Investment Portfolio (Tables)

12 Months Ended

Dec. 31, 2022

Investment Company [Abstract]

Schedule of Investments

The following table summarizes the composition of the Company’s investment portfolio at cost and fair value as of December 31, 2022 and 2021:

	December 31, 2022						December 31, 2021
	Amortized Cost(1)		Fair Value		Percentage of Portfolio		Amortized Cost(1)		Fair Value		Percentage of Portfolio
Senior Secured Loans—First Lien	$	9,607	$	9,278	60.3	%	$	9,695	$	9,765	60.7	%
Senior Secured Loans—Second Lien	1,299		1,194		7.8	%	1,564		1,557		9.7	%
Other Senior Secured Debt	152		110		0.7	%	149		120		0.7	%
Subordinated Debt	384		265		1.7	%	188		111		0.7	%
Asset Based Finance	2,024		1,903		12.4	%	2,132		2,245		13.9	%
Credit Opportunities Partners JV, LLC	1,572		1,428		9.3	%	1,397		1,396		8.7	%
Equity/Other	1,276		1,199		7.8	%	932		907		5.6	%
Total	$	16,314	$	15,377	100.0	%	$	16,057	$	16,101	100.0	%

________________

(1)Amortized cost represents the original cost adjusted for the amortization of premiums and/or accretion of discounts, as applicable, on investments.

The table below describes investments by industry classification and enumerates the percentage, by fair value, of the total portfolio assets in such industries as of December 31, 2022 and 2021:

	December 31, 2022				December 31, 2021
Industry Classification	Fair Value		Percentage  of Portfolio		Fair Value		Percentage  of Portfolio
Automobiles & Components	$	25	0.2	%	$	89	0.5	%
Banks	—		—		15		0.1	%
Capital Goods	2,366		15.4	%	2,281		14.2	%
Commercial & Professional Services	1,670		10.9	%	1,615		10.0	%
Consumer Durables & Apparel	235		1.5	%	551		3.4	%
Consumer Services	189		1.2	%	393		2.4	%
Credit Opportunities Partners JV, LLC	1,428		9.3	%	1,396		8.7	%
Diversified Financials	583		3.8	%	672		4.2	%
Energy	272		1.8	%	241		1.5	%
Food & Staples Retailing	103		0.7	%	296		1.8	%
Food, Beverage & Tobacco	226		1.5	%	256		1.6	%
Health Care Equipment & Services	1,963		12.8	%	1,613		10.0	%
Household & Personal Products	242		1.6	%	227		1.4	%
Insurance	974		6.3	%	898		5.6	%
Materials	197		1.3	%	211		1.3	%
Media & Entertainment	695		4.5	%	720		4.5	%
Pharmaceuticals, Biotechnology & Life Sciences	231		1.4	%	235		1.5	%
Real Estate	753		4.9	%	876		5.4	%
Retailing	282		1.8	%	288		1.8	%
Software & Services	2,591		16.8	%	2,698		16.8	%
Technology Hardware & Equipment	1		0.0	%	42		0.3	%
Telecommunication Services	76		0.5	%	128		0.8	%
Transportation	275		1.8	%	360		2.2	%
Total	$	15,377	100.0	%	$	16,101	100.0	%

Summary of Nonconsolidated Subsidiary Portfolio

Below is a summary of COPJV’s portfolio, followed by a listing of the individual loans in COPJV’s portfolio as of December 31, 2022 and 2021:

	As of
	December 31, 2022			December 31, 2021
Total debt investments(1)	$	3,363.8		$	2,954.2
Weighted average current interest rate on debt investments(2)	11.0		%	8.1		%
Number of portfolio companies in COPJV	122			95
Largest investment in a single portfolio company(1)	$	132.4		$	131.5
Unfunded commitments(1)	$	3.3		$	1.9

____________

(1)“Debt Investments” means investments that pay or are expected to pay a stated interest rate, stated dividend rate or other similar stated return.

(2)The Weighted Average Annual Yield on Accruing Debt Investments is computed as (i) the sum of (a) the stated annual interest rate, dividend rate or other similar stated return of each accruing Debt Investment, multiplied by its par amount, adjusted to U.S. dollars and for any partial income accrual when necessary, as of the end of the applicable reporting period, plus (b) the annual amortization of the purchase or original issue discount or premium of each accruing Debt Investment; divided by (ii) the total amortized cost of Debt Investments included in the calculated group as of the end of the applicable reporting period. Stated annual interest rate for floating rate Debt Investments assumes the greater of (a) the respective base rate in effect as of December 31, 2022, and (b) the stated base rate floor. The base rate utilized in this calculation may not be indicative of the base rates for specific contracts as of December 31, 2022.

Credit Opportunities Partners JV, LLC Portfolio

As of December 31, 2022 (in millions)

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost		Fair Value(d)
Senior Secured Loans—First Lien—148.1%
48Forty Solutions LLC	(e)(o)	Commercial & Professional Services	SF+550	1.0%	11/30/26	$	19.4	$	19.2	$	18.8
Accuride Corp	(i)(j)	Capital Goods	L+525	1.0%	11/17/23	20.8		20.4		17.7
Advania Sverige AB	(e)(o)	Software & Services	SR+610, 0.0% PIK (3.3% Max PIK)	0.0%	4/28/28	SEK	588.0	66.6		54.1
Advania Sverige AB	(e)(o)	Software & Services	R+610, 0.0% PIK (3.3% Max PIK)	0.0%	4/28/28	ISK	1,644.9	12.8		11.2
Affordable Care Inc	(e)(h)(i)(o)	Health Care Equipment & Services	L+550, 0.0% PIK (1.3% Max PIK)	0.8%	8/2/28	$	76.1	75.6		74.6
Alacrity Solutions Group LLC	(e)(j)(o)	Insurance	L+525	0.8%	12/22/28	40.6		39.9		39.1
Alera Group Intermediate Holdings Inc	(e)(k)(o)	Insurance	SF+600	0.8%	10/2/28	32.3		31.9		30.7

