Cover
Cover - shares | 3 Months Ended | |
Dec. 31, 2022 | Feb. 06, 2023 | |
Cover [Abstract] | ||
Document Type | 10-Q | |
Document Annual Report | true | |
Document Period End Date | Dec. 31, 2022 | |
Document Transition Report | false | |
Securities Act File Number | 1-33901 | |
Entity Registrant Name | Oaktree Specialty Lending Corporation | |
Entity Incorporation, State or Country Code | DE | |
Entity Tax Identification Number | 26-1219283 | |
Entity Address, Address Line Two | 28th Floor | |
Entity Address, Address Line One | 333 South Grand Avenue | |
Entity Address, City or Town | Los Angeles | |
Entity Address, State or Province | CA | |
Entity Address, Postal Zip Code | 90071 | |
City Area Code | 213 | |
Local Phone Number | 830-6300 | |
Title of 12(b) Security | Common Stock, par value $0.01 per share | |
Trading Symbol | OCSL | |
Security Exchange Name | NASDAQ | |
Entity Current Reporting Status | Yes | |
Entity Interactive Data Current | Yes | |
Entity Filer Category | Large Accelerated Filer | |
Entity Small Business | false | |
Entity Emerging Growth Company | false | |
Entity Shell Company | false | |
Entity Common Stock, Shares Outstanding | 77,079,805 | |
Entity Central Index Key | 0001414932 | |
Document Fiscal Year Focus | 2023 | |
Document Fiscal Period Focus | FY | |
Amendment Flag | false | |
Current Fiscal Year End Date | --09-30 |
Consolidated Statements of Asse
Consolidated Statements of Assets and Liabilities - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 | Dec. 31, 2021 | |
Assets [Abstract] | ||||
Investments at fair value | $ 2,642,870 | $ 2,494,111 | ||
Cash and cash equivalents | 17,382 | 23,528 | ||
Restricted cash | 1,863 | 2,836 | ||
Interest, dividends and fees receivable | 37,802 | 35,598 | ||
Due from portfolio companies | 6,181 | 22,495 | ||
Receivables from unsettled transactions | 8,657 | 4,692 | ||
Due from broker | 39,760 | 45,530 | ||
Deferred financing costs | 6,781 | 7,350 | ||
Deferred offering costs | 32 | 32 | ||
Deferred tax asset, net | 1,722 | 1,687 | ||
Derivative assets at fair value | 0 | 6,789 | ||
Other assets | 4,210 | 1,665 | ||
Total assets | 2,767,260 | 2,646,313 | ||
Liabilities [Abstract] | ||||
Accounts payable, accrued expenses and other liabilities | 3,035 | 3,701 | ||
Base management fee and incentive fee payable | 16,871 | 15,940 | $ 15,900 | |
Due to affiliate | 3,260 | 3,180 | ||
Interest payable | 13,368 | 7,936 | ||
Payables from unsettled transactions | 20,974 | 26,981 | ||
Derivative liability at fair value | 44,139 | 41,969 | ||
Credit facilities payable | 860,000 | 700,000 | ||
Unsecured notes payable (net of $4,650 and $5,020 of unamortized financing costs as of December 31, 2022 and September 30, 2022, respectively) | 603,624 | 601,043 | ||
Total liabilities | 1,565,271 | 1,400,750 | ||
Commitments and contingencies (Note 13) | ||||
Net Assets [Abstract] | ||||
Common stock, $0.01 par value per share, 250,000 shares authorized; 61,220 and 61,125 shares issued and outstanding as of December 31, 2022 and September 30, 2022, respectively (1) | [1] | 612 | 611 | |
Additional paid-in-capital | 1,829,653 | 1,827,721 | ||
Accumulated overdistributed earnings | (628,276) | (582,769) | ||
Total net assets (equivalent to $19.63 and $20.38 per common share as of December 31, 2022 and September 30, 2022, respectively) (Note 11) (1) | 1,201,989 | 1,245,563 | $ 1,325,061 | |
Total liabilities and net assets | 2,767,260 | 2,646,313 | ||
Control Investments | ||||
Assets [Abstract] | ||||
Investments at fair value | 232,462 | 214,165 | ||
Control & Affiliate Investments | ||||
Assets [Abstract] | ||||
Investments at fair value | 23,173 | 26,196 | ||
Non-control/Non-affiliate | ||||
Assets [Abstract] | ||||
Investments at fair value | $ 2,387,235 | $ 2,253,750 | ||
[1](1) As discussed in Note 2, the Company completed a 1-for-3 reverse stock split on January 20, 2023, effective as of the commencement of trading on January 23, 2023. The issued and outstanding shares and net asset value per share reflect the reverse stock split on a retroactive basis. |
Consolidated Statements of As_2
Consolidated Statements of Assets and Liabilities (Parenthetical) $ in Thousands | Dec. 31, 2022 USD ($) $ / shares shares | Sep. 30, 2022 USD ($) $ / shares shares |
Investment owned, at cost | $ 2,778,014 | $ 2,617,754 |
Unamortized financing costs | $ 4,650 | $ 5,020 |
Common stock, par value, (in dollars per share) | $ / shares | $ 0.01 | $ 0.01 |
Common stock, shares authorized (in shares) | shares | 250,000,000 | 250,000,000 |
Common stock, shares issued (in shares) | shares | 61,220,000 | 61,125,000 |
Common stock, shares outstanding (in shares) | shares | 61,220,000 | 61,125,000 |
Net asset value per common share (dollars per share) | $ / shares | $ 19.63 | $ 20.38 |
Control Investments | ||
Investment owned, at cost | $ 281,911 | $ 260,305 |
Affiliate Investments | ||
Investment owned, at cost | 24,327 | 27,353 |
Non-control/Non-affiliate | ||
Investment owned, at cost | $ 2,471,776 | $ 2,330,096 |
Consolidated Statements of Oper
Consolidated Statements of Operations $ in Thousands | 3 Months Ended | ||
Dec. 31, 2022 USD ($) $ / shares shares | Dec. 31, 2021 USD ($) $ / shares shares | ||
Revenues [Abstract] | |||
Interest on cash and cash equivalents | $ 472 | $ 1 | |
Total interest income | 69,978 | 55,450 | |
Interest income, PIK | 6,130 | 4,663 | |
Fee income | 2,021 | 912 | |
Dividend income | 1,050 | 3,916 | |
Total investment income | 79,179 | 64,941 | |
Operating Expenses [Abstract] | |||
Base management fee | 9,917 | 9,952 | |
Part I incentive fee | 7,703 | 6,457 | |
Part II incentive fee | 0 | 1,751 | |
Professional fees | 1,500 | 1,322 | |
Directors fees | 160 | 123 | |
Interest expense | 20,719 | 9,400 | |
Administrator expense | 298 | 390 | |
General and administrative expenses | 746 | 693 | |
Total expenses | 41,043 | 30,088 | |
Fees waived | (750) | (750) | |
Net expenses | 40,293 | 29,338 | |
Net investment income before taxes | 38,886 | 35,603 | |
(Provision) benefit for taxes on net investment income | 0 | (3,308) | |
Excise tax | (78) | 0 | |
Net investment income | 38,808 | 32,295 | |
Unrealized appreciation (depreciation): | |||
Foreign currency forward contracts | (11,001) | (837) | |
Net unrealized appreciation (depreciation) | (22,982) | (4,586) | |
Realized gains (losses): | |||
Foreign currency forward contracts | 4,448 | 2,972 | |
Net realized gains (losses) | (3,203) | 9,321 | |
(Provision) benefit for taxes on realized and unrealized gains (losses) | 549 | 2,378 | |
Net realized and unrealized gains (losses), net of taxes | (25,636) | 7,113 | |
Net increase (decrease) in net assets resulting from operations | $ 13,172 | $ 39,408 | |
Net investment income per common share - basic and diluted (dollars per share) | $ / shares | [1] | $ 0.63 | $ 0.54 |
Earnings (loss) per common share - basic (dollars per share) | $ / shares | [1] | 0.22 | 0.66 |
Earnings (loss) per common share - diluted (dollars per share) | $ / shares | [1] | $ 0.22 | $ 0.66 |
Weighted average common shares outstanding - basic (shares) | shares | [1] | 61,142,000 | 60,127,000 |
Weighted average common shares outstanding - diluted (shares) | shares | [1] | 61,142,000 | 60,127,000 |
Control Investments | |||
Revenues [Abstract] | |||
Interest income | $ 4,567 | $ 3,480 | |
Fee income | 13 | 13 | |
Dividend income | 1,050 | 3,916 | |
Unrealized appreciation (depreciation): | |||
Net unrealized appreciation (depreciation) | (3,309) | (667) | |
Realized gains (losses): | |||
Realized gain (loss) | 0 | 1,868 | |
Control & Affiliate Investments | |||
Revenues [Abstract] | |||
Interest income | 641 | 334 | |
Fee income | 5 | 5 | |
Unrealized appreciation (depreciation): | |||
Net unrealized appreciation (depreciation) | 3 | (251) | |
Non-control/Non-affiliate | |||
Revenues [Abstract] | |||
Interest income | 64,298 | 51,635 | |
Interest income, PIK | 6,130 | 4,663 | |
Fee income | 2,003 | 894 | |
Unrealized appreciation (depreciation): | |||
Net unrealized appreciation (depreciation) | (8,675) | (2,831) | |
Realized gains (losses): | |||
Realized gain (loss) | $ (7,651) | $ 4,481 | |
[1](1) As discussed in Note 2, the Company completed a 1-for-3 reverse stock split on January 20, 2023, effective as of the commencement of trading on January 23, 2023. The weighted average common shares outstanding and per share information reflect the reverse stock split on a retroactive basis. |
Consolidated Statements of Chan
Consolidated Statements of Changes in Net Assets $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 USD ($) $ / shares shares | Dec. 31, 2021 USD ($) $ / shares shares | |
Net increase (decrease) in net assets resulting from operations | ||
Net investment income | $ 38,808 | $ 32,295 |
Net unrealized appreciation (depreciation) | (22,982) | (4,586) |
Net realized gains (losses) | (3,203) | 9,321 |
(Provision) benefit for taxes on realized and unrealized gains (losses) | 549 | 2,378 |
Net increase (decrease) in net assets resulting from operations | 13,172 | 39,408 |
Stockholder transactions: | ||
Net increase (decrease) in net assets from stockholder transactions | (58,679) | (27,956) |
Capital share transactions: | ||
Issuance of common stock under dividend reinvestment plan | 1,933 | 786 |
Net increase (decrease) in net assets from capital share transactions | 1,933 | 786 |
Total increase (decrease) in net assets | (43,574) | 12,238 |
Net assets | $ 1,201,989 | $ 1,325,061 |
Net asset value per common share (dollars per share) | $ / shares | $ 19.63 | $ 22.03 |
Common shares outstanding at end of period (shares) | shares | 61,220,000 | 60,156,000 |
Consolidated Statement of Cash
Consolidated Statement of Cash Flows $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 USD ($) | Dec. 31, 2021 USD ($) | |
Operating activities: | ||
Net increase (decrease) in net assets resulting from operations | $ 13,172 | $ 39,408 |
Adjustments to reconcile net increase (decrease) in net assets resulting from operations to net cash provided by (used in) operating activities: | ||
Net unrealized (appreciation) depreciation | 22,982 | 4,586 |
Net realized (gains) losses | 3,203 | (9,321) |
PIK interest income | (6,130) | (4,663) |
Accretion of original issue discount on investments | (5,127) | (7,076) |
Accretion of original issue discount on unsecured notes payable | 170 | 170 |
Amortization of deferred financing costs | 828 | 924 |
Deferred taxes | (35) | (959) |
Purchases of investments | (261,404) | (246,623) |
Proceeds from the sales and repayments of investments | 108,831 | 235,020 |
Changes in operating assets and liabilities: | ||
(Increase) decrease in interest, dividends and fees receivable | (1,842) | 1,796 |
(Increase) decrease in due from portfolio companies | 16,314 | (803) |
(Increase) decrease in receivables from unsettled transactions | (3,966) | (17,673) |
(Increase) decrease in due from broker | 5,770 | (1,810) |
(Increase) decrease in other assets | (2,546) | (564) |
Increase (decrease) in accounts payable, accrued expenses and other liabilities | (554) | 3,145 |
Increase (decrease) in base management fee and incentive fee payable | 931 | (6,459) |
Increase (decrease) in due to affiliate | 80 | (854) |
Increase (decrease) in interest payable | 5,432 | 2,101 |
Increase (decrease) in payables from unsettled transactions | (6,007) | 32,717 |
Increase (decrease) in director fees payable | 0 | 123 |
Net cash provided by (used in) operating activities | (109,898) | 23,185 |
Financing activities: | ||
Distributions paid in cash | (56,746) | (27,170) |
Borrowings under credit facilities | 202,000 | 70,000 |
Repayments of borrowings under credit facilities | (42,000) | (50,000) |
Deferred financing costs paid | 0 | (334) |
Net cash provided by (used in) financing activities | 103,254 | (7,504) |
Effect of exchange rate changes on foreign currency | (475) | (1,259) |
Net increase (decrease) in cash and cash equivalents and restricted cash | (7,119) | 14,422 |
Cash and cash equivalents and restricted cash, beginning of period | 26,364 | 31,635 |
Cash and cash equivalents and restricted cash, end of period | 19,245 | 46,057 |
Supplemental information: | ||
Cash paid for interest | 14,289 | 6,205 |
Non-cash financing activities: | ||
Issuance of common stock under dividend reinvestment plan | 1,933 | $ 786 |
Reconciliation to the Consolidated Statements of Assets and Liabilities [Abstract] | ||
Cash and cash equivalents | 17,382 | |
Restricted cash | 1,863 | |
Total cash and cash equivalents and restricted cash | $ 19,245 |
Consolidated Schedule of Invest
Consolidated Schedule of Investments € in Thousands, $ in Thousands | Dec. 31, 2022 USD ($) $ / shares shares | Dec. 31, 2022 EUR (€) shares | Sep. 30, 2022 USD ($) $ / shares shares | Sep. 30, 2022 EUR (€) shares | Dec. 31, 2021 $ / shares shares | ||||
Investment owned, at cost | $ 2,778,014 | $ 2,617,754 | |||||||
Investments at fair value | $ 2,642,870 | $ 2,494,111 | |||||||
% of Total Net Assets | 219.87% | [1],[2],[3],[4],[5] | 219.87% | [1],[2],[3],[4],[5] | 200.24% | [6],[7],[8],[9],[10] | 200.24% | [6],[7],[8],[9],[10] | |
Money market funds, at carrying value | $ 19,245 | $ 26,364 | |||||||
Money market funds, percent of net assets | 1.60% | [1],[2],[3],[4],[5] | 1.60% | [1],[2],[3],[4],[5] | 2.10% | [6],[7],[8],[9],[10] | 2.10% | [6],[7],[8],[9],[10] | |
Investment owned and money market funds, percent of net assets | 221.50% | [1],[2],[3],[4],[5] | 221.50% | [1],[2],[3],[4],[5] | 202.40% | [6],[7],[8],[9],[10] | 202.40% | [6],[7],[8],[9],[10] | |
Total investment owned, at cost and money market funds, at carrying value | $ 2,797,259 | $ 2,644,118 | |||||||
Total investment owned, at fair value and money market funds, at carrying value | 2,662,115 | $ 2,520,475 | |||||||
Control Investments | |||||||||
Investment owned, ownership percentage | 17.20% | [6],[7],[8],[9],[10],[11],[12] | 17.20% | [6],[7],[8],[9],[10],[11],[12] | |||||
Investment owned, at cost | 281,911 | $ 260,305 | |||||||
Investments at fair value | $ 232,462 | $ 214,165 | |||||||
% of Total Net Assets | 19.30% | [1],[2],[3],[4],[5],[13] | 19.30% | [1],[2],[3],[4],[5],[13] | 19.60% | ||||
Affiliate Investments | |||||||||
Investment interest rate | 2.10% | [6],[7],[8],[9],[10],[11],[12] | 2.10% | [6],[7],[8],[9],[10],[11],[12] | |||||
Investment owned, at cost | $ 24,327 | $ 27,353 | |||||||
Investments at fair value | $ 23,173 | 26,196 | |||||||
% of Total Net Assets | 1.90% | [1],[2],[3],[4],[5],[13] | 1.90% | [1],[2],[3],[4],[5],[13] | 1.40% | ||||
Non-control/Non-affiliate | |||||||||
Investment owned, at cost | $ 2,471,776 | 2,330,096 | |||||||
Investments at fair value | $ 2,387,235 | $ 2,253,750 | |||||||
% of Total Net Assets | 198.60% | [1],[2],[3],[4],[5] | 198.60% | [1],[2],[3],[4],[5] | 180.90% | [6],[7],[8],[9],[10] | 180.90% | [6],[7],[8],[9],[10] | |
C5 Technology Holdings LLC | |||||||||
Investment owned, at cost | $ 34,984 | $ 34,984 | |||||||
Investments at fair value | 27,638 | 27,638 | |||||||
Dominion Diagnostic LLC | |||||||||
Investment owned, at cost | 29,519 | 29,555 | |||||||
Investments at fair value | 18,524 | 19,279 | |||||||
OCSI Glick JV LLC | |||||||||
Investment owned, at cost | 49,961 | 50,194 | |||||||
Investments at fair value | 49,536 | 50,283 | |||||||
Senior Loan Fund JV I, LLC | |||||||||
Investment owned, at cost | 167,447 | 145,572 | |||||||
Investments at fair value | 136,764 | 116,965 | |||||||
Assembled Brands Capital LLC | |||||||||
Investment owned, at cost | 23,247 | 26,273 | |||||||
Investments at fair value | 22,849 | 25,818 | |||||||
Caregiver Services Inc | |||||||||
Investment owned, at cost | 1,080 | 1,080 | |||||||
Investments at fair value | 324 | 378 | |||||||
107 Fair Street LLC | |||||||||
Investment owned, at cost | 1,111 | ||||||||
Investments at fair value | 1,108 | ||||||||
112-126 Van Houten Real22 LLC | |||||||||
Investment owned, at cost | 3,167 | ||||||||
Investments at fair value | 3,159 | ||||||||
109 Montgomery Owner LLC | |||||||||
Investment owned, at cost | 356 | ||||||||
Investments at fair value | 727 | ||||||||
A.T. Holdings II Ltd. | |||||||||
Investment owned, at cost | 15,939 | ||||||||
Investments at fair value | 15,939 | ||||||||
AT Holdings II SÀRL | |||||||||
Investment owned, at cost | 15,640 | 33,960 | |||||||
Investments at fair value | 15,722 | 34,891 | |||||||
Access CIG LLC | |||||||||
Investment owned, at cost | 19,932 | 19,927 | |||||||
Investments at fair value | 17,800 | 19,075 | |||||||
Accupac Inc | |||||||||
Investment owned, at cost | 16,542 | 16,148 | |||||||
Investments at fair value | 16,801 | 16,433 | |||||||
Acquia Inc | |||||||||
Investment owned, at cost | 28,360 | 27,928 | |||||||
Investments at fair value | 28,548 | 28,056 | |||||||
ADB Companies LLC | |||||||||
Investment owned, at cost | 14,079 | 14,217 | |||||||
Investments at fair value | 14,254 | 14,431 | |||||||
ADC Therapeutics SA | |||||||||
Investment owned, at cost | 6,405 | 6,392 | |||||||
Investments at fair value | 6,289 | 6,298 | |||||||
Aden & Anais Merger Sub Inc | |||||||||
Investment owned, at cost | 5,165 | 5,165 | |||||||
Investments at fair value | 0 | 0 | |||||||
AI Sirona Luxembourg Acquisition Sarl | |||||||||
Investment owned, at cost | 27,775 | 27,752 | |||||||
Investments at fair value | 24,255 | 22,143 | |||||||
AIP RD Buyer Corp | |||||||||
Investment owned, at cost | 15,515 | 15,506 | |||||||
Investments at fair value | 15,488 | 15,201 | |||||||
AirStrip Technologies Inc | |||||||||
Investment owned, at cost | 90 | 90 | |||||||
Investments at fair value | 0 | 0 | |||||||
All Web Leads Inc | |||||||||
Investment owned, at cost | 22,547 | 22,057 | |||||||
Investments at fair value | 22,354 | 22,141 | |||||||
Altice France SA | |||||||||
Investment owned, at cost | 3,533 | 3,518 | |||||||
Investments at fair value | 3,095 | 3,057 | |||||||
Alvogen Pharma US Inc | |||||||||
Investment owned, at cost | 12,711 | 12,847 | |||||||
Investments at fair value | 12,903 | 13,068 | |||||||
Alvotech Holdings SA | |||||||||
Investment owned, at cost | 56,855 | 52,804 | |||||||
Investments at fair value | 61,770 | 51,513 | |||||||
American Auto Auction Group LLC | |||||||||
Investment owned, at cost | 14,503 | 14,492 | |||||||
Investments at fair value | 11,439 | 13,284 | |||||||
American Tire Distributors Inc | |||||||||
Investment owned, at cost | 9,747 | 9,772 | |||||||
Investments at fair value | 9,081 | 9,293 | |||||||
Amplify Finco Pty Ltd | |||||||||
Investment owned, at cost | 26,202 | 26,161 | |||||||
Investments at fair value | 26,470 | 26,645 | |||||||
Anastasia Parent LLC | |||||||||
Investment owned, at cost | 2,254 | 2,260 | |||||||
Investments at fair value | 2,043 | 2,189 | |||||||
Ankura Consulting Group LLC | |||||||||
Investment owned, at cost | 2,951 | 4,281 | |||||||
Investments at fair value | 2,558 | 3,813 | |||||||
Apptio Inc | |||||||||
Investment owned, at cost | 35,130 | 34,600 | |||||||
Investments at fair value | 35,063 | 34,584 | |||||||
APX Group Inc | |||||||||
Investment owned, at cost | 1,742 | 1,733 | |||||||
Investments at fair value | 1,721 | 1,645 | |||||||
Ardonagh Midco PLC | |||||||||
Investment owned, at cost | 39,268 | 35,628 | |||||||
Investments at fair value | 39,057 | 33,081 | |||||||
ASP Unifrax Holdings Inc | |||||||||
Investment owned, at cost | 7,628 | ||||||||
Investments at fair value | 5,567 | ||||||||
Associated Asphalt Partners LLC | |||||||||
Investment owned, at cost | 2,353 | 2,331 | |||||||
Investments at fair value | 1,928 | 1,934 | |||||||
Astra Acquisition Corp | |||||||||
Investment owned, at cost | 5,489 | 5,482 | |||||||
Investments at fair value | 5,006 | 4,822 | |||||||
athenahealth Group Inc | |||||||||
Investment owned, at cost | 18,264 | 18,264 | |||||||
Investments at fair value | 15,606 | 16,575 | |||||||
Athenex Inc | |||||||||
Investment owned, at cost | 21,768 | 22,166 | |||||||
Investments at fair value | 20,692 | 21,137 | |||||||
Aurora Lux Finco SÀRL | |||||||||
Investment owned, at cost | 22,050 | 22,086 | |||||||
Investments at fair value | 21,274 | 21,326 | |||||||
The Avery | |||||||||
Investment owned, at cost | 18,980 | 19,379 | |||||||
Investments at fair value | 19,124 | 19,482 | |||||||
BAART Programs Inc | |||||||||
Investment owned, at cost | 14,598 | 13,632 | |||||||
Investments at fair value | 14,218 | 13,149 | |||||||
Berner Food & Beverage LLC | |||||||||
Investment owned, at cost | 33,414 | 34,272 | |||||||
Investments at fair value | 33,390 | 33,670 | |||||||
BioXcel Therapeutics Inc | |||||||||
Investment owned, at cost | 7,741 | 7,589 | |||||||
Investments at fair value | 7,735 | 7,565 | |||||||
Blackhawk Network Holdings Inc | |||||||||
Investment owned, at cost | 30,300 | 30,276 | |||||||
Investments at fair value | 26,391 | 29,017 | |||||||
Blumenthal Temecula LLC | |||||||||
Investment owned, at cost | 5,869 | 5,869 | |||||||
Investments at fair value | 5,898 | 5,884 | |||||||
Cadence Aerospace LLC | |||||||||
Investment owned, at cost | 13,700 | 13,471 | |||||||
Investments at fair value | 13,178 | 13,143 | |||||||
Carvana Co | |||||||||
Investment owned, at cost | 5,825 | ||||||||
Investments at fair value | 4,724 | ||||||||
CCO Holdings LLC | |||||||||
Investment owned, at cost | 1,746 | ||||||||
Investments at fair value | 1,603 | ||||||||
CircusTrix Holdings LLC | |||||||||
Investment owned, at cost | 10,201 | 10,004 | |||||||
Investments at fair value | 10,465 | 10,209 | |||||||
CITGO Holding Inc | |||||||||
Investment owned, at cost | 7,857 | ||||||||
Investments at fair value | 7,807 | ||||||||
CITGO Petroleum Corp | |||||||||
Investment owned, at cost | 770 | ||||||||
Investments at fair value | 797 | ||||||||
Clear Channel Outdoor Holdings Inc | |||||||||
Investment owned, at cost | 4,960 | 6,188 | |||||||
Investments at fair value | 3,668 | 4,807 | |||||||
Condor Merger Sub Inc | |||||||||
Investment owned, at cost | 8,248 | 8,243 | |||||||
Investments at fair value | 6,785 | 6,900 | |||||||
Continental Intermodal Group LP | |||||||||
Investment owned, at cost | 19,934 | 22,290 | |||||||
Investments at fair value | 18,113 | 20,853 | |||||||
Convergeone Holdings Inc | |||||||||
Investment owned, at cost | 11,684 | 11,697 | |||||||
Investments at fair value | 6,963 | 8,596 | |||||||
Conviva Inc | |||||||||
Investment owned, at cost | 605 | 605 | |||||||
Investments at fair value | 894 | 894 | |||||||
CorEvitas LLC | |||||||||
Investment owned, at cost | 14,506 | 15,142 | |||||||
Investments at fair value | 15,945 | 16,821 | |||||||
Covetrus Inc | |||||||||
Investment owned, at cost | 9,733 | 9,716 | |||||||
Investments at fair value | 9,711 | 9,681 | |||||||
Coyote Buyer LLC | |||||||||
Investment owned, at cost | 17,753 | 17,777 | |||||||
Investments at fair value | 17,772 | 17,817 | |||||||
Delivery Hero FinCo LLC | |||||||||
Investment owned, at cost | 10,521 | 4,882 | |||||||
Investments at fair value | 10,997 | 4,757 | |||||||
Delta Leasing SPV II LLC | |||||||||
Investment owned, at cost | 8,786 | 4,604 | |||||||
Investments at fair value | 8,786 | 4,604 | |||||||
Delta Topco Inc | |||||||||
Investment owned, at cost | 6,647 | 6,647 | |||||||
Investments at fair value | 5,319 | 5,934 | |||||||
Dialyze Holdings LLC | |||||||||
Investment owned, at cost | 21,838 | 24,353 | |||||||
Investments at fair value | 22,703 | 24,161 | |||||||
DigitalAI Software Holdings Inc | |||||||||
Investment owned, at cost | 9,822 | 9,827 | |||||||
Investments at fair value | 10,007 | 10,032 | |||||||
DirecTV Financing LLC | |||||||||
Investment owned, at cost | 8,012 | 18,970 | |||||||
Investments at fair value | 7,968 | 17,973 | |||||||
DTI Holdco Inc | |||||||||
Investment owned, at cost | 4,897 | 4,906 | [14] | ||||||
Investments at fair value | 4,607 | 4,760 | [14] | ||||||
Eagleview Technology Corporation | |||||||||
Investment owned, at cost | 8,884 | 8,884 | |||||||
Investments at fair value | 7,897 | 8,503 | |||||||
EOS Fitness Opco Holdings LLC | |||||||||
Investment owned, at cost | 488 | 488 | |||||||
Investments at fair value | 1,067 | 966 | |||||||
Establishment Labs Holdings Inc | |||||||||
Investment owned, at cost | 12,108 | 10,278 | |||||||
Investments at fair value | 11,794 | 10,231 | |||||||
Fairbridge Strategic Capital Funding LLC | |||||||||
Investment owned, at cost | 31,000 | 27,850 | |||||||
Investments at fair value | 31,003 | 27,853 | |||||||
FINThrive Software Intermediate Holdings Inc | |||||||||
Investment owned, at cost | 24,685 | 24,685 | |||||||
Investments at fair value | 19,273 | 21,646 | |||||||
Fortress Biotech Inc | |||||||||
Investment owned, at cost | 9,511 | 9,476 | |||||||
Investments at fair value | 8,948 | 9,074 | |||||||
Frontier Communications Holdings LLC | |||||||||
Investment owned, at cost | 4,432 | 4,420 | |||||||
Investments at fair value | 3,841 | 3,845 | |||||||
GKD Index Partners LLC | |||||||||
Investment owned, at cost | 25,954 | 26,183 | |||||||
Investments at fair value | 25,909 | 26,113 | |||||||
Global Medical Response Inc | |||||||||
Investment owned, at cost | 865 | 5,435 | |||||||
Investments at fair value | 899 | 4,848 | |||||||
Grove Hotel Parcel Owner LLC | |||||||||
Investment owned, at cost | 13,943 | 13,960 | |||||||
Investments at fair value | 13,904 | 13,985 | |||||||
Harbor Purchaser Inc | |||||||||
Investment owned, at cost | 9,070 | 9,080 | |||||||
Investments at fair value | 8,938 | 8,582 | |||||||
iCIMs Inc | |||||||||
Investment owned, at cost | 21,753 | 18,843 | |||||||
Investments at fair value | 21,230 | 18,835 | |||||||
Immucor Inc | |||||||||
Investment owned, at cost | 30,796 | 30,563 | |||||||
Investments at fair value | 31,910 | 30,682 | |||||||
Impel Neuropharma Inc | |||||||||
Investment owned, at cost | 25,438 | 25,027 | |||||||
Investments at fair value | 25,304 | 25,025 | |||||||
Innocoll Pharmaceuticals Limited | |||||||||
Investment owned, at cost | 6,704 | 6,688 | |||||||
Investments at fair value | 6,998 | 7,017 | |||||||
Integral Development Corporation | |||||||||
Investment owned, at cost | 113 | 113 | |||||||
Investments at fair value | 0 | 0 | |||||||
Inventus Power Inc | |||||||||
Investment owned, at cost | 32,071 | 32,081 | |||||||
Investments at fair value | 31,249 | 31,288 | |||||||
INW Manufacturing LLC | |||||||||
Investment owned, at cost | 34,394 | 34,806 | |||||||
Investments at fair value | 30,059 | 31,528 | |||||||
IPC Corp | |||||||||
Investment owned, at cost | 33,660 | 33,612 | |||||||
Investments at fair value | 32,553 | 32,639 | |||||||
Ivanti Software Inc | |||||||||
Investment owned, at cost | 10,196 | 10,196 | |||||||
Investments at fair value | 5,994 | 7,702 | |||||||
Jazz Acquisition Inc | |||||||||
Investment owned, at cost | 35,398 | 35,648 | |||||||
Investments at fair value | 36,659 | 36,873 | |||||||
Kings Buyer LLC | |||||||||
Investment owned, at cost | 14,093 | 13,798 | |||||||
Investments at fair value | 13,752 | 13,643 | |||||||
LaserShip Inc | |||||||||
Investment owned, at cost | 24,034 | 2,370 | |||||||
Investments at fair value | 25,864 | 1,867 | |||||||
Lift Brands Holdings Inc | |||||||||
Investment owned, at cost | 1,399 | 1,399 | |||||||
Investments at fair value | 0 | 0 | |||||||
Lightbox Intermediate LP | |||||||||
Investment owned, at cost | 36,233 | 40,243 | |||||||
Investments at fair value | 35,621 | 39,573 | |||||||
Liquid Environmental Solutions Corporation | |||||||||
Investment owned, at cost | 7,063 | 7,059 | |||||||
Investments at fair value | 6,923 | 6,942 | |||||||
LSL Holdco LLC | |||||||||
Investment owned, at cost | 22,940 | 20,566 | |||||||
Investments at fair value | 22,103 | 20,358 | |||||||
LTI Holdings Inc | |||||||||
Investment owned, at cost | 2,095 | 2,092 | |||||||
Investments at fair value | 1,712 | 1,890 | |||||||
Marinus Pharmaceuticals Inc | |||||||||
Investment owned, at cost | 16,972 | 16,954 | |||||||
Investments at fair value | 16,573 | 16,644 | |||||||
Mesoblast Inc | |||||||||
Investment owned, at cost | 7,198 | 7,131 | |||||||
Investments at fair value | 6,777 | 6,610 | |||||||
MHE Intermediate Holdings LLC | |||||||||
Investment owned, at cost | 18,235 | 18,065 | |||||||
Investments at fair value | 17,826 | 17,637 | |||||||
Mindbody Inc | |||||||||
Investment owned, at cost | 44,568 | 44,635 | |||||||
Investments at fair value | 44,398 | 44,423 | |||||||
Mosaic Companies LLC | |||||||||
Investment owned, at cost | 45,266 | 45,802 | |||||||
Investments at fair value | 45,127 | 45,421 | |||||||
MRI Software LLC | |||||||||
Investment owned, at cost | 25,368 | 29,103 | |||||||
Investments at fair value | 24,673 | 28,587 | |||||||
Navisite LLC | |||||||||
Investment owned, at cost | 22,260 | 22,241 | |||||||
Investments at fair value | 21,545 | 21,524 | |||||||
NeuAG LLC | |||||||||
Investment owned, at cost | 49,271 | 49,301 | |||||||
Investments at fair value | 52,292 | 51,972 | |||||||
NFP Corp | |||||||||
Investment owned, at cost | 9,787 | 9,773 | |||||||
Investments at fair value | 8,423 | 7,966 | |||||||
NN Inc | |||||||||
Investment owned, at cost | 57,577 | 57,655 | |||||||
Investments at fair value | 55,958 | 56,805 | |||||||
OEConnection LLC | |||||||||
Investment owned, at cost | 10,561 | 10,551 | |||||||
Investments at fair value | 10,388 | 10,444 | |||||||
OTG Management LLC | |||||||||
Investment owned, at cost | 21,698 | 21,236 | |||||||
Investments at fair value | 21,993 | 21,557 | |||||||
P & L Development LLC | |||||||||
Investment owned, at cost | 7,817 | 7,820 | |||||||
Investments at fair value | 6,318 | 5,846 | |||||||
Park Place Technologies LLC | |||||||||
Investment owned, at cost | 4,703 | 9,460 | |||||||
Investments at fair value | 4,575 | 9,374 | |||||||
Performance Health Holdings Inc | |||||||||
Investment owned, at cost | 17,705 | 17,690 | |||||||
Investments at fair value | 17,537 | 17,537 | |||||||
PFNY Holdings LLC | |||||||||
Investment owned, at cost | 29,094 | 27,877 | |||||||
Investments at fair value | 29,046 | 28,083 | |||||||
Planview Parent Inc | |||||||||
Investment owned, at cost | 28,198 | 28,198 | |||||||
Investments at fair value | 25,693 | 27,482 | |||||||
Pluralsight LLC | |||||||||
Investment owned, at cost | 49,709 | 47,898 | |||||||
Investments at fair value | 49,149 | 47,044 | |||||||
PRGX Global Inc | |||||||||
Investment owned, at cost | 30,514 | 32,976 | |||||||
Investments at fair value | 30,650 | 33,156 | |||||||
Profrac Holdings II LLC | |||||||||
Investment owned, at cost | 22,496 | 22,722 | |||||||
Investments at fair value | 22,432 | 22,810 | |||||||
Project Boost Purchaser LLC | |||||||||
Investment owned, at cost | 5,173 | 5,168 | |||||||
Investments at fair value | 4,955 | 5,047 | |||||||
Quantum Bidco Limited | |||||||||
Investment owned, at cost | 4,655 | 4,646 | |||||||
Investments at fair value | 3,599 | 3,367 | |||||||
QuorumLabs Inc | |||||||||
Investment owned, at cost | 375 | 375 | |||||||
Investments at fair value | 0 | 0 | |||||||
Radiology Partners Inc | |||||||||
Investment owned, at cost | 7,942 | 7,922 | |||||||
Investments at fair value | 5,547 | 5,989 | |||||||
Relativity ODA LLC | |||||||||
Investment owned, at cost | 24,962 | 24,222 | |||||||
Investments at fair value | 24,799 | 24,037 | |||||||
Renaissance Holding Corp | |||||||||
Investment owned, at cost | 3,515 | 3,515 | |||||||
Investments at fair value | 3,315 | 3,402 | |||||||
RP Escrow Issuer LLC | |||||||||
Investment owned, at cost | 1,218 | ||||||||
Investments at fair value | 1,097 | ||||||||
RumbleOn Inc | |||||||||
Investment owned, at cost | 45,794 | 47,560 | |||||||
Investments at fair value | 44,783 | 47,021 | |||||||
Sabert Corporation, First Lien Term Loan | |||||||||
Investment owned, at cost | 27,926 | 1,610 | |||||||
Investments at fair value | 27,925 | 1,623 | |||||||
ShareThis Inc | |||||||||
Investment owned, at cost | 367 | 367 | |||||||
Investments at fair value | 0 | 0 | |||||||
SiO Medical Products Inc | |||||||||
Investment owned, at cost | 47,128 | 46,094 | |||||||
Investments at fair value | 44,763 | 45,976 | |||||||
SM Wellness Holdings Inc | |||||||||
Investment owned, at cost | 11,756 | 8,972 | |||||||
Investments at fair value | 9,371 | 8,289 | |||||||
SonicWall US Holdings Inc | |||||||||
Investment owned, at cost | 3,163 | 3,163 | |||||||
Investments at fair value | 2,971 | 2,997 | |||||||
Sorrento Therapeutics Inc | |||||||||
Investment owned, at cost | 197 | 197 | |||||||
Investments at fair value | 44 | 79 | |||||||
Spanx LLC | |||||||||
Investment owned, at cost | 4,727 | 5,268 | |||||||
Investments at fair value | 4,675 | 5,223 | |||||||
SPX Flow Inc | |||||||||
Investment owned, at cost | 1,410 | 1,410 | |||||||
Investments at fair value | 1,401 | 1,393 | |||||||
SumUp Holdings Luxembourg SÀRL | |||||||||
Investment owned, at cost | 19,415 | 19,414 | |||||||
Investments at fair value | 17,732 | 16,360 | |||||||
Sunland Asphalt & Construction LLC | |||||||||
Investment owned, at cost | 41,624 | 41,654 | |||||||
Investments at fair value | 41,702 | 41,723 | |||||||
Supermoose Borrower LLC | |||||||||
Investment owned, at cost | 3,162 | 3,141 | |||||||
Investments at fair value | 2,994 | 3,056 | |||||||
SVP-Singer Holdings Inc | |||||||||
Investment owned, at cost | 19,554 | 19,550 | |||||||
Investments at fair value | 17,917 | 18,188 | |||||||
Swordfish Merger Sub LLC | |||||||||
Investment owned, at cost | 12,476 | 12,474 | |||||||
Investments at fair value | 11,434 | 11,469 | |||||||
Tacala LLC | |||||||||
Investment owned, at cost | 9,343 | 9,338 | |||||||
Investments at fair value | 8,610 | 8,692 | |||||||
Tahoe Bidco BV | |||||||||
Investment owned, at cost | 22,805 | 22,786 | |||||||
Investments at fair value | 22,840 | 22,815 | |||||||
Tecta America Corp | |||||||||
Investment owned, at cost | 5,125 | 5,125 | |||||||
Investments at fair value | 4,982 | 5,034 | |||||||
Telestream Holdings Corporation | |||||||||
Investment owned, at cost | 19,153 | 19,166 | |||||||
Investments at fair value | 18,947 | 19,052 | |||||||
TerSera Therapeutics LLC | |||||||||
Investment owned, at cost | 31,403 | 31,380 | |||||||
Investments at fair value | 33,719 | 33,108 | |||||||
TGNR HoldCo LLC | |||||||||
Investment owned, at cost | 4,873 | 4,866 | |||||||
Investments at fair value | 4,847 | 4,872 | |||||||
Thrasio LLC | |||||||||
Investment owned, at cost | 65,585 | 63,044 | |||||||
Investments at fair value | 66,001 | 65,662 | |||||||
TIBCO Software Inc | |||||||||
Investment owned, at cost | 10,986 | 10,949 | [14] | ||||||
Investments at fair value | 10,775 | 10,827 | [14] | ||||||
Touchstone Acquisition Inc | |||||||||
Investment owned, at cost | 5,897 | 5,908 | |||||||
Investments at fair value | 5,866 | 5,895 | |||||||
Uniti Group LP | |||||||||
Investment owned, at cost | 4,334 | 4,318 | [15] | ||||||
Investments at fair value | 3,230 | 3,264 | [15] | ||||||
Win Brands Group LLC | |||||||||
Investment owned, at cost | 2,217 | 2,293 | |||||||
Investments at fair value | 2,265 | 2,456 | |||||||
Windstream Services II LLC | |||||||||
Investment owned, at cost | 26,670 | 26,690 | |||||||
Investments at fair value | 25,105 | 25,299 | |||||||
WP CPP Holdings LLC | |||||||||
Investment owned, at cost | 12,895 | 12,844 | |||||||
Investments at fair value | 11,653 | 11,865 | |||||||
WPEngine Inc | |||||||||
Investment owned, at cost | 39,991 | 39,947 | |||||||
Investments at fair value | 40,131 | 40,131 | |||||||
WWEX Uni Topco Holdings LLC | |||||||||
Investment owned, at cost | 4,925 | 4,925 | |||||||
Investments at fair value | 4,191 | 4,538 | |||||||
Zayo Group Holdings Inc | |||||||||
Investment owned, at cost | 214 | 212 | |||||||
Investments at fair value | 185 | 201 | |||||||
Zep Inc | |||||||||
Investment owned, at cost | 19,545 | 19,542 | |||||||
Investments at fair value | 13,704 | 16,152 | |||||||
Zephyr Bidco Limited | |||||||||
Investment owned, at cost | 23,839 | 23,804 | |||||||
Investments at fair value | 16,369 | $ 16,552 | |||||||
Alto Pharmacy Holdings, Inc. | |||||||||
Investment owned, at cost | 8,546 | ||||||||
Investments at fair value | 8,559 | ||||||||
AMMC CLO 27 | |||||||||
Investment owned, at cost | 2,037 | ||||||||
Investments at fair value | 2,087 | ||||||||
Avalara, Inc. | |||||||||
Investment owned, at cost | 40,366 | ||||||||
Investments at fair value | 40,326 | ||||||||
Horizon Aircraft Finance I | |||||||||
Investment owned, at cost | 5,697 | ||||||||
Investments at fair value | 5,838 | ||||||||
Hayfin Emerald CLO XI | |||||||||
Investment owned, at cost | 2,041 | ||||||||
Investments at fair value | 2,079 | ||||||||
OCP EURO CLO 2022-6 | |||||||||
Investment owned, at cost | 5,180 | ||||||||
Investments at fair value | 5,304 | ||||||||
Dryden 66 Euro CLO 2018 | |||||||||
Investment owned, at cost | 1,335 | ||||||||
Investments at fair value | 1,389 | ||||||||
SCP Eye Care Services, LLC | |||||||||
Investment owned, at cost | 8,779 | ||||||||
Investments at fair value | 8,823 | ||||||||
scPharmaceuticals Inc. | |||||||||
Investment owned, at cost | 5,120 | ||||||||
Investments at fair value | 5,219 | ||||||||
Superior Industries International, Inc. | |||||||||
Investment owned, at cost | 38,591 | ||||||||
Investments at fair value | 38,581 | ||||||||
Trinitas CLO XV | |||||||||
Investment owned, at cost | 810 | ||||||||
Investments at fair value | $ 846 | ||||||||
Investment, Identifier [Axis]: - Van Houten Real LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment interest rate | 12% | [1],[2],[3],[4],[5],[13],[16],[17] | 12% | [1],[2],[3],[4],[5],[13],[16],[17] | |||||
Investment owned, balance, principal amount | $ 3,239 | [13],[16],[17],[18] | |||||||
Investment owned, at cost | 3,167 | [13],[16],[17] | |||||||
Investments at fair value | $ 3,159 | [13],[16],[17] | |||||||
Investment, Identifier [Axis]: ADB Companies LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.25% | [1],[2],[3],[4],[5],[12],[13] | 6.25% | [1],[2],[3],[4],[5],[12],[13] | 6.25% | [6],[7],[8],[9],[10],[11],[12] | 6.25% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 11.34% | [12],[13] | 11.34% | [12],[13] | 9.80% | [11],[14] | 9.80% | [11],[14] | |
Investment owned, balance, principal amount | $ 14,505 | [12],[13],[18] | $ 14,685 | [11],[14],[19] | |||||
Investment owned, at cost | 14,079 | [12],[13] | 14,217 | [11],[14] | |||||
Investments at fair value | $ 14,254 | [12],[13] | $ 14,431 | [11],[14] | |||||
Investment, Identifier [Axis]: ADC Therapeutics SA, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 28,948 | [1],[2],[3],[4],[5],[13],[20] | 28,948 | [1],[2],[3],[4],[5],[13],[20] | 28,948 | [6],[7],[8],[9],[10],[11],[15] | 28,948 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 8.297 | [1],[2],[3],[4],[5],[13],[20] | $ 8.297 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 174 | [13],[20] | $ 174 | [11],[15] | |||||
Investments at fair value | $ 50 | [13],[20] | $ 73 | [11],[15] | |||||
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 7.50% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 7.50% | [6],[7],[8],[9],[10],[11],[12],[15],[21] | 7.50% | [6],[7],[8],[9],[10],[11],[12],[15],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18],[20] | $ 0 | [11],[14],[15],[19],[21] | |||||
Investment owned, at cost | (38) | [12],[13],[16],[20] | (38) | [11],[14],[15],[21] | |||||
Investments at fair value | $ (35) | [12],[13],[16],[20] | $ (37) | [11],[14],[15],[21] | |||||
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13],[20] | 7.50% | [1],[2],[3],[4],[5],[12],[13],[20] | 7.50% | [6],[7],[8],[9],[10],[11],[12],[15] | 7.50% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 12.23% | [12],[13],[20] | 12.23% | [12],[13],[20] | 11.20% | [11],[14],[15] | 11.20% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 6,589 | [12],[13],[18],[20] | $ 6,589 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 6,269 | [12],[13],[20] | 6,256 | [11],[14],[15] | |||||
Investments at fair value | $ 6,274 | [12],[13],[20] | $ 6,262 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: AI Sirona Luxembourg Acquisition Sarl, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13],[20] | 7.25% | [1],[2],[3],[4],[5],[12],[13],[20] | 7.25% | [6],[7],[8],[9],[10],[11],[12],[15] | 7.25% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 9.15% | [12],[13],[20] | 9.15% | [12],[13],[20] | 7.94% | [11],[14],[15] | 7.94% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 24,838 | [12],[13],[18],[20] | $ 24,838 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 27,775 | [12],[13],[20] | 27,752 | [11],[14],[15] | |||||
Investments at fair value | $ 24,255 | [12],[13],[20] | $ 22,143 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: AIP RD Buyer Corp, Common Units in RD Holding LP | |||||||||
Investment owned, balance (in shares) | shares | 14,410 | [1],[2],[3],[4],[5],[13] | 14,410 | [1],[2],[3],[4],[5],[13] | 14,410 | [6],[7],[8],[9],[10],[11] | 14,410 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 1,352 | [13] | $ 1,352 | [11] | |||||
Investments at fair value | $ 1,528 | [13] | $ 1,291 | [11] | |||||
Investment, Identifier [Axis]: AIP RD Buyer Corp, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [6],[7],[8],[9],[10],[11],[12] | 7.75% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 12.17% | [12],[13] | 12.17% | [12],[13] | 10.88% | [11],[14] | 10.88% | [11],[14] | |
Investment owned, balance, principal amount | $ 14,414 | [12],[13],[18] | $ 14,414 | [11],[14],[19] | |||||
Investment owned, at cost | 14,163 | [12],[13] | 14,154 | [11],[14] | |||||
Investments at fair value | $ 13,960 | [12],[13] | $ 13,910 | [11],[14] | |||||
Investment, Identifier [Axis]: AMMC CLO 27, Class E Notes, Class E Notes | |||||||||
Investment, basis spread, variable rate | 8.89% | [1],[2],[3],[4],[5],[12],[20] | 8.89% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment interest rate | 13.49% | [12] | 13.49% | [12] | |||||
Investment owned, balance, principal amount | $ 2,275 | [12] | |||||||
Investment owned, at cost | 2,037 | [12],[20] | |||||||
Investments at fair value | $ 2,087 | [12],[20] | |||||||
Investment, Identifier [Axis]: APX Group Inc, Fixed Rate Bond | |||||||||
Investment interest rate | 5.75% | [1],[2],[3],[4],[5],[20] | 5.75% | [1],[2],[3],[4],[5],[20] | 5.75% | [6],[7],[8],[9],[10],[15] | 5.75% | [6],[7],[8],[9],[10],[15] | |
Investment owned, balance, principal amount | $ 2,075 | [18],[20] | $ 2,075 | [15],[19] | |||||
Investment owned, at cost | 1,742 | [20] | 1,733 | [15] | |||||
Investments at fair value | $ 1,721 | [20] | $ 1,645 | [15] | |||||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 1 | |||||||||
Investment interest rate | 7.50% | [6],[7],[8],[9],[10] | 7.50% | [6],[7],[8],[9],[10] | |||||
Investment owned, balance, principal amount | $ 5,500 | [19] | |||||||
Investment owned, at cost | 5,408 | ||||||||
Investments at fair value | $ 3,641 | ||||||||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 2 | |||||||||
Investment interest rate | 5.25% | [6],[7],[8],[9],[10] | 5.25% | [6],[7],[8],[9],[10] | |||||
Investment owned, balance, principal amount | $ 2,500 | [19] | |||||||
Investment owned, at cost | 2,220 | ||||||||
Investments at fair value | $ 1,926 | ||||||||
Investment, Identifier [Axis]: AT Holdings II Ltd, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment interest rate | 14.25% | [1],[2],[3],[4],[5],[13],[20] | 14.25% | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, balance, principal amount | $ 15,939 | [13],[18],[20] | |||||||
Investment owned, at cost | 15,939 | [13],[20] | |||||||
Investments at fair value | $ 15,939 | [13],[20] | |||||||
Investment, Identifier [Axis]: AT Holdings II SÀRL, First Lien Term Loan | |||||||||
Investment, interest rate, paid in kind | 12.50% | [1],[2],[3],[4],[5],[13],[20] | 12.50% | [1],[2],[3],[4],[5],[13],[20] | 10.50% | [6],[7],[8],[9],[10],[11],[15] | 10.50% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 15,643 | [13],[18],[20] | $ 33,997 | [11],[15],[19] | |||||
Investment owned, at cost | 15,640 | [13],[20] | 33,960 | [11],[15] | |||||
Investments at fair value | $ 15,722 | [13],[20] | $ 34,891 | [11],[15] | |||||
Investment, Identifier [Axis]: Access CIG LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [6],[7],[8],[9],[10],[12] | 7.75% | [6],[7],[8],[9],[10],[12] | |
Investment interest rate | 11.82% | [12] | 11.82% | [12] | 10.82% | [14] | 10.82% | [14] | |
Investment owned, balance, principal amount | $ 20,000 | [12],[18] | $ 20,000 | [14],[19] | |||||
Investment owned, at cost | 19,932 | [12] | 19,927 | [14] | |||||
Investments at fair value | $ 17,800 | [12] | $ 19,075 | [14] | |||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [6],[7],[8],[9],[10],[11],[12],[21] | 5.50% | [6],[7],[8],[9],[10],[11],[12],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 0 | [12],[13],[16] | 0 | [11],[14],[21] | |||||
Investments at fair value | $ (6) | [12],[13],[16] | $ (6) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [6],[7],[8],[9],[10],[11],[12],[21] | 5.50% | [6],[7],[8],[9],[10],[11],[12],[21] | |
Investment interest rate | 10.17% | [12],[13],[16] | 10.17% | [12],[13],[16] | 9.14% | [11],[14],[21] | 9.14% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 908 | [12],[13],[16],[18] | $ 500 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 874 | [12],[13],[16] | 462 | [11],[14],[21] | |||||
Investments at fair value | $ 904 | [12],[13],[16] | $ 495 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[12] | 5.50% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 10.16% | [12],[13] | 10.16% | [12],[13] | 9.12% | [11],[14] | 9.12% | [11],[14] | |
Investment owned, balance, principal amount | $ 15,935 | [12],[13],[18] | $ 15,976 | [11],[14],[19] | |||||
Investment owned, at cost | 15,668 | [12],[13] | 15,686 | [11],[14] | |||||
Investments at fair value | $ 15,903 | [12],[13] | $ 15,944 | [11],[14] | |||||
Investment, Identifier [Axis]: Acquia Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [6],[7],[8],[9],[10],[11],[12] | 7% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 12.18% | [12],[13],[16] | 12.18% | [12],[13],[16] | 10.64% | [11],[14],[21] | 10.64% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 1,317 | [12],[13],[16],[18] | $ 914 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 1,296 | [12],[13],[16] | 890 | [11],[14],[21] | |||||
Investments at fair value | $ 1,308 | [12],[13],[16] | $ 898 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Acquia Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[12] | 7% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 10.74% | [12],[13] | 10.74% | [12],[13] | 9.63% | [11],[14] | 9.63% | [11],[14] | |
Investment owned, balance, principal amount | $ 27,349 | [12],[13],[18] | $ 27,349 | [11],[14],[19] | |||||
Investment owned, at cost | 27,064 | [12],[13] | 27,038 | [11],[14] | |||||
Investments at fair value | $ 27,240 | [12],[13] | $ 27,158 | [11],[14] | |||||
Investment, Identifier [Axis]: Aden & Anais Merger Sub Inc, Common Units in Aden & Anais Holdings, Inc. | |||||||||
Investment owned, balance (in shares) | shares | 51,645 | [1],[2],[3],[4],[5],[13] | 51,645 | [1],[2],[3],[4],[5],[13] | 51,645 | [6],[7],[8],[9],[10],[11] | 51,645 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 5,165 | [13] | $ 5,165 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: AirStrip Technologies Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 5,715 | [1],[2],[3],[4],[5],[13] | 5,715 | [1],[2],[3],[4],[5],[13] | 5,715 | [6],[7],[8],[9],[10],[11] | 5,715 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 139.99 | [1],[2],[3],[4],[5],[13] | $ 139.99 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 90 | [13] | $ 90 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: All Web Leads Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 1% | [1],[2],[3],[4],[5],[12],[13] | 1% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment, interest rate, paid in kind | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[12] | 8.50% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 5.73% | [12],[13] | 5.73% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 23,562 | [12],[13],[18] | $ 23,338 | [11],[14],[19] | |||||
Investment owned, at cost | 22,547 | [12],[13] | 22,057 | [11],[14] | |||||
Investments at fair value | $ 22,354 | [12],[13] | $ 22,141 | [11],[14] | |||||
Investment, Identifier [Axis]: Altice France SA, Fixed Rate Bond | |||||||||
Investment, basis spread, variable rate | 5.50% | [6],[7],[8],[9],[10],[15] | 5.50% | [6],[7],[8],[9],[10],[15] | |||||
Investment interest rate | 5.50% | [1],[2],[3],[4],[5],[13],[20] | 5.50% | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, balance, principal amount | $ 4,050 | [18],[20] | $ 4,050 | [15],[19] | |||||
Investment owned, at cost | 3,533 | [20] | 3,518 | [15] | |||||
Investments at fair value | $ 3,095 | [20] | $ 3,057 | [15] | |||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 166,414 | [1],[2],[3],[4],[5],[13] | 166,414 | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 15.46 | [1],[2],[3],[4],[5],[13] | |||||||
Investment owned, at cost | $ 642 | [13] | |||||||
Investments at fair value | $ 629 | [13] | |||||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[12],[13] | 3.50% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 12.68% | [12],[13] | 12.68% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 8,640 | [12],[13],[18] | |||||||
Investment owned, at cost | 7,904 | [12],[13] | |||||||
Investments at fair value | $ 7,930 | [12],[13] | |||||||
Investment, Identifier [Axis]: Alvogen Pharma US Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[12] | 7.50% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 12.23% | [12],[13] | 12.23% | [12],[13] | 11.20% | [11],[14] | 11.20% | [11],[14] | |
Investment owned, balance, principal amount | $ 12,968 | [12],[13],[18] | $ 13,134 | [11],[14],[19] | |||||
Investment owned, at cost | 12,711 | [12],[13] | 12,847 | [11],[14] | |||||
Investments at fair value | $ 12,903 | [12],[13] | $ 13,068 | [11],[14] | |||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Common Shares in Alvotech SA | |||||||||
Investment owned, balance (in shares) | shares | 587,930 | [1],[2],[3],[4],[5],[20] | 587,930 | [1],[2],[3],[4],[5],[20] | 587,930 | [6],[7],[8],[9],[10],[15] | 587,930 | [6],[7],[8],[9],[10],[15] | |
Investment owned, at cost | $ 5,308 | [20] | $ 5,308 | [15] | |||||
Investments at fair value | $ 5,879 | [20] | $ 3,974 | [15] | |||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Seller Earn Out Shares in Alvotech SA | |||||||||
Investment owned, balance (in shares) | shares | 124,780 | [6],[7],[8],[9],[10],[11],[15] | 124,780 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 485 | [11],[15] | |||||||
Investments at fair value | $ 212 | [11],[15] | |||||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche A Fixed Rate Bond | |||||||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[13],[20] | 3.50% | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment interest rate | 8.50% | [1],[2],[3],[4],[5],[13],[20] | 8.50% | [1],[2],[3],[4],[5],[13],[20] | 10% | [6],[7],[8],[9],[10],[11],[15] | 10% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 26,179 | [13],[18],[20] | $ 24,043 | [11],[15],[19] | |||||
Investment owned, at cost | 25,798 | [13],[20] | 23,747 | [11],[15] | |||||
Investments at fair value | $ 25,684 | [13],[20] | $ 23,923 | [11],[15] | |||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche B Fixed Rate Bond | |||||||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[13],[20] | 3.50% | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment interest rate | 8.50% | [1],[2],[3],[4],[5],[13],[20] | 8.50% | [1],[2],[3],[4],[5],[13],[20] | 10% | [6],[7],[8],[9],[10],[11],[15] | 10% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 25,612 | [13],[18],[20] | $ 23,522 | [11],[15],[19] | |||||
Investment owned, at cost | 25,264 | [13],[20] | 23,264 | [11],[15] | |||||
Investments at fair value | $ 25,128 | [13],[20] | $ 23,404 | [11],[15] | |||||
Investment, Identifier [Axis]: American Auto Auction Group LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [6],[7],[8],[9],[10],[11],[12] | 8.75% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 13.33% | [12],[13] | 13.33% | [12],[13] | 12.30% | [11],[14] | 12.30% | [11],[14] | |
Investment owned, balance, principal amount | $ 14,760 | [12],[13],[18] | $ 14,760 | [11],[14],[19] | |||||
Investment owned, at cost | 14,503 | [12],[13] | 14,492 | [11],[14] | |||||
Investments at fair value | $ 11,439 | [12],[13] | $ 13,284 | [11],[14] | |||||
Investment, Identifier [Axis]: American Tire Distributors Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.25% | [1],[2],[3],[4],[5],[12] | 6.25% | [1],[2],[3],[4],[5],[12] | 6.25% | [6],[7],[8],[9],[10],[12] | 6.25% | [6],[7],[8],[9],[10],[12] | |
Investment interest rate | 10.61% | [12] | 10.61% | [12] | 9.03% | [14] | 9.03% | [14] | |
Investment owned, balance, principal amount | $ 9,870 | [12],[18] | $ 9,895 | [14],[19] | |||||
Investment owned, at cost | 9,747 | [12] | 9,772 | [14] | |||||
Investments at fair value | $ 9,081 | [12] | $ 9,293 | [14] | |||||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.25% | [1],[2],[3],[4],[5],[12],[13],[20] | 4.25% | [1],[2],[3],[4],[5],[12],[13],[20] | 4.25% | [6],[7],[8],[9],[10],[11],[12],[15] | 4.25% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 8.98% | [12],[13],[20] | 8.98% | [12],[13],[20] | 7.92% | [11],[14],[15] | 7.92% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 15,181 | [12],[13],[18],[20] | $ 15,220 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 14,014 | [12],[13],[20] | 13,973 | [11],[14],[15] | |||||
Investments at fair value | $ 14,637 | [12],[13],[20] | $ 14,687 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[20] | 8% | [1],[2],[3],[4],[5],[12],[13],[20] | 8% | [6],[7],[8],[9],[10],[11],[12],[15] | 8% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 12.73% | [12],[13],[20] | 12.73% | [12],[13],[20] | 11.67% | [11],[14],[15] | 11.67% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 12,500 | [12],[13],[18],[20] | $ 12,500 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 12,188 | [12],[13],[20] | 12,188 | [11],[14],[15] | |||||
Investments at fair value | $ 11,833 | [12],[13],[20] | $ 11,958 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Anastasia Parent LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 3.75% | [1],[2],[3],[4],[5],[12] | 3.75% | [1],[2],[3],[4],[5],[12] | 3.75% | [6],[7],[8],[9],[10],[12] | 3.75% | [6],[7],[8],[9],[10],[12] | |
Investment interest rate | 8.48% | [12] | 8.48% | [12] | 7.42% | [14] | 7.42% | [14] | |
Investment owned, balance, principal amount | $ 2,729 | [12],[18] | $ 2,736 | [14],[19] | |||||
Investment owned, at cost | 2,254 | [12] | 2,260 | [14] | |||||
Investments at fair value | $ 2,043 | [12] | $ 2,189 | [14] | |||||
Investment, Identifier [Axis]: Ankura Consulting Group LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[12] | 8% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 12.36% | [12],[13] | 12.36% | [12],[13] | 10.78% | [11],[14] | 10.78% | [11],[14] | |
Investment owned, balance, principal amount | $ 2,996 | [12],[13],[18] | $ 4,346 | [11],[14],[19] | |||||
Investment owned, at cost | 2,951 | [12],[13] | 4,281 | [11],[14] | |||||
Investments at fair value | $ 2,558 | [12],[13] | $ 3,813 | [11],[14] | |||||
Investment, Identifier [Axis]: Apptio Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[16] | 6% | [1],[2],[3],[4],[5],[12],[13],[16] | 6% | [6],[7],[8],[9],[10],[11],[12],[21] | 6% | [6],[7],[8],[9],[10],[11],[12],[21] | |
Investment interest rate | 9.94% | [12],[13],[16] | 9.94% | [12],[13],[16] | 8.46% | [11],[14],[21] | 8.46% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 1,338 | [12],[13],[16],[18] | $ 892 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 1,312 | [12],[13],[16] | 863 | [11],[14],[21] | |||||
Investments at fair value | $ 1,294 | [12],[13],[16] | $ 846 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Apptio Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[12] | 6% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 9.94% | [12],[13] | 9.94% | [12],[13] | 8.46% | [11],[14] | 8.46% | [11],[14] | |
Investment owned, balance, principal amount | $ 34,458 | [12],[13],[18] | $ 34,458 | [11],[14],[19] | |||||
Investment owned, at cost | 33,818 | [12],[13] | 33,737 | [11],[14] | |||||
Investments at fair value | $ 33,769 | [12],[13] | $ 33,738 | [11],[14] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[12],[13],[20] | 5.75% | [1],[2],[3],[4],[5],[12],[13],[20] | 5.75% | [6],[7],[8],[9],[10],[11],[12],[15],[21] | 5.75% | [6],[7],[8],[9],[10],[11],[12],[15],[21] | |
Investment interest rate | 7.48% | [12],[13],[20] | 7.48% | [12],[13],[20] | |||||
Investment owned, balance, principal amount | $ 3,649 | [12],[13],[16],[18],[20] | $ 0 | [11],[14],[15],[19],[21] | |||||
Investment owned, at cost | 3,666 | [12],[13],[16],[20] | (44) | [11],[14],[15],[21] | |||||
Investments at fair value | $ 3,908 | [12],[13],[16],[20] | $ 0 | [11],[14],[15],[21] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 1 | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[20] | 7% | [1],[2],[3],[4],[5],[12],[13],[20] | 7% | [6],[7],[8],[9],[10],[11],[12],[15] | 7% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 8% | [12],[13],[20] | 8% | [12],[13],[20] | 8% | [11],[14],[15] | 8% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 1,964 | [12],[13],[18],[20] | $ 1,964 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 2,176 | [12],[13],[20] | 2,176 | [11],[14],[15] | |||||
Investments at fair value | $ 2,103 | [12],[13],[20] | $ 1,927 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 2 | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[20] | 7% | [1],[2],[3],[4],[5],[12],[13],[20] | 7% | [6],[7],[8],[9],[10],[11],[12],[15] | 7% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 10.43% | [12],[13],[20] | 10.43% | [12],[13],[20] | 9.19% | [11],[14],[15] | 9.19% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 18,636 | [12],[13],[18],[20] | $ 18,636 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 23,058 | [12],[13],[20] | 23,139 | [11],[14],[15] | |||||
Investments at fair value | $ 22,485 | [12],[13],[20] | $ 20,826 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 3 | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[12],[13],[20] | 5.75% | [1],[2],[3],[4],[5],[12],[13],[20] | 5.75% | [6],[7],[8],[9],[10],[11],[12],[15] | 5.75% | [6],[7],[8],[9],[10],[11],[12],[15] | |
Investment interest rate | 8.81% | [12],[13],[20] | 8.81% | [12],[13],[20] | 8.81% | [11],[14],[15] | 8.81% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 10,519 | [12],[13],[18],[20] | $ 10,519 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 10,368 | [12],[13],[20] | 10,357 | [11],[14],[15] | |||||
Investments at fair value | $ 10,561 | [12],[13],[20] | $ 10,328 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Units | |||||||||
Investment owned, balance (in shares) | shares | 1,609,201 | [1],[2],[3],[4],[5],[13] | 1,609,201 | [1],[2],[3],[4],[5],[13] | 1,609,201 | ||||
Investment owned, at cost | $ 764 | [13] | |||||||
Investments at fair value | $ 354 | [13] | |||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Units | |||||||||
Investment owned, balance (in shares) | shares | 1,609,201 | [6],[7],[8],[9],[10],[11] | 1,609,201 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 764 | [11] | |||||||
Investments at fair value | $ 370 | [11] | |||||||
% of Total Net Assets | 0% | 0% | 0% | ||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Warrants | |||||||||
Investment owned, balance (in shares) | shares | 70,424.5641 | [1],[2],[3],[4],[5],[13] | 70,424.5641 | [1],[2],[3],[4],[5],[13] | 70,424.5641 | [6],[7],[8],[9],[10],[11] | 70,424.5641 | [6],[7],[8],[9],[10],[11] | 70,424.5641 |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 3.3778 | [1],[2],[3],[4],[5],[13] | $ 3.3778 | [6],[7],[8],[9],[10],[11] | $ 3.3778 | ||||
Investment owned, at cost | $ 0 | [13] | $ 0 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
% of Total Net Assets | 0% | 0% | 0% | ||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [6],[7],[8],[9],[10],[11],[12],[21] | 6.75% | [6],[7],[8],[9],[10],[11],[12],[21] | 6.75% |
Investment interest rate | 11.48% | [12],[13],[16] | 11.48% | [12],[13],[16] | 10.42% | [11],[14],[21] | 10.42% | [11],[14],[21] | 7.75% |
Investment owned, balance, principal amount | $ 21,464 | [12],[13],[16],[18] | $ 24,490 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 21,464 | [12],[13],[16] | 24,490 | [11],[14],[21] | |||||
Investments at fair value | $ 21,252 | [12],[13],[16] | $ 24,225 | [11],[14],[21] | |||||
% of Total Net Assets | 1.80% | 1.80% | 1.20% | ||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units | |||||||||
Investment owned, balance (in shares) | shares | 1,019,168.8 | [6],[7],[8],[9],[10],[11] | 1,019,168.8 | [6],[7],[8],[9],[10],[11] | |||||
Investment interest rate | 6% | [6],[7],[8],[9],[10],[11] | 6% | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 1,019 | [11] | |||||||
Investments at fair value | $ 1,223 | [11] | |||||||
% of Total Net Assets | 0.10% | 0.10% | 0.10% | ||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units, | |||||||||
Investment owned, balance (in shares) | shares | 1,019,168.8 | [1],[2],[3],[4],[5],[13] | 1,019,168.8 | [1],[2],[3],[4],[5],[13] | 1,019,168.8 | ||||
Investment interest rate | 6% | [1],[2],[3],[4],[5],[13] | 6% | [1],[2],[3],[4],[5],[13] | 6% | ||||
Investment owned, at cost | $ 1,019 | [13] | |||||||
Investments at fair value | $ 1,243 | [13] | |||||||
Investment, Identifier [Axis]: Associated Asphalt Partners LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [6],[7],[8],[9],[10],[12] | 5.25% | [6],[7],[8],[9],[10],[12] | |
Investment interest rate | 9.63% | [12] | 9.63% | [12] | 8.06% | [14] | 8.06% | [14] | |
Investment owned, balance, principal amount | $ 2,493 | [12],[18] | $ 2,501 | [14],[19] | |||||
Investment owned, at cost | 2,353 | [12] | 2,331 | [14] | |||||
Investments at fair value | $ 1,928 | [12] | $ 1,934 | [14] | |||||
Investment, Identifier [Axis]: Astra Acquisition Corp, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [6],[7],[8],[9],[10],[12] | 5.25% | [6],[7],[8],[9],[10],[12] | |
Investment interest rate | 9.63% | [12] | 9.63% | [12] | 8.37% | [14] | 8.37% | [14] | |
Investment owned, balance, principal amount | $ 5,640 | [12],[18] | $ 5,640 | [14],[19] | |||||
Investment owned, at cost | 5,489 | [12] | 5,482 | [14] | |||||
Investments at fair value | $ 5,006 | [12] | $ 4,822 | [14] | |||||
Investment, Identifier [Axis]: Athenex Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 328,149 | [1],[2],[3],[4],[5],[13],[20] | 328,149 | [1],[2],[3],[4],[5],[13],[20] | 328,149 | [6],[7],[8],[9],[10],[11],[15] | 328,149 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 0.4955 | [1],[2],[3],[4],[5],[13],[20] | $ 0.4955 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 973 | [13],[20] | $ 973 | [11],[15] | |||||
Investments at fair value | 7 | [13],[20] | 16 | [11],[15] | |||||
Investment, Identifier [Axis]: Athenex Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment owned, balance, principal amount | 8,649 | [13],[18],[20] | 8,309 | [11],[15],[19] | |||||
Investment owned, at cost | 8,604 | [13],[20] | 8,264 | [11],[15] | |||||
Investments at fair value | $ 8,649 | [13],[20] | $ 8,309 | [11],[15] | |||||
Investment, Identifier [Axis]: Athenex Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 11% | [6],[7],[8],[9],[10],[11],[15] | 11% | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment interest rate | 11% | [1],[2],[3],[4],[5],[13],[20] | 11% | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, balance, principal amount | $ 12,556 | [13],[18],[20] | $ 13,346 | [11],[15],[19] | |||||
Investment owned, at cost | 12,191 | [13],[20] | 12,929 | [11],[15] | |||||
Investments at fair value | $ 12,036 | [13],[20] | $ 12,812 | [11],[15] | |||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [6],[7],[8],[9],[10],[11],[12],[15] | 6% | [6],[7],[8],[9],[10],[11],[12],[15] | |||||
Investment interest rate | 8.78% | [11],[14],[15] | 8.78% | [11],[14],[15] | |||||
Investment owned, balance, principal amount | $ 22,425 | [11],[14],[15],[19] | |||||||
Investment owned, at cost | 22,086 | [11],[14],[15] | |||||||
Investments at fair value | $ 21,326 | [11],[14],[15] | |||||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan, | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[20] | 6% | [1],[2],[3],[4],[5],[12],[13],[20] | |||||
Investment interest rate | 10.32% | [12],[13],[20] | 10.32% | [12],[13],[20] | |||||
Investment owned, balance, principal amount | $ 22,368 | [12],[13],[18],[20] | |||||||
Investment owned, at cost | 22,050 | [12],[13],[20] | |||||||
Investments at fair value | $ 21,274 | [12],[13],[20] | |||||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13],[16] | 7.25% | [1],[2],[3],[4],[5],[12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | |||||||
Investment owned, at cost | (100) | [12],[13],[16] | |||||||
Investments at fair value | $ (104) | [12],[13],[16] | |||||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 7.25% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 11.83% | [12] | 11.83% | [12] | |||||
Investment owned, balance, principal amount | $ 41,467 | [12],[13],[18] | |||||||
Investment owned, at cost | 40,466 | [12],[13] | |||||||
Investments at fair value | $ 40,430 | [12],[13] | |||||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [6],[7],[8],[9],[10],[11],[12],[21] | 5% | [6],[7],[8],[9],[10],[11],[12],[21] | |||||
Investment interest rate | 8.12% | [11],[14],[21] | 8.12% | [11],[14],[21] | |||||
Investment owned, balance, principal amount | $ 2,546 | [11],[14],[19],[21] | |||||||
Investment owned, at cost | 2,503 | [11],[14],[21] | |||||||
Investments at fair value | $ 2,395 | [11],[14],[21] | |||||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13],[16] | 5% | [1],[2],[3],[4],[5],[12],[13],[16] | |||||
Investment interest rate | 9.73% | [12],[13],[16] | 9.73% | [12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 2,541 | [12],[13],[16],[18] | |||||||
Investment owned, at cost | 2,497 | [12],[13],[16] | |||||||
Investments at fair value | $ 2,420 | [12],[13],[16] | |||||||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 8.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 8.50% | [6],[7],[8],[9],[10],[11],[12],[21] | 8.50% | [6],[7],[8],[9],[10],[11],[12],[21] | |
Investment interest rate | 13.23% | [12],[13],[16] | 13.23% | [12],[13],[16] | 11.62% | [11],[14],[21] | 11.62% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 5,197 | [12],[13],[16],[18] | $ 4,227 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 5,042 | [12],[13],[16] | 4,070 | [11],[14],[21] | |||||
Investments at fair value | $ 4,854 | [12],[13],[16] | $ 3,839 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[12] | 8.50% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 13.23% | [12],[13] | 13.23% | [12],[13] | 11.62% | [11],[14] | 11.62% | [11],[14] | |
Investment owned, balance, principal amount | $ 7,166 | [12],[13],[18] | $ 7,166 | [11],[14],[19] | |||||
Investment owned, at cost | 7,059 | [12],[13] | 7,059 | [11],[14] | |||||
Investments at fair value | $ 6,944 | [12],[13] | $ 6,915 | [11],[14] | |||||
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 4.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 4.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 4.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 12% | [12],[13],[16] | 12% | [12],[13],[16] | 10.75% | [11],[14],[21] | 10.75% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 897 | [12],[13],[16],[18] | $ 1,702 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 859 | [12],[13],[16] | 1,660 | [11],[14],[21] | |||||
Investments at fair value | $ 857 | [12],[13],[16] | $ 1,617 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.91% | [12],[13] | 9.91% | [12],[13] | 8.31% | [11],[14] | 8.31% | [11],[14] | |
Investment owned, balance, principal amount | $ 32,995 | [12],[13],[18] | $ 33,078 | [11],[14],[19] | |||||
Investment owned, at cost | 32,555 | [12],[13] | 32,612 | [11],[14] | |||||
Investments at fair value | $ 32,533 | [12],[13] | $ 32,053 | [11],[14] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 21,177 | [1],[2],[3],[4],[5],[13],[20] | 21,177 | [1],[2],[3],[4],[5],[13],[20] | 21,177 | [6],[7],[8],[9],[10],[11],[15] | 21,177 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 20.04 | [1],[2],[3],[4],[5],[13],[20] | $ 20.04 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 125 | [13],[20] | $ 125 | [11],[15] | |||||
Investments at fair value | $ 275 | [13],[20] | $ 98 | [11],[15] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, interest rate, paid in kind | 2.25% | [1],[2],[3],[4],[5],[13],[16],[20] | 2.25% | [1],[2],[3],[4],[5],[13],[16],[20] | |||||
Investment interest rate | 8% | [1],[2],[3],[4],[5],[13],[16],[20] | 8% | [1],[2],[3],[4],[5],[13],[16],[20] | 10.25% | [6],[7],[8],[9],[10],[11],[15],[21] | 10.25% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, balance, principal amount | $ 0 | [13],[16],[18],[20] | $ 0 | [11],[15],[19],[21] | |||||
Investment owned, at cost | 0 | [13],[16],[20] | 0 | [11],[15],[21] | |||||
Investments at fair value | 0 | [13],[16],[20] | 0 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Revenue Interest Financing Delayed Draw Term Loan | |||||||||
Investment owned, balance, principal amount | 0 | [13],[16],[18],[20] | 0 | [11],[15],[19],[21] | |||||
Investment owned, at cost | 0 | [13],[16],[20] | 0 | [11],[15],[21] | |||||
Investments at fair value | 0 | [13],[16],[20] | 0 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment owned, balance, principal amount | 2,432 | [13],[18],[20] | 2,353 | [11],[15],[19] | |||||
Investment owned, at cost | 2,432 | [13],[20] | 2,353 | [11],[15] | |||||
Investments at fair value | $ 2,432 | [13],[20] | $ 2,353 | [11],[15] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Term Loan | |||||||||
Investment, interest rate, paid in kind | 2.25% | [1],[2],[3],[4],[5],[13],[20] | 2.25% | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment interest rate | 8% | [1],[2],[3],[4],[5],[13],[20] | 8% | [1],[2],[3],[4],[5],[13],[20] | 10.25% | [6],[7],[8],[9],[10],[11],[15] | 10.25% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 5,383 | [13],[18],[20] | $ 5,322 | [11],[15],[19] | |||||
Investment owned, at cost | 5,184 | [13],[20] | 5,111 | [11],[15] | |||||
Investments at fair value | $ 5,028 | [13],[20] | $ 5,114 | [11],[15] | |||||
Investment, Identifier [Axis]: Blackhawk Network Holdings Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12] | 7% | [1],[2],[3],[4],[5],[12] | 7% | [6],[7],[8],[9],[10],[14] | 7% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 10.94% | [12] | 10.94% | [12] | 9.50% | [14] | 9.50% | [14] | |
Investment owned, balance, principal amount | $ 30,625 | [12],[18] | $ 30,625 | [14],[19] | |||||
Investment owned, at cost | 30,300 | [12] | 30,276 | [14] | |||||
Investments at fair value | $ 26,391 | [12] | $ 29,017 | [14] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Common Units in Unstoppable Automotive AMV, LLC | |||||||||
Investment owned, balance (in shares) | shares | 298,460 | [1],[2],[3],[4],[5],[13] | 298,460 | [1],[2],[3],[4],[5],[13] | 298,460 | [6],[7],[8],[9],[10],[11] | 298,460 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 298 | [13] | $ 298 | [11] | |||||
Investments at fair value | $ 379 | [13] | $ 349 | [11] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 9% | [6],[7],[8],[9],[10],[11] | 9% | [6],[7],[8],[9],[10],[11] | |||||
Investment interest rate | 9% | [1],[2],[3],[4],[5],[13] | 9% | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, balance, principal amount | $ 3,979 | [13],[18] | $ 3,979 | [11],[19] | |||||
Investment owned, at cost | 3,980 | [13] | 3,980 | [11] | |||||
Investments at fair value | $ 3,960 | [13] | $ 3,960 | [11] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Preferred Units in Unstoppable Automotive AMV, LLC | |||||||||
Investment owned, balance (in shares) | shares | 1,293,324 | [1],[2],[3],[4],[5],[13] | 1,293,324 | [1],[2],[3],[4],[5],[13] | 1,293,324 | [6],[7],[8],[9],[10],[11] | 1,293,324 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 1,293 | [13] | $ 1,293 | [11] | |||||
Investments at fair value | $ 1,267 | [13] | $ 1,280 | [11] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Preferred Units in Unstoppable Automotive VMV, LLC | |||||||||
Investment owned, balance (in shares) | shares | 298,460 | [1],[2],[3],[4],[5],[13] | 298,460 | [1],[2],[3],[4],[5],[13] | 298,460 | [6],[7],[8],[9],[10],[11] | 298,460 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 298 | [13] | $ 298 | [11] | |||||
Investments at fair value | $ 292 | [13] | $ 295 | [11] | |||||
Investment, Identifier [Axis]: C Technology Holdings LLC, Common Units | |||||||||
Investment owned, balance (in shares) | shares | 829 | [1],[2],[3],[4],[5],[13] | 829 | [1],[2],[3],[4],[5],[13] | 829 | [6],[7],[8],[9],[10],[11],[12] | 829 | [6],[7],[8],[9],[10],[11],[12] | 829 |
Investment owned, at cost | $ 0 | [13] | $ 0 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: C Technology Holdings LLC, Preferred Units | |||||||||
Investment owned, balance (in shares) | shares | 34,984,460.37 | [1],[2],[3],[4],[5],[13] | 34,984,460.37 | [1],[2],[3],[4],[5],[13] | 34,984,460.37 | [6],[7],[8],[9],[10],[11],[12] | 34,984,460.37 | [6],[7],[8],[9],[10],[11],[12] | 34,984,460.37 |
Investment owned, at cost | $ 34,984 | [13] | $ 34,984 | [11] | |||||
Investments at fair value | $ 27,638 | [13] | $ 27,638 | [11] | |||||
Investment, Identifier [Axis]: C5 Technology Holding, LLC, Common Units | |||||||||
% of Total Net Assets | 0% | 0% | 0% | ||||||
Investment, Identifier [Axis]: C5 Technology Holding, LLC, Preferred Units | |||||||||
% of Total Net Assets | 2.30% | 2.30% | 2.10% | ||||||
Investment, Identifier [Axis]: CCO Holdings LLC, Fixed Rate Bond | |||||||||
Investment interest rate | 4.50% | [6],[7],[8],[9],[10],[15] | 4.50% | [6],[7],[8],[9],[10],[15] | |||||
Investment owned, balance, principal amount | $ 2,097 | [15],[19] | |||||||
Investment owned, at cost | 1,746 | [15] | |||||||
Investments at fair value | $ 1,603 | [15] | |||||||
Investment, Identifier [Axis]: CITGO Holding Inc, Fixed Rate Bond | |||||||||
Investment interest rate | 9.25% | [6],[7],[8],[9],[10],[11],[14] | 9.25% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment owned, balance, principal amount | $ 7,857 | [19] | |||||||
Investment owned, at cost | 7,857 | ||||||||
Investments at fair value | $ 7,807 | ||||||||
Investment, Identifier [Axis]: CITGO Petroleum Corp, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.25% | [6],[7],[8],[9],[10],[14] | 6.25% | [6],[7],[8],[9],[10],[14] | |||||
Investment interest rate | 9.37% | [14] | 9.37% | [14] | |||||
Investment owned, balance, principal amount | $ 795 | [14],[19] | |||||||
Investment owned, at cost | 770 | [14] | |||||||
Investments at fair value | $ 797 | [14] | |||||||
Investment, Identifier [Axis]: Cadence Aerospace LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [6],[7],[8],[9],[10],[11],[14] | 6.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment, interest rate, paid in kind | 2% | [1],[2],[3],[4],[5],[12],[13] | 2% | [1],[2],[3],[4],[5],[12],[13] | 2% | [6],[7],[8],[9],[10],[11],[14] | 2% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.92% | [12],[13] | 10.92% | [12],[13] | 9.31% | [11],[14] | 9.31% | [11],[14] | |
Investment owned, balance, principal amount | $ 14,332 | [12],[13],[18] | $ 14,294 | [11],[14],[19] | |||||
Investment owned, at cost | 13,700 | [12],[13] | 13,471 | [11],[14] | |||||
Investments at fair value | $ 13,178 | [12],[13] | $ 13,143 | [11],[14] | |||||
Investment, Identifier [Axis]: Caregiver Services Inc, Series A Preferred Stock | |||||||||
Investment owned, balance (in shares) | shares | 1,080,399 | 1,080,399 | 1,080,399 | [6],[7],[8],[9],[10],[11] | 1,080,399 | [6],[7],[8],[9],[10],[11] | 1,080,399 | ||
Investment interest rate | 10% | [1],[2],[3],[4],[5],[13] | 10% | [1],[2],[3],[4],[5],[13] | 10% | [6],[7],[8],[9],[10],[11] | 10% | [6],[7],[8],[9],[10],[11] | 10% |
Investment owned, at cost | $ 1,080 | [13] | $ 1,080 | [11] | |||||
Investments at fair value | $ 324 | [13] | $ 378 | [11] | |||||
Investment, Identifier [Axis]: Caregiver Services, Inc., Series A Preferred Stock | |||||||||
% of Total Net Assets | 0% | 0% | 0.10% | ||||||
Investment, Identifier [Axis]: Carvana Co, Fixed Rate Bond | |||||||||
Investment interest rate | 5.625% | [6],[7],[8],[9],[10],[15] | 5.625% | [6],[7],[8],[9],[10],[15] | |||||
Investment owned, balance, principal amount | $ 6,700 | [15],[19] | |||||||
Investment owned, at cost | 5,825 | [15] | |||||||
Investments at fair value | 4,724 | [15] | |||||||
Investment, Identifier [Axis]: Cash and Cash Equivalents and Restricted Cash, JP Morgan Prime Money Market Fund, Institutional Shares | |||||||||
Money market funds, at carrying value | $ 5,261 | ||||||||
Investment, Identifier [Axis]: CircusTrix Holdings LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.57% | [12],[13] | 9.57% | [12],[13] | 8.62% | [11],[14] | 8.62% | [11],[14] | |
Investment owned, balance, principal amount | $ 10,668 | [12],[13],[18] | $ 10,692 | [11],[14],[19] | |||||
Investment owned, at cost | 10,201 | [12],[13] | 10,004 | [11],[14] | |||||
Investments at fair value | $ 10,465 | [12],[13] | $ 10,209 | [11],[14] | |||||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 1 | |||||||||
Investment interest rate | 7.50% | [1],[2],[3],[4],[5],[20] | 7.50% | [1],[2],[3],[4],[5],[20] | 7.50% | [6],[7],[8],[9],[10],[15] | 7.50% | [6],[7],[8],[9],[10],[15] | |
Investment owned, balance, principal amount | $ 4,311 | [18],[20] | $ 4,311 | [15],[19] | |||||
Investment owned, at cost | 4,311 | [20] | 4,311 | [15] | |||||
Investments at fair value | $ 3,174 | [20] | $ 3,132 | [15] | |||||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 2 | |||||||||
Investment interest rate | 7.75% | [1],[2],[3],[4],[5],[20] | 7.75% | [1],[2],[3],[4],[5],[20] | 5.125% | [6],[7],[8],[9],[10],[15] | 5.125% | [6],[7],[8],[9],[10],[15] | |
Investment owned, balance, principal amount | $ 676 | [18],[20] | $ 1,374 | [15],[19] | |||||
Investment owned, at cost | 649 | [20] | 1,229 | [15] | |||||
Investments at fair value | $ 494 | [20] | $ 1,163 | [15] | |||||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 3 | |||||||||
Investment interest rate | 7.75% | [6],[7],[8],[9],[10],[15] | 7.75% | [6],[7],[8],[9],[10],[15] | |||||
Investment owned, balance, principal amount | $ 676 | [15],[19] | |||||||
Investment owned, at cost | 648 | [15] | |||||||
Investments at fair value | $ 512 | [15] | |||||||
Investment, Identifier [Axis]: Condor Merger Sub Inc, Fixed Rate Bond | |||||||||
Investment interest rate | 7.375% | [1],[2],[3],[4],[5] | 7.375% | [1],[2],[3],[4],[5] | 7.375% | [6],[7],[8],[9],[10],[11],[14] | 7.375% | [6],[7],[8],[9],[10],[11],[14] | |
Investment owned, balance, principal amount | $ 8,420 | [18] | $ 8,420 | [19] | |||||
Investment owned, at cost | 8,248 | 8,243 | |||||||
Investments at fair value | 6,785 | 6,900 | |||||||
Investment, Identifier [Axis]: Continental Intermodal Group LP, Common Stock Warrants | |||||||||
Investment owned, at cost | 648 | [13] | 648 | [11] | |||||
Investments at fair value | $ 220 | [13] | $ 457 | [11] | |||||
Investment, Identifier [Axis]: Continental Intermodal Group LP, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.88% | [12],[13] | 12.88% | [12],[13] | 11.62% | [11],[14] | 11.62% | [11],[14] | |
Investment owned, balance, principal amount | $ 19,992 | [12],[13],[18] | $ 22,537 | [11],[14],[19] | |||||
Investment owned, at cost | 19,286 | [12],[13] | 21,642 | [11],[14] | |||||
Investments at fair value | $ 17,893 | [12],[13] | $ 20,396 | [11],[14] | |||||
Investment, Identifier [Axis]: Convergeone Holdings Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[14] | 5% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 9.38% | [12] | 9.38% | [12] | 8.12% | [14] | 8.12% | [14] | |
Investment owned, balance, principal amount | $ 11,882 | [12],[18] | $ 11,913 | [14],[19] | |||||
Investment owned, at cost | 11,684 | [12] | 11,697 | [14] | |||||
Investments at fair value | $ 6,963 | [12] | $ 8,596 | [14] | |||||
Investment, Identifier [Axis]: Conviva Inc, Shares of Series D Preferred Stock | |||||||||
Investment owned, balance (in shares) | shares | 517,851 | [1],[2],[3],[4],[5],[13] | 517,851 | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, at cost | $ 605 | [13] | |||||||
Investments at fair value | $ 894 | [13] | |||||||
Investment, Identifier [Axis]: Conviva Inc,Shares of Series D Preferred Stock | |||||||||
Investment owned, balance (in shares) | shares | 517,851 | [6],[7],[8],[9],[10],[11] | 517,851 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 605 | [11] | |||||||
Investments at fair value | $ 894 | [11] | |||||||
Investment, Identifier [Axis]: CorEvitas LLC, Class A2 Common Units in CorEvitas Holdings, L.P. | |||||||||
Investment owned, balance (in shares) | shares | 1,099 | [1],[2],[3],[4],[5],[13] | 1,099 | [1],[2],[3],[4],[5],[13] | 1,099 | [6],[7],[8],[9],[10],[11] | 1,099 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 690 | [13] | $ 690 | [11] | |||||
Investments at fair value | $ 2,340 | [13] | $ 2,340 | [11] | |||||
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 4.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 4.75% | [6],[7],[8],[9],[10],[11],[14],[21] | 4.75% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 12.25% | [12],[13],[16] | 12.25% | [12],[13],[16] | 11% | [11],[14],[21] | 11% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 305 | [12],[13],[16],[18] | $ 916 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 289 | [12],[13],[16] | 898 | [11],[14],[21] | |||||
Investments at fair value | $ 261 | [12],[13],[16] | $ 898 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.125% | [1],[2],[3],[4],[5],[12],[13] | 6.125% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [6],[7],[8],[9],[10],[11],[14] | 5.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.55% | [12],[13] | 10.55% | [12],[13] | 8.88% | [11],[14] | 8.88% | [11],[14] | |
Investment owned, balance, principal amount | $ 13,677 | [12],[13],[18] | $ 13,712 | [11],[14],[19] | |||||
Investment owned, at cost | 13,527 | [12],[13] | 13,554 | [11],[14] | |||||
Investments at fair value | $ 13,344 | [12],[13] | $ 13,583 | [11],[14] | |||||
Investment, Identifier [Axis]: Covetrus Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[14] | 5% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 9.58% | [12] | 9.58% | [12] | 7.65% | [14] | 7.65% | [14] | |
Investment owned, balance, principal amount | $ 10,336 | [12],[18] | $ 10,336 | [14],[19] | |||||
Investment owned, at cost | 9,733 | [12] | 9,716 | [14] | |||||
Investments at fair value | $ 9,711 | [12] | $ 9,681 | [14] | |||||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[16] | 6% | [1],[2],[3],[4],[5],[12],[13],[16] | 6% | [6],[7],[8],[9],[10],[11],[14],[21] | 6% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (13) | [12],[13],[16] | (13) | [11],[14],[21] | |||||
Investments at fair value | $ (26) | [12],[13],[16] | $ (26) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.41% | [12],[13] | 10.41% | [12],[13] | 8.81% | [11],[14] | 8.81% | [11],[14] | |
Investment owned, balance, principal amount | $ 18,153 | [12],[13],[18] | $ 18,200 | [11],[14],[19] | |||||
Investment owned, at cost | 17,766 | [12],[13] | 17,790 | [11],[14] | |||||
Investments at fair value | $ 17,798 | [12],[13] | $ 17,843 | [11],[14] | |||||
Investment, Identifier [Axis]: Cuppa Bidco BV, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[12] | 4.75% | [1],[2],[3],[4],[5],[12] | |||||
Investment interest rate | 7.50% | [12],[20] | 7.50% | [12],[20] | |||||
Investment owned, balance, principal amount | $ 12,340 | [12],[18],[20] | |||||||
Investment owned, at cost | 10,521 | [12],[20] | |||||||
Investments at fair value | $ 10,997 | [12],[20] | |||||||
Investment, Identifier [Axis]: DTI Holdco Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[12] | 4.75% | [1],[2],[3],[4],[5],[12] | 4.75% | [6],[7],[8],[9],[10],[14] | 4.75% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 8.84% | [12] | 8.84% | [12] | 7.33% | [14] | 7.33% | [14] | |
Investment owned, balance, principal amount | $ 4,988 | [12],[18] | $ 5,000 | [14],[19] | |||||
Investment owned, at cost | 4,897 | [12] | 4,906 | [14] | |||||
Investments at fair value | $ 4,607 | [12] | $ 4,760 | [14] | |||||
Investment, Identifier [Axis]: Delivery Hero FinCo LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.75% | [6],[7],[8],[9],[10],[14],[15] | 5.75% | [6],[7],[8],[9],[10],[14],[15] | |||||
Investment interest rate | 8.49% | [14],[15] | 8.49% | [14],[15] | |||||
Investment owned, balance, principal amount | $ 4,988 | [14],[15],[19] | |||||||
Investment owned, at cost | 4,882 | [14],[15] | |||||||
Investments at fair value | $ 4,757 | [14],[15] | |||||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Common Units in Delta Financial Holdings LLC | |||||||||
Investment owned, balance (in shares) | shares | 2.09 | [1],[2],[3],[4],[5],[13] | 2.09 | [1],[2],[3],[4],[5],[13] | 2.09 | [6],[7],[8],[9],[10],[11],[15] | 2.09 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, at cost | $ 2 | [13],[20] | $ 2 | [11],[15] | |||||
Investments at fair value | $ 2 | [13],[20] | $ 2 | [11],[15] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Common Warrants | |||||||||
Investment owned, balance (in shares) | shares | 31.37 | [1],[2],[3],[4],[5],[13] | 31.37 | [1],[2],[3],[4],[5],[13] | 31.37 | [6],[7],[8],[9],[10],[11],[15] | 31.37 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 1 | [1],[2],[3],[4],[5],[13] | $ 1 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 0 | [13],[20] | $ 0 | [11],[15] | |||||
Investments at fair value | $ 0 | [13],[20] | $ 0 | [11],[15] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Series C Preferred Units in Delta Financial Holdings LLC | |||||||||
Investment owned, balance (in shares) | shares | 419 | [1],[2],[3],[4],[5],[13] | 419 | [1],[2],[3],[4],[5],[13] | 419 | [6],[7],[8],[9],[10],[11],[15] | 419 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, at cost | $ 419 | [13],[20] | $ 419 | [11],[15] | |||||
Investments at fair value | $ 419 | [13],[20] | $ 419 | [11],[15] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Subordinated Delayed Draw Term Loan | |||||||||
Investment interest rate | 10% | [1],[2],[3],[4],[5],[13],[16] | 10% | [1],[2],[3],[4],[5],[13],[16] | 10% | [6],[7],[8],[9],[10],[11],[15],[21] | 10% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, balance, principal amount | $ 8,365 | [13],[16],[18],[20] | $ 4,183 | [11],[15],[19],[21] | |||||
Investment owned, at cost | 8,365 | [13],[16],[20] | 4,183 | [11],[15],[21] | |||||
Investments at fair value | $ 8,365 | [13],[16],[20] | $ 4,183 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: Delta Topco Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12] | 7.25% | [1],[2],[3],[4],[5],[12] | 7.25% | [6],[7],[8],[9],[10],[14] | 7.25% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 11.65% | [12] | 11.65% | [12] | 9.34% | [14] | 9.34% | [14] | |
Investment owned, balance, principal amount | $ 6,680 | [12],[18] | $ 6,680 | [14],[19] | |||||
Investment owned, at cost | 6,647 | [12] | 6,647 | [14] | |||||
Investments at fair value | $ 5,319 | [12] | $ 5,934 | [14] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, Class A Warrants | |||||||||
Investment owned, balance (in shares) | shares | 5,403,823 | [1],[2],[3],[4],[5],[13] | 5,403,823 | [1],[2],[3],[4],[5],[13] | 5,403,823 | [6],[7],[8],[9],[10],[11] | 5,403,823 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 1 | [1],[2],[3],[4],[5],[13] | $ 1 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 1,405 | [13] | $ 1,405 | [11] | |||||
Investments at fair value | $ 1,297 | [13] | $ 1,297 | [11] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 9% | [6],[7],[8],[9],[10],[11],[14],[21] | 9% | [6],[7],[8],[9],[10],[11],[14],[21] | |||||
Investment, interest rate, paid in kind | 2% | [6],[7],[8],[9],[10],[11],[14],[21] | 2% | [6],[7],[8],[9],[10],[11],[14],[21] | |||||
Investment owned, balance, principal amount | $ 0 | [11],[14],[19],[21] | |||||||
Investment owned, at cost | (135) | [11],[14],[21] | |||||||
Investments at fair value | $ (129) | [11],[14],[21] | |||||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 9% | [1],[2],[3],[4],[5],[12],[13] | 9% | [1],[2],[3],[4],[5],[12],[13] | 9% | [6],[7],[8],[9],[10],[11],[14] | 9% | [6],[7],[8],[9],[10],[11],[14] | |
Investment, interest rate, paid in kind | 2% | [6],[7],[8],[9],[10],[11],[14] | 2% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment interest rate | 13.73% | [12],[13] | 13.73% | [12],[13] | 12.67% | [11],[14] | 12.67% | [11],[14] | |
Investment owned, balance, principal amount | $ 20,965 | [12],[13],[18] | $ 24,396 | [11],[14],[19] | |||||
Investment owned, at cost | 19,913 | [12],[13] | 23,083 | [11],[14] | |||||
Investments at fair value | $ 20,912 | [12],[13] | $ 22,993 | [11],[14] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, Subordinated Term Loan | |||||||||
Investment, interest rate, paid in kind | 8% | [1],[2],[3],[4],[5],[13] | 8% | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, balance, principal amount | $ 520 | [12],[13],[16],[18] | |||||||
Investment owned, at cost | 520 | [12],[13],[16] | |||||||
Investments at fair value | $ 494 | [12],[13],[16] | |||||||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 6.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 11.59% | [12],[13],[16] | 11.59% | [12],[13],[16] | 9.41% | [11],[14],[21] | 9.41% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 251 | [12],[13],[16],[18] | $ 251 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 229 | [12],[13],[16] | 228 | [11],[14],[21] | |||||
Investments at fair value | $ 239 | [12],[13],[16] | $ 239 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.09% | [12],[13] | 11.09% | [12],[13] | 9.91% | [11],[14] | 9.91% | [11],[14] | |
Investment owned, balance, principal amount | $ 9,877 | [12],[13],[18] | $ 9,902 | [11],[14],[19] | |||||
Investment owned, at cost | 9,593 | [12],[13] | 9,599 | [11],[14] | |||||
Investments at fair value | $ 9,768 | [12],[13] | $ 9,793 | [11],[14] | |||||
Investment, Identifier [Axis]: DirecTV Financing LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[14] | 5% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 9.38% | [12] | 9.38% | [12] | 8.12% | [14] | 8.12% | [14] | |
Investment owned, balance, principal amount | $ 8,166 | [12],[18] | $ 19,242 | [14],[19] | |||||
Investment owned, at cost | 8,012 | [12] | 18,970 | [14] | |||||
Investments at fair value | $ 7,968 | [12] | $ 17,973 | [14] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, Common Units in DD Healthcare Services Holdings, LLC | |||||||||
Investment owned, balance (in shares) | shares | 30,030.8 | [1],[2],[3],[4],[5],[13] | 30,030.8 | [1],[2],[3],[4],[5],[13] | 30,030.8 | [6],[7],[8],[9],[10],[11] | 30,030.8 | [6],[7],[8],[9],[10],[11] | 30,030.8 |
Investment owned, at cost | $ 15,222 | [13] | $ 15,222 | [11] | |||||
Investments at fair value | $ 4,227 | [13] | $ 4,946 | [11] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13],[16] | 5% | [1],[2],[3],[4],[5],[12],[13],[16] | 5% | [6],[7],[8],[9],[10],[11],[12],[21] | 5% | [6],[7],[8],[9],[10],[11],[12],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 0 | [12],[13],[16] | 0 | [11],[14],[21] | |||||
Investments at fair value | $ 0 | [12],[13],[16] | $ 0 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [6],[7],[8],[9],[10],[11],[12] | 5% | [6],[7],[8],[9],[10],[11],[12] | 5% |
Investment interest rate | 9.73% | [12],[13] | 9.73% | [12],[13] | 8.68% | [11],[14] | 8.68% | [11],[14] | |
Investment owned, balance, principal amount | $ 14,297 | [12],[13],[18] | $ 14,333 | [11],[14],[19] | |||||
Investment owned, at cost | 14,297 | [12],[13] | 14,333 | [11],[14] | |||||
Investments at fair value | $ 14,297 | [12],[13] | $ 14,333 | [11],[14] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, Common Units In DD Healthcare Services Holdings, LLC | |||||||||
% of Total Net Assets | 0.40% | 0.40% | 1.40% | ||||||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, First Lien Loan | |||||||||
Investment interest rate | 9.73% | 9.73% | 6% | ||||||
% of Total Net Assets | 1.20% | 1.20% | 1.80% | ||||||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, First Lien Revolver | |||||||||
% of Total Net Assets | 0% | 0% | 0% | ||||||
Investment, Identifier [Axis]: Dryden 66 Euro CLO 2018, Class DR Notes, Class DR Notes | |||||||||
Investment, basis spread, variable rate | 3.35% | [1],[2],[3],[4],[5],[12],[20] | 3.35% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment interest rate | 4.75% | [12],[20] | 4.75% | [12],[20] | |||||
Investment owned, balance, principal amount | $ 1,500 | [12],[18],[20] | |||||||
Investment owned, at cost | 1,335 | [12],[20] | |||||||
Investments at fair value | $ 1,389 | [12],[20] | |||||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units, 12% | |||||||||
Investment owned, balance (in shares) | shares | 487.5 | [1],[2],[3],[4],[5],[13] | 487.5 | [1],[2],[3],[4],[5],[13] | |||||
Investment interest rate | 12% | [1],[2],[3],[4],[5],[13] | 12% | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, at cost | $ 488 | [13] | |||||||
Investments at fair value | $ 1,067 | [13] | |||||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units | |||||||||
Investment owned, balance (in shares) | shares | 487.5 | [6],[7],[8],[9],[10],[11] | 487.5 | [6],[7],[8],[9],[10],[11] | |||||
Investment interest rate | 12% | [6],[7],[8],[9],[10],[11] | 12% | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 488 | [11] | |||||||
Investments at fair value | $ 966 | [11] | |||||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class B Common Units | |||||||||
Investment owned, balance (in shares) | shares | 12,500 | [1],[2],[3],[4],[5],[13] | 12,500 | [1],[2],[3],[4],[5],[13] | 12,500 | [6],[7],[8],[9],[10],[11] | 12,500 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 0 | [13] | $ 0 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: Eagleview Technology Corporation, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.23% | [12],[13] | 12.23% | [12],[13] | 11.17% | [11],[14] | 11.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 8,974 | [12],[13],[18] | $ 8,974 | [11],[19] | |||||
Investment owned, at cost | 8,884 | [12],[13] | 8,884 | [11] | |||||
Investments at fair value | $ 7,897 | [12],[13] | $ 8,503 | [11] | |||||
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, interest rate, paid in kind | 6% | [1],[2],[3],[4],[5],[13],[16],[20] | 6% | [1],[2],[3],[4],[5],[13],[16],[20] | 6% | [6],[7],[8],[9],[10],[11],[15],[21] | 6% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment interest rate | 3% | [1],[2],[3],[4],[5],[13],[16],[20] | 3% | [1],[2],[3],[4],[5],[13],[16],[20] | 3% | [6],[7],[8],[9],[10],[11],[15],[21] | 3% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, balance, principal amount | $ 1,694 | [13],[16],[18],[20] | |||||||
Investment owned, at cost | 1,667 | [13],[16],[20] | $ 3 | [11],[15],[21] | |||||
Investments at fair value | $ 1,694 | [13],[16],[20] | $ 0 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Term Loan | |||||||||
Investment, interest rate, paid in kind | 6% | [1],[2],[3],[4],[5],[13],[20] | 6% | [1],[2],[3],[4],[5],[13],[20] | 6% | [6],[7],[8],[9],[10],[11],[15] | 6% | [6],[7],[8],[9],[10],[11],[15] | |
Investment interest rate | 3% | [1],[2],[3],[4],[5],[13],[20] | 3% | [1],[2],[3],[4],[5],[13],[20] | 3% | [6],[7],[8],[9],[10],[11],[15] | 3% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 10,576 | [13],[18],[20] | $ 10,418 | [11],[15],[19] | |||||
Investment owned, at cost | 10,441 | [13],[20] | 10,275 | [11],[15] | |||||
Investments at fair value | $ 10,100 | [13],[20] | $ 10,231 | [11],[15] | |||||
Investment, Identifier [Axis]: FINThrive Software Intermediate Holdings Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12] | 6.75% | [1],[2],[3],[4],[5],[12] | 6.75% | [6],[7],[8],[9],[10],[14] | 6.75% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 11.13% | [12] | 11.13% | [12] | 9.87% | [14] | 9.87% | [14] | |
Investment owned, balance, principal amount | $ 25,061 | [12],[18] | $ 25,061 | [14],[19] | |||||
Investment owned, at cost | 24,685 | [12] | 24,685 | [14] | |||||
Investments at fair value | $ 19,273 | [12] | $ 21,646 | [14] | |||||
Investment, Identifier [Axis]: Fair Street LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment interest rate | 12.50% | [1],[2],[3],[4],[5],[13],[16],[17] | 12.50% | [1],[2],[3],[4],[5],[13],[16],[17] | |||||
Investment owned, balance, principal amount | $ 1,174 | [13],[16],[17],[18] | |||||||
Investment owned, at cost | 1,111 | [13],[16],[17] | |||||||
Investments at fair value | $ 1,108 | [13],[16],[17] | |||||||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment interest rate | 9% | [1],[2],[3],[4],[5],[13],[16],[20] | 9% | [1],[2],[3],[4],[5],[13],[16],[20] | 9% | [6],[7],[8],[9],[10],[11],[21] | 9% | [6],[7],[8],[9],[10],[11],[21] | |
Investment owned, balance, principal amount | $ 31,000 | [13],[16],[18] | $ 27,850 | [11],[19],[21] | |||||
Investment owned, at cost | 31,000 | [13],[16] | 27,850 | [11],[21] | |||||
Investments at fair value | $ 31,000 | [13],[16] | $ 27,850 | [11],[21] | |||||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, Warrant Units | |||||||||
Investment owned, balance (in shares) | shares | 2,500 | [1],[2],[3],[4],[5],[13],[16],[20] | 2,500 | [1],[2],[3],[4],[5],[13],[16],[20] | 2,500 | [6],[7],[8],[9],[10],[11],[15],[21] | 2,500 | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 0.01 | [1],[2],[3],[4],[5],[13],[16],[20] | $ 0.01 | [6],[7],[8],[9],[10],[11],[15],[21] | |||||
Investment owned, at cost | $ 0 | [13],[16],[20] | $ 0 | [11],[15] | |||||
Investments at fair value | $ 3 | [13],[16],[20] | $ 3 | [11],[15] | |||||
Investment, Identifier [Axis]: First Star Speir Aviation Limited, Equity Interest | |||||||||
% of Total Net Assets | 0% | ||||||||
Investment, Identifier [Axis]: First Star Speir Aviation Limited, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 9% | ||||||||
Investment owned, ownership percentage | 100% | ||||||||
% of Total Net Assets | 0% | ||||||||
Investment, Identifier [Axis]: Fortress Biotech Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 331,200 | [1],[2],[3],[4],[5],[13],[20] | 331,200 | [1],[2],[3],[4],[5],[13],[20] | 331,200 | [6],[7],[8],[9],[10],[11],[15] | 331,200 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 3.20 | [1],[2],[3],[4],[5],[13],[20] | $ 3.20 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 405 | [13],[20] | $ 405 | [11],[15] | |||||
Investments at fair value | $ 26 | [13],[20] | $ 66 | [11],[15] | |||||
Investment, Identifier [Axis]: Fortress Biotech Inc, First Lien Term Loan | |||||||||
Investment interest rate | 11% | [1],[2],[3],[4],[5],[13],[20] | 11% | [1],[2],[3],[4],[5],[13],[20] | 11% | [6],[7],[8],[9],[10],[11],[15] | 11% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 9,466 | [13],[18],[20] | $ 9,466 | [11],[15],[19] | |||||
Investment owned, at cost | 9,106 | [13],[20] | 9,071 | [11],[15] | |||||
Investments at fair value | $ 8,922 | [13],[20] | $ 9,008 | [11],[15] | |||||
Investment, Identifier [Axis]: Frontier Communications Holdings LLC, Fixed Rate Bond | |||||||||
Investment interest rate | 6% | [1],[2],[3],[4],[5],[20] | 6% | [1],[2],[3],[4],[5],[20] | 6% | [6],[7],[8],[9],[10],[15] | 6% | [6],[7],[8],[9],[10],[15] | |
Investment owned, balance, principal amount | $ 4,881 | [18],[20] | $ 4,881 | [15],[19] | |||||
Investment owned, at cost | 4,432 | [20] | 4,420 | [15] | |||||
Investments at fair value | $ 3,841 | [20] | $ 3,845 | [15] | |||||
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [6],[7],[8],[9],[10],[11],[14],[21] | 7% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 11.75% | [12],[13],[16] | 11.75% | [12],[13],[16] | 10.60% | [11],[14],[21] | 10.60% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 1,280 | [12],[13],[16],[18] | $ 1,280 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 1,272 | [12],[13],[16] | 1,268 | [11],[14],[21] | |||||
Investments at fair value | $ 1,268 | [12],[13],[16] | $ 1,262 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.73% | [12],[13] | 11.73% | [12],[13] | 10.67% | [11],[14] | 10.67% | [11],[14] | |
Investment owned, balance, principal amount | $ 24,819 | [12],[13],[18] | $ 25,128 | [11],[14],[19] | |||||
Investment owned, at cost | 24,682 | [12],[13] | 24,915 | [11],[14] | |||||
Investments at fair value | $ 24,641 | [12],[13] | $ 24,851 | [11],[14] | |||||
Investment, Identifier [Axis]: Global Medical Response Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.25% | [6],[7],[8],[9],[10],[14] | 4.25% | [6],[7],[8],[9],[10],[14] | |||||
Investment interest rate | 7.37% | [14] | 7.37% | [14] | |||||
Investment owned, balance, principal amount | $ 5,572 | [14],[19] | |||||||
Investment owned, at cost | 5,435 | [14] | |||||||
Investments at fair value | $ 4,848 | [14] | |||||||
Investment, Identifier [Axis]: GoldenTree Loan Management EUR CLO 2, Class D Notes, Class D Notes | |||||||||
Investment, basis spread, variable rate | 2.85% | [1],[2],[3],[4],[5],[12],[20] | 2.85% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment interest rate | 4.31% | [12],[20] | 4.31% | [12],[20] | |||||
Investment owned, balance, principal amount | $ 1,000 | [12],[18] | |||||||
Investment owned, at cost | 865 | [12] | |||||||
Investments at fair value | $ 899 | [12] | |||||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (51) | [12],[13],[16] | (54) | [11],[14],[21] | |||||
Investments at fair value | $ (57) | [12],[13],[16] | $ (50) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (26) | [12],[13],[16] | (27) | [11],[14],[21] | |||||
Investments at fair value | $ (29) | [12],[13],[16] | $ (25) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12] | 8% | [1],[2],[3],[4],[5],[12] | 8% | [6],[7],[8],[9],[10],[11],[14] | 8% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.33% | [12],[13] | 12.33% | [12],[13] | 11.04% | [11],[14] | 11.04% | [11],[14] | |
Investment owned, balance, principal amount | $ 14,275 | [12],[13],[18] | $ 14,311 | [11],[14],[19] | |||||
Investment owned, at cost | 14,020 | [12],[13] | 14,041 | [11],[14] | |||||
Investments at fair value | $ 13,990 | [12],[13] | $ 14,060 | [11],[14] | |||||
Investment, Identifier [Axis]: Harbor Purchaser Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [6],[7],[8],[9],[10],[14] | 5.25% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 9.67% | [12] | 9.67% | [12] | 8.38% | [14] | 8.38% | [14] | |
Investment owned, balance, principal amount | $ 9,369 | [12],[18] | $ 9,392 | [14],[19] | |||||
Investment owned, at cost | 9,070 | [12] | 9,080 | [14] | |||||
Investments at fair value | $ 8,938 | [12] | $ 8,582 | [14] | |||||
Investment, Identifier [Axis]: Hayfin Emerald CLO XI, Class E Notes, Class E Notes | |||||||||
Investment, basis spread, variable rate | 8.12% | [1],[2],[3],[4],[5],[12],[20] | 8.12% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment interest rate | 10.11% | [12],[20] | 10.11% | [12],[20] | |||||
Investment owned, balance, principal amount | $ 2,250 | [12],[20] | |||||||
Investment owned, at cost | 2,041 | [12],[20] | |||||||
Investments at fair value | $ 2,079 | [12],[20] | |||||||
Investment, Identifier [Axis]: Horizon Aircraft Finance I, Class A Notes | |||||||||
Investment interest rate | 4.458% | [1],[2],[3],[4],[5],[12],[20] | 4.458% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment owned, balance, principal amount | $ 7,112 | [12],[20] | |||||||
Investment owned, at cost | 5,697 | [12],[20] | |||||||
Investments at fair value | $ 5,838 | [12],[20] | |||||||
Investment, Identifier [Axis]: INW Manufacturing LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [6],[7],[8],[9],[10],[11],[14] | 5.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.48% | [12],[13] | 10.48% | [12],[13] | 9.42% | [11],[14] | 9.42% | [11],[14] | |
Investment owned, balance, principal amount | $ 35,156 | [12],[13],[18] | $ 35,625 | [11],[14],[19] | |||||
Investment owned, at cost | 34,394 | [12],[13] | 34,806 | [11],[14] | |||||
Investments at fair value | $ 30,059 | [12],[13] | $ 31,528 | [11],[14] | |||||
Investment, Identifier [Axis]: IPC Corp, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [6],[7],[8],[9],[10],[11],[14] | 6.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.44% | [12],[13] | 9.44% | [12],[13] | 9.44% | [11],[14] | 9.44% | [11],[14] | |
Investment owned, balance, principal amount | $ 34,357 | [12],[13],[18] | $ 34,357 | [11],[14],[19] | |||||
Investment owned, at cost | 33,660 | [12],[13] | 33,612 | [11],[14] | |||||
Investments at fair value | $ 32,553 | [12],[13] | $ 32,639 | [11],[14] | |||||
Investment, Identifier [Axis]: Immucor Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [6],[7],[8],[9],[10],[11],[14] | 5.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.48% | [12],[13] | 10.48% | [12],[13] | 9.42% | [11],[14] | 9.42% | [11],[14] | |
Investment owned, balance, principal amount | $ 8,547 | [12],[13],[18] | $ 8,569 | [11],[14],[19] | |||||
Investment owned, at cost | 8,395 | [12],[13] | 8,401 | [11],[14] | |||||
Investments at fair value | $ 8,635 | [12],[13] | $ 8,407 | [11],[14] | |||||
Investment, Identifier [Axis]: Immucor Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[14] | 8% | [6],[7],[8],[9],[10],[11],[14] | |
