Cover
Cover - shares | 9 Months Ended | |
Sep. 30, 2022 | Nov. 02, 2022 | |
Cover [Abstract] | ||
Document Type | 10-Q | |
Document Quarterly Report | true | |
Document Period End Date | Sep. 30, 2022 | |
Document Transition Report | false | |
Entity File Number | 814-01190 | |
Entity Registrant Name | OWL ROCK CAPITAL CORP | |
Entity Incorporation, State or Country Code | MD | |
Entity Tax Identification Number | 47-5402460 | |
Entity Address, Address Line One | 399 Park Avenue | |
Entity Address, Address Line Two | 38th Floor | |
Entity Address, City or Town | New York | |
Entity Address, State or Province | NY | |
Entity Address, Postal Zip Code | 10022 | |
City Area Code | 212 | |
Local Phone Number | 419-3000 | |
Title of 12(b) Security | Common Stock, $0.01 par value per share | |
Trading Symbol | ORCC | |
Security Exchange Name | NYSE | |
Entity Current Reporting Status | Yes | |
Entity Interactive Data Current | Yes | |
Entity Filer Category | Large Accelerated Filer | |
Entity Small Business | false | |
Entity Emerging Growth Company | false | |
Entity Shell Company | false | |
Entity Common Stock, Shares Outstanding | 393,823,013 | |
Amendment flag | false | |
Document Fiscal Year Focus | 2022 | |
Document Fiscal Period Focus | Q3 | |
Current Fiscal Year End Date | --12-31 | |
Entity Central Index Key | 0001655888 |
Consolidated Statements of Asse
Consolidated Statements of Assets and Liabilities - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021 | ||
Assets | ||||
Investments at fair value | $ 12,835,918 | [1],[2],[3] | $ 12,741,640 | [4],[5],[6] |
Cash (restricted cash of $94,151 and $21,481, respectively) | 450,487 | 431,442 | ||
Foreign cash (cost of $4,874 and $16,096, respectively) | 4,703 | 15,703 | ||
Interest receivable | 95,148 | 81,716 | ||
Receivable from a controlled affiliate | 20,303 | 3,953 | ||
Prepaid expenses and other assets | 6,632 | 23,716 | ||
Total Assets | 13,413,191 | 13,298,170 | ||
Liabilities | ||||
Debt (net of unamortized debt issuance costs of $103,285 and $110,239, respectively) | 7,196,154 | 7,079,326 | ||
Distribution payable | 122,085 | 122,068 | ||
Management fee payable | 46,886 | 46,770 | ||
Incentive fee payable | 31,134 | 29,242 | ||
Payables to affiliates | 5,000 | 5,802 | ||
Accrued expenses and other liabilities | 164,144 | 77,085 | ||
Total Liabilities | 7,565,403 | 7,360,293 | ||
Commitments and contingencies (Note 7) | ||||
Net Assets | ||||
Common shares $0.01 par value, 500,000,000 shares authorized; 393,823,013 and 393,766,855 shares issued and outstanding, respectively | 3,938 | 3,938 | ||
Additional paid-in-capital | 5,992,296 | 5,990,360 | ||
Accumulated undistributed (overdistributed) earnings | (148,446) | (56,421) | ||
Total Net Assets | 5,847,788 | 5,937,877 | ||
Total Liabilities and Net Assets | $ 13,413,191 | $ 13,298,170 | ||
Net asset value per share (in usd per share) | $ 14.85 | $ 15.08 | ||
Non-controlled, non-affiliated | ||||
Assets | ||||
Investments at fair value | $ 11,922,492 | $ 12,124,860 | ||
Non-controlled, affiliated investments | ||||
Assets | ||||
Investments at fair value | 7,032 | 0 | ||
Investment income from controlled, affiliated investments: | ||||
Assets | ||||
Investments at fair value | $ 906,394 | $ 616,780 | ||
[1]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[2]Unless otherwise indicated, all investments are considered Level 3 investments.[3]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[4]Certain portfolio company investments are subject to contractual restrictions on sales.[5]Unless otherwise indicated, all investments are considered Level 3 investments.[6]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”. |
Consolidated Statements of As_2
Consolidated Statements of Assets and Liabilities (Parenthetical) - USD ($) $ in Thousands | 9 Months Ended | 12 Months Ended | ||
Sep. 30, 2022 | Dec. 31, 2021 | |||
Amortized Cost | $ 12,931,859 | [1],[2],[3],[4],[5] | $ 12,648,553 | [6],[7],[8],[9],[10] |
Restricted cash | 94,151 | 21,481 | ||
Foreign cash, cost | 4,874 | 16,096 | ||
Unamortized debt issuance costs | $ 103,285 | $ 110,239 | ||
Common stock, par value (in USD dollar per share) | $ 0.01 | $ 0.01 | ||
Common stock, shares authorized (in shares) | 500,000,000 | 500,000,000 | ||
Common stock, shares, issued (in shares) | 393,823,013 | 393,766,855 | ||
Common stock, shares outstanding (in shares) | 393,823,013 | 393,766,855 | ||
Non-controlled, non-affiliated | ||||
Amortized Cost | $ 12,091,418 | $ 12,073,126 | [6],[8] | |
Non-controlled, affiliated investments | ||||
Amortized Cost | 7,032 | 0 | ||
Investment income from controlled, affiliated investments: | ||||
Amortized Cost | $ 833,409 | $ 575,427 | [6],[8] | |
[1]As of September 30, 2022, the net estimated unrealized loss for U.S. federal income tax purposes was $189.9 million based on a tax cost basis $13.0 billion. As of September 30, 2022, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $413.0 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $223.1 million.[2]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[3]The amortized cost represents the original cost adjusted for the amortization or accretion of premium or discount , as applicable, on debt investments using the effective interest method.[4]Unless otherwise indicated, all investments are considered Level 3 investments.[5]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[6]As of December 31, 2021, the net estimated unrealized loss for U.S. federal income tax purposes was $36.8 million based on a tax cost basis of $12.8 billion. As of December 31, 2021, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $217.6 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $180.8 million.[7]Certain portfolio company investments are subject to contractual restrictions on sales.[8]The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method.[9]Unless otherwise indicated, all investments are considered Level 3 investments.[10]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”. |
Consolidated Statements of Oper
Consolidated Statements of Operations - USD ($) | 3 Months Ended | 9 Months Ended | |||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | ||
Investment Income | |||||
Total investment income from non-controlled, non-affiliated investments | $ 314,053,000 | $ 269,191,000 | $ 851,498,000 | $ 739,779,000 | |
Expenses | |||||
Interest expense | 81,210,000 | 56,516,000 | 209,935,000 | 159,037,000 | |
Management fees | 46,886,000 | 45,586,000 | 141,172,000 | 131,703,000 | |
Performance based incentive fees | 31,134,000 | 27,682,000 | 83,630,000 | 74,727,000 | |
Professional fees | 3,788,000 | 3,849,000 | 11,022,000 | 10,966,000 | |
Directors’ fees | 276,000 | 239,000 | 832,000 | 757,000 | |
Other general and administrative | 2,381,000 | 3,140,000 | 6,656,000 | 7,302,000 | |
Total Operating Expenses | 165,675,000 | 137,012,000 | 453,247,000 | 384,492,000 | |
Net Investment Income (Loss) Before Taxes | 148,378,000 | 132,179,000 | 398,251,000 | 355,287,000 | |
U.S. federal income tax expense (benefit) | 1,604,000 | 1,680,000 | 3,998,000 | 3,004,000 | |
Net Investment Income (Loss) After Taxes | 146,774,000 | 130,499,000 | 394,253,000 | 352,283,000 | |
Net change in unrealized gain (loss): | |||||
Net change in unrealized gain (loss) | (115,913,000) | 134,328,000 | |||
Translation of assets and liabilities in foreign currencies | (3,807,000) | (796,000) | (7,510,000) | (3,716,000) | |
Income tax (provision) benefit | 0 | (4,383,000) | 0 | (8,605,000) | |
Total Net Change in Unrealized Gain (Loss) | 118,587,000 | 10,281,000 | (123,423,000) | 122,007,000 | |
Net realized gain (loss): | |||||
Non-controlled, non-affiliated investments | 201,000 | 2,018,000 | 4,853,000 | (24,656,000) | |
Foreign currency transactions | (135,000) | 53,000 | (1,218,000) | 1,242,000 | |
Total Net Realized Gain (Loss) | 66,000 | 2,071,000 | 3,635,000 | (23,414,000) | |
Total Net Realized and Change in Unrealized Gain (Loss) | 118,653,000 | 12,352,000 | (119,788,000) | 98,593,000 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 265,427,000 | $ 142,851,000 | $ 274,465,000 | $ 450,876,000 | |
Earnings per share, basic (in usd per share) | $ 0.67 | $ 0.36 | $ 0.70 | $ 1.15 | |
Earnings per share, diluted (in usd per share) | $ 0.67 | $ 0.36 | $ 0.70 | $ 1.15 | |
Weighted-average shares outstanding, diluted (in shares) | 393,823,013 | 392,715,513 | 394,103,935 | 391,893,306 | |
Weighted-average shares outstanding, basic (in shares) | 393,823,013 | 392,715,513 | 394,103,935 | 391,893,306 | |
Non-controlled, non-affiliated | |||||
Investment Income | |||||
Interest income | $ 240,601,000 | $ 229,605,000 | $ 655,303,000 | $ 655,152,000 | |
Payment-in-kind interest income | [1] | 30,539,000 | 12,361,000 | 79,698,000 | 31,162,000 |
Dividend income | 14,867,000 | 10,600,000 | 36,280,000 | 19,924,000 | |
Other income | 5,408,000 | 7,942,000 | 14,794,000 | 15,559,000 | |
Total investment income from non-controlled, non-affiliated investments | 291,415,000 | 260,508,000 | 786,075,000 | 721,797,000 | |
Net change in unrealized gain (loss): | |||||
Net change in unrealized gain (loss) | 75,368,000 | 14,475,000 | (147,545,000) | 133,961,000 | |
Investment income from controlled, affiliated investments: | |||||
Investment Income | |||||
Interest income | 2,140,000 | 1,392,000 | 5,767,000 | 4,033,000 | |
Dividend income | 20,303,000 | 7,128,000 | 59,136,000 | 13,469,000 | |
Other income | 195,000 | 163,000 | 520,000 | 480,000 | |
Total investment income from non-controlled, non-affiliated investments | 22,638,000 | 8,683,000 | 65,423,000 | 17,982,000 | |
Net change in unrealized gain (loss): | |||||
Net change in unrealized gain (loss) | 47,026,000 | 985,000 | 31,632,000 | 367,000 | |
Non-controlled, affiliated investments | |||||
Investment Income | |||||
Dividend income | 0 | ||||
Other income | 0 | ||||
Net change in unrealized gain (loss): | |||||
Net change in unrealized gain (loss) | $ 0 | $ 0 | $ 0 | $ 0 | |
[1]For the three and nine months ended September 30, 2021, interest income and payment-in-kind interest income were reported in aggregate as interest income. |
Consolidated Schedule of Invest
Consolidated Schedule of Investments - USD ($) | Sep. 30, 2022 | Dec. 31, 2021 | Dec. 31, 2020 | |||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 12,931,859,000 | [1],[2],[3],[4],[5] | $ 12,648,553,000 | [6],[7],[8],[9],[10] | ||
Fair Value | $ 12,835,918,000 | [2],[4],[5] | $ 12,741,640,000 | [7],[9],[10] | ||
Percentage of Net Assets | 219% | [2],[4],[5] | 215.20% | [7],[9],[10] | ||
Notional Amount | $ 900,000,000 | $ 900,000 | ||||
Interest Rate Swap | Designated as Hedging Instrument | Unsecured debt investments | 2024 Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Fixed interest rate | 5.25% | 5.25% | ||||
Notional Amount | $ 400,000,000 | $ 400,000 | ||||
Interest Rate Swap | Designated as Hedging Instrument | Unsecured debt investments | 2024 Notes | LIBOR | ||||||
Schedule of Investments [Line Items] | ||||||
Basis spread on variable rate | 2.937% | |||||
Interest Rate Swap | Designated as Hedging Instrument | Unsecured debt investments | 2027 Notes | ||||||
Schedule of Investments [Line Items] | ||||||
Fixed interest rate | 2.63% | 2.63% | ||||
Notional Amount | $ 500,000,000 | $ 500,000 | ||||
Interest Rate Swap | Designated as Hedging Instrument | Unsecured debt investments | 2027 Notes | LIBOR | ||||||
Schedule of Investments [Line Items] | ||||||
Basis spread on variable rate | 1.655% | |||||
Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | 12,091,418,000 | $ 12,073,126,000 | [6],[8] | |||
Fair Value | $ 11,922,492,000 | $ 12,124,860,000 | ||||
Percentage of Net Assets | 203.40% | 204.80% | ||||
Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 833,409,000 | $ 575,427,000 | [6],[8] | |||
Fair Value | $ 906,394,000 | $ 616,780,000 | $ 272,381,000 | |||
Percentage of Net Assets | 15.50% | 10.40% | ||||
Non-controlled, affiliated investments | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 7,350 | |||||
Amortized Cost | $ 7,032,000 | $ 0 | ||||
Fair Value | $ 7,032,000 | 0 | ||||
Percentage of Net Assets | 0.10% | |||||
Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 11,615,947,000 | 11,793,168,000 | ||||
Amortized Cost | 11,494,991,000 | [1],[3] | 11,589,379,000 | [6],[8] | ||
Fair Value | $ 11,267,660,000 | $ 11,582,457,000 | ||||
Percentage of Net Assets | 192.40% | 195.70% | ||||
Debt Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 81,384,000 | $ 76,503,000 | ||||
Amortized Cost | 80,489,000 | 75,368,000 | [6],[8] | |||
Fair Value | $ 80,395,000 | $ 75,249,000 | ||||
Percentage of Net Assets | 1.40% | 1.20% | ||||
Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 596,427,000 | $ 483,747,000 | [6],[8] | |||
Fair Value | $ 654,832,000 | $ 542,403,000 | ||||
Percentage of Net Assets | 11% | 9.10% | ||||
Equity Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 752,920,000 | $ 500,059,000 | [6],[8] | |||
Fair Value | $ 825,999,000 | $ 541,531,000 | ||||
Percentage of Net Assets | 14.10% | 9.20% | ||||
Equity Securities | Non-controlled, affiliated investments | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 7,350 | |||||
Amortized Cost | $ 7,032,000 | |||||
Fair Value | $ 7,032,000 | |||||
Percentage of Net Assets | 0.10% | |||||
Advertising and media | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 30,990,000 | $ 7,500,000 | ||||
Amortized Cost | 30,343,000 | 7,343,000 | ||||
Fair Value | $ 30,429,000 | $ 7,337,000 | ||||
Percentage of Net Assets | 0.50% | 0.10% | ||||
Advertising and media | Debt Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 64,502,000 | $ 60,943,000 | ||||
Amortized Cost | 63,982,000 | 60,218,000 | ||||
Fair Value | $ 64,149,000 | $ 60,054,000 | ||||
Percentage of Net Assets | 1.10% | 1% | ||||
Advertising and media | Equity Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 48,008,000 | $ 48,007,000 | ||||
Fair Value | $ 94,713,000 | $ 48,007,000 | ||||
Percentage of Net Assets | 1.60% | 0.80% | ||||
Aerospace and defense | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 395,815,000 | $ 393,950,000 | ||||
Amortized Cost | 392,418,000 | 389,725,000 | ||||
Fair Value | $ 358,415,000 | $ 369,381,000 | ||||
Percentage of Net Assets | 6% | 6.30% | ||||
Aerospace and defense | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 3,003,000 | $ 2,003,000 | ||||
Fair Value | $ 3,917,000 | $ 2,334,000 | ||||
Percentage of Net Assets | 0.10% | 0% | ||||
Automotive | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 193,778,000 | $ 184,959,000 | ||||
Fair Value | $ 188,166,000 | $ 188,888,000 | ||||
Percentage of Net Assets | 3.30% | 3.20% | ||||
Buildings and real estate | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 421,351,000 | $ 693,229,000 | ||||
Amortized Cost | 417,167,000 | 685,739,000 | ||||
Fair Value | $ 418,773,000 | $ 681,694,000 | ||||
Percentage of Net Assets | 7.10% | 11.50% | ||||
Buildings and real estate | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 55,562,000 | $ 3,272,000 | ||||
Fair Value | $ 55,920,000 | $ 3,612,000 | ||||
Percentage of Net Assets | 0.90% | 0.10% | ||||
Business services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 409,979,000 | $ 473,804,000 | ||||
Amortized Cost | 368,464,000 | 431,357,000 | ||||
Fair Value | $ 353,537,000 | $ 420,029,000 | ||||
Percentage of Net Assets | 6% | 7.10% | ||||
Business services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 19,282,000 | $ 5,328,000 | ||||
Fair Value | $ 20,150,000 | $ 5,328,000 | ||||
Percentage of Net Assets | 0.30% | 0.10% | ||||
Chemicals | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 295,165,000 | $ 296,186,000 | ||||
Amortized Cost | 293,314,000 | 293,856,000 | ||||
Fair Value | $ 293,578,000 | $ 293,733,000 | ||||
Percentage of Net Assets | 5.10% | 5.10% | ||||
Consumer products | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 526,610,000 | $ 502,453,000 | ||||
Amortized Cost | 522,070,000 | 497,217,000 | ||||
Fair Value | $ 504,157,000 | $ 501,952,000 | ||||
Percentage of Net Assets | 8.70% | 8.50% | ||||
Consumer products | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 6,071,000 | $ 6,071,000 | ||||
Fair Value | $ 5,480,000 | $ 6,071,000 | ||||
Percentage of Net Assets | 0.10% | 0.10% | ||||
Containers and packaging | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 170,769,000 | $ 168,972,000 | ||||
Amortized Cost | 168,274,000 | 166,293,000 | ||||
Fair Value | $ 168,407,000 | $ 168,821,000 | ||||
Percentage of Net Assets | 2.90% | 2.90% | ||||
Distribution | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 520,618,000 | $ 545,379,000 | ||||
Amortized Cost | 515,017,000 | 538,861,000 | ||||
Fair Value | $ 519,493,000 | $ 543,891,000 | ||||
Percentage of Net Assets | 8.90% | 9.20% | ||||
Distribution | Debt Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 16,882,000 | $ 15,560,000 | ||||
Amortized Cost | 16,507,000 | 15,150,000 | ||||
Fair Value | $ 16,246,000 | $ 15,195,000 | ||||
Percentage of Net Assets | 0.30% | 0.20% | ||||
Distribution | Equity Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 4,300,000 | $ 4,300,000 | ||||
Fair Value | $ 3,950,000 | $ 4,300,000 | ||||
Percentage of Net Assets | 0.10% | 0.10% | ||||
Education | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 126,417,000 | $ 126,417,000 | ||||
Amortized Cost | 125,103,000 | 125,134,000 | ||||
Fair Value | $ 125,281,000 | $ 124,686,000 | ||||
Percentage of Net Assets | 2.20% | 2.10% | ||||
Financial services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 857,397,000 | $ 827,931,000 | ||||
Amortized Cost | 892,971,000 | 823,927,000 | ||||
Fair Value | $ 845,896,000 | $ 823,225,000 | ||||
Percentage of Net Assets | 14.40% | 13.80% | ||||
Financial services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 1,975,000 | $ 1,975,000 | ||||
Fair Value | $ 182,000 | $ 895,000 | ||||
Percentage of Net Assets | 0% | 0% | ||||
Financial services | Equity Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 355,523,000 | $ 198,038,000 | ||||
Fair Value | $ 413,426,000 | $ 242,163,000 | ||||
Percentage of Net Assets | 7% | 4.10% | ||||
Food and beverage | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 913,878,000 | $ 804,929,000 | ||||
Amortized Cost | 903,181,000 | 794,400,000 | ||||
Fair Value | $ 857,721,000 | $ 792,640,000 | ||||
Percentage of Net Assets | 14.40% | 13.50% | ||||
Food and beverage | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 10,950,000 | $ 10,875,000 | ||||
Fair Value | $ 11,393,000 | $ 13,633,000 | ||||
Percentage of Net Assets | 0.20% | 0.20% | ||||
Healthcare equipment and services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 464,321,000 | $ 495,974,000 | ||||
Amortized Cost | 465,521,000 | 486,636,000 | ||||
Fair Value | $ 450,134,000 | $ 487,822,000 | ||||
Percentage of Net Assets | 7.60% | 8.20% | ||||
Healthcare equipment and services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 40,692,000 | $ 39,936,000 | ||||
Fair Value | $ 41,450,000 | $ 46,073,000 | ||||
Percentage of Net Assets | 0.60% | 0.70% | ||||
Healthcare providers and services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 582,229,000 | $ 875,424,000 | ||||
Amortized Cost | 573,925,000 | 863,332,000 | ||||
Fair Value | $ 569,843,000 | $ 866,363,000 | ||||
Percentage of Net Assets | 9.70% | 14.80% | ||||
Healthcare providers and services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 6,670,000 | $ 32,236,000 | ||||
Fair Value | $ 6,445,000 | $ 32,176,000 | ||||
Percentage of Net Assets | 0.10% | 0.50% | ||||
Healthcare technology | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 607,980,000 | $ 601,160,000 | ||||
Amortized Cost | 598,226,000 | 590,285,000 | ||||
Fair Value | $ 594,610,000 | $ 592,111,000 | ||||
Percentage of Net Assets | 10.10% | 10% | ||||
Healthcare technology | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 9,864,000 | |||||
Fair Value | $ 9,196,000 | |||||
Percentage of Net Assets | 0.10% | |||||
Household products | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 310,120,000 | $ 228,876,000 | ||||
Amortized Cost | 303,355,000 | 227,146,000 | ||||
Fair Value | $ 278,451,000 | $ 223,510,000 | ||||
Percentage of Net Assets | 4.80% | 3.70% | ||||
Household products | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 2,160,000 | |||||
Fair Value | $ 2,160,000 | |||||
Percentage of Net Assets | 0% | |||||
Human resource support services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 166,349,000 | $ 168,718,000 | ||||
Amortized Cost | 163,808,000 | 165,954,000 | ||||
Fair Value | $ 160,472,000 | $ 166,021,000 | ||||
Percentage of Net Assets | 2.70% | 2.70% | ||||
Human resource support services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 40,528,000 | $ 38,401,000 | ||||
Fair Value | $ 37,376,000 | $ 38,380,000 | ||||
Percentage of Net Assets | 0.60% | 0.60% | ||||
Infrastructure and environmental services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 195,681,000 | $ 200,967,000 | ||||
Amortized Cost | 195,867,000 | 200,958,000 | ||||
Fair Value | $ 178,161,000 | $ 185,720,000 | ||||
Percentage of Net Assets | 3.10% | 3.10% | ||||
Insurance | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 1,064,333,000 | $ 1,088,952,000 | ||||
Amortized Cost | 1,053,938,000 | 1,053,334,000 | ||||
Fair Value | $ 1,041,401,000 | $ 1,071,714,000 | ||||
Percentage of Net Assets | 18% | 18.10% | ||||
Insurance | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 47,632,000 | $ 47,613,000 | ||||
Fair Value | $ 71,191,000 | $ 46,253,000 | ||||
Percentage of Net Assets | 1.20% | 0.90% | ||||
Insurance | Equity Securities | Non-controlled, affiliated investments | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 7,350 | |||||
Amortized Cost | $ 7,032,000 | |||||
Fair Value | $ 7,032,000 | |||||
Percentage of Net Assets | 0.10% | |||||
Internet software and services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 1,552,888,000 | $ 1,419,759,000 | ||||
Amortized Cost | 1,533,678,000 | 1,400,666,000 | ||||
Fair Value | $ 1,534,405,000 | $ 1,408,337,000 | ||||
Percentage of Net Assets | 26.10% | 23.70% | ||||
Internet software and services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 94,691,000 | $ 34,637,000 | ||||
Fair Value | $ 91,389,000 | $ 35,326,000 | ||||
Percentage of Net Assets | 1.60% | 0.60% | ||||
Investment funds and vehicles | Equity Securities | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 345,089,000 | $ 249,714,000 | ||||
Fair Value | $ 313,910,000 | $ 247,061,000 | ||||
Percentage of Net Assets | 5.40% | 4.20% | ||||
Leisure and entertainment | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 280,946,000 | $ 283,073,000 | ||||
Amortized Cost | 279,685,000 | 281,637,000 | ||||
Fair Value | $ 280,946,000 | $ 281,551,000 | ||||
Percentage of Net Assets | 4.80% | 4.70% | ||||
Manufacturing | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 636,276,000 | $ 619,534,000 | ||||
Amortized Cost | 624,701,000 | 606,505,000 | ||||
Fair Value | $ 630,007,000 | $ 614,897,000 | ||||
Percentage of Net Assets | 10.80% | 10.30% | ||||
Manufacturing | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 63,569,000 | $ 60,194,000 | ||||
Fair Value | $ 110,417,000 | $ 107,201,000 | ||||
Percentage of Net Assets | 1.90% | 1.80% | ||||