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost	Fair Value(d)
Alstom SA	(k)	Transportation	L+550, 2.5% PIK (2.5% Max PIK)	1.0%	8/29/24	6.2		5.8	3.5
American Airlines Group Inc	(k)	Transportation	L+175	0.0%	6/27/25	2.5		2.3	2.4
American Vision Partners	(e)(o)	Health Care Equipment & Services	L+575	0.8%	9/30/27	19.5		19.3	18.9
Ammeraal Beltech Holding BV	(h)(k)	Capital Goods	E+375	0.0%	7/30/25	€	4.8	4.8	4.8
Apex Group Limited	(h)	Diversified Financials	L+375	0.5%	7/27/28	$	4.2	4.2	4.0
Apex Group Limited	(h)	Diversified Financials	E+400	0.0%	7/27/28	€	1.6	1.9	1.6
Arcfield Acquisition Corp	(e)(o)	Capital Goods	L+575	0.8%	3/10/28	$	8.0	8.0	7.9
Arcos LLC/VA	(e)(h)(j)	Software & Services	L+575	1.0%	3/31/28	22.2		22.0	20.6
Ardonagh Group Ltd	(e)(i)	Insurance	SA+700	0.8%	7/14/26	£	3.8	4.7	4.5
Ardonagh Group Ltd	(e)(i)	Insurance	E+700	1.0%	7/14/26	€	0.5	0.5	0.5
Ardonagh Group Ltd	(e)(j)(k)(o)	Insurance	SF+575	0.8%	7/14/26	$	54.8	54.3	53.1
Arrotex Australia Group Pty Ltd	(e)(j)(k)(o)	Pharmaceuticals, Biotechnology & Life Sciences	B+525	1.0%	7/10/24	A$	109.4	73.9	74.5
Arrotex Australia Group Pty Ltd	(e)(j)(k)(o)	Pharmaceuticals, Biotechnology & Life Sciences	B+525	1.0%	7/10/24	8.0		5.7	5.4
athenahealth Inc	(k)	Health Care Equipment & Services	SF+350	0.5%	2/15/29	$	7.1	6.4	6.4
athenahealth Inc	(f)	Health Care Equipment & Services	SF+350	0.5%	2/15/29	0.9		0.9	0.8
Barbri Inc	(e)(h)(i)	Consumer Services	L+575	0.8%	4/28/28	47.2		47.3	46.9
BearCom Acquisition Corp	(e)(j)	Technology Hardware & Equipment	L+650, 0.5% PIK (0.5% Max PIK)	1.0%	7/5/24	2.2		2.2	2.2
BearCom Acquisition Corp	(e)(j)	Technology Hardware & Equipment	C+650, 0.5% PIK (0.5% Max PIK)	1.0%	7/5/24	C$	14.3	10.6	10.3
BearCom Acquisition Corp	(e)(f)	Technology Hardware & Equipment	C+550	1.0%	1/5/24	1.3		1.0	1.0
Belk Inc		Retailing	L+750	1.0%	7/31/25	$	0.6	0.6	0.6
Belk Inc	(g)(p)	Retailing	5.0%, 8.0% PIK (8.0% Max PIK)		7/31/25	3.1		1.7	0.4
BGB Group LLC	(e)(h)(i)(o)	Media & Entertainment	L+575	1.0%	8/16/27	54.4		54.0	53.0
Big Bus Tours Ltd	(e)(j)	Consumer Services	L+850 PIK (L+850 Max PIK)	1.0%	3/15/24	10.7		10.7	8.8
Big Bus Tours Ltd	(e)(j)	Consumer Services	E+850 PIK (E+850 Max PIK)	1.0%	3/15/24	€	12.6	14.0	11.0
Big Bus Tours Ltd	(e)(j)	Consumer Services	L+850 PIK (L+850 Max PIK)	1.0%	3/15/24	$	7.2	7.2	5.9
Bugaboo International BV	(e)(h)(i)	Consumer Durables & Apparel	E+700, 0.0% PIK (7.8% Max PIK)	0.0%	3/20/25	€	35.0	41.0	37.4
CFC Underwriting Ltd	(e)(h)(j)	Insurance	SF+500, 0.0% PIK (2.8% Max PIK)	0.5%	5/16/29	$	39.5	38.3	39.2
Cision Ltd		Software & Services	L+375	0.0%	1/29/27	3.8		3.4	2.4
ClubCorp Club Operations Inc	(j)(k)	Consumer Services	L+275	0.0%	9/18/24	31.9		29.9	28.9
Creation Technologies Inc	(k)	Technology Hardware & Equipment	L+550	0.5%	10/5/28	2.3		2.1	1.8
CSafe Global	(e)(h)(i)(k)	Capital Goods	L+625	0.8%	12/23/27	59.4		59.3	59.4
CSafe Global	(e)(h)	Capital Goods	L+625	0.8%	8/13/28	17.3		17.3	17.3

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost	Fair Value(d)
Cubic Corp	(i)	Software & Services	L+425	0.8%	5/25/28	9.1		9.1	7.7
EIF Van Hook Holdings LLC	(i)(k)	Energy	SF+525	0.0%	9/5/24	7.2		7.0	7.0
Emerald Expositions Holding Inc	(k)	Media & Entertainment	L+250	0.0%	5/22/24	1.4		1.3	1.4
Encora Digital Inc	(e)(o)	Software & Services	L+550, 0.0% PIK (2.4% Max PIK)	0.8%	12/20/28	16.3		15.9	15.4
Envirotainer Ltd	(e)(h)	Transportation	E+600, 0.0% PIK (3.0% Max PIK)	0.0%	7/30/29	€	14.9	13.9	15.1
Envirotainer Ltd	(e)(i)	Transportation	SF+600, 0.0% PIK (3.0% Max PIK)	0.8%	7/30/29	$	7.6	7.4	7.3
Excelitas Technologies Corp	(e)(k)	Technology Hardware & Equipment	E+575	0.0%	8/12/29	€	4.1	4.2	4.2
Excelitas Technologies Corp	(e)(j)(k)	Technology Hardware & Equipment	SF+575	0.8%	8/12/29	$	24.5	24.3	23.9
Follett Software Co	(e)(h)(i)	Software & Services	L+575	0.8%	8/31/28	37.5		37.2	36.7
Galaxy Universal LLC	(e)(h)	Consumer Durables & Apparel	SF+500	1.0%	11/12/26	8.8		8.8	8.7
Galway Partners Holdings LLC	(e)(k)(o)	Insurance	L+525, 0.0% PIK (1.3% Max PIK)	0.8%	9/29/28	36.9		36.2	36.4
General Datatech LP	(e)(j)	Software & Services	L+625	1.0%	6/18/27	18.3		17.7	17.1
Greystone Equity Member Corp	(e)	Diversified Financials	L+725	3.8%	4/1/26	30.2		30.1	29.3
HealthChannels LLC	(j)	Health Care Equipment & Services	L+450	0.0%	4/3/25	15.4		15.3	10.9
Hermes UK Ltd	(e)(k)	Transportation	SA+650	0.0%	11/30/27	£	14.7	19.5	16.1
Higginbotham Insurance Agency Inc	(e)(h)(i)	Insurance	L+525	0.8%	11/25/26	$	37.6	38.0	37.7
Industria Chimica Emiliana Srl	(e)(j)(k)(o)	Pharmaceuticals, Biotechnology & Life Sciences	E+725	0.0%	9/27/26	€	113.9	125.5	117.1
iNova Pharmaceuticals (Australia) Pty Limited	(e)(k)	Pharmaceuticals, Biotechnology & Life Sciences	B+650	0.8%	10/30/28	A$	34.2	22.5	22.6
Insight Global LLC	(e)(h)(i)(o)	Commercial & Professional Services	L+600	0.8%	9/22/28	$	63.7	62.9	61.8
KBP Investments LLC	(e)(h)(i)	Food & Staples Retailing	SF+550, 0.5% PIK (0.5% Max PIK)	0.8%	5/26/27	23.6		23.5	21.9
Kellermeyer Bergensons Services LLC	(e)(i)(j)	Commercial & Professional Services	L+600	1.0%	11/7/26	29.2		28.1	26.5
Lakefield Veterinary Group	(e)(o)	Health Care Equipment & Services	L+550	0.8%	11/23/28	27.1		26.7	25.9
Lakeview Farms Inc	(e)(j)	Food, Beverage & Tobacco	L+625	1.0%	6/10/27	15.5		15.4	15.0
Lexitas Inc	(e)(h)	Commercial & Professional Services	SF+675	1.0%	5/18/29	18.5		18.4	18.2
Lionbridge Technologies Inc	(e)(i)(j)	Media & Entertainment	SF+700	1.0%	12/29/25	26.8		26.3	26.9
Lloyd's Register Quality Assurance Ltd	(e)(i)(o)	Consumer Services	E+575, 0.0% PIK (6.3% Max PIK)	0.0%	12/2/28	€	44.3	48.8	45.9
MB2 Dental Solutions LLC	(e)(i)	Health Care Equipment & Services	SF+600	1.0%	1/29/27	$	11.9	11.8	11.7
Med-Metrix	(e)(o)	Software & Services	L+600	1.0%	9/15/27	11.9		11.9	12.0
Misys Ltd	(k)	Software & Services	L+350	1.0%	6/13/24	2.3		2.2	2.0
Monitronics International Inc	(h)(i)(k)	Commercial & Professional Services	L+600	1.5%	7/3/24	35.5		33.7	33.7
Motion Recruitment Partners LLC	(e)(h)(j)	Commercial & Professional Services	SF+650	1.0%	12/22/25	24.8		24.5	24.6
New Era Technology Inc	(e)(h)(j)(k)	Software & Services	L+625	1.0%	10/31/26	34.3		33.8	33.7

