] |
$ 9,292
|
[2],[26] |
| Investment, Identifier [Axis]: Financial Information Technologies, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
5.25%
|
[15],[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.85%
|
[15],[18],[21] |
| Principal |
|
$ 2,613
|
[3],[14] |
$ 6,456
|
[4],[15],[21] |
| Amortized Cost |
|
$ 2,588
|
[14] |
$ 6,362
|
[15],[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
1.00%
|
[15],[21] |
| Fair Value |
|
$ 2,613
|
[1],[14] |
$ 6,456
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Financial Information Technologies, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17],[21] |
|
|
5.25%
|
|
| Interest Rate |
[15],[18],[21] |
|
|
9.85%
|
|
| Principal |
|
0
|
[3],[13] |
$ 2,640
|
[4],[15],[21] |
| Amortized Cost |
|
$ (5)
|
[13] |
$ 2,613
|
[15],[21] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.40%
|
[15],[21] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 2,640
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Financial Information Technologies, LLC, One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Financial Information Technologies, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
|
$ 9,452
|
[3],[9] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 9,429
|
[9] |
$ (10)
|
[19] |
| Percentage of Net Assets |
|
0.90%
|
[9] |
0.00%
|
[19] |
| Fair Value |
|
$ 9,452
|
[1],[9] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Finastra USA, Inc., One stop |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20],[29],[30] |
7.25%
|
|
|
|
| Interest Rate |
[12],[14],[29],[30] |
11.29%
|
|
|
|
| Principal |
[3],[14],[29],[30] |
$ 2,746
|
|
|
|
| Amortized Cost |
[14],[29],[30] |
$ 2,746
|
|
|
|
| Percentage of Net Assets |
[14],[29],[30] |
0.30%
|
|
|
|
| Fair Value |
[1],[14],[29],[30] |
$ 2,746
|
|
|
|
| Investment, Identifier [Axis]: Finastra USA, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
7.25%
|
|
| Interest Rate |
[18] |
|
|
12.18%
|
|
| Principal |
[4] |
|
|
$ 23
|
|
| Amortized Cost |
|
|
|
$ 22
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 23
|
|
| Investment, Identifier [Axis]: Finastra USA, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17] |
|
|
7.25%
|
|
| Interest Rate |
[15],[18] |
|
|
12.18%
|
|
| Principal |
[4],[15] |
|
|
$ 9,900
|
|
| Amortized Cost |
[15] |
|
|
$ 9,737
|
|
| Percentage of Net Assets |
[15] |
|
|
1.50%
|
|
| Fair Value |
[2],[15] |
|
|
$ 9,937
|
|
| Investment, Identifier [Axis]: Flexera Software, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.96%
|
|
|
|
| Principal |
[3],[9] |
$ 6,097
|
|
|
|
| Amortized Cost |
[9] |
$ 6,089
|
|
|
|
| Percentage of Net Assets |
[9] |
0.60%
|
|
|
|
| Fair Value |
[1],[9] |
$ 6,081
|
|
|
|
| Investment, Identifier [Axis]: Flexera Software, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (1)
|
|
|
|
| Investment, Identifier [Axis]: Flexera Software, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28] |
6.63%
|
|
|
|
| Principal |
[3],[9],[28] |
$ 2,159
|
|
|
|
| Amortized Cost |
[9],[28] |
$ 2,151
|
|
|
|
| Percentage of Net Assets |
[9],[28] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[28] |
$ 2,154
|
|
|
|
| Investment, Identifier [Axis]: GFP Atlantic Holdco 2, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[14],[20] |
6.00%
|
[15],[16],[17] |
| Interest Rate |
|
10.21%
|
[12],[14] |
11.13%
|
[15],[18] |
| Principal |
|
$ 3,595
|
[3],[14] |
$ 3,631
|
[4],[15] |
| Amortized Cost |
|
$ 3,554
|
[14] |
$ 3,574
|
[15] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.60%
|
[15] |
| Fair Value |
|
$ 3,595
|
[1],[14] |
$ 3,631
|
[2],[15] |
| Investment, Identifier [Axis]: GFP Atlantic Holdco 2, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11] |
6.00%
|
|
|
|
| Interest Rate |
[12] |
10.30%
|
|
|
|
| Principal |
|
$ 2,688
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 2,619
|
|
$ (64)
|
[19] |
| Percentage of Net Assets |
|
0.30%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 2,688
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: GHX Ultimate Parent Corporation, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.75%
|
|
|
|
| Principal |
[3],[14] |
$ 28,777
|
|
|
|
| Amortized Cost |
[14] |
$ 28,519
|
|
|
|
| Percentage of Net Assets |
[14] |
2.70%
|
|
|
|
| Fair Value |
[1],[14] |
$ 28,777
|
|
|
|
| Investment, Identifier [Axis]: GHX Ultimate Parent Corporation, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (24)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., Common stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
60
|
|
|
|
| Amortized Cost |
|
$ 60
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 136
|
|
|
|
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
60
|
|
| Amortized Cost |
|
|
|
$ 60
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 115
|
|
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.63%
|
[11],[20],[24],[25] |
6.88%
|
[15],[16],[17],[26] |
| Interest Rate |
|
6.50%
|
[12],[24],[25] |
7.18%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
4.13%
|
[12],[24],[25] |
4.30%
|
[15],[18],[26] |
| Principal |
|
$ 4,428
|
[3],[24],[25] |
$ 4,244
|
[4],[15],[26] |
| Amortized Cost |
|
$ 4,386
|
[24],[25] |
$ 4,192
|
[15],[26] |
| Percentage of Net Assets |
|
0.40%
|
[24],[25] |
0.60%
|
[15],[26] |
| Fair Value |
|
$ 4,428
|
[1],[24],[25] |
$ 4,202
|
[2],[15],[26] |
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.63%
|
[11],[20],[24],[25] |
6.88%
|
[15],[17],[26],[27] |
| Interest Rate |
|
6.50%
|
[12],[24],[25] |
7.54%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
4.13%
|
[12],[24],[25] |
4.30%
|
[15],[18],[26] |
| Principal |
|
$ 2,895
|
[3],[24],[25] |
$ 2,771
|
[4],[15],[26] |
| Amortized Cost |
|
$ 2,863
|
[24],[25] |
$ 2,732
|
[15],[26] |
| Percentage of Net Assets |
|
0.30%
|
[24],[25] |
0.50%
|
[15],[26] |
| Fair Value |
|
$ 2,895
|
[1],[24],[25] |
$ 2,744
|
[2],[15],[26] |
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
6.63%
|
[11],[20],[24],[25] |
6.88%
|
[15],[16],[17],[26] |
| Interest Rate |
|
6.50%
|
[12],[24],[25] |
7.18%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
4.13%
|
[12],[24],[25] |
4.30%
|
[15],[18],[26] |
| Principal |
|
$ 530
|
[3],[24],[25] |
$ 508
|
[4],[15],[26] |
| Amortized Cost |
|
$ 527
|
[24],[25] |
$ 505
|
[15],[26] |
| Percentage of Net Assets |
|
0.00%
|
[24],[25] |
0.10%
|
[15],[26] |
| Fair Value |
|
$ 530
|
[1],[24],[25] |
$ 503
|
[2],[15],[26] |
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
6.00%
|
|
|
|
| Interest Rate |
[12] |
10.00%
|
|
|
|
| Principal |
|
$ 284
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 269
|
|
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 284
|
[1] |
$ (1)
|
[2],[19] |
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
6.63%
|
|
|
|
| Interest Rate |
[12],[25] |
6.67%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
4.13%
|
|
|
|
| Principal |
|
$ 1,630
|
[3],[25] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 1,601
|
[25] |
$ (19)
|
[19] |
| Percentage of Net Assets |
|
0.20%
|
[25] |
0.00%
|
[19] |
| Fair Value |
|
$ 1,630
|
[1],[25] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 6 |
|
|
|
|
|
| Spread Above Index |
|
6.63%
|
[11],[20],[24],[25] |
7.13%
|
[15],[16],[17],[26] |
| Interest Rate |
|
6.82%
|
[12],[24],[25] |
7.92%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
4.13%
|
[12],[24],[25] |
4.45%
|
[15],[18],[26] |
| Principal |
|
$ 696
|
[3],[24],[25] |
$ 667
|
[4],[15],[26] |
| Amortized Cost |
|
$ 692
|
[24],[25] |
$ 661
|
[15],[26] |
| Percentage of Net Assets |
|
0.10%
|
[24],[25] |
0.10%
|
[15],[26] |
| Fair Value |
|
$ 696
|
[1],[24],[25] |
$ 667
|
[2],[15],[26] |
| Investment, Identifier [Axis]: GTY Technology Holdings, Inc., One stop 7 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
6.63%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
6.67%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
4.13%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 8,626
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 8,516
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
0.80%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 8,626
|
|
|
|
| Investment, Identifier [Axis]: Gimlet Bidco GMBH, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[28],[30],[37],[54] |
5.75%
|
[17],[21],[32],[34],[38],[55] |
| Interest Rate |
|
7.78%
|
[9],[12],[28],[30],[54] |
9.39%
|
[18],[21],[32],[34],[55] |
| Principal |
|
$ 7,655
|
[3],[9],[28],[30],[54] |
$ 7,263
|
[4],[21],[32],[34],[55] |
| Amortized Cost |
|
$ 6,839
|
[9],[28],[30],[54] |
$ 6,814
|
[21],[32],[34],[55] |
| Percentage of Net Assets |
|
0.70%
|
[9],[28],[30],[54] |
1.10%
|
[21],[32],[34],[55] |
| Fair Value |
|
$ 7,579
|
[1],[9],[28],[30],[54] |
$ 7,190
|
[2],[21],[32],[34],[55] |
| Investment, Identifier [Axis]: Gimlet Bidco GMBH, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[28],[30],[37],[53],[54] |
5.75%
|
[17],[32],[34],[38],[55] |
| Interest Rate |
|
7.75%
|
[12],[28],[30],[54] |
9.39%
|
[18],[32],[34],[55] |
| Principal |
|
$ 2,723
|
[3],[28],[30],[54] |
$ 538
|
[4],[32],[34],[55] |
| Amortized Cost |
|
$ 2,528
|
[28],[30],[54] |
$ 484
|
[32],[34],[55] |
| Percentage of Net Assets |
|
0.30%
|
[28],[30],[54] |
0.10%
|
[32],[34],[55] |
| Fair Value |
|
$ 2,692
|
[1],[28],[30],[54] |
$ 508
|
[2],[32],[34],[55] |
| Investment, Identifier [Axis]: Gimlet Bidco GMBH, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13],[28],[30],[54] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[30],[54] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[30],[54] |
$ (23)
|
|
|
|
| Investment, Identifier [Axis]: Goldcup 31018 AB, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.50%
|
[9],[11],[25],[28],[30],[39],[56] |
6.50%
|
[17],[26],[32],[34],[48],[57] |
| Investment, interest rate, paid in kind |
|
8.57%
|
[9],[12],[25],[28],[30],[56] |
10.18%
|
[18],[26],[32],[34],[57] |
| Principal |
|
$ 915
|
[3],[9],[25],[28],[30],[56] |
$ 839
|
[4],[26],[32],[34],[57] |
| Amortized Cost |
|
$ 790
|
[9],[25],[28],[30],[56] |
$ 760
|
[26],[32],[34],[57] |
| Percentage of Net Assets |
|
0.10%
|
[9],[25],[28],[30],[56] |
0.10%
|
[26],[32],[34],[57] |
| Fair Value |
|
$ 865
|
[1],[9],[25],[28],[30],[56] |
$ 839
|
[2],[26],[32],[34],[57] |
| Investment, Identifier [Axis]: Goldcup 31018 AB, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.50%
|
[11],[25],[28],[30],[39],[56] |
6.50%
|
[17],[26],[32],[34],[48],[57] |
| Investment, interest rate, paid in kind |
|
8.57%
|
[12],[25],[28],[30],[56] |
10.18%
|
[18],[26],[32],[34],[57] |
| Principal |
|
$ 87
|
[3],[25],[28],[30],[56] |
$ 78
|
[4],[26],[32],[34],[57] |
| Amortized Cost |
|
$ 77
|
[25],[28],[30],[56] |
$ 74
|
[26],[32],[34],[57] |
| Percentage of Net Assets |
|
0.00%
|
[25],[28],[30],[56] |
0.00%
|
[26],[32],[34],[57] |
| Fair Value |
|
$ 82
|
[1],[25],[28],[30],[56] |
$ 78
|
[2],[26],[32],[34],[57] |
| Investment, Identifier [Axis]: Goldcup 31018 AB, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[39],[56] |
6.25%
|
|
|
|
| Interest Rate |
[12],[28],[30],[56] |
8.32%
|
|
|
|
| Principal |
|
$ 117
|
[3],[28],[30],[56] |
0
|
[4],[19],[32],[34],[57] |
| Amortized Cost |
|
$ 104
|
[28],[30],[56] |
$ (1)
|
[19],[32],[34],[57] |
| Percentage of Net Assets |
|
0.00%
|
[28],[30],[56] |
0.00%
|
[19],[32],[34],[57] |
| Fair Value |
|
$ 110
|
[1],[28],[30],[56] |
$ 0
|
[2],[19],[32],[34],[57] |
| Investment, Identifier [Axis]: Graphpad Software, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (4)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Graphpad Software, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17] |
|
|
4.75%
|
|
| Interest Rate |
[15],[18] |
|
|
9.35%
|
|
| Principal |
[4],[15] |
|
|
$ 7,856
|
|
| Amortized Cost |
[15] |
|
|
$ 7,818
|
|
| Percentage of Net Assets |
[15] |
|
|
1.20%
|
|
| Fair Value |
[2],[15] |
|
|
$ 7,856
|
|
| Investment, Identifier [Axis]: Graphpad Software, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
4.75%
|
|
| Interest Rate |
[18] |
|
|
9.35%
|
|
| Principal |
[4] |
|
|
$ 196
|
|
| Amortized Cost |
|
|
|
$ 187
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 196
|
|
| Investment, Identifier [Axis]: Gurobi Optimization, LLC, Common Stock |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 183
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 183
|
|
| Investment, Identifier [Axis]: Gurobi Optimization, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 183
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 200
|
|
|
|
| Investment, Identifier [Axis]: Gurobi Optimization, LLC, One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (10)
|
[13] |
$ (11)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (11)
|
[2],[19] |
| Investment, Identifier [Axis]: Gurobi Optimization, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21],[27] |
| Interest Rate |
|
8.50%
|
[12],[14] |
9.47%
|
[18],[21] |
| Principal |
|
$ 12,731
|
[3],[14] |
$ 13,580
|
[4],[21] |
| Amortized Cost |
|
$ 12,621
|
[14] |
$ 13,445
|
[21] |
| Percentage of Net Assets |
|
1.20%
|
[14] |
2.10%
|
[21] |
| Fair Value |
|
$ 12,731
|
[1],[14] |
$ 13,444
|
[2],[21] |
| Investment, Identifier [Axis]: HP TLE Buyer, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[3] |
243
|
|
|
|
| Amortized Cost |
|
$ 243
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 243
|
|
|
|
| Investment, Identifier [Axis]: HP TLE Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
[3],[9] |
$ 15,508
|
|
|
|
| Amortized Cost |
[9] |
$ 15,434
|
|
|
|
| Percentage of Net Assets |
[9] |
1.40%
|
|
|
|
| Fair Value |
[1],[9] |
$ 15,431
|
|
|
|
| Investment, Identifier [Axis]: HP TLE Buyer, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (16)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (17)
|
|
|
|
| Investment, Identifier [Axis]: HS Spa Holdings, Inc., Common Stock |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
78
|
|
| Amortized Cost |
|
|
|
$ 78
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 78
|
|
| Investment, Identifier [Axis]: HS Spa Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.25%
|
[16],[17],[21] |
| Interest Rate |
|
9.45%
|
[12],[14] |
10.31%
|
[18],[21] |
| Principal |
|
$ 1,139
|
[3],[14] |
$ 1,151
|
[4],[21] |
| Amortized Cost |
|
$ 1,127
|
[14] |
$ 1,135
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[21] |
| Fair Value |
|
$ 1,139
|
[1],[14] |
$ 1,151
|
[2],[21] |
| Investment, Identifier [Axis]: HS Spa Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.25%
|
[11],[58] |
5.25%
|
[17],[27],[59] |
| Interest Rate |
|
11.50%
|
[12] |
11.15%
|
[18] |
| Principal |
|
$ 22
|
[3] |
$ 32
|
[4] |
| Amortized Cost |
|
$ 21
|
|
$ 30
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 22
|
[1] |
$ 32
|
[2] |
| Investment, Identifier [Axis]: HS Spa Holdings, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.56%
|
|
|
|
| Principal |
|
$ 604
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 602
|
|
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 604
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: HS Spa Holdings, Inc., Warrant |
|
|
|
|
|
| Principal (in shares) |
[3] |
78
|
|
|
|
| Amortized Cost |
|
$ 78
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 62
|
|
|
|
| Investment, Identifier [Axis]: Health Buyer, LLC, Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[9],[11],[20] |
5.25%
|
[16],[17],[21] |
| Interest Rate |
|
9.25%
|
[9],[12] |
9.85%
|
[18],[21] |
| Principal |
|
$ 231
|
[3],[9] |
$ 233
|
[4],[21] |
| Amortized Cost |
|
$ 229
|
[9] |
$ 231
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 231
|
[1],[9] |
$ 231
|
[2],[21] |
| Investment, Identifier [Axis]: Health Buyer, LLC, Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[9],[11],[20] |
5.50%
|
[16],[17],[23] |
| Interest Rate |
|
9.50%
|
[9],[12] |
10.10%
|
[18],[23] |
| Principal |
|
$ 119
|
[3],[9] |
$ 119
|
[4],[23] |
| Amortized Cost |
|
$ 117
|
[9] |
$ 117
|
[23] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[23] |
| Fair Value |
|
$ 119
|
[1],[9] |
$ 119
|
[2],[23] |
| Investment, Identifier [Axis]: Health Buyer, LLC, Senior secured 3 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4] |
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2] |
| Investment, Identifier [Axis]: Health Buyer, LLC, Senior secured 4 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[20] |
5.50%
|
[16],[17] |
| Interest Rate |
|
9.50%
|
[12] |
10.10%
|
[18] |
| Principal |
|
$ 60
|
[3] |
$ 48
|
[4] |
| Amortized Cost |
|
$ 59
|
|
$ 47
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 60
|
[1] |
$ 48
|
[2] |
| Investment, Identifier [Axis]: Health Buyer, LLC, Senior secured 5 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[12] |
9.50%
|
|
|
|
| Principal |
|
$ 116
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 115
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 116
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: HealthEdge Software, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[15],[17],[27] |
|
|
4.75%
|
|
| Interest Rate |
[15],[18] |
|
|
9.85%
|
|
| Principal |
[4],[15] |
|
|
$ 1,398
|
|
| Amortized Cost |
[15] |
|
|
$ 1,385
|
|
| Percentage of Net Assets |
[15] |
|
|
0.10%
|
|
| Fair Value |
[2],[15] |
|
|
$ 1,384
|
|
| Investment, Identifier [Axis]: HealthEdge Software, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (2)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ (2)
|
|
| Investment, Identifier [Axis]: HealthEdge Software, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (3)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ (3)
|
|
| Investment, Identifier [Axis]: Healthmark Holdings, L.P., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (6)
|
|
|
|
| Investment, Identifier [Axis]: Healthmark Holdings, L.P., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (5)
|
|
|
|
| Investment, Identifier [Axis]: Healthmark Holdings, L.P., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.70%
|
|
|
|
| Principal |
[3],[9] |
$ 4,462
|
|
|
|
| Amortized Cost |
[9] |
$ 4,440
|
|
|
|
| Percentage of Net Assets |
[9] |
0.40%
|
|
|
|
| Fair Value |
[1],[9] |
$ 4,417
|
|
|
|
| Investment, Identifier [Axis]: Higginbotham Insurance Agency, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11] |
4.75%
|
[17],[27] |
| Interest Rate |
|
8.91%
|
[12] |
9.60%
|
[18] |
| Principal |
|
$ 1,098
|
[3] |
$ 335
|
[4] |
| Amortized Cost |
|
$ 1,091
|
|
$ 327
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.10%
|
|
| Fair Value |
|
$ 1,098
|
[1] |
$ 335
|
[2] |
| Investment, Identifier [Axis]: Higginbotham Insurance Agency, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[10],[11],[14] |
4.50%
|
[15],[17],[27] |
| Interest Rate |
|
8.67%
|
[12],[14] |
9.35%
|
[15],[18] |
| Principal |
|
$ 3,813
|
[3],[14] |
$ 3,852
|
[4],[15] |
| Amortized Cost |
|
$ 3,793
|
[14] |
$ 3,825
|
[15] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.60%
|
[15] |
| Fair Value |
|
$ 3,813
|
[1],[14] |
$ 3,852
|
[2],[15] |
| Investment, Identifier [Axis]: High Bar Brands Operating, LLC, Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.00%
|
[16],[17],[21] |
| Interest Rate |
|
9.25%
|
[12],[14] |
9.60%
|
[18],[21] |
| Principal |
|
$ 796
|
[3],[14] |
$ 803
|
[4],[21] |
| Amortized Cost |
|
$ 784
|
[14] |
$ 789
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 796
|
[1],[14] |
$ 803
|
[2],[21] |
| Investment, Identifier [Axis]: High Bar Brands Operating, LLC, Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[9],[11],[20] |
5.00%
|
[16],[17],[21] |
| Interest Rate |
|
9.25%
|
[9],[12] |
9.60%
|
[18],[21] |
| Principal |
|
$ 166
|
[3],[9] |
$ 167
|
[4],[21] |
| Amortized Cost |
|
$ 163
|
[9] |
$ 165
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 166
|
[1],[9] |
$ 167
|
[2],[21] |
| Investment, Identifier [Axis]: High Bar Brands Operating, LLC, Senior secured 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.24%
|
|
|
|
| Principal |
|
$ 10
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 6
|
|
$ (4)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 10
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: High Bar Brands Operating, LLC, Senior secured 4 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.00%
|
[16],[17] |
| Interest Rate |
|
9.25%
|
[12] |
9.60%
|
[18] |
| Principal |
|
$ 140
|
[3] |
$ 142
|
[4] |
| Amortized Cost |
|
$ 137
|
|
$ 137
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 140
|
[1] |
$ 142
|
[2] |
| Investment, Identifier [Axis]: Hornet Security Holding GMBH, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[9],[11],[28],[30],[53],[54] |