Oil and gas | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 109,222,000 | $ 114,375,000 | ||||
Amortized Cost | 108,273,000 | 113,178,000 | ||||
Fair Value | $ 109,222,000 | $ 114,375,000 | ||||
Percentage of Net Assets | 1.90% | 2% | ||||
Professional services | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 456,681,000 | $ 366,868,000 | ||||
Amortized Cost | 451,577,000 | 363,522,000 | ||||
Fair Value | $ 451,357,000 | $ 364,946,000 | ||||
Percentage of Net Assets | 7.70% | 6.20% | ||||
Professional services | Equity Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Amortized Cost | $ 16,247,000 | |||||
Fair Value | $ 16,233,000 | |||||
Percentage of Net Assets | 0.30% | |||||
Specialty retail | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 294,971,000 | $ 262,131,000 | ||||
Amortized Cost | 291,682,000 | 258,823,000 | ||||
Fair Value | $ 289,315,000 | $ 251,740,000 | ||||
Percentage of Net Assets | 5.10% | 4.30% | ||||
Transportation | Debt Securities | Non-controlled, non-affiliated | ||||||
Schedule of Investments [Line Items] | ||||||
Par / Units | $ 224,961,000 | $ 226,607,000 | ||||
Amortized Cost | 222,433,000 | 223,551,000 | ||||
Fair Value | $ 223,649,000 | $ 225,961,000 | ||||
Percentage of Net Assets | 3.80% | 3.80% | ||||
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[13],[14] | 6.75% | [15],[16],[17],[18] | ||
Par / Units | $ 60,791,000 | [11],[12],[13],[14] | $ 61,259,000 | [15],[16],[17],[18] | ||
Amortized Cost | 60,361,000 | [11],[12],[13],[14] | 60,718,000 | [15],[16],[17],[18] | ||
Fair Value | $ 60,183,000 | [11],[12],[13],[14] | $ 60,340,000 | [15],[16],[17],[18] | ||
Percentage of Net Assets | 1% | [11],[12],[13],[14] | 1% | [15],[16],[17],[18] | ||
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[13],[14],[19] | 6.75% | [15],[16],[18],[20],[21] | ||
Par / Units | $ 1,700,000 | [11],[12],[13],[14],[19] | $ 0 | [15],[16],[18],[20],[21] | ||
Amortized Cost | 1,679,000 | [11],[12],[13],[14],[19] | (27,000) | [15],[16],[18],[20],[21] | ||
Fair Value | $ 1,661,000 | [11],[12],[13],[14],[19] | $ (58,000) | [15],[16],[18],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[14],[19] | 0% | [15],[16],[18],[20],[21] | ||
Investment, Identifier [Axis]: AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | $ 0 | $ 0 | ||||
Investment, Identifier [Axis]: AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC, LLC Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[19],[22],[23],[24] | 5 | ||||
Amortized Cost | [12],[14],[19],[22],[23],[24] | $ 5,000 | ||||
Fair Value | [12],[14],[19],[22],[23],[24] | $ 0 | ||||
Percentage of Net Assets | [12],[14],[19],[22],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: AAM Series 2.1 Aviation Feeder, LLC | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | $ 1,368,000 | $ 0 | ||||
Investment, Identifier [Axis]: AAM Series 2.1 Aviation Feeder, LLC, LLC Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[19],[22],[23],[24] | 1,368 | ||||
Amortized Cost | [12],[14],[19],[22],[23],[24] | $ 1,373,000 | ||||
Fair Value | [12],[14],[19],[22],[23],[24] | $ 1,368,000 | ||||
Percentage of Net Assets | [12],[14],[19],[22],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[25] | 9% | ||||
Par / Units | [15],[25] | $ 25,000,000 | ||||
Amortized Cost | [15],[25] | 24,705,000 | ||||
Fair Value | [15],[25] | $ 24,875,000 | ||||
Percentage of Net Assets | [15],[25] | 0.40% | ||||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[13] | 5% | [15],[25] | ||
Par / Units | $ 67,585,000 | [11],[12],[13] | $ 74,831,000 | [15],[25] | ||
Amortized Cost | 66,652,000 | [11],[12],[13] | 74,484,000 | [15],[25] | ||
Fair Value | $ 67,416,000 | [11],[12],[13] | $ 74,456,000 | [15],[25] | ||
Percentage of Net Assets | 1.20% | [11],[12],[13] | 1.30% | [15],[25] | ||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13],[19] | 7.50% | ||||
Par / Units | [11],[12],[13],[19] | $ 6,580,000 | ||||
Amortized Cost | [11],[12],[13],[19] | 6,485,000 | ||||
Fair Value | [11],[12],[13],[19] | $ 6,562,000 | ||||
Percentage of Net Assets | [11],[12],[13],[19] | 0.10% | ||||
Investment, Identifier [Axis]: ASP Conair Holdings LP, Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 60,714 | [12],[23],[24] | 60,714 | [16],[26],[27] | ||
Amortized Cost | $ 6,071,000 | [12],[23],[24] | $ 6,071,000 | [16],[26],[27] | ||
Fair Value | $ 5,480,000 | [12],[23],[24] | $ 6,071,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | ||
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[28] | 7.50% | [15],[25] | ||
Interest, PIK | 4.25% | [11],[28] | 4.25% | [15],[25] | ||
Par / Units | $ 24,599,000 | [11],[28] | $ 23,990,000 | [15],[25] | ||
Amortized Cost | 24,480,000 | [11],[28] | 23,818,000 | [15],[25] | ||
Fair Value | $ 24,291,000 | [11],[28] | $ 23,990,000 | [15],[25] | ||
Percentage of Net Assets | 0.40% | [11],[28] | 0.40% | [15],[25] | ||
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[19],[28] | 7% | [15],[20] | ||
Par / Units | $ 1,500,000 | [11],[19],[28] | $ 0 | [15],[20] | ||
Amortized Cost | 1,500,000 | [11],[19],[28] | 0 | [15],[20] | ||
Fair Value | $ 1,463,000 | [11],[19],[28] | $ 0 | [15],[20] | ||
Percentage of Net Assets | 0% | [11],[19],[28] | 0% | [15],[20] | ||
Investment, Identifier [Axis]: Accelerate topco Holdings, LLC, Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 493 | ||||
Amortized Cost | [12],[23],[24] | $ 14,000 | ||||
Fair Value | [12],[23],[24] | $ 14,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Access CIG, LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.75% | [11],[12],[13] | 7.75% | [15],[16],[25] | ||
Par / Units | $ 58,760,000 | [11],[12],[13] | $ 58,760,000 | [15],[16],[25] | ||
Amortized Cost | 58,407,000 | [11],[12],[13] | 58,343,000 | [15],[16],[25] | ||
Fair Value | $ 58,024,000 | [11],[12],[13] | $ 58,466,000 | [15],[16],[25] | ||
Percentage of Net Assets | 1% | [11],[12],[13] | 1% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[25],[29] | 5.50% | ||||
Par / Units | [15],[16],[20],[25],[29] | $ 11,825,000 | ||||
Amortized Cost | [15],[16],[20],[25],[29] | 11,560,000 | ||||
Fair Value | [15],[16],[20],[25],[29] | $ 11,554,000 | ||||
Percentage of Net Assets | [15],[16],[20],[25],[29] | 0.20% | ||||
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[30] | 5.50% | [15],[16],[25] | ||
Par / Units | $ 34,902,000 | [11],[12],[30] | $ 43,036,000 | [15],[16],[25] | ||
Amortized Cost | 34,212,000 | [11],[12],[30] | 42,097,000 | [15],[16],[25] | ||
Fair Value | $ 34,640,000 | [11],[12],[30] | $ 42,068,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.60% | [11],[12],[30] | 0.70% | [15],[16],[25] | ||
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 109,411,000 | [11],[12],[13] | $ 110,265,000 | [15],[16],[17] | ||
Amortized Cost | 108,722,000 | [11],[12],[13] | 109,296,000 | [15],[16],[17] | ||
Fair Value | $ 108,589,000 | [11],[12],[13] | $ 109,713,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 3.75% | [11],[12],[19],[31] | 3.75% | [15],[16],[20],[32] | ||
Par / Units | $ 2,712,000 | [11],[12],[19],[31] | $ 3,796,000 | [15],[16],[20],[32] | ||
Amortized Cost | 2,638,000 | [11],[12],[19],[31] | 3,691,000 | [15],[16],[20],[32] | ||
Fair Value | $ 2,603,000 | [11],[12],[19],[31] | $ 3,724,000 | [15],[16],[20],[32] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[31] | 0.10% | [15],[16],[20],[32] | ||
Investment, Identifier [Axis]: Amergin Asset Management, LLC, Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 50,000,000 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 0 | ||||
Fair Value | [12],[14],[23],[24] | $ 0 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 5.75% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (2,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (4,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 5.75% | ||||
Par / Units | [11],[12],[30] | $ 727,000 | ||||
Amortized Cost | [11],[12],[30] | 713,000 | ||||
Fair Value | [11],[12],[30] | $ 713,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.75% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (2,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (1,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.50% | ||||
Par / Units | [11],[12],[35] | $ 135,082,000 | ||||
Amortized Cost | [11],[12],[35] | 133,772,000 | ||||
Fair Value | [11],[12],[35] | $ 134,744,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 2.30% | ||||
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (93,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (24,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[18],[20],[29] | 6.75% | ||||
Par / Units | [15],[16],[18],[20],[29] | $ 0 | ||||
Amortized Cost | [15],[16],[18],[20],[29] | 0 | ||||
Fair Value | [15],[16],[18],[20],[29] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[18],[20],[29] | 0% | ||||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[13],[14] | 6.75% | [15],[16],[17],[18] | ||
Par / Units | $ 44,147,000 | [11],[12],[13],[14] | $ 19,000,000 | [15],[16],[17],[18] | ||
Amortized Cost | 43,484,000 | [11],[12],[13],[14] | 18,817,000 | [15],[16],[17],[18] | ||
Fair Value | $ 42,381,000 | [11],[12],[13],[14] | $ 18,810,000 | [15],[16],[17],[18] | ||
Percentage of Net Assets | 0.70% | [11],[12],[13],[14] | 0.30% | [15],[16],[17],[18] | ||
Investment, Identifier [Axis]: Apex Service Partners Intermediate 2, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21] | 12.50% | ||||
Interest, PIK | [12],[21] | 12.50% | ||||
Par / Units | [12],[21] | $ 47,500,000 | ||||
Amortized Cost | [12],[21] | 46,346,000 | ||||
Fair Value | [12],[21] | $ 46,313,000 | ||||
Percentage of Net Assets | [12],[21] | 0.80% | ||||
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[30],[34] | 5.50% | ||||
Par / Units | [11],[12],[19],[30],[34] | $ 832,000 | ||||
Amortized Cost | [11],[12],[19],[30],[34] | 820,000 | ||||
Fair Value | [11],[12],[19],[30],[34] | $ 826,000 | ||||
Percentage of Net Assets | [11],[12],[19],[30],[34] | 0% | ||||
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (1,000) | ||||
Fair Value | [11],[12],[19],[33] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13] | 7.25% | [15],[16] | ||
Par / Units | $ 50,916,000 | [11],[12],[13] | $ 50,916,000 | [15],[16] | ||
Amortized Cost | 50,347,000 | [11],[12],[13] | 50,179,000 | [15],[16],[36] | ||
Fair Value | $ 50,916,000 | [11],[12],[13] | $ 50,916,000 | [15],[16],[36] | ||
Percentage of Net Assets | 0.90% | [11],[12],[13] | 0.90% | [15],[16],[36] | ||
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13],[19] | 7.25% | [15],[16],[17],[20] | ||
Par / Units | $ 1,112,000 | [11],[12],[13],[19] | $ 1,112,000 | [15],[16],[17],[20] | ||
Amortized Cost | 1,090,000 | [11],[12],[13],[19] | 1,084,000 | [15],[16],[17],[20] | ||
Fair Value | $ 1,112,000 | [11],[12],[13],[19] | $ 1,112,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Aptive Environmental, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[37] | 12% | ||||
Interest, PIK | [12],[37] | 6% | ||||
Par / Units | [12],[37] | $ 12,045,000 | ||||
Amortized Cost | [12],[37] | 9,946,000 | ||||
Fair Value | [12],[37] | $ 10,268,000 | ||||
Percentage of Net Assets | [12],[37] | 0.20% | ||||
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[28] | 5.25% | [15],[16],[25] | ||
Par / Units | $ 55,466,000 | [11],[12],[28] | $ 55,899,000 | [15],[16],[25] | ||
Amortized Cost | 54,976,000 | [11],[12],[28] | 55,224,000 | [15],[16],[25] | ||
Fair Value | $ 55,327,000 | [11],[12],[28] | $ 55,899,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.90% | [11],[12],[28] | 0.90% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[19],[28] | 5.25% | [15],[16],[20],[21] | ||
Par / Units | $ 279,000 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 213,000 | [11],[12],[19],[28] | (93,000) | [15],[16],[20],[21] | ||
Fair Value | $ 258,000 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Ardonagh Midco 2 PLC, Unsecured notes | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[14],[37] | 11.50% | ||||
Interest, PIK | [16],[18],[38] | 12.75% | ||||
Par / Units | $ 11,198,000 | [12],[14],[37] | $ 10,527,000 | [16],[18],[38] | ||
Amortized Cost | 11,131,000 | [12],[14],[37] | 10,451,000 | [16],[18],[38] | ||
Fair Value | $ 11,030,000 | [12],[14],[37] | $ 11,620,000 | [16],[18],[38] | ||
Percentage of Net Assets | 0.20% | [12],[14],[37] | 0.20% | [16],[18],[38] | ||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured EUR term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[39] | 7% | ||||
Par / Units | [11],[12],[14],[39] | $ 8,949,000 | ||||
Amortized Cost | [11],[12],[14],[39] | 10,045,000 | ||||
Fair Value | [11],[12],[14],[39] | $ 8,926,000 | ||||
Percentage of Net Assets | [11],[12],[14],[39] | 0.20% | ||||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[14],[19],[33],[34] | 5.50% | [15],[16],[18],[20],[29] | ||
Par / Units | $ 0 | [11],[12],[14],[19],[33],[34] | $ 0 | [15],[16],[18],[20],[29] | ||
Amortized Cost | 0 | [11],[12],[14],[19],[33],[34] | 0 | [15],[16],[18],[20],[29] | ||
Fair Value | $ (68,000) | [11],[12],[14],[19],[33],[34] | $ 0 | [15],[16],[18],[20],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33],[34] | 0% | [15],[16],[18],[20],[29] | ||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[14],[36] | 6.75% | [15],[16],[18],[40] | ||
Par / Units | $ 96,736,000 | [11],[12],[14],[36] | $ 117,374,000 | [15],[16],[18],[40] | ||
Amortized Cost | 107,073,000 | [11],[12],[14],[36] | 106,703,000 | [15],[16],[18],[40] | ||
Fair Value | $ 96,736,000 | [11],[12],[14],[36] | $ 117,374,000 | [15],[16],[18],[40] | ||
Percentage of Net Assets | 1.70% | [11],[12],[14],[36] | 2% | [15],[16],[18],[40] | ||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured USD delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[18] | 5.50% | ||||
Par / Units | [15],[16],[18],[36] | $ 26,784,000 | ||||
Amortized Cost | [15],[16],[18],[36] | 26,269,000 | ||||
Fair Value | [15],[16],[18],[36] | $ 26,784,000 | ||||
Percentage of Net Assets | [15],[16],[18],[36] | 0.50% | ||||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured USD term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[36] | 5.75% | ||||
Par / Units | [11],[12],[14],[36] | $ 26,784,000 | ||||
Amortized Cost | [11],[12],[14],[36] | 26,354,000 | ||||
Fair Value | [11],[12],[14],[36] | $ 26,583,000 | ||||
Percentage of Net Assets | [11],[12],[14],[36] | 0.50% | ||||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[18],[41] | 6.75% | ||||
Par / Units | [15],[16],[18],[41] | $ 10,388,000 | ||||
Amortized Cost | [15],[16],[18],[41] | 10,013,000 | ||||
Fair Value | [15],[16],[18],[41] | $ 10,388,000 | ||||
Percentage of Net Assets | [15],[16],[18],[41] | 0.20% | ||||
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[19],[34],[37] | 5.75% | ||||
Par / Units | [11],[12],[14],[19],[34],[37] | $ 373,000 | ||||
Amortized Cost | [11],[12],[14],[19],[34],[37] | 401,000 | ||||
Fair Value | [11],[12],[14],[19],[34],[37] | $ 368,000 | ||||
Percentage of Net Assets | [11],[12],[14],[19],[34],[37] | 0% | ||||
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[37] | 5.75% | ||||
Par / Units | [11],[12],[14],[37] | $ 2,171,000 | ||||
Amortized Cost | [11],[12],[14],[37] | 2,335,000 | ||||
Fair Value | [11],[12],[14],[37] | $ 2,139,000 | ||||
Percentage of Net Assets | [11],[12],[14],[37] | 0% | ||||
Investment, Identifier [Axis]: Aruba Investments Holdings LLC (dba Angus Chemical Company),Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[36] | 7.75% | ||||
Par / Units | [15],[16],[36] | $ 10,000,000 | ||||
Amortized Cost | [15],[16],[36] | 9,867,000 | ||||
Fair Value | [15],[16],[36] | $ 10,000,000 | ||||
Percentage of Net Assets | [15],[16],[36] | 0.20% | ||||
Investment, Identifier [Axis]: Aruba Investments Holdings, LLC (dba Angus Chemical Company), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 7.75% | ||||
Par / Units | [11],[12],[28] | $ 10,000,000 | ||||
Amortized Cost | [11],[12],[28] | 9,877,000 | ||||
Fair Value | [11],[12],[28] | $ 9,725,000 | ||||
Percentage of Net Assets | [11],[12],[28] | 0.20% | ||||
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 5,512,000 | [11],[12],[13] | $ 5,554,000 | [15],[16],[17] | ||
Amortized Cost | 5,463,000 | [11],[12],[13] | 5,500,000 | [15],[16],[17] | ||
Fair Value | $ 5,443,000 | [11],[12],[13] | $ 5,498,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[28] | 5.75% | [15],[16],[17],[20] | ||
Par / Units | $ 75,000 | [11],[12],[19],[28] | $ 94,000 | [15],[16],[17],[20] | ||
Amortized Cost | 71,000 | [11],[12],[19],[28] | 89,000 | [15],[16],[17],[20] | ||
Fair Value | $ 68,000 | [11],[12],[19],[28] | $ 88,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[28] | 0% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Associations Finance, Inc., Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 12% | ||||
Interest, PIK | [12],[21],[24] | 12% | ||||
Units (in shares) | [12],[21],[24] | 54,800,000 | ||||
Amortized Cost | [12],[21],[24] | $ 53,658,000 | ||||
Fair Value | [12],[21],[24] | $ 54,020,000 | ||||
Percentage of Net Assets | [12],[21],[24] | 0.90% | ||||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[30],[34] | 6.50% | ||||
Interest, PIK | [11],[12],[19],[30],[34] | 2.50% | ||||
Par / Units | [11],[12],[19],[30],[34] | $ 2,920,000 | ||||
Amortized Cost | [11],[12],[19],[30],[34] | 2,455,000 | ||||
Fair Value | [11],[12],[19],[30],[34] | $ 2,796,000 | ||||
Percentage of Net Assets | [11],[12],[19],[30],[34] | 0% | ||||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[30] | 6.50% | [15],[16],[17] | ||
Interest, PIK | 2.50% | [11],[12],[30] | 2.50% | [15],[16],[17] | ||
Par / Units | $ 383,931,000 | [11],[12],[30] | $ 452,630,000 | [15],[16],[17] | ||
Amortized Cost | 380,919,000 | [11],[12],[30] | 448,461,000 | [15],[16],[17] | ||
Fair Value | $ 382,833,000 | [11],[12],[30] | $ 448,102,000 | [15],[16],[17] | ||
Percentage of Net Assets | 6.50% | [11],[12],[30] | 7.50% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[19],[33] | 6.50% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (261,000) | [11],[12],[19],[33] | (302,000) | [15],[16],[20],[21] | ||
Fair Value | $ (82,000) | [11],[12],[19],[33] | $ (329,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Aviation Solutions Midco, LLC (dba STS Aviation), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.25% | [11],[12],[13] | 7.25% | [15],[16],[17] | ||
Par / Units | $ 213,170,000 | [11],[12],[13] | $ 214,643,000 | [15],[16],[17] | ||
Amortized Cost | 211,355,000 | [11],[12],[13] | 212,314,000 | [15],[16],[17] | ||
Fair Value | $ 205,709,000 | [11],[12],[13] | $ 202,838,000 | [15],[16],[17] | ||
Percentage of Net Assets | 3.50% | [11],[12],[13] | 3.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33],[34] | 6% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (34,000) | [11],[12],[19],[33],[34] | (39,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ (62,000) | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[28] | 6% | [15],[16],[17] | ||
Par / Units | $ 201,247,000 | [11],[12],[28] | $ 202,775,000 | [15],[16],[17] | ||
Amortized Cost | 199,326,000 | [11],[12],[28] | 200,614,000 | [15],[16],[17] | ||
Fair Value | $ 197,725,000 | [11],[12],[28] | $ 201,254,000 | [15],[16],[17] | ||
Percentage of Net Assets | 3.40% | [11],[12],[28] | 3.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (153,000) | [11],[12],[19],[33] | (190,000) | [15],[16],[20],[21] | ||
Fair Value | $ (319,000) | [11],[12],[19],[33] | $ (137,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: BCPE Nucleon (DE) SPV, LP, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [36] | 7% | [11],[12] | 7% | [15],[16] | |
Par / Units | $ 189,778,000 | [11],[12],[36] | $ 189,778,000 | [15],[16] | ||
Amortized Cost | [36] | 187,677,000 | [11],[12] | 187,355,000 | [15],[16] | |
Fair Value | [36] | $ 188,829,000 | [11],[12] | $ 188,829,000 | [15],[16] | |
Percentage of Net Assets | [36] | 3.20% | [11],[12] | 3.20% | [15],[16] | |
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33],[34] | 5.75% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (239,000) | [11],[12],[19],[33],[34] | (269,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ (315,000) | [11],[12],[19],[33],[34] | $ (133,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16] | ||
Par / Units | $ 113,196,000 | [11],[12],[13] | $ 114,052,000 | [15],[16],[36] | ||
Amortized Cost | 111,621,000 | [11],[12],[13] | 112,307,000 | [15],[16],[36] | ||
Fair Value | $ 110,649,000 | [11],[12],[13] | $ 112,227,000 | [15],[16],[36] | ||
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.90% | [15],[16],[36] | ||
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (159,000) | [11],[12],[19],[33] | (190,000) | [15],[16],[20],[21] | ||
Fair Value | $ (267,000) | [11],[12],[19],[33] | $ (190,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: BCPE Watson (DE) ORML, LP, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[42],[43] | 6.50% | ||||
Par / Units | [11],[12],[14],[42],[43] | $ 15,000,000 | ||||
Amortized Cost | [11],[12],[14],[42],[43] | 14,855,000 | ||||
Fair Value | [11],[12],[14],[42],[43] | $ 14,850,000 | ||||
Percentage of Net Assets | [11],[12],[14],[42],[43] | 0.30% | ||||
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[30] | 7% | [15],[16],[17] | ||
Interest, PIK | [11],[12],[30] | 8% | ||||
Par / Units | $ 51,889,000 | [11],[12],[30] | $ 44,643,000 | [15],[16],[17] | ||
Amortized Cost | 51,448,000 | [11],[12],[30] | 44,258,000 | [15],[16],[17] | ||
Fair Value | $ 51,889,000 | [11],[12],[30] | $ 44,420,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.90% | [11],[12],[30] | 0.70% | [15],[16],[17] | ||
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[19],[33] | 7% | [15],[16],[17],[20] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 3,018,000 | [15],[16],[17],[20] | ||
Amortized Cost | (90,000) | [11],[12],[19],[33] | 2,973,000 | [15],[16],[17],[20] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 2,991,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0.10% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: BCTO WIW Holdings, Inc. (dba When I Work), Class A Common Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 13,000 | [12],[23],[24] | 13 | [16],[26],[27] | ||
Amortized Cost | $ 1,300,000 | [12],[23],[24] | $ 1,300,000 | [16],[26],[27] | ||
Fair Value | $ 1,171,000 | [12],[23],[24] | $ 1,300,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0% | [12],[23],[24] | 0% | [16],[26],[27] | ||
Investment, Identifier [Axis]: BEHP Co-Investor II, L.P., Common Equity | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 1,269,969 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 1,266,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 1,270,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33],[34] | 5.75% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (28,000) | [11],[12],[19],[33],[34] | (32,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[44] | ||
Par / Units | $ 68,858,000 | [11],[12],[13] | $ 69,381,000 | [15],[16],[44] | ||
Amortized Cost | 68,171,000 | [11],[12],[13] | 68,596,000 | [15],[16],[44] | ||
Fair Value | $ 68,342,000 | [11],[12],[13] | $ 68,687,000 | [15],[16],[44] | ||
Percentage of Net Assets | 1.20% | [11],[12],[13] | 1.20% | [15],[16],[44] | ||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (84,000) | [11],[12],[19],[33] | (97,000) | [15],[16],[20],[21] | ||