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost	Fair Value(d)
Novotech Pty Ltd	(e)(k)(o)	Health Care Equipment & Services	SF+525	0.5%	1/13/28	24.4		23.9	23.6
Novotech Pty Ltd	(e)(k)(o)	Health Care Equipment & Services	B+525	0.5%	1/13/28	A$	33.7	24.8	22.1
One Call Care Management Inc	(h)	Health Care Equipment & Services	L+550	0.8%	4/22/27	$	4.9	5.0	4.1
Ontic Engineering & Manufacturing Inc	(h)	Capital Goods	L+400	0.0%	10/30/26	2.1		1.9	2.1
Pantherx Specialty LLC	(e)(j)	Pharmaceuticals, Biotechnology & Life Sciences	SF+550	0.5%	7/16/29	15.9		14.8	14.6
Parts Town LLC	(e)(h)(k)(o)	Retailing	L+550	0.8%	11/1/28	49.4		48.3	47.8
Peraton Corp	(j)	Capital Goods	L+375	0.8%	2/1/28	8.8		8.4	8.6
Plaskolite, LLC	(k)	Materials	L+400	0.8%	12/15/25	1.1		1.1	1.0
Precision Global Corp	(e)(j)	Materials	L+475	1.0%	8/3/24	8.9		8.7	8.8
Pretium Packaging LLC	(j)	Household & Personal Products	L+400	0.5%	10/2/28	1.6		1.6	1.3
Project Marron	(e)(h)(j)(k)	Consumer Services	B+625	0.5%	7/2/25	A$	81.8	56.4	52.0
Project Marron	(e)(i)(j)	Consumer Services	C+625	0.5%	7/2/25	C$	52.5	40.1	36.3
Pure Fishing Inc	(i)	Consumer Durables & Apparel	L+450	0.0%	12/22/25	$	9.8	9.7	6.6
Reliant Rehab Hospital Cincinnati LLC	(e)(j)(o)	Health Care Equipment & Services	L+625	0.0%	2/28/26	33.6		32.7	26.7
Revere Superior Holdings Inc	(e)(k)	Software & Services	L+575	1.0%	9/30/26	19.6		19.6	19.6
Rise Baking Company	(e)(k)	Food, Beverage & Tobacco	L+650	1.0%	8/13/27	0.5		0.5	0.5
Rise Baking Company	(e)(j)(k)	Food, Beverage & Tobacco	L+650	1.0%	8/13/27	30.4		29.8	29.2
Rise Baking Company	(e)(f)	Food, Beverage & Tobacco	L+650	1.0%	8/13/27	1.4		1.4	1.4
RSC Insurance Brokerage Inc	(e)(k)	Insurance	SF+550	0.8%	10/30/26	18.8		18.8	18.5
Safe-Guard Products International LLC	(e)(i)(j)(k)	Diversified Financials	L+500	0.5%	1/27/27	71.7		72.1	71.7
SAMBA Safety Inc	(e)(h)(j)	Software & Services	L+525	1.0%	9/1/27	27.1		26.9	26.8
SavATree LLC	(e)(j)(k)	Consumer Services	L+525	0.8%	10/12/28	39.6		39.2	38.9
SI Group Inc	(k)	Materials	SF+475	0.0%	10/15/25	1.5		1.5	1.2
SIRVA Worldwide Inc	(i)	Commercial & Professional Services	L+550	0.0%	8/4/25	6.9		6.6	6.1
SitusAMC Holdings Corp	(e)(j)(o)	Real Estate	L+550	0.8%	12/22/27	39.5		38.7	38.1
Sorenson Communications LLC	(j)	Telecommunication Services	L+550	0.8%	3/17/26	20.0		19.3	19.1
Staples Canada	(e)(h)(i)(j)(k)	Retailing	C+700	1.0%	9/12/24	C$	74.2	57.0	55.6
Summit Interconnect Inc	(e)(o)	Capital Goods	SF+600	1.0%	9/22/28	$	19.5	19.3	18.4
Time Manufacturing Co	(e)(h)(i)	Capital Goods	E+650	0.8%	12/1/27	€	29.2	32.4	29.4
Total Safety US Inc	(h)(i)	Capital Goods	L+600	1.0%	8/18/25	$	11.2	10.1	10.6
Transaction Services Group Ltd	(e)(j)(k)(n)(o)	Software & Services	B+550	0.0%	10/14/26	A$	124.1	85.3	82.6
Unifrax I LLC / Unifrax Holding Co	(k)	Capital Goods	L+375	0.0%	12/12/25	$	2.8	2.7	2.5
Varsity Brands Inc	(k)	Consumer Durables & Apparel	L+350	1.0%	12/16/24	4.0		3.8	3.8
Version1 Software Ltd	(e)(k)	Software & Services	E+575, 0.0% PIK (1.7% Max PIK)	0.0%	7/11/29	€	2.5	2.5	2.5
Version1 Software Ltd	(e)(k)	Software & Services	SA+575, 0.0% PIK (1.7% Max PIK)	0.0%	7/11/29	£	4.0	4.7	4.7
West Corp	(i)	Software & Services	L+400	1.0%	10/10/24	$	12.1	12.0	11.2
West Corp	(i)	Software & Services	L+350	1.0%	10/10/24	2.5		2.5	2.3
Woolpert Inc	(e)(h)(i)(j)	Capital Goods	L+600	1.0%	4/5/28	53.0		52.6	51.6