7.00%
|
[17],[23],[26],[32],[34],[48],[55] |
| Interest Rate |
|
6.62%
|
[9],[12],[28],[30],[54] |
5.91%
|
[18],[23],[26],[32],[34],[55] |
| Investment, interest rate, paid in kind |
[18],[23],[26],[32],[34],[55] |
|
|
4.50%
|
|
| Principal |
|
$ 5,290
|
[3],[9],[28],[30],[54] |
$ 5,019
|
[4],[23],[26],[32],[34],[55] |
| Amortized Cost |
|
$ 4,816
|
[9],[28],[30],[54] |
$ 4,816
|
[23],[26],[32],[34],[55] |
| Percentage of Net Assets |
|
0.50%
|
[9],[28],[30],[54] |
0.80%
|
[23],[26],[32],[34],[55] |
| Fair Value |
|
$ 5,343
|
[1],[9],[28],[30],[54] |
$ 5,019
|
[2],[23],[26],[32],[34],[55] |
| Investment, Identifier [Axis]: Hornet Security Holding GMBH, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[9],[11],[28],[30],[53],[54] |
7.00%
|
[17],[23],[26],[32],[34],[38],[48],[55] |
| Interest Rate |
|
6.62%
|
[9],[12],[28],[30],[54] |
5.91%
|
[18],[23],[26],[32],[34],[55] |
| Investment, interest rate, paid in kind |
[18],[23],[26],[32],[34],[55] |
|
|
4.50%
|
|
| Principal |
|
$ 3,526
|
[3],[9],[28],[30],[54] |
$ 3,346
|
[4],[23],[26],[32],[34],[55] |
| Amortized Cost |
|
$ 3,210
|
[9],[28],[30],[54] |
$ 3,210
|
[23],[26],[32],[34],[55] |
| Percentage of Net Assets |
|
0.30%
|
[9],[28],[30],[54] |
0.50%
|
[23],[26],[32],[34],[55] |
| Fair Value |
|
$ 3,561
|
[1],[9],[28],[30],[54] |
$ 3,346
|
[2],[23],[26],[32],[34],[55] |
| Investment, Identifier [Axis]: Hornet Security Holding GMBH, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[53],[54] |
4.75%
|
|
|
|
| Interest Rate |
[12],[28],[30],[54] |
6.66%
|
|
|
|
| Principal |
|
$ 86
|
[3],[28],[30],[54] |
0
|
[4],[32],[34],[55] |
| Amortized Cost |
|
$ 75
|
[28],[30],[54] |
$ 0
|
[32],[34],[55] |
| Percentage of Net Assets |
|
0.00%
|
[28],[30],[54] |
0.00%
|
[32],[34],[55] |
| Fair Value |
|
$ 86
|
[1],[28],[30],[54] |
$ 0
|
[2],[32],[34],[55] |
| Investment, Identifier [Axis]: Hornet Security Holding GMBH, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[39],[54] |
4.75%
|
|
|
|
| Interest Rate |
[12],[28],[30],[54] |
6.80%
|
|
|
|
| Principal |
|
$ 733
|
[3],[28],[30],[54] |
0
|
[4],[19],[32],[34],[55] |
| Amortized Cost |
|
$ 702
|
[28],[30],[54] |
$ (18)
|
[19],[32],[34],[55] |
| Percentage of Net Assets |
|
0.10%
|
[28],[30],[54] |
0.00%
|
[19],[32],[34],[55] |
| Fair Value |
|
$ 750
|
[1],[28],[30],[54] |
$ 0
|
[2],[19],[32],[34],[55] |
| Investment, Identifier [Axis]: HuFriedy Group Acquisition, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20],[24] |
5.50%
|
[15],[16],[17] |
| Interest Rate |
|
9.70%
|
[12],[14],[24] |
10.56%
|
[15],[18] |
| Principal |
|
$ 10,796
|
[3],[14],[24] |
$ 10,905
|
[4],[15] |
| Amortized Cost |
|
$ 10,708
|
[14],[24] |
$ 10,801
|
[15] |
| Percentage of Net Assets |
|
1.00%
|
[14],[24] |
1.70%
|
[15] |
| Fair Value |
|
$ 10,796
|
[1],[14],[24] |
$ 10,796
|
[2],[15] |
| Investment, Identifier [Axis]: HuFriedy Group Acquisition, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (9)
|
[13] |
$ (11)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (12)
|
[2],[19] |
| Investment, Identifier [Axis]: HuFriedy Group Acquisition, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[12] |
9.51%
|
|
|
|
| Principal |
|
$ 2,089
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 2,054
|
|
$ (23)
|
[19] |
| Percentage of Net Assets |
|
0.20%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 2,089
|
[1] |
$ (24)
|
[2],[19] |
| Investment, Identifier [Axis]: Hyland Software, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14],[24] |
6.00%
|
[15],[17],[27] |
| Interest Rate |
|
9.16%
|
[12],[14],[24] |
10.85%
|
[15],[18] |
| Principal |
|
$ 24,465
|
[3],[14],[24] |
$ 24,713
|
[4],[15] |
| Amortized Cost |
|
$ 24,203
|
[14],[24] |
$ 24,397
|
[15] |
| Percentage of Net Assets |
|
2.30%
|
[14],[24] |
3.80%
|
[15] |
| Fair Value |
|
$ 24,465
|
[1],[14],[24] |
$ 24,713
|
[2],[15] |
| Investment, Identifier [Axis]: Hyland Software, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (1)
|
[2],[19] |
| Investment, Identifier [Axis]: ICIMS, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[14],[20],[25] |
5.75%
|
[16],[17],[21],[26],[27] |
| Interest Rate |
|
10.07%
|
[12],[14],[25] |
10.67%
|
[18],[21],[26] |
| Principal |
|
$ 5,814
|
[3],[14],[25] |
$ 5,810
|
[4],[21],[26] |
| Amortized Cost |
|
$ 5,770
|
[14],[25] |
$ 5,750
|
[21],[26] |
| Percentage of Net Assets |
|
0.50%
|
[14],[25] |
0.80%
|
[21],[26] |
| Fair Value |
|
$ 5,523
|
[1],[14],[25] |
$ 5,519
|
[2],[21],[26] |
| Investment, Identifier [Axis]: ICIMS, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[20] |
5.75%
|
[17],[27] |
| Interest Rate |
|
10.07%
|
[12] |
10.62%
|
[18] |
| Principal |
|
$ 45
|
[3] |
$ 48
|
[4] |
| Amortized Cost |
|
$ 44
|
|
$ 47
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 37
|
[1] |
$ 40
|
[2] |
| Investment, Identifier [Axis]: ICIMS, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ 0
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ (48)
|
|
| Investment, Identifier [Axis]: IQN Holding Corp., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[14],[20],[25] |
5.25%
|
[15],[16],[17] |
| Interest Rate |
|
6.63%
|
[12],[14],[25] |
10.31%
|
[15],[18] |
| Investment, interest rate, paid in kind |
[12],[14],[25] |
3.13%
|
|
|
|
| Principal |
|
$ 1,478
|
[3],[14],[25] |
$ 1,477
|
[4],[15] |
| Amortized Cost |
|
$ 1,471
|
[14],[25] |
$ 1,468
|
[15] |
| Percentage of Net Assets |
|
0.20%
|
[14],[25] |
0.20%
|
[15] |
| Fair Value |
|
$ 1,478
|
[1],[14],[25] |
$ 1,477
|
[2],[15] |
| Investment, Identifier [Axis]: IQN Holding Corp., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.25%
|
[16],[17] |
| Interest Rate |
|
9.25%
|
[12] |
10.31%
|
[18] |
| Principal |
|
$ 53
|
[3] |
$ 26
|
[4] |
| Amortized Cost |
|
$ 53
|
|
$ 25
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 53
|
[1] |
$ 26
|
[2] |
| Investment, Identifier [Axis]: IQN Holding Corp., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
5.75%
|
|
|
|
| Interest Rate |
[12],[25] |
6.63%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
3.13%
|
|
|
|
| Principal |
[3],[25] |
$ 1,561
|
|
|
|
| Amortized Cost |
[25] |
$ 1,546
|
|
|
|
| Percentage of Net Assets |
[25] |
0.10%
|
|
|
|
| Fair Value |
[1],[25] |
$ 1,561
|
|
|
|
| Investment, Identifier [Axis]: Icefall Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[9],[11],[20] |
6.50%
|
[17],[21],[27] |
| Interest Rate |
|
8.81%
|
[9],[12] |
11.35%
|
[18],[21] |
| Principal |
|
$ 24,078
|
[3],[9] |
$ 22,609
|
[4],[21] |
| Amortized Cost |
|
$ 23,723
|
[9] |
$ 22,208
|
[21] |
| Percentage of Net Assets |
|
2.30%
|
[9] |
3.50%
|
[21] |
| Fair Value |
|
$ 24,078
|
[1],[9] |
$ 22,609
|
[2],[21] |
| Investment, Identifier [Axis]: Icefall Parent, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (34)
|
[13] |
$ (38)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Integrated Specialty Coverages, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14] |
6.00%
|
[16],[17],[22],[23],[27] |
| Interest Rate |
|
8.91%
|
[12],[14] |
10.98%
|
[18],[23] |
| Principal |
|
$ 2,304
|
[3],[14] |
$ 997
|
[4],[23] |
| Amortized Cost |
|
$ 2,275
|
[14] |
$ 977
|
[23] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.20%
|
[23] |
| Fair Value |
|
$ 2,304
|
[1],[14] |
$ 997
|
[2],[23] |
| Investment, Identifier [Axis]: Integrated Specialty Coverages, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Integrated Specialty Coverages, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[22],[27] |
|
|
6.00%
|
|
| Interest Rate |
[18] |
|
|
10.88%
|
|
| Principal |
|
0
|
[3],[13] |
$ 199
|
[4] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ 194
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 199
|
[2] |
| Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.00%
|
|
| Interest Rate |
[18] |
|
|
10.07%
|
|
| Principal |
[4] |
|
|
$ 8,842
|
|
| Amortized Cost |
|
|
|
$ 8,744
|
|
| Percentage of Net Assets |
|
|
|
1.30%
|
|
| Fair Value |
[2] |
|
|
$ 8,754
|
|
| Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (1)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ (1)
|
|
| Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (4)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ (24)
|
|
| Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.20%
|
|
|
|
| Principal |
[3],[14] |
$ 11,355
|
|
|
|
| Amortized Cost |
[14] |
$ 11,277
|
|
|
|
| Percentage of Net Assets |
[14] |
1.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 11,355
|
|
|
|
| Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, One stop 5 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, One stop 6 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Island Bidco AB, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
7.25%
|
[9],[11],[25],[28],[30],[37],[56] |
7.25%
|
[17],[21],[26],[32],[34],[48],[57],[60] |
| Interest Rate |
|
2.04%
|
[9],[12],[25],[28],[30],[56] |
3.65%
|
[18],[21],[26],[32],[34],[57] |
| Investment, interest rate, paid in kind |
|
7.25%
|
[9],[12],[25],[28],[30],[56] |
7.25%
|
[18],[21],[26],[32],[34],[57] |
| Principal |
|
$ 792
|
[3],[9],[25],[28],[30],[56] |
$ 703
|
[4],[21],[26],[32],[34],[57] |
| Amortized Cost |
|
$ 705
|
[9],[25],[28],[30],[56] |
$ 658
|
[21],[26],[32],[34],[57] |
| Percentage of Net Assets |
|
0.10%
|
[9],[25],[28],[30],[56] |
0.10%
|
[21],[26],[32],[34],[57] |
| Fair Value |
|
$ 792
|
[1],[9],[25],[28],[30],[56] |
$ 703
|
[2],[21],[26],[32],[34],[57] |
| Investment, Identifier [Axis]: Island Bidco AB, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
7.00%
|
[9],[11],[25],[30],[36],[56] |
7.00%
|
[17],[21],[22],[26],[34],[57] |
| Interest Rate |
|
7.67%
|
[9],[12],[25],[30],[56] |
8.76%
|
[18],[21],[26],[34],[57] |
| Investment, interest rate, paid in kind |
|
3.50%
|
[9],[12],[25],[30],[56] |
3.50%
|
[18],[21],[26],[34],[57] |
| Principal |
|
$ 324
|
[3],[9],[25],[30],[56] |
$ 313
|
[4],[21],[26],[34],[57] |
| Amortized Cost |
|
$ 322
|
[9],[25],[30],[56] |
$ 311
|
[21],[26],[34],[57] |
| Percentage of Net Assets |
|
0.00%
|
[9],[25],[30],[56] |
0.00%
|
[21],[26],[34],[57] |
| Fair Value |
|
$ 324
|
[1],[9],[25],[30],[56] |
$ 313
|
[2],[21],[26],[34],[57] |
| Investment, Identifier [Axis]: Island Bidco AB, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[30],[36],[56] |
6.50%
|
|
|
|
| Interest Rate |
[12],[30],[56] |
10.59%
|
|
|
|
| Principal |
|
$ 44
|
[3],[30],[56] |
0
|
[4],[34],[57] |
| Amortized Cost |
|
$ 43
|
[30],[56] |
$ 0
|
[34],[57] |
| Percentage of Net Assets |
|
0.00%
|
[30],[56] |
0.00%
|
[34],[57] |
| Fair Value |
|
$ 44
|
[1],[30],[56] |
$ 0
|
[2],[34],[57] |
| Investment, Identifier [Axis]: Island Bidco AB, One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[28],[30],[56] |
0
|
[4],[32],[34],[57] |
| Amortized Cost |
|
$ (1)
|
[13],[28],[30],[56] |
$ 0
|
[32],[34],[57] |
| Percentage of Net Assets |
|
0.00%
|
[13],[28],[30],[56] |
0.00%
|
[32],[34],[57] |
| Fair Value |
|
$ 0
|
[1],[13],[28],[30],[56] |
$ 0
|
[2],[32],[34],[57] |
| Investment, Identifier [Axis]: Island Bidco AB, One stop 5 |
|
|
|
|
|
| Spread Above Index |
|
7.00%
|
[11],[24],[25],[30],[36],[56] |
7.00%
|
[15],[16],[17],[22],[26],[34],[57] |
| Interest Rate |
|
7.67%
|
[12],[24],[25],[30],[56] |
8.76%
|
[15],[18],[26],[34],[57] |
| Investment, interest rate, paid in kind |
|
3.50%
|
[12],[24],[25],[30],[56] |
3.50%
|
[15],[18],[26],[34],[57] |
| Principal |
|
$ 3,242
|
[3],[24],[25],[30],[56] |
$ 3,131
|
[4],[15],[26],[34],[57] |
| Amortized Cost |
|
$ 3,224
|
[24],[25],[30],[56] |
$ 3,117
|
[15],[26],[34],[57] |
| Percentage of Net Assets |
|
0.30%
|
[24],[25],[30],[56] |
0.50%
|
[15],[26],[34],[57] |
| Fair Value |
|
$ 3,242
|
[1],[24],[25],[30],[56] |
$ 3,131
|
[2],[15],[26],[34],[57] |
| Investment, Identifier [Axis]: Isto Group, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[3],[28] |
3
|
|
|
|
| Amortized Cost |
[28] |
$ 389
|
|
|
|
| Percentage of Net Assets |
[28] |
0.00%
|
|
|
|
| Fair Value |
[1],[28] |
$ 384
|
|
|
|
| Investment, Identifier [Axis]: Isto Group, Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Isto Group, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.77%
|
|
|
|
| Principal |
[3],[9] |
$ 1,941
|
|
|
|
| Amortized Cost |
[9] |
$ 1,932
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 1,931
|
|
|
|
| Investment, Identifier [Axis]: Isto Group, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (6)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (6)
|
|
|
|
| Investment, Identifier [Axis]: JSG II, Inc. and Checkers USA, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.66%
|
|
|
|
| Principal |
[3],[9] |
$ 3,521
|
|
|
|
| Amortized Cost |
[9] |
$ 3,503
|
|
|
|
| Percentage of Net Assets |
[9] |
0.30%
|
|
|
|
| Fair Value |
[1],[9] |
$ 3,503
|
|
|
|
| Investment, Identifier [Axis]: JSG II, Inc. and Checkers USA, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 33
|
|
|
|
| Amortized Cost |
|
$ 31
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 31
|
|
|
|
| Investment, Identifier [Axis]: JSG II, Inc. and Checkers USA, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (5)
|
|
|
|
| Investment, Identifier [Axis]: Kairos Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
[3] |
$ 34
|
|
|
|
| Amortized Cost |
|
$ 33
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 33
|
|
|
|
| Investment, Identifier [Axis]: Kairos Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
[3],[9] |
$ 1,992
|
|
|
|
| Amortized Cost |
[9] |
$ 1,982
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 1,982
|
|
|
|
| Investment, Identifier [Axis]: Kairos Bidco Limited, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (3)
|
|
|
|
| Investment, Identifier [Axis]: Kairos Bidco Limited, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
[3] |
$ 299
|
|
|
|
| Amortized Cost |
|
$ 298
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 298
|
|
|
|
| Investment, Identifier [Axis]: Kaseya Inc., Common stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
50
|
|
|
|
| Amortized Cost |
|
$ 50
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 53
|
|
|
|
| Investment, Identifier [Axis]: Kaseya Inc., LP Interest |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
50
|
|
| Amortized Cost |
|
|
|
$ 50
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 53
|
|
| Investment, Identifier [Axis]: Kaseya Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17],[26] |
|
|
5.50%
|
|
| Interest Rate |
[15],[18],[26] |
|
|
10.75%
|
|
| Principal |
[4],[15],[26] |
|
|
$ 4,546
|
|
| Amortized Cost |
[15],[26] |
|
|
$ 4,500
|
|
| Percentage of Net Assets |
[15],[26] |
|
|
0.70%
|
|
| Fair Value |
[2],[15],[26] |
|
|
$ 4,546
|
|
| Investment, Identifier [Axis]: Kaseya Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[26] |
|
|
5.50%
|
|
| Interest Rate |
[18],[26] |
|
|
10.10%
|
|
| Principal |
[4],[26] |
|
|
$ 68
|
|
| Amortized Cost |
[26] |
|
|
$ 66
|
|
| Percentage of Net Assets |
[26] |
|
|
0.00%
|
|
| Fair Value |
[2],[26] |
|
|
$ 68
|
|
| Investment, Identifier [Axis]: Kaseya Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.50%
|
|
| Interest Rate |
[18] |
|
|
10.78%
|
|
| Principal |
[4] |
|
|
$ 52
|
|
| Amortized Cost |
|
|
|
$ 50
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 52
|
|
| Investment, Identifier [Axis]: Kaseya Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[21] |
|
|
5.50%
|
|
| Interest Rate |
[18],[21] |
|
|
10.75%
|
|
| Principal |
[4],[21] |
|
|
$ 17
|
|
| Amortized Cost |
[21] |
|
|
$ 15
|
|
| Percentage of Net Assets |
[21] |
|
|
0.00%
|
|
| Fair Value |
[2],[21] |
|
|
$ 17
|
|
| Investment, Identifier [Axis]: Kaseya Inc., Preferred Stock |
|
|
|
|
|
| Spread Above Index |
|
10.75%
|
[11],[20],[45] |
10.75%
|
[16],[17],[52] |
| Investment, interest rate, paid in kind |
|
14.92%
|
[12],[45] |
15.35%
|
[18],[52] |
| Principal (in shares) |
|
0
|
[3],[45] |
1
|
[4],[52] |
| Amortized Cost |
|
$ 705
|
[45] |
$ 1,098
|
[52] |
| Percentage of Net Assets |
|
0.10%
|
[45] |
0.20%
|
[52] |
| Fair Value |
|
$ 727
|
[1],[45] |
$ 1,157
|
[2],[52] |
| Investment, Identifier [Axis]: Kleinfelder Intermediate, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
6.25%
|
[16],[17],[21] |
| Interest Rate |
|
9.31%
|
[12],[14] |
11.31%
|
[18],[21] |
| Principal |
|
$ 2,016
|
[3],[14] |
$ 2,037
|
[4],[21] |
| Amortized Cost |
|
$ 1,970
|
[14] |
$ 1,982
|
[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.30%
|
[21] |
| Fair Value |
|
$ 2,016
|
[1],[14] |
$ 2,037
|
[2],[21] |
| Investment, Identifier [Axis]: Kleinfelder Intermediate, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.00%
|
[11],[58] |
4.00%
|
[17],[59] |
| Interest Rate |
|
11.25%
|
[12] |
12.00%
|
[18] |
| Principal |
|
$ 49
|
[3] |
$ 64
|
[4] |
| Amortized Cost |
|
$ 46
|
|
$ 59
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 49
|
[1] |
$ 64
|
[2] |
| Investment, Identifier [Axis]: Kleinfelder Intermediate, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.31%
|
|
|
|
| Principal |
|
$ 219
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 216
|
|
$ (4)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 219
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Koala Investment Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[29],[30] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12],[29],[30] |
8.50%
|
|
|
|
| Principal |
[3],[9],[29],[30] |
$ 12,469
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 12,408
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
1.20%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 12,345
|
|
|
|
| Investment, Identifier [Axis]: Koala Investment Holdings, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[29],[30] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[29],[30] |
$ (11)
|
|
|
|
| Investment, Identifier [Axis]: Koala Investment Holdings, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[29],[30] |
$ (12)
|
|
|
|
| Percentage of Net Assets |
[13],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[29],[30] |
$ (24)
|
|
|
|
| Investment, Identifier [Axis]: Kodiak Buyer, LLC, LP interest |
|
|
|
|
|
| Principal (in shares) |
[3] |
1
|
|
|
|
| Amortized Cost |
|
$ 144
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 144
|
|
|
|
| Investment, Identifier [Axis]: Kodiak Buyer, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24] |
4.50%
|
|
|
|
| Interest Rate |
[12],[24] |
8.50%
|
|
|
|
| Principal |
[3],[24] |
$ 2,025
|
|
|
|
| Amortized Cost |
[24] |
$ 2,015
|
|
|
|
| Percentage of Net Assets |
[24] |
0.20%
|
|
|
|
| Fair Value |
[1],[24] |
$ 2,015
|
|
|
|
| Investment, Identifier [Axis]: Kodiak Buyer, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (3)
|
|
|
|
| Investment, Identifier [Axis]: Kodiak Buyer, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (4)
|
|
|
|
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (2)
|
[2],[19] |
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
4.50%
|
[15],[16],[17] |
| Interest Rate |
|
8.82%
|
[12],[14] |
9.78%
|
[15],[18] |
| Principal |
|
$ 1,280
|
[3],[14] |
$ 1,290
|
[4],[15] |
| Amortized Cost |
|
$ 1,269
|
[14] |
$ 1,277
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
[15] |
| Fair Value |
|
$ 1,280
|
[1],[14] |
$ 1,277
|
[2],[15] |
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.82%
|
|
|
|
| Principal |
|
$ 75
|
[3] |
0
|
[4] |
| Amortized Cost |
|
$ 75
|
|
$ 0
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 75
|
[1] |
$ 0
|
[2] |
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.82%
|
|
|
|
| Principal |
|
$ 21
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 21
|
|
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 21
|
[1] |
$ (2)
|
[2],[19] |
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 5 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 6 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 7 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Kona Buyer, LLC, One stop 8 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Krayden Holdings, Inc., Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14] |
4.75%
|
[17],[21],[27] |
| Interest Rate |
|
8.91%
|
[12],[14] |
9.60%
|
[18],[21] |
| Principal |
|
$ 929
|
[3],[14] |
$ 938
|
[4],[21] |
| Amortized Cost |
|
$ 922
|
[14] |
$ 929
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 929
|
[1],[14] |
$ 929
|
[2],[21] |
| Investment, Identifier [Axis]: Krayden Holdings, Inc., Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.90%
|
|
|
|
| Principal |
|
$ 61