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[12],[13] | 3.50% | [1],[2],[3],[4],[5],[12],[13] | 3.50% | [6],[7],[8],[9],[10],[11],[14] | 3.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.73% | [12],[13] | 12.73% | [12],[13] | 11.67% | [11],[14] | 11.67% | [11],[14] | |
Investment owned, balance, principal amount | $ 22,819 | [12],[13],[18] | $ 22,619 | [11],[14],[19] | |||||
Investment owned, at cost | 22,401 | [12],[13] | 22,162 | [11],[14] | |||||
Investments at fair value | 23,275 | [12],[13] | 22,275 | [11],[14] | |||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Revenue Interest Financing Term | |||||||||
Investment owned, balance, principal amount | 13,482 | [13],[18] | |||||||
Investment owned, at cost | 13,482 | [13] | |||||||
Investments at fair value | $ 13,428 | [13] | |||||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment owned, balance, principal amount | 13,083 | [11],[19] | |||||||
Investment owned, at cost | 13,083 | [11] | |||||||
Investments at fair value | $ 13,083 | [11] | |||||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [6],[7],[8],[9],[10],[11],[14] | 8.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 13.20% | [12],[13] | 13.20% | [12],[13] | 12.45% | [11],[14] | 12.45% | [11],[14] | |
Investment owned, balance, principal amount | $ 12,161 | [12],[13],[18] | $ 12,161 | [11],[14],[19] | |||||
Investment owned, at cost | 11,956 | [12],[13] | 11,944 | [11],[14] | |||||
Investments at fair value | $ 11,876 | [12],[13] | $ 11,942 | [11],[14] | |||||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Delayed Draw Term Loan | |||||||||
Investment interest rate | 11% | [1],[2],[3],[4],[5],[13],[16],[20] | 11% | [1],[2],[3],[4],[5],[13],[16],[20] | 11% | [6],[7],[8],[9],[10],[11],[15],[21] | 11% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, balance, principal amount | $ 0 | [13],[16],[18],[20] | $ 0 | [11],[15],[19],[21] | |||||
Investment owned, at cost | 0 | [13],[16],[20] | 0 | [11],[15],[21] | |||||
Investments at fair value | $ 0 | [13],[16],[20] | $ 0 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Term Loan | |||||||||
Investment interest rate | 11% | [1],[2],[3],[4],[5],[13],[20] | 11% | [1],[2],[3],[4],[5],[13],[20] | 11% | [6],[7],[8],[9],[10],[11],[15] | 11% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 6,817 | [13],[18],[20] | $ 6,817 | [11],[15],[19] | |||||
Investment owned, at cost | 6,569 | [13],[20] | 6,553 | [11],[15] | |||||
Investments at fair value | $ 6,336 | [13],[20] | $ 6,408 | [11],[15] | |||||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, Tranche A Warrant Shares | |||||||||
Investment owned, balance (in shares) | shares | 56,999 | [6],[7],[8],[9],[10],[11],[15] | 56,999 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 4.23 | [6],[7],[8],[9],[10],[11],[15] | |||||||
Investment owned, at cost | $ 135 | [11],[15] | |||||||
Investments at fair value | $ 609 | [11],[15] | |||||||
Investment, Identifier [Axis]: Integral Development Corporation, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 1,078,284 | [1],[2],[3],[4],[5],[13] | 1,078,284 | [1],[2],[3],[4],[5],[13] | 1,078,284 | [6],[7],[8],[9],[10],[11] | 1,078,284 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 0.9274 | [1],[2],[3],[4],[5],[13] | $ 0.9274 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 113 | [13] | $ 113 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: Inventus Power Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [6],[7],[8],[9],[10],[11],[14] | 5% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.84% | [12],[13] | 9.84% | [12],[13] | 8.55% | [11],[14] | 8.55% | [11],[14] | |
Investment owned, balance, principal amount | $ 18,612 | [12],[13],[18] | $ 18,660 | [11],[14],[19] | |||||
Investment owned, at cost | 18,536 | [12],[13] | 18,567 | [11],[14] | |||||
Investments at fair value | $ 18,054 | [12],[13] | $ 18,134 | [11],[14] | |||||
Investment, Identifier [Axis]: Inventus Power Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 13.23% | [12],[13] | 13.23% | [12],[13] | 12.17% | [11],[14] | 12.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 13,674 | [12],[13],[18] | $ 13,674 | [11],[14],[19] | |||||
Investment owned, at cost | 13,535 | [12],[13] | 13,514 | [11],[14] | |||||
Investments at fair value | $ 13,195 | [12],[13] | $ 13,154 | [11],[14] | |||||
Investment, Identifier [Axis]: Ivanti Software Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12] | 7.25% | [1],[2],[3],[4],[5],[12] | 7.25% | [6],[7],[8],[9],[10],[14] | 7.25% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 12.01% | [12] | 12.01% | [12] | 10.33% | [14] | 10.33% | [14] | |
Investment owned, balance, principal amount | $ 10,247 | [12],[18] | $ 10,247 | [14],[19] | |||||
Investment owned, at cost | 10,196 | [12] | 10,196 | [14] | |||||
Investments at fair value | 5,994 | [12] | 7,702 | [14] | |||||
Investment, Identifier [Axis]: JP Morgan Prime Money Market Fund Institutional Shares, JP Morgan Prime Money Market Fund, Institutional Shares | |||||||||
Money market funds, at carrying value | $ 3,421 | ||||||||
Investment, Identifier [Axis]: JP Morgan Prime Money Market Fund Institutional Shares, Other cash accounts | |||||||||
Money market funds, at carrying value | $ 21,103 | ||||||||
Investment, Identifier [Axis]: Jazz Acquisition Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.88% | [12],[13] | 11.88% | [12],[13] | 10.62% | [11],[14] | 10.62% | [11],[14] | |
Investment owned, balance, principal amount | $ 35,912 | [12],[13],[18] | $ 36,234 | [11],[14],[19] | |||||
Investment owned, at cost | 34,918 | [12],[13] | 35,170 | [11],[14] | |||||
Investments at fair value | $ 36,176 | [12],[13] | $ 36,392 | [11],[14] | |||||
Investment, Identifier [Axis]: Jazz Acquisition Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12] | 8% | [1],[2],[3],[4],[5],[12] | 8% | [6],[7],[8],[9],[10],[14] | 8% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 12.38% | [12] | 12.38% | [12] | 11.12% | [14] | 11.12% | [14] | |
Investment owned, balance, principal amount | $ 528 | [12],[18] | $ 528 | [14],[19] | |||||
Investment owned, at cost | 480 | [12] | 478 | [14] | |||||
Investments at fair value | $ 483 | [12] | $ 481 | [14] | |||||
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 6.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 11.75% | [12],[13],[16] | 11.75% | [12],[13],[16] | 10.17% | [11],[14],[21] | 10.17% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 659 | [12],[13],[16],[18] | $ 329 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 640 | [12],[13],[16] | 311 | [11],[14],[21] | |||||
Investments at fair value | $ 599 | [12],[13],[16] | $ 292 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [6],[7],[8],[9],[10],[11],[14] | 6.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.23% | [12],[13] | 11.23% | [12],[13] | 10.17% | [11],[14] | 10.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 13,589 | [12],[13],[18] | $ 13,623 | [11],[14],[19] | |||||
Investment owned, at cost | 13,453 | [12],[13] | 13,487 | [11],[14] | |||||
Investments at fair value | $ 13,153 | [12],[13] | $ 13,351 | [11],[14] | |||||
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14],[21] | 6% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 10.38% | [12],[13] | 10.38% | [12],[13] | 9.12% | [11],[14],[21] | 9.12% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 2,137 | [12],[13],[18] | $ 1,710 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 2,101 | [12],[13] | 1,672 | [11],[14],[21] | |||||
Investments at fair value | $ 2,014 | [12],[13] | $ 1,651 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.38% | [12],[13] | 10.38% | [12],[13] | 9.12% | [11],[14] | 9.12% | [11],[14] | |
Investment owned, balance, principal amount | $ 21,315 | [12],[13],[18] | $ 19,236 | [11],[14],[19] | |||||
Investment owned, at cost | 20,839 | [12],[13] | 18,894 | [11],[14] | |||||
Investments at fair value | $ 20,089 | [12],[13] | $ 18,707 | [11],[14] | |||||
Investment, Identifier [Axis]: LTI Holdings Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12] | 6.75% | [1],[2],[3],[4],[5],[12] | 6.75% | [6],[7],[8],[9],[10],[14] | 6.75% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 11.13% | [12] | 11.13% | [12] | 9.87% | [14] | 9.87% | [14] | |
Investment owned, balance, principal amount | $ 2,140 | [12],[18] | $ 2,140 | [14],[19] | |||||
Investment owned, at cost | 2,095 | [12] | 2,092 | [14] | |||||
Investments at fair value | $ 1,712 | [12] | $ 1,890 | [14] | |||||
Investment, Identifier [Axis]: LaserShip Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [6],[7],[8],[9],[10],[11],[14] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment interest rate | 10.38% | [11],[14] | 10.38% | [11],[14] | |||||
Investment owned, balance, principal amount | $ 2,394 | [11],[14],[19] | |||||||
Investment owned, at cost | 2,370 | [11],[14] | |||||||
Investments at fair value | $ 1,867 | [11],[14] | |||||||
Investment, Identifier [Axis]: Latam Airlines Group SA, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 9.50% | [1],[2],[3],[4],[5],[12],[20] | 9.50% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment interest rate | 13.99% | [12],[13] | 13.99% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 26,205 | [12],[13],[18] | |||||||
Investment owned, at cost | 24,034 | [12],[13] | |||||||
Investments at fair value | $ 25,864 | [12],[13] | |||||||
Investment, Identifier [Axis]: Lift Brands Holdings Inc, Class A Common Units in Snap Investments, LLC | |||||||||
Investment owned, balance (in shares) | shares | 2,000,000 | [1],[2],[3],[4],[5],[13] | 2,000,000 | [1],[2],[3],[4],[5],[13] | 2,000,000 | [6],[7],[8],[9],[10],[11] | 2,000,000 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 1,399 | [13] | $ 1,399 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: Lightbox Intermediate LP, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [6],[7],[8],[9],[10],[11],[14] | 5% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.73% | [12],[13] | 9.73% | [12],[13] | 8.67% | [11],[14] | 8.67% | [11],[14] | |
Investment owned, balance, principal amount | $ 36,913 | [12],[13],[18] | $ 41,008 | [11],[14],[19] | |||||
Investment owned, at cost | 36,233 | [12],[13] | 40,243 | [11],[14] | |||||
Investments at fair value | $ 35,621 | [12],[13] | $ 39,573 | [11],[14] | |||||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Class A2 Units in LES Group Holdings, L.P. | |||||||||
Investment owned, balance (in shares) | shares | 450.75 | [1],[2],[3],[4],[5],[13] | 450.75 | [1],[2],[3],[4],[5],[13] | 450.75 | [6],[7],[8],[9],[10],[11] | 450.75 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 451 | [13] | $ 451 | [11] | |||||
Investments at fair value | $ 451 | [13] | $ 451 | [11] | |||||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 8.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 8.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 8.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 12.94% | [12],[13],[16] | 12.94% | [12],[13],[16] | 11.38% | [11],[14],[21] | 11.38% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 2,370 | [12],[13],[16],[18] | $ 2,370 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 2,323 | [12],[13],[16] | 2,323 | [11],[14],[21] | |||||
Investments at fair value | $ 2,257 | [12],[13],[16] | $ 2,265 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.88% | [12],[13] | 12.88% | [12],[13] | 11.38% | [11],[14] | 11.38% | [11],[14] | |
Investment owned, balance, principal amount | $ 4,357 | [12],[13],[18] | $ 4,357 | [11],[14],[19] | |||||
Investment owned, at cost | 4,289 | [12],[13] | 4,285 | [11],[14] | |||||
Investments at fair value | $ 4,215 | [12],[13] | $ 4,226 | [11],[14] | |||||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[16] | 6% | [1],[2],[3],[4],[5],[12],[13],[16] | 6% | [6],[7],[8],[9],[10],[11],[14],[21] | 6% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 10.94% | [12],[13],[16] | 10.94% | [12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 200 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 178 | [12],[13],[16] | (23) | [11],[14],[21] | |||||
Investments at fair value | $ 148 | [12],[13],[16] | $ (54) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.50% | [12],[13] | 9.50% | [12],[13] | 9.50% | [11],[14] | 9.50% | [11],[14] | |
Investment owned, balance, principal amount | $ 18,344 | [12],[13],[18] | $ 18,390 | [11],[14],[19] | |||||
Investment owned, at cost | 18,057 | [12],[13] | 18,088 | [11],[14] | |||||
Investments at fair value | $ 17,678 | [12],[13] | $ 17,691 | [11],[14] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 5.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (11) | [12],[13],[16] | (12) | [11],[14],[21] | |||||
Investments at fair value | $ (95) | [12],[13],[16] | $ (96) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 5.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (13) | [12],[13],[16] | (13) | [11],[14],[21] | |||||
Investments at fair value | $ (65) | [12],[13],[16] | $ (51) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.23% | [12],[13] | 10.23% | [12],[13] | 9.17% | [11],[14] | 9.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 25,768 | [12],[13],[18] | $ 29,565 | [11],[14],[19] | |||||
Investment owned, at cost | 25,392 | [12],[13] | 29,128 | [11],[14] | |||||
Investments at fair value | $ 24,833 | [12],[13] | $ 28,734 | [11],[14] | |||||
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment interest rate | 11.50% | [1],[2],[3],[4],[5],[13],[16],[20] | 11.50% | [1],[2],[3],[4],[5],[13],[16],[20] | 11.50% | [6],[7],[8],[9],[10],[11],[15],[21] | 11.50% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, balance, principal amount | $ 0 | [13],[16],[18],[20] | $ 0 | [11],[15],[19],[21] | |||||
Investment owned, at cost | 0 | [13],[16],[20] | 0 | [11],[15],[21] | |||||
Investments at fair value | $ 0 | [13],[16],[20] | $ 0 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Term Loan | |||||||||
Investment interest rate | 11.50% | [1],[2],[3],[4],[5],[13],[20] | 11.50% | [1],[2],[3],[4],[5],[13],[20] | 11.50% | [6],[7],[8],[9],[10],[11],[15] | 11.50% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 17,203 | [13],[18],[20] | $ 17,203 | [11],[15],[19] | |||||
Investment owned, at cost | 16,972 | [13],[20] | 16,954 | [11],[15] | |||||
Investments at fair value | $ 16,573 | [13],[20] | $ 16,644 | [11],[15] | |||||
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, interest rate, paid in kind | 1.75% | [1],[2],[3],[4],[5],[13],[16],[20] | 1.75% | [1],[2],[3],[4],[5],[13],[16],[20] | 1.75% | [6],[7],[8],[9],[10],[11],[15],[21] | 1.75% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment interest rate | 8% | [1],[2],[3],[4],[5],[13],[16],[20] | 8% | [1],[2],[3],[4],[5],[13],[16],[20] | 8% | [6],[7],[8],[9],[10],[11],[15],[21] | 8% | [6],[7],[8],[9],[10],[11],[15],[21] | |
Investment owned, balance, principal amount | $ 0 | [13],[16],[18],[20] | $ 0 | [11],[15],[19],[21] | |||||
Investment owned, at cost | 1 | [13],[16],[20] | 1 | [11],[15],[21] | |||||
Investments at fair value | $ 0 | [13],[16],[20] | $ 0 | [11],[15],[21] | |||||
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Term Loan | |||||||||
Investment, interest rate, paid in kind | 1.75% | [1],[2],[3],[4],[5],[13],[20] | 1.75% | [1],[2],[3],[4],[5],[13],[20] | 1.75% | [6],[7],[8],[9],[10],[11],[15] | 1.75% | [6],[7],[8],[9],[10],[11],[15] | |
Investment interest rate | 8% | [1],[2],[3],[4],[5],[13],[20] | 8% | [1],[2],[3],[4],[5],[13],[20] | 8% | [6],[7],[8],[9],[10],[11],[15] | 8% | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, balance, principal amount | $ 7,247 | [13],[18],[20] | $ 7,215 | [11],[15],[19] | |||||
Investment owned, at cost | 6,717 | [13],[20] | 6,650 | [11],[15] | |||||
Investments at fair value | $ 6,474 | [13],[20] | $ 6,440 | [11],[15] | |||||
Investment, Identifier [Axis]: Mesoblast Inc, Warrant Shares | |||||||||
Investment owned, balance (in shares) | shares | 209,588 | [6],[7],[8],[9],[10],[11],[15] | 209,588 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 7.26 | [6],[7],[8],[9],[10],[11],[15] | |||||||
Investment owned, at cost | $ 480 | [11],[15] | |||||||
Investments at fair value | $ 170 | [11],[15] | |||||||
Investment, Identifier [Axis]: Mesoblast, Inc, Warrant Shares 1 | |||||||||
Investment owned, balance (in shares) | shares | 209,588 | [1],[2],[3],[4],[5],[13],[20] | 209,588 | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 7.26 | [1],[2],[3],[4],[5],[13],[20] | |||||||
Investment owned, at cost | $ 480 | [13],[20] | |||||||
Investments at fair value | $ 222 | [13],[20] | |||||||
Investment, Identifier [Axis]: Mesoblast, Inc, Warrant Shares 2 | |||||||||
Investment owned, balance (in shares) | shares | 53,887 | [1],[2],[3],[4],[5],[13],[20] | 53,887 | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 3.70 | [1],[2],[3],[4],[5],[13],[20] | |||||||
Investment owned, at cost | $ 0 | ||||||||
Investments at fair value | $ 81 | ||||||||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (48) | [12],[13],[16] | (54) | [11],[14],[21] | |||||
Investments at fair value | $ (88) | [12],[13],[16] | $ (100) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |
Investment, interest rate, paid in kind | 1.50% | [6],[7],[8],[9],[10],[11],[14] | 1.50% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment interest rate | 11.72% | [12],[13] | 11.72% | [12],[13] | 10.64% | [11],[14] | 10.64% | [11],[14] | |
Investment owned, balance, principal amount | $ 45,487 | [12],[13],[18] | $ 45,665 | [11],[14],[19] | |||||
Investment owned, at cost | 44,616 | [12],[13] | 44,689 | [11],[14] | |||||
Investments at fair value | $ 44,486 | [12],[13] | $ 44,523 | [11],[14] | |||||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [6],[7],[8],[9],[10],[11],[12],[21] | 7% | [6],[7],[8],[9],[10],[11],[12],[21] | |||||
Investment owned, balance, principal amount | $ 0 | [11],[14],[19],[21] | |||||||
Investment owned, at cost | (31) | [11],[14],[21] | |||||||
Investments at fair value | $ 0 | [11],[14],[21] | |||||||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [6],[7],[8],[9],[10],[11],[12] | 7% | [6],[7],[8],[9],[10],[11],[12] | |||||
Investment interest rate | 9.80% | [11],[14] | 9.80% | [11],[14] | |||||
Investment owned, balance, principal amount | $ 389 | [11],[14],[19] | |||||||
Investment owned, at cost | 387 | [11],[14] | |||||||
Investments at fair value | $ 727 | [11],[14] | |||||||
Investment, Identifier [Axis]: Mosaic Companies LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.93% | [12],[13] | 10.93% | [12],[13] | 9.89% | [11],[14] | 9.89% | [11],[14] | |
Investment owned, balance, principal amount | $ 45,907 | [12],[13],[18] | $ 46,499 | [11],[14],[19] | |||||
Investment owned, at cost | 45,266 | [12],[13] | 45,802 | [11],[14] | |||||
Investments at fair value | $ 45,127 | [12],[13] | $ 45,421 | [11],[14] | |||||
Investment, Identifier [Axis]: NFP Corp, Fixed Rate Bond | |||||||||
Investment interest rate | 6.875% | [1],[2],[3],[4],[5] | 6.875% | [1],[2],[3],[4],[5] | 6.875% | [6],[7],[8],[9],[10] | 6.875% | [6],[7],[8],[9],[10] | |
Investment owned, balance, principal amount | $ 10,191 | [18] | $ 10,191 | [19] | |||||
Investment owned, at cost | 9,787 | 9,773 | |||||||
Investments at fair value | $ 8,423 | $ 7,966 | |||||||
Investment, Identifier [Axis]: NN Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.88% | [1],[2],[3],[4],[5],[12],[13] | 6.88% | [1],[2],[3],[4],[5],[12],[13] | 6.88% | [6],[7],[8],[9],[10],[11],[14],[15] | 6.88% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment interest rate | 11.26% | [12],[13],[20] | 11.26% | [12],[13],[20] | 9.99% | [11],[14],[15] | 9.99% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 58,564 | [12],[13],[18],[20] | $ 58,713 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 57,577 | [12],[13],[20] | 57,655 | [11],[14],[15] | |||||
Investments at fair value | $ 55,958 | [12],[13],[20] | $ 56,805 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Navisite LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 13.23% | [12],[13] | 13.23% | [12],[13] | 12.17% | [11],[14] | 12.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 22,560 | [12],[13],[18] | $ 22,560 | [11],[14],[19] | |||||
Investment owned, at cost | 22,260 | [12],[13] | 22,241 | [11],[14] | |||||
Investments at fair value | $ 21,545 | [12],[13] | $ 21,524 | [11],[14] | |||||
Investment, Identifier [Axis]: NeuAG LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 10.50% | [1],[2],[3],[4],[5],[12],[13] | 10.50% | [1],[2],[3],[4],[5],[12],[13] | 10.50% | [6],[7],[8],[9],[10],[11],[14] | 10.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 15.23% | [12],[13] | 15.23% | [12],[13] | 14.17% | [11],[14] | 14.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 50,276 | [12],[13],[18] | $ 50,459 | [11],[14],[19] | |||||
Investment owned, at cost | 49,271 | [12],[13] | 49,301 | [11],[14] | |||||
Investments at fair value | $ 52,292 | [12],[13] | $ 51,972 | [11],[14] | |||||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class D Notes, Class D Notes | |||||||||
Investment, basis spread, variable rate | 6.06% | [1],[2],[3],[4],[5],[12] | 6.06% | [1],[2],[3],[4],[5],[12] | |||||
Investment interest rate | 8.05% | [12],[20] | 8.05% | [12],[20] | |||||
Investment owned, balance, principal amount | € | € 2,500 | [12],[20] | |||||||
Investment owned, at cost | $ 2,503 | [12],[20] | |||||||
Investments at fair value | $ 2,576 | [12],[20] | |||||||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class E Notes, Class E Notes | |||||||||
Investment, basis spread, variable rate | 6.87% | [1],[2],[3],[4],[5],[12] | 6.87% | [1],[2],[3],[4],[5],[12] | |||||
Investment interest rate | 8.86% | [12],[20] | 8.86% | [12],[20] | |||||
Investment owned, balance, principal amount | € | € 3,000 | [12],[20] | |||||||
Investment owned, at cost | $ 2,677 | [12],[20] | |||||||
Investments at fair value | $ 2,728 | [12],[20] | |||||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, LLC Equity Interest | |||||||||
Investment owned, ownership percentage | 87.50% | [1],[2],[3],[4],[5],[13],[16],[20],[22] | 87.50% | [1],[2],[3],[4],[5],[13],[16],[20],[22] | 87.50% | ||||
Investment owned, at cost | $ 54,791 | [16],[20],[22],[23] | |||||||
Investments at fair value | $ 24,108 | [16],[20],[22],[23] | |||||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Equity Interest | |||||||||
Investment owned, ownership percentage | 87.50% | [1],[2],[3],[4],[5],[13],[16],[20],[22] | 87.50% | [1],[2],[3],[4],[5],[13],[16],[20],[22] | 87.50% | [6],[7],[8],[9],[10],[15],[16],[24] | 87.50% | [6],[7],[8],[9],[10],[15],[16],[24] | 87.50% |
Investment owned, at cost | $ 0 | [16],[20],[22] | $ 0 | [15],[21],[24] | |||||
Investments at fair value | $ 0 | [16],[20],[22] | $ 0 | [15],[21],[24] | |||||
% of Total Net Assets | 0% | 0% | 0% | ||||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Subordinated Debt | |||||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 4.50% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 4.50% | [6],[7],[8],[9],[10],[11],[12],[15],[16] | 4.50% | [6],[7],[8],[9],[10],[11],[12],[15],[16] | 4.50% |
Investment interest rate | 7.67% | [12],[13],[16],[20] | 7.67% | [12],[13],[16],[20] | 6.30% | [11],[14],[15],[21] | 6.30% | [11],[14],[15],[21] | 4.58% |
Investment owned, balance, principal amount | $ 59,049 | [12],[13],[16],[18],[20] | $ 59,662 | [11],[14],[15],[19],[21] | |||||
Investment owned, at cost | 49,961 | [12],[13],[16],[20] | 50,194 | [11],[14],[15],[21] | |||||
Investments at fair value | $ 49,536 | [12],[13],[16],[20] | $ 50,283 | [11],[14],[15],[21] | |||||
% of Total Net Assets | 4.10% | 4.10% | 4.20% | ||||||
Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4% | [1],[2],[3],[4],[5],[12] | 4% | [1],[2],[3],[4],[5],[12] | 4% | [6],[7],[8],[9],[10],[14] | 4% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 8.42% | [12] | 8.42% | [12] | 7.12% | [14] | 7.12% | [14] | |
Investment owned, balance, principal amount | $ 3,315 | [12],[18] | $ 3,323 | [14],[19] | |||||
Investment owned, at cost | 3,165 | [12] | 3,162 | [14] | |||||
Investments at fair value | $ 3,167 | [12] | $ 3,207 | [14] | |||||
Investment, Identifier [Axis]: OEConnection LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.42% | [12],[13] | 11.42% | [12],[13] | 10.05% | [11],[14] | 10.05% | [11],[14] | |
Investment owned, balance, principal amount | $ 7,519 | [12],[13],[18] | $ 7,519 | [11],[14],[19] | |||||
Investment owned, at cost | 7,396 | [12],[13] | 7,389 | [11],[14] | |||||
Investments at fair value | $ 7,221 | [12],[13] | $ 7,237 | [11],[14] | |||||
Investment, Identifier [Axis]: OTG Management LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 2% | [1],[2],[3],[4],[5],[12],[13],[16] | 2% | [1],[2],[3],[4],[5],[12],[13],[16] | 2% | [6],[7],[8],[9],[10],[11],[14],[21] | 2% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment, interest rate, paid in kind | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (30) | [12],[13],[16] | (31) | [11],[14],[21] | |||||
Investments at fair value | $ 0 | [12],[13],[16] | $ 0 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: OTG Management LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 2% | [1],[2],[3],[4],[5],[12],[13] | 2% | [1],[2],[3],[4],[5],[12],[13] | 2% | [6],[7],[8],[9],[10],[11],[14] | 2% | [6],[7],[8],[9],[10],[11],[14] | |
Investment, interest rate, paid in kind | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[14] | 8% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 6.76% | [12],[13] | 6.76% | [12],[13] | 5.08% | [11],[14] | 5.08% | [11],[14] | |
Investment owned, balance, principal amount | $ 21,993 | [12],[13],[18] | $ 21,557 | [11],[14],[19] | |||||
Investment owned, at cost | 21,728 | [12],[13] | 21,267 | [11],[14] | |||||
Investments at fair value | 21,993 | [12],[13] | $ 21,557 | [11],[14] | |||||
Investment, Identifier [Axis]: Other accounts, Other cash accounts | |||||||||
Money market funds, at carrying value | $ 15,824 | ||||||||
Investment, Identifier [Axis]: P & L Development LLC, Fixed Rate Bond | |||||||||
Investment interest rate | 7.75% | [1],[2],[3],[4],[5] | 7.75% | [1],[2],[3],[4],[5] | 7.75% | [6],[7],[8],[9],[10] | 7.75% | [6],[7],[8],[9],[10] | |
Investment owned, balance, principal amount | $ 7,776 | [18] | $ 7,776 | [19] | |||||
Investment owned, at cost | 7,817 | 7,820 | |||||||
Investments at fair value | $ 6,318 | $ 5,846 | |||||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [1],[2],[3],[4],[5],[12],[13],[16] | 7% | [6],[7],[8],[9],[10],[11],[14],[21] | 7% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 10.74% | [12],[13],[16] | 10.74% | [12],[13],[16] | 9.25% | [11],[14],[21] | 9.25% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 2,228 | [12],[13],[16],[18] | $ 2,228 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 2,188 | [12],[13],[16] | 2,186 | [11],[14],[21] | |||||
Investments at fair value | $ 2,184 | [12],[13],[16] | $ 2,203 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14],[21] | 7% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 11.76% | [12],[13] | 11.76% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 1,252 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 1,232 | [12],[13],[16] | (21) | [11],[14],[21] | |||||
Investments at fair value | $ 1,230 | [12],[13],[16] | $ (13) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.74% | [12],[13] | 10.74% | [12],[13] | 9.28% | [11],[14] | 9.28% | [11],[14] | |
Investment owned, balance, principal amount | $ 26,088 | [12],[13],[18] | $ 26,154 | [11],[14],[19] | |||||
Investment owned, at cost | 25,674 | [12],[13] | 25,712 | [11],[14] | |||||
Investments at fair value | $ 25,632 | [12],[13] | $ 25,893 | [11],[14] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, Class B Common Units | |||||||||
Investment owned, balance (in shares) | shares | 80,515 | [1],[2],[3],[4],[5],[13] | 80,515 | [1],[2],[3],[4],[5],[13] | 80,515 | [6],[7],[8],[9],[10],[11] | 80,515 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 79 | [12],[13] | $ 79 | [11] | |||||
Investments at fair value | $ 121 | [12],[13] | $ 89 | [11] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (31) | [12],[13],[16] | (34) | [11],[14],[21] | |||||
Investments at fair value | $ (49) | [12],[13],[16] | $ (49) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.50% | [12],[13] | 11.50% | [12],[13] | 10.42% | [11],[14] | 10.42% | [11],[14] | |
Investment owned, balance, principal amount | $ 31,186 | [12],[13],[18] | $ 33,775 | [11],[14],[19] | |||||
Investment owned, at cost | 30,466 | [12],[13] | 32,931 | [11],[14] | |||||
Investments at fair value | $ 30,578 | [12],[13] | $ 33,116 | [11],[14] | |||||
Investment, Identifier [Axis]: Park Place Technologies LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[14] | 5% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 9.42% | [12] | 9.42% | [12] | 8.13% | [14] | 8.13% | [14] | |
Investment owned, balance, principal amount | $ 4,838 | [12],[18] | $ 9,850 | [14],[19] | |||||
Investment owned, at cost | 4,703 | [12] | 9,460 | [14] | |||||
Investments at fair value | $ 4,575 | [12] | $ 9,374 | [14] | |||||
Investment, Identifier [Axis]: Performance Health Holdings Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.73% | [12],[13] | 10.73% | [12],[13] | 8.88% | [11],[14] | 8.88% | [11],[14] | |
Investment owned, balance, principal amount | $ 17,976 | [12],[13],[18] | $ 17,976 | [11],[14],[19] | |||||
Investment owned, at cost | 17,705 | [12],[13] | 17,690 | [11],[14] | |||||
Investments at fair value | $ 17,537 | [12],[13] | $ 17,537 | [11],[14] | |||||
Investment, Identifier [Axis]: Planview Parent Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 7.25% | [6],[7],[8],[9],[10],[11],[14] | 7.25% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.98% | [12],[13] | 11.98% | [12],[13] | 10.92% | [11],[14] | 10.92% | [11],[14] | |
Investment owned, balance, principal amount | $ 28,627 | [12],[13],[18] | $ 28,627 | [11],[14],[19] | |||||
Investment owned, at cost | 28,198 | [12],[13] | 28,198 | [11],[14] | |||||
Investments at fair value | $ 25,693 | [12],[13] | $ 27,482 | [11],[14] | |||||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [1],[2],[3],[4],[5],[12],[13],[16] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | 8% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 12.36% | [12],[13],[16] | 12.36% | [12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 1,766 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 1,716 | [12],[13],[16] | (53) | [11],[14],[21] | |||||
Investments at fair value | $ 1,678 | [12],[13],[16] | $ (111) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[14] | 8% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.83% | [12],[13] | 11.83% | [12],[13] | 10.68% | [11],[14] | 10.68% | [11],[14] | |
Investment owned, balance, principal amount | $ 48,689 | [12],[13],[18] | $ 48,689 | [11],[14],[19] | |||||
Investment owned, at cost | 47,993 | [12],[13] | 47,951 | [11],[14] | |||||
Investments at fair value | $ 47,471 | [12],[13] | $ 47,155 | [11],[14] | |||||
Investment, Identifier [Axis]: Profrac Holdings II LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.10% | [12],[13] | 11.10% | [12],[13] | 10.01% | [11],[14] | 10.01% | [11],[14] | |
Investment owned, balance, principal amount | $ 22,984 | [12],[13],[18] | $ 23,275 | [11],[14],[19] | |||||
Investment owned, at cost | 22,496 | [12],[13] | 22,722 | [11],[14] | |||||
Investments at fair value | $ 22,432 | [12],[13] | $ 22,810 | [11],[14] | |||||
Investment, Identifier [Axis]: Project Boost Purchaser LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[14] | 8% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.38% | [12],[13] | 12.38% | [12],[13] | 11.12% | [11],[14] | 11.12% | [11],[14] | |
Investment owned, balance, principal amount | $ 5,250 | [12],[13],[18] | $ 5,250 | [11],[14],[19] | |||||
Investment owned, at cost | 5,173 | [12],[13] | 5,168 | [11],[14] | |||||
Investments at fair value | $ 4,955 | [12],[13] | $ 5,047 | [11],[14] | |||||
Investment, Identifier [Axis]: Quantum Bidco Limited, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[20] | 6% | [1],[2],[3],[4],[5],[12],[13],[20] | 6% | [6],[7],[8],[9],[10],[11],[14],[15] | 6% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment interest rate | 9.63% | [12],[13],[20] | 9.63% | [12],[13],[20] | 8.39% | [11],[14],[15] | 8.39% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 3,501 | [12],[13],[18],[20] | $ 3,501 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 4,655 | [12],[13],[20] | 4,646 | [11],[14],[15] | |||||
Investments at fair value | $ 3,599 | [12],[13],[20] | $ 3,367 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: QuorumLabs Inc, Junior-2 Preferred Stock | |||||||||
Investment owned, balance (in shares) | shares | 64,887,669 | [1],[2],[3],[4],[5],[13] | 64,887,669 | [1],[2],[3],[4],[5],[13] | 64,887,669 | [6],[7],[8],[9],[10],[11] | 64,887,669 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 375 | [13] | $ 375 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: RP Escrow Issuer LLC, Fixed Rate Bond | |||||||||
Investment interest rate | 5.25% | [6],[7],[8],[9],[10] | 5.25% | [6],[7],[8],[9],[10] | |||||
Investment owned, balance, principal amount | $ 1,325 | [19] | |||||||
Investment owned, at cost | 1,218 | ||||||||
Investments at fair value | $ 1,097 | ||||||||
Investment, Identifier [Axis]: Radiology Partners Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.25% | [1],[2],[3],[4],[5],[12] | 4.25% | [1],[2],[3],[4],[5],[12] | 4.25% | [6],[7],[8],[9],[10],[14] | 4.25% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 8.64% | [12] | 8.64% | [12] | 7.33% | [14] | 7.33% | [14] | |
Investment owned, balance, principal amount | $ 3,400 | [12],[18] | $ 3,400 | [14],[19] | |||||
Investment owned, at cost | 3,221 | [12] | 3,202 | [14] | |||||
Investments at fair value | $ 2,870 | [12] | $ 2,880 | [14] | |||||
Investment, Identifier [Axis]: Radiology Partners Inc, Fixed Rate Bond | |||||||||
Investment interest rate | 9.25% | [1],[2],[3],[4],[5] | 9.25% | [1],[2],[3],[4],[5] | 9.25% | [6],[7],[8],[9],[10] | 9.25% | [6],[7],[8],[9],[10] | |
Investment owned, balance, principal amount | $ 4,755 | [18] | $ 4,755 | [19] | |||||
Investment owned, at cost | 4,721 | 4,720 | |||||||
Investments at fair value | $ 2,677 | $ 3,109 | |||||||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.50% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.50% | [6],[7],[8],[9],[10],[11],[14],[21] | 6.50% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (40) | [12],[13],[16] | (43) | [11],[14],[21] | |||||
Investments at fair value | $ (47) | [12],[13],[16] | $ (64) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment, interest rate, paid in kind | 7.50% | [6],[7],[8],[9],[10],[11],[14] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment owned, balance, principal amount | $ 25,405 | [12],[13],[18] | $ 24,692 | [11],[14],[19] | |||||
Investment owned, at cost | 25,002 | [12],[13] | 24,265 | [11],[14] | |||||
Investments at fair value | $ 24,846 | [12],[13] | $ 24,101 | [11],[14] | |||||
Investment, Identifier [Axis]: Renaissance Holding Corp, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12] | 7% | [1],[2],[3],[4],[5],[12] | 7% | [6],[7],[8],[9],[10],[14] | 7% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 11.38% | [12] | 11.38% | [12] | 10.12% | [14] | 10.12% | [14] | |
Investment owned, balance, principal amount | $ 3,542 | [12],[18] | $ 3,542 | [14],[19] | |||||
Investment owned, at cost | 3,515 | [12] | 3,515 | [14] | |||||
Investments at fair value | $ 3,315 | [12] | $ 3,402 | [14] | |||||
Investment, Identifier [Axis]: RumbleOn Inc, Class B Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 164,660 | [1],[2],[3],[4],[5],[13],[20] | 164,660 | [1],[2],[3],[4],[5],[13],[20] | 164,660 | [6],[7],[8],[9],[10],[11],[15] | 164,660 | [6],[7],[8],[9],[10],[11],[15] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 31.50 | [1],[2],[3],[4],[5],[13],[20] | $ 33 | [6],[7],[8],[9],[10],[11],[15] | |||||
Investment owned, at cost | $ 1,202 | [13],[20] | $ 1,202 | [11],[15] | |||||
Investments at fair value | $ 0 | [13],[20] | $ 74 | [11],[15] | |||||
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 8.25% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 8.25% | [6],[7],[8],[9],[10],[11],[14],[15],[21] | 8.25% | [6],[7],[8],[9],[10],[11],[14],[15],[21] | |
Investment interest rate | 12.98% | [12],[13],[16],[20] | 12.98% | [12],[13],[16],[20] | 11.92% | [11],[14],[15],[21] | 11.92% | [11],[14],[15],[21] | |
Investment owned, balance, principal amount | $ 10,920 | [12],[13],[16],[18],[20] | $ 11,393 | [11],[14],[15],[19],[21] | |||||
Investment owned, at cost | 10,185 | [12],[13],[16],[20] | 10,583 | [11],[14],[15],[21] | |||||
Investments at fair value | $ 10,243 | [12],[13],[16],[20] | $ 10,760 | [11],[14],[15],[21] | |||||
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[12],[13],[20] | 8.25% | [1],[2],[3],[4],[5],[12],[13],[20] | 8.25% | [6],[7],[8],[9],[10],[11],[14],[15] | 8.25% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment interest rate | 12.98% | [12],[13],[20] | 12.98% | [12],[13],[20] | 11.92% | [11],[14],[15] | 11.92% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 36,092 | [12],[13],[18],[20] | $ 37,656 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 34,407 | [12],[13],[20] | 35,775 | [11],[14],[15] | |||||
Investments at fair value | $ 34,540 | [12],[13],[20] | $ 36,187 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Units in Eyesouth Co-Investor FT Aggregator LLC | |||||||||
Investment owned, balance (in shares) | shares | 1,037 | [1],[2],[3],[4],[5],[13] | 1,037 | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, at cost | $ 1,037 | ||||||||
Investments at fair value | $ 1,113 | ||||||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 8.75% | [1],[2],[3],[4],[5],[12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 0 | [12],[13],[16] | |||||||
Investment owned, at cost | (35) | [12],[16] | |||||||
Investments at fair value | $ (68) | [12],[16] | |||||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 12.52% | [12] | 12.52% | [12] | |||||
Investment owned, balance, principal amount | $ 8,010 | [12],[18] | |||||||
Investment owned, at cost | 7,777 | [12] | |||||||
Investments at fair value | $ 7,778 | [12] | |||||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[12],[13] | 4.75% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 9.42% | [12] | 9.42% | [12] | |||||
Investment owned, balance, principal amount | $ 3,395 | [12],[13] | |||||||
Investment owned, at cost | 2,784 | [12],[13] | |||||||
Investments at fair value | $ 2,767 | [12],[13] | |||||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[14] | 8% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.67% | [12],[13] | 12.67% | [12],[13] | 10.74% | [11],[14] | 10.74% | [11],[14] | |
Investment owned, balance, principal amount | $ 9,109 | [12],[13],[18] | $ 9,109 | [11],[14],[19] | |||||
Investment owned, at cost | 8,972 | [12],[13] | 8,972 | [11],[14] | |||||
Investments at fair value | $ 6,604 | [12],[13] | $ 8,289 | [11],[14] | |||||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12] | 4.50% | [1],[2],[3],[4],[5],[12] | |||||
Investment interest rate | 8.92% | [12] | 8.92% | [12] | |||||
Investment owned, balance, principal amount | $ 1,496 | [12],[18] | |||||||
Investment owned, at cost | 1,410 | [12] | |||||||
Investments at fair value | $ 1,401 | [12] | |||||||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan, | |||||||||
Investment, basis spread, variable rate | 4.50% | [6],[7],[8],[9],[10],[14] | 4.50% | [6],[7],[8],[9],[10],[14] | |||||
Investment interest rate | 7.63% | [14] | 7.63% | [14] | |||||
Investment owned, balance, principal amount | $ 1,500 | [14],[19] | |||||||
Investment owned, at cost | 1,410 | [14] | |||||||
Investments at fair value | $ 1,393 | [14] | |||||||
Investment, Identifier [Axis]: SVP-Singer Holdings Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.48% | [12],[13] | 11.48% | [12],[13] | 10.42% | [11],[14] | 10.42% | [11],[14] | |
Investment owned, balance, principal amount | $ 20,714 | [12],[13],[18] | $ 20,766 | [11],[14],[19] | |||||
Investment owned, at cost | 19,554 | [12],[13] | 19,550 | [11],[14] | |||||
Investments at fair value | $ 17,917 | [12],[13] | $ 18,188 | [11],[14] | |||||
Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan, LIBOR+4.50% cash due 12/10/2026 | |||||||||
Investment, basis spread, variable rate | 4.50% | [6],[7],[8],[9],[10],[14] | 4.50% | [6],[7],[8],[9],[10],[14] | |||||
Investment interest rate | 7.63% | [14] | 7.63% | [14] | |||||
Investment owned, balance, principal amount | $ 1,691 | [14],[19] | |||||||
Investment owned, at cost | 1,610 | [14] | |||||||
Investments at fair value | $ 1,623 | [14] | |||||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 991,019 | [1],[2],[3],[4],[5],[13] | 991,019 | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 4.83 | [1],[2],[3],[4],[5],[13] | |||||||
Investment owned, at cost | $ 327 | [13] | |||||||
Investments at fair value | $ 307 | [13] | |||||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 10% | [1],[2],[3],[4],[5],[12],[13],[16] | 10% | [1],[2],[3],[4],[5],[12],[13],[16] | |||||
Investment interest rate | 14.32% | [12],[13],[16] | 14.32% | [12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 931 | [12],[13],[16],[18] | |||||||
Investment owned, at cost | 812 | [12],[13],[16] | |||||||
Investments at fair value | $ 814 | [12],[13],[16] | |||||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 10% | [1],[2],[3],[4],[5],[12],[13] | 10% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 14.32% | [12] | 14.32% | [12] | |||||
Investment owned, balance, principal amount | $ 27,848 | [12],[18] | |||||||
Investment owned, at cost | 26,787 | [12] | |||||||
Investments at fair value | $ 26,804 | [12] | |||||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 408,508 | [1],[2],[3],[4],[5],[13],[20] | 408,508 | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 0.01 | [1],[2],[3],[4],[5],[13],[20] | |||||||
Investment owned, at cost | $ 0 | [13],[20] | |||||||
Investments at fair value | $ 4,081 | [13],[20] | |||||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Put Options on Common Shares in Alvotech SA | |||||||||
Investment owned, balance (in shares) | shares | 293,082 | [1],[2],[3],[4],[5],[13],[20] | 293,082 | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 10 | [1],[2],[3],[4],[5],[13],[20] | |||||||
Investment owned, at cost | $ 0 | [13],[20] | |||||||
Investments at fair value | $ 580 | [13],[20] | |||||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Seller Earn Out Shares in Alvotech SA | |||||||||
Investment owned, balance (in shares) | shares | 124,780 | [1],[2],[3],[4],[5],[13],[20] | 124,780 | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, at cost | $ 485 | [13],[20] | |||||||
Investments at fair value | $ 418 | [13],[20] | |||||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, Equity Interest | |||||||||
% of Total Net Assets | 2% | 2% | 2.90% | ||||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, LLC Equity Interest | |||||||||
Investment owned, ownership percentage | 87.50% | [6],[7],[8],[9],[10],[12],[15],[16],[25] | 87.50% | [6],[7],[8],[9],[10],[12],[15],[16],[25] | |||||
Investment owned, at cost | $ 49,322 | [15],[21],[24],[25] | |||||||
Investments at fair value | $ 20,715 | [15],[21],[24],[25] | |||||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, Subordinated Debt | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 7% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 7% | [6],[7],[8],[9],[10],[11],[12],[15],[16] | 7% | [6],[7],[8],[9],[10],[11],[12],[15],[16] | 7% |
Investment interest rate | 10.17% | [12],[13],[16],[20] | 10.17% | [12],[13],[16],[20] | 8.80% | [11],[14],[15],[21] | 8.80% | [11],[14],[15],[21] | 8% |
Investment owned, balance, principal amount | $ 112,656 | [12],[13],[16],[18],[20] | $ 96,250 | [11],[14],[15],[19],[21] | |||||
Investment owned, at cost | 112,656 | [12],[13],[16],[20] | 96,250 | [11],[14],[15],[21] | |||||
Investments at fair value | $ 112,656 | [12],[13],[16],[20] | $ 96,250 | [11],[14],[15],[21] | |||||
% of Total Net Assets | 9.40% | 9.40% | 7.30% | ||||||
Investment, Identifier [Axis]: ShareThis Inc, Series C Preferred Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 345,452 | [1],[2],[3],[4],[5],[13] | 345,452 | [1],[2],[3],[4],[5],[13] | 345,452 | [6],[7],[8],[9],[10],[11] | 345,452 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 3.0395 | [1],[2],[3],[4],[5],[13] | $ 3.0395 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 367 | [13] | $ 367 | [11] | |||||
Investments at fair value | $ 0 | [13] | $ 0 | [11] | |||||
Investment, Identifier [Axis]: SiO Medical Products Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 415.34 | [1],[2],[3],[4],[5],[13] | 415.34 | [1],[2],[3],[4],[5],[13] | 415.34 | [6],[7],[8],[9],[10],[11] | 415.34 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 4,920.75 | [1],[2],[3],[4],[5],[13] | $ 4,920.75 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 681 | [13] | $ 681 | [11] | |||||
Investments at fair value | $ 243 | [13] | $ 681 | [11] | |||||
Investment, Identifier [Axis]: SiO Medical Products Inc, First Lien Term Loan | |||||||||
Investment, interest rate, paid in kind | 8.50% | [1],[2],[3],[4],[5],[13] | 8.50% | [1],[2],[3],[4],[5],[13] | 8.50% | [6],[7],[8],[9],[10],[11] | 8.50% | [6],[7],[8],[9],[10],[11] | |
Investment interest rate | 5.50% | [1],[2],[3],[4],[5],[13] | 5.50% | [1],[2],[3],[4],[5],[13] | 5.50% | [6],[7],[8],[9],[10],[11] | 5.50% | [6],[7],[8],[9],[10],[11] | |
Investment owned, balance, principal amount | $ 47,112 | [13],[18] | $ 46,121 | [11],[19] | |||||
Investment owned, at cost | 46,447 | [13] | 45,413 | [11] | |||||
Investments at fair value | $ 44,520 | [13] | $ 45,295 | [11] | |||||
Investment, Identifier [Axis]: SonicWall US Holdings Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | 7.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.20% | [12],[13] | 12.20% | [12],[13] | 10.48% | [11],[14] | 10.48% | [11],[14] | |
Investment owned, balance, principal amount | $ 3,195 | [12],[13],[18] | $ 3,195 | [11],[14],[19] | |||||
Investment owned, at cost | 3,163 | [12],[13] | 3,163 | [11],[14] | |||||
Investments at fair value | $ 2,971 | [12],[13] | $ 2,997 | [11],[14] | |||||
Investment, Identifier [Axis]: Sorrento Therapeutics Inc, Common Stock Units | |||||||||
Investment owned, balance (in shares) | shares | 50,000 | [1],[2],[3],[4],[5],[20] | 50,000 | [1],[2],[3],[4],[5],[20] | 50,000 | [6],[7],[8],[9],[10],[15] | 50,000 | [6],[7],[8],[9],[10],[15] | |
Investment owned, at cost | $ 197 | [20] | $ 197 | [15] | |||||
Investments at fair value | $ 44 | [20] | $ 79 | [15] | |||||
Investment, Identifier [Axis]: Spanx LLC, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.25% | [1],[2],[3],[4],[5],[12],[13],[16] | 5.25% | [6],[7],[8],[9],[10],[11],[14],[21] | 5.25% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 9.29% | [12],[13],[16] | 9.29% | [12],[13],[16] | 8.03% | [11],[14],[21] | 8.03% | [11],[14],[21] | |
Investment owned, balance, principal amount | $ 330 | [12],[13],[16],[18] | $ 866 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 280 | [12],[13],[16] | 813 | [11],[14],[21] | |||||
Investments at fair value | $ 260 | [12],[13],[16] | $ 796 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: Spanx LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12],[13] | 5.25% | [1],[2],[3],[4],[5],[12],[13] | 5.25% | [6],[7],[8],[9],[10],[11],[14] | 5.25% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 9.64% | [12],[13] | 9.64% | [12],[13] | 8.30% | [11],[14] | 8.30% | [11],[14] | |
Investment owned, balance, principal amount | $ 4,523 | [12],[13],[18] | $ 4,534 | [11],[14],[19] | |||||
Investment owned, at cost | 4,447 | [12],[13] | 4,455 | [11],[14] | |||||
Investments at fair value | $ 4,415 | [12],[13] | $ 4,427 | [11],[14] | |||||
Investment, Identifier [Axis]: SumUp Holdings Luxembourg SÀRL, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13],[20] | 8.50% | [1],[2],[3],[4],[5],[12],[13],[20] | 8.50% | [6],[7],[8],[9],[10],[11],[14],[15] | 8.50% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment interest rate | 10.49% | [12],[13],[20] | 10.49% | [12],[13],[20] | 10% | [11],[14],[15] | 10% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 16,911 | [12],[13],[18],[20] | € 16,911 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 19,415 | [12],[13],[20] | $ 19,414 | [11],[14],[15] | |||||
Investments at fair value | $ 17,732 | [12],[13],[20] | $ 16,360 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Sunland Asphalt & Construction LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.15% | [12],[13] | 11.15% | [12],[13] | 8.88% | [11],[14] | 8.88% | [11],[14] | |
Investment owned, balance, principal amount | $ 42,510 | [12],[13],[18] | $ 42,618 | [11],[14],[19] | |||||
Investment owned, at cost | 41,624 | [12],[13] | 41,654 | [11],[14] | |||||
Investments at fair value | $ 41,702 | [12],[13] | $ 41,723 | [11],[14] | |||||
Investment, Identifier [Axis]: Superior Industries International Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 12.32% | [12] | 12.32% | [12] | |||||
Investment owned, balance, principal amount | $ 39,774 | [12] | |||||||
Investment owned, at cost | 38,591 | [12],[13] | |||||||
Investments at fair value | $ 38,581 | [12],[13] | |||||||
Investment, Identifier [Axis]: Supermoose Borrower LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 3.75% | [1],[2],[3],[4],[5],[12] | 3.75% | [1],[2],[3],[4],[5],[12] | 3.75% | [6],[7],[8],[9],[10],[14] | 3.75% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 8.48% | [12] | 8.48% | [12] | 7.42% | [14] | 7.42% | [14] | |
Investment owned, balance, principal amount | $ 3,457 | [12],[18] | $ 3,466 | [14],[19] | |||||
Investment owned, at cost | 3,162 | [12] | 3,141 | [14] | |||||
Investments at fair value | $ 2,994 | [12] | $ 3,056 | [14] | |||||
Investment, Identifier [Axis]: Swordfish Merger Sub LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.14% | [12],[13] | 11.14% | [12],[13] | 9.81% | [11],[14] | 9.81% | [11],[14] | |
Investment owned, balance, principal amount | $ 12,500 | [12],[13],[18] | $ 12,500 | [11],[14],[19] | |||||
Investment owned, at cost | 12,476 | [12],[13] | 12,474 | [11],[14] | |||||
Investments at fair value | $ 11,434 | [12],[13] | $ 11,469 | [11],[14] | |||||
Investment, Identifier [Axis]: TGNR HoldCo LLC, Subordinated Debt | |||||||||
Investment interest rate | 11.50% | [1],[2],[3],[4],[5],[13],[17],[20] | 11.50% | [1],[2],[3],[4],[5],[13],[17],[20] | 11.50% | [6],[7],[8],[9],[10],[11],[14],[15] | 11.50% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment owned, balance, principal amount | $ 4,984 | [13],[17],[18],[20] | $ 4,984 | [11],[15],[19],[26] | |||||
Investment owned, at cost | 4,873 | [13],[17],[20] | 4,866 | [11],[15],[26] | |||||
Investments at fair value | $ 4,847 | [13],[17],[20] | $ 4,872 | [11],[15],[26] | |||||
Investment, Identifier [Axis]: TIBCO Software Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12] | 4.50% | [1],[2],[3],[4],[5],[12] | 4.50% | [6],[7],[8],[9],[10],[14] | 4.50% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 9.18% | [12] | 9.18% | [12] | 8.15% | [14] | 8.15% | [14] | |
Investment owned, balance, principal amount | $ 12,032 | [12],[18] | $ 12,032 | [14],[19] | |||||
Investment owned, at cost | 10,986 | [12] | 10,949 | [14] | |||||
Investments at fair value | $ 10,775 | [12] | $ 10,827 | [14] | |||||
Investment, Identifier [Axis]: Tacala LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12] | 7.50% | [1],[2],[3],[4],[5],[12] | 7.50% | [6],[7],[8],[9],[10],[14] | 7.50% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 11.88% | [12] | 11.88% | [12] | 10.62% | [14] | 10.62% | [14] | |
Investment owned, balance, principal amount | $ 9,448 | [12],[18] | $ 9,448 | [14],[19] | |||||
Investment owned, at cost | 9,343 | [12] | 9,338 | [14] | |||||
Investments at fair value | $ 8,610 | [12] | $ 8,692 | [14] | |||||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 6% | [1],[2],[3],[4],[5],[12],[13],[16],[20] | 6% | [6],[7],[8],[9],[10],[11],[14],[15],[21] | 6% | [6],[7],[8],[9],[10],[11],[14],[15],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18],[20] | $ 0 | [11],[14],[15],[19],[21] | |||||
Investment owned, at cost | (28) | [12],[13],[16],[20] | (29) | [11],[14],[15],[21] | |||||
Investments at fair value | $ (26) | [12],[13],[16],[20] | $ (28) | [11],[14],[15],[21] | |||||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[20] | 6% | [1],[2],[3],[4],[5],[12],[13],[20] | 6% | [6],[7],[8],[9],[10],[11],[14],[15] | 6% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment interest rate | 10.29% | [12],[13],[20] | 10.29% | [12],[13],[20] | 8.68% | [11],[14],[15] | 8.68% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 23,215 | [12],[13],[18],[20] | $ 23,215 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 22,833 | [12],[13],[20] | 22,815 | [11],[14],[15] | |||||
Investments at fair value | $ 22,866 | [12],[13],[20] | $ 22,843 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: Tecta America Corp, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.94% | [12],[13] | 12.94% | [12],[13] | 11.62% | [11],[14] | 11.62% | [11],[14] | |
Investment owned, balance, principal amount | $ 5,203 | [12],[13],[18] | $ 5,203 | [11],[14],[19] | |||||
Investment owned, at cost | 5,125 | [12],[13] | 5,125 | [11],[14] | |||||
Investments at fair value | $ 4,982 | [12],[13] | $ 5,034 | [11],[14] | |||||
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 9.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 9.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 9.25% | [6],[7],[8],[9],[10],[11],[14],[21] | 9.25% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment interest rate | 13.67% | [12],[13],[16] | 13.67% | [12],[13],[16] | 12.20% | [11],[14] | 12.20% | [11],[14] | |
Investment owned, balance, principal amount | $ 1,231 | [12],[13],[16],[18] | $ 1,231 | [11],[14],[19] | |||||
Investment owned, at cost | 1,212 | [12],[13],[16] | 1,210 | [11],[14] | |||||
Investments at fair value | $ 1,182 | [12],[13],[16] | $ 1,187 | [11],[14] | |||||
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 9.75% | [1],[2],[3],[4],[5],[12],[13] | 9.75% | [1],[2],[3],[4],[5],[12],[13] | 9.25% | [6],[7],[8],[9],[10],[11],[14] | 9.25% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 13.67% | [12],[13] | 13.67% | [12],[13] | 12.11% | [11],[14] | 12.11% | [11],[14] | |
Investment owned, balance, principal amount | $ 18,276 | [12],[13],[18] | $ 18,323 | [11],[14],[19] | |||||
Investment owned, at cost | 17,941 | [12],[13] | 17,956 | [11],[14] | |||||
Investments at fair value | $ 17,765 | [12],[13] | $ 17,865 | [11],[14] | |||||
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Common Units of TerSera Holdings LLC | |||||||||
Investment owned, balance (in shares) | shares | 668,879 | [1],[2],[3],[4],[5],[13] | 668,879 | [1],[2],[3],[4],[5],[13] | 668,879 | [6],[7],[8],[9],[10],[11] | 668,879 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 2,028 | [13] | $ 2,028 | [11] | |||||
Investments at fair value | $ 4,662 | [13] | $ 4,077 | [11] | |||||
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 9.50% | [1],[2],[3],[4],[5],[12],[13] | 9.50% | [1],[2],[3],[4],[5],[12],[13] | 9.50% | [6],[7],[8],[9],[10],[11],[14] | 9.50% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 13.88% | [12],[13] | 13.88% | [12],[13] | 13.17% | [11],[14] | 13.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 29,663 | [12],[13],[18] | $ 29,663 | [11],[14],[19] | |||||
Investment owned, at cost | 29,375 | [12],[13] | 29,352 | [11],[14] | |||||
Investments at fair value | $ 29,057 | [12],[13] | $ 29,031 | [11],[14] | |||||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner | |||||||||
Investment, basis spread, variable rate | 7.30% | [6],[7],[8],[9],[10],[11],[12] | 7.30% | [6],[7],[8],[9],[10],[11],[12] | |||||
Investment interest rate | 10.44% | [11],[14] | 10.44% | [11],[14] | |||||
Investment owned, balance, principal amount | $ 15,674 | [11],[14],[19] | |||||||
Investment owned, at cost | 15,605 | [11],[14] | |||||||
Investments at fair value | $ 15,682 | [11],[14] | |||||||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner, LLC | |||||||||
Investment, basis spread, variable rate | 7.30% | [1],[2],[3],[4],[5],[12],[13] | 7.30% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 11.69% | [12],[13] | 11.69% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 15,301 | [12],[13],[18] | |||||||
Investment owned, at cost | 15,279 | [12],[13] | |||||||
Investments at fair value | $ 15,391 | [12],[13] | |||||||
Investment, Identifier [Axis]: The Avery, Subordinated Debt in T8 Senior Mezz LLC | |||||||||
Investment, basis spread, variable rate | 12.50% | [1],[2],[3],[4],[5],[12],[13] | 12.50% | [1],[2],[3],[4],[5],[12],[13] | 12.50% | [6],[7],[8],[9],[10],[11],[12] | 12.50% | [6],[7],[8],[9],[10],[11],[12] | |
Investment interest rate | 17.24% | [12],[13] | 17.24% | [12],[13] | 16.17% | [11],[14] | 16.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 3,706 | [12],[13],[18] | $ 3,789 | [11],[14],[19] | |||||
Investment owned, at cost | 3,701 | [12],[13] | 3,774 | [11],[14] | |||||
Investments at fair value | $ 3,733 | [12],[13] | $ 3,800 | [11],[14] | |||||
Investment, Identifier [Axis]: Thrasio LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 11.17% | [12],[13] | 11.17% | [12],[13] | 11.17% | [11],[14] | 11.17% | [11],[14] | |
Investment owned, balance, principal amount | $ 37,399 | [12],[13],[18] | $ 37,494 | [11],[14],[19] | |||||
Investment owned, at cost | 36,532 | [12],[13] | 36,569 | [11],[14] | |||||
Investments at fair value | $ 34,126 | [12],[13] | $ 35,807 | [11],[14] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series C-2 Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment owned, balance (in shares) | shares | 284,650.32 | [1],[2],[3],[4],[5],[13] | 284,650.32 | [1],[2],[3],[4],[5],[13] | 284,650.32 | [6],[7],[8],[9],[10],[11] | 284,650.32 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 2,409 | [13] | $ 2,409 | [11] | |||||
Investments at fair value | $ 1,882 | [13] | $ 2,320 | [11] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series C-3 Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment owned, balance (in shares) | shares | 8,434 | [1],[2],[3],[4],[5],[13] | 8,434 | [1],[2],[3],[4],[5],[13] | 8,434 | [6],[7],[8],[9],[10],[11] | 8,434 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 101 | [13] | $ 101 | [11] | |||||
Investments at fair value | $ 71 | [13] | $ 69 | [11] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series D Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment owned, balance (in shares) | shares | 48,352 | [1],[2],[3],[4],[5],[13] | 48,352 | [1],[2],[3],[4],[5],[13] | 48,352 | [6],[7],[8],[9],[10],[11] | 48,352 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 979 | [13] | $ 979 | [11] | |||||
Investments at fair value | $ 852 | [13] | $ 979 | [11] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series X Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment owned, balance (in shares) | shares | 25,780 | [1],[2],[3],[4],[5],[13] | 25,780 | [1],[2],[3],[4],[5],[13] | 23,201 | [6],[7],[8],[9],[10],[11],[21] | 23,201 | [6],[7],[8],[9],[10],[11],[21] | |
Investment owned, at cost | $ 25,564 | [13],[16] | $ 22,986 | [11],[21] | |||||
Investments at fair value | $ 29,070 | [13],[16] | $ 26,487 | [11],[21] | |||||
Investment, Identifier [Axis]: Touchstone Acquisition Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12] | 6% | [1],[2],[3],[4],[5],[12] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.38% | [12],[13] | 10.38% | [12],[13] | 9.12% | [11],[14] | 9.12% | [11],[14] | |
Investment owned, balance, principal amount | $ 6,001 | [12],[13],[18] | $ 6,016 | [11],[14],[19] | |||||
Investment owned, at cost | 5,897 | [12],[13] | 5,908 | [11],[14] | |||||
Investments at fair value | $ 5,866 | [12],[13] | $ 5,895 | [11],[14] | |||||
Investment, Identifier [Axis]: Tranche A Warrant Shares, Tranche A Warrant Shares | |||||||||
Investment owned, balance (in shares) | shares | 56,999 | [1],[2],[3],[4],[5],[13],[20] | 56,999 | [1],[2],[3],[4],[5],[13],[20] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 4.23 | [1],[2],[3],[4],[5],[13],[20] | |||||||
Investment owned, at cost | $ 135 | [13],[20] | |||||||
Investments at fair value | $ 662 | [13],[20] | |||||||
Investment, Identifier [Axis]: Trinitas CLO XV, Class E Notes, Class E Notes | |||||||||
Investment, basis spread, variable rate | 7.45% | [1],[2],[3],[4],[5],[12],[20] | 7.45% | [1],[2],[3],[4],[5],[12],[20] | |||||
Investment interest rate | 11.77% | [12],[20] | 11.77% | [12],[20] | |||||
Investment owned, balance, principal amount | $ 1,000 | [12],[20] | |||||||
Investment owned, at cost | 810 | [12],[20] | |||||||
Investments at fair value | $ 846 | [12],[20] | |||||||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 1 | |||||||||
Investment interest rate | 6.50% | [1],[2],[3],[4],[5],[20] | 6.50% | [1],[2],[3],[4],[5],[20] | 6.50% | [6],[7],[8],[9],[10],[15] | 6.50% | [6],[7],[8],[9],[10],[15] | |
Investment owned, balance, principal amount | $ 4,500 | [18],[20] | $ 4,500 | [15],[19] | |||||
Investment owned, at cost | 4,074 | [20] | 4,060 | [15] | |||||
Investments at fair value | $ 2,990 | [20] | $ 3,026 | [15] | |||||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 2 | |||||||||
Investment interest rate | 4.75% | [1],[2],[3],[4],[5],[20] | 4.75% | [1],[2],[3],[4],[5],[20] | 4.75% | [6],[7],[8],[9],[10],[15] | 4.75% | [6],[7],[8],[9],[10],[15] | |
Investment owned, balance, principal amount | $ 300 | [18],[20] | $ 300 | [15],[19] | |||||
Investment owned, at cost | 260 | [20] | 258 | [15] | |||||
Investments at fair value | $ 240 | [20] | $ 238 | [15] | |||||
Investment, Identifier [Axis]: WP CPP Holdings LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 3.75% | [1],[2],[3],[4],[5],[12],[13] | 3.75% | [1],[2],[3],[4],[5],[12],[13] | 3.75% | [6],[7],[8],[9],[10],[14] | 3.75% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 8.17% | [12] | 8.17% | [12] | 6.56% | [14] | 6.56% | [14] | |
Investment owned, balance, principal amount | $ 7,545 | [12],[18] | $ 7,564 | [14],[19] | |||||
Investment owned, at cost | 7,029 | [12] | 6,989 | [14] | |||||
Investments at fair value | $ 6,598 | [12] | $ 6,795 | [14] | |||||
Investment, Identifier [Axis]: WP CPP Holdings LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [6],[7],[8],[9],[10],[11],[14] | 7.75% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.17% | [12],[13] | 12.17% | [12],[13] | 10.56% | [11],[14] | 10.56% | [11],[14] | |
Investment owned, balance, principal amount | $ 6,000 | [12],[13],[18] | $ 6,000 | [11],[14],[19] | |||||
Investment owned, at cost | 5,866 | [12],[13] | 5,855 | [11],[14] | |||||
Investments at fair value | $ 5,055 | [12],[13] | $ 5,070 | [11],[14] | |||||
Investment, Identifier [Axis]: WPEngine Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[14] | 6% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 10.19% | [12],[13] | 10.19% | [12],[13] | 10.19% | [11],[14] | 10.19% | [11],[14] | |
Investment owned, balance, principal amount | $ 40,536 | [12],[13],[18] | $ 40,536 | [11],[14],[19] | |||||
Investment owned, at cost | 39,991 | [12],[13] | 39,947 | [11],[14] | |||||
Investments at fair value | $ 40,131 | [12],[13] | $ 40,131 | [11],[14] | |||||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC | |||||||||
Investment, basis spread, variable rate | 7% | [6],[7],[8],[9],[10],[11],[14] | 7% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment interest rate | 10.67% | [11],[14] | 10.67% | [11],[14] | |||||
Investment owned, balance, principal amount | $ 5,000 | [11],[14],[19] | |||||||
Investment owned, at cost | 4,925 | [11],[14] | |||||||
Investments at fair value | $ 4,538 | [11],[14] | |||||||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 11.73% | [12],[13] | 11.73% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 5,000 | [12],[13],[18] | |||||||
Investment owned, at cost | 4,925 | [12],[13] | |||||||
Investments at fair value | $ 4,191 | [12],[13] | |||||||
Investment, Identifier [Axis]: Win Brands Group LLC, Class F Warrants in Brand Value Growth LLC | |||||||||
Investment owned, balance (in shares) | shares | 3,621 | [1],[2],[3],[4],[5],[13] | 3,621 | [1],[2],[3],[4],[5],[13] | 3,621 | [6],[7],[8],[9],[10],[11] | 3,621 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ / shares | $ 0.01 | [1],[2],[3],[4],[5],[13] | $ 0.01 | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 0 | [13] | $ 0 | [11] | |||||
Investments at fair value | $ 128 | [13] | $ 192 | [11] | |||||
Investment, Identifier [Axis]: Win Brands Group LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 15% | [1],[2],[3],[4],[5],[12],[13] | 15% | [1],[2],[3],[4],[5],[12],[13] | 15% | [6],[7],[8],[9],[10],[11],[14] | 15% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 20.75% | [12],[13] | 20.75% | [12],[13] | 19.64% | [11],[14] | 19.64% | [11],[14] | |
Investment owned, balance, principal amount | $ 2,238 | [12],[13],[18] | $ 2,316 | [11],[14],[19] | |||||
Investment owned, at cost | 2,217 | [12],[13] | 2,293 | [11],[14] | |||||
Investments at fair value | $ 2,137 | [12],[13] | $ 2,264 | [11],[14] | |||||
Investment, Identifier [Axis]: Windstream Services II LLC, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.25% | [1],[2],[3],[4],[5],[12] | 6.25% | [1],[2],[3],[4],[5],[12] | 6.25% | [6],[7],[8],[9],[10],[14] | 6.25% | [6],[7],[8],[9],[10],[14] | |
Investment interest rate | 10.67% | [12] | 10.67% | [12] | 9.37% | [14] | 9.37% | [14] | |
Investment owned, balance, principal amount | $ 25,432 | [12],[18] | $ 25,499 | [14],[19] | |||||
Investment owned, at cost | 24,612 | [12] | 24,632 | [14] | |||||
Investments at fair value | $ 23,131 | [12] | $ 23,204 | [14] | |||||
Investment, Identifier [Axis]: Windstream Services II LLC, Shares of Common Stock in Windstream Holdings II, LLC | |||||||||
Investment owned, balance (in shares) | shares | 18,032 | [1],[2],[3],[4],[5],[13] | 18,032 | [1],[2],[3],[4],[5],[13] | 18,032 | [6],[7],[8],[9],[10],[11] | 18,032 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 216 | [13] | $ 216 | [11] | |||||
Investments at fair value | $ 279 | [13] | $ 296 | [11] | |||||
Investment, Identifier [Axis]: Windstream Services II LLC, Warrants in Windstream Holdings II, LLC | |||||||||
Investment owned, balance (in shares) | shares | 109,420 | [1],[2],[3],[4],[5],[13] | 109,420 | [1],[2],[3],[4],[5],[13] | 109,420 | [6],[7],[8],[9],[10],[11] | 109,420 | [6],[7],[8],[9],[10],[11] | |
Investment owned, at cost | $ 1,842 | [13] | $ 1,842 | [11] | |||||
Investments at fair value | $ 1,695 | [13] | $ 1,799 | [11] | |||||
Investment, Identifier [Axis]: Zayo Group Holdings Inc, Fixed Rate Bond | |||||||||
Investment interest rate | 4% | [1],[2],[3],[4],[5] | 4% | [1],[2],[3],[4],[5] | 4% | [6],[7],[8],[9],[10] | 4% | [6],[7],[8],[9],[10] | |
Investment owned, balance, principal amount | $ 250 | [18] | $ 250 | [19] | |||||
Investment owned, at cost | 214 | 212 | |||||||
Investments at fair value | $ 185 | $ 201 | |||||||
Investment, Identifier [Axis]: Zep Inc, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[13],[14] | 8.25% | [1],[2],[3],[4],[5],[13],[14] | 8.25% | [6],[7],[8],[9],[10],[11],[14] | 8.25% | [6],[7],[8],[9],[10],[11],[14] | |
Investment interest rate | 12.98% | [12],[13] | 12.98% | [12],[13] | 11.92% | [11],[14] | 11.92% | [11],[14] | |
Investment owned, balance, principal amount | $ 19,578 | [12],[13],[14],[18] | $ 19,578 | [11],[14],[19] | |||||
Investment owned, at cost | 19,545 | [12],[13],[14] | 19,542 | [11],[14] | |||||
Investments at fair value | $ 13,704 | [12],[13],[14] | $ 16,152 | [11],[14] | |||||
Investment, Identifier [Axis]: Zephyr Bidco Limited, Second Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[13],[14],[20] | 7.50% | [1],[2],[3],[4],[5],[13],[14],[20] | 7.50% | [6],[7],[8],[9],[10],[11],[14],[15] | 7.50% | [6],[7],[8],[9],[10],[11],[14],[15] | |
Investment interest rate | 10.96% | [12],[13],[20] | 10.96% | [12],[13],[20] | 9.72% | [11],[14],[15] | 9.72% | [11],[14],[15] | |
Investment owned, balance, principal amount | $ 18,000 | [12],[13],[14],[18],[20] | $ 18,000 | [11],[14],[15],[19] | |||||
Investment owned, at cost | 23,839 | [12],[13],[14],[20] | 23,804 | [11],[14],[15] | |||||
Investments at fair value | $ 16,369 | [12],[13],[14],[20] | $ 16,552 | [11],[14],[15] | |||||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., | |||||||||
Investment owned, balance (in shares) | shares | 18,635 | [6],[7],[8],[9],[10],[11] | 18,635 | [6],[7],[8],[9],[10],[11] | |||||
Investment interest rate | 10.75% | [6],[7],[8],[9],[10],[11] | 10.75% | [6],[7],[8],[9],[10],[11] | |||||
Investment owned, at cost | $ 18,264 | [11] | |||||||
Investments at fair value | $ 16,575 | [11] | |||||||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., 10.75% | |||||||||
Investment owned, balance (in shares) | shares | 18,635 | [1],[2],[3],[4],[5],[13] | 18,635 | [1],[2],[3],[4],[5],[13] | |||||
Investment interest rate | 10.75% | [1],[2],[3],[4],[5],[13] | 10.75% | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, at cost | $ 18,264 | [13] | |||||||
Investments at fair value | $ 15,606 | [13] | |||||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [6],[7],[8],[9],[10],[11],[14],[21] | 6.75% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | 0 | [12],[13],[16] | 0 | [11],[14],[21] | |||||
Investments at fair value | $ 0 | [12],[13],[16] | $ 0 | [11],[14],[21] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Revolver | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 6.75% | [6],[7],[8],[9],[10],[11],[14],[21] | 6.75% | [6],[7],[8],[9],[10],[11],[14],[21] | |
Investment owned, balance, principal amount | $ 0 | [12],[13],[16],[18] | $ 0 | [11],[14],[19],[21] | |||||
Investment owned, at cost | (30) | [12],[13],[16] | (31) | [11],[14],[21] | |||||
Investments at fair value | $ (75) | [12],[13],[16] | $ (32) | [11],[14],[21] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 6.75% | [6],[7],[8],[9],[10],[11],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[14] | |||||
Investment interest rate | 9.49% | [11],[14] | 9.49% | [11],[14] | |||||
Investment owned, balance, principal amount | $ 19,203 | [11],[14],[19] | |||||||
Investment owned, at cost | 18,874 | [11],[14] | |||||||
Investments at fair value | $ 18,867 | [11],[14] | |||||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 1 | |||||||||
Investment, basis spread, variable rate | 3.375% | [1],[2],[3],[4],[5],[12],[13] | 3.375% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment, interest rate, paid in kind | 3.875% | [1],[2],[3],[4],[5],[12],[13] | 3.875% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 7.14% | [12],[13] | 7.14% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 19,203 | [12],[13],[18] | |||||||
Investment owned, at cost | 18,888 | [12],[13] | |||||||
Investments at fair value | $ 18,420 | [12],[13] | |||||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 2 | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 7.25% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 11.52% | [12],[13] | 11.52% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 2,944 | [12],[13] | |||||||
Investment owned, at cost | 2,895 | [12],[13] | |||||||
Investments at fair value | $ 2,885 | [12],[13] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, Common Stock Warrants | |||||||||
Investment owned, balance (in shares) | shares | 53,700 | [1],[2],[3],[4],[5],[13] | 53,700 | [1],[2],[3],[4],[5],[13] | |||||
Investment owned, exercise price (in dollars per share) | $ / shares | $ 5.40 | [1],[2],[3],[4],[5],[13] | |||||||
Investment owned, at cost | $ 175 | [13] | |||||||
Investments at fair value | $ 262 | [13] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13],[16] | 8.75% | [1],[2],[3],[4],[5],[12],[13],[16] | |||||
Investment owned, balance, principal amount | $ 0 | [12],[13],[16] | |||||||
Investment owned, at cost | 0 | [12],[13],[16] | |||||||
Investments at fair value | $ 0 | [12],[13],[16] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Term Loan | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [1],[2],[3],[4],[5],[12],[13] | |||||
Investment interest rate | 11.75% | [12],[13] | 11.75% | [12],[13] | |||||
Investment owned, balance, principal amount | $ 5,212 | [12],[13],[18] | |||||||
Investment owned, at cost | 4,945 | [12],[13] | |||||||
Investments at fair value | $ 4,957 | [12],[13] | |||||||
[1]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[2]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[3]Equity ownership may be held in shares or units of companies related to the portfolio companies.[4]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[5]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[6]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[7]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[8]Equity ownership may be held in shares or units of companies related to the portfolio companies.[9]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[10]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[11]As of September 30, 2022, these investments were categorized as Level 3 within the fair value hierarchy established by FASB guidance under ASC 820.[12]The interest rate on the principal balance outstanding for most of the floating rate loans is indexed to the London Interbank Offered Rate ("LIBOR") and/or an alternate base rate (e.g., prime rate), which typically resets semi-annually, quarterly, or monthly at the borrower's option. Certain loans may also be indexed to the secured overnight financing rate ("SOFR") or the sterling overnight index average ("SONIA"). The borrower may also elect to have multiple interest reset periods for each loan. For each of these loans, the Company has provided the applicable margin over the reference rate based on each respective credit agreement and the cash interest rate as of period end. All LIBOR shown above is in U.S. dollars unless otherwise noted. As of December 31, 2022, the reference rates for the Company's variable rate loans were the 30-day LIBOR at 4.38%, the 90-day LIBOR at 4.73%, the 180-day LIBOR at 5.15%, the PRIME at 7.50%, the 30-day SOFR at 4.32%, the 90-day SOFR at 4.58%, the 180-day SOFR at 4.79%, the SONIA at 3.43%, the 30-day EURIBOR at 1.90%, the 90-day EURIBOR at 1.99% and the 180-day EURIBOR at 0.38%. Most loans include an interest floor, which generally ranges from 0% to 2%. SOFR and SONIA based contracts may include a credit spread adjustment that is charged in addition to the base rate and the stated spread.[13] As of December 31, 2022, these investments were categorized as Level 3 within the fair value hierarchy established by Financial Accounting Standards Board ("FASB") guidance under Accounting Standards Codification ("ASC") Topic 820, Fair Value Measurements and Disclosures ("ASC 820"). |
Consolidated Schedule of Inve_2
Consolidated Schedule of Investments - Derivatives - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Schedule of Investments [Line Items] | ||
Derivative liability at fair value | $ (44,139) | $ (41,969) |
Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Gross Amount of Recognized Liabilities | (4,211) | 6,789 |
Interest rate swap | ||
Schedule of Investments [Line Items] | ||
Gross Amount of Recognized Liabilities | $ 39,928 | $ 41,969 |
Interest rate | 2.70% | 2.70% |
Floating interest rate | 1.658% | 1.658% |
Notional amount | $ 350,000 | $ 350,000 |
Derivative liability at fair value | (39,928) | (41,969) |
Open Forward Foreign Currency Contract, Identifier [Axis]: EUR Foreign Currency Forward Contract, Maturing February 9, 2023 | Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Notional Amount to be Purchased | 46,412 | |
Notional Amount to be Sold | 39,965 | |
Gross Amount of Recognized Liabilities | (1,712) | |
Open Forward Foreign Currency Contract, Identifier [Axis]: EUR Foreign Currency Forward Contract, Maturing November 10, 2022 | Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Notional Amount to be Purchased | 45,692 | |
Notional Amount to be Sold | 37,033 | |
Open Forward Foreign Currency Contract, Identifier [Axis]: EUR Foreign Currency Forward Contract, Maturing November 19, 2022, 2 | Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Notional Amount to be Purchased | 45,692 | |
Notional Amount to be Sold | 37,033 | |
Gross Amount of Recognized Liabilities | 4,323 | |
Open Forward Foreign Currency Contract, Identifier [Axis]: GBP Foreign Currency Forward Contract, Maturing February 9, 2023 | Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Notional Amount to be Purchased | 44,825 | |
Notional Amount to be Sold | 44,224 | |
Gross Amount of Recognized Liabilities | $ (2,499) | |
Open Forward Foreign Currency Contract, Identifier [Axis]: GBP Foreign Currency Forward Contract, Maturing November 10, 2022 | Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Notional Amount to be Purchased | 43,179 | |
Notional Amount to be Sold | 41,444 | |
Open Forward Foreign Currency Contract, Identifier [Axis]: GBP Foreign Currency Forward Contract, Maturing November 10, 2022, 1 | Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Notional Amount to be Purchased | 43,179 | |
Notional Amount to be Sold | 41,444 | |
Gross Amount of Recognized Liabilities | $ 2,466 |
Consolidated Schedule of Inve_3
Consolidated Schedule of Investments (Parenthetical) - $ / shares | 3 Months Ended | 12 Months Ended |
Dec. 31, 2022 | Sep. 30, 2022 | |
Schedule of Investments [Line Items] | ||
Percentage of total assets representing qualifying assets | 73.80% | 75.70% |
Percentage of total assets representing non-qualifying assets | 26.20% | 24.30% |
Share-Based Payment Arrangement, Tranche One | ||
Schedule of Investments [Line Items] | ||
Investment owned, balance, shares, VWAP threshold (in dollars per share) | $ 15 | $ 15 |
Investment owned, balance, shares, VWAP number of trading days | 10 days | 10 days |
Investment owned, balance, shares, VWAP, number of consecutive trading days | 20 days | 20 days |
Share-Based Payment Arrangement, Tranche Two | ||
Schedule of Investments [Line Items] | ||
Investment owned, balance, shares, VWAP threshold (in dollars per share) | $ 20 | $ 20 |
Investment owned, balance, shares, VWAP number of trading days | 10 days | 10 days |
Investment owned, balance, shares, VWAP, number of consecutive trading days | 20 days | 20 days |
Organization
Organization | 3 Months Ended |
Dec. 31, 2022 | |
Organization, Consolidation and Presentation of Financial Statements [Abstract] | |
Organization | Organization Oaktree Specialty Lending Corporation (together with its consolidated subsidiaries, the "Company") is a specialty finance company that looks to provide customized, one-stop credit solutions to companies with limited access to public or syndicated capital markets. The Company was formed in late 2007 and operates as a closed-end, externally managed, non-diversified management investment company that has elected to be regulated as a Business Development Company under the Investment Company Act. The Company has qualified and elected to be treated as a regulated investment company ("RIC") under the Internal Revenue Code of 1986, as amended (the "Code"), for U.S. federal income tax purposes. The Company's investment objective is to generate current income and capital appreciation by providing companies with flexible and innovative financing solutions, including first and second lien loans, unsecured and mezzanine loans, bonds, preferred equity and certain equity co-investments. The Company may also seek to generate capital appreciation and income through secondary investments at discounts to par in either private or syndicated transactions. The Company is externally managed by Oaktree Fund Advisors, LLC ("Oaktree"), pursuant to an investment advisory agreement between the Company and Oaktree (as amended and restated, the "Investment Advisory Agreement"). Oaktree is an affiliate of Oaktree Capital Management, L.P. ("OCM"), the Company's external investment adviser from October 17, 2017 through May 3, 2020. Oaktree Fund Administration, LLC ("Oaktree Administrator"), a subsidiary of OCM, provides certain administrative and other services necessary for the Company to operate pursuant to an administration agreement between the Company and Oaktree Administrator (the "Administration Agreement"). See Note 10. In 2019, Brookfield Corporation (f/k/a Brookfield Asset Management Inc.) ("Brookfield") acquired a majority economic interest in Oaktree Capital Group, LLC. Oaktree and its affiliates operate as an independent business within Brookfield, with their own product offerings and investment, marketing and support teams. On March 19, 2021, the Company acquired Oaktree Strategic Income Corporation (“OCSI”), pursuant to that certain Agreement and Plan of Merger (the “OCSI Merger Agreement”), dated as of October 28, 2020, by and among OCSI, the Company, Lion Merger Sub, Inc., a wholly-owned subsidiary of the Company, and, solely for the limited purposes set forth therein, Oaktree. Pursuant to the OCSI Merger Agreement, OCSI was merged with and into the Company in a two-step transaction, with the Company as the surviving company (the "OCSI Merger”). On January 23, 2023, the Company acquired Oaktree Strategic Income II, Inc. (“OSI2”) pursuant to that certain Agreement and Plan of Merger (the “OSI2 Merger Agreement”), dated as of September 14, 2022, by and among OSI2, the Company, Project Superior Merger Sub, Inc., a wholly-owned subsidiary of the Company, and, solely for the limited purposes set forth therein, Oaktree. Pursuant to the OSI2 Merger Agreement, OSI2 was merged with and into the Company in a two-step transaction with the Company as the surviving company (the “OSI2 Merger”). See Note 14. |
Significant Accounting Policies
Significant Accounting Policies | 3 Months Ended |
Dec. 31, 2022 | |
Accounting Policies [Abstract] | |
Significant Accounting Policies | Significant Accounting Policies Basis of Presentation: The Consolidated Financial Statements of the Company have been prepared in accordance with GAAP and pursuant to the requirements for reporting on Form 10-Q and Regulation S-X. In the opinion of management, all adjustments of a normal recurring nature considered necessary for the fair presentation of the Consolidated Financial Statements have been made. All intercompany balances and transactions have been eliminated. The Company is an investment company following the accounting and reporting guidance in ASC Topic 946, Financial Services - Investment Companies ("ASC 946"). Certain prior period amounts have been reclassified to conform to the current period presentation. All per share amounts and common shares outstanding as of and for the three months ended December 31, 2022 and all prior periods reflect the Company's 1-for-3 reverse stock split completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. Use of Estimates: The preparation of the financial statements in conformity with accounting principles generally accepted in the United States ("GAAP") requires management to make certain estimates and assumptions affecting amounts reported in the financial statements and accompanying notes. These estimates are based on the information that is currently available to the Company and on various other assumptions that the Company believes to be reasonable under the circumstances. Changes in the economic and political environments, financial markets and any other parameters used in determining these estimates could cause actual results to differ and such differences could be material. Significant estimates include the valuation of investments and revenue recognition. Consolidation: The accompanying Consolidated Financial Statements include the accounts of Oaktree Specialty Lending Corporation and its consolidated subsidiaries. Each consolidated subsidiary is wholly-owned and, as such, consolidated into the Consolidated Financial Statements. Certain subsidiaries that hold investments are treated as pass through entities for U.S. federal income tax purposes. The assets of certain of the consolidated subsidiaries are not directly available to satisfy the claims of the creditors of Oaktree Specialty Lending Corporation or any of its other subsidiaries. As an investment company, portfolio investments held by the Company are not consolidated into the Consolidated Financial Statements but rather are included on the Statements of Assets and Liabilities as investments at fair value. Fair Value Measurements: The Company values its investments in accordance with ASC 820, which defines fair value as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. A liability's fair value is defined as the amount that would be paid to transfer the liability to a new obligor, not the amount that would be paid to settle the liability with the creditor. ASC 820 prioritizes the use of observable market prices over entity-specific inputs. Where observable prices or inputs are not available or reliable, valuation techniques are applied. These valuation techniques involve some level of management estimation and judgment, the degree of which is dependent on the price transparency for the investments or market and the investments' complexity. Hierarchical levels, defined by ASC 820 and directly related to the amount of subjectivity associated with the inputs to fair valuation of these assets and liabilities, are as follows: • Level 1 — Unadjusted, quoted prices in active markets for identical assets or liabilities as of the measurement date. • Level 2 — Observable inputs other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data at the measurement date for substantially the full term of the assets or liabilities. • Level 3 — Unobservable inputs that reflect Oaktree's best estimate of what market participants would use in pricing the asset or liability at the measurement date. Consideration is given to the risk inherent in the valuation technique and the risk inherent in the inputs to the model. If inputs used to measure fair value fall into different levels of the fair value hierarchy, an investment's level is based on the lowest level of input that is significant to the fair value measurement. Oaktree's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment and considers factors specific to the investment. This includes investment securities that are valued using "bid" and "ask" prices obtained from independent third party pricing services or directly from brokers. These investments may be classified as Level 3 because the quoted prices may be indicative in nature for securities that are in an inactive market, may be for similar securities or may require adjustments for investment-specific factors or restrictions. Financial instruments with readily available quoted prices generally will have a higher degree of market price observability and a lesser degree of judgment inherent in measuring fair value. As such, Oaktree obtains and analyzes readily available market quotations provided by pricing vendors and brokers for all of the Company's investments for which quotations are available. In determining the fair value of a particular investment, pricing vendors and brokers use observable market information, including both binding and non-binding indicative quotations. Oaktree seeks to obtain at least two quotations for the subject or similar securities, typically from pricing vendors. If Oaktree is unable to obtain two quotes from pricing vendors, or if the prices obtained from pricing vendors are not within Oaktree's set threshold, Oaktree seeks to obtain a quote directly from a broker making a market for the asset. Oaktree evaluates the quotations provided by pricing vendors and brokers based on available market information, including trading activity of the subject or similar securities, or by performing a comparable security analysis to ensure that fair values are reasonably estimated. Oaktree also performs back-testing of valuation information obtained from pricing vendors and brokers against actual prices received in transactions. In addition to ongoing monitoring and back-testing, Oaktree performs due diligence procedures over pricing vendors to understand their methodology and controls to support their use in the valuation process. Generally, Oaktree does not adjust any of the prices received from these sources. If the quotations obtained from pricing vendors or brokers are determined to not be reliable or are not readily available, Oaktree values such investments using any of three different valuation techniques. The first valuation technique is the transaction precedent technique, which utilizes recent or expected future transactions of the investment to determine fair value, to the extent applicable. The second valuation technique is an analysis of the enterprise value ("EV") of the portfolio company. EV means the entire value of the portfolio company to a market participant, including the sum of the values of debt and equity securities used to capitalize the enterprise at a point in time. The EV analysis is typically performed to determine (i) the value of equity investments, (ii) whether there is credit impairment for debt investments and (iii) the value for debt investments that the Company is deemed to control under the Investment Company Act. To estimate the EV of a portfolio company, Oaktree analyzes various factors, including the portfolio company’s historical and projected financial results, macroeconomic impacts on the company and competitive dynamics in the company’s industry. Oaktree also utilizes some or all of the following information based on the individual circumstances of the portfolio company: (i) valuations of comparable public companies, (ii) recent sales of private and public comparable companies in similar industries or having similar business or earnings characteristics, (iii) purchase prices as a multiple of their earnings or cash flow, (iv) the portfolio company’s ability to meet its forecasts and its business prospects, (v) a discounted cash flow analysis, (vi) estimated liquidation or collateral value of the portfolio company's assets and (vii) offers from third parties to buy the portfolio company. Oaktree may probability weight potential sale outcomes with respect to a portfolio company when uncertainty exists as of the valuation date. The third valuation technique is a market yield technique, which is typically performed for non-credit impaired debt investments. In the market yield technique, a current price is imputed for the investment based upon an assessment of the expected market yield for a similarly structured investment with a similar level of risk, and Oaktree considers the current contractual interest rate, the capital structure and other terms of the investment relative to risk of the company and the specific investment. A key determinant of risk, among other things, is the leverage through the investment relative to the EV of the portfolio company. As debt investments held by the Company are substantially illiquid with no active transaction market, Oaktree depends on primary market data, including newly funded transactions and industry specific market movements, as well as secondary market data with respect to high yield debt instruments and syndicated loans, as inputs in determining the appropriate market yield, as applicable. In accordance with ASC 820-10, certain investments that qualify as investment companies in accordance with ASC 946 may be valued using net asset value as a practical expedient for fair value. Consistent with FASB guidance under ASC 820, these investments are excluded from the hierarchical levels. These investments are generally not redeemable. Oaktree estimates the fair value of certain privately held warrants using a Black Scholes pricing model, which includes an analysis of various factors and subjective assumptions, including the current stock price (by using an EV analysis as described above), the expected period until exercise, expected volatility of the underlying stock price, expected dividends and the risk free rate. Changes in the subjective input assumptions can materially affect the fair value estimates. Rule 2a-5 under the Investment Company Act permits boards of directors of registered investment companies and Business Development Companies to either (i) choose to determine fair value in good faith or (ii) designate a valuation designee tasked with determining fair value in good faith, subject to the board’s oversight. The Company's Board of Directors has designated Oaktree to serve as its valuation designee effective September 8, 2022. Oaktree undertakes a multi-step valuation process each quarter in connection with determining the fair value of the Company's investments: • The quarterly valuation process begins with each portfolio company or investment being initially valued by Oaktree's valuation team; • Preliminary valuations are then reviewed and discussed with management of Oaktree; • Separately, independent valuation firms prepare valuations of the Company's investments, on a selected basis, for which market quotations are not readily available or are readily available but deemed not reflective of the fair value of the investment, and submit the reports to the Company and provide such reports to Oaktree; • Oaktree compares and contrasts its preliminary valuations to the valuations of the independent valuation firms and prepares a valuation report for the Audit Committee; • The Audit Committee reviews the valuation report with Oaktree, and Oaktree responds and supplements the valuation report to reflect any discussions between Oaktree and the Audit Committee; and • Oaktree, as valuation designee, determines the fair value of each investment in the Company's portfolio. The fair value of the Company's investments as of December 31, 2022 and September 30, 2022 was determined by Oaktree, as the Company's valuation designee. The Company has and will continue to engage independent valuation firms to provide assistance regarding the determination of the fair value of a portion of its portfolio securities for which market quotations are not readily available or are readily available but deemed not reflective of the fair value of the investment each quarter. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Company’s investments may fluctuate from period to period. Because of the inherent uncertainty of valuation, these estimated values may differ significantly from the values that would have been reported had a ready market for the investments existed, and it is reasonably possible that the difference could be material. With the exception of the line items entitled "deferred financing costs," "deferred offering costs," "other assets," "deferred tax asset, net," "credit facilities payable" and "unsecured notes payable," which are reported at amortized cost, all assets and liabilities approximate fair value on the Consolidated Statements of Assets and Liabilities. The carrying value of the line items titled "interest, dividends and fees receivable," "due from portfolio companies," "receivables from unsettled transactions," "due from broker," "accounts payable, accrued expenses and other liabilities," "base management fee and incentive fee payable," "due to affiliate," "interest payable" and "payables from unsettled transactions" approximate fair value due to their short maturities. Foreign Currency Translation: The accounting records of the Company are maintained in U.S. dollars. All assets and liabilities denominated in foreign currencies are translated into U.S. dollars based on the prevailing foreign exchange rate on the reporting date. The Company does not isolate that portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. The Company’s investments in foreign securities may involve certain risks, including foreign exchange restrictions, expropriation, taxation or other political, social or economic risks, all of which could affect the market and/or credit risk of the investment. In addition, changes in the relationship of foreign currencies to the U.S. dollar can significantly affect the value of these investments and therefore the earnings of the Company. Derivative Instruments: Foreign Currency Forward Contracts The Company uses foreign currency forward contracts to reduce the Company's exposure to fluctuations in the value of foreign currencies. In a foreign currency forward contract, the Company agrees to receive or deliver a fixed quantity of one currency for another at a pre-determined price at a future date. Foreign currency forward contracts are marked-to-market at the applicable forward rate. Unrealized appreciation (depreciation) on foreign currency forward contracts is recorded within derivative assets or derivative liabilities on the Consolidated Statements of Assets and Liabilities by counterparty on a net basis, not taking into account collateral posted which is recorded separately, if applicable. Purchases and settlements of foreign currency forward contracts having the same settlement date and counterparty are generally settled net and any realized gains or losses are recognized on the settlement date. The Company does not utilize hedge accounting with respect to foreign currency forward contracts and as such, the Company recognizes its foreign currency forward contracts at fair value with changes included in the net unrealized appreciation (depreciation) on the Consolidated Statements of Operations. Interest Rate Swaps The Company uses an interest rate swap to hedge some of the Company's fixed rate debt. The Company designated the interest rate swap as the hedging instrument in an effective hedge accounting relationship, and therefore the periodic payments are recognized as components of interest expense in the Consolidated Statements of Operations. Depending on the nature of the balance at period end, the fair value of the interest rate swap is either included as a derivative asset or derivative liability on the Company's Consolidated Statements of Assets and Liabilities. The change in fair value of the interest rate swap is offset by a change in the carrying value of the fixed rate debt. Any amounts paid to the counterparty to cover collateral obligations under the terms of the interest rate swap agreement are included in due from broker on the Company's Consolidated Statements of Assets and Liabilities. Investment Income: Interest Income Interest income, adjusted for accretion of original issue discount ("OID"), is recorded on an accrual basis to the extent that such amounts are expected to be collected. The Company stops accruing interest on investments when it is determined that interest is no longer collectible. Investments that are expected to pay regularly scheduled interest in cash are generally placed on non-accrual status when there is reasonable doubt that principal or interest cash payments will be collected. Cash interest payments received on investments may be recognized as income or a return of capital depending upon management’s judgment. A non-accrual investment is restored to accrual status if past due principal and interest are paid in cash and the portfolio company, in management’s judgment, is likely to continue timely payment of its remaining obligations. As of each of December 31, 2022 and September 30, 2022, there were no investments on non-accrual status. In connection with its investment in a portfolio company, the Company sometimes receives nominal cost equity that is valued as part of the negotiation process with the portfolio company. When the Company receives nominal cost equity, the Company allocates its cost basis in the investment between debt securities and the nominal cost equity at the time of origination. Any resulting discount from recording the loan, or otherwise purchasing a security at a discount, is accreted into interest income over the life of the loan. PIK Interest Income The Company's investments in debt securities may contain PIK interest provisions. PIK interest, which generally represents contractually deferred interest added to the loan balance that is generally due at the end of the loan term, is generally recorded on the accrual basis to the extent such amounts are expected to be collected. The Company generally ceases accruing PIK interest if there is insufficient value to support the accrual or if the Company does not expect the portfolio company to be able to pay all principal and interest due. The Company's decision to cease accruing PIK interest on a loan or debt security involves subjective judgments and determinations based on available information about a particular portfolio company, including whether the portfolio company is current with respect to its payment of principal and interest on its loans and debt securities; financial statements and financial projections for the portfolio company; the Company's assessment of the portfolio company's business development success; information obtained by the Company in connection with periodic formal update interviews with the portfolio company's management and, if appropriate, the private equity sponsor; and information about the general economic and market conditions in which the portfolio company operates. The Company's determination to cease accruing PIK interest is generally made well before the Company's full write-down of a loan or debt security. In addition, if it is subsequently determined that the Company will not be able to collect any previously accrued PIK interest, the fair value of the loans or debt securities would be reduced by the amount of such previously accrued, but uncollectible, PIK interest. The accrual of PIK interest on the Company’s debt investments increases the recorded cost bases of these investments in the Consolidated Financial Statements including for purposes of computing the capital gains incentive fee payable by the Company to Oaktree. To maintain its status as a RIC, certain income from PIK interest may be required to be distributed to the Company’s stockholders, even though the Company has not yet collected the cash and may never do so. Fee Income Oaktree or its affiliates may provide financial advisory services to portfolio companies and, in return, the Company may receive fees for capital structuring services. These fees are generally non-recurring and are recognized by the Company upon the investment closing date. The Company may also receive additional fees in the ordinary course of business, including servicing, amendment and prepayment fees, which are classified as fee income and recognized as they are earned or the services are rendered. The Company has also structured exit fees across certain of its portfolio investments to be received upon the future exit of those investments. These fees are typically paid to the Company upon the earliest to occur of (i) a sale of the borrower or substantially all of the assets of the borrower, (ii) the maturity date of the loan or (iii) the date when full prepayment of the loan occurs. The receipt of such fees is contingent upon the occurrence of one of the events listed above for each of the investments. These fees are included in net investment income over the life of the loan. Dividend Income The Company generally recognizes dividend income on the ex-dividend date for public securities and the record date for private equity investments. Distributions received from private equity investments are evaluated to determine if the distribution should be recorded as dividend income or a return of capital. Generally, the Company will not record distributions from private equity investments as dividend income unless there are sufficient earnings at the portfolio company prior to the distribution. Distributions that are classified as a return of capital are recorded as a reduction in the cost basis of the investment. Cash and Cash Equivalents and Restricted Cash: Cash and cash equivalents consist of demand deposits and highly liquid investments with maturities of three months or less when acquired. The Company places its cash and cash equivalents and restricted cash with financial institutions and, at times, cash held in bank accounts may exceed the Federal Deposit Insurance Corporation ("FDIC") insurance limit. Cash and cash equivalents are included on the Company's Consolidated Schedule of Investments and cash equivalents are classified as Level 1 assets. As of December 31, 2022 and September 30, 2022, included in restricted cash was $1.9 million and $2.8 million, respectively, that was held at Wells Fargo Bank, N.A. in connection with the Citibank Facility (as defined in Note 6. Borrowings). Pursuant to the terms of the Citibank Facility, the Company was restricted in terms of access to $1.9 million and $2.8 million as of December 31, 2022 and September 30, 2022, respectively, until t he occurrence of the periodic distribution dates and, in connection therewith, the Company’s submission of its required periodic reporting schedules and verifications of the Company’s compliance with the terms of the Citibank Facility. Due from Portfolio Companies: Due from portfolio companies consists of amounts payable to the Company from its portfolio companies, including proceeds from the sale of portfolio companies not yet received or being held in escrow and excluding those amounts attributable to interest, dividends or fees receivable. These amounts are recognized as they become payable to the Company ( e.g. , principal payments on the scheduled amortization payment date). Receivables/Payables from Unsettled Transactions: Receivables/payables from unsettled transactions consist of amounts receivable to or payable by the Company for transactions that have not settled at the reporting date. Deferred Financing Costs: Deferred financing costs consist of fees and expenses paid in connection with the closing or amending of credit facilities and debt offerings. Deferred financing costs in connection with credit facilities are capitalized as an asset when incurred. Deferred financing costs in connection with all other debt arrangements are a direct deduction from the related debt liability when incurred. Deferred financing costs are amortized using the effective interest method over the term of the respective debt arrangement. This amortization expense is included in interest expense in the Company's Consolidated Statements of Operations. Upon early termination or modification of a credit facility, all or a portion of unamortized fees related to such facility may be accelerated into interest expense. For extinguishments of the Company’s unsecured notes payable, any unamortized deferred financing costs are deducted from the carrying amount of the debt in determining the gain or loss from the extinguishment. Deferred Offering Costs: Legal fees and other costs incurred in connection with the Company’s shelf registration statement are capitalized as deferred offering costs in the Consolidated Statements of Assets and Liabilities. To the extent any such costs relate to equity offerings, these costs are charged as a reduction of capital upon utilization. To the extent any such costs relate to debt offerings, these costs are treated as deferred financing costs and are amortized over the term of the respective debt arrangement. Any deferred offering costs that remain at the expiration of the shelf registration statement or when it becomes probable that an offering will not be completed are expensed. Income Taxes: The Company has elected to be subject to tax as a RIC under Subchapter M of the Code and operates in a manner so as to qualify for the tax treatment applicable to RICs. In order to be subject to tax as a RIC, among other things, the Company is required to meet certain source of income and asset diversification requirements and timely distribute dividends to its stockholders of an amount generally at least equal to 90% of investment company taxable income, as defined by the Code and determined without regard to any deduction for dividends paid, for each taxable year. As a RIC, the Company is not subject to U.S. federal income tax on the portion of its taxable income and gains distributed currently to stockholders as a dividend. Depending on the level of taxable income earned during a taxable year, the Company may choose to retain taxable income in excess of current year dividend distributions and would distribute such taxable income in the next taxable year. The Company would then incur a 4% excise tax on such income, as required. To the extent that the Company determines that its estimated current year annual taxable income, determined on a calendar year basis, could exceed estimated current calendar year dividend distributions, the Company accrues excise tax, if any, on estimated excess taxable income as taxable income is earned. The Company anticipates timely distribution of its taxable income within the tax rules under Subchapter M of the Code. The Company did not incur a U.S. federal excise tax for calendar year 2021. For the calendar year 2022, the Company incurred $0.1 million of excise tax. The Company does not expect to incur a U.S. federal excise tax for calendar year 2023. The Company holds certain portfolio investments through taxable subsidiaries. The purpose of the Company's taxable subsidiaries is to permit the Company to hold equity investments in portfolio companies which are "pass through" entities for U.S. federal income tax purposes in order to comply with the RIC tax requirements. The taxable subsidiaries are consolidated for financial reporting purposes, and portfolio investments held by them are included in the Company’s Consolidated Financial Statements as portfolio investments and recorded at fair value. The taxable subsidiaries are not consolidated with the Company for U.S. federal income tax purposes and may generate income tax expense, or benefit, and the related tax assets and liabilities, as a result of their ownership of certain portfolio investments. This income tax expense, if any, would be reflected in the Company's Consolidated Statements of Operations. The Company uses the liability method to account for its taxable subsidiaries' income taxes. Using this method, the Company recognizes deferred tax assets and liabilities for the estimated future tax effects attributable to temporary differences between financial reporting and tax bases of assets and liabilities. In addition, the Company recognizes deferred tax benefits associated with net operating loss carry forwards that it may use to offset future tax obligations. The Company measures deferred tax assets and liabilities using the enacted tax rates expected to apply to taxable income in the years in which it expects to recover or settle those temporary differences. FASB ASC Topic 740, Accounting for Uncertainty in Income Taxes ("ASC 740"), provides guidance for how uncertain tax positions should be recognized, measured, presented and disclosed in the Company's Consolidated Financial Statements. ASC 740 requires the evaluation of tax positions taken or expected to be taken in the course of preparing the Company's tax returns to determine whether the tax positions are "more-likely-than-not" of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold are recorded as a tax benefit or expense in the current year. Management's determinations regarding ASC 740 may be subject to review and adjustment at a later date based upon factors including an ongoing analysis of tax laws, regulations and interpretations thereof. The Company recognizes the tax benefits of uncertain tax positions only where the position is "more-likely-than-not" to be sustained assuming examination by tax authorities. Management has analyzed the Company's tax positions and has concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions taken on returns filed for open tax years 2019, 2020 and 2021. The Company identifies its major tax jurisdictions as U.S. Federal and California, and the Company is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next 12 months. Recently Adopted Accounting Pronouncements In March 2020, the FASB issued ASU 2020-04, Reference Rate Reform (Topic 848) Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional expedients and exceptions for applying GAAP to contracts, hedging relationships, and other transactions to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform on financial reporting if certain criteria are met. The guidance is effective from March 12, 2020 through December 31, 2022. As of December 31, 2022, the adoption of this guidance did not have an impact on the Company's Consolidated Financial Statements. |