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost		Fair Value(d)
Worldwise Inc	(e)(h)(i)(j)(k)(o)	Household & Personal Products	SF+625	1.0%	3/29/28	64.7		61.7		59.8
Yak Access LLC	(e)(n)	Capital Goods	SF+825	2.0%	1/27/23	0.2		0.2		0.2
Yak Access LLC	(g)(n)(p)	Capital Goods	L+500	0.0%	7/11/25	0.8		0.6		0.3
Total Senior Secured Loans—First Lien								2,522.8		2,418.2
Unfunded Loan Commitments								(3.3)		(3.3)
Net Senior Secured Loans—First Lien								2,519.5		2,414.9
Senior Secured Loans—Second Lien—23.6%
Access CIG LLC	(h)(i)	Commercial & Professional Services	L+775	0.0%	2/27/26	2.5		2.3		2.2
Ammeraal Beltech Holding BV	(e)(h)(k)(o)	Capital Goods	L+775	0.0%	9/12/26	42.8		42.1		41.8
Apex Group Limited	(e)(h)(i)(o)	Diversified Financials	L+675	0.5%	7/27/29	40.0		39.7		37.6
Cubic Corp	(e)(k)	Software & Services	L+763	0.8%	5/25/29	10.0		9.7		9.1
EaglePicher Technologies LLC	(h)	Capital Goods	L+725	0.0%	3/8/26	0.4		0.4		0.2
Element Materials Technology Group US Holdings Inc	(e)(h)(i)	Commercial & Professional Services	SA+725	0.5%	6/24/30	£	21.0	23.0		24.7
Misys Ltd	(h)(i)(k)(o)	Software & Services	L+725	1.0%	6/13/25	$	46.6	44.6		35.1
NEP Broadcasting LLC	(i)	Media & Entertainment	L+700	0.0%	10/19/26	6.8		6.7		5.1
OEConnection LLC	(e)(h)(i)(j)	Software & Services	SF+700	0.5%	9/25/27	50.0		50.0		48.4
Paradigm Acquisition Corp	(h)(k)	Health Care Equipment & Services	L+750	0.0%	10/26/26	2.5		2.5		2.4
Peraton Corp	(e)(h)(i)	Capital Goods	L+775	0.8%	2/1/29	21.5		21.3		21.2
Pretium Packaging LLC	(e)(h)(i)(j)	Household & Personal Products	L+675	0.5%	10/1/29	39.9		39.7		31.6
Pure Fishing Inc	(e)(h)	Consumer Durables & Apparel	L+838	1.0%	12/21/26	26.5		24.2		14.8
SIRVA Worldwide Inc	(i)(j)	Commercial & Professional Services	L+950	0.0%	8/3/26	10.3		8.7		8.9
Valeo Foods Group Ltd	(e)(h)	Food, Beverage & Tobacco	SA+800	0.0%	9/28/29	£	9.3	11.8		9.9
Wittur Holding GmbH	(e)(j)(k)(n)	Capital Goods	E+850, 1.0% PIK (1.0% Max PIK)	0.0%	9/23/27	€	121.1	$	132.4	$	92.0
Total Senior Secured Loans—Second Lien								459.1		385.0
Other Senior Secured Debt—1.3%
One Call Care Management Inc	(e)	Health Care Equipment & Services	8.5% PIK (8.5% Max PIK)		11/1/28	25.6		25.0		20.9
Total Other Senior Secured Debt								25.0		20.9
Subordinated Debt—1.3%
Arrotex Australia Group Pty Ltd	(e)	Pharmaceuticals, Biotechnology & Life Sciences	B+1,150 PIK (B+1,150 Max PIK)	1.0%	12/22/26	A$	25.0	16.2		17.0
athenahealth Inc		Health Care Equipment & Services	6.5%		2/15/30	$	5.5	4.8		4.1
Total Subordinated Debt								21.0		21.1
Asset Based Finance—33.2%
Abacus JV, Private Equity	(e)	Insurance				31,400,804		32.2		34.0
Altavair AirFinance, Private Equity	(e)	Capital Goods				36,500,000		43.0		42.2
Connecticut Avenue Securities Trust 2022-R08, Structured Mezzanine		Real Estate	SF+560	0.0%	7/25/42	$	2.3	2.3		2.4

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost	Fair Value(d)
GA Capital Specialty Lending Fund, Limited Partnership Interest	(e)(n)	Diversified Financials				$	1.0	—	5.3
Global Lending Services LLC, Private Equity	(e)(n)	Diversified Financials				2,209,115		2.2	2.4
Global Lending Services LLC, Private Equity	(e)	Diversified Financials				17,450,851		22.9	18.3
Kilter Finance, Preferred Stock	(e)(k)	Insurance	12.0%			$	24.0	24.0	24.0
KKR Chord IP Aggregator LP, Partnership Interest	(e)	Media & Entertainment				19,616,330		22.9	21.1
KKR Zeno Aggregator LP (K2 Aviation), Partnership Interest	(e)(n)(p)	Capital Goods				19,642,734		24.4	16.6
Lenovo Group Ltd, Structured Mezzanine	(e)	Technology Hardware & Equipment	SF+1,050	1.0%	9/30/24	$	4.7	4.7	4.7
Lenovo Group Ltd, Structured Mezzanine	(e)	Technology Hardware & Equipment	E+1,050	1.0%	9/30/24	€	3.6	3.6	3.9
Lenovo Group Ltd, Structured Mezzanine	(e)	Technology Hardware & Equipment	E+650	1.0%	9/30/24	€	5.0	5.0	5.4
Lenovo Group Ltd, Structured Mezzanine	(e)	Technology Hardware & Equipment	SA+650	1.0%	9/30/24	£	1.1	1.3	1.4
Lenovo Group Ltd, Structured Mezzanine	(e)	Technology Hardware & Equipment	SF+650	1.0%	9/30/24	$	6.5	6.5	6.5
Lenovo Group Ltd, Structured Mezzanine	(e)	Technology Hardware & Equipment	SA+1,050	1.0%	9/30/24	£	0.8	0.9	1.0
Luxembourg Life Fund - Absolute Return Fund I, 1L Term Loan	(e)(h)(n)	Insurance	L+750	1.5%	2/27/25	$	21.3	21.3	21.3
Luxembourg Life Fund - Absolute Return Fund III, Term Loan	(e)(h)(k)(n)	Insurance	L+925	0.0%	5/27/26	$	56.2	55.8	57.0
Luxembourg Life Fund - Long Term Growth Fund, Term Loan	(e)(h)(i)(k)(n)	Insurance	SF+925	0.0%	4/1/23	$	67.4	67.4	68.4
My Community Homes PropCo 2, Private Equity	(e)(p)	Real Estate				34,708,333		34.7	32.5
NewStar Clarendon 2014-1A Class D	(e)(k)(n)	Diversified Financials	17.8%		1/25/27	$	30.0	9.3	12.7
Pretium Partners LLC P1, Structured Mezzanine	(e)(h)(i)	Real Estate	2.8%, 5.3% PIK (5.3% Max PIK)		10/22/26	$	29.6	28.6	28.3
Pretium Partners LLC P2, Private Equity	(e)	Real Estate				16,772,368		16.2	13.7
Roemanu LLC (FKA Toorak Capital Partners LLC), Private Equity	(e)	Real Estate				40,000,000		50.2	47.3
Saluda Grade Alternative Mortgage Trust 2022-BC2, Term Loan	(e)(k)	Real Estate	7.3%		7/25/2030	$	24.0	23.7	23.7
Sealane Trade Finance	(e)(m)(p)	Banks				1,104,510		1.1	0.2
SG Residential Mortgage Trust 2022-2, Structured Mezzanine		Real Estate	5.4%		8/25/62	$	4.6	3.8	3.7
Star Mountain Strategic Credit Income Fund IV LP, Private Equity	(e)	Diversified Financials				42,500,000		42.5	44.0
Total Asset Based Finance								550.5	542.0
Equity/Other—11.0%
Ascent Resources Utica Holdings LLC / ARU Finance Corp, Common Stock	(e)(l)(p)	Energy				13,556		3.6	4.8