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 59
|
|
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 61
|
[1] |
$ (3)
|
[2],[19] |
| Investment, Identifier [Axis]: Krayden Holdings, Inc., Senior secured 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.91%
|
|
|
|
| Principal |
|
$ 289
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 285
|
|
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 289
|
[1] |
$ (5)
|
[2],[19] |
| Investment, Identifier [Axis]: LDS Intermediate Holdings, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (20)
|
|
|
|
| Investment, Identifier [Axis]: LDS Intermediate Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.16%
|
|
|
|
| Principal |
[3],[14] |
$ 13,253
|
|
|
|
| Amortized Cost |
[14] |
$ 13,178
|
|
|
|
| Percentage of Net Assets |
[14] |
1.20%
|
|
|
|
| Fair Value |
[1],[14] |
$ 13,120
|
|
|
|
| Investment, Identifier [Axis]: LDS Intermediate Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.16%
|
|
|
|
| Principal |
[3] |
$ 2,624
|
|
|
|
| Amortized Cost |
|
$ 2,609
|
|
|
|
| Percentage of Net Assets |
|
0.30%
|
|
|
|
| Fair Value |
[1] |
$ 2,598
|
|
|
|
| Investment, Identifier [Axis]: LDS Intermediate Holdings, LLC, One stop 4 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (15)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (30)
|
|
|
|
| Investment, Identifier [Axis]: LDS Intermediate Holdings, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.16%
|
|
|
|
| Principal |
[3] |
$ 300
|
|
|
|
| Amortized Cost |
|
$ 299
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 297
|
|
|
|
| Investment, Identifier [Axis]: LOV Acquisition LLC, Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
4.25%
|
|
|
|
| Interest Rate |
[12],[14] |
8.41%
|
|
|
|
| Principal |
[3],[14] |
$ 6,738
|
|
|
|
| Amortized Cost |
[14] |
$ 6,709
|
|
|
|
| Percentage of Net Assets |
[14] |
0.60%
|
|
|
|
| Fair Value |
[1],[14] |
$ 6,738
|
|
|
|
| Investment, Identifier [Axis]: LOV Acquisition LLC, Senior secured 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Lacker Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[28],[29],[30],[31] |
5.25%
|
[17],[23],[32],[33],[34],[35] |
| Interest Rate |
|
9.72%
|
[9],[12],[28],[29],[30] |
10.20%
|
[18],[23],[32],[33],[34] |
| Principal |
|
$ 4,136
|
[3],[9],[28],[29],[30] |
$ 4,114
|
[4],[23],[32],[33],[34] |
| Amortized Cost |
|
$ 3,836
|
[9],[28],[29],[30] |
$ 3,828
|
[23],[32],[33],[34] |
| Percentage of Net Assets |
|
0.40%
|
[9],[28],[29],[30] |
0.60%
|
[23],[32],[33],[34] |
| Fair Value |
|
$ 4,094
|
[1],[9],[28],[29],[30] |
$ 4,114
|
[2],[23],[32],[33],[34] |
| Investment, Identifier [Axis]: Lacker Bidco Limited, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[28],[29],[30] |
0
|
[4],[19],[32],[33],[34] |
| Amortized Cost |
|
$ (11)
|
[13],[28],[29],[30] |
$ (13)
|
[19],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[28],[29],[30] |
0.00%
|
[19],[32],[33],[34] |
| Fair Value |
|
$ (9)
|
[1],[13],[28],[29],[30] |
$ 0
|
[2],[19],[32],[33],[34] |
| Investment, Identifier [Axis]: Lacker Bidco Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[28],[29],[30],[31] |
5.25%
|
[17],[32],[33],[34],[35] |
| Interest Rate |
|
9.72%
|
[12],[28],[29],[30] |
10.20%
|
[18],[32],[33],[34] |
| Principal |
|
$ 3,435
|
[3],[28],[29],[30] |
$ 926
|
[4],[32],[33],[34] |
| Amortized Cost |
|
$ 3,311
|
[28],[29],[30] |
$ 821
|
[32],[33],[34] |
| Percentage of Net Assets |
|
0.30%
|
[28],[29],[30] |
0.10%
|
[32],[33],[34] |
| Fair Value |
|
$ 3,379
|
[1],[28],[29],[30] |
$ 926
|
[2],[32],[33],[34] |
| Investment, Identifier [Axis]: LeadsOnline, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.79%
|
[12],[14] |
10.17%
|
[18],[21] |
| Principal |
|
$ 4,906
|
[3],[14] |
$ 4,956
|
[4],[21] |
| Amortized Cost |
|
$ 4,832
|
[14] |
$ 4,851
|
[21] |
| Percentage of Net Assets |
|
0.50%
|
[14] |
0.80%
|
[21] |
| Fair Value |
|
$ 4,906
|
[1],[14] |
$ 4,956
|
[2],[21] |
| Investment, Identifier [Axis]: LeadsOnline, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
4.75%
|
[16],[17],[23] |
| Interest Rate |
|
8.79%
|
[12],[14] |
10.17%
|
[18],[23] |
| Principal |
|
$ 866
|
[3],[14] |
$ 875
|
[4],[23] |
| Amortized Cost |
|
$ 853
|
[14] |
$ 856
|
[23] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[23] |
| Fair Value |
|
$ 866
|
[1],[14] |
$ 875
|
[2],[23] |
| Investment, Identifier [Axis]: LeadsOnline, LLC, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: LeadsOnline, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
4.75%
|
[15],[16],[17] |
| Interest Rate |
|
8.50%
|
[12],[14] |
9.45%
|
[15],[18] |
| Principal |
|
$ 595
|
[3],[14] |
$ 601
|
[4],[15] |
| Amortized Cost |
|
$ 593
|
[14] |
$ 599
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[15] |
| Fair Value |
|
$ 595
|
[1],[14] |
$ 601
|
[2],[15] |
| Investment, Identifier [Axis]: Lighthouse Bidco GMBH, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13],[28],[30],[54] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[30],[54] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[30],[54] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Lighthouse Bidco GMBH, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[30],[37],[54] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28],[30],[54] |
6.75%
|
|
|
|
| Principal |
[3],[9],[28],[30],[54] |
$ 1,419
|
|
|
|
| Amortized Cost |
[9],[28],[30],[54] |
$ 1,255
|
|
|
|
| Percentage of Net Assets |
[9],[28],[30],[54] |
0.10%
|
|
|
|
| Fair Value |
[1],[9],[28],[30],[54] |
$ 1,419
|
|
|
|
| Investment, Identifier [Axis]: Lighthouse Bidco GMBH, One stop 3 |
|
|
|
|
|
| Principal |
[3],[13],[28],[30],[54] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[30],[54] |
$ (7)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[30],[54] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Litera Bidco, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.25%
|
|
|
|
| Principal |
|
$ 77
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 75
|
|
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 77
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Litera Bidco, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11] |
5.00%
|
[17],[27] |
| Interest Rate |
|
9.16%
|
[12] |
9.85%
|
[18] |
| Principal |
|
$ 3,015
|
[3] |
$ 1,555
|
[4] |
| Amortized Cost |
|
$ 3,010
|
|
$ 1,548
|
|
| Percentage of Net Assets |
|
0.30%
|
|
0.20%
|
|
| Fair Value |
|
$ 3,015
|
[1] |
$ 1,555
|
[2] |
| Investment, Identifier [Axis]: Litera Bidco, LLC, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4] |
| Amortized Cost |
|
$ 0
|
|
$ 0
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2] |
| Investment, Identifier [Axis]: Litera Bidco, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14] |
5.00%
|
[15],[17],[27] |
| Interest Rate |
|
9.16%
|
[12],[14] |
9.85%
|
[15],[18] |
| Principal |
|
$ 7,552
|
[3],[14] |
$ 7,629
|
[4],[15] |
| Amortized Cost |
|
$ 7,528
|
[14] |
$ 7,594
|
[15] |
| Percentage of Net Assets |
|
0.70%
|
[14] |
1.20%
|
[15] |
| Fair Value |
|
$ 7,552
|
[1],[14] |
$ 7,629
|
[2],[15] |
| Investment, Identifier [Axis]: LogicMonitor, Inc., LLC units |
|
|
|
|
|
| Principal (in shares) |
[3] |
250
|
|
|
|
| Amortized Cost |
|
$ 250
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 277
|
|
|
|
| Investment, Identifier [Axis]: LogicMonitor, Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: LogicMonitor, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[9],[12] |
9.81%
|
|
|
|
| Principal |
[3],[9] |
$ 14,298
|
|
|
|
| Amortized Cost |
[9] |
$ 14,220
|
|
|
|
| Percentage of Net Assets |
[9] |
1.30%
|
|
|
|
| Fair Value |
[1],[9] |
$ 14,298
|
|
|
|
| Investment, Identifier [Axis]: Lotus Topco, Inc., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (8)
|
[13] |
$ (10)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ (11)
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Lotus Topco, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[15],[17],[22] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.00%
|
[15],[18] |
| Principal |
|
$ 7,082
|
[3],[14] |
$ 7,154
|
[4],[15] |
| Amortized Cost |
|
$ 7,041
|
[14] |
$ 7,103
|
[15] |
| Percentage of Net Assets |
|
0.70%
|
[14] |
1.10%
|
[15] |
| Fair Value |
|
$ 7,029
|
[1],[14] |
$ 7,154
|
[2],[15] |
| Investment, Identifier [Axis]: Lotus Topco, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.75%
|
|
|
|
| Principal |
|
$ 896
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 875
|
|
$ (25)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 870
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Lotus Topco, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
[3],[9] |
$ 2,117
|
|
|
|
| Amortized Cost |
[9] |
$ 2,102
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 2,101
|
|
|
|
| Investment, Identifier [Axis]: MRH Trowe Germany GMBH, One stop |
|
|
|
|
|
| Spread Above Index |
[17],[32],[34],[38],[55] |
|
|
6.00%
|
|
| Interest Rate |
[18],[32],[34],[55] |
|
|
9.49%
|
|
| Principal |
[4],[32],[34],[55] |
|
|
$ 2,255
|
|
| Amortized Cost |
[32],[34],[55] |
|
|
$ 2,147
|
|
| Percentage of Net Assets |
[32],[34],[55] |
|
|
0.30%
|
|
| Fair Value |
[2],[32],[34],[55] |
|
|
$ 2,255
|
|
| Investment, Identifier [Axis]: MRH Trowe Germany GMBH, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13],[28],[30],[54] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[30],[54] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[30],[54] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: MRH Trowe Germany GMBH, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[30],[39],[54] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28],[30],[54] |
7.11%
|
|
|
|
| Principal |
[3],[9],[28],[30],[54] |
$ 2,368
|
|
|
|
| Amortized Cost |
[9],[28],[30],[54] |
$ 2,246
|
|
|
|
| Percentage of Net Assets |
[9],[28],[30],[54] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[28],[30],[54] |
$ 2,368
|
|
|
|
| Investment, Identifier [Axis]: MRH Trowe Germany GMBH, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[37],[54] |
5.00%
|
|
|
|
| Interest Rate |
[12],[28],[30],[54] |
6.99%
|
|
|
|
| Principal |
[3],[28],[30],[54] |
$ 90
|
|
|
|
| Amortized Cost |
[28],[30],[54] |
$ 89
|
|
|
|
| Percentage of Net Assets |
[28],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[28],[30],[54] |
$ 90
|
|
|
|
| Investment, Identifier [Axis]: MYOB Invest Co Pty Ltd, One stop |
|
|
|
|
|
| Spread Above Index |
[9],[11],[25],[28],[30],[43],[61] |
5.75%
|
|
|
|
| Interest Rate |
[9],[12],[25],[28],[30],[61] |
6.33%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25],[28],[30],[61] |
3.00%
|
|
|
|
| Principal |
[3],[9],[25],[28],[30],[61] |
$ 25,855
|
|
|
|
| Amortized Cost |
[9],[25],[28],[30],[61] |
$ 25,160
|
|
|
|
| Percentage of Net Assets |
[9],[25],[28],[30],[61] |
2.40%
|
|
|
|
| Fair Value |
[1],[9],[25],[28],[30],[61] |
$ 25,855
|
|
|
|
| Investment, Identifier [Axis]: Mario Purchaser, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11],[14] |
5.75%
|
[17],[21],[27] |
| Interest Rate |
|
10.01%
|
[12],[14] |
10.70%
|
[18],[21] |
| Principal |
|
$ 653
|
[3],[14] |
$ 660
|
[4],[21] |
| Amortized Cost |
|
$ 647
|
[14] |
$ 651
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 627
|
[1],[14] |
$ 653
|
[2],[21] |
| Investment, Identifier [Axis]: Mario Purchaser, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11],[14] |
5.75%
|
[17],[21],[27] |
| Interest Rate |
|
10.01%
|
[12],[14] |
10.70%
|
[18],[21] |
| Principal |
|
$ 847
|
[3],[14] |
$ 855
|
[4],[21] |
| Amortized Cost |
|
$ 837
|
[14] |
$ 843
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 813
|
[1],[14] |
$ 847
|
[2],[21] |
| Investment, Identifier [Axis]: Mario Purchaser, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
10.75%
|
[11],[25] |
10.75%
|
[17],[26],[27] |
| Investment, interest rate, paid in kind |
|
15.01%
|
[12],[25] |
15.70%
|
[18],[26] |
| Principal |
|
$ 487
|
[3],[25] |
$ 418
|
[4],[26] |
| Amortized Cost |
|
$ 483
|
[25] |
$ 412
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.10%
|
[26] |
| Fair Value |
|
$ 477
|
[1],[25] |
$ 414
|
[2],[26] |
| Investment, Identifier [Axis]: Mario Purchaser, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11] |
5.75%
|
[17],[27] |
| Interest Rate |
|
10.01%
|
[12] |
10.70%
|
[18] |
| Principal |
|
$ 26
|
[3] |
$ 7
|
[4] |
| Amortized Cost |
|
$ 25
|
|
$ 6
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 24
|
[1] |
$ 7
|
[2] |
| Investment, Identifier [Axis]: Mario Purchaser, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11] |
5.75%
|
[17],[27] |
| Interest Rate |
|
10.01%
|
[12] |
10.70%
|
[18] |
| Principal |
|
$ 398
|
[3] |
$ 402
|
[4] |
| Amortized Cost |
|
$ 395
|
|
$ 365
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 382
|
[1] |
$ 362
|
[2] |
| Investment, Identifier [Axis]: Matrix42 Holding GMBH, One stop |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[39],[54] |
6.25%
|
|
|
|
| Interest Rate |
[12],[28],[30],[54] |
8.31%
|
|
|
|
| Principal |
[3],[28],[30],[54] |
$ 5,979
|
|
|
|
| Amortized Cost |
[28],[30],[54] |
$ 5,874
|
|
|
|
| Percentage of Net Assets |
[28],[30],[54] |
0.60%
|
|
|
|
| Fair Value |
[1],[28],[30],[54] |
$ 5,934
|
|
|
|
| Investment, Identifier [Axis]: Medlar Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[30],[31],[62] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28],[30],[62] |
8.97%
|
|
|
|
| Principal |
[3],[9],[28],[30],[62] |
$ 9,412
|
|
|
|
| Amortized Cost |
[9],[28],[30],[62] |
$ 9,244
|
|
|
|
| Percentage of Net Assets |
[9],[28],[30],[62] |
0.90%
|
|
|
|
| Fair Value |
[1],[9],[28],[30],[62] |
$ 9,412
|
|
|
|
| Investment, Identifier [Axis]: Medlar Bidco Limited, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13],[28],[30],[62] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[30],[62] |
$ (20)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[30],[62] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[30],[62] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Medlar Bidco Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[30],[37],[62] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28],[30],[62] |
6.97%
|
|
|
|
| Principal |
[3],[9],[28],[30],[62] |
$ 11,711
|
|
|
|
| Amortized Cost |
[9],[28],[30],[62] |
$ 11,209
|
|
|
|
| Percentage of Net Assets |
[9],[28],[30],[62] |
1.10%
|
|
|
|
| Fair Value |
[1],[9],[28],[30],[62] |
$ 11,711
|
|
|
|
| Investment, Identifier [Axis]: Menlo Ridgeview Co-Invest, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
[3] |
359
|
|
|
|
| Amortized Cost |
|
$ 368
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 384
|
|
|
|
| Investment, Identifier [Axis]: Metal Supermarkets US Buyer, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
[3],[30],[63] |
1
|
|
|
|
| Amortized Cost |
[30],[63] |
$ 93
|
|
|
|
| Percentage of Net Assets |
[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[30],[63] |
$ 99
|
|
|
|
| Investment, Identifier [Axis]: Metal Supermarkets US Buyer, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20],[30],[63] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14],[30],[63] |
8.75%
|
|
|
|
| Principal |
[3],[14],[30],[63] |
$ 3,081
|
|
|
|
| Amortized Cost |
[14],[30],[63] |
$ 3,068
|
|
|
|
| Percentage of Net Assets |
[14],[30],[63] |
0.30%
|
|
|
|
| Fair Value |
[1],[14],[30],[63] |
$ 3,081
|
|
|
|
| Investment, Identifier [Axis]: Metal Supermarkets US Buyer, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[30],[63] |
4.75%
|
|
|
|
| Interest Rate |
[12],[30],[63] |
8.75%
|
|
|
|
| Principal |
[3],[30],[63] |
$ 82
|
|
|
|
| Amortized Cost |
[30],[63] |
$ 80
|
|
|
|
| Percentage of Net Assets |
[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[30],[63] |
$ 82
|
|
|
|
| Investment, Identifier [Axis]: Metal Supermarkets US Buyer, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3],[30],[63] |
0
|
|
|
|
| Amortized Cost |
[30],[63] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[30],[63] |
$ 8
|
|
|
|
| Investment, Identifier [Axis]: Metatiedot Bidco Oy & Metatiedot US, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13],[28],[30],[64] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[30],[64] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[30],[64] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[30],[64] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Metatiedot Bidco Oy & Metatiedot US, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[30],[37],[64] |
5.25%
|
|
|
|
| Interest Rate |
[9],[12],[28],[30],[64] |
7.28%
|
|
|
|
| Principal |
[3],[9],[28],[30],[64] |
$ 4,593
|
|
|
|
| Amortized Cost |
[9],[28],[30],[64] |
$ 4,081
|
|
|
|
| Percentage of Net Assets |
[9],[28],[30],[64] |
0.40%
|
|
|
|
| Fair Value |
[1],[9],[28],[30],[64] |
$ 4,593
|
|
|
|
| Investment, Identifier [Axis]: Metatiedot Bidco Oy & Metatiedot US, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[37],[64] |
5.25%
|
|
|
|
| Interest Rate |
[12],[28],[30],[64] |
7.28%
|
|
|
|
| Principal |
[3],[28],[30],[64] |
$ 37
|
|
|
|
| Amortized Cost |
[28],[30],[64] |
$ 25
|
|
|
|
| Percentage of Net Assets |
[28],[30],[64] |
0.00%
|
|
|
|
| Fair Value |
[1],[28],[30],[64] |
$ 37
|
|
|
|
| Investment, Identifier [Axis]: Metatiedot Bidco Oy & Metatiedot US, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[30],[64] |
5.25%
|
|
|
|
| Interest Rate |
[9],[12],[30],[64] |
9.45%
|
|
|
|
| Principal |
[3],[9],[30],[64] |
$ 2,931
|
|
|
|
| Amortized Cost |
[9],[30],[64] |
$ 2,892
|
|
|
|
| Percentage of Net Assets |
[9],[30],[64] |
0.30%
|
|
|
|
| Fair Value |
[1],[9],[30],[64] |
$ 2,931
|
|
|
|
| Investment, Identifier [Axis]: Modernizing Medicine, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
6.50%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
2.25%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 23,128
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 22,913
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
2.20%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 23,128
|
|
|
|
| Investment, Identifier [Axis]: Modernizing Medicine, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (20)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Modernizing Medicine, Inc., Preferred stock |
|
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[45] |
13.00%
|
|
|
|
| Principal (in shares) |
[3],[45] |
5
|
|
|
|
| Amortized Cost |
[45] |
$ 4,715
|
|
|
|
| Percentage of Net Assets |
[45] |
0.50%
|
|
|
|
| Fair Value |
[1],[45] |
$ 4,822
|
|
|
|
| Investment, Identifier [Axis]: Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio Institutional Share Class (CUSIP 61747C582) |
|
|
|
|
|
| Interest Rate |
[12],[65] |
3.99%
|
|
|
|
| Money market funds, at carrying value |
|
$ 46,041
|
|
|
|
| Money market funds, percentage of net assets |
|
4.30%
|
|
|
|
| Investment, Identifier [Axis]: Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio Institutional Share Class (CUSIP 61747C582) |
|
|
|
|
|
| Interest Rate |
[18],[66] |
|
|
4.80%
|
|
| Money market funds, at carrying value |
[2] |
|
|
$ 20,893
|
|
| Money market funds, percentage of net assets |
|
|
|
3.20%
|
|
| Investment, Identifier [Axis]: Movement Holdings, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 421
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 382
|
|
| Investment, Identifier [Axis]: Movement Holdings, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[3],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 421
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 245
|
|
|
|
| Investment, Identifier [Axis]: Movement Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20],[29],[30] |
5.25%
|
[17],[21],[27] |
| Interest Rate |
|
9.70%
|
[12],[14],[29],[30] |
10.10%
|
[18],[21] |
| Principal |
|
$ 6,997
|
[3],[14],[29],[30] |
$ 7,068
|
[4],[21] |
| Amortized Cost |
|
$ 6,944
|
[14],[29],[30] |
$ 7,003
|
[21] |
| Percentage of Net Assets |
|
0.70%
|
[14],[29],[30] |
1.10%
|
[21] |
| Fair Value |
|
$ 6,997
|
[1],[14],[29],[30] |
$ 7,068
|
[2],[21] |
| Investment, Identifier [Axis]: Movement Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[29],[30] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (9)
|
[13],[29],[30] |
$ (11)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13],[29],[30] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13],[29],[30] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Movement Holdings, LLC, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[29],[30] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (35)
|
[13],[29],[30] |