Portfolio Investments
Portfolio Investments | 3 Months Ended |
Dec. 31, 2022 | |
Schedule of Investments [Abstract] | |
Portfolio Investments | Portfolio Investments As of December 31, 2022, 219.9% of net assets at fair value, or $2.6 billion, was invested in 156 portfolio companies, including (i) $136.8 million in subordinated notes and limited liability company ("LLC") equity interests of Senior Loan Fund JV I, LLC ("SLF JV I"), a joint venture through which the Company and Trinity Universal Insurance Company, a subsidiary of Kemper Corporation ("Kemper"), co-invest in senior secured loans of middle-market companies and other corporate debt securities and (ii) $49.5 million in subordinated notes and LLC equity interests of OCSI Glick JV LLC ("Glick JV" and, together with SLF JV I, the "JVs"), a joint venture through which the Company and GF Equity Funding 2014 LLC ("GF Equity Funding") co-invest primarily in senior secured loans of middle-market companies. As of December 31, 2022, 1.6% of net assets at fair value, or $19.2 million, was invested in cash and cash equivalents (including $1.9 million of restricted cash). In comparison, as of September 30, 2022, 200.2% of net assets at fair value, or $2.5 billion, was invested in 149 portfolio investments, including (i) $117.0 million in subordinated notes and LLC equity interests of SLF JV I and (ii) $50.3 million in subordinated notes and LLC equity interests of Glick JV. As of September 30, 2022, 2.1% of net assets at fair value, or $26.4 million, was invested in cash and cash equivalents (including $2.8 million of restricted cash). As of December 31, 2022, 86.3% of the Company's portfolio at fair value consisted of senior secured debt investments and 8.5% consisted of subordinated debt investments, including the debt investments in the JVs. As of September 30, 2022, 86.9% of the Company's portfolio at fair value consisted of senior secured debt investments and 8.1% consisted of subordinated debt investments, including the debt investments in the JVs. The Company also held equity investments in certain of its portfolio companies consisting of common stock, preferred stock, warrants, limited partnership interests or LLC equity interests. These instruments generally do not produce a current return but are held for potential investment appreciation and capital gain. During the three months ended December 31, 2022 and 2021, the Company recorded net realized gains (losses) of $(3.2) million and $9.3 million, respectively. During the three months ended December 31, 2022 and 2021, the Company recorded net unrealized depreciation of $23.0 million and $4.6 million, respectively. The composition of the Company's investments as of December 31, 2022 and September 30, 2022 at cost and fair value was as follows: December 31, 2022 September 30, 2022 Cost Fair Value Cost Fair Value Investments in debt securities $ 2,428,251 $ 2,343,380 $ 2,294,392 $ 2,223,329 Investments in equity securities 132,355 113,190 127,596 103,534 Debt investments in the JVs 162,617 162,192 146,444 146,533 Equity investments in the JVs 54,791 24,108 49,322 20,715 Total $ 2,778,014 $ 2,642,870 $ 2,617,754 $ 2,494,111 The following table presents the composition of the Company's debt investments as of December 31, 2022 and September 30, 2022 at fixed rates and floating rates: December 31, 2022 September 30, 2022 Fair Value % of Debt Fair Value % of Debt Floating rate debt securities, including the debt investments in the JVs $ 2,188,193 87.33 % $ 2,049,644 86.49 % Fixed rate debt securities 317,379 12.67 320,218 13.51 Total $ 2,505,572 100.00 % $ 2,369,862 100.00 % The following table presents the financial instruments carried at fair value as of December 31, 2022 on the Company's Consolidated Statement of Assets and Liabilities for each of the three levels of hierarchy established by ASC 820: Level 1 Level 2 Level 3 Measured at Net Asset Value (a) Total Investments in debt securities (senior secured) $ — $ 233,393 $ 2,047,842 $ — $ 2,281,235 Investments in debt securities (subordinated, including the debt investments in the JVs) — 44,706 179,631 — 224,337 Investments in equity securities (preferred) — — 80,625 — 80,625 Investments in equity securities (common and warrants, including LLC equity interests of the JVs) 5,923 — 26,642 24,108 56,673 Total investments at fair value 5,923 278,099 2,334,740 24,108 2,642,870 Cash equivalents 3,421 — — — 3,421 Total assets at fair value $ 9,344 $ 278,099 $ 2,334,740 $ 24,108 $ 2,646,291 Derivative liability $ — $ 44,139 $ — $ — $ 44,139 Total liabilities at fair value $ — $ 44,139 $ — $ — $ 44,139 __________ (a) In accordance with ASC 820-10, certain investments that are measured using the net asset value per share (or its equivalent) as a practical expedient for fair value have not been classified in the fair value hierarchy. These investments are generally not redeemable. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Statements of Assets and Liabilities. The following table presents the financial instruments carried at fair value as of September 30, 2022 on the Company's Consolidated Statement of Assets and Liabilities for each of the three levels of hierarchy established by ASC 820: Level 1 Level 2 Level 3 Measured at Net Asset Value (a) Total Investments in debt securities (senior secured) $ — $ 255,803 $ 1,910,606 $ — $ 2,166,409 Investments in debt securities (subordinated, including the debt investments in the JVs) — 44,065 159,388 — 203,453 Investments in equity securities (preferred) — — 79,523 — 79,523 Investments in equity securities (common and warrants, including LLC equity interests of the JVs) 4,053 — 19,958 20,715 44,726 Total investments at fair value 4,053 299,868 2,169,475 20,715 2,494,111 Cash equivalents 5,261 — — — 5,261 Derivative assets — 6,789 — — 6,789 Total assets at fair value $ 9,314 $ 306,657 $ 2,169,475 $ 20,715 $ 2,506,161 Derivative liability $ — $ 41,969 $ — $ — $ 41,969 Total liabilities at fair value $ — $ 41,969 $ — $ — $ 41,969 __________ (a) In accordance with ASC 820-10, certain investments that are measured using the net asset value per share (or its equivalent) as a practical expedient for fair value have not been classified in the fair value hierarchy. These investments are generally not redeemable. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Statements of Assets and Liabilities. When a determination is made to classify a financial instrument within Level 3 of the valuation hierarchy, the determination is based upon the fact that the unobservable factors are significant to the overall fair value measurement. However, Level 3 financial instruments typically have both unobservable or Level 3 components and observable components (i.e. components that are actively quoted and can be validated by external sources). Accordingly, the appreciation (depreciation) in the tables below includes changes in fair value due in part to observable factors that are part of the valuation methodology. Transfers between levels are recognized at the beginning of the reporting period. The following table provides a roll-forward in the changes in fair value from September 30, 2022 to December 31, 2022 for all investments for which the Company determined fair value using unobservable (Level 3) factors: Investments Senior Secured Debt Subordinated Preferred Common Total Fair value as of September 30, 2022 $ 1,910,606 $ 159,388 $ 79,523 $ 19,958 $ 2,169,475 Purchases 177,599 21,104 2,579 2,181 203,463 Sales and repayments (55,885) (699) — (48) (56,632) Transfers in (a) 19,075 — — — 19,075 Capitalized PIK interest income 5,763 6 — — 5,769 Accretion of OID 4,114 398 — — 4,512 Net unrealized appreciation (depreciation) (12,271) (566) (1,477) 4,505 (9,809) Net realized gains (losses) (1,159) — — 46 (1,113) Fair value as of December 31, 2022 $ 2,047,842 $ 179,631 $ 80,625 $ 26,642 $ 2,334,740 Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 $ (12,398) $ (566) $ (1,477) $ 4,505 $ (9,936) __________ (a) There was a transfer into Level 3 from Level 2 for an investment during the three months ended December 31, 2022 as a result of a change in the number of market quotes available and/or a change in market liquidity. The following table provides a roll-forward in the changes in fair value from September 30, 2021 to December 31, 2021 for all investments for which the Company determined fair value using unobservable (Level 3) factors: Investments Senior Secured Debt Subordinated Preferred Common Total Fair value as of September 30, 2021 $ 1,878,536 $ 176,317 $ 63,565 $ 43,163 $ 2,161,581 Purchases 191,087 3,589 979 1,441 197,096 Sales and repayments (131,946) (20,185) — (6,503) (158,634) Transfers in (a) 3,178 — — — 3,178 Transfers out (a) (17,070) — — — (17,070) Capitalized PIK interest income 6,172 313 — — 6,485 Accretion of OID 5,378 819 — — 6,197 Net unrealized appreciation (depreciation) (9,877) 516 1,006 6,636 (1,719) Net realized gains (losses) 8,638 — — (2,795) 5,843 Fair value as of December 31, 2021 $ 1,934,096 $ 161,369 $ 65,550 $ 41,942 $ 2,202,957 Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2021 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2021 $ (717) $ 368 $ 1,006 $ 1,139 $ 1,796 __________ (a) There were transfers into/out of Level 3 from/to Level 2 for certain investments during the three months ended December 31, 2021 as a result of a change in the number of market quotes available and/or a change in market liquidity. Significant Unobservable Inputs for Level 3 Investments The following table provides quantitative information related to the significant unobservable inputs for Level 3 investments, which are carried at fair value, as of December 31, 2022: Asset Fair Value Valuation Technique Unobservable Input Range Weighted Senior Secured Debt $ 1,692,264 Market Yield Market Yield (b) 9.0% - 33.0% 14.0% 14,297 Enterprise Value EBITDA Multiple (c) 5.0x - 7.0x 6.0x 38,581 Transaction Precedent Transaction Price (d) N/A - N/A N/A 302,700 Broker Quotations Broker Quoted Price (e) N/A - N/A N/A Subordinated Debt 13,706 Market Yield Market Yield (b) 10.0% - 20.0% 11.4% 3,733 Broker Quotations Broker Quoted Price (e) N/A - N/A N/A Debt Investments in the JVs 162,192 Enterprise Value N/A (f) N/A - N/A N/A Preferred & Common Equity 30,226 Enterprise Value Revenue Multiple (c) 0.1x - 4.3x 0.5x 73,822 Enterprise Value EBITDA Multiple (c) 3.0x - 20.0x 14.6x 1,600 Enterprise Value Asset Multiple (c) 0.9x - 1.1x 1.0x 1,619 Transaction Precedent Transaction Price (d) N/A - N/A N/A Total $ 2,334,740 __________ (a) Weighted averages are calculated based on fair value of investments. (b) Used when market participants would take into account market yield when pricing the investment. (c) Used when market participants would use such multiples when pricing the investment. (d) Used when there is an observable transaction or pending event for the investment. (e) Oaktree generally uses prices provided by an independent pricing service which are non-binding indicative prices on or near the valuation date as the primary basis for the fair value determinations for quoted senior secured debt investments. Since these prices are non-binding, they may not be indicative of fair value. Oaktree evaluates the quotations provided by pricing vendors and brokers based on available market information, including trading activity of the subject or similar securities, or by performing a comparable security analysis to ensure that fair values are reasonably estimated. (f) Oaktree determined the value of its subordinated notes of each JV based on the total assets less the total liabilities senior to the subordinated notes held at such JV in an amount not exceeding par under the EV technique. The following table provides quantitative information related to the significant unobservable inputs for Level 3 investments, which are carried at fair value, as of September 30, 2022: Asset Fair Value Valuation Technique Unobservable Input Range Weighted Senior Secured Debt $ 1,599,148 Market Yield Market Yield (b) 9.0% - 30.0% 13.7% 14,333 Enterprise Value EBITDA Multiple (c) 5.0x - 7.0x 6.0x 297,125 Broker Quotations Broker Quoted Price (e) N/A - N/A N/A Subordinated Debt 12,855 Market Yield Market Yield (b) 10.0% - 19.0% 13.8% Debt Investments in the JVs 146,533 Enterprise Value N/A (f) N/A - N/A N/A Preferred & Common Equity 61,693 Enterprise Value Revenue Multiple (c) 0.4x - 10.1x 4.3x 36,913 Enterprise Value EBITDA Multiple (c) 3.0x - 20.0x 11.4x 3 Enterprise Value Asset Multiple (c) 0.9x - 1.1x 1.0x 872 Transaction Precedent Transaction Price (d) N/A - N/A N/A Total $ 2,169,475 __________ (a) Weighted averages are calculated based on fair value of investments. (b) Used when market participants would take into account market yield when pricing the investment. (c) Used when market participants would use such multiples when pricing the investment. (d) Used when there is an observable transaction or pending event for the investment. (e) Oaktree generally uses prices provided by an independent pricing service which are non-binding indicative prices on or near the valuation date as the primary basis for the fair value determinations for quoted senior secured debt investments. Since these prices are non-binding, they may not be indicative of fair value. Oaktree evaluates the quotations provided by pricing vendors and brokers based on available market information, including trading activity of the subject or similar securities, or by performing a comparable security analysis to ensure that fair values are reasonably estimated. (f) Oaktree determined the value of its subordinated notes of each JV based on the total assets less the total liabilities senior to the subordinated notes held at such JV in an amount not exceeding par under the EV technique. Under the market yield technique, the significant unobservable input used in the fair value measurement of the Company's investments in debt securities is the market yield. Increases or decreases in the market yield may result in a lower or higher fair value measurement, respectively. Under the EV technique, the significant unobservable input used in the fair value measurement of the Company's investments in debt or equity securities is the earnings before interest, taxes, depreciation and amortization ("EBITDA"), revenue or asset multiple, as applicable. Increases or decreases in the valuation multiples in isolation may result in a higher or lower fair value measurement, respectively. Financial Instruments Disclosed, But Not Carried, At Fair Value The following table presents the carrying value and fair value of the Company's financial liabilities disclosed, but not carried, at fair value as of December 31, 2022 and the level of each financial liability within the fair value hierarchy: Carrying Fair Value Level 1 Level 2 Level 3 Syndicated Facility payable $ 695,000 $ 695,000 $ — $ — $ 695,000 Citibank Facility payable 165,000 165,000 — — 165,000 2025 Notes payable (carrying value is net of unamortized financing costs and unaccreted discount) 297,303 286,734 — 286,734 — 2027 Notes payable (carrying value is net of unamortized financing costs, unaccreted discount and interest rate swap fair value adjustment) 306,321 296,835 — 296,835 — Total $ 1,463,624 $ 1,443,569 $ — $ 583,569 $ 860,000 The following table presents the carrying value and fair value of the Company's financial liabilities disclosed, but not carried, at fair value as of September 30, 2022 and the level of each financial liability within the fair value hierarchy: Carrying Fair Value Level 1 Level 2 Level 3 Syndicated Facility payable $ 540,000 $ 540,000 $ — $ — $ 540,000 Citibank Facility payable 160,000 160,000 — — 160,000 2025 Notes payable (carrying value is net of unamortized financing costs and unaccreted discount) 296,991 283,077 — 283,077 — 2027 Notes payable (carrying value is net of unamortized financing costs, unaccreted discount and interest rate swap fair value adjustment) 304,052 294,028 — 294,028 — Total $ 1,301,043 $ 1,277,105 $ — $ 577,105 $ 700,000 The principal values of the credit facilities payable approximate fair value due to their variable interest rates and are included in Level 3 of the hierarchy. Oaktree used market quotes as of the valuation date to estimate the fair value of the Company's 3.500% notes due 2025 (the "2025 Notes") and 2.700% notes due 2027 (the "2027 Notes"), which are included in Level 2 of the hierarchy. Portfolio Composition Summaries of the composition of the Company's portfolio at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets are shown in the following tables: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Senior secured debt $ 2,359,295 84.94 % $ 2,227,245 85.08 % Debt investments in the JVs 162,617 5.85 % 146,444 5.59 % Preferred equity 87,878 3.16 % 85,300 3.26 % Subordinated debt 68,956 2.48 % 67,147 2.57 % LLC equity interests of the JVs 54,791 1.97 % 49,322 1.88 % Common equity and warrants 44,477 1.60 % 42,296 1.62 % Total $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Senior secured debt $ 2,281,235 86.32 % 189.78 % $ 2,166,409 86.86 % 173.93 % Debt investments in the JVs 162,192 6.14 % 13.49 % 146,533 5.88 % 11.77 % Preferred equity 80,625 3.05 % 6.71 % 79,523 3.19 % 6.38 % Subordinated debt 62,145 2.35 % 5.17 % 56,920 2.28 % 4.57 % Common equity and warrants 32,565 1.23 % 2.71 % 24,011 0.96 % 1.93 % LLC equity interests of the JVs 24,108 0.91 % 2.01 % 20,715 0.83 % 1.66 % Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % The geographic composition is determined by the location of the corporate headquarters of the portfolio company, which may not be indicative of the primary source of the portfolio company's business. The following tables show the composition of the Company's portfolio by geographic region at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Northeast $ 772,197 27.78 % $ 747,420 28.55 % Midwest 403,393 14.52 % 373,236 14.26 % Southeast 397,717 14.32 % 356,041 13.60 % West 351,871 12.67 % 358,306 13.69 % International 350,510 12.62 % 301,242 11.51 % Southwest 204,143 7.35 % 221,308 8.45 % South 164,094 5.91 % 168,819 6.45 % Northwest 134,089 4.83 % 91,382 3.49 % Total $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Northeast $ 716,827 27.12 % 59.63 % $ 696,368 27.93 % 55.90 % Midwest 384,219 14.54 % 31.97 % 356,934 14.31 % 28.66 % Southeast 380,276 14.39 % 31.64 % 344,567 13.82 % 27.66 % International 342,447 12.96 % 28.49 % 279,646 11.21 % 22.45 % West 330,698 12.51 % 27.51 % 345,251 13.84 % 27.72 % Southwest 195,818 7.41 % 16.29 % 214,984 8.62 % 17.26 % South 160,150 6.06 % 13.32 % 166,230 6.66 % 13.35 % Northwest 132,435 5.01 % 11.02 % 90,131 3.61 % 7.24 % Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % The following tables show the composition of the Company's portfolio by industry at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets as of December 31, 2022 and September 30, 2022: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Application Software $ 435,165 15.66 % $ 391,938 14.98 % Multi-Sector Holdings (1) 229,676 8.27 195,766 7.48 Pharmaceuticals 131,307 4.73 126,508 4.83 Data Processing & Outsourced Services 118,058 4.25 120,477 4.60 Biotechnology 111,745 4.02 109,960 4.20 Health Care Technology 110,251 3.97 100,084 3.82 Specialized Finance 87,523 3.15 80,864 3.09 Industrial Machinery 81,483 2.93 81,787 3.12 Health Care Services 65,732 2.37 58,674 2.24 Internet & Direct Marketing Retail 65,585 2.36 67,926 2.59 Aerospace & Defense 61,993 2.23 61,963 2.37 Construction & Engineering 60,828 2.19 60,996 2.33 Health Care Distributors 58,320 2.10 57,112 2.18 Other Diversified Financial Services 57,241 2.06 29,300 1.12 Personal Products 53,190 1.91 53,214 2.03 Automotive Retail 51,663 1.86 59,254 2.26 Auto Parts & Equipment 51,067 1.84 12,474 0.48 Real Estate Operating Companies 49,980 1.80 47,585 1.82 Fertilizers & Agricultural Chemicals 49,271 1.77 49,301 1.88 Internet Services & Infrastructure 49,271 1.77 54,095 2.07 Metal & Glass Containers 47,128 1.70 47,704 1.82 Home Improvement Retail 45,266 1.63 45,802 1.75 Soft Drinks 43,935 1.58 34,272 1.31 Airport Services 43,748 1.57 43,322 1.65 Leisure Facilities 41,182 1.48 39,768 1.52 Insurance Brokers 39,268 1.41 35,628 1.36 Diversified Support Services 38,167 1.37 37,992 1.45 Specialty Chemicals 37,298 1.34 37,319 1.43 Health Care Supplies 36,693 1.32 36,471 1.39 Real Estate Services 36,233 1.30 40,243 1.54 Integrated Telecommunication Services 34,635 1.25 34,628 1.32 Electrical Components & Equipment 33,813 1.22 33,814 1.29 Advertising 27,507 0.99 28,245 1.08 Movies & Entertainment 26,202 0.94 26,161 1.00 Distributors 25,262 0.91 25,278 0.97 Airlines 24,034 0.87 — — Health Care Equipment 21,838 0.79 24,353 0.93 Environmental & Facilities Services 21,156 0.76 20,857 0.80 Oil & Gas Storage & Transportation 19,934 0.72 22,290 0.85 Home Furnishings 19,554 0.70 19,550 0.75 Systems Software 14,895 0.54 14,890 0.57 Consumer Finance 14,503 0.52 14,492 0.55 Hotels, Resorts & Cruise Lines 13,943 0.50 13,960 0.53 IT Consulting & Other Services 11,684 0.42 11,697 0.45 Restaurants 9,343 0.34 9,338 0.36 Education Services 9,070 0.33 9,080 0.35 Cable & Satellite 8,012 0.29 20,716 0.79 Research & Consulting Services 7,848 0.28 9,187 0.35 Apparel, Accessories & Luxury Goods 5,165 0.19 5,165 0.20 Air Freight & Logistics 4,925 0.18 7,295 0.28 Integrated Oil & Gas 4,873 0.18 4,866 0.19 Apparel Retail 4,727 0.17 5,268 0.20 Food Distributors 4,655 0.17 4,646 0.18 Specialized REITs 4,334 0.16 4,318 0.16 Real Estate Development 4,278 0.15 — — Diversified Banks 3,515 0.13 3,515 0.13 Technology Distributors 3,163 0.11 3,163 0.12 Construction Materials 2,353 0.08 2,331 0.09 Housewares & Specialties 2,217 0.08 2,293 0.09 Electronic Components 2,095 0.08 2,092 0.08 Alternative Carriers 214 0.01 212 0.01 Oil & Gas Refining & Marketing — — 8,627 0.33 Trading Companies & Distributors — — 7,628 0.29 $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Application Software $ 422,862 15.95 % 35.18 % $ 384,589 15.43 % 30.87 % Multi-Sector Holdings (1) 198,904 7.53 16.55 167,248 6.71 13.43 Pharmaceuticals 127,414 4.82 10.60 119,511 4.79 9.59 Biotechnology 115,489 4.37 9.61 108,465 4.35 8.71 Data Processing & Outsourced Services 106,224 4.02 8.84 111,335 4.46 8.94 Health Care Technology 103,479 3.92 8.61 97,315 3.90 7.81 Industrial Machinery 79,791 3.02 6.64 81,008 3.25 6.50 Specialized Finance 79,751 3.02 6.63 73,087 2.93 5.87 Internet & Direct Marketing Retail 66,001 2.50 5.49 70,419 2.82 5.65 Aerospace & Defense 61,490 2.33 5.12 61,881 2.48 4.97 Construction & Engineering 60,938 2.31 5.07 61,188 2.45 4.91 Health Care Distributors 54,898 2.08 4.57 54,662 2.19 4.39 Other Diversified Financial Services 54,080 2.05 4.50 24,326 0.98 1.95 Fertilizers & Agricultural Chemicals 52,292 1.98 4.35 51,972 2.08 4.17 Health Care Services 51,260 1.94 4.26 45,943 1.84 3.69 Automotive Retail 50,681 1.92 4.22 57,629 2.31 4.63 Real Estate Operating Companies 50,127 1.90 4.17 48,062 1.93 3.86 Auto Parts & Equipment 50,015 1.89 4.16 11,469 0.46 0.92 Internet Services & Infrastructure 48,973 1.85 4.07 53,797 2.16 4.32 Personal Products 48,903 1.85 4.07 50,150 2.01 4.03 Home Improvement Retail 45,127 1.71 3.75 45,421 1.82 3.65 Metal & Glass Containers 44,763 1.69 3.72 47,599 1.91 3.82 Soft Drinks 44,387 1.68 3.69 33,670 1.35 2.70 Airport Services 43,267 1.64 3.60 42,883 1.72 3.44 Leisure Facilities 40,578 1.54 3.38 39,258 1.57 3.15 Insurance Brokers 39,057 1.48 3.25 33,081 1.33 2.66 Health Care Supplies 37,776 1.43 3.14 36,577 1.47 2.94 Diversified Support Services 35,626 1.35 2.96 36,712 1.47 2.95 Real Estate Services 35,621 1.35 2.96 39,573 1.59 3.18 Electrical Components & Equipment 32,970 1.25 2.74 32,933 1.32 2.64 Integrated Telecommunication Services 32,041 1.21 2.67 32,201 1.29 2.59 Specialty Chemicals 31,476 1.19 2.62 33,969 1.36 2.73 Movies & Entertainment 26,470 1.00 2.20 26,645 1.07 2.14 Advertising 26,022 0.98 2.16 26,948 1.08 2.16 Airlines 25,864 0.98 2.15 — — — Distributors 24,569 0.93 2.04 24,494 0.98 1.97 Health Care Equipment 22,703 0.86 1.89 24,161 0.97 1.94 Environmental & Facilities Services 20,675 0.78 1.72 20,585 0.83 1.65 Oil & Gas Storage & Transportation 18,113 0.69 1.51 20,853 0.84 1.67 Home Furnishings 17,917 0.68 1.49 18,188 0.73 1.46 Hotels, Resorts & Cruise Lines 13,904 0.53 1.16 13,985 0.56 1.12 Systems Software 12,104 0.46 1.01 12,834 0.51 1.03 Consumer Finance 11,439 0.43 0.95 13,284 0.53 1.07 Education Services 8,938 0.34 0.74 8,582 0.34 0.69 Restaurants 8,610 0.33 0.72 8,692 0.35 0.70 Cable & Satellite 7,968 0.30 0.66 19,576 0.78 1.57 Research & Consulting Services 7,165 0.27 0.60 8,573 0.34 0.69 IT Consulting & Other Services 6,963 0.26 0.58 8,596 0.34 0.69 Integrated Oil & Gas 4,847 0.18 0.40 4,872 0.20 0.39 Apparel Retail 4,675 0.18 0.39 5,223 0.21 0.42 Real Estate Development 4,267 0.16 0.35 — — — Air Freight & Logistics 4,191 0.16 0.35 6,405 0.26 0.51 Food Distributors 3,599 0.14 0.30 3,367 0.13 0.27 Diversified Banks 3,315 0.13 0.28 3,402 0.14 0.27 Specialized REITs 3,230 0.12 0.27 3,264 0.13 0.26 Technology Distributors 2,971 0.11 0.25 2,997 0.12 0.24 Housewares & Specialties 2,265 0.09 0.19 2,456 0.10 0.20 Construction Materials 1,928 0.07 0.16 1,934 0.08 0.16 Electronic Components 1,712 0.06 0.14 1,890 0.08 0.15 Alternative Carriers 185 0.01 0.02 201 0.01 0.02 Oil & Gas Refining & Marketing — — — 8,604 0.34 0.69 Trading Companies & Distributors — — — 5,567 0.22 0.45 Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % ___________________ (1) This industry includes the Company's investments in the JVs. As of December 31, 2022 and September 30, 2022, the Company had no single investment that represented greater than 10% of the total investment portfolio at fair value. Income, consisting of interest, dividends, fees, other investment income and realization of gains or losses, may fluctuate and in any given period can be highly concentrated among several investments. Senior Loan Fund JV I, LLC In May 2014, the Company entered into an LLC agreement with Kemper to form SLF JV I. The Company co-invests in senior secured loans of middle-market companies and other corporate debt securities with Kemper through its investment in SLF JV I. SLF JV I is managed by a four person Board of Directors, two of whom are selected by the Company and two of whom are selected by Kemper. All portfolio decisions and investment decisions in respect of SLF JV I must be approved by the SLF JV I investment committee, which consists of one representative selected by the Company and one representative selected by Kemper (with approval from a representative of each required). Since the Company does not have a controlling financial interest in SLF JV I, the Company does not consolidate SLF JV I. SLF JV I is capitalized pro rata with LLC equity interests as transactions are completed and may be capitalized with additional subordinated notes issued to the Company and Kemper by SLF JV I. The subordinated notes issued by SLF JV I (the "SLF JV I Notes") are senior in right of payment to SLF JV I LLC equity interests and subordinated in right of payment to SLF JV I’s secured debt. As of December 31, 2022 and September 30, 2022, the Company and Kemper owned, in the aggregate, 87.5% and 12.5%, respectively, of the LLC equity interests of SLF JV I and the outstanding SLF JV I Notes. SLF JV I is not an "eligible portfolio company" as defined in section 2(a)(46) of the Investment Company Act. SLF JV I has a senior revolving credit facility with Deutsche Bank AG, New York Branch (as amended, the "SLF JV I Deutsche Bank Facility"), which permitted up to $260.0 million of borrowings (subject to borrowing base and other limitations) as of each of December 31, 2022 and September 30, 2022. Borrowings under the SLF JV I Deutsche Bank Facility are secured by all of the assets of SLF JV I Funding LLC, a special purpose financing subsidiary of SLF JV I. As of December 31, 2022, the reinvestment period of the SLF JV I Deutsche Bank Facility was scheduled to expire May 3, 2023 and the maturity date was May 3, 2028. As of December 31, 2022, borrowings under the SLF JV I Deutsche Bank Facility accrued interest at a rate equal to 3-month LIBOR plus 2.00% per annum during the reinvestment period, 3-month LIBOR plus 2.15% per annum for the first year after the reinvestment period, 3-month LIBOR plus 2.25% for the following year and 3-month LIBOR plus 2.50% thereafter, in each case with a 0.125% LIBOR floor. $226.0 million and $230.0 million of borrowings were outstanding under the SLF JV I Deutsche Bank Facility as of December 31, 2022 and September 30, 2022, respectively. As of December 31, 2022 and September 30, 2022, SLF JV I had total assets of $409.4 million and $385.2 million, respectively. SLF JV I's portfolio primarily consisted of senior secured loans to 59 and 60 portfolio companies as of December 31, 2022 and September 30, 2022, respectively. The portfolio companies in SLF JV I are in industries similar to those in which the Company may invest directly. As of December 31, 2022, the Company's investment in SLF JV I consisted of LLC equity interests and SLF JV I Notes of $136.8 million in aggregate, at fair value. As of September 30, 2022, the Company's investment in SLF JV I consisted of LLC equity interests and SLF JV I Notes of $117.0 million in aggregate, at fair value. As of December 31, 2022, the Company and Kemper had funded approximately $190.5 million to SLF JV I, of which $166.7 million was from the Company. As of September 30, 2022, the Company and Kemper had funded approximately $165.5 million to SLF JV I, of which $144.8 million was from the Company. As of December 31, 2022, the Company had aggregate commitments to fund SLF JV I of $13.1 million, of which approximately $9.8 million was to fund additional SLF JV I Notes and approximately $3.3 million was to fund LLC equity interests in SLF JV I. During the three months ended December 31, 2022, the Company contributed $16.4 million to fund additional SLF JV I Notes and approximately $5.5 million to fund additional LLC equity interests in SLF JV I. As of September 30, 2022, the Company had aggregate commitments to fund SLF JV I of $35.0 million, of which approximately $26.2 million was to fund additional SLF JV I Notes and approximately $8.8 million was to fund LLC equity interests in SLF JV I. Below is a summary of SLF JV I's portfolio, followed by a listing of the individual loans in SLF JV I's portfolio as of December 31, 2022 and September 30, 2022: December 31, 2022 September 30, 2022 Senior secured loans (1) $382,148 $383,194 Weighted average interest rate on senior secured loans (2) 9.55% 8.33% Number of borrowers in SLF JV I 59 60 Largest exposure to a single borrower (1) $11,337 $10,093 Total of five largest loan exposures to borrowers (1) $51,990 $48,139 __________ (1) At principal amount. (2) Computed using the weighted average annual interest rate on accruing senior secured loans at fair value. SLF JV I Portfolio as of December 31, 2022 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes Access CIG, LLC First Lien Term Loan, LIBOR+3.75% cash due 2/27/2025 7.82 % Diversified Support Services $ 10,067 $ 10,008 $ 9,883 ADB Companies, LLC First Lien Term Loan, SOFR+6.25% cash due 12/18/2025 11.34 % Construction & Engineering 8,413 8,296 8,267 (4) Altice France S.A. First Lien Term Loan, LIBOR+4.00% cash due 8/14/2026 8.65 % Integra |
Fee Income
Fee Income | 3 Months Ended |
Dec. 31, 2022 | |
Revenue from Contract with Customer [Abstract] | |
Fee Income | Fee IncomeFor the three months ended December 31, 2022 and 2021, the Company recorded total fee income of $2.0 million and $0.9 million, respectively, of which $0.2 million and $0.2 million, respectively, was recurring in nature. Recurring fee income primarily consisted of servicing fees and certain exit fees. |
Share Data and Net Assets
Share Data and Net Assets | 3 Months Ended |
Dec. 31, 2022 | |
Stockholders' Equity Note [Abstract] | |
Share Data and Net Assets | Share Data and Net Assets The share and per share information disclosed in Note 5 have been retrospectively adjusted to reflect the Company's 1-for-3 reverse stock split completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. Earnings per Share The following table sets forth the computation of basic and diluted earnings per share, pursuant to ASC Topic 260-10, Earnings per Share , for the three months ended December 31, 2022 and 2021: (Share amounts in thousands) Three months ended Three months ended Earnings (loss) per common share — basic and diluted: Net increase (decrease) in net assets resulting from operations $ 13,172 $ 39,408 Weighted average common shares outstanding — basic and diluted 61,142 60,127 Earnings (loss) per common share — basic and diluted $ 0.22 $ 0.66 Changes in Net Assets The following table presents the changes in net assets for the three months ended December 31, 2022: Common Stock (Share amounts in thousands) Shares Par Value Additional paid-in-capital Accumulated Overdistributed Earnings Total Net Assets Balance as of September 30, 2022 61,125 $ 611 $ 1,827,721 $ (582,769) $ 1,245,563 Net investment income — — — 38,808 38,808 Net unrealized appreciation (depreciation) — — — (22,982) (22,982) Net realized gains (losses) — — — (3,203) (3,203) (Provision) benefit for taxes on realized and unrealized gains (losses) — — — 549 549 Distributions to stockholders — — — (58,679) (58,679) Issuance of common stock under dividend reinvestment plan 95 1 1,932 — 1,933 Balance as of December 31, 2022 61,220 $ 612 $ 1,829,653 $ (628,276) $ 1,201,989 The following table presents the changes in net assets for the three months ended December 31, 2021: Common Stock Shares Par Value Additional paid-in-capital Accumulated Overdistributed Earnings Total Net Assets Balance as of September 30, 2021 60,120 $ 601 $ 1,805,557 $ (493,335) $ 1,312,823 Net investment income — — — 32,295 32,295 Net unrealized appreciation (depreciation) — — — (4,586) (4,586) Net realized gains (losses) — — — 9,321 9,321 (Provision) benefit for taxes on realized and unrealized gains (losses) — — — 2,378 2,378 Distributions to stockholders — — — (27,956) (27,956) Issuance of common stock under dividend reinvestment plan 36 1 785 — 786 Balance as of December 31, 2021 60,156 $ 602 $ 1,806,342 $ (481,883) $ 1,325,061 Distributions Distributions to common stockholders are recorded on the ex-dividend date. The amount to be paid out as a dividend is determined by the Board of Directors and is based on management’s estimate of the Company’s annual taxable income. Net realized capital gains, if any, may be distributed to stockholders or retained for reinvestment. The Company has adopted a dividend reinvestment plan (“DRIP”) that provides for reinvestment of any distributions the Company declares in cash on behalf of its stockholders, unless a stockholder elects to receive cash. As a result, if the Company’s Board of Directors declares a cash distribution, then the Company’s stockholders who have not “opted out” of the Company’s DRIP will have their cash distribution automatically reinvested in additional shares of the Company’s common stock, rather than receiving the cash distribution. If the Company’s shares are trading at a premium to net asset value, the Company typically issues new shares to implement the DRIP with such shares issued at the greater of the most recently computed net asset value per share of common stock or 95% of the current market price per share of common stock on the payment date for such distribution. If the Company’s shares are trading at a discount to net asset value, the Company typically purchases shares in the open market in connection with the Company’s obligations under the DRIP. For income tax purposes, the Company estimated its distributions for the 2022 calendar year will be composed primarily of ordinary income. The character of such distributions will be appropriately reported to the Internal Revenue Service and stockholders for the 2022 calendar year. To the extent the Company’s taxable earnings for a fiscal and taxable year fall below the amount of distributions paid for the fiscal and taxable year, a portion of the total amount of the Company’s distributions for the fiscal and taxable year is deemed a return of capital for U.S. federal income tax purposes to the Company’s stockholders. The following table reflects the distributions per share that the Company has paid, including shares issued under the DRIP, on its common stock during the three months ended December 31, 2022 and 2021: Distribution Date Declared Record Date Payment Date Amount Cash DRIP Shares DRIP Shares Quarterly November 10, 2022 December 15, 2022 December 30, 2022 $ 0.54 $ 32.0 million 53,369 (1) $ 1.1 million Special November 10, 2022 December 15, 2022 December 30, 2022 $ 0.42 $ 24.8 million 41,510 (1) $ 0.8 million Total for the three months ended December 31, 2022 $ 0.96 $ 56.8 million 94,879 $ 1.9 million Distribution Date Declared Record Date Payment Date Amount Cash DRIP Shares DRIP Shares Quarterly October 13, 2021 December 15, 2021 December 31, 2021 $ 0.465 $ 27.2 million 35,990 (1) $ 0.8 million Total for the three months ended December 31, 2021 $ 0.465 $ 27.2 million 35,990 $ 0.8 million __________ (1) New shares were issued and distributed. Common Stock Issuances During the three months ended December 31, 2022 and 2021, the Company issued of 94,879 and 35,990, respectively, of shares of common stock as part of the DRIP. On February 7, 2022, the Company entered into an equity distribution agreement by and among the Company, Oaktree, Oaktree Administrator and Keefe, Bruyette & Woods, Inc., JMP Securities LLC, Raymond James & Associates, Inc. and SMBC Nikko Securities America, Inc., as placement agents, in connection with the issuance and sale by the Company of shares of common stock, having an aggregate offering price of up to $125.0 million. Sales of the common stock may be made in negotiated transactions or transactions that are deemed to be “at the market,” as defined in Rule 415 under the Securities Act of 1933, as amended, including sales made directly on the Nasdaq Global Select Market or similar securities exchanges or sales made to or through a market maker other than on an exchange, at prices related to the prevailing market prices or at negotiated prices. In connection with the "at the market" offering, the Company did not issue or sell any shares of common stock during the three months ended December 31, 2022. |
Borrowings
Borrowings | 3 Months Ended |
Dec. 31, 2022 | |
Debt Disclosure [Abstract] | |
Borrowings | Borrowings Syndicated Facility On November 30, 2017, the Company entered into a senior secured revolving credit facility (as amended and restated, the “Syndicated Facility”) pursuant to a Senior Secured Revolving Credit Agreement with the lenders party thereto, ING Capital LLC, as administrative agent, ING Capital LLC, JPMorgan Chase Bank, N.A., BofA Securities, Inc. and MUFG Union Bank, N.A., as joint lead arrangers and joint bookrunners, and JPMorgan Chase Bank, N.A. and Bank of America, N.A., as syndication agents. The Syndicated Facility provides that the Company may use the proceeds of the loans and issuances of letters of credit under the Syndicated Facility for general corporate purposes, including acquiring and funding leveraged loans, mezzanine loans, high-yield securities, convertible securities, preferred stock, common stock and other investments. The Syndicated Facility further allows the Company to request letters of credit from ING Capital LLC, as the issuing bank. As of December 31, 2022, the size of the Syndicated Facility was $1.0 billion. In addition, pursuant to an "accordion" feature, the Company may increase the size of the facility to up to the greater of $1.25 billion and the Company's net worth, as defined in the facility, under certain circumstances. As of December 31, 2022, (i) the period during which the Company may make drawings will expire on May 4, 2025 and the maturity date is May 4, 2026 and (ii) the interest rate margin for (a) LIBOR loans (which may be 1-, 2-, 3- or 6-month, at the Company’s option) was 2.00% and (b) alternate base rate loans was 1.00%. The Syndicated Facility is secured by substantially all of the Company’s assets (excluding, among other things, investments held in and by certain subsidiaries of the Company (including OCSL Senior Funding II LLC) or investments in certain portfolio companies of the Company) and guaranteed by certain subsidiaries of the Company. As of December 31, 2022, except for assets that were held by OCSL Senior Funding II LLC and certain immaterial subsidiaries, substantially all of the Company's assets are pledged as collateral under the Syndicated Facility. The Syndicated Facility requires the Company to, among other things, (i) make representations and warranties regarding the collateral as well as each of the Company’s portfolio companies’ businesses, (ii) agree to certain indemnification obligations, and (iii) comply with various affirmative and negative covenants, reporting requirements and other customary requirements for similar revolving credit facilities, including covenants related to: (A) limitations on the incurrence of additional indebtedness and liens, (B) limitations on certain investments, (C) limitations on certain asset transfers and restricted payments, (D) maintaining a certain minimum stockholders’ equity, (E) maintaining a ratio of total assets (less total liabilities) to total indebtedness, of the Company and its subsidiaries (subject to certain exceptions), of not less than 1.50 to 1.00, (F) maintaining a ratio of consolidated EBITDA to consolidated interest expense, of the Company and its subsidiaries (subject to certain exceptions), of not less than 2.25 to 1.00, (G) maintaining a minimum liquidity and net worth, and (H) limitations on the creation or existence of agreements that prohibit liens on certain properties of the Company and certain of its subsidiaries. The Syndicated Facility also includes usual and customary default provisions such as the failure to make timely payments under the facility, the occurrence of a change in control, and the failure by the Company to materially perform under the agreements governing the facility, which, if not complied with, could accelerate repayment under the facility. As of December 31, 2022, the Company was in compliance with all financial covenants under the Syndicated Facility. In addition to the asset coverage ratio described above, borrowings under the Syndicated Facility (and the incurrence of certain other permitted debt) are subject to compliance with a borrowing base that will apply different advance rates to different types of assets in the Company’s portfolio. Each loan or letter of credit originated or assumed under the Syndicated Facility is subject to the satisfaction of certain conditions. As of December 31, 2022 and September 30, 2022, the Company had $695.0 million and $540.0 million of borrowings outstanding under the Syndicated Facility, respectively, which had a fair value of $695.0 million and $540.0 million, respectively. The Company's borrowings under the Syndicated Facility bore interest at a weighted average interest rate of 5.849% and 2.174% for the three months ended December 31, 2022 and 2021, respectively. For the three months ended December 31, 2022 and 2021, the Company recorded interest expense (inclusive of fees) of $10.0 million and $3.8 million, respectively, related to the Syndicated Facility. Citibank Facility On March 19, 2021, the Company became party to a revolving credit facility (as amended and/or restated from time to time, the “Citibank Facility”) with OCSL Senior Funding II LLC (formerly OCSI Senior Funding II LLC), the Company’s wholly-owned, special purpose financing subsidiary, as the borrower, the Company, as collateral manager and seller, each of the lenders from time to time party thereto, Citibank, N.A., as administrative agent, and Wells Fargo Bank, National Association, as collateral agent and custodian. As of December 31, 2022, the Company was able to borrow up to $200 million under the Citibank Facility (subject to borrowing base and other limitations). As of December 31, 2022, the reinvestment period under the Citibank Facility was scheduled to expire on November 18, 2023 and the maturity date for the Citibank Facility was November 18, 2024. As of December 31, 2022, borrowings under the Citibank Facility are subject to certain customary advance rates and accrue interest at a rate equal to LIBOR plus between 1.25% and 2.20% per annum on broadly syndicated loans, subject to observable market depth and pricing, and LIBOR plus 2.25% per annum on all other eligible loans during the reinvestment period. In addition, as of December 31, 2022, for the duration of the reinvestment period there is a non-usage fee payable of 0.50% per annum on the undrawn amount under the Citibank Facility. The minimum asset coverage ratio applicable to the Company under the Citibank Facility is 150% as determined in accordance with the requirements of the Investment Company Act. Borrowings under the Citibank Facility are secured by all of the assets of OCSL Senior Funding II LLC and all of the Company’s equity interests in OCSL Senior Funding II LLC. The Company may use the Citibank Facility to fund a portion of its loan origination activities and for general corporate purposes. Each loan origination under the Citibank Facility is subject to the satisfaction of certain conditions. As of December 31, 2022 and September 30, 2022, the Company had $165.0 million and $160.0 million outstanding under the Citibank Facility, respectively, which had a fair value of $165.0 million and $160.0 million, respectively. The Company's borrowings under the Citibank Facility bore interest at a weighted average interest rate of 6.508% and 1.830% for the three months ended December 31, 2022 and 2021, respectively. For the three months ended December 31, 2022 and 2021, the Company recorded interest expense (inclusive of fees) of $2.7 million and $0.8 million, respectively, related to the Citibank Facility. 2025 Notes On February 25, 2020, the Company issued $300.0 million in aggregate principal amount of the 2025 Notes for net proceeds of $293.8 million after deducting OID of $2.5 million, underwriting commissions and discounts of $3.0 million and offering costs of $0.7 million. The OID on the 2025 Notes is amortized based on the effective interest method over the term of the 2025 Notes. The 2025 Notes were issued pursuant to an indenture, dated April 30, 2012, as supplemented by the fifth supplemental indenture, dated February 25, 2020 (collectively, the "2025 Notes Indenture"), between the Company and Deutsche Bank Trust Company Americas (the "Trustee"). The 2025 Notes are the Company's general unsecured obligations that rank senior in right of payment to all of the Company's existing and future indebtedness that is expressly subordinated in right of payment to the 2025 Notes. The 2025 Notes rank equally in right of payment with all of the Company's existing and future liabilities that are not so subordinated. The 2025 Notes effectively rank junior to any of the Company's secured indebtedness (including unsecured indebtedness that the Company later secures) to the extent of the value of the assets securing such indebtedness. The 2025 Notes rank structurally junior to all existing and future indebtedness (including trade payables) incurred by the Company's subsidiaries, financing vehicles or similar facilities. Interest on the 2025 Notes is paid semi-annually on February 25 and August 25 at a rate of 3.500% per annum. The 2025 Notes mature on February 25, 2025 and may be redeemed in whole or in part at any time or from time to time at the Company's option prior to maturity at par plus a “make-whole” premium, if applicable. In addition, holders of the 2025 Notes can require the Company to repurchase the 2025 Notes at 100% of their principal amount upon the occurrence of certain change of control events as described in the 2025 Notes Indenture. The 2025 Notes were issued in minimum denominations of $2,000 and integral multiples of $1,000 in excess thereof. During the three months ended December 31, 2022, the Company did not repurchase any of the 2025 Notes in the open market. The 2025 Notes Indenture contains certain covenants, including covenants requiring the Company's compliance with the asset coverage requirements set forth in Section 18(a)(1)(A) as modified by Section 61(a)(1) and (2) of the Investment Company Act or any successor provisions (but giving effect to any exemptive relief granted to the Company by the U.S. Securities and Exchange Commission ("SEC")), as well as covenants requiring the Company to provide financial information to the holders of the 2025 Notes and the Trustee if the Company ceases to be subject to the reporting requirements of the Securities Exchange Act of 1934, as amended (the "Exchange Act"). These covenants are subject to limitations and exceptions that are described in the 2025 Notes Indenture. 2027 Notes On May 18, 2021, the Company issued $350.0 million in aggregate principal amount of the 2027 Notes for net proceeds of $344.8 million after deducting OID of $1.0 million, underwriting commissions and discounts of $3.5 million and offering costs of $0.7 million. The OID on the 2027 Notes is amortized based on the effective interest method over the term of the 2027 Notes. The 2027 Notes were issued pursuant to an indenture, dated April 30, 2012, as supplemented by the sixth supplemental indenture, dated May 18, 2021 (collectively, the "2027 Notes Indenture"), between the Company and the Trustee. The 2027 Notes are the Company's general unsecured obligations that rank senior in right of payment to all of the Company's existing and future indebtedness that is expressly subordinated in right of payment to the 2027 Notes. The 2027 Notes rank equally in right of payment with all of the Company's existing and future liabilities that are not so subordinated. The 2027 Notes effectively rank junior to any of the Company's secured indebtedness (including unsecured indebtedness that the Company later secures) to the extent of the value of the assets securing such indebtedness. The 2027 Notes rank structurally junior to all existing and future indebtedness (including trade payables) incurred by the Company's subsidiaries, financing vehicles or similar facilities. Interest on the 2027 Notes is paid semi-annually on January 15 and July 15, beginning on January 15, 2022, at a rate of 2.700% per annum. The 2027 Notes mature on January 15, 2027 and may be redeemed in whole or in part at any time or from time to time at the Company's option prior to maturity at par plus a “make-whole” premium, if applicable. In addition, holders of the 2027 Notes can require the Company to repurchase the 2027 Notes at 100% of their principal amount upon the occurrence of certain change of control events as described in the 2027 Notes Indenture. The 2027 Notes were issued in minimum denominations of $2,000 and integral multiples of $1,000 in excess thereof. During the three months ended December 31, 2022, the Company did not repurchase any of the 2027 Notes in the open market. The 2027 Notes Indenture contains certain covenants, including covenants requiring the Company's compliance with the asset coverage requirements set forth in Section 18(a)(1)(A) as modified by Section 61(a)(1) and (2) of the Investment Company Act or any successor provisions (but giving effect to any exemptive relief granted to the Company by the SEC), as well as covenants requiring the Company to provide financial information to the holders of the 2027 Notes and the Trustee if the Company ceases to be subject to the reporting requirements of the Exchange Act. These covenants are subject to limitations and exceptions that are described in the 2027 Notes Indenture. In connection with the 2027 Notes, the Company entered into an interest rate swap to more closely align the interest rates of its liabilities with its investment portfolio, which consists of predominately floating rate loans. Under the interest rate swap agreement, the Company receives a fixed interest rate of 2.700% and pays a floating interest rate of the three-month LIBOR plus 1.658% on a notional amount of $350 million. The Company designated the interest rate swap as the hedging instrument in an effective hedge accounting relationship. See Note 12 for more information regarding the interest rate swap. The below table presents the components of the carrying value of the 2025 Notes and the 2027 Notes as of December 31, 2022 and September 30, 2022: As of December 31, 2022 As of September 30, 2022 ($ in millions) 2025 Notes 2027 Notes 2025 Notes 2027 Notes Principal $ 300.0 $ 350.0 $ 300.0 $ 350.0 Unamortized financing costs (1.6) (3.1) (1.8) (3.2) Unaccreted discount (1.1) (0.7) (1.2) (0.7) Interest rate swap fair value adjustment — (39.9) — (42.0) Net carrying value $ 297.3 $ 306.3 $ 297.0 $ 304.1 Fair Value $ 286.7 $ 296.8 $ 283.1 $ 294.0 The below table presents the components of interest and other debt expenses related to the 2025 Notes and the 2027 Notes for the three months ended December 31, 2022: ($ in millions) 2025 Notes 2027 Notes Coupon interest $ 2.6 $ 2.4 Amortization of financing costs and discount 0.3 0.2 Effect of interest rate swap — 2.5 Total interest expense $ 2.9 $ 5.1 Coupon interest rate (net of effect of interest rate swap for 2027 Notes) 3.500 % 5.586 % The below table presents the components of interest and other debt expenses related to the 2025 Notes and the 2027 Notes for the three months ended December 31, 2021: ($ in millions) 2025 Notes 2027 Notes Coupon interest $ 2.6 $ 2.4 Amortization of financing costs and discount 0.3 0.2 Effect of interest rate swap — (0.7) Total interest expense $ 2.9 $ 1.9 Coupon interest rate (net of effect of interest rate swap for 2027 Notes) 3.500 % 1.782 % |
Taxable_Distributable Income an
Taxable/Distributable Income and Dividend Distributions | 3 Months Ended |
Dec. 31, 2022 | |
Income Tax Disclosure [Abstract] | |
Taxable/Distributable Income and Dividend Distributions | Taxable/Distributable Income and Dividend Distributions Taxable income differs from net increase (decrease) in net assets resulting from operations primarily due to: (1) unrealized appreciation (depreciation) on investments and foreign currency, as gains and losses are not included in taxable income until they are realized; (2) origination and exit fees received in connection with investments in portfolio companies; (3) organizational costs; (4) income or loss recognition on exited investments; and (5) recognition of interest income on certain loans. As of September 30, 2022, the Company had net capital loss carryforwards of $523.7 million to offset net capital gains that will not expire, to the extent available and permitted by U.S. federal income tax law, of which $64.5 million are available to offset future short-term capital gains and $459.2 million are available to offset future long-term capital gains. A portion of such net capital loss carryfowards represented a realized loss under sections 382 and 383 of the Code, which is carried forward to future years to offset future gains subject to certain limitations. Listed below is a reconciliation of "net increase (decrease) in net assets resulting from operations" to taxable income for the three months ended December 31, 2022 and 2021. Three months ended Three months ended Net increase (decrease) in net assets resulting from operations $ 13,172 $ 39,408 Net unrealized (appreciation) depreciation 22,982 4,586 Book/tax difference due to organizational costs — (22) Book/tax difference due to capital losses utilized 8,013 (10,531) Other book/tax differences (12,910) (11,171) Taxable/Distributable Income (1) $ 31,257 $ 22,270 __________ (1) The Company's taxable income for the three months ended December 31, 2022 is an estimate and will not be finally determined until the Company files its tax return for the fiscal year ending September 30, 2023. Therefore, the final taxable income may be different than the estimate. The Company uses the liability method to account for its taxable subsidiaries' income taxes. Using this method, the Company recognizes deferred tax assets and liabilities for the estimated future tax effects attributable to temporary differences between financial reporting and tax bases of assets and liabilities. In addition, the Company recognizes deferred tax benefits associated with net loss carry forwards that it may use to offset future tax obligations. The Company measures deferred tax assets and liabilities using the enacted tax rates expected to apply to taxable income in the years in which it expects to recover or settle those temporary differences. When assessing the realizability of deferred tax assets, the Company considers whether it is probable that some or all of the deferred tax assets will not be realized. In determining whether the deferred tax assets are realizable, the Company considers the period of expiration of the tax asset, historical and projected taxable income and tax liabilities for the tax jurisdiction in which the tax asset is located. The deferred tax asset recognized by the Company, as it relates to the higher tax basis in the carrying value of certain assets compared to the book basis of those assets, will be recognized in future years by these taxable entities. Deferred tax assets are based on the amount of the tax benefit that the Company’s management has determined is more likely than not to be realized in future periods. In determining the realizability of this tax benefit, management considered numerous factors that will give rise to pre-tax income in future periods. Among these are the historical and expected future book and tax basis pre-tax income of the Company and unrealized gains in the Company’s assets at the determination date. Based on these and other factors, the Company determined that, as of December 31, 2022, $11.4 million of the $13.1 million deferred tax assets would not more likely than not be realized in future periods. As of December 31, 2022, the Company recorded a net deferred tax asset of $1.7 million on the Consolidated Statements of Assets and Liabilities. For the three months ended December 31, 2022, the Company recognized a total benefit for income tax related to realized and unrealized losses of $0.5 million, which was primarily all current income tax benefit. For the three months ended December 31, 2021, the Company recognized a total benefit for income tax related to realized and unrealized losses of $2.4 million, which was composed of (i) a current income tax benefit of approximately $1.4 million, and (ii) a deferred income tax benefit of approximately $1.0 million, which resulted from unrealized depreciation on investments held by the Company’s wholly-owned taxable subsidiaries. For the three months ended December 31, 2021, the Company recognized a provision for income tax related to net investment income of $3.3 million, which was all current income tax expense. As of September 30, 2022, the Company's last tax year end, the components of accumulated overdistributed earnings on a tax basis were as follows: Undistributed ordinary income, net $ (43,624) Net realized capital losses 473,274 Unrealized losses, net 153,119 Accumulated overdistributed earnings $ 582,769 The aggregate cost of investments for U.S. federal income tax purposes was $2,654.3 million as of September 30, 2022. As of September 30, 2022, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over cost for U.S. federal income tax purposes was $466.9 million. As of September 30, 2022, the aggregate gross unrealized depreciation for all investments in which there was an excess of cost for U.S. federal income tax purposes over value was |
Realized Gains or Losses and Ne
Realized Gains or Losses and Net Unrealized Appreciation or Depreciation | 3 Months Ended |
Dec. 31, 2022 | |
Investment Company [Abstract] | |
Realized Gains or Losses and Net Unrealized Appreciation or Depreciation | Realized Gains or Losses and Net Unrealized Appreciation or Depreciation Realized Gains or Losses Realized gains or losses are measured by the difference between the net proceeds from the sale or redemption and the cost basis of the investment without regard to unrealized appreciation or depreciation previously recognized, and include investments written-off during the period, net of recoveries. Realized losses may also be recorded in connection with the Company's determination that certain investments are considered worthless securities and/or meet the conditions for loss recognition per the applicable tax rules. During the three months ended December 31, 2022, the Company recorded an aggregate net realized loss of $3.2 million, which consisted of the following: ($ in millions) Portfolio Company Net Realized Gain (Loss) Foreign currency forward contracts $ 4.4 Carvana Co. (2.8) ASP Unifrax Holdings Inc. (2.1) Global Medical Response Inc. (1.0) Other, net (1.7) Total, net $ (3.2) During the three months ended December 31, 2021, the Company recorded an aggregate net realized gain of $9.3 million, which consisted of the following: ($ in millions) Portfolio Company Net Realized Gain (Loss) Foreign currency forward contracts $ 3.0 OmniSYS Acquisition Corporation 2.0 First Star Speir Aviation Limited 1.9 Other, net 2.4 Total, net $ 9.3 Net Unrealized Appreciation or Depreciation Net unrealized appreciation or depreciation reflects the net change in the valuation of the portfolio pursuant to the Company's valuation guidelines and the reclassification of any prior period unrealized appreciation or depreciation. During the three months ended December 31, 2022 and 2021, the Company recorded net unrealized depreciation of $23.0 million and $4.6 million, respectively. For the three months ended December 31, 2022, this consisted of $18.7 million of net unrealized depreciation on debt investments and $11.0 million of net unrealized depreciation of foreign currency forward contracts, partially offset by $3.9 million of net unrealized appreciation related to exited investments (a portion of which resulted in a reclassification to realized losses) and $2.8 million of net unrealized appreciation on equity investments. For the three months ended December 31, 2021, this consisted of $4.7 million of net unrealized depreciation related to exited investments (a portion of which resulted in a reclassification to realized gains), $1.8 million of net unrealized depreciation on debt investments and $0.8 million of net unrealized depreciation of foreign currency forward contracts, partially offset by $2.8 million of net unrealized appreciation on equity investments. |
Concentration of Credit Risk
Concentration of Credit Risk | 3 Months Ended |
Dec. 31, 2022 | |
Risks and Uncertainties [Abstract] | |
Concentration of Credit Risk | Concentration of Credit Risks The Company deposits its cash with financial institutions and at times such balances may be in excess of the FDIC insurance limit. The Company limits its exposure to credit loss by depositing its cash with high credit quality financial institutions and monitoring their financial stability. |
Related Party Transactions
Related Party Transactions | 3 Months Ended |
Dec. 31, 2022 | |
Related Party Transactions [Abstract] | |
Related Party Transactions | Related Party Transactions As of December 31, 2022 and September 30, 2022, the Company had a liability on its Consolidated Statements of Assets and Liabilities in the amount of $16.9 million and $15.9 million, respectively, reflecting the unpaid portion of the base management fees and incentive fees payable to Oaktree. Investment Advisory Agreement The Company is party to the Investment Advisory Agreement. Under the Investment Advisory Agreement, the Company pays Oaktree a fee for its services under the Investment Advisory Agreement consisting of two components: a base management fee and an incentive fee. The cost of both the base management fee payable to Oaktree and any incentive fees earned by Oaktree is ultimately borne by common stockholders of the Company. From October 17, 2017 through May 3, 2020, the Company was externally managed by OCM pursuant to an investment advisory agreement. On May 4, 2020, OCM effected the novation of such investment advisory agreement to Oaktree. Immediately following such novation, the Company and Oaktree entered into a new investment advisory agreement with the same terms, including fee structure, as the investment advisory agreement with OCM. The investment advisory agreement with Oaktree was subsequently amended and restated on March 19, 2021 in connection with the closing of the OCSI Merger and on January 23, 2023 in connection with the OSI2 Merger. The term “Investment Advisory Agreement” refers collectively to the agreements with Oaktree and, prior to its novation, with OCM. Unless earlier terminated as described below, the Investment Advisory Agreement will remain in effect from year-to-year if approved annually by the Board of Directors of the Company or by the affirmative vote of the holders of a majority of the Company’s outstanding voting securities, including, in either case, approval by a majority of the directors of the Company who are not interested persons. The Investment Advisory Agreement will automatically terminate in the event of its assignment. The Investment Advisory Agreement may be terminated by either party without penalty upon 60 days’ written notice to the other. The Investment Advisory Agreement may also be terminated, without penalty, upon the vote of a majority of the outstanding voting securities of the Company. Base Management Fee Under the Investment Advisory Agreement, the base management fee is calculated at an annual rate of 1.50% of total gross assets, including any investment made with borrowings, but excluding cash and cash equivalents. The base management fee is payable quarterly in arrears and the fee for any partial month or quarter is appropriately prorated. Effective May 3, 2019, the base management fee on the Company’s gross assets, including any investments made with borrowings, but excluding any cash and cash equivalents, that exceed the product of (A) 200% and (B) the Company’s net asset value will be 1.00%. For the avoidance of doubt, the 200% will be calculated in accordance with the Investment Company Act and will give effect to exemptive relief the Company received from the SEC with respect to debentures issued by a small business investment company subsidiary. In connection with the OCSI Merger, Oaktree waived an aggregate of $6 million of base management fees otherwise payable to Oaktree in the two years following the closing of the OCSI Merger on March 19, 2021 at a rate of $750,000 per quarter (with such amount appropriately prorated for any partial quarter). In connection with the OSI2 Merger, Oaktree waived an aggregate of $9.0 million of base management fees payable to Oaktree as follows: $6.0 million at a rate of $1.5 million per quarter (with such amount appropriately prorated for any partial quarter) in the first year following closing of the OSI2 Merger on January 23, 2023 and $3.0 million at a rate of $750,000 per quarter (with such amount appropriately prorated for any partial quarter) in the second year following closing of the OSI2 Merger. For the three months ended December 31, 2022 and 2021, the base management fee incurred under the Investment Advisory Agreement was $9.2 million (net of waiver) and $9.2 million (net of waiver), respectively. Incentive Fee The incentive fee consists of two parts. Under the Investment Advisory Agreement, the first part of the incentive fee (the “incentive fee on income” or "Part I incentive fee") is calculated and payable quarterly in arrears based upon the “pre-incentive fee net investment income” of the Company for the immediately preceding quarter. The payment of the incentive fee on income is subject to payment of a preferred return to investors each quarter (i.e., a “hurdle rate”), expressed as a rate of return on the value of the Company’s net assets at the end of the most recently completed quarter, of 1.50%, subject to a “catch up” feature. For this purpose, “pre-incentive fee net investment income” means interest income, dividend income and any other income (including any other fees such as commitment, origination, structuring, diligence and consulting fees or other fees that the Company receives from portfolio companies, other than fees for providing managerial assistance) accrued during the fiscal quarter, minus the Company’s operating expenses for the quarter (including the base management fee, expenses payable under the Administration Agreement and any interest expense and dividends paid on any issued and outstanding preferred stock, but excluding the incentive fee). Pre-incentive fee net investment income includes, in the case of investments with a deferred interest feature (such as OID debt, instruments with PIK interest and zero coupon securities), accrued income that the Company has not yet received in cash. Pre-incentive fee net investment income does not include any realized capital gains, realized capital losses or unrealized capital appreciation or depreciation. In addition, pre-incentive fee net investment income does not include any amortization or accretion of any purchase premium or purchase discount to interest income resulting solely from merger-related accounting adjustments in connection with the assets acquired in the OCSI Merger or in the OSI2 Merger, in each case, including any premium or discount paid for the acquisition of such assets, solely to the extent that the inclusion of such merger-related accounting adjustments, in the aggregate, would result in an increase in pre-incentive fee net investment income. Under the Investment Advisory Agreement, the calculation of the incentive fee on income for each quarter is as follows: • No incentive fee is payable to Oaktree in any quarter in which the Company’s pre-incentive fee net investment income does not exceed the preferred return rate of 1.50% (the “preferred return”) on net assets; • 100% of the Company’s pre-incentive fee net investment income, if any, that exceeds the preferred return but is less than or equal to 1.8182% in any fiscal quarter is payable to Oaktree. This portion of the incentive fee on income is referred to as the “catch-up” provision, and it is intended to provide Oaktree with an incentive fee of 17.5% on all of the Company’s pre-incentive fee net investment income when the Company’s pre-incentive fee net investment income exceeds 1.8182% on net assets in any fiscal quarter; and • For any quarter in which the Company’s pre-incentive fee net investment income exceeds 1.8182% on net assets, the incentive fee on income is equal to 17.5% of the amount of the Company’s pre-incentive fee net investment income, as the preferred return and catch-up will have been achieved. There is no accumulation of amounts on the hurdle rate from quarter to quarter and accordingly there is no clawback of amounts previously paid if subsequent quarters are below the quarterly hurdle. For the three months ended December 31, 2022 and 2021, the first part of the incentive fee (incentive fee on income) incurred under the Investment Advisory Agreement was $7.7 million and $6.5 million, respectively. Under the Investment Advisory Agreement, the second part of the incentive fee (the "capital gains incentive fee") is determined and payable in arrears as of the end of each fiscal year (or upon termination of the Investment Advisory Agreement, as of the termination date) commencing with the fiscal year ended September 30, 2019 and equals 17.5% of the Company’s realized capital gains, if any, on a cumulative basis from the beginning of the fiscal year ended September 30, 2019 through the end of each subsequent fiscal year, computed net of all realized capital losses and unrealized capital depreciation on a cumulative basis, less the aggregate amount of any previously paid capital gain incentive fees under the Investment Advisory Agreement. Any realized capital gains, realized capital losses, unrealized capital appreciation and unrealized capital depreciation with respect to the Company’s portfolio as of the end of the fiscal year ended September 30, 2018 are excluded from the calculations of the second part of the incentive fee. In addition, the calculation of realized capital gains, realized capital losses and unrealized capital depreciation does (1) not include any such amounts resulting solely from merger-related accounting adjustments in connection with the assets acquired in the OCSI Merger or in the OSI2 Merger, in each case, including any premium or discount paid for the acquisition of such assets, solely to the extent that the inclusion of such merger-related accounting adjustments, in the aggregate, would result in an increase in the capital gains incentive fee, (2) include any such amounts associated with the investments acquired in the OCSI Merger for the period from October 1, 2018 to the date of closing of the OCSI Merger, solely to the extent that the exclusion of such amounts, in the aggregate, would result in an increase in the capital gains incentive fee and (3) include any such amounts associated with the investments acquired in the OSI2 Merger for the period from August 6, 2018 to the date of closing of the OSI2 Merger, solely to the extent that the exclusion of such amounts, in the aggregate, would result in an increase in the capital gains incentive fee. As of December 31, 2022, the Company paid $9.6 million of capital gains incentive fees cumulatively under the Investment Advisory Agreement (net of waivers). Part II incentive fees are contractually calculated and paid at the end of the fiscal year in accordance with the Investment Advisory Agreement, which, as described above, differs from Part II incentive fees accrued under GAAP. Hypothetically, if Part II incentive fees were calculated as of December 31, 2022 under the Investment Advisory Agreement, no Part II incentive fees would be payable. GAAP requires that the capital gains incentive fee accrual consider the cumulative aggregate unrealized capital appreciation in the calculation, as a capital gains incentive fee would be payable if such unrealized capital appreciation were realized on a theoretical "liquidation basis." A fee so calculated and accrued would not be payable under applicable law and may never be paid based upon the computation of capital gains incentive fees in subsequent periods. Amounts ultimately paid under the Investment Advisory Agreement will be consistent with the formula reflected in the Investment Advisory Agreement. This GAAP accrual is calculated using the aggregate cumulative realized capital gains and losses and aggregate cumulative unrealized capital depreciation included in the calculation of the capital gains incentive fee plus the aggregate cumulative unrealized capital appreciation. Any realized capital gains and losses and cumulative unrealized capital appreciation and depreciation with respect to the Company’s portfolio as of the end of the fiscal year ended September 30, 2018 are excluded from the GAAP accrual. If such amount is positive at the end of a period, then GAAP requires the Company to record a capital gains incentive fee equal to 17.5% of such cumulative amount, less the aggregate amount of actual capital gains incentive fees payable or capital gains incentive fees accrued under GAAP in all prior periods. The resulting accrual for any capital gains incentive fee under GAAP in a given period may result in an additional expense if such cumulative amount is greater than in the prior period or a reversal of previously recorded expense if such cumulative amount is less than in the prior period. If such cumulative amount is negative, then there is no accrual. There can be no assurance that such unrealized capital appreciation will be realized in the future or any accrued capital gains incentive fee will become payable under the Investment Advisory Agreement. For the three months ended December 31, 2022, there were no accrued capital gains incentive fees. For the three months ended December 31, 2021, $1.8 million of accrued capital gains incentive fees were expensed. As of December 31, 2022, the total accrued capital gains incentive fee liability was zero. Indemnification The Investment Advisory Agreement provides that, absent willful misfeasance, bad faith or gross negligence in the performance of their respective duties or by reason of the reckless disregard of their respective duties and obligations, Oaktree and its officers, managers, partners, members (and their members, including the owners of their members), agents, employees, controlling persons and any other person or entity affiliated with it, are entitled to indemnification from the Company for any damages, liabilities, costs and expenses (including reasonable attorneys' fees and amounts reasonably paid in settlement) arising from the rendering of Oaktree's services under the Investment Advisory Agreement or otherwise as investment adviser. Administrative Services The Company is party to the Administration Agreement with Oaktree Administrator. Pursuant to the Administration Agreement, Oaktree Administrator provides administrative services to the Company necessary for the operations of the Company, which include providing office facilities, equipment, clerical, bookkeeping and record keeping services at such facilities and such other services as Oaktree Administrator, subject to review by the Company’s Board of Directors, shall from time to time deem to be necessary or useful to perform its obligations under the Administration Agreement. Oaktree Administrator may, on behalf of the Company, conduct relations and negotiate agreements with custodians, trustees, depositories, attorneys, underwriters, brokers and dealers, corporate fiduciaries, insurers, banks and such other persons in any such other capacity deemed to be necessary or desirable. Oaktree Administrator makes reports to the Company’s Board of Directors of its performance of obligations under the Administration Agreement and furnishes advice and recommendations with respect to such other aspects of the Company’s business and affairs, in each case, as it shall determine to be desirable or as reasonably required by the Company’s Board of Directors; provided that Oaktree Administrator shall not provide any investment advice or recommendation. Oaktree Administrator also provides portfolio collection functions for interest income, fees and warrants and is responsible for the financial and other records that the Company is required to maintain and prepares, prints and disseminates reports to the Company’s stockholders and all other materials filed with the SEC. In addition, Oaktree Administrator assists the Company in determining and publishing the Company’s net asset value, overseeing the preparation and filing of the Company’s tax returns, and generally overseeing the payment of the Company’s expenses and the performance of administrative and professional services rendered to the Company by others. Oaktree Administrator may also offer to provide, on the Company’s behalf, managerial assistance to the Company’s portfolio companies. For providing these services, facilities and personnel, the Company reimburses Oaktree Administrator the allocable portion of overhead and other expenses incurred by Oaktree Administrator in performing its obligations under the Administration Agreement, including the Company’s allocable portion of the rent of the Company’s principal executive offices (which are located in a building owned by a Brookfield affiliate) at market rates and the Company’s allocable portion of the costs of compensation and related expenses of its Chief Financial Officer, Chief Compliance Officer, their staffs and other non- investment professionals at Oaktree that perform duties for the Company. Such reimbursement is at cost, with no profit to, or markup by, Oaktree Administrator. The Administration Agreement may be terminated by either party without penalty upon 60 days’ written notice to the other. The Administration Agreement may also be terminated, without penalty, upon the vote of a majority of the Company’s outstanding voting securities. For the three months ended December 31, 2022 and 2021, the Company accrued administrative expenses of $0.4 million and $0.5 million, respectively, including $0.1 million and $0.1 million of general and administrative expenses, respectively. As of December 31, 2022 and September 30, 2022, $3.3 million and $3.2 million, respectively, was included in “Due to affiliate” in the Consolidated Statements of Assets and Liabilities, reflecting the unpaid portion of administrative expenses and other reimbursable expenses payable to Oaktree Administrator. |
Financial Highlights
Financial Highlights | 3 Months Ended |
Dec. 31, 2022 | |
Investment Company [Abstract] | |
Financial Highlights | Financial Highlights (Share amounts in thousands) Three months ended Three months ended Net asset value per share at beginning of period $20.38 $21.84 Net investment income (1) 0.63 0.54 Net unrealized appreciation (depreciation) (1) (0.38) (0.08) Net realized gains (losses) (1) (0.05) 0.16 (Provision) benefit for taxes on realized and unrealized gains (losses) (1) 0.01 0.04 Distributions of net investment income to stockholders (0.96) (0.47) Net asset value per share at end of period $19.63 $22.03 Per share market value at beginning of period (7) $18.00 $21.18 Per share market value at end of period (7) $20.61 $22.38 Total return (2) 19.90% 7.92% Common shares outstanding at beginning of period 61,125 60,120 Common shares outstanding at end of period 61,220 60,156 Net assets at beginning of period $1,245,563 $1,312,823 Net assets at end of period $1,201,989 $1,325,061 Average net assets (3) $1,241,806 $1,327,934 Ratio of net investment income to average net assets (4) 12.40% 9.65% Ratio of total expenses to average net assets (4) 13.11% 8.99% Ratio of net expenses to average net assets (4) 12.87% 8.77% Ratio of portfolio turnover to average investments at fair value 4.24% 9.14% Weighted average outstanding debt (5) $1,441,326 $1,331,141 Average debt per share (1) $23.57 $22.14 Asset coverage ratio at end of period (6) 176.31% 200.81% __________ (1) Calculated based upon weighted average shares outstanding for the period. (2) Total return equals the increase or decrease of ending market value over beginning market value, plus distributions, divided by the beginning market value, assuming dividend reinvestment prices obtained under the Company's DRIP. Total return does not include sales load. (3) Calculated based upon the weighted average net assets for the period. (4) Interim periods are annualized. (5) Calculated based upon the weighted average of principal debt outstanding for the period. (6) Based on outstanding senior securities of $1,514.4 million and $1,300.0 million as of December 31, 2022 and 2021, respectively. (7) Per share market values are adjusted to reflect the 1-for-3 reverse stock split of the Company's common stock completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. (8) The share and per share information disclosed in this table has been retrospectively adjusted to reflect the Company's 1-for-3 reverse stock split completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. |
Derivative Instruments
Derivative Instruments | 3 Months Ended |
Dec. 31, 2022 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Derivative Instruments | Derivative Instruments The Company enters into foreign currency forward contracts from time to time to help mitigate the impact that an adverse change in foreign exchange rates would have on the value of the Company’s investments denominated in foreign currencies. In order to better define its contractual rights and to secure rights that will help the Company mitigate its counterparty risk, the Company entered into an International Swaps and Derivatives Association, Inc. Master Agreement (the "ISDA Master Agreement") with its derivative counterparty, JPMorgan Chase Bank, N.A. The ISDA Master Agreement permits a single net payment in the event of a default or similar event. As of December 31, 2022, no cash collateral has been pledged to cover obligations and no cash collateral has been received from the counterparty with respect to the Company's forward currency contracts. In connection with the issuance of the 2027 Notes, the Company entered into an interest rate swap agreement with the Royal Bank of Canada pursuant to an ISDA Master Agreement. As of December 31, 2022, the Company paid $39.8 million to the Royal Bank of Canada to cover collateral obligations under the terms of the interest swap agreement, which is included in due from broker on the Consolidated Statement of Assets and Liabilities. Certain information related to the Company’s foreign currency forward contracts is presented below as of December 31, 2022. Description Notional Amount to be Purchased Notional Amount to be Sold Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Foreign currency forward contract $ 44,825 € 44,224 2/9/2023 $ — $ (2,499) Derivative liability Foreign currency forward contract $ 46,412 £ 39,965 2/9/2023 $ — $ (1,712) Derivative liability $ — $ (4,211) Certain information related to the Company’s foreign currency forward contracts is presented below as of September 30, 2022. Description Notional Amount to be Purchased Notional Amount to be Sold Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Foreign currency forward contract $ 43,179 € 41,444 11/10/2022 $ 2,466 $ — Derivative asset Foreign currency forward contract $ 45,692 £ 37,033 11/10/2022 $ 4,323 $ — Derivative asset $ 6,789 $ — Certain information related to the Company’s interest rate swap is presented below as of December 31, 2022. Description Notional Amount Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Interest rate swap $ 350,000 1/15/2027 $ — $ 39,928 Derivative liability $ — $ 39,928 Certain information related to the Company’s interest rate swap is presented below as of September 30, 2022. Description Notional Amount Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Interest rate swap $ 350,000 1/15/2027 $ — $ 41,969 Derivative liability $ — $ 41,969 |
Commitments and Contingencies
Commitments and Contingencies | 3 Months Ended |
Dec. 31, 2022 | |
Commitments and Contingencies Disclosure [Abstract] | |
Commitments and Contingencies | Commitments and Contingencies Off-Balance Sheet Arrangements The Company may be a party to financial instruments with off-balance sheet risk in the normal course of business to meet the financial needs of its portfolio companies. As of December 31, 2022, the Company's only off-balance sheet arrangements consisted of $198.9 million of unfunded commitments, which was comprised of $171.8 million to provide debt and equity financing to certain of its portfolio companies and $27.1 million to provide financing to the JVs. As of September 30, 2022, the Company's only off-balance sheet arrangements consisted of $224.2 million of unfunded commitments, which was comprised of $175.2 million to provide debt and equity financing to certain of its portfolio companies and $49.0 million to provide financing to the JVs. Such commitments are subject to the portfolio companies' satisfaction of certain financial and nonfinancial covenants and may involve, to varying degrees, elements of credit risk in excess of the amount recognized in the Consolidated Statements of Assets and Liabilities. A list of unfunded commitments by investment (consisting of revolvers, term loans with delayed draw components, subordinated notes and LLC equity interests in the JVs, preferred stock and limited partnership interests) as of December 31, 2022 and September 30, 2022 is shown in the table below: December 31, 2022 September 30, 2022 Delta Leasing SPV II LLC $ 23,004 $ 27,187 Fairbridge Strategic Capital Funding LLC 15,995 22,150 OCSI Glick JV LLC 13,998 13,998 Senior Loan Fund JV I, LLC 13,125 35,000 BioXcel Therapeutics, Inc. 11,785 11,785 Dominion Diagnostics, LLC 11,148 11,148 BAART Programs, Inc. 7,675 8,645 iCIMs, Inc. 6,930 6,930 Marinus Pharmaceuticals, Inc. 5,734 5,734 scPharmaceuticals Inc. 5,212 — Assembled Brands Capital LLC 5,035 2,008 RumbleOn, Inc. 4,822 4,822 MRI Software LLC 4,427 5,196 107 Fair Street LLC 4,322 — Grove Hotel Parcel Owner, LLC 4,293 4,293 Accupac, Inc. 4,197 4,605 Innocoll Pharmaceuticals Limited 4,195 4,195 Avalara, Inc. 4,147 — Mindbody, Inc. 4,000 4,000 OTG Management, LLC 3,789 3,789 Mesoblast, Inc. 3,553 3,553 Establishment Labs Holdings Inc. 3,384 5,075 112-126 Van Houten Real22 LLC 3,174 — ADC Therapeutics SA 3,020 3,020 Spanx, LLC 2,762 2,226 PRGX Global, Inc. 2,518 2,518 SCP Eye Care Services, LLC 2,356 — Relativity ODA LLC 2,218 2,218 Berner Food & Beverage, LLC 2,197 1,392 Salus Workers' Compensation, LLC 2,171 — Pluralsight, LLC 1,766 3,532 Tahoe Bidco B.V. 1,741 1,741 CorEvitas, LLC 1,526 915 Coyote Buyer, LLC 1,333 1,333 MHE Intermediate Holdings, LLC 1,229 1,429 Kings Buyer, LLC 1,208 1,537 Liquid Environmental Solutions Corporation 1,115 1,115 Acquia Inc. 923 1,326 Apptio, Inc. 892 1,338 Digital.AI Software Holdings, Inc. 826 826 Telestream Holdings Corporation 528 528 GKD Index Partners, LLC 320 320 PFNY Holdings, LLC 275 1,527 Ardonagh Midco 3 PLC — 4,372 Dialyze Holdings, LLC — 3,431 Thrasio, LLC — 2,578 109 Montgomery Owner LLC — 477 LSL Holdco, LLC — 427 Total $ 198,868 $ 224,239 |
Schedule_12-14
Schedule 12-14 | 3 Months Ended |
Dec. 31, 2022 | |
Investments in and Advances to Affiliates [Abstract] | |
Schedule 12-14 | Schedule 12-14 Oaktree Specialty Lending Corporation Schedule of Investments in and Advances to Affiliates (in thousands, except share and per share amounts, percentages and as otherwise indicated) Three months ended December 31, 2022 (unaudited) Portfolio Company/Type of Investment (1) Cash Interest Rate Industry Principal Net Realized Gain (Loss) Amount of Fair Value Gross Gross Fair Value % of Total Net Assets Control Investments C5 Technology Holdings, LLC Data Processing & Outsourced Services 829 Common Units $ — $ — $ — $ — $ — $ — — % 34,984,460.37 Preferred Units — — 27,638 — — 27,638 2.3 % Dominion Diagnostics, LLC Health Care Services First Lien Term Loan, LIBOR+5.00% cash due 2/28/2024 9.73 % $ 14,297 — 331 14,333 — (36) 14,297 1.2 % First Lien Revolver, LIBOR+5.00% cash due 2/28/2024 — — 14 — — — — — % 30,030.8 Common Units in DD Healthcare Services Holdings, LLC — — 4,946 — (719) 4,227 0.4 % OCSI Glick JV LLC (5) Multi-Sector Holdings Subordinated Debt, LIBOR+4.50% cash due 10/20/2028 7.67 % 59,049 — 1,624 50,283 380 (1,127) 49,536 4.1 % 87.5% equity interest — — — — — — — % Senior Loan Fund JV I, LLC (6) Multi-Sector Holdings Subordinated Debt, LIBOR+7.00% cash due 12/29/2028 10.17 % 112,656 — 2,611 96,250 16,406 — 112,656 9.4 % 87.5% LLC equity interest — 1,050 20,715 5,469 (2,076) 24,108 2.0 % Total Control Investments $ 186,002 $ — $ 5,630 $ 214,165 $ 22,255 $ (3,958) $ 232,462 19.3 % Affiliate Investments Assembled Brands Capital LLC Specialized Finance First Lien Revolver, LIBOR+6.75% cash due 10/17/2023 11.48 % $ 21,464 $ — $ 646 $ 24,225 $ 55 $ (3,028) $ 21,252 1.8 % 1,609,201 Class A Units — — 370 — (16) 354 — % 1,019,168.80 Preferred Units, 6% — — 1,223 20 — 1,243 0.1 % 70,424.5641 Class A Warrants (exercise price $3.3778) expiration date 9/9/2029 — — — — — — — % Caregiver Services, Inc. Health Care Services 1,080,399 shares of Series A Preferred Stock, 10% — — — 378 — (54) 324 — % Total Affiliate Investments $ 21,464 $ — $ 646 $ 26,196 $ 75 $ (3,098) $ 23,173 1.9 % Total Control & Affiliate Investments $ 207,466 $ — $ 6,276 $ 240,361 $ 22,330 $ (7,056) $ 255,635 21.2 % This schedule should be read in connection with the Company's Consolidated Financial Statements, including the Consolidated Schedules of Investments and Notes to the Consolidated Financial Statements. ______________________ (1) The principal amount and ownership detail are shown in the Company's Consolidated Schedules of Investments. (2) Represents the total amount of interest (net of non-accrual amounts), fees and dividends credited to income for the portion of the period an investment was included in the Control or Affiliate categories. (3) Gross additions include increases in the cost basis of investments resulting from new portfolio investments, follow-on investments, accrued PIK interest (net of non-accrual amounts) and the exchange of one or more existing securities for one or more new securities. Gross additions also include net increases in unrealized appreciation or net decreases in unrealized depreciation as well as the movement of an existing portfolio company into this category or out of a different category. (4) Gross reductions include decreases in the cost basis of investments resulting from principal payments or sales and exchanges of one or more existing securities for one or more new securities. Gross reductions also include net increases in unrealized depreciation or net decreases in unrealized appreciation as well as the movement of an existing portfolio company out of this category and into a different category. (5) Together with GF Equity Funding, the Company co-invests through Glick JV. Glick JV is capitalized as transactions are completed and all portfolio and investment decisions in respect to Glick JV must be approved by the Glick JV investment committee consisting of representatives of the Company and GF Equity Funding (with approval from a representative of each required). (6) Together with Kemper, the Company co-invests through SLF JV I. SLF JV I is capitalized as transactions are completed and all portfolio and investment decisions in respect to SLF JV I must be approved by the SLF JV I investment committee consisting of representatives of the Company and Kemper (with approval from a representative of each required). Schedule 12-14 Oaktree Specialty Lending Corporation Schedule of Investments in and Advances to Affiliates (in thousands, except share and per share amounts, percentages and as otherwise indicated) Three months ended December 31, 2021 (unaudited) Portfolio Company/Type of Investment (1) Cash Interest Rate Industry Principal Net Realized Gain (Loss) Amount of Fair Value Gross Gross Fair Value % of Total Net Assets Control Investments C5 Technology Holdings, LLC Data Processing & Outsourced Services 829 Common Units $ — $ — $ — $ — $ — $ — — % 34,984,460.37 Preferred Units — — 27,638 — — 27,638 2.1 % Dominion Diagnostics, LLC Health Care Services First Lien Term Loan, LIBOR+5.00% cash due 2/28/2024 6.00 % $ 23,201 — 430 27,381 — (4,180) 23,201 1.8 % First Lien Revolver, LIBOR+5.00% cash due 2/28/2024 — — 14 — — — — — % 30,030.8 Common Units in DD Healthcare Services Holdings, LLC — 3,308 18,065 — — 18,065 1.4 % First Star Speir Aviation Limited (5) Airlines First Lien Term Loan, 9.00% cash due 12/15/2025 — 7,500 — 7,500 — (7,500) — — % 100% equity interest (5,632) 158 698 — (698) — — % OCSI Glick JV LLC (6) Multi-Sector Holdings Subordinated Debt, LIBOR+4.50% cash due 10/20/2028 4.58 % 61,237 — 1,081 55,582 745 (473) 55,854 4.2 % 87.5% equity interest — — — — — — — % Senior Loan Fund JV I, LLC (7) Multi-Sector Holdings Subordinated Debt, LIBOR+7.00% cash due 12/29/2028 8.00 % 96,250 — 1,967 96,250 — — 96,250 7.3 % 87.5% LLC equity interest — 451 37,651 810 — 38,461 2.9 % Total Control Investments $ 180,688 $ 1,868 $ 7,409 $ 270,765 $ 1,555 $ (12,851) $ 259,469 19.6 % Affiliate Investments Assembled Brands Capital LLC Specialized Finance First Lien Revolver, LIBOR+6.75% cash due 10/17/2023 7.75 % $ 15,982 $ — $ 339 $ 15,712 $ 3,499 $ (3,487) $ 15,724 1.2 % 1,609,201 Class A Units — — 587 — (201) 386 — % 1,019,168.80 Preferred Units, 6% — — 1,152 20 — 1,172 0.1 % 70,424.5641 Class A Warrants (exercise price $3.3778) expiration date 9/9/2029 — — — — — — — % Caregiver Services, Inc. Health Care Services 1,080,399 shares of Series A Preferred Stock, 10% — — — 838 — — 838 0.1 % Total Affiliate Investments $ 15,982 $ — $ 339 $ 18,289 $ 3,519 $ (3,688) $ 18,120 1.4 % Total Control & Affiliate Investments $ 196,670 $ 1,868 $ 7,748 $ 289,054 $ 5,074 $ (16,539) $ 277,589 21.0 % This schedule should be read in connection with the Company's Consolidated Financial Statements, including the Consolidated Schedules of Investments and Notes to the Consolidated Financial Statements. ______________________ (1) The principal amount and ownership detail are shown in the Company's Consolidated Schedules of Investments included in the Company's quarterly report on Form 10-Q for the quarter ended December 31, 2021. (2) Represents the total amount of interest (net of non-accrual amounts), fees and dividends credited to income for the portion of the period an investment was included in the Control or Affiliate categories. (3) Gross additions include increases in the cost basis of investments resulting from new portfolio investments, follow-on investments, accrued PIK interest (net of non-accrual amounts) and the exchange of one or more existing securities for one or more new securities. Gross additions also include net increases in unrealized appreciation or net decreases in unrealized depreciation as well as the movement of an existing portfolio company into this category or out of a different category. (4) Gross reductions include decreases in the cost basis of investments resulting from principal payments or sales and exchanges of one or more existing securities for one or more new securities. Gross reductions also include net increases in unrealized depreciation or net decreases in unrealized appreciation as well as the movement of an existing portfolio company out of this category and into a different category. (5) First Star Speir Aviation Limited is a wholly-owned holding company formed by the Company in order to facilitate its investment strategy. In accordance with ASU 2013-08, the Company has deemed the holding company to be an investment company under GAAP and therefore deemed it appropriate to consolidate the financial results and financial position of the holding company and to recognize dividend income versus a combination of interest income and dividend income. Accordingly, the debt and equity investments in the wholly-owned holding company are disregarded for accounting purposes since the economic substance of these instruments are equity investments in the operating entities. (6) Together with GF Equity Funding, the Company co-invests through Glick JV. Glick JV is capitalized as transactions are completed and all portfolio and investment decisions in respect to Glick JV must be approved by the Glick JV investment committee consisting of representatives of the Company and GF Equity Funding (with approval from a representative of each required). (7) Together with Kemper, the Company co-invests through SLF JV I. SLF JV I is capitalized as transactions are completed and all portfolio and investment decisions in respect to SLF JV I must be approved by the SLF JV I investment committee consisting of representatives of the Company and Kemper (with approval from a representative of each required). |