Fair Value | $ (65,000) | [11],[12],[19],[33] | $ (87,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba BakeMark), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[36] | 7% | ||||
Par / Units | [15],[16],[36] | $ 22,000,000 | ||||
Amortized Cost | [15],[16],[36] | 21,821,000 | ||||
Fair Value | [15],[16],[36] | $ 21,815,000 | ||||
Percentage of Net Assets | [15],[16],[36] | 0.40% | ||||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba Bakemark), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 7% | ||||
Par / Units | [11],[12],[13] | $ 22,000,000 | ||||
Amortized Cost | [11],[12],[13] | 21,834,000 | ||||
Fair Value | [11],[12],[13] | $ 21,560,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 0.40% | ||||
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 7.75% | ||||
Interest, PIK | 7.75% | [11],[12],[28] | 7.75% | [15],[16],[17] | ||
Par / Units | $ 90,127,000 | [11],[12],[28] | $ 82,962,000 | [15],[16],[17] | ||
Amortized Cost | 88,461,000 | [11],[12],[28] | 81,145,000 | [15],[16],[17] | ||
Fair Value | $ 88,099,000 | [11],[12],[28] | $ 81,095,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.50% | [11],[12],[28] | 1.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[19],[33] | 6.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (130,000) | [11],[12],[19],[33] | (149,000) | [15],[16],[20],[21] | ||
Fair Value | $ (156,000) | [11],[12],[19],[33] | $ (156,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Black Mountain Sand Eagle Ford LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 8.25% | ||||
Par / Units | [15],[16],[17] | $ 4,808,000 | ||||
Amortized Cost | [15],[16],[17] | 4,808,000 | ||||
Fair Value | [15],[16],[17] | $ 4,808,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 0.10% | ||||
Investment, Identifier [Axis]: Blackhawk Network Holdings, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[25] | ||
Par / Units | $ 106,400,000 | [11],[12],[13] | $ 106,400,000 | [15],[16],[25] | ||
Amortized Cost | 105,856,000 | [11],[12],[13] | 105,763,000 | [15],[16],[25] | ||
Fair Value | $ 105,868,000 | [11],[12],[13] | $ 106,400,000 | [15],[16],[25] | ||
Percentage of Net Assets | 1.80% | [11],[12],[13] | 1.80% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Blend Labs, Inc., Common Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 72,317 | ||||
Amortized Cost | [16],[26],[27] | $ 1,000,000 | ||||
Fair Value | [16],[26],[27] | $ 515,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0% | ||||
Investment, Identifier [Axis]: Blend Labs, Inc., Common stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[45] | 72,317 | ||||
Amortized Cost | [12],[23],[45] | $ 1,000,000 | ||||
Fair Value | [12],[23],[45] | $ 160,000 | ||||
Percentage of Net Assets | [12],[23],[45] | 0% | ||||
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[28] | 7.50% | [15],[16],[17] | ||
Par / Units | $ 67,500,000 | [11],[12],[28] | $ 67,500,000 | [15],[16],[17] | ||
Amortized Cost | 66,204,000 | [11],[12],[28] | 65,988,000 | [15],[16],[17] | ||
Fair Value | $ 66,319,000 | [11],[12],[28] | $ 66,150,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.10% | [11],[12],[28] | 1.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[19],[33] | 7.50% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (56,000) | [11],[12],[19],[33] | (67,000) | [15],[16],[20],[21] | ||
Fair Value | $ (131,000) | [11],[12],[19],[33] | $ (150,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Blend Labs, Inc., Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 179,529 | [12],[23],[24] | 179,529 | [16],[26],[27] | ||
Amortized Cost | $ 975,000 | [12],[23],[24] | $ 975,000 | [16],[26],[27] | ||
Fair Value | $ 22,000 | [12],[23],[24] | $ 380,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0% | [12],[23],[24] | 0% | [16],[26],[27] | ||
Investment, Identifier [Axis]: Bracket Intermediate Holding Corp., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.25% | [11],[12],[13],[46] | 4.25% | [15],[16],[17] | ||
Par / Units | $ 512,000 | [11],[12],[13],[46] | $ 516,000 | [15],[16],[17] | ||
Amortized Cost | 488,000 | [11],[12],[13],[46] | 487,000 | [15],[16],[17] | ||
Fair Value | $ 485,000 | [11],[12],[13],[46] | $ 514,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[46] | 0% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Bracket Intermediate Holding Corp., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8.13% | [11],[12],[13] | 8.13% | [15],[16],[17] | ||
Par / Units | $ 26,250,000 | [11],[12],[13] | $ 26,250,000 | [15],[16],[17] | ||
Amortized Cost | 25,943,000 | [11],[12],[13] | 25,896,000 | [15],[16],[17] | ||
Fair Value | $ 25,134,000 | [11],[12],[13] | $ 26,119,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.40% | [11],[12],[13] | 0.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[17] | ||
Par / Units | $ 26,708,000 | [11],[12],[28] | $ 26,842,000 | [15],[16],[17] | ||
Amortized Cost | 26,410,000 | [11],[12],[28] | 26,509,000 | [15],[16],[17] | ||
Fair Value | $ 26,174,000 | [11],[12],[28] | $ 26,507,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[19],[33] | 6.50% | [15],[20],[21] | ||
Par / Units | $ 0 | [11],[19],[33] | $ 0 | [15],[20],[21] | ||
Amortized Cost | (34,000) | [11],[19],[33] | (39,000) | [15],[20],[21] | ||
Fair Value | $ (63,000) | [11],[19],[33] | $ (39,000) | [15],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[19],[33] | 0% | [15],[20],[21] | ||
Investment, Identifier [Axis]: Brooklyn Lender Co-Invest 2, L.P. (dba Boomi), Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 7,503,843 | ||||
Amortized Cost | [12],[23],[24] | $ 7,504,000 | ||||
Fair Value | [12],[23],[24] | $ 7,379,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0.10% | ||||
Investment, Identifier [Axis]: Brooklyn Lender Co-Invest 2, L.P., Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 7,503,843 | ||||
Amortized Cost | [16],[26],[27] | $ 7,504,000 | ||||
Fair Value | [16],[26],[27] | $ 7,504,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0.10% | ||||
Investment, Identifier [Axis]: CD&R Value Building Partners I, L.P. (dba Belron), LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 33,108 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 33,108,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 32,614,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0.60% | ||||
Investment, Identifier [Axis]: CD&R Value Building Partners I, L.P., LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[18],[26],[27] | 33,000 | ||||
Amortized Cost | [16],[18],[26],[27] | $ 33,065,000 | ||||
Fair Value | [16],[18],[26],[27] | $ 33,000,000 | ||||
Percentage of Net Assets | [16],[18],[26],[27] | 0.60% | ||||
Investment, Identifier [Axis]: CIBT Global, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[13],[47] | 5.25% | [15],[16],[17],[48] | ||
Interest, PIK | 4.25% | [11],[12],[13],[47] | 4.25% | [15],[16],[17],[48] | ||
Par / Units | $ 874,000 | [11],[12],[13],[47] | $ 856,000 | [15],[16],[17],[48] | ||
Amortized Cost | 616,000 | [11],[12],[13],[47] | 629,000 | [15],[16],[17],[48] | ||
Fair Value | $ 507,000 | [11],[12],[13],[47] | $ 531,000 | [15],[16],[17],[48] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[47] | 0% | [15],[16],[17],[48] | ||
Investment, Identifier [Axis]: CIBT Global, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.75% | [11],[12],[13],[47] | 7.75% | [15],[16],[48],[49] | ||
Interest, PIK | 7.75% | [11],[12],[13],[47] | 6.75% | [15],[16],[48],[49] | ||
Par / Units | $ 63,678,000 | [11],[12],[13],[47] | $ 63,678,000 | [15],[16],[48],[49] | ||
Amortized Cost | 26,736,000 | [11],[12],[13],[47] | 26,745,000 | [15],[16],[48],[49] | ||
Fair Value | $ 10,506,000 | [11],[12],[13],[47] | $ 15,919,000 | [15],[16],[48],[49] | ||
Percentage of Net Assets | 0.20% | [11],[12],[13],[47] | 0.30% | [15],[16],[48],[49] | ||
Investment, Identifier [Axis]: CP PIK DEBT ISSUER, LLC (dba CivicPlus, LLC), Unsecured notes | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[43] | 11.75% | ||||
Interest, PIK | [11],[12],[43] | 11.75% | ||||
Par / Units | [11],[12],[43] | $ 16,734,000 | ||||
Amortized Cost | [11],[12],[43] | 16,244,000 | ||||
Fair Value | [11],[12],[43] | $ 16,399,000 | ||||
Percentage of Net Assets | [11],[12],[43] | 0.30% | ||||
Investment, Identifier [Axis]: CSC MKG Topco LLC. (dba Medical Knowledge Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 5.75% | ||||
Par / Units | [11],[12],[28] | $ 1,278,000 | ||||
Amortized Cost | [11],[12],[28] | 1,254,000 | ||||
Fair Value | [11],[12],[28] | $ 1,246,000 | ||||
Percentage of Net Assets | [11],[12],[28] | 0% | ||||
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[28] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 66,397,000 | [11],[12],[28] | $ 66,903,000 | [15],[16],[17] | ||
Amortized Cost | 65,038,000 | [11],[12],[28] | 65,383,000 | [15],[16],[17] | ||
Fair Value | $ 64,737,000 | [11],[12],[28] | $ 65,564,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.10% | [11],[12],[28] | 1.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[28] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 3,409,000 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 3,261,000 | [11],[12],[19],[28] | (173,000) | [15],[16],[20],[21] | ||
Fair Value | $ 3,238,000 | [11],[12],[19],[28] | $ (136,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0.10% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Chapford SMA Partnership, L.P. | Non-controlled, affiliated investments | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | $ 7,032,000 | $ 0 | ||||
Investment, Identifier [Axis]: Chapford SMA Partnership, L.P., LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[19],[23],[24],[42],[50] | 7,350 | ||||
Amortized Cost | [12],[14],[19],[23],[24],[42],[50] | $ 7,032,000 | ||||
Fair Value | [12],[14],[19],[23],[24],[42],[50] | $ 7,032,000 | ||||
Percentage of Net Assets | [12],[14],[19],[23],[24],[42],[50] | 0.10% | ||||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[29] | 6% | ||||
Par / Units | [15],[16],[20],[29] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[29] | 0 | ||||
Fair Value | [15],[16],[20],[29] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[29] | 0% | ||||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[28] | 6% | [15],[16],[17] | ||
Interest, PIK | [11],[12],[28] | 2.50% | ||||
Par / Units | $ 34,545,000 | [11],[12],[28] | $ 14,236,000 | [15],[16],[17] | ||
Amortized Cost | 34,234,000 | [11],[12],[28] | 14,101,000 | [15],[16],[17] | ||
Fair Value | $ 34,460,000 | [11],[12],[28] | $ 14,094,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.60% | [11],[12],[28] | 0.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (24,000) | [11],[12],[19],[33] | (13,000) | [15],[16],[20],[21] | ||
Fair Value | $ (7,000) | [11],[12],[19],[33] | $ (13,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: ConAir Holdings LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[13] | 7.50% | [15],[16],[17] | ||
Par / Units | $ 187,500,000 | [11],[12],[13] | $ 187,500,000 | [15],[16],[17] | ||
Amortized Cost | 186,275,000 | [11],[12],[13] | 186,174,000 | [15],[16],[17] | ||
Fair Value | $ 170,625,000 | [11],[12],[13] | $ 187,500,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.90% | [11],[12],[13] | 3.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Confluent Medical Technologies, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 6.50% | ||||
Par / Units | [11],[12],[30] | $ 1,000,000 | ||||
Amortized Cost | [11],[12],[30] | 982,000 | ||||
Fair Value | [11],[12],[30] | $ 985,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Cornerstone OnDemand, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[36] | ||
Par / Units | $ 115,833,000 | [11],[12],[28] | $ 115,833,000 | [15],[16],[36] | ||
Amortized Cost | 114,253,000 | [11],[12],[28] | 114,128,000 | [15],[16],[36] | ||
Fair Value | $ 110,910,000 | [11],[12],[28] | $ 114,096,000 | [15],[16],[36] | ||
Percentage of Net Assets | 1.90% | [11],[12],[28] | 1.90% | [15],[16],[36] | ||
Investment, Identifier [Axis]: Delta TopCo, Inc. (dba Infoblox, Inc.), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.25% | [11],[12],[36] | 7.25% | [15],[16],[17] | ||
Par / Units | $ 15,000,000 | [11],[12],[36] | $ 15,000,000 | [15],[16],[17] | ||
Amortized Cost | 14,939,000 | [11],[12],[36] | 14,934,000 | [15],[16],[17] | ||
Fair Value | $ 13,875,000 | [11],[12],[36] | $ 15,000,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.20% | [11],[12],[36] | 0.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13],[19],[34] | 6% | [16],[17],[20],[29] | ||
Par / Units | $ 5,961,000 | [11],[12],[13],[19],[34] | $ 2,003,000 | [15],[16],[17],[20],[29] | ||
Amortized Cost | 5,872,000 | [11],[12],[13],[19],[34] | 1,927,000 | [15],[16],[17],[20],[29] | ||
Fair Value | $ 5,876,000 | [11],[12],[13],[19],[34] | $ 1,983,000 | [15],[16],[17],[20],[29] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13],[19],[34] | 0% | [15],[16],[17],[20],[29] | ||
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 6% | [15],[16],[17] | ||
Par / Units | $ 43,449,000 | [11],[12],[13] | $ 51,393,000 | [15],[16],[17] | ||
Amortized Cost | 42,870,000 | [11],[12],[13] | 50,665,000 | [15],[16],[17] | ||
Fair Value | $ 42,905,000 | [11],[12],[13] | $ 50,879,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.70% | [11],[12],[13] | 0.90% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (25,000) | [11],[12],[19],[33] | (34,000) | [15],[16],[20],[21] | ||
Fair Value | $ (37,000) | [11],[12],[19],[33] | $ (36,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Denali Holding LP (dba Summit Companies), Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 313,850 | ||||
Amortized Cost | [16],[26],[27] | $ 3,136,000 | ||||
Fair Value | [16],[26],[27] | $ 3,136,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0.10% | ||||
Investment, Identifier [Axis]: Denali Holding, LP (dba Summit Companies), Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 313,580 | ||||
Amortized Cost | [12],[23],[24] | $ 3,431,000 | ||||
Fair Value | [12],[23],[24] | $ 4,168,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0.10% | ||||
Investment, Identifier [Axis]: Diagnostic Service Holdings, Inc. (dba Rayus Radiology), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 5.50% | ||||
Par / Units | [11],[12],[28] | $ 998,000 | ||||
Amortized Cost | [11],[12],[28] | 998,000 | ||||
Fair Value | [11],[12],[28] | $ 992,000 | ||||
Percentage of Net Assets | [11],[12],[28] | 0% | ||||
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[33],[34] | 5.50% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (9,000) | [11],[12],[19],[33],[34] | (10,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ 0 | [11],[12],[19],[33],[34] | $ (11,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[28] | 5.50% | [15],[16],[25] | ||
Par / Units | $ 4,119,000 | [11],[12],[28] | $ 5,407,000 | [15],[16],[25] | ||
Amortized Cost | 4,047,000 | [11],[12],[28] | 5,302,000 | [15],[16],[25] | ||
Fair Value | $ 4,078,000 | [11],[12],[28] | $ 5,298,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.10% | [11],[12],[28] | 0.10% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Dodge Contruction Network Holdings, LP, Class A-2 Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 2,181,629 | ||||
Amortized Cost | [12],[23],[24] | $ 1,859,000 | ||||
Fair Value | [12],[23],[24] | $ 1,855,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Dodge Contruction Network Holdings, LP, Series A Preferred Units | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 8.25% | ||||
Units (in shares) | [12],[21],[24] | 0 | ||||
Amortized Cost | [12],[21],[24] | $ 45,000 | ||||
Fair Value | [12],[21],[24] | $ 45,000 | ||||
Percentage of Net Assets | [12],[21],[24] | 0% | ||||
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 7.50% | ||||
Par / Units | [15],[16],[17] | $ 32,561,000 | ||||
Amortized Cost | [15],[16],[17] | 31,987,000 | ||||
Fair Value | [15],[16],[17] | $ 33,538,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 0.60% | ||||
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 7.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (32,000) | ||||
Fair Value | [15],[16],[20],[21] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[28] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 105,356,000 | [11],[12],[28] | $ 106,179,000 | [15],[16],[17] | ||
Amortized Cost | 105,342,000 | [11],[12],[28] | 105,952,000 | [15],[16],[17] | ||
Fair Value | $ 104,566,000 | [11],[12],[28] | $ 105,117,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.80% | [11],[12],[28] | 1.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.75% | [11],[12],[19],[31] | 4.75% | [15],[16],[20],[32] | ||
Par / Units | $ 6,270,000 | [11],[12],[19],[31] | $ 5,147,000 | [15],[16],[20],[32] | ||
Amortized Cost | 6,263,000 | [11],[12],[19],[31] | 5,135,000 | [15],[16],[20],[32] | ||
Fair Value | $ 6,159,000 | [11],[12],[19],[31] | $ 5,056,000 | [15],[16],[20],[32] | ||
Percentage of Net Assets | 0.10% | [11],[12],[19],[31] | 0.10% | [15],[16],[20],[32] | ||
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 4,523,000 | [11],[12],[13] | $ 4,545,000 | [15],[16],[17] | ||
Amortized Cost | 4,483,000 | [11],[12],[13] | 4,501,000 | [15],[16],[17] | ||
Fair Value | $ 4,466,000 | [11],[12],[13] | $ 4,500,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (4,000) | [11],[12],[19],[33] | (4,000) | [15],[16],[20],[21] | ||
Fair Value | $ (6,000) | [11],[12],[19],[33] | $ (5,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Elliott Alto Co-Investor Aggregator L.P., LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 3,134 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 3,144,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 3,134,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0.10% | ||||
Investment, Identifier [Axis]: Endries Acquisition, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[35] | 6.25% | [15],[16],[17] | ||
Par / Units | $ 238,220,000 | [11],[12],[35] | $ 200,163,000 | [15],[16],[17] | ||
Amortized Cost | 236,072,000 | [11],[12],[35] | 197,994,000 | [15],[16],[17] | ||
Fair Value | $ 238,220,000 | [11],[12],[35] | $ 200,163,000 | [15],[16],[17] | ||
Percentage of Net Assets | 4.10% | [11],[12],[35] | 3.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Engage Debtco Limited, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14] | 5.75% | ||||
Par / Units | [11],[12],[14] | $ 1,000,000 | ||||
Amortized Cost | [11],[12],[14] | 976,000 | ||||
Fair Value | [11],[12],[14] | $ 975,000 | ||||
Percentage of Net Assets | [11],[12],[14] | 0% | ||||
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.75% | [11],[12],[35] | 8.25% | [15],[16] | ||
Interest, PIK | [15],[16] | 2.50% | ||||
Par / Units | $ 865,000 | [11],[12],[35] | $ 83,600,000 | [15],[16],[44] | ||
Amortized Cost | 856,000 | [11],[12],[35] | 82,795,000 | [15],[16],[44] | ||
Fair Value | $ 862,000 | [11],[12],[35] | $ 79,838,000 | [15],[16],[44] | ||
Percentage of Net Assets | 0% | [11],[12],[35] | 1.30% | [15],[16],[44] | ||
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.75% | [11],[12],[19],[33] | 8.25% | [15],[16],[20],[21] | ||
Interest, PIK | [15],[16],[20],[21] | 2.50% | ||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (1,000) | [11],[12],[19],[33] | (91,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ (504,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Evology LLC, Class B Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 451 | ||||
Amortized Cost | [12],[23],[24] | $ 2,160,000 | ||||
Fair Value | [12],[23],[24] | $ 2,160,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[13] | 6.25% | [15],[16],[17] | ||
Par / Units | $ 142,074,000 | [11],[12],[13] | $ 143,150,000 | [15],[16],[17] | ||
Amortized Cost | 140,376,000 | [11],[12],[13] | 141,253,000 | [15],[16],[17] | ||
Fair Value | $ 139,588,000 | [11],[12],[13] | $ 141,360,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.40% | [11],[12],[13] | 2.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[19],[33] | 6.25% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (116,000) | [11],[12],[19],[33] | (135,000) | [15],[16],[20],[21] | ||
Fair Value | $ (187,000) | [11],[12],[19],[33] | $ (134,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Evolution Parent, LP (dba SIAA), LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 42,838 | [12],[23],[24] | 42,838 | [16],[26],[27] | ||
Amortized Cost | $ 4,284,000 | [12],[23],[24] | $ 4,284,000 | [16],[26],[27] | ||
Fair Value | $ 4,284,000 | [12],[23],[24] | $ 4,284,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | ||
Investment, Identifier [Axis]: Ex Vivo Parent Inc. (dba OB Hospitalist), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 9.50% | ||||
Interest, PIK | [15],[16],[17] | 9.50% | ||||
Par / Units | $ 57,810,000 | [11],[12],[13] | $ 57,810,000 | [15],[16],[17] | ||
Amortized Cost | 56,773,000 | [11],[12],[13] | 56,685,000 | [15],[16],[17] | ||
Fair Value | $ 56,798,000 | [11],[12],[13] | $ 56,654,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1% | [11],[12],[13] | 1% | [15],[16],[17] | ||
Investment, Identifier [Axis]: FR Arsenal Holdings II Corp. (dba Applied-Cleveland Holdings, Inc.), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 9.50% | [11],[28] | 7.50% | [15],[36] | ||
Interest, PIK | [11],[28] | 2% | ||||
Par / Units | $ 116,172,000 | [11],[28] | $ 118,253,000 | [15],[36] | ||
Amortized Cost | 116,299,000 | [11],[28] | 118,545,000 | [15],[36] | ||
Fair Value | $ 103,393,000 | [11],[28] | $ 112,932,000 | [15],[36] | ||
Percentage of Net Assets | 1.80% | [11],[28] | 1.90% | [15],[36] | ||
Investment, Identifier [Axis]: Feradyne Outdoors, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[28] | 6.25% | [15],[16],[17] | ||
Par / Units | $ 86,090,000 | [11],[12],[28] | $ 86,956,000 | [15],[16],[17] | ||
Amortized Cost | 85,955,000 | [11],[12],[28] | 86,671,000 | [15],[16],[17] | ||
Fair Value | $ 85,659,000 | [11],[12],[28] | $ 86,956,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.50% | [11],[12],[28] | 1.50% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 8% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (229,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 9.35% | ||||
Interest, PIK | 9.35% | [11],[12],[13] | 9.50% | [15],[16],[17] | ||
Par / Units | $ 101,328,000 | [11],[12],[13] | $ 54,811,000 | [15],[16],[17] | ||
Amortized Cost | 100,331,000 | [11],[12],[13] | 54,119,000 | [15],[16],[17] | ||
Fair Value | $ 101,328,000 | [11],[12],[13] | $ 54,811,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.70% | [11],[12],[13] | 0.90% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8.50% | [11],[12],[19],[33] | 8.50% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (54,000) | [11],[12],[19],[33] | (68,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13],[19],[34] | 5.50% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 284,000 | [11],[12],[13],[19],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | 277,000 | [11],[12],[13],[19],[34] | (13,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ 273,000 | [11],[12],[13],[19],[34] | $ (13,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 4,202,000 | [11],[12],[13] | $ 3,324,000 | [15],[16],[17] | ||
Amortized Cost | 4,127,000 | [11],[12],[13] | 3,259,000 | [15],[16],[17] | ||
Fair Value | $ 4,086,000 | [11],[12],[13] | $ 3,257,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[36] | 5.50% | [15],[16],[20],[21] | ||