$ (43)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13],[29],[30] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13],[29],[30] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: NSG Buyer, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[4],[34] |
|
|
1
|
|
| Amortized Cost |
[34] |
|
|
$ 953
|
|
| Percentage of Net Assets |
[34] |
|
|
0.20%
|
|
| Fair Value |
[2],[34] |
|
|
$ 1,240
|
|
| Investment, Identifier [Axis]: NSG Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
6.25%
|
[15],[17],[27] |
| Interest Rate |
|
9.00%
|
[12],[14] |
11.20%
|
[15],[18] |
| Principal |
|
$ 15,257
|
[3],[14] |
$ 11,755
|
[4],[15] |
| Amortized Cost |
|
$ 15,007
|
[14] |
$ 11,582
|
[15] |
| Percentage of Net Assets |
|
1.40%
|
[14] |
1.80%
|
[15] |
| Fair Value |
|
$ 15,257
|
[1],[14] |
$ 11,844
|
[2],[15] |
| Investment, Identifier [Axis]: NSG Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.00%
|
|
|
|
| Principal |
|
$ 146
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 137
|
|
$ (7)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 146
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: NSG Buyer, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (9)
|
[13] |
$ (13)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: NSG Buyer, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[15],[17],[21],[27] |
|
|
5.50%
|
|
| Interest Rate |
[15],[18],[21] |
|
|
10.35%
|
|
| Principal |
[4],[15],[21] |
|
|
$ 1,868
|
|
| Amortized Cost |
[15],[21] |
|
|
$ 1,823
|
|
| Percentage of Net Assets |
[15],[21] |
|
|
0.30%
|
|
| Fair Value |
[2],[15],[21] |
|
|
$ 1,868
|
|
| Investment, Identifier [Axis]: NSG Buyer, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
1
|
|
|
|
| Amortized Cost |
|
$ 953
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 1,441
|
|
|
|
| Investment, Identifier [Axis]: National Express Wash Parent Holdco, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
[3] |
1
|
|
|
|
| Amortized Cost |
|
$ 77
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 145
|
|
|
|
| Investment, Identifier [Axis]: National Express Wash Parent Holdco, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
1
|
|
| Amortized Cost |
|
|
|
$ 77
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 110
|
|
| Investment, Identifier [Axis]: National Express Wash Parent Holdco, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.50%
|
[15],[16],[17] |
| Interest Rate |
|
9.00%
|
[12],[14] |
10.74%
|
[15],[18] |
| Principal |
|
$ 30,319
|
[3],[14] |
$ 17,836
|
[4],[15] |
| Amortized Cost |
|
$ 30,076
|
[14] |
$ 17,697
|
[15] |
| Percentage of Net Assets |
|
2.90%
|
[14] |
2.80%
|
[15] |
| Fair Value |
|
$ 30,319
|
[1],[14] |
$ 17,479
|
[2],[15] |
| Investment, Identifier [Axis]: National Express Wash Parent Holdco, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[36] |
5.50%
|
[17],[22] |
| Interest Rate |
|
9.03%
|
[12] |
9.75%
|
[18] |
| Principal |
|
$ 257
|
[3] |
$ 70
|
[4] |
| Amortized Cost |
|
$ 255
|
|
$ 69
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 257
|
[1] |
$ 66
|
[2] |
| Investment, Identifier [Axis]: National Express Wash Parent Holdco, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[36] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.24%
|
|
|
|
| Principal |
|
$ 398
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 393
|
|
$ (102)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 398
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: National Express Wash Parent Holdco, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.00%
|
|
|
|
| Principal |
[3] |
$ 388
|
|
|
|
| Amortized Cost |
|
$ 386
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 388
|
|
|
|
| Investment, Identifier [Axis]: Navex TopCo, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[10],[11],[14] |
5.50%
|
[17],[21],[27] |
| Interest Rate |
|
9.41%
|
[12],[14] |
10.60%
|
[18],[21] |
| Principal |
|
$ 28,247
|
[3],[14] |
$ 28,534
|
[4],[21] |
| Amortized Cost |
|
$ 27,830
|
[14] |
$ 28,035
|
[21] |
| Percentage of Net Assets |
|
2.60%
|
[14] |
4.40%
|
[21] |
| Fair Value |
|
$ 28,247
|
[1],[14] |
$ 28,534
|
[2],[21] |
| Investment, Identifier [Axis]: Navex TopCo, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (31)
|
[13] |
$ (41)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Neptune Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[11],[14],[20] |
5.75%
|
[15],[16],[17],[21] |
| Interest Rate |
|
8.50%
|
[12],[14] |
10.35%
|
[15],[18],[21] |
| Principal |
|
$ 6,223
|
[3],[14] |
$ 6,287
|
[4],[15],[21] |
| Amortized Cost |
|
$ 6,130
|
[14] |
$ 6,207
|
[15],[21] |
| Percentage of Net Assets |
|
0.60%
|
[14] |
1.00%
|
[15],[21] |
| Fair Value |
|
$ 6,223
|
[1],[14] |
$ 6,287
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Neptune Holdings, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Netsmart Technologies, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.95%
|
[10],[11],[14],[24],[25] |
5.20%
|
[15],[17],[26],[27] |
| Interest Rate |
|
6.66%
|
[12],[14],[24],[25] |
7.35%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
2.45%
|
[12],[14],[24],[25] |
2.70%
|
[15],[18],[26] |
| Principal |
|
$ 18,476
|
[3],[14],[24],[25] |
$ 18,004
|
[4],[15],[26] |
| Amortized Cost |
|
$ 18,325
|
[14],[24],[25] |
$ 17,827
|
[15],[26] |
| Percentage of Net Assets |
|
1.70%
|
[14],[24],[25] |
2.60%
|
[15],[26] |
| Fair Value |
|
$ 18,476
|
[1],[14],[24],[25] |
$ 17,824
|
[2],[15],[26] |
| Investment, Identifier [Axis]: Netsmart Technologies, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (21)
|
[13] |
$ (24)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (24)
|
[2],[19] |
| Investment, Identifier [Axis]: Netsmart Technologies, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (10)
|
[13] |
$ (12)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (12)
|
[2],[19] |
| Investment, Identifier [Axis]: Netwrix Corporation, Common stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
11
|
|
|
|
| Amortized Cost |
|
$ 21
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 27
|
|
|
|
| Investment, Identifier [Axis]: Netwrix Corporation, LLC units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
11
|
|
| Amortized Cost |
|
|
|
$ 21
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 27
|
|
| Investment, Identifier [Axis]: Netwrix Corporation, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20],[24] |
5.50%
|
[15],[16],[17] |
| Interest Rate |
|
8.95%
|
[12],[14],[24] |
10.56%
|
[15],[18] |
| Principal |
|
$ 12,485
|
[3],[14],[24] |
$ 11,866
|
[4],[15] |
| Amortized Cost |
|
$ 12,438
|
[14],[24] |
$ 11,807
|
[15] |
| Percentage of Net Assets |
|
1.20%
|
[14],[24] |
1.80%
|
[15] |
| Fair Value |
|
$ 12,485
|
[1],[14],[24] |
$ 11,866
|
[2],[15] |
| Investment, Identifier [Axis]: Netwrix Corporation, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[17],[19] |
|
|
|
|
| Principal |
|
0
|
[3],[13] |
$ 0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Netwrix Corporation, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[20] |
5.50%
|
[16],[17] |
| Interest Rate |
|
8.95%
|
[12] |
10.56%
|
[18] |
| Principal |
|
$ 549
|
[3] |
$ 1,440
|
[4] |
| Amortized Cost |
|
$ 481
|
|
$ 1,343
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.20%
|
|
| Fair Value |
|
$ 549
|
[1] |
$ 1,570
|
[2] |
| Investment, Identifier [Axis]: Netwrix Corporation, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.95%
|
|
|
|
| Principal |
[3],[14] |
$ 1,425
|
|
|
|
| Amortized Cost |
[14] |
$ 1,417
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,425
|
|
|
|
| Investment, Identifier [Axis]: North Haven Stack Buyer, LLC, One stop |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24] |
4.75%
|
|
|
|
| Interest Rate |
[12],[24] |
8.95%
|
|
|
|
| Principal |
[3],[24] |
$ 10,301
|
|
|
|
| Amortized Cost |
[24] |
$ 10,278
|
|
|
|
| Percentage of Net Assets |
[24] |
1.00%
|
|
|
|
| Fair Value |
[1],[24] |
$ 10,301
|
|
|
|
| Investment, Identifier [Axis]: North Haven Stack Buyer, LLC, Second lien |
|
|
|
|
|
| Interest Rate |
[12],[25] |
9.75%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
2.50%
|
|
|
|
| Principal |
[3],[25] |
$ 9,277
|
|
|
|
| Amortized Cost |
[25] |
$ 9,246
|
|
|
|
| Percentage of Net Assets |
[25] |
0.90%
|
|
|
|
| Fair Value |
[1],[25] |
$ 9,277
|
|
|
|
| Investment, Identifier [Axis]: OEConnection, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14],[24] |
5.25%
|
|
|
|
| Interest Rate |
[12],[14],[24] |
9.41%
|
|
|
|
| Principal |
|
$ 16,946
|
[3],[14],[24] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 16,812
|
[14],[24] |
$ (14)
|
[19] |
| Percentage of Net Assets |
|
1.60%
|
[14],[24] |
0.00%
|
[19] |
| Fair Value |
|
$ 17,003
|
[1],[14],[24] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: OEConnection, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
5.25%
|
|
|
|
| Interest Rate |
[12],[14] |
9.41%
|
|
|
|
| Principal |
|
$ 2,957
|
[3],[14] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 2,932
|
[14] |
$ (17)
|
[19] |
| Percentage of Net Assets |
|
0.30%
|
[14] |
0.00%
|
[19] |
| Fair Value |
|
$ 2,967
|
[1],[14] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: OEConnection, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[15],[17],[27] |
|
|
5.25%
|
|
| Interest Rate |
[15],[18] |
|
|
10.10%
|
|
| Principal |
|
0
|
[3],[13] |
$ 17,119
|
[4],[15] |
| Amortized Cost |
|
$ (15)
|
[13] |
$ 16,958
|
[15] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
2.60%
|
[15] |
| Fair Value |
|
$ 6
|
[1],[13] |
$ 17,119
|
[2],[15] |
| Investment, Identifier [Axis]: OEConnection, LLC, One stop 4 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 4
|
|
|
|
| Investment, Identifier [Axis]: OSP Hamilton Purchaser, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.00%
|
[16],[17],[21] |
| Interest Rate |
|
9.31%
|
[12],[14] |
10.25%
|
[18],[21] |
| Principal |
|
$ 3,870
|
[3],[14] |
$ 3,909
|
[4],[21] |
| Amortized Cost |
|
$ 3,835
|
[14] |
$ 3,867
|
[21] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.60%
|
[21] |
| Fair Value |
|
$ 3,870
|
[1],[14] |
$ 3,909
|
[2],[21] |
| Investment, Identifier [Axis]: OSP Hamilton Purchaser, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.00%
|
[16],[17] |
| Interest Rate |
|
9.32%
|
[12],[14] |
10.26%
|
[18] |
| Principal |
|
$ 3,702
|
[3],[14] |
$ 741
|
[4] |
| Amortized Cost |
|
$ 3,669
|
[14] |
$ 701
|
|
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.10%
|
|
| Fair Value |
|
$ 3,702
|
[1],[14] |
$ 741
|
[2] |
| Investment, Identifier [Axis]: OSP Hamilton Purchaser, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.32%
|
|
|
|
| Principal |
|
$ 63
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 48
|
|
$ (6)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 63
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: OSP Hamilton Purchaser, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.31%
|
|
|
|
| Principal |
[3] |
$ 337
|
|
|
|
| Amortized Cost |
|
$ 331
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 337
|
|
|
|
| Investment, Identifier [Axis]: Oakbridge Insurance Agency LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
5
|
|
| Amortized Cost |
|
|
|
$ 98
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 101
|
|
| Investment, Identifier [Axis]: Oakbridge Insurance Agency LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11],[14] |
5.50%
|
[17],[21],[27] |
| Interest Rate |
|
9.97%
|
[12],[14] |
10.66%
|
[18],[21] |
| Principal |
|
$ 9,105
|
[3],[14] |
$ 9,198
|
[4],[21] |
| Amortized Cost |
|
$ 9,042
|
[14] |
$ 9,120
|
[21] |
| Percentage of Net Assets |
|
0.90%
|
[14] |
1.40%
|
[21] |
| Fair Value |
|
$ 9,105
|
[1],[14] |
$ 9,198
|
[2],[21] |
| Investment, Identifier [Axis]: Oakbridge Insurance Agency LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11] |
4.50%
|
[17],[27],[59] |
| Interest Rate |
|
9.27%
|
[12] |
12.07%
|
[18] |
| Principal |
|
$ 910
|
[3] |
$ 460
|
[4] |
| Amortized Cost |
|
$ 894
|
|
$ 448
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.10%
|
|
| Fair Value |
|
$ 910
|
[1] |
$ 460
|
[2] |
| Investment, Identifier [Axis]: Oakbridge Insurance Agency LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11] |
5.50%
|
[17],[27] |
| Interest Rate |
|
10.03%
|
[12] |
10.66%
|
[18] |
| Principal |
|
$ 54
|
[3] |
$ 368
|
[4] |
| Amortized Cost |
|
$ 44
|
|
$ 330
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 54
|
[1] |
$ 368
|
[2] |
| Investment, Identifier [Axis]: Oakbridge Insurance Agency LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.75%
|
|
|
|
| Interest Rate |
[12] |
9.97%
|
|
|
|
| Principal |
[3] |
$ 4,397
|
|
|
|
| Amortized Cost |
|
$ 4,367
|
|
|
|
| Percentage of Net Assets |
|
0.40%
|
|
|
|
| Fair Value |
[1] |
$ 4,397
|
|
|
|
| Investment, Identifier [Axis]: Oakbridge Insurance Agency LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
5
|
|
|
|
| Amortized Cost |
|
$ 98
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 124
|
|
|
|
| Investment, Identifier [Axis]: Olo Parent, Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (4)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (4)
|
|
|
|
| Investment, Identifier [Axis]: Olo Parent, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.56%
|
|
|
|
| Principal |
[3],[9] |
$ 15,575
|
|
|
|
| Amortized Cost |
[9] |
$ 15,537
|
|
|
|
| Percentage of Net Assets |
[9] |
1.50%
|
|
|
|
| Fair Value |
[1],[9] |
$ 15,536
|
|
|
|
| Investment, Identifier [Axis]: Onit, Inc., Common stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 7
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 7
|
|
|
|
| Investment, Identifier [Axis]: Onit, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
9.06%
|
|
|
|
| Principal |
[3],[14] |
$ 1,448
|
|
|
|
| Amortized Cost |
[14] |
$ 1,435
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,452
|
|
|
|
| Investment, Identifier [Axis]: Onit, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Onit, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Onit, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.50%
|
|
|
|
| Principal |
[3],[9] |
$ 561
|
|
|
|
| Amortized Cost |
[9] |
$ 560
|
|
|
|
| Percentage of Net Assets |
[9] |
0.10%
|
|
|
|
| Fair Value |
[1],[9] |
$ 560
|
|
|
|
| Investment, Identifier [Axis]: Onit, Inc., Preferred Stock |
|
|
|
|
|
| Investment, interest rate, paid in kind |
[18],[52] |
|
|
15.00%
|
|
| Principal (in shares) |
[4],[52] |
|
|
0
|
|
| Amortized Cost |
[52] |
|
|
$ 55
|
|
| Percentage of Net Assets |
[52] |
|
|
0.00%
|
|
| Fair Value |
[2],[52] |
|
|
$ 64
|
|
| Investment, Identifier [Axis]: Onit, Inc., Warrant |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 6
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 10
|
|
| Investment, Identifier [Axis]: Orsay Bidco 1 B.V. and Sky Group Holding B.V., One stop |
|
|
|
|
|
| Principal |
[4],[19],[32],[34],[41] |
|
|
0
|
|
| Amortized Cost |
[19],[32],[34],[41] |
|
|
$ (35)
|
|
| Percentage of Net Assets |
[19],[32],[34],[41] |
|
|
0.00%
|
|
| Fair Value |
[2],[19],[32],[34],[41] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Orsay Bidco 1 B.V. and Sky Group Holding B.V., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[37],[40] |
5.00%
|
|
|
|
| Interest Rate |
[12],[28],[30],[40] |
7.00%
|
|
|
|
| Principal |
[3],[28],[30],[40] |
$ 100
|
|
|
|
| Amortized Cost |
[28],[30],[40] |
$ 83
|
|
|
|
| Percentage of Net Assets |
[28],[30],[40] |
0.00%
|
|
|
|
| Fair Value |
[1],[28],[30],[40] |
$ 100
|
|
|
|
| Investment, Identifier [Axis]: Orsay Bidco 1 B.V. and Sky Group Holding B.V., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[37],[40] |
5.75%
|
|
|
|
| Interest Rate |
[12],[28],[30],[40] |
7.75%
|
|
|
|
| Principal |
[3],[28],[30],[40] |
$ 3,184
|
|
|
|
| Amortized Cost |
[28],[30],[40] |
$ 2,869
|
|
|
|
| Percentage of Net Assets |
[28],[30],[40] |
0.30%
|
|
|
|
| Fair Value |
[1],[28],[30],[40] |
$ 3,200
|
|
|
|
| Investment, Identifier [Axis]: PAS Parent Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (7)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (7)
|
|
|
|
| Investment, Identifier [Axis]: PAS Parent Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.66%
|
|
|
|
| Principal |
[3],[9] |
$ 1,026
|
|
|
|
| Amortized Cost |
[9] |
$ 1,016
|
|
|
|
| Percentage of Net Assets |
[9] |
0.10%
|
|
|
|
| Fair Value |
[1],[9] |
$ 1,016
|
|
|
|
| Investment, Identifier [Axis]: PAS Parent Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (8)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (16)
|
|
|
|
| Investment, Identifier [Axis]: PB Group Holdings, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
99
|
|
| Amortized Cost |
|
|
|
$ 228
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 228
|
|
| Investment, Identifier [Axis]: PB Group Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[10],[11],[14],[25] |
5.50%
|
[17],[21],[26],[27] |
| Interest Rate |
|
6.91%
|
[12],[14],[25] |
7.60%
|
[18],[21],[26] |
| Investment, interest rate, paid in kind |
|
2.75%
|
[12],[14],[25] |
2.75%
|
[18],[21],[26] |
| Principal |
|
$ 9,673
|
[3],[14],[25] |
$ 9,453
|
[4],[21],[26] |
| Amortized Cost |
|
$ 9,634
|
[14],[25] |
$ 9,406
|
[21],[26] |
| Percentage of Net Assets |
|
0.90%
|
[14],[25] |
1.40%
|
[21],[26] |
| Fair Value |
|
$ 9,673
|
[1],[14],[25] |
$ 9,406
|
[2],[21],[26] |
| Investment, Identifier [Axis]: PB Group Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.16%
|
|
|
|
| Principal |
|
$ 132
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 127
|
|
$ (6)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 132
|
[1] |
$ (6)
|
[2],[19] |
| Investment, Identifier [Axis]: PB Group Holdings, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
99
|
|
|
|
| Amortized Cost |
|
$ 228
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 244
|
|
|
|
| Investment, Identifier [Axis]: PDQ Intermediate, Inc., Subordinated debt |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
13.75%
|
[12],[25] |
13.75%
|
[18],[26] |
| Principal |
|
$ 65
|
[3],[25] |
$ 57
|
[4],[26] |
| Amortized Cost |
|
$ 64
|
[25] |
$ 56
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 66
|
[1],[25] |
$ 57
|
[2],[26] |
| Investment, Identifier [Axis]: PING Identity Holding Corp., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.35%
|
[18],[21] |
| Principal |
|
$ 2,191
|
[3],[14] |
$ 2,213
|
[4],[21] |
| Amortized Cost |
|
$ 2,167
|
[14] |
$ 2,183
|
[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.30%
|
[21] |
| Fair Value |
|
$ 2,191
|
[1],[14] |
$ 2,213
|
[2],[21] |
| Investment, Identifier [Axis]: PING Identity Holding Corp., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 1 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
14.75%
|
[12],[25] |
14.75%
|
[18],[26] |
| Principal |
|
$ 9,328
|
[3],[25] |
$ 8,054
|
[4],[26] |
| Amortized Cost |
|
$ 9,184
|
[25] |
$ 7,881
|
[26] |
| Percentage of Net Assets |
|
0.90%
|
[25] |
1.30%
|
[26] |
| Fair Value |
|
$ 9,491
|
[1],[25] |
$ 8,215
|
[2],[26] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[14],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.95%
|
[12],[14] |
10.81%
|
[15],[18] |
| Principal |
|
$ 6,530
|
[3],[14] |
$ 6,596
|
[4],[15] |
| Amortized Cost |
|
$ 6,465
|
[14] |
$ 6,514
|
[15] |
| Percentage of Net Assets |
|
0.60%
|
[14] |
1.00%
|
[15] |
| Fair Value |
|
$ 6,530
|
[1],[14] |
$ 6,596
|
[2],[15] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 3 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
13.75%
|
[12],[25] |
13.75%
|
[18],[26] |
| Principal |
|
$ 963
|
[3],[25] |
$ 839
|
[4],[26] |
| Amortized Cost |
|
$ 953
|
[25] |
$ 828
|
[26] |
| Percentage of Net Assets |
|
0.10%
|
[25] |
0.10%
|
[26] |
| Fair Value |
|
$ 963
|
[1],[25] |
$ 839
|
[2],[26] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 4 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
13.75%
|
[12],[25] |
13.75%
|
[18],[26] |
| Principal |
|
$ 222
|
[3],[25] |
$ 194
|
[4],[26] |
| Amortized Cost |
|
$ 221
|
[25] |
$ 193
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 222
|
[1],[25] |
$ 194
|
[2],[26] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 5 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
13.75%
|
[12],[25] |
13.75%
|
[18],[26] |
| Principal |
|
$ 41
|
[3],[25] |
$ 36
|
[4],[26] |
| Amortized Cost |
|
$ 41
|
[25] |
$ 35
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 41
|
[1],[25] |
$ 36
|
[2],[26] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 6 |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
13.75%
|
[12],[25] |
13.75%
|