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)	Cost		Fair Value(d)
Ascent Resources Utica Holdings LLC / ARU Finance Corp, Trade Claim	(e)(l)(p)	Energy				115,178,571	30.5		40.5
athenahealth Inc, Preferred Stock	(e)	Health Care Equipment & Services	10.8% PIK (10.8% Max PIK)			50,000,000	47.5		43.2
Belk Inc, Common Stock	(e)(p)	Retailing				381	—		—
Misys Ltd, Preferred Stock	(e)	Software & Services	L+1,025 PIK (L+1,025 Max PIK)	0.0%		25,265,621	24.8		21.1
One Call Care Management Inc, Common Stock	(e)(p)	Health Care Equipment & Services				34,873	2.2		1.9
One Call Care Management Inc, Preferred Stock A	(e)(p)	Health Care Equipment & Services				371,993	23.7		20.6
One Call Care Management Inc, Preferred Stock B	(e)	Health Care Equipment & Services	9.0% PIK (9.0% Max PIK)		10/25/29	7,672,346	8.7		7.7
Pure Gym Ltd, Private Equity	(e)(p)	Consumer Services				30,218,000	39.4		39.2
Total Equity/Other							180.4		179.0
TOTAL INVESTMENTS—218.5%							$	3,755.5	$	3,562.9
Derivative Instruments—0.7%
Foreign currency forward contracts									$	11.9

____________

(a)Security may be an obligation of one or more entities affiliated with the named company.

(b)Certain variable rate securities in the Company’s portfolio bear interest at a rate determined by a publicly disclosed base rate plus a basis point spread. As of December 31, 2022, the three-month London Interbank Offered Rate, or LIBOR or “L”, was 4.77%, the Euro Interbank Offered Rate, or EURIBOR, was 2.13%, Canadian Dollar Offer Rate, or CDOR was 4.94%, the Bank Bill Swap Bid Rate, or BBSY was 3.32%, the Reykjavik Interbank Offered Rate, or REIBOR, was 6.55%, the Stockholm Interbank Offered Rate, or STIBOR, was 2.70%, the Sterling Overnight Index Average, or SONIA, was 3.43%,

the Secured Overnight Financing Rate, or SOFR, was 4.59%, and the U.S. Prime Lending Rate, or Prime, was 7.50%. PIK means paid-in-kind. PIK income accruals may be adjusted based on the fair value of the underlying investment.

(c)Denominated in U.S. dollars unless otherwise noted.

(d)Fair value is determined in accordance with the Company’s valuation process.

(e)Investments classified as Level 3.

(f)Security is an unfunded commitment. The stated rate reflects the spread disclosed at the time of commitment and may not indicate the actual rate received upon funding.

(g)Asset is on non-accrual status.

(h)Security or portion thereof held within Big Cedar Creek LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with BNP Paribas.

(i)Security or portion thereof held within Boxwood Drive Funding and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with BNP Paribas

(j)Security or portion thereof held within Chestnut Street Funding LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Citibank, N.A.

(k)Security or portion thereof held within Green Creek LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Goldman Sachs Bank.

(l)Security or portion thereof held within IC II American Energy Investment, Inc., a wholly-owned subsidiary of the company.

(m)Security or portion thereof held within JCF Cayman Ltd and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Goldman Sachs.

(n)Security or portion thereof held within Jersey City Funding LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Goldman Sachs.

(o)Security or portion thereof held within Magnolia Funding LLC.

(p)Security is non-income producing.

Credit Opportunities Partners JV, LLC Portfolio

As of December 31, 2021 (in millions)

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost		Fair Value(d)
Senior Secured Loans—First Lien—135.2%
ABB CONCISE Optical Group LLC	(j)(k)	Retailing	L+500	1.0%	6/15/23	$	16.2	$	14.5	$	15.7
Accuride Corp	(i)(j)	Capital Goods	L+525	1.0%	11/17/23	21.0		20.3		20.3
Advania Sverige AB	(e)	Software & Services	SR+610, 0.0% PIK (3.3% Max PIK)	0.0%	4/28/28	SEK	588.0	66.4		64.3
Advania Sverige AB	(e)	Software & Services	R+610, 0.0% PIK (3.3% Max PIK)	0.0%	4/28/28	ISK	1,644.9	12.8		12.5
Affordable Care Inc	(e)(h)(i)	Health Care Equipment & Services	L+550, 0.0% PIK (1.3% Max PIK)	0.8%	8/2/28	$	55.9	55.6		55.6
Alera Group Intermediate Holdings Inc	(e)(k)	Insurance	L+550	0.8%	10/2/28	20.2		20.0		20.0
Alstom SA	(k)	Transportation	L+550, 2.5% PIK (2.5% Max PIK)	1.0%	8/29/23	6.1		5.3		5.0
Ammeraal Beltech Holding BV	(h)(k)	Capital Goods	E+350	0.0%	7/30/25	€	4.8	4.7		5.4
Apex Group Limited	(h)	Diversified Financials	L+375	0.5%	7/27/28	$	4.2	4.2		4.2
Apex Group Limited	(h)	Diversified Financials	E+400	0.0%	7/27/28	€	1.6	1.9		1.8
Arcos LLC/VA	(e)(h)(j)	Software & Services	L+575	1.0%	3/31/28	$	22.4	22.2		22.3
Ardonagh Group Ltd	(e)(i)	Insurance	L+675	0.8%	7/14/26	£	3.8	4.7		5.2
Ardonagh Group Ltd	(e)(i)	Insurance	E+675	1.0%	7/14/26	€	0.5	0.5		0.6
Ardonagh Group Ltd	(e)(j)(k)	Insurance	L+550	0.8%	7/14/26	$	40.7	40.3		40.3
Arrotex Australia Group Pty Ltd	(e)(j)(k)(n)	Pharmaceuticals, Biotechnology & Life Sciences	B+525	1.0%	7/10/24	A$	109.4	73.6		79.7