Par / Units | $ 31,000 | [11],[12],[19],[36] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 23,000 | [11],[12],[19],[36] | (9,000) | [15],[16],[20],[21] | ||
Fair Value | $ 18,000 | [11],[12],[19],[36] | $ (9,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[36] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Foundation Consumer Brands, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 5.50% | ||||
Par / Units | [11],[12],[13] | $ 3,529,000 | ||||
Amortized Cost | [11],[12],[13] | 3,529,000 | ||||
Fair Value | [11],[12],[13] | $ 3,511,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 0.10% | ||||
Investment, Identifier [Axis]: Fullsteam Operations, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13],[19],[34] | 8.78% | ||||
Interest, PIK | [11],[12],[13],[19],[34] | 5.78% | ||||
Par / Units | [11],[12],[13],[19],[34] | $ 3,175,000 | ||||
Amortized Cost | [11],[12],[13],[19],[34] | 3,022,000 | ||||
Fair Value | [11],[12],[13],[19],[34] | $ 3,086,000 | ||||
Percentage of Net Assets | [11],[12],[13],[19],[34] | 0.10% | ||||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21],[29] | 6% | ||||
Par / Units | [15],[16],[20],[21],[29] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21],[29] | (6,000) | ||||
Fair Value | [15],[16],[20],[21],[29] | $ (6,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21],[29] | 0% | ||||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[30] | 6% | [15],[16],[17] | ||
Par / Units | $ 4,597,000 | [11],[12],[30] | $ 4,017,000 | [15],[16],[17] | ||
Amortized Cost | 4,515,000 | [11],[12],[30] | 3,938,000 | [15],[16],[17] | ||
Fair Value | $ 4,481,000 | [11],[12],[30] | $ 3,937,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.10% | [11],[12],[30] | 0.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[30] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 37,000 | [11],[12],[19],[30] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 31,000 | [11],[12],[19],[30] | (7,000) | [15],[16],[20],[21] | ||
Fair Value | $ 28,000 | [11],[12],[19],[30] | $ (7,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[30] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 6.75% | ||||
Interest, PIK | 6.75% | [11],[12],[13] | 6.75% | [15],[16],[17] | ||
Par / Units | $ 20,705,000 | [11],[12],[13] | $ 19,547,000 | [15],[16],[17] | ||
Amortized Cost | 20,423,000 | [11],[12],[13] | 19,231,000 | [15],[16],[17] | ||
Fair Value | $ 20,290,000 | [11],[12],[13] | $ 19,254,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.30% | [11],[12],[13] | 0.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (47,000) | [11],[12],[19],[33] | (55,000) | [15],[16],[20],[21] | ||
Fair Value | $ (67,000) | [11],[12],[19],[33] | $ (50,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[13] | 6.75% | [15],[16],[17] | ||
Interest, PIK | 0.50% | [11],[12],[13] | 0.50% | [15],[16],[17] | ||
Par / Units | $ 112,701,000 | [11],[12],[13] | $ 104,742,000 | [15],[16],[17] | ||
Amortized Cost | 112,006,000 | [11],[12],[13] | 103,983,000 | [15],[16],[17] | ||
Fair Value | $ 109,320,000 | [11],[12],[13] | $ 98,458,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.70% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[13],[19] | 6.75% | [15],[16],[17],[20] | ||
Par / Units | $ 18,238,000 | [11],[12],[13],[19] | $ 11,943,000 | [15],[16],[17],[20] | ||
Amortized Cost | 18,010,000 | [11],[12],[13],[19] | 11,624,000 | [15],[16],[17],[20] | ||
Fair Value | $ 17,265,000 | [11],[12],[13],[19] | $ 9,999,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0.30% | [11],[12],[13],[19] | 0.20% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[13] | 6.50% | [15],[16],[17] | ||
Par / Units | $ 151,491,000 | [11],[12],[13] | $ 152,645,000 | [15],[16],[17] | ||
Amortized Cost | 150,293,000 | [11],[12],[13] | 151,277,000 | [15],[16],[17] | ||
Fair Value | $ 151,113,000 | [11],[12],[13] | $ 151,882,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.60% | [11],[12],[13] | 2.60% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[19],[33] | 6.50% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (92,000) | [11],[12],[19],[33] | (112,000) | [15],[16],[20],[21] | ||
Fair Value | $ (33,000) | [11],[12],[19],[33] | $ (66,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Genesis Acquisition Co. (dba Procare Software), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 3.75% | [11],[12],[36] | 4% | [15],[16],[17] | ||
Par / Units | $ 17,988,000 | [11],[12],[36] | $ 18,129,000 | [15],[16],[17] | ||
Amortized Cost | 17,868,000 | [11],[12],[36] | 17,961,000 | [15],[16],[17] | ||
Fair Value | $ 17,494,000 | [11],[12],[36] | $ 17,630,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.30% | [11],[12],[36] | 0.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Genesis Acquisition Co. (dba Procare Software), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 3.75% | [11],[12],[36] | 4% | [15],[16],[17] | ||
Par / Units | $ 2,637,000 | [11],[12],[36] | $ 2,637,000 | [15],[16],[17] | ||
Amortized Cost | 2,621,000 | [11],[12],[36] | 2,614,000 | [15],[16],[17] | ||
Fair Value | $ 2,564,000 | [11],[12],[36] | $ 2,564,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0% | [11],[12],[36] | 0% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [36] | 5.25% | [11],[12] | 5.25% | [15],[16] | |
Par / Units | [36] | $ 121,939,000 | [11],[12] | $ 151,895,000 | [15],[16] | |
Amortized Cost | [36] | 121,446,000 | [11],[12] | 151,062,000 | [15],[16] | |
Fair Value | [36] | $ 121,939,000 | [11],[12] | $ 151,895,000 | [15],[16] | |
Percentage of Net Assets | [36] | 2.10% | [11],[12] | 2.60% | [15],[16] | |
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[19],[33] | 5.25% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (79,000) | [11],[12],[19],[33] | (105,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.75% | [15],[16] | ||
Par / Units | $ 7,444,000 | [11],[12],[13] | $ 7,500,000 | [15],[16],[17] | ||
Amortized Cost | 7,314,000 | [11],[12],[13] | 7,356,000 | [15],[16],[17] | ||
Fair Value | $ 7,407,000 | [11],[12],[13] | $ 7,350,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (11,000) | [11],[12],[19],[33] | (13,000) | [15],[16],[20],[21] | ||
Fair Value | $ (3,000) | [11],[12],[19],[33] | $ (13,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Gloves Buyer, Inc. (dba Protective Industrial Products), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8.25% | [11],[12],[28] | 8.25% | [15],[16],[25] | ||
Par / Units | $ 29,250,000 | [11],[12],[28] | $ 29,250,000 | [15],[16],[25] | ||
Amortized Cost | 28,636,000 | [11],[12],[28] | 28,584,000 | [15],[16],[25] | ||
Fair Value | $ 28,811,000 | [11],[12],[28] | $ 28,884,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.50% | [11],[12],[28] | 0.50% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Gloves Holdings, LP (dba Protective Industrial Products), LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 32,500 | ||||
Amortized Cost | [12],[23],[24] | $ 3,250,000 | ||||
Fair Value | [12],[23],[24] | $ 3,478,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0.10% | ||||
Investment, Identifier [Axis]: Gloves Holdings, LP (dba Protective Industrial Products), LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 3,250 | ||||
Amortized Cost | [16],[26],[27] | $ 3,250,000 | ||||
Fair Value | [16],[26],[27] | $ 3,640,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0.10% | ||||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13],[19],[34] | 5.50% | [15],[16],[20],[25],[29] | ||
Par / Units | $ 2,380,000 | [11],[12],[13],[19],[34] | $ 2,404,000 | [15],[16],[20],[25],[29] | ||
Amortized Cost | 2,319,000 | [11],[12],[13],[19],[34] | 2,333,000 | [15],[16],[20],[25],[29] | ||
Fair Value | $ 2,263,000 | [11],[12],[13],[19],[34] | $ 2,330,000 | [15],[16],[20],[25],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19],[34] | 0% | [15],[16],[20],[25],[29] | ||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 10,578,000 | [11],[12],[13] | $ 10,658,000 | [15],[16],[17] | ||
Amortized Cost | 10,356,000 | [11],[12],[13] | 10,407,000 | [15],[16],[17] | ||
Fair Value | $ 10,181,000 | [11],[12],[13] | $ 10,392,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.20% | [11],[12],[13] | 0.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13],[19] | 5.50% | [15],[16],[20],[21] | ||
Par / Units | $ 220,000 | [11],[12],[13],[19] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 204,000 | [11],[12],[13],[19] | (18,000) | [15],[16],[20],[21] | ||
Fair Value | $ 191,000 | [11],[12],[13],[19] | $ (20,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Granicus, Inc. First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (21,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (30,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[13],[19],[34] | 6.50% | [15],[16],[17],[20],[29] | ||
Par / Units | $ 1,524,000 | [11],[12],[13],[19],[34] | $ 1,535,000 | [15],[16],[17],[29] | ||
Amortized Cost | 1,492,000 | [11],[12],[13],[19],[34] | 1,498,000 | [15],[16],[17],[29] | ||
Fair Value | $ 1,470,000 | [11],[12],[13],[19],[34] | $ 1,501,000 | [15],[16],[17],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19],[34] | 0% | [15],[16],[17],[29] | ||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[36] | 6.50% | [15],[16],[17] | ||
Par / Units | $ 13,394,000 | [11],[12],[36] | $ 13,495,000 | [15],[16],[17] | ||
Amortized Cost | 13,146,000 | [11],[12],[36] | 13,211,000 | [15],[16],[17] | ||
Fair Value | $ 13,059,000 | [11],[12],[36] | $ 13,259,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.20% | [11],[12],[36] | 0.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[29] | 6.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (24,000) | ||||
Fair Value | [15],[16],[20],[21] | $ (21,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: GrowthCurve Capital Sunrise Co-Invest LP (dba Brightway), LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 638 | ||||
Amortized Cost | [12],[23],[24] | $ 638,000 | ||||
Fair Value | [12],[23],[24] | $ 632,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: GrowthCurve Capital Sunrise Co-Invest LP, LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 632 | ||||
Amortized Cost | [16],[26],[27] | $ 633,000 | ||||
Fair Value | [16],[26],[27] | $ 632,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0% | ||||
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[28] | 5.50% | [15],[16],[25] | ||
Par / Units | $ 4,614,000 | [11],[12],[28] | $ 4,649,000 | [15],[16],[25] | ||
Amortized Cost | 4,573,000 | [11],[12],[28] | 4,604,000 | [15],[16],[25] | ||
Fair Value | $ 4,568,000 | [11],[12],[28] | $ 4,603,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.10% | [11],[12],[28] | 0.10% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20] | 5.50% | ||||
Par / Units | [15],[16],[20] | $ 0 | ||||
Amortized Cost | [15],[16],[20] | 0 | ||||
Fair Value | [15],[16],[20] | $ (4,000) | ||||
Percentage of Net Assets | [15],[16],[20] | 0% | ||||
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[14],[28] | 7.50% | [15],[16],[17],[18],[36] | ||
Par / Units | $ 51,567,000 | [11],[12],[14],[28] | $ 51,567,000 | [15],[16],[18],[36] | ||
Amortized Cost | 50,562,000 | [11],[12],[14],[28] | 50,388,000 | [15],[16],[18],[36] | ||
Fair Value | $ 51,567,000 | [11],[12],[14],[28] | $ 51,567,000 | [15],[16],[18],[36] | ||
Percentage of Net Assets | 0.90% | [11],[12],[14],[28] | 0.90% | [15],[16],[18],[36] | ||
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[14],[19],[33] | 7.50% | [15],[16],[18],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[18],[20],[21] | ||
Amortized Cost | (287,000) | [11],[12],[14],[19],[33] | (348,000) | [15],[16],[18],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[18],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33] | 0% | [15],[16],[18],[20],[21] | ||
Investment, Identifier [Axis]: H-Food Holdings, LLC, LLC Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 10,875 | [12],[23],[24] | 10,875 | [16],[26],[27] | ||
Amortized Cost | $ 10,875,000 | [12],[23],[24] | $ 10,875,000 | [16],[26],[27] | ||
Fair Value | $ 11,318,000 | [12],[23],[24] | $ 13,633,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.20% | [12],[23],[24] | 0.20% | [16],[26],[27] | ||
Investment, Identifier [Axis]: H-Food Holdings, LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[28] | 7% | [15],[16],[25] | ||
Par / Units | $ 121,800,000 | [11],[12],[28] | $ 121,800,000 | [15],[16],[25] | ||
Amortized Cost | 120,215,000 | [11],[12],[28] | 119,919,000 | [15],[16],[25] | ||
Fair Value | $ 96,222,000 | [11],[12],[28] | $ 121,800,000 | [15],[16],[25] | ||
Percentage of Net Assets | 1.60% | [11],[12],[28] | 2.10% | [15],[16],[25] | ||
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13],[19] | 5.75% | [15],[16],[20],[29],[44] | ||
Par / Units | $ 29,799,000 | [11],[12],[13],[19] | $ 33,699,000 | [15],[16],[20],[29],[44] | ||
Amortized Cost | 29,579,000 | [11],[12],[13],[19] | 33,376,000 | [15],[16],[20],[29],[44] | ||
Fair Value | $ 29,256,000 | [11],[12],[13],[19] | $ 33,429,000 | [15],[16],[20],[29],[44] | ||
Percentage of Net Assets | 0.50% | [11],[12],[13],[19] | 0.60% | [15],[16],[20],[29],[44] | ||
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 147,498,000 | [11],[12],[13] | $ 108,230,000 | [15],[16],[17] | ||
Amortized Cost | 146,144,000 | [11],[12],[13] | 106,916,000 | [15],[16],[17] | ||
Fair Value | $ 145,285,000 | [11],[12],[13] | $ 107,418,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.50% | [11],[12],[13] | 1.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13],[19] | 5.75% | [15],[16],[17],[20] | ||
Par / Units | $ 10,028,000 | [11],[12],[13],[19] | $ 2,689,000 | [15],[16],[17],[20] | ||
Amortized Cost | 9,895,000 | [11],[12],[13],[19] | 2,596,000 | [15],[16],[17],[20] | ||
Fair Value | $ 9,780,000 | [11],[12],[13],[19] | $ 2,616,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0.20% | [11],[12],[13],[19] | 0% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[36] | 6.50% | ||||
Par / Units | [11],[12],[36] | $ 177,343,000 | ||||
Amortized Cost | [11],[12],[36] | 175,353,000 | ||||
Fair Value | [11],[12],[36] | $ 176,897,000 | ||||
Percentage of Net Assets | [11],[12],[36] | 3% | ||||
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[36] | 6.50% | ||||
Par / Units | [11],[12],[19],[36] | $ 2,231,000 | ||||
Amortized Cost | [11],[12],[19],[36] | 2,011,000 | ||||
Fair Value | [11],[12],[19],[36] | $ 2,179,000 | ||||
Percentage of Net Assets | [11],[12],[19],[36] | 0% | ||||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 2,190,000 | [12],[23],[24],[51] | 2,190,000 | [16],[26],[27],[52] | ||
Amortized Cost | $ 2,192,000 | [12],[23],[24],[51] | $ 2,192,000 | [16],[26],[27],[52] | ||
Fair Value | $ 2,192,000 | [12],[23],[24],[51] | $ 2,192,000 | [16],[26],[27],[52] | ||
Percentage of Net Assets | 0% | [12],[23],[24],[51] | 0% | [16],[26],[27],[52] | ||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 6.50% | ||||
Par / Units | [15],[16],[17] | $ 178,693,000 | ||||
Amortized Cost | [15],[16],[17] | 176,397,000 | ||||
Fair Value | [15],[16],[17] | $ 178,693,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 3% | ||||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 6.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (259,000) | ||||
Fair Value | [15],[16],[20],[21] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), Unsecured notes | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[51] | 0.48% | ||||
Interest, PIK | 0.48% | [12],[21],[51] | 0.48% | [16],[38],[52] | ||
Par / Units | $ 5,135,000 | [12],[37],[51] | $ 5,135,000 | [16],[38],[52] | ||
Amortized Cost | 5,135,000 | [12],[37],[51] | 5,135,000 | [16],[38],[52] | ||
Fair Value | $ 5,135,000 | [12],[37],[51] | $ 5,135,000 | [16],[38],[52] | ||
Percentage of Net Assets | 0.10% | [12],[37],[51] | 0.10% | [16],[38],[52] | ||
Investment, Identifier [Axis]: Hg Genesis 8 Sumoco Limited, Unsecured facility | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[37] | 7.50% | ||||
Interest, PIK | 7.50% | [11],[12],[14],[37] | 7.50% | [15],[16],[18],[40] | ||
Par / Units | $ 40,371,000 | [11],[12],[14],[37] | $ 47,207,000 | [15],[16],[18],[40] | ||
Amortized Cost | 47,833,000 | [11],[12],[14],[37] | 46,102,000 | [15],[16],[18],[40] | ||
Fair Value | $ 40,371,000 | [11],[12],[14],[37] | $ 47,207,000 | [15],[16],[18],[40] | ||
Percentage of Net Assets | 0.70% | [11],[12],[14],[37] | 0.80% | [15],[16],[18],[40] | ||
Investment, Identifier [Axis]: Hg Genesis 9 SumoCo Limited, Unsecured facility | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[53] | 7% | ||||
Interest, PIK | [11],[12],[14],[53] | 7% | ||||
Par / Units | [11],[12],[14],[53] | $ 42,227,000 | ||||
Amortized Cost | [11],[12],[14],[53] | 47,224,000 | ||||
Fair Value | [11],[12],[14],[53] | $ 42,227,000 | ||||
Percentage of Net Assets | [11],[12],[14],[53] | 0.70% | ||||
Investment, Identifier [Axis]: Hg Saturn Luchaco Limited, Unsecured facility | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[14],[37] | 7.50% | ||||
Interest, PIK | 7.50% | [11],[14],[37] | 7.50% | [15],[16],[18],[40] | ||
Par / Units | $ 119,844,000 | [11],[12],[14],[37] | $ 133,862,000 | [15],[16],[18],[40] | ||
Amortized Cost | 145,982,000 | [11],[12],[14],[37] | 135,510,000 | [15],[16],[18],[40] | ||
Fair Value | $ 118,346,000 | [11],[12],[14],[37] | $ 132,523,000 | [15],[16],[18],[40] | ||
Percentage of Net Assets | 2% | [11],[12],[14],[37] | 2.20% | [15],[16],[18],[40] | ||
Investment, Identifier [Axis]: Hissho Sushi Holdings, LLC, Class A units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 7,502 | ||||
Amortized Cost | [12],[23],[24] | $ 75,000 | ||||
Fair Value | [12],[23],[24] | $ 75,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 6% | ||||
Par / Units | [11],[12],[30] | $ 903,000 | ||||
Amortized Cost | [11],[12],[30] | 895,000 | ||||
Fair Value | [11],[12],[30] | $ 901,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[30] | 6% | ||||
Par / Units | [11],[12],[19],[30] | $ 5,000 | ||||
Amortized Cost | [11],[12],[19],[30] | 4,000 | ||||
Fair Value | [11],[12],[19],[30] | $ 4,000 | ||||
Percentage of Net Assets | [11],[12],[19],[30] | 0% | ||||
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5% | [11],[12],[28] | 5% | [15],[16],[25] | ||
Par / Units | $ 14,560,000 | [11],[12],[28] | $ 15,947,000 | [15],[16],[25] | ||
Amortized Cost | 14,500,000 | [11],[12],[28] | 15,830,000 | [15],[16],[25] | ||
Fair Value | $ 14,487,000 | [11],[12],[28] | $ 15,787,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.20% | [11],[12],[28] | 0.30% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5% | [11],[12],[19],[28] | 5% | [15],[16],[20],[21] | ||
Par / Units | $ 706,000 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 690,000 | [11],[12],[19],[28] | (28,000) | [15],[16],[20],[21] | ||
Fair Value | $ 685,000 | [11],[12],[19],[28] | $ (42,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Hyland Software, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[28] | 6.25% | [15],[16],[25] | ||
Par / Units | $ 15,482,000 | [11],[12],[28] | $ 15,482,000 | [15],[16],[25] | ||
Amortized Cost | 15,471,000 | [11],[12],[28] | 15,468,000 | [15],[16],[25] | ||
Fair Value | $ 15,172,000 | [11],[12],[28] | $ 15,579,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.30% | [11],[12],[28] | 0.30% | [15],[16],[25] | ||
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13] | 6% | [15],[16],[17] | ||
Par / Units | $ 50,516,000 | [11],[12],[13] | $ 50,898,000 | [15],[16],[17] | ||
Amortized Cost | 49,621,000 | [11],[12],[13] | 49,915,000 | [15],[16],[17] | ||
Fair Value | $ 49,632,000 | [11],[12],[13] | $ 50,008,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.80% | [11],[12],[13] | 0.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[17],[20] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 1,987,000 | [15],[16],[17],[20] | ||
Amortized Cost | (66,000) | [11],[12],[19],[33] | 1,911,000 | [15],[16],[17],[20] | ||
Fair Value | $ (70,000) | [11],[12],[19],[33] | $ 1,917,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[36] | 5.50% | ||||
Par / Units | [15],[16],[36] | $ 150,639,000 | ||||
Amortized Cost | [15],[16],[36] | 149,528,000 | ||||
Fair Value | [15],[16],[36] | $ 150,639,000 | ||||
Percentage of Net Assets | [15],[16],[36] | 2.50% | ||||
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 5.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (111,000) | ||||
Fair Value | [15],[16],[20],[21] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 6.50% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (7,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (7,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.50% | ||||
Par / Units | [11],[12],[35] | $ 11,707,000 | ||||
Amortized Cost | [11],[12],[35] | 11,476,000 | ||||
Fair Value | [11],[12],[35] | $ 11,473,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0.20% | ||||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (36,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (37,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[13] | 5.25% | [15],[16],[17] | ||
Par / Units | $ 52,699,000 | [11],[12],[13] | $ 53,209,000 | [15],[16],[17] | ||
Amortized Cost | 52,410,000 | [11],[12],[13] | 52,784,000 | [15],[16],[17] | ||
Fair Value | $ 52,699,000 | [11],[12],[13] | $ 53,209,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.90% | [11],[12],[13] | 0.90% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[19] | 5.25% | [15],[16],[20],[25] | ||
Par / Units | $ 0 | [11],[12],[19] | $ 1,800,000 | [15],[16],[20],[25] | ||
Amortized Cost | 0 | [11],[12],[19] | 1,782,000 | [15],[16],[20],[25] | ||
Fair Value | $ 0 | [11],[12],[19] | $ 1,800,000 | [15],[16],[20],[25] | ||
Percentage of Net Assets | 0% | [11],[12],[19] | 0% | [15],[16],[20],[25] | ||
Investment, Identifier [Axis]: Imperial Parking Canada, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[54] | 6% | ||||
Interest, PIK | [15],[16],[54] | 1.25% | ||||
Par / Units | [15],[16],[54] | $ 27,966,000 | ||||
Amortized Cost | [15],[16],[54] | 26,705,000 | ||||
Fair Value | [15],[16],[54] | $ 26,707,000 | ||||
Percentage of Net Assets | [15],[16],[54] | 0.40% | ||||
Investment, Identifier [Axis]: Imprivata, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.25% | ||||
Par / Units | [11],[12],[35] | $ 882,000 | ||||
Amortized Cost | [11],[12],[35] | 874,000 | ||||
Fair Value | [11],[12],[35] | $ 867,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0% | ||||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[34] | 5.75% | ||||
Par / Units | [11],[12],[19],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[34] | 0 | ||||
Fair Value | [11],[12],[19],[34] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[34] | 0% | ||||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 5.75% | ||||
Par / Units | [11],[12],[30] | $ 648,000 | ||||
Amortized Cost | [11],[12],[30] | 642,000 | ||||
Fair Value | [11],[12],[30] | $ 647,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[30] | 5.75% | ||||
Par / Units | [11],[12],[19],[30] | $ 17,000 | ||||
Amortized Cost | [11],[12],[19],[30] | 16,000 | ||||
Fair Value | [11],[12],[19],[30] | $ 16,000 | ||||
Percentage of Net Assets | [11],[12],[19],[30] | 0% | ||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[29],[36] | 6.25% | ||||
Par / Units | [15],[16],[20],[29],[36] | $ 28,084,000 | ||||
Amortized Cost | [15],[16],[20],[29],[36] | 27,594,000 | ||||