[18],[26] |
| Principal |
|
$ 40
|
[3],[25] |
$ 35
|
[4],[26] |
| Amortized Cost |
|
$ 38
|
[25] |
$ 33
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 40
|
[1],[25] |
$ 35
|
[2],[26] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 7 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (4)
|
[13] |
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, One stop 8 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.45%
|
|
|
|
| Principal |
|
$ 863
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 851
|
|
$ (11)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 863
|
[1] |
$ (11)
|
[2],[19] |
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
40
|
|
| Amortized Cost |
|
|
|
$ 399
|
|
| Percentage of Net Assets |
|
|
|
0.10%
|
|
| Fair Value |
[2] |
|
|
$ 331
|
|
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
6.50%
|
[15],[16],[17],[21],[27] |
| Interest Rate |
|
9.00%
|
[12],[14] |
11.24%
|
[15],[18],[21] |
| Principal |
|
$ 14,576
|
[3],[14] |
$ 14,726
|
[4],[15],[21] |
| Amortized Cost |
|
$ 14,324
|
[14] |
$ 14,401
|
[15],[21] |
| Percentage of Net Assets |
|
1.40%
|
[14] |
2.30%
|
[15],[21] |
| Fair Value |
|
$ 14,503
|
[1],[14] |
$ 14,947
|
[2],[15],[21] |
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[27],[59] |
|
|
6.50%
|
|
| Interest Rate |
[18] |
|
|
12.20%
|
|
| Principal |
|
0
|
[3],[13] |
$ 26
|
[4] |
| Amortized Cost |
|
$ (4)
|
[13] |
$ 25
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
|
| Fair Value |
|
$ (3)
|
[1],[13] |
$ 26
|
[2] |
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (15)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[20] |
5.50%
|
[16],[17],[21] |
| Interest Rate |
|
9.00%
|
[12],[14] |
10.10%
|
[18],[21] |
| Principal |
|
$ 2,449
|
[3],[14] |
$ 765
|
[4],[21] |
| Amortized Cost |
|
$ 2,438
|
[14] |
$ 761
|
[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 2,437
|
[1],[14] |
$ 765
|
[2],[21] |
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20],[24] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14],[24] |
9.00%
|
|
|
|
| Principal |
[3],[14],[24] |
$ 2,105
|
|
|
|
| Amortized Cost |
[14],[24] |
$ 2,093
|
|
|
|
| Percentage of Net Assets |
[14],[24] |
0.20%
|
|
|
|
| Fair Value |
[1],[14],[24] |
$ 2,094
|
|
|
|
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 6 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12] |
9.00%
|
|
|
|
| Principal |
[3],[9] |
$ 617
|
|
|
|
| Amortized Cost |
[9] |
$ 614
|
|
|
|
| Percentage of Net Assets |
[9] |
0.10%
|
|
|
|
| Fair Value |
[1],[9] |
$ 614
|
|
|
|
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., One stop 7 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (10)
|
|
|
|
| Investment, Identifier [Axis]: PPW Aero Buyer, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
40
|
|
|
|
| Amortized Cost |
|
$ 399
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 288
|
|
|
|
| Investment, Identifier [Axis]: PSC Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.17%
|
|
|
|
| Principal |
|
$ 716
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 710
|
|
$ (7)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 716
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: PSC Parent, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14] |
5.25%
|
[17],[27] |
| Interest Rate |
|
9.16%
|
[12],[14] |
10.10%
|
[18] |
| Principal |
|
$ 1,077
|
[3],[14] |
$ 1,088
|
[4] |
| Amortized Cost |
|
$ 1,072
|
[14] |
$ 1,083
|
|
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.20%
|
|
| Fair Value |
|
$ 1,077
|
[1],[14] |
$ 1,088
|
[2] |
| Investment, Identifier [Axis]: PSC Parent, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11] |
5.25%
|
[17],[27],[59] |
| Interest Rate |
|
9.16%
|
[12] |
10.36%
|
[18] |
| Principal |
|
$ 425
|
[3] |
$ 694
|
[4] |
| Amortized Cost |
|
$ 416
|
|
$ 683
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 425
|
[1] |
$ 694
|
[2] |
| Investment, Identifier [Axis]: PSC Parent, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[10],[11],[14] |
5.25%
|
[15],[17],[27] |
| Interest Rate |
|
9.15%
|
[12],[14] |
10.42%
|
[15],[18] |
| Principal |
|
$ 6,460
|
[3],[14] |
$ 6,526
|
[4],[15] |
| Amortized Cost |
|
$ 6,409
|
[14] |
$ 6,465
|
[15] |
| Percentage of Net Assets |
|
0.60%
|
[14] |
1.00%
|
[15] |
| Fair Value |
|
$ 6,460
|
[1],[14] |
$ 6,526
|
[2],[15] |
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[3] |
31
|
|
|
|
| Amortized Cost |
|
$ 312
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 312
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
9.06%
|
|
|
|
| Principal |
[3],[14] |
$ 1,406
|
|
|
|
| Amortized Cost |
[14] |
$ 1,403
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,406
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 4 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 5 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 6 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 7 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., One stop 8 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Panzura, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
|
1
|
[3] |
1
|
[4] |
| Amortized Cost |
|
$ 4
|
|
$ 4
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2] |
| Investment, Identifier [Axis]: Panzura, LLC, One stop |
|
|
|
|
|
| Interest Rate |
|
4.00%
|
[12],[25] |
4.00%
|
[18],[26] |
| Investment, interest rate, paid in kind |
|
11.00%
|
[12],[25] |
15.00%
|
[18],[26] |
| Principal |
|
$ 66
|
[3],[25] |
$ 59
|
[4],[26] |
| Amortized Cost |
|
$ 63
|
[25] |
$ 54
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 60
|
[1],[25] |
$ 49
|
[2],[26] |
| Investment, Identifier [Axis]: Pareto Health Intermediate Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
6.25%
|
[15],[16],[17] |
| Interest Rate |
|
8.75%
|
[12],[14] |
10.85%
|
[15],[18] |
| Principal |
|
$ 19,406
|
[3],[14] |
$ 4,118
|
[4],[15] |
| Amortized Cost |
|
$ 19,203
|
[14] |
$ 4,050
|
[15] |
| Percentage of Net Assets |
|
1.80%
|
[14] |
0.60%
|
[15] |
| Fair Value |
|
$ 19,406
|
[1],[14] |
$ 4,118
|
[2],[15] |
| Investment, Identifier [Axis]: Pareto Health Intermediate Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
6.25%
|
|
| Interest Rate |
[18] |
|
|
10.85%
|
|
| Principal |
|
0
|
[3],[13] |
$ 1,373
|
[4] |
| Amortized Cost |
|
$ (15)
|
[13] |
$ 1,350
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.20%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 1,373
|
[2] |
| Investment, Identifier [Axis]: Pareto Health Intermediate Holdings, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Patriot Acquireco, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[3] |
641
|
|
|
|
| Amortized Cost |
|
$ 641
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 641
|
|
|
|
| Investment, Identifier [Axis]: Patriot Acquireco, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 214
|
|
|
|
| Amortized Cost |
|
$ 207
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 206
|
|
|
|
| Investment, Identifier [Axis]: Patriot Acquireco, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[9],[12] |
8.66%
|
|
|
|
| Principal |
[3],[9] |
$ 14,980
|
|
|
|
| Amortized Cost |
[9] |
$ 14,906
|
|
|
|
| Percentage of Net Assets |
[9] |
1.40%
|
|
|
|
| Fair Value |
[1],[9] |
$ 14,906
|
|
|
|
| Investment, Identifier [Axis]: PetVet Care Centers LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[10],[11],[14] |
6.00%
|
[17],[27] |
| Interest Rate |
|
10.16%
|
[12],[14] |
10.85%
|
[18] |
| Principal |
|
$ 12,804
|
[3],[14] |
$ 12,934
|
[4] |
| Amortized Cost |
|
$ 12,618
|
[14] |
$ 12,708
|
|
| Percentage of Net Assets |
|
1.10%
|
[14] |
1.90%
|
|
| Fair Value |
|
$ 11,779
|
[1],[14] |
$ 12,287
|
[2] |
| Investment, Identifier [Axis]: PetVet Care Centers LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (27)
|
[13] |
$ (33)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ (131)
|
[1],[13] |
$ (87)
|
[2],[19] |
| Investment, Identifier [Axis]: PetVet Care Centers LLC, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (12)
|
[13] |
$ (15)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[25],[28],[30],[37],[54] |
7.00%
|
[17],[23],[26],[32],[34],[38],[55] |
| Investment, interest rate, paid in kind |
|
7.27%
|
[12],[25],[28],[30],[54] |
10.51%
|
[18],[23],[26],[32],[34],[55] |
| Principal |
|
$ 7,279
|
[3],[25],[28],[30],[54] |
$ 6,728
|
[4],[23],[26],[32],[34],[55] |
| Amortized Cost |
|
$ 6,634
|
[25],[28],[30],[54] |
$ 6,452
|
[23],[26],[32],[34],[55] |
| Percentage of Net Assets |
|
0.70%
|
[25],[28],[30],[54] |
1.00%
|
[23],[26],[32],[34],[55] |
| Fair Value |
|
$ 7,279
|
[1],[25],[28],[30],[54] |
$ 6,660
|
[2],[23],[26],[32],[34],[55] |
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[17],[26],[32],[34],[38],[55] |
|
|
7.00%
|
|
| Investment, interest rate, paid in kind |
[18],[26],[32],[34],[55] |
|
|
10.51%
|
|
| Principal |
|
0
|
[3],[13],[28],[30],[54] |
$ 462
|
[4],[26],[32],[34],[55] |
| Amortized Cost |
|
$ (21)
|
[13],[28],[30],[54] |
$ 438
|
[26],[32],[34],[55] |
| Percentage of Net Assets |
|
0.00%
|
[13],[28],[30],[54] |
0.10%
|
[26],[32],[34],[55] |
| Fair Value |
|
$ 0
|
[1],[13],[28],[30],[54] |
$ 457
|
[2],[26],[32],[34],[55] |
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[25],[28],[30],[37],[54] |
7.00%
|
[17],[26],[32],[34],[38],[55] |
| Investment, interest rate, paid in kind |
|
7.25%
|
[12],[25],[28],[30],[54] |
10.51%
|
[18],[26],[32],[34],[55] |
| Principal |
|
$ 500
|
[3],[25],[28],[30],[54] |
$ 1,600
|
[4],[26],[32],[34],[55] |
| Amortized Cost |
|
$ 451
|
[25],[28],[30],[54] |
$ 1,519
|
[26],[32],[34],[55] |
| Percentage of Net Assets |
|
0.10%
|
[25],[28],[30],[54] |
0.20%
|
[26],[32],[34],[55] |
| Fair Value |
|
$ 500
|
[1],[25],[28],[30],[54] |
$ 1,574
|
[2],[26],[32],[34],[55] |
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[30],[37],[54] |
5.25%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[30],[54] |
7.27%
|
|
|
|
| Principal |
[3],[25],[28],[30],[54] |
$ 2,256
|
|
|
|
| Amortized Cost |
[25],[28],[30],[54] |
$ 2,035
|
|
|
|
| Percentage of Net Assets |
[25],[28],[30],[54] |
0.20%
|
|
|
|
| Fair Value |
[1],[25],[28],[30],[54] |
$ 2,256
|
|
|
|
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[30],[37],[54] |
5.25%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[30],[54] |
7.27%
|
|
|
|
| Principal |
[3],[25],[28],[30],[54] |
$ 375
|
|
|
|
| Amortized Cost |
[25],[28],[30],[54] |
$ 322
|
|
|
|
| Percentage of Net Assets |
[25],[28],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[25],[28],[30],[54] |
$ 375
|
|
|
|
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 6 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25],[30],[54] |
5.25%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[30],[54] |
9.24%
|
|
|
|
| Principal |
[3],[25],[30],[54] |
$ 1,065
|
|
|
|
| Amortized Cost |
[25],[30],[54] |
$ 1,056
|
|
|
|
| Percentage of Net Assets |
[25],[30],[54] |
0.10%
|
|
|
|
| Fair Value |
[1],[25],[30],[54] |
$ 1,065
|
|
|
|
| Investment, Identifier [Axis]: Pineapple German Bidco GMBH, One stop 7 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25],[30],[54] |
5.25%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[30],[54] |
9.24%
|
|
|
|
| Principal |
[3],[25],[30],[54] |
$ 491
|
|
|
|
| Amortized Cost |
[25],[30],[54] |
$ 481
|
|
|
|
| Percentage of Net Assets |
[25],[30],[54] |
0.00%
|
|
|
|
| Fair Value |
[1],[25],[30],[54] |
$ 491
|
|
|
|
| Investment, Identifier [Axis]: Plasma Buyer LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[14],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
10.05%
|
[12],[14] |
10.35%
|
[18],[21] |
| Principal |
|
$ 477
|
[3],[14] |
$ 481
|
[4],[21] |
| Amortized Cost |
|
$ 472
|
[14] |
$ 474
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 406
|
[1],[14] |
$ 467
|
[2],[21] |
| Investment, Identifier [Axis]: Plasma Buyer LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[20] |
5.75%
|
[16],[17] |
| Interest Rate |
|
10.05%
|
[12] |
10.35%
|
[18] |
| Principal |
|
$ 54
|
[3] |
$ 31
|
[4] |
| Amortized Cost |
|
$ 54
|
|
$ 30
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 46
|
[1] |
$ 29
|
[2] |
| Investment, Identifier [Axis]: Plasma Buyer LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
6.25%
|
[11],[20] |
6.25%
|
[16],[17] |
| Interest Rate |
|
10.55%
|
[12] |
10.88%
|
[18] |
| Principal |
|
$ 18
|
[3] |
$ 11
|
[4] |
| Amortized Cost |
|
$ 18
|
|
$ 11
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 15
|
[1] |
$ 10
|
[2] |
| Investment, Identifier [Axis]: Power Grid Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[16],[17],[21] |
| Interest Rate |
|
8.75%
|
[12],[14] |
10.00%
|
[18],[21] |
| Principal |
|
$ 726
|
[3],[14] |
$ 706
|
[4],[21] |
| Amortized Cost |
|
$ 716
|
[14] |
$ 694
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[21] |
| Fair Value |
|
$ 726
|
[1],[14] |
$ 706
|
[2],[21] |
| Investment, Identifier [Axis]: Power Grid Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
9.67%
|
|
|
|
| Principal |
|
$ 21
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 18
|
|
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 21
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Premise Health Holding Corp., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.50%
|
[17],[21],[22],[23] |
| Interest Rate |
|
9.25%
|
[12],[14] |
10.76%
|
[18],[21],[23] |
| Principal |
|
$ 18,806
|
[3],[14] |
$ 18,997
|
[4],[21],[23] |
| Amortized Cost |
|
$ 18,585
|
[14] |
$ 18,736
|
[21],[23] |
| Percentage of Net Assets |
|
1.80%
|
[14] |
2.90%
|
[21],[23] |
| Fair Value |
|
$ 18,806
|
[1],[14] |
$ 18,997
|
[2],[21],[23] |
| Investment, Identifier [Axis]: Premise Health Holding Corp., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (24)
|
[13] |
$ (30)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: QSR Acquisition Co., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[24] |
4.25%
|
|
|
|
| Interest Rate |
[9],[12],[24] |
8.25%
|
|
|
|
| Principal |
[3],[9],[24] |
$ 28,067
|
|
|
|
| Amortized Cost |
[9],[24] |
$ 27,966
|
|
|
|
| Percentage of Net Assets |
[9],[24] |
2.60%
|
|
|
|
| Fair Value |
[1],[9],[24] |
$ 28,067
|
|
|
|
| Investment, Identifier [Axis]: QSR Acquisition Co., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: QSR Acquisition Co., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (22)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Quant Buyer, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.25%
|
[15],[16],[17] |
| Interest Rate |
|
9.45%
|
[12],[14] |
10.31%
|
[15],[18] |
| Principal |
|
$ 6,395
|
[3],[14] |
$ 6,461
|
[4],[15] |
| Amortized Cost |
|
$ 6,362
|
[14] |
$ 6,419
|
[15] |
| Percentage of Net Assets |
|
0.60%
|
[14] |
1.00%
|
[15] |
| Fair Value |
|
$ 6,395
|
[1],[14] |
$ 6,461
|
[2],[15] |
| Investment, Identifier [Axis]: Quant Buyer, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.25%
|
[15],[16],[17],[21] |
| Interest Rate |
|
9.49%
|
[12],[14] |
10.39%
|
[15],[18],[21] |
| Principal |
|
$ 8,921
|
[3],[14] |
$ 9,012
|
[4],[15],[21] |
| Amortized Cost |
|
$ 8,861
|
[14] |
$ 8,936
|
[15],[21] |
| Percentage of Net Assets |
|
0.80%
|
[14] |
1.40%
|
[15],[21] |
| Fair Value |
|
$ 8,921
|
[1],[14] |
$ 9,012
|
[2],[15],[21] |
| Investment, Identifier [Axis]: Quant Buyer, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.45%
|
|
|
|
| Principal |
|
$ 115
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 114
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 115
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Quant Buyer, Inc., One stop 4 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (49)
|
[13] |
$ (67)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Quant Buyer, Inc., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12],[14] |
9.45%
|
|
|
|
| Principal |
[3],[14] |
$ 1,378
|
|
|
|
| Amortized Cost |
[14] |
$ 1,366
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,378
|
|
|
|
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, LLC units |
|
|
|
|
|
| Principal (in shares) |
|
3,673
|
[3] |
727
|
[4] |
| Amortized Cost |
|
$ 3,673
|
|
$ 727
|
|
| Percentage of Net Assets |
|
0.40%
|
|
0.10%
|
|
| Fair Value |
|
$ 4,810
|
[1] |
$ 766
|
[2] |
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
3,673
|
|
| Amortized Cost |
|
|
|
$ 3,673
|
|
| Percentage of Net Assets |
|
|
|
0.60%
|
|
| Fair Value |
[2] |
|
|
$ 3,867
|
|
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14],[24] |
4.75%
|
[15],[17],[27] |
| Interest Rate |
|
8.91%
|
[12],[14],[24] |
9.60%
|
[15],[18] |
| Principal |
|
$ 28,332
|
[3],[14],[24] |
$ 21,259
|
[4],[15] |
| Amortized Cost |
|
$ 28,140
|
[14],[24] |
$ 21,085
|
[15] |
| Percentage of Net Assets |
|
2.70%
|
[14],[24] |
3.30%
|
[15] |
| Fair Value |
|
$ 28,332
|
[1],[14],[24] |
$ 21,259
|
[2],[15] |
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (17)
|
[13] |
$ (20)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11] |
4.75%
|
[17],[27] |
| Interest Rate |
|
8.91%
|
[12] |
9.60%
|
[18] |
| Principal |
|
$ 528
|
[3] |
$ 823
|
[4] |
| Amortized Cost |
|
$ 516
|
|
$ 754
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 528
|
[1] |
$ 823
|
[2] |
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.91%
|
|
|
|
| Principal |
[3],[14] |
$ 1,591
|
|
|
|
| Amortized Cost |
[14] |
$ 1,570
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,591
|
|
|
|
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.91%
|
|
|
|
| Principal |
[3] |
$ 66
|
|
|
|
| Amortized Cost |
|
$ 66
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 66
|
|
|
|
| Investment, Identifier [Axis]: Quick Quack Car Wash Holdings, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
727
|
|
|
|
| Amortized Cost |
|
$ 727
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 915
|
|
|
|
| Investment, Identifier [Axis]: RJW Group Holdings, Inc., LLC units |
|
|
|
|
|
| Principal (in shares) |
[3],[45] |
1,172
|
|
|
|
| Amortized Cost |
[45] |
$ 721
|
|
|
|
| Percentage of Net Assets |
[45] |
0.10%
|
|
|
|
| Fair Value |
[1],[45] |
$ 931
|
|
|
|
| Investment, Identifier [Axis]: RJW Group Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.00%
|
|
|
|
| Principal |
[3],[14] |
$ 12,449
|
|
|
|
| Amortized Cost |
[14] |
$ 12,226
|
|
|
|
| Percentage of Net Assets |
[14] |
1.20%
|
|
|
|
| Fair Value |
[1],[14] |
$ 12,324
|
|
|
|
| Investment, Identifier [Axis]: RJW Group Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.20%
|
|
|
|
| Principal |
[3] |
$ 786
|
|
|
|
| Amortized Cost |
|
$ 770
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 777
|
|
|
|
| Investment, Identifier [Axis]: RJW Group Holdings, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12] |
9.00%
|
|
|
|
| Principal |
[3],[9] |
$ 9,107
|
|
|
|
| Amortized Cost |
[9] |
$ 9,017
|
|
|
|
| Percentage of Net Assets |
[9] |
0.80%
|
|
|
|
| Fair Value |
[1],[9] |
$ 9,016
|
|
|
|
| Investment, Identifier [Axis]: RJW Group Holdings, Inc., One stop 4 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (8)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (15)
|
|
|
|
| Investment, Identifier [Axis]: RTI Surgical, Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (10)
|
|
|
|
| Investment, Identifier [Axis]: RTI Surgical, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
[3],[9] |
$ 10,007
|
|
|
|
| Amortized Cost |
[9] |
$ 9,957
|
|
|
|
| Percentage of Net Assets |
[9] |
0.90%
|
|
|
|
| Fair Value |
[1],[9] |
$ 9,957
|
|
|
|
| Investment, Identifier [Axis]: Radiance Borrower, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[10],[11] |
5.25%
|
[17],[27] |
| Interest Rate |
|
9.41%
|
[12] |
10.10%
|
[18] |
| Principal |
|
$ 182
|
[3] |
$ 363
|
[4] |
| Amortized Cost |
|
$ 169
|
|
$ 348
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
|
| Fair Value |
|
$ 182
|
[1] |
$ 363
|
[2] |
| Investment, Identifier [Axis]: Radiance Borrower, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11],[14],[25] |
5.75%
|
[15],[17],[26],[27] |
| Interest Rate |
|
7.16%
|
[12],[14],[25] |
7.85%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
2.75%
|
[12],[14],[25] |
2.75%
|
[15],[18],[26] |
| Principal |
|
$ 19,441
|
[3],[14],[25] |
$ 19,094
|
[4],[15],[26] |
| Amortized Cost |
|
$ 19,325
|
[14],[25] |
$ 18,957
|
[15],[26] |
| Percentage of Net Assets |
|
1.80%
|
[14],[25] |
2.90%
|
[15],[26] |
| Fair Value |
|
$ 19,441
|
[1],[14],[25] |
$ 19,094
|
[2],[15],[26] |
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.05%
|
[9],[11],[25],[28],[29],[30],[31] |
6.05%
|
[17],[26],[32],[33],[34],[35] |
| Interest Rate |
|
7.47%