N-2
N-2 - USD ($) $ in Millions | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Cover [Abstract] | ||
Entity Central Index Key | 0001414932 | |
Amendment Flag | false | |
Securities Act File Number | 1-33901 | |
Document Type | 10-Q | |
Entity Registrant Name | Oaktree Specialty Lending Corporation | |
Entity Address, Address Line One | 333 South Grand Avenue | |
Entity Address, Address Line Two | 28th Floor | |
Entity Address, City or Town | Los Angeles | |
Entity Address, State or Province | CA | |
Entity Address, Postal Zip Code | 90071 | |
City Area Code | 213 | |
Local Phone Number | 830-6300 | |
Entity Emerging Growth Company | false | |
Financial Highlights [Abstract] | ||
Senior Securities [Table Text Block] | ||
Senior Securities Amount | $ 1,514.4 | $ 1,300 |
Capital Stock, Long-Term Debt, and Other Securities [Abstract] | ||
Long Term Debt [Table Text Block] | Syndicated Facility On November 30, 2017, the Company entered into a senior secured revolving credit facility (as amended and restated, the “Syndicated Facility”) pursuant to a Senior Secured Revolving Credit Agreement with the lenders party thereto, ING Capital LLC, as administrative agent, ING Capital LLC, JPMorgan Chase Bank, N.A., BofA Securities, Inc. and MUFG Union Bank, N.A., as joint lead arrangers and joint bookrunners, and JPMorgan Chase Bank, N.A. and Bank of America, N.A., as syndication agents. The Syndicated Facility provides that the Company may use the proceeds of the loans and issuances of letters of credit under the Syndicated Facility for general corporate purposes, including acquiring and funding leveraged loans, mezzanine loans, high-yield securities, convertible securities, preferred stock, common stock and other investments. The Syndicated Facility further allows the Company to request letters of credit from ING Capital LLC, as the issuing bank. As of December 31, 2022, the size of the Syndicated Facility was $1.0 billion. In addition, pursuant to an "accordion" feature, the Company may increase the size of the facility to up to the greater of $1.25 billion and the Company's net worth, as defined in the facility, under certain circumstances. As of December 31, 2022, (i) the period during which the Company may make drawings will expire on May 4, 2025 and the maturity date is May 4, 2026 and (ii) the interest rate margin for (a) LIBOR loans (which may be 1-, 2-, 3- or 6-month, at the Company’s option) was 2.00% and (b) alternate base rate loans was 1.00%. The Syndicated Facility is secured by substantially all of the Company’s assets (excluding, among other things, investments held in and by certain subsidiaries of the Company (including OCSL Senior Funding II LLC) or investments in certain portfolio companies of the Company) and guaranteed by certain subsidiaries of the Company. As of December 31, 2022, except for assets that were held by OCSL Senior Funding II LLC and certain immaterial subsidiaries, substantially all of the Company's assets are pledged as collateral under the Syndicated Facility. The Syndicated Facility requires the Company to, among other things, (i) make representations and warranties regarding the collateral as well as each of the Company’s portfolio companies’ businesses, (ii) agree to certain indemnification obligations, and (iii) comply with various affirmative and negative covenants, reporting requirements and other customary requirements for similar revolving credit facilities, including covenants related to: (A) limitations on the incurrence of additional indebtedness and liens, (B) limitations on certain investments, (C) limitations on certain asset transfers and restricted payments, (D) maintaining a certain minimum stockholders’ equity, (E) maintaining a ratio of total assets (less total liabilities) to total indebtedness, of the Company and its subsidiaries (subject to certain exceptions), of not less than 1.50 to 1.00, (F) maintaining a ratio of consolidated EBITDA to consolidated interest expense, of the Company and its subsidiaries (subject to certain exceptions), of not less than 2.25 to 1.00, (G) maintaining a minimum liquidity and net worth, and (H) limitations on the creation or existence of agreements that prohibit liens on certain properties of the Company and certain of its subsidiaries. The Syndicated Facility also includes usual and customary default provisions such as the failure to make timely payments under the facility, the occurrence of a change in control, and the failure by the Company to materially perform under the agreements governing the facility, which, if not complied with, could accelerate repayment under the facility. As of December 31, 2022, the Company was in compliance with all financial covenants under the Syndicated Facility. In addition to the asset coverage ratio described above, borrowings under the Syndicated Facility (and the incurrence of certain other permitted debt) are subject to compliance with a borrowing base that will apply different advance rates to different types of assets in the Company’s portfolio. Each loan or letter of credit originated or assumed under the Syndicated Facility is subject to the satisfaction of certain conditions. As of December 31, 2022 and September 30, 2022, the Company had $695.0 million and $540.0 million of borrowings outstanding under the Syndicated Facility, respectively, which had a fair value of $695.0 million and $540.0 million, respectively. The Company's borrowings under the Syndicated Facility bore interest at a weighted average interest rate of 5.849% and 2.174% for the three months ended December 31, 2022 and 2021, respectively. For the three months ended December 31, 2022 and 2021, the Company recorded interest expense (inclusive of fees) of $10.0 million and $3.8 million, respectively, related to the Syndicated Facility. Citibank Facility On March 19, 2021, the Company became party to a revolving credit facility (as amended and/or restated from time to time, the “Citibank Facility”) with OCSL Senior Funding II LLC (formerly OCSI Senior Funding II LLC), the Company’s wholly-owned, special purpose financing subsidiary, as the borrower, the Company, as collateral manager and seller, each of the lenders from time to time party thereto, Citibank, N.A., as administrative agent, and Wells Fargo Bank, National Association, as collateral agent and custodian. As of December 31, 2022, the Company was able to borrow up to $200 million under the Citibank Facility (subject to borrowing base and other limitations). As of December 31, 2022, the reinvestment period under the Citibank Facility was scheduled to expire on November 18, 2023 and the maturity date for the Citibank Facility was November 18, 2024. As of December 31, 2022, borrowings under the Citibank Facility are subject to certain customary advance rates and accrue interest at a rate equal to LIBOR plus between 1.25% and 2.20% per annum on broadly syndicated loans, subject to observable market depth and pricing, and LIBOR plus 2.25% per annum on all other eligible loans during the reinvestment period. In addition, as of December 31, 2022, for the duration of the reinvestment period there is a non-usage fee payable of 0.50% per annum on the undrawn amount under the Citibank Facility. The minimum asset coverage ratio applicable to the Company under the Citibank Facility is 150% as determined in accordance with the requirements of the Investment Company Act. Borrowings under the Citibank Facility are secured by all of the assets of OCSL Senior Funding II LLC and all of the Company’s equity interests in OCSL Senior Funding II LLC. The Company may use the Citibank Facility to fund a portion of its loan origination activities and for general corporate purposes. Each loan origination under the Citibank Facility is subject to the satisfaction of certain conditions. As of December 31, 2022 and September 30, 2022, the Company had $165.0 million and $160.0 million outstanding under the Citibank Facility, respectively, which had a fair value of $165.0 million and $160.0 million, respectively. The Company's borrowings under the Citibank Facility bore interest at a weighted average interest rate of 6.508% and 1.830% for the three months ended December 31, 2022 and 2021, respectively. For the three months ended December 31, 2022 and 2021, the Company recorded interest expense (inclusive of fees) of $2.7 million and $0.8 million, respectively, related to the Citibank Facility. 2025 Notes On February 25, 2020, the Company issued $300.0 million in aggregate principal amount of the 2025 Notes for net proceeds of $293.8 million after deducting OID of $2.5 million, underwriting commissions and discounts of $3.0 million and offering costs of $0.7 million. The OID on the 2025 Notes is amortized based on the effective interest method over the term of the 2025 Notes. The 2025 Notes were issued pursuant to an indenture, dated April 30, 2012, as supplemented by the fifth supplemental indenture, dated February 25, 2020 (collectively, the "2025 Notes Indenture"), between the Company and Deutsche Bank Trust Company Americas (the "Trustee"). The 2025 Notes are the Company's general unsecured obligations that rank senior in right of payment to all of the Company's existing and future indebtedness that is expressly subordinated in right of payment to the 2025 Notes. The 2025 Notes rank equally in right of payment with all of the Company's existing and future liabilities that are not so subordinated. The 2025 Notes effectively rank junior to any of the Company's secured indebtedness (including unsecured indebtedness that the Company later secures) to the extent of the value of the assets securing such indebtedness. The 2025 Notes rank structurally junior to all existing and future indebtedness (including trade payables) incurred by the Company's subsidiaries, financing vehicles or similar facilities. Interest on the 2025 Notes is paid semi-annually on February 25 and August 25 at a rate of 3.500% per annum. The 2025 Notes mature on February 25, 2025 and may be redeemed in whole or in part at any time or from time to time at the Company's option prior to maturity at par plus a “make-whole” premium, if applicable. In addition, holders of the 2025 Notes can require the Company to repurchase the 2025 Notes at 100% of their principal amount upon the occurrence of certain change of control events as described in the 2025 Notes Indenture. The 2025 Notes were issued in minimum denominations of $2,000 and integral multiples of $1,000 in excess thereof. During the three months ended December 31, 2022, the Company did not repurchase any of the 2025 Notes in the open market. The 2025 Notes Indenture contains certain covenants, including covenants requiring the Company's compliance with the asset coverage requirements set forth in Section 18(a)(1)(A) as modified by Section 61(a)(1) and (2) of the Investment Company Act or any successor provisions (but giving effect to any exemptive relief granted to the Company by the U.S. Securities and Exchange Commission ("SEC")), as well as covenants requiring the Company to provide financial information to the holders of the 2025 Notes and the Trustee if the Company ceases to be subject to the reporting requirements of the Securities Exchange Act of 1934, as amended (the "Exchange Act"). These covenants are subject to limitations and exceptions that are described in the 2025 Notes Indenture. 2027 Notes On May 18, 2021, the Company issued $350.0 million in aggregate principal amount of the 2027 Notes for net proceeds of $344.8 million after deducting OID of $1.0 million, underwriting commissions and discounts of $3.5 million and offering costs of $0.7 million. The OID on the 2027 Notes is amortized based on the effective interest method over the term of the 2027 Notes. The 2027 Notes were issued pursuant to an indenture, dated April 30, 2012, as supplemented by the sixth supplemental indenture, dated May 18, 2021 (collectively, the "2027 Notes Indenture"), between the Company and the Trustee. The 2027 Notes are the Company's general unsecured obligations that rank senior in right of payment to all of the Company's existing and future indebtedness that is expressly subordinated in right of payment to the 2027 Notes. The 2027 Notes rank equally in right of payment with all of the Company's existing and future liabilities that are not so subordinated. The 2027 Notes effectively rank junior to any of the Company's secured indebtedness (including unsecured indebtedness that the Company later secures) to the extent of the value of the assets securing such indebtedness. The 2027 Notes rank structurally junior to all existing and future indebtedness (including trade payables) incurred by the Company's subsidiaries, financing vehicles or similar facilities. Interest on the 2027 Notes is paid semi-annually on January 15 and July 15, beginning on January 15, 2022, at a rate of 2.700% per annum. The 2027 Notes mature on January 15, 2027 and may be redeemed in whole or in part at any time or from time to time at the Company's option prior to maturity at par plus a “make-whole” premium, if applicable. In addition, holders of the 2027 Notes can require the Company to repurchase the 2027 Notes at 100% of their principal amount upon the occurrence of certain change of control events as described in the 2027 Notes Indenture. The 2027 Notes were issued in minimum denominations of $2,000 and integral multiples of $1,000 in excess thereof. During the three months ended December 31, 2022, the Company did not repurchase any of the 2027 Notes in the open market. The 2027 Notes Indenture contains certain covenants, including covenants requiring the Company's compliance with the asset coverage requirements set forth in Section 18(a)(1)(A) as modified by Section 61(a)(1) and (2) of the Investment Company Act or any successor provisions (but giving effect to any exemptive relief granted to the Company by the SEC), as well as covenants requiring the Company to provide financial information to the holders of the 2027 Notes and the Trustee if the Company ceases to be subject to the reporting requirements of the Exchange Act. These covenants are subject to limitations and exceptions that are described in the 2027 Notes Indenture. | |
Syndicated Facility [Member] | ||
Capital Stock, Long-Term Debt, and Other Securities [Abstract] | ||
Long Term Debt, Title [Text Block] | Syndicated Facility | |
Long Term Debt, Structuring [Text Block] | On November 30, 2017, the Company entered into a senior secured revolving credit facility (as amended and restated, the “Syndicated Facility”) pursuant to a Senior Secured Revolving Credit Agreement with the lenders party thereto, ING Capital LLC, as administrative agent, ING Capital LLC, JPMorgan Chase Bank, N.A., BofA Securities, Inc. and MUFG Union Bank, N.A., as joint lead arrangers and joint bookrunners, and JPMorgan Chase Bank, N.A. and Bank of America, N.A., as syndication agents. The Syndicated Facility provides that the Company may use the proceeds of the loans and issuances of letters of credit under the Syndicated Facility for general corporate purposes, including acquiring and funding leveraged loans, mezzanine loans, high-yield securities, convertible securities, preferred stock, common stock and other investments. The Syndicated Facility further allows the Company to request letters of credit from ING Capital LLC, as the issuing bank. As of December 31, 2022, the size of the Syndicated Facility was $1.0 billion. In addition, pursuant to an "accordion" feature, the Company may increase the size of the facility to up to the greater of $1.25 billion and the Company's net worth, as defined in the facility, under certain circumstances. As of December 31, 2022, (i) the period during which the Company may make drawings will expire on May 4, 2025 and the maturity date is May 4, 2026 and (ii) the interest rate margin for (a) LIBOR loans (which may be 1-, 2-, 3- or 6-month, at the Company’s option) was 2.00% and (b) alternate base rate loans was 1.00%. | |
Long Term Debt, Dividends and Covenants [Text Block] | The Syndicated Facility requires the Company to, among other things, (i) make representations and warranties regarding the collateral as well as each of the Company’s portfolio companies’ businesses, (ii) agree to certain indemnification obligations, and (iii) comply with various affirmative and negative covenants, reporting requirements and other customary requirements for similar revolving credit facilities, including covenants related to: (A) limitations on the incurrence of additional indebtedness and liens, (B) limitations on certain investments, (C) limitations on certain asset transfers and restricted payments, (D) maintaining a certain minimum stockholders’ equity, (E) maintaining a ratio of total assets (less total liabilities) to total indebtedness, of the Company and its subsidiaries (subject to certain exceptions), of not less than 1.50 to 1.00, (F) maintaining a ratio of consolidated EBITDA to consolidated interest expense, of the Company and its subsidiaries (subject to certain exceptions), of not less than 2.25 to 1.00, (G) maintaining a minimum liquidity and net worth, and (H) limitations on the creation or existence of agreements that prohibit liens on certain properties of the Company and certain of its subsidiaries. The Syndicated Facility also includes usual and customary default provisions such as the failure to make timely payments under the facility, the occurrence of a change in control, and the failure by the Company to materially perform under the agreements governing the facility, which, if not complied with, could accelerate repayment under the facility. As of December 31, 2022, the Company was in compliance with all financial covenants under the Syndicated Facility. In addition to the asset coverage ratio described above, borrowings under the Syndicated Facility (and the incurrence of certain other permitted debt) are subject to compliance with a borrowing base that will apply different advance rates to different types of assets in the Company’s portfolio. Each loan or letter of credit originated or assumed under the Syndicated Facility is subject to the satisfaction of certain conditions. | |
Citibank Facility [Member] | ||
Capital Stock, Long-Term Debt, and Other Securities [Abstract] | ||
Long Term Debt, Title [Text Block] | Citibank Facility | |
Long Term Debt, Structuring [Text Block] | On March 19, 2021, the Company became party to a revolving credit facility (as amended and/or restated from time to time, the “Citibank Facility”) with OCSL Senior Funding II LLC (formerly OCSI Senior Funding II LLC), the Company’s wholly-owned, special purpose financing subsidiary, as the borrower, the Company, as collateral manager and seller, each of the lenders from time to time party thereto, Citibank, N.A., as administrative agent, and Wells Fargo Bank, National Association, as collateral agent and custodian. As of December 31, 2022, the Company was able to borrow up to $200 million under the Citibank Facility (subject to borrowing base and other limitations). As of December 31, 2022, the reinvestment period under the Citibank Facility was scheduled to expire on November 18, 2023 and the maturity date for the Citibank Facility was November 18, 2024. | |
Long Term Debt, Dividends and Covenants [Text Block] | As of December 31, 2022, borrowings under the Citibank Facility are subject to certain customary advance rates and accrue interest at a rate equal to LIBOR plus between 1.25% and 2.20% per annum on broadly syndicated loans, subject to observable market depth and pricing, and LIBOR plus 2.25% per annum on all other eligible loans during the reinvestment period. In addition, as of December 31, 2022, for the duration of the reinvestment period there is a non-usage fee payable of 0.50% per annum on the undrawn amount under the Citibank Facility. The minimum asset coverage ratio applicable to the Company under the Citibank Facility is 150% as determined in accordance with the requirements of the Investment Company Act. Borrowings under the Citibank Facility are secured by all of the assets of OCSL Senior Funding II LLC and all of the Company’s equity interests in OCSL Senior Funding II LLC. The Company may use the Citibank Facility to fund a portion of its loan origination activities and for general corporate purposes. Each loan origination under the Citibank Facility is subject to the satisfaction of certain conditions. | |
2025 Notes [Member] | ||
Capital Stock, Long-Term Debt, and Other Securities [Abstract] | ||
Long Term Debt, Title [Text Block] | 2025 Notes | |
Long Term Debt, Structuring [Text Block] | On February 25, 2020, the Company issued $300.0 million in aggregate principal amount of the 2025 Notes for net proceeds of $293.8 million after deducting OID of $2.5 million, underwriting commissions and discounts of $3.0 million and offering costs of $0.7 million. The OID on the 2025 Notes is amortized based on the effective interest method over the term of the 2025 Notes. The 2025 Notes were issued pursuant to an indenture, dated April 30, 2012, as supplemented by the fifth supplemental indenture, dated February 25, 2020 (collectively, the "2025 Notes Indenture"), between the Company and Deutsche Bank Trust Company Americas (the "Trustee"). The 2025 Notes are the Company's general unsecured obligations that rank senior in right of payment to all of the Company's existing and future indebtedness that is expressly subordinated in right of payment to the 2025 Notes. The 2025 Notes rank equally in right of payment with all of the Company's existing and future liabilities that are not so subordinated. The 2025 Notes effectively rank junior to any of the Company's secured indebtedness (including unsecured indebtedness that the Company later secures) to the extent of the value of the assets securing such indebtedness. The 2025 Notes rank structurally junior to all existing and future indebtedness (including trade payables) incurred by the Company's subsidiaries, financing vehicles or similar facilities. | |
Long Term Debt, Dividends and Covenants [Text Block] | The 2025 Notes Indenture contains certain covenants, including covenants requiring the Company's compliance with the asset coverage requirements set forth in Section 18(a)(1)(A) as modified by Section 61(a)(1) and (2) of the Investment Company Act or any successor provisions (but giving effect to any exemptive relief granted to the Company by the U.S. Securities and Exchange Commission ("SEC")), as well as covenants requiring the Company to provide financial information to the holders of the 2025 Notes and the Trustee if the Company ceases to be subject to the reporting requirements of the Securities Exchange Act of 1934, as amended (the "Exchange Act"). These covenants are subject to limitations and exceptions that are described in the 2025 Notes Indenture. | |
2027 Notes [Member] | ||
Capital Stock, Long-Term Debt, and Other Securities [Abstract] | ||
Long Term Debt, Title [Text Block] | 2027 Notes | |
Long Term Debt, Structuring [Text Block] | On May 18, 2021, the Company issued $350.0 million in aggregate principal amount of the 2027 Notes for net proceeds of $344.8 million after deducting OID of $1.0 million, underwriting commissions and discounts of $3.5 million and offering costs of $0.7 million. The OID on the 2027 Notes is amortized based on the effective interest method over the term of the 2027 Notes. The 2027 Notes were issued pursuant to an indenture, dated April 30, 2012, as supplemented by the sixth supplemental indenture, dated May 18, 2021 (collectively, the "2027 Notes Indenture"), between the Company and the Trustee. The 2027 Notes are the Company's general unsecured obligations that rank senior in right of payment to all of the Company's existing and future indebtedness that is expressly subordinated in right of payment to the 2027 Notes. The 2027 Notes rank equally in right of payment with all of the Company's existing and future liabilities that are not so subordinated. The 2027 Notes effectively rank junior to any of the Company's secured indebtedness (including unsecured indebtedness that the Company later secures) to the extent of the value of the assets securing such indebtedness. The 2027 Notes rank structurally junior to all existing and future indebtedness (including trade payables) incurred by the Company's subsidiaries, financing vehicles or similar facilities. | |
Long Term Debt, Dividends and Covenants [Text Block] | The 2027 Notes Indenture contains certain covenants, including covenants requiring the Company's compliance with the asset coverage requirements set forth in Section 18(a)(1)(A) as modified by Section 61(a)(1) and (2) of the Investment Company Act or any successor provisions (but giving effect to any exemptive relief granted to the Company by the SEC), as well as covenants requiring the Company to provide financial information to the holders of the 2027 Notes and the Trustee if the Company ceases to be subject to the reporting requirements of the Exchange Act. These covenants are subject to limitations and exceptions that are described in the 2027 Notes Indenture. |
Significant Accounting Polici_2
Significant Accounting Policies (Policies) | 3 Months Ended |
Dec. 31, 2022 | |
Accounting Policies [Abstract] | |
Basis of Presentation | Basis of Presentation: The Consolidated Financial Statements of the Company have been prepared in accordance with GAAP and pursuant to the requirements for reporting on Form 10-Q and Regulation S-X. In the opinion of management, all adjustments of a normal recurring nature considered necessary for the fair presentation of the Consolidated Financial Statements have been made. All intercompany balances and transactions have been eliminated. The Company is an investment company following the accounting and reporting guidance in ASC Topic 946, Financial Services - Investment Companies ("ASC 946"). Certain prior period amounts have been reclassified to conform to the current period presentation. All per share amounts and common shares outstanding as of and for the three months ended December 31, 2022 and all prior periods reflect the Company's 1-for-3 reverse stock split completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. |
Use of Estimates | Use of Estimates: The preparation of the financial statements in conformity with accounting principles generally accepted in the United States ("GAAP") requires management to make certain estimates and assumptions affecting amounts reported in the financial statements and accompanying notes. These estimates are based on the information that is currently available to the Company and on various other assumptions that the Company believes to be reasonable under the circumstances. Changes in the economic and political environments, financial markets and any other parameters used in determining these estimates could cause actual results to differ and such differences could be material. Significant estimates include the valuation of investments and revenue recognition. |
Consolidation | Consolidation: The accompanying Consolidated Financial Statements include the accounts of Oaktree Specialty Lending Corporation and its consolidated subsidiaries. Each consolidated subsidiary is wholly-owned and, as such, consolidated into the Consolidated Financial Statements. Certain subsidiaries that hold investments are treated as pass through entities for U.S. federal income tax purposes. The assets of certain of the consolidated subsidiaries are not directly available to satisfy the claims of the creditors of Oaktree Specialty Lending Corporation or any of its other subsidiaries. |
Fair Value Measurements | Fair Value Measurements: The Company values its investments in accordance with ASC 820, which defines fair value as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. A liability's fair value is defined as the amount that would be paid to transfer the liability to a new obligor, not the amount that would be paid to settle the liability with the creditor. ASC 820 prioritizes the use of observable market prices over entity-specific inputs. Where observable prices or inputs are not available or reliable, valuation techniques are applied. These valuation techniques involve some level of management estimation and judgment, the degree of which is dependent on the price transparency for the investments or market and the investments' complexity. Hierarchical levels, defined by ASC 820 and directly related to the amount of subjectivity associated with the inputs to fair valuation of these assets and liabilities, are as follows: • Level 1 — Unadjusted, quoted prices in active markets for identical assets or liabilities as of the measurement date. • Level 2 — Observable inputs other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data at the measurement date for substantially the full term of the assets or liabilities. • Level 3 — Unobservable inputs that reflect Oaktree's best estimate of what market participants would use in pricing the asset or liability at the measurement date. Consideration is given to the risk inherent in the valuation technique and the risk inherent in the inputs to the model. If inputs used to measure fair value fall into different levels of the fair value hierarchy, an investment's level is based on the lowest level of input that is significant to the fair value measurement. Oaktree's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment and considers factors specific to the investment. This includes investment securities that are valued using "bid" and "ask" prices obtained from independent third party pricing services or directly from brokers. These investments may be classified as Level 3 because the quoted prices may be indicative in nature for securities that are in an inactive market, may be for similar securities or may require adjustments for investment-specific factors or restrictions. Financial instruments with readily available quoted prices generally will have a higher degree of market price observability and a lesser degree of judgment inherent in measuring fair value. As such, Oaktree obtains and analyzes readily available market quotations provided by pricing vendors and brokers for all of the Company's investments for which quotations are available. In determining the fair value of a particular investment, pricing vendors and brokers use observable market information, including both binding and non-binding indicative quotations. Oaktree seeks to obtain at least two quotations for the subject or similar securities, typically from pricing vendors. If Oaktree is unable to obtain two quotes from pricing vendors, or if the prices obtained from pricing vendors are not within Oaktree's set threshold, Oaktree seeks to obtain a quote directly from a broker making a market for the asset. Oaktree evaluates the quotations provided by pricing vendors and brokers based on available market information, including trading activity of the subject or similar securities, or by performing a comparable security analysis to ensure that fair values are reasonably estimated. Oaktree also performs back-testing of valuation information obtained from pricing vendors and brokers against actual prices received in transactions. In addition to ongoing monitoring and back-testing, Oaktree performs due diligence procedures over pricing vendors to understand their methodology and controls to support their use in the valuation process. Generally, Oaktree does not adjust any of the prices received from these sources. If the quotations obtained from pricing vendors or brokers are determined to not be reliable or are not readily available, Oaktree values such investments using any of three different valuation techniques. The first valuation technique is the transaction precedent technique, which utilizes recent or expected future transactions of the investment to determine fair value, to the extent applicable. The second valuation technique is an analysis of the enterprise value ("EV") of the portfolio company. EV means the entire value of the portfolio company to a market participant, including the sum of the values of debt and equity securities used to capitalize the enterprise at a point in time. The EV analysis is typically performed to determine (i) the value of equity investments, (ii) whether there is credit impairment for debt investments and (iii) the value for debt investments that the Company is deemed to control under the Investment Company Act. To estimate the EV of a portfolio company, Oaktree analyzes various factors, including the portfolio company’s historical and projected financial results, macroeconomic impacts on the company and competitive dynamics in the company’s industry. Oaktree also utilizes some or all of the following information based on the individual circumstances of the portfolio company: (i) valuations of comparable public companies, (ii) recent sales of private and public comparable companies in similar industries or having similar business or earnings characteristics, (iii) purchase prices as a multiple of their earnings or cash flow, (iv) the portfolio company’s ability to meet its forecasts and its business prospects, (v) a discounted cash flow analysis, (vi) estimated liquidation or collateral value of the portfolio company's assets and (vii) offers from third parties to buy the portfolio company. Oaktree may probability weight potential sale outcomes with respect to a portfolio company when uncertainty exists as of the valuation date. The third valuation technique is a market yield technique, which is typically performed for non-credit impaired debt investments. In the market yield technique, a current price is imputed for the investment based upon an assessment of the expected market yield for a similarly structured investment with a similar level of risk, and Oaktree considers the current contractual interest rate, the capital structure and other terms of the investment relative to risk of the company and the specific investment. A key determinant of risk, among other things, is the leverage through the investment relative to the EV of the portfolio company. As debt investments held by the Company are substantially illiquid with no active transaction market, Oaktree depends on primary market data, including newly funded transactions and industry specific market movements, as well as secondary market data with respect to high yield debt instruments and syndicated loans, as inputs in determining the appropriate market yield, as applicable. In accordance with ASC 820-10, certain investments that qualify as investment companies in accordance with ASC 946 may be valued using net asset value as a practical expedient for fair value. Consistent with FASB guidance under ASC 820, these investments are excluded from the hierarchical levels. These investments are generally not redeemable. Oaktree estimates the fair value of certain privately held warrants using a Black Scholes pricing model, which includes an analysis of various factors and subjective assumptions, including the current stock price (by using an EV analysis as described above), the expected period until exercise, expected volatility of the underlying stock price, expected dividends and the risk free rate. Changes in the subjective input assumptions can materially affect the fair value estimates. Rule 2a-5 under the Investment Company Act permits boards of directors of registered investment companies and Business Development Companies to either (i) choose to determine fair value in good faith or (ii) designate a valuation designee tasked with determining fair value in good faith, subject to the board’s oversight. The Company's Board of Directors has designated Oaktree to serve as its valuation designee effective September 8, 2022. Oaktree undertakes a multi-step valuation process each quarter in connection with determining the fair value of the Company's investments: • The quarterly valuation process begins with each portfolio company or investment being initially valued by Oaktree's valuation team; • Preliminary valuations are then reviewed and discussed with management of Oaktree; • Separately, independent valuation firms prepare valuations of the Company's investments, on a selected basis, for which market quotations are not readily available or are readily available but deemed not reflective of the fair value of the investment, and submit the reports to the Company and provide such reports to Oaktree; • Oaktree compares and contrasts its preliminary valuations to the valuations of the independent valuation firms and prepares a valuation report for the Audit Committee; • The Audit Committee reviews the valuation report with Oaktree, and Oaktree responds and supplements the valuation report to reflect any discussions between Oaktree and the Audit Committee; and • Oaktree, as valuation designee, determines the fair value of each investment in the Company's portfolio. The fair value of the Company's investments as of December 31, 2022 and September 30, 2022 was determined by Oaktree, as the Company's valuation designee. The Company has and will continue to engage independent valuation firms to provide assistance regarding the determination of the fair value of a portion of its portfolio securities for which market quotations are not readily available or are readily available but deemed not reflective of the fair value of the investment each quarter. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Company’s investments may fluctuate from period to period. Because of the inherent uncertainty of valuation, these estimated values may differ significantly from the values that would have been reported had a ready market for the investments existed, and it is reasonably possible that the difference could be material. |
Foreign Currency Translation | Foreign Currency Translation: The accounting records of the Company are maintained in U.S. dollars. All assets and liabilities denominated in foreign currencies are translated into U.S. dollars based on the prevailing foreign exchange rate on the reporting date. The Company does not isolate that portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. The Company’s investments in foreign securities may involve certain risks, including foreign exchange restrictions, expropriation, taxation or other political, social or economic risks, all of which could affect the market and/or credit risk of the investment. In addition, changes in the relationship of foreign currencies to the U.S. dollar can significantly affect the value of these investments and therefore the earnings of the Company. |
Derivative Instruments | Derivative Instruments: Foreign Currency Forward Contracts The Company uses foreign currency forward contracts to reduce the Company's exposure to fluctuations in the value of foreign currencies. In a foreign currency forward contract, the Company agrees to receive or deliver a fixed quantity of one currency for another at a pre-determined price at a future date. Foreign currency forward contracts are marked-to-market at the applicable forward rate. Unrealized appreciation (depreciation) on foreign currency forward contracts is recorded within derivative assets or derivative liabilities on the Consolidated Statements of Assets and Liabilities by counterparty on a net basis, not taking into account collateral posted which is recorded separately, if applicable. Purchases and settlements of foreign currency forward contracts having the same settlement date and counterparty are generally settled net and any realized gains or losses are recognized on the settlement date. The Company does not utilize hedge accounting with respect to foreign currency forward contracts and as such, the Company recognizes its foreign currency forward contracts at fair value with changes included in the net unrealized appreciation (depreciation) on the Consolidated Statements of Operations. Interest Rate Swaps The Company uses an interest rate swap to hedge some of the Company's fixed rate debt. The Company designated the interest rate swap as the hedging instrument in an effective hedge accounting relationship, and therefore the periodic payments are recognized as components of interest expense in the Consolidated Statements of Operations. Depending on the nature of the balance at period end, the fair value of the interest rate swap is either included as a derivative asset or derivative liability on the Company's Consolidated Statements of Assets and Liabilities. The change in fair value of the interest rate swap is offset by a change in the carrying value of the fixed rate debt. Any amounts paid to the counterparty to cover collateral obligations under the terms of the interest rate swap agreement are included in due from broker on the Company's Consolidated Statements of Assets and Liabilities. |
Investment Income | Investment Income: Interest Income Interest income, adjusted for accretion of original issue discount ("OID"), is recorded on an accrual basis to the extent that such amounts are expected to be collected. The Company stops accruing interest on investments when it is determined that interest is no longer collectible. Investments that are expected to pay regularly scheduled interest in cash are generally placed on non-accrual status when there is reasonable doubt that principal or interest cash payments will be collected. Cash interest payments received on investments may be recognized as income or a return of capital depending upon management’s judgment. A non-accrual investment is restored to accrual status if past due principal and interest are paid in cash and the portfolio company, in management’s judgment, is likely to continue timely payment of its remaining obligations. As of each of December 31, 2022 and September 30, 2022, there were no investments on non-accrual status. In connection with its investment in a portfolio company, the Company sometimes receives nominal cost equity that is valued as part of the negotiation process with the portfolio company. When the Company receives nominal cost equity, the Company allocates its cost basis in the investment between debt securities and the nominal cost equity at the time of origination. Any resulting discount from recording the loan, or otherwise purchasing a security at a discount, is accreted into interest income over the life of the loan. PIK Interest Income The Company's investments in debt securities may contain PIK interest provisions. PIK interest, which generally represents contractually deferred interest added to the loan balance that is generally due at the end of the loan term, is generally recorded on the accrual basis to the extent such amounts are expected to be collected. The Company generally ceases accruing PIK interest if there is insufficient value to support the accrual or if the Company does not expect the portfolio company to be able to pay all principal and interest due. The Company's decision to cease accruing PIK interest on a loan or debt security involves subjective judgments and determinations based on available information about a particular portfolio company, including whether the portfolio company is current with respect to its payment of principal and interest on its loans and debt securities; financial statements and financial projections for the portfolio company; the Company's assessment of the portfolio company's business development success; information obtained by the Company in connection with periodic formal update interviews with the portfolio company's management and, if appropriate, the private equity sponsor; and information about the general economic and market conditions in which the portfolio company operates. The Company's determination to cease accruing PIK interest is generally made well before the Company's full write-down of a loan or debt security. In addition, if it is subsequently determined that the Company will not be able to collect any previously accrued PIK interest, the fair value of the loans or debt securities would be reduced by the amount of such previously accrued, but uncollectible, PIK interest. The accrual of PIK interest on the Company’s debt investments increases the recorded cost bases of these investments in the Consolidated Financial Statements including for purposes of computing the capital gains incentive fee payable by the Company to Oaktree. To maintain its status as a RIC, certain income from PIK interest may be required to be distributed to the Company’s stockholders, even though the Company has not yet collected the cash and may never do so. Fee Income Oaktree or its affiliates may provide financial advisory services to portfolio companies and, in return, the Company may receive fees for capital structuring services. These fees are generally non-recurring and are recognized by the Company upon the investment closing date. The Company may also receive additional fees in the ordinary course of business, including servicing, amendment and prepayment fees, which are classified as fee income and recognized as they are earned or the services are rendered. The Company has also structured exit fees across certain of its portfolio investments to be received upon the future exit of those investments. These fees are typically paid to the Company upon the earliest to occur of (i) a sale of the borrower or substantially all of the assets of the borrower, (ii) the maturity date of the loan or (iii) the date when full prepayment of the loan occurs. The receipt of such fees is contingent upon the occurrence of one of the events listed above for each of the investments. These fees are included in net investment income over the life of the loan. Dividend Income The Company generally recognizes dividend income on the ex-dividend date for public securities and the record date for private equity investments. Distributions received from private equity investments are evaluated to determine if the distribution should be recorded as dividend income or a return of capital. Generally, the Company will not record distributions from private equity investments as dividend income unless there are sufficient earnings at the portfolio company prior to the distribution. Distributions that are classified as a return of capital are recorded as a reduction in the cost basis of the investment. |
Cash and Cash Equivalents and Restricted Cash | Cash and Cash Equivalents and Restricted Cash: Cash and cash equivalents consist of demand deposits and highly liquid investments with maturities of three months or less when acquired. The Company places its cash and cash equivalents and restricted cash with financial institutions and, at times, cash held in bank accounts may exceed the Federal Deposit Insurance Corporation ("FDIC") insurance limit. Cash and cash equivalents are included on the Company's Consolidated Schedule of Investments and cash equivalents are classified as Level 1 assets. |
Due From Portfolio Companies | Due from Portfolio Companies: Due from portfolio companies consists of amounts payable to the Company from its portfolio companies, including proceeds from the sale of portfolio companies not yet received or being held in escrow and excluding those amounts attributable to interest, dividends or fees receivable. These amounts are recognized as they become payable to the Company ( e.g. , principal payments on the scheduled amortization payment date). |
Receivables/Payables from Unsettled Transactions | Receivables/Payables from Unsettled Transactions: Receivables/payables from unsettled transactions consist of amounts receivable to or payable by the Company for transactions that have not settled at the reporting date. |
Deferred Financing Costs | Deferred Financing Costs: Deferred financing costs consist of fees and expenses paid in connection with the closing or amending of credit facilities and debt offerings. Deferred financing costs in connection with credit facilities are capitalized as an asset when incurred. Deferred financing costs in connection with all other debt arrangements are a direct deduction from the related debt liability when incurred. Deferred financing costs are amortized using the effective interest method over the term of the respective debt arrangement. This amortization expense is included in interest expense in the Company's Consolidated Statements of Operations. Upon early termination or modification of a credit facility, all or a portion of unamortized fees related to such facility may be accelerated into interest expense. For extinguishments of the Company’s unsecured notes payable, any unamortized deferred financing costs are deducted from the carrying amount of the debt in determining the gain or loss from the extinguishment. |
Deferred Offering Costs | Deferred Offering Costs: Legal fees and other costs incurred in connection with the Company’s shelf registration statement are capitalized as deferred offering costs in the Consolidated Statements of Assets and Liabilities. To the extent any such costs relate to equity offerings, these costs are charged as a reduction of capital upon utilization. To the extent any such costs relate to debt offerings, these costs are treated as deferred financing costs and are amortized over the term of the respective debt arrangement. Any deferred offering costs that remain at the expiration of the shelf registration statement or when it becomes probable that an offering will not be completed are expensed. |
Income Taxes | Income Taxes: The Company has elected to be subject to tax as a RIC under Subchapter M of the Code and operates in a manner so as to qualify for the tax treatment applicable to RICs. In order to be subject to tax as a RIC, among other things, the Company is required to meet certain source of income and asset diversification requirements and timely distribute dividends to its stockholders of an amount generally at least equal to 90% of investment company taxable income, as defined by the Code and determined without regard to any deduction for dividends paid, for each taxable year. As a RIC, the Company is not subject to U.S. federal income tax on the portion of its taxable income and gains distributed currently to stockholders as a dividend. Depending on the level of taxable income earned during a taxable year, the Company may choose to retain taxable income in excess of current year dividend distributions and would distribute such taxable income in the next taxable year. The Company would then incur a 4% excise tax on such income, as required. To the extent that the Company determines that its estimated current year annual taxable income, determined on a calendar year basis, could exceed estimated current calendar year dividend distributions, the Company accrues excise tax, if any, on estimated excess taxable income as taxable income is earned. The Company anticipates timely distribution of its taxable income within the tax rules under Subchapter M of the Code. The Company did not incur a U.S. federal excise tax for calendar year 2021. For the calendar year 2022, the Company incurred $0.1 million of excise tax. The Company does not expect to incur a U.S. federal excise tax for calendar year 2023. The Company holds certain portfolio investments through taxable subsidiaries. The purpose of the Company's taxable subsidiaries is to permit the Company to hold equity investments in portfolio companies which are "pass through" entities for U.S. federal income tax purposes in order to comply with the RIC tax requirements. The taxable subsidiaries are consolidated for financial reporting purposes, and portfolio investments held by them are included in the Company’s Consolidated Financial Statements as portfolio investments and recorded at fair value. The taxable subsidiaries are not consolidated with the Company for U.S. federal income tax purposes and may generate income tax expense, or benefit, and the related tax assets and liabilities, as a result of their ownership of certain portfolio investments. This income tax expense, if any, would be reflected in the Company's Consolidated Statements of Operations. The Company uses the liability method to account for its taxable subsidiaries' income taxes. Using this method, the Company recognizes deferred tax assets and liabilities for the estimated future tax effects attributable to temporary differences between financial reporting and tax bases of assets and liabilities. In addition, the Company recognizes deferred tax benefits associated with net operating loss carry forwards that it may use to offset future tax obligations. The Company measures deferred tax assets and liabilities using the enacted tax rates expected to apply to taxable income in the years in which it expects to recover or settle those temporary differences. FASB ASC Topic 740, Accounting for Uncertainty in Income Taxes ("ASC 740"), provides guidance for how uncertain tax positions should be recognized, measured, presented and disclosed in the Company's Consolidated Financial Statements. ASC 740 requires the evaluation of tax positions taken or expected to be taken in the course of preparing the Company's tax returns to determine whether the tax positions are "more-likely-than-not" of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold are recorded as a tax benefit or expense in the current year. Management's determinations regarding ASC 740 may be subject to review and adjustment at a later date based upon factors including an ongoing analysis of tax laws, regulations and interpretations thereof. The Company recognizes the tax benefits of uncertain tax positions only where the position is "more-likely-than-not" to be sustained assuming examination by tax authorities. Management has analyzed the Company's tax positions and has concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions taken on returns filed for open tax years 2019, 2020 and 2021. The Company identifies its major tax jurisdictions as U.S. Federal and California, and the Company is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next 12 months. |
Recently Adopted Accounting Pronouncements | Recently Adopted Accounting PronouncementsIn March 2020, the FASB issued ASU 2020-04, Reference Rate Reform (Topic 848) Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional expedients and exceptions for applying GAAP to contracts, hedging relationships, and other transactions to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform on financial reporting if certain criteria are met. The guidance is effective from March 12, 2020 through December 31, 2022. As of December 31, 2022, the adoption of this guidance did not have an impact on the Company's Consolidated Financial Statements |
Portfolio Investments (Tables)
Portfolio Investments (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Schedule of Investments [Abstract] | |
Composition of Investments | Below is certain summarized financial information for SLF JV I as of December 31, 2022 and September 30, 2022 and for the three months ended December 31, 2022 and 2021: December 31, 2022 September 30, 2022 Selected Balance Sheet Information: Investments at fair value (cost December 31, 2022: $380,682; cost September 30, 2022: $382,673) $ 355,427 $ 359,625 Cash and cash equivalents 39,259 14,274 Restricted cash 6,612 5,642 Other assets 8,106 5,686 Total assets $ 409,404 $ 385,227 Senior credit facility payable $ 226,000 $ 230,000 SLF JV I Notes payable at fair value (proceeds December 31, 2022: $128,750; proceeds September 30, 2022: $110,000) 128,750 110,000 Other liabilities 27,094 21,539 Total liabilities $ 381,844 $ 361,539 Members' equity 27,560 23,688 Total liabilities and members' equity $ 409,404 $ 385,227 Three months ended December 31, 2022 Three months ended December 31, 2021 Selected Statements of Operations Information: Interest income $ 8,781 $ 5,423 Other income — 11 Total investment income 8,781 5,434 Senior credit facility interest expense 3,709 1,514 SLF JV I Notes interest expense 2,982 2,249 Other expenses 69 79 Total expenses (1) 6,760 3,842 Net investment income 2,021 1,592 Net unrealized appreciation (depreciation) (2,207) (525) Net realized gains (losses) (992) 374 Net income (loss) $ (1,178) $ 1,441 __________ (1) There are no management fees or incentive fees charged at SLF JV I. Below is certain summarized financial information for the Glick JV as of December 31, 2022 and September 30, 2022 and for the three months ended December 31, 2022 and December 31, 2021: December 31, 2022 September 30, 2022 Selected Balance Sheet Information: Investments at fair value (cost December 31, 2022: $131,077; September 30, 2022: $140,083) $ 123,339 $ 133,144 Cash and cash equivalents 9,777 7,021 Restricted cash 1,747 1,788 Other assets 2,592 4,855 Total assets $ 137,455 $ 146,808 Senior credit facility payable $ 76,082 $ 82,082 Glick JV Notes payable at fair value (proceeds December 31, 2022: $67,485; September 30, 2022: $68,185) 56,614 57,463 Other liabilities 4,759 7,263 Total liabilities $ 137,455 $ 146,808 Members' equity — — Total liabilities and members' equity $ 137,455 $ 146,808 For the three months ended December 31, 2022 For the three months ended December 31, 2021 Selected Statements of Operations Information: Interest income $ 3,403 $ 2,160 Fee income — — Total investment income 3,403 2,160 Senior credit facility interest expense 1,285 510 Glick JV Notes interest expense 1,324 818 Other expenses 53 39 Total expenses (1) 2,662 1,367 Net investment income 741 793 Net unrealized appreciation (depreciation) (651) (882) Realized gain (loss) (90) 89 Net income (loss) $ — $ — __________ (1) There are no management fees or incentive fees charged at the Glick JV. |
Investment Holdings, Schedule of Investments | The composition of the Company's investments as of December 31, 2022 and September 30, 2022 at cost and fair value was as follows: December 31, 2022 September 30, 2022 Cost Fair Value Cost Fair Value Investments in debt securities $ 2,428,251 $ 2,343,380 $ 2,294,392 $ 2,223,329 Investments in equity securities 132,355 113,190 127,596 103,534 Debt investments in the JVs 162,617 162,192 146,444 146,533 Equity investments in the JVs 54,791 24,108 49,322 20,715 Total $ 2,778,014 $ 2,642,870 $ 2,617,754 $ 2,494,111 The following table presents the composition of the Company's debt investments as of December 31, 2022 and September 30, 2022 at fixed rates and floating rates: December 31, 2022 September 30, 2022 Fair Value % of Debt Fair Value % of Debt Floating rate debt securities, including the debt investments in the JVs $ 2,188,193 87.33 % $ 2,049,644 86.49 % Fixed rate debt securities 317,379 12.67 320,218 13.51 Total $ 2,505,572 100.00 % $ 2,369,862 100.00 % The following tables show the composition of the Company's portfolio by industry at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets as of December 31, 2022 and September 30, 2022: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Application Software $ 435,165 15.66 % $ 391,938 14.98 % Multi-Sector Holdings (1) 229,676 8.27 195,766 7.48 Pharmaceuticals 131,307 4.73 126,508 4.83 Data Processing & Outsourced Services 118,058 4.25 120,477 4.60 Biotechnology 111,745 4.02 109,960 4.20 Health Care Technology 110,251 3.97 100,084 3.82 Specialized Finance 87,523 3.15 80,864 3.09 Industrial Machinery 81,483 2.93 81,787 3.12 Health Care Services 65,732 2.37 58,674 2.24 Internet & Direct Marketing Retail 65,585 2.36 67,926 2.59 Aerospace & Defense 61,993 2.23 61,963 2.37 Construction & Engineering 60,828 2.19 60,996 2.33 Health Care Distributors 58,320 2.10 57,112 2.18 Other Diversified Financial Services 57,241 2.06 29,300 1.12 Personal Products 53,190 1.91 53,214 2.03 Automotive Retail 51,663 1.86 59,254 2.26 Auto Parts & Equipment 51,067 1.84 12,474 0.48 Real Estate Operating Companies 49,980 1.80 47,585 1.82 Fertilizers & Agricultural Chemicals 49,271 1.77 49,301 1.88 Internet Services & Infrastructure 49,271 1.77 54,095 2.07 Metal & Glass Containers 47,128 1.70 47,704 1.82 Home Improvement Retail 45,266 1.63 45,802 1.75 Soft Drinks 43,935 1.58 34,272 1.31 Airport Services 43,748 1.57 43,322 1.65 Leisure Facilities 41,182 1.48 39,768 1.52 Insurance Brokers 39,268 1.41 35,628 1.36 Diversified Support Services 38,167 1.37 37,992 1.45 Specialty Chemicals 37,298 1.34 37,319 1.43 Health Care Supplies 36,693 1.32 36,471 1.39 Real Estate Services 36,233 1.30 40,243 1.54 Integrated Telecommunication Services 34,635 1.25 34,628 1.32 Electrical Components & Equipment 33,813 1.22 33,814 1.29 Advertising 27,507 0.99 28,245 1.08 Movies & Entertainment 26,202 0.94 26,161 1.00 Distributors 25,262 0.91 25,278 0.97 Airlines 24,034 0.87 — — Health Care Equipment 21,838 0.79 24,353 0.93 Environmental & Facilities Services 21,156 0.76 20,857 0.80 Oil & Gas Storage & Transportation 19,934 0.72 22,290 0.85 Home Furnishings 19,554 0.70 19,550 0.75 Systems Software 14,895 0.54 14,890 0.57 Consumer Finance 14,503 0.52 14,492 0.55 Hotels, Resorts & Cruise Lines 13,943 0.50 13,960 0.53 IT Consulting & Other Services 11,684 0.42 11,697 0.45 Restaurants 9,343 0.34 9,338 0.36 Education Services 9,070 0.33 9,080 0.35 Cable & Satellite 8,012 0.29 20,716 0.79 Research & Consulting Services 7,848 0.28 9,187 0.35 Apparel, Accessories & Luxury Goods 5,165 0.19 5,165 0.20 Air Freight & Logistics 4,925 0.18 7,295 0.28 Integrated Oil & Gas 4,873 0.18 4,866 0.19 Apparel Retail 4,727 0.17 5,268 0.20 Food Distributors 4,655 0.17 4,646 0.18 Specialized REITs 4,334 0.16 4,318 0.16 Real Estate Development 4,278 0.15 — — Diversified Banks 3,515 0.13 3,515 0.13 Technology Distributors 3,163 0.11 3,163 0.12 Construction Materials 2,353 0.08 2,331 0.09 Housewares & Specialties 2,217 0.08 2,293 0.09 Electronic Components 2,095 0.08 2,092 0.08 Alternative Carriers 214 0.01 212 0.01 Oil & Gas Refining & Marketing — — 8,627 0.33 Trading Companies & Distributors — — 7,628 0.29 $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Application Software $ 422,862 15.95 % 35.18 % $ 384,589 15.43 % 30.87 % Multi-Sector Holdings (1) 198,904 7.53 16.55 167,248 6.71 13.43 Pharmaceuticals 127,414 4.82 10.60 119,511 4.79 9.59 Biotechnology 115,489 4.37 9.61 108,465 4.35 8.71 Data Processing & Outsourced Services 106,224 4.02 8.84 111,335 4.46 8.94 Health Care Technology 103,479 3.92 8.61 97,315 3.90 7.81 Industrial Machinery 79,791 3.02 6.64 81,008 3.25 6.50 Specialized Finance 79,751 3.02 6.63 73,087 2.93 5.87 Internet & Direct Marketing Retail 66,001 2.50 5.49 70,419 2.82 5.65 Aerospace & Defense 61,490 2.33 5.12 61,881 2.48 4.97 Construction & Engineering 60,938 2.31 5.07 61,188 2.45 4.91 Health Care Distributors 54,898 2.08 4.57 54,662 2.19 4.39 Other Diversified Financial Services 54,080 2.05 4.50 24,326 0.98 1.95 Fertilizers & Agricultural Chemicals 52,292 1.98 4.35 51,972 2.08 4.17 Health Care Services 51,260 1.94 4.26 45,943 1.84 3.69 Automotive Retail 50,681 1.92 4.22 57,629 2.31 4.63 Real Estate Operating Companies 50,127 1.90 4.17 48,062 1.93 3.86 Auto Parts & Equipment 50,015 1.89 4.16 11,469 0.46 0.92 Internet Services & Infrastructure 48,973 1.85 4.07 53,797 2.16 4.32 Personal Products 48,903 1.85 4.07 50,150 2.01 4.03 Home Improvement Retail 45,127 1.71 3.75 45,421 1.82 3.65 Metal & Glass Containers 44,763 1.69 3.72 47,599 1.91 3.82 Soft Drinks 44,387 1.68 3.69 33,670 1.35 2.70 Airport Services 43,267 1.64 3.60 42,883 1.72 3.44 Leisure Facilities 40,578 1.54 3.38 39,258 1.57 3.15 Insurance Brokers 39,057 1.48 3.25 33,081 1.33 2.66 Health Care Supplies 37,776 1.43 3.14 36,577 1.47 2.94 Diversified Support Services 35,626 1.35 2.96 36,712 1.47 2.95 Real Estate Services 35,621 1.35 2.96 39,573 1.59 3.18 Electrical Components & Equipment 32,970 1.25 2.74 32,933 1.32 2.64 Integrated Telecommunication Services 32,041 1.21 2.67 32,201 1.29 2.59 Specialty Chemicals 31,476 1.19 2.62 33,969 1.36 2.73 Movies & Entertainment 26,470 1.00 2.20 26,645 1.07 2.14 Advertising 26,022 0.98 2.16 26,948 1.08 2.16 Airlines 25,864 0.98 2.15 — — — Distributors 24,569 0.93 2.04 24,494 0.98 1.97 Health Care Equipment 22,703 0.86 1.89 24,161 0.97 1.94 Environmental & Facilities Services 20,675 0.78 1.72 20,585 0.83 1.65 Oil & Gas Storage & Transportation 18,113 0.69 1.51 20,853 0.84 1.67 Home Furnishings 17,917 0.68 1.49 18,188 0.73 1.46 Hotels, Resorts & Cruise Lines 13,904 0.53 1.16 13,985 0.56 1.12 Systems Software 12,104 0.46 1.01 12,834 0.51 1.03 Consumer Finance 11,439 0.43 0.95 13,284 0.53 1.07 Education Services 8,938 0.34 0.74 8,582 0.34 0.69 Restaurants 8,610 0.33 0.72 8,692 0.35 0.70 Cable & Satellite 7,968 0.30 0.66 19,576 0.78 1.57 Research & Consulting Services 7,165 0.27 0.60 8,573 0.34 0.69 IT Consulting & Other Services 6,963 0.26 0.58 8,596 0.34 0.69 Integrated Oil & Gas 4,847 0.18 0.40 4,872 0.20 0.39 Apparel Retail 4,675 0.18 0.39 5,223 0.21 0.42 Real Estate Development 4,267 0.16 0.35 — — — Air Freight & Logistics 4,191 0.16 0.35 6,405 0.26 0.51 Food Distributors 3,599 0.14 0.30 3,367 0.13 0.27 Diversified Banks 3,315 0.13 0.28 3,402 0.14 0.27 Specialized REITs 3,230 0.12 0.27 3,264 0.13 0.26 Technology Distributors 2,971 0.11 0.25 2,997 0.12 0.24 Housewares & Specialties 2,265 0.09 0.19 2,456 0.10 0.20 Construction Materials 1,928 0.07 0.16 1,934 0.08 0.16 Electronic Components 1,712 0.06 0.14 1,890 0.08 0.15 Alternative Carriers 185 0.01 0.02 201 0.01 0.02 Oil & Gas Refining & Marketing — — — 8,604 0.34 0.69 Trading Companies & Distributors — — — 5,567 0.22 0.45 Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % SLF JV I Portfolio as of December 31, 2022 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes Access CIG, LLC First Lien Term Loan, LIBOR+3.75% cash due 2/27/2025 7.82 % Diversified Support Services $ 10,067 $ 10,008 $ 9,883 ADB Companies, LLC First Lien Term Loan, SOFR+6.25% cash due 12/18/2025 11.34 % Construction & Engineering 8,413 8,296 8,267 (4) Altice France S.A. First Lien Term Loan, LIBOR+4.00% cash due 8/14/2026 8.65 % Integrated Telecommunication Services 2,992 2,844 2,791 Alvogen Pharma US, Inc. First Lien Term Loan, SOFR+7.50% cash due 6/30/2025 12.23 % Pharmaceuticals 9,150 9,060 9,104 (4) American Rock Salt Company LLC First Lien Term Loan, LIBOR+4.00% cash due 6/9/2028 8.38 % Diversified Metals & Mining 1,995 1,836 1,883 American Tire Distributors, Inc. First Lien Term Loan, LIBOR+6.25% cash due 10/20/2028 10.61 % Distributors 4,860 4,800 4,471 (4) Amplify Finco Pty Ltd. First Lien Term Loan, LIBOR+4.25% cash due 11/26/2026 8.98 % Movies & Entertainment 7,780 7,702 7,501 (4) Anastasia Parent, LLC First Lien Term Loan, LIBOR+3.75% cash due 8/11/2025 8.48 % Personal Products 1,535 1,200 1,149 (4) Apptio, Inc. First Lien Term Loan, LIBOR+6.00% cash due 1/10/2025 9.94 % Application Software 4,615 4,584 4,523 (4) Apptio, Inc. First Lien Revolver, LIBOR+6.00% cash due 1/10/2025 9.94 % Application Software 231 228 223 (4)(5) Total Apptio, Inc. 4,846 4,812 4,746 ASP-R-PAC Acquisition Co LLC First Lien Term Loan, LIBOR+6.00% cash due 12/29/2027 10.38 % Paper Packaging 4,166 4,097 4,012 ASP-R-PAC Acquisition Co LLC First Lien Revolver, LIBOR+6.00% cash due 12/29/2027 Paper Packaging — (8) (18) (5) Total ASP-R-PAC Acquisition Co LLC 4,166 4,089 3,994 Astra Acquisition Corp. First Lien Term Loan, LIBOR+5.25% cash due 10/25/2028 9.63 % Application Software 5,052 4,866 4,484 (4) Asurion, LLC First Lien Term Loan, SOFR+4.00% cash due 8/19/2028 8.68 % Property & Casualty Insurance 4,988 4,752 4,463 Asurion, LLC Second Lien Term Loan, LIBOR+5.25% cash due 1/20/2029 9.63 % Property & Casualty Insurance 4,346 3,995 3,404 Total Asurion, LLC 9,334 8,747 7,867 athenahealth Group Inc. First Lien Term Loan, SOFR+3.50% cash due 2/15/2029 7.82 % Health Care Technology 2,558 2,353 2,316 athenahealth Group Inc. First Lien Delayed Draw Term Loan, SOFR+3.50% cash due 2/15/2029 7.82 % Health Care Technology 109 74 68 (5) Total athenahealth Group Inc. 2,667 2,427 2,384 Aurora Lux Finco S.À.R.L. First Lien Term Loan, LIBOR+6.00% cash due 12/24/2026 10.32 % Airport Services 6,321 6,232 6,012 (4) BAART Programs, Inc. First Lien Term Loan, LIBOR+5.00% cash due 6/11/2027 9.07 % Health Care Services 6,354 6,295 6,176 BAART Programs, Inc. First Lien Delayed Draw Term Loan, LIBOR+5.00% cash due 6/11/2027 9.73 % Health Care Services 1,767 1,747 1,682 (4)(5) Total BAART Programs, Inc. 8,121 8,042 7,858 Blackhawk Network Holdings, Inc. First Lien Term Loan, LIBOR+3.00% cash due 6/15/2025 7.08 % Data Processing & Outsourced Services 9,550 9,542 9,331 Boxer Parent Company Inc. First Lien Term Loan, LIBOR+3.75% cash due 10/2/2025 8.13 % Systems Software 1,994 1,917 1,914 BYJU's Alpha, Inc. First Lien Term Loan, LIBOR+6.00% cash due 11/24/2026 10.70 % Application Software 7,425 7,335 5,988 C5 Technology Holdings, LLC 171 Common Units Data Processing & Outsourced Services — — (4) C5 Technology Holdings, LLC 7,193,539.63 Preferred Units Data Processing & Outsourced Services 7,194 5,683 (4) Total C5 Technology Holdings, LLC 7,194 5,683 Cengage Learning, Inc. First Lien Term Loan, LIBOR+4.75% cash due 7/14/2026 7.81 % Education Services 2,992 2,734 2,698 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes Centerline Communications, LLC First Lien Term Loan, SOFR+5.50% cash due 8/10/2023 10.43 % Wireless Telecommunication Services $ 6,345 $ 6,242 $ 6,231 Centerline Communications, LLC First Lien Revolver, SOFR+5.50% cash due 8/10/2027 Wireless Telecommunication Services — (10) (10) (5) Total Centerline Communications, LLC 6,345 6,232 6,221 Convergeone Holdings, Inc. First Lien Term Loan, LIBOR+5.00% cash due 1/4/2026 9.38 % IT Consulting & Other Services 7,354 7,200 4,309 (4) Covetrus, Inc. First Lien Term Loan, SOFR+5.00% cash due 9/20/2029 9.58 % Health Care Distributors 5,375 5,053 5,050 (4) Curium Bidco S.à.r.l. First Lien Term Loan, LIBOR+4.00% cash due 7/9/2026 8.73 % Biotechnology 7,800 7,726 7,644 Curium Bidco S.à.r.l. First Lien Term Loan, LIBOR+4.25% cash due 12/2/2027 8.98 % Biotechnology 997 978 975 Total Curium Bidco S.à.r.l. 8,797 8,704 8,619 DirecTV Financing, LLC First Lien Term Loan, LIBOR+5.00% cash due 8/2/2027 9.38 % Cable & Satellite 6,277 6,178 6,124 (4) Domtar Corporation First Lien Term Loan, LIBOR+5.50% cash due 11/30/2028 9.79 % Paper Products 4,090 4,055 3,926 DTI Holdco, Inc. First Lien Term Loan, SOFR+4.75% cash due 4/26/2029 8.84 % Research & Consulting Services 7,980 7,835 7,372 (4) eResearch Technology, Inc. First Lien Term Loan, LIBOR+4.50% cash due 2/4/2027 8.88 % Application Software 7,811 7,681 6,915 Gibson Brands, Inc. First Lien Term Loan, LIBOR+5.00% cash due 8/11/2028 9.13 % Leisure Products 7,425 7,351 5,495 Global Medical Response, Inc. First Lien Term Loan, LIBOR+4.25% cash due 10/2/2025 8.42 % Health Care Services 1,260 1,246 891 Harbor Purchaser Inc. First Lien Term Loan, SOFR+5.25% cash due 4/9/2029 9.67 % Education Services 7,980 7,764 7,613 (4) Indivior Finance S.À.R.L. First Lien Term Loan, SOFR+5.25% cash due 6/30/2026 10.09 % Pharmaceuticals 7,388 7,282 7,277 INW Manufacturing, LLC First Lien Term Loan, LIBOR+5.75% cash due 3/25/2027 10.48 % Personal Products 9,375 9,172 8,016 (4) Iris Holding, Inc. First Lien Term Loan, SOFR+4.75% cash due 6/28/2028 8.94 % Metal & Glass Containers 4,988 4,630 4,548 LABL, Inc. First Lien Term Loan, LIBOR+5.00% cash due 10/29/2028 9.38 % Office Services & Supplies 2,992 2,858 2,848 LaserAway Intermediate Holdings II, LLC First Lien Term Loan, LIBOR+5.75% cash due 10/14/2027 9.76 % Health Care Services 7,425 7,306 7,295 Lightbox Intermediate, L.P. First Lien Term Loan, LIBOR+5.00% cash due 5/9/2026 9.73 % Real Estate Services 11,337 11,152 10,941 (4) LogMeIn, Inc. First Lien Term Loan, LIBOR+4.75% cash due 8/31/2027 9.14 % Application Software 7,840 7,736 5,080 LTI Holdings, Inc. First Lien Term Loan, LIBOR+3.50% cash due 9/6/2025 7.88 % Electronic Components 7,347 7,270 7,050 McAfee Corp. First Lien Term Loan, SOFR+3.75% cash due 3/1/2029 7.97 % Systems Software 1,995 1,876 1,862 Mindbody, Inc. First Lien Term Loan, LIBOR+7.00% cash due 2/14/2025 11.72 % Internet Services & Infrastructure 4,668 4,636 4,566 (4) Mindbody, Inc. First Lien Revolver, LIBOR+8.00% cash due 2/14/2025 Internet Services & Infrastructure — (3) (10) (4)(5) Total Mindbody, Inc. 4,668 4,633 4,556 MRI Software LLC First Lien Term Loan, LIBOR+5.50% cash due 2/10/2026 10.23 % Application Software 10,611 10,416 10,227 (4) MRI Software LLC First Lien Revolver, LIBOR+5.50% cash due 2/10/2026 Application Software — (3) (12) (4)(5) Total MRI Software LLC 10,611 10,413 10,215 Northern Star Industries Inc. First Lien Term Loan, LIBOR+4.50% cash due 3/31/2025 9.23 % Electrical Components & Equipment 6,668 6,657 6,467 OEConnection LLC First Lien Term Loan, SOFR+4.00% cash due 9/25/2026 8.42 % Application Software 7,757 7,721 7,411 (4) Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes Park Place Technologies, LLC First Lien Term Loan, SOFR+5.00% cash due 11/10/2027 9.42 % Internet Services & Infrastructure $ 9,900 $ 9,504 $ 9,362 (4) Planview Parent, Inc. First Lien Term Loan, LIBOR+4.00% cash due 12/17/2027 8.73 % Application Software 2,435 2,294 2,274 Planview Parent, Inc. Second Lien Term Loan, LIBOR+7.25% cash due 12/18/2028 11.98 % Application Software 4,503 4,435 4,041 (4) Total Planview Parent, Inc. 6,938 6,729 6,315 Pluralsight, LLC First Lien Term Loan, LIBOR+8.00% cash due 4/6/2027 11.83 % Application Software 6,796 6,698 6,626 (4) Pluralsight, LLC First Lien Revolver, LIBOR+8.00% cash due 4/6/2027 Application Software 212 206 201 (4)(5) Total Pluralsight, LLC 7,008 6,904 6,827 RevSpring, Inc. First Lien Term Loan, LIBOR+4.00% cash due 10/11/2025 8.73 % Commercial Printing 9,600 9,583 9,288 SHO Holding I Corporation First Lien Term Loan, LIBOR+5.25% cash due 4/27/2024 9.66 % Footwear 8,179 8,173 6,339 SHO Holding I Corporation First Lien Term Loan, LIBOR+5.23% cash due 4/27/2024 9.64 % Footwear 138 138 120 Total SHO Holding I Corporation 8,317 8,311 6,459 Sorenson Communications, LLC First Lien Term Loan, LIBOR+5.50% cash due 3/17/2026 10.23 % Communications Equipment 2,478 2,454 2,374 Spanx, LLC First Lien Term Loan, LIBOR+5.25% cash due 11/20/2028 9.64 % Apparel Retail 8,910 8,760 8,699 (4) SPX Flow, Inc. First Lien Term Loan, SOFR+4.50% cash due 4/5/2029 8.92 % Industrial Machinery 10,075 9,610 9,436 (4) Supermoose Borrower, LLC First Lien Term Loan, LIBOR+3.75% cash due 8/29/2025 8.48 % Application Software 7,723 7,482 6,688 (4) Surgery Center Holdings, Inc. First Lien Term Loan, LIBOR+3.75% cash due 8/31/2026 8.05 % Health Care Facilities 3,044 3,034 3,014 TIBCO Software Inc. First Lien Term Loan, SOFR+4.50% cash due 3/20/2029 9.18 % Application Software 6,256 5,712 5,602 (4) Touchstone Acquisition, Inc. First Lien Term Loan, LIBOR+6.00% cash due 12/29/2028 10.38 % Health Care Supplies 7,267 7,142 7,104 (4) Veritas US Inc. First Lien Term Loan, LIBOR+5.00% cash due 9/1/2025 9.73 % Application Software 6,354 6,286 4,515 Windstream Services II, LLC First Lien Term Loan, SOFR+6.25% cash due 9/21/2027 10.67 % Integrated Telecommunication Services 7,798 7,587 7,092 (4) WP CPP Holdings, LLC Second Lien Term Loan, LIBOR+7.75% cash due 4/30/2026 12.17 % Aerospace & Defense 6,000 5,974 5,055 (4) WP CPP Holdings, LLC First Lien Term Loan, LIBOR+3.75% cash due 4/30/2025 8.17 % Aerospace & Defense 1,980 1,913 1,732 (4) Total WP CPP Holdings, LLC 7,980 7,887 6,787 Zayo Group Holdings, Inc. First Lien Term Loan, LIBOR+3.00% cash due 3/9/2027 7.38 % Alternative Carriers 2,155 2,009 1,756 Total Portfolio Investments $ 382,148 $ 380,682 $ 355,427 _________ (1) Represents the interest rate as of December 31, 2022. All interest rates are payable in cash, unless otherwise noted. (2) The interest rate on the principal balance outstanding for most of the floating rate loans is indexed to LIBOR and/or an alternate base rate (e.g., prime rate), which typically resets semi-annually, quarterly, or monthly at the borrower's option. Certain loans may also be indexed to SOFR. The borrower may also elect to have multiple interest reset periods for each loan. For each of these loans, the Company has provided the applicable margin over the reference rates based on each respective credit agreement and the cash interest rate as of period end. All the LIBOR shown above is in U.S. dollars. As of December 31, 2022, the reference rates for SLF JV I's variable rate loans were the 30-day LIBOR at 4.38%, the 90-day LIBOR at 4.73%, the 30-day SOFR at 4.32%, the 90-day SOFR at 4.58% and the 180-day SOFR at 4.79%. Most loans include an interest floor, which generally ranges from 0% to 1%. SOFR based contracts may include a credit spread adjustment that is charged in addition to the base rate and the stated spread. (3) Represents the current determination of fair value as of December 31, 2022 utilizing a similar technique as the Company in accordance with ASC 820. However, the determination of such fair value is not included in the valuation process described elsewhere herein. (4) This investment was held by both the Company and SLF JV I as of December 31, 2022. (5) Investment had undrawn commitments. Unamortized fees are classified as unearned income which reduces cost basis, which may result in a negative cost basis. A negative fair value may result from the unfunded commitment being valued below par. SLF JV I Portfolio as of September 30, 2022 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes Access CIG, LLC First Lien Term Loan, LIBOR+3.75% cash due 2/27/2025 6.82 % Diversified Support Services $ 10,093 $ 10,028 $ 9,692 ADB Companies, LLC First Lien Term Loan, SOFR+6.25% cash due 12/18/2025 9.80 % Construction & Engineering 8,518 8,389 8,371 (4) Altice France S.A. First Lien Term Loan, LIBOR+4.00% cash due 8/14/2026 6.91 % Integrated Telecommunication Services 3,000 2,841 2,730 Alvogen Pharma US, Inc. First Lien Term Loan, SOFR+7.50% cash due 6/30/2025 11.20 % Pharmaceuticals 9,267 9,166 9,221 (4) American Tire Distributors, Inc. First Lien Term Loan, LIBOR+6.25% cash due 10/20/2028 9.03 % Distributors 4,873 4,812 4,576 (4) Amplify Finco Pty Ltd. First Lien Term Loan, LIBOR+4.25% cash due 11/26/2026 7.92 % Movies & Entertainment 7,800 7,722 7,527 (4) Anastasia Parent, LLC First Lien Term Loan, LIBOR+3.75% cash due 8/11/2025 7.42 % Personal Products 1,539 1,203 1,232 (4) Apptio, Inc. First Lien Term Loan, LIBOR+6.00% cash due 1/10/2025 8.46 % Application Software 4,615 4,580 4,519 (4) Apptio, Inc. First Lien Revolver, LIBOR+6.00% cash due 1/10/2025 8.46 % Application Software 154 151 146 (4)(5) Total Apptio, Inc. 4,769 4,731 4,665 ASP-R-PAC Acquisition Co LLC First Lien Term Loan, LIBOR+6.00% cash due 12/29/2027 9.67 % Paper Packaging 4,176 4,103 4,080 ASP-R-PAC Acquisition Co LLC First Lien Revolver, LIBOR+6.00% cash due 12/29/2027 Paper Packaging — (9) (11) (5) Total ASP-R-PAC Acquisition Co LLC 4,176 4,094 4,069 Astra Acquisition Corp. First Lien Term Loan, LIBOR+5.25% cash due 10/25/2028 8.37 % Application Software 5,052 4,858 4,319 (4) Asurion, LLC First Lien Term Loan, SOFR+4.00% cash due 8/19/2028 7.70 % Property & Casualty Insurance 5,000 4,753 4,276 Asurion, LLC Second Lien Term Loan, LIBOR+5.25% cash due 1/20/2029 8.37 % Property & Casualty Insurance 4,346 3,981 3,347 Total Asurion, LLC 9,346 8,734 7,623 Aurora Lux Finco S.À.R.L. First Lien Term Loan, LIBOR+6.00% cash due 12/24/2026 8.78 % Airport Services 6,338 6,242 6,027 (4) BAART Programs, Inc. First Lien Term Loan, LIBOR+5.00% cash due 6/11/2027 8.12 % Health Care Services 6,371 6,311 6,148 BAART Programs, Inc. First Lien Delayed Draw Term Loan, LIBOR+5.00% cash due 6/11/2027 8.12 % Health Care Services 1,771 1,751 1,664 (4)(5) Total BAART Programs, Inc. 8,142 8,062 7,812 Blackhawk Network Holdings, Inc. First Lien Term Loan, LIBOR+3.00% cash due 6/15/2025 6.03 % Data Processing & Outsourced Services 9,575 9,566 8,977 BYJU's Alpha, Inc. First Lien Term Loan, LIBOR+6.00% cash due 11/24/2026 8.98 % Application Software 7,444 7,347 5,455 C5 Technology Holdings, LLC 171 Common Units Data Processing & Outsourced Services — — (4) C5 Technology Holdings, LLC 7,193,539.63 Preferred Units Data Processing & Outsourced Services 7,194 5,683 (4) Total C5 Technology Holdings, LLC 7,194 5,683 Centerline Communications, LLC First Lien Term Loan, SOFR+5.50% cash due 8/10/2027 9.12 % Wireless Telecommunication Services 4,358 4,286 4,280 Centerline Communications, LLC First Lien Delayed Draw Term Loan, SOFR+5.50% cash due 8/10/2027 9.12 % Wireless Telecommunication Services 449 432 413 (5) Centerline Communications, LLC First Lien Revolver, SOFR+5.50% cash due 8/10/2027 Wireless Telecommunication Services — (10) (11) (5) Total Centerline Communications, LLC 4,807 4,708 4,682 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes CITGO Petroleum Corp. First Lien Term Loan, LIBOR+6.25% cash due 3/28/2024 9.37 % Oil & Gas Refining & Marketing $ 7,038 $ 6,967 $ 7,057 (4) City Football Group Limited First Lien Term Loan, LIBOR+3.50% cash due 7/21/2028 6.48 % Movies & Entertainment 6,451 6,419 6,166 Convergeone Holdings, Inc. First Lien Term Loan, LIBOR+5.00% cash due 1/4/2026 8.12 % IT Consulting & Other Services 7,373 7,206 5,320 (4) Covetrus, Inc. First Lien Term Loan, SOFR+5.00% cash due 9/20/2029 7.65 % Health Care Distributors 5,375 5,053 5,035 (4) Curium Bidco S.à.r.l. First Lien Term Loan, LIBOR+4.00% cash due 7/9/2026 7.67 % Biotechnology 5,820 5,776 5,587 Dealer Tire, LLC First Lien Term Loan, LIBOR+4.25% cash due 12/12/2025 7.37 % Distributors 2,992 2,935 2,924 Delivery Hero FinCo LLC First Lien Term Loan, SOFR+5.75% cash due 8/12/2027 8.49 % Internet & Direct Marketing Retail 6,035 5,876 5,756 (4) DirecTV Financing, LLC First Lien Term Loan, LIBOR+5.00% cash due 8/2/2027 8.12 % Cable & Satellite 6,436 6,332 6,012 (4) Domtar Corporation First Lien Term Loan, LIBOR+5.50% cash due 11/30/2028 8.26 % Paper Products 4,100 4,065 3,921 DTI Holdco, Inc. First Lien Term Loan, SOFR+4.75% cash due 4/26/2029 7.33 % Research & Consulting Services 8,000 7,849 7,616 (4) Eagle Parent Corp. First Lien Term Loan, SOFR+4.25% cash due 4/1/2029 7.80 % Industrial Machinery 4,478 4,373 4,367 eResearch Technology, Inc. First Lien Term Loan, LIBOR+4.50% cash due 2/4/2027 7.62 % Application Software 7,331 7,258 6,859 Gibson Brands, Inc. First Lien Term Loan, LIBOR+5.00% cash due 8/11/2028 7.94 % Leisure Products 7,444 7,369 6,029 Global Medical Response, Inc. First Lien Term Loan, LIBOR+4.25% cash due 3/14/2025 7.37 % Health Care Services 1,979 1,979 1,722 (4) Global Medical Response, Inc. First Lien Term Loan, LIBOR+4.25% cash due 10/2/2025 6.81 % Health Care Services 2,192 2,165 1,912 Total Global Medical Response, Inc. 4,171 4,144 3,634 Harbor Purchaser Inc. First Lien Term Loan, SOFR+5.25% cash due 4/9/2029 8.38 % Education Services 8,000 7,774 7,310 (4) Indivior Finance S.À.R.L. First Lien Term Loan, SOFR+5.25% cash due 6/30/2026 8.80 % Pharmaceuticals 7,406 7,293 7,286 INW Manufacturing, LLC First Lien Term Loan, LIBOR+5.75% cash due 3/25/2027 9.42 % Personal Products 9,500 9,282 8,408 (4) Iris Holding, Inc. First Lien Term Loan, SOFR+4.75% cash due 6/28/2028 7.89 % Metal & Glass Containers 5,000 4,624 4,610 LaserAway Intermediate Holdings II, LLC First Lien Term Loan, LIBOR+5.75% cash due 10/14/2027 8.23 % Health Care Services 7,444 7,318 7,323 Lightbox Intermediate, L.P. First Lien Term Loan, LIBOR+5.00% cash due 5/9/2026 8.67 % Real Estate Services 7,367 7,315 7,109 (4) LogMeIn, Inc. First Lien Term Loan, LIBOR+4.75% cash due 8/31/2027 7.80 % Application Software 7,860 7,751 5,494 LTI Holdings, Inc. First Lien Term Loan, LIBOR+3.25% cash due 9/6/2025 6.37 % Electronic Components 7,366 7,282 6,835 Mindbody, Inc. First Lien Term Loan, LIBOR+7.00% cash 1.50% PIK due 2/14/2025 10.64 % Internet Services & Infrastructure 4,687 4,651 4,570 (4) Mindbody, Inc. First Lien Revolver, LIBOR+8.00% cash due 2/14/2025 Internet Services & Infrastructure — (4) (12) (4)(5) Total Mindbody, Inc. 4,687 4,647 4,558 MRI Software LLC First Lien Term Loan, LIBOR+5.50% cash due 2/10/2026 9.17 % Application Software 6,139 6,104 5,966 (4) MRI Software LLC First Lien Revolver, LIBOR+5.50% cash due 2/10/2026 Application Software — (3) (10) (4)(5) Total MRI Software LLC 6,139 6,101 5,956 Northern Star Industries Inc. First Lien Term Loan, LIBOR+4.75% cash due 3/31/2025 7.87 % Electrical Components & Equipment 6,685 6,673 6,484 OEConnection LLC First Lien Term Loan, LIBOR+4.00% cash due 9/25/2026 7.12 % Application Software 7,777 7,741 7,505 (4) Park Place Technologies, LLC First Lien Term Loan, SOFR+5.00% cash due 11/10/2027 8.13 % Internet Services & Infrastructure 4,925 4,781 4,687 (4) Peloton Interactive, Inc. First Lien Term Loan, SOFR+6.50% cash due 5/25/2027 8.35 % Leisure Products 5,486 5,251 5,371 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes Planview Parent, Inc. Second Lien Term Loan, LIBOR+7.25% cash due 12/18/2028 10.92 % Application Software $ 4,503 $ 4,435 $ 4,323 (4) Pluralsight, LLC First Lien Term Loan, LIBOR+8.00% cash due 4/6/2027 10.68 % Application Software 6,796 6,694 6,582 (4) Pluralsight, LLC First Lien Revolver, LIBOR+8.00% cash due 4/6/2027 Application Software — (6) (13) (4)(5) Total Pluralsight, LLC 6,796 6,688 6,569 RevSpring, Inc. First Lien Term Loan, LIBOR+4.00% cash due 10/11/2025 7.67 % Commercial Printing 9,625 9,607 9,304 Sabert Corporation First Lien Term Loan, LIBOR+4.50% cash due 12/10/2026 7.63 % Metal & Glass Containers 2,536 2,511 2,435 (4) SHO Holding I Corporation First Lien Term Loan, LIBOR+5.25% cash due 4/27/2024 8.06 % Footwear 8,201 8,194 7,176 SHO Holding I Corporation First Lien Term Loan, LIBOR+5.23% cash due 4/27/2024 8.04 % Footwear 138 138 121 Total SHO Holding I Corporation 8,339 8,332 7,297 Sorenson Communications, LLC First Lien Term Loan, LIBOR+5.50% cash due 3/17/2026 9.17 % Communications Equipment 2,553 2,528 2,454 Spanx, LLC First Lien Term Loan, LIBOR+5.25% cash due 11/20/2028 8.30 % Apparel Retail 8,933 8,776 8,721 (4) SPX Flow, Inc. First Lien Term Loan, SOFR+4.50% cash due 4/5/2029 7.63 % Industrial Machinery 7,500 7,184 6,966 (4) Supermoose Borrower, LLC First Lien Term Loan, LIBOR+3.75% cash due 8/29/2025 7.42 % Application Software 7,743 7,479 6,827 (4) Surgery Center Holdings, Inc. First Lien Term Loan, LIBOR+3.75% cash due 8/31/2026 6.51 % Health Care Facilities 3,377 3,365 3,213 TIBCO Software Inc. First Lien Term Loan, SOFR+4.50% cash due 3/20/2029 8.15 % Application Software 6,256 5,693 5,629 (4) Touchstone Acquisition, Inc. First Lien Term Loan, LIBOR+6.00% cash due 12/29/2028 9.12 % Health Care Supplies 7,285 7,155 7,140 (4) Veritas US Inc. First Lien Term Loan, LIBOR+5.00% cash due 9/1/2025 8.67 % Application Software 6,365 6,290 5,087 Windstream Services II, LLC First Lien Term Loan, LIBOR+6.25% cash due 9/21/2027 9.37 % Integrated Telecommunication Services 7,818 7,596 7,115 (4) WP CPP Holdings, LLC Second Lien Term Loan, LIBOR+7.75% cash due 4/30/2026 10.56 % Aerospace & Defense 6,000 5,972 5,070 (4) WP CPP Holdings, LLC First Lien Term Loan, LIBOR+3.75% cash due 4/30/2025 6.56 % Aerospace & Defense 1,985 1,910 1,783 (4) Total WP CPP Holdings, LLC 7,985 7,882 6,853 Zayo Group Holdings, Inc. First Lien Term Loan, LIBOR+3.00% cash due 3/9/2027 6.12 % Alternative Carriers 2,155 2,000 1,812 Total Portfolio Investments $ 383,194 $ 382,673 $ 359,625 _________ (1) Represents the interest rate as of September 30, 2022. All interest rates are payable in cash, unless otherwise noted. (2) The interest rate on the principal balance outstanding for most of the floating rate loans is indexed to LIBOR and/or an alternate base rate (e.g., prime rate), which typically resets semi-annually, quarterly, or monthly at the borrower's option. Certain loans may also be indexed to SOFR. The borrower may also elect to have multiple interest reset periods for each loan. For each of these loans, the Company has provided the applicable margin over the reference rates based on each respective credit agreement and the cash interest rate as of period end. All the LIBOR shown above is in U.S. dollars. As of September 30, 2022, the reference rates for SLF JV I's variable rate loans were the 30-day LIBOR at 3.12%, the 90-day LIBOR at 3.67%, the 30-day SOFR at 3.03%, the 90-day SOFR at 3.55% and the 180-day SOFR at 3.98%. Most loans include an interest floor, which generally ranges from 0% to 1%. SOFR based contracts may include a credit spread adjustment that is charged in addition to the base rate and the stated spread. (3) Represents the current determination of fair value as of September 30, 2022 utilizing a similar technique as the Company in accordance with ASC 820. However, the determination of such fair value is not included in the valuation process described elsewhere herein. (4) This investment was held by both the Company and SLF JV I as of September 30, 2022. (5) Investment had undrawn commitments. Unamortized fees are classified as unearned income which reduces cost basis, which may result in a negative cost basis. A negative fair value may result from the unfunded commitment being valued below par. Glick JV Portfolio as of December 31, 2022 Portfolio Company Investment Type Cash Interest Rate (1)(2) Industry Principal Cost Fair Value (3) Notes ADB Companies, LLC First Lien Term Loan, SOFR+6.25% cash due 12/18/2025 11.34% Construction & Engineering $ 4,589 $ 4,528 $ 4,510 (4) Alvogen Pharma Inc First Lien Term Loan, SOFR+7.50% cash due 6/30/2025 12.23% Pharmaceuticals 6,479 6,413 6,447 (4) Alvogen Pharma Inc First Lien Term Loan, LIBOR+4.00% cash due 6/9/2028 8.38% Diversified Metals & Mining 997 918 941 Total Alvogen Pharma Inc 7,476 7,331 7,388 American Tire Distributors, Inc. First Lien Term Loan, LIBOR+6.25% cash due 10/20/2028 10.61% Distributors 2,882 2,846 2,652 (4) Amplify Finco Pty Ltd. First Lien Term Loan, LIBOR+4.25% cash due 11/26/2026 8.98% Movies & Entertainment 2,918 2,888 2,813 (4) Anastasia Parent, LLC First Lien Term Loan, L |
Schedule of Financial Instruments Carried at Fair Value | The following table presents the financial instruments carried at fair value as of December 31, 2022 on the Company's Consolidated Statement of Assets and Liabilities for each of the three levels of hierarchy established by ASC 820: Level 1 Level 2 Level 3 Measured at Net Asset Value (a) Total Investments in debt securities (senior secured) $ — $ 233,393 $ 2,047,842 $ — $ 2,281,235 Investments in debt securities (subordinated, including the debt investments in the JVs) — 44,706 179,631 — 224,337 Investments in equity securities (preferred) — — 80,625 — 80,625 Investments in equity securities (common and warrants, including LLC equity interests of the JVs) 5,923 — 26,642 24,108 56,673 Total investments at fair value 5,923 278,099 2,334,740 24,108 2,642,870 Cash equivalents 3,421 — — — 3,421 Total assets at fair value $ 9,344 $ 278,099 $ 2,334,740 $ 24,108 $ 2,646,291 Derivative liability $ — $ 44,139 $ — $ — $ 44,139 Total liabilities at fair value $ — $ 44,139 $ — $ — $ 44,139 __________ (a) In accordance with ASC 820-10, certain investments that are measured using the net asset value per share (or its equivalent) as a practical expedient for fair value have not been classified in the fair value hierarchy. These investments are generally not redeemable. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Statements of Assets and Liabilities. The following table presents the financial instruments carried at fair value as of September 30, 2022 on the Company's Consolidated Statement of Assets and Liabilities for each of the three levels of hierarchy established by ASC 820: Level 1 Level 2 Level 3 Measured at Net Asset Value (a) Total Investments in debt securities (senior secured) $ — $ 255,803 $ 1,910,606 $ — $ 2,166,409 Investments in debt securities (subordinated, including the debt investments in the JVs) — 44,065 159,388 — 203,453 Investments in equity securities (preferred) — — 79,523 — 79,523 Investments in equity securities (common and warrants, including LLC equity interests of the JVs) 4,053 — 19,958 20,715 44,726 Total investments at fair value 4,053 299,868 2,169,475 20,715 2,494,111 Cash equivalents 5,261 — — — 5,261 Derivative assets — 6,789 — — 6,789 Total assets at fair value $ 9,314 $ 306,657 $ 2,169,475 $ 20,715 $ 2,506,161 Derivative liability $ — $ 41,969 $ — $ — $ 41,969 Total liabilities at fair value $ — $ 41,969 $ — $ — $ 41,969 __________ |
Roll-Forward in the Changes in Fair Value | The following table provides a roll-forward in the changes in fair value from September 30, 2022 to December 31, 2022 for all investments for which the Company determined fair value using unobservable (Level 3) factors: Investments Senior Secured Debt Subordinated Preferred Common Total Fair value as of September 30, 2022 $ 1,910,606 $ 159,388 $ 79,523 $ 19,958 $ 2,169,475 Purchases 177,599 21,104 2,579 2,181 203,463 Sales and repayments (55,885) (699) — (48) (56,632) Transfers in (a) 19,075 — — — 19,075 Capitalized PIK interest income 5,763 6 — — 5,769 Accretion of OID 4,114 398 — — 4,512 Net unrealized appreciation (depreciation) (12,271) (566) (1,477) 4,505 (9,809) Net realized gains (losses) (1,159) — — 46 (1,113) Fair value as of December 31, 2022 $ 2,047,842 $ 179,631 $ 80,625 $ 26,642 $ 2,334,740 Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 $ (12,398) $ (566) $ (1,477) $ 4,505 $ (9,936) __________ (a) There was a transfer into Level 3 from Level 2 for an investment during the three months ended December 31, 2022 as a result of a change in the number of market quotes available and/or a change in market liquidity. The following table provides a roll-forward in the changes in fair value from September 30, 2021 to December 31, 2021 for all investments for which the Company determined fair value using unobservable (Level 3) factors: Investments Senior Secured Debt Subordinated Preferred Common Total Fair value as of September 30, 2021 $ 1,878,536 $ 176,317 $ 63,565 $ 43,163 $ 2,161,581 Purchases 191,087 3,589 979 1,441 197,096 Sales and repayments (131,946) (20,185) — (6,503) (158,634) Transfers in (a) 3,178 — — — 3,178 Transfers out (a) (17,070) — — — (17,070) Capitalized PIK interest income 6,172 313 — — 6,485 Accretion of OID 5,378 819 — — 6,197 Net unrealized appreciation (depreciation) (9,877) 516 1,006 6,636 (1,719) Net realized gains (losses) 8,638 — — (2,795) 5,843 Fair value as of December 31, 2021 $ 1,934,096 $ 161,369 $ 65,550 $ 41,942 $ 2,202,957 Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2021 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2021 $ (717) $ 368 $ 1,006 $ 1,139 $ 1,796 __________ (a) There were transfers into/out of Level 3 from/to Level 2 for certain investments during the three months ended December 31, 2021 as a result of a change in the number of market quotes available and/or a change in market liquidity. |
Schedule of Significant Unobservable Inputs for Level 3 Investments | The following table provides quantitative information related to the significant unobservable inputs for Level 3 investments, which are carried at fair value, as of December 31, 2022: Asset Fair Value Valuation Technique Unobservable Input Range Weighted Senior Secured Debt $ 1,692,264 Market Yield Market Yield (b) 9.0% - 33.0% 14.0% 14,297 Enterprise Value EBITDA Multiple (c) 5.0x - 7.0x 6.0x 38,581 Transaction Precedent Transaction Price (d) N/A - N/A N/A 302,700 Broker Quotations Broker Quoted Price (e) N/A - N/A N/A Subordinated Debt 13,706 Market Yield Market Yield (b) 10.0% - 20.0% 11.4% 3,733 Broker Quotations Broker Quoted Price (e) N/A - N/A N/A Debt Investments in the JVs 162,192 Enterprise Value N/A (f) N/A - N/A N/A Preferred & Common Equity 30,226 Enterprise Value Revenue Multiple (c) 0.1x - 4.3x 0.5x 73,822 Enterprise Value EBITDA Multiple (c) 3.0x - 20.0x 14.6x 1,600 Enterprise Value Asset Multiple (c) 0.9x - 1.1x 1.0x 1,619 Transaction Precedent Transaction Price (d) N/A - N/A N/A Total $ 2,334,740 __________ (a) Weighted averages are calculated based on fair value of investments. (b) Used when market participants would take into account market yield when pricing the investment. (c) Used when market participants would use such multiples when pricing the investment. (d) Used when there is an observable transaction or pending event for the investment. (e) Oaktree generally uses prices provided by an independent pricing service which are non-binding indicative prices on or near the valuation date as the primary basis for the fair value determinations for quoted senior secured debt investments. Since these prices are non-binding, they may not be indicative of fair value. Oaktree evaluates the quotations provided by pricing vendors and brokers based on available market information, including trading activity of the subject or similar securities, or by performing a comparable security analysis to ensure that fair values are reasonably estimated. (f) Oaktree determined the value of its subordinated notes of each JV based on the total assets less the total liabilities senior to the subordinated notes held at such JV in an amount not exceeding par under the EV technique. The following table provides quantitative information related to the significant unobservable inputs for Level 3 investments, which are carried at fair value, as of September 30, 2022: Asset Fair Value Valuation Technique Unobservable Input Range Weighted Senior Secured Debt $ 1,599,148 Market Yield Market Yield (b) 9.0% - 30.0% 13.7% 14,333 Enterprise Value EBITDA Multiple (c) 5.0x - 7.0x 6.0x 297,125 Broker Quotations Broker Quoted Price (e) N/A - N/A N/A Subordinated Debt 12,855 Market Yield Market Yield (b) 10.0% - 19.0% 13.8% Debt Investments in the JVs 146,533 Enterprise Value N/A (f) N/A - N/A N/A Preferred & Common Equity 61,693 Enterprise Value Revenue Multiple (c) 0.4x - 10.1x 4.3x 36,913 Enterprise Value EBITDA Multiple (c) 3.0x - 20.0x 11.4x 3 Enterprise Value Asset Multiple (c) 0.9x - 1.1x 1.0x 872 Transaction Precedent Transaction Price (d) N/A - N/A N/A Total $ 2,169,475 __________ (a) Weighted averages are calculated based on fair value of investments. (b) Used when market participants would take into account market yield when pricing the investment. (c) Used when market participants would use such multiples when pricing the investment. (d) Used when there is an observable transaction or pending event for the investment. (e) Oaktree generally uses prices provided by an independent pricing service which are non-binding indicative prices on or near the valuation date as the primary basis for the fair value determinations for quoted senior secured debt investments. Since these prices are non-binding, they may not be indicative of fair value. Oaktree evaluates the quotations provided by pricing vendors and brokers based on available market information, including trading activity of the subject or similar securities, or by performing a comparable security analysis to ensure that fair values are reasonably estimated. (f) Oaktree determined the value of its subordinated notes of each JV based on the total assets less the total liabilities senior to the subordinated notes held at such JV in an amount not exceeding par under the EV technique. |
Fair Value Disclosure of Asset and Liability Not Measured at Fair Value | The following table presents the carrying value and fair value of the Company's financial liabilities disclosed, but not carried, at fair value as of December 31, 2022 and the level of each financial liability within the fair value hierarchy: Carrying Fair Value Level 1 Level 2 Level 3 Syndicated Facility payable $ 695,000 $ 695,000 $ — $ — $ 695,000 Citibank Facility payable 165,000 165,000 — — 165,000 2025 Notes payable (carrying value is net of unamortized financing costs and unaccreted discount) 297,303 286,734 — 286,734 — 2027 Notes payable (carrying value is net of unamortized financing costs, unaccreted discount and interest rate swap fair value adjustment) 306,321 296,835 — 296,835 — Total $ 1,463,624 $ 1,443,569 $ — $ 583,569 $ 860,000 The following table presents the carrying value and fair value of the Company's financial liabilities disclosed, but not carried, at fair value as of September 30, 2022 and the level of each financial liability within the fair value hierarchy: Carrying Fair Value Level 1 Level 2 Level 3 Syndicated Facility payable $ 540,000 $ 540,000 $ — $ — $ 540,000 Citibank Facility payable 160,000 160,000 — — 160,000 2025 Notes payable (carrying value is net of unamortized financing costs and unaccreted discount) 296,991 283,077 — 283,077 — 2027 Notes payable (carrying value is net of unamortized financing costs, unaccreted discount and interest rate swap fair value adjustment) 304,052 294,028 — 294,028 — Total $ 1,301,043 $ 1,277,105 $ — $ 577,105 $ 700,000 |
Portfolio Composition | Summaries of the composition of the Company's portfolio at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets are shown in the following tables: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Senior secured debt $ 2,359,295 84.94 % $ 2,227,245 85.08 % Debt investments in the JVs 162,617 5.85 % 146,444 5.59 % Preferred equity 87,878 3.16 % 85,300 3.26 % Subordinated debt 68,956 2.48 % 67,147 2.57 % LLC equity interests of the JVs 54,791 1.97 % 49,322 1.88 % Common equity and warrants 44,477 1.60 % 42,296 1.62 % Total $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Senior secured debt $ 2,281,235 86.32 % 189.78 % $ 2,166,409 86.86 % 173.93 % Debt investments in the JVs 162,192 6.14 % 13.49 % 146,533 5.88 % 11.77 % Preferred equity 80,625 3.05 % 6.71 % 79,523 3.19 % 6.38 % Subordinated debt 62,145 2.35 % 5.17 % 56,920 2.28 % 4.57 % Common equity and warrants 32,565 1.23 % 2.71 % 24,011 0.96 % 1.93 % LLC equity interests of the JVs 24,108 0.91 % 2.01 % 20,715 0.83 % 1.66 % Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % The geographic composition is determined by the location of the corporate headquarters of the portfolio company, which may not be indicative of the primary source of the portfolio company's business. The following tables show the composition of the Company's portfolio by geographic region at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Northeast $ 772,197 27.78 % $ 747,420 28.55 % Midwest 403,393 14.52 % 373,236 14.26 % Southeast 397,717 14.32 % 356,041 13.60 % West 351,871 12.67 % 358,306 13.69 % International 350,510 12.62 % 301,242 11.51 % Southwest 204,143 7.35 % 221,308 8.45 % South 164,094 5.91 % 168,819 6.45 % Northwest 134,089 4.83 % 91,382 3.49 % Total $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Northeast $ 716,827 27.12 % 59.63 % $ 696,368 27.93 % 55.90 % Midwest 384,219 14.54 % 31.97 % 356,934 14.31 % 28.66 % Southeast 380,276 14.39 % 31.64 % 344,567 13.82 % 27.66 % International 342,447 12.96 % 28.49 % 279,646 11.21 % 22.45 % West 330,698 12.51 % 27.51 % 345,251 13.84 % 27.72 % Southwest 195,818 7.41 % 16.29 % 214,984 8.62 % 17.26 % South 160,150 6.06 % 13.32 % 166,230 6.66 % 13.35 % Northwest 132,435 5.01 % 11.02 % 90,131 3.61 % 7.24 % Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % (Share amounts in thousands) Three months ended Three months ended Net asset value per share at beginning of period $20.38 $21.84 Net investment income (1) 0.63 0.54 Net unrealized appreciation (depreciation) (1) (0.38) (0.08) Net realized gains (losses) (1) (0.05) 0.16 (Provision) benefit for taxes on realized and unrealized gains (losses) (1) 0.01 0.04 Distributions of net investment income to stockholders (0.96) (0.47) Net asset value per share at end of period $19.63 $22.03 Per share market value at beginning of period (7) $18.00 $21.18 Per share market value at end of period (7) $20.61 $22.38 Total return (2) 19.90% 7.92% Common shares outstanding at beginning of period 61,125 60,120 Common shares outstanding at end of period 61,220 60,156 Net assets at beginning of period $1,245,563 $1,312,823 Net assets at end of period $1,201,989 $1,325,061 Average net assets (3) $1,241,806 $1,327,934 Ratio of net investment income to average net assets (4) 12.40% 9.65% Ratio of total expenses to average net assets (4) 13.11% 8.99% Ratio of net expenses to average net assets (4) 12.87% 8.77% Ratio of portfolio turnover to average investments at fair value 4.24% 9.14% Weighted average outstanding debt (5) $1,441,326 $1,331,141 Average debt per share (1) $23.57 $22.14 Asset coverage ratio at end of period (6) 176.31% 200.81% __________ (1) Calculated based upon weighted average shares outstanding for the period. (2) Total return equals the increase or decrease of ending market value over beginning market value, plus distributions, divided by the beginning market value, assuming dividend reinvestment prices obtained under the Company's DRIP. Total return does not include sales load. (3) Calculated based upon the weighted average net assets for the period. (4) Interim periods are annualized. (5) Calculated based upon the weighted average of principal debt outstanding for the period. (6) Based on outstanding senior securities of $1,514.4 million and $1,300.0 million as of December 31, 2022 and 2021, respectively. (7) Per share market values are adjusted to reflect the 1-for-3 reverse stock split of the Company's common stock completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. (8) The share and per share information disclosed in this table has been retrospectively adjusted to reflect the Company's 1-for-3 reverse stock split completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. |