Fair Value | [15],[16],[20],[29],[36] | $ 27,909,000 | ||||
Percentage of Net Assets | [15],[16],[20],[29],[36] | 0.50% | ||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 6.25% | ||||
Par / Units | [15],[16],[17] | $ 140,861,000 | ||||
Amortized Cost | [15],[16],[17] | 138,813,000 | ||||
Fair Value | [15],[16],[17] | $ 140,156,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 2.40% | ||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 6.25% | ||||
Par / Units | [11],[12],[13] | $ 133,780,000 | ||||
Amortized Cost | [11],[12],[13] | 132,216,000 | ||||
Fair Value | [11],[12],[13] | $ 133,110,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 2.30% | ||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[19],[33] | 6.25% | [15],[16],[20],[25] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 959,000 | [15],[16],[20],[25] | ||
Amortized Cost | (199,000) | [11],[12],[19],[33] | 690,000 | [15],[16],[20],[25] | ||
Fair Value | $ (108,000) | [11],[12],[19],[33] | $ 851,000 | [15],[16],[20],[25] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[25] | ||
Investment, Identifier [Axis]: Innovation Ventures HoldCo, LLC (dba 5 Hour Energy), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.25% | ||||
Par / Units | [11],[12],[35] | $ 125,000,000 | ||||
Amortized Cost | [11],[12],[35] | 122,838,000 | ||||
Fair Value | [11],[12],[35] | $ 121,564,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 2.10% | ||||
Investment, Identifier [Axis]: Inovalon Holdings, Inc, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 10.50% | ||||
Interest, PIK | [11],[12],[13] | 10.50% | ||||
Par / Units | [11],[12],[13] | $ 92,349,000 | ||||
Amortized Cost | [11],[12],[13] | 90,715,000 | ||||
Fair Value | [11],[12],[13] | $ 90,502,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 1.50% | ||||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 3.50% | [11],[12],[19],[33],[34] | 5.75% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (208,000) | [11],[12],[19],[33],[34] | (234,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ (332,000) | [11],[12],[19],[33],[34] | $ (237,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Interest, PIK | [11],[12],[13] | 2.75% | ||||
Par / Units | $ 181,462,000 | [11],[12],[13] | $ 177,727,000 | [15],[16],[17] | ||
Amortized Cost | 177,469,000 | [11],[12],[13] | 173,336,000 | [15],[16],[17] | ||
Fair Value | $ 176,018,000 | [11],[12],[13] | $ 173,283,000 | [15],[16],[17] | ||
Percentage of Net Assets | 3% | [11],[12],[13] | 2.90% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest, PIK | [15],[16],[17] | 10.50% | ||||
Par / Units | [15],[16],[17] | $ 84,661,000 | ||||
Amortized Cost | [15],[16],[17] | 82,975,000 | ||||
Fair Value | [15],[16],[17] | $ 82,967,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 1.40% | ||||
Investment, Identifier [Axis]: Insight CP (Blocker) Holdings, L.P. (dba CivicPlus, LLC), LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 1,230 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 1,230,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 1,230,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [36] | 5.75% | [11],[12] | 5.75% | [15],[16] | |
Par / Units | [36] | $ 217,201,000 | [11],[12] | $ 218,876,000 | [15],[16] | |
Amortized Cost | [36] | 215,258,000 | [11],[12] | 216,446,000 | [15],[16] | |
Fair Value | [36] | $ 216,658,000 | [11],[12] | $ 218,876,000 | [15],[16] | |
Percentage of Net Assets | [36] | 3.70% | [11],[12] | 3.70% | [15],[16] | |
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (108,000) | [11],[12],[19],[33] | (135,000) | [15],[16],[20],[21] | ||
Fair Value | $ (37,000) | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[14],[30] | 6.25% | [15],[16],[17],[18] | ||
Par / Units | $ 118,090,000 | [11],[12],[14],[30] | $ 115,684,000 | [15],[16],[17],[18] | ||
Amortized Cost | 117,029,000 | [11],[12],[14],[30] | 114,517,000 | [15],[16],[17],[18] | ||
Fair Value | $ 117,499,000 | [11],[12],[14],[30] | $ 115,395,000 | [15],[16],[17],[18] | ||
Percentage of Net Assets | 2% | [11],[12],[14],[30] | 1.90% | [15],[16],[17],[18] | ||
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[14],[19],[30] | 6.25% | [15],[16],[17],[18],[20] | ||
Par / Units | $ 2,983,000 | [11],[12],[14],[19],[30] | $ 2,983,000 | [15],[16],[17],[18],[20] | ||
Amortized Cost | 2,950,000 | [11],[12],[14],[19],[30] | 2,944,000 | [15],[16],[17],[18],[20] | ||
Fair Value | $ 2,960,000 | [11],[12],[14],[19],[30] | $ 2,972,000 | [15],[16],[17],[18],[20] | ||
Percentage of Net Assets | 0.10% | [11],[12],[14],[19],[30] | 0.10% | [15],[16],[17],[18],[20] | ||
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 7% | ||||
Par / Units | [11],[12],[30] | $ 66,622,000 | ||||
Amortized Cost | [11],[12],[30] | 66,236,000 | ||||
Fair Value | [11],[12],[30] | $ 65,956,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 1.10% | ||||
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 7% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (15,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (30,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Interoperability Bidco, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[36] | 5.75% | ||||
Par / Units | [15],[16],[36] | $ 75,270,000 | ||||
Amortized Cost | [15],[16],[36] | 74,616,000 | ||||
Fair Value | [15],[16],[36] | $ 75,270,000 | ||||
Percentage of Net Assets | [15],[16],[36] | 1.30% | ||||
Investment, Identifier [Axis]: Interoperability Bidco, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 5.75% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (25,000) | ||||
Fair Value | [15],[16],[20],[21] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: KOBHG Holdings, L.P. (dba OB Hospitalist), Class A Interests | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 6,670 | [12],[23],[24] | 6,670 | [16],[26],[27] | ||
Amortized Cost | $ 6,670,000 | [12],[23],[24] | $ 6,670,000 | [16],[26],[27] | ||
Fair Value | $ 6,445,000 | [12],[23],[24] | $ 6,670,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | ||
Investment, Identifier [Axis]: KPCI Holdings, LP, Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 30,425 | [12],[23],[24] | 30,425 | [16],[26],[27] | ||
Amortized Cost | $ 32,285,000 | [12],[23],[24] | $ 32,285,000 | [16],[26],[27] | ||
Fair Value | $ 32,111,000 | [12],[23],[24] | $ 37,331,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.50% | [12],[23],[24] | 0.60% | [16],[26],[27] | ||
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[29],[32] | 4.50% | ||||
Par / Units | [15],[16],[20],[29],[32] | $ 256,000 | ||||
Amortized Cost | [15],[16],[20],[29],[32] | 248,000 | ||||
Fair Value | [15],[16],[20],[29],[32] | $ 248,000 | ||||
Percentage of Net Assets | [15],[16],[20],[29],[32] | 0% | ||||
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[28] | 5.50% | [15],[16],[25] | ||
Par / Units | $ 4,952,000 | [11],[12],[28] | $ 4,476,000 | [15],[16],[25] | ||
Amortized Cost | 4,864,000 | [11],[12],[28] | 4,389,000 | [15],[16],[25] | ||
Fair Value | $ 4,816,000 | [11],[12],[28] | $ 4,386,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.10% | [11],[12],[28] | 0.10% | [15],[16],[25] | ||
Investment, Identifier [Axis]: KS Management Services, L.L.C., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[36] | 4.25% | ||||
Par / Units | [15],[16],[36] | $ 122,500,000 | ||||
Amortized Cost | [15],[16],[36] | 121,420,000 | ||||
Fair Value | [15],[16],[36] | $ 122,500,000 | ||||
Percentage of Net Assets | [15],[16],[36] | 2.10% | ||||
Investment, Identifier [Axis]: KUSRP Intermediate, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[36] | 9.50% | ||||
Interest, PIK | 9.50% | [11],[12],[36] | 9.50% | [15],[16],[17] | ||
Par / Units | $ 33,806,000 | [11],[12],[36] | $ 31,237,000 | [15],[16],[17] | ||
Amortized Cost | 33,272,000 | [11],[12],[36] | 30,655,000 | [15],[16],[17] | ||
Fair Value | $ 33,299,000 | [11],[12],[36] | $ 30,612,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.60% | [11],[12],[36] | 0.50% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 5.75% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (11,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (3,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12] | 5.75% | ||||
Par / Units | [11],[12] | $ 18,732,000 | ||||
Amortized Cost | [11],[12] | 18,367,000 | ||||
Fair Value | [11],[12] | $ 18,497,000 | ||||
Percentage of Net Assets | [11],[12] | 0.30% | ||||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.75% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (22,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (14,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Knockout Intermediate Holdings I Inc. (dba Kaseya),Perpetual Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 11.75% | ||||
Units (in shares) | [12],[21],[24] | 14,000 | ||||
Amortized Cost | [12],[21],[24] | $ 13,659,000 | ||||
Fair Value | [12],[21],[24] | $ 13,790,000 | ||||
Percentage of Net Assets | [12],[21],[24] | 0.20% | ||||
Investment, Identifier [Axis]: LTP Holdco, LLC, , Unsecured facility | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 10.75% | ||||
Interest, PIK | [11],[12],[35] | 10.75% | ||||
Par / Units | [11],[12],[35] | $ 3,936,000 | ||||
Amortized Cost | [11],[12],[35] | 3,826,000 | ||||
Fair Value | [11],[12],[35] | $ 3,867,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0.10% | ||||
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[36] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 142,964,000 | [11],[12],[36] | $ 144,064,000 | [15],[16],[17] | ||
Amortized Cost | 141,526,000 | [11],[12],[36] | 142,314,000 | [15],[16],[17] | ||
Fair Value | $ 142,964,000 | [11],[12],[36] | $ 144,064,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.40% | [11],[12],[36] | 2.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (246,000) | [11],[12],[19],[33] | (304,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Learning Care Group (US) No. 2 Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.50% | [11],[12],[13] | 7.50% | [15],[16],[17] | ||
Par / Units | $ 26,967,000 | [11],[12],[13] | $ 26,967,000 | [15],[16],[17] | ||
Amortized Cost | 26,710,000 | [11],[12],[13] | 26,663,000 | [15],[16],[17] | ||
Fair Value | $ 26,360,000 | [11],[12],[13] | $ 26,293,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.50% | [11],[12],[13] | 0.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Lignetics Investment Corp. First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13],[19] | 6% | ||||
Par / Units | [11],[12],[13],[19] | $ 4,157,000 | ||||
Amortized Cost | [11],[12],[13],[19] | 4,109,000 | ||||
Fair Value | [11],[12],[13],[19] | $ 4,016,000 | ||||
Percentage of Net Assets | [11],[12],[13],[19] | 0.10% | ||||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33],[34] | 6% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (42,000) | [11],[12],[19],[33],[34] | (48,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ (118,000) | [11],[12],[19],[33],[34] | $ (49,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13] | 6% | [15],[16],[17] | ||
Par / Units | $ 31,137,000 | [11],[12],[13] | $ 31,373,000 | [15],[16],[17] | ||
Amortized Cost | 30,797,000 | [11],[12],[13] | 30,989,000 | [15],[16],[17] | ||
Fair Value | $ 30,203,000 | [11],[12],[13] | $ 30,980,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.50% | [11],[12],[13] | 0.50% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20] | 6% | ||||
Par / Units | [15],[16],[17],[20] | $ 784,000 | ||||
Amortized Cost | [15],[16],[17],[20] | 727,000 | ||||
Fair Value | [15],[16],[17],[20] | $ 725,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20] | 0% | ||||
Investment, Identifier [Axis]: LineStar Integrity Services LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [36] | 7.25% | [11],[12] | 7.25% | [15],[16] | |
Par / Units | [36] | $ 78,652,000 | [11],[12] | $ 82,714,000 | [15],[16] | |
Amortized Cost | [36] | 78,730,000 | [11],[12] | 82,413,000 | [15],[16] | |
Fair Value | [36] | $ 73,933,000 | [11],[12] | $ 72,788,000 | [15],[16] | |
Percentage of Net Assets | [36] | 1.30% | [11],[12] | 1.20% | [15],[16] | |
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[25],[29] | 6% | ||||
Par / Units | [15],[16],[20],[25],[29] | $ 1,998,000 | ||||
Amortized Cost | [15],[16],[20],[25],[29] | 1,943,000 | ||||
Fair Value | [15],[16],[20],[25],[29] | $ 1,998,000 | ||||
Percentage of Net Assets | [15],[16],[20],[25],[29] | 0% | ||||
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.89% | [11],[12],[28] | 5.87% | [15],[16],[25] | ||
Par / Units | $ 149,056,000 | [11],[12],[28] | $ 154,049,000 | [15],[16],[25] | ||
Amortized Cost | 147,675,000 | [11],[12],[28] | 152,423,000 | [15],[16],[25] | ||
Fair Value | $ 148,733,000 | [11],[12],[28] | $ 154,049,000 | [15],[16],[25] | ||
Percentage of Net Assets | 2.50% | [11],[12],[28] | 2.60% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (34,000) | [11],[12],[19],[33] | (44,000) | [15],[16],[20],[21] | ||
Fair Value | $ (29,000) | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Lytx, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[35] | 6.75% | [15],[16],[25] | ||
Par / Units | $ 71,187,000 | [11],[12],[35] | $ 71,733,000 | [15],[16],[25] | ||
Amortized Cost | 70,443,000 | [11],[12],[35] | 70,839,000 | [15],[16],[25] | ||
Fair Value | $ 70,119,000 | [11],[12],[35] | $ 71,195,000 | [15],[16],[25] | ||
Percentage of Net Assets | 1.20% | [11],[12],[35] | 1.20% | [15],[16],[25] | ||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20],[29] | 5.75% | ||||
Par / Units | [15],[16],[17],[20],[29] | $ 13,420,000 | ||||
Amortized Cost | [15],[16],[17],[20],[29] | 13,291,000 | ||||
Fair Value | [15],[16],[17],[20],[29] | $ 13,286,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20],[29] | 0.20% | ||||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[43] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 182,235,000 | [11],[12],[43] | $ 160,321,000 | [15],[16],[17] | ||
Amortized Cost | 180,707,000 | [11],[12],[43] | 158,816,000 | [15],[16],[17] | ||
Fair Value | $ 179,957,000 | [11],[12],[43] | $ 158,718,000 | [15],[16],[17] | ||
Percentage of Net Assets | 3.10% | [11],[12],[43] | 2.70% | [15],[16],[17] | ||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [16],[20],[21] | ||
Amortized Cost | (124,000) | [11],[12],[19],[33] | (144,000) | [16],[20],[21] | ||
Fair Value | $ (194,000) | [11],[12],[19],[33] | $ (155,000) | [16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [16],[20],[21] | ||
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8.50% | [11],[12],[13] | 8.50% | [15],[16],[17],[36] | ||
Interest, PIK | 1.50% | [11],[12],[13] | 1.50% | [15],[16],[17],[36] | ||
Par / Units | $ 67,902,000 | [11],[12],[13] | $ 67,127,000 | [15],[16],[36] | ||
Amortized Cost | 67,569,000 | [11],[12],[13] | 66,713,000 | [15],[16],[36] | ||
Fair Value | $ 67,902,000 | [11],[12],[13] | $ 67,127,000 | [15],[16],[36] | ||
Percentage of Net Assets | 1.20% | [11],[12],[13] | 1.10% | [15],[16],[36] | ||
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[19],[33] | 7% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (24,000) | [11],[12],[19],[33] | (32,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Maia Aggregator, LP, Class A-2 Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 168,539 | ||||
Amortized Cost | [12],[23],[24] | $ 169,000 | ||||
Fair Value | [12],[23],[24] | $ 169,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Mario Midco Holdings Inc.(dba Len the Plumber), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.75% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (26,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (17,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[34],[35] | 5.75% | ||||
Par / Units | [11],[12],[19],[34],[35] | $ 2,026,000 | ||||
Amortized Cost | [11],[12],[19],[34],[35] | 1,941,000 | ||||
Fair Value | [11],[12],[19],[34],[35] | $ 1,988,000 | ||||
Percentage of Net Assets | [11],[12],[19],[34],[35] | 0% | ||||
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 5.75% | ||||
Par / Units | [11],[12],[35] | $ 13,074,000 | ||||
Amortized Cost | [11],[12],[35] | 12,825,000 | ||||
Fair Value | [11],[12],[35] | $ 12,911,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0.20% | ||||
Investment, Identifier [Axis]: Medline Borrower, LP, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 3.25% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (131,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (719,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Medline Intermediate, LP, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 3.25% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (155,000) | ||||
Fair Value | [15],[16],[20],[21] | $ (162,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: MessageBird BidCo B.V., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[36] | 6.75% | ||||
Par / Units | [11],[12],[14],[36] | $ 77,000,000 | ||||
Amortized Cost | [11],[12],[14],[36] | 75,624,000 | ||||
Fair Value | [11],[12],[14],[36] | $ 75,268,000 | ||||
Percentage of Net Assets | [11],[12],[14],[36] | 1.30% | ||||
Investment, Identifier [Axis]: MessageBird BidCo B.V.,First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[18] | 6.75% | ||||
Par / Units | $ 77,000,000 | |||||
Amortized Cost | 75,447,000 | |||||
Fair Value | $ 75,460,000 | |||||
Percentage of Net Assets | 1.30% | |||||
Investment, Identifier [Axis]: MessageBird Holding B.V., Extended Series C Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 122,890 | [12],[14],[23],[24] | 122,890 | [16],[18],[26],[27] | ||
Amortized Cost | $ 753,000 | [12],[14],[23],[24] | $ 753,000 | [16],[18],[26],[27] | ||
Fair Value | $ 125,000 | [12],[14],[23],[24] | $ 753,000 | [16],[18],[26],[27] | ||
Percentage of Net Assets | 0% | [12],[14],[23],[24] | 0% | [16],[18],[26],[27] | ||
Investment, Identifier [Axis]: Metis HoldCo, Inc. (dba Mavis Tire Express Services), Series A Convertible Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 7% | ||||
Interest, PIK | [16],[27],[38] | 7% | ||||
Units (in shares) | 165,042 | [12],[21],[24] | 149,692 | [16],[27],[38] | ||
Amortized Cost | $ 160,670,000 | [12],[21],[24] | $ 151,894,000 | [16],[27],[38] | ||
Fair Value | $ 155,552,000 | [12],[21],[24] | $ 155,888,000 | [16],[27],[38] | ||
Percentage of Net Assets | 2.70% | [12],[21],[24] | 2.60% | [16],[27],[38] | ||
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5% | [11],[12],[28] | 5% | [15],[16],[17] | ||
Par / Units | $ 24,116,000 | [11],[12],[28] | $ 24,299,000 | [15],[16],[17] | ||
Amortized Cost | 23,925,000 | [11],[12],[28] | 24,080,000 | [15],[16],[17] | ||
Fair Value | $ 23,996,000 | [11],[12],[28] | $ 24,117,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5% | [11],[12],[19],[33] | 5% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (15,000) | [11],[12],[19],[33] | (18,000) | [15],[16],[20],[21] | ||
Fair Value | $ (10,000) | [11],[12],[19],[33] | $ (16,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Minerva Holdco, Inc. (dba Athenahealth, Inc.), Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 10.75% | ||||
Units (in shares) | [12],[21],[24] | 7,480 | ||||
Amortized Cost | [12],[21],[24] | $ 7,348,000 | ||||
Fair Value | [12],[21],[24] | $ 6,676,000 | ||||
Percentage of Net Assets | [12],[21],[24] | 0.10% | ||||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[33],[34] | 5.50% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | (2,000) | [11],[12],[19],[33],[34] | (2,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ (4,000) | [11],[12],[19],[33],[34] | $ (2,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 703,000 | [11],[12],[13] | $ 706,000 | [15],[16],[17] | ||
Amortized Cost | 690,000 | [11],[12],[13] | 692,000 | [15],[16],[17] | ||
Fair Value | $ 683,000 | [11],[12],[13] | $ 692,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0% | [11],[12],[13] | 0% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[33] | 5.50% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (1,000) | [11],[12],[19],[33] | (1,000) | [15],[16],[20],[21] | ||
Fair Value | $ (2,000) | [11],[12],[19],[33] | $ (1,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Motus Group, LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[17] | ||
Par / Units | $ 10,810,000 | [11],[12],[28] | $ 10,810,000 | [15],[16],[17] | ||
Amortized Cost | 10,710,000 | [11],[12],[28] | 10,702,000 | [15],[16],[17] | ||
Fair Value | $ 10,566,000 | [11],[12],[28] | $ 10,702,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.20% | [11],[12],[28] | 0.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Muine Gall, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[36],[42] | 7% | ||||
Interest, PIK | [36] | 7% | [11],[12],[14],[42] | 7% | [15],[16],[18],[55] | |
Par / Units | $ 248,992,000 | [11],[12],[14],[36],[42] | $ 239,896,000 | [15],[16],[18],[55] | ||
Amortized Cost | 250,199,000 | [11],[12],[14],[36],[42] | 240,229,000 | [15],[16],[18],[55] | ||
Fair Value | $ 245,257,000 | [11],[12],[14],[36],[42] | $ 239,896,000 | [15],[16],[18],[55] | ||
Percentage of Net Assets | 4.20% | [11],[12],[14],[36],[42] | 4% | [15],[16],[18],[55] | ||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[28],[34] | 5.75% | [15],[16],[20],[25],[29] | ||
Par / Units | $ 4,940,000 | [11],[12],[19],[28],[34] | $ 4,978,000 | [15],[16],[20],[25],[29] | ||
Amortized Cost | 4,861,000 | [11],[12],[19],[28],[34] | 4,877,000 | [15],[16],[20],[25],[29] | ||
Fair Value | $ 4,836,000 | [11],[12],[19],[28],[34] | $ 4,945,000 | [15],[16],[20],[25],[29] | ||
Percentage of Net Assets | 0.10% | [11],[12],[19],[28],[34] | 0.10% | [15],[16],[20],[25],[29] | ||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[28] | 5.75% | [15],[16],[25] | ||
Par / Units | $ 25,114,000 | [11],[12],[28] | $ 25,313,000 | [15],[16],[25] | ||
Amortized Cost | 24,989,000 | [11],[12],[28] | 25,158,000 | [15],[16],[25] | ||
Fair Value | $ 24,737,000 | [11],[12],[28] | $ 25,148,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[25] | ||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (14,000) | [11],[12],[19],[33] | (18,000) | [15],[16],[20],[21] | ||
Fair Value | $ (25,000) | [11],[12],[19],[33] | $ (11,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20],[29] | 7% | ||||
Par / Units | [15],[16],[17],[20],[29] | $ 35,582,000 | ||||
Amortized Cost | [15],[16],[17],[20],[29] | 35,166,000 | ||||
Fair Value | [15],[16],[17],[20],[29] | $ 35,315,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20],[29] | 0.60% | ||||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[17] | ||
Par / Units | $ 105,500,000 | [11],[12],[13] | $ 70,723,000 | [15],[16],[17] | ||
Amortized Cost | 104,357,000 | [11],[12],[13] | 69,731,000 | [15],[16],[17] | ||
Fair Value | $ 102,862,000 | [11],[12],[13] | $ 70,192,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.80% | [11],[12],[13] | 1.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[17],[20] | ||
Par / Units | $ 9,366,000 | [11],[12],[13] | $ 3,044,000 | [15],[16],[17],[20] | ||
Amortized Cost | 9,213,000 | [11],[12],[13] | 2,853,000 | [15],[16],[17],[20] | ||
Fair Value | $ 9,132,000 | [11],[12],[13] | $ 2,974,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0.20% | [11],[12],[13] | 0.10% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[36] | 6% | ||||
Par / Units | [11],[12],[14],[36] | $ 927,000 | ||||
Amortized Cost | [11],[12],[14],[36] | 910,000 | ||||
Fair Value | [11],[12],[14],[36] | $ 906,000 | ||||