|
[9],[12],[25],[28],[29],[30] |
8.45%
|
[18],[26],[32],[33],[34] |
| Investment, interest rate, paid in kind |
|
2.55%
|
[9],[12],[25],[28],[29],[30] |
2.55%
|
[18],[26],[32],[33],[34] |
| Principal |
|
$ 797
|
[3],[9],[25],[28],[29],[30] |
$ 772
|
[4],[26],[32],[33],[34] |
| Amortized Cost |
|
$ 697
|
[9],[25],[28],[29],[30] |
$ 675
|
[26],[32],[33],[34] |
| Percentage of Net Assets |
|
0.10%
|
[9],[25],[28],[29],[30] |
0.10%
|
[26],[32],[33],[34] |
| Fair Value |
|
$ 797
|
[1],[9],[25],[28],[29],[30] |
$ 743
|
[2],[26],[32],[33],[34] |
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.18%
|
[11],[25],[29],[30],[67] |
6.05%
|
[17],[26],[33],[34],[68] |
| Interest Rate |
|
8.12%
|
[12],[25],[29],[30] |
8.34%
|
[18],[26],[33],[34] |
| Investment, interest rate, paid in kind |
|
2.18%
|
[12],[25],[29],[30] |
2.55%
|
[18],[26],[33],[34] |
| Principal |
|
$ 1,822
|
[3],[25],[29],[30] |
$ 136
|
[4],[26],[33],[34] |
| Amortized Cost |
|
$ 1,822
|
[25],[29],[30] |
$ 135
|
[26],[33],[34] |
| Percentage of Net Assets |
|
0.20%
|
[25],[29],[30] |
0.00%
|
[26],[33],[34] |
| Fair Value |
|
$ 1,822
|
[1],[25],[29],[30] |
$ 131
|
[2],[26],[33],[34] |
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
6.05%
|
[9],[11],[25],[29],[30],[67] |
6.05%
|
[17],[26],[32],[33],[34],[35] |
| Interest Rate |
|
7.68%
|
[9],[12],[25],[29],[30] |
8.45%
|
[18],[26],[32],[33],[34] |
| Investment, interest rate, paid in kind |
|
2.55%
|
[9],[12],[25],[29],[30] |
2.55%
|
[18],[26],[32],[33],[34] |
| Principal |
|
$ 140
|
[3],[9],[25],[29],[30] |
$ 57
|
[4],[26],[32],[33],[34] |
| Amortized Cost |
|
$ 139
|
[9],[25],[29],[30] |
$ 50
|
[26],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[9],[25],[29],[30] |
0.00%
|
[26],[32],[33],[34] |
| Fair Value |
|
$ 140
|
[1],[9],[25],[29],[30] |
$ 54
|
[2],[26],[32],[33],[34] |
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
6.05%
|
[9],[11],[25],[28],[29],[30],[31] |
6.55%
|
[17],[26],[32],[33],[34],[35] |
| Interest Rate |
|
7.47%
|
[9],[12],[25],[28],[29],[30] |
8.95%
|
[18],[26],[32],[33],[34] |
| Investment, interest rate, paid in kind |
|
2.55%
|
[9],[12],[25],[28],[29],[30] |
2.55%
|
[18],[26],[32],[33],[34] |
| Principal |
|
$ 59
|
[3],[9],[25],[28],[29],[30] |
$ 3,926
|
[4],[26],[32],[33],[34] |
| Amortized Cost |
|
$ 51
|
[9],[25],[28],[29],[30] |
$ 3,569
|
[26],[32],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[9],[25],[28],[29],[30] |
0.60%
|
[26],[32],[33],[34] |
| Fair Value |
|
$ 59
|
[1],[9],[25],[28],[29],[30] |
$ 3,926
|
[2],[26],[32],[33],[34] |
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 5 |
|
|
|
|
|
| Principal |
[3],[13],[28],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[29],[30] |
$ (24)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 6 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[29],[30],[67] |
5.93%
|
|
|
|
| Interest Rate |
[12],[25],[29],[30] |
8.12%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[29],[30] |
1.93%
|
|
|
|
| Principal |
[3],[25],[29],[30] |
$ 1,271
|
|
|
|
| Amortized Cost |
[25],[29],[30] |
$ 1,271
|
|
|
|
| Percentage of Net Assets |
[25],[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[25],[29],[30] |
$ 1,271
|
|
|
|
| Investment, Identifier [Axis]: Rainforest Bidco Limited, One stop 7 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[29],[30],[31] |
6.80%
|
|
|
|
| Interest Rate |
[12],[25],[28],[29],[30] |
7.97%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25],[28],[29],[30] |
2.80%
|
|
|
|
| Principal |
[3],[25],[28],[29],[30] |
$ 6,510
|
|
|
|
| Amortized Cost |
[25],[28],[29],[30] |
$ 6,097
|
|
|
|
| Percentage of Net Assets |
[25],[28],[29],[30] |
0.60%
|
|
|
|
| Fair Value |
[1],[25],[28],[29],[30] |
$ 6,510
|
|
|
|
| Investment, Identifier [Axis]: ReliaQuest Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
6.00%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
7.06%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
3.25%
|
|
|
|
| Principal |
|
$ 50
|
[3],[9],[25] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 50
|
[9],[25] |
$ (10)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[9],[25] |
0.00%
|
[19] |
| Fair Value |
|
$ 50
|
[1],[9],[25] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: ReliaQuest Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (13)
|
[13] |
$ (4)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: ReliaQuest Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17],[26] |
|
|
6.75%
|
|
| Interest Rate |
[15],[18],[26] |
|
|
8.37%
|
|
| Investment, interest rate, paid in kind |
[15],[18],[26] |
|
|
3.63%
|
|
| Principal |
|
0
|
[3],[13] |
$ 23,684
|
[4],[15],[26] |
| Amortized Cost |
|
$ (6)
|
[13] |
$ 23,574
|
[15],[26] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
3.60%
|
[15],[26] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 23,684
|
[2],[15],[26] |
| Investment, Identifier [Axis]: ReliaQuest Holdings, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24],[25] |
6.00%
|
|
|
|
| Interest Rate |
[12],[24],[25] |
7.06%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[24],[25] |
3.25%
|
|
|
|
| Principal |
[3],[24],[25] |
$ 24,539
|
|
|
|
| Amortized Cost |
[24],[25] |
$ 24,390
|
|
|
|
| Percentage of Net Assets |
[24],[25] |
2.30%
|
|
|
|
| Fair Value |
[1],[24],[25] |
$ 24,539
|
|
|
|
| Investment, Identifier [Axis]: Rooster BidCo Limited, LLC units |
|
|
|
|
|
| Principal (in shares) |
[3],[29],[30] |
364
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 376
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 557
|
|
|
|
| Investment, Identifier [Axis]: Rooster BidCo Limited, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[29],[30],[31] |
5.00%
|
|
|
|
| Interest Rate |
[12],[28],[29],[30] |
8.97%
|
|
|
|
| Principal |
[3],[28],[29],[30] |
$ 34
|
|
|
|
| Amortized Cost |
[28],[29],[30] |
$ 34
|
|
|
|
| Percentage of Net Assets |
[28],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[28],[29],[30] |
$ 34
|
|
|
|
| Investment, Identifier [Axis]: Rooster BidCo Limited, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13],[28],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[28],[29],[30] |
$ (7)
|
|
|
|
| Percentage of Net Assets |
[13],[28],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[28],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Rooster BidCo Limited, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[31] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
8.97%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 1,449
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 1,382
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 1,449
|
|
|
|
| Investment, Identifier [Axis]: Royal Holdco Corporation, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.50%
|
|
|
|
| Principal |
[3] |
$ 62
|
|
|
|
| Amortized Cost |
|
$ 60
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 62
|
|
|
|
| Investment, Identifier [Axis]: Royal Holdco Corporation, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.67%
|
|
|
|
| Principal |
[3] |
$ 125
|
|
|
|
| Amortized Cost |
|
$ 122
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 125
|
|
|
|
| Investment, Identifier [Axis]: Royal Holdco Corporation, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.62%
|
|
|
|
| Principal |
[3],[14] |
$ 1,739
|
|
|
|
| Amortized Cost |
[14] |
$ 1,723
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,739
|
|
|
|
| Investment, Identifier [Axis]: SDC Holdco, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.38%
|
[10],[11],[24] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
8.54%
|
[12],[24] |
9.60%
|
[15],[18] |
| Principal |
|
$ 10,144
|
[3],[24] |
$ 19,252
|
[4],[15] |
| Amortized Cost |
|
$ 10,095
|
[24] |
$ 19,160
|
[15] |
| Percentage of Net Assets |
|
0.90%
|
[24] |
3.00%
|
[15] |
| Fair Value |
|
$ 10,093
|
[1],[24] |
$ 19,252
|
[2],[15] |
| Investment, Identifier [Axis]: SDC Holdco, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
5.00%
|
|
| Interest Rate |
[18] |
|
|
9.66%
|
|
| Principal |
|
0
|
[3],[13] |
$ 170
|
[4] |
| Amortized Cost |
|
$ (6)
|
[13] |
$ 162
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.10%
|
|
| Fair Value |
|
$ (6)
|
[1],[13] |
$ 170
|
[2] |
| Investment, Identifier [Axis]: SDC Holdco, LLC, Second lien |
|
|
|
|
|
| Spread Above Index |
[16],[17],[26] |
|
|
8.50%
|
|
| Investment, interest rate, paid in kind |
[18],[26] |
|
|
13.10%
|
|
| Principal |
[4],[26] |
|
|
$ 2,959
|
|
| Amortized Cost |
[26] |
|
|
$ 2,938
|
|
| Percentage of Net Assets |
[26] |
|
|
0.50%
|
|
| Fair Value |
[2],[26] |
|
|
$ 2,959
|
|
| Investment, Identifier [Axis]: SSRG Holdings, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (5)
|
|
|
|
| Investment, Identifier [Axis]: SSRG Holdings, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12] |
8.75%
|
|
|
|
| Principal |
[3],[9] |
$ 2,235
|
|
|
|
| Amortized Cost |
[9] |
$ 2,225
|
|
|
|
| Percentage of Net Assets |
[9] |
0.20%
|
|
|
|
| Fair Value |
[1],[9] |
$ 2,224
|
|
|
|
| Investment, Identifier [Axis]: Saguaro Buyer, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[3] |
1
|
|
|
|
| Amortized Cost |
|
$ 750
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 797
|
|
|
|
| Investment, Identifier [Axis]: Saguaro Buyer, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.66%
|
|
|
|
| Principal |
[3],[14] |
$ 1,319
|
|
|
|
| Amortized Cost |
[14] |
$ 1,313
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,319
|
|
|
|
| Investment, Identifier [Axis]: Saguaro Buyer, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 20
|
|
|
|
| Amortized Cost |
|
$ 19
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 20
|
|
|
|
| Investment, Identifier [Axis]: Saguaro Buyer, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Saguaro Buyer, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 35
|
|
|
|
| Amortized Cost |
|
$ 30
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 35
|
|
|
|
| Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[15],[16],[17] |
|
|
6.00%
|
|
| Interest Rate |
[15],[18] |
|
|
11.10%
|
|
| Principal |
[4],[15] |
|
|
$ 6,827
|
|
| Amortized Cost |
[15] |
|
|
$ 6,731
|
|
| Percentage of Net Assets |
[15] |
|
|
1.00%
|
|
| Fair Value |
[2],[15] |
|
|
$ 6,827
|
|
| Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (1)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Salisbury House, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.16%
|
|
|
|
| Principal |
[3] |
$ 233
|
|
|
|
| Amortized Cost |
|
$ 226
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 219
|
|
|
|
| Investment, Identifier [Axis]: Salisbury House, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (21)
|
|
|
|
| Investment, Identifier [Axis]: Salisbury House, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[24] |
5.00%
|
|
|
|
| Interest Rate |
[12],[24] |
9.16%
|
|
|
|
| Principal |
[3],[24] |
$ 10,224
|
|
|
|
| Amortized Cost |
[24] |
$ 10,174
|
|
|
|
| Percentage of Net Assets |
[24] |
1.00%
|
|
|
|
| Fair Value |
[1],[24] |
$ 10,121
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 109
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 92
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 116
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 91
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 1 |
|
|
|
|
|
| Spread Above Index |
|
9.00%
|
[11],[20],[25] |
9.00%
|
[16],[17],[26] |
| Investment, interest rate, paid in kind |
|
13.00%
|
[12],[25] |
13.60%
|
[18],[26] |
| Principal |
|
$ 684
|
[3],[25] |
$ 598
|
[4],[26] |
| Amortized Cost |
|
$ 679
|
[25] |
$ 592
|
[26] |
| Percentage of Net Assets |
|
0.10%
|
[25] |
0.10%
|
[26] |
| Fair Value |
|
$ 689
|
[1],[25] |
$ 598
|
[2],[26] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 2 |
|
|
|
|
|
| Spread Above Index |
|
9.00%
|
[11],[20],[25] |
9.00%
|
[16],[17],[22],[26] |
| Investment, interest rate, paid in kind |
|
13.00%
|
[12],[25] |
14.11%
|
[18],[26] |
| Principal |
|
$ 617
|
[3],[25] |
$ 155
|
[4],[26] |
| Amortized Cost |
|
$ 613
|
[25] |
$ 148
|
[26] |
| Percentage of Net Assets |
|
0.10%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 623
|
[1],[25] |
$ 155
|
[2],[26] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 3 |
|
|
|
|
|
| Spread Above Index |
|
9.00%
|
[11],[20],[25] |
9.00%
|
[16],[17],[26] |
| Investment, interest rate, paid in kind |
|
13.00%
|
[12],[25] |
13.60%
|
[18],[26] |
| Principal |
|
$ 177
|
[3],[25] |
$ 317
|
[4],[26] |
| Amortized Cost |
|
$ 172
|
[25] |
$ 314
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 179
|
[1],[25] |
$ 317
|
[2],[26] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 4 |
|
|
|
|
|
| Spread Above Index |
|
9.00%
|
[11],[20],[25] |
9.00%
|
[16],[17],[26] |
| Investment, interest rate, paid in kind |
|
13.00%
|
[12],[25] |
13.60%
|
[18],[26] |
| Principal |
|
$ 363
|
[3],[25] |
$ 29
|
[4],[26] |
| Amortized Cost |
|
$ 360
|
[25] |
$ 29
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 365
|
[1],[25] |
$ 29
|
[2],[26] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 5 |
|
|
|
|
|
| Spread Above Index |
|
9.00%
|
[11],[20],[25] |
9.00%
|
[16],[17],[26] |
| Investment, interest rate, paid in kind |
|
13.00%
|
[12],[25] |
13.60%
|
[18],[26] |
| Principal |
|
$ 34
|
[3],[25] |
$ 274
|
[4],[26] |
| Amortized Cost |
|
$ 33
|
[25] |
$ 240
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 34
|
[1],[25] |
$ 274
|
[2],[26] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 6 |
|
|
|
|
|
| Spread Above Index |
[16],[17],[22],[26] |
|
|
9.00%
|
|
| Investment, interest rate, paid in kind |
[18],[26] |
|
|
14.30%
|
|
| Principal |
|
0
|
[3],[13],[25] |
$ 114
|
[4],[26] |
| Amortized Cost |
|
$ (14)
|
[13],[25] |
$ 112
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[13],[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 19
|
[1],[13],[25] |
$ 114
|
[2],[26] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 7 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
9.00%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
13.00%
|
|
|
|
| Principal |
[3],[25] |
$ 132
|
|
|
|
| Amortized Cost |
[25] |
$ 131
|
|
|
|
| Percentage of Net Assets |
[25] |
0.00%
|
|
|
|
| Fair Value |
[1],[25] |
$ 133
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Second lien 8 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25] |
9.00%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
13.00%
|
|
|
|
| Principal |
[3],[25] |
$ 1,390
|
|
|
|
| Amortized Cost |
[25] |
$ 1,380
|
|
|
|
| Percentage of Net Assets |
[25] |
0.10%
|
|
|
|
| Fair Value |
[1],[25] |
$ 1,403
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[14],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.75%
|
[12],[14] |
10.35%
|
[15],[18] |
| Principal |
|
$ 4,368
|
[3],[14] |
$ 4,413
|
[4],[15] |
| Amortized Cost |
|
$ 4,339
|
[14] |
$ 4,374
|
[15] |
| Percentage of Net Assets |
|
0.40%
|
[14] |
0.70%
|
[15] |
| Fair Value |
|
$ 4,379
|
[1],[14] |
$ 4,413
|
[2],[15] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 10 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.75%
|
|
|
|
| Interest Rate |
[12] |
9.75%
|
|
|
|
| Principal |
|
$ 417
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 413
|
|
$ (7)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 418
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 11 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.75%
|
[12] |
10.35%
|
[15],[18] |
| Principal |
|
$ 522
|
[3] |
$ 130
|
[4],[15] |
| Amortized Cost |
|
$ 518
|
|
$ 129
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[15] |
| Fair Value |
|
$ 523
|
[1] |
$ 130
|
[2],[15] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 12 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
9.75%
|
[9],[12] |
10.35%
|
[18],[21] |
| Principal |
|
$ 129
|
[3],[9] |
$ 88
|
[4],[21] |
| Amortized Cost |
|
$ 128
|
[9] |
$ 87
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 129
|
[1],[9] |
$ 88
|
[2],[21] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 13 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
9.75%
|
[9],[12] |
10.35%
|
[18],[21] |
| Principal |
|
$ 87
|
[3],[9] |
$ 453
|
[4],[21] |
| Amortized Cost |
|
$ 87
|
[9] |
$ 450
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.10%
|
[21] |
| Fair Value |
|
$ 88
|
[1],[9] |
$ 453
|
[2],[21] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 14 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[14],[20] |
5.75%
|
[16],[17] |
| Interest Rate |
|
9.75%
|
[12],[14] |
10.35%
|
[18] |
| Principal |
|
$ 449
|
[3],[14] |
$ 143
|
[4] |
| Amortized Cost |
|
$ 446
|
[14] |
$ 142
|
|
| Percentage of Net Assets |
|
0.00%
|
[14] |
0.00%
|
|
| Fair Value |
|
$ 450
|
[1],[14] |
$ 143
|
[2] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 15 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.75%
|
|
|
|
| Interest Rate |
[9],[12] |
9.75%
|
|
|
|
| Principal |
[3],[9] |
$ 141
|
|
|
|
| Amortized Cost |
[9] |
$ 140
|
|
|
|
| Percentage of Net Assets |
[9] |
0.00%
|
|
|
|
| Fair Value |
[1],[9] |
$ 141
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 16 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (6)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 17 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.75%
|
|
|
|
| Interest Rate |
[12] |
9.75%
|
|
|
|
| Principal |
[3] |
$ 204
|
|
|
|
| Amortized Cost |
|
$ 203
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 204
|
|
|
|
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.25%
|
[12] |
10.35%
|
[15],[18] |
| Principal |
|
$ 640
|
[3] |
$ 293
|
[4],[15] |
| Amortized Cost |
|
$ 638
|
|
$ 290
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[15] |
| Fair Value |
|
$ 640
|
[1] |
$ 293
|
[2],[15] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 3 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.75%
|
[9],[12] |
10.35%
|
[15],[18] |
| Principal |
|
$ 293
|
[3],[9] |
$ 288
|
[4],[15] |
| Amortized Cost |
|
$ 291
|
[9] |
$ 286
|
[15] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[15] |
| Fair Value |
|
$ 294
|
[1],[9] |
$ 288
|
[2],[15] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 4 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[20] |
5.75%
|
[15],[16],[17] |
| Interest Rate |
|
9.75%
|
[9],[12] |
10.35%
|
[15],[18] |
| Principal |
|
$ 285
|
[3],[9] |
$ 228
|
[4],[15] |
| Amortized Cost |
|
$ 284
|
[9] |
$ 226
|
[15] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[15] |
| Fair Value |
|
$ 286
|
[1],[9] |
$ 228
|
[2],[15] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 5 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
9.75%
|
[9],[12] |
10.35%
|
[18],[21] |
| Principal |
|
$ 226
|
[3],[9] |
$ 95
|
[4],[21] |
| Amortized Cost |
|
$ 224
|
[9] |
$ 94
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 227
|
[1],[9] |
$ 95
|
[2],[21] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 6 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.75%
|
|
|
|
| Interest Rate |
[9],[12] |
9.75%
|
|
|
|
| Principal |
|
$ 94
|
[3],[9] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 94
|
[9] |
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[19] |
| Fair Value |
|
$ 94
|
[1],[9] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 7 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
10.75%
|
[12] |
10.35%
|
[18],[21] |
| Principal |
|
$ 196
|
[3] |
$ 72
|
[4],[21] |
| Amortized Cost |
|
$ 193
|
|
$ 71
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[21] |
| Fair Value |
|
$ 196
|
[1] |
$ 72
|
[2],[21] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 8 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[9],[11],[20] |
5.75%
|
[16],[17],[21] |
| Interest Rate |
|
9.75%
|
[9],[12] |
10.35%
|
[18],[21] |
| Principal |
|
$ 71
|
[3],[9] |
$ 67
|
[4],[21] |
| Amortized Cost |
|
$ 71
|
[9] |
$ 66
|
[21] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[21] |
| Fair Value |
|
$ 72
|
[1],[9] |
$ 67
|
[2],[21] |
| Investment, Identifier [Axis]: Salon Lofts Group, LLC, Senior secured 9 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.75%
|
|
|
|
| Interest Rate |
[9],[12] |
9.75%
|
|
|
|
| Principal |
|
$ 66
|
[3],[9] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 66
|
[9] |
$ (5)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[9] |
0.00%
|
[19] |
| Fair Value |
|
$ 66
|
[1],[9] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Severin Acquisition, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14],[25] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14],[25] |