Share Data and Net Assets (Tabl
Share Data and Net Assets (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Stockholders' Equity Note [Abstract] | |
Schedule of Basic and Diluted Earnings Per Share | The following table sets forth the computation of basic and diluted earnings per share, pursuant to ASC Topic 260-10, Earnings per Share , for the three months ended December 31, 2022 and 2021: (Share amounts in thousands) Three months ended Three months ended Earnings (loss) per common share — basic and diluted: Net increase (decrease) in net assets resulting from operations $ 13,172 $ 39,408 Weighted average common shares outstanding — basic and diluted 61,142 60,127 Earnings (loss) per common share — basic and diluted $ 0.22 $ 0.66 |
Schedule of Changes in Net Assets | The following table presents the changes in net assets for the three months ended December 31, 2022: Common Stock (Share amounts in thousands) Shares Par Value Additional paid-in-capital Accumulated Overdistributed Earnings Total Net Assets Balance as of September 30, 2022 61,125 $ 611 $ 1,827,721 $ (582,769) $ 1,245,563 Net investment income — — — 38,808 38,808 Net unrealized appreciation (depreciation) — — — (22,982) (22,982) Net realized gains (losses) — — — (3,203) (3,203) (Provision) benefit for taxes on realized and unrealized gains (losses) — — — 549 549 Distributions to stockholders — — — (58,679) (58,679) Issuance of common stock under dividend reinvestment plan 95 1 1,932 — 1,933 Balance as of December 31, 2022 61,220 $ 612 $ 1,829,653 $ (628,276) $ 1,201,989 The following table presents the changes in net assets for the three months ended December 31, 2021: Common Stock Shares Par Value Additional paid-in-capital Accumulated Overdistributed Earnings Total Net Assets Balance as of September 30, 2021 60,120 $ 601 $ 1,805,557 $ (493,335) $ 1,312,823 Net investment income — — — 32,295 32,295 Net unrealized appreciation (depreciation) — — — (4,586) (4,586) Net realized gains (losses) — — — 9,321 9,321 (Provision) benefit for taxes on realized and unrealized gains (losses) — — — 2,378 2,378 Distributions to stockholders — — — (27,956) (27,956) Issuance of common stock under dividend reinvestment plan 36 1 785 — 786 Balance as of December 31, 2021 60,156 $ 602 $ 1,806,342 $ (481,883) $ 1,325,061 |
Schedule of Distributions | The following table reflects the distributions per share that the Company has paid, including shares issued under the DRIP, on its common stock during the three months ended December 31, 2022 and 2021: Distribution Date Declared Record Date Payment Date Amount Cash DRIP Shares DRIP Shares Quarterly November 10, 2022 December 15, 2022 December 30, 2022 $ 0.54 $ 32.0 million 53,369 (1) $ 1.1 million Special November 10, 2022 December 15, 2022 December 30, 2022 $ 0.42 $ 24.8 million 41,510 (1) $ 0.8 million Total for the three months ended December 31, 2022 $ 0.96 $ 56.8 million 94,879 $ 1.9 million Distribution Date Declared Record Date Payment Date Amount Cash DRIP Shares DRIP Shares Quarterly October 13, 2021 December 15, 2021 December 31, 2021 $ 0.465 $ 27.2 million 35,990 (1) $ 0.8 million Total for the three months ended December 31, 2021 $ 0.465 $ 27.2 million 35,990 $ 0.8 million __________ (1) New shares were issued and distributed. |
Borrowings (Tables)
Borrowings (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Debt Disclosure [Abstract] | |
Components of Debt | The below table presents the components of the carrying value of the 2025 Notes and the 2027 Notes as of December 31, 2022 and September 30, 2022: As of December 31, 2022 As of September 30, 2022 ($ in millions) 2025 Notes 2027 Notes 2025 Notes 2027 Notes Principal $ 300.0 $ 350.0 $ 300.0 $ 350.0 Unamortized financing costs (1.6) (3.1) (1.8) (3.2) Unaccreted discount (1.1) (0.7) (1.2) (0.7) Interest rate swap fair value adjustment — (39.9) — (42.0) Net carrying value $ 297.3 $ 306.3 $ 297.0 $ 304.1 Fair Value $ 286.7 $ 296.8 $ 283.1 $ 294.0 The below table presents the components of interest and other debt expenses related to the 2025 Notes and the 2027 Notes for the three months ended December 31, 2022: ($ in millions) 2025 Notes 2027 Notes Coupon interest $ 2.6 $ 2.4 Amortization of financing costs and discount 0.3 0.2 Effect of interest rate swap — 2.5 Total interest expense $ 2.9 $ 5.1 Coupon interest rate (net of effect of interest rate swap for 2027 Notes) 3.500 % 5.586 % The below table presents the components of interest and other debt expenses related to the 2025 Notes and the 2027 Notes for the three months ended December 31, 2021: ($ in millions) 2025 Notes 2027 Notes Coupon interest $ 2.6 $ 2.4 Amortization of financing costs and discount 0.3 0.2 Effect of interest rate swap — (0.7) Total interest expense $ 2.9 $ 1.9 Coupon interest rate (net of effect of interest rate swap for 2027 Notes) 3.500 % 1.782 % |
Taxable_Distributable Income _2
Taxable/Distributable Income and Dividend Distributions (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Income Tax Disclosure [Abstract] | |
Reconciliation of Net Increase (Decrease) in Net Assets Resulting from Operations | Listed below is a reconciliation of "net increase (decrease) in net assets resulting from operations" to taxable income for the three months ended December 31, 2022 and 2021. Three months ended Three months ended Net increase (decrease) in net assets resulting from operations $ 13,172 $ 39,408 Net unrealized (appreciation) depreciation 22,982 4,586 Book/tax difference due to organizational costs — (22) Book/tax difference due to capital losses utilized 8,013 (10,531) Other book/tax differences (12,910) (11,171) Taxable/Distributable Income (1) $ 31,257 $ 22,270 |
Components of Accumulated Overdistributed Earnings | As of September 30, 2022, the Company's last tax year end, the components of accumulated overdistributed earnings on a tax basis were as follows: Undistributed ordinary income, net $ (43,624) Net realized capital losses 473,274 Unrealized losses, net 153,119 Accumulated overdistributed earnings $ 582,769 |
Realized Gains or Losses and _2
Realized Gains or Losses and Net Unrealized Appreciation or Depreciation (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Investment Company [Abstract] | |
Schedule of Aggregate Net Realized Gains | During the three months ended December 31, 2022, the Company recorded an aggregate net realized loss of $3.2 million, which consisted of the following: ($ in millions) Portfolio Company Net Realized Gain (Loss) Foreign currency forward contracts $ 4.4 Carvana Co. (2.8) ASP Unifrax Holdings Inc. (2.1) Global Medical Response Inc. (1.0) Other, net (1.7) Total, net $ (3.2) During the three months ended December 31, 2021, the Company recorded an aggregate net realized gain of $9.3 million, which consisted of the following: ($ in millions) Portfolio Company Net Realized Gain (Loss) Foreign currency forward contracts $ 3.0 OmniSYS Acquisition Corporation 2.0 First Star Speir Aviation Limited 1.9 Other, net 2.4 Total, net $ 9.3 |
Financial Highlights (Tables)
Financial Highlights (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Investment Company [Abstract] | |
Portfolio Composition | Summaries of the composition of the Company's portfolio at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets are shown in the following tables: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Senior secured debt $ 2,359,295 84.94 % $ 2,227,245 85.08 % Debt investments in the JVs 162,617 5.85 % 146,444 5.59 % Preferred equity 87,878 3.16 % 85,300 3.26 % Subordinated debt 68,956 2.48 % 67,147 2.57 % LLC equity interests of the JVs 54,791 1.97 % 49,322 1.88 % Common equity and warrants 44,477 1.60 % 42,296 1.62 % Total $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Senior secured debt $ 2,281,235 86.32 % 189.78 % $ 2,166,409 86.86 % 173.93 % Debt investments in the JVs 162,192 6.14 % 13.49 % 146,533 5.88 % 11.77 % Preferred equity 80,625 3.05 % 6.71 % 79,523 3.19 % 6.38 % Subordinated debt 62,145 2.35 % 5.17 % 56,920 2.28 % 4.57 % Common equity and warrants 32,565 1.23 % 2.71 % 24,011 0.96 % 1.93 % LLC equity interests of the JVs 24,108 0.91 % 2.01 % 20,715 0.83 % 1.66 % Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % The geographic composition is determined by the location of the corporate headquarters of the portfolio company, which may not be indicative of the primary source of the portfolio company's business. The following tables show the composition of the Company's portfolio by geographic region at cost as a percentage of total investments and at fair value as a percentage of total investments and net assets: December 31, 2022 September 30, 2022 Cost: % of Total Investments % of Total Investments Northeast $ 772,197 27.78 % $ 747,420 28.55 % Midwest 403,393 14.52 % 373,236 14.26 % Southeast 397,717 14.32 % 356,041 13.60 % West 351,871 12.67 % 358,306 13.69 % International 350,510 12.62 % 301,242 11.51 % Southwest 204,143 7.35 % 221,308 8.45 % South 164,094 5.91 % 168,819 6.45 % Northwest 134,089 4.83 % 91,382 3.49 % Total $ 2,778,014 100.00 % $ 2,617,754 100.00 % December 31, 2022 September 30, 2022 Fair Value: % of Total Investments % of Net Assets % of Total Investments % of Net Assets Northeast $ 716,827 27.12 % 59.63 % $ 696,368 27.93 % 55.90 % Midwest 384,219 14.54 % 31.97 % 356,934 14.31 % 28.66 % Southeast 380,276 14.39 % 31.64 % 344,567 13.82 % 27.66 % International 342,447 12.96 % 28.49 % 279,646 11.21 % 22.45 % West 330,698 12.51 % 27.51 % 345,251 13.84 % 27.72 % Southwest 195,818 7.41 % 16.29 % 214,984 8.62 % 17.26 % South 160,150 6.06 % 13.32 % 166,230 6.66 % 13.35 % Northwest 132,435 5.01 % 11.02 % 90,131 3.61 % 7.24 % Total $ 2,642,870 100.00 % 219.87 % $ 2,494,111 100.00 % 200.24 % (Share amounts in thousands) Three months ended Three months ended Net asset value per share at beginning of period $20.38 $21.84 Net investment income (1) 0.63 0.54 Net unrealized appreciation (depreciation) (1) (0.38) (0.08) Net realized gains (losses) (1) (0.05) 0.16 (Provision) benefit for taxes on realized and unrealized gains (losses) (1) 0.01 0.04 Distributions of net investment income to stockholders (0.96) (0.47) Net asset value per share at end of period $19.63 $22.03 Per share market value at beginning of period (7) $18.00 $21.18 Per share market value at end of period (7) $20.61 $22.38 Total return (2) 19.90% 7.92% Common shares outstanding at beginning of period 61,125 60,120 Common shares outstanding at end of period 61,220 60,156 Net assets at beginning of period $1,245,563 $1,312,823 Net assets at end of period $1,201,989 $1,325,061 Average net assets (3) $1,241,806 $1,327,934 Ratio of net investment income to average net assets (4) 12.40% 9.65% Ratio of total expenses to average net assets (4) 13.11% 8.99% Ratio of net expenses to average net assets (4) 12.87% 8.77% Ratio of portfolio turnover to average investments at fair value 4.24% 9.14% Weighted average outstanding debt (5) $1,441,326 $1,331,141 Average debt per share (1) $23.57 $22.14 Asset coverage ratio at end of period (6) 176.31% 200.81% __________ (1) Calculated based upon weighted average shares outstanding for the period. (2) Total return equals the increase or decrease of ending market value over beginning market value, plus distributions, divided by the beginning market value, assuming dividend reinvestment prices obtained under the Company's DRIP. Total return does not include sales load. (3) Calculated based upon the weighted average net assets for the period. (4) Interim periods are annualized. (5) Calculated based upon the weighted average of principal debt outstanding for the period. (6) Based on outstanding senior securities of $1,514.4 million and $1,300.0 million as of December 31, 2022 and 2021, respectively. (7) Per share market values are adjusted to reflect the 1-for-3 reverse stock split of the Company's common stock completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. (8) The share and per share information disclosed in this table has been retrospectively adjusted to reflect the Company's 1-for-3 reverse stock split completed on January 20, 2023 and effective as of the commencement of trading on January 23, 2023. |
Derivative Instruments (Tables)
Derivative Instruments (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Schedule of Foreign Currency Forward Contracts and Interest Rate Swap | Certain information related to the Company’s foreign currency forward contracts is presented below as of December 31, 2022. Description Notional Amount to be Purchased Notional Amount to be Sold Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Foreign currency forward contract $ 44,825 € 44,224 2/9/2023 $ — $ (2,499) Derivative liability Foreign currency forward contract $ 46,412 £ 39,965 2/9/2023 $ — $ (1,712) Derivative liability $ — $ (4,211) Certain information related to the Company’s foreign currency forward contracts is presented below as of September 30, 2022. Description Notional Amount to be Purchased Notional Amount to be Sold Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Foreign currency forward contract $ 43,179 € 41,444 11/10/2022 $ 2,466 $ — Derivative asset Foreign currency forward contract $ 45,692 £ 37,033 11/10/2022 $ 4,323 $ — Derivative asset $ 6,789 $ — Certain information related to the Company’s interest rate swap is presented below as of December 31, 2022. Description Notional Amount Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Interest rate swap $ 350,000 1/15/2027 $ — $ 39,928 Derivative liability $ — $ 39,928 Certain information related to the Company’s interest rate swap is presented below as of September 30, 2022. Description Notional Amount Maturity Date Gross Amount of Recognized Assets Gross Amount of Recognized Liabilities Balance Sheet Location of Net Amounts Interest rate swap $ 350,000 1/15/2027 $ — $ 41,969 Derivative liability $ — $ 41,969 |
Commitments and Contingencies (
Commitments and Contingencies (Tables) | 3 Months Ended |
Dec. 31, 2022 | |
Commitments and Contingencies Disclosure [Abstract] | |
Schedule of Unfunded Commitments | A list of unfunded commitments by investment (consisting of revolvers, term loans with delayed draw components, subordinated notes and LLC equity interests in the JVs, preferred stock and limited partnership interests) as of December 31, 2022 and September 30, 2022 is shown in the table below: December 31, 2022 September 30, 2022 Delta Leasing SPV II LLC $ 23,004 $ 27,187 Fairbridge Strategic Capital Funding LLC 15,995 22,150 OCSI Glick JV LLC 13,998 13,998 Senior Loan Fund JV I, LLC 13,125 35,000 BioXcel Therapeutics, Inc. 11,785 11,785 Dominion Diagnostics, LLC 11,148 11,148 BAART Programs, Inc. 7,675 8,645 iCIMs, Inc. 6,930 6,930 Marinus Pharmaceuticals, Inc. 5,734 5,734 scPharmaceuticals Inc. 5,212 — Assembled Brands Capital LLC 5,035 2,008 RumbleOn, Inc. 4,822 4,822 MRI Software LLC 4,427 5,196 107 Fair Street LLC 4,322 — Grove Hotel Parcel Owner, LLC 4,293 4,293 Accupac, Inc. 4,197 4,605 Innocoll Pharmaceuticals Limited 4,195 4,195 Avalara, Inc. 4,147 — Mindbody, Inc. 4,000 4,000 OTG Management, LLC 3,789 3,789 Mesoblast, Inc. 3,553 3,553 Establishment Labs Holdings Inc. 3,384 5,075 112-126 Van Houten Real22 LLC 3,174 — ADC Therapeutics SA 3,020 3,020 Spanx, LLC 2,762 2,226 PRGX Global, Inc. 2,518 2,518 SCP Eye Care Services, LLC 2,356 — Relativity ODA LLC 2,218 2,218 Berner Food & Beverage, LLC 2,197 1,392 Salus Workers' Compensation, LLC 2,171 — Pluralsight, LLC 1,766 3,532 Tahoe Bidco B.V. 1,741 1,741 CorEvitas, LLC 1,526 915 Coyote Buyer, LLC 1,333 1,333 MHE Intermediate Holdings, LLC 1,229 1,429 Kings Buyer, LLC 1,208 1,537 Liquid Environmental Solutions Corporation 1,115 1,115 Acquia Inc. 923 1,326 Apptio, Inc. 892 1,338 Digital.AI Software Holdings, Inc. 826 826 Telestream Holdings Corporation 528 528 GKD Index Partners, LLC 320 320 PFNY Holdings, LLC 275 1,527 Ardonagh Midco 3 PLC — 4,372 Dialyze Holdings, LLC — 3,431 Thrasio, LLC — 2,578 109 Montgomery Owner LLC — 477 LSL Holdco, LLC — 427 Total $ 198,868 $ 224,239 |
Significant Accounting Polici_3
Significant Accounting Policies (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | Sep. 30, 2022 | |
Accounting Policies [Abstract] | |||
Restricted cash | $ 1,863 | $ 2,836 | |
Excise tax | $ 78 | $ 0 | $ 100 |
Portfolio Investments - Narrati
Portfolio Investments - Narrative (Details) | 3 Months Ended | 12 Months Ended | ||||||
Dec. 31, 2022 USD ($) member borrower | Dec. 31, 2021 USD ($) | Sep. 30, 2022 USD ($) borrower | Sep. 30, 2021 USD ($) | May 18, 2021 | Feb. 25, 2020 | |||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
% of Total Net Assets | 219.87% | [1],[2],[3],[4],[5] | 200.24% | [6],[7],[8],[9],[10] | ||||
Investments at fair value | $ 2,642,870,000 | $ 2,494,111,000 | ||||||
Number of borrowers | borrower | 156 | 149 | ||||||
Money market funds, percent of net assets | 1.60% | [1],[2],[3],[4],[5] | 2.10% | [6],[7],[8],[9],[10] | ||||
Cash, cash equivalents and restricted cash | $ 19,245,000 | $ 46,057,000 | $ 26,364,000 | $ 31,635,000 | ||||
Restricted cash | 1,863,000 | 2,836,000 | ||||||
Net realized gains (losses) | (3,203,000) | 9,321,000 | ||||||
Net unrealized appreciation (depreciation) | (22,982,000) | (4,586,000) | ||||||
Credit facilities payable | 860,000,000 | 700,000,000 | ||||||
Assets | 2,767,260,000 | 2,646,313,000 | ||||||
Unfunded commitments | 198,868,000 | 224,239,000 | ||||||
Investment owned, at cost | 2,778,014,000 | 2,617,754,000 | ||||||
Senior Loan Fund JV I, LLC | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | 136,764,000 | 116,965,000 | ||||||
Investment owned, at cost | 167,447,000 | 145,572,000 | ||||||
OCSI Glick JV LLC | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | 49,536,000 | 50,283,000 | ||||||
Investment owned, at cost | $ 49,961,000 | $ 50,194,000 | ||||||
Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Concentration risk | 100% | 100% | ||||||
Debt Securities, Senior Secured | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
% of Total Net Assets | 189.78% | 173.93% | ||||||
Investments at fair value | $ 2,281,235,000 | $ 2,166,409,000 | ||||||
Investment owned, at cost | $ 2,359,295,000 | $ 2,227,245,000 | ||||||
Debt Securities, Senior Secured | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Concentration risk | 86.32% | 86.86% | ||||||
Debt Securities, Subordinated, Including JV Debt Instruments | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | $ 224,337,000 | $ 203,453,000 | ||||||
Debt Securities, Subordinated, Including JV Debt Instruments | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Concentration risk | 8.50% | 8.10% | ||||||
SLF JV I | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | $ 136,800,000 | $ 117,000,000 | ||||||
OCSI Glick JV LLC | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | 49,500,000 | 50,300,000 | ||||||
Investment owned, at cost | $ 50,000,000 | 50,200,000 | ||||||
2025 Notes | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Interest rate, percentage | 3.50% | 3.50% | ||||||
2027 Notes | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Interest rate, percentage | 2.70% | 2.70% | ||||||
SLF JV I | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | $ 355,427,000 | $ 359,625,000 | ||||||
Number of borrowers | borrower | 59 | 60 | ||||||
Restricted cash | $ 6,612,000 | $ 5,642,000 | ||||||
Number of board of directors | member | 4 | |||||||
Number of board of directors selected by company | member | 2 | |||||||
Number of board of directors selected by counterparty | member | 2 | |||||||
Number of investment committee members selected by company | member | 1 | |||||||
Number of investment committee members selected by counterparty | member | 1 | |||||||
Investment owned, ownership percentage | 87.50% | 87.50% | ||||||
Credit facilities payable | $ 226,000,000 | $ 230,000,000 | ||||||
Assets | 409,404,000 | 385,227,000 | ||||||
Financial support funded by company and counterparty | 190,500,000 | 165,500,000 | ||||||
Financial support funded by company for investee | 166,700,000 | 144,800,000 | ||||||
Unfunded commitments | 13,100,000 | 35,000,000 | ||||||
Investment owned, at cost | 380,682,000 | 382,673,000 | ||||||
Interest income | 8,781,000 | 5,423,000 | ||||||
Investments sold | 13,500,000 | 9,700,000 | ||||||
Proceeds from sale of investments | 12,900,000 | 9,700,000 | ||||||
Gain (loss) on sale of investments | (100,000) | 500,000 | ||||||
SLF JV I | SLF JV I Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Borrowing capacity | 260,000,000 | 260,000,000 | ||||||
Credit facilities payable | $ 226,000,000 | $ 230,000,000 | ||||||
SLF JV I | SLF JV I Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | London Interbank Offered Rate, Floor | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 0.125% | |||||||
SLF JV I | SLF JV I Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | During The Reinvestment Period | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2% | |||||||
SLF JV I | SLF JV I Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | First Year After Reinvestment Period | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.15% | |||||||
SLF JV I | SLF JV I Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | Second Year After Reinvestment Period | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.25% | |||||||
SLF JV I | SLF JV I Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | Third Year After Reinvestment Period, And There After | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.50% | |||||||
SLF JV I | Kemper | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investment owned, ownership percentage | 12.50% | 12.50% | ||||||
OCSI Glick JV LLC | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Investments at fair value | $ 123,339,000 | $ 133,144,000 | ||||||
Number of borrowers | borrower | 40 | 43 | ||||||
Restricted cash | $ 1,747,000 | $ 1,788,000 | ||||||
Number of board of directors | member | 4 | |||||||
Number of board of directors selected by company | member | 2 | |||||||
Number of board of directors selected by counterparty | member | 2 | |||||||
Number of investment committee members selected by company | member | 1 | |||||||
Number of investment committee members selected by counterparty | member | 1 | |||||||
Credit facilities payable | $ 76,082,000 | 82,082,000 | ||||||
Assets | 137,455,000 | 146,808,000 | ||||||
Financial support funded by company and counterparty | 84,000,000 | 84,000,000 | ||||||
Financial support funded by company for investee | 73,500,000 | 73,500,000 | ||||||
Investment owned, at cost | 131,077,000 | 140,083,000 | ||||||
Interest income | 3,403,000 | $ 2,160,000 | ||||||
Financial commitment to investee by company and counterparty, aggregate amount | 100,000,000 | 100,000,000 | ||||||
Financial commitment to investee, aggregate amount | 87,500,000 | 87,500,000 | ||||||
Financial commitment to investee by counterparty, aggregate amount | 12,500,000 | 12,500,000 | ||||||
OCSI Glick JV LLC | Glick JV Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Borrowing capacity | 90,000,000 | |||||||
Credit facilities payable | $ 76,100,000 | $ 82,100,000 | ||||||
OCSI Glick JV LLC | Glick JV Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | London Interbank Offered Rate, Floor | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 0.125% | |||||||
OCSI Glick JV LLC | Glick JV Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | During The Reinvestment Period | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.25% | |||||||
OCSI Glick JV LLC | Glick JV Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | First Year After Reinvestment Period | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.40% | |||||||
OCSI Glick JV LLC | Glick JV Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | Second Year After Reinvestment Period | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.50% | |||||||
OCSI Glick JV LLC | Glick JV Deutsche Bank Facility | Revolving Credit Facility | Line of Credit | Third Year After Reinvestment Period, And There After | London Interbank Offered Rate (LIBOR) | ||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||||||||
Debt instrument, basis spread, variable rate | 2.75% | |||||||
[1]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[2]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[3]Equity ownership may be held in shares or units of companies related to the portfolio companies.[4]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[5]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[6]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[7]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[8]Equity ownership may be held in shares or units of companies related to the portfolio companies.[9]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[10]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region. |
Portfolio Investments - Composi
Portfolio Investments - Composition of Investments (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Schedule of Investments [Line Items] | ||
Investment owned, at cost | $ 2,778,014 | $ 2,617,754 |
Investments at fair value | 2,642,870 | 2,494,111 |
Debt investments, fair value | $ 2,505,572 | $ 2,369,862 |
% of Debt Portfolio | 100% | 100% |
Investments in debt securities | ||
Schedule of Investments [Line Items] | ||
Investment owned, at cost | $ 2,428,251 | $ 2,294,392 |
Investments at fair value | 2,343,380 | 2,223,329 |
Investments in equity securities | ||
Schedule of Investments [Line Items] | ||
Investment owned, at cost | 132,355 | 127,596 |
Investments at fair value | 113,190 | 103,534 |
Debt investments in the JVs | ||
Schedule of Investments [Line Items] | ||
Investment owned, at cost | 162,617 | 146,444 |
Investments at fair value | 162,192 | 146,533 |
Equity investments in the JVs | ||
Schedule of Investments [Line Items] | ||
Investment owned, at cost | 54,791 | 49,322 |
Investments at fair value | 24,108 | 20,715 |
Floating rate debt securities, including the debt investments in the JVs | ||
Schedule of Investments [Line Items] | ||
Debt investments, fair value | $ 317,379 | $ 2,049,644 |
% of Debt Portfolio | 87.33% | 86.49% |
Fixed rate debt securities | ||
Schedule of Investments [Line Items] | ||
Debt investments, fair value | $ 2,188,193 | $ 320,218 |
% of Debt Portfolio | 12.67% | 13.51% |
Portfolio Investments - Schedul
Portfolio Investments - Schedule of Financial Instruments Carried at Fair Value (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Schedule of Investments [Line Items] | ||
Investments at fair value | $ 2,642,870 | $ 2,494,111 |
Cash equivalents | 3,421 | 5,261 |
Derivative assets at fair value | 0 | 6,789 |
Total assets at fair value | 2,646,291 | 2,506,161 |
Derivative liability at fair value | 44,139 | 41,969 |
Total liabilities at fair value | 44,139 | 41,969 |
Debt Securities, Senior Secured | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 2,281,235 | 2,166,409 |
Debt Securities, Subordinated, Including JV Debt Instruments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 224,337 | 203,453 |
Equity Securities, Preferred | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 80,625 | 79,523 |
Equity Securities, Common And Warrants, Including JV Investments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 56,673 | 44,726 |
Level 1 | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 5,923 | 4,053 |
Cash equivalents | 3,421 | 5,261 |
Derivative assets at fair value | 0 | |
Total assets at fair value | 9,344 | 9,314 |
Derivative liability at fair value | 0 | 0 |
Total liabilities at fair value | 0 | 0 |
Level 1 | Debt Securities, Senior Secured | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Level 1 | Debt Securities, Subordinated, Including JV Debt Instruments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Level 1 | Equity Securities, Preferred | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Level 1 | Equity Securities, Common And Warrants, Including JV Investments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 5,923 | 4,053 |
Level 2 | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 278,099 | 299,868 |
Cash equivalents | 0 | 0 |
Derivative assets at fair value | 6,789 | |
Total assets at fair value | 278,099 | 306,657 |
Derivative liability at fair value | 44,139 | 41,969 |
Total liabilities at fair value | 44,139 | 41,969 |
Level 2 | Debt Securities, Senior Secured | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 233,393 | 255,803 |
Level 2 | Debt Securities, Subordinated, Including JV Debt Instruments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 44,706 | 44,065 |
Level 2 | Equity Securities, Preferred | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Level 2 | Equity Securities, Common And Warrants, Including JV Investments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Level 3 | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 2,334,740 | 2,169,475 |
Cash equivalents | 0 | 0 |
Derivative assets at fair value | 0 | |
Total assets at fair value | 2,334,740 | 2,169,475 |
Derivative liability at fair value | 0 | 0 |
Total liabilities at fair value | 0 | 0 |
Level 3 | Debt Securities, Senior Secured | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 2,047,842 | 1,910,606 |
Level 3 | Debt Securities, Subordinated, Including JV Debt Instruments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 179,631 | 159,388 |
Level 3 | Equity Securities, Preferred | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 80,625 | 79,523 |
Level 3 | Equity Securities, Common And Warrants, Including JV Investments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 26,642 | 19,958 |
Fair Value Measured at Net Asset Value Per Share | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 24,108 | 20,715 |
Cash equivalents | 0 | 0 |
Derivative assets at fair value | 0 | |
Total assets at fair value | 24,108 | 20,715 |
Derivative liability at fair value | 0 | 0 |
Total liabilities at fair value | 0 | |
Fair Value Measured at Net Asset Value Per Share | Debt Securities, Senior Secured | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Total liabilities at fair value | 0 | |
Fair Value Measured at Net Asset Value Per Share | Debt Securities, Subordinated, Including JV Debt Instruments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Fair Value Measured at Net Asset Value Per Share | Equity Securities, Preferred | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | 0 | 0 |
Fair Value Measured at Net Asset Value Per Share | Equity Securities, Common And Warrants, Including JV Investments | ||
Schedule of Investments [Line Items] | ||
Investments at fair value | $ 24,108 | $ 20,715 |
Portfolio Investments - Roll-Fo
Portfolio Investments - Roll-Forward in the Changes in Fair Value (Details) - USD ($) $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Fair value, beginning balance | $ 2,169,475 | $ 2,161,581 |
Purchases | 203,463 | 197,096 |
Sales and repayments | (56,632) | (158,634) |
Transfers in | 19,075 | 3,178 |
Transfers out | (17,070) | |
Capitalized PIK interest income | 5,769 | 6,485 |
Accretion of OID | 4,512 | 6,197 |
Fair value, ending balance | 2,334,740 | 2,202,957 |
Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 | (9,936) | 1,796 |
Net unrealized appreciation (depreciation) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | (9,809) | (1,719) |
Net realized gains (losses) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | (1,113) | 5,843 |
Debt Securities, Senior Secured | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Fair value, beginning balance | 1,910,606 | 1,878,536 |
Purchases | 177,599 | 191,087 |
Sales and repayments | (55,885) | (131,946) |
Transfers in | 19,075 | 3,178 |
Transfers out | (17,070) | |
Capitalized PIK interest income | 5,763 | 6,172 |
Accretion of OID | 4,114 | 5,378 |
Fair value, ending balance | 2,047,842 | 1,934,096 |
Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 | (12,398) | (717) |
Debt Securities, Senior Secured | Net unrealized appreciation (depreciation) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | (12,271) | (9,877) |
Debt Securities, Senior Secured | Net realized gains (losses) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | (1,159) | 8,638 |
Debt Securities, Subordinated | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Fair value, beginning balance | 159,388 | 176,317 |
Purchases | 21,104 | 3,589 |
Sales and repayments | (699) | (20,185) |
Transfers in | 0 | 0 |
Transfers out | 0 | |
Capitalized PIK interest income | 6 | 313 |
Accretion of OID | 398 | 819 |
Fair value, ending balance | 179,631 | 161,369 |
Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 | (566) | 368 |
Debt Securities, Subordinated | Net unrealized appreciation (depreciation) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | (566) | 516 |
Debt Securities, Subordinated | Net realized gains (losses) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | 0 | 0 |
Equity Securities, Preferred | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Fair value, beginning balance | 79,523 | 63,565 |
Purchases | 2,579 | 979 |
Sales and repayments | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | 0 | |
Capitalized PIK interest income | 0 | 0 |
Accretion of OID | 0 | 0 |
Fair value, ending balance | 80,625 | 65,550 |
Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 | (1,477) | 1,006 |
Equity Securities, Preferred | Net unrealized appreciation (depreciation) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | (1,477) | 1,006 |
Equity Securities, Preferred | Net realized gains (losses) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | 0 | 0 |
Equity Securities, Common And Warrants | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Fair value, beginning balance | 19,958 | 43,163 |
Purchases | 2,181 | 1,441 |
Sales and repayments | (48) | (6,503) |
Transfers in | 0 | 0 |
Transfers out | 0 | |
Capitalized PIK interest income | 0 | 0 |
Accretion of OID | 0 | 0 |
Fair value, ending balance | 26,642 | 41,942 |
Net unrealized appreciation (depreciation) relating to Level 3 investments still held as of December 31, 2022 and reported within net unrealized appreciation (depreciation) in the Consolidated Statement of Operations for the three months ended December 31, 2022 | 4,505 | 1,139 |
Equity Securities, Common And Warrants | Net unrealized appreciation (depreciation) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | 4,505 | 6,636 |
Equity Securities, Common And Warrants | Net realized gains (losses) | ||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||
Total gains or losses included in earnings | $ 46 | $ (2,795) |
Portfolio Investments - Signifi
Portfolio Investments - Significant Unobservable Inputs for Level 3 Investments (Details) $ in Thousands | Dec. 31, 2022 USD ($) | Sep. 30, 2022 USD ($) |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 2,642,870 | $ 2,494,111 |
Debt Securities, Senior Secured | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | 2,281,235 | 2,166,409 |
Debt investments in the JVs | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | 162,192 | 146,533 |
Level 3 | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | 2,334,740 | 2,169,475 |
Level 3 | Debt Securities, Senior Secured | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | 2,047,842 | 1,910,606 |
Level 3 | Debt Securities, Senior Secured | Valuation, Market Approach | Measurement Input, Market Yield | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 1,692,264 | $ 1,599,148 |
Level 3 | Debt Securities, Senior Secured | Valuation, Market Approach | Measurement Input, Market Yield | Minimum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.090 | 0.090 |
Level 3 | Debt Securities, Senior Secured | Valuation, Market Approach | Measurement Input, Market Yield | Maximum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.330 | 0.300 |
Level 3 | Debt Securities, Senior Secured | Valuation, Market Approach | Measurement Input, Market Yield | Weighted Average | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.140 | 0.137 |
Level 3 | Debt Securities, Senior Secured | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 14,297 | $ 14,333 |
Level 3 | Debt Securities, Senior Secured | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | Minimum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 5 | 5 |
Level 3 | Debt Securities, Senior Secured | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | Maximum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 7 | 7 |
Level 3 | Debt Securities, Senior Secured | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | Weighted Average | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 6 | 6 |
Level 3 | Debt Securities, Senior Secured | Valuation, Transaction Precedent | Measurement Input, Transaction Price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 38,581 | |
Level 3 | Debt Securities, Senior Secured | Valuation, Broker Quotations | Measurement Input, Transaction Price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 297,125 | |
Level 3 | Debt Securities, Senior Secured | Valuation, Broker Quotations | Measurement Input, Broker Quoted Price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | 302,700 | |
Level 3 | Subordinated Debt | Valuation, Market Approach | Measurement Input, Market Yield | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 13,706 | $ 12,855 |
Level 3 | Subordinated Debt | Valuation, Market Approach | Measurement Input, Market Yield | Minimum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.100 | 0.100 |
Level 3 | Subordinated Debt | Valuation, Market Approach | Measurement Input, Market Yield | Maximum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.200 | 0.190 |
Level 3 | Subordinated Debt | Valuation, Market Approach | Measurement Input, Market Yield | Weighted Average | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.114 | 0.138 |
Level 3 | Subordinated Debt | Valuation, Broker Quotations | Measurement Input, Broker Quoted Price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 3,733 | |
Level 3 | Debt investments in the JVs | Valuation, Enterprise Value | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | 162,192 | $ 146,533 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 73,822 | $ 36,913 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | Minimum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 3 | 3 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | Maximum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 20 | 20 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, EBITDA Multiple | Weighted Average | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 14.6 | 11.4 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Revenue Multiple | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 30,226 | $ 61,693 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Revenue Multiple | Minimum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.1 | 0.4 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Revenue Multiple | Maximum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 4.3 | 10.1 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Revenue Multiple | Weighted Average | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.5 | 4.3 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Asset Multiple | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 1,600 | $ 3 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Asset Multiple | Minimum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 0.9 | 0.9 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Asset Multiple | Maximum | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 1.1 | 1.1 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Enterprise Value | Measurement Input, Asset Multiple | Weighted Average | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Measurement input | 1 | 1 |
Level 3 | Equity Securities, Preferred & Common | Valuation, Transaction Precedent | Measurement Input, Transaction Price | ||
Fair Value Measurement Inputs and Valuation Techniques [Line Items] | ||
Investments at fair value | $ 1,619 | $ 872 |
Portfolio Investments - Sched_2
Portfolio Investments - Schedule of Financial Instruments Disclosed, but Carried at Fair Value (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Schedule of Investments [Line Items] | ||
Carrying Value | $ 1,463,624 | $ 1,301,043 |
Fair Value | 1,443,569 | 1,277,105 |
Syndicated Facility | ||
Schedule of Investments [Line Items] | ||
Carrying Value | 695,000 | 540,000 |
Fair Value | 695,000 | 540,000 |
Citibank Facility | ||
Schedule of Investments [Line Items] | ||
Carrying Value | 165,000 | 160,000 |
Fair Value | 165,000 | 160,000 |
2025 Notes | ||
Schedule of Investments [Line Items] | ||
Carrying Value | 297,303 | 296,991 |
Fair Value | 286,734 | 283,077 |
2027 Notes | ||
Schedule of Investments [Line Items] | ||
Carrying Value | 306,321 | 304,052 |
Fair Value | 296,835 | 294,028 |
Level 1 | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 1 | Syndicated Facility | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 1 | Citibank Facility | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 1 | 2025 Notes | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 1 | 2027 Notes | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 2 | ||
Schedule of Investments [Line Items] | ||
Fair Value | 583,569 | 577,105 |
Level 2 | Syndicated Facility | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 2 | Citibank Facility | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 2 | 2025 Notes | ||
Schedule of Investments [Line Items] | ||
Fair Value | 286,734 | 283,077 |
Level 2 | 2027 Notes | ||
Schedule of Investments [Line Items] | ||
Fair Value | 296,835 | 294,028 |
Level 3 | ||
Schedule of Investments [Line Items] | ||
Fair Value | 860,000 | 700,000 |
Level 3 | Syndicated Facility | ||
Schedule of Investments [Line Items] | ||
Fair Value | 695,000 | 540,000 |
Level 3 | Citibank Facility | ||
Schedule of Investments [Line Items] | ||
Fair Value | 165,000 | 160,000 |
Level 3 | 2025 Notes | ||
Schedule of Investments [Line Items] | ||
Fair Value | 0 | 0 |
Level 3 | 2027 Notes | ||
Schedule of Investments [Line Items] | ||
Fair Value | $ 0 | $ 0 |
Portfolio Investments - Portfol
Portfolio Investments - Portfolio Composition (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended | ||
Dec. 31, 2022 | Sep. 30, 2022 | |||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 2,778,014 | $ 2,617,754 | ||
Investments at fair value | $ 2,642,870 | $ 2,494,111 | ||
% of Total Net Assets | 219.87% | [1],[2],[3],[4],[5] | 200.24% | [6],[7],[8],[9],[10] |
Northeast | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 772,197 | $ 747,420 | ||
Investments at fair value | $ 716,827 | $ 696,368 | ||
% of Total Net Assets | 59.63% | 55.90% | ||
Midwest | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 403,393 | $ 373,236 | ||
Investments at fair value | $ 384,219 | $ 356,934 | ||
% of Total Net Assets | 31.97% | 28.66% | ||
Southeast | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 397,717 | $ 356,041 | ||
Investments at fair value | $ 380,276 | $ 344,567 | ||
% of Total Net Assets | 31.64% | 27.66% | ||
West | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 351,871 | $ 358,306 | ||
Investments at fair value | $ 342,447 | $ 279,646 | ||
% of Total Net Assets | 28.49% | 22.45% | ||
International | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 350,510 | $ 301,242 | ||
Investments at fair value | $ 330,698 | $ 345,251 | ||
% of Total Net Assets | 27.51% | 27.72% | ||
Southwest | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 204,143 | $ 221,308 | ||
Investments at fair value | $ 195,818 | $ 214,984 | ||
% of Total Net Assets | 16.29% | 17.26% | ||
South | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 164,094 | $ 168,819 | ||
Investments at fair value | $ 160,150 | $ 166,230 | ||
% of Total Net Assets | 13.32% | 13.35% | ||
Northwest | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 134,089 | $ 91,382 | ||
Investments at fair value | $ 132,435 | $ 90,131 | ||
% of Total Net Assets | 11.02% | 7.24% | ||
Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 100% | 100% | ||
Investment Owned, At Cost | Geographic Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 100% | 100% | ||
Investment Owned, At Cost | Geographic Concentration Risk | Northeast | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 27.78% | 28.55% | ||
Investment Owned, At Cost | Geographic Concentration Risk | Midwest | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 14.52% | 14.26% | ||
Investment Owned, At Cost | Geographic Concentration Risk | Southeast | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 14.32% | 13.60% | ||
Investment Owned, At Cost | Geographic Concentration Risk | West | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 12.67% | 13.69% | ||
Investment Owned, At Cost | Geographic Concentration Risk | International | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 12.62% | 11.51% | ||
Investment Owned, At Cost | Geographic Concentration Risk | Southwest | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 7.35% | 8.45% | ||
Investment Owned, At Cost | Geographic Concentration Risk | South | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 5.91% | 6.45% | ||
Investment Owned, At Cost | Geographic Concentration Risk | Northwest | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.83% | 3.49% | ||
Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 100% | 100% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 100% | 100% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | Northeast | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 27.12% | 27.93% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | Midwest | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 14.54% | 14.31% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | Southeast | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 14.39% | 13.82% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | West | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 12.96% | 11.21% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | International | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 12.51% | 13.84% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | Southwest | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 7.41% | 8.62% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | South | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 6.06% | 6.66% | ||
Investment Owned, At Fair Value | Geographic Concentration Risk | Northwest | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 5.01% | 3.61% | ||
Debt Securities, Senior Secured | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 2,359,295 | $ 2,227,245 | ||
Investments at fair value | $ 2,281,235 | $ 2,166,409 | ||
% of Total Net Assets | 189.78% | 173.93% | ||
Debt Securities, Senior Secured | Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 84.94% | 85.08% | ||
Debt Securities, Senior Secured | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 86.32% | 86.86% | ||
Debt investments in the JVs | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 162,617 | $ 146,444 | ||
Investments at fair value | $ 162,192 | $ 146,533 | ||
% of Total Net Assets | 13.49% | 11.77% | ||
Debt investments in the JVs | Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 5.85% | 5.59% | ||
Debt investments in the JVs | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 6.14% | 5.88% | ||
Equity Securities, Preferred | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 87,878 | $ 85,300 | ||
Investments at fair value | $ 80,625 | $ 79,523 | ||
% of Total Net Assets | 6.71% | 6.38% | ||
Equity Securities, Preferred | Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.16% | 3.26% | ||
Equity Securities, Preferred | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.05% | 3.19% | ||
Debt Securities, Subordinated | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 68,956 | $ 67,147 | ||
Investments at fair value | $ 62,145 | $ 56,920 | ||
% of Total Net Assets | 5.17% | 4.57% | ||
Debt Securities, Subordinated | Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.48% | 2.57% | ||
Debt Securities, Subordinated | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.35% | 2.28% | ||
Equity Securities, JV LLC | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 54,791 | $ 49,322 | ||
Investments at fair value | $ 32,565 | $ 24,011 | ||
% of Total Net Assets | 2.71% | 1.93% | ||
Equity Securities, JV LLC | Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.97% | 1.88% | ||
Equity Securities, JV LLC | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.23% | 0.96% | ||
Equity Securities, Common And Warrants | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 44,477 | $ 42,296 | ||
Investments at fair value | $ 24,108 | $ 20,715 | ||
% of Total Net Assets | 2.01% | 1.66% | ||
Equity Securities, Common And Warrants | Investment Owned, At Cost | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.60% | 1.62% | ||
Equity Securities, Common And Warrants | Investment Owned, At Fair Value | Investment Type Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.91% | 0.83% | ||
[1]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[2]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[3]Equity ownership may be held in shares or units of companies related to the portfolio companies.[4]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[5]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[6]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[7]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[8]Equity ownership may be held in shares or units of companies related to the portfolio companies.[9]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[10]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region. |
Portfolio Investments - Portf_2
Portfolio Investments - Portfolio of Investments by Industry (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended | ||
Dec. 31, 2022 | Sep. 30, 2022 | |||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 2,778,014 | $ 2,617,754 | ||
Investments at fair value | $ 2,642,870 | $ 2,494,111 | ||
% of Total Net Assets | 219.87% | [1],[2],[3],[4],[5] | 200.24% | [6],[7],[8],[9],[10] |
Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 100% | 100% | ||
Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 100% | 100% | ||
Application Software Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 435,165 | $ 391,938 | ||
Investments at fair value | $ 422,862 | $ 384,589 | ||
% of Total Net Assets | 35.18% | 30.87% | ||
Application Software Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 15.95% | 15.43% | ||
Application Software Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 15.66% | 14.98% | ||
Multi-Sector Holdings | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 229,676 | $ 195,766 | ||
Investments at fair value | $ 198,904 | $ 167,248 | ||
% of Total Net Assets | 16.55% | 13.43% | ||
Multi-Sector Holdings | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 7.53% | 6.71% | ||
Multi-Sector Holdings | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 8.27% | 7.48% | ||
Pharmaceuticals Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 131,307 | $ 126,508 | ||
Investments at fair value | $ 127,414 | $ 119,511 | ||
% of Total Net Assets | 10.60% | 9.59% | ||
Pharmaceuticals Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.82% | 4.79% | ||
Pharmaceuticals Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.73% | 4.83% | ||
Data Processing & Outsourced Services | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 118,058 | $ 120,477 | ||
Investments at fair value | $ 115,489 | $ 108,465 | ||
% of Total Net Assets | 9.61% | 8.71% | ||
Data Processing & Outsourced Services | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.37% | 4.35% | ||
Data Processing & Outsourced Services | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.25% | 4.60% | ||
Biotechnology Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 111,745 | $ 109,960 | ||
Investments at fair value | $ 106,224 | $ 111,335 | ||
% of Total Net Assets | 8.84% | 8.94% | ||
Biotechnology Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.02% | 4.46% | ||
Biotechnology Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 4.02% | 4.20% | ||
Health Care Technology Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 110,251 | $ 100,084 | ||
Investments at fair value | $ 103,479 | $ 97,315 | ||
% of Total Net Assets | 8.61% | 7.81% | ||
Health Care Technology Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.92% | 3.90% | ||
Health Care Technology Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.97% | 3.82% | ||
Specialized Finance Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 87,523 | $ 80,864 | ||
Investments at fair value | $ 79,791 | $ 81,008 | ||
% of Total Net Assets | 6.64% | 6.50% | ||
Specialized Finance Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.02% | 3.25% | ||
Specialized Finance Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.15% | 3.09% | ||
Industrial Machinery Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 81,483 | $ 81,787 | ||
Investments at fair value | $ 79,751 | $ 73,087 | ||
% of Total Net Assets | 6.63% | 5.87% | ||
Industrial Machinery Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 3.02% | 2.93% | ||
Industrial Machinery Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.93% | 3.12% | ||
Health Care Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 65,732 | $ 58,674 | ||
Investments at fair value | $ 66,001 | $ 70,419 | ||
% of Total Net Assets | 5.49% | 5.65% | ||
Health Care Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.50% | 2.82% | ||
Health Care Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.37% | 2.24% | ||
Internet & Direct Marketing Retail | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 65,585 | $ 67,926 | ||
Investments at fair value | $ 61,490 | $ 61,881 | ||
% of Total Net Assets | 5.12% | 4.97% | ||
Internet & Direct Marketing Retail | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.33% | 2.48% | ||
Internet & Direct Marketing Retail | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.36% | 2.59% | ||
Aerospace & Defense Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 61,993 | $ 61,963 | ||
Investments at fair value | $ 60,938 | $ 61,188 | ||
% of Total Net Assets | 5.07% | 4.91% | ||
Aerospace & Defense Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.31% | 2.45% | ||
Aerospace & Defense Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.23% | 2.37% | ||
Construction & Engineering Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 60,828 | $ 60,996 | ||
Investments at fair value | $ 54,898 | $ 54,662 | ||
% of Total Net Assets | 4.57% | 4.39% | ||
Construction & Engineering Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.08% | 2.19% | ||
Construction & Engineering Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.19% | 2.33% | ||
Health Care Distributors Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 58,320 | $ 57,112 | ||
Investments at fair value | $ 54,080 | $ 24,326 | ||
% of Total Net Assets | 4.50% | 1.95% | ||
Health Care Distributors Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.05% | 0.98% | ||
Health Care Distributors Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.10% | 2.18% | ||
Other Diversified Financial Services | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 57,241 | $ 29,300 | ||
Investments at fair value | $ 52,292 | $ 51,972 | ||
% of Total Net Assets | 4.35% | 4.17% | ||
Other Diversified Financial Services | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.98% | 2.08% | ||
Other Diversified Financial Services | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 2.06% | 1.12% | ||
Personal Products Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 53,190 | $ 53,214 | ||
Investments at fair value | $ 51,260 | $ 45,943 | ||
% of Total Net Assets | 4.26% | 3.69% | ||
Personal Products Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.94% | 1.84% | ||
Personal Products Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.91% | 2.03% | ||
Automotive Retail Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 51,663 | $ 59,254 | ||
Investments at fair value | $ 50,681 | $ 57,629 | ||
% of Total Net Assets | 4.22% | 4.63% | ||
Automotive Retail Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.92% | 2.31% | ||
Automotive Retail Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.86% | 2.26% | ||
Auto Parts & Equipment Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 51,067 | $ 12,474 | ||
Investments at fair value | $ 50,127 | $ 48,062 | ||
% of Total Net Assets | 4.17% | 3.86% | ||
Auto Parts & Equipment Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.90% | 1.93% | ||
Auto Parts & Equipment Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.84% | 0.48% | ||
Real Estate Operating Companies Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 49,980 | $ 47,585 | ||
Investments at fair value | $ 50,015 | $ 11,469 | ||
% of Total Net Assets | 4.16% | 0.92% | ||
Real Estate Operating Companies Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.89% | 0.46% | ||
Real Estate Operating Companies Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.80% | 1.82% | ||
Fertilizers & Agricultural Chemicals Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 49,271 | $ 49,301 | ||
Investments at fair value | $ 48,973 | $ 53,797 | ||
% of Total Net Assets | 4.07% | 4.32% | ||
Fertilizers & Agricultural Chemicals Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.85% | 2.16% | ||
Fertilizers & Agricultural Chemicals Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.77% | 1.88% | ||
Internet Services & Infrastructure Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 49,271 | $ 54,095 | ||
Investments at fair value | $ 48,903 | $ 50,150 | ||
% of Total Net Assets | 4.07% | 4.03% | ||
Internet Services & Infrastructure Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.85% | 2.01% | ||
Internet Services & Infrastructure Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.77% | 2.07% | ||
Metal & Glass Containers Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 47,128 | $ 47,704 | ||
Investments at fair value | $ 45,127 | $ 45,421 | ||
% of Total Net Assets | 3.75% | 3.65% | ||
Metal & Glass Containers Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.71% | 1.82% | ||
Metal & Glass Containers Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.70% | 1.82% | ||
Home Improvement Retail Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 45,266 | $ 45,802 | ||
Investments at fair value | $ 44,763 | $ 47,599 | ||
% of Total Net Assets | 3.72% | 3.82% | ||
Home Improvement Retail Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.69% | 1.91% | ||
Home Improvement Retail Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.63% | 1.75% | ||
Soft Drinks Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 43,935 | $ 34,272 | ||
Investments at fair value | $ 44,387 | $ 33,670 | ||
% of Total Net Assets | 3.69% | 2.70% | ||
Soft Drinks Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.68% | 1.35% | ||
Soft Drinks Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.58% | 1.31% | ||
Airport Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 43,748 | $ 43,322 | ||
Investments at fair value | $ 43,267 | $ 42,883 | ||
% of Total Net Assets | 3.60% | 3.44% | ||
Airport Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.64% | 1.72% | ||
Airport Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.57% | 1.65% | ||
Leisure Facilities Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 41,182 | $ 39,768 | ||
Investments at fair value | $ 40,578 | $ 39,258 | ||
% of Total Net Assets | 3.38% | 3.15% | ||
Leisure Facilities Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.54% | 1.57% | ||
Leisure Facilities Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.48% | 1.52% | ||
Insurance Brokers Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 39,268 | $ 35,628 | ||
Investments at fair value | $ 39,057 | $ 33,081 | ||
% of Total Net Assets | 3.25% | 2.66% | ||
Insurance Brokers Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.48% | 1.33% | ||
Insurance Brokers Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.41% | 1.36% | ||
Diversified Support Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 38,167 | $ 37,992 | ||
Investments at fair value | $ 37,776 | $ 36,577 | ||
% of Total Net Assets | 3.14% | 2.94% | ||
Diversified Support Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.43% | 1.47% | ||
Diversified Support Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.37% | 1.45% | ||
Specialty Chemicals Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 37,298 | $ 37,319 | ||
Investments at fair value | $ 35,626 | $ 36,712 | ||
% of Total Net Assets | 2.96% | 2.95% | ||
Specialty Chemicals Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.35% | 1.47% | ||
Specialty Chemicals Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.34% | 1.43% | ||
Health Care Supplies Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 36,693 | $ 36,471 | ||
Investments at fair value | $ 35,621 | $ 39,573 | ||
% of Total Net Assets | 2.96% | 3.18% | ||
Health Care Supplies Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.35% | 1.59% | ||
Health Care Supplies Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.32% | 1.39% | ||
Real Estate Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 36,233 | $ 40,243 | ||
Investments at fair value | $ 32,970 | $ 32,933 | ||
% of Total Net Assets | 2.74% | 2.64% | ||
Real Estate Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.25% | 1.32% | ||
Real Estate Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.30% | 1.54% | ||
Integrated Telecommunication Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 34,635 | $ 34,628 | ||
Investments at fair value | $ 32,041 | $ 32,201 | ||
% of Total Net Assets | 2.67% | 2.59% | ||
Integrated Telecommunication Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.21% | 1.29% | ||
Integrated Telecommunication Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.25% | 1.32% | ||
Electrical Components & Equipment Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 33,813 | $ 33,814 | ||
Investments at fair value | $ 31,476 | $ 33,969 | ||
% of Total Net Assets | 2.62% | 2.73% | ||
Electrical Components & Equipment Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.19% | 1.36% | ||
Electrical Components & Equipment Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1.22% | 1.29% | ||
Advertising Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 27,507 | $ 28,245 | ||
Investments at fair value | $ 26,470 | $ 26,645 | ||
% of Total Net Assets | 2.20% | 2.14% | ||
Advertising Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 1% | 1.07% | ||
Advertising Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.99% | 1.08% | ||
Movies & Entertainment Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 26,202 | $ 26,161 | ||
Investments at fair value | $ 26,022 | $ 26,948 | ||
% of Total Net Assets | 2.16% | 2.16% | ||
Movies & Entertainment Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.98% | 1.08% | ||
Movies & Entertainment Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.94% | 1% | ||
Distributors Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 25,262 | $ 25,278 | ||
Investments at fair value | $ 25,864 | $ 0 | ||
% of Total Net Assets | 2.15% | 0% | ||
Distributors Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.98% | 0% | ||
Distributors Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.91% | 0.97% | ||
Airlines Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 24,034 | $ 0 | ||
Investments at fair value | $ 24,569 | $ 24,494 | ||
% of Total Net Assets | 2.04% | 1.97% | ||
Airlines Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.93% | 0.98% | ||
Airlines Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.87% | 0% | ||
Health Care Equipment Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 21,838 | $ 24,353 | ||
Investments at fair value | $ 22,703 | $ 24,161 | ||
% of Total Net Assets | 1.89% | 1.94% | ||
Health Care Equipment Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.86% | 0.97% | ||
Health Care Equipment Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.79% | 0.93% | ||
Environmental & Facilities Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 21,156 | $ 20,857 | ||
Investments at fair value | $ 20,675 | $ 20,585 | ||
% of Total Net Assets | 1.72% | 1.65% | ||
Environmental & Facilities Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.78% | 0.83% | ||
Environmental & Facilities Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.76% | 0.80% | ||
Oil & Gas Storage & Transportation Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 19,934 | $ 22,290 | ||
Investments at fair value | $ 18,113 | $ 20,853 | ||
% of Total Net Assets | 1.51% | 1.67% | ||
Oil & Gas Storage & Transportation Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.69% | 0.84% | ||
Oil & Gas Storage & Transportation Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.72% | 0.85% | ||
Home Furnishings Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 19,554 | $ 19,550 | ||
Investments at fair value | $ 17,917 | $ 18,188 | ||
% of Total Net Assets | 1.49% | 1.46% | ||
Home Furnishings Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.68% | 0.73% | ||
Home Furnishings Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.70% | 0.75% | ||
System Software Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 14,895 | $ 14,890 | ||
Investments at fair value | $ 13,904 | $ 13,985 | ||
% of Total Net Assets | 1.16% | 1.12% | ||
System Software Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.53% | 0.56% | ||
System Software Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.54% | 0.57% | ||
Consumer Finance Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 14,503 | $ 14,492 | ||
Investments at fair value | $ 12,104 | $ 12,834 | ||
% of Total Net Assets | 1.01% | 1.03% | ||
Consumer Finance Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.46% | 0.51% | ||
Consumer Finance Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.52% | 0.55% | ||
Hotels, Resorts & Cruise Lines Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 13,943 | $ 13,960 | ||
Investments at fair value | $ 11,439 | $ 13,284 | ||
% of Total Net Assets | 0.95% | 1.07% | ||
Hotels, Resorts & Cruise Lines Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.43% | 0.53% | ||
Hotels, Resorts & Cruise Lines Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.50% | 0.53% | ||
IT Consulting & Other Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 11,684 | $ 11,697 | ||
Investments at fair value | $ 8,938 | $ 8,582 | ||
% of Total Net Assets | 0.74% | 0.69% | ||
IT Consulting & Other Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.34% | 0.34% | ||
IT Consulting & Other Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.42% | 0.45% | ||
Restaurants Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 9,343 | $ 9,338 | ||
Investments at fair value | $ 8,610 | $ 8,692 | ||
% of Total Net Assets | 0.72% | 0.70% | ||
Restaurants Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.33% | 0.35% | ||
Restaurants Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.34% | 0.36% | ||
Education Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 9,070 | $ 9,080 | ||
Investments at fair value | $ 7,968 | $ 19,576 | ||
% of Total Net Assets | 0.66% | 1.57% | ||
Education Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.30% | 0.78% | ||
Education Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.33% | 0.35% | ||
Cable & Satellite Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 8,012 | $ 20,716 | ||
Investments at fair value | $ 7,165 | $ 8,573 | ||
% of Total Net Assets | 0.60% | 0.69% | ||
Cable & Satellite Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.27% | 0.34% | ||
Cable & Satellite Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.29% | 0.79% | ||
Research & Consulting Services Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 7,848 | $ 9,187 | ||
Investments at fair value | $ 6,963 | $ 8,596 | ||
% of Total Net Assets | 0.58% | 0.69% | ||
Research & Consulting Services Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.26% | 0.34% | ||
Research & Consulting Services Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.28% | 0.35% | ||
Apparel, Accessories & Luxury Goods Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 5,165 | $ 5,165 | ||
Investments at fair value | $ 4,847 | $ 4,872 | ||
% of Total Net Assets | 0.40% | 0.39% | ||
Apparel, Accessories & Luxury Goods Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.18% | 0.20% | ||
Apparel, Accessories & Luxury Goods Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.19% | 0.20% | ||
Air Freight & Logistics Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 4,925 | $ 7,295 | ||
Investments at fair value | $ 4,675 | $ 5,223 | ||
% of Total Net Assets | 0.39% | 0.42% | ||
Air Freight & Logistics Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.18% | 0.21% | ||
Air Freight & Logistics Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.18% | 0.28% | ||
Integrated Oil & Gas Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 4,873 | $ 4,866 | ||
Investments at fair value | $ 4,267 | $ 0 | ||
% of Total Net Assets | 0.35% | 0% | ||
Integrated Oil & Gas Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.16% | 0% | ||
Integrated Oil & Gas Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.18% | 0.19% | ||
Apparel Retail Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 4,727 | $ 5,268 | ||
Investments at fair value | $ 4,191 | $ 6,405 | ||
% of Total Net Assets | 0.35% | 0.51% | ||
Apparel Retail Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.16% | 0.26% | ||
Apparel Retail Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.17% | 0.20% | ||
Food Distributors Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 4,655 | $ 4,646 | ||
Investments at fair value | $ 3,599 | $ 3,367 | ||
% of Total Net Assets | 0.30% | 0.27% | ||
Food Distributors Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.14% | 0.13% | ||
Food Distributors Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.17% | 0.18% | ||
Specialized REITs Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 4,334 | $ 4,318 | ||
Investments at fair value | $ 3,315 | $ 3,402 | ||
% of Total Net Assets | 0.28% | 0.27% | ||
Specialized REITs Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.13% | 0.14% | ||
Specialized REITs Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.16% | 0.16% | ||
Real Estate Development Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 4,278 | $ 0 | ||
Investments at fair value | $ 3,230 | $ 3,264 | ||
% of Total Net Assets | 0.27% | 0.26% | ||
Real Estate Development Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.12% | 0.13% | ||
Real Estate Development Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.15% | 0% | ||
Diversified Banks Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 3,515 | $ 3,515 | ||
Investments at fair value | $ 2,971 | $ 2,997 | ||
% of Total Net Assets | 0.25% | 0.24% | ||
Diversified Banks Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.11% | 0.12% | ||
Diversified Banks Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.13% | 0.13% | ||
Technology Distributors Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 3,163 | $ 3,163 | ||
Investments at fair value | $ 2,265 | $ 2,456 | ||
% of Total Net Assets | 0.19% | 0.20% | ||
Technology Distributors Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.09% | 0.10% | ||
Technology Distributors Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.11% | 0.12% | ||
Construction Materials Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 2,353 | $ 2,331 | ||
Investments at fair value | $ 1,928 | $ 1,934 | ||
% of Total Net Assets | 0.16% | 0.16% | ||
Construction Materials Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.07% | 0.08% | ||
Construction Materials Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.08% | 0.09% | ||
Housewares & Specialties Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 2,217 | $ 2,293 | ||
Investments at fair value | $ 1,712 | $ 1,890 | ||
% of Total Net Assets | 0.14% | 0.15% | ||
Housewares & Specialties Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.06% | 0.08% | ||
Housewares & Specialties Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.08% | 0.09% | ||
Electronic Components Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 2,095 | $ 2,092 | ||
Investments at fair value | $ 185 | $ 201 | ||
% of Total Net Assets | 0.02% | 0.02% | ||
Electronic Components Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.01% | 0.01% | ||
Electronic Components Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.08% | 0.08% | ||
Alternative Carriers Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 214 | $ 212 | ||
Investments at fair value | $ 0 | $ 8,604 | ||
% of Total Net Assets | 0% | 0.69% | ||
Alternative Carriers Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0% | 0.34% | ||
Alternative Carriers Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0.01% | 0.01% | ||
Oil & Gas Refining & Marketing Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 0 | $ 8,627 | ||
Investments at fair value | $ 0 | $ 5,567 | ||
% of Total Net Assets | 0% | 0.45% | ||
Oil & Gas Refining & Marketing Sector | Investment Owned, At Fair Value | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0% | 0.22% | ||
Oil & Gas Refining & Marketing Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0% | 0.33% | ||
Trading Companies & Distributors Sector | ||||
Schedule of Investments [Line Items] | ||||
Investment owned, at cost | $ 0 | $ 7,628 | ||
Trading Companies & Distributors Sector | Investment Owned, At Cost | Investment Sector Concentration Risk | ||||
Schedule of Investments [Line Items] | ||||
Concentration risk | 0% | 0.29% | ||
[1]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[2]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[3]Equity ownership may be held in shares or units of companies related to the portfolio companies.[4]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[5]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[6]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[7]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[8]Equity ownership may be held in shares or units of companies related to the portfolio companies.[9]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[10]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region. |
Portfolio Investments - Summary
Portfolio Investments - Summary of Portfolio (Details) € in Thousands, $ in Thousands | Dec. 31, 2022 USD ($) borrower | Dec. 31, 2022 EUR (€) borrower | Sep. 30, 2022 USD ($) borrower | Sep. 30, 2022 EUR (€) borrower | Dec. 31, 2021 | ||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Number of borrowers in the Glick JV | borrower | 156 | 156 | 149 | 149 | |||||
Investment, Identifier [Axis]: - Van Houten Real LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,239 | [1],[2],[3],[4] | |||||||
Investment interest rate | 12% | [1],[2],[4],[5],[6],[7],[8],[9] | 12% | [1],[2],[4],[5],[6],[7],[8],[9] | |||||
Investment, Identifier [Axis]: ADB Companies LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 14,505 | [1],[3],[10] | $ 14,685 | [11],[12],[13] | |||||
Investment interest rate | 11.34% | [1],[10] | 11.34% | [1],[10] | 9.80% | [11],[13] | 9.80% | [11],[13] | |
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10],[14] | $ 0 | [11],[12],[13],[15],[16] | |||||
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,589 | [1],[3],[10],[14] | $ 6,589 | [11],[12],[13],[16] | |||||
Investment interest rate | 12.23% | [1],[10],[14] | 12.23% | [1],[10],[14] | 11.20% | [11],[13],[16] | 11.20% | [11],[13],[16] | |
Investment, Identifier [Axis]: AI Sirona Luxembourg Acquisition Sarl, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 24,838 | [1],[3],[10],[14] | $ 24,838 | [11],[12],[13],[16] | |||||
Investment interest rate | 9.15% | [1],[10],[14] | 9.15% | [1],[10],[14] | 7.94% | [11],[13],[16] | 7.94% | [11],[13],[16] | |
Investment, Identifier [Axis]: AIP RD Buyer Corp, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 14,414 | [1],[3],[10] | $ 14,414 | [11],[12],[13] | |||||
Investment interest rate | 12.17% | [1],[10] | 12.17% | [1],[10] | 10.88% | [11],[13] | 10.88% | [11],[13] | |
Investment, Identifier [Axis]: AMMC CLO 27, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,275 | [10] | |||||||
Investment interest rate | 13.49% | [10] | 13.49% | [10] | |||||
Investment, Identifier [Axis]: APX Group Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,075 | [3],[14] | $ 2,075 | [12],[16] | |||||
Investment interest rate | 5.75% | [5],[6],[7],[8],[9],[14] | 5.75% | [5],[6],[7],[8],[9],[14] | 5.75% | [16],[17],[18],[19],[20],[21] | 5.75% | [16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,500 | [12] | |||||||
Investment interest rate | 7.50% | [17],[18],[19],[20],[21] | 7.50% | [17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,500 | [12] | |||||||
Investment interest rate | 5.25% | [17],[18],[19],[20],[21] | 5.25% | [17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: AT Holdings II Ltd, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 15,939 | [1],[3],[14] | |||||||
Investment interest rate | 14.25% | [1],[5],[6],[7],[8],[9],[14] | 14.25% | [1],[5],[6],[7],[8],[9],[14] | |||||
Investment, Identifier [Axis]: AT Holdings II SÀRL, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 15,643 | [1],[3],[14] | $ 33,997 | [11],[12],[16] | |||||
Investment, Identifier [Axis]: Access CIG LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 20,000 | [3],[10] | $ 20,000 | [12],[13] | |||||
Investment interest rate | 11.82% | [10] | 11.82% | [10] | 10.82% | [13] | 10.82% | [13] | |
Investment, Identifier [Axis]: Accupac Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 908 | [1],[2],[3],[10] | $ 500 | [11],[12],[13],[15] | |||||
Investment interest rate | 10.17% | [1],[2],[10] | 10.17% | [1],[2],[10] | 9.14% | [11],[13],[15] | 9.14% | [11],[13],[15] | |
Investment, Identifier [Axis]: Accupac Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 15,935 | [1],[3],[10] | $ 15,976 | [11],[12],[13] | |||||
Investment interest rate | 10.16% | [1],[10] | 10.16% | [1],[10] | 9.12% | [11],[13] | 9.12% | [11],[13] | |
Investment, Identifier [Axis]: Acquia Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,317 | [1],[2],[3],[10] | $ 914 | [11],[12],[13],[15] | |||||
Investment interest rate | 12.18% | [1],[2],[10] | 12.18% | [1],[2],[10] | 10.64% | [11],[13],[15] | 10.64% | [11],[13],[15] | |
Investment, Identifier [Axis]: Acquia Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 27,349 | [1],[3],[10] | $ 27,349 | [11],[12],[13] | |||||
Investment interest rate | 10.74% | [1],[10] | 10.74% | [1],[10] | 9.63% | [11],[13] | 9.63% | [11],[13] | |
Investment, Identifier [Axis]: All Web Leads Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 23,562 | [1],[3],[10] | $ 23,338 | [11],[12],[13] | |||||
Investment interest rate | 5.73% | [1],[10] | 5.73% | [1],[10] | |||||
Investment, Identifier [Axis]: Altice France SA, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,050 | [3],[14] | 4,050 | [12],[16] | |||||
Investment interest rate | 5.50% | [1],[5],[6],[7],[8],[9],[14] | 5.50% | [1],[5],[6],[7],[8],[9],[14] | |||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,640 | [1],[3],[10] | |||||||
Investment interest rate | 12.68% | [1],[10] | 12.68% | [1],[10] | |||||
Investment, Identifier [Axis]: Alvogen Pharma US Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,968 | [1],[3],[10] | $ 13,134 | [11],[12],[13] | |||||
Investment interest rate | 12.23% | [1],[10] | 12.23% | [1],[10] | 11.20% | [11],[13] | 11.20% | [11],[13] | |
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche A Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 26,179 | [1],[3],[14] | $ 24,043 | [11],[12],[16] | |||||
Investment interest rate | 8.50% | [1],[5],[6],[7],[8],[9],[14] | 8.50% | [1],[5],[6],[7],[8],[9],[14] | 10% | [11],[16],[17],[18],[19],[20],[21] | 10% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche B Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 25,612 | [1],[3],[14] | $ 23,522 | [11],[12],[16] | |||||
Investment interest rate | 8.50% | [1],[5],[6],[7],[8],[9],[14] | 8.50% | [1],[5],[6],[7],[8],[9],[14] | 10% | [11],[16],[17],[18],[19],[20],[21] | 10% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: American Auto Auction Group LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 14,760 | [1],[3],[10] | $ 14,760 | [11],[12],[13] | |||||
Investment interest rate | 13.33% | [1],[10] | 13.33% | [1],[10] | 12.30% | [11],[13] | 12.30% | [11],[13] | |
Investment, Identifier [Axis]: American Tire Distributors Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,870 | [3],[10] | $ 9,895 | [12],[13] | |||||
Investment interest rate | 10.61% | [10] | 10.61% | [10] | 9.03% | [13] | 9.03% | [13] | |
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 15,181 | [1],[3],[10],[14] | $ 15,220 | [11],[12],[13],[16] | |||||
Investment interest rate | 8.98% | [1],[10],[14] | 8.98% | [1],[10],[14] | 7.92% | [11],[13],[16] | 7.92% | [11],[13],[16] | |
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,500 | [1],[3],[10],[14] | $ 12,500 | [11],[12],[13],[16] | |||||
Investment interest rate | 12.73% | [1],[10],[14] | 12.73% | [1],[10],[14] | 11.67% | [11],[13],[16] | 11.67% | [11],[13],[16] | |
Investment, Identifier [Axis]: Anastasia Parent LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,729 | [3],[10] | $ 2,736 | [12],[13] | |||||
Investment interest rate | 8.48% | [10] | 8.48% | [10] | 7.42% | [13] | 7.42% | [13] | |
Investment, Identifier [Axis]: Ankura Consulting Group LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,996 | [1],[3],[10] | $ 4,346 | [11],[12],[13] | |||||
Investment interest rate | 12.36% | [1],[10] | 12.36% | [1],[10] | 10.78% | [11],[13] | 10.78% | [11],[13] | |
Investment, Identifier [Axis]: Apptio Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,338 | [1],[2],[3],[10] | $ 892 | [11],[12],[13],[15] | |||||
Investment interest rate | 9.94% | [1],[2],[10] | 9.94% | [1],[2],[10] | 8.46% | [11],[13],[15] | 8.46% | [11],[13],[15] | |
Investment, Identifier [Axis]: Apptio Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 34,458 | [1],[3],[10] | $ 34,458 | [11],[12],[13] | |||||
Investment interest rate | 9.94% | [1],[10] | 9.94% | [1],[10] | 8.46% | [11],[13] | 8.46% | [11],[13] | |
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,649 | [1],[2],[3],[10],[14] | $ 0 | [11],[12],[13],[15],[16] | |||||
Investment interest rate | 7.48% | [1],[10],[14] | 7.48% | [1],[10],[14] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,964 | [1],[3],[10],[14] | $ 1,964 | [11],[12],[13],[16] | |||||
Investment interest rate | 8% | [1],[10],[14] | 8% | [1],[10],[14] | 8% | [11],[13],[16] | 8% | [11],[13],[16] | |
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 18,636 | [1],[3],[10],[14] | $ 18,636 | [11],[12],[13],[16] | |||||
Investment interest rate | 10.43% | [1],[10],[14] | 10.43% | [1],[10],[14] | 9.19% | [11],[13],[16] | 9.19% | [11],[13],[16] | |
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 3 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,519 | [1],[3],[10],[14] | $ 10,519 | [11],[12],[13],[16] | |||||
Investment interest rate | 8.81% | [1],[10],[14] | 8.81% | [1],[10],[14] | 8.81% | [11],[13],[16] | 8.81% | [11],[13],[16] | |
Investment, Identifier [Axis]: Assembled Brands Capital LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 21,464 | [1],[2],[3],[10] | $ 24,490 | [11],[12],[13],[15] | |||||
Investment interest rate | 11.48% | [1],[2],[10] | 11.48% | [1],[2],[10] | 10.42% | [11],[13],[15] | 10.42% | [11],[13],[15] | 7.75% |
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 6% | [11],[17],[18],[19],[20],[21] | 6% | [11],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 6% | [1],[5],[6],[7],[8],[9] | 6% | [1],[5],[6],[7],[8],[9] | 6% | ||||
Investment, Identifier [Axis]: Associated Asphalt Partners LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,493 | [3],[10] | $ 2,501 | [12],[13] | |||||
Investment interest rate | 9.63% | [10] | 9.63% | [10] | 8.06% | [13] | 8.06% | [13] | |
Investment, Identifier [Axis]: Astra Acquisition Corp, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,640 | [3],[10] | $ 5,640 | [12],[13] | |||||
Investment interest rate | 9.63% | [10] | 9.63% | [10] | 8.37% | [13] | 8.37% | [13] | |
Investment, Identifier [Axis]: Athenex Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,649 | [1],[3],[14] | $ 8,309 | [11],[12],[16] | |||||
Investment, Identifier [Axis]: Athenex Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,556 | [1],[3],[14] | 13,346 | [11],[12],[16] | |||||
Investment interest rate | 11% | [1],[5],[6],[7],[8],[9],[14] | 11% | [1],[5],[6],[7],[8],[9],[14] | |||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 22,425 | [11],[12],[13],[16] | |||||||
Investment interest rate | 8.78% | [11],[13],[16] | 8.78% | [11],[13],[16] | |||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 22,368 | [1],[3],[10],[14] | |||||||
Investment interest rate | 10.32% | [1],[10],[14] | 10.32% | [1],[10],[14] | |||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | |||||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 41,467 | [1],[3],[10] | |||||||
Investment interest rate | 11.83% | [10] | 11.83% | [10] | |||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,546 | [11],[12],[13],[15] | |||||||
Investment interest rate | 8.12% | [11],[13],[15] | 8.12% | [11],[13],[15] | |||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,541 | [1],[2],[3],[10] | |||||||
Investment interest rate | 9.73% | [1],[2],[10] | 9.73% | [1],[2],[10] | |||||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,197 | [1],[2],[3],[10] | $ 4,227 | [11],[12],[13],[15] | |||||
Investment interest rate | 13.23% | [1],[2],[10] | 13.23% | [1],[2],[10] | 11.62% | [11],[13],[15] | 11.62% | [11],[13],[15] | |
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,166 | [1],[3],[10] | $ 7,166 | [11],[12],[13] | |||||
Investment interest rate | 13.23% | [1],[10] | 13.23% | [1],[10] | 11.62% | [11],[13] | 11.62% | [11],[13] | |
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 897 | [1],[2],[3],[10] | $ 1,702 | [11],[12],[13],[15] | |||||
Investment interest rate | 12% | [1],[2],[10] | 12% | [1],[2],[10] | 10.75% | [11],[13],[15] | 10.75% | [11],[13],[15] | |
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 32,995 | [1],[3],[10] | $ 33,078 | [11],[12],[13] | |||||
Investment interest rate | 9.91% | [1],[10] | 9.91% | [1],[10] | 8.31% | [11],[13] | 8.31% | [11],[13] | |
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[14] | $ 0 | [11],[12],[15],[16] | |||||
Investment interest rate | 8% | [1],[2],[5],[6],[7],[8],[9],[14] | 8% | [1],[2],[5],[6],[7],[8],[9],[14] | 10.25% | [11],[15],[16],[17],[18],[19],[20],[21] | 10.25% | [11],[15],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Revenue Interest Financing Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[14] | $ 0 | [11],[12],[15],[16] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 2,432 | [1],[3],[14] | 2,353 | [11],[12],[16] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,383 | [1],[3],[14] | $ 5,322 | [11],[12],[16] | |||||
Investment interest rate | 8% | [1],[5],[6],[7],[8],[9],[14] | 8% | [1],[5],[6],[7],[8],[9],[14] | 10.25% | [11],[16],[17],[18],[19],[20],[21] | 10.25% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Blackhawk Network Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 30,625 | [3],[10] | $ 30,625 | [12],[13] | |||||
Investment interest rate | 10.94% | [10] | 10.94% | [10] | 9.50% | [13] | 9.50% | [13] | |
Investment, Identifier [Axis]: Blumenthal Temecula LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,979 | [1],[3] | $ 3,979 | [11],[12] | |||||
Investment interest rate | 9% | [1],[5],[6],[7],[8],[9] | 9% | [1],[5],[6],[7],[8],[9] | |||||
Investment, Identifier [Axis]: CCO Holdings LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,097 | [12],[16] | |||||||
Investment interest rate | 4.50% | [16],[17],[18],[19],[20],[21] | 4.50% | [16],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: CITGO Holding Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,857 | [12] | |||||||
Investment interest rate | 9.25% | [11],[13],[17],[18],[19],[20],[21] | 9.25% | [11],[13],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: CITGO Petroleum Corp, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 795 | [12],[13] | |||||||
Investment interest rate | 9.37% | [13] | 9.37% | [13] | |||||
Investment, Identifier [Axis]: Cadence Aerospace LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 14,332 | [1],[3],[10] | $ 14,294 | [11],[12],[13] | |||||
Investment interest rate | 10.92% | [1],[10] | 10.92% | [1],[10] | 9.31% | [11],[13] | 9.31% | [11],[13] | |
Investment, Identifier [Axis]: Caregiver Services Inc, Series A Preferred Stock | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 10% | [1],[5],[6],[7],[8],[9] | 10% | [1],[5],[6],[7],[8],[9] | 10% | [11],[17],[18],[19],[20],[21] | 10% | [11],[17],[18],[19],[20],[21] | 10% |
Investment, Identifier [Axis]: Carvana Co, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,700 | [12],[16] | |||||||
Investment interest rate | 5.625% | [16],[17],[18],[19],[20],[21] | 5.625% | [16],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: CircusTrix Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,668 | [1],[3],[10] | $ 10,692 | [11],[12],[13] | |||||
Investment interest rate | 9.57% | [1],[10] | 9.57% | [1],[10] | 8.62% | [11],[13] | 8.62% | [11],[13] | |
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,311 | [3],[14] | $ 4,311 | [12],[16] | |||||
Investment interest rate | 7.50% | [5],[6],[7],[8],[9],[14] | 7.50% | [5],[6],[7],[8],[9],[14] | 7.50% | [16],[17],[18],[19],[20],[21] | 7.50% | [16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 676 | [3],[14] | $ 1,374 | [12],[16] | |||||
Investment interest rate | 7.75% | [5],[6],[7],[8],[9],[14] | 7.75% | [5],[6],[7],[8],[9],[14] | 5.125% | [16],[17],[18],[19],[20],[21] | 5.125% | [16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 3 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 676 | [12],[16] | |||||||
Investment interest rate | 7.75% | [16],[17],[18],[19],[20],[21] | 7.75% | [16],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: Condor Merger Sub Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,420 | [3] | $ 8,420 | [12] | |||||
Investment interest rate | 7.375% | [5],[6],[7],[8],[9] | 7.375% | [5],[6],[7],[8],[9] | 7.375% | [11],[13],[17],[18],[19],[20],[21] | 7.375% | [11],[13],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Continental Intermodal Group LP, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 19,992 | [1],[3],[10] | $ 22,537 | [11],[12],[13] | |||||
Investment interest rate | 12.88% | [1],[10] | 12.88% | [1],[10] | 11.62% | [11],[13] | 11.62% | [11],[13] | |
Investment, Identifier [Axis]: Convergeone Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 11,882 | [3],[10] | $ 11,913 | [12],[13] | |||||
Investment interest rate | 9.38% | [10] | 9.38% | [10] | 8.12% | [13] | 8.12% | [13] | |
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 305 | [1],[2],[3],[10] | $ 916 | [11],[12],[13],[15] | |||||
Investment interest rate | 12.25% | [1],[2],[10] | 12.25% | [1],[2],[10] | 11% | [11],[13],[15] | 11% | [11],[13],[15] | |
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,677 | [1],[3],[10] | $ 13,712 | [11],[12],[13] | |||||
Investment interest rate | 10.55% | [1],[10] | 10.55% | [1],[10] | 8.88% | [11],[13] | 8.88% | [11],[13] | |
Investment, Identifier [Axis]: Covetrus Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,336 | [3],[10] | $ 10,336 | [12],[13] | |||||
Investment interest rate | 9.58% | [10] | 9.58% | [10] | 7.65% | [13] | 7.65% | [13] | |
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 18,153 | [1],[3],[10] | $ 18,200 | [11],[12],[13] | |||||
Investment interest rate | 10.41% | [1],[10] | 10.41% | [1],[10] | 8.81% | [11],[13] | 8.81% | [11],[13] | |
Investment, Identifier [Axis]: Cuppa Bidco BV, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,340 | [3],[10],[14] | |||||||
Investment interest rate | 7.50% | [10],[14] | 7.50% | [10],[14] | |||||
Investment, Identifier [Axis]: DTI Holdco Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,988 | [3],[10] | $ 5,000 | [12],[13] | |||||
Investment interest rate | 8.84% | [10] | 8.84% | [10] | 7.33% | [13] | 7.33% | [13] | |
Investment, Identifier [Axis]: Delivery Hero FinCo LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,988 | [12],[13],[16] | |||||||
Investment interest rate | 8.49% | [13],[16] | 8.49% | [13],[16] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Subordinated Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,365 | [1],[2],[3],[14] | $ 4,183 | [11],[12],[15],[16] | |||||
Investment interest rate | 10% | [1],[2],[5],[6],[7],[8],[9] | 10% | [1],[2],[5],[6],[7],[8],[9] | 10% | [11],[15],[16],[17],[18],[19],[20],[21] | 10% | [11],[15],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Delta Topco Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,680 | [3],[10] | $ 6,680 | [12],[13] | |||||
Investment interest rate | 11.65% | [10] | 11.65% | [10] | 9.34% | [13] | 9.34% | [13] | |
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [11],[12],[13],[15] | |||||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 20,965 | [1],[3],[10] | $ 24,396 | [11],[12],[13] | |||||
Investment interest rate | 13.73% | [1],[10] | 13.73% | [1],[10] | 12.67% | [11],[13] | 12.67% | [11],[13] | |
Investment, Identifier [Axis]: Dialyze Holdings LLC, Subordinated Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 520 | [1],[2],[3],[10] | |||||||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 251 | [1],[2],[3],[10] | $ 251 | [11],[12],[13],[15] | |||||
Investment interest rate | 11.59% | [1],[2],[10] | 11.59% | [1],[2],[10] | 9.41% | [11],[13],[15] | 9.41% | [11],[13],[15] | |
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,877 | [1],[3],[10] | $ 9,902 | [11],[12],[13] | |||||
Investment interest rate | 11.09% | [1],[10] | 11.09% | [1],[10] | 9.91% | [11],[13] | 9.91% | [11],[13] | |
Investment, Identifier [Axis]: DirecTV Financing LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,166 | [3],[10] | $ 19,242 | [12],[13] | |||||
Investment interest rate | 9.38% | [10] | 9.38% | [10] | 8.12% | [13] | 8.12% | [13] | |
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 14,297 | [1],[3],[10] | $ 14,333 | [11],[12],[13] | |||||
Investment interest rate | 9.73% | [1],[10] | 9.73% | [1],[10] | 8.68% | [11],[13] | 8.68% | [11],[13] | |
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, First Lien Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 9.73% | 9.73% | 6% | ||||||
Investment, Identifier [Axis]: Dryden 66 Euro CLO 2018, Class DR Notes, Class DR Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,500 | [3],[10],[14] | |||||||
Investment interest rate | 4.75% | [10],[14] | 4.75% | [10],[14] | |||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units, 12% | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 12% | [1],[5],[6],[7],[8],[9] | 12% | [1],[5],[6],[7],[8],[9] | |||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 12% | [11],[17],[18],[19],[20],[21] | 12% | [11],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: Eagleview Technology Corporation, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,974 | [1],[3],[10] | $ 8,974 | [11],[12] | |||||
Investment interest rate | 12.23% | [1],[10] | 12.23% | [1],[10] | 11.17% | [11],[13] | 11.17% | [11],[13] | |
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,694 | [1],[2],[3],[14] | |||||||
Investment interest rate | 3% | [1],[2],[5],[6],[7],[8],[9],[14] | 3% | [1],[2],[5],[6],[7],[8],[9],[14] | 3% | [11],[15],[16],[17],[18],[19],[20],[21] | 3% | [11],[15],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,576 | [1],[3],[14] | $ 10,418 | [11],[12],[16] | |||||
Investment interest rate | 3% | [1],[5],[6],[7],[8],[9],[14] | 3% | [1],[5],[6],[7],[8],[9],[14] | 3% | [11],[16],[17],[18],[19],[20],[21] | 3% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: FINThrive Software Intermediate Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 25,061 | [3],[10] | $ 25,061 | [12],[13] | |||||
Investment interest rate | 11.13% | [10] | 11.13% | [10] | 9.87% | [13] | 9.87% | [13] | |
Investment, Identifier [Axis]: Fair Street LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,174 | [1],[2],[3],[4] | |||||||
Investment interest rate | 12.50% | [1],[2],[4],[5],[6],[7],[8],[9] | 12.50% | [1],[2],[4],[5],[6],[7],[8],[9] | |||||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 31,000 | [1],[2],[3] | $ 27,850 | [11],[12],[15] | |||||
Investment interest rate | 9% | [1],[2],[5],[6],[7],[8],[9],[14] | 9% | [1],[2],[5],[6],[7],[8],[9],[14] | 9% | [11],[15],[17],[18],[19],[20],[21] | 9% | [11],[15],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Fortress Biotech Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,466 | [1],[3],[14] | $ 9,466 | [11],[12],[16] | |||||
Investment interest rate | 11% | [1],[5],[6],[7],[8],[9],[14] | 11% | [1],[5],[6],[7],[8],[9],[14] | 11% | [11],[16],[17],[18],[19],[20],[21] | 11% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Frontier Communications Holdings LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,881 | [3],[14] | $ 4,881 | [12],[16] | |||||
Investment interest rate | 6% | [5],[6],[7],[8],[9],[14] | 6% | [5],[6],[7],[8],[9],[14] | 6% | [16],[17],[18],[19],[20],[21] | 6% | [16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,280 | [1],[2],[3],[10] | $ 1,280 | [11],[12],[13],[15] | |||||
Investment interest rate | 11.75% | [1],[2],[10] | 11.75% | [1],[2],[10] | 10.60% | [11],[13],[15] | 10.60% | [11],[13],[15] | |
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 24,819 | [1],[3],[10] | $ 25,128 | [11],[12],[13] | |||||
Investment interest rate | 11.73% | [1],[10] | 11.73% | [1],[10] | 10.67% | [11],[13] | 10.67% | [11],[13] | |
Investment, Identifier [Axis]: Global Medical Response Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,572 | [12],[13] | |||||||
Investment interest rate | 7.37% | [13] | 7.37% | [13] | |||||
Investment, Identifier [Axis]: GoldenTree Loan Management EUR CLO 2, Class D Notes, Class D Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,000 | [3],[10] | |||||||
Investment interest rate | 4.31% | [10],[14] | 4.31% | [10],[14] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 0 | [1],[2],[3],[10] | 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 14,275 | [1],[3],[10] | $ 14,311 | [11],[12],[13] | |||||
Investment interest rate | 12.33% | [1],[10] | 12.33% | [1],[10] | 11.04% | [11],[13] | 11.04% | [11],[13] | |
Investment, Identifier [Axis]: Harbor Purchaser Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,369 | [3],[10] | $ 9,392 | [12],[13] | |||||
Investment interest rate | 9.67% | [10] | 9.67% | [10] | 8.38% | [13] | 8.38% | [13] | |
Investment, Identifier [Axis]: Hayfin Emerald CLO XI, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,250 | [10],[14] | |||||||
Investment interest rate | 10.11% | [10],[14] | 10.11% | [10],[14] | |||||
Investment, Identifier [Axis]: Horizon Aircraft Finance I, Class A Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,112 | [10],[14] | |||||||
Investment interest rate | 4.458% | [5],[6],[7],[8],[9],[10],[14] | 4.458% | [5],[6],[7],[8],[9],[10],[14] | |||||
Investment, Identifier [Axis]: INW Manufacturing LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 35,156 | [1],[3],[10] | $ 35,625 | [11],[12],[13] | |||||
Investment interest rate | 10.48% | [1],[10] | 10.48% | [1],[10] | 9.42% | [11],[13] | 9.42% | [11],[13] | |
Investment, Identifier [Axis]: IPC Corp, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 34,357 | [1],[3],[10] | $ 34,357 | [11],[12],[13] | |||||
Investment interest rate | 9.44% | [1],[10] | 9.44% | [1],[10] | 9.44% | [11],[13] | 9.44% | [11],[13] | |
Investment, Identifier [Axis]: Immucor Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,547 | [1],[3],[10] | $ 8,569 | [11],[12],[13] | |||||
Investment interest rate | 10.48% | [1],[10] | 10.48% | [1],[10] | 9.42% | [11],[13] | 9.42% | [11],[13] | |
Investment, Identifier [Axis]: Immucor Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 22,819 | [1],[3],[10] | $ 22,619 | [11],[12],[13] | |||||
Investment interest rate | 12.73% | [1],[10] | 12.73% | [1],[10] | 11.67% | [11],[13] | 11.67% | [11],[13] | |
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Revenue Interest Financing Term | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,482 | [1],[3] | |||||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,083 | [11],[12] | |||||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,161 | [1],[3],[10] | $ 12,161 | [11],[12],[13] | |||||
Investment interest rate | 13.20% | [1],[10] | 13.20% | [1],[10] | 12.45% | [11],[13] | 12.45% | [11],[13] | |
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[14] | $ 0 | [11],[12],[15],[16] | |||||
Investment interest rate | 11% | [1],[2],[5],[6],[7],[8],[9],[14] | 11% | [1],[2],[5],[6],[7],[8],[9],[14] | 11% | [11],[15],[16],[17],[18],[19],[20],[21] | 11% | [11],[15],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,817 | [1],[3],[14] | $ 6,817 | [11],[12],[16] | |||||
Investment interest rate | 11% | [1],[5],[6],[7],[8],[9],[14] | 11% | [1],[5],[6],[7],[8],[9],[14] | 11% | [11],[16],[17],[18],[19],[20],[21] | 11% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Inventus Power Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 18,612 | [1],[3],[10] | $ 18,660 | [11],[12],[13] | |||||
Investment interest rate | 9.84% | [1],[10] | 9.84% | [1],[10] | 8.55% | [11],[13] | 8.55% | [11],[13] | |
Investment, Identifier [Axis]: Inventus Power Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,674 | [1],[3],[10] | $ 13,674 | [11],[12],[13] | |||||
Investment interest rate | 13.23% | [1],[10] | 13.23% | [1],[10] | 12.17% | [11],[13] | 12.17% | [11],[13] | |
Investment, Identifier [Axis]: Ivanti Software Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,247 | [3],[10] | $ 10,247 | [12],[13] | |||||
Investment interest rate | 12.01% | [10] | 12.01% | [10] | 10.33% | [13] | 10.33% | [13] | |
Investment, Identifier [Axis]: Jazz Acquisition Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 35,912 | [1],[3],[10] | $ 36,234 | [11],[12],[13] | |||||
Investment interest rate | 11.88% | [1],[10] | 11.88% | [1],[10] | 10.62% | [11],[13] | 10.62% | [11],[13] | |
Investment, Identifier [Axis]: Jazz Acquisition Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 528 | [3],[10] | $ 528 | [12],[13] | |||||
Investment interest rate | 12.38% | [10] | 12.38% | [10] | 11.12% | [13] | 11.12% | [13] | |
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 659 | [1],[2],[3],[10] | $ 329 | [11],[12],[13],[15] | |||||
Investment interest rate | 11.75% | [1],[2],[10] | 11.75% | [1],[2],[10] | 10.17% | [11],[13],[15] | 10.17% | [11],[13],[15] | |
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,589 | [1],[3],[10] | $ 13,623 | [11],[12],[13] | |||||
Investment interest rate | 11.23% | [1],[10] | 11.23% | [1],[10] | 10.17% | [11],[13] | 10.17% | [11],[13] | |
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,137 | [1],[3],[10] | $ 1,710 | [11],[12],[13],[15] | |||||
Investment interest rate | 10.38% | [1],[10] | 10.38% | [1],[10] | 9.12% | [11],[13],[15] | 9.12% | [11],[13],[15] | |
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 21,315 | [1],[3],[10] | $ 19,236 | [11],[12],[13] | |||||
Investment interest rate | 10.38% | [1],[10] | 10.38% | [1],[10] | 9.12% | [11],[13] | 9.12% | [11],[13] | |
Investment, Identifier [Axis]: LTI Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,140 | [3],[10] | $ 2,140 | [12],[13] | |||||
Investment interest rate | 11.13% | [10] | 11.13% | [10] | 9.87% | [13] | 9.87% | [13] | |
Investment, Identifier [Axis]: LaserShip Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,394 | [11],[12],[13] | |||||||
Investment interest rate | 10.38% | [11],[13] | 10.38% | [11],[13] | |||||
Investment, Identifier [Axis]: Latam Airlines Group SA, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 26,205 | [1],[3],[10] | |||||||
Investment interest rate | 13.99% | [1],[10] | 13.99% | [1],[10] | |||||
Investment, Identifier [Axis]: Lightbox Intermediate LP, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 36,913 | [1],[3],[10] | $ 41,008 | [11],[12],[13] | |||||
Investment interest rate | 9.73% | [1],[10] | 9.73% | [1],[10] | 8.67% | [11],[13] | 8.67% | [11],[13] | |
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,370 | [1],[2],[3],[10] | $ 2,370 | [11],[12],[13],[15] | |||||