Percentage of Net Assets | [11],[12],[14],[36] | 0% | ||||
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[19],[33] | 6% | ||||
Par / Units | [11],[12],[14],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[14],[19],[33] | (1,000) | ||||
Fair Value | [11],[12],[14],[19],[33] | $ (2,000) | ||||
Percentage of Net Assets | [11],[12],[14],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company ,First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 4.25% | ||||
Par / Units | [11],[12],[28] | $ 2,292,000 | ||||
Amortized Cost | [11],[12],[28] | 2,265,000 | ||||
Fair Value | [11],[12],[28] | $ 2,275,000 | ||||
Percentage of Net Assets | [11],[12],[28] | 0% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 4.25% | ||||
Par / Units | [15],[16],[17] | $ 24,760,000 | ||||
Amortized Cost | [15],[16],[17] | 24,419,000 | ||||
Fair Value | [15],[16],[17] | $ 24,450,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 0.40% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured EUR revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[56] | 4.50% | ||||
Par / Units | [11],[12],[19],[56] | $ 263,000 | ||||
Amortized Cost | [11],[12],[19],[56] | 58,000 | ||||
Fair Value | [11],[12],[19],[56] | $ 214,000 | ||||
Percentage of Net Assets | [11],[12],[19],[56] | 0% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured USD revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[28] | 4.25% | ||||
Par / Units | [11],[12],[19],[28] | $ 1,072,000 | ||||
Amortized Cost | [11],[12],[19],[28] | 1,020,000 | ||||
Fair Value | [11],[12],[19],[28] | $ 1,017,000 | ||||
Percentage of Net Assets | [11],[12],[19],[28] | 0% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured revolving loan, One | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20] | 4.25% | ||||
Par / Units | [15],[16],[17],[20] | $ 3,082,000 | ||||
Amortized Cost | [15],[16],[17],[20] | 3,008,000 | ||||
Fair Value | [15],[16],[17],[20] | $ 2,990,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20] | 0.10% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured revolving loan, Two | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 4.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (261,000) | ||||
Fair Value | [15],[16],[20],[21] | $ (94,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien EUR senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[39] | 8.50% | ||||
Par / Units | [11],[12],[39] | $ 58,877,000 | ||||
Amortized Cost | [11],[12],[39] | 66,577,000 | ||||
Fair Value | [11],[12],[39] | $ 58,141,000 | ||||
Percentage of Net Assets | [11],[12],[39] | 1% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien USD senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 8.25% | ||||
Par / Units | [11],[12],[13] | $ 67,006,000 | ||||
Amortized Cost | [11],[12],[13] | 66,321,000 | ||||
Fair Value | [11],[12],[13] | $ 66,503,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 1.10% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien senior secured loan, One | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 8.25% | ||||
Par / Units | [15],[16],[17] | $ 67,006,000 | ||||
Amortized Cost | [15],[16],[17] | 66,237,000 | ||||
Fair Value | [15],[16],[17] | $ 66,336,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 1.10% | ||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien senior secured loan, Two | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[57] | 8.50% | ||||
Par / Units | [15],[16],[57] | $ 68,346,000 | ||||
Amortized Cost | [15],[16],[57] | 66,496,000 | ||||
Fair Value | [15],[16],[57] | $ 67,321,000 | ||||
Percentage of Net Assets | [15],[16],[57] | 1.10% | ||||
Investment, Identifier [Axis]: Nellson Nutraceutical, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.25% | [11],[12],[13] | 5.25% | [15],[16],[17] | ||
Par / Units | $ 26,031,000 | [11],[12],[13] | $ 27,280,000 | [15],[16],[17] | ||
Amortized Cost | 25,608,000 | [11],[12],[13] | 26,586,000 | [15],[16],[17] | ||
Fair Value | $ 25,445,000 | [11],[12],[13] | $ 26,735,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.40% | [11],[12],[13] | 0.50% | [15],[16],[17] | ||
Investment, Identifier [Axis]: New PLI Holdings, LLC, Class A Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 86,745 | [12],[22],[24] | 86,745 | [16],[26],[27],[58] | ||
Amortized Cost | $ 48,008,000 | [12],[22],[24] | $ 48,007,000 | [16],[26],[27],[58] | ||
Fair Value | $ 94,713,000 | [12],[22],[24] | $ 48,007,000 | [16],[26],[27],[58] | ||
Percentage of Net Assets | 1.60% | [12],[22],[24] | 0.80% | [16],[26],[27],[58] | ||
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), Common Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 1,021,885 | [12],[23],[45] | 1,021,885 | [16],[26],[59] | ||
Amortized Cost | $ 5,232,000 | [12],[23],[45] | $ 5,232,000 | [16],[26],[59] | ||
Fair Value | $ 363,000 | [12],[23],[45] | $ 3,873,000 | [16],[26],[59] | ||
Percentage of Net Assets | 0% | [12],[23],[45] | 0.10% | [16],[26],[59] | ||
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[13] | 6.50% | [15],[16],[17] | ||
Par / Units | $ 76,785,000 | [11],[12],[13] | $ 77,376,000 | [15],[16],[17] | ||
Amortized Cost | 74,960,000 | [11],[12],[13] | 75,139,000 | [15],[16],[17] | ||
Fair Value | $ 74,866,000 | [11],[12],[13] | $ 77,763,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.30% | [11],[12],[13] | 1.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[13],[19] | 6.50% | [15],[16],[20],[25] | ||
Par / Units | $ 9,511,000 | [11],[12],[13],[19] | $ 9,511,000 | [15],[16],[20],[25] | ||
Amortized Cost | 9,440,000 | [11],[12],[13],[19] | 9,412,000 | [15],[16],[20],[25] | ||
Fair Value | $ 9,205,000 | [11],[12],[13],[19] | $ 9,511,000 | [15],[16],[20],[25] | ||
Percentage of Net Assets | 0.20% | [11],[12],[13],[19] | 0.20% | [15],[16],[20],[25] | ||
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[19],[34],[35] | 6.50% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 9,554,000 | [11],[12],[19],[34],[35] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | 9,349,000 | [11],[12],[19],[34],[35] | (98,000) | [15],[16],[20],[21],[29] | ||
Fair Value | $ 9,506,000 | [11],[12],[19],[34],[35] | $ (40,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0.20% | [11],[12],[19],[34],[35] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[35] | 6.50% | [15],[16],[17] | ||
Par / Units | $ 109,632,000 | [11],[12],[35] | $ 110,460,000 | [15],[16],[17] | ||
Amortized Cost | 108,179,000 | [11],[12],[35] | 108,827,000 | [15],[16],[17] | ||
Fair Value | $ 109,083,000 | [11],[12],[35] | $ 108,803,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.90% | [11],[12],[35] | 1.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[19],[33] | 6.50% | [15],[16],[17],[20] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 1,596,000 | [15],[16],[17],[20] | ||
Amortized Cost | (121,000) | [11],[12],[19],[33] | 1,455,000 | [15],[16],[17],[20] | ||
Fair Value | $ (48,000) | [11],[12],[19],[33] | $ 1,453,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Nutraceutical International Corporation, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[25] | ||
Par / Units | $ 188,001,000 | [11],[12],[13] | $ 211,824,000 | [15],[16],[25] | ||
Amortized Cost | 185,994,000 | [11],[12],[13] | 209,206,000 | [15],[16],[25] | ||
Fair Value | $ 171,081,000 | [11],[12],[13] | $ 207,587,000 | [15],[16],[25] | ||
Percentage of Net Assets | 2.90% | [11],[12],[13] | 3.50% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Nutraceutical International Corporation, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[25] | ||
Par / Units | $ 13,578,000 | [11],[12],[13] | $ 13,578,000 | [15],[16],[25] | ||
Amortized Cost | 13,456,000 | [11],[12],[13] | 13,426,000 | [15],[16],[25] | ||
Fair Value | $ 12,356,000 | [11],[12],[13] | $ 13,307,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.20% | [11],[12],[13] | 0.20% | [15],[16],[25] | ||
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 95,029,000 | [11],[12],[13] | $ 116,855,000 | [15],[16],[17] | ||
Amortized Cost | 93,398,000 | [11],[12],[13] | 114,603,000 | [15],[16],[17] | ||
Fair Value | $ 94,079,000 | [11],[12],[13] | $ 114,518,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.60% | [11],[12],[13] | 1.90% | [15],[16],[17] | ||
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13],[19] | 5.50% | [15],[16],[20],[25] | ||
Par / Units | $ 3,030,000 | [11],[12],[13],[19] | $ 1,616,000 | [15],[16],[20],[25] | ||
Amortized Cost | 2,778,000 | [11],[12],[13],[19] | 1,326,000 | [15],[16],[20],[25] | ||
Fair Value | $ 2,878,000 | [11],[12],[13],[19] | $ 1,313,000 | [15],[16],[20],[25] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[20],[25] | ||
Investment, Identifier [Axis]: ORCC Senior Loan Fund LLC (fka Sebago Lake LLC) | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | [60] | $ 313,910,000 | $ 247,061,000 | 105,546,000 | ||
Investment, Identifier [Axis]: ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), LLC Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 345,089 | [14],[22],[24],[42],[61] | 249,714 | [18],[27],[55],[58] | ||
Amortized Cost | $ 345,089,000 | [14],[22],[24],[42],[61] | $ 249,714,000 | [18],[27],[55],[58] | ||
Fair Value | $ 313,910,000 | [14],[22],[24],[42],[61] | $ 247,061,000 | [18],[27],[55],[58] | ||
Percentage of Net Assets | 5.40% | [14],[22],[24],[42],[61] | 4.20% | [18],[27],[55],[58] | ||
Investment, Identifier [Axis]: Offen, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5% | [11],[12],[36] | 5% | [15],[16],[25] | ||
Par / Units | $ 18,708,000 | [11],[12],[36] | $ 19,582,000 | [15],[16],[25] | ||
Amortized Cost | 18,602,000 | [11],[12],[36] | 19,450,000 | [15],[16],[25] | ||
Fair Value | $ 18,708,000 | [11],[12],[36] | $ 19,582,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.30% | [11],[12],[36] | 0.30% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[43] | 5.25% | ||||
Par / Units | [11],[12],[43] | $ 879,000 | ||||
Amortized Cost | [11],[12],[43] | 863,000 | ||||
Fair Value | [11],[12],[43] | $ 857,000 | ||||
Percentage of Net Assets | [11],[12],[43] | 0% | ||||
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.25% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (2,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (3,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: PCF Holdco, LLC (dba PCF Insurance Services), Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 14,772,724 | [12],[23],[24] | 11,028 | [16],[26],[27] | ||
Amortized Cost | $ 37,464,000 | [12],[23],[24] | $ 27,968,000 | [16],[26],[27] | ||
Fair Value | $ 65,898,000 | [12],[23],[24] | $ 27,968,000 | [16],[26],[27] | ||
Percentage of Net Assets | 1.10% | [12],[23],[24] | 0.50% | [16],[26],[27] | ||
Investment, Identifier [Axis]: PCF Holdco, LLC (dba PCF Insurance Services), Class A Warrants | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 3,744 | ||||
Amortized Cost | [16],[26],[27] | $ 9,496,000 | ||||
Fair Value | [16],[26],[27] | $ 9,496,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0.20% | ||||
Investment, Identifier [Axis]: PCF Midco II, LLC (dba PCF Insurance Services), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[37] | 9% | ||||
Interest, PIK | 9% | [12],[37] | 9% | [16],[38] | ||
Par / Units | $ 128,886,000 | [12],[37] | $ 118,693,000 | [16],[38] | ||
Amortized Cost | 118,231,000 | [12],[37] | 107,530,000 | [16],[38] | ||
Fair Value | $ 115,997,000 | [12],[37] | $ 107,418,000 | [16],[38] | ||
Percentage of Net Assets | 2% | [12],[37] | 1.80% | [16],[38] | ||
Investment, Identifier [Axis]: PHM Netherlands Midco B.V. (dba Loparex), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.50% | [11],[12],[28] | 4.50% | [15],[16],[17] | ||
Par / Units | $ 780,000 | [11],[12],[28] | $ 786,000 | [15],[16],[17] | ||
Amortized Cost | 739,000 | [11],[12],[28] | 738,000 | [15],[16],[17] | ||
Fair Value | $ 753,000 | [11],[12],[28] | $ 782,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0% | [11],[12],[28] | 0% | [15],[16],[17] | ||
Investment, Identifier [Axis]: PHM Netherlands Midco B.V. (dba Loparex), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8.75% | [11],[12],[13] | 8.75% | [15],[16],[25] | ||
Par / Units | $ 112,000,000 | [11],[12],[13] | $ 112,000,000 | [15],[16],[25] | ||
Amortized Cost | 106,548,000 | [11],[12],[13] | 105,916,000 | [15],[16],[25] | ||
Fair Value | $ 109,200,000 | [11],[12],[13] | $ 110,600,000 | [15],[16],[25] | ||
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.90% | [15],[16],[25] | ||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[30],[34] | 5.75% | ||||
Par / Units | [11],[12],[19],[30],[34] | $ 16,000 | ||||
Amortized Cost | [11],[12],[19],[30],[34] | 14,000 | ||||
Fair Value | [11],[12],[19],[30],[34] | $ 14,000 | ||||
Percentage of Net Assets | [11],[12],[19],[30],[34] | 0% | ||||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[43] | 5.75% | ||||
Par / Units | [11],[12],[43] | $ 737,000 | ||||
Amortized Cost | [11],[12],[43] | 722,000 | ||||
Fair Value | [11],[12],[43] | $ 722,000 | ||||
Percentage of Net Assets | [11],[12],[43] | 0% | ||||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.75% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (1,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (1,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: PS Op Holdings LLC, Class A Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 248,271 | [22],[23],[24] | 248,271 | [26],[27],[58] | ||
Amortized Cost | $ 4,300,000 | [22],[23],[24] | $ 4,300,000 | [26],[27],[58] | ||
Fair Value | $ 3,950,000 | [22],[23],[24] | $ 4,300,000 | [26],[27],[58] | ||
Percentage of Net Assets | 0.10% | [22],[23],[24] | 0.10% | [26],[27],[58] | ||
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC) | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | $ 20,196,000 | $ 19,495,000 | 0 | |||
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[13],[22] | 6% | [15],[17],[58] | ||
Par / Units | $ 13,241,000 | [11],[13],[22] | $ 13,241,000 | [15],[17],[58] | ||
Amortized Cost | 12,976,000 | [11],[13],[22] | 12,979,000 | [15],[17],[58] | ||
Fair Value | $ 12,778,000 | [11],[13],[22] | $ 12,976,000 | [15],[17],[58] | ||
Percentage of Net Assets | 0.20% | [11],[13],[22] | 0.20% | [15],[17],[58] | ||
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[13],[19],[22] | 6% | [15],[17],[20],[58] | ||
Par / Units | $ 3,641,000 | [11],[13],[19],[22] | $ 2,319,000 | [15],[17],[20],[58] | ||
Amortized Cost | 3,531,000 | [11],[13],[19],[22] | 2,171,000 | [15],[17],[20],[58] | ||
Fair Value | $ 3,468,000 | [11],[13],[19],[22] | $ 2,219,000 | [15],[17],[20],[58] | ||
Percentage of Net Assets | 0.10% | [11],[13],[19],[22] | 0% | [15],[17],[20],[58] | ||
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[19],[33],[34] | 5.75% | ||||
Par / Units | [11],[12],[14],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[14],[19],[33],[34] | (42,000) | ||||
Fair Value | [11],[12],[14],[19],[33],[34] | $ (43,000) | ||||
Percentage of Net Assets | [11],[12],[14],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[30] | 5.75% | ||||
Par / Units | [11],[12],[14],[30] | $ 30,924,000 | ||||
Amortized Cost | [11],[12],[14],[30] | 30,165,000 | ||||
Fair Value | [11],[12],[14],[30] | $ 30,151,000 | ||||
Percentage of Net Assets | [11],[12],[14],[30] | 0.50% | ||||
Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[17] | ||
Par / Units | $ 196,044,000 | [11],[12],[13] | $ 196,044,000 | [15],[16],[17] | ||
Amortized Cost | 192,738,000 | [11],[12],[13] | 192,494,000 | [15],[16],[17] | ||
Fair Value | $ 186,241,000 | [11],[12],[13] | $ 192,123,000 | [15],[16],[17] | ||
Percentage of Net Assets | 3.20% | [11],[12],[13] | 3.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[30] | 6.75% | ||||
Par / Units | [11],[12],[14],[30] | $ 135,717,000 | ||||
Amortized Cost | [11],[12],[14],[30] | 133,866,000 | ||||
Fair Value | [11],[12],[14],[30] | $ 133,681,000 | ||||
Percentage of Net Assets | [11],[12],[14],[30] | 2.30% | ||||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 6.75% | ||||
Par / Units | [15],[16],[17] | $ 136,736,000 | ||||
Amortized Cost | [15],[16],[17] | 134,627,000 | ||||
Fair Value | [15],[16],[17] | $ 135,027,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 2.30% | ||||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[14],[19],[33] | 6.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (187,000) | [11],[12],[14],[19],[33] | (229,000) | [15],[16],[20],[21] | ||
Fair Value | $ (203,000) | [11],[12],[14],[19],[33] | $ (169,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health Inc.), Class B Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 97,833 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 18,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 1,109,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health, Inc.), Class A Units | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[14],[21],[24] | 8% | ||||
Interest, PIK | [16],[27],[38] | 8% | ||||
Units (in shares) | 7,104 | [12],[14],[21],[24] | 7,104 | [16],[27],[38] | ||
Amortized Cost | $ 8,101,000 | [12],[14],[21],[24] | $ 7,633,000 | [16],[27],[38] | ||
Fair Value | $ 7,942,000 | [12],[14],[21],[24] | $ 7,633,000 | [16],[27],[38] | ||
Percentage of Net Assets | 0.10% | [12],[14],[21],[24] | 0.10% | [16],[27],[38] | ||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health, Inc.), Class B Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 97,833 | ||||
Amortized Cost | [16],[26],[27] | $ 18,000 | ||||
Fair Value | [16],[26],[27] | $ 1,109,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0% | ||||
Investment, Identifier [Axis]: Peraton Corp., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.75% | [11],[12],[28],[46] | 7.75% | [15],[16],[25] | ||
Par / Units | $ 46,113,000 | [11],[12],[28],[46] | $ 47,500,000 | [15],[16],[25] | ||
Amortized Cost | 45,522,000 | [11],[12],[28],[46] | 46,840,000 | [15],[16],[25] | ||
Fair Value | $ 43,489,000 | [11],[12],[28],[46] | $ 47,263,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.70% | [11],[12],[28],[46] | 0.80% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[29],[36] | 6% | ||||
Par / Units | [15],[16],[20],[29],[36] | $ 19,143,000 | ||||
Amortized Cost | [15],[16],[20],[29],[36] | 18,953,000 | ||||
Fair Value | [15],[16],[20],[29],[36] | $ 18,952,000 | ||||
Percentage of Net Assets | [15],[16],[20],[29],[36] | 0.30% | ||||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[36] | 6% | [15],[16],[17] | ||
Par / Units | $ 135,247,000 | [11],[12],[36] | $ 108,430,000 | [15],[16],[17] | ||
Amortized Cost | 134,037,000 | [11],[12],[36] | 107,368,000 | [15],[16],[17] | ||
Fair Value | $ 134,909,000 | [11],[12],[36] | $ 107,347,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.30% | [11],[12],[36] | 1.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (52,000) | [11],[12],[19],[33] | (60,000) | [15],[16],[20],[21] | ||
Fair Value | $ (15,000) | [11],[12],[19],[33] | $ (62,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Phoenix Newco, Inc. (dba Parexel), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[25] | ||
Par / Units | $ 190,000,000 | [11],[12],[28] | $ 190,000,000 | [15],[16],[25] | ||
Amortized Cost | 188,258,000 | [11],[12],[28] | 188,123,000 | [15],[16],[25] | ||
Fair Value | $ 185,250,000 | [11],[12],[28] | $ 188,100,000 | [15],[16],[25] | ||
Percentage of Net Assets | 3.20% | [11],[12],[28] | 3.20% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Picard Holdco, LLC, Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[24],[30] | 12% | ||||
Interest, PIK | [11],[12],[24],[30] | 12% | ||||
Units (in shares) | [11],[12],[24],[30] | 24,716 | ||||
Amortized Cost | [11],[12],[24],[30] | $ 23,975,000 | ||||
Fair Value | [11],[12],[24],[30] | $ 23,975,000 | ||||
Percentage of Net Assets | [11],[12],[24],[30] | 0.40% | ||||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 5.75% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (2,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 5.75% | ||||
Par / Units | [11],[12],[30] | $ 681,000 | ||||
Amortized Cost | [11],[12],[30] | 668,000 | ||||
Fair Value | [11],[12],[30] | $ 672,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.75% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (1,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (1,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[28] | 8% | [15],[16],[36] | ||
Par / Units | $ 99,450,000 | [11],[12],[28] | $ 99,450,000 | [15],[16],[36] | ||
Amortized Cost | 98,455,000 | [11],[12],[28] | 98,526,000 | [15],[16],[36] | ||
Fair Value | $ 98,952,000 | [11],[12],[28] | $ 98,455,000 | [15],[16],[36] | ||
Percentage of Net Assets | 1.70% | [11],[12],[28] | 1.70% | [15],[16],[36] | ||
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[19],[33] | 8% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (62,000) | [11],[12],[19],[33] | (55,000) | [15],[16],[20],[21] | ||
Fair Value | $ (31,000) | [11],[12],[19],[33] | $ (62,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Pregis Topco LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.09% | [11],[12],[13] | 6.95% | [15],[16],[17] | ||
Par / Units | $ 160,000,000 | [11],[12],[13] | $ 160,000,000 | [15],[16],[17] | ||
Amortized Cost | 157,655,000 | [11],[12],[13] | 157,467,000 | [15],[16],[17] | ||
Fair Value | $ 157,856,000 | [11],[12],[13] | $ 160,000,000 | [15],[16],[17] | ||
Percentage of Net Assets | 2.70% | [11],[12],[13] | 2.70% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Premier Imaging, LLC (dba LucidHealth), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[28] | 5.25% | [15],[16],[25] | ||
Par / Units | $ 42,998,000 | [11],[12],[28] | $ 42,998,000 | [15],[16],[25] | ||
Amortized Cost | 42,628,000 | [11],[12],[28] | 42,517,000 | [15],[16],[25] | ||
Fair Value | $ 42,353,000 | [11],[12],[28] | $ 42,675,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.70% | [11],[12],[28] | 0.70% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Project Alpine Co-Invest Fund, LP, LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 10,006 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 10,006,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 10,000,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0.20% | ||||
Investment, Identifier [Axis]: Project Hotel California Co-Invest Fund, L.P., LP Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 2,687 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 2,687,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 2,685,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[13] | 6% | [15],[16],[17] | ||
Par / Units | $ 44,746,000 | [11],[12],[13] | $ 45,091,000 | [15],[16],[17] | ||
Amortized Cost | 44,385,000 | [11],[12],[13] | 44,664,000 | [15],[16],[17] | ||
Fair Value | $ 44,746,000 | [11],[12],[13] | $ 45,091,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.80% | [11],[12],[13] | 0.80% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (17,000) | [11],[12],[19],[33] | (22,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Proofpoint, Inc., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.25% | [11],[12],[13],[46] | 6.25% | [15],[16],[17] | ||
Par / Units | $ 19,600,000 | [11],[12],[13],[46] | $ 19,600,000 | [15],[16],[17] | ||
Amortized Cost | 19,512,000 | [11],[12],[13],[46] | 19,505,000 | [15],[16],[17] | ||