6.91%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[14],[25] |
2.25%
|
|
|
|
| Principal |
[3],[14],[25] |
$ 9,212
|
|
|
|
| Amortized Cost |
[14],[25] |
$ 9,135
|
|
|
|
| Percentage of Net Assets |
[14],[25] |
0.90%
|
|
|
|
| Fair Value |
[1],[14],[25] |
$ 9,120
|
|
|
|
| Investment, Identifier [Axis]: Severin Acquisition, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (11)
|
|
|
|
| Investment, Identifier [Axis]: Severin Acquisition, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[25] |
5.00%
|
|
|
|
| Interest Rate |
[12],[25] |
6.91%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
2.25%
|
|
|
|
| Principal |
[3],[25] |
$ 322
|
|
|
|
| Amortized Cost |
[25] |
$ 314
|
|
|
|
| Percentage of Net Assets |
[25] |
0.00%
|
|
|
|
| Fair Value |
[1],[25] |
$ 303
|
|
|
|
| Investment, Identifier [Axis]: Shout! Factory, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24] |
5.25%
|
|
|
|
| Interest Rate |
[12],[24] |
9.25%
|
|
|
|
| Principal |
[3],[24] |
$ 4,798
|
|
|
|
| Amortized Cost |
[24] |
$ 4,764
|
|
|
|
| Percentage of Net Assets |
[24] |
0.40%
|
|
|
|
| Fair Value |
[1],[24] |
$ 4,798
|
|
|
|
| Investment, Identifier [Axis]: Shout! Factory, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.25%
|
|
|
|
| Principal |
[3] |
$ 99
|
|
|
|
| Amortized Cost |
|
$ 95
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 99
|
|
|
|
| Investment, Identifier [Axis]: Smart Energy Systems, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[25],[36] |
7.50%
|
|
|
|
| Interest Rate |
[12],[25] |
7.88%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
3.75%
|
|
|
|
| Principal |
[3],[25] |
$ 190
|
|
|
|
| Amortized Cost |
[25] |
$ 187
|
|
|
|
| Percentage of Net Assets |
[25] |
0.00%
|
|
|
|
| Fair Value |
[1],[25] |
$ 186
|
|
|
|
| Investment, Identifier [Axis]: Smart Energy Systems, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
7.50%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
8.04%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
3.75%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 1,723
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 1,690
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 1,688
|
|
|
|
| Investment, Identifier [Axis]: Smart Energy Systems, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
5
|
|
|
|
| Amortized Cost |
|
$ 26
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 123
|
|
|
|
| Investment, Identifier [Axis]: Spark Bidco Limited, One stop 1 |
|
|
|
|
|
| Principal |
[3],[9],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Spark Bidco Limited, One stop 2 |
|
|
|
|
|
| Principal |
[3],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Spark Bidco Limited, One stop 3 |
|
|
|
|
|
| Principal |
[3],[9],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Spark Bidco Limited, One stop 4 |
|
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 0
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Sphynx UK Bidco, Ltd., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[43] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
8.35%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 1,667
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 1,634
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.20%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 1,657
|
|
|
|
| Investment, Identifier [Axis]: Sphynx UK Bidco, Ltd., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[37] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
6.82%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 1,638
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 1,615
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 1,628
|
|
|
|
| Investment, Identifier [Axis]: Sphynx UK Bidco, Ltd., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[29],[30],[31] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28],[29],[30] |
8.72%
|
|
|
|
| Principal |
[3],[9],[28],[29],[30] |
$ 7,573
|
|
|
|
| Amortized Cost |
[9],[28],[29],[30] |
$ 7,498
|
|
|
|
| Percentage of Net Assets |
[9],[28],[29],[30] |
0.70%
|
|
|
|
| Fair Value |
[1],[9],[28],[29],[30] |
$ 7,526
|
|
|
|
| Investment, Identifier [Axis]: Spindrift Beverage Co. Inc., LLC interest |
|
|
|
|
|
| Principal (in shares) |
[3] |
2
|
|
|
|
| Amortized Cost |
|
$ 2,164
|
|
|
|
| Percentage of Net Assets |
|
0.20%
|
|
|
|
| Fair Value |
[1] |
$ 2,654
|
|
|
|
| Investment, Identifier [Axis]: Spindrift Beverage Co. Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Spindrift Beverage Co. Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Spindrift Beverage Co. Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.29%
|
|
|
|
| Principal |
[3],[14] |
$ 5,073
|
|
|
|
| Amortized Cost |
[14] |
$ 5,016
|
|
|
|
| Percentage of Net Assets |
[14] |
0.50%
|
|
|
|
| Fair Value |
[1],[14] |
$ 5,073
|
|
|
|
| Investment, Identifier [Axis]: Stellar Brands, LLC, Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.50%
|
|
|
|
| Principal |
[3],[14] |
$ 2,068
|
|
|
|
| Amortized Cost |
[14] |
$ 2,054
|
|
|
|
| Percentage of Net Assets |
[14] |
0.20%
|
|
|
|
| Fair Value |
[1],[14] |
$ 2,068
|
|
|
|
| Investment, Identifier [Axis]: Stellar Brands, LLC, Senior secured 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: StrongDM, Inc., Preferred Stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
164
|
|
|
|
| Amortized Cost |
|
$ 871
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 906
|
|
|
|
| Investment, Identifier [Axis]: Super REGO, LLC, Subordinated debt |
|
|
|
|
|
| Investment, interest rate, paid in kind |
|
15.00%
|
[12],[25] |
15.00%
|
[18],[26] |
| Principal |
|
$ 37
|
[3],[25] |
$ 54
|
[4],[26] |
| Amortized Cost |
|
$ 37
|
[25] |
$ 53
|
[26] |
| Percentage of Net Assets |
|
0.00%
|
[25] |
0.00%
|
[26] |
| Fair Value |
|
$ 37
|
[1],[25] |
$ 54
|
[2],[26] |
| Investment, Identifier [Axis]: Surewerx Purchaser III, Inc. & Jet Equipment & Tools Ltd., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[20] |
5.25%
|
[15],[16],[17],[21],[34] |
| Interest Rate |
|
9.25%
|
[12],[14] |
9.85%
|
[15],[18],[21],[34] |
| Principal |
|
$ 1,794
|
[3],[14] |
$ 1,651
|
[4],[15],[21],[34] |
| Amortized Cost |
|
$ 1,776
|
[14] |
$ 1,635
|
[15],[21],[34] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.40%
|
[15],[21],[34] |
| Fair Value |
|
$ 1,776
|
[1],[14] |
$ 1,651
|
[2],[15],[21],[34] |
| Investment, Identifier [Axis]: Surewerx Purchaser III, Inc. & Jet Equipment & Tools Ltd., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[20] |
5.25%
|
[16],[17],[34] |
| Interest Rate |
|
9.25%
|
[12] |
9.85%
|
[18],[34] |
| Principal |
|
$ 284
|
[3] |
$ 604
|
[4],[34] |
| Amortized Cost |
|
$ 279
|
|
$ 596
|
[34] |
| Percentage of Net Assets |
|
0.00%
|
|
0.10%
|
[34] |
| Fair Value |
|
$ 276
|
[1] |
$ 604
|
[2],[34] |
| Investment, Identifier [Axis]: Surewerx Purchaser III, Inc. & Jet Equipment & Tools Ltd., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19],[34] |
| Amortized Cost |
|
$ (3)
|
[13] |
$ (2)
|
[19],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19],[34] |
| Fair Value |
|
$ (2)
|
[1],[13] |
$ 0
|
[2],[19],[34] |
| Investment, Identifier [Axis]: Surewerx Purchaser III, Inc. & Jet Equipment & Tools Ltd., One stop 4 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[24],[28],[69] |
5.25%
|
[15],[17],[32],[34],[70] |
| Interest Rate |
|
7.70%
|
[12],[24],[28] |
9.18%
|
[15],[18],[32],[34] |
| Principal |
|
$ 7,005
|
[3],[24],[28] |
$ 7,282
|
[4],[15],[32],[34] |
| Amortized Cost |
|
$ 7,058
|
[24],[28] |
$ 7,120
|
[15],[32],[34] |
| Percentage of Net Assets |
|
0.70%
|
[24],[28] |
1.10%
|
[15],[32],[34] |
| Fair Value |
|
$ 6,935
|
[1],[24],[28] |
$ 7,282
|
[2],[15],[32],[34] |
| Investment, Identifier [Axis]: TIDI Legacy Products, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.50%
|
[10],[11],[14] |
5.50%
|
[17],[21],[27] |
| Interest Rate |
|
8.66%
|
[12],[14] |
10.35%
|
[18],[21] |
| Principal |
|
$ 2,170
|
[3],[14] |
$ 2,192
|
[4],[21] |
| Amortized Cost |
|
$ 2,160
|
[14] |
$ 2,180
|
[21] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.30%
|
[21] |
| Fair Value |
|
$ 2,170
|
[1],[14] |
$ 2,192
|
[2],[21] |
| Investment, Identifier [Axis]: TIDI Legacy Products, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (3)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: TIDI Legacy Products, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Templafy APS and Templafy, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[11],[20],[24],[30],[71] |
6.00%
|
[15],[16],[17],[34],[72] |
| Interest Rate |
|
10.35%
|
[12],[24],[30],[71] |
11.40%
|
[15],[18],[34],[72] |
| Principal |
|
$ 543
|
[3],[24],[30],[71] |
$ 543
|
[4],[15],[34],[72] |
| Amortized Cost |
|
$ 536
|
[24],[30],[71] |
$ 533
|
[15],[34],[72] |
| Percentage of Net Assets |
|
0.10%
|
[24],[30],[71] |
0.10%
|
[15],[34],[72] |
| Fair Value |
|
$ 543
|
[1],[24],[30],[71] |
$ 543
|
[2],[15],[34],[72] |
| Investment, Identifier [Axis]: Templafy APS and Templafy, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[30],[71] |
0
|
[4],[34],[72] |
| Amortized Cost |
|
$ 0
|
[30],[71] |
$ 0
|
[34],[72] |
| Percentage of Net Assets |
|
0.00%
|
[30],[71] |
0.00%
|
[34],[72] |
| Fair Value |
|
$ 0
|
[1],[30],[71] |
$ 0
|
[2],[34],[72] |
| Investment, Identifier [Axis]: Templafy APS and Templafy, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3],[30],[71] |
0
|
|
|
|
| Amortized Cost |
[30],[71] |
$ 8
|
|
|
|
| Percentage of Net Assets |
[30],[71] |
0.00%
|
|
|
|
| Fair Value |
[1],[30],[71] |
$ 2
|
|
|
|
| Investment, Identifier [Axis]: Templafy APS and Templafy, LLC, Warrant |
|
|
|
|
|
| Principal (in shares) |
[4],[34],[72] |
|
|
0
|
|
| Amortized Cost |
[34],[72] |
|
|
$ 8
|
|
| Percentage of Net Assets |
[34],[72] |
|
|
0.00%
|
|
| Fair Value |
[2],[34],[72] |
|
|
$ 11
|
|
| Investment, Identifier [Axis]: Thermogenics, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[30],[63],[69] |
4.25%
|
|
|
|
| Interest Rate |
[9],[12],[28],[30],[63] |
6.70%
|
|
|
|
| Principal |
[3],[9],[28],[30],[63] |
$ 458
|
|
|
|
| Amortized Cost |
[9],[28],[30],[63] |
$ 464
|
|
|
|
| Percentage of Net Assets |
[9],[28],[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[9],[28],[30],[63] |
$ 458
|
|
|
|
| Investment, Identifier [Axis]: Thermogenics, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13],[30],[63] |
0
|
|
|
|
| Amortized Cost |
[13],[30],[63] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13],[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[30],[63] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Thermogenics, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[30],[63] |
4.25%
|
|
|
|
| Interest Rate |
[9],[12],[30],[63] |
8.25%
|
|
|
|
| Principal |
[3],[9],[30],[63] |
$ 595
|
|
|
|
| Amortized Cost |
[9],[30],[63] |
$ 592
|
|
|
|
| Percentage of Net Assets |
[9],[30],[63] |
0.10%
|
|
|
|
| Fair Value |
[1],[9],[30],[63] |
$ 595
|
|
|
|
| Investment, Identifier [Axis]: Thermogenics, Inc., One stop 4 |
|
|
|
|
|
| Principal |
[3],[13],[30],[63] |
0
|
|
|
|
| Amortized Cost |
[13],[30],[63] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13],[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[30],[63] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Thermogenics, Inc., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[63],[69] |
4.25%
|
|
|
|
| Interest Rate |
[12],[28],[30],[63] |
6.70%
|
|
|
|
| Principal |
[3],[28],[30],[63] |
$ 47
|
|
|
|
| Amortized Cost |
[28],[30],[63] |
$ 47
|
|
|
|
| Percentage of Net Assets |
[28],[30],[63] |
0.00%
|
|
|
|
| Fair Value |
[1],[28],[30],[63] |
$ 47
|
|
|
|
| Investment, Identifier [Axis]: Titan BW Borrower L.P., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
5.26%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
6.58%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
2.88%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 4,789
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 4,742
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
0.40%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 4,741
|
|
|
|
| Investment, Identifier [Axis]: Titan BW Borrower L.P., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (8)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (8)
|
|
|
|
| Investment, Identifier [Axis]: Titan BW Borrower L.P., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (4)
|
|
|
|
| Investment, Identifier [Axis]: Togetherwork Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.25%
|
|
|
|
| Interest Rate |
[12] |
9.41%
|
|
|
|
| Principal |
|
$ 635
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 606
|
|
$ (34)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 592
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Togetherwork Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (19)
|
[13] |
$ (22)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ (31)
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Togetherwork Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[10],[11],[14] |
5.25%
|
[15],[17],[27] |
| Interest Rate |
|
9.41%
|
[12],[14] |
10.10%
|
[15],[18] |
| Principal |
|
$ 25,332
|
[3],[14] |
$ 25,588
|
[4],[15] |
| Amortized Cost |
|
$ 25,154
|
[14] |
$ 25,379
|
[15] |
| Percentage of Net Assets |
|
2.40%
|
[14] |
3.90%
|
[15] |
| Fair Value |
|
$ 25,079
|
[1],[14] |
$ 25,588
|
[2],[15] |
| Investment, Identifier [Axis]: Togetherwork Holdings, LLC, Preferred Stock |
|
|
|
|
|
| Principal (in shares) |
|
272
|
[3] |
272
|
[4] |
| Amortized Cost |
|
$ 1,188
|
|
$ 1,188
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.20%
|
|
| Fair Value |
|
$ 1,219
|
[1] |
$ 1,200
|
[2] |
| Investment, Identifier [Axis]: Transform Bidco Limited, LP units |
|
|
|
|
|
| Principal (in shares) |
[3],[29],[30] |
894
|
|
|
|
| Amortized Cost |
[29],[30] |
$ 894
|
|
|
|
| Percentage of Net Assets |
[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[29],[30] |
$ 926
|
|
|
|
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[29],[30] |
0
|
[4],[19],[33],[34] |
| Amortized Cost |
|
$ (12)
|
[13],[29],[30] |
$ (12)
|
[19],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[29],[30] |
0.00%
|
[19],[33],[34] |
| Fair Value |
|
$ 0
|
[1],[13],[29],[30] |
$ (11)
|
[2],[19],[33],[34] |
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.75%
|
[9],[11],[20],[29],[30] |
7.00%
|
[16],[17],[23],[33],[34] |
| Interest Rate |
|
10.53%
|
[9],[12],[29],[30] |
12.31%
|
[18],[23],[33],[34] |
| Principal |
|
$ 9,163
|
[3],[9],[29],[30] |
$ 9,098
|
[4],[23],[33],[34] |
| Amortized Cost |
|
$ 9,039
|
[9],[29],[30] |
$ 8,975
|
[23],[33],[34] |
| Percentage of Net Assets |
|
0.90%
|
[9],[29],[30] |
1.40%
|
[23],[33],[34] |
| Fair Value |
|
$ 9,163
|
[1],[9],[29],[30] |
$ 8,984
|
[2],[23],[33],[34] |
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[29],[30] |
0
|
[4],[19],[33],[34] |
| Amortized Cost |
|
$ (14)
|
[13],[29],[30] |
$ (27)
|
[19],[33],[34] |
| Percentage of Net Assets |
|
0.00%
|
[13],[29],[30] |
0.00%
|
[19],[33],[34] |
| Fair Value |
|
$ 0
|
[1],[13],[29],[30] |
$ (28)
|
[2],[19],[33],[34] |
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[29],[30],[43] |
6.75%
|
|
|
|
| Interest Rate |
[12],[25],[28],[29],[30] |
7.62%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
2.75%
|
|
|
|
| Principal |
[3],[25],[28],[29],[30] |
$ 767
|
|
|
|
| Amortized Cost |
[25],[28],[29],[30] |
$ 750
|
|
|
|
| Percentage of Net Assets |
[25],[28],[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[25],[28],[29],[30] |
$ 767
|
|
|
|
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[25],[28],[29],[30],[31] |
6.75%
|
|
|
|
| Interest Rate |
[12],[25],[28],[29],[30] |
7.97%
|
|
|
|
| Investment, interest rate, paid in kind |
[12],[25] |
2.75%
|
|
|
|
| Principal |
[3],[25],[28],[29],[30] |
$ 122
|
|
|
|
| Amortized Cost |
[25],[28],[29],[30] |
$ 115
|
|
|
|
| Percentage of Net Assets |
[25],[28],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[25],[28],[29],[30] |
$ 122
|
|
|
|
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 6 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[29],[30] |
6.75%
|
|
|
|
| Interest Rate |
[9],[12],[29],[30] |
10.53%
|
|
|
|
| Principal |
[3],[9],[29],[30] |
$ 1,261
|
|
|
|
| Amortized Cost |
[9],[29],[30] |
$ 1,239
|
|
|
|
| Percentage of Net Assets |
[9],[29],[30] |
0.10%
|
|
|
|
| Fair Value |
[1],[9],[29],[30] |
$ 1,261
|
|
|
|
| Investment, Identifier [Axis]: Transform Bidco Limited, One stop 7 |
|
|
|
|
|
| Principal |
[3],[13],[29],[30] |
0
|
|
|
|
| Amortized Cost |
[13],[29],[30] |
$ (10)
|
|
|
|
| Percentage of Net Assets |
[13],[29],[30] |
0.00%
|
|
|
|
| Fair Value |
[1],[13],[29],[30] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Tricentis Operations Holdings, Inc., One stop 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Tricentis Operations Holdings, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20],[25] |
6.25%
|
|
|
|
| Interest Rate |
[9],[12],[25] |
5.61%
|
|
|
|
| Investment, interest rate, paid in kind |
[9],[12],[25] |
4.88%
|
|
|
|
| Principal |
[3],[9],[25] |
$ 16,706
|
|
|
|
| Amortized Cost |
[9],[25] |
$ 16,631
|
|
|
|
| Percentage of Net Assets |
[9],[25] |
1.60%
|
|
|
|
| Fair Value |
[1],[9],[25] |
$ 16,706
|
|
|
|
| Investment, Identifier [Axis]: Tricentis Operations Holdings, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (15)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Tricentis Operations Holdings, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
40
|
|
|
|
| Amortized Cost |
|
$ 40
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 44
|
|
|
|
| Investment, Identifier [Axis]: VRS Buyer, Inc., Senior secured 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20],[24] |
4.75%
|
|
|
|
| Interest Rate |
[12],[24] |
9.08%
|
|
|
|
| Principal |
[3],[24] |
$ 13,930
|
|
|
|
| Amortized Cost |
[24] |
$ 13,863
|
|
|
|
| Percentage of Net Assets |
[24] |
1.30%
|
|
|
|
| Fair Value |
[1],[24] |
$ 13,930
|
|
|
|
| Investment, Identifier [Axis]: VRS Buyer, Inc., Senior secured 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: VRS Buyer, Inc., Senior secured 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (14)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: VSG Acquisition Corp. and Sherrill, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[24] |
5.00%
|
|
|
|
| Interest Rate |
[12],[24] |
9.16%
|
|
|
|
| Principal |
[3],[24] |
$ 1,975
|
|
|
|
| Amortized Cost |
[24] |
$ 1,956
|
|
|
|
| Percentage of Net Assets |
[24] |
0.20%
|
|
|
|
| Fair Value |
[1],[24] |
$ 1,966
|
|
|
|
| Investment, Identifier [Axis]: VSG Acquisition Corp. and Sherrill, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.16%
|
|
|
|
| Principal |
[3] |
$ 175
|
|
|
|
| Amortized Cost |
|
$ 172
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 173
|
|
|
|
| Investment, Identifier [Axis]: VSG Acquisition Corp. and Sherrill, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (4)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (4)
|
|
|
|
| Investment, Identifier [Axis]: Vantage Bidco GMBH, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.25%
|
[11],[24],[25],[28],[30],[37],[54] |
6.25%
|
[15],[17],[26],[32],[34],[38],[55] |
| Interest Rate |
[15],[18],[26],[32],[34],[55] |
|
|
6.47%
|
|
| Investment, interest rate, paid in kind |
|
8.25%
|
[12],[24],[25],[28],[30],[54] |
3.13%
|
[15],[18],[26],[32],[34],[55] |
| Principal |
|
$ 8,134
|
[3],[24],[25],[28],[30],[54] |
$ 7,707
|
[4],[15],[26],[32],[34],[55] |
| Amortized Cost |
|
$ 7,309
|
[24],[25],[28],[30],[54] |
$ 7,285
|
[15],[26],[32],[34],[55] |
| Percentage of Net Assets |
|
0.80%
|
[24],[25],[28],[30],[54] |
1.20%
|
[15],[26],[32],[34],[55] |
| Fair Value |
|
$ 8,134
|
[1],[24],[25],[28],[30],[54] |
$ 7,630
|
[2],[15],[26],[32],[34],[55] |
| Investment, Identifier [Axis]: Vantage Bidco GMBH, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[28],[30],[54] |
0
|
[4],[19],[32],[34],[55] |
| Amortized Cost |
|
$ (15)
|
[13],[28],[30],[54] |
$ (18)
|
[19],[32],[34],[55] |
| Percentage of Net Assets |
|
0.00%
|
[13],[28],[30],[54] |
0.00%
|
[19],[32],[34],[55] |
| Fair Value |
|
$ 0
|
[1],[13],[28],[30],[54] |
$ (13)
|
[2],[19],[32],[34],[55] |
| Investment, Identifier [Axis]: Varicent Intermediate Holdings Corporation, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[11],[20],[24],[25],[30],[63] |
6.00%
|
[15],[16],[17],[26] |
| Interest Rate |
|
6.63%
|
[12],[24],[25],[30],[63] |
7.35%
|
[15],[18],[26] |
| Investment, interest rate, paid in kind |
|
3.13%
|
[12],[24],[25],[30],[63] |