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost	Fair Value(d)
Arrotex Australia Group Pty Ltd	(e)(j)(k)(n)	Pharmaceuticals, Biotechnology & Life Sciences	B+525	1.0%	7/10/24	8.0		5.7	5.8
Barbri Inc	(e)(h)(i)	Consumer Services	L+575	0.8%	4/28/28	$	47.7	47.7	47.7
BearCom Acquisition Corp	(e)(j)	Technology Hardware & Equipment	L+600	1.0%	7/5/24	2.2		2.2	2.1
BearCom Acquisition Corp	(e)(j)	Technology Hardware & Equipment	C+550	1.0%	7/5/24	C$	14.4	10.5	11.0
BearCom Acquisition Corp	(e)(f)	Technology Hardware & Equipment	C+550	1.0%	1/5/24	1.3		1.0	1.0
Belk Inc		Retailing	L+750	1.0%	7/31/25	$	0.6	0.6	0.6
Belk Inc		Retailing	5.0%, 8.0% PIK (8.0% Max PIK)		7/31/25	2.9		1.5	2.1
BGB Group LLC	(e)(h)(i)	Media & Entertainment	L+575	1.0%	8/16/27	48.5		48.2	48.3
Big Bus Tours Ltd	(e)(j)	Consumer Services	L+850 PIK (L+850 Max PIK)	1.0%	3/15/24	16.4		16.4	10.3
Big Bus Tours Ltd	(e)(j)	Consumer Services	E+850 PIK (E+850 Max PIK)	1.0%	3/15/24	€	11.5	12.9	8.3
Bugaboo International BV	(e)(h)(i)(n)	Consumer Durables & Apparel	E+700, 0.0% PIK (7.8% Max PIK)	0.0%	3/20/25	35.0		40.8	39.8
Caprock Midstream LLC	(i)	Energy	L+475	0.0%	11/3/25	$	13.3	13.0	13.2
CSafe Global	(e)(h)(i)(k)	Capital Goods	L+625	0.8%	12/23/27	60.0		59.9	60.0
CSafe Global	(e)(h)	Capital Goods	L+625	0.8%	8/13/28	17.5		17.5	17.5
Cubic Corp	(i)	Software & Services	L+425	0.8%	5/25/28	9.2		9.2	9.2
Eagleclaw Midstream Ventures LLC	(k)	Energy	L+425	1.0%	6/24/24	11.1		10.6	11.1
EIF Van Hook Holdings LLC	(i)(k)	Energy	L+525	0.0%	9/5/24	8.1		7.8	7.8
Entertainment Benefits Group LLC	(e)(k)	Media & Entertainment	L+575, 2.5% PIK (2.5% Max PIK)	1.0%	9/30/25	2.6		2.6	2.5
Follett Software Co	(e)(h)(i)	Software & Services	L+575	0.8%	8/31/28	37.9		37.5	37.7
Frontline Technologies Group LLC	(e)(i)	Software & Services	L+525	1.0%	9/18/23	19.7		19.8	19.7
Galway Partners Holdings LLC	(e)(k)	Insurance	L+525, 0.0% PIK (1.3% Max PIK)	0.8%	9/29/28	20.3		20.0	20.0
General Datatech LP	(e)(j)	Software & Services	L+625	1.0%	6/18/27	10.2		10.0	10.0
Greystone Equity Member Corp	(e)	Diversified Financials	L+725	3.8%	4/1/26	30.2		30.0	29.9
HealthChannels LLC	(j)	Health Care Equipment & Services	L+450	0.0%	4/3/25	15.6		15.5	14.3
Hermes UK Ltd	(e)	Transportation	SA+650	0.0%	11/30/27	£	14.7	19.5	19.3
Higginbotham Insurance Agency Inc	(e)(h)(i)	Insurance	L+550	0.8%	11/25/26	$	38.0	38.4	38.8
Industria Chimica Emiliana Srl	(e)(j)(k)(n)	Pharmaceuticals, Biotechnology & Life Sciences	E+725	0.0%	9/27/26	€	113.9	125.0	133.3
Insight Global LLC	(e)(h)(i)	Commercial & Professional Services	L+600	0.8%	9/22/28	$	37.9	37.5	37.4
KBP Investments LLC	(e)(h)(i)	Food & Staples Retailing	L+500	0.8%	5/26/27	23.7		23.6	23.5
Kellermeyer Bergensons Services LLC	(e)(i)(j)	Commercial & Professional Services	L+575	1.0%	11/7/26	29.5		28.1	29.6
Kettle Cuisine LLC	(j)	Food, Beverage & Tobacco	L+375	1.0%	8/25/25	16.4		16.4	15.6
Lakeview Farms Inc	(e)(j)	Food, Beverage & Tobacco	L+625	1.0%	6/10/27	15.7		15.6	15.6
Lexitas Inc	(e)(h)	Commercial & Professional Services	L+600	1.0%	11/14/25	8.0		7.9	8.1
Lexitas Inc	(e)(h)	Commercial & Professional Services	L+600	1.0%	11/14/25	10.7		10.7	10.8