Investment interest rate | 12.94% | [1],[2],[10] | 12.94% | [1],[2],[10] | 11.38% | [11],[13],[15] | 11.38% | [11],[13],[15] | |
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,357 | [1],[3],[10] | $ 4,357 | [11],[12],[13] | |||||
Investment interest rate | 12.88% | [1],[10] | 12.88% | [1],[10] | 11.38% | [11],[13] | 11.38% | [11],[13] | |
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 200 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment interest rate | 10.94% | [1],[2],[10] | 10.94% | [1],[2],[10] | |||||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 18,344 | [1],[3],[10] | $ 18,390 | [11],[12],[13] | |||||
Investment interest rate | 9.50% | [1],[10] | 9.50% | [1],[10] | 9.50% | [11],[13] | 9.50% | [11],[13] | |
Investment, Identifier [Axis]: MRI Software LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 0 | [1],[2],[3],[10] | 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 25,768 | [1],[3],[10] | $ 29,565 | [11],[12],[13] | |||||
Investment interest rate | 10.23% | [1],[10] | 10.23% | [1],[10] | 9.17% | [11],[13] | 9.17% | [11],[13] | |
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[14] | $ 0 | [11],[12],[15],[16] | |||||
Investment interest rate | 11.50% | [1],[2],[5],[6],[7],[8],[9],[14] | 11.50% | [1],[2],[5],[6],[7],[8],[9],[14] | 11.50% | [11],[15],[16],[17],[18],[19],[20],[21] | 11.50% | [11],[15],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 17,203 | [1],[3],[14] | $ 17,203 | [11],[12],[16] | |||||
Investment interest rate | 11.50% | [1],[5],[6],[7],[8],[9],[14] | 11.50% | [1],[5],[6],[7],[8],[9],[14] | 11.50% | [11],[16],[17],[18],[19],[20],[21] | 11.50% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[14] | $ 0 | [11],[12],[15],[16] | |||||
Investment interest rate | 8% | [1],[2],[5],[6],[7],[8],[9],[14] | 8% | [1],[2],[5],[6],[7],[8],[9],[14] | 8% | [11],[15],[16],[17],[18],[19],[20],[21] | 8% | [11],[15],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,247 | [1],[3],[14] | $ 7,215 | [11],[12],[16] | |||||
Investment interest rate | 8% | [1],[5],[6],[7],[8],[9],[14] | 8% | [1],[5],[6],[7],[8],[9],[14] | 8% | [11],[16],[17],[18],[19],[20],[21] | 8% | [11],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Mindbody Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 45,487 | [1],[3],[10] | $ 45,665 | [11],[12],[13] | |||||
Investment interest rate | 11.72% | [1],[10] | 11.72% | [1],[10] | 10.64% | [11],[13] | 10.64% | [11],[13] | |
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [11],[12],[13],[15] | |||||||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 389 | [11],[12],[13] | |||||||
Investment interest rate | 9.80% | [11],[13] | 9.80% | [11],[13] | |||||
Investment, Identifier [Axis]: Mosaic Companies LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 45,907 | [1],[3],[10] | $ 46,499 | [11],[12],[13] | |||||
Investment interest rate | 10.93% | [1],[10] | 10.93% | [1],[10] | 9.89% | [11],[13] | 9.89% | [11],[13] | |
Investment, Identifier [Axis]: NFP Corp, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,191 | [3] | $ 10,191 | [12] | |||||
Investment interest rate | 6.875% | [5],[6],[7],[8],[9] | 6.875% | [5],[6],[7],[8],[9] | 6.875% | [17],[18],[19],[20],[21] | 6.875% | [17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: NN Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 58,564 | [1],[3],[10],[14] | $ 58,713 | [11],[12],[13],[16] | |||||
Investment interest rate | 11.26% | [1],[10],[14] | 11.26% | [1],[10],[14] | 9.99% | [11],[13],[16] | 9.99% | [11],[13],[16] | |
Investment, Identifier [Axis]: Navisite LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 22,560 | [1],[3],[10] | $ 22,560 | [11],[12],[13] | |||||
Investment interest rate | 13.23% | [1],[10] | 13.23% | [1],[10] | 12.17% | [11],[13] | 12.17% | [11],[13] | |
Investment, Identifier [Axis]: NeuAG LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 50,276 | [1],[3],[10] | $ 50,459 | [11],[12],[13] | |||||
Investment interest rate | 15.23% | [1],[10] | 15.23% | [1],[10] | 14.17% | [11],[13] | 14.17% | [11],[13] | |
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class D Notes, Class D Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | € | € 2,500 | [10],[14] | |||||||
Investment interest rate | 8.05% | [10],[14] | 8.05% | [10],[14] | |||||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | € | € 3,000 | [10],[14] | |||||||
Investment interest rate | 8.86% | [10],[14] | 8.86% | [10],[14] | |||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Subordinated Debt | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 59,049 | [1],[2],[3],[10],[14] | $ 59,662 | [11],[12],[13],[15],[16] | |||||
Investment interest rate | 7.67% | [1],[2],[10],[14] | 7.67% | [1],[2],[10],[14] | 6.30% | [11],[13],[15],[16] | 6.30% | [11],[13],[15],[16] | 4.58% |
Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,315 | [3],[10] | $ 3,323 | [12],[13] | |||||
Investment interest rate | 8.42% | [10] | 8.42% | [10] | 7.12% | [13] | 7.12% | [13] | |
Investment, Identifier [Axis]: OEConnection LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,519 | [1],[3],[10] | $ 7,519 | [11],[12],[13] | |||||
Investment interest rate | 11.42% | [1],[10] | 11.42% | [1],[10] | 10.05% | [11],[13] | 10.05% | [11],[13] | |
Investment, Identifier [Axis]: OTG Management LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: OTG Management LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 21,993 | [1],[3],[10] | $ 21,557 | [11],[12],[13] | |||||
Investment interest rate | 6.76% | [1],[10] | 6.76% | [1],[10] | 5.08% | [11],[13] | 5.08% | [11],[13] | |
Investment, Identifier [Axis]: P & L Development LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,776 | [3] | $ 7,776 | [12] | |||||
Investment interest rate | 7.75% | [5],[6],[7],[8],[9] | 7.75% | [5],[6],[7],[8],[9] | 7.75% | [17],[18],[19],[20],[21] | 7.75% | [17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,228 | [1],[2],[3],[10] | $ 2,228 | [11],[12],[13],[15] | |||||
Investment interest rate | 10.74% | [1],[2],[10] | 10.74% | [1],[2],[10] | 9.25% | [11],[13],[15] | 9.25% | [11],[13],[15] | |
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,252 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment interest rate | 11.76% | [1],[10] | 11.76% | [1],[10] | |||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 26,088 | [1],[3],[10] | $ 26,154 | [11],[12],[13] | |||||
Investment interest rate | 10.74% | [1],[10] | 10.74% | [1],[10] | 9.28% | [11],[13] | 9.28% | [11],[13] | |
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 31,186 | [1],[3],[10] | $ 33,775 | [11],[12],[13] | |||||
Investment interest rate | 11.50% | [1],[10] | 11.50% | [1],[10] | 10.42% | [11],[13] | 10.42% | [11],[13] | |
Investment, Identifier [Axis]: Park Place Technologies LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,838 | [3],[10] | $ 9,850 | [12],[13] | |||||
Investment interest rate | 9.42% | [10] | 9.42% | [10] | 8.13% | [13] | 8.13% | [13] | |
Investment, Identifier [Axis]: Performance Health Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 17,976 | [1],[3],[10] | $ 17,976 | [11],[12],[13] | |||||
Investment interest rate | 10.73% | [1],[10] | 10.73% | [1],[10] | 8.88% | [11],[13] | 8.88% | [11],[13] | |
Investment, Identifier [Axis]: Planview Parent Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 28,627 | [1],[3],[10] | $ 28,627 | [11],[12],[13] | |||||
Investment interest rate | 11.98% | [1],[10] | 11.98% | [1],[10] | 10.92% | [11],[13] | 10.92% | [11],[13] | |
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,766 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment interest rate | 12.36% | [1],[2],[10] | 12.36% | [1],[2],[10] | |||||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 48,689 | [1],[3],[10] | $ 48,689 | [11],[12],[13] | |||||
Investment interest rate | 11.83% | [1],[10] | 11.83% | [1],[10] | 10.68% | [11],[13] | 10.68% | [11],[13] | |
Investment, Identifier [Axis]: Profrac Holdings II LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 22,984 | [1],[3],[10] | $ 23,275 | [11],[12],[13] | |||||
Investment interest rate | 11.10% | [1],[10] | 11.10% | [1],[10] | 10.01% | [11],[13] | 10.01% | [11],[13] | |
Investment, Identifier [Axis]: Project Boost Purchaser LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,250 | [1],[3],[10] | $ 5,250 | [11],[12],[13] | |||||
Investment interest rate | 12.38% | [1],[10] | 12.38% | [1],[10] | 11.12% | [11],[13] | 11.12% | [11],[13] | |
Investment, Identifier [Axis]: Quantum Bidco Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,501 | [1],[3],[10],[14] | $ 3,501 | [11],[12],[13],[16] | |||||
Investment interest rate | 9.63% | [1],[10],[14] | 9.63% | [1],[10],[14] | 8.39% | [11],[13],[16] | 8.39% | [11],[13],[16] | |
Investment, Identifier [Axis]: RP Escrow Issuer LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,325 | [12] | |||||||
Investment interest rate | 5.25% | [17],[18],[19],[20],[21] | 5.25% | [17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: Radiology Partners Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,400 | [3],[10] | $ 3,400 | [12],[13] | |||||
Investment interest rate | 8.64% | [10] | 8.64% | [10] | 7.33% | [13] | 7.33% | [13] | |
Investment, Identifier [Axis]: Radiology Partners Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,755 | [3] | $ 4,755 | [12] | |||||
Investment interest rate | 9.25% | [5],[6],[7],[8],[9] | 9.25% | [5],[6],[7],[8],[9] | 9.25% | [17],[18],[19],[20],[21] | 9.25% | [17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 25,405 | [1],[3],[10] | 24,692 | [11],[12],[13] | |||||
Investment, Identifier [Axis]: Renaissance Holding Corp, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,542 | [3],[10] | $ 3,542 | [12],[13] | |||||
Investment interest rate | 11.38% | [10] | 11.38% | [10] | 10.12% | [13] | 10.12% | [13] | |
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,920 | [1],[2],[3],[10],[14] | $ 11,393 | [11],[12],[13],[15],[16] | |||||
Investment interest rate | 12.98% | [1],[2],[10],[14] | 12.98% | [1],[2],[10],[14] | 11.92% | [11],[13],[15],[16] | 11.92% | [11],[13],[15],[16] | |
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 36,092 | [1],[3],[10],[14] | $ 37,656 | [11],[12],[13],[16] | |||||
Investment interest rate | 12.98% | [1],[10],[14] | 12.98% | [1],[10],[14] | 11.92% | [11],[13],[16] | 11.92% | [11],[13],[16] | |
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[10] | |||||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,010 | [3],[10] | |||||||
Investment interest rate | 12.52% | [10] | 12.52% | [10] | |||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,395 | [1],[10] | |||||||
Investment interest rate | 9.42% | [10] | 9.42% | [10] | |||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,109 | [1],[3],[10] | $ 9,109 | [11],[12],[13] | |||||
Investment interest rate | 12.67% | [1],[10] | 12.67% | [1],[10] | 10.74% | [11],[13] | 10.74% | [11],[13] | |
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,496 | [3],[10] | |||||||
Investment interest rate | 8.92% | [10] | 8.92% | [10] | |||||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,500 | [12],[13] | |||||||
Investment interest rate | 7.63% | [13] | 7.63% | [13] | |||||
Investment, Identifier [Axis]: SVP-Singer Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 20,714 | [1],[3],[10] | $ 20,766 | [11],[12],[13] | |||||
Investment interest rate | 11.48% | [1],[10] | 11.48% | [1],[10] | 10.42% | [11],[13] | 10.42% | [11],[13] | |
Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan, LIBOR+4.50% cash due 12/10/2026 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,691 | [12],[13] | |||||||
Investment interest rate | 7.63% | [13] | 7.63% | [13] | |||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 931 | [1],[2],[3],[10] | |||||||
Investment interest rate | 14.32% | [1],[2],[10] | 14.32% | [1],[2],[10] | |||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 27,848 | [3],[10] | |||||||
Investment interest rate | 14.32% | [10] | 14.32% | [10] | |||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, Subordinated Debt | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 112,656 | [1],[2],[3],[10],[14] | $ 96,250 | [11],[12],[13],[15],[16] | |||||
Investment interest rate | 10.17% | [1],[2],[10],[14] | 10.17% | [1],[2],[10],[14] | 8.80% | [11],[13],[15],[16] | 8.80% | [11],[13],[15],[16] | 8% |
Investment, Identifier [Axis]: SiO Medical Products Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 47,112 | [1],[3] | $ 46,121 | [11],[12] | |||||
Investment interest rate | 5.50% | [1],[5],[6],[7],[8],[9] | 5.50% | [1],[5],[6],[7],[8],[9] | 5.50% | [11],[17],[18],[19],[20],[21] | 5.50% | [11],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: SonicWall US Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,195 | [1],[3],[10] | $ 3,195 | [11],[12],[13] | |||||
Investment interest rate | 12.20% | [1],[10] | 12.20% | [1],[10] | 10.48% | [11],[13] | 10.48% | [11],[13] | |
Investment, Identifier [Axis]: Spanx LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 330 | [1],[2],[3],[10] | $ 866 | [11],[12],[13],[15] | |||||
Investment interest rate | 9.29% | [1],[2],[10] | 9.29% | [1],[2],[10] | 8.03% | [11],[13],[15] | 8.03% | [11],[13],[15] | |
Investment, Identifier [Axis]: Spanx LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,523 | [1],[3],[10] | $ 4,534 | [11],[12],[13] | |||||
Investment interest rate | 9.64% | [1],[10] | 9.64% | [1],[10] | 8.30% | [11],[13] | 8.30% | [11],[13] | |
Investment, Identifier [Axis]: SumUp Holdings Luxembourg SÀRL, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 16,911 | [1],[3],[10],[14] | € 16,911 | [11],[12],[13],[16] | |||||
Investment interest rate | 10.49% | [1],[10],[14] | 10.49% | [1],[10],[14] | 10% | [11],[13],[16] | 10% | [11],[13],[16] | |
Investment, Identifier [Axis]: Sunland Asphalt & Construction LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 42,510 | [1],[3],[10] | $ 42,618 | [11],[12],[13] | |||||
Investment interest rate | 11.15% | [1],[10] | 11.15% | [1],[10] | 8.88% | [11],[13] | 8.88% | [11],[13] | |
Investment, Identifier [Axis]: Superior Industries International Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 39,774 | [10] | |||||||
Investment interest rate | 12.32% | [10] | 12.32% | [10] | |||||
Investment, Identifier [Axis]: Supermoose Borrower LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,457 | [3],[10] | $ 3,466 | [12],[13] | |||||
Investment interest rate | 8.48% | [10] | 8.48% | [10] | 7.42% | [13] | 7.42% | [13] | |
Investment, Identifier [Axis]: Swordfish Merger Sub LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,500 | [1],[3],[10] | $ 12,500 | [11],[12],[13] | |||||
Investment interest rate | 11.14% | [1],[10] | 11.14% | [1],[10] | 9.81% | [11],[13] | 9.81% | [11],[13] | |
Investment, Identifier [Axis]: TGNR HoldCo LLC, Subordinated Debt | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,984 | [1],[3],[4],[14] | $ 4,984 | [11],[12],[16],[22] | |||||
Investment interest rate | 11.50% | [1],[4],[5],[6],[7],[8],[9],[14] | 11.50% | [1],[4],[5],[6],[7],[8],[9],[14] | 11.50% | [11],[13],[16],[17],[18],[19],[20],[21] | 11.50% | [11],[13],[16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: TIBCO Software Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 12,032 | [3],[10] | $ 12,032 | [12],[13] | |||||
Investment interest rate | 9.18% | [10] | 9.18% | [10] | 8.15% | [13] | 8.15% | [13] | |
Investment, Identifier [Axis]: Tacala LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,448 | [3],[10] | $ 9,448 | [12],[13] | |||||
Investment interest rate | 11.88% | [10] | 11.88% | [10] | 10.62% | [13] | 10.62% | [13] | |
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10],[14] | $ 0 | [11],[12],[13],[15],[16] | |||||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 23,215 | [1],[3],[10],[14] | $ 23,215 | [11],[12],[13],[16] | |||||
Investment interest rate | 10.29% | [1],[10],[14] | 10.29% | [1],[10],[14] | 8.68% | [11],[13],[16] | 8.68% | [11],[13],[16] | |
Investment, Identifier [Axis]: Tecta America Corp, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,203 | [1],[3],[10] | $ 5,203 | [11],[12],[13] | |||||
Investment interest rate | 12.94% | [1],[10] | 12.94% | [1],[10] | 11.62% | [11],[13] | 11.62% | [11],[13] | |
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,231 | [1],[2],[3],[10] | $ 1,231 | [11],[12],[13] | |||||
Investment interest rate | 13.67% | [1],[2],[10] | 13.67% | [1],[2],[10] | 12.20% | [11],[13] | 12.20% | [11],[13] | |
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 18,276 | [1],[3],[10] | $ 18,323 | [11],[12],[13] | |||||
Investment interest rate | 13.67% | [1],[10] | 13.67% | [1],[10] | 12.11% | [11],[13] | 12.11% | [11],[13] | |
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 29,663 | [1],[3],[10] | $ 29,663 | [11],[12],[13] | |||||
Investment interest rate | 13.88% | [1],[10] | 13.88% | [1],[10] | 13.17% | [11],[13] | 13.17% | [11],[13] | |
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 15,674 | [11],[12],[13] | |||||||
Investment interest rate | 10.44% | [11],[13] | 10.44% | [11],[13] | |||||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 15,301 | [1],[3],[10] | |||||||
Investment interest rate | 11.69% | [1],[10] | 11.69% | [1],[10] | |||||
Investment, Identifier [Axis]: The Avery, Subordinated Debt in T8 Senior Mezz LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,706 | [1],[3],[10] | $ 3,789 | [11],[12],[13] | |||||
Investment interest rate | 17.24% | [1],[10] | 17.24% | [1],[10] | 16.17% | [11],[13] | 16.17% | [11],[13] | |
Investment, Identifier [Axis]: Thrasio LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 37,399 | [1],[3],[10] | $ 37,494 | [11],[12],[13] | |||||
Investment interest rate | 11.17% | [1],[10] | 11.17% | [1],[10] | 11.17% | [11],[13] | 11.17% | [11],[13] | |
Investment, Identifier [Axis]: Touchstone Acquisition Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,001 | [1],[3],[10] | $ 6,016 | [11],[12],[13] | |||||
Investment interest rate | 10.38% | [1],[10] | 10.38% | [1],[10] | 9.12% | [11],[13] | 9.12% | [11],[13] | |
Investment, Identifier [Axis]: Trinitas CLO XV, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,000 | [10],[14] | |||||||
Investment interest rate | 11.77% | [10],[14] | 11.77% | [10],[14] | |||||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,500 | [3],[14] | $ 4,500 | [12],[16] | |||||
Investment interest rate | 6.50% | [5],[6],[7],[8],[9],[14] | 6.50% | [5],[6],[7],[8],[9],[14] | 6.50% | [16],[17],[18],[19],[20],[21] | 6.50% | [16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 300 | [3],[14] | $ 300 | [12],[16] | |||||
Investment interest rate | 4.75% | [5],[6],[7],[8],[9],[14] | 4.75% | [5],[6],[7],[8],[9],[14] | 4.75% | [16],[17],[18],[19],[20],[21] | 4.75% | [16],[17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: WP CPP Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,545 | [3],[10] | $ 7,564 | [12],[13] | |||||
Investment interest rate | 8.17% | [10] | 8.17% | [10] | 6.56% | [13] | 6.56% | [13] | |
Investment, Identifier [Axis]: WP CPP Holdings LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,000 | [1],[3],[10] | $ 6,000 | [11],[12],[13] | |||||
Investment interest rate | 12.17% | [1],[10] | 12.17% | [1],[10] | 10.56% | [11],[13] | 10.56% | [11],[13] | |
Investment, Identifier [Axis]: WPEngine Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 40,536 | [1],[3],[10] | $ 40,536 | [11],[12],[13] | |||||
Investment interest rate | 10.19% | [1],[10] | 10.19% | [1],[10] | 10.19% | [11],[13] | 10.19% | [11],[13] | |
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,000 | [11],[12],[13] | |||||||
Investment interest rate | 10.67% | [11],[13] | 10.67% | [11],[13] | |||||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,000 | [1],[3],[10] | |||||||
Investment interest rate | 11.73% | [1],[10] | 11.73% | [1],[10] | |||||
Investment, Identifier [Axis]: Win Brands Group LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,238 | [1],[3],[10] | $ 2,316 | [11],[12],[13] | |||||
Investment interest rate | 20.75% | [1],[10] | 20.75% | [1],[10] | 19.64% | [11],[13] | 19.64% | [11],[13] | |
Investment, Identifier [Axis]: Windstream Services II LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 25,432 | [3],[10] | $ 25,499 | [12],[13] | |||||
Investment interest rate | 10.67% | [10] | 10.67% | [10] | 9.37% | [13] | 9.37% | [13] | |
Investment, Identifier [Axis]: Zayo Group Holdings Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 250 | [3] | $ 250 | [12] | |||||
Investment interest rate | 4% | [5],[6],[7],[8],[9] | 4% | [5],[6],[7],[8],[9] | 4% | [17],[18],[19],[20],[21] | 4% | [17],[18],[19],[20],[21] | |
Investment, Identifier [Axis]: Zep Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 19,578 | [1],[3],[10],[13] | $ 19,578 | [11],[12],[13] | |||||
Investment interest rate | 12.98% | [1],[10] | 12.98% | [1],[10] | 11.92% | [11],[13] | 11.92% | [11],[13] | |
Investment, Identifier [Axis]: Zephyr Bidco Limited, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 18,000 | [1],[3],[10],[13],[14] | $ 18,000 | [11],[12],[13],[16] | |||||
Investment interest rate | 10.96% | [1],[10],[14] | 10.96% | [1],[10],[14] | 9.72% | [11],[13],[16] | 9.72% | [11],[13],[16] | |
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 10.75% | [11],[17],[18],[19],[20],[21] | 10.75% | [11],[17],[18],[19],[20],[21] | |||||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., 10.75% | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 10.75% | [1],[5],[6],[7],[8],[9] | 10.75% | [1],[5],[6],[7],[8],[9] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[3],[10] | $ 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 0 | [1],[2],[3],[10] | 0 | [11],[12],[13],[15] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 19,203 | [11],[12],[13] | |||||||
Investment interest rate | 9.49% | [11],[13] | 9.49% | [11],[13] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 19,203 | [1],[3],[10] | |||||||
Investment interest rate | 7.14% | [1],[10] | 7.14% | [1],[10] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,944 | [1],[10] | |||||||
Investment interest rate | 11.52% | [1],[10] | 11.52% | [1],[10] | |||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[2],[10] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,212 | [1],[3],[10] | |||||||
Investment interest rate | 11.75% | [1],[10] | 11.75% | [1],[10] | |||||
SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 382,148 | $ 383,194 | |||||||
Number of borrowers in the Glick JV | borrower | 59 | 59 | 60 | 60 | |||||
SLF JV I | Investment, Identifier [Axis]: ADB Companies, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,413 | $ 8,518 | |||||||
Investment interest rate | 11.34% | 11.34% | 9.80% | 9.80% | |||||
SLF JV I | Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Revolve | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | ||||||||
SLF JV I | Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | ||||||||
SLF JV I | Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,166 | $ 4,176 | |||||||
Investment interest rate | 10.38% | 10.38% | 9.67% | 9.67% | |||||
SLF JV I | Investment, Identifier [Axis]: Access CIG, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,067 | $ 10,093 | |||||||
Investment interest rate | 7.82% | 7.82% | 6.82% | 6.82% | |||||
SLF JV I | Investment, Identifier [Axis]: Altice France S.A., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,992 | $ 3,000 | |||||||
Investment interest rate | 8.65% | 8.65% | 6.91% | 6.91% | |||||
SLF JV I | Investment, Identifier [Axis]: Alvogen Pharma US, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,150 | $ 9,267 | |||||||
Investment interest rate | 12.23% | 12.23% | 11.20% | 11.20% | |||||
SLF JV I | Investment, Identifier [Axis]: American Rock Salt Company LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,995 | ||||||||
Investment interest rate | 8.38% | 8.38% | |||||||
SLF JV I | Investment, Identifier [Axis]: American Tire Distributors, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,860 | $ 4,873 | |||||||
Investment interest rate | 10.61% | 10.61% | 9.03% | 9.03% | |||||
SLF JV I | Investment, Identifier [Axis]: Amplify Finco Pty Ltd., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,780 | $ 7,800 | |||||||
Investment interest rate | 8.98% | 8.98% | 7.92% | 7.92% | |||||
SLF JV I | Investment, Identifier [Axis]: Anastasia Parent, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,535 | $ 1,539 | |||||||
Investment interest rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
SLF JV I | Investment, Identifier [Axis]: Apptio, Inc., First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 231 | $ 154 | |||||||
Investment interest rate | 9.94% | 9.94% | 8.46% | 8.46% | |||||
SLF JV I | Investment, Identifier [Axis]: Apptio, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,615 | $ 4,615 | |||||||
Investment interest rate | 9.94% | 9.94% | 8.46% | 8.46% | |||||
SLF JV I | Investment, Identifier [Axis]: Astra Acquisition Corp., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,052 | $ 5,052 | |||||||
Investment interest rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
SLF JV I | Investment, Identifier [Axis]: Asurion, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,988 | $ 5,000 | |||||||
Investment interest rate | 8.68% | 8.68% | 7.70% | 7.70% | |||||
SLF JV I | Investment, Identifier [Axis]: Asurion, LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,346 | $ 4,346 | |||||||
Investment interest rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
SLF JV I | Investment, Identifier [Axis]: Aurora Lux Finco S.À.R.L., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,321 | $ 6,338 | |||||||
Investment interest rate | 10.32% | 10.32% | 8.78% | 8.78% | |||||
SLF JV I | Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,767 | $ 1,771 | |||||||
Investment interest rate | 9.73% | 9.73% | 8.12% | 8.12% | |||||
SLF JV I | Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,354 | $ 6,371 | |||||||
Investment interest rate | 9.07% | 9.07% | 8.12% | 8.12% | |||||
SLF JV I | Investment, Identifier [Axis]: BYJU's Alpha, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,425 | $ 7,444 | |||||||
Investment interest rate | 10.70% | 10.70% | 8.98% | 8.98% | |||||
SLF JV I | Investment, Identifier [Axis]: Blackhawk Network Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,550 | $ 9,575 | |||||||
Investment interest rate | 7.08% | 7.08% | 6.03% | 6.03% | |||||
SLF JV I | Investment, Identifier [Axis]: Boxer Parent Company Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,994 | ||||||||
Investment interest rate | 8.13% | 8.13% | |||||||
SLF JV I | Investment, Identifier [Axis]: CITGO Petroleum Corp., First Lien Term Loan, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,038 | ||||||||
Investment interest rate | 9.37% | 9.37% | |||||||
SLF JV I | Investment, Identifier [Axis]: Cengage Learning, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,992 | ||||||||
Investment interest rate | 7.81% | 7.81% | |||||||
SLF JV I | Investment, Identifier [Axis]: Centerline Communications, LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 449 | ||||||||
Investment interest rate | 9.12% | 9.12% | |||||||
SLF JV I | Investment, Identifier [Axis]: Centerline Communications, LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | $ 0 | |||||||
SLF JV I | Investment, Identifier [Axis]: Centerline Communications, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,345 | $ 4,358 | |||||||
Investment interest rate | 10.43% | 10.43% | 9.12% | 9.12% | |||||
SLF JV I | Investment, Identifier [Axis]: City Football Group Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,451 | ||||||||
Investment interest rate | 6.48% | 6.48% | |||||||
SLF JV I | Investment, Identifier [Axis]: Convergeone Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,354 | $ 7,373 | |||||||
Investment interest rate | 9.38% | 9.38% | 8.12% | 8.12% | |||||
SLF JV I | Investment, Identifier [Axis]: Covetrus, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,375 | $ 5,375 | |||||||
Investment interest rate | 9.58% | 9.58% | 7.65% | 7.65% | |||||
SLF JV I | Investment, Identifier [Axis]: Curium Bidco S.à.r.l., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,800 | $ 5,820 | |||||||
Investment interest rate | 8.73% | 8.73% | 7.67% | 7.67% | |||||
SLF JV I | Investment, Identifier [Axis]: Curium Bidco S.à.r.l., First Lien Term Loan, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 997 | ||||||||
Investment interest rate | 8.98% | 8.98% | |||||||
SLF JV I | Investment, Identifier [Axis]: DTI Holdco, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,980 | $ 8,000 | |||||||
Investment interest rate | 8.84% | 8.84% | 7.33% | 7.33% | |||||
SLF JV I | Investment, Identifier [Axis]: Dealer Tire, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,992 | ||||||||
Investment interest rate | 7.37% | 7.37% | |||||||
SLF JV I | Investment, Identifier [Axis]: Delivery Hero FinCo LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,035 | ||||||||
Investment interest rate | 8.49% | 8.49% | |||||||
SLF JV I | Investment, Identifier [Axis]: DirecTV Financing, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,277 | $ 6,436 | |||||||
Investment interest rate | 9.38% | 9.38% | 8.12% | 8.12% | |||||
SLF JV I | Investment, Identifier [Axis]: Domtar Corporation, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,090 | $ 4,100 | |||||||
Investment interest rate | 9.79% | 9.79% | 8.26% | 8.26% | |||||
SLF JV I | Investment, Identifier [Axis]: Eagle Parent Corp., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,478 | ||||||||
Investment interest rate | 7.80% | 7.80% | |||||||
SLF JV I | Investment, Identifier [Axis]: Five Largest Loan Exposures To Borrowers | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 51,990 | $ 48,139 | |||||||
SLF JV I | Investment, Identifier [Axis]: Gibson Brands, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,425 | $ 7,444 | |||||||
Investment interest rate | 9.13% | 9.13% | 7.94% | 7.94% | |||||
SLF JV I | Investment, Identifier [Axis]: Global Medical Response, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,260 | ||||||||
Investment interest rate | 8.42% | 8.42% | |||||||
SLF JV I | Investment, Identifier [Axis]: Global Medical Response, Inc., First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,979 | ||||||||
Investment interest rate | 7.37% | 7.37% | |||||||
SLF JV I | Investment, Identifier [Axis]: Global Medical Response, Inc., First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,192 | ||||||||
Investment interest rate | 6.81% | 6.81% | |||||||
SLF JV I | Investment, Identifier [Axis]: Harbor Purchaser Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,980 | $ 8,000 | |||||||
Investment interest rate | 9.67% | 9.67% | 8.38% | 8.38% | |||||
SLF JV I | Investment, Identifier [Axis]: INW Manufacturing, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,375 | $ 9,500 | |||||||
Investment interest rate | 10.48% | 10.48% | 9.42% | 9.42% | |||||
SLF JV I | Investment, Identifier [Axis]: Indivior Finance S.À.R.L., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,388 | $ 7,406 | |||||||
Investment interest rate | 10.09% | 10.09% | 8.80% | 8.80% | |||||
SLF JV I | Investment, Identifier [Axis]: Iris Holding, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,988 | $ 5,000 | |||||||
Investment interest rate | 8.94% | 8.94% | 7.89% | 7.89% | |||||
SLF JV I | Investment, Identifier [Axis]: LABL, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,992 | ||||||||
Investment interest rate | 9.38% | 9.38% | |||||||
SLF JV I | Investment, Identifier [Axis]: LTI Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,347 | $ 7,366 | |||||||
Investment interest rate | 7.88% | 7.88% | 6.37% | 6.37% | |||||
SLF JV I | Investment, Identifier [Axis]: Largest Exposure To A Single Borrower | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 11,337 | $ 10,093 | |||||||
SLF JV I | Investment, Identifier [Axis]: LaserAway Intermediate Holdings II, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,425 | $ 7,444 | |||||||
Investment interest rate | 9.76% | 9.76% | 8.23% | 8.23% | |||||
SLF JV I | Investment, Identifier [Axis]: Lightbox Intermediate, L.P., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 11,337 | $ 7,367 | |||||||
Investment interest rate | 9.73% | 9.73% | 8.67% | 8.67% | |||||
SLF JV I | Investment, Identifier [Axis]: LogMeIn, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,840 | $ 7,860 | |||||||
Investment interest rate | 9.14% | 9.14% | 7.80% | 7.80% | |||||
SLF JV I | Investment, Identifier [Axis]: MRI Software LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | $ 0 | |||||||
SLF JV I | Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,611 | $ 6,139 | |||||||
Investment interest rate | 10.23% | 10.23% | 9.17% | 9.17% | |||||
SLF JV I | Investment, Identifier [Axis]: McAfee Corp., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,995 | ||||||||
Investment interest rate | 7.97% | 7.97% | |||||||
SLF JV I | Investment, Identifier [Axis]: Mindbody, Inc., First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | $ 0 | |||||||
SLF JV I | Investment, Identifier [Axis]: Mindbody, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,668 | $ 4,687 | |||||||
Investment interest rate | 11.72% | 11.72% | 10.64% | 10.64% | |||||
SLF JV I | Investment, Identifier [Axis]: Northern Star Industries Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,668 | $ 6,685 | |||||||
Investment interest rate | 9.23% | 9.23% | 7.87% | 7.87% | |||||
SLF JV I | Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,757 | $ 7,777 | |||||||
Investment interest rate | 8.42% | 8.42% | 7.12% | 7.12% | |||||
SLF JV I | Investment, Identifier [Axis]: Park Place Technologies, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,900 | $ 4,925 | |||||||
Investment interest rate | 9.42% | 9.42% | 8.13% | 8.13% | |||||
SLF JV I | Investment, Identifier [Axis]: Peloton Interactive, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,486 | ||||||||
Investment interest rate | 8.35% | 8.35% | |||||||
SLF JV I | Investment, Identifier [Axis]: Planview Parent, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,435 | ||||||||
Investment interest rate | 8.73% | 8.73% | |||||||
SLF JV I | Investment, Identifier [Axis]: Planview Parent, Inc., Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,503 | $ 4,503 | |||||||
Investment interest rate | 11.98% | 11.98% | 10.92% | 10.92% | |||||
SLF JV I | Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 212 | $ 0 | |||||||
SLF JV I | Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,796 | $ 6,796 | |||||||
Investment interest rate | 11.83% | 11.83% | 10.68% | 10.68% | |||||
SLF JV I | Investment, Identifier [Axis]: RevSpring, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 9,600 | $ 9,625 | |||||||
Investment interest rate | 8.73% | 8.73% | 7.67% | 7.67% | |||||
SLF JV I | Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,179 | $ 8,201 | |||||||
Investment interest rate | 9.66% | 9.66% | 8.06% | 8.06% | |||||
SLF JV I | Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 138 | $ 138 | |||||||
Investment interest rate | 9.64% | 9.64% | 8.04% | 8.04% | |||||
SLF JV I | Investment, Identifier [Axis]: SPX Flow, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 10,075 | $ 7,500 | |||||||
Investment interest rate | 8.92% | 8.92% | 7.63% | 7.63% | |||||
SLF JV I | Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,536 | ||||||||
Investment interest rate | 7.63% | 7.63% | |||||||
SLF JV I | Investment, Identifier [Axis]: Sorenson Communications, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,478 | $ 2,553 | |||||||
Investment interest rate | 10.23% | 10.23% | 9.17% | 9.17% | |||||
SLF JV I | Investment, Identifier [Axis]: Spanx, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 8,910 | $ 8,933 | |||||||
Investment interest rate | 9.64% | 9.64% | 8.30% | 8.30% | |||||
SLF JV I | Investment, Identifier [Axis]: Supermoose Borrower, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,723 | $ 7,743 | |||||||
Investment interest rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
SLF JV I | Investment, Identifier [Axis]: Surgery Center Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,044 | $ 3,377 | |||||||
Investment interest rate | 8.05% | 8.05% | 6.51% | 6.51% | |||||
SLF JV I | Investment, Identifier [Axis]: TIBCO Software Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,256 | $ 6,256 | |||||||
Investment interest rate | 9.18% | 9.18% | 8.15% | 8.15% | |||||
SLF JV I | Investment, Identifier [Axis]: Touchstone Acquisition, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,267 | $ 7,285 | |||||||
Investment interest rate | 10.38% | 10.38% | 9.12% | 9.12% | |||||
SLF JV I | Investment, Identifier [Axis]: Veritas US Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,354 | $ 6,365 | |||||||
Investment interest rate | 9.73% | 9.73% | 8.67% | 8.67% | |||||
SLF JV I | Investment, Identifier [Axis]: WP CPP Holdings, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,980 | $ 1,985 | |||||||
Investment interest rate | 8.17% | 8.17% | 6.56% | 6.56% | |||||
SLF JV I | Investment, Identifier [Axis]: WP CPP Holdings, LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,000 | $ 6,000 | |||||||
Investment interest rate | 12.17% | 12.17% | 10.56% | 10.56% | |||||
SLF JV I | Investment, Identifier [Axis]: Windstream Services II, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,798 | $ 7,818 | |||||||
Investment interest rate | 10.67% | 10.67% | 9.37% | 9.37% | |||||
SLF JV I | Investment, Identifier [Axis]: Zayo Group Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,155 | $ 2,155 | |||||||
Investment interest rate | 7.38% | 7.38% | 6.12% | 6.12% | |||||
SLF JV I | Investment, Identifier [Axis]: athenahealth Group Inc., First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 109 | ||||||||
Investment interest rate | 7.82% | 7.82% | |||||||
SLF JV I | Investment, Identifier [Axis]: athenahealth Group Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,558 | ||||||||
Investment interest rate | 7.82% | 7.82% | |||||||
SLF JV I | Investment, Identifier [Axis]: eResearch Technology, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,811 | $ 7,331 | |||||||
Investment interest rate | 8.88% | 8.88% | 7.62% | 7.62% | |||||
SLF JV I | Senior secured loans | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 382,148 | $ 383,194 | |||||||
SLF JV I | Weighted Average | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 9.55% | 9.55% | 8.33% | 8.33% | |||||
Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 143,225 | ||||||||
Number of borrowers in the Glick JV | borrower | 40 | 40 | 43 | 43 | |||||
Glick JV LLC | Investment, Identifier [Axis]: ADB Companies, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,589 | $ 4,647 | |||||||
Investment interest rate | 11.34% | 11.34% | 9.80% | 9.80% | |||||
Glick JV LLC | Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | $ 0 | |||||||
Glick JV LLC | Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,729 | $ 1,734 | |||||||
Investment interest rate | 10.38% | 10.38% | 9.67% | 9.67% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Alvogen Pharma Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,562 | ||||||||
Investment interest rate | 11.20% | 11.20% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Alvogen Pharma Inc, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,479 | ||||||||
Investment interest rate | 12.23% | 12.23% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Alvogen Pharma Inc, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 997 | ||||||||
Investment interest rate | 8.38% | 8.38% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: American Tire Distributors, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,882 | $ 2,889 | |||||||
Investment interest rate | 10.61% | 10.61% | 9.03% | 9.03% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Amplify Finco Pty Ltd., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,918 | $ 2,925 | |||||||
Investment interest rate | 8.98% | 8.98% | 7.92% | 7.92% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Anastasia Parent, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 914 | $ 917 | |||||||
Investment interest rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Astra Acquisition Corp., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,078 | $ 2,078 | |||||||
Investment interest rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Asurion, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,995 | $ 2,000 | |||||||
Investment interest rate | 8.68% | 8.68% | 7.70% | 7.70% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Asurion, LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,423 | $ 2,423 | |||||||
Investment interest rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Aurora Lux Finco S.À.R.L., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,647 | $ 3,656 | |||||||
Investment interest rate | 10.32% | 10.32% | 8.78% | 8.78% | |||||
Glick JV LLC | Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Delayed Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 808 | ||||||||
Investment interest rate | 8.12% | 8.12% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,398 | ||||||||
Investment interest rate | 8.12% | 8.12% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,389 | ||||||||
Investment interest rate | 9.07% | 9.07% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 806 | ||||||||
Investment interest rate | 9.73% | 9.73% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: BYJU's Alpha, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,960 | $ 3,970 | |||||||
Investment interest rate | 10.70% | 10.70% | 8.98% | 8.98% | |||||
Glick JV LLC | Investment, Identifier [Axis]: CITGO Petroleum Corp., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,519 | ||||||||
Investment interest rate | 9.37% | 9.37% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: City Football Group Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,481 | ||||||||
Investment interest rate | 6.48% | 6.48% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Covetrus, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,280 | $ 2,280 | |||||||
Investment interest rate | 9.58% | 9.58% | 7.65% | 7.65% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Curium Bidco S.à.r.l., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,863 | $ 2,870 | |||||||
Investment interest rate | 8.73% | 8.73% | 7.67% | 7.67% | |||||
Glick JV LLC | Investment, Identifier [Axis]: DTI Holdco, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,993 | $ 3,000 | |||||||
Investment interest rate | 8.84% | 8.84% | 7.33% | 7.33% | |||||
Glick JV LLC | Investment, Identifier [Axis]: DirecTV Financing, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,663 | $ 2,730 | |||||||
Investment interest rate | 9.38% | 9.38% | 8.12% | 8.12% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Domtar Corporation, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,497 | $ 2,503 | |||||||
Investment interest rate | 9.79% | 9.79% | 8.26% | 8.26% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Eagle Parent Corp., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,488 | ||||||||
Investment interest rate | 7.80% | 7.80% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Five Largest Loan Exposures To Borrowers | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 29,830 | $ 28,973 | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Gibson Brands, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,960 | $ 3,970 | |||||||
Investment interest rate | 9.13% | 9.13% | 7.94% | 7.94% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Harbor Purchaser Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,990 | $ 4,000 | |||||||
Investment interest rate | 9.67% | 9.67% | 8.38% | 8.38% | |||||
Glick JV LLC | Investment, Identifier [Axis]: INW Manufacturing, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,344 | $ 2,375 | |||||||
Investment interest rate | 10.48% | 10.48% | 9.42% | 9.42% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Indivior Finance S.À.R.L., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,940 | $ 3,950 | |||||||
Investment interest rate | 10.09% | 10.09% | 8.80% | 8.80% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Iris Holding, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,995 | $ 2,000 | |||||||
Investment interest rate | 8.94% | 8.94% | 7.89% | 7.89% | |||||
Glick JV LLC | Investment, Identifier [Axis]: LTI Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,355 | $ 1,358 | |||||||
Investment interest rate | 7.88% | 7.88% | 6.37% | 6.37% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Largest Loan Exposure To A Single Borrower | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,476 | $ 6,562 | |||||||
Glick JV LLC | Investment, Identifier [Axis]: LaserAway Intermediate Holdings II, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,960 | $ 3,970 | |||||||
Investment interest rate | 9.76% | 9.76% | 8.23% | 8.23% | |||||
Glick JV LLC | Investment, Identifier [Axis]: MRI Software LLC, First Lien Revovlver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | ||||||||
Glick JV LLC | Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,642 | ||||||||
Investment interest rate | 10.23% | 10.23% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,647 | ||||||||
Investment interest rate | 9.17% | 9.17% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | ||||||||
Glick JV LLC | Investment, Identifier [Axis]: Northern Star Industries Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,239 | $ 5,252 | |||||||
Investment interest rate | 9.23% | 9.23% | 7.87% | 7.87% | |||||
Glick JV LLC | Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,878 | $ 3,888 | |||||||
Investment interest rate | 8.42% | 8.42% | 7.12% | 7.12% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Planview Parent, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 688 | ||||||||
Investment interest rate | 8.73% | 8.73% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Planview Parent, Inc., Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,842 | ||||||||
Investment interest rate | 11.98% | 11.98% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Planview Parent, Inc., Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,842 | ||||||||
Investment interest rate | 10.92% | 10.92% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 158 | $ 0 | |||||||
Investment interest rate | 12.36% | 12.36% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,465 | $ 4,465 | |||||||
Investment interest rate | 11.83% | 11.83% | 10.68% | 10.68% | |||||
Glick JV LLC | Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 6,078 | $ 6,094 | |||||||
Investment interest rate | 9.66% | 9.66% | 8.06% | 8.06% | |||||
Glick JV LLC | Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 102 | $ 102 | |||||||
Investment interest rate | 9.64% | 9.64% | 8.04% | 8.04% | |||||
Glick JV LLC | Investment, Identifier [Axis]: SPX Flow, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 5,985 | $ 6,000 | |||||||
Investment interest rate | 8.92% | 8.92% | 7.63% | 7.63% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,691 | ||||||||
Investment interest rate | 7.63% | 7.63% | |||||||
Glick JV LLC | Investment, Identifier [Axis]: Spanx, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,950 | $ 4,962 | |||||||
Investment interest rate | 9.64% | 9.64% | 8.30% | 8.30% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Supermoose Borrower, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,813 | $ 2,820 | |||||||
Investment interest rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Surgery Center Holdings, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,044 | $ 3,377 | |||||||
Investment interest rate | 8.05% | 8.05% | 6.51% | 6.51% | |||||
Glick JV LLC | Investment, Identifier [Axis]: TIBCO Software Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,654 | $ 2,654 | |||||||
Investment interest rate | 9.18% | 9.18% | 8.15% | 8.15% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Touchstone Acquisition, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,016 | $ 3,024 | |||||||
Investment interest rate | 10.38% | 10.38% | 9.12% | 9.12% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Tribe Buyer LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 1,578 | $ 1,583 | |||||||
Investment interest rate | 8.88% | 8.88% | 7.62% | 7.62% | |||||
Glick JV LLC | Investment, Identifier [Axis]: WP CPP Holdings, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 990 | $ 993 | |||||||
Investment interest rate | 8.17% | 8.17% | 6.56% | 6.56% | |||||
Glick JV LLC | Investment, Identifier [Axis]: WP CPP Holdings, LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 3,000 | $ 3,000 | |||||||
Investment interest rate | 12.17% | 12.17% | 10.56% | 10.56% | |||||
Glick JV LLC | Investment, Identifier [Axis]: Windstream Services II, LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 4,874 | $ 4,886 | |||||||
Investment interest rate | 10.67% | 10.67% | 9.37% | 9.37% | |||||
Glick JV LLC | Investment, Identifier [Axis]: eResearch Technology, Inc., First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 2,438 | $ 2,444 | |||||||
Investment interest rate | 8.88% | 8.88% | 7.62% | 7.62% | |||||
Glick JV LLC | Senior secured loans | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 134,080 | $ 143,225 | |||||||
Glick JV LLC | Weighted Average | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment interest rate | 9.86% | 9.86% | 8.52% | 8.52% | |||||
[1] As of December 31, 2022, these investments were categorized as Level 3 within the fair value hierarchy established by Financial Accounting Standards Board ("FASB") guidance under Accounting Standards Codification ("ASC") Topic 820, Fair Value Measurements and Disclosures ("ASC 820"). |
Portfolio Investments - Portf_3
Portfolio Investments - Portfolio Listing (Details) € in Thousands, $ in Thousands | Dec. 31, 2022 USD ($) shares | Dec. 31, 2022 EUR (€) shares | Sep. 30, 2022 USD ($) shares | Sep. 30, 2022 EUR (€) shares | Dec. 31, 2021 shares | ||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | $ 2,778,014 | $ 2,617,754 | |||||||
Fair Value | 2,642,870 | 2,494,111 | |||||||
Apptio Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 35,130 | 34,600 | |||||||
Fair Value | 35,063 | 34,584 | |||||||
athenahealth Group Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 18,264 | 18,264 | |||||||
Fair Value | 15,606 | 16,575 | |||||||
BAART Programs Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 14,598 | 13,632 | |||||||
Fair Value | 14,218 | 13,149 | |||||||
C5 Technology Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 34,984 | 34,984 | |||||||
Fair Value | 27,638 | 27,638 | |||||||
Global Medical Response Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 865 | 5,435 | |||||||
Fair Value | 899 | 4,848 | |||||||
MRI Software LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 25,368 | 29,103 | |||||||
Fair Value | 24,673 | 28,587 | |||||||
Pluralsight LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 49,709 | 47,898 | |||||||
Fair Value | 49,149 | 47,044 | |||||||
WP CPP Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 12,895 | 12,844 | |||||||
Fair Value | 11,653 | 11,865 | |||||||
SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 382,148 | 383,194 | |||||||
Cost | 380,682 | 382,673 | |||||||
Fair Value | 355,427 | 359,625 | |||||||
SLF JV I | Apptio Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,846 | 4,769 | |||||||
Cost | 4,812 | 4,731 | |||||||
Fair Value | 4,746 | 4,665 | |||||||
SLF JV I | ASP-R-PAC Acquisition Co LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,166 | 4,176 | |||||||
Cost | 4,089 | 4,094 | |||||||
Fair Value | 3,994 | 4,069 | |||||||
SLF JV I | Asurion, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 9,334 | 9,346 | |||||||
Cost | 8,747 | 8,734 | |||||||
Fair Value | 7,867 | 7,623 | |||||||
SLF JV I | athenahealth Group Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 2,667 | ||||||||
Cost | 2,427 | ||||||||
Fair Value | 2,384 | ||||||||
SLF JV I | BAART Programs Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 8,121 | 8,142 | |||||||
Cost | 8,042 | 8,062 | |||||||
Fair Value | 7,858 | 7,812 | |||||||
SLF JV I | C5 Technology Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 7,194 | 7,194 | |||||||
Fair Value | 5,683 | 5,683 | |||||||
SLF JV I | Centerline Communications, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 6,345 | 4,807 | |||||||
Cost | 6,232 | 4,708 | |||||||
Fair Value | 6,221 | 4,682 | |||||||
SLF JV I | Curium Bidco S.à.r.l. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 8,797 | ||||||||
Cost | 8,704 | ||||||||
Fair Value | 8,619 | ||||||||
SLF JV I | Global Medical Response Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,171 | ||||||||
Cost | 4,144 | ||||||||
Fair Value | 3,634 | ||||||||
SLF JV I | Mindbody, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,668 | 4,687 | |||||||
Cost | 4,633 | 4,647 | |||||||
Fair Value | 4,556 | 4,558 | |||||||
SLF JV I | MRI Software LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 10,611 | 6,139 | |||||||
Cost | 10,413 | 6,101 | |||||||
Fair Value | 10,215 | 5,956 | |||||||
SLF JV I | Planview Parent, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 6,938 | ||||||||
Cost | 6,729 | ||||||||
Fair Value | 6,315 | ||||||||
SLF JV I | Pluralsight LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 7,008 | 6,796 | |||||||
Cost | 6,904 | 6,688 | |||||||
Fair Value | 6,827 | 6,569 | |||||||
SLF JV I | SHO Holding I Corporation | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 8,317 | 8,339 | |||||||
Cost | 8,311 | 8,332 | |||||||
Fair Value | 6,459 | 7,297 | |||||||
SLF JV I | WP CPP Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 7,980 | 7,985 | |||||||
Cost | 7,887 | 7,882 | |||||||
Fair Value | 6,787 | 6,853 | |||||||
OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 143,225 | ||||||||
Cost | 131,077 | 140,083 | |||||||
Fair Value | 123,339 | 133,144 | |||||||
OCSI Glick JV LLC | Alvogen Pharma Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 7,476 | ||||||||
Cost | 7,331 | ||||||||
Fair Value | 7,388 | ||||||||
OCSI Glick JV LLC | ASP-R-PAC Acquisition Co LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 1,729 | 1,734 | |||||||
Cost | 1,698 | 1,700 | |||||||
Fair Value | 1,658 | 1,689 | |||||||
OCSI Glick JV LLC | Asurion, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,418 | 4,423 | |||||||
Cost | 4,121 | 4,113 | |||||||
Fair Value | 3,683 | 3,577 | |||||||
OCSI Glick JV LLC | BAART Programs Inc | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,195 | 4,206 | |||||||
Cost | 4,155 | 4,166 | |||||||
Fair Value | 4,062 | 4,039 | |||||||
OCSI Glick JV LLC | MRI Software LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 1,642 | 1,647 | |||||||
Cost | 1,628 | 1,631 | |||||||
Fair Value | 1,577 | 1,596 | |||||||
OCSI Glick JV LLC | Planview Parent, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 3,530 | ||||||||
Cost | 3,448 | ||||||||
Fair Value | 3,194 | ||||||||
OCSI Glick JV LLC | Pluralsight LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 4,623 | 4,465 | |||||||
Cost | 4,554 | 4,393 | |||||||
Fair Value | 4,504 | 4,315 | |||||||
OCSI Glick JV LLC | SHO Holding I Corporation | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 6,180 | 6,196 | |||||||
Cost | 6,170 | 6,184 | |||||||
Fair Value | 4,799 | 5,422 | |||||||
OCSI Glick JV LLC | WP CPP Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 3,990 | 3,993 | |||||||
Cost | 3,943 | 3,941 | |||||||
Fair Value | $ 3,392 | $ 3,426 | |||||||
Investment, Identifier [Axis]: - Van Houten Real LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 12% | [1],[2],[3],[4],[5],[6],[7],[8] | 12% | [1],[2],[3],[4],[5],[6],[7],[8] | |||||
Principal | $ 3,239 | [1],[6],[8],[9] | |||||||
Cost | 3,167 | [1],[6],[8] | |||||||
Fair Value | $ 3,159 | [1],[6],[8] | |||||||
Investment, Identifier [Axis]: ADB Companies LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | [1],[2],[3],[4],[5],[7],[10] | 6.25% | [1],[2],[3],[4],[5],[7],[10] | 6.25% | [10],[11],[12],[13],[14],[15],[16] | 6.25% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 11.34% | [1],[10] | 11.34% | [1],[10] | 9.80% | [12],[17] | 9.80% | [12],[17] | |
Principal | $ 14,505 | [1],[9],[10] | $ 14,685 | [12],[17],[18] | |||||
Cost | 14,079 | [1],[10] | 14,217 | [12],[17] | |||||
Fair Value | $ 14,254 | [1],[10] | $ 14,431 | [12],[17] | |||||
Investment, Identifier [Axis]: ADB Companies, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | 6.25% | 6.25% | |||||
Cash Interest Rate | 11.34% | 11.34% | 9.80% | 9.80% | |||||
Principal | $ 8,413 | $ 8,518 | |||||||
Cost | 8,296 | 8,389 | |||||||
Fair Value | $ 8,267 | $ 8,371 | |||||||
Investment, Identifier [Axis]: ADB Companies, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | 6.25% | 6.25% | |||||
Cash Interest Rate | 11.34% | 11.34% | 9.80% | 9.80% | |||||
Principal | $ 4,589 | $ 4,647 | |||||||
Cost | 4,528 | 4,579 | |||||||
Fair Value | $ 4,510 | $ 4,567 | |||||||
Investment, Identifier [Axis]: ADC Therapeutics SA, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 28,948 | [1],[2],[3],[4],[5],[7],[19] | 28,948 | [1],[2],[3],[4],[5],[7],[19] | 28,948 | [11],[12],[13],[14],[15],[16],[20] | 28,948 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 174 | [1],[19] | $ 174 | [12],[20] | |||||
Fair Value | $ 50 | [1],[19] | $ 73 | [12],[20] | |||||
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 7.50% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 7.50% | [10],[11],[12],[13],[14],[15],[16],[20],[21] | 7.50% | [10],[11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 0 | [1],[6],[9],[10],[19] | $ 0 | [12],[17],[18],[20],[21] | |||||
Cost | (38) | [1],[6],[10],[19] | (38) | [12],[17],[20],[21] | |||||
Fair Value | $ (35) | [1],[6],[10],[19] | $ (37) | [12],[17],[20],[21] | |||||
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[10],[19] | 7.50% | [1],[2],[3],[4],[5],[7],[10],[19] | 7.50% | [10],[11],[12],[13],[14],[15],[16],[20] | 7.50% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 12.23% | [1],[10],[19] | 12.23% | [1],[10],[19] | 11.20% | [12],[17],[20] | 11.20% | [12],[17],[20] | |
Principal | $ 6,589 | [1],[9],[10],[19] | $ 6,589 | [12],[17],[18],[20] | |||||
Cost | 6,269 | [1],[10],[19] | 6,256 | [12],[17],[20] | |||||
Fair Value | $ 6,274 | [1],[10],[19] | $ 6,262 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: AI Sirona Luxembourg Acquisition Sarl, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[7],[10],[19] | 7.25% | [1],[2],[3],[4],[5],[7],[10],[19] | 7.25% | [10],[11],[12],[13],[14],[15],[16],[20] | 7.25% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 9.15% | [1],[10],[19] | 9.15% | [1],[10],[19] | 7.94% | [12],[17],[20] | 7.94% | [12],[17],[20] | |
Principal | $ 24,838 | [1],[9],[10],[19] | $ 24,838 | [12],[17],[18],[20] | |||||
Cost | 27,775 | [1],[10],[19] | 27,752 | [12],[17],[20] | |||||
Fair Value | $ 24,255 | [1],[10],[19] | $ 22,143 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: AIP RD Buyer Corp, Common Units in RD Holding LP | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 14,410 | [1],[2],[3],[4],[5],[7] | 14,410 | [1],[2],[3],[4],[5],[7] | 14,410 | [11],[12],[13],[14],[15],[16] | 14,410 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 1,352 | [1] | $ 1,352 | [12] | |||||
Fair Value | $ 1,528 | [1] | $ 1,291 | [12] | |||||
Investment, Identifier [Axis]: AIP RD Buyer Corp, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[7],[10] | 7.75% | [1],[2],[3],[4],[5],[7],[10] | 7.75% | [10],[11],[12],[13],[14],[15],[16] | 7.75% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 12.17% | [1],[10] | 12.17% | [1],[10] | 10.88% | [12],[17] | 10.88% | [12],[17] | |
Principal | $ 14,414 | [1],[9],[10] | $ 14,414 | [12],[17],[18] | |||||
Cost | 14,163 | [1],[10] | 14,154 | [12],[17] | |||||
Fair Value | $ 13,960 | [1],[10] | $ 13,910 | [12],[17] | |||||
Investment, Identifier [Axis]: AMMC CLO 27, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.89% | [2],[3],[4],[5],[7],[10],[19] | 8.89% | [2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 13.49% | [10] | 13.49% | [10] | |||||
Principal | $ 2,275 | [10] | |||||||
Cost | 2,037 | [10],[19] | |||||||
Fair Value | $ 2,087 | [10],[19] | |||||||
Investment, Identifier [Axis]: APX Group Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 5.75% | [2],[3],[4],[5],[7],[19] | 5.75% | [2],[3],[4],[5],[7],[19] | 5.75% | [11],[13],[14],[15],[16],[20] | 5.75% | [11],[13],[14],[15],[16],[20] | |
Principal | $ 2,075 | [9],[19] | $ 2,075 | [18],[20] | |||||
Cost | 1,742 | [19] | 1,733 | [20] | |||||
Fair Value | $ 1,721 | [19] | $ 1,645 | [20] | |||||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 7.50% | [11],[13],[14],[15],[16] | 7.50% | [11],[13],[14],[15],[16] | |||||
Principal | $ 5,500 | [18] | |||||||
Cost | 5,408 | ||||||||
Fair Value | $ 3,641 | ||||||||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 5.25% | [11],[13],[14],[15],[16] | 5.25% | [11],[13],[14],[15],[16] | |||||
Principal | $ 2,500 | [18] | |||||||
Cost | 2,220 | ||||||||
Fair Value | $ 1,926 | ||||||||
Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Revolve | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | |||||||
Principal | $ 0 | ||||||||
Cost | (8) | ||||||||
Fair Value | $ (18) | ||||||||
Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Revolver | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | |||||||
Principal | $ 0 | ||||||||
Cost | (9) | ||||||||
Fair Value | $ (11) | ||||||||
Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Revolver | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Principal | $ 0 | $ 0 | |||||||
Cost | (3) | (4) | |||||||
Fair Value | $ (8) | $ (5) | |||||||
Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.38% | 10.38% | 9.67% | 9.67% | |||||
Principal | $ 4,166 | $ 4,176 | |||||||
Cost | 4,097 | 4,103 | |||||||
Fair Value | $ 4,012 | $ 4,080 | |||||||
Investment, Identifier [Axis]: ASP-R-PAC Acquisition Co LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.38% | 10.38% | 9.67% | 9.67% | |||||
Principal | $ 1,729 | $ 1,734 | |||||||
Cost | 1,701 | 1,704 | |||||||
Fair Value | $ 1,666 | 1,694 | |||||||
Investment, Identifier [Axis]: AT Holdings II Ltd, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 14.25% | [1],[2],[3],[4],[5],[7],[19] | 14.25% | [1],[2],[3],[4],[5],[7],[19] | |||||
Principal | $ 15,939 | [1],[9],[19] | |||||||
Cost | 15,939 | [1],[19] | |||||||
Fair Value | 15,939 | [1],[19] | |||||||
Investment, Identifier [Axis]: AT Holdings II SÀRL, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 15,643 | [1],[9],[19] | 33,997 | [12],[18],[20] | |||||
Cost | 15,640 | [1],[19] | 33,960 | [12],[20] | |||||
Fair Value | $ 15,722 | [1],[19] | $ 34,891 | [12],[20] | |||||
Investment, interest rate, paid in kind | 12.50% | [1],[2],[3],[4],[5],[7],[19] | 12.50% | [1],[2],[3],[4],[5],[7],[19] | 10.50% | [11],[12],[13],[14],[15],[16],[20] | 10.50% | [11],[12],[13],[14],[15],[16],[20] | |
Investment, Identifier [Axis]: Access CIG LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[7],[10] | 7.75% | [1],[2],[3],[4],[5],[7],[10] | 7.75% | [10],[11],[13],[14],[15],[16] | 7.75% | [10],[11],[13],[14],[15],[16] | |
Cash Interest Rate | 11.82% | [10] | 11.82% | [10] | 10.82% | [17] | 10.82% | [17] | |
Principal | $ 20,000 | [9],[10] | $ 20,000 | [17],[18] | |||||
Cost | 19,932 | [10] | 19,927 | [17] | |||||
Fair Value | $ 17,800 | [10] | $ 19,075 | [17] | |||||
Investment, Identifier [Axis]: Access CIG, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 7.82% | 7.82% | 6.82% | 6.82% | |||||
Principal | $ 10,067 | $ 10,093 | |||||||
Cost | 10,008 | 10,028 | |||||||
Fair Value | $ 9,883 | $ 9,692 | |||||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [10],[11],[12],[13],[14],[15],[16],[21] | 5.50% | [10],[11],[12],[13],[14],[15],[16],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | 0 | [1],[6],[10] | 0 | [12],[17],[21] | |||||
Fair Value | $ (6) | [1],[6],[10] | $ (6) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [10],[11],[12],[13],[14],[15],[16],[21] | 5.50% | [10],[11],[12],[13],[14],[15],[16],[21] | |
Cash Interest Rate | 10.17% | [1],[6],[10] | 10.17% | [1],[6],[10] | 9.14% | [12],[17],[21] | 9.14% | [12],[17],[21] | |
Principal | $ 908 | [1],[6],[9],[10] | $ 500 | [12],[17],[18],[21] | |||||
Cost | 874 | [1],[6],[10] | 462 | [12],[17],[21] | |||||
Fair Value | $ 904 | [1],[6],[10] | $ 495 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Accupac Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [10],[11],[12],[13],[14],[15],[16] | 5.50% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 10.16% | [1],[10] | 10.16% | [1],[10] | 9.12% | [12],[17] | 9.12% | [12],[17] | |
Principal | $ 15,935 | [1],[9],[10] | $ 15,976 | [12],[17],[18] | |||||
Cost | 15,668 | [1],[10] | 15,686 | [12],[17] | |||||
Fair Value | $ 15,903 | [1],[10] | $ 15,944 | [12],[17] | |||||
Investment, Identifier [Axis]: Acquia Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [10],[11],[12],[13],[14],[15],[16] | 7% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 12.18% | [1],[6],[10] | 12.18% | [1],[6],[10] | 10.64% | [12],[17],[21] | 10.64% | [12],[17],[21] | |
Principal | $ 1,317 | [1],[6],[9],[10] | $ 914 | [12],[17],[18],[21] | |||||
Cost | 1,296 | [1],[6],[10] | 890 | [12],[17],[21] | |||||
Fair Value | $ 1,308 | [1],[6],[10] | $ 898 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Acquia Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [10],[11],[12],[13],[14],[15],[16] | 7% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 10.74% | [1],[10] | 10.74% | [1],[10] | 9.63% | [12],[17] | 9.63% | [12],[17] | |
Principal | $ 27,349 | [1],[9],[10] | $ 27,349 | [12],[17],[18] | |||||
Cost | 27,064 | [1],[10] | 27,038 | [12],[17] | |||||
Fair Value | $ 27,240 | [1],[10] | $ 27,158 | [12],[17] | |||||
Investment, Identifier [Axis]: Aden & Anais Merger Sub Inc, Common Units in Aden & Anais Holdings, Inc. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 51,645 | [1],[2],[3],[4],[5],[7] | 51,645 | [1],[2],[3],[4],[5],[7] | 51,645 | [11],[12],[13],[14],[15],[16] | 51,645 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 5,165 | [1] | $ 5,165 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: AirStrip Technologies Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 5,715 | [1],[2],[3],[4],[5],[7] | 5,715 | [1],[2],[3],[4],[5],[7] | 5,715 | [11],[12],[13],[14],[15],[16] | 5,715 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 90 | [1] | $ 90 | [12] | |||||
Fair Value | $ 0 | [1] | 0 | [12] | |||||
Investment, Identifier [Axis]: All Web Leads Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 1% | [1],[2],[3],[4],[5],[7],[10] | 1% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 5.73% | [1],[10] | 5.73% | [1],[10] | |||||
Principal | $ 23,562 | [1],[9],[10] | 23,338 | [12],[17],[18] | |||||
Cost | 22,547 | [1],[10] | 22,057 | [12],[17] | |||||
Fair Value | $ 22,354 | [1],[10] | $ 22,141 | [12],[17] | |||||
Investment, interest rate, paid in kind | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [10],[11],[12],[13],[14],[15],[16] | 8.50% | [10],[11],[12],[13],[14],[15],[16] | |
Investment, Identifier [Axis]: Altice France S.A., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.65% | 8.65% | 6.91% | 6.91% | |||||
Principal | $ 2,992 | $ 3,000 | |||||||
Cost | 2,844 | 2,841 | |||||||
Fair Value | $ 2,791 | $ 2,730 | |||||||
Investment, Identifier [Axis]: Altice France SA, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [11],[13],[14],[15],[16],[20] | 5.50% | [11],[13],[14],[15],[16],[20] | |||||
Cash Interest Rate | 5.50% | [1],[2],[3],[4],[5],[7],[19] | 5.50% | [1],[2],[3],[4],[5],[7],[19] | |||||
Principal | $ 4,050 | [9],[19] | $ 4,050 | [18],[20] | |||||
Cost | 3,533 | [19] | 3,518 | [20] | |||||
Fair Value | $ 3,095 | [19] | $ 3,057 | [20] | |||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 166,414 | [1],[2],[3],[4],[5],[7] | 166,414 | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 642 | [1] | |||||||
Fair Value | $ 629 | [1] | |||||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 12.68% | [1],[10] | 12.68% | [1],[10] | |||||
Principal | $ 8,640 | [1],[9],[10] | |||||||
Cost | 7,904 | [1],[10] | |||||||
Fair Value | $ 7,930 | [1],[10] | |||||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[7],[10] | 3.50% | [1],[2],[3],[4],[5],[7],[10] | |||||
Investment, Identifier [Axis]: Alvogen Pharma Inc, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | 7.50% | |||||||
Cash Interest Rate | 11.20% | 11.20% | |||||||
Principal | $ 6,562 | ||||||||
Cost | 6,489 | ||||||||
Fair Value | $ 6,529 | ||||||||
Investment, Identifier [Axis]: Alvogen Pharma Inc, First Lien Term Loan 1 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | 7.50% | |||||||
Cash Interest Rate | 12.23% | 12.23% | |||||||
Principal | $ 6,479 | ||||||||
Cost | 6,413 | ||||||||
Fair Value | $ 6,447 | ||||||||
Investment, Identifier [Axis]: Alvogen Pharma Inc, First Lien Term Loan 2 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | |||||||
Cash Interest Rate | 8.38% | 8.38% | |||||||
Principal | $ 997 | ||||||||
Cost | 918 | ||||||||
Fair Value | $ 941 | ||||||||
Investment, Identifier [Axis]: Alvogen Pharma US Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [10],[11],[12],[13],[14],[15],[16] | 7.50% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 12.23% | [1],[10] | 12.23% | [1],[10] | 11.20% | [12],[17] | 11.20% | [12],[17] | |
Principal | $ 12,968 | [1],[9],[10] | $ 13,134 | [12],[17],[18] | |||||
Cost | 12,711 | [1],[10] | 12,847 | [12],[17] | |||||
Fair Value | $ 12,903 | [1],[10] | $ 13,068 | [12],[17] | |||||
Investment, Identifier [Axis]: Alvogen Pharma US, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | 7.50% | 7.50% | 7.50% | |||||
Cash Interest Rate | 12.23% | 12.23% | 11.20% | 11.20% | |||||
Principal | $ 9,150 | $ 9,267 | |||||||
Cost | 9,060 | 9,166 | |||||||
Fair Value | $ 9,104 | $ 9,221 | |||||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Common Shares in Alvotech SA | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 587,930 | [2],[3],[4],[5],[7],[19] | 587,930 | [2],[3],[4],[5],[7],[19] | 587,930 | [11],[13],[14],[15],[16],[20] | 587,930 | [11],[13],[14],[15],[16],[20] | |
Cost | $ 5,308 | [19] | $ 5,308 | [20] | |||||
Fair Value | $ 5,879 | [19] | $ 3,974 | [20] | |||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Seller Earn Out Shares in Alvotech SA | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 124,780 | [11],[12],[13],[14],[15],[16],[20] | 124,780 | [11],[12],[13],[14],[15],[16],[20] | |||||
Cost | $ 485 | [12],[20] | |||||||
Fair Value | $ 212 | [12],[20] | |||||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche A Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 8.50% | [1],[2],[3],[4],[5],[7],[19] | 8.50% | [1],[2],[3],[4],[5],[7],[19] | 10% | [11],[12],[13],[14],[15],[16],[20] | 10% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 26,179 | [1],[9],[19] | $ 24,043 | [12],[18],[20] | |||||
Cost | 25,798 | [1],[19] | 23,747 | [12],[20] | |||||
Fair Value | $ 25,684 | [1],[19] | $ 23,923 | [12],[20] | |||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[7],[19] | 3.50% | [1],[2],[3],[4],[5],[7],[19] | |||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche B Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 8.50% | [1],[2],[3],[4],[5],[7],[19] | 8.50% | [1],[2],[3],[4],[5],[7],[19] | 10% | [11],[12],[13],[14],[15],[16],[20] | 10% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 25,612 | [1],[9],[19] | $ 23,522 | [12],[18],[20] | |||||
Cost | 25,264 | [1],[19] | 23,264 | [12],[20] | |||||
Fair Value | $ 25,128 | [1],[19] | $ 23,404 | [12],[20] | |||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[7],[19] | 3.50% | [1],[2],[3],[4],[5],[7],[19] | |||||
Investment, Identifier [Axis]: American Auto Auction Group LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[7],[10] | 8.75% | [1],[2],[3],[4],[5],[7],[10] | 8.75% | [10],[11],[12],[13],[14],[15],[16] | 8.75% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 13.33% | [1],[10] | 13.33% | [1],[10] | 12.30% | [12],[17] | 12.30% | [12],[17] | |
Principal | $ 14,760 | [1],[9],[10] | $ 14,760 | [12],[17],[18] | |||||
Cost | 14,503 | [1],[10] | 14,492 | [12],[17] | |||||
Fair Value | $ 11,439 | [1],[10] | $ 13,284 | [12],[17] | |||||
Investment, Identifier [Axis]: American Rock Salt Company LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | |||||||
Cash Interest Rate | 8.38% | 8.38% | |||||||
Principal | $ 1,995 | ||||||||
Cost | 1,836 | ||||||||
Fair Value | $ 1,883 | ||||||||
Investment, Identifier [Axis]: American Tire Distributors Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | [2],[3],[4],[5],[7],[10] | 6.25% | [2],[3],[4],[5],[7],[10] | 6.25% | [10],[11],[13],[14],[15],[16] | 6.25% | [10],[11],[13],[14],[15],[16] | |
Cash Interest Rate | 10.61% | [10] | 10.61% | [10] | 9.03% | [17] | 9.03% | [17] | |
Principal | $ 9,870 | [9],[10] | $ 9,895 | [17],[18] | |||||
Cost | 9,747 | [10] | 9,772 | [17] | |||||
Fair Value | $ 9,081 | [10] | $ 9,293 | [17] | |||||
Investment, Identifier [Axis]: American Tire Distributors, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | 6.25% | 6.25% | |||||
Cash Interest Rate | 10.61% | 10.61% | 9.03% | 9.03% | |||||
Principal | $ 4,860 | $ 4,873 | |||||||
Cost | 4,800 | 4,812 | |||||||
Fair Value | $ 4,471 | $ 4,576 | |||||||
Investment, Identifier [Axis]: American Tire Distributors, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | 6.25% | 6.25% | |||||
Cash Interest Rate | 10.61% | 10.61% | 9.03% | 9.03% | |||||
Principal | $ 2,882 | $ 2,889 | |||||||
Cost | 2,846 | 2,853 | |||||||
Fair Value | $ 2,652 | $ 2,714 | |||||||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | [1],[2],[3],[4],[5],[7],[10],[19] | 4.25% | [1],[2],[3],[4],[5],[7],[10],[19] | 4.25% | [10],[11],[12],[13],[14],[15],[16],[20] | 4.25% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 8.98% | [1],[10],[19] | 8.98% | [1],[10],[19] | 7.92% | [12],[17],[20] | 7.92% | [12],[17],[20] | |
Principal | $ 15,181 | [1],[9],[10],[19] | $ 15,220 | [12],[17],[18],[20] | |||||
Cost | 14,014 | [1],[10],[19] | 13,973 | [12],[17],[20] | |||||
Fair Value | $ 14,637 | [1],[10],[19] | $ 14,687 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10],[19] | 8% | [1],[2],[3],[4],[5],[7],[10],[19] | 8% | [10],[11],[12],[13],[14],[15],[16],[20] | 8% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 12.73% | [1],[10],[19] | 12.73% | [1],[10],[19] | 11.67% | [12],[17],[20] | 11.67% | [12],[17],[20] | |
Principal | $ 12,500 | [1],[9],[10],[19] | $ 12,500 | [12],[17],[18],[20] | |||||
Cost | 12,188 | [1],[10],[19] | 12,188 | [12],[17],[20] | |||||
Fair Value | $ 11,833 | [1],[10],[19] | $ 11,958 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | 4.25% | 4.25% | |||||
Cash Interest Rate | 8.98% | 8.98% | 7.92% | 7.92% | |||||
Principal | $ 7,780 | $ 7,800 | |||||||
Cost | 7,702 | 7,722 | |||||||
Fair Value | $ 7,501 | $ 7,527 | |||||||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | 4.25% | 4.25% | |||||
Cash Interest Rate | 8.98% | 8.98% | 7.92% | 7.92% | |||||
Principal | $ 2,918 | $ 2,925 | |||||||
Cost | 2,888 | 2,896 | |||||||
Fair Value | $ 2,813 | $ 2,823 | |||||||
Investment, Identifier [Axis]: Anastasia Parent LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | [2],[3],[4],[5],[7],[10] | 3.75% | [2],[3],[4],[5],[7],[10] | 3.75% | [10],[11],[13],[14],[15],[16] | 3.75% | [10],[11],[13],[14],[15],[16] | |
Cash Interest Rate | 8.48% | [10] | 8.48% | [10] | 7.42% | [17] | 7.42% | [17] | |
Principal | $ 2,729 | [9],[10] | $ 2,736 | [17],[18] | |||||
Cost | 2,254 | [10] | 2,260 | [17] | |||||
Fair Value | $ 2,043 | [10] | $ 2,189 | [17] | |||||
Investment, Identifier [Axis]: Anastasia Parent, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
Principal | $ 1,535 | $ 1,539 | |||||||
Cost | 1,200 | 1,203 | |||||||
Fair Value | $ 1,149 | $ 1,232 | |||||||
Investment, Identifier [Axis]: Anastasia Parent, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
Principal | $ 914 | $ 917 | |||||||
Cost | 711 | 712 | |||||||
Fair Value | $ 685 | $ 734 | |||||||
Investment, Identifier [Axis]: Ankura Consulting Group LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [10],[11],[12],[13],[14],[15],[16] | 8% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 12.36% | [1],[10] | 12.36% | [1],[10] | 10.78% | [12],[17] | 10.78% | [12],[17] | |
Principal | $ 2,996 | [1],[9],[10] | $ 4,346 | [12],[17],[18] | |||||
Cost | 2,951 | [1],[10] | 4,281 | [12],[17] | |||||
Fair Value | $ 2,558 | [1],[10] | $ 3,813 | [12],[17] | |||||
Investment, Identifier [Axis]: Apptio Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[6],[7],[10] | 6% | [1],[2],[3],[4],[5],[6],[7],[10] | 6% | [10],[11],[12],[13],[14],[15],[16],[21] | 6% | [10],[11],[12],[13],[14],[15],[16],[21] | |
Cash Interest Rate | 9.94% | [1],[6],[10] | 9.94% | [1],[6],[10] | 8.46% | [12],[17],[21] | 8.46% | [12],[17],[21] | |
Principal | $ 1,338 | [1],[6],[9],[10] | $ 892 | [12],[17],[18],[21] | |||||
Cost | 1,312 | [1],[6],[10] | 863 | [12],[17],[21] | |||||
Fair Value | $ 1,294 | [1],[6],[10] | $ 846 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Apptio Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [10],[11],[12],[13],[14],[15],[16] | 6% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 9.94% | [1],[10] | 9.94% | [1],[10] | 8.46% | [12],[17] | 8.46% | [12],[17] | |
Principal | $ 34,458 | [1],[9],[10] | $ 34,458 | [12],[17],[18] | |||||
Cost | 33,818 | [1],[10] | 33,737 | [12],[17] | |||||
Fair Value | $ 33,769 | [1],[10] | $ 33,738 | [12],[17] | |||||
Investment, Identifier [Axis]: Apptio, Inc., First Lien Revolver | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 9.94% | 9.94% | 8.46% | 8.46% | |||||
Principal | $ 231 | $ 154 | |||||||
Cost | 228 | 151 | |||||||
Fair Value | $ 223 | $ 146 | |||||||
Investment, Identifier [Axis]: Apptio, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 9.94% | 9.94% | 8.46% | 8.46% | |||||
Principal | $ 4,615 | $ 4,615 | |||||||
Cost | 4,584 | 4,580 | |||||||
Fair Value | $ 4,523 | $ 4,519 | |||||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[7],[10],[19] | 5.75% | [1],[2],[3],[4],[5],[7],[10],[19] | 5.75% | [10],[11],[12],[13],[14],[15],[16],[20],[21] | 5.75% | [10],[11],[12],[13],[14],[15],[16],[20],[21] | |
Cash Interest Rate | 7.48% | [1],[10],[19] | 7.48% | [1],[10],[19] | |||||
Principal | $ 3,649 | [1],[6],[9],[10],[19] | $ 0 | [12],[17],[18],[20],[21] | |||||
Cost | 3,666 | [1],[6],[10],[19] | (44) | [12],[17],[20],[21] | |||||
Fair Value | $ 3,908 | [1],[6],[10],[19] | $ 0 | [12],[17],[20],[21] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10],[19] | 7% | [1],[2],[3],[4],[5],[7],[10],[19] | 7% | [10],[11],[12],[13],[14],[15],[16],[20] | 7% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 8% | [1],[10],[19] | 8% | [1],[10],[19] | 8% | [12],[17],[20] | 8% | [12],[17],[20] | |
Principal | $ 1,964 | [1],[9],[10],[19] | $ 1,964 | [12],[17],[18],[20] | |||||
Cost | 2,176 | [1],[10],[19] | 2,176 | [12],[17],[20] | |||||
Fair Value | $ 2,103 | [1],[10],[19] | $ 1,927 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10],[19] | 7% | [1],[2],[3],[4],[5],[7],[10],[19] | 7% | [10],[11],[12],[13],[14],[15],[16],[20] | 7% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 10.43% | [1],[10],[19] | 10.43% | [1],[10],[19] | 9.19% | [12],[17],[20] | 9.19% | [12],[17],[20] | |
Principal | $ 18,636 | [1],[9],[10],[19] | $ 18,636 | [12],[17],[18],[20] | |||||
Cost | 23,058 | [1],[10],[19] | 23,139 | [12],[17],[20] | |||||
Fair Value | $ 22,485 | [1],[10],[19] | $ 20,826 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 3 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[7],[10],[19] | 5.75% | [1],[2],[3],[4],[5],[7],[10],[19] | 5.75% | [10],[11],[12],[13],[14],[15],[16],[20] | 5.75% | [10],[11],[12],[13],[14],[15],[16],[20] | |
Cash Interest Rate | 8.81% | [1],[10],[19] | 8.81% | [1],[10],[19] | 8.81% | [12],[17],[20] | 8.81% | [12],[17],[20] | |
Principal | $ 10,519 | [1],[9],[10],[19] | $ 10,519 | [12],[17],[18],[20] | |||||
Cost | 10,368 | [1],[10],[19] | 10,357 | [12],[17],[20] | |||||
Fair Value | $ 10,561 | [1],[10],[19] | $ 10,328 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,609,201 | [1],[2],[3],[4],[5],[7] | 1,609,201 | [1],[2],[3],[4],[5],[7] | 1,609,201 | ||||
Cost | $ 764 | [1] | |||||||
Fair Value | $ 354 | [1] | |||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,609,201 | [11],[12],[13],[14],[15],[16] | 1,609,201 | [11],[12],[13],[14],[15],[16] | |||||
Cost | $ 764 | [12] | |||||||
Fair Value | $ 370 | [12] | |||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 70,424.5641 | [1],[2],[3],[4],[5],[7] | 70,424.5641 | [1],[2],[3],[4],[5],[7] | 70,424.5641 | [11],[12],[13],[14],[15],[16] | 70,424.5641 | [11],[12],[13],[14],[15],[16] | 70,424.5641 |
Cost | $ 0 | [1] | $ 0 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [10],[11],[12],[13],[14],[15],[16],[21] | 6.75% | [10],[11],[12],[13],[14],[15],[16],[21] | 6.75% |
Cash Interest Rate | 11.48% | [1],[6],[10] | 11.48% | [1],[6],[10] | 10.42% | [12],[17],[21] | 10.42% | [12],[17],[21] | 7.75% |
Principal | $ 21,464 | [1],[6],[9],[10] | $ 24,490 | [12],[17],[18],[21] | |||||
Cost | 21,464 | [1],[6],[10] | 24,490 | [12],[17],[21] | |||||
Fair Value | $ 21,252 | [1],[6],[10] | $ 24,225 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,019,168.8 | [11],[12],[13],[14],[15],[16] | 1,019,168.8 | [11],[12],[13],[14],[15],[16] | |||||
Cash Interest Rate | 6% | [11],[12],[13],[14],[15],[16] | 6% | [11],[12],[13],[14],[15],[16] | |||||
Cost | $ 1,019 | [12] | |||||||
Fair Value | $ 1,223 | [12] | |||||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,019,168.8 | [1],[2],[3],[4],[5],[7] | 1,019,168.8 | [1],[2],[3],[4],[5],[7] | 1,019,168.8 | ||||
Cash Interest Rate | 6% | [1],[2],[3],[4],[5],[7] | 6% | [1],[2],[3],[4],[5],[7] | 6% | ||||
Cost | $ 1,019 | [1] | |||||||
Fair Value | $ 1,243 | [1] | |||||||
Investment, Identifier [Axis]: Associated Asphalt Partners LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | [2],[3],[4],[5],[7],[10] | 5.25% | [2],[3],[4],[5],[7],[10] | 5.25% | [10],[11],[13],[14],[15],[16] | 5.25% | [10],[11],[13],[14],[15],[16] | |
Cash Interest Rate | 9.63% | [10] | 9.63% | [10] | 8.06% | [17] | 8.06% | [17] | |
Principal | $ 2,493 | [9],[10] | $ 2,501 | [17],[18] | |||||
Cost | 2,353 | [10] | 2,331 | [17] | |||||
Fair Value | $ 1,928 | [10] | $ 1,934 | [17] | |||||
Investment, Identifier [Axis]: Astra Acquisition Corp, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | [2],[3],[4],[5],[7],[10] | 5.25% | [2],[3],[4],[5],[7],[10] | 5.25% | [10],[11],[13],[14],[15],[16] | 5.25% | [10],[11],[13],[14],[15],[16] | |
Cash Interest Rate | 9.63% | [10] | 9.63% | [10] | 8.37% | [17] | 8.37% | [17] | |
Principal | $ 5,640 | [9],[10] | $ 5,640 | [17],[18] | |||||
Cost | 5,489 | [10] | 5,482 | [17] | |||||
Fair Value | $ 5,006 | [10] | $ 4,822 | [17] | |||||
Investment, Identifier [Axis]: Astra Acquisition Corp., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
Principal | $ 5,052 | $ 5,052 | |||||||
Cost | 4,866 | 4,858 | |||||||
Fair Value | $ 4,484 | $ 4,319 | |||||||
Investment, Identifier [Axis]: Astra Acquisition Corp., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
Principal | $ 2,078 | $ 2,078 | |||||||
Cost | 2,034 | 2,033 | |||||||
Fair Value | $ 1,844 | $ 1,777 | |||||||
Investment, Identifier [Axis]: Asurion, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.68% | 8.68% | 7.70% | 7.70% | |||||
Principal | $ 4,988 | $ 5,000 | |||||||
Cost | 4,752 | 4,753 | |||||||
Fair Value | $ 4,463 | $ 4,276 | |||||||
Investment, Identifier [Axis]: Asurion, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.68% | 8.68% | 7.70% | 7.70% | |||||
Principal | $ 1,995 | $ 2,000 | |||||||
Cost | 1,901 | 1,901 | |||||||
Fair Value | $ 1,785 | $ 1,711 | |||||||
Investment, Identifier [Axis]: Asurion, LLC, Second Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
Principal | $ 4,346 | $ 4,346 | |||||||
Cost | 3,995 | 3,981 | |||||||
Fair Value | $ 3,404 | $ 3,347 | |||||||
Investment, Identifier [Axis]: Asurion, LLC, Second Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.63% | 9.63% | 8.37% | 8.37% | |||||
Principal | $ 2,423 | $ 2,423 | |||||||
Cost | 2,220 | 2,212 | |||||||
Fair Value | $ 1,898 | $ 1,866 | |||||||
Investment, Identifier [Axis]: Athenex Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 328,149 | [1],[2],[3],[4],[5],[7],[19] | 328,149 | [1],[2],[3],[4],[5],[7],[19] | 328,149 | [11],[12],[13],[14],[15],[16],[20] | 328,149 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 973 | [1],[19] | $ 973 | [12],[20] | |||||
Fair Value | 7 | [1],[19] | 16 | [12],[20] | |||||
Investment, Identifier [Axis]: Athenex Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 8,649 | [1],[9],[19] | 8,309 | [12],[18],[20] | |||||
Cost | 8,604 | [1],[19] | 8,264 | [12],[20] | |||||
Fair Value | $ 8,649 | [1],[19] | $ 8,309 | [12],[20] | |||||
Investment, Identifier [Axis]: Athenex Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 11% | [11],[12],[13],[14],[15],[16],[20] | 11% | [11],[12],[13],[14],[15],[16],[20] | |||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[7],[19] | 11% | [1],[2],[3],[4],[5],[7],[19] | |||||
Principal | $ 12,556 | [1],[9],[19] | $ 13,346 | [12],[18],[20] | |||||
Cost | 12,191 | [1],[19] | 12,929 | [12],[20] | |||||
Fair Value | $ 12,036 | [1],[19] | $ 12,812 | [12],[20] | |||||
Investment, Identifier [Axis]: Aurora Lux Finco S.À.R.L., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.32% | 10.32% | 8.78% | 8.78% | |||||
Principal | $ 6,321 | $ 6,338 | |||||||
Cost | 6,232 | 6,242 | |||||||
Fair Value | $ 6,012 | $ 6,027 | |||||||
Investment, Identifier [Axis]: Aurora Lux Finco S.À.R.L., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.32% | 10.32% | 8.78% | 8.78% | |||||
Principal | $ 3,647 | $ 3,656 | |||||||
Cost | 3,595 | 3,601 | |||||||
Fair Value | $ 3,468 | $ 3,476 | |||||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [10],[11],[12],[13],[14],[15],[16],[20] | 6% | [10],[11],[12],[13],[14],[15],[16],[20] | |||||
Cash Interest Rate | 8.78% | [12],[17],[20] | 8.78% | [12],[17],[20] | |||||
Principal | $ 22,425 | [12],[17],[18],[20] | |||||||
Cost | 22,086 | [12],[17],[20] | |||||||
Fair Value | $ 21,326 | [12],[17],[20] | |||||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10],[19] | 6% | [1],[2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 10.32% | [1],[10],[19] | 10.32% | [1],[10],[19] | |||||
Principal | $ 22,368 | [1],[9],[10],[19] | |||||||
Cost | 22,050 | [1],[10],[19] | |||||||
Fair Value | $ 21,274 | [1],[10],[19] | |||||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[6],[7],[10] | 7.25% | [1],[2],[3],[4],[5],[6],[7],[10] | |||||
Principal | $ 0 | [1],[6],[9],[10] | |||||||
Cost | (100) | [1],[6],[10] | |||||||
Fair Value | $ (104) | [1],[6],[10] | |||||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[7],[10] | 7.25% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 11.83% | [10] | 11.83% | [10] | |||||
Principal | $ 41,467 | [1],[9],[10] | |||||||
Cost | 40,466 | [1],[10] | |||||||
Fair Value | $ 40,430 | [1],[10] | |||||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [10],[11],[12],[13],[14],[15],[16],[21] | 5% | [10],[11],[12],[13],[14],[15],[16],[21] | |||||
Cash Interest Rate | 8.12% | [12],[17],[21] | 8.12% | [12],[17],[21] | |||||
Principal | $ 2,546 | [12],[17],[18],[21] | |||||||
Cost | 2,503 | [12],[17],[21] | |||||||
Fair Value | $ 2,395 | [12],[17],[21] | |||||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[6],[7],[10] | 5% | [1],[2],[3],[4],[5],[6],[7],[10] | |||||
Cash Interest Rate | 9.73% | [1],[6],[10] | 9.73% | [1],[6],[10] | |||||
Principal | $ 2,541 | [1],[6],[9],[10] | |||||||
Cost | 2,497 | [1],[6],[10] | |||||||
Fair Value | $ 2,420 | [1],[6],[10] | |||||||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 8.50% | [10],[11],[12],[13],[14],[15],[16],[21] | 8.50% | [10],[11],[12],[13],[14],[15],[16],[21] | |
Cash Interest Rate | 13.23% | [1],[6],[10] | 13.23% | [1],[6],[10] | 11.62% | [12],[17],[21] | 11.62% | [12],[17],[21] | |
Principal | $ 5,197 | [1],[6],[9],[10] | $ 4,227 | [12],[17],[18],[21] | |||||
Cost | 5,042 | [1],[6],[10] | 4,070 | [12],[17],[21] | |||||
Fair Value | $ 4,854 | [1],[6],[10] | $ 3,839 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [10],[11],[12],[13],[14],[15],[16] | 8.50% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 13.23% | [1],[10] | 13.23% | [1],[10] | 11.62% | [12],[17] | 11.62% | [12],[17] | |
Principal | $ 7,166 | [1],[9],[10] | $ 7,166 | [12],[17],[18] | |||||
Cost | 7,059 | [1],[10] | 7,059 | [12],[17] | |||||
Fair Value | $ 6,944 | [1],[10] | $ 6,915 | [12],[17] | |||||
Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Delayed Draw Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.73% | 9.73% | 8.12% | 8.12% | |||||
Principal | $ 1,767 | $ 1,771 | |||||||
Cost | 1,747 | 1,751 | |||||||
Fair Value | $ 1,682 | $ 1,664 | |||||||
Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Delayed Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | |||||||
Cash Interest Rate | 8.12% | 8.12% | |||||||
Principal | $ 808 | ||||||||
Cost | 800 | ||||||||
Fair Value | $ 760 | ||||||||
Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.07% | 9.07% | 8.12% | 8.12% | |||||
Principal | $ 6,354 | $ 6,371 | |||||||
Cost | 6,295 | 6,311 | |||||||
Fair Value | $ 6,176 | $ 6,148 | |||||||
Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | |||||||
Cash Interest Rate | 8.12% | 8.12% | |||||||
Principal | $ 3,398 | ||||||||
Cost | 3,366 | ||||||||
Fair Value | $ 3,279 | ||||||||
Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan 1 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | |||||||
Cash Interest Rate | 9.07% | 9.07% | |||||||
Principal | $ 3,389 | ||||||||
Cost | 3,357 | ||||||||
Fair Value | $ 3,294 | ||||||||
Investment, Identifier [Axis]: BAART Programs, Inc., First Lien Term Loan 2 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | |||||||
Cash Interest Rate | 9.73% | 9.73% | |||||||
Principal | $ 806 | ||||||||
Cost | 798 | ||||||||
Fair Value | $ 768 | ||||||||
Investment, Identifier [Axis]: BYJU's Alpha, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.70% | 10.70% | 8.98% | 8.98% | |||||
Principal | $ 7,425 | $ 7,444 | |||||||
Cost | 7,335 | 7,347 | |||||||
Fair Value | $ 5,988 | $ 5,455 | |||||||
Investment, Identifier [Axis]: BYJU's Alpha, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.70% | 10.70% | 8.98% | 8.98% | |||||
Principal | $ 3,960 | $ 3,970 | |||||||
Cost | 3,912 | 3,919 | |||||||
Fair Value | $ 3,193 | $ 2,909 | |||||||
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 4.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 4.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 4.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 12% | [1],[6],[10] | 12% | [1],[6],[10] | 10.75% | [12],[17],[21] | 10.75% | [12],[17],[21] | |
Principal | $ 897 | [1],[6],[9],[10] | $ 1,702 | [12],[17],[18],[21] | |||||
Cost | 859 | [1],[6],[10] | 1,660 | [12],[17],[21] | |||||
Fair Value | $ 857 | [1],[6],[10] | $ 1,617 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [11],[12],[13],[14],[15],[16],[17] | 5.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.91% | [1],[10] | 9.91% | [1],[10] | 8.31% | [12],[17] | 8.31% | [12],[17] | |
Principal | $ 32,995 | [1],[9],[10] | $ 33,078 | [12],[17],[18] | |||||
Cost | 32,555 | [1],[10] | 32,612 | [12],[17] | |||||
Fair Value | $ 32,533 | [1],[10] | $ 32,053 | [12],[17] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 21,177 | [1],[2],[3],[4],[5],[7],[19] | 21,177 | [1],[2],[3],[4],[5],[7],[19] | 21,177 | [11],[12],[13],[14],[15],[16],[20] | 21,177 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 125 | [1],[19] | $ 125 | [12],[20] | |||||
Fair Value | $ 275 | [1],[19] | $ 98 | [12],[20] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[6],[7],[19] | 8% | [1],[2],[3],[4],[5],[6],[7],[19] | 10.25% | [11],[12],[13],[14],[15],[16],[20],[21] | 10.25% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 0 | [1],[6],[9],[19] | $ 0 | [12],[18],[20],[21] | |||||
Cost | 0 | [1],[6],[19] | 0 | [12],[20],[21] | |||||
Fair Value | $ 0 | [1],[6],[19] | 0 | [12],[20],[21] | |||||
Investment, interest rate, paid in kind | 2.25% | [1],[2],[3],[4],[5],[6],[7],[19] | 2.25% | [1],[2],[3],[4],[5],[6],[7],[19] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Revenue Interest Financing Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 0 | [1],[6],[9],[19] | 0 | [12],[18],[20],[21] | |||||
Cost | 0 | [1],[6],[19] | 0 | [12],[20],[21] | |||||
Fair Value | 0 | [1],[6],[19] | 0 | [12],[20],[21] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 2,432 | [1],[9],[19] | 2,353 | [12],[18],[20] | |||||
Cost | 2,432 | [1],[19] | 2,353 | [12],[20] | |||||
Fair Value | $ 2,432 | [1],[19] | $ 2,353 | [12],[20] | |||||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[7],[19] | 8% | [1],[2],[3],[4],[5],[7],[19] | 10.25% | [11],[12],[13],[14],[15],[16],[20] | 10.25% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 5,383 | [1],[9],[19] | $ 5,322 | [12],[18],[20] | |||||
Cost | 5,184 | [1],[19] | 5,111 | [12],[20] | |||||
Fair Value | $ 5,028 | [1],[19] | $ 5,114 | [12],[20] | |||||
Investment, interest rate, paid in kind | 2.25% | [1],[2],[3],[4],[5],[7],[19] | 2.25% | [1],[2],[3],[4],[5],[7],[19] | |||||
Investment, Identifier [Axis]: Blackhawk Network Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [2],[3],[4],[5],[7],[10] | 7% | [2],[3],[4],[5],[7],[10] | 7% | [11],[13],[14],[15],[16],[17] | 7% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.94% | [10] | 10.94% | [10] | 9.50% | [17] | 9.50% | [17] | |
Principal | $ 30,625 | [9],[10] | $ 30,625 | [17],[18] | |||||
Cost | 30,300 | [10] | 30,276 | [17] | |||||
Fair Value | $ 26,391 | [10] | $ 29,017 | [17] | |||||
Investment, Identifier [Axis]: Blackhawk Network Holdings, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3% | 3% | 3% | 3% | |||||
Cash Interest Rate | 7.08% | 7.08% | 6.03% | 6.03% | |||||
Principal | $ 9,550 | $ 9,575 | |||||||
Cost | 9,542 | 9,566 | |||||||
Fair Value | $ 9,331 | $ 8,977 | |||||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Common Units in Unstoppable Automotive AMV, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 298,460 | [1],[2],[3],[4],[5],[7] | 298,460 | [1],[2],[3],[4],[5],[7] | 298,460 | [11],[12],[13],[14],[15],[16] | 298,460 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 298 | [1] | $ 298 | [12] | |||||
Fair Value | $ 379 | [1] | $ 349 | [12] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9% | [11],[12],[13],[14],[15],[16] | 9% | [11],[12],[13],[14],[15],[16] | |||||
Cash Interest Rate | 9% | [1],[2],[3],[4],[5],[7] | 9% | [1],[2],[3],[4],[5],[7] | |||||
Principal | $ 3,979 | [1],[9] | $ 3,979 | [12],[18] | |||||
Cost | 3,980 | [1] | 3,980 | [12] | |||||
Fair Value | $ 3,960 | [1] | $ 3,960 | [12] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Preferred Units in Unstoppable Automotive AMV, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,293,324 | [1],[2],[3],[4],[5],[7] | 1,293,324 | [1],[2],[3],[4],[5],[7] | 1,293,324 | [11],[12],[13],[14],[15],[16] | 1,293,324 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 1,293 | [1] | $ 1,293 | [12] | |||||
Fair Value | $ 1,267 | [1] | $ 1,280 | [12] | |||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Preferred Units in Unstoppable Automotive VMV, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 298,460 | [1],[2],[3],[4],[5],[7] | 298,460 | [1],[2],[3],[4],[5],[7] | 298,460 | [11],[12],[13],[14],[15],[16] | 298,460 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 298 | [1] | $ 298 | [12] | |||||
Fair Value | $ 292 | [1] | $ 295 | [12] | |||||
Investment, Identifier [Axis]: Boxer Parent Company Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | |||||||
Cash Interest Rate | 8.13% | 8.13% | |||||||
Principal | $ 1,994 | ||||||||
Cost | 1,917 | ||||||||
Fair Value | $ 1,914 | ||||||||
Investment, Identifier [Axis]: C Technology Holdings LLC, Common Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 829 | [1],[2],[3],[4],[5],[7] | 829 | [1],[2],[3],[4],[5],[7] | 829 | [10],[11],[12],[13],[14],[15],[16] | 829 | [10],[11],[12],[13],[14],[15],[16] | 829 |
Cost | $ 0 | [1] | $ 0 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: C Technology Holdings LLC, Preferred Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 34,984,460.37 | [1],[2],[3],[4],[5],[7] | 34,984,460.37 | [1],[2],[3],[4],[5],[7] | 34,984,460.37 | [10],[11],[12],[13],[14],[15],[16] | 34,984,460.37 | [10],[11],[12],[13],[14],[15],[16] | 34,984,460.37 |
Cost | $ 34,984 | [1] | $ 34,984 | [12] | |||||
Fair Value | $ 27,638 | [1] | $ 27,638 | [12] | |||||
Investment, Identifier [Axis]: C5 Technology Holdings, LLC, Common Units | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 171 | 171 | 171 | 171 | |||||
Cost | $ 0 | $ 0 | |||||||
Fair Value | $ 0 | $ 0 | |||||||
Investment, Identifier [Axis]: C5 Technology Holdings, LLC, Preferred Units | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 7,193,539.63 | 7,193,539.63 | 7,193,539.63 | 7,193,539.63 | |||||
Cost | $ 7,194 | $ 7,194 | |||||||
Fair Value | $ 5,683 | $ 5,683 | |||||||
Investment, Identifier [Axis]: CCO Holdings LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 4.50% | [11],[13],[14],[15],[16],[20] | 4.50% | [11],[13],[14],[15],[16],[20] | |||||
Principal | $ 2,097 | [18],[20] | |||||||
Cost | 1,746 | [20] | |||||||
Fair Value | $ 1,603 | [20] | |||||||
Investment, Identifier [Axis]: CITGO Holding Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 9.25% | [11],[12],[13],[14],[15],[16],[17] | 9.25% | [11],[12],[13],[14],[15],[16],[17] | |||||
Principal | $ 7,857 | [18] | |||||||
Cost | 7,857 | ||||||||
Fair Value | $ 7,807 | ||||||||
Investment, Identifier [Axis]: CITGO Petroleum Corp, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | [11],[13],[14],[15],[16],[17] | 6.25% | [11],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 9.37% | [17] | 9.37% | [17] | |||||
Principal | $ 795 | [17],[18] | |||||||
Cost | 770 | [17] | |||||||
Fair Value | $ 797 | [17] | |||||||
Investment, Identifier [Axis]: CITGO Petroleum Corp., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | |||||||
Cash Interest Rate | 9.37% | 9.37% | |||||||
Principal | $ 3,519 | ||||||||
Cost | 3,484 | ||||||||
Fair Value | $ 3,529 | ||||||||
Investment, Identifier [Axis]: CITGO Petroleum Corp., First Lien Term Loan, | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | |||||||
Cash Interest Rate | 9.37% | 9.37% | |||||||
Principal | $ 7,038 | ||||||||
Cost | 6,967 | ||||||||
Fair Value | $ 7,057 | ||||||||
Investment, Identifier [Axis]: Cadence Aerospace LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [11],[12],[13],[14],[15],[16],[17] | 6.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.92% | [1],[10] | 10.92% | [1],[10] | 9.31% | [12],[17] | 9.31% | [12],[17] | |
Principal | $ 14,332 | [1],[9],[10] | $ 14,294 | [12],[17],[18] | |||||
Cost | 13,700 | [1],[10] | 13,471 | [12],[17] | |||||
Fair Value | $ 13,178 | [1],[10] | $ 13,143 | [12],[17] | |||||
Investment, interest rate, paid in kind | 2% | [1],[2],[3],[4],[5],[7],[10] | 2% | [1],[2],[3],[4],[5],[7],[10] | 2% | [11],[12],[13],[14],[15],[16],[17] | 2% | [11],[12],[13],[14],[15],[16],[17] | |
Investment, Identifier [Axis]: Caregiver Services Inc, Series A Preferred Stock | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,080,399 | 1,080,399 | 1,080,399 | [11],[12],[13],[14],[15],[16] | 1,080,399 | [11],[12],[13],[14],[15],[16] | 1,080,399 | ||
Cash Interest Rate | 10% | [1],[2],[3],[4],[5],[7] | 10% | [1],[2],[3],[4],[5],[7] | 10% | [11],[12],[13],[14],[15],[16] | 10% | [11],[12],[13],[14],[15],[16] | 10% |
Cost | $ 1,080 | [1] | $ 1,080 | [12] | |||||
Fair Value | $ 324 | [1] | $ 378 | [12] | |||||
Investment, Identifier [Axis]: Carvana Co, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 5.625% | [11],[13],[14],[15],[16],[20] | 5.625% | [11],[13],[14],[15],[16],[20] | |||||
Principal | $ 6,700 | [18],[20] | |||||||
Cost | 5,825 | [20] | |||||||
Fair Value | $ 4,724 | [20] | |||||||
Investment, Identifier [Axis]: Cengage Learning, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | 4.75% | |||||||
Cash Interest Rate | 7.81% | 7.81% | |||||||
Principal | $ 2,992 | ||||||||
Cost | 2,734 | ||||||||
Fair Value | $ 2,698 | ||||||||
Investment, Identifier [Axis]: Centerline Communications, LLC, First Lien Delayed Draw Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | |||||||
Cash Interest Rate | 9.12% | 9.12% | |||||||
Principal | $ 449 | ||||||||
Cost | 432 | ||||||||
Fair Value | $ 413 | ||||||||
Investment, Identifier [Axis]: Centerline Communications, LLC, First Lien Revolver | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | 5.50% | 5.50% | |||||
Principal | $ 0 | $ 0 | |||||||
Cost | (10) | (10) | |||||||
Fair Value | $ (10) | $ (11) | |||||||
Investment, Identifier [Axis]: Centerline Communications, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | |||||||
Cash Interest Rate | 10.43% | 10.43% | 9.12% | 9.12% | |||||
Principal | $ 6,345 | $ 4,358 | |||||||
Cost | 6,242 | 4,286 | |||||||
Fair Value | $ 6,231 | $ 4,280 | |||||||
Investment, Identifier [Axis]: CircusTrix Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [11],[12],[13],[14],[15],[16],[17] | 5.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.57% | [1],[10] | 9.57% | [1],[10] | 8.62% | [12],[17] | 8.62% | [12],[17] | |
Principal | $ 10,668 | [1],[9],[10] | $ 10,692 | [12],[17],[18] | |||||
Cost | 10,201 | [1],[10] | 10,004 | [12],[17] | |||||
Fair Value | $ 10,465 | [1],[10] | $ 10,209 | [12],[17] | |||||
Investment, Identifier [Axis]: City Football Group Limited, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.50% | 3.50% | |||||||
Cash Interest Rate | 6.48% | 6.48% | |||||||
Principal | $ 6,451 | ||||||||
Cost | 6,419 | ||||||||
Fair Value | $ 6,166 | ||||||||
Investment, Identifier [Axis]: City Football Group Limited, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.50% | 3.50% | |||||||
Cash Interest Rate | 6.48% | 6.48% | |||||||
Principal | $ 2,481 | ||||||||
Cost | 2,469 | ||||||||
Fair Value | $ 2,372 | ||||||||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 7.50% | [2],[3],[4],[5],[7],[19] | 7.50% | [2],[3],[4],[5],[7],[19] | 7.50% | [11],[13],[14],[15],[16],[20] | 7.50% | [11],[13],[14],[15],[16],[20] | |
Principal | $ 4,311 | [9],[19] | $ 4,311 | [18],[20] | |||||
Cost | 4,311 | [19] | 4,311 | [20] | |||||
Fair Value | $ 3,174 | [19] | $ 3,132 | [20] | |||||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 7.75% | [2],[3],[4],[5],[7],[19] | 7.75% | [2],[3],[4],[5],[7],[19] | 5.125% | [11],[13],[14],[15],[16],[20] | 5.125% | [11],[13],[14],[15],[16],[20] | |
Principal | $ 676 | [9],[19] | $ 1,374 | [18],[20] | |||||
Cost | 649 | [19] | 1,229 | [20] | |||||
Fair Value | $ 494 | [19] | $ 1,163 | [20] | |||||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 3 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 7.75% | [11],[13],[14],[15],[16],[20] | 7.75% | [11],[13],[14],[15],[16],[20] | |||||
Principal | $ 676 | [18],[20] | |||||||
Cost | 648 | [20] | |||||||
Fair Value | $ 512 | [20] | |||||||
Investment, Identifier [Axis]: Condor Merger Sub Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 7.375% | [2],[3],[4],[5],[7] | 7.375% | [2],[3],[4],[5],[7] | 7.375% | [11],[12],[13],[14],[15],[16],[17] | 7.375% | [11],[12],[13],[14],[15],[16],[17] | |
Principal | $ 8,420 | [9] | $ 8,420 | [18] | |||||
Cost | 8,248 | 8,243 | |||||||
Fair Value | 6,785 | 6,900 | |||||||
Investment, Identifier [Axis]: Continental Intermodal Group LP, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 648 | [1] | 648 | [12] | |||||
Fair Value | $ 220 | [1] | $ 457 | [12] | |||||
Investment, Identifier [Axis]: Continental Intermodal Group LP, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.88% | [1],[10] | 12.88% | [1],[10] | 11.62% | [12],[17] | 11.62% | [12],[17] | |
Principal | $ 19,992 | [1],[9],[10] | $ 22,537 | [12],[17],[18] | |||||
Cost | 19,286 | [1],[10] | 21,642 | [12],[17] | |||||
Fair Value | $ 17,893 | [1],[10] | $ 20,396 | [12],[17] | |||||
Investment, Identifier [Axis]: Convergeone Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [2],[3],[4],[5],[7],[10] | 5% | [2],[3],[4],[5],[7],[10] | 5% | [11],[13],[14],[15],[16],[17] | 5% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.38% | [10] | 9.38% | [10] | 8.12% | [17] | 8.12% | [17] | |
Principal | $ 11,882 | [9],[10] | $ 11,913 | [17],[18] | |||||
Cost | 11,684 | [10] | 11,697 | [17] | |||||
Fair Value | $ 6,963 | [10] | $ 8,596 | [17] | |||||
Investment, Identifier [Axis]: Convergeone Holdings, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.38% | 9.38% | 8.12% | 8.12% | |||||
Principal | $ 7,354 | $ 7,373 | |||||||
Cost | 7,200 | 7,206 | |||||||
Fair Value | $ 4,309 | $ 5,320 | |||||||
Investment, Identifier [Axis]: Conviva Inc, Shares of Series D Preferred Stock | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 517,851 | [1],[2],[3],[4],[5],[7] | 517,851 | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 605 | [1] | |||||||
Fair Value | $ 894 | [1] | |||||||
Investment, Identifier [Axis]: Conviva Inc,Shares of Series D Preferred Stock | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 517,851 | [11],[12],[13],[14],[15],[16] | 517,851 | [11],[12],[13],[14],[15],[16] | |||||
Cost | $ 605 | [12] | |||||||
Fair Value | $ 894 | [12] | |||||||