Fair Value | $ 18,792,000 | [11],[12],[13],[46] | $ 19,502,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.30% | [11],[12],[13],[46] | 0.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[28] | 6% | [15],[16],[44] | ||
Par / Units | $ 26,439,000 | [11],[12],[28] | $ 26,571,000 | [15],[16],[44] | ||
Amortized Cost | 25,976,000 | [11],[12],[28] | 26,051,000 | [15],[16],[44] | ||
Fair Value | $ 25,778,000 | [11],[12],[28] | $ 26,040,000 | [15],[16],[44] | ||
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[44] | ||
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [16],[20],[21] | ||
Amortized Cost | (58,000) | [11],[12],[19],[33] | (67,000) | [16],[20],[21] | ||
Fair Value | $ (86,000) | [11],[12],[19],[33] | $ (69,000) | [16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [16],[20],[21] | ||
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 39,600,000 | [11],[12],[13] | $ 39,900,000 | [15],[16],[17] | ||
Amortized Cost | 38,616,000 | [11],[12],[13] | 38,802,000 | [15],[16],[17] | ||
Fair Value | $ 38,610,000 | [11],[12],[13] | $ 38,803,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.70% | [11],[12],[13] | 0.70% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[36] | 5.50% | [15],[16],[20],[21] | ||
Par / Units | $ 1,760,000 | [11],[12],[19],[36] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 1,675,000 | [11],[12],[19],[36] | (103,000) | [15],[16],[20],[21] | ||
Fair Value | $ 1,660,000 | [11],[12],[19],[36] | $ (110,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[36] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: REALPAGE, INC., Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[28],[46] | 6.50% | [15],[16],[25] | ||
Par / Units | $ 34,500,000 | [11],[12],[28],[46] | $ 34,500,000 | [15],[16],[25] | ||
Amortized Cost | 34,054,000 | [11],[12],[28],[46] | 34,017,000 | [15],[16],[25] | ||
Fair Value | $ 33,226,000 | [11],[12],[28],[46] | $ 34,897,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.60% | [11],[12],[28],[46] | 0.60% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Recipe Acquisition Corp. (dba Roland Corporation), Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 9% | [11],[30] | 9% | [15],[17] | ||
Par / Units | $ 32,000,000 | [11],[30] | $ 32,000,000 | [15],[17] | ||
Amortized Cost | 31,950,000 | [11],[30] | 31,881,000 | [15],[17] | ||
Fair Value | $ 31,440,000 | [11],[30] | $ 30,080,000 | [15],[17] | ||
Percentage of Net Assets | 0.50% | [11],[30] | 0.50% | [15],[17] | ||
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[36] | 6% | ||||
Interest, PIK | [15],[16],[36] | 1.25% | ||||
Par / Units | [15],[16],[36] | $ 134,585,000 | ||||
Amortized Cost | [15],[16],[36] | 133,921,000 | ||||
Fair Value | [15],[16],[36] | $ 128,528,000 | ||||
Percentage of Net Assets | [15],[16],[36] | 2.20% | ||||
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[25] | 4.75% | ||||
Par / Units | [15],[16],[20],[25] | $ 10,987,000 | ||||
Amortized Cost | [15],[16],[20],[25] | 10,982,000 | ||||
Fair Value | [15],[16],[20],[25] | $ 10,251,000 | ||||
Percentage of Net Assets | [15],[16],[20],[25] | 0.20% | ||||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20],[29] | 6.50% | ||||
Par / Units | [15],[16],[17],[20],[29] | $ 28,463,000 | ||||
Amortized Cost | [15],[16],[17],[20],[29] | 28,098,000 | ||||
Fair Value | [15],[16],[17],[20],[29] | $ 28,243,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20],[29] | 0.50% | ||||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 6.50% | ||||
Par / Units | [15],[16],[17] | $ 88,973,000 | ||||
Amortized Cost | [15],[16],[17] | 87,832,000 | ||||
Fair Value | [15],[16],[17] | $ 88,306,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 1.50% | ||||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20] | 6.50% | ||||
Par / Units | [15],[16],[17],[20] | $ 3,879,000 | ||||
Amortized Cost | [15],[16],[17],[20] | 3,746,000 | ||||
Fair Value | [15],[16],[17],[20] | $ 3,799,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20] | 0.10% | ||||
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 7.50% | ||||
Interest, PIK | 7.50% | [11],[12],[28] | 7.50% | [15],[16],[25] | ||
Par / Units | $ 81,625,000 | [11],[12],[28] | $ 77,263,000 | [15],[16],[25] | ||
Amortized Cost | 80,732,000 | [11],[12],[28] | 76,255,000 | [15],[16],[25] | ||
Fair Value | $ 81,216,000 | [11],[12],[28] | $ 76,297,000 | [15],[16],[25] | ||
Percentage of Net Assets | 1.40% | [11],[12],[28] | 1.30% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[19],[33] | 6.50% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (85,000) | [11],[12],[19],[33] | (98,000) | [15],[16],[20],[21] | ||
Fair Value | $ (37,000) | [11],[12],[19],[33] | $ (92,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Restore OMH Intermediate Holdings, Inc., Senior Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest, PIK | [16],[27],[38] | 13% | ||||
Units (in shares) | [16],[27],[38] | 2,616 | ||||
Amortized Cost | [16],[27],[38] | $ 25,566,000 | ||||
Fair Value | [16],[27],[38] | $ 25,506,000 | ||||
Percentage of Net Assets | [16],[27],[38] | 0.40% | ||||
Investment, Identifier [Axis]: Rhea Acquisition Holdings, LP, Series A-2 Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 119,048 | ||||
Amortized Cost | [12],[23],[24] | $ 119,000 | ||||
Fair Value | [12],[23],[24] | $ 119,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Rhea Parent, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 5.75% | ||||
Par / Units | [11],[12],[30] | $ 772,000 | ||||
Amortized Cost | [11],[12],[30] | 758,000 | ||||
Fair Value | [11],[12],[30] | $ 753,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 5.25% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (2,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (3,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[43] | 5.25% | ||||
Par / Units | [11],[12],[43] | $ 753,000 | ||||
Amortized Cost | [11],[12],[43] | 739,000 | ||||
Fair Value | [11],[12],[43] | $ 734,000 | ||||
Percentage of Net Assets | [11],[12],[43] | 0% | ||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[43] | 5.25% | ||||
Par / Units | [11],[12],[19],[43] | $ 70,000 | ||||
Amortized Cost | [11],[12],[19],[43] | 69,000 | ||||
Fair Value | [11],[12],[19],[43] | $ 51,000 | ||||
Percentage of Net Assets | [11],[12],[19],[43] | 0% | ||||
Investment, Identifier [Axis]: Safety Products/JHC Acquisition Corp. (dba Justrite Safety Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[28] | 4.50% | ||||
Par / Units | [11],[12],[28] | $ 13,817,000 | ||||
Amortized Cost | [11],[12],[28] | 13,737,000 | ||||
Fair Value | [11],[12],[28] | $ 13,436,000 | ||||
Percentage of Net Assets | [11],[12],[28] | 0.20% | ||||
Investment, Identifier [Axis]: Safety Products/JHC Acquisition Corp. (dba Justrite Safety Group), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[25] | 4.50% | ||||
Par / Units | [15],[16],[25] | $ 13,923,000 | ||||
Amortized Cost | [15],[16],[25] | 13,829,000 | ||||
Fair Value | [15],[16],[25] | $ 12,948,000 | ||||
Percentage of Net Assets | [15],[16],[25] | 0.20% | ||||
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.25% | ||||
Par / Units | [11],[12],[35] | $ 45,640,000 | ||||
Amortized Cost | [11],[12],[35] | 44,688,000 | ||||
Fair Value | [11],[12],[35] | $ 44,677,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0.80% | ||||
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6.25% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (85,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (92,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.50% | [11],[12],[28] | 4.50% | [15],[16],[25] | ||
Par / Units | $ 43,522,000 | [11],[12],[28] | $ 43,860,000 | [15],[16],[25] | ||
Amortized Cost | 43,135,000 | [11],[12],[28] | 43,377,000 | [15],[16],[25] | ||
Fair Value | $ 40,693,000 | [11],[12],[28] | $ 41,668,000 | [15],[16],[25] | ||
Percentage of Net Assets | 0.70% | [11],[12],[28] | 0.70% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 4.50% | [11],[12],[19],[28] | 3.50% | [15],[16],[20],[21] | ||
Par / Units | $ 8,400,000 | [11],[12],[19],[28] | $ 300,000 | [15],[16],[20],[21],[32] | ||
Amortized Cost | 8,367,000 | [11],[12],[19],[28] | 236,000 | [15],[16],[20],[21],[32] | ||
Fair Value | $ 7,815,000 | [11],[12],[19],[28] | $ (150,000) | [15],[16],[20],[21],[32] | ||
Percentage of Net Assets | 0.10% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21],[32] | ||
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 6.50% | ||||
Par / Units | [11],[12],[30] | $ 847,000 | ||||
Amortized Cost | [11],[12],[30] | 840,000 | ||||
Fair Value | [11],[12],[30] | $ 845,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (1,000) | ||||
Fair Value | [11],[12],[19],[33] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Shearer's Foods, LLC, Second lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.75% | [11],[12],[28] | 7.75% | [15],[16],[25] | ||
Par / Units | $ 120,000,000 | [11],[12],[28] | $ 120,000,000 | [15],[16],[25] | ||
Amortized Cost | 119,059,000 | [11],[12],[28] | 118,973,000 | [15],[16],[25] | ||
Fair Value | $ 118,200,000 | [11],[12],[28] | $ 120,000,000 | [15],[16],[25] | ||
Percentage of Net Assets | 2% | [11],[12],[28] | 2% | [15],[16],[25] | ||
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 6.25% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (7,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (2,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.25% | ||||
Par / Units | [11],[12],[35] | $ 6,157,000 | ||||
Amortized Cost | [11],[12],[35] | 6,041,000 | ||||
Fair Value | [11],[12],[35] | $ 6,080,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0.10% | ||||
Investment, Identifier [Axis]: Skyline Holdco B, Inc. (dba Dodge Data & Analytics), Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 2,181,629 | ||||
Amortized Cost | [16],[26],[27] | $ 3,272,000 | ||||
Fair Value | [16],[26],[27] | $ 3,612,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0.10% | ||||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 6.50% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (1,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (2,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 6.50% | ||||
Par / Units | [11],[12],[30] | $ 762,000 | ||||
Amortized Cost | [11],[12],[30] | 755,000 | ||||
Fair Value | [11],[12],[30] | $ 750,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | 0 | ||||
Fair Value | [11],[12],[19],[33] | $ (1,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[13] | 6.75% | [15],[16],[25] | ||
Par / Units | $ 230,495,000 | [11],[12],[13] | $ 232,258,000 | [15],[16],[25] | ||
Amortized Cost | 227,397,000 | [11],[12],[13] | 228,600,000 | [15],[16],[25] | ||
Fair Value | $ 230,495,000 | [11],[12],[13] | $ 232,258,000 | [15],[16],[25] | ||
Percentage of Net Assets | 3.90% | [11],[12],[13] | 3.90% | [15],[16],[25] | ||
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.75% | [11],[12],[19],[33] | 6.75% | [15],[16],[20],[25] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 2,567,000 | [15],[16],[20],[25] | ||
Amortized Cost | (204,000) | [11],[12],[19],[33] | 2,309,000 | [15],[16],[20],[25] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ 2,567,000 | [15],[16],[20],[25] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[25] | ||
Investment, Identifier [Axis]: Space Exploration Technologies Corp, Class C Common Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [16],[26],[27] | 936 | ||||
Amortized Cost | [16],[26],[27] | $ 446,000 | ||||
Fair Value | [16],[26],[27] | $ 524,000 | ||||
Percentage of Net Assets | [16],[26],[27] | 0% | ||||
Investment, Identifier [Axis]: Space Exploration Technologies Corp., Class A Common Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 46,605 | [12],[23],[24] | 3,232 | [16],[26],[27] | ||
Amortized Cost | $ 2,557,000 | [12],[23],[24] | $ 1,557,000 | [16],[26],[27] | ||
Fair Value | $ 3,262,000 | [12],[23],[24] | $ 1,810,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0% | [16],[26],[27] | ||
Investment, Identifier [Axis]: Space Exploration Technologies Corp., Class C Common Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[23],[24] | 9,360 | ||||
Amortized Cost | [12],[23],[24] | $ 446,000 | ||||
Fair Value | [12],[23],[24] | $ 655,000 | ||||
Percentage of Net Assets | [12],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[34],[35] | 6.50% | ||||
Par / Units | [11],[12],[19],[34],[35] | $ 2,088,000 | ||||
Amortized Cost | [11],[12],[19],[34],[35] | 1,992,000 | ||||
Fair Value | [11],[12],[19],[34],[35] | $ 1,989,000 | ||||
Percentage of Net Assets | [11],[12],[19],[34],[35] | 0% | ||||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 6.50% | ||||
Par / Units | [11],[12],[30] | $ 40,868,000 | ||||
Amortized Cost | [11],[12],[30] | 40,070,000 | ||||
Fair Value | [11],[12],[30] | $ 40,051,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0.70% | ||||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[35] | 6.50% | ||||
Par / Units | [11],[12],[19],[35] | $ 945,000 | ||||
Amortized Cost | [11],[12],[19],[35] | 919,000 | ||||
Fair Value | [11],[12],[19],[35] | $ 919,000 | ||||
Percentage of Net Assets | [11],[12],[19],[35] | 0% | ||||
Investment, Identifier [Axis]: Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand, Inc.), Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 10.50% | ||||
Interest, PIK | [16],[27],[38] | 10.50% | ||||
Units (in shares) | 41,413 | [12],[21],[24] | 38,500 | [16],[27],[38] | ||
Amortized Cost | $ 40,528,000 | [12],[21],[24] | $ 38,401,000 | [16],[27],[38] | ||
Fair Value | $ 37,376,000 | [12],[21],[24] | $ 38,380,000 | [16],[27],[38] | ||
Percentage of Net Assets | 0.60% | [12],[21],[24] | 0.60% | [16],[27],[38] | ||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI) | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | $ 158,862,000 | $ 108,061,000 | 99,297,000 | |||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[19],[22],[30],[34] | 8% | [15],[16],[17],[20],[29],[58] | ||
Par / Units | $ 14,800,000 | [11],[12],[19],[22],[30],[34] | $ 10,899,000 | [15],[16],[17],[20],[29],[58] | ||
Amortized Cost | 14,800,000 | [11],[12],[19],[22],[30],[34] | 10,899,000 | [15],[16],[17],[20],[29],[58] | ||
Fair Value | $ 14,695,000 | [11],[12],[19],[22],[30],[34] | $ 10,635,000 | [15],[16],[17],[20],[29],[58] | ||
Percentage of Net Assets | 0.30% | [11],[12],[19],[22],[30],[34] | 0.20% | [15],[16],[17],[20],[29],[58] | ||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[22],[35] | 8% | [15],[16],[17],[58] | ||
Par / Units | $ 49,702,000 | [11],[12],[22],[35] | $ 50,044,000 | [15],[16],[17],[58] | ||
Amortized Cost | 49,180,000 | [11],[12],[22],[35] | 49,316,000 | [15],[16],[17],[58] | ||
Fair Value | $ 49,454,000 | [11],[12],[22],[35] | $ 49,419,000 | [15],[16],[17],[58] | ||
Percentage of Net Assets | 0.80% | [11],[12],[22],[35] | 0.80% | [15],[16],[17],[58] | ||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), Letter of Credit | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8% | [11],[12],[19],[22] | 8% | [15],[16],[20],[58] | ||
Par / Units | $ 0 | [11],[12],[19],[22] | $ 0 | [15],[16],[20],[58] | ||
Amortized Cost | 2,000 | [11],[12],[19],[22] | 3,000 | [15],[16],[20],[58] | ||
Fair Value | $ 0 | [11],[12],[19],[22] | $ 0 | [15],[16],[20],[58] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[22] | 0% | [15],[16],[20],[58] | ||
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 4.50% | ||||
Par / Units | [15],[16],[17] | $ 73,081,000 | ||||
Amortized Cost | [15],[16],[17] | 72,560,000 | ||||
Fair Value | [15],[16],[17] | $ 73,081,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 1.20% | ||||
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 4.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (27,000) | ||||
Fair Value | [15],[16],[20],[21] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21],[29] | 5.50% | ||||
Par / Units | [15],[16],[20],[21],[29] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21],[29] | (3,000) | ||||
Fair Value | [15],[16],[20],[21],[29] | $ (3,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21],[29] | 0% | ||||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 5.50% | ||||
Par / Units | [15],[16],[17] | $ 1,089,000 | ||||
Amortized Cost | [15],[16],[17] | 1,068,000 | ||||
Fair Value | [15],[16],[17] | $ 1,067,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 0% | ||||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 5.50% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (3,000) | ||||
Fair Value | [15],[16],[20],[21] | $ (3,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[28] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 74,936,000 | [11],[12],[28] | $ 75,513,000 | [15],[16],[17] | ||
Amortized Cost | 73,719,000 | [11],[12],[28] | 74,093,000 | [15],[16],[17] | ||
Fair Value | $ 73,812,000 | [11],[12],[28] | $ 74,569,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.30% | [11],[12],[28] | 1.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (122,000) | [11],[12],[19],[33] | (151,000) | [15],[16],[20],[21] | ||
Fair Value | $ (129,000) | [11],[12],[19],[33] | $ (107,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[14],[28] | 6% | [15],[16],[17],[18] | ||
Par / Units | $ 123,256,000 | [11],[12],[14],[28] | $ 123,255,000 | [15],[16],[17],[18] | ||
Amortized Cost | 122,164,000 | [11],[12],[14],[28] | 122,057,000 | [15],[16],[17],[18] | ||
Fair Value | $ 121,099,000 | [11],[12],[14],[28] | $ 121,777,000 | [15],[16],[17],[18] | ||
Percentage of Net Assets | 2.10% | [11],[12],[14],[28] | 2.10% | [15],[16],[17],[18] | ||
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[14],[19],[33] | 6% | [15],[16],[18],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[18],[20],[21] | ||
Amortized Cost | (77,000) | [11],[12],[14],[19],[33] | (89,000) | [15],[16],[18],[20],[21] | ||
Fair Value | $ (162,000) | [11],[12],[14],[19],[33] | $ (111,000) | [15],[16],[18],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33] | 0% | [15],[16],[18],[20],[21] | ||
Investment, Identifier [Axis]: Tall Tree Foods, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.25% | [11],[28] | 7.25% | [15],[25] | ||
Par / Units | $ 39,234,000 | [11],[28] | $ 39,684,000 | [15],[25] | ||
Amortized Cost | 39,234,000 | [11],[28] | 39,609,000 | [15],[25] | ||
Fair Value | $ 41,392,000 | [11],[28] | $ 40,477,000 | [15],[25] | ||
Percentage of Net Assets | 0.70% | [11],[28] | 0.70% | [15],[25] | ||
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[43] | 5.50% | ||||
Par / Units | [11],[12],[43] | $ 857,000 | ||||
Amortized Cost | [11],[12],[43] | 841,000 | ||||
Fair Value | [11],[12],[43] | $ 838,000 | ||||
Percentage of Net Assets | [11],[12],[43] | 0% | ||||
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (3,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (3,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33],[34] | 5.50% | ||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33],[34] | (3,000) | ||||
Fair Value | [11],[12],[19],[33],[34] | $ (5,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | ||||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 5.50% | ||||
Par / Units | [11],[12],[13] | $ 1,081,000 | ||||
Amortized Cost | [11],[12],[13] | 1,062,000 | ||||
Fair Value | [11],[12],[13] | $ 1,051,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 0% | ||||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[31] | 4.50% | ||||
Par / Units | [11],[12],[19],[31] | $ 9,000 | ||||
Amortized Cost | [11],[12],[19],[31] | 7,000 | ||||
Fair Value | [11],[12],[19],[31] | $ 5,000 | ||||
Percentage of Net Assets | [11],[12],[19],[31] | 0% | ||||
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 6.25% | ||||
Interest, PIK | [11],[12],[35] | 2.75% | ||||
Par / Units | [11],[12],[35] | $ 23,546,000 | ||||
Amortized Cost | [11],[12],[35] | 23,069,000 | ||||
Fair Value | [11],[12],[35] | $ 23,056,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0.40% | ||||
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.75% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (29,000) | ||||
Fair Value | [11],[12],[19],[33] | $ (31,000) | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[28] | 6% | [15],[16],[17] | ||
Par / Units | $ 9,023,000 | [11],[12],[28] | $ 9,091,000 | [15],[16],[17] | ||
Amortized Cost | 8,925,000 | [11],[12],[28] | 8,981,000 | [15],[16],[17] | ||
Fair Value | $ 8,797,000 | [11],[12],[28] | $ 8,977,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.20% | [11],[12],[28] | 0.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (9,000) | [11],[12],[19],[33] | (11,000) | [15],[16],[20],[21] | ||
Fair Value | $ (23,000) | [11],[12],[19],[33] | $ (11,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13],[19],[34] | 5.75% | [15],[16],[20],[21],[29] | ||
Par / Units | $ 3,938,000 | [11],[12],[13],[19],[34] | $ 0 | [15],[16],[20],[21],[29] | ||
Amortized Cost | 3,899,000 | [11],[12],[13],[19],[34] | 0 | [15],[16],[20],[21],[29] | ||
Fair Value | $ 3,789,000 | [11],[12],[13],[19],[34] | $ (41,000) | [15],[16],[20],[21],[29] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13],[19],[34] | 0% | [15],[16],[20],[21],[29] | ||
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 64,313,000 | [11],[12],[13] | $ 64,802,000 | [15],[16],[17] | ||
Amortized Cost | 63,766,000 | [11],[12],[13] | 64,189,000 | [15],[16],[17] | ||
Fair Value | $ 63,027,000 | [11],[12],[13] | $ 64,357,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.10% | [11],[12],[13] | 1.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13],[19] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 1,316,000 | [11],[12],[13],[19] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | 1,286,000 | [11],[12],[13],[19] | (35,000) | [15],[16],[20],[21] | ||
Fair Value | $ 1,239,000 | [11],[12],[13],[19] | $ (29,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Thunder Topco L.P. (dba Vector Solutions), Common Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 3,829,614 | [12],[23],[24] | 3,829,614 | [16],[26],[27] | ||
Amortized Cost | $ 3,830,000 | [12],[23],[24] | $ 3,830,000 | [16],[26],[27] | ||
Fair Value | $ 3,673,000 | [12],[23],[24] | $ 4,519,000 | [16],[26],[27] | ||
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | ||
Investment, Identifier [Axis]: Tivity Health, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[30] | 6% | ||||
Par / Units | [11],[12],[30] | $ 1,000,000 | ||||
Amortized Cost | [11],[12],[30] | 976,000 | ||||
Fair Value | [11],[12],[30] | $ 985,000 | ||||
Percentage of Net Assets | [11],[12],[30] | 0% | ||||
Investment, Identifier [Axis]: Troon Golf, L.L.C, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17] | 6% | ||||
Par / Units | [15],[16],[17] | $ 283,073,000 | ||||
Amortized Cost | [15],[16],[17] | 281,736,000 | ||||
Fair Value | [15],[16],[17] | $ 281,659,000 | ||||
Percentage of Net Assets | [15],[16],[17] | 4.70% | ||||
Investment, Identifier [Axis]: Troon Golf, L.L.C, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21] | 6% | ||||
Par / Units | [15],[16],[20],[21] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21] | (99,000) | ||||
Fair Value | [15],[16],[20],[21] | $ (108,000) | ||||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | ||||
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[36] | 5.75% | ||||
Par / Units | [11],[12],[36] | $ 280,946,000 | ||||
Amortized Cost | [11],[12],[36] | 279,768,000 | ||||
Fair Value | [11],[12],[36] | $ 280,946,000 | ||||
Percentage of Net Assets | [11],[12],[36] | 4.80% | ||||