3.25%
|
[15],[18],[26] |
| Principal |
|
$ 16,067
|
[3],[24],[25],[30],[63] |
$ 14,480
|
[4],[15],[26] |
| Amortized Cost |
|
$ 15,879
|
[24],[25],[30],[63] |
$ 14,268
|
[15],[26] |
| Percentage of Net Assets |
|
1.50%
|
[24],[25],[30],[63] |
2.30%
|
[15],[26] |
| Fair Value |
|
$ 16,067
|
[1],[24],[25],[30],[63] |
$ 14,263
|
[2],[15],[26] |
| Investment, Identifier [Axis]: Varicent Intermediate Holdings Corporation, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[30],[63] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (24)
|
[13],[30],[63] |
$ (28)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13],[30],[63] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13],[30],[63] |
$ (29)
|
[2],[19] |
| Investment, Identifier [Axis]: Varicent Intermediate Holdings Corporation, One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13],[30],[63] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (16)
|
[13],[30],[63] |
$ (27)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13],[30],[63] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13],[30],[63] |
$ (28)
|
[2],[19] |
| Investment, Identifier [Axis]: Varinem German Midco GMBH, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[24],[28],[30],[39],[54] |
6.00%
|
[15],[17],[32],[34],[48],[55] |
| Interest Rate |
|
7.57%
|
[12],[24],[28],[30],[54] |
9.67%
|
[15],[18],[32],[34],[55] |
| Principal |
|
$ 6,882
|
[3],[24],[28],[30],[54] |
$ 6,530
|
[4],[15],[32],[34],[55] |
| Amortized Cost |
|
$ 6,343
|
[24],[28],[30],[54] |
$ 6,334
|
[15],[32],[34],[55] |
| Percentage of Net Assets |
|
0.60%
|
[24],[28],[30],[54] |
1.00%
|
[15],[32],[34],[55] |
| Fair Value |
|
$ 6,900
|
[1],[24],[28],[30],[54] |
$ 6,465
|
[2],[15],[32],[34],[55] |
| Investment, Identifier [Axis]: Varinem German Midco GMBH, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[28],[30],[39],[54] |
4.75%
|
|
|
|
| Interest Rate |
[12],[28],[30],[54] |
6.82%
|
|
|
|
| Principal |
|
$ 1,833
|
[3],[28],[30],[54] |
0
|
[4],[32],[34],[55] |
| Amortized Cost |
|
$ 1,696
|
[28],[30],[54] |
$ 0
|
[32],[34],[55] |
| Percentage of Net Assets |
|
0.20%
|
[28],[30],[54] |
0.00%
|
[32],[34],[55] |
| Fair Value |
|
$ 1,833
|
[1],[28],[30],[54] |
$ 0
|
[2],[32],[34],[55] |
| Investment, Identifier [Axis]: Vessco Midco Holdings, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[14],[36] |
5.25%
|
[15],[17],[22],[27] |
| Interest Rate |
|
8.93%
|
[12],[14] |
10.22%
|
[15],[18] |
| Principal |
|
$ 1,523
|
[3],[14] |
$ 1,523
|
[4],[15] |
| Amortized Cost |
|
$ 1,510
|
[14] |
$ 1,508
|
[15] |
| Percentage of Net Assets |
|
0.20%
|
[14] |
0.20%
|
[15] |
| Fair Value |
|
$ 1,523
|
[1],[14] |
$ 1,508
|
[2],[15] |
| Investment, Identifier [Axis]: Vessco Midco Holdings, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (2)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ (2)
|
[2],[19] |
| Investment, Identifier [Axis]: Vessco Midco Holdings, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[10],[11],[36] |
5.25%
|
[17],[22] |
| Interest Rate |
|
8.89%
|
[12] |
9.54%
|
[18] |
| Principal |
|
$ 276
|
[3] |
$ 74
|
[4] |
| Amortized Cost |
|
$ 274
|
|
$ 72
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 276
|
[1] |
$ 69
|
[2] |
| Investment, Identifier [Axis]: Viper Bidco, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[28],[31] |
4.75%
|
|
|
|
| Interest Rate |
[9],[12],[28] |
8.72%
|
|
|
|
| Principal |
[3],[9],[28] |
$ 9,959
|
|
|
|
| Amortized Cost |
[9],[28] |
$ 9,283
|
|
|
|
| Percentage of Net Assets |
[9],[28] |
0.90%
|
|
|
|
| Fair Value |
[1],[9],[28] |
$ 9,984
|
|
|
|
| Investment, Identifier [Axis]: Viper Bidco, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20],[24] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14],[24] |
8.75%
|
|
|
|
| Principal |
[3],[14],[24] |
$ 20,228
|
|
|
|
| Amortized Cost |
[14],[24] |
$ 20,139
|
|
|
|
| Percentage of Net Assets |
[14],[24] |
1.90%
|
|
|
|
| Fair Value |
[1],[14],[24] |
$ 20,278
|
|
|
|
| Investment, Identifier [Axis]: Viper Bidco, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (9)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Viper Bidco, Inc., One stop 4 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (11)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Viper Bidco, Inc., One stop 5 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (8)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ (17)
|
|
|
|
| Investment, Identifier [Axis]: Virginia Green Acquisition, LLC, LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
96
|
|
| Amortized Cost |
|
|
|
$ 96
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 110
|
|
| Investment, Identifier [Axis]: Virginia Green Acquisition, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.25%
|
[11],[14],[36] |
5.25%
|
[15],[17],[22] |
| Interest Rate |
|
9.41%
|
[12],[14] |
9.50%
|
[15],[18] |
| Principal |
|
$ 26,072
|
[3],[14] |
$ 19,898
|
[4],[15] |
| Amortized Cost |
|
$ 25,875
|
[14] |
$ 19,721
|
[15] |
| Percentage of Net Assets |
|
2.40%
|
[14] |
3.10%
|
[15] |
| Fair Value |
|
$ 26,072
|
[1],[14] |
$ 19,898
|
[2],[15] |
| Investment, Identifier [Axis]: Virginia Green Acquisition, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (23)
|
[13] |
$ (28)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Virginia Green Acquisition, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[17],[22] |
|
|
5.25%
|
|
| Interest Rate |
[18] |
|
|
9.50%
|
|
| Principal |
|
0
|
[3],[13] |
$ 821
|
[4] |
| Amortized Cost |
|
$ (12)
|
[13] |
$ 750
|
|
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.10%
|
|
| Fair Value |
|
$ 0
|
[1],[13] |
$ 821
|
[2] |
| Investment, Identifier [Axis]: Virginia Green Acquisition, LLC, Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
96
|
|
|
|
| Amortized Cost |
|
$ 96
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 110
|
|
|
|
| Investment, Identifier [Axis]: WPEngine, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.00%
|
[9],[11],[20] |
6.50%
|
[16],[17],[21] |
| Interest Rate |
|
10.02%
|
[9],[12] |
11.62%
|
[18],[21] |
| Principal |
|
$ 1,069
|
[3],[9] |
$ 1,069
|
[4],[21] |
| Amortized Cost |
|
$ 1,055
|
[9] |
$ 1,051
|
[21] |
| Percentage of Net Assets |
|
0.10%
|
[9] |
0.20%
|
[21] |
| Fair Value |
|
$ 1,069
|
[1],[9] |
$ 1,069
|
[2],[21] |
| Investment, Identifier [Axis]: WPEngine, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (1)
|
[13] |
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 1 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (17)
|
[13] |
$ (20)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[36] |
5.00%
|
[15],[17],[22] |
| Interest Rate |
|
9.14%
|
[12],[14] |
9.25%
|
[15],[18] |
| Principal |
|
$ 1,589
|
[3],[14] |
$ 14,627
|
[4],[15] |
| Amortized Cost |
|
$ 1,583
|
[14] |
$ 14,486
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
2.20%
|
[15] |
| Fair Value |
|
$ 1,589
|
[1],[14] |
$ 14,627
|
[2],[15] |
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[14],[36] |
5.00%
|
[17],[22] |
| Interest Rate |
|
9.13%
|
[12],[14] |
9.81%
|
[18] |
| Principal |
|
$ 958
|
[3],[14] |
$ 213
|
[4] |
| Amortized Cost |
|
$ 954
|
[14] |
$ 194
|
|
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.00%
|
|
| Fair Value |
|
$ 958
|
[1],[14] |
$ 213
|
[2] |
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[36] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.12%
|
|
|
|
| Principal |
[3],[14] |
$ 745
|
|
|
|
| Amortized Cost |
[14] |
$ 742
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 745
|
|
|
|
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[24],[36] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14],[24] |
8.87%
|
|
|
|
| Principal |
[3],[14],[24] |
$ 14,480
|
|
|
|
| Amortized Cost |
[14],[24] |
$ 14,361
|
|
|
|
| Percentage of Net Assets |
[14],[24] |
1.40%
|
|
|
|
| Fair Value |
[1],[14],[24] |
$ 14,480
|
|
|
|
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 6 |
|
|
|
|
|
| Spread Above Index |
[11],[36] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.17%
|
|
|
|
| Principal |
[3] |
$ 261
|
|
|
|
| Amortized Cost |
|
$ 260
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 261
|
|
|
|
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 7 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.30%
|
|
|
|
| Principal |
[3] |
$ 267
|
|
|
|
| Amortized Cost |
|
$ 266
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 267
|
|
|
|
| Investment, Identifier [Axis]: WRE Holding Corp., One stop 8 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.23%
|
|
|
|
| Principal |
[3] |
$ 165
|
|
|
|
| Amortized Cost |
|
$ 165
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 165
|
|
|
|
| Investment, Identifier [Axis]: WU Holdco, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.75%
|
|
|
|
| Principal |
[3],[14] |
$ 2,744
|
|
|
|
| Amortized Cost |
[14] |
$ 2,731
|
|
|
|
| Percentage of Net Assets |
[14] |
0.30%
|
|
|
|
| Fair Value |
[1],[14] |
$ 2,744
|
|
|
|
| Investment, Identifier [Axis]: WU Holdco, Inc., One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: WU Holdco, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (2)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Wasabi Lower Holdco, LLC, Senior secured 1 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (3)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Wasabi Lower Holdco, LLC, Senior secured 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.66%
|
|
|
|
| Principal |
[3] |
$ 990
|
|
|
|
| Amortized Cost |
|
$ 977
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 990
|
|
|
|
| Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, One stop 1 |
|
|
|
|
|
| Principal |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.79%
|
|
|
|
| Principal |
[3],[14] |
$ 735
|
|
|
|
| Amortized Cost |
[14] |
$ 735
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 735
|
|
|
|
| Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12],[14] |
8.79%
|
|
|
|
| Principal |
[3],[14] |
$ 1,020
|
|
|
|
| Amortized Cost |
[14] |
$ 1,019
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,020
|
|
|
|
| Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, One stop 4 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[20] |
4.50%
|
|
|
|
| Interest Rate |
[12] |
8.78%
|
|
|
|
| Principal |
[3] |
$ 350
|
|
|
|
| Amortized Cost |
|
$ 345
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 350
|
|
|
|
| Investment, Identifier [Axis]: Wealth Enhancement Group, LLC, One stop 5 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (4)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Wildcat TopCo, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.91%
|
|
|
|
| Principal |
[3],[14] |
$ 6,199
|
|
|
|
| Amortized Cost |
[14] |
$ 6,144
|
|
|
|
| Percentage of Net Assets |
[14] |
0.60%
|
|
|
|
| Fair Value |
[1],[14] |
$ 6,199
|
|
|
|
| Investment, Identifier [Axis]: Wildcat TopCo, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[58] |
3.75%
|
|
|
|
| Interest Rate |
[12] |
11.00%
|
|
|
|
| Principal |
[3] |
$ 30
|
|
|
|
| Amortized Cost |
|
$ 20
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 30
|
|
|
|
| Investment, Identifier [Axis]: Wildcat TopCo, Inc., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (5)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Wildcat TopCo, Inc., Preferred stock |
|
|
|
|
|
| Principal (in shares) |
[3] |
135
|
|
|
|
| Amortized Cost |
|
$ 135
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 181
|
|
|
|
| Investment, Identifier [Axis]: World Insurance Associates, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.00%
|
|
|
|
| Principal |
[3] |
$ 501
|
|
|
|
| Amortized Cost |
|
$ 496
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 501
|
|
|
|
| Investment, Identifier [Axis]: World Insurance Associates, LLC, One stop 2 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (1)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: YE Brands Holding, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[20] |
4.75%
|
[16],[17] |
| Interest Rate |
|
8.75%
|
[12] |
9.40%
|
[18] |
| Principal |
|
$ 1,000
|
[3] |
$ 791
|
[4] |
| Amortized Cost |
|
$ 992
|
|
$ 779
|
|
| Percentage of Net Assets |
|
0.10%
|
|
0.10%
|
|
| Fair Value |
|
$ 1,000
|
[1] |
$ 791
|
[2] |
| Investment, Identifier [Axis]: YE Brands Holding, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[14],[20] |
4.75%
|
[15],[16],[17] |
| Interest Rate |
|
8.75%
|
[12],[14] |
9.35%
|
[15],[18] |
| Principal |
|
$ 7,032
|
[3],[14] |
$ 7,104
|
[4],[15] |
| Amortized Cost |
|
$ 6,991
|
[14] |
$ 7,043
|
[15] |
| Percentage of Net Assets |
|
0.70%
|
[14] |
1.10%
|
[15] |
| Fair Value |
|
$ 7,032
|
[1],[14] |
$ 7,104
|
[2],[15] |
| Investment, Identifier [Axis]: YE Brands Holding, LLC, One stop 3 |
|
|
|
|
|
| Spread Above Index |
|
4.75%
|
[11],[20] |
4.75%
|
[16],[17] |
| Interest Rate |
|
8.75%
|
[12] |
9.47%
|
[18] |
| Principal |
|
$ 12
|
[3] |
$ 27
|
[4] |
| Amortized Cost |
|
$ 12
|
|
$ 27
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 12
|
[1] |
$ 27
|
[2] |
| Investment, Identifier [Axis]: YI, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.75%
|
[10],[11],[14] |
5.75%
|
[15],[17],[27] |
| Interest Rate |
|
9.90%
|
[12],[14] |
10.87%
|
[15],[18] |
| Principal |
|
$ 8,451
|
[3],[14] |
$ 8,537
|
[4],[15] |
| Amortized Cost |
|
$ 8,320
|
[14] |
$ 8,374
|
[15] |
| Percentage of Net Assets |
|
0.80%
|
[14] |
1.30%
|
[15] |
| Fair Value |
|
$ 8,366
|
[1],[14] |
$ 8,537
|
[2],[15] |
| Investment, Identifier [Axis]: YI, LLC, One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3],[13] |
0
|
[4],[19] |
| Amortized Cost |
|
$ (11)
|
[13] |
$ (14)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
[13] |
0.00%
|
[19] |
| Fair Value |
|
$ (16)
|
[1],[13] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: YI, LLC, One stop 3 |
|
|
|
|
|
| Principal |
[4],[19] |
|
|
0
|
|
| Amortized Cost |
[19] |
|
|
$ (15)
|
|
| Percentage of Net Assets |
[19] |
|
|
0.00%
|
|
| Fair Value |
[2],[19] |
|
|
$ 0
|
|
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., LP interest |
|
|
|
|
|
| Principal (in shares) |
[3] |
0
|
|
|
|
| Amortized Cost |
|
$ 131
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 153
|
|
|
|
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
[4] |
|
|
0
|
|
| Amortized Cost |
|
|
|
$ 131
|
|
| Percentage of Net Assets |
|
|
|
0.00%
|
|
| Fair Value |
[2] |
|
|
$ 141
|
|
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.50%
|
[11],[14],[20] |
6.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.50%
|
[12],[14] |
10.60%
|
[15],[18] |
| Principal |
|
$ 17,435
|
[3],[14] |
$ 20,857
|
[4],[15] |
| Amortized Cost |
|
$ 17,244
|
[14] |
$ 20,676
|
[15] |
| Percentage of Net Assets |
|
1.60%
|
[14] |
3.20%
|
[15] |
| Fair Value |
|
$ 17,435
|
[1],[14] |
$ 20,857
|
[2],[15] |
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.50%
|
|
|
|
| Interest Rate |
[12] |
9.50%
|
|
|
|
| Principal |
|
$ 706
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 665
|
|
$ (39)
|
[19] |
| Percentage of Net Assets |
|
0.10%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 706
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.50%
|
|
|
|
| Interest Rate |
[12],[14] |
9.79%
|
|
|
|
| Principal |
|
$ 4,831
|
[3],[14] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 4,784
|
[14] |
$ (50)
|
[19] |
| Percentage of Net Assets |
|
0.50%
|
[14] |
0.00%
|
[19] |
| Fair Value |
|
$ 4,831
|
[1],[14] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., One stop 4 |
|
|
|
|
|
| Spread Above Index |
[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12] |
9.31%
|
|
|
|
| Principal |
[3] |
$ 1
|
|
|
|
| Amortized Cost |
|
$ 0
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 1
|
|
|
|
| Investment, Identifier [Axis]: Yorkshire Parent, Inc., One stop 5 |
|
|
|
|
|
| Spread Above Index |
[9],[11],[20] |
5.00%
|
|
|
|
| Interest Rate |
[9],[12] |
9.31%
|
|
|
|
| Principal |
[3],[9] |
$ 42
|
|
|
|
| Amortized Cost |
[9] |
$ 42
|
|
|
|
| Percentage of Net Assets |
[9] |
0.00%
|
|
|
|
| Fair Value |
[1],[9] |
$ 42
|
|
|
|
| Investment, Identifier [Axis]: Zarya Holdco, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
6.50%
|
[11],[14],[20] |
6.50%
|
[16],[17],[23] |
| Interest Rate |
|
10.70%
|
[12],[14] |
11.56%
|
[18],[23] |
| Principal |
|
$ 365
|
[3],[14] |
$ 368
|
[4],[23] |
| Amortized Cost |
|
$ 361
|
[14] |
$ 362
|
[23] |
| Percentage of Net Assets |
|
0.00%
|
[14] |
0.10%
|
[23] |
| Fair Value |
|
$ 365
|
[1],[14] |
$ 361
|
[2],[23] |
| Investment, Identifier [Axis]: Zarya Holdco, Inc., One stop 2 |
|
|
|
|
|
| Spread Above Index |
|
6.50%
|
[11],[14],[20] |
6.50%
|
[15],[16],[17] |
| Interest Rate |
|
10.70%
|
[12],[14] |
11.56%
|
[15],[18] |
| Principal |
|
$ 961
|
[3],[14] |
$ 971
|
[4],[15] |
| Amortized Cost |
|
$ 961
|
[14] |
$ 971
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
[14] |
0.10%
|
[15] |
| Fair Value |
|
$ 961
|
[1],[14] |
$ 951
|
[2],[15] |
| Investment, Identifier [Axis]: Zarya Holdco, Inc., One stop 3 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ 0
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ (1)
|
[2],[19] |
| Investment, Identifier [Axis]: Zendesk, Inc., LP units |
|
|
|
|
|
| Principal (in shares) |
|
22
|
[3] |
22
|
[4] |
| Amortized Cost |
|
$ 218
|
|
$ 218
|
|
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
|
| Fair Value |
|
$ 222
|
[1] |
$ 206
|
[2] |
| Investment, Identifier [Axis]: Zendesk, Inc., One stop 1 |
|
|
|
|
|
| Spread Above Index |
|
5.00%
|
[11],[20] |
5.00%
|
[15],[16],[17] |
| Interest Rate |
|
9.00%
|
[12] |
9.69%
|
[15],[18] |
| Principal |
|
$ 746
|
[3] |
$ 9,809
|
[4],[15] |
| Amortized Cost |
|
$ 741
|
|
$ 9,677
|
[15] |
| Percentage of Net Assets |
|
0.10%
|
|
1.50%
|
[15] |
| Fair Value |
|
$ 746
|
[1] |
$ 9,809
|
[2],[15] |
| Investment, Identifier [Axis]: Zendesk, Inc., One stop 2 |
|
|
|
|
|
| Principal |
|
0
|
[3] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 0
|
|
$ (1)
|
[19] |
| Percentage of Net Assets |
|
0.00%
|
|
0.00%
|
[19] |
| Fair Value |
|
$ 0
|
[1] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Zendesk, Inc., One stop 3 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
5.00%
|
|
|
|
| Interest Rate |
[12],[14] |
9.00%
|
|
|
|
| Principal |
|
$ 9,713
|
[3],[14] |
0
|
[4],[19] |
| Amortized Cost |
|
$ 9,614
|
[14] |
$ (16)
|
[19] |
| Percentage of Net Assets |
|
0.90%
|
[14] |
0.00%
|
[19] |
| Fair Value |
|
$ 9,713
|
[1],[14] |
$ 0
|
[2],[19] |
| Investment, Identifier [Axis]: Zullas, L.C., One stop 1 |
|
|
|
|
|
| Spread Above Index |
[10],[11] |
4.75%
|
|
|
|
| Interest Rate |
[12] |
8.91%
|
|
|
|
| Principal |
[3] |
$ 79
|
|
|
|
| Amortized Cost |
|
$ 77
|
|
|
|
| Percentage of Net Assets |
|
0.00%
|
|
|
|
| Fair Value |
[1] |
$ 79
|
|
|
|
| Investment, Identifier [Axis]: Zullas, L.C., One stop 2 |
|
|
|
|
|
| Spread Above Index |
[10],[11],[14] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
8.91%
|
|
|
|
| Principal |
[3],[14] |
$ 1,448
|
|
|
|
| Amortized Cost |
[14] |
$ 1,441
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,448
|
|
|
|
| Investment, Identifier [Axis]: Zullas, L.C., One stop 3 |
|
|
|
|
|
| Principal |
[3],[13] |
0
|
|
|
|
| Amortized Cost |
[13] |
$ (7)
|
|
|
|
| Percentage of Net Assets |
[13] |
0.00%
|
|
|
|
| Fair Value |
[1],[13] |
$ 0
|
|
|
|
| Investment, Identifier [Axis]: Zullas, L.C., Warrant |
|
|
|
|
|
| Principal (in shares) |
[3] |
1
|
|
|
|
| Amortized Cost |
|
$ 564
|
|
|
|
| Percentage of Net Assets |
|
0.10%
|
|
|
|
| Fair Value |
[1] |
$ 564
|
|
|
|
| Investment, Identifier [Axis]: bswift, LLC, One stop |
|
|
|
|
|
| Spread Above Index |
[16],[17] |
|
|
6.38%
|
|
| Interest Rate |
[18] |
|
|
11.68%
|
|
| Principal |
[4] |
|
|
$ 1,123
|
|
| Amortized Cost |
|
|
|
$ 1,098
|
|
| Percentage of Net Assets |
|
|
|
0.20%
|
|
| Fair Value |
[2] |
|
|
$ 1,142
|
|
| Investment, Identifier [Axis]: bswift, LLC, One stop 1 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
9.07%
|
|
|
|
| Principal |
[3],[14] |
$ 1,111
|
|
|
|
| Amortized Cost |
[14] |
$ 1,093
|
|
|
|
| Percentage of Net Assets |
[14] |
0.10%
|
|
|
|
| Fair Value |
[1],[14] |
$ 1,111
|
|
|
|
| Investment, Identifier [Axis]: bswift, LLC, One stop 2 |
|
|
|
|
|
| Spread Above Index |
[11],[14],[20] |
4.75%
|
|
|
|
| Interest Rate |
[12],[14] |
9.04%
|
|
|
|
| Principal |
[3],[14] |
$ 7,988
|
|
|
|
| Amortized Cost |
[14] |
$ 7,953
|
|
|
|
| Percentage of Net Assets |
[14] |
0.80%
|
|
|
|
| Fair Value |
[1],[14] |
$ 7,988
|
|
|
|
|
|