Investment, Identifier [Axis]: CorEvitas LLC, Class A2 Common Units in CorEvitas Holdings, L.P. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,099 | [1],[2],[3],[4],[5],[7] | 1,099 | [1],[2],[3],[4],[5],[7] | 1,099 | [11],[12],[13],[14],[15],[16] | 1,099 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 690 | [1] | $ 690 | [12] | |||||
Fair Value | $ 2,340 | [1] | $ 2,340 | [12] | |||||
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 4.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 4.75% | [11],[12],[13],[14],[15],[16],[17],[21] | 4.75% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 12.25% | [1],[6],[10] | 12.25% | [1],[6],[10] | 11% | [12],[17],[21] | 11% | [12],[17],[21] | |
Principal | $ 305 | [1],[6],[9],[10] | $ 916 | [12],[17],[18],[21] | |||||
Cost | 289 | [1],[6],[10] | 898 | [12],[17],[21] | |||||
Fair Value | $ 261 | [1],[6],[10] | $ 898 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.125% | [1],[2],[3],[4],[5],[7],[10] | 6.125% | [1],[2],[3],[4],[5],[7],[10] | 5.75% | [11],[12],[13],[14],[15],[16],[17] | 5.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.55% | [1],[10] | 10.55% | [1],[10] | 8.88% | [12],[17] | 8.88% | [12],[17] | |
Principal | $ 13,677 | [1],[9],[10] | $ 13,712 | [12],[17],[18] | |||||
Cost | 13,527 | [1],[10] | 13,554 | [12],[17] | |||||
Fair Value | $ 13,344 | [1],[10] | $ 13,583 | [12],[17] | |||||
Investment, Identifier [Axis]: Covetrus Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [2],[3],[4],[5],[7],[10] | 5% | [2],[3],[4],[5],[7],[10] | 5% | [11],[13],[14],[15],[16],[17] | 5% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.58% | [10] | 9.58% | [10] | 7.65% | [17] | 7.65% | [17] | |
Principal | $ 10,336 | [9],[10] | $ 10,336 | [17],[18] | |||||
Cost | 9,733 | [10] | 9,716 | [17] | |||||
Fair Value | $ 9,711 | [10] | $ 9,681 | [17] | |||||
Investment, Identifier [Axis]: Covetrus, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.58% | 9.58% | 7.65% | 7.65% | |||||
Principal | $ 5,375 | $ 5,375 | |||||||
Cost | 5,053 | 5,053 | |||||||
Fair Value | $ 5,050 | $ 5,035 | |||||||
Investment, Identifier [Axis]: Covetrus, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.58% | 9.58% | 7.65% | 7.65% | |||||
Principal | $ 2,280 | $ 2,280 | |||||||
Cost | 2,143 | 2,143 | |||||||
Fair Value | $ 2,142 | $ 2,136 | |||||||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[6],[7],[10] | 6% | [1],[2],[3],[4],[5],[6],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17],[21] | 6% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (13) | [1],[6],[10] | (13) | [12],[17],[21] | |||||
Fair Value | $ (26) | [1],[6],[10] | $ (26) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.41% | [1],[10] | 10.41% | [1],[10] | 8.81% | [12],[17] | 8.81% | [12],[17] | |
Principal | $ 18,153 | [1],[9],[10] | $ 18,200 | [12],[17],[18] | |||||
Cost | 17,766 | [1],[10] | 17,790 | [12],[17] | |||||
Fair Value | $ 17,798 | [1],[10] | $ 17,843 | [12],[17] | |||||
Investment, Identifier [Axis]: Cuppa Bidco BV, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | [2],[3],[4],[5],[7],[10] | 4.75% | [2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 7.50% | [10],[19] | 7.50% | [10],[19] | |||||
Principal | $ 12,340 | [9],[10],[19] | |||||||
Cost | 10,521 | [10],[19] | |||||||
Fair Value | $ 10,997 | [10],[19] | |||||||
Investment, Identifier [Axis]: Curium Bidco S.à.r.l., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.73% | 8.73% | 7.67% | 7.67% | |||||
Principal | $ 7,800 | $ 5,820 | |||||||
Cost | 7,726 | 5,776 | |||||||
Fair Value | $ 7,644 | $ 5,587 | |||||||
Investment, Identifier [Axis]: Curium Bidco S.à.r.l., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.73% | 8.73% | 7.67% | 7.67% | |||||
Principal | $ 2,863 | $ 2,870 | |||||||
Cost | 2,842 | 2,849 | |||||||
Fair Value | $ 2,806 | $ 2,756 | |||||||
Investment, Identifier [Axis]: Curium Bidco S.à.r.l., First Lien Term Loan, | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 8.98% | 8.98% | |||||||
Principal | $ 997 | ||||||||
Cost | 978 | ||||||||
Fair Value | $ 975 | ||||||||
Investment, Identifier [Axis]: DTI Holdco Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | [2],[3],[4],[5],[7],[10] | 4.75% | [2],[3],[4],[5],[7],[10] | 4.75% | [11],[13],[14],[15],[16],[17] | 4.75% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 8.84% | [10] | 8.84% | [10] | 7.33% | [17] | 7.33% | [17] | |
Principal | $ 4,988 | [9],[10] | $ 5,000 | [17],[18] | |||||
Cost | 4,897 | [10] | 4,906 | [17] | |||||
Fair Value | $ 4,607 | [10] | $ 4,760 | [17] | |||||
Investment, Identifier [Axis]: DTI Holdco, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | 4.75% | 4.75% | 4.75% | |||||
Cash Interest Rate | 8.84% | 8.84% | 7.33% | 7.33% | |||||
Principal | $ 7,980 | $ 8,000 | |||||||
Cost | 7,835 | 7,849 | |||||||
Fair Value | $ 7,372 | $ 7,616 | |||||||
Investment, Identifier [Axis]: DTI Holdco, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | 4.75% | 4.75% | 4.75% | |||||
Cash Interest Rate | 8.84% | 8.84% | 7.33% | 7.33% | |||||
Principal | $ 2,993 | $ 3,000 | |||||||
Cost | 2,938 | 2,943 | |||||||
Fair Value | $ 2,764 | $ 2,856 | |||||||
Investment, Identifier [Axis]: Dealer Tire, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 7.37% | 7.37% | |||||||
Principal | $ 2,992 | ||||||||
Cost | 2,935 | ||||||||
Fair Value | $ 2,924 | ||||||||
Investment, Identifier [Axis]: Delivery Hero FinCo LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | [11],[13],[14],[15],[16],[17],[20] | 5.75% | [11],[13],[14],[15],[16],[17],[20] | |||||
Cash Interest Rate | 8.49% | [17],[20] | 8.49% | [17],[20] | |||||
Principal | $ 4,988 | [17],[18],[20] | |||||||
Cost | 4,882 | [17],[20] | |||||||
Fair Value | $ 4,757 | [17],[20] | |||||||
Investment, Identifier [Axis]: Delivery Hero FinCo LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | 5.75% | |||||||
Cash Interest Rate | 8.49% | 8.49% | |||||||
Principal | $ 6,035 | ||||||||
Cost | 5,876 | ||||||||
Fair Value | $ 5,756 | ||||||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Common Units in Delta Financial Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 2.09 | [1],[2],[3],[4],[5],[7] | 2.09 | [1],[2],[3],[4],[5],[7] | 2.09 | [11],[12],[13],[14],[15],[16],[20] | 2.09 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 2 | [1],[19] | $ 2 | [12],[20] | |||||
Fair Value | $ 2 | [1],[19] | $ 2 | [12],[20] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Common Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 31.37 | [1],[2],[3],[4],[5],[7] | 31.37 | [1],[2],[3],[4],[5],[7] | 31.37 | [11],[12],[13],[14],[15],[16],[20] | 31.37 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 0 | [1],[19] | $ 0 | [12],[20] | |||||
Fair Value | $ 0 | [1],[19] | $ 0 | [12],[20] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Series C Preferred Units in Delta Financial Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 419 | [1],[2],[3],[4],[5],[7] | 419 | [1],[2],[3],[4],[5],[7] | 419 | [11],[12],[13],[14],[15],[16],[20] | 419 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 419 | [1],[19] | $ 419 | [12],[20] | |||||
Fair Value | $ 419 | [1],[19] | $ 419 | [12],[20] | |||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Subordinated Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 10% | [1],[2],[3],[4],[5],[6],[7] | 10% | [1],[2],[3],[4],[5],[6],[7] | 10% | [11],[12],[13],[14],[15],[16],[20],[21] | 10% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 8,365 | [1],[6],[9],[19] | $ 4,183 | [12],[18],[20],[21] | |||||
Cost | 8,365 | [1],[6],[19] | 4,183 | [12],[20],[21] | |||||
Fair Value | $ 8,365 | [1],[6],[19] | $ 4,183 | [12],[20],[21] | |||||
Investment, Identifier [Axis]: Delta Topco Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [2],[3],[4],[5],[7],[10] | 7.25% | [2],[3],[4],[5],[7],[10] | 7.25% | [11],[13],[14],[15],[16],[17] | 7.25% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.65% | [10] | 11.65% | [10] | 9.34% | [17] | 9.34% | [17] | |
Principal | $ 6,680 | [9],[10] | $ 6,680 | [17],[18] | |||||
Cost | 6,647 | [10] | 6,647 | [17] | |||||
Fair Value | $ 5,319 | [10] | $ 5,934 | [17] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, Class A Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 5,403,823 | [1],[2],[3],[4],[5],[7] | 5,403,823 | [1],[2],[3],[4],[5],[7] | 5,403,823 | [11],[12],[13],[14],[15],[16] | 5,403,823 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 1,405 | [1] | $ 1,405 | [12] | |||||
Fair Value | $ 1,297 | [1] | $ 1,297 | [12] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9% | [11],[12],[13],[14],[15],[16],[17],[21] | 9% | [11],[12],[13],[14],[15],[16],[17],[21] | |||||
Principal | $ 0 | [12],[17],[18],[21] | |||||||
Cost | (135) | [12],[17],[21] | |||||||
Fair Value | $ (129) | [12],[17],[21] | |||||||
Investment, interest rate, paid in kind | 2% | [11],[12],[13],[14],[15],[16],[17],[21] | 2% | [11],[12],[13],[14],[15],[16],[17],[21] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9% | [1],[2],[3],[4],[5],[7],[10] | 9% | [1],[2],[3],[4],[5],[7],[10] | 9% | [11],[12],[13],[14],[15],[16],[17] | 9% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 13.73% | [1],[10] | 13.73% | [1],[10] | 12.67% | [12],[17] | 12.67% | [12],[17] | |
Principal | $ 20,965 | [1],[9],[10] | $ 24,396 | [12],[17],[18] | |||||
Cost | 19,913 | [1],[10] | 23,083 | [12],[17] | |||||
Fair Value | 20,912 | [1],[10] | $ 22,993 | [12],[17] | |||||
Investment, interest rate, paid in kind | 2% | [11],[12],[13],[14],[15],[16],[17] | 2% | [11],[12],[13],[14],[15],[16],[17] | |||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, Subordinated Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 520 | [1],[6],[9],[10] | |||||||
Cost | 520 | [1],[6],[10] | |||||||
Fair Value | $ 494 | [1],[6],[10] | |||||||
Investment, interest rate, paid in kind | 8% | [1],[2],[3],[4],[5],[7] | 8% | [1],[2],[3],[4],[5],[7] | |||||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 6.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 11.59% | [1],[6],[10] | 11.59% | [1],[6],[10] | 9.41% | [12],[17],[21] | 9.41% | [12],[17],[21] | |
Principal | $ 251 | [1],[6],[9],[10] | $ 251 | [12],[17],[18],[21] | |||||
Cost | 229 | [1],[6],[10] | 228 | [12],[17],[21] | |||||
Fair Value | $ 239 | [1],[6],[10] | $ 239 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.09% | [1],[10] | 11.09% | [1],[10] | 9.91% | [12],[17] | 9.91% | [12],[17] | |
Principal | $ 9,877 | [1],[9],[10] | $ 9,902 | [12],[17],[18] | |||||
Cost | 9,593 | [1],[10] | 9,599 | [12],[17] | |||||
Fair Value | $ 9,768 | [1],[10] | $ 9,793 | [12],[17] | |||||
Investment, Identifier [Axis]: DirecTV Financing LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [2],[3],[4],[5],[7],[10] | 5% | [2],[3],[4],[5],[7],[10] | 5% | [11],[13],[14],[15],[16],[17] | 5% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.38% | [10] | 9.38% | [10] | 8.12% | [17] | 8.12% | [17] | |
Principal | $ 8,166 | [9],[10] | $ 19,242 | [17],[18] | |||||
Cost | 8,012 | [10] | 18,970 | [17] | |||||
Fair Value | $ 7,968 | [10] | $ 17,973 | [17] | |||||
Investment, Identifier [Axis]: DirecTV Financing, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.38% | 9.38% | 8.12% | 8.12% | |||||
Principal | $ 6,277 | $ 6,436 | |||||||
Cost | 6,178 | 6,332 | |||||||
Fair Value | $ 6,124 | $ 6,012 | |||||||
Investment, Identifier [Axis]: DirecTV Financing, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.38% | 9.38% | 8.12% | 8.12% | |||||
Principal | $ 2,663 | $ 2,730 | |||||||
Cost | 2,636 | 2,703 | |||||||
Fair Value | $ 2,598 | $ 2,549 | |||||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, Common Units in DD Healthcare Services Holdings, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 30,030.8 | [1],[2],[3],[4],[5],[7] | 30,030.8 | [1],[2],[3],[4],[5],[7] | 30,030.8 | [11],[12],[13],[14],[15],[16] | 30,030.8 | [11],[12],[13],[14],[15],[16] | 30,030.8 |
Cost | $ 15,222 | [1] | $ 15,222 | [12] | |||||
Fair Value | $ 4,227 | [1] | $ 4,946 | [12] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[6],[7],[10] | 5% | [1],[2],[3],[4],[5],[6],[7],[10] | 5% | [10],[11],[12],[13],[14],[15],[16],[21] | 5% | [10],[11],[12],[13],[14],[15],[16],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | 0 | [1],[6],[10] | 0 | [12],[17],[21] | |||||
Fair Value | $ 0 | [1],[6],[10] | $ 0 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[7],[10] | 5% | [1],[2],[3],[4],[5],[7],[10] | 5% | [10],[11],[12],[13],[14],[15],[16] | 5% | [10],[11],[12],[13],[14],[15],[16] | 5% |
Cash Interest Rate | 9.73% | [1],[10] | 9.73% | [1],[10] | 8.68% | [12],[17] | 8.68% | [12],[17] | |
Principal | $ 14,297 | [1],[9],[10] | $ 14,333 | [12],[17],[18] | |||||
Cost | 14,297 | [1],[10] | 14,333 | [12],[17] | |||||
Fair Value | $ 14,297 | [1],[10] | $ 14,333 | [12],[17] | |||||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, First Lien Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 9.73% | 9.73% | 6% | ||||||
Investment, Identifier [Axis]: Domtar Corporation, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | 5.50% | 5.50% | |||||
Cash Interest Rate | 9.79% | 9.79% | 8.26% | 8.26% | |||||
Principal | $ 4,090 | $ 4,100 | |||||||
Cost | 4,055 | 4,065 | |||||||
Fair Value | $ 3,926 | $ 3,921 | |||||||
Investment, Identifier [Axis]: Domtar Corporation, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | 5.50% | 5.50% | |||||
Cash Interest Rate | 9.79% | 9.79% | 8.26% | 8.26% | |||||
Principal | $ 2,497 | $ 2,503 | |||||||
Cost | 2,472 | 2,478 | |||||||
Fair Value | $ 2,397 | $ 2,394 | |||||||
Investment, Identifier [Axis]: Dryden 66 Euro CLO 2018, Class DR Notes, Class DR Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.35% | [2],[3],[4],[5],[7],[10],[19] | 3.35% | [2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 4.75% | [10],[19] | 4.75% | [10],[19] | |||||
Principal | $ 1,500 | [9],[10],[19] | |||||||
Cost | 1,335 | [10],[19] | |||||||
Fair Value | $ 1,389 | [10],[19] | |||||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units, 12% | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 487.5 | [1],[2],[3],[4],[5],[7] | 487.5 | [1],[2],[3],[4],[5],[7] | |||||
Cash Interest Rate | 12% | [1],[2],[3],[4],[5],[7] | 12% | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 488 | [1] | |||||||
Fair Value | $ 1,067 | [1] | |||||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 487.5 | [11],[12],[13],[14],[15],[16] | 487.5 | [11],[12],[13],[14],[15],[16] | |||||
Cash Interest Rate | 12% | [11],[12],[13],[14],[15],[16] | 12% | [11],[12],[13],[14],[15],[16] | |||||
Cost | $ 488 | [12] | |||||||
Fair Value | $ 966 | [12] | |||||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class B Common Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 12,500 | [1],[2],[3],[4],[5],[7] | 12,500 | [1],[2],[3],[4],[5],[7] | 12,500 | [11],[12],[13],[14],[15],[16] | 12,500 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 0 | [1] | $ 0 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: Eagle Parent Corp., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 7.80% | 7.80% | |||||||
Principal | $ 4,478 | ||||||||
Cost | 4,373 | ||||||||
Fair Value | $ 4,367 | ||||||||
Investment, Identifier [Axis]: Eagle Parent Corp., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 7.80% | 7.80% | |||||||
Principal | $ 2,488 | ||||||||
Cost | 2,429 | ||||||||
Fair Value | $ 2,426 | ||||||||
Investment, Identifier [Axis]: Eagleview Technology Corporation, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.23% | [1],[10] | 12.23% | [1],[10] | 11.17% | [12],[17] | 11.17% | [12],[17] | |
Principal | $ 8,974 | [1],[9],[10] | $ 8,974 | [12],[18] | |||||
Cost | 8,884 | [1],[10] | 8,884 | [12] | |||||
Fair Value | $ 7,897 | [1],[10] | $ 8,503 | [12] | |||||
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 3% | [1],[2],[3],[4],[5],[6],[7],[19] | 3% | [1],[2],[3],[4],[5],[6],[7],[19] | 3% | [11],[12],[13],[14],[15],[16],[20],[21] | 3% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 1,694 | [1],[6],[9],[19] | |||||||
Cost | 1,667 | [1],[6],[19] | $ 3 | [12],[20],[21] | |||||
Fair Value | $ 1,694 | [1],[6],[19] | $ 0 | [12],[20],[21] | |||||
Investment, interest rate, paid in kind | 6% | [1],[2],[3],[4],[5],[6],[7],[19] | 6% | [1],[2],[3],[4],[5],[6],[7],[19] | 6% | [11],[12],[13],[14],[15],[16],[20],[21] | 6% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 3% | [1],[2],[3],[4],[5],[7],[19] | 3% | [1],[2],[3],[4],[5],[7],[19] | 3% | [11],[12],[13],[14],[15],[16],[20] | 3% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 10,576 | [1],[9],[19] | $ 10,418 | [12],[18],[20] | |||||
Cost | 10,441 | [1],[19] | 10,275 | [12],[20] | |||||
Fair Value | $ 10,100 | [1],[19] | $ 10,231 | [12],[20] | |||||
Investment, interest rate, paid in kind | 6% | [1],[2],[3],[4],[5],[7],[19] | 6% | [1],[2],[3],[4],[5],[7],[19] | 6% | [11],[12],[13],[14],[15],[16],[20] | 6% | [11],[12],[13],[14],[15],[16],[20] | |
Investment, Identifier [Axis]: FINThrive Software Intermediate Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [2],[3],[4],[5],[7],[10] | 6.75% | [2],[3],[4],[5],[7],[10] | 6.75% | [11],[13],[14],[15],[16],[17] | 6.75% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.13% | [10] | 11.13% | [10] | 9.87% | [17] | 9.87% | [17] | |
Principal | $ 25,061 | [9],[10] | $ 25,061 | [17],[18] | |||||
Cost | 24,685 | [10] | 24,685 | [17] | |||||
Fair Value | $ 19,273 | [10] | $ 21,646 | [17] | |||||
Investment, Identifier [Axis]: Fair Street LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 12.50% | [1],[2],[3],[4],[5],[6],[7],[8] | 12.50% | [1],[2],[3],[4],[5],[6],[7],[8] | |||||
Principal | $ 1,174 | [1],[6],[8],[9] | |||||||
Cost | 1,111 | [1],[6],[8] | |||||||
Fair Value | $ 1,108 | [1],[6],[8] | |||||||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 9% | [1],[2],[3],[4],[5],[6],[7],[19] | 9% | [1],[2],[3],[4],[5],[6],[7],[19] | 9% | [11],[12],[13],[14],[15],[16],[21] | 9% | [11],[12],[13],[14],[15],[16],[21] | |
Principal | $ 31,000 | [1],[6],[9] | $ 27,850 | [12],[18],[21] | |||||
Cost | 31,000 | [1],[6] | 27,850 | [12],[21] | |||||
Fair Value | $ 31,000 | [1],[6] | $ 27,850 | [12],[21] | |||||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, Warrant Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 2,500 | [1],[2],[3],[4],[5],[6],[7],[19] | 2,500 | [1],[2],[3],[4],[5],[6],[7],[19] | 2,500 | [11],[12],[13],[14],[15],[16],[20],[21] | 2,500 | [11],[12],[13],[14],[15],[16],[20],[21] | |
Cost | $ 0 | [1],[6],[19] | $ 0 | [12],[20] | |||||
Fair Value | 3 | [1],[6],[19] | 3 | [12],[20] | |||||
Investment, Identifier [Axis]: First Star Speir Aviation Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9% | ||||||||
Investment, Identifier [Axis]: Five Largest Loan Exposures To Borrowers | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 51,990 | 48,139 | |||||||
Investment, Identifier [Axis]: Five Largest Loan Exposures To Borrowers | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 29,830 | $ 28,973 | |||||||
Investment, Identifier [Axis]: Fortress Biotech Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 331,200 | [1],[2],[3],[4],[5],[7],[19] | 331,200 | [1],[2],[3],[4],[5],[7],[19] | 331,200 | [11],[12],[13],[14],[15],[16],[20] | 331,200 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 405 | [1],[19] | $ 405 | [12],[20] | |||||
Fair Value | $ 26 | [1],[19] | $ 66 | [12],[20] | |||||
Investment, Identifier [Axis]: Fortress Biotech Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[7],[19] | 11% | [1],[2],[3],[4],[5],[7],[19] | 11% | [11],[12],[13],[14],[15],[16],[20] | 11% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 9,466 | [1],[9],[19] | $ 9,466 | [12],[18],[20] | |||||
Cost | 9,106 | [1],[19] | 9,071 | [12],[20] | |||||
Fair Value | $ 8,922 | [1],[19] | $ 9,008 | [12],[20] | |||||
Investment, Identifier [Axis]: Frontier Communications Holdings LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 6% | [2],[3],[4],[5],[7],[19] | 6% | [2],[3],[4],[5],[7],[19] | 6% | [11],[13],[14],[15],[16],[20] | 6% | [11],[13],[14],[15],[16],[20] | |
Principal | $ 4,881 | [9],[19] | $ 4,881 | [18],[20] | |||||
Cost | 4,432 | [19] | 4,420 | [20] | |||||
Fair Value | $ 3,841 | [19] | $ 3,845 | [20] | |||||
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17],[21] | 7% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 11.75% | [1],[6],[10] | 11.75% | [1],[6],[10] | 10.60% | [12],[17],[21] | 10.60% | [12],[17],[21] | |
Principal | $ 1,280 | [1],[6],[9],[10] | $ 1,280 | [12],[17],[18],[21] | |||||
Cost | 1,272 | [1],[6],[10] | 1,268 | [12],[17],[21] | |||||
Fair Value | $ 1,268 | [1],[6],[10] | $ 1,262 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.73% | [1],[10] | 11.73% | [1],[10] | 10.67% | [12],[17] | 10.67% | [12],[17] | |
Principal | $ 24,819 | [1],[9],[10] | $ 25,128 | [12],[17],[18] | |||||
Cost | 24,682 | [1],[10] | 24,915 | [12],[17] | |||||
Fair Value | $ 24,641 | [1],[10] | $ 24,851 | [12],[17] | |||||
Investment, Identifier [Axis]: Gibson Brands, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.13% | 9.13% | 7.94% | 7.94% | |||||
Principal | $ 7,425 | $ 7,444 | |||||||
Cost | 7,351 | 7,369 | |||||||
Fair Value | $ 5,495 | $ 6,029 | |||||||
Investment, Identifier [Axis]: Gibson Brands, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.13% | 9.13% | 7.94% | 7.94% | |||||
Principal | $ 3,960 | $ 3,970 | |||||||
Cost | 3,920 | 3,930 | |||||||
Fair Value | $ 2,930 | $ 3,216 | |||||||
Investment, Identifier [Axis]: Global Medical Response Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | [11],[13],[14],[15],[16],[17] | 4.25% | [11],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 7.37% | [17] | 7.37% | [17] | |||||
Principal | $ 5,572 | [17],[18] | |||||||
Cost | 5,435 | [17] | |||||||
Fair Value | $ 4,848 | [17] | |||||||
Investment, Identifier [Axis]: Global Medical Response, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 8.42% | 8.42% | |||||||
Principal | $ 1,260 | ||||||||
Cost | 1,246 | ||||||||
Fair Value | $ 891 | ||||||||
Investment, Identifier [Axis]: Global Medical Response, Inc., First Lien Term Loan 1 | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 7.37% | 7.37% | |||||||
Principal | $ 1,979 | ||||||||
Cost | 1,979 | ||||||||
Fair Value | $ 1,722 | ||||||||
Investment, Identifier [Axis]: Global Medical Response, Inc., First Lien Term Loan 2 | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | 4.25% | |||||||
Cash Interest Rate | 6.81% | 6.81% | |||||||
Principal | $ 2,192 | ||||||||
Cost | 2,165 | ||||||||
Fair Value | $ 1,912 | ||||||||
Investment, Identifier [Axis]: GoldenTree Loan Management EUR CLO 2, Class D Notes, Class D Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 2.85% | [2],[3],[4],[5],[7],[10],[19] | 2.85% | [2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 4.31% | [10],[19] | 4.31% | [10],[19] | |||||
Principal | $ 1,000 | [9],[10] | |||||||
Cost | 865 | [10] | |||||||
Fair Value | $ 899 | [10] | |||||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (51) | [1],[6],[10] | (54) | [12],[17],[21] | |||||
Fair Value | $ (57) | [1],[6],[10] | $ (50) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (26) | [1],[6],[10] | (27) | [12],[17],[21] | |||||
Fair Value | $ (29) | [1],[6],[10] | $ (25) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [2],[3],[4],[5],[7],[10] | 8% | [2],[3],[4],[5],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17] | 8% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.33% | [1],[10] | 12.33% | [1],[10] | 11.04% | [12],[17] | 11.04% | [12],[17] | |
Principal | $ 14,275 | [1],[9],[10] | $ 14,311 | [12],[17],[18] | |||||
Cost | 14,020 | [1],[10] | 14,041 | [12],[17] | |||||
Fair Value | $ 13,990 | [1],[10] | $ 14,060 | [12],[17] | |||||
Investment, Identifier [Axis]: Harbor Purchaser Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | [2],[3],[4],[5],[7],[10] | 5.25% | [2],[3],[4],[5],[7],[10] | 5.25% | [11],[13],[14],[15],[16],[17] | 5.25% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.67% | [10] | 9.67% | [10] | 8.38% | [17] | 8.38% | [17] | |
Principal | $ 9,369 | [9],[10] | $ 9,392 | [17],[18] | |||||
Cost | 9,070 | [10] | 9,080 | [17] | |||||
Fair Value | $ 8,938 | [10] | $ 8,582 | [17] | |||||
Investment, Identifier [Axis]: Harbor Purchaser Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.67% | 9.67% | 8.38% | 8.38% | |||||
Principal | $ 7,980 | $ 8,000 | |||||||
Cost | 7,764 | 7,774 | |||||||
Fair Value | $ 7,613 | $ 7,310 | |||||||
Investment, Identifier [Axis]: Harbor Purchaser Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.67% | 9.67% | 8.38% | 8.38% | |||||
Principal | $ 3,990 | $ 4,000 | |||||||
Cost | 3,882 | 3,887 | |||||||
Fair Value | $ 3,807 | $ 3,655 | |||||||
Investment, Identifier [Axis]: Hayfin Emerald CLO XI, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.12% | [2],[3],[4],[5],[7],[10],[19] | 8.12% | [2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 10.11% | [10],[19] | 10.11% | [10],[19] | |||||
Principal | $ 2,250 | [10],[19] | |||||||
Cost | 2,041 | [10],[19] | |||||||
Fair Value | $ 2,079 | [10],[19] | |||||||
Investment, Identifier [Axis]: Horizon Aircraft Finance I, Class A Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 4.458% | [2],[3],[4],[5],[7],[10],[19] | 4.458% | [2],[3],[4],[5],[7],[10],[19] | |||||
Principal | $ 7,112 | [10],[19] | |||||||
Cost | 5,697 | [10],[19] | |||||||
Fair Value | $ 5,838 | [10],[19] | |||||||
Investment, Identifier [Axis]: INW Manufacturing LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[7],[10] | 5.75% | [1],[2],[3],[4],[5],[7],[10] | 5.75% | [11],[12],[13],[14],[15],[16],[17] | 5.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.48% | [1],[10] | 10.48% | [1],[10] | 9.42% | [12],[17] | 9.42% | [12],[17] | |
Principal | $ 35,156 | [1],[9],[10] | $ 35,625 | [12],[17],[18] | |||||
Cost | 34,394 | [1],[10] | 34,806 | [12],[17] | |||||
Fair Value | $ 30,059 | [1],[10] | $ 31,528 | [12],[17] | |||||
Investment, Identifier [Axis]: INW Manufacturing, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | 5.75% | 5.75% | 5.75% | |||||
Cash Interest Rate | 10.48% | 10.48% | 9.42% | 9.42% | |||||
Principal | $ 9,375 | $ 9,500 | |||||||
Cost | 9,172 | 9,282 | |||||||
Fair Value | $ 8,016 | $ 8,408 | |||||||
Investment, Identifier [Axis]: INW Manufacturing, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | 5.75% | 5.75% | 5.75% | |||||
Cash Interest Rate | 10.48% | 10.48% | 9.42% | 9.42% | |||||
Principal | $ 2,344 | $ 2,375 | |||||||
Cost | 2,293 | 2,320 | |||||||
Fair Value | $ 2,004 | $ 2,102 | |||||||
Investment, Identifier [Axis]: IPC Corp, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [11],[12],[13],[14],[15],[16],[17] | 6.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.44% | [1],[10] | 9.44% | [1],[10] | 9.44% | [12],[17] | 9.44% | [12],[17] | |
Principal | $ 34,357 | [1],[9],[10] | $ 34,357 | [12],[17],[18] | |||||
Cost | 33,660 | [1],[10] | 33,612 | [12],[17] | |||||
Fair Value | $ 32,553 | [1],[10] | $ 32,639 | [12],[17] | |||||
Investment, Identifier [Axis]: Immucor Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[7],[10] | 5.75% | [1],[2],[3],[4],[5],[7],[10] | 5.75% | [11],[12],[13],[14],[15],[16],[17] | 5.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.48% | [1],[10] | 10.48% | [1],[10] | 9.42% | [12],[17] | 9.42% | [12],[17] | |
Principal | $ 8,547 | [1],[9],[10] | $ 8,569 | [12],[17],[18] | |||||
Cost | 8,395 | [1],[10] | 8,401 | [12],[17] | |||||
Fair Value | $ 8,635 | [1],[10] | $ 8,407 | [12],[17] | |||||
Investment, Identifier [Axis]: Immucor Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17] | 8% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.73% | [1],[10] | 12.73% | [1],[10] | 11.67% | [12],[17] | 11.67% | [12],[17] | |
Principal | $ 22,819 | [1],[9],[10] | $ 22,619 | [12],[17],[18] | |||||
Cost | 22,401 | [1],[10] | 22,162 | [12],[17] | |||||
Fair Value | $ 23,275 | [1],[10] | $ 22,275 | [12],[17] | |||||
Investment, interest rate, paid in kind | 3.50% | [1],[2],[3],[4],[5],[7],[10] | 3.50% | [1],[2],[3],[4],[5],[7],[10] | 3.50% | [11],[12],[13],[14],[15],[16],[17] | 3.50% | [11],[12],[13],[14],[15],[16],[17] | |
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Revenue Interest Financing Term | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,482 | [1],[9] | |||||||
Cost | 13,482 | [1] | |||||||
Fair Value | $ 13,428 | [1] | |||||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Revenue Interest Financing Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 13,083 | [12],[18] | |||||||
Cost | 13,083 | [12] | |||||||
Fair Value | $ 13,083 | [12] | |||||||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[7],[10] | 8.75% | [1],[2],[3],[4],[5],[7],[10] | 8.75% | [11],[12],[13],[14],[15],[16],[17] | 8.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 13.20% | [1],[10] | 13.20% | [1],[10] | 12.45% | [12],[17] | 12.45% | [12],[17] | |
Principal | $ 12,161 | [1],[9],[10] | $ 12,161 | [12],[17],[18] | |||||
Cost | 11,956 | [1],[10] | 11,944 | [12],[17] | |||||
Fair Value | $ 11,876 | [1],[10] | $ 11,942 | [12],[17] | |||||
Investment, Identifier [Axis]: Indivior Finance S.À.R.L., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 10.09% | 10.09% | 8.80% | 8.80% | |||||
Principal | $ 7,388 | $ 7,406 | |||||||
Cost | 7,282 | 7,293 | |||||||
Fair Value | $ 7,277 | $ 7,286 | |||||||
Investment, Identifier [Axis]: Indivior Finance S.À.R.L., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 10.09% | 10.09% | 8.80% | 8.80% | |||||
Principal | $ 3,940 | $ 3,950 | |||||||
Cost | 3,884 | 3,890 | |||||||
Fair Value | $ 3,881 | $ 3,886 | |||||||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[6],[7],[19] | 11% | [1],[2],[3],[4],[5],[6],[7],[19] | 11% | [11],[12],[13],[14],[15],[16],[20],[21] | 11% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 0 | [1],[6],[9],[19] | $ 0 | [12],[18],[20],[21] | |||||
Cost | 0 | [1],[6],[19] | 0 | [12],[20],[21] | |||||
Fair Value | $ 0 | [1],[6],[19] | $ 0 | [12],[20],[21] | |||||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[7],[19] | 11% | [1],[2],[3],[4],[5],[7],[19] | 11% | [11],[12],[13],[14],[15],[16],[20] | 11% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 6,817 | [1],[9],[19] | $ 6,817 | [12],[18],[20] | |||||
Cost | 6,569 | [1],[19] | 6,553 | [12],[20] | |||||
Fair Value | $ 6,336 | [1],[19] | $ 6,408 | [12],[20] | |||||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, Tranche A Warrant Shares | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 56,999 | [11],[12],[13],[14],[15],[16],[20] | 56,999 | [11],[12],[13],[14],[15],[16],[20] | |||||
Cost | $ 135 | [12],[20] | |||||||
Fair Value | $ 609 | [12],[20] | |||||||
Investment, Identifier [Axis]: Integral Development Corporation, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,078,284 | [1],[2],[3],[4],[5],[7] | 1,078,284 | [1],[2],[3],[4],[5],[7] | 1,078,284 | [11],[12],[13],[14],[15],[16] | 1,078,284 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 113 | [1] | $ 113 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: Inventus Power Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[7],[10] | 5% | [1],[2],[3],[4],[5],[7],[10] | 5% | [11],[12],[13],[14],[15],[16],[17] | 5% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.84% | [1],[10] | 9.84% | [1],[10] | 8.55% | [12],[17] | 8.55% | [12],[17] | |
Principal | $ 18,612 | [1],[9],[10] | $ 18,660 | [12],[17],[18] | |||||
Cost | 18,536 | [1],[10] | 18,567 | [12],[17] | |||||
Fair Value | $ 18,054 | [1],[10] | $ 18,134 | [12],[17] | |||||
Investment, Identifier [Axis]: Inventus Power Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 13.23% | [1],[10] | 13.23% | [1],[10] | 12.17% | [12],[17] | 12.17% | [12],[17] | |
Principal | $ 13,674 | [1],[9],[10] | $ 13,674 | [12],[17],[18] | |||||
Cost | 13,535 | [1],[10] | 13,514 | [12],[17] | |||||
Fair Value | $ 13,195 | [1],[10] | $ 13,154 | [12],[17] | |||||
Investment, Identifier [Axis]: Iris Holding, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | 4.75% | 4.75% | 4.75% | |||||
Cash Interest Rate | 8.94% | 8.94% | 7.89% | 7.89% | |||||
Principal | $ 4,988 | $ 5,000 | |||||||
Cost | 4,630 | 4,624 | |||||||
Fair Value | $ 4,548 | $ 4,610 | |||||||
Investment, Identifier [Axis]: Iris Holding, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | 4.75% | 4.75% | 4.75% | |||||
Cash Interest Rate | 8.94% | 8.94% | 7.89% | 7.89% | |||||
Principal | $ 1,995 | $ 2,000 | |||||||
Cost | 1,849 | 1,846 | |||||||
Fair Value | $ 1,819 | $ 1,844 | |||||||
Investment, Identifier [Axis]: Ivanti Software Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [2],[3],[4],[5],[7],[10] | 7.25% | [2],[3],[4],[5],[7],[10] | 7.25% | [11],[13],[14],[15],[16],[17] | 7.25% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.01% | [10] | 12.01% | [10] | 10.33% | [17] | 10.33% | [17] | |
Principal | $ 10,247 | [9],[10] | $ 10,247 | [17],[18] | |||||
Cost | 10,196 | [10] | 10,196 | [17] | |||||
Fair Value | $ 5,994 | [10] | $ 7,702 | [17] | |||||
Investment, Identifier [Axis]: Jazz Acquisition Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.88% | [1],[10] | 11.88% | [1],[10] | 10.62% | [12],[17] | 10.62% | [12],[17] | |
Principal | $ 35,912 | [1],[9],[10] | $ 36,234 | [12],[17],[18] | |||||
Cost | 34,918 | [1],[10] | 35,170 | [12],[17] | |||||
Fair Value | $ 36,176 | [1],[10] | $ 36,392 | [12],[17] | |||||
Investment, Identifier [Axis]: Jazz Acquisition Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [2],[3],[4],[5],[7],[10] | 8% | [2],[3],[4],[5],[7],[10] | 8% | [11],[13],[14],[15],[16],[17] | 8% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.38% | [10] | 12.38% | [10] | 11.12% | [17] | 11.12% | [17] | |
Principal | $ 528 | [9],[10] | $ 528 | [17],[18] | |||||
Cost | 480 | [10] | 478 | [17] | |||||
Fair Value | $ 483 | [10] | $ 481 | [17] | |||||
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 6.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 11.75% | [1],[6],[10] | 11.75% | [1],[6],[10] | 10.17% | [12],[17],[21] | 10.17% | [12],[17],[21] | |
Principal | $ 659 | [1],[6],[9],[10] | $ 329 | [12],[17],[18],[21] | |||||
Cost | 640 | [1],[6],[10] | 311 | [12],[17],[21] | |||||
Fair Value | $ 599 | [1],[6],[10] | $ 292 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [1],[2],[3],[4],[5],[7],[10] | 6.50% | [11],[12],[13],[14],[15],[16],[17] | 6.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.23% | [1],[10] | 11.23% | [1],[10] | 10.17% | [12],[17] | 10.17% | [12],[17] | |
Principal | $ 13,589 | [1],[9],[10] | $ 13,623 | [12],[17],[18] | |||||
Cost | 13,453 | [1],[10] | 13,487 | [12],[17] | |||||
Fair Value | $ 13,153 | [1],[10] | $ 13,351 | [12],[17] | |||||
Investment, Identifier [Axis]: LABL, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | |||||||
Cash Interest Rate | 9.38% | 9.38% | |||||||
Principal | $ 2,992 | ||||||||
Cost | 2,858 | ||||||||
Fair Value | $ 2,848 | ||||||||
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17],[21] | 6% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 10.38% | [1],[10] | 10.38% | [1],[10] | 9.12% | [12],[17],[21] | 9.12% | [12],[17],[21] | |
Principal | $ 2,137 | [1],[9],[10] | $ 1,710 | [12],[17],[18],[21] | |||||
Cost | 2,101 | [1],[10] | 1,672 | [12],[17],[21] | |||||
Fair Value | $ 2,014 | [1],[10] | $ 1,651 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.38% | [1],[10] | 10.38% | [1],[10] | 9.12% | [12],[17] | 9.12% | [12],[17] | |
Principal | $ 21,315 | [1],[9],[10] | $ 19,236 | [12],[17],[18] | |||||
Cost | 20,839 | [1],[10] | 18,894 | [12],[17] | |||||
Fair Value | $ 20,089 | [1],[10] | $ 18,707 | [12],[17] | |||||
Investment, Identifier [Axis]: LTI Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [2],[3],[4],[5],[7],[10] | 6.75% | [2],[3],[4],[5],[7],[10] | 6.75% | [11],[13],[14],[15],[16],[17] | 6.75% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.13% | [10] | 11.13% | [10] | 9.87% | [17] | 9.87% | [17] | |
Principal | $ 2,140 | [9],[10] | $ 2,140 | [17],[18] | |||||
Cost | 2,095 | [10] | 2,092 | [17] | |||||
Fair Value | $ 1,712 | [10] | $ 1,890 | [17] | |||||
Investment, Identifier [Axis]: LTI Holdings, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.50% | 3.50% | 3.25% | 3.25% | |||||
Cash Interest Rate | 7.88% | 7.88% | 6.37% | 6.37% | |||||
Principal | $ 7,347 | $ 7,366 | |||||||
Cost | 7,270 | 7,282 | |||||||
Fair Value | $ 7,050 | $ 6,835 | |||||||
Investment, Identifier [Axis]: LTI Holdings, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.50% | 3.50% | 3.25% | 3.25% | |||||
Cash Interest Rate | 7.88% | 7.88% | 6.37% | 6.37% | |||||
Principal | $ 1,355 | $ 1,358 | |||||||
Cost | 1,203 | 1,192 | |||||||
Fair Value | 1,300 | 1,260 | |||||||
Investment, Identifier [Axis]: Largest Exposure To A Single Borrower | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | 11,337 | 10,093 | |||||||
Investment, Identifier [Axis]: Largest Loan Exposure To A Single Borrower | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Principal | $ 7,476 | $ 6,562 | |||||||
Investment, Identifier [Axis]: LaserAway Intermediate Holdings II, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | 5.75% | 5.75% | 5.75% | |||||
Cash Interest Rate | 9.76% | 9.76% | 8.23% | 8.23% | |||||
Principal | $ 7,425 | $ 7,444 | |||||||
Cost | 7,306 | 7,318 | |||||||
Fair Value | $ 7,295 | $ 7,323 | |||||||
Investment, Identifier [Axis]: LaserAway Intermediate Holdings II, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.75% | 5.75% | 5.75% | 5.75% | |||||
Cash Interest Rate | 9.76% | 9.76% | 8.23% | 8.23% | |||||
Principal | $ 3,960 | $ 3,970 | |||||||
Cost | 3,897 | 3,903 | |||||||
Fair Value | $ 3,891 | $ 3,905 | |||||||
Investment, Identifier [Axis]: LaserShip Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [11],[12],[13],[14],[15],[16],[17] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 10.38% | [12],[17] | 10.38% | [12],[17] | |||||
Principal | $ 2,394 | [12],[17],[18] | |||||||
Cost | 2,370 | [12],[17] | |||||||
Fair Value | $ 1,867 | [12],[17] | |||||||
Investment, Identifier [Axis]: Latam Airlines Group SA, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9.50% | [2],[3],[4],[5],[7],[10],[19] | 9.50% | [2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 13.99% | [1],[10] | 13.99% | [1],[10] | |||||
Principal | $ 26,205 | [1],[9],[10] | |||||||
Cost | 24,034 | [1],[10] | |||||||
Fair Value | $ 25,864 | [1],[10] | |||||||
Investment, Identifier [Axis]: Lift Brands Holdings Inc, Class A Common Units in Snap Investments, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 2,000,000 | [1],[2],[3],[4],[5],[7] | 2,000,000 | [1],[2],[3],[4],[5],[7] | 2,000,000 | [11],[12],[13],[14],[15],[16] | 2,000,000 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 1,399 | [1] | $ 1,399 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: Lightbox Intermediate LP, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[7],[10] | 5% | [1],[2],[3],[4],[5],[7],[10] | 5% | [11],[12],[13],[14],[15],[16],[17] | 5% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.73% | [1],[10] | 9.73% | [1],[10] | 8.67% | [12],[17] | 8.67% | [12],[17] | |
Principal | $ 36,913 | [1],[9],[10] | $ 41,008 | [12],[17],[18] | |||||
Cost | 36,233 | [1],[10] | 40,243 | [12],[17] | |||||
Fair Value | $ 35,621 | [1],[10] | $ 39,573 | [12],[17] | |||||
Investment, Identifier [Axis]: Lightbox Intermediate, L.P., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.73% | 9.73% | 8.67% | 8.67% | |||||
Principal | $ 11,337 | $ 7,367 | |||||||
Cost | 11,152 | 7,315 | |||||||
Fair Value | $ 10,941 | $ 7,109 | |||||||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Class A2 Units in LES Group Holdings, L.P. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 450.75 | [1],[2],[3],[4],[5],[7] | 450.75 | [1],[2],[3],[4],[5],[7] | 450.75 | [11],[12],[13],[14],[15],[16] | 450.75 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 451 | [1] | $ 451 | [12] | |||||
Fair Value | $ 451 | [1] | $ 451 | [12] | |||||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 8.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 12.94% | [1],[6],[10] | 12.94% | [1],[6],[10] | 11.38% | [12],[17],[21] | 11.38% | [12],[17],[21] | |
Principal | $ 2,370 | [1],[6],[9],[10] | $ 2,370 | [12],[17],[18],[21] | |||||
Cost | 2,323 | [1],[6],[10] | 2,323 | [12],[17],[21] | |||||
Fair Value | $ 2,257 | [1],[6],[10] | $ 2,265 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.88% | [1],[10] | 12.88% | [1],[10] | 11.38% | [12],[17] | 11.38% | [12],[17] | |
Principal | $ 4,357 | [1],[9],[10] | $ 4,357 | [12],[17],[18] | |||||
Cost | 4,289 | [1],[10] | 4,285 | [12],[17] | |||||
Fair Value | $ 4,215 | [1],[10] | $ 4,226 | [12],[17] | |||||
Investment, Identifier [Axis]: LogMeIn, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | 4.75% | 4.75% | 4.75% | |||||
Cash Interest Rate | 9.14% | 9.14% | 7.80% | 7.80% | |||||
Principal | $ 7,840 | $ 7,860 | |||||||
Cost | 7,736 | 7,751 | |||||||
Fair Value | $ 5,080 | $ 5,494 | |||||||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[6],[7],[10] | 6% | [1],[2],[3],[4],[5],[6],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17],[21] | 6% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 10.94% | [1],[6],[10] | 10.94% | [1],[6],[10] | |||||
Principal | $ 200 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | 178 | [1],[6],[10] | (23) | [12],[17],[21] | |||||
Fair Value | $ 148 | [1],[6],[10] | $ (54) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.50% | [1],[10] | 9.50% | [1],[10] | 9.50% | [12],[17] | 9.50% | [12],[17] | |
Principal | $ 18,344 | [1],[9],[10] | $ 18,390 | [12],[17],[18] | |||||
Cost | 18,057 | [1],[10] | 18,088 | [12],[17] | |||||
Fair Value | $ 17,678 | [1],[10] | $ 17,691 | [12],[17] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 5.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (11) | [1],[6],[10] | (12) | [12],[17],[21] | |||||
Fair Value | $ (95) | [1],[6],[10] | $ (96) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 5.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (13) | [1],[6],[10] | (13) | [12],[17],[21] | |||||
Fair Value | $ (65) | [1],[6],[10] | $ (51) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Revolver | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | 5.50% | 5.50% | |||||
Principal | $ 0 | $ 0 | |||||||
Cost | (3) | (3) | |||||||
Fair Value | $ (12) | $ (10) | |||||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Revovlver | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | |||||||
Principal | $ 0 | ||||||||
Cost | (1) | ||||||||
Fair Value | $ (6) | ||||||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [1],[2],[3],[4],[5],[7],[10] | 5.50% | [11],[12],[13],[14],[15],[16],[17] | 5.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.23% | [1],[10] | 10.23% | [1],[10] | 9.17% | [12],[17] | 9.17% | [12],[17] | |
Principal | $ 25,768 | [1],[9],[10] | $ 29,565 | [12],[17],[18] | |||||
Cost | 25,392 | [1],[10] | 29,128 | [12],[17] | |||||
Fair Value | $ 24,833 | [1],[10] | $ 28,734 | [12],[17] | |||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | 5.50% | 5.50% | |||||
Cash Interest Rate | 10.23% | 10.23% | 9.17% | 9.17% | |||||
Principal | $ 10,611 | $ 6,139 | |||||||
Cost | 10,416 | 6,104 | |||||||
Fair Value | $ 10,227 | $ 5,966 | |||||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | |||||||
Cash Interest Rate | 10.23% | 10.23% | |||||||
Principal | $ 1,642 | ||||||||
Cost | 1,629 | ||||||||
Fair Value | $ 1,583 | ||||||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan 1 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | |||||||
Cash Interest Rate | 9.17% | 9.17% | |||||||
Principal | $ 1,647 | ||||||||
Cost | 1,632 | ||||||||
Fair Value | $ 1,600 | ||||||||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan 2 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | |||||||
Principal | $ 0 | ||||||||
Cost | (1) | ||||||||
Fair Value | $ (4) | ||||||||
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 11.50% | [1],[2],[3],[4],[5],[6],[7],[19] | 11.50% | [1],[2],[3],[4],[5],[6],[7],[19] | 11.50% | [11],[12],[13],[14],[15],[16],[20],[21] | 11.50% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 0 | [1],[6],[9],[19] | $ 0 | [12],[18],[20],[21] | |||||
Cost | 0 | [1],[6],[19] | 0 | [12],[20],[21] | |||||
Fair Value | $ 0 | [1],[6],[19] | $ 0 | [12],[20],[21] | |||||
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 11.50% | [1],[2],[3],[4],[5],[7],[19] | 11.50% | [1],[2],[3],[4],[5],[7],[19] | 11.50% | [11],[12],[13],[14],[15],[16],[20] | 11.50% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 17,203 | [1],[9],[19] | $ 17,203 | [12],[18],[20] | |||||
Cost | 16,972 | [1],[19] | 16,954 | [12],[20] | |||||
Fair Value | $ 16,573 | [1],[19] | $ 16,644 | [12],[20] | |||||
Investment, Identifier [Axis]: McAfee Corp., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | |||||||
Cash Interest Rate | 7.97% | 7.97% | |||||||
Principal | $ 1,995 | ||||||||
Cost | 1,876 | ||||||||
Fair Value | $ 1,862 | ||||||||
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[6],[7],[19] | 8% | [1],[2],[3],[4],[5],[6],[7],[19] | 8% | [11],[12],[13],[14],[15],[16],[20],[21] | 8% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Principal | $ 0 | [1],[6],[9],[19] | $ 0 | [12],[18],[20],[21] | |||||
Cost | 1 | [1],[6],[19] | 1 | [12],[20],[21] | |||||
Fair Value | $ 0 | [1],[6],[19] | $ 0 | [12],[20],[21] | |||||
Investment, interest rate, paid in kind | 1.75% | [1],[2],[3],[4],[5],[6],[7],[19] | 1.75% | [1],[2],[3],[4],[5],[6],[7],[19] | 1.75% | [11],[12],[13],[14],[15],[16],[20],[21] | 1.75% | [11],[12],[13],[14],[15],[16],[20],[21] | |
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[7],[19] | 8% | [1],[2],[3],[4],[5],[7],[19] | 8% | [11],[12],[13],[14],[15],[16],[20] | 8% | [11],[12],[13],[14],[15],[16],[20] | |
Principal | $ 7,247 | [1],[9],[19] | $ 7,215 | [12],[18],[20] | |||||
Cost | 6,717 | [1],[19] | 6,650 | [12],[20] | |||||
Fair Value | $ 6,474 | [1],[19] | $ 6,440 | [12],[20] | |||||
Investment, interest rate, paid in kind | 1.75% | [1],[2],[3],[4],[5],[7],[19] | 1.75% | [1],[2],[3],[4],[5],[7],[19] | 1.75% | [11],[12],[13],[14],[15],[16],[20] | 1.75% | [11],[12],[13],[14],[15],[16],[20] | |
Investment, Identifier [Axis]: Mesoblast Inc, Warrant Shares | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 209,588 | [11],[12],[13],[14],[15],[16],[20] | 209,588 | [11],[12],[13],[14],[15],[16],[20] | |||||
Cost | $ 480 | [12],[20] | |||||||
Fair Value | $ 170 | [12],[20] | |||||||
Investment, Identifier [Axis]: Mesoblast, Inc, Warrant Shares 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 209,588 | [1],[2],[3],[4],[5],[7],[19] | 209,588 | [1],[2],[3],[4],[5],[7],[19] | |||||
Cost | $ 480 | [1],[19] | |||||||
Fair Value | $ 222 | [1],[19] | |||||||
Investment, Identifier [Axis]: Mesoblast, Inc, Warrant Shares 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 53,887 | [1],[2],[3],[4],[5],[7],[19] | 53,887 | [1],[2],[3],[4],[5],[7],[19] | |||||
Cost | $ 0 | ||||||||
Fair Value | $ 81 | ||||||||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (48) | [1],[6],[10] | (54) | [12],[17],[21] | |||||
Fair Value | $ (88) | [1],[6],[10] | $ (100) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.72% | [1],[10] | 11.72% | [1],[10] | 10.64% | [12],[17] | 10.64% | [12],[17] | |
Principal | $ 45,487 | [1],[9],[10] | $ 45,665 | [12],[17],[18] | |||||
Cost | 44,616 | [1],[10] | 44,689 | [12],[17] | |||||
Fair Value | $ 44,486 | [1],[10] | $ 44,523 | [12],[17] | |||||
Investment, interest rate, paid in kind | 1.50% | [11],[12],[13],[14],[15],[16],[17] | 1.50% | [11],[12],[13],[14],[15],[16],[17] | |||||
Investment, Identifier [Axis]: Mindbody, Inc., First Lien Revolver | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | 8% | 8% | 8% | |||||
Principal | $ 0 | $ 0 | |||||||
Cost | (3) | (4) | |||||||
Fair Value | $ (10) | $ (12) | |||||||
Investment, Identifier [Axis]: Mindbody, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | 7% | 7% | 7% | |||||
Cash Interest Rate | 11.72% | 11.72% | 10.64% | 10.64% | |||||
Principal | $ 4,668 | $ 4,687 | |||||||
Cost | 4,636 | 4,651 | |||||||
Fair Value | $ 4,566 | $ 4,570 | |||||||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [10],[11],[12],[13],[14],[15],[16],[21] | 7% | [10],[11],[12],[13],[14],[15],[16],[21] | |||||
Principal | $ 0 | [12],[17],[18],[21] | |||||||
Cost | (31) | [12],[17],[21] | |||||||
Fair Value | $ 0 | [12],[17],[21] | |||||||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [10],[11],[12],[13],[14],[15],[16] | 7% | [10],[11],[12],[13],[14],[15],[16] | |||||
Cash Interest Rate | 9.80% | [12],[17] | 9.80% | [12],[17] | |||||
Principal | $ 389 | [12],[17],[18] | |||||||
Cost | 387 | [12],[17] | |||||||
Fair Value | $ 727 | [12],[17] | |||||||
Investment, Identifier [Axis]: Mosaic Companies LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.93% | [1],[10] | 10.93% | [1],[10] | 9.89% | [12],[17] | 9.89% | [12],[17] | |
Principal | $ 45,907 | [1],[9],[10] | $ 46,499 | [12],[17],[18] | |||||
Cost | 45,266 | [1],[10] | 45,802 | [12],[17] | |||||
Fair Value | $ 45,127 | [1],[10] | $ 45,421 | [12],[17] | |||||
Investment, Identifier [Axis]: NFP Corp, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 6.875% | [2],[3],[4],[5],[7] | 6.875% | [2],[3],[4],[5],[7] | 6.875% | [11],[13],[14],[15],[16] | 6.875% | [11],[13],[14],[15],[16] | |
Principal | $ 10,191 | [9] | $ 10,191 | [18] | |||||
Cost | 9,787 | 9,773 | |||||||
Fair Value | $ 8,423 | $ 7,966 | |||||||
Investment, Identifier [Axis]: NN Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.88% | [1],[2],[3],[4],[5],[7],[10] | 6.88% | [1],[2],[3],[4],[5],[7],[10] | 6.88% | [11],[12],[13],[14],[15],[16],[17],[20] | 6.88% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Cash Interest Rate | 11.26% | [1],[10],[19] | 11.26% | [1],[10],[19] | 9.99% | [12],[17],[20] | 9.99% | [12],[17],[20] | |
Principal | $ 58,564 | [1],[9],[10],[19] | $ 58,713 | [12],[17],[18],[20] | |||||
Cost | 57,577 | [1],[10],[19] | 57,655 | [12],[17],[20] | |||||
Fair Value | $ 55,958 | [1],[10],[19] | $ 56,805 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Navisite LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 13.23% | [1],[10] | 13.23% | [1],[10] | 12.17% | [12],[17] | 12.17% | [12],[17] | |
Principal | $ 22,560 | [1],[9],[10] | $ 22,560 | [12],[17],[18] | |||||
Cost | 22,260 | [1],[10] | 22,241 | [12],[17] | |||||
Fair Value | $ 21,545 | [1],[10] | $ 21,524 | [12],[17] | |||||
Investment, Identifier [Axis]: NeuAG LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 10.50% | [1],[2],[3],[4],[5],[7],[10] | 10.50% | [1],[2],[3],[4],[5],[7],[10] | 10.50% | [11],[12],[13],[14],[15],[16],[17] | 10.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 15.23% | [1],[10] | 15.23% | [1],[10] | 14.17% | [12],[17] | 14.17% | [12],[17] | |
Principal | $ 50,276 | [1],[9],[10] | $ 50,459 | [12],[17],[18] | |||||
Cost | 49,271 | [1],[10] | 49,301 | [12],[17] | |||||
Fair Value | $ 52,292 | [1],[10] | $ 51,972 | [12],[17] | |||||
Investment, Identifier [Axis]: Northern Star Industries Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.75% | 4.75% | |||||
Cash Interest Rate | 9.23% | 9.23% | 7.87% | 7.87% | |||||
Principal | $ 6,668 | $ 6,685 | |||||||
Cost | 6,657 | 6,673 | |||||||
Fair Value | $ 6,467 | $ 6,484 | |||||||
Investment, Identifier [Axis]: Northern Star Industries Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.75% | 4.75% | |||||
Cash Interest Rate | 9.23% | 9.23% | 7.87% | 7.87% | |||||
Principal | $ 5,239 | $ 5,252 | |||||||
Cost | 5,230 | 5,243 | |||||||
Fair Value | $ 5,082 | 5,095 | |||||||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class D Notes, Class D Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.06% | [2],[3],[4],[5],[7],[10] | 6.06% | [2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 8.05% | [10],[19] | 8.05% | [10],[19] | |||||
Principal | € | € 2,500 | [10],[19] | |||||||
Cost | $ 2,503 | [10],[19] | |||||||
Fair Value | $ 2,576 | [10],[19] | |||||||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.87% | [2],[3],[4],[5],[7],[10] | 6.87% | [2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 8.86% | [10],[19] | 8.86% | [10],[19] | |||||
Principal | € | € 3,000 | [10],[19] | |||||||
Cost | $ 2,677 | [10],[19] | |||||||
Fair Value | 2,728 | [10],[19] | |||||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, LLC Equity Interest | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 54,791 | [6],[19],[22],[23] | |||||||
Fair Value | 24,108 | [6],[19],[22],[23] | |||||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Equity Interest | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 0 | [6],[19],[23] | 0 | [20],[21],[24] | |||||
Fair Value | $ 0 | [6],[19],[23] | $ 0 | [20],[21],[24] | |||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Subordinated Debt | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 4.50% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 4.50% | [6],[10],[11],[12],[13],[14],[15],[16],[20] | 4.50% | [6],[10],[11],[12],[13],[14],[15],[16],[20] | 4.50% |
Cash Interest Rate | 7.67% | [1],[6],[10],[19] | 7.67% | [1],[6],[10],[19] | 6.30% | [12],[17],[20],[21] | 6.30% | [12],[17],[20],[21] | 4.58% |
Principal | $ 59,049 | [1],[6],[9],[10],[19] | $ 59,662 | [12],[17],[18],[20],[21] | |||||
Cost | 49,961 | [1],[6],[10],[19] | 50,194 | [12],[17],[20],[21] | |||||
Fair Value | $ 49,536 | [1],[6],[10],[19] | $ 50,283 | [12],[17],[20],[21] | |||||
Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | [2],[3],[4],[5],[7],[10] | 4% | [2],[3],[4],[5],[7],[10] | 4% | [11],[13],[14],[15],[16],[17] | 4% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 8.42% | [10] | 8.42% | [10] | 7.12% | [17] | 7.12% | [17] | |
Principal | $ 3,315 | [9],[10] | $ 3,323 | [17],[18] | |||||
Cost | 3,165 | [10] | 3,162 | [17] | |||||
Fair Value | $ 3,167 | [10] | $ 3,207 | [17] | |||||
Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.42% | 8.42% | 7.12% | 7.12% | |||||
Principal | $ 7,757 | $ 7,777 | |||||||
Cost | 7,721 | 7,741 | |||||||
Fair Value | $ 7,411 | $ 7,505 | |||||||
Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.42% | 8.42% | 7.12% | 7.12% | |||||
Principal | $ 3,878 | $ 3,888 | |||||||
Cost | 3,861 | 3,871 | |||||||
Fair Value | $ 3,705 | $ 3,752 | |||||||
Investment, Identifier [Axis]: OEConnection LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.42% | [1],[10] | 11.42% | [1],[10] | 10.05% | [12],[17] | 10.05% | [12],[17] | |
Principal | $ 7,519 | [1],[9],[10] | $ 7,519 | [12],[17],[18] | |||||
Cost | 7,396 | [1],[10] | 7,389 | [12],[17] | |||||
Fair Value | $ 7,221 | [1],[10] | $ 7,237 | [12],[17] | |||||
Investment, Identifier [Axis]: OTG Management LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 2% | [1],[2],[3],[4],[5],[6],[7],[10] | 2% | [1],[2],[3],[4],[5],[6],[7],[10] | 2% | [11],[12],[13],[14],[15],[16],[17],[21] | 2% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (30) | [1],[6],[10] | (31) | [12],[17],[21] | |||||
Fair Value | $ 0 | [1],[6],[10] | $ 0 | [12],[17],[21] | |||||
Investment, interest rate, paid in kind | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Investment, Identifier [Axis]: OTG Management LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 2% | [1],[2],[3],[4],[5],[7],[10] | 2% | [1],[2],[3],[4],[5],[7],[10] | 2% | [11],[12],[13],[14],[15],[16],[17] | 2% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 6.76% | [1],[10] | 6.76% | [1],[10] | 5.08% | [12],[17] | 5.08% | [12],[17] | |
Principal | $ 21,993 | [1],[9],[10] | $ 21,557 | [12],[17],[18] | |||||
Cost | 21,728 | [1],[10] | 21,267 | [12],[17] | |||||
Fair Value | $ 21,993 | [1],[10] | $ 21,557 | [12],[17] | |||||
Investment, interest rate, paid in kind | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17] | 8% | [11],[12],[13],[14],[15],[16],[17] | |
Investment, Identifier [Axis]: P & L Development LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 7.75% | [2],[3],[4],[5],[7] | 7.75% | [2],[3],[4],[5],[7] | 7.75% | [11],[13],[14],[15],[16] | 7.75% | [11],[13],[14],[15],[16] | |
Principal | $ 7,776 | [9] | $ 7,776 | [18] | |||||
Cost | 7,817 | 7,820 | |||||||
Fair Value | $ 6,318 | $ 5,846 | |||||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [1],[2],[3],[4],[5],[6],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17],[21] | 7% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 10.74% | [1],[6],[10] | 10.74% | [1],[6],[10] | 9.25% | [12],[17],[21] | 9.25% | [12],[17],[21] | |
Principal | $ 2,228 | [1],[6],[9],[10] | $ 2,228 | [12],[17],[18],[21] | |||||
Cost | 2,188 | [1],[6],[10] | 2,186 | [12],[17],[21] | |||||
Fair Value | $ 2,184 | [1],[6],[10] | $ 2,203 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17],[21] | 7% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 11.76% | [1],[10] | 11.76% | [1],[10] | |||||
Principal | $ 1,252 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | 1,232 | [1],[6],[10] | (21) | [12],[17],[21] | |||||
Fair Value | $ 1,230 | [1],[6],[10] | $ (13) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.74% | [1],[10] | 10.74% | [1],[10] | 9.28% | [12],[17] | 9.28% | [12],[17] | |
Principal | $ 26,088 | [1],[9],[10] | $ 26,154 | [12],[17],[18] | |||||
Cost | 25,674 | [1],[10] | 25,712 | [12],[17] | |||||
Fair Value | $ 25,632 | [1],[10] | $ 25,893 | [12],[17] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, Class B Common Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 80,515 | [1],[2],[3],[4],[5],[7] | 80,515 | [1],[2],[3],[4],[5],[7] | 80,515 | [11],[12],[13],[14],[15],[16] | 80,515 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 79 | [1],[10] | $ 79 | [12] | |||||
Fair Value | $ 121 | [1],[10] | $ 89 | [12] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (31) | [1],[6],[10] | (34) | [12],[17],[21] | |||||
Fair Value | $ (49) | [1],[6],[10] | $ (49) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.50% | [1],[10] | 11.50% | [1],[10] | 10.42% | [12],[17] | 10.42% | [12],[17] | |
Principal | $ 31,186 | [1],[9],[10] | $ 33,775 | [12],[17],[18] | |||||
Cost | 30,466 | [1],[10] | 32,931 | [12],[17] | |||||
Fair Value | $ 30,578 | [1],[10] | $ 33,116 | [12],[17] | |||||
Investment, Identifier [Axis]: Park Place Technologies LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | [2],[3],[4],[5],[7],[10] | 5% | [2],[3],[4],[5],[7],[10] | 5% | [11],[13],[14],[15],[16],[17] | 5% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.42% | [10] | 9.42% | [10] | 8.13% | [17] | 8.13% | [17] | |
Principal | $ 4,838 | [9],[10] | $ 9,850 | [17],[18] | |||||
Cost | 4,703 | [10] | 9,460 | [17] | |||||
Fair Value | $ 4,575 | [10] | $ 9,374 | [17] | |||||
Investment, Identifier [Axis]: Park Place Technologies, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.42% | 9.42% | 8.13% | 8.13% | |||||
Principal | $ 9,900 | $ 4,925 | |||||||
Cost | 9,504 | 4,781 | |||||||
Fair Value | $ 9,362 | $ 4,687 | |||||||
Investment, Identifier [Axis]: Peloton Interactive, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | 6.50% | |||||||
Cash Interest Rate | 8.35% | 8.35% | |||||||
Principal | $ 5,486 | ||||||||
Cost | 5,251 | ||||||||
Fair Value | $ 5,371 | ||||||||
Investment, Identifier [Axis]: Performance Health Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.73% | [1],[10] | 10.73% | [1],[10] | 8.88% | [12],[17] | 8.88% | [12],[17] | |
Principal | $ 17,976 | [1],[9],[10] | $ 17,976 | [12],[17],[18] | |||||
Cost | 17,705 | [1],[10] | 17,690 | [12],[17] | |||||
Fair Value | $ 17,537 | [1],[10] | $ 17,537 | [12],[17] | |||||
Investment, Identifier [Axis]: Planview Parent Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[7],[10] | 7.25% | [1],[2],[3],[4],[5],[7],[10] | 7.25% | [11],[12],[13],[14],[15],[16],[17] | 7.25% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.98% | [1],[10] | 11.98% | [1],[10] | 10.92% | [12],[17] | 10.92% | [12],[17] | |
Principal | $ 28,627 | [1],[9],[10] | $ 28,627 | [12],[17],[18] | |||||
Cost | 28,198 | [1],[10] | 28,198 | [12],[17] | |||||
Fair Value | $ 25,693 | [1],[10] | $ 27,482 | [12],[17] | |||||
Investment, Identifier [Axis]: Planview Parent, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | |||||||
Cash Interest Rate | 8.73% | 8.73% | |||||||
Principal | $ 2,435 | ||||||||
Cost | 2,294 | ||||||||
Fair Value | $ 2,274 | ||||||||
Investment, Identifier [Axis]: Planview Parent, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | |||||||
Cash Interest Rate | 8.73% | 8.73% | |||||||
Principal | $ 688 | ||||||||
Cost | 649 | ||||||||
Fair Value | $ 643 | ||||||||
Investment, Identifier [Axis]: Planview Parent, Inc., Second Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | 7.25% | |||||||
Cash Interest Rate | 11.98% | 11.98% | |||||||
Principal | $ 2,842 | ||||||||
Cost | 2,799 | ||||||||
Fair Value | $ 2,551 | ||||||||
Investment, Identifier [Axis]: Planview Parent, Inc., Second Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | 7.25% | 7.25% | 7.25% | |||||
Cash Interest Rate | 11.98% | 11.98% | 10.92% | 10.92% | |||||
Principal | $ 4,503 | $ 4,503 | |||||||
Cost | 4,435 | 4,435 | |||||||
Fair Value | $ 4,041 | $ 4,323 | |||||||
Investment, Identifier [Axis]: Planview Parent, Inc., Second Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | 7.25% | |||||||
Cash Interest Rate | 10.92% | 10.92% | |||||||
Principal | $ 2,842 | ||||||||
Cost | 2,799 | ||||||||
Fair Value | $ 2,728 | ||||||||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [1],[2],[3],[4],[5],[6],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | 8% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 12.36% | [1],[6],[10] | 12.36% | [1],[6],[10] | |||||
Principal | $ 1,766 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | 1,716 | [1],[6],[10] | (53) | [12],[17],[21] | |||||
Fair Value | $ 1,678 | [1],[6],[10] | $ (111) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17] | 8% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.83% | [1],[10] | 11.83% | [1],[10] | 10.68% | [12],[17] | 10.68% | [12],[17] | |
Principal | $ 48,689 | [1],[9],[10] | $ 48,689 | [12],[17],[18] | |||||
Cost | 47,993 | [1],[10] | 47,951 | [12],[17] | |||||
Fair Value | $ 47,471 | [1],[10] | $ 47,155 | [12],[17] | |||||
Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Revolver | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | 8% | 8% | 8% | |||||
Principal | $ 212 | $ 0 | |||||||
Cost | 206 | (6) | |||||||
Fair Value | $ 201 | $ (13) | |||||||
Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Revolver | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | 8% | 8% | 8% | |||||
Cash Interest Rate | 12.36% | 12.36% | |||||||
Principal | $ 158 | $ 0 | |||||||
Cost | 153 | (5) | |||||||
Fair Value | $ 150 | $ (10) | |||||||
Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | 8% | 8% | 8% | |||||
Cash Interest Rate | 11.83% | 11.83% | 10.68% | 10.68% | |||||
Principal | $ 6,796 | $ 6,796 | |||||||
Cost | 6,698 | 6,694 | |||||||
Fair Value | $ 6,626 | $ 6,582 | |||||||
Investment, Identifier [Axis]: Pluralsight, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | 8% | 8% | 8% | |||||
Cash Interest Rate | 11.83% | 11.83% | 10.68% | 10.68% | |||||
Principal | $ 4,465 | $ 4,465 | |||||||
Cost | 4,401 | 4,398 | |||||||
Fair Value | $ 4,354 | $ 4,325 | |||||||
Investment, Identifier [Axis]: Profrac Holdings II LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[7],[10] | 7.25% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.10% | [1],[10] | 11.10% | [1],[10] | 10.01% | [12],[17] | 10.01% | [12],[17] | |
Principal | $ 22,984 | [1],[9],[10] | $ 23,275 | [12],[17],[18] | |||||
Cost | 22,496 | [1],[10] | 22,722 | [12],[17] | |||||
Fair Value | $ 22,432 | [1],[10] | $ 22,810 | [12],[17] | |||||
Investment, Identifier [Axis]: Project Boost Purchaser LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17] | 8% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.38% | [1],[10] | 12.38% | [1],[10] | 11.12% | [12],[17] | 11.12% | [12],[17] | |
Principal | $ 5,250 | [1],[9],[10] | $ 5,250 | [12],[17],[18] | |||||
Cost | 5,173 | [1],[10] | 5,168 | [12],[17] | |||||
Fair Value | $ 4,955 | [1],[10] | $ 5,047 | [12],[17] | |||||
Investment, Identifier [Axis]: Quantum Bidco Limited, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10],[19] | 6% | [1],[2],[3],[4],[5],[7],[10],[19] | 6% | [11],[12],[13],[14],[15],[16],[17],[20] | 6% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Cash Interest Rate | 9.63% | [1],[10],[19] | 9.63% | [1],[10],[19] | 8.39% | [12],[17],[20] | 8.39% | [12],[17],[20] | |
Principal | $ 3,501 | [1],[9],[10],[19] | $ 3,501 | [12],[17],[18],[20] | |||||
Cost | 4,655 | [1],[10],[19] | 4,646 | [12],[17],[20] | |||||
Fair Value | $ 3,599 | [1],[10],[19] | $ 3,367 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: QuorumLabs Inc, Junior-2 Preferred Stock | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 64,887,669 | [1],[2],[3],[4],[5],[7] | 64,887,669 | [1],[2],[3],[4],[5],[7] | 64,887,669 | [11],[12],[13],[14],[15],[16] | 64,887,669 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 375 | [1] | $ 375 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: RP Escrow Issuer LLC, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 5.25% | [11],[13],[14],[15],[16] | 5.25% | [11],[13],[14],[15],[16] | |||||
Principal | $ 1,325 | [18] | |||||||
Cost | 1,218 | ||||||||
Fair Value | $ 1,097 | ||||||||
Investment, Identifier [Axis]: Radiology Partners Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.25% | [2],[3],[4],[5],[7],[10] | 4.25% | [2],[3],[4],[5],[7],[10] | 4.25% | [11],[13],[14],[15],[16],[17] | 4.25% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 8.64% | [10] | 8.64% | [10] | 7.33% | [17] | 7.33% | [17] | |
Principal | $ 3,400 | [9],[10] | $ 3,400 | [17],[18] | |||||
Cost | 3,221 | [10] | 3,202 | [17] | |||||
Fair Value | $ 2,870 | [10] | $ 2,880 | [17] | |||||
Investment, Identifier [Axis]: Radiology Partners Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 9.25% | [2],[3],[4],[5],[7] | 9.25% | [2],[3],[4],[5],[7] | 9.25% | [11],[13],[14],[15],[16] | 9.25% | [11],[13],[14],[15],[16] | |
Principal | $ 4,755 | [9] | $ 4,755 | [18] | |||||
Cost | 4,721 | 4,720 | |||||||
Fair Value | $ 2,677 | $ 3,109 | |||||||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.50% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.50% | [11],[12],[13],[14],[15],[16],[17],[21] | 6.50% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (40) | [1],[6],[10] | (43) | [12],[17],[21] | |||||
Fair Value | $ (47) | [1],[6],[10] | (64) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [1],[2],[3],[4],[5],[7],[10] | |||||
Principal | $ 25,405 | [1],[9],[10] | 24,692 | [12],[17],[18] | |||||
Cost | 25,002 | [1],[10] | 24,265 | [12],[17] | |||||
Fair Value | $ 24,846 | [1],[10] | $ 24,101 | [12],[17] | |||||
Investment, interest rate, paid in kind | 7.50% | [11],[12],[13],[14],[15],[16],[17] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | |||||
Investment, Identifier [Axis]: Renaissance Holding Corp, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [2],[3],[4],[5],[7],[10] | 7% | [2],[3],[4],[5],[7],[10] | 7% | [11],[13],[14],[15],[16],[17] | 7% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.38% | [10] | 11.38% | [10] | 10.12% | [17] | 10.12% | [17] | |
Principal | $ 3,542 | [9],[10] | $ 3,542 | [17],[18] | |||||
Cost | 3,515 | [10] | 3,515 | [17] | |||||
Fair Value | $ 3,315 | [10] | $ 3,402 | [17] | |||||
Investment, Identifier [Axis]: RevSpring, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4% | 4% | 4% | 4% | |||||
Cash Interest Rate | 8.73% | 8.73% | 7.67% | 7.67% | |||||
Principal | $ 9,600 | $ 9,625 | |||||||
Cost | 9,583 | 9,607 | |||||||
Fair Value | $ 9,288 | $ 9,304 | |||||||
Investment, Identifier [Axis]: RumbleOn Inc, Class B Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 164,660 | [1],[2],[3],[4],[5],[7],[19] | 164,660 | [1],[2],[3],[4],[5],[7],[19] | 164,660 | [11],[12],[13],[14],[15],[16],[20] | 164,660 | [11],[12],[13],[14],[15],[16],[20] | |
Cost | $ 1,202 | [1],[19] | $ 1,202 | [12],[20] | |||||
Fair Value | $ 0 | [1],[19] | $ 74 | [12],[20] | |||||
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 8.25% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 8.25% | [11],[12],[13],[14],[15],[16],[17],[20],[21] | 8.25% | [11],[12],[13],[14],[15],[16],[17],[20],[21] | |
Cash Interest Rate | 12.98% | [1],[6],[10],[19] | 12.98% | [1],[6],[10],[19] | 11.92% | [12],[17],[20],[21] | 11.92% | [12],[17],[20],[21] | |
Principal | $ 10,920 | [1],[6],[9],[10],[19] | $ 11,393 | [12],[17],[18],[20],[21] | |||||
Cost | 10,185 | [1],[6],[10],[19] | 10,583 | [12],[17],[20],[21] | |||||
Fair Value | $ 10,243 | [1],[6],[10],[19] | $ 10,760 | [12],[17],[20],[21] | |||||
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[7],[10],[19] | 8.25% | [1],[2],[3],[4],[5],[7],[10],[19] | 8.25% | [11],[12],[13],[14],[15],[16],[17],[20] | 8.25% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Cash Interest Rate | 12.98% | [1],[10],[19] | 12.98% | [1],[10],[19] | 11.92% | [12],[17],[20] | 11.92% | [12],[17],[20] | |
Principal | $ 36,092 | [1],[9],[10],[19] | $ 37,656 | [12],[17],[18],[20] | |||||
Cost | 34,407 | [1],[10],[19] | 35,775 | [12],[17],[20] | |||||
Fair Value | $ 34,540 | [1],[10],[19] | $ 36,187 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Units in Eyesouth Co-Investor FT Aggregator LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 1,037 | [1],[2],[3],[4],[5],[7] | 1,037 | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 1,037 | ||||||||
Fair Value | $ 1,113 | ||||||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 8.75% | [1],[2],[3],[4],[5],[6],[7],[10] | |||||
Principal | $ 0 | [1],[6],[10] | |||||||
Cost | (35) | [6],[10] | |||||||
Fair Value | $ (68) | [6],[10] | |||||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[7],[10] | 8.75% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 12.52% | [10] | 12.52% | [10] | |||||
Principal | $ 8,010 | [9],[10] | |||||||
Cost | 7,777 | [10] | |||||||
Fair Value | $ 7,778 | [10] | |||||||
Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 1 | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.66% | 9.66% | 8.06% | 8.06% | |||||
Principal | $ 8,179 | $ 8,201 | |||||||
Cost | 8,173 | 8,194 | |||||||
Fair Value | $ 6,339 | $ 7,176 | |||||||
Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 1 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.66% | 9.66% | 8.06% | 8.06% | |||||
Principal | $ 6,078 | $ 6,094 | |||||||
Cost | 6,068 | 6,082 | |||||||
Fair Value | $ 4,710 | $ 5,332 | |||||||
Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 2 | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.23% | 5.23% | 5.23% | 5.23% | |||||
Cash Interest Rate | 9.64% | 9.64% | 8.04% | 8.04% | |||||
Principal | $ 138 | $ 138 | |||||||
Cost | 138 | 138 | |||||||
Fair Value | $ 120 | $ 121 | |||||||
Investment, Identifier [Axis]: SHO Holding I Corporation, First Lien Term Loan 2 | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.23% | 5.23% | 5.23% | 5.23% | |||||
Cash Interest Rate | 9.64% | 9.64% | 8.04% | 8.04% | |||||
Principal | $ 102 | $ 102 | |||||||
Cost | 102 | 102 | |||||||
Fair Value | $ 89 | $ 90 | |||||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[7],[10] | 4.75% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 9.42% | [10] | 9.42% | [10] | |||||
Principal | $ 3,395 | [1],[10] | |||||||
Cost | 2,784 | [1],[10] | |||||||
Fair Value | $ 2,767 | [1],[10] | |||||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [11],[12],[13],[14],[15],[16],[17] | 8% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.67% | [1],[10] | 12.67% | [1],[10] | 10.74% | [12],[17] | 10.74% | [12],[17] | |
Principal | $ 9,109 | [1],[9],[10] | $ 9,109 | [12],[17],[18] | |||||
Cost | 8,972 | [1],[10] | 8,972 | [12],[17] | |||||
Fair Value | $ 6,604 | [1],[10] | $ 8,289 | [12],[17] | |||||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | [2],[3],[4],[5],[7],[10] | 4.50% | [2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 8.92% | [10] | 8.92% | [10] | |||||
Principal | $ 1,496 | [9],[10] | |||||||
Cost | 1,410 | [10] | |||||||
Fair Value | $ 1,401 | [10] | |||||||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan, | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | [11],[13],[14],[15],[16],[17] | 4.50% | [11],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 7.63% | [17] | 7.63% | [17] | |||||
Principal | $ 1,500 | [17],[18] | |||||||
Cost | 1,410 | [17] | |||||||
Fair Value | $ 1,393 | [17] | |||||||
Investment, Identifier [Axis]: SPX Flow, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 8.92% | 8.92% | 7.63% | 7.63% | |||||
Principal | $ 10,075 | $ 7,500 | |||||||
Cost | 9,610 | 7,184 | |||||||
Fair Value | $ 9,436 | $ 6,966 | |||||||
Investment, Identifier [Axis]: SPX Flow, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 8.92% | 8.92% | 7.63% | 7.63% | |||||
Principal | $ 5,985 | $ 6,000 | |||||||
Cost | 5,730 | 5,734 | |||||||
Fair Value | $ 5,605 | $ 5,572 | |||||||
Investment, Identifier [Axis]: SVP-Singer Holdings Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.48% | [1],[10] | 11.48% | [1],[10] | 10.42% | [12],[17] | 10.42% | [12],[17] | |
Principal | $ 20,714 | [1],[9],[10] | $ 20,766 | [12],[17],[18] | |||||
Cost | 19,554 | [1],[10] | 19,550 | [12],[17] | |||||
Fair Value | $ 17,917 | [1],[10] | $ 18,188 | [12],[17] | |||||
Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | |||||||
Cash Interest Rate | 7.63% | 7.63% | |||||||
Principal | $ 2,536 | ||||||||
Cost | 2,511 | ||||||||
Fair Value | $ 2,435 | ||||||||
Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | |||||||
Cash Interest Rate | 7.63% | 7.63% | |||||||
Principal | $ 1,691 | ||||||||
Cost | 1,674 | ||||||||
Fair Value | $ 1,623 | ||||||||
Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan, LIBOR+4.50% cash due 12/10/2026 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | [11],[13],[14],[15],[16],[17] | 4.50% | [11],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 7.63% | [17] | 7.63% | [17] | |||||
Principal | $ 1,691 | [17],[18] | |||||||
Cost | 1,610 | [17] | |||||||
Fair Value | 1,623 | [17] | |||||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 991,019 | [1],[2],[3],[4],[5],[7] | 991,019 | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 327 | [1] | |||||||
Fair Value | $ 307 | [1] | |||||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 10% | [1],[2],[3],[4],[5],[6],[7],[10] | 10% | [1],[2],[3],[4],[5],[6],[7],[10] | |||||
Cash Interest Rate | 14.32% | [1],[6],[10] | 14.32% | [1],[6],[10] | |||||
Principal | $ 931 | [1],[6],[9],[10] | |||||||
Cost | 812 | [1],[6],[10] | |||||||
Fair Value | $ 814 | [1],[6],[10] | |||||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 10% | [1],[2],[3],[4],[5],[7],[10] | 10% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 14.32% | [10] | 14.32% | [10] | |||||
Principal | $ 27,848 | [9],[10] | |||||||
Cost | 26,787 | [10] | |||||||
Fair Value | $ 26,804 | [10] | |||||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 408,508 | [1],[2],[3],[4],[5],[7],[19] | 408,508 | [1],[2],[3],[4],[5],[7],[19] | |||||
Cost | $ 0 | [1],[19] | |||||||
Fair Value | $ 4,081 | [1],[19] | |||||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Put Options on Common Shares in Alvotech SA | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 293,082 | [1],[2],[3],[4],[5],[7],[19] | 293,082 | [1],[2],[3],[4],[5],[7],[19] | |||||
Cost | $ 0 | [1],[19] | |||||||
Fair Value | $ 580 | [1],[19] | |||||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Seller Earn Out Shares in Alvotech SA | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 124,780 | [1],[2],[3],[4],[5],[7],[19] | 124,780 | [1],[2],[3],[4],[5],[7],[19] | |||||
Cost | $ 485 | [1],[19] | |||||||
Fair Value | $ 418 | [1],[19] | |||||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, LLC Equity Interest | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cost | 49,322 | [20],[21],[24],[25] | |||||||
Fair Value | $ 20,715 | [20],[21],[24],[25] | |||||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, Subordinated Debt | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 7% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 7% | [6],[10],[11],[12],[13],[14],[15],[16],[20] | 7% | [6],[10],[11],[12],[13],[14],[15],[16],[20] | 7% |
Cash Interest Rate | 10.17% | [1],[6],[10],[19] | 10.17% | [1],[6],[10],[19] | 8.80% | [12],[17],[20],[21] | 8.80% | [12],[17],[20],[21] | 8% |
Principal | $ 112,656 | [1],[6],[9],[10],[19] | $ 96,250 | [12],[17],[18],[20],[21] | |||||
Cost | 112,656 | [1],[6],[10],[19] | 96,250 | [12],[17],[20],[21] | |||||
Fair Value | $ 112,656 | [1],[6],[10],[19] | $ 96,250 | [12],[17],[20],[21] | |||||
Investment, Identifier [Axis]: ShareThis Inc, Series C Preferred Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 345,452 | [1],[2],[3],[4],[5],[7] | 345,452 | [1],[2],[3],[4],[5],[7] | 345,452 | [11],[12],[13],[14],[15],[16] | 345,452 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 367 | [1] | $ 367 | [12] | |||||
Fair Value | $ 0 | [1] | $ 0 | [12] | |||||
Investment, Identifier [Axis]: SiO Medical Products Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 415.34 | [1],[2],[3],[4],[5],[7] | 415.34 | [1],[2],[3],[4],[5],[7] | 415.34 | [11],[12],[13],[14],[15],[16] | 415.34 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 681 | [1] | $ 681 | [12] | |||||
Fair Value | $ 243 | [1] | $ 681 | [12] | |||||
Investment, Identifier [Axis]: SiO Medical Products Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 5.50% | [1],[2],[3],[4],[5],[7] | 5.50% | [1],[2],[3],[4],[5],[7] | 5.50% | [11],[12],[13],[14],[15],[16] | 5.50% | [11],[12],[13],[14],[15],[16] | |
Principal | $ 47,112 | [1],[9] | $ 46,121 | [12],[18] | |||||
Cost | 46,447 | [1] | 45,413 | [12] | |||||
Fair Value | $ 44,520 | [1] | $ 45,295 | [12] | |||||
Investment, interest rate, paid in kind | 8.50% | [1],[2],[3],[4],[5],[7] | 8.50% | [1],[2],[3],[4],[5],[7] | 8.50% | [11],[12],[13],[14],[15],[16] | 8.50% | [11],[12],[13],[14],[15],[16] | |
Investment, Identifier [Axis]: SonicWall US Holdings Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [1],[2],[3],[4],[5],[7],[10] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | 7.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.20% | [1],[10] | 12.20% | [1],[10] | 10.48% | [12],[17] | 10.48% | [12],[17] | |
Principal | $ 3,195 | [1],[9],[10] | $ 3,195 | [12],[17],[18] | |||||
Cost | 3,163 | [1],[10] | 3,163 | [12],[17] | |||||
Fair Value | $ 2,971 | [1],[10] | $ 2,997 | [12],[17] | |||||
Investment, Identifier [Axis]: Sorenson Communications, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.50% | 5.50% | 5.50% | 5.50% | |||||
Cash Interest Rate | 10.23% | 10.23% | 9.17% | 9.17% | |||||
Principal | $ 2,478 | $ 2,553 | |||||||
Cost | 2,454 | 2,528 | |||||||
Fair Value | $ 2,374 | $ 2,454 | |||||||
Investment, Identifier [Axis]: Sorrento Therapeutics Inc, Common Stock Units | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 50,000 | [2],[3],[4],[5],[7],[19] | 50,000 | [2],[3],[4],[5],[7],[19] | 50,000 | [11],[13],[14],[15],[16],[20] | 50,000 | [11],[13],[14],[15],[16],[20] | |
Cost | $ 197 | [19] | $ 197 | [20] | |||||
Fair Value | $ 44 | [19] | $ 79 | [20] | |||||
Investment, Identifier [Axis]: Spanx LLC, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.25% | [1],[2],[3],[4],[5],[6],[7],[10] | 5.25% | [11],[12],[13],[14],[15],[16],[17],[21] | 5.25% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 9.29% | [1],[6],[10] | 9.29% | [1],[6],[10] | 8.03% | [12],[17],[21] | 8.03% | [12],[17],[21] | |
Principal | $ 330 | [1],[6],[9],[10] | $ 866 | [12],[17],[18],[21] | |||||
Cost | 280 | [1],[6],[10] | 813 | [12],[17],[21] | |||||
Fair Value | $ 260 | [1],[6],[10] | $ 796 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: Spanx LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[7],[10] | 5.25% | [1],[2],[3],[4],[5],[7],[10] | 5.25% | [11],[12],[13],[14],[15],[16],[17] | 5.25% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.64% | [1],[10] | 9.64% | [1],[10] | 8.30% | [12],[17] | 8.30% | [12],[17] | |
Principal | $ 4,523 | [1],[9],[10] | $ 4,534 | [12],[17],[18] | |||||
Cost | 4,447 | [1],[10] | 4,455 | [12],[17] | |||||
Fair Value | $ 4,415 | [1],[10] | $ 4,427 | [12],[17] | |||||
Investment, Identifier [Axis]: Spanx, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.64% | 9.64% | 8.30% | 8.30% | |||||
Principal | $ 8,910 | $ 8,933 | |||||||
Cost | 8,760 | 8,776 | |||||||
Fair Value | $ 8,699 | $ 8,721 | |||||||
Investment, Identifier [Axis]: Spanx, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5.25% | 5.25% | 5.25% | 5.25% | |||||
Cash Interest Rate | 9.64% | 9.64% | 8.30% | 8.30% | |||||
Principal | $ 4,950 | $ 4,962 | |||||||
Cost | 4,867 | 4,876 | |||||||
Fair Value | $ 4,833 | $ 4,845 | |||||||
Investment, Identifier [Axis]: SumUp Holdings Luxembourg SÀRL, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10],[19] | 8.50% | [1],[2],[3],[4],[5],[7],[10],[19] | 8.50% | [11],[12],[13],[14],[15],[16],[17],[20] | 8.50% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Cash Interest Rate | 10.49% | [1],[10],[19] | 10.49% | [1],[10],[19] | 10% | [12],[17],[20] | 10% | [12],[17],[20] | |
Principal | $ 16,911 | [1],[9],[10],[19] | € 16,911 | [12],[17],[18],[20] | |||||
Cost | 19,415 | [1],[10],[19] | $ 19,414 | [12],[17],[20] | |||||
Fair Value | $ 17,732 | [1],[10],[19] | $ 16,360 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Sunland Asphalt & Construction LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.15% | [1],[10] | 11.15% | [1],[10] | 8.88% | [12],[17] | 8.88% | [12],[17] | |
Principal | $ 42,510 | [1],[9],[10] | $ 42,618 | [12],[17],[18] | |||||
Cost | 41,624 | [1],[10] | 41,654 | [12],[17] | |||||
Fair Value | $ 41,702 | [1],[10] | $ 41,723 | [12],[17] | |||||
Investment, Identifier [Axis]: Superior Industries International Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[7],[10] | 8% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 12.32% | [10] | 12.32% | [10] | |||||
Principal | $ 39,774 | [10] | |||||||
Cost | 38,591 | [1],[10] | |||||||
Fair Value | $ 38,581 | [1],[10] | |||||||
Investment, Identifier [Axis]: Supermoose Borrower LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | [2],[3],[4],[5],[7],[10] | 3.75% | [2],[3],[4],[5],[7],[10] | 3.75% | [11],[13],[14],[15],[16],[17] | 3.75% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 8.48% | [10] | 8.48% | [10] | 7.42% | [17] | 7.42% | [17] | |
Principal | $ 3,457 | [9],[10] | $ 3,466 | [17],[18] | |||||
Cost | 3,162 | [10] | 3,141 | [17] | |||||
Fair Value | $ 2,994 | [10] | $ 3,056 | [17] | |||||
Investment, Identifier [Axis]: Supermoose Borrower, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
Principal | $ 7,723 | $ 7,743 | |||||||
Cost | 7,482 | 7,479 | |||||||
Fair Value | $ 6,688 | $ 6,827 | |||||||
Investment, Identifier [Axis]: Supermoose Borrower, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.48% | 8.48% | 7.42% | 7.42% | |||||
Principal | $ 2,813 | $ 2,820 | |||||||
Cost | 2,714 | 2,712 | |||||||
Fair Value | $ 2,436 | $ 2,487 | |||||||
Investment, Identifier [Axis]: Surgery Center Holdings, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.05% | 8.05% | 6.51% | 6.51% | |||||
Principal | $ 3,044 | $ 3,377 | |||||||
Cost | 3,034 | 3,365 | |||||||
Fair Value | $ 3,014 | $ 3,213 | |||||||
Investment, Identifier [Axis]: Surgery Center Holdings, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.05% | 8.05% | 6.51% | 6.51% | |||||
Principal | $ 3,044 | $ 3,377 | |||||||
Cost | 3,034 | 3,365 | |||||||
Fair Value | $ 3,014 | $ 3,213 | |||||||
Investment, Identifier [Axis]: Swordfish Merger Sub LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.14% | [1],[10] | 11.14% | [1],[10] | 9.81% | [12],[17] | 9.81% | [12],[17] | |
Principal | $ 12,500 | [1],[9],[10] | $ 12,500 | [12],[17],[18] | |||||
Cost | 12,476 | [1],[10] | 12,474 | [12],[17] | |||||
Fair Value | $ 11,434 | [1],[10] | $ 11,469 | [12],[17] | |||||
Investment, Identifier [Axis]: TGNR HoldCo LLC, Subordinated Debt | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 11.50% | [1],[2],[3],[4],[5],[7],[8],[19] | 11.50% | [1],[2],[3],[4],[5],[7],[8],[19] | 11.50% | [11],[12],[13],[14],[15],[16],[17],[20] | 11.50% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Principal | $ 4,984 | [1],[8],[9],[19] | $ 4,984 | [12],[18],[20],[26] | |||||
Cost | 4,873 | [1],[8],[19] | 4,866 | [12],[20],[26] | |||||
Fair Value | $ 4,847 | [1],[8],[19] | $ 4,872 | [12],[20],[26] | |||||
Investment, Identifier [Axis]: TIBCO Software Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | [2],[3],[4],[5],[7],[10] | 4.50% | [2],[3],[4],[5],[7],[10] | 4.50% | [11],[13],[14],[15],[16],[17] | 4.50% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 9.18% | [10] | 9.18% | [10] | 8.15% | [17] | 8.15% | [17] | |
Principal | $ 12,032 | [9],[10] | $ 12,032 | [17],[18] | |||||
Cost | 10,986 | [10] | 10,949 | [17] | |||||
Fair Value | $ 10,775 | [10] | $ 10,827 | [17] | |||||
Investment, Identifier [Axis]: TIBCO Software Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 9.18% | 9.18% | 8.15% | 8.15% | |||||
Principal | $ 6,256 | $ 6,256 | |||||||
Cost | 5,712 | 5,693 | |||||||
Fair Value | $ 5,602 | $ 5,629 | |||||||
Investment, Identifier [Axis]: TIBCO Software Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 9.18% | 9.18% | 8.15% | 8.15% | |||||
Principal | $ 2,654 | $ 2,654 | |||||||
Cost | 2,423 | 2,415 | |||||||
Fair Value | $ 2,377 | $ 2,388 | |||||||
Investment, Identifier [Axis]: Tacala LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [2],[3],[4],[5],[7],[10] | 7.50% | [2],[3],[4],[5],[7],[10] | 7.50% | [11],[13],[14],[15],[16],[17] | 7.50% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.88% | [10] | 11.88% | [10] | 10.62% | [17] | 10.62% | [17] | |
Principal | $ 9,448 | [9],[10] | $ 9,448 | [17],[18] | |||||
Cost | 9,343 | [10] | 9,338 | [17] | |||||
Fair Value | $ 8,610 | [10] | $ 8,692 | [17] | |||||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 6% | [1],[2],[3],[4],[5],[6],[7],[10],[19] | 6% | [11],[12],[13],[14],[15],[16],[17],[20],[21] | 6% | [11],[12],[13],[14],[15],[16],[17],[20],[21] | |
Principal | $ 0 | [1],[6],[9],[10],[19] | $ 0 | [12],[17],[18],[20],[21] | |||||
Cost | (28) | [1],[6],[10],[19] | (29) | [12],[17],[20],[21] | |||||
Fair Value | $ (26) | [1],[6],[10],[19] | $ (28) | [12],[17],[20],[21] | |||||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10],[19] | 6% | [1],[2],[3],[4],[5],[7],[10],[19] | 6% | [11],[12],[13],[14],[15],[16],[17],[20] | 6% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Cash Interest Rate | 10.29% | [1],[10],[19] | 10.29% | [1],[10],[19] | 8.68% | [12],[17],[20] | 8.68% | [12],[17],[20] | |
Principal | $ 23,215 | [1],[9],[10],[19] | $ 23,215 | [12],[17],[18],[20] | |||||
Cost | 22,833 | [1],[10],[19] | 22,815 | [12],[17],[20] | |||||
Fair Value | $ 22,866 | [1],[10],[19] | $ 22,843 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: Tecta America Corp, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [1],[2],[3],[4],[5],[7],[10] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | 8.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.94% | [1],[10] | 12.94% | [1],[10] | 11.62% | [12],[17] | 11.62% | [12],[17] | |
Principal | $ 5,203 | [1],[9],[10] | $ 5,203 | [12],[17],[18] | |||||
Cost | 5,125 | [1],[10] | 5,125 | [12],[17] | |||||
Fair Value | $ 4,982 | [1],[10] | $ 5,034 | [12],[17] | |||||
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 9.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 9.25% | [11],[12],[13],[14],[15],[16],[17],[21] | 9.25% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Cash Interest Rate | 13.67% | [1],[6],[10] | 13.67% | [1],[6],[10] | 12.20% | [12],[17] | 12.20% | [12],[17] | |
Principal | $ 1,231 | [1],[6],[9],[10] | $ 1,231 | [12],[17],[18] | |||||
Cost | 1,212 | [1],[6],[10] | 1,210 | [12],[17] | |||||
Fair Value | $ 1,182 | [1],[6],[10] | $ 1,187 | [12],[17] | |||||
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9.75% | [1],[2],[3],[4],[5],[7],[10] | 9.75% | [1],[2],[3],[4],[5],[7],[10] | 9.25% | [11],[12],[13],[14],[15],[16],[17] | 9.25% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 13.67% | [1],[10] | 13.67% | [1],[10] | 12.11% | [12],[17] | 12.11% | [12],[17] | |
Principal | $ 18,276 | [1],[9],[10] | $ 18,323 | [12],[17],[18] | |||||
Cost | 17,941 | [1],[10] | 17,956 | [12],[17] | |||||
Fair Value | $ 17,765 | [1],[10] | $ 17,865 | [12],[17] | |||||
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Common Units of TerSera Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 668,879 | [1],[2],[3],[4],[5],[7] | 668,879 | [1],[2],[3],[4],[5],[7] | 668,879 | [11],[12],[13],[14],[15],[16] | 668,879 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 2,028 | [1] | $ 2,028 | [12] | |||||
Fair Value | $ 4,662 | [1] | $ 4,077 | [12] | |||||
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 9.50% | [1],[2],[3],[4],[5],[7],[10] | 9.50% | [1],[2],[3],[4],[5],[7],[10] | 9.50% | [11],[12],[13],[14],[15],[16],[17] | 9.50% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 13.88% | [1],[10] | 13.88% | [1],[10] | 13.17% | [12],[17] | 13.17% | [12],[17] | |
Principal | $ 29,663 | [1],[9],[10] | $ 29,663 | [12],[17],[18] | |||||
Cost | 29,375 | [1],[10] | 29,352 | [12],[17] | |||||
Fair Value | $ 29,057 | [1],[10] | $ 29,031 | [12],[17] | |||||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.30% | [10],[11],[12],[13],[14],[15],[16] | 7.30% | [10],[11],[12],[13],[14],[15],[16] | |||||
Cash Interest Rate | 10.44% | [12],[17] | 10.44% | [12],[17] | |||||
Principal | $ 15,674 | [12],[17],[18] | |||||||
Cost | 15,605 | [12],[17] | |||||||
Fair Value | $ 15,682 | [12],[17] | |||||||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.30% | [1],[2],[3],[4],[5],[7],[10] | 7.30% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 11.69% | [1],[10] | 11.69% | [1],[10] | |||||
Principal | $ 15,301 | [1],[9],[10] | |||||||
Cost | 15,279 | [1],[10] | |||||||
Fair Value | $ 15,391 | [1],[10] | |||||||
Investment, Identifier [Axis]: The Avery, Subordinated Debt in T8 Senior Mezz LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 12.50% | [1],[2],[3],[4],[5],[7],[10] | 12.50% | [1],[2],[3],[4],[5],[7],[10] | 12.50% | [10],[11],[12],[13],[14],[15],[16] | 12.50% | [10],[11],[12],[13],[14],[15],[16] | |
Cash Interest Rate | 17.24% | [1],[10] | 17.24% | [1],[10] | 16.17% | [12],[17] | 16.17% | [12],[17] | |
Principal | $ 3,706 | [1],[9],[10] | $ 3,789 | [12],[17],[18] | |||||
Cost | 3,701 | [1],[10] | 3,774 | [12],[17] | |||||
Fair Value | $ 3,733 | [1],[10] | $ 3,800 | [12],[17] | |||||
Investment, Identifier [Axis]: Thrasio LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 11.17% | [1],[10] | 11.17% | [1],[10] | 11.17% | [12],[17] | 11.17% | [12],[17] | |
Principal | $ 37,399 | [1],[9],[10] | $ 37,494 | [12],[17],[18] | |||||
Cost | 36,532 | [1],[10] | 36,569 | [12],[17] | |||||
Fair Value | $ 34,126 | [1],[10] | $ 35,807 | [12],[17] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series C-2 Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 284,650.32 | [1],[2],[3],[4],[5],[7] | 284,650.32 | [1],[2],[3],[4],[5],[7] | 284,650.32 | [11],[12],[13],[14],[15],[16] | 284,650.32 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 2,409 | [1] | $ 2,409 | [12] | |||||
Fair Value | $ 1,882 | [1] | $ 2,320 | [12] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series C-3 Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 8,434 | [1],[2],[3],[4],[5],[7] | 8,434 | [1],[2],[3],[4],[5],[7] | 8,434 | [11],[12],[13],[14],[15],[16] | 8,434 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 101 | [1] | $ 101 | [12] | |||||
Fair Value | $ 71 | [1] | $ 69 | [12] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series D Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 48,352 | [1],[2],[3],[4],[5],[7] | 48,352 | [1],[2],[3],[4],[5],[7] | 48,352 | [11],[12],[13],[14],[15],[16] | 48,352 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 979 | [1] | $ 979 | [12] | |||||
Fair Value | $ 852 | [1] | $ 979 | [12] | |||||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series X Preferred Stock in Thrasio Holdings, Inc. | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 25,780 | [1],[2],[3],[4],[5],[7] | 25,780 | [1],[2],[3],[4],[5],[7] | 23,201 | [11],[12],[13],[14],[15],[16],[21] | 23,201 | [11],[12],[13],[14],[15],[16],[21] | |
Cost | $ 25,564 | [1],[6] | $ 22,986 | [12],[21] | |||||
Fair Value | $ 29,070 | [1],[6] | $ 26,487 | [12],[21] | |||||
Investment, Identifier [Axis]: Touchstone Acquisition Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [2],[3],[4],[5],[7],[10] | 6% | [2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.38% | [1],[10] | 10.38% | [1],[10] | 9.12% | [12],[17] | 9.12% | [12],[17] | |
Principal | $ 6,001 | [1],[9],[10] | $ 6,016 | [12],[17],[18] | |||||
Cost | 5,897 | [1],[10] | 5,908 | [12],[17] | |||||
Fair Value | $ 5,866 | [1],[10] | $ 5,895 | [12],[17] | |||||
Investment, Identifier [Axis]: Touchstone Acquisition, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.38% | 10.38% | 9.12% | 9.12% | |||||
Principal | $ 7,267 | $ 7,285 | |||||||
Cost | 7,142 | 7,155 | |||||||
Fair Value | $ 7,104 | $ 7,140 | |||||||
Investment, Identifier [Axis]: Touchstone Acquisition, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | 6% | 6% | 6% | |||||
Cash Interest Rate | 10.38% | 10.38% | 9.12% | 9.12% | |||||
Principal | $ 3,016 | $ 3,024 | |||||||
Cost | 2,964 | 2,970 | |||||||
Fair Value | $ 2,948 | $ 2,963 | |||||||
Investment, Identifier [Axis]: Tranche A Warrant Shares, Tranche A Warrant Shares | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 56,999 | [1],[2],[3],[4],[5],[7],[19] | 56,999 | [1],[2],[3],[4],[5],[7],[19] | |||||
Cost | $ 135 | [1],[19] | |||||||
Fair Value | $ 662 | [1],[19] | |||||||
Investment, Identifier [Axis]: Tribe Buyer LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 8.88% | 8.88% | 7.62% | 7.62% | |||||
Principal | $ 1,578 | $ 1,583 | |||||||
Cost | 1,578 | 1,582 | |||||||
Fair Value | $ 987 | $ 1,266 | |||||||
Investment, Identifier [Axis]: Trinitas CLO XV, Class E Notes, Class E Notes | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.45% | [2],[3],[4],[5],[7],[10],[19] | 7.45% | [2],[3],[4],[5],[7],[10],[19] | |||||
Cash Interest Rate | 11.77% | [10],[19] | 11.77% | [10],[19] | |||||
Principal | $ 1,000 | [10],[19] | |||||||
Cost | 810 | [10],[19] | |||||||
Fair Value | $ 846 | [10],[19] | |||||||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 6.50% | [2],[3],[4],[5],[7],[19] | 6.50% | [2],[3],[4],[5],[7],[19] | 6.50% | [11],[13],[14],[15],[16],[20] | 6.50% | [11],[13],[14],[15],[16],[20] | |
Principal | $ 4,500 | [9],[19] | $ 4,500 | [18],[20] | |||||
Cost | 4,074 | [19] | 4,060 | [20] | |||||
Fair Value | $ 2,990 | [19] | $ 3,026 | [20] | |||||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 4.75% | [2],[3],[4],[5],[7],[19] | 4.75% | [2],[3],[4],[5],[7],[19] | 4.75% | [11],[13],[14],[15],[16],[20] | 4.75% | [11],[13],[14],[15],[16],[20] | |
Principal | $ 300 | [9],[19] | $ 300 | [18],[20] | |||||
Cost | 260 | [19] | 258 | [20] | |||||
Fair Value | $ 240 | [19] | $ 238 | [20] | |||||
Investment, Identifier [Axis]: Veritas US Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 5% | 5% | 5% | 5% | |||||
Cash Interest Rate | 9.73% | 9.73% | 8.67% | 8.67% | |||||
Principal | $ 6,354 | $ 6,365 | |||||||
Cost | 6,286 | 6,290 | |||||||
Fair Value | $ 4,515 | $ 5,087 | |||||||
Investment, Identifier [Axis]: WP CPP Holdings LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | [1],[2],[3],[4],[5],[7],[10] | 3.75% | [1],[2],[3],[4],[5],[7],[10] | 3.75% | [11],[13],[14],[15],[16],[17] | 3.75% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 8.17% | [10] | 8.17% | [10] | 6.56% | [17] | 6.56% | [17] | |
Principal | $ 7,545 | [9],[10] | $ 7,564 | [17],[18] | |||||
Cost | 7,029 | [10] | 6,989 | [17] | |||||
Fair Value | $ 6,598 | [10] | $ 6,795 | [17] | |||||
Investment, Identifier [Axis]: WP CPP Holdings LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[7],[10] | 7.75% | [1],[2],[3],[4],[5],[7],[10] | 7.75% | [11],[12],[13],[14],[15],[16],[17] | 7.75% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.17% | [1],[10] | 12.17% | [1],[10] | 10.56% | [12],[17] | 10.56% | [12],[17] | |
Principal | $ 6,000 | [1],[9],[10] | $ 6,000 | [12],[17],[18] | |||||
Cost | 5,866 | [1],[10] | 5,855 | [12],[17] | |||||
Fair Value | $ 5,055 | [1],[10] | $ 5,070 | [12],[17] | |||||
Investment, Identifier [Axis]: WP CPP Holdings, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.17% | 8.17% | 6.56% | 6.56% | |||||
Principal | $ 1,980 | $ 1,985 | |||||||
Cost | 1,913 | 1,910 | |||||||
Fair Value | $ 1,732 | $ 1,783 | |||||||
Investment, Identifier [Axis]: WP CPP Holdings, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.75% | 3.75% | 3.75% | 3.75% | |||||
Cash Interest Rate | 8.17% | 8.17% | 6.56% | 6.56% | |||||
Principal | $ 990 | $ 993 | |||||||
Cost | 956 | 955 | |||||||
Fair Value | $ 864 | $ 892 | |||||||
Investment, Identifier [Axis]: WP CPP Holdings, LLC, Second Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.75% | 7.75% | 7.75% | 7.75% | |||||
Cash Interest Rate | 12.17% | 12.17% | 10.56% | 10.56% | |||||
Principal | $ 6,000 | $ 6,000 | |||||||
Cost | 5,974 | 5,972 | |||||||
Fair Value | $ 5,055 | $ 5,070 | |||||||
Investment, Identifier [Axis]: WP CPP Holdings, LLC, Second Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.75% | 7.75% | 7.75% | 7.75% | |||||
Cash Interest Rate | 12.17% | 12.17% | 10.56% | 10.56% | |||||
Principal | $ 3,000 | $ 3,000 | |||||||
Cost | 2,987 | 2,986 | |||||||
Fair Value | $ 2,528 | $ 2,534 | |||||||
Investment, Identifier [Axis]: WPEngine Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [1],[2],[3],[4],[5],[7],[10] | 6% | [11],[12],[13],[14],[15],[16],[17] | 6% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.19% | [1],[10] | 10.19% | [1],[10] | 10.19% | [12],[17] | 10.19% | [12],[17] | |
Principal | $ 40,536 | [1],[9],[10] | $ 40,536 | [12],[17],[18] | |||||
Cost | 39,991 | [1],[10] | 39,947 | [12],[17] | |||||
Fair Value | $ 40,131 | [1],[10] | $ 40,131 | [12],[17] | |||||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [11],[12],[13],[14],[15],[16],[17] | 7% | [11],[12],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 10.67% | [12],[17] | 10.67% | [12],[17] | |||||
Principal | $ 5,000 | [12],[17],[18] | |||||||
Cost | 4,925 | [12],[17] | |||||||
Fair Value | $ 4,538 | [12],[17] | |||||||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[7],[10] | 7% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 11.73% | [1],[10] | 11.73% | [1],[10] | |||||
Principal | $ 5,000 | [1],[9],[10] | |||||||
Cost | 4,925 | [1],[10] | |||||||
Fair Value | $ 4,191 | [1],[10] | |||||||
Investment, Identifier [Axis]: Win Brands Group LLC, Class F Warrants in Brand Value Growth LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 3,621 | [1],[2],[3],[4],[5],[7] | 3,621 | [1],[2],[3],[4],[5],[7] | 3,621 | [11],[12],[13],[14],[15],[16] | 3,621 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 0 | [1] | $ 0 | [12] | |||||
Fair Value | $ 128 | [1] | $ 192 | [12] | |||||
Investment, Identifier [Axis]: Win Brands Group LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 15% | [1],[2],[3],[4],[5],[7],[10] | 15% | [1],[2],[3],[4],[5],[7],[10] | 15% | [11],[12],[13],[14],[15],[16],[17] | 15% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 20.75% | [1],[10] | 20.75% | [1],[10] | 19.64% | [12],[17] | 19.64% | [12],[17] | |
Principal | $ 2,238 | [1],[9],[10] | $ 2,316 | [12],[17],[18] | |||||
Cost | 2,217 | [1],[10] | 2,293 | [12],[17] | |||||
Fair Value | $ 2,137 | [1],[10] | $ 2,264 | [12],[17] | |||||
Investment, Identifier [Axis]: Windstream Services II LLC, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | [2],[3],[4],[5],[7],[10] | 6.25% | [2],[3],[4],[5],[7],[10] | 6.25% | [11],[13],[14],[15],[16],[17] | 6.25% | [11],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 10.67% | [10] | 10.67% | [10] | 9.37% | [17] | 9.37% | [17] | |
Principal | $ 25,432 | [9],[10] | $ 25,499 | [17],[18] | |||||
Cost | 24,612 | [10] | 24,632 | [17] | |||||
Fair Value | $ 23,131 | [10] | $ 23,204 | [17] | |||||
Investment, Identifier [Axis]: Windstream Services II LLC, Shares of Common Stock in Windstream Holdings II, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 18,032 | [1],[2],[3],[4],[5],[7] | 18,032 | [1],[2],[3],[4],[5],[7] | 18,032 | [11],[12],[13],[14],[15],[16] | 18,032 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 216 | [1] | $ 216 | [12] | |||||
Fair Value | $ 279 | [1] | $ 296 | [12] | |||||
Investment, Identifier [Axis]: Windstream Services II LLC, Warrants in Windstream Holdings II, LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 109,420 | [1],[2],[3],[4],[5],[7] | 109,420 | [1],[2],[3],[4],[5],[7] | 109,420 | [11],[12],[13],[14],[15],[16] | 109,420 | [11],[12],[13],[14],[15],[16] | |
Cost | $ 1,842 | [1] | $ 1,842 | [12] | |||||
Fair Value | $ 1,695 | [1] | $ 1,799 | [12] | |||||
Investment, Identifier [Axis]: Windstream Services II, LLC, First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | 6.25% | 6.25% | |||||
Cash Interest Rate | 10.67% | 10.67% | 9.37% | 9.37% | |||||
Principal | $ 7,798 | $ 7,818 | |||||||
Cost | 7,587 | 7,596 | |||||||
Fair Value | $ 7,092 | $ 7,115 | |||||||
Investment, Identifier [Axis]: Windstream Services II, LLC, First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.25% | 6.25% | 6.25% | 6.25% | |||||
Cash Interest Rate | 10.67% | 10.67% | 9.37% | 9.37% | |||||
Principal | $ 4,874 | $ 4,886 | |||||||
Cost | 4,742 | 4,747 | |||||||
Fair Value | $ 4,433 | $ 4,447 | |||||||
Investment, Identifier [Axis]: Zayo Group Holdings Inc, Fixed Rate Bond | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Cash Interest Rate | 4% | [2],[3],[4],[5],[7] | 4% | [2],[3],[4],[5],[7] | 4% | [11],[13],[14],[15],[16] | 4% | [11],[13],[14],[15],[16] | |
Principal | $ 250 | [9] | $ 250 | [18] | |||||
Cost | 214 | 212 | |||||||
Fair Value | $ 185 | $ 201 | |||||||
Investment, Identifier [Axis]: Zayo Group Holdings, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3% | 3% | 3% | 3% | |||||
Cash Interest Rate | 7.38% | 7.38% | 6.12% | 6.12% | |||||
Principal | $ 2,155 | $ 2,155 | |||||||
Cost | 2,009 | 2,000 | |||||||
Fair Value | $ 1,756 | $ 1,812 | |||||||
Investment, Identifier [Axis]: Zep Inc, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[7],[17] | 8.25% | [1],[2],[3],[4],[5],[7],[17] | 8.25% | [11],[12],[13],[14],[15],[16],[17] | 8.25% | [11],[12],[13],[14],[15],[16],[17] | |
Cash Interest Rate | 12.98% | [1],[10] | 12.98% | [1],[10] | 11.92% | [12],[17] | 11.92% | [12],[17] | |
Principal | $ 19,578 | [1],[9],[10],[17] | $ 19,578 | [12],[17],[18] | |||||
Cost | 19,545 | [1],[10],[17] | 19,542 | [12],[17] | |||||
Fair Value | $ 13,704 | [1],[10],[17] | $ 16,152 | [12],[17] | |||||
Investment, Identifier [Axis]: Zephyr Bidco Limited, Second Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[7],[17],[19] | 7.50% | [1],[2],[3],[4],[5],[7],[17],[19] | 7.50% | [11],[12],[13],[14],[15],[16],[17],[20] | 7.50% | [11],[12],[13],[14],[15],[16],[17],[20] | |
Cash Interest Rate | 10.96% | [1],[10],[19] | 10.96% | [1],[10],[19] | 9.72% | [12],[17],[20] | 9.72% | [12],[17],[20] | |
Principal | $ 18,000 | [1],[9],[10],[17],[19] | $ 18,000 | [12],[17],[18],[20] | |||||
Cost | 23,839 | [1],[10],[17],[19] | 23,804 | [12],[17],[20] | |||||
Fair Value | $ 16,369 | [1],[10],[17],[19] | $ 16,552 | [12],[17],[20] | |||||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 18,635 | [11],[12],[13],[14],[15],[16] | 18,635 | [11],[12],[13],[14],[15],[16] | |||||
Cash Interest Rate | 10.75% | [11],[12],[13],[14],[15],[16] | 10.75% | [11],[12],[13],[14],[15],[16] | |||||
Cost | $ 18,264 | [12] | |||||||
Fair Value | $ 16,575 | [12] | |||||||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., 10.75% | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 18,635 | [1],[2],[3],[4],[5],[7] | 18,635 | [1],[2],[3],[4],[5],[7] | |||||
Cash Interest Rate | 10.75% | [1],[2],[3],[4],[5],[7] | 10.75% | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 18,264 | [1] | |||||||
Fair Value | $ 15,606 | [1] | |||||||
Investment, Identifier [Axis]: athenahealth Group Inc., First Lien Delayed Draw Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.50% | 3.50% | |||||||
Cash Interest Rate | 7.82% | 7.82% | |||||||
Principal | $ 109 | ||||||||
Cost | 74 | ||||||||
Fair Value | $ 68 | ||||||||
Investment, Identifier [Axis]: athenahealth Group Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.50% | 3.50% | |||||||
Cash Interest Rate | 7.82% | 7.82% | |||||||
Principal | $ 2,558 | ||||||||
Cost | 2,353 | ||||||||
Fair Value | $ 2,316 | ||||||||
Investment, Identifier [Axis]: eResearch Technology, Inc., First Lien Term Loan | SLF JV I | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 8.88% | 8.88% | 7.62% | 7.62% | |||||
Principal | $ 7,811 | $ 7,331 | |||||||
Cost | 7,681 | 7,258 | |||||||
Fair Value | $ 6,915 | $ 6,859 | |||||||
Investment, Identifier [Axis]: eResearch Technology, Inc., First Lien Term Loan | OCSI Glick JV LLC | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 4.50% | 4.50% | 4.50% | 4.50% | |||||
Cash Interest Rate | 8.88% | 8.88% | 7.62% | 7.62% | |||||
Principal | $ 2,438 | $ 2,444 | |||||||
Cost | 2,413 | 2,419 | |||||||
Fair Value | $ 2,158 | $ 2,286 | |||||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17],[21] | 6.75% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | 0 | [1],[6],[10] | 0 | [12],[17],[21] | |||||
Fair Value | $ 0 | [1],[6],[10] | $ 0 | [12],[17],[21] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Revolver | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 6.75% | [11],[12],[13],[14],[15],[16],[17],[21] | 6.75% | [11],[12],[13],[14],[15],[16],[17],[21] | |
Principal | $ 0 | [1],[6],[9],[10] | $ 0 | [12],[17],[18],[21] | |||||
Cost | (30) | [1],[6],[10] | (31) | [12],[17],[21] | |||||
Fair Value | $ (75) | [1],[6],[10] | $ (32) | [12],[17],[21] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 6.75% | [11],[12],[13],[14],[15],[16],[17] | 6.75% | [11],[12],[13],[14],[15],[16],[17] | |||||
Cash Interest Rate | 9.49% | [12],[17] | 9.49% | [12],[17] | |||||