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 6% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (83,000) | ||||
Fair Value | [11],[12],[19],[33] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[31] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 38,793,000 | [11],[12],[31] | $ 39,087,000 | [15],[16],[17] | ||
Amortized Cost | 38,145,000 | [11],[12],[31] | 38,349,000 | [15],[16],[17] | ||
Fair Value | $ 37,824,000 | [11],[12],[31] | $ 38,306,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.60% | [11],[12],[31] | 0.60% | [15],[16],[17] | ||
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[33] | 5.50% | [15],[16],[17],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 71,000 | [15],[16],[17],[20],[21] | ||
Amortized Cost | (68,000) | [11],[12],[19],[33] | (8,000) | [15],[16],[17],[20],[21] | ||
Fair Value | $ (106,000) | [11],[12],[19],[33] | $ (14,000) | [15],[16],[17],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[17],[20],[21] | ||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16] | 6.25% | ||||
Par / Units | [15],[16],[44] | $ 82,053,000 | ||||
Amortized Cost | [15],[16],[44] | 80,108,000 | ||||
Fair Value | [15],[16],[44] | $ 80,003,000 | ||||
Percentage of Net Assets | [15],[16],[44] | 1.30% | ||||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[13] | 6.50% | ||||
Par / Units | [11],[12],[13] | $ 81,439,000 | ||||
Amortized Cost | [11],[12],[13] | 79,721,000 | ||||
Fair Value | [11],[12],[13] | $ 78,181,000 | ||||
Percentage of Net Assets | [11],[12],[13] | 1.30% | ||||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6.50% | [11],[12],[13],[19] | 6.25% | [15],[16],[20],[36] | ||
Par / Units | $ 6,962,000 | [11],[12],[13],[19] | $ 5,222,000 | [15],[16],[20],[36] | ||
Amortized Cost | 6,761,000 | [11],[12],[13],[19] | 4,989,000 | [15],[16],[20],[36] | ||
Fair Value | $ 6,564,000 | [11],[12],[13],[19] | $ 4,973,000 | [15],[16],[20],[36] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13],[19] | 0.10% | [15],[16],[20],[36] | ||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[34] | 5.50% | ||||
Par / Units | [11],[12],[19],[34] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[34] | 0 | ||||
Fair Value | [11],[12],[19],[34] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[34] | 0% | ||||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[35] | 5.50% | ||||
Par / Units | [11],[12],[35] | $ 858,000 | ||||
Amortized Cost | [11],[12],[35] | 852,000 | ||||
Fair Value | [11],[12],[35] | $ 858,000 | ||||
Percentage of Net Assets | [11],[12],[35] | 0% | ||||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[33] | 5.50% | ||||
Par / Units | [11],[12],[19],[33] | $ 0 | ||||
Amortized Cost | [11],[12],[19],[33] | (1,000) | ||||
Fair Value | [11],[12],[19],[33] | $ 0 | ||||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | ||||
Investment, Identifier [Axis]: VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.), Series A Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 6% | ||||
Interest, PIK | 6% | [12],[21],[24] | 6% | [16],[27],[38] | ||
Units (in shares) | 21,250 | [12],[21],[24] | 21,500 | [16],[27],[38] | ||
Amortized Cost | $ 22,218,000 | [12],[21],[24] | $ 21,250,000 | [16],[27],[38] | ||
Fair Value | $ 20,772,000 | [12],[21],[24] | $ 21,250,000 | [16],[27],[38] | ||
Percentage of Net Assets | 0.40% | [12],[21],[24] | 0.40% | [16],[27],[38] | ||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7.75% | [11],[12],[30] | 6.75% | [15],[16],[49] | ||
Interest, PIK | [15],[16],[49] | 1% | ||||
Par / Units | $ 126,269,000 | [11],[12],[30] | $ 121,823,000 | [15],[16],[36] | ||
Amortized Cost | 125,347,000 | [11],[12],[30] | 120,674,000 | [15],[16],[36] | ||
Fair Value | $ 101,016,000 | [11],[12],[30] | $ 110,249,000 | [15],[16],[36] | ||
Percentage of Net Assets | 1.70% | [11],[12],[30] | 1.90% | [15],[16],[36] | ||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[17],[20] | 6.75% | ||||
Interest, PIK | [15],[16],[17],[20] | 1% | ||||
Par / Units | [15],[16],[17],[20] | $ 9,984,000 | ||||
Amortized Cost | [15],[16],[17],[20] | 9,897,000 | ||||
Fair Value | [15],[16],[17],[20] | $ 9,031,000 | ||||
Percentage of Net Assets | [15],[16],[17],[20] | 0.20% | ||||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[19],[30] | 7.75% | ||||
Par / Units | [11],[12],[19],[30] | $ 10,263,000 | ||||
Amortized Cost | [11],[12],[19],[30] | 10,194,000 | ||||
Fair Value | [11],[12],[19],[30] | $ 8,201,000 | ||||
Percentage of Net Assets | [11],[12],[19],[30] | 0.10% | ||||
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | ||
Par / Units | $ 22,048,000 | [11],[12],[13] | $ 22,215,000 | [15],[16],[17] | ||
Amortized Cost | 21,652,000 | [11],[12],[13] | 21,763,000 | [15],[16],[17] | ||
Fair Value | $ 22,048,000 | [11],[12],[13] | $ 21,771,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.40% | [11],[12],[13] | 0.40% | [15],[16],[17] | ||
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (21,000) | [11],[12],[19],[33] | (26,000) | [15],[16],[20],[21] | ||
Fair Value | $ 0 | [11],[12],[19],[33] | $ (27,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Vermont Aus Pty Ltd, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [11],[12],[14],[30] | 5.65% | ||||
Par / Units | [11],[12],[14],[30] | $ 995,000 | ||||
Amortized Cost | [11],[12],[14],[30] | 972,000 | ||||
Fair Value | [11],[12],[14],[30] | $ 968,000 | ||||
Percentage of Net Assets | [11],[12],[14],[30] | 0% | ||||
Investment, Identifier [Axis]: WMC Bidco, Inc. (dba West Monroe), Senior Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [12],[21],[24] | 11.25% | ||||
Interest, PIK | [12],[21],[24] | 11.25% | ||||
Units (in shares) | [12],[21],[24] | 18,444 | ||||
Amortized Cost | [12],[21],[24] | $ 18,044,000 | ||||
Fair Value | [12],[21],[24] | $ 17,245,000 | ||||
Percentage of Net Assets | [12],[21],[24] | 0.30% | ||||
Investment, Identifier [Axis]: WMC Bidco, Inc., Senior Preferred Stock | ||||||
Schedule of Investments [Line Items] | ||||||
Interest, PIK | [16],[27],[38] | 11.25% | ||||
Units (in shares) | [16],[27],[38] | 16,692 | ||||
Amortized Cost | [16],[27],[38] | $ 16,247,000 | ||||
Fair Value | [16],[27],[38] | $ 16,233,000 | ||||
Percentage of Net Assets | [16],[27],[38] | 0.30% | ||||
Investment, Identifier [Axis]: WP Irving Co-Invest, L.P., Common Equity | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | [12],[14],[23],[24] | 1,250,000 | ||||
Amortized Cost | [12],[14],[23],[24] | $ 1,250,000 | ||||
Fair Value | [12],[14],[23],[24] | $ 1,250,000 | ||||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | ||||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured delayed draw term loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | [15],[16],[20],[21],[29] | 5.50% | ||||
Par / Units | [15],[16],[20],[21],[29] | $ 0 | ||||
Amortized Cost | [15],[16],[20],[21],[29] | (129,000) | ||||
Fair Value | [15],[16],[20],[21],[29] | $ 0 | ||||
Percentage of Net Assets | [15],[16],[20],[21],[29] | 0% | ||||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 203,387,000 | [11],[12],[13] | $ 190,078,000 | [15],[16],[17] | ||
Amortized Cost | 200,833,000 | [11],[12],[13] | 187,304,000 | [15],[16],[17] | ||
Fair Value | $ 199,828,000 | [11],[12],[13] | $ 190,078,000 | [15],[16],[17] | ||
Percentage of Net Assets | 3.40% | [11],[12],[13] | 3.20% | [15],[16],[17] | ||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[19],[36] | 5.50% | [15],[16],[17],[20] | ||
Par / Units | $ 9,987,000 | [11],[12],[19],[36] | $ 5,762,000 | [15],[16],[17],[20] | ||
Amortized Cost | 9,808,000 | [11],[12],[19],[36] | 5,529,000 | [15],[16],[17],[20] | ||
Fair Value | $ 9,651,000 | [11],[12],[19],[36] | $ 5,762,000 | [15],[16],[17],[20] | ||
Percentage of Net Assets | 0.20% | [11],[12],[19],[36] | 0.10% | [15],[16],[17],[20] | ||
Investment, Identifier [Axis]: Walker Edison Furniture Company LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 8.75% | [11],[12],[13],[47] | 8.75% | [15],[16],[17] | ||
Interest, PIK | 3% | [11],[12],[13],[47] | 3% | [15],[16],[17] | ||
Par / Units | $ 85,557,000 | [11],[12],[13],[47] | $ 84,258,000 | [15],[16],[17] | ||
Amortized Cost | 83,191,000 | [11],[12],[13],[47] | 84,258,000 | [15],[16],[17] | ||
Fair Value | $ 59,035,000 | [11],[12],[13],[47] | $ 80,047,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1% | [11],[12],[13],[47] | 1.30% | [15],[16],[17] | ||
Investment, Identifier [Axis]: When I Work, Inc., First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 7% | [11],[12],[13] | 6% | [15],[16],[17] | ||
Interest, PIK | [11],[12],[13] | 7% | ||||
Par / Units | $ 5,134,000 | [11],[12],[13] | $ 4,932,000 | [15],[16],[17] | ||
Amortized Cost | 5,091,000 | [11],[12],[13] | 4,884,000 | [15],[16],[17] | ||
Fair Value | $ 5,031,000 | [11],[12],[13] | $ 4,883,000 | [15],[16],[17] | ||
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | ||
Investment, Identifier [Axis]: When I Work, Inc., First lien senior secured revolving loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | ||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | ||
Amortized Cost | (8,000) | [11],[12],[19],[33] | (9,000) | [15],[16],[20],[21] | ||
Fair Value | $ (18,000) | [11],[12],[19],[33] | $ (9,000) | [15],[16],[20],[21] | ||
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | ||
Investment, Identifier [Axis]: Windows Entities, LLC Units | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 31,849 | [12],[24],[62] | 31,826 | [16],[18],[26],[27],[63] | ||
Amortized Cost | $ 60,319,000 | [12],[24],[62] | $ 56,944,000 | [16],[18],[26],[27],[63] | ||
Fair Value | $ 106,939,000 | [12],[24],[62] | $ 103,561,000 | [16],[18],[26],[27],[63] | ||
Percentage of Net Assets | 1.80% | [12],[24],[62] | 1.70% | [16],[18],[26],[27],[63] | ||
Investment, Identifier [Axis]: Wingspire Capital Holdings LLC | Investment income from controlled, affiliated investments: | ||||||
Schedule of Investments [Line Items] | ||||||
Fair Value | $ 412,058,000 | $ 242,163,000 | $ 67,538,000 | |||
Investment, Identifier [Axis]: Wingspire Capital Holdings LLC, LLC Interest | ||||||
Schedule of Investments [Line Items] | ||||||
Units (in shares) | 354,145 | [19],[22],[24],[42] | 198,038 | [20],[27],[55],[58] | ||
Amortized Cost | $ 354,145,000 | [19],[22],[24],[42] | $ 198,038,000 | [20],[27],[55],[58] | ||
Fair Value | $ 412,058,000 | [19],[22],[24],[42] | $ 242,163,000 | [20],[27],[55],[58] | ||
Percentage of Net Assets | 7% | [19],[22],[24],[42] | 4.10% | [20],[27],[55],[58] | ||
Investment, Identifier [Axis]: Zenith Energy U.S. Logistics Holdings, LLC, First lien senior secured loan | ||||||
Schedule of Investments [Line Items] | ||||||
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | ||
Par / Units | $ 64,476,000 | [11],[12],[13] | $ 64,476,000 | [15],[16],[17] | ||
Amortized Cost | 63,905,000 | [11],[12],[13] | 63,728,000 | [15],[16],[17] | ||
Fair Value | $ 64,476,000 | [11],[12],[13] | $ 64,476,000 | [15],[16],[17] | ||
Percentage of Net Assets | 1.10% | [11],[12],[13] | 1.10% | [15],[16],[17] | ||
[1]As of September 30, 2022, the net estimated unrealized loss for U.S. federal income tax purposes was $189.9 million based on a tax cost basis $13.0 billion. As of September 30, 2022, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $413.0 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $223.1 million.[2]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[3]The amortized cost represents the original cost adjusted for the amortization or accretion of premium or discount , as applicable, on debt investments using the effective interest method.[4]Unless otherwise indicated, all investments are considered Level 3 investments.[5]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[6]As of December 31, 2021, the net estimated unrealized loss for U.S. federal income tax purposes was $36.8 million based on a tax cost basis of $12.8 billion. As of December 31, 2021, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $217.6 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $180.8 million.[7]Certain portfolio company investments are subject to contractual restrictions on sales.[8]The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method.[9]Unless otherwise indicated, all investments are considered Level 3 investments.[10]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[11]Loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”, which can include one-, three-, six- or twelve- month LIBOR), Secured Overnight Financing Rate ("SOFR" or "S," which can include one-, three- or six- month SOFR), Euro Interbank Offered Rate (“EURIBOR”), Great Britain Pound London Interbank Offered Rate (“GBPLIBOR” or “G”, which can include three- or six-month GBPLIBOR), SONIA ("SONIA” or "SA") or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement.[12]Represents co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the U.S. Securities and Exchange Commission. See Note 3 “Agreements and Related Party Transactions.”[13]The interest rate on these loans is subject to 3 month LIBOR, which as of September 30, 2022 was 3.75%.[14]This portfolio company is not a qualifying asset under Section 55(a) of the Investment Company Act of 1940, as amended (the “1940 Act”). Under the 1940 Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of total assets. As of September 30, 2022, non-qualifying assets represented 13.5% of total assets as calculated in accordance with the regulatory requirements.[15]Loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”, which can include one-, two-, three- or six-month LIBOR), Euro Interbank Offered Rate (“EURIBOR” or “E”, which can include one-, two-, three- or six-month EURIBOR), SONIA (“SONIA” or “S”), or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement.[16]Represents co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the U.S. Securities and Exchange Commission. See Note 3 “Agreements and Related Party Transactions.”[17]The interest rate on these loans is subject to 3 month LIBOR, which as of December 31, 2021 was 0.21%.[18]This portfolio company is not a qualifying asset under Section 55(a) of the Investment Company Act of 1940, as amended (the “1940 Act”). Under the 1940 Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of total assets. As of December 31, 2021, non-qualifying assets represented 9.9% of total assets as calculated in accordance with the regulatory requirements.[19]Contains a fixed-rate structure.[20]Position or portion thereof is an unfunded loan or equity commitment. See Note 7 “Commitments and Contingencies”.[21]The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan.[22]As defined in the 1940 Act, the Company is deemed to be both an “Affiliated Person” and has “Control” of this portfolio company as the Company owns more than 25% of the portfolio company’s outstanding voting securities or has the power to exercise control over management or policies of such portfolio company, including through a management agreement (“controlled affiliate”). The Company’s investment in controlled affiliates for the period ended September 30, 2022, were as follows: ($ in thousands) Fair value Gross Additions Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value Interest Income Dividend Income Other Income Controlled Affiliates AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC(d) $ — $ 5 $ — $ (5) $ — $ — $ — $ — AAM Series 2.1 Aviation Feeder, LLC(d) — 1,373 — (5) 1,368 — — — ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)(c) 247,061 118,124 (22,750) (28,525) 313,910 — 23,963 — PS Operating Company LLC (fka QC Supply, LLC) 19,495 2,470 (1,112) (657) 20,196 947 — 7 Swipe Acquisition Corporation (dba PLI) 108,061 4,210 (445) 47,036 158,862 4,820 6,673 513 Wingspire Capital Holdings LLC 242,163 189,682 (33,575) 13,788 412,058 — 28,500 — Total Controlled Affiliates $ 616,780 $ 315,864 $ (57,882) $ 31,632 $ 906,394 $ 5,767 $ 59,136 $ 520 ________________ (a) Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category. (b) Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities. (c) For further description of the Company's investment in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), see Note 4 "Investments." (d) In connection with its investment in AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC and AAM Series 2.1 Aviation Feeder, LLC (collectively, “Amergin Assetco”) the Company made a minority investment in Amergin Asset Management, LLC which has entered into a Servicing Agreement with Amergin Assetco. Portfolio Company Investment Acquisition Date AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC** LLC Interest July 1, 2022 AAM Series 2.1 Aviation Feeder, LLC** LLC Interest July 1, 2022 Amergin Asset Management, LLC Class A Units July 1, 2022 Accelerate topco Holdings, LLC Common Units September 1, 2022 ASP Conair Holdings LP Class A Units May 17, 2021 Associations Finance, Inc. Preferred Stock June 10, 2022 Windows Entities LLC Units January 16, 2020 BCTO WIW Holdings, Inc. (dba When I Work) Class A Common Stock November 2, 2021 BEHP Co-Investor II, L.P. LP Interest May 11, 2022 WP Irving Co-Invest, L.P. Partnership Units May 18, 2022 Blend Labs, Inc. Warrants July 2, 2021 Brooklyn Lender Co-Invest 2, L.P. (dba Boomi) Common Units October 1, 2021 CD&R Value Building Partners I, L.P. (dba Belron) LP Interest December 2, 2021 Chapford SMA Partnership, L.P.** LP Interest July 18, 2022 Denali Holding, LP (dba Summit Companies) Class A Units September 15, 2021 Dodge Contruction Network Holdings, LP Class A-2 Common Units February 23, 2022 Dodge Contruction Network Holdings, LP Series A Preferred Units February 23, 2022 Elliott Alto Co-Investor Aggregator L.P. LP Interest September 28, 2022 Picard Holdco, LLC Series A Preferred Stock September 29, 2022 Evology, LLC Class B Units January 24, 2022 Evolution Parent, LP (dba SIAA) LP Interest April 30, 2021 Gloves Holdings, LP (dba Protective Industrial Products) LP Interest December 29, 2020 GrowthCurve Capital Sunrise Co-Invest LP (dba Brightway) LP Interest December 16, 2021 Hercules Buyer, LLC (dba The Vincit Group) Common Units December 15, 2020 Hissho Sushi Holdings, LLC Class A units May 17, 2022 Insight CP (Blocker) Holdings, L.P. (dba CivicPlus, LLC) LP Interest June 8, 2022 Knockout Intermediate Holdings I Inc. (dba Kaseya) Perpetual Preferred Stock June 23, 2022 KOBHG Holdings, L.P. (dba OB Hospitalist) Class A Interests September 27, 2021 Maia Aggregator, LP Class A-2 Units February 1, 2022 H-Food Holdings, LLC LLC Interest November 23, 2018 MessageBird Holding B.V. Extended Series C Warrants May 5, 2021 Metis HoldCo, Inc. (dba Mavis Tire Express Services) Series A Convertible Preferred Stock May 4, 2021 Minerva Holdco, Inc. Series A Preferred Stock February 15, 2022 KPCI Holdings, L.P. Class A Units November 30, 2020 Patriot Holdings SCSp (dba Corza Health, Inc.)* Class B Units January 29, 2021 Patriot Holdings SCSp (dba Corza Health, Inc.) Class A Units January 29, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Units November 1, 2021 Project Alpine Co-Invest Fund, LP Interest June 10, 2022 Project Hotel California Co-Invest Fund, L.P. LP Interest August 9, 2022 PS Op Holdings LLC (fka QC Supply, LLC)** Class A Common Units December 21, 2021 Rhea Acquisition Holdings, LP Series A-2 Units February 18, 2022 ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)* LLC Interest June 20, 2017 Space Exploration Technologies Corp. Class A Common Stock March 25, 2021 Space Exploration Technologies Corp. Class C Common Stock March 25, 2021 Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand) Series A Preferred Stock October 14, 2021 New PLI Holdings, LLC (dba PLI)** Class A Common Units December 23, 2020 Thunder Topco L.P. (dba Vector Solutions) Common Units June 30, 2021 VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.) Series A Preferred Stock October 15, 2021 Wingspire Capital Holdings LLC** LLC Interest September 24, 2019 WMC Bidco, Inc. (dba West Monroe) Senior Preferred Stock November 9, 2021 * Refer to Note 4 “Investments – ORCC Senior Loan Fund LLC,” for further information. ** Refer to Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies”. Portfolio Company Investment Acquisition Date ASP Conair Holdings LP Class A Units May 17, 2021 BCTO WIW Holdings, Inc. (dba When I Work) Class A Common Stock November 2, 2021 Blend Labs, Inc. Common Stock February 24, 2021 Blend Labs, Inc. Warrants July 2, 2021 Brooklyn Lender Co-Invest 2, L.P. Common Units October 1, 2021 CD&R Value Building Partners I, L.P. LP Interest December 2, 2021 Denali Holding LP (dba Summit Companies) Class A Units September 15, 2021 Evolution Parent, LP (dba SIAA) LP Interest April 30, 2021 KOBHG Holdings, L.P. (dba OB Hospitalist) Class A Interests September 27, 2021 Gloves Holdings, LP (dba Protective Industrial Products) LP Interest December 29, 2020 GrowthCurve Capital Sunrise Co-Invest LP LP Interest December 16, 2021 Hercules Buyer, LLC (dba The Vincit Group) Common Units December 15, 2020 H-Food Holdings, LLC LLC Interest November 23, 2018 KPCI Holdings, LP Class A Units November 30, 2020 MessageBird Holding B.V. Extended Series C Warrants May 5, 2021 Metis HoldCo, Inc. (dba Mavis Tire Express Services) Series A Convertible Preferred Stock May 4, 2021 New PLI Holdings, LLC Class A Common Units December 23, 2020 ORCC Senior Loan Fund LLC (fka Sebago Lake LLC) LLC Interest June 20, 2017 Patriot Holdings SCSp (dba Corza Health, Inc.) Class A Units January 29, 2021 Patriot Holdings SCSp (dba Corza Health, Inc.) Class B Units January 29, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Units November 1, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Warrants October 29, 2021 PS Op Holdings LLC Class A Common Units December 21, 2021 Restore OMH Intermediate Holdings, Inc. Senior Preferred Stock December 9, 2020 Skyline Holdco B, Inc. (dba Dodge Data & Analytics) Series A Preferred Stock April 14, 2021 Space Exploration Technologies Corp. Class A Common Stock March 25, 2021 Space Exploration Technologies Corp. Class C Common Stock March 25, 2021 Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand, Inc.) Series A Preferred Stock October 14, 2021 Thunder Topco L.P. (dba Vector Solutions) Common Units June 30, 2021 VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.) Series A Preferred Stock October 15, 2021 Windows Entities LLC Units January 16, 2020 Wingspire Capital Holdings LLC LLC Interest September 24, 2019 WMC Bidco, Inc. Senior Preferred Stock November 9, 2021 * Refer to Note 4 “Investments – ORCC Senior Loan Fund LLC,” for further information. ** Refer to Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies”. (26) As defined in the 1940 Act, the Company is deemed to be an “affiliated person” of this portfolio company as the Company owns more than 5% but less than 25% of the portfolio company's voting securities or has the power to exercise control over management or policies of such portfolio company, including through a management agreement (“non-controlled affiliate”). Transactions related to investments in non-controlled affiliates for the nine months ended September 30, 2022 were as follows: ($ in thousands) Fair value Gross Additions Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value Interest Income Dividend Income Other Income Non-Controlled Affiliates Chapford SMA Partnership, L.P. $ — $ 7,032 $ — $ — $ 7,032 $ — $ — $ — Total Non-Controlled Affiliates $