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost		Fair Value(d)
Lionbridge Technologies Inc	(e)(i)(j)	Consumer Services	L+700	1.0%	12/29/25	28.3		27.7		28.9
Lipari Foods LLC	(e)(k)	Food & Staples Retailing	L+575	1.0%	1/6/25	65.3		65.2		65.4
Lloyd's Register Quality Assurance Ltd	(e)(i)(k)	Consumer Services	E+600, 0.0% PIK (6.3% Max PIK)	0.0%	12/2/28	€	44.3	48.6		48.9
Monitronics International Inc	(h)(i)(k)	Commercial & Professional Services	L+500	1.5%	7/3/24	$	35.5	32.9		35.6
Motion Recruitment Partners LLC	(e)(h)(j)	Commercial & Professional Services	L+650	1.0%	12/22/25	25.0		24.7		24.7
New Era Technology Inc	(e)(j)	Software & Services	L+625	1.0%	10/31/26	10.0		10.0		10.0
One Call Care Management Inc	(h)	Health Care Equipment & Services	L+550	0.8%	4/22/27	5.0		5.0		5.0
Ontic Engineering & Manufacturing Inc	(h)	Capital Goods	L+400	0.0%	10/30/26	2.1		$	1.9	$	2.1
Parata Systems	(e)(h)(i)	Health Care Equipment & Services	L+575	1.0%	6/30/27	57.9		57.7		58.0
Precision Global Corp	(e)(j)	Materials	L+475	1.0%	8/3/24	9.0		8.7		8.7
Premium Credit Ltd	(e)(h)(i)	Diversified Financials	L+650	0.0%	1/16/26	£	49.4	63.9		67.0
Pretium Packaging LLC	(j)	Household & Personal Products	L+400	0.5%	10/2/28	$	1.6	1.6		1.6
Project Marron	(e)(h)(j)	Consumer Services	B+625	0.0%	7/2/25	A$	63.6	43.9		43.6
Project Marron	(e)(i)(j)	Consumer Services	C+625	0.0%	7/2/25	C$	52.5	39.9		39.1
Project Marron	(e)(h)	Consumer Services	B+575	0.0%	7/2/25	A$	3.2	2.3		2.2
Pure Fishing Inc	(i)	Consumer Durables & Apparel	L+450	0.0%	12/22/25	$	9.9	9.8		9.6
Qdoba Restaurant Corp	(h)(k)	Consumer Services	L+700	1.0%	3/21/25	3.5		3.3		3.4
Reliant Rehab Hospital Cincinnati LLC	(e)(j)	Health Care Equipment & Services	L+625	0.0%	2/28/26	15.6		15.2		15.3
Revere Superior Holdings Inc	(e)(k)	Software & Services	L+575	1.0%	9/30/26	19.8		19.8		19.9
Rise Baking Company	(e)(k)	Food, Beverage & Tobacco	L+625	1.0%	8/13/27	1.0		1.0		1.0
Rise Baking Company	(e)(j)(k)	Food, Beverage & Tobacco	L+625	1.0%	8/13/27	30.7		30.0		30.1
Rise Baking Company	(e)(f)	Food, Beverage & Tobacco	L+625	1.0%	8/13/27	0.9		0.9		0.9
RSC Insurance Brokerage Inc	(e)(k)	Insurance	L+550	0.8%	10/30/26	19.0		$	19.0	$	19.2
Safe-Guard Products International LLC	(e)(i)(j)(k)	Diversified Financials	L+500	0.5%	1/27/27	75.5		76.0		75.5
SAMBA Safety Inc	(e)(h)(j)	Software & Services	L+575	1.0%	9/1/27	27.4		27.1		27.2
SavATree LLC	(e)(j)(k)	Consumer Services	L+550	0.8%	10/12/28	40.0		39.7		39.7
Sequa Corp	(h)(j)(k)	Capital Goods	L+675, 0.0% PIK (1.0% Max PIK)	1.0%	11/28/23	45.4		43.9		45.8
SIRVA Worldwide Inc	(i)	Commercial & Professional Services	L+550	0.0%	8/4/25	7.1		6.7		6.4
Staples Canada	(e)(h)(i)(j)(k)(n)	Retailing	C+700	1.0%	9/12/24	C$	87.0	67.1		70.8
Summit Interconnect Inc	(e)(j)	Capital Goods	L+600	1.0%	9/22/28	$	10.1	10.0		10.0
Time Manufacturing Co	(e)(h)(i)	Capital Goods	E+650	0.8%	12/1/27	€	29.5	32.7		32.9
Total Safety US Inc	(h)(i)	Capital Goods	L+600	1.0%	8/18/25	$	11.8	10.4		11.7
Transaction Services Group Ltd	(e)(j)(k)(n)	Software & Services	B+650	0.0%	10/15/26	A$	162.0	110.9		115.2
West Corp	(i)	Software & Services	L+400	1.0%	10/10/24	$	12.4	12.2		11.8
West Corp	(i)	Software & Services	L+350	1.0%	10/10/24	2.6		2.5		2.4
Woolpert Inc	(e)(h)(i)(j)	Capital Goods	L+600	1.0%	4/5/28	53.5		53.0		54.3
Yak Access LLC	(n)	Capital Goods	L+500	0.0%	7/11/25	0.8		0.6		0.7
Total Senior Secured Loans—First Lien								2,136.4		2,159.4
Unfunded Loan Commitments								(1.9)		(1.9)
Net Senior Secured Loans—First Lien								2,134.5		2,157.5

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost	Fair Value(d)
Senior Secured Loans—Second Lien—31.5%
Access CIG LLC	(h)(i)	Commercial & Professional Services	L+775	0.0%	2/27/26	2.5		2.2	2.5
Ammeraal Beltech Holding BV	(e)(k)(n)	Capital Goods	L+775	0.0%	9/12/26	81.5		79.8	80.3
Apex Group Limited	(e)(h)(i)	Diversified Financials	L+675	0.5%	7/27/29	32.0		31.7	32.0
EaglePicher Technologies LLC	(h)	Capital Goods	L+725	0.0%	3/8/26	0.4		0.4	0.4
Excelitas Technologies Corp	(h)(i)(j)	Technology Hardware & Equipment	L+750	1.0%	12/1/25	22.6		19.7	22.7
Misys Ltd	(h)(i)(k)	Software & Services	L+725	1.0%	6/13/25	41.2		38.8	41.2
NEP Broadcasting LLC	(i)	Media & Entertainment	L+700	0.0%	10/19/26	6.8		6.7	6.7
OEConnection LLC	(e)(h)(i)(j)	Software & Services	L+825	0.0%	9/25/27	50.0		50.0	49.1
Paradigm Acquisition Corp	(h)(k)	Health Care Equipment & Services	L+750	0.0%	10/26/26	2.5		2.5	2.5
Pretium Packaging LLC	(e)(h)(i)(j)	Household & Personal Products	L+675	0.5%	10/1/29	39.9		39.7	39.5
Pure Fishing Inc	(e)(k)	Consumer Durables & Apparel	L+838	1.0%	12/21/26	46.8		42.0	44.5
Sequa Corp	(i)(k)	Capital Goods	L+1,075, 0.0% PIK (6.8% Max PIK)	1.0%	4/28/24	39.1		33.9	39.1
SIRVA Worldwide Inc	(j)	Commercial & Professional Services	L+950	0.0%	8/3/26	3.8		3.1	3.3
Watchfire Enterprises Inc	(e)(j)	Technology Hardware & Equipment	L+825	1.0%	10/2/24	9.3		9.3	9.3
Wittur Holding GmbH	(e)(j)(k)(n)	Capital Goods	E+850, 0.5% PIK (0.5% Max PIK)	0.0%	9/23/27	€	120.5	131.5	129.3
Total Senior Secured Loans—Second Lien								491.3	502.4
Other Senior Secured Debt—1.5%
One Call Care Management Inc	(e)	Health Care Equipment & Services	8.5% PIK (8.5% Max PIK)		11/1/28	$	23.5	22.9	23.5
Total Other Senior Secured Debt								22.9	23.5
Asset Based Finance—31.0%
Abacus JV, Private Equity	(e)	Insurance				31,916,927		32.7	34.2
Altavair AirFinance, Private Equity	(e)	Capital Goods				36,500,000		43.0	44.1
GA Capital Specialty Lending Fund, Limited Partnership Interest	(e)(n)	Diversified Financials				$	1.0	—	4.5
Global Lending Services LLC, Private Equity	(e)(n)	Diversified Financials				3,653,142		3.7	4.6
Home Partners JV, Common Stock	(e)(o)	Real Estate				15,249,687		22.9	37.6
Home Partners JV, Structured Mezzanine	(e)	Real Estate	11.0% PIK (11.0% Max PIK)		3/25/29	$	38.4	38.4	38.4
KKR Zeno Aggregator LP (K2 Aviation), Partnership Interest	(e)(n)(o)	Capital Goods				19,642,734		24.4	15.9
Lenovo Group Ltd, Structured Mezzanine	(e)(n)	Technology Hardware & Equipment	7.8%		9/22/24	€	6.9	8.1	7.9
Lenovo Group Ltd, Structured Mezzanine	(e)(n)	Technology Hardware & Equipment	7.8%		9/22/24	$	10.7	10.7	10.7
Lenovo Group Ltd, Structured Mezzanine	(e)(n)	Technology Hardware & Equipment	11.8%		9/22/24	€	4.8	5.6	5.4