Principal | $ 19,203 | [12],[17],[18] | |||||||
Cost | 18,874 | [12],[17] | |||||||
Fair Value | $ 18,867 | [12],[17] | |||||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 1 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 3.375% | [1],[2],[3],[4],[5],[7],[10] | 3.375% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 7.14% | [1],[10] | 7.14% | [1],[10] | |||||
Principal | $ 19,203 | [1],[9],[10] | |||||||
Cost | 18,888 | [1],[10] | |||||||
Fair Value | $ 18,420 | [1],[10] | |||||||
Investment, interest rate, paid in kind | 3.875% | [1],[2],[3],[4],[5],[7],[10] | 3.875% | [1],[2],[3],[4],[5],[7],[10] | |||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 2 | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[7],[10] | 7.25% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 11.52% | [1],[10] | 11.52% | [1],[10] | |||||
Principal | $ 2,944 | [1],[10] | |||||||
Cost | 2,895 | [1],[10] | |||||||
Fair Value | $ 2,885 | [1],[10] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, Common Stock Warrants | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment owned, balance (in shares) | shares | 53,700 | [1],[2],[3],[4],[5],[7] | 53,700 | [1],[2],[3],[4],[5],[7] | |||||
Cost | $ 175 | [1] | |||||||
Fair Value | $ 262 | [1] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Delayed Draw Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[6],[7],[10] | 8.75% | [1],[2],[3],[4],[5],[6],[7],[10] | |||||
Principal | $ 0 | [1],[6],[10] | |||||||
Cost | 0 | [1],[6],[10] | |||||||
Fair Value | $ 0 | [1],[6],[10] | |||||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Term Loan | |||||||||
Investment Company, Nonconsolidated Subsidiary [Line Items] | |||||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[7],[10] | 8.75% | [1],[2],[3],[4],[5],[7],[10] | |||||
Cash Interest Rate | 11.75% | [1],[10] | 11.75% | [1],[10] | |||||
Principal | $ 5,212 | [1],[9],[10] | |||||||
Cost | 4,945 | [1],[10] | |||||||
Fair Value | $ 4,957 | [1],[10] | |||||||
[1] As of December 31, 2022, these investments were categorized as Level 3 within the fair value hierarchy established by Financial Accounting Standards Board ("FASB") guidance under Accounting Standards Codification ("ASC") Topic 820, Fair Value Measurements and Disclosures ("ASC 820"). |
Portfolio Investments - Summari
Portfolio Investments - Summarized Balance Sheet Information (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended |
Dec. 31, 2022 | Sep. 30, 2022 | |
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Investments at fair value | $ 2,642,870 | $ 2,494,111 |
Cash and cash equivalents | 17,382 | 23,528 |
Restricted cash | 1,863 | 2,836 |
Other assets | 4,210 | 1,665 |
Total assets | 2,767,260 | 2,646,313 |
Credit facilities payable | 860,000 | 700,000 |
Total liabilities | 1,565,271 | 1,400,750 |
Total liabilities and net assets | 2,767,260 | 2,646,313 |
Investment owned, at cost | 2,778,014 | 2,617,754 |
SLF JV I | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Investments at fair value | 355,427 | 359,625 |
Cash and cash equivalents | 39,259 | 14,274 |
Restricted cash | 6,612 | 5,642 |
Other assets | 8,106 | 5,686 |
Total assets | 409,404 | 385,227 |
Credit facilities payable | 226,000 | 230,000 |
Notes payable at fair value | 128,750 | 110,000 |
Other liabilities | 27,094 | 21,539 |
Total liabilities | 381,844 | 361,539 |
Members' equity | 27,560 | 23,688 |
Total liabilities and net assets | 409,404 | 385,227 |
Investment owned, at cost | 380,682 | 382,673 |
Net proceeds | 128,750 | 110,000 |
OCSI Glick JV LLC | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Investments at fair value | 123,339 | 133,144 |
Cash and cash equivalents | 9,777 | 7,021 |
Restricted cash | 1,747 | 1,788 |
Other assets | 2,592 | 4,855 |
Total assets | 137,455 | 146,808 |
Credit facilities payable | 76,082 | 82,082 |
Notes payable at fair value | 56,614 | 57,463 |
Other liabilities | 4,759 | 7,263 |
Total liabilities | 137,455 | 146,808 |
Members' equity | 0 | 0 |
Total liabilities and net assets | 137,455 | 146,808 |
Investment owned, at cost | 131,077 | 140,083 |
Net proceeds | $ 67,485 | $ 68,185 |
Portfolio Investments - Summa_2
Portfolio Investments - Summarized Statement of Operations Information (Details) - USD ($) $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Total investment income | $ 79,179 | $ 64,941 |
Interest expense | 20,719 | 9,400 |
Total expenses | 41,043 | 30,088 |
Net investment income before taxes | 38,886 | 35,603 |
Net increase (decrease) in net assets resulting from operations | 13,172 | 39,408 |
OCSI Glick JV LLC | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Interest income | 3,403 | 2,160 |
Fee income | 0 | 0 |
Total investment income | 3,403 | 2,160 |
Other expenses | 53 | 39 |
Total expenses | 2,662 | 1,367 |
Net investment income before taxes | 741 | 793 |
Net unrealized appreciation (depreciation) | (651) | (882) |
Realized gain (loss) | (90) | 89 |
Net increase (decrease) in net assets resulting from operations | 0 | 0 |
OCSI Glick JV LLC | Senior Credit Facility | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Interest expense | 1,285 | 510 |
OCSI Glick JV LLC | Glick JV Notes | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Interest expense | 1,324 | 818 |
SLF JV I | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Interest income | 8,781 | 5,423 |
Fee income | 0 | 11 |
Total investment income | 8,781 | 5,434 |
Other expenses | 69 | 79 |
Total expenses | 6,760 | 3,842 |
Net investment income before taxes | 2,021 | 1,592 |
Net unrealized appreciation (depreciation) | (2,207) | (525) |
Realized gain (loss) | (992) | 374 |
Net increase (decrease) in net assets resulting from operations | (1,178) | 1,441 |
SLF JV I | Senior Credit Facility | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Interest expense | 3,709 | 1,514 |
SLF JV I | SLF JV I Notes | ||
Investment Company, Nonconsolidated Subsidiary [Line Items] | ||
Interest expense | $ 2,982 | $ 2,249 |
Fee Income (Details)
Fee Income (Details) - USD ($) $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Revenue from Contract with Customer [Abstract] | ||
Fee income | $ 2,021 | $ 912 |
Recurring fee income | $ 200 | $ 200 |
Share Data and Net Assets - Sch
Share Data and Net Assets - Schedule of Basic and Diluted Earnings Per Share (Details) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | ||
Dec. 31, 2022 | Dec. 31, 2021 | ||
Earnings (loss) per common share — basic and diluted: | |||
Net increase (decrease) in net assets resulting from operations | $ 13,172 | $ 39,408 | |
Weighted average common shares outstanding - basic (shares) | [1] | 61,142,000 | 60,127,000 |
Weighted average common shares outstanding - diluted (shares) | [1] | 61,142,000 | 60,127,000 |
Earnings (loss) per common share - basic (dollars per share) | [1] | $ 0.22 | $ 0.66 |
Earnings (loss) per common share - diluted (dollars per share) | [1] | $ 0.22 | $ 0.66 |
[1](1) As discussed in Note 2, the Company completed a 1-for-3 reverse stock split on January 20, 2023, effective as of the commencement of trading on January 23, 2023. The weighted average common shares outstanding and per share information reflect the reverse stock split on a retroactive basis. |
Share Data and Net Assets - S_2
Share Data and Net Assets - Schedule of Changes in Net Assets (Details) - USD ($) $ in Thousands | 3 Months Ended | ||
Dec. 31, 2021 | Dec. 31, 2022 | Dec. 31, 2021 | |
Investment Company, Net Assets [Roll Forward] | |||
Beginning of period (shares) | 61,125,000 | ||
Net assets at beginning of period | $ 1,245,563 | $ 1,312,823 | |
Net investment income | 38,808 | 32,295 | |
Net unrealized appreciation (depreciation) | (22,982) | (4,586) | |
Net realized gains (losses) | (3,203) | 9,321 | |
(Provision) benefit for taxes on realized and unrealized gains (losses) | 549 | 2,378 | |
Net increase (decrease) in net assets from stockholder transactions | $ (58,679) | $ (27,956) | |
Issuance of common stock under dividend reinvestment plan (shares) | 35,990,000 | 94,879,000 | 35,990,000 |
Issuance of common stock under dividend reinvestment plan | $ 800 | $ 1,933 | $ 786 |
End of period (shares) | 61,220,000 | ||
Net assets at end of period | $ 1,325,061 | $ 1,201,989 | $ 1,325,061 |
Common Stock | |||
Investment Company, Net Assets [Roll Forward] | |||
Beginning of period (shares) | 61,125,000 | 60,120,000 | |
Net assets at beginning of period | $ 611 | $ 601 | |
Issuance of common stock under dividend reinvestment plan (shares) | 95,000 | 36,000 | |
Issuance of common stock under dividend reinvestment plan | $ 1 | $ 1 | |
End of period (shares) | 60,156,000 | 61,220,000 | 60,156,000 |
Net assets at end of period | $ 602 | $ 612 | $ 602 |
Additional paid-in-capital | |||
Investment Company, Net Assets [Roll Forward] | |||
Net assets at beginning of period | 1,827,721 | 1,805,557 | |
Issuance of common stock under dividend reinvestment plan | 1,932 | 785 | |
Net assets at end of period | 1,806,342 | 1,829,653 | 1,806,342 |
Accumulated Overdistributed Earnings | |||
Investment Company, Net Assets [Roll Forward] | |||
Net assets at beginning of period | (582,769) | (493,335) | |
Net investment income | 38,808 | 32,295 | |
Net unrealized appreciation (depreciation) | (22,982) | (4,586) | |
Net realized gains (losses) | (3,203) | 9,321 | |
(Provision) benefit for taxes on realized and unrealized gains (losses) | 549 | 2,378 | |
Net increase (decrease) in net assets from stockholder transactions | (58,679) | (27,956) | |
Issuance of common stock under dividend reinvestment plan | 0 | 0 | |
Net assets at end of period | $ (481,883) | $ (628,276) | $ (481,883) |
Share Data and Net Assets - S_3
Share Data and Net Assets - Schedule of Distributions (Details) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | |||
Dec. 31, 2022 | Dec. 31, 2021 | Dec. 31, 2022 | Dec. 31, 2021 | |
Investment Company, Changes in Net Assets [Line Items] | ||||
Amount per share (dollars per share) | $ 0.465 | $ 0.96 | $ 0.465 | |
Distributions to stockholders | $ 27,200 | $ 56,800 | $ 27,200 | |
Issuance of common stock under dividend reinvestment plan (shares) | 35,990,000 | 94,879,000 | 35,990,000 | |
Issuance of common stock under dividend reinvestment plan | $ 800 | $ 1,933 | $ 786 | |
Quarterly | ||||
Investment Company, Changes in Net Assets [Line Items] | ||||
Amount per share (dollars per share) | $ 0.54 | |||
Distributions to stockholders | $ 32,000 | |||
Issuance of common stock under dividend reinvestment plan (shares) | 53,369,000 | |||
Issuance of common stock under dividend reinvestment plan | $ 1,100 | |||
Special | ||||
Investment Company, Changes in Net Assets [Line Items] | ||||
Amount per share (dollars per share) | $ 0.42 | |||
Distributions to stockholders | $ 24,800 | |||
Issuance of common stock under dividend reinvestment plan (shares) | 41,510,000 | |||
Issuance of common stock under dividend reinvestment plan | $ 800 |
Share Data and Net Assets - Nar
Share Data and Net Assets - Narrative (Details) - USD ($) $ in Millions | 3 Months Ended | |||
Feb. 07, 2022 | Dec. 31, 2021 | Dec. 31, 2022 | Dec. 31, 2021 | |
Stockholders' Equity Note [Abstract] | ||||
Issuance of common stock under dividend reinvestment plan (shares) | 35,990,000 | 94,879,000 | 35,990,000 | |
Aggregate offering price | $ 125 |
Borrowings (Details)
Borrowings (Details) - USD ($) $ in Thousands | 3 Months Ended | ||||
May 18, 2021 | Feb. 25, 2020 | Dec. 31, 2022 | Dec. 31, 2021 | Sep. 30, 2022 | |
Line of Credit Facility [Line Items] | |||||
Borrowings outstanding | $ 860,000 | $ 700,000 | |||
Asset coverage ratio | 176.31% | 200.81% | |||
Interest rate swap | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 2.70% | 2.70% | |||
Floating interest rate | 1.658% | 1.658% | |||
Notional amount | $ 350,000 | $ 350,000 | |||
Interest rate swap | Designated as Hedging Instrument | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 2.70% | ||||
Notional amount | $ 350,000 | ||||
London Interbank Offered Rate (LIBOR) | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 2% | ||||
London Interbank Offered Rate (LIBOR) | Interest rate swap | Designated as Hedging Instrument | |||||
Line of Credit Facility [Line Items] | |||||
Floating interest rate | 1.658% | ||||
Base Rate | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 1% | ||||
2025 Notes | |||||
Line of Credit Facility [Line Items] | |||||
Principal amount | $ 300,000 | $ 300,000 | 300,000 | ||
Net proceeds | 293,800 | ||||
Unaccreted discount | 2,500 | $ 1,100 | 1,200 | ||
Underwriting commissions | 3,000 | ||||
Offering costs | $ 700 | ||||
Coupon interest rate (net of effect of interest rate swap for 2027 Notes) | 3.50% | 3.50% | |||
Redemption price | 100% | ||||
2027 Notes | |||||
Line of Credit Facility [Line Items] | |||||
Principal amount | $ 350,000 | $ 350,000 | 350,000 | ||
Net proceeds | 344,800 | ||||
Unaccreted discount | 1,000 | $ 700 | 700 | ||
Underwriting commissions | 3,500 | ||||
Offering costs | $ 700 | ||||
Coupon interest rate (net of effect of interest rate swap for 2027 Notes) | 2.70% | 2.70% | |||
Redemption price | 100% | ||||
Line of Credit | Revolving Credit Facility | Syndicated Facility | |||||
Line of Credit Facility [Line Items] | |||||
Borrowing capacity | $ 1,000,000 | ||||
Accordion feature, increase limit | 1,250,000 | ||||
Borrowings outstanding | 695,000 | 540,000 | |||
Fair value | $ 695,000 | 540,000 | |||
Weighted average interest rate | 5.849% | 2.174% | |||
Interest expense inclusive of fees | $ 10,000 | $ 3,800 | |||
Debt instrument, covenant, total assets to total indebtedness, ratio, minimum threshold | 1.50 | ||||
Debt instrument, covenant, consolidated EBITDA to consolidated interest expense, ratio, minimum threshold | 2.25 | ||||
Line of Credit | Revolving Credit Facility | Citibank Facility | |||||
Line of Credit Facility [Line Items] | |||||
Borrowing capacity | $ 200,000 | ||||
Borrowings outstanding | 165,000 | 160,000 | |||
Fair value | $ 165,000 | $ 160,000 | |||
Weighted average interest rate | 6.508% | 1.83% | |||
Interest expense inclusive of fees | $ 2,700 | $ 800 | |||
Unused capacity, commitment fee | 0.50% | ||||
Asset coverage ratio | 150% | ||||
Line of Credit | Revolving Credit Facility | Citibank Facility, Broadly Syndicated Loans | London Interbank Offered Rate (LIBOR) | Minimum | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 1.25% | ||||
Line of Credit | Revolving Credit Facility | Citibank Facility, Broadly Syndicated Loans | London Interbank Offered Rate (LIBOR) | Maximum | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 2.20% | ||||
Line of Credit | Revolving Credit Facility | Citibank Facility, Other Eligible Loans | London Interbank Offered Rate (LIBOR) | |||||
Line of Credit Facility [Line Items] | |||||
Interest rate | 2.25% |
Borrowings - Components of the
Borrowings - Components of the Carrying Value of Notes (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 | May 18, 2021 | Feb. 25, 2020 |
Debt Instrument [Line Items] | ||||
Unamortized financing costs | $ (4,650) | $ (5,020) | ||
Net carrying value | 1,463,624 | 1,301,043 | ||
2025 Notes | ||||
Debt Instrument [Line Items] | ||||
Principal amount | 300,000 | 300,000 | $ 300,000 | |
Unamortized financing costs | (1,600) | (1,800) | ||
Unaccreted discount | (1,100) | (1,200) | $ (2,500) | |
Interest rate swap fair value adjustment | 0 | 0 | ||
Net carrying value | 297,300 | 297,000 | ||
Fair Value | 286,700 | 283,100 | ||
2027 Notes | ||||
Debt Instrument [Line Items] | ||||
Principal amount | 350,000 | 350,000 | $ 350,000 | |
Unamortized financing costs | (3,100) | (3,200) | ||
Unaccreted discount | (700) | (700) | $ (1,000) | |
Interest rate swap fair value adjustment | (39,900) | (42,000) | ||
Net carrying value | 306,300 | 304,100 | ||
Fair Value | $ 296,800 | $ 294,000 |
Borrowings - Components of Inte
Borrowings - Components of Interest and Other Debt Expenses (Details) - USD ($) $ in Millions | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Debt Instrument [Line Items] | ||
Effect of interest rate swap | $ 2.5 | $ (0.7) |
2025 Notes | ||
Debt Instrument [Line Items] | ||
Coupon interest | 2.6 | 2.6 |
Amortization of financing costs and discount | 0.3 | 0.3 |
Total interest expense | $ 2.9 | $ 2.9 |
Coupon interest rate | 3.50% | 3.50% |
2027 Notes | ||
Debt Instrument [Line Items] | ||
Coupon interest | $ 2.4 | $ 2.4 |
Amortization of financing costs and discount | 0.2 | 0.2 |
Total interest expense | $ 5.1 | $ 1.9 |
Coupon interest rate | 5.586% | 1.782% |
Taxable_Distributable Income _3
Taxable/Distributable Income and Dividend Distributions - Narrative (Details) - USD ($) $ in Thousands | 3 Months Ended | ||
Dec. 31, 2022 | Dec. 31, 2021 | Sep. 30, 2022 | |
Investments, Owned, Federal Income Tax Note [Line Items] | |||
Undistributed ordinary income, net | $ 523,700 | ||
Valuation allowance | 11,400 | ||
Deferred tax assets | 13,100 | ||
Deferred tax asset, net | 1,722 | $ 1,687 | |
Provision (benefit) for taxes on net investment income | 0 | $ 3,308 | |
(Provision) benefit for taxes on realized and unrealized gains (losses) | (549) | (2,378) | |
Income tax expense (benefit) | (1,400) | ||
Deferred taxes | 35 | $ 959 | |
Cost of investments | 2,654,300 | ||
Unrealized appreciation | 466,900 | ||
Unrealized depreciation | 620,000 | ||
Unrealized appreciation (depreciation) | $ 153,100 | ||
Short-Term Capital Loss Carryforward | |||
Investments, Owned, Federal Income Tax Note [Line Items] | |||
Undistributed ordinary income, net | 64,500 | ||
Long-Term Capital Loss Carryforward | |||
Investments, Owned, Federal Income Tax Note [Line Items] | |||
Undistributed ordinary income, net | $ 459,200 |
Taxable_Distributable Income _4
Taxable/Distributable Income and Dividend Distributions - Reconciliation of Net Increase (Decrease) in Net Assets Resulting from Operations (Details) - USD ($) $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Income Tax Disclosure [Abstract] | ||
Net increase (decrease) in net assets resulting from operations | $ 13,172 | $ 39,408 |
Net unrealized (appreciation) depreciation | 22,982 | 4,586 |
Book/tax difference due to organizational costs | 0 | (22) |
Book/tax difference due to capital losses utilized | 8,013 | (10,531) |
Other book/tax differences | (12,910) | (11,171) |
Taxable/Distributable Income | $ 31,257 | $ 22,270 |
Taxable_Distributable Income _5
Taxable/Distributable Income and Dividend Distributions - Components of Accumulated Overdistributed Earnings (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Income Tax Disclosure [Abstract] | ||
Undistributed ordinary income, net | $ (43,624) | |
Net realized capital losses | 473,274 | |
Unrealized losses, net | 153,119 | |
Accumulated overdistributed earnings | $ 628,276 | $ 582,769 |
Realized Gains or Losses and _3
Realized Gains or Losses and Net Unrealized Appreciation or Depreciation - Narrative (Details) - USD ($) $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | $ (3,203) | $ 9,321 |
Net unrealized appreciation (depreciation) | (22,982) | (4,586) |
Investments in debt securities | ||
Schedule of Investments [Line Items] | ||
Net unrealized appreciation (depreciation) | (18,700) | 1,800 |
Investments in equity securities | ||
Schedule of Investments [Line Items] | ||
Net unrealized appreciation (depreciation) | 2,800 | 2,800 |
Exited Investments | ||
Schedule of Investments [Line Items] | ||
Net unrealized appreciation (depreciation) | 3,900 | 4,700 |
Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Net unrealized appreciation (depreciation) | $ (11,000) | $ 800 |
Realized Gains or Losses and _4
Realized Gains or Losses and Net Unrealized Appreciation or Depreciation - Aggregate Net Realized Gains (Details) - USD ($) $ in Thousands | 3 Months Ended | |
Dec. 31, 2022 | Dec. 31, 2021 | |
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | $ (3,203) | $ 9,321 |
Foreign currency forward contracts | ||
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | 4,400 | 3,000 |
OmniSYS Acquisition Corporation | ||
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | (2,800) | 2,000 |
First Star Speir Aviation Limited | ||
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | (2,100) | 1,900 |
TigerConnect, Inc. | ||
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | (1,000) | |
Other Investments, Net | ||
Schedule of Investments [Line Items] | ||
Net realized gains (losses) | $ (1,700) | $ 2,400 |
Related Party Transactions (Det
Related Party Transactions (Details) | 3 Months Ended | ||||
Mar. 19, 2021 USD ($) | May 03, 2019 | Dec. 31, 2022 USD ($) component | Dec. 31, 2021 USD ($) | Sep. 30, 2022 USD ($) | |
Related Party Transaction [Line Items] | |||||
Base management fee and incentive fee payable | $ 16,871,000 | $ 15,900,000 | $ 15,940,000 | ||
Related party transaction, termination, notice period | 60 days | ||||
Base management fee rate | 1% | 1.50% | |||
Base management fee, threshold | 200% | ||||
Base management fee | $ 9,917,000 | 9,952,000 | |||
Part I incentive fee | 7,703,000 | 6,457,000 | |||
Administrator expense | 400,000 | 500,000 | |||
General and administrative expenses | 100,000 | 100,000 | |||
Due to affiliate | $ 3,260,000 | $ 3,180,000 | |||
Oaktree Strategic Income Corporation Merger | |||||
Related Party Transaction [Line Items] | |||||
Investment company, contractual fee waived | $ 6,000,000 | ||||
Contractual fee waived, period otherwise receivable | 2 years | ||||
Contractual fee waived, per quarter | $ 750,000 | ||||
Oaktree Strategic Income II, Inc. Merger | |||||
Related Party Transaction [Line Items] | |||||
Investment company, contractual fee waived | 9,000,000 | ||||
Oaktree Strategic Income II, Inc Merger, Year One | |||||
Related Party Transaction [Line Items] | |||||
Investment company, contractual fee waived | 6,000,000 | ||||
Contractual fee waived, per quarter | 1,500,000 | ||||
Oaktree Strategic Income II, Inc Merger, Year Two | |||||
Related Party Transaction [Line Items] | |||||
Investment company, contractual fee waived | 3,000,000 | ||||
Contractual fee waived, per quarter | $ 750,000 | ||||
Investment Advisory Agreement | |||||
Related Party Transaction [Line Items] | |||||
Number of components | component | 2 | ||||
Related party transaction, termination, notice period | 60 days | ||||
Base management fee | $ 9,200,000 | 9,200,000 | |||
Management incentive rate | 1.50% | ||||
Part I incentive fee | $ 7,700,000 | 6,500,000 | |||
Incentive fee expense | $ 9,600,000 | ||||
Incentive fee payable | $ 1,800,000 | ||||
Investment Advisory Agreement Incentive Rate Pre Incentive Fee Net Investment Income Below Catch Up | |||||
Related Party Transaction [Line Items] | |||||
Management incentive rate | 100% | ||||
Investment Advisory Agreement Incentive Rate Quarterly Catch Up Threshold | |||||
Related Party Transaction [Line Items] | |||||
Management incentive rate | 1.8182% | ||||
Investment Advisory Agreement Cumulative Pre Incentive Fee Net Investment Income | |||||
Related Party Transaction [Line Items] | |||||
Management incentive rate | 17.50% | ||||
Investment Advisory Agreement - Incentive Rate, Realized Capital Gains | |||||
Related Party Transaction [Line Items] | |||||
Management incentive rate | 17.50% |
Financial Highlights (Details)
Financial Highlights (Details) $ / shares in Units, $ in Thousands | 3 Months Ended | ||||
Jan. 20, 2023 shares | Dec. 31, 2021 USD ($) $ / shares shares | Dec. 31, 2022 USD ($) $ / shares shares | Dec. 31, 2021 USD ($) $ / shares shares | ||
Investment Company, Financial Highlights [Roll Forward] | |||||
Net asset value per share at beginning of period (dollars per share) | $ 20.38 | $ 21.84 | |||
Net investment income per common share - basic and diluted (dollars per share) | [1] | 0.63 | 0.54 | ||
Net unrealized appreciation (depreciation) (dollars per share) | (0.38) | (0.08) | |||
Net realized gains (losses) (dollars per share) | (0.05) | 0.16 | |||
(Provision) benefit for taxes on realized and unrealized gains (losses) (dollars per share) | 0.01 | 0.04 | |||
Amount per share (dollars per share) | $ (0.465) | (0.96) | (0.465) | ||
Net asset value per share at end of period (dollars per share) | 22.03 | 19.63 | 22.03 | ||
Per share market value at beginning of period (dollars per share) | 18 | 21.18 | |||
Per share market value at end of period (dollars per share) | $ 22.38 | $ 20.61 | $ 22.38 | ||
Total return | 19.90% | 7.92% | |||
Common shares outstanding at beginning of period (shares) | shares | 61,125,000 | 60,120,000 | |||
Common shares outstanding at end of period (shares) | shares | 60,156,000 | 61,220,000 | 60,156,000 | ||
Net assets at beginning of period | $ | $ 1,245,563 | $ 1,312,823 | |||
Net assets at end of period | $ | $ 1,325,061 | 1,201,989 | 1,325,061 | ||
Average net assets | $ | $ 1,241,806 | $ 1,327,934 | |||
Ratio of net investment income to average net assets | 12.40% | 9.65% | |||
Ratio of total expenses to average net assets | 13.11% | 8.99% | |||
Ratio of net expenses to average net assets | 12.87% | 8.77% | |||
Ratio of portfolio turnover to average investments at fair value | 4.24% | 9.14% | |||
Weighted average outstanding debt | $ | $ 1,441,326 | $ 1,331,141 | |||
Average debt per share (dollars per share) | $ 23.57 | $ 22.14 | |||
Asset coverage ratio | 200.81% | 176.31% | 200.81% | ||
Subsequent Event | |||||
Investment Company, Financial Highlights [Roll Forward] | |||||
Common shares outstanding at end of period (shares) | shares | 61,219,605 | ||||
Stock split, conversion ratio | 0.0033 | ||||
[1](1) As discussed in Note 2, the Company completed a 1-for-3 reverse stock split on January 20, 2023, effective as of the commencement of trading on January 23, 2023. The weighted average common shares outstanding and per share information reflect the reverse stock split on a retroactive basis. |
Derivative Instruments (Details
Derivative Instruments (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | ||
Due from broker | $ 39,760 | $ 45,530 |
Derivative Instruments - Schedu
Derivative Instruments - Schedule of Foreign Currency Forward Contracts and Interest Rate Swap (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Gross Amount of Recognized Assets | $ 6,789 | |
Gross Amount of Recognized Liabilities | $ (4,211) | 6,789 |
Interest rate swap | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional amount | 350,000 | 350,000 |
Gross Amount of Recognized Liabilities | 39,928 | 41,969 |
Open Forward Foreign Currency Contract, Identifier [Axis]: EUR Foreign Currency Forward Contract, Maturing February 9, 2023 | Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional Amount to be Purchased | 46,412 | |
Notional Amount to be Sold | 39,965 | |
Gross Amount of Recognized Liabilities | (1,712) | |
Open Forward Foreign Currency Contract, Identifier [Axis]: EUR Foreign Currency Forward Contract, Maturing November 10, 2022 | Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional Amount to be Purchased | 45,692 | |
Notional Amount to be Sold | 37,033 | |
Gross Amount of Recognized Assets | 4,323 | |
Open Forward Foreign Currency Contract, Identifier [Axis]: EUR Foreign Currency Forward Contract, Maturing November 19, 2022, 2 | Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional Amount to be Purchased | 45,692 | |
Notional Amount to be Sold | 37,033 | |
Gross Amount of Recognized Liabilities | 4,323 | |
Open Forward Foreign Currency Contract, Identifier [Axis]: GBP Foreign Currency Forward Contract, Maturing February 9, 2023 | Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional Amount to be Purchased | 44,825 | |
Notional Amount to be Sold | 44,224 | |
Gross Amount of Recognized Liabilities | $ (2,499) | |
Open Forward Foreign Currency Contract, Identifier [Axis]: GBP Foreign Currency Forward Contract, Maturing November 10, 2022 | Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional Amount to be Purchased | 43,179 | |
Notional Amount to be Sold | 41,444 | |
Gross Amount of Recognized Assets | 2,466 | |
Open Forward Foreign Currency Contract, Identifier [Axis]: GBP Foreign Currency Forward Contract, Maturing November 10, 2022, 1 | Foreign currency forward contracts | ||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | ||
Notional Amount to be Purchased | 43,179 | |
Notional Amount to be Sold | 41,444 | |
Gross Amount of Recognized Liabilities | $ 2,466 |
Commitments and Contingencies -
Commitments and Contingencies - Narrative (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | $ 198,868 | $ 224,239 |
Debt and Equity Financing | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 171,800 | 175,200 |
JV Financing | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | $ 27,100 | $ 49,000 |
Commitments and Contingencies_2
Commitments and Contingencies - Schedule of Unfunded Commitments by Investment (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Sep. 30, 2022 |
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | $ 198,868 | $ 224,239 |
Investment, Identifier [Axis]: 107 Fair Street LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,322 | 0 |
Investment, Identifier [Axis]: 109 Montgomery Owner LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 0 | 477 |
Investment, Identifier [Axis]: 112-126 Van Houten Real22 LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 3,174 | 0 |
Investment, Identifier [Axis]: ADC Therapeutics SA | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 3,020 | 3,020 |
Investment, Identifier [Axis]: Accupac, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,197 | 4,605 |
Investment, Identifier [Axis]: Acquia Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 923 | 1,326 |
Investment, Identifier [Axis]: Apptio, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 892 | 1,338 |
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 0 | 4,372 |
Investment, Identifier [Axis]: Assembled Brands Capital LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 5,035 | 2,008 |
Investment, Identifier [Axis]: Avalara, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,147 | 0 |
Investment, Identifier [Axis]: BAART Programs, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 7,675 | 8,645 |
Investment, Identifier [Axis]: Berner Food & Beverage, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 2,197 | 1,392 |
Investment, Identifier [Axis]: BioXcel Therapeutics, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 11,785 | 11,785 |
Investment, Identifier [Axis]: CorEvitas, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,526 | 915 |
Investment, Identifier [Axis]: Coyote Buyer, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,333 | 1,333 |
Investment, Identifier [Axis]: Delta Leasing SVP II LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 23,004 | 27,187 |
Investment, Identifier [Axis]: Dialyze Holdings, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 0 | 3,431 |
Investment, Identifier [Axis]: Digital AI Software Holdings, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 826 | 826 |
Investment, Identifier [Axis]: Dominion Diagnostics, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 11,148 | 11,148 |
Investment, Identifier [Axis]: Establishment Labs Holdings Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 3,384 | 5,075 |
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 15,995 | 22,150 |
Investment, Identifier [Axis]: GKD Index Partners, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 320 | 320 |
Investment, Identifier [Axis]: Grove Hotel Parcel Owner, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,293 | 4,293 |
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,195 | 4,195 |
Investment, Identifier [Axis]: Kings Buyer, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,208 | 1,537 |
Investment, Identifier [Axis]: LSL Holdco, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 0 | 427 |
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,115 | 1,115 |
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,229 | 1,429 |
Investment, Identifier [Axis]: MRI Software LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,427 | 5,196 |
Investment, Identifier [Axis]: Marinus Pharmaceuticals, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 5,734 | 5,734 |
Investment, Identifier [Axis]: Mesoblast, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 3,553 | 3,553 |
Investment, Identifier [Axis]: Mindbody, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,000 | 4,000 |
Investment, Identifier [Axis]: OCSI Glick JV LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 13,998 | 13,998 |
Investment, Identifier [Axis]: OTG Management, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 3,789 | 3,789 |
Investment, Identifier [Axis]: PFNY Holdings, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 275 | 1,527 |
Investment, Identifier [Axis]: PRGX Global, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 2,518 | 2,518 |
Investment, Identifier [Axis]: Pluralsight, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,766 | 3,532 |
Investment, Identifier [Axis]: Relativity ODA LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 2,218 | 2,218 |
Investment, Identifier [Axis]: RumbleOn, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 4,822 | 4,822 |
Investment, Identifier [Axis]: SCP Eye Care Services, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 2,356 | 0 |
Investment, Identifier [Axis]: Salus Workers' Compensation, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 2,171 | 0 |
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 13,125 | 35,000 |
Investment, Identifier [Axis]: Spanx, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 2,762 | 2,226 |
Investment, Identifier [Axis]: Tahoe Bidco B.V. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 1,741 | 1,741 |
Investment, Identifier [Axis]: Telestream Holdings Corporation | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 528 | 528 |
Investment, Identifier [Axis]: Thrasio, LLC | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 0 | 2,578 |
Investment, Identifier [Axis]: iCIMs, Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | 6,930 | 6,930 |
Investment, Identifier [Axis]: scPharmaceuticals Inc. | ||
Financial Support for Nonconsolidated Legal Entity [Line Items] | ||
Unfunded commitments | $ 5,212 | $ 0 |
Subsequent Events (Details)
Subsequent Events (Details) $ / shares in Units, $ in Thousands | May 26, 2023 | Jan. 27, 2023 $ / shares | Jan. 23, 2023 USD ($) shares | Jan. 20, 2023 shares | Mar. 19, 2021 USD ($) | Dec. 31, 2022 USD ($) shares | Sep. 30, 2022 USD ($) shares | Dec. 31, 2021 shares | Sep. 30, 2021 shares |
Subsequent Event [Line Items] | |||||||||
Common shares outstanding at end of period (shares) | shares | 61,220,000 | 61,125,000 | 60,156,000 | 60,120,000 | |||||
Credit facilities payable | $ 860,000 | $ 700,000 | |||||||
Oaktree Strategic Income II, Inc. Merger | |||||||||
Subsequent Event [Line Items] | |||||||||
Investment company, contractual fee waived | $ 9,000 | ||||||||
Subsequent Event | |||||||||
Subsequent Event [Line Items] | |||||||||
Common stock, dividends, per share, declared (in dollars per share) | $ / shares | $ 0.55 | ||||||||
Common shares outstanding at end of period (shares) | shares | 77,079,805 | 61,219,605 | |||||||
Stock split, conversion ratio | 0.0033 | ||||||||
Subsequent Event | OSI2 Merger | |||||||||
Subsequent Event [Line Items] | |||||||||
Consideration transferred, per share (in shares) | shares | 0.9115 | ||||||||
Number of shares issued (in shares) | shares | 15,860,200 | ||||||||
Subsequent Event | OSI2 Citibank Facility | Line of Credit | Revolving Credit Facility | |||||||||
Subsequent Event [Line Items] | |||||||||
Borrowing capacity | $ 250,000 | ||||||||
Debt instrument, basis spread, variable rate | 1.85% | ||||||||
Commitment fee, unused capacity threshold percentage | 30% | ||||||||
Credit facilities payable | $ 225,000 | ||||||||
Unused capacity, commitment fee | 0.50% | ||||||||
Subsequent Event | OSI2 Citibank Facility | Line of Credit | Revolving Credit Facility | Forecast | |||||||||
Subsequent Event [Line Items] | |||||||||
Debt instrument, basis spread, variable rate | 3% | ||||||||
Subsequent Event | OSI2 Citibank Facility, Syndicated Loans | Line of Credit | Revolving Credit Facility | |||||||||
Subsequent Event [Line Items] | |||||||||
Debt instrument, basis spread, variable rate | 1.65% | ||||||||
Subsequent Event | OSI2 Citibank Facility, All Other Loans | Line of Credit | Revolving Credit Facility | |||||||||
Subsequent Event [Line Items] | |||||||||
Debt instrument, basis spread, variable rate | 2.25% | ||||||||
Subsequent Event | Oaktree Strategic Income II, Inc. Merger | |||||||||
Subsequent Event [Line Items] | |||||||||
Investment company, contractual fee waived | $ 9,000 |
Schedule_12-14 - Schedule of In
Schedule 12-14 - Schedule of Investments in and Advances to Affiliates (Details) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | |||||
Dec. 31, 2022 | Dec. 31, 2021 | Sep. 30, 2022 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
% of Total Net Assets | 219.87% | [1],[2],[3],[4],[5] | 200.24% | [6],[7],[8],[9],[10] | ||
Control & Affiliate Investments | ||||||
Schedule of Investments [Line Items] | ||||||
Principal | $ 207,466 | $ 196,670 | ||||
Net Realized Gain (Loss) | 0 | 1,868 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 6,276 | 7,748 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 240,361 | 289,054 | ||||
Gross Additions | 22,330 | 5,074 | ||||
Gross Reductions | (7,056) | (16,539) | ||||
Fair Value, Ending Balance | $ 255,635 | $ 277,589 | ||||
% of Total Net Assets | 21.20% | 21% | ||||
Control Investments | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, ownership percentage | [6],[7],[8],[9],[10],[11],[12] | 17.20% | ||||
Principal | $ 186,002 | $ 180,688 | ||||
Net Realized Gain (Loss) | 0 | 1,868 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 5,630 | 7,409 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 214,165 | 270,765 | ||||
Gross Additions | 22,255 | 1,555 | ||||
Gross Reductions | (3,958) | (12,851) | ||||
Fair Value, Ending Balance | $ 232,462 | $ 259,469 | ||||
% of Total Net Assets | 19.30% | [1],[2],[3],[4],[5],[13] | 19.60% | |||
Affiliate Investments | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10],[11],[12] | 2.10% | ||||
Principal | $ 21,464 | $ 15,982 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 646 | 339 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 26,196 | 18,289 | ||||
Gross Additions | 75 | 3,519 | ||||
Gross Reductions | (3,098) | (3,688) | ||||
Fair Value, Ending Balance | $ 23,173 | $ 18,120 | ||||
% of Total Net Assets | 1.90% | [1],[2],[3],[4],[5],[13] | 1.40% | |||
Investment, Identifier [Axis]: - Van Houten Real LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13],[14],[15] | 12% | ||||
Investment, Identifier [Axis]: ADB Companies LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 6.25% | [1],[2],[3],[4],[5],[13] | 6.25% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 11.34% | [12],[13] | 9.80% | [11],[16] | ||
Investment, Identifier [Axis]: ADC Therapeutics SA, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 28,948 | [1],[2],[3],[4],[5],[13],[17] | 28,948 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment owned, exercise price (in dollars per share) | $ 8.297 | [1],[2],[3],[4],[5],[13],[17] | $ 8.297 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7.50% | [1],[2],[3],[4],[5],[13],[14],[17] | 7.50% | [6],[7],[8],[9],[10],[11],[18],[19] | |
Investment, Identifier [Axis]: ADC Therapeutics SA, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7.50% | [1],[2],[3],[4],[5],[13],[17] | 7.50% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 12.23% | [12],[13],[17] | 11.20% | [11],[16],[18] | ||
Investment, Identifier [Axis]: AI Sirona Luxembourg Acquisition Sarl, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7.25% | [1],[2],[3],[4],[5],[13],[17] | 7.25% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 9.15% | [12],[13],[17] | 7.94% | [11],[16],[18] | ||
Investment, Identifier [Axis]: AIP RD Buyer Corp, Common Units in RD Holding LP | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 14,410 | [1],[2],[3],[4],[5],[13] | 14,410 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: AIP RD Buyer Corp, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7.75% | [1],[2],[3],[4],[5],[13] | 7.75% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 12.17% | [12],[13] | 10.88% | [11],[16] | ||
Investment, Identifier [Axis]: AMMC CLO 27, Class E Notes, Class E Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[17] | 8.89% | ||||
Cash Interest Rate | [12] | 13.49% | ||||
Investment, Identifier [Axis]: APX Group Inc, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 5.75% | [1],[2],[3],[4],[5],[17] | 5.75% | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 1 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10] | 7.50% | ||||
Investment, Identifier [Axis]: ASP Unifrax Holdings Inc, Fixed Rate Bond 2 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10] | 5.25% | ||||
Investment, Identifier [Axis]: AT Holdings II Ltd, First Lien Revenue Interest Financing Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13],[17] | 14.25% | ||||
Investment, Identifier [Axis]: Access CIG LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7.75% | [1],[2],[3],[4],[5],[13] | 7.75% | [6],[7],[8],[9],[10] | |
Cash Interest Rate | 11.82% | [12] | 10.82% | [16] | ||
Investment, Identifier [Axis]: Accupac Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.50% | [1],[2],[3],[4],[5],[13],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[19] | |
Investment, Identifier [Axis]: Accupac Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.50% | [1],[2],[3],[4],[5],[13],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[19] | |
Cash Interest Rate | 10.17% | [12],[13],[14] | 9.14% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Accupac Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.50% | [1],[2],[3],[4],[5],[13] | 5.50% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 10.16% | [12],[13] | 9.12% | [11],[16] | ||
Investment, Identifier [Axis]: Acquia Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7% | [1],[2],[3],[4],[5],[13],[14] | 7% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 12.18% | [12],[13],[14] | 10.64% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Acquia Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7% | [1],[2],[3],[4],[5],[13] | 7% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 10.74% | [12],[13] | 9.63% | [11],[16] | ||
Investment, Identifier [Axis]: Aden & Anais Merger Sub Inc, Common Units in Aden & Anais Holdings, Inc. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 51,645 | [1],[2],[3],[4],[5],[13] | 51,645 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: AirStrip Technologies Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 5,715 | [1],[2],[3],[4],[5],[13] | 5,715 | [6],[7],[8],[9],[10],[11] | ||
Investment owned, exercise price (in dollars per share) | $ 139.99 | [1],[2],[3],[4],[5],[13] | $ 139.99 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: All Web Leads Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 1% | ||||
Cash Interest Rate | [12],[13] | 5.73% | ||||
Investment, Identifier [Axis]: Altice France SA, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[18] | 5.50% | ||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13],[17] | 5.50% | ||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 166,414 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13] | $ 15.46 | ||||
Investment, Identifier [Axis]: Alto Pharmacy Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 8% | ||||
Cash Interest Rate | [12],[13] | 12.68% | ||||
Investment, Identifier [Axis]: Alvogen Pharma US Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7.50% | [1],[2],[3],[4],[5],[13] | 7.50% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 12.23% | [12],[13] | 11.20% | [11],[16] | ||
Investment, Identifier [Axis]: Alvotech Holdings SA, Common Shares in Alvotech SA | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 587,930 | [1],[2],[3],[4],[5],[17] | 587,930 | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: Alvotech Holdings SA, Seller Earn Out Shares in Alvotech SA | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11],[18] | 124,780 | ||||
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche A Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 8.50% | [1],[2],[3],[4],[5],[13],[17] | 10% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Alvotech Holdings SA, Tranche B Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 8.50% | [1],[2],[3],[4],[5],[13],[17] | 10% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: American Auto Auction Group LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 8.75% | [1],[2],[3],[4],[5],[13] | 8.75% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 13.33% | [12],[13] | 12.30% | [11],[16] | ||
Investment, Identifier [Axis]: American Tire Distributors Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 6.25% | [1],[2],[3],[4],[5] | 6.25% | [6],[7],[8],[9],[10] | |
Cash Interest Rate | 10.61% | [12] | 9.03% | [16] | ||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 4.25% | [1],[2],[3],[4],[5],[13],[17] | 4.25% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 8.98% | [12],[13],[17] | 7.92% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Amplify Finco Pty Ltd, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 8% | [1],[2],[3],[4],[5],[13],[17] | 8% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 12.73% | [12],[13],[17] | 11.67% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Anastasia Parent LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 3.75% | [1],[2],[3],[4],[5] | 3.75% | [6],[7],[8],[9],[10] | |
Cash Interest Rate | 8.48% | [12] | 7.42% | [16] | ||
Investment, Identifier [Axis]: Ankura Consulting Group LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 8% | [1],[2],[3],[4],[5],[13] | 8% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 12.36% | [12],[13] | 10.78% | [11],[16] | ||
Investment, Identifier [Axis]: Apptio Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 6% | [1],[2],[3],[4],[5],[13],[14] | 6% | [6],[7],[8],[9],[10],[11],[19] | |
Cash Interest Rate | 9.94% | [12],[13],[14] | 8.46% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Apptio Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 6% | [1],[2],[3],[4],[5],[13] | 6% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 9.94% | [12],[13] | 8.46% | [11],[16] | ||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.75% | [1],[2],[3],[4],[5],[13],[17] | 5.75% | [6],[7],[8],[9],[10],[11],[18],[19] | |
Cash Interest Rate | [12],[13],[17] | 7.48% | ||||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 1 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7% | [1],[2],[3],[4],[5],[13],[17] | 7% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 8% | [12],[13],[17] | 8% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 2 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 7% | [1],[2],[3],[4],[5],[13],[17] | 7% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 10.43% | [12],[13],[17] | 9.19% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Ardonagh Midco PLC, First Lien Term Loan 3 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.75% | [1],[2],[3],[4],[5],[13],[17] | 5.75% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 8.81% | [12],[13],[17] | 8.81% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 1,609,201 | [1],[2],[3],[4],[5],[13] | 1,609,201 | |||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11] | 1,609,201 | ||||
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 370 | 587 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | (16) | (201) | ||||
Fair Value, Ending Balance | $ 354 | $ 386 | ||||
% of Total Net Assets | 0% | 0% | ||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Class A Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 70,424.5641 | [1],[2],[3],[4],[5],[13] | 70,424.5641 | 70,424.5641 | [6],[7],[8],[9],[10],[11] | |
Investment owned, exercise price (in dollars per share) | $ 3.3778 | [1],[2],[3],[4],[5],[13] | $ 3.3778 | $ 3.3778 | [6],[7],[8],[9],[10],[11] | |
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 0 | 0 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 0 | $ 0 | ||||
% of Total Net Assets | 0% | 0% | ||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.75% | 6.75% | [6],[7],[8],[9],[10],[11],[12],[19] | |
Cash Interest Rate | 11.48% | [12],[13],[14] | 7.75% | 10.42% | [11],[16],[19] | |
Principal | $ 21,464 | $ 15,982 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 646 | 339 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 24,225 | 15,712 | ||||
Gross Additions | 55 | 3,499 | ||||
Gross Reductions | (3,028) | (3,487) | ||||
Fair Value, Ending Balance | $ 21,252 | $ 15,724 | ||||
% of Total Net Assets | 1.80% | 1.20% | ||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11] | 1,019,168.8 | ||||
Cash Interest Rate | [6],[7],[8],[9],[10],[11] | 6% | ||||
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 1,223 | 1,152 | ||||
Gross Additions | 20 | 20 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 1,243 | $ 1,172 | ||||
% of Total Net Assets | 0.10% | 0.10% | ||||
Investment, Identifier [Axis]: Assembled Brands Capital LLC, Preferred Units, | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 1,019,168.8 | [1],[2],[3],[4],[5],[13] | 1,019,168.8 | |||
Cash Interest Rate | 6% | [1],[2],[3],[4],[5],[13] | 6% | |||
Investment, Identifier [Axis]: Associated Asphalt Partners LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.25% | [1],[2],[3],[4],[5] | 5.25% | [6],[7],[8],[9],[10] | |
Cash Interest Rate | 9.63% | [12] | 8.06% | [16] | ||
Investment, Identifier [Axis]: Astra Acquisition Corp, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5.25% | [1],[2],[3],[4],[5] | 5.25% | [6],[7],[8],[9],[10] | |
Cash Interest Rate | 9.63% | [12] | 8.37% | [16] | ||
Investment, Identifier [Axis]: Athenex Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 328,149 | [1],[2],[3],[4],[5],[13],[17] | 328,149 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment owned, exercise price (in dollars per share) | $ 0.4955 | [1],[2],[3],[4],[5],[13],[17] | $ 0.4955 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Athenex Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[18] | 11% | ||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13],[17] | 11% | ||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[12],[18] | 6% | ||||
Cash Interest Rate | [11],[16],[18] | 8.78% | ||||
Investment, Identifier [Axis]: Aurora Lux Finco SÀRL, First Lien Term Loan, | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13],[17] | 6% | ||||
Cash Interest Rate | [12],[13],[17] | 10.32% | ||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13],[14] | 7.25% | ||||
Investment, Identifier [Axis]: Avalara Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 7.25% | ||||
Cash Interest Rate | [12] | 11.83% | ||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[12],[19] | 5% | ||||
Cash Interest Rate | [11],[16],[19] | 8.12% | ||||
Investment, Identifier [Axis]: BAART Programs Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13],[14] | 5% | ||||
Cash Interest Rate | [12],[13],[14] | 9.73% | ||||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 8.50% | [1],[2],[3],[4],[5],[13],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[19] | |
Cash Interest Rate | 13.23% | [12],[13],[14] | 11.62% | [11],[16],[19] | ||
Investment, Identifier [Axis]: BAART Programs Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 8.50% | [1],[2],[3],[4],[5],[13] | 8.50% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 13.23% | [12],[13] | 11.62% | [11],[16] | ||
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12],[13],[14] | 4.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 12% | [12],[13],[14] | 10.75% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Berner Food & Beverage LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.91% | [12],[13] | 8.31% | [11],[16] | ||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 21,177 | [1],[2],[3],[4],[5],[13],[17] | 21,177 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment owned, exercise price (in dollars per share) | $ 20.04 | [1],[2],[3],[4],[5],[13],[17] | $ 20.04 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[13],[14],[17] | 10.25% | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: BioXcel Therapeutics Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[13],[17] | 10.25% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Blackhawk Network Holdings Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12] | 7% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 10.94% | [12] | 9.50% | [16] | ||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Common Units in Unstoppable Automotive AMV, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 298,460 | [1],[2],[3],[4],[5],[13] | 298,460 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11] | 9% | ||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13] | 9% | ||||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Preferred Units in Unstoppable Automotive AMV, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 1,293,324 | [1],[2],[3],[4],[5],[13] | 1,293,324 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Blumenthal Temecula LLC, Preferred Units in Unstoppable Automotive VMV, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 298,460 | [1],[2],[3],[4],[5],[13] | 298,460 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: C Technology Holdings LLC, Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 829 | [1],[2],[3],[4],[5],[13] | 829 | 829 | [6],[7],[8],[9],[10],[11],[12] | |
Investment, Identifier [Axis]: C Technology Holdings LLC, Preferred Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 34,984,460.37 | [1],[2],[3],[4],[5],[13] | 34,984,460.37 | 34,984,460.37 | [6],[7],[8],[9],[10],[11],[12] | |
Investment, Identifier [Axis]: C5 Technology Holding, LLC, Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 0 | 0 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 0 | $ 0 | ||||
% of Total Net Assets | 0% | 0% | ||||
Investment, Identifier [Axis]: C5 Technology Holding, LLC, Preferred Units | ||||||
Schedule of Investments [Line Items] | ||||||
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 27,638 | 27,638 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 27,638 | $ 27,638 | ||||
% of Total Net Assets | 2.30% | 2.10% | ||||
Investment, Identifier [Axis]: CCO Holdings LLC, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10],[18] | 4.50% | ||||
Investment, Identifier [Axis]: CITGO Holding Inc, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10],[11],[16] | 9.25% | ||||
Investment, Identifier [Axis]: CITGO Petroleum Corp, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[16] | 6.25% | ||||
Cash Interest Rate | [16] | 9.37% | ||||
Investment, Identifier [Axis]: Cadence Aerospace LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.92% | [12],[13] | 9.31% | [11],[16] | ||
Investment, Identifier [Axis]: Caregiver Services Inc, Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 1,080,399 | 1,080,399 | 1,080,399 | [6],[7],[8],[9],[10],[11] | ||
Cash Interest Rate | 10% | [1],[2],[3],[4],[5],[13] | 10% | 10% | [6],[7],[8],[9],[10],[11] | |
Investment, Identifier [Axis]: Caregiver Services, Inc., Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Principal | $ 0 | $ 0 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 378 | 838 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | (54) | 0 | ||||
Fair Value, Ending Balance | $ 324 | $ 838 | ||||
% of Total Net Assets | 0% | 0.10% | ||||
Investment, Identifier [Axis]: Carvana Co, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10],[18] | 5.625% | ||||
Investment, Identifier [Axis]: CircusTrix Holdings LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.57% | [12],[13] | 8.62% | [11],[16] | ||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 1 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 7.50% | [1],[2],[3],[4],[5],[17] | 7.50% | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 2 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 7.75% | [1],[2],[3],[4],[5],[17] | 5.125% | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: Clear Channel Outdoor Holdings Inc, Fixed Rate Bond 3 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10],[18] | 7.75% | ||||
Investment, Identifier [Axis]: Condor Merger Sub Inc, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 7.375% | [1],[2],[3],[4],[5] | 7.375% | [6],[7],[8],[9],[10],[11],[16] | ||
Investment, Identifier [Axis]: Continental Intermodal Group LP, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.88% | [12],[13] | 11.62% | [11],[16] | ||
Investment, Identifier [Axis]: Convergeone Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 9.38% | [12] | 8.12% | [16] | ||
Investment, Identifier [Axis]: Conviva Inc, Shares of Series D Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 517,851 | ||||
Investment, Identifier [Axis]: Conviva Inc,Shares of Series D Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11] | 517,851 | ||||
Investment, Identifier [Axis]: CorEvitas LLC, Class A2 Common Units in CorEvitas Holdings, L.P. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 1,099 | [1],[2],[3],[4],[5],[13] | 1,099 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[12],[13],[14] | 4.75% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 12.25% | [12],[13],[14] | 11% | [11],[16],[19] | ||
Investment, Identifier [Axis]: CorEvitas LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.125% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.55% | [12],[13] | 8.88% | [11],[16] | ||
Investment, Identifier [Axis]: Covetrus Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 9.58% | [12] | 7.65% | [16] | ||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[14] | 6% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: Coyote Buyer LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.41% | [12],[13] | 8.81% | [11],[16] | ||
Investment, Identifier [Axis]: Cuppa Bidco BV, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12] | 4.75% | ||||
Cash Interest Rate | [12],[17] | 7.50% | ||||
Investment, Identifier [Axis]: DTI Holdco Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4.75% | [1],[2],[3],[4],[5],[12] | 4.75% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 8.84% | [12] | 7.33% | [16] | ||
Investment, Identifier [Axis]: Delivery Hero FinCo LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[16],[18] | 5.75% | ||||
Cash Interest Rate | [16],[18] | 8.49% | ||||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Common Units in Delta Financial Holdings LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 2.09 | [1],[2],[3],[4],[5],[13] | 2.09 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Common Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 31.37 | [1],[2],[3],[4],[5],[13] | 31.37 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment owned, exercise price (in dollars per share) | $ 1 | [1],[2],[3],[4],[5],[13] | $ 1 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Series C Preferred Units in Delta Financial Holdings LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 419 | [1],[2],[3],[4],[5],[13] | 419 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Delta Leasing SPV II LLC, Subordinated Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 10% | [1],[2],[3],[4],[5],[13],[14] | 10% | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: Delta Topco Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12] | 7.25% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 11.65% | [12] | 9.34% | [16] | ||
Investment, Identifier [Axis]: Dialyze Holdings LLC, Class A Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 5,403,823 | [1],[2],[3],[4],[5],[13] | 5,403,823 | [6],[7],[8],[9],[10],[11] | ||
Investment owned, exercise price (in dollars per share) | $ 1 | [1],[2],[3],[4],[5],[13] | $ 1 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[16],[19] | 9% | ||||
Investment, Identifier [Axis]: Dialyze Holdings LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 9% | [1],[2],[3],[4],[5],[12],[13] | 9% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 13.73% | [12],[13] | 12.67% | [11],[16] | ||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 11.59% | [12],[13],[14] | 9.41% | [11],[16],[19] | ||
Investment, Identifier [Axis]: DigitalAI Software Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.09% | [12],[13] | 9.91% | [11],[16] | ||
Investment, Identifier [Axis]: DirecTV Financing LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 9.38% | [12] | 8.12% | [16] | ||
Investment, Identifier [Axis]: Dominion Diagnostics LLC, Common Units in DD Healthcare Services Holdings, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 30,030.8 | [1],[2],[3],[4],[5],[13] | 30,030.8 | 30,030.8 | [6],[7],[8],[9],[10],[11] | |
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 5% | [1],[2],[3],[4],[5],[13],[14] | 5% | [6],[7],[8],[9],[10],[11],[19] | |
Investment, Identifier [Axis]: Dominion Diagnostics LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | 5% | [6],[7],[8],[9],[10],[11],[12] | |
Cash Interest Rate | 9.73% | [12],[13] | 8.68% | [11],[16] | ||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, Common Units In DD Healthcare Services Holdings, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 3,308 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 4,946 | 18,065 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | (719) | 0 | ||||
Fair Value, Ending Balance | $ 4,227 | $ 18,065 | ||||
% of Total Net Assets | 0.40% | 1.40% | ||||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, First Lien Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 9.73% | 6% | ||||
Principal | $ 14,297 | $ 23,201 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 331 | 430 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 14,333 | 27,381 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | (36) | (4,180) | ||||
Fair Value, Ending Balance | $ 14,297 | $ 23,201 | ||||
% of Total Net Assets | 1.20% | 1.80% | ||||
Investment, Identifier [Axis]: Dominion Diagnostics, LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Principal | $ 0 | $ 0 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 14 | 14 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 0 | 0 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 0 | $ 0 | ||||
% of Total Net Assets | 0% | 0% | ||||
Investment, Identifier [Axis]: Dryden 66 Euro CLO 2018, Class DR Notes, Class DR Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[17] | 3.35% | ||||
Cash Interest Rate | [12],[17] | 4.75% | ||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units, 12% | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 487.5 | ||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13] | 12% | ||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class A Preferred Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11] | 487.5 | ||||
Cash Interest Rate | [6],[7],[8],[9],[10],[11] | 12% | ||||
Investment, Identifier [Axis]: EOS Fitness Opco Holdings LLC, Class B Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 12,500 | [1],[2],[3],[4],[5],[13] | 12,500 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Eagleview Technology Corporation, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.23% | [12],[13] | 11.17% | [11],[16] | ||
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 3% | [1],[2],[3],[4],[5],[13],[14],[17] | 3% | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: Establishment Labs Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 3% | [1],[2],[3],[4],[5],[13],[17] | 3% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: FINThrive Software Intermediate Holdings Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12] | 6.75% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 11.13% | [12] | 9.87% | [16] | ||
Investment, Identifier [Axis]: Fair Street LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13],[14],[15] | 12.50% | ||||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 9% | [1],[2],[3],[4],[5],[13],[14],[17] | 9% | [6],[7],[8],[9],[10],[11],[19] | ||
Investment, Identifier [Axis]: Fairbridge Strategic Capital Funding LLC, Warrant Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 2,500 | [1],[2],[3],[4],[5],[13],[14],[17] | 2,500 | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment owned, exercise price (in dollars per share) | $ 0.01 | [1],[2],[3],[4],[5],[13],[14],[17] | $ 0.01 | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: First Star Speir Aviation Limited, Equity Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Principal | ||||||
Net Realized Gain (Loss) | (5,632) | |||||
Amount of Interest, Fees or Dividends Credited in Income | 158 | |||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 698 | |||||
Gross Additions | 0 | |||||
Gross Reductions | (698) | |||||
Fair Value, Ending Balance | $ 0 | |||||
% of Total Net Assets | 0% | |||||
Investment, Identifier [Axis]: First Star Speir Aviation Limited, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 9% | |||||
Investment owned, ownership percentage | 100% | |||||
Principal | $ 0 | |||||
Net Realized Gain (Loss) | 7,500 | |||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | |||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 7,500 | |||||
Gross Additions | 0 | |||||
Gross Reductions | (7,500) | |||||
Fair Value, Ending Balance | $ 0 | |||||
% of Total Net Assets | 0% | |||||
Investment, Identifier [Axis]: Fortress Biotech Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 331,200 | [1],[2],[3],[4],[5],[13],[17] | 331,200 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment owned, exercise price (in dollars per share) | $ 3.20 | [1],[2],[3],[4],[5],[13],[17] | $ 3.20 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Fortress Biotech Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[13],[17] | 11% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Frontier Communications Holdings LLC, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 6% | [1],[2],[3],[4],[5],[17] | 6% | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[14] | 7% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 11.75% | [12],[13],[14] | 10.60% | [11],[16],[19] | ||
Investment, Identifier [Axis]: GKD Index Partners LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.73% | [12],[13] | 10.67% | [11],[16] | ||
Investment, Identifier [Axis]: Global Medical Response Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[16] | 4.25% | ||||
Cash Interest Rate | [16] | 7.37% | ||||
Investment, Identifier [Axis]: GoldenTree Loan Management EUR CLO 2, Class D Notes, Class D Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[17] | 2.85% | ||||
Cash Interest Rate | [12],[17] | 4.31% | ||||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[14] | 8% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[14] | 8% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: Grove Hotel Parcel Owner LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12] | 8% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.33% | [12],[13] | 11.04% | [11],[16] | ||
Investment, Identifier [Axis]: Harbor Purchaser Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12] | 5.25% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 9.67% | [12] | 8.38% | [16] | ||
Investment, Identifier [Axis]: Hayfin Emerald CLO XI, Class E Notes, Class E Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[17] | 8.12% | ||||
Cash Interest Rate | [12],[17] | 10.11% | ||||
Investment, Identifier [Axis]: Horizon Aircraft Finance I, Class A Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [1],[2],[3],[4],[5],[12],[17] | 4.458% | ||||
Investment, Identifier [Axis]: INW Manufacturing LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.48% | [12],[13] | 9.42% | [11],[16] | ||
Investment, Identifier [Axis]: IPC Corp, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.44% | [12],[13] | 9.44% | [11],[16] | ||
Investment, Identifier [Axis]: Immucor Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.75% | [1],[2],[3],[4],[5],[12],[13] | 5.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.48% | [12],[13] | 9.42% | [11],[16] | ||
Investment, Identifier [Axis]: Immucor Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.73% | [12],[13] | 11.67% | [11],[16] | ||
Investment, Identifier [Axis]: Impel Neuropharma Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.75% | [1],[2],[3],[4],[5],[12],[13] | 8.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 13.20% | [12],[13] | 12.45% | [11],[16] | ||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[13],[14],[17] | 11% | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 11% | [1],[2],[3],[4],[5],[13],[17] | 11% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Innocoll Pharmaceuticals Limited, Tranche A Warrant Shares | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11],[18] | 56,999 | ||||
Investment owned, exercise price (in dollars per share) | [6],[7],[8],[9],[10],[11],[18] | $ 4.23 | ||||
Investment, Identifier [Axis]: Integral Development Corporation, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 1,078,284 | [1],[2],[3],[4],[5],[13] | 1,078,284 | [6],[7],[8],[9],[10],[11] | ||
Investment owned, exercise price (in dollars per share) | $ 0.9274 | [1],[2],[3],[4],[5],[13] | $ 0.9274 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Inventus Power Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.84% | [12],[13] | 8.55% | [11],[16] | ||
Investment, Identifier [Axis]: Inventus Power Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 13.23% | [12],[13] | 12.17% | [11],[16] | ||
Investment, Identifier [Axis]: Ivanti Software Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12] | 7.25% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 12.01% | [12] | 10.33% | [16] | ||
Investment, Identifier [Axis]: Jazz Acquisition Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.88% | [12],[13] | 10.62% | [11],[16] | ||
Investment, Identifier [Axis]: Jazz Acquisition Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12] | 8% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 12.38% | [12] | 11.12% | [16] | ||
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 11.75% | [12],[13],[14] | 10.17% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Kings Buyer LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13] | 6.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.23% | [12],[13] | 10.17% | [11],[16] | ||
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 10.38% | [12],[13] | 9.12% | [11],[16],[19] | ||
Investment, Identifier [Axis]: LSL Holdco LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.38% | [12],[13] | 9.12% | [11],[16] | ||
Investment, Identifier [Axis]: LTI Holdings Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12] | 6.75% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 11.13% | [12] | 9.87% | [16] | ||
Investment, Identifier [Axis]: LaserShip Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[16] | 7.50% | ||||
Cash Interest Rate | [11],[16] | 10.38% | ||||
Investment, Identifier [Axis]: Latam Airlines Group SA, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[17] | 9.50% | ||||
Cash Interest Rate | [12],[13] | 13.99% | ||||
Investment, Identifier [Axis]: Lift Brands Holdings Inc, Class A Common Units in Snap Investments, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 2,000,000 | [1],[2],[3],[4],[5],[13] | 2,000,000 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Lightbox Intermediate LP, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12],[13] | 5% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.73% | [12],[13] | 8.67% | [11],[16] | ||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Class A2 Units in LES Group Holdings, L.P. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 450.75 | [1],[2],[3],[4],[5],[13] | 450.75 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13],[14] | 8.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 12.94% | [12],[13],[14] | 11.38% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Liquid Environmental Solutions Corporation, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.88% | [12],[13] | 11.38% | [11],[16] | ||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[14] | 6% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | [12],[13],[14] | 10.94% | ||||
Investment, Identifier [Axis]: MHE Intermediate Holdings LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.50% | [12],[13] | 9.50% | [11],[16] | ||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13],[14] | 5.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: MRI Software LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.50% | [1],[2],[3],[4],[5],[12],[13] | 5.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.23% | [12],[13] | 9.17% | [11],[16] | ||
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 11.50% | [1],[2],[3],[4],[5],[13],[14],[17] | 11.50% | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: Marinus Pharmaceuticals Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 11.50% | [1],[2],[3],[4],[5],[13],[17] | 11.50% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[13],[14],[17] | 8% | [6],[7],[8],[9],[10],[11],[18],[19] | ||
Investment, Identifier [Axis]: Mesoblast Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 8% | [1],[2],[3],[4],[5],[13],[17] | 8% | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: Mesoblast Inc, Warrant Shares | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11],[18] | 209,588 | ||||
Investment owned, exercise price (in dollars per share) | [6],[7],[8],[9],[10],[11],[18] | $ 7.26 | ||||
Investment, Identifier [Axis]: Mesoblast, Inc, Warrant Shares 1 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13],[17] | 209,588 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13],[17] | $ 7.26 | ||||
Investment, Identifier [Axis]: Mesoblast, Inc, Warrant Shares 2 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13],[17] | 53,887 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13],[17] | $ 3.70 | ||||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[14] | 8% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: Mindbody Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.72% | [12],[13] | 10.64% | [11],[16] | ||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[12],[19] | 7% | ||||
Investment, Identifier [Axis]: Montgomery Owner LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[12] | 7% | ||||
Cash Interest Rate | [11],[16] | 9.80% | ||||
Investment, Identifier [Axis]: Mosaic Companies LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.93% | [12],[13] | 9.89% | [11],[16] | ||
Investment, Identifier [Axis]: NFP Corp, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 6.875% | [1],[2],[3],[4],[5] | 6.875% | [6],[7],[8],[9],[10] | ||
Investment, Identifier [Axis]: NN Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.88% | [1],[2],[3],[4],[5],[12],[13] | 6.88% | [6],[7],[8],[9],[10],[11],[16],[18] | ||
Cash Interest Rate | 11.26% | [12],[13],[17] | 9.99% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Navisite LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 13.23% | [12],[13] | 12.17% | [11],[16] | ||
Investment, Identifier [Axis]: NeuAG LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 10.50% | [1],[2],[3],[4],[5],[12],[13] | 10.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 15.23% | [12],[13] | 14.17% | [11],[16] | ||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class D Notes, Class D Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12] | 6.06% | ||||
Cash Interest Rate | [12],[17] | 8.05% | ||||
Investment, Identifier [Axis]: OCP, EURO CLO 2022-6, Class E Notes, Class E Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12] | 6.87% | ||||
Cash Interest Rate | [12],[17] | 8.86% | ||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, LLC Equity Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, ownership percentage | 87.50% | [1],[2],[3],[4],[5],[13],[14],[17],[20] | 87.50% | |||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Equity Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, ownership percentage | 87.50% | [1],[2],[3],[4],[5],[13],[14],[17],[20] | 87.50% | 87.50% | [6],[7],[8],[9],[10],[14],[18],[21] | |
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 0 | 0 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 0 | 0 | ||||
Gross Additions | 0 | 0 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 0 | $ 0 | ||||
% of Total Net Assets | 0% | 0% | ||||
Investment, Identifier [Axis]: OCSI Glick JV LLC, Subordinated Debt | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12],[13],[14],[17] | 4.50% | 4.50% | [6],[7],[8],[9],[10],[11],[12],[14],[18] | |
Cash Interest Rate | 7.67% | [12],[13],[14],[17] | 4.58% | 6.30% | [11],[16],[18],[19] | |
Principal | $ 59,049 | $ 61,237 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 1,624 | 1,081 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 50,283 | 55,582 | ||||
Gross Additions | 380 | 745 | ||||
Gross Reductions | (1,127) | (473) | ||||
Fair Value, Ending Balance | $ 49,536 | $ 55,854 | ||||
% of Total Net Assets | 4.10% | 4.20% | ||||
Investment, Identifier [Axis]: OEConnection LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4% | [1],[2],[3],[4],[5],[12] | 4% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 8.42% | [12] | 7.12% | [16] | ||
Investment, Identifier [Axis]: OEConnection LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.42% | [12],[13] | 10.05% | [11],[16] | ||
Investment, Identifier [Axis]: OTG Management LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 2% | [1],[2],[3],[4],[5],[12],[13],[14] | 2% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: OTG Management LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 2% | [1],[2],[3],[4],[5],[12],[13] | 2% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 6.76% | [12],[13] | 5.08% | [11],[16] | ||
Investment, Identifier [Axis]: P & L Development LLC, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 7.75% | [1],[2],[3],[4],[5] | 7.75% | [6],[7],[8],[9],[10] | ||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[14] | 7% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 10.74% | [12],[13],[14] | 9.25% | [11],[16],[19] | ||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | [12],[13] | 11.76% | ||||
Investment, Identifier [Axis]: PFNY Holdings LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.74% | [12],[13] | 9.28% | [11],[16] | ||
Investment, Identifier [Axis]: PRGX Global Inc, Class B Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 80,515 | [1],[2],[3],[4],[5],[13] | 80,515 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Investment, Identifier [Axis]: PRGX Global Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.50% | [12],[13] | 10.42% | [11],[16] | ||
Investment, Identifier [Axis]: Park Place Technologies LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5% | [1],[2],[3],[4],[5],[12] | 5% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 9.42% | [12] | 8.13% | [16] | ||
Investment, Identifier [Axis]: Performance Health Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.73% | [12],[13] | 8.88% | [11],[16] | ||
Investment, Identifier [Axis]: Planview Parent Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 7.25% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.98% | [12],[13] | 10.92% | [11],[16] | ||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13],[14] | 8% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | [12],[13],[14] | 12.36% | ||||
Investment, Identifier [Axis]: Pluralsight LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.83% | [12],[13] | 10.68% | [11],[16] | ||
Investment, Identifier [Axis]: Profrac Holdings II LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.25% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.10% | [12],[13] | 10.01% | [11],[16] | ||
Investment, Identifier [Axis]: Project Boost Purchaser LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.38% | [12],[13] | 11.12% | [11],[16] | ||
Investment, Identifier [Axis]: Quantum Bidco Limited, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[17] | 6% | [6],[7],[8],[9],[10],[11],[16],[18] | ||
Cash Interest Rate | 9.63% | [12],[13],[17] | 8.39% | [11],[16],[18] | ||
Investment, Identifier [Axis]: QuorumLabs Inc, Junior-2 Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 64,887,669 | [1],[2],[3],[4],[5],[13] | 64,887,669 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: RP Escrow Issuer LLC, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | [6],[7],[8],[9],[10] | 5.25% | ||||
Investment, Identifier [Axis]: Radiology Partners Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4.25% | [1],[2],[3],[4],[5],[12] | 4.25% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 8.64% | [12] | 7.33% | [16] | ||
Investment, Identifier [Axis]: Radiology Partners Inc, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 9.25% | [1],[2],[3],[4],[5] | 9.25% | [6],[7],[8],[9],[10] | ||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.50% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.50% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: Relativity ODA LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 7.50% | ||||
Investment, Identifier [Axis]: Renaissance Holding Corp, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12] | 7% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 11.38% | [12] | 10.12% | [16] | ||
Investment, Identifier [Axis]: RumbleOn Inc, Class B Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 164,660 | [1],[2],[3],[4],[5],[13],[17] | 164,660 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment owned, exercise price (in dollars per share) | $ 31.50 | [1],[2],[3],[4],[5],[13],[17] | $ 33 | [6],[7],[8],[9],[10],[11],[18] | ||
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[12],[13],[14],[17] | 8.25% | [6],[7],[8],[9],[10],[11],[16],[18],[19] | ||
Cash Interest Rate | 12.98% | [12],[13],[14],[17] | 11.92% | [11],[16],[18],[19] | ||
Investment, Identifier [Axis]: RumbleOn Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.25% | [1],[2],[3],[4],[5],[12],[13],[17] | 8.25% | [6],[7],[8],[9],[10],[11],[16],[18] | ||
Cash Interest Rate | 12.98% | [12],[13],[17] | 11.92% | [11],[16],[18] | ||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Units in Eyesouth Co-Investor FT Aggregator LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 1,037 | ||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13],[14] | 8.75% | ||||
Investment, Identifier [Axis]: SCP Eye Care Services LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 8.75% | ||||
Cash Interest Rate | [12] | 12.52% | ||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 4.75% | ||||
Cash Interest Rate | [12] | 9.42% | ||||
Investment, Identifier [Axis]: SM Wellness Holdings Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8% | [1],[2],[3],[4],[5],[12],[13] | 8% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.67% | [12],[13] | 10.74% | [11],[16] | ||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12] | 4.50% | ||||
Cash Interest Rate | [12] | 8.92% | ||||
Investment, Identifier [Axis]: SPX Flow Inc, First Lien Term Loan, | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[16] | 4.50% | ||||
Cash Interest Rate | [16] | 7.63% | ||||
Investment, Identifier [Axis]: SVP-Singer Holdings Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.48% | [12],[13] | 10.42% | [11],[16] | ||
Investment, Identifier [Axis]: Sabert Corporation, First Lien Term Loan, LIBOR+4.50% cash due 12/10/2026 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[16] | 4.50% | ||||
Cash Interest Rate | [16] | 7.63% | ||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 991,019 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13] | $ 4.83 | ||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13],[14] | 10% | ||||
Cash Interest Rate | [12],[13],[14] | 14.32% | ||||
Investment, Identifier [Axis]: Salus Workers' Compensation LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 10% | ||||
Cash Interest Rate | [12] | 14.32% | ||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13],[17] | 408,508 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13],[17] | $ 0.01 | ||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Put Options on Common Shares in Alvotech SA | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13],[17] | 293,082 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13],[17] | $ 10 | ||||
Investment, Identifier [Axis]: Seller Earn Out Shares in Alvotech SA, Seller Earn Out Shares in Alvotech SA | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13],[17] | 124,780 | ||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, Equity Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Net Realized Gain (Loss) | $ 0 | $ 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 1,050 | 451 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 20,715 | 37,651 | ||||
Gross Additions | 5,469 | 810 | ||||
Gross Reductions | (2,076) | 0 | ||||
Fair Value, Ending Balance | $ 24,108 | $ 38,461 | ||||
% of Total Net Assets | 2% | 2.90% | ||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, LLC Equity Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, ownership percentage | [6],[7],[8],[9],[10],[12],[14],[18],[22] | 87.50% | ||||
Investment, Identifier [Axis]: Senior Loan Fund JV I, LLC, Subordinated Debt | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13],[14],[17] | 7% | 7% | [6],[7],[8],[9],[10],[11],[12],[14],[18] | |
Cash Interest Rate | 10.17% | [12],[13],[14],[17] | 8% | 8.80% | [11],[16],[18],[19] | |
Principal | $ 112,656 | $ 96,250 | ||||
Net Realized Gain (Loss) | 0 | 0 | ||||
Amount of Interest, Fees or Dividends Credited in Income | 2,611 | 1,967 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | ||||||
Fair Value, Beginning Balance | 96,250 | 96,250 | ||||
Gross Additions | 16,406 | 0 | ||||
Gross Reductions | 0 | 0 | ||||
Fair Value, Ending Balance | $ 112,656 | $ 96,250 | ||||
% of Total Net Assets | 9.40% | 7.30% | ||||
Investment, Identifier [Axis]: ShareThis Inc, Series C Preferred Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 345,452 | [1],[2],[3],[4],[5],[13] | 345,452 | [6],[7],[8],[9],[10],[11] | ||
Investment owned, exercise price (in dollars per share) | $ 3.0395 | [1],[2],[3],[4],[5],[13] | $ 3.0395 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: SiO Medical Products Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 415.34 | [1],[2],[3],[4],[5],[13] | 415.34 | [6],[7],[8],[9],[10],[11] | ||
Investment owned, exercise price (in dollars per share) | $ 4,920.75 | [1],[2],[3],[4],[5],[13] | $ 4,920.75 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: SiO Medical Products Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 5.50% | [1],[2],[3],[4],[5],[13] | 5.50% | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: SonicWall US Holdings Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12],[13] | 7.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.20% | [12],[13] | 10.48% | [11],[16] | ||
Investment, Identifier [Axis]: Sorrento Therapeutics Inc, Common Stock Units | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 50,000 | [1],[2],[3],[4],[5],[17] | 50,000 | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: Spanx LLC, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12],[13],[14] | 5.25% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 9.29% | [12],[13],[14] | 8.03% | [11],[16],[19] | ||
Investment, Identifier [Axis]: Spanx LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 5.25% | [1],[2],[3],[4],[5],[12],[13] | 5.25% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 9.64% | [12],[13] | 8.30% | [11],[16] | ||
Investment, Identifier [Axis]: SumUp Holdings Luxembourg SÀRL, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13],[17] | 8.50% | [6],[7],[8],[9],[10],[11],[16],[18] | ||
Cash Interest Rate | 10.49% | [12],[13],[17] | 10% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Sunland Asphalt & Construction LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.15% | [12],[13] | 8.88% | [11],[16] | ||
Investment, Identifier [Axis]: Superior Industries International Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 8% | ||||
Cash Interest Rate | [12] | 12.32% | ||||
Investment, Identifier [Axis]: Supermoose Borrower LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 3.75% | [1],[2],[3],[4],[5],[12] | 3.75% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 8.48% | [12] | 7.42% | [16] | ||
Investment, Identifier [Axis]: Swordfish Merger Sub LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13] | 6.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.14% | [12],[13] | 9.81% | [11],[16] | ||
Investment, Identifier [Axis]: TGNR HoldCo LLC, Subordinated Debt | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 11.50% | [1],[2],[3],[4],[5],[13],[15],[17] | 11.50% | [6],[7],[8],[9],[10],[11],[16],[18] | ||
Investment, Identifier [Axis]: TIBCO Software Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 4.50% | [1],[2],[3],[4],[5],[12] | 4.50% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 9.18% | [12] | 8.15% | [16] | ||
Investment, Identifier [Axis]: Tacala LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.50% | [1],[2],[3],[4],[5],[12] | 7.50% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 11.88% | [12] | 10.62% | [16] | ||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[14],[17] | 6% | [6],[7],[8],[9],[10],[11],[16],[18],[19] | ||
Investment, Identifier [Axis]: Tahoe Bidco BV, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13],[17] | 6% | [6],[7],[8],[9],[10],[11],[16],[18] | ||
Cash Interest Rate | 10.29% | [12],[13],[17] | 8.68% | [11],[16],[18] | ||
Investment, Identifier [Axis]: Tecta America Corp, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 8.50% | [1],[2],[3],[4],[5],[12],[13] | 8.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.94% | [12],[13] | 11.62% | [11],[16] | ||
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 9.75% | [1],[2],[3],[4],[5],[12],[13],[14] | 9.25% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Cash Interest Rate | 13.67% | [12],[13],[14] | 12.20% | [11],[16] | ||
Investment, Identifier [Axis]: Telestream Holdings Corporation, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 9.75% | [1],[2],[3],[4],[5],[12],[13] | 9.25% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 13.67% | [12],[13] | 12.11% | [11],[16] | ||
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Common Units of TerSera Holdings LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 668,879 | [1],[2],[3],[4],[5],[13] | 668,879 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: TerSera Therapeutics LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 9.50% | [1],[2],[3],[4],[5],[12],[13] | 9.50% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 13.88% | [12],[13] | 13.17% | [11],[16] | ||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[12] | 7.30% | ||||
Cash Interest Rate | [11],[16] | 10.44% | ||||
Investment, Identifier [Axis]: The Avery, First Lien Term Loan in T8 Urban Condo Owner, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 7.30% | ||||
Cash Interest Rate | [12],[13] | 11.69% | ||||
Investment, Identifier [Axis]: The Avery, Subordinated Debt in T8 Senior Mezz LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [12] | 12.50% | [1],[2],[3],[4],[5],[13] | 12.50% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 17.24% | [12],[13] | 16.17% | [11],[16] | ||
Investment, Identifier [Axis]: Thrasio LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7% | [1],[2],[3],[4],[5],[12],[13] | 7% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 11.17% | [12],[13] | 11.17% | [11],[16] | ||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series C-2 Preferred Stock in Thrasio Holdings, Inc. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 284,650.32 | [1],[2],[3],[4],[5],[13] | 284,650.32 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series C-3 Preferred Stock in Thrasio Holdings, Inc. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 8,434 | [1],[2],[3],[4],[5],[13] | 8,434 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series D Preferred Stock in Thrasio Holdings, Inc. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 48,352 | [1],[2],[3],[4],[5],[13] | 48,352 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Thrasio LLC, Shares of Series X Preferred Stock in Thrasio Holdings, Inc. | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 25,780 | [1],[2],[3],[4],[5],[13] | 23,201 | [6],[7],[8],[9],[10],[11],[19] | ||
Investment, Identifier [Axis]: Touchstone Acquisition Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.38% | [12],[13] | 9.12% | [11],[16] | ||
Investment, Identifier [Axis]: Tranche A Warrant Shares, Tranche A Warrant Shares | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13],[17] | 56,999 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13],[17] | $ 4.23 | ||||
Investment, Identifier [Axis]: Trinitas CLO XV, Class E Notes, Class E Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[17] | 7.45% | ||||
Cash Interest Rate | [12],[17] | 11.77% | ||||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 1 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 6.50% | [1],[2],[3],[4],[5],[17] | 6.50% | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: Uniti Group LP, Fixed Rate Bond 2 | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 4.75% | [1],[2],[3],[4],[5],[17] | 4.75% | [6],[7],[8],[9],[10],[18] | ||
Investment, Identifier [Axis]: WP CPP Holdings LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 3.75% | [1],[2],[3],[4],[5],[12],[13] | 3.75% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 8.17% | [12] | 6.56% | [16] | ||
Investment, Identifier [Axis]: WP CPP Holdings LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 7.75% | [1],[2],[3],[4],[5],[12],[13] | 7.75% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 12.17% | [12],[13] | 10.56% | [11],[16] | ||
Investment, Identifier [Axis]: WPEngine Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6% | [1],[2],[3],[4],[5],[12],[13] | 6% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 10.19% | [12],[13] | 10.19% | [11],[16] | ||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[16] | 7% | ||||
Cash Interest Rate | [11],[16] | 10.67% | ||||
Investment, Identifier [Axis]: WWEX Uni Topco Holdings LLC, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 7% | ||||
Cash Interest Rate | [12],[13] | 11.73% | ||||
Investment, Identifier [Axis]: Win Brands Group LLC, Class F Warrants in Brand Value Growth LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 3,621 | [1],[2],[3],[4],[5],[13] | 3,621 | [6],[7],[8],[9],[10],[11] | ||
Investment owned, exercise price (in dollars per share) | $ 0.01 | [1],[2],[3],[4],[5],[13] | $ 0.01 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Win Brands Group LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 15% | [1],[2],[3],[4],[5],[12],[13] | 15% | [6],[7],[8],[9],[10],[11],[16] | ||
Cash Interest Rate | 20.75% | [12],[13] | 19.64% | [11],[16] | ||
Investment, Identifier [Axis]: Windstream Services II LLC, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.25% | [1],[2],[3],[4],[5],[12] | 6.25% | [6],[7],[8],[9],[10],[16] | ||
Cash Interest Rate | 10.67% | [12] | 9.37% | [16] | ||
Investment, Identifier [Axis]: Windstream Services II LLC, Shares of Common Stock in Windstream Holdings II, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 18,032 | [1],[2],[3],[4],[5],[13] | 18,032 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Windstream Services II LLC, Warrants in Windstream Holdings II, LLC | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | 109,420 | [1],[2],[3],[4],[5],[13] | 109,420 | [6],[7],[8],[9],[10],[11] | ||
Investment, Identifier [Axis]: Zayo Group Holdings Inc, Fixed Rate Bond | ||||||
Schedule of Investments [Line Items] | ||||||
Cash Interest Rate | 4% | [1],[2],[3],[4],[5] | 4% | [6],[7],[8],[9],[10] | ||
Investment, Identifier [Axis]: Zep Inc, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [16] | 8.25% | [1],[2],[3],[4],[5],[13] | 8.25% | [6],[7],[8],[9],[10],[11] | |
Cash Interest Rate | 12.98% | [12],[13] | 11.92% | [11],[16] | ||
Investment, Identifier [Axis]: Zephyr Bidco Limited, Second Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [16] | 7.50% | [1],[2],[3],[4],[5],[13],[17] | 7.50% | [6],[7],[8],[9],[10],[11],[18] | |
Cash Interest Rate | 10.96% | [12],[13],[17] | 9.72% | [11],[16],[18] | ||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [6],[7],[8],[9],[10],[11] | 18,635 | ||||
Cash Interest Rate | [6],[7],[8],[9],[10],[11] | 10.75% | ||||
Investment, Identifier [Axis]: athenahealth Group Inc, Shares of Series A Preferred Stock in Minerva Holdco, Inc., 10.75% | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 18,635 | ||||
Cash Interest Rate | [1],[2],[3],[4],[5],[13] | 10.75% | ||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Revolver | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | 6.75% | [1],[2],[3],[4],[5],[12],[13],[14] | 6.75% | [6],[7],[8],[9],[10],[11],[16],[19] | ||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [6],[7],[8],[9],[10],[11],[16] | 6.75% | ||||
Cash Interest Rate | [11],[16] | 9.49% | ||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 1 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 3.375% | ||||
Cash Interest Rate | [12],[13] | 7.14% | ||||
Investment, Identifier [Axis]: iCIMs Inc, First Lien Term Loan 2 | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 7.25% | ||||
Cash Interest Rate | [12],[13] | 11.52% | ||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, Common Stock Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Investment owned, balance (in shares) | [1],[2],[3],[4],[5],[13] | 53,700 | ||||
Investment owned, exercise price (in dollars per share) | [1],[2],[3],[4],[5],[13] | $ 5.40 | ||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Delayed Draw Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13],[14] | 8.75% | ||||
Investment, Identifier [Axis]: scPharmaceuticals Inc, First Lien Term Loan | ||||||
Schedule of Investments [Line Items] | ||||||
Investment, basis spread, variable rate | [1],[2],[3],[4],[5],[12],[13] | 8.75% | ||||
Cash Interest Rate | [12],[13] | 11.75% | ||||
[1]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[2]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[3]Equity ownership may be held in shares or units of companies related to the portfolio companies.[4]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[5]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[6]All debt investments are income producing unless otherwise noted. All equity investments are non-income producing unless otherwise noted.[7]Each of the Company's investments is pledged as collateral under one or more of its credit facilities. A single investment may be divided into parts that are individually pledged as collateral to separate credit facilities.[8]Equity ownership may be held in shares or units of companies related to the portfolio companies.[9]Interest rates may be adjusted from period to period on certain term loans and revolvers. These rate adjustments may be either temporary in nature due to tier pricing arrangements or financial or payment covenant violations in the original credit agreements or permanent in nature per loan amendment or waiver documents.[10]See Note 3 in the accompanying notes to the Consolidated Financial Statements for portfolio composition by geographic region.[11]As of September 30, 2022, these investments were categorized as Level 3 within the fair value hierarchy established by FASB guidance under ASC 820.[12]The interest rate on the principal balance outstanding for most of the floating rate loans is indexed to the London Interbank Offered Rate ("LIBOR") and/or an alternate base rate (e.g., prime rate), which typically resets semi-annually, quarterly, or monthly at the borrower's option. Certain loans may also be indexed to the secured overnight financing rate ("SOFR") or the sterling overnight index average ("SONIA"). The borrower may also elect to have multiple interest reset periods for each loan. For each of these loans, the Company has provided the applicable margin over the reference rate based on each respective credit agreement and the cash interest rate as of period end. All LIBOR shown above is in U.S. dollars unless otherwise noted. As of December 31, 2022, the reference rates for the Company's variable rate loans were the 30-day LIBOR at 4.38%, the 90-day LIBOR at 4.73%, the 180-day LIBOR at 5.15%, the PRIME at 7.50%, the 30-day SOFR at 4.32%, the 90-day SOFR at 4.58%, the 180-day SOFR at 4.79%, the SONIA at 3.43%, the 30-day EURIBOR at 1.90%, the 90-day EURIBOR at 1.99% and the 180-day EURIBOR at 0.38%. Most loans include an interest floor, which generally ranges from 0% to 2%. SOFR and SONIA based contracts may include a credit spread adjustment that is charged in addition to the base rate and the stated spread.[13] As of December 31, 2022, these investments were categorized as Level 3 within the fair value hierarchy established by Financial Accounting Standards Board ("FASB") guidance under Accounting Standards Codification ("ASC") Topic 820, Fair Value Measurements and Disclosures ("ASC 820"). |
Uncategorized Items - ocsl-2022
Label | Element | Value |
Cash, Cash Equivalents, Restricted Cash, and Restricted Cash Equivalents, Including Disposal Group and Discontinued Operations | us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsIncludingDisposalGroupAndDiscontinuedOperations | $ 26,364,000 |
SLF JV I Notes [Member] | ||
Interest Income, Operating | us-gaap_InterestIncomeOperating | 2,600,000 |
Interest Income, Operating | us-gaap_InterestIncomeOperating | 2,000,000 |
Investment Owned, at Fair Value | us-gaap_InvestmentOwnedAtFairValue | 112,700,000 |
Investment Owned, at Fair Value | us-gaap_InvestmentOwnedAtFairValue | $ 96,300,000 |
Investment, Basis Spread, Variable Rate | us-gaap-supplement_InvestmentBasisSpreadVariableRate | 7% |
Investment, Interest Rate, Floor | us-gaap-supplement_InvestmentInterestRateFloor | 1% |
Investment Owned, at Cost | us-gaap_InvestmentOwnedAtCost | $ 112,700,000 |
Investment Owned, at Cost | us-gaap_InvestmentOwnedAtCost | 96,300,000 |
SLF JV I, LLC [Member] | ||
Investment Owned, at Fair Value | us-gaap_InvestmentOwnedAtFairValue | 24,100,000 |
Investment Owned, at Fair Value | us-gaap_InvestmentOwnedAtFairValue | 20,700,000 |
Investment Owned, at Cost | us-gaap_InvestmentOwnedAtCost | 54,800,000 |
Investment Owned, at Cost | us-gaap_InvestmentOwnedAtCost | 49,300,000 |
Dividend Income, Operating | us-gaap_DividendIncomeOperating | 1,100,000 |
Dividend Income, Operating | us-gaap_DividendIncomeOperating | 500,000 |
Glick JV Notes [Member] | ||
Interest Income, Operating | us-gaap_InterestIncomeOperating | 1,600,000 |
Interest Income, Operating | us-gaap_InterestIncomeOperating | $ 1,100,000 |
Investment, Basis Spread, Variable Rate | us-gaap-supplement_InvestmentBasisSpreadVariableRate | 4.50% |
OCSI Glick JV LLC [Member] | Glick JV LLC [Member] | ||
Investment Owned, Ownership Percentage | ocsl_InvestmentOwnedOwnershipPercentage | 87.50% |
Investment Owned, Ownership Percentage | ocsl_InvestmentOwnedOwnershipPercentage | 12.50% |
Investment Owned, at Fair Value | us-gaap_InvestmentOwnedAtFairValue | $ 49,500,000 |
Investment Owned, at Cost | us-gaap_InvestmentOwnedAtCost | 49,500,000 |
Investment Company, Financial Commitment To Investee, Aggregate Amount | ocsl_InvestmentCompanyFinancialCommitmentToInvesteeAggregateAmount | 8,700,000 |
Investment Company, Financial Commitment To Investee, Aggregate Amount | ocsl_InvestmentCompanyFinancialCommitmentToInvesteeAggregateAmount | 8,700,000 |
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 1,600,000 |
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | $ 1,600,000 |
OCSI Glick JV LLC [Member] | Glick JV Notes [Member] | ||
Investment Owned, Ownership Percentage | ocsl_InvestmentOwnedOwnershipPercentage | 12.50% |
Investment Owned, Ownership Percentage | ocsl_InvestmentOwnedOwnershipPercentage | 87.50% |
Investment Owned, at Fair Value | us-gaap_InvestmentOwnedAtFairValue | $ 50,300,000 |
Investment Owned, at Cost | us-gaap_InvestmentOwnedAtCost | 50,300,000 |
Investment Company, Financial Commitment To Investee, Aggregate Amount | ocsl_InvestmentCompanyFinancialCommitmentToInvesteeAggregateAmount | 78,800,000 |
Investment Company, Financial Commitment To Investee, Aggregate Amount | ocsl_InvestmentCompanyFinancialCommitmentToInvesteeAggregateAmount | 78,800,000 |
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 12,400,000 |
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 12,400,000 |
SLF JV I [Member] | SLF JV I Notes [Member] | ||
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 9,800,000 |
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 26,200,000 |
Investment Company, Financial Support To Investee During Period | ocsl_InvestmentCompanyFinancialSupportToInvesteeDuringPeriod | 16,400,000 |
SLF JV I [Member] | SLF JV I, LLC [Member] | ||
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 3,300,000 |
Investment Company, Financial Commitment to Investee, Future Amount | us-gaap_InvestmentCompanyFinancialCommitmentToInvesteeFutureAmount | 8,800,000 |
Investment Company, Financial Support To Investee During Period | ocsl_InvestmentCompanyFinancialSupportToInvesteeDuringPeriod | $ 5,500,000 |