Company(a)	Footnotes	Industry	Interest Rate(b)	Base Rate Floor	Maturity Date	No. Shares/Principal Amount(c)		Cost		Fair Value(d)
Lenovo Group Ltd, Structured Mezzanine	(e)(n)	Technology Hardware & Equipment	11.8%		9/22/24	£	1.3	1.8		1.7
Lenovo Group Ltd, Structured Mezzanine	(e)(n)	Technology Hardware & Equipment	7.8%		9/22/24	£	1.9	2.6		2.5
Lenovo Group Ltd, Structured Mezzanine	(e)(n)	Technology Hardware & Equipment	11.8%		9/22/24	$	7.4	7.4		7.4
Luxembourg Life Fund - Absolute Return Fund I, 1L Term Loan	(e)(h)(n)	Insurance	L+750	1.5%	2/27/25	$	26.8	26.9		27.1
Luxembourg Life Fund - Absolute Return Fund III, Term Loan	(e)(h)(k)(n)	Insurance	L+925	0.0%	5/27/26	$	57.5	57.0		57.0
Luxembourg Life Fund - Long Term Growth Fund, Term Loan	(e)(h)(i)(k)(n)	Insurance	L+925	0.0%	4/1/23	$	94.6	94.1		94.5
NewStar Clarendon 2014-1A Class D	(e)(k)(n)	Diversified Financials	18.3%		1/25/27	$	30.0	9.3		15.3
Pretium Partners LLC P1, Structured Mezzanine	(e)(h)(i)	Real Estate	2.8%, 5.3% PIK (5.3% Max PIK)		10/22/26	$	18.9	18.6		19.1
Sealane Trade Finance	(e)(m)	Banks	L+375	0.0%	5/8/23	$	5.0	$	5.0	$	5.0
Sealane Trade Finance	(e)(m)	Banks	L+963	0.0%	5/8/23	$	11.2	11.2		11.2
Toorak Capital Partners LLC, Private Equity	(e)	Real Estate				40,000,000		50.2		50.4
Total Asset Based Finance								473.6		494.5
Equity/Other—5.1%
Ascent Resources Utica Holdings LLC / ARU Finance Corp, Common Stock	(e)(l)(o)	Energy				13,556		3.6		3.1
Ascent Resources Utica Holdings LLC / ARU Finance Corp, Trade Claim	(e)(l)(o)	Energy				115,178,571		30.5		26.4
Belk Inc, Common Stock	(e)(o)	Retailing				381		—		—
One Call Care Management Inc, Common Stock	(e)(o)	Health Care Equipment & Services				34,873		2.2		2.4
One Call Care Management Inc, Preferred Stock A	(e)(o)	Health Care Equipment & Services				371,993		23.7		26.1
One Call Care Management Inc, Preferred Stock B	(e)	Health Care Equipment & Services	9.0% PIK (9.0% Max PIK)		10/25/29	7,672,346		8.8		9.2
Zeta Interactive Holdings Corp, Common Stock	(k)(o)	Software & Services				1,766,696		15.1		14.9
Total Equity/Other								83.9		82.1
TOTAL INVESTMENTS—204.3%								$	3,206.2	$	3,260.0
Derivative Instruments—(0.4)%
Foreign currency forward contracts										$	(6.7)

____________

(a)Security may be an obligation of one or more entities affiliated with the named company.

(b)Certain variable rate securities in the Company’s portfolio bear interest at a rate determined by a publicly disclosed base rate plus a basis point spread. As of December 31, 2020, the three-month London Interbank Offered Rate, or LIBOR or “L”, was 0.21% and the Euro Interbank Offered Rate, or EURIBOR, was (0.57)%, Canadian Dollar Offer Rate, or CDOR, was 0.48% and the Australian Interbank Rate, or BBSY or “B”, was 0.12% the Reykjavik Interbank Offered Rate, or REIBOR, was 2.65%, the Stockholm Interbank Offered Rate, or STIBOR, was (0.05)%, the Sterling Overnight Index Average, or SONIA,

was 0.19%, and the U.S. Prime Lending Rate, or Prime, was 3.25%. PIK means paid-in-kind. PIK income accruals may be adjusted based on the fair value of the underlying investment.

(c)Denominated in U.S. dollars unless otherwise noted.

(d)Fair value determined by the Company’s board of directors.

(e)Investments classified as Level 3.

(f)Security is an unfunded commitment. The stated rate reflects the spread disclosed at the time of commitment and may not indicate the actual rate received upon funding.

(g)Not used.

(h)Security or portion thereof held within Big Cedar Creek LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with BNP Paribas.

(i)Security or portion thereof held within Boxwood Drive Funding and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with BNP Paribas.

(j)Security or portion thereof held within Chestnut Street Funding LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Citibank, N.A.

(k)Security or portion thereof held within Green Creek LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Goldman Sachs Bank.

(l)Security or portion thereof held within IC II American Energy Investment, Inc., a wholly-owned subsidiary of the company.

(m)Security or portion thereof held within JCF Cayman Ltd and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Goldman Sachs.

(n)Security or portion thereof held within Jersey City Funding LLC and is pledged as collateral supporting the amounts outstanding under the revolving credit facility with Goldman Sachs.

(o)Security is non-income producing.

Below is selected balance sheet information for COPJV as of December 31, 2022 and 2021:

	As of
	December 31, 2022		December 31, 2021
Selected Balance Sheet Information
Total investments, at fair value	$	3,562.9	$	3,260.0
Cash and other assets	259.2		414.3
Total assets	3,822.1		3,674.3
Debt	1,913.4		1,442.0
Other liabilities	276.4		636.7
Total liabilities	2,189.8		2,078.7
Member's equity	$	1,632.3	$	1,595.6

Below is selected statement of operations information for COPJV for the years ended December 31, 2022 and 2021:

	As of
	December 31, 2022		December 31, 2021
Selected Statement of Operation Information
Total investment income	$	300.9	$	189.9
Expenses
Interest expense	69.6		40.3
Custodian and accounting fees	1.3		1.1
Administrative services	10.3		6.7
Professional services	0.1		0.7
Other	0.3		0.5
Total expenses	81.6		49.3
Net investment income	219.3		140.6
Net realized and unrealized losses	(155.6)		56.3
Net increase in net assets resulting from operations	$	63.7	$	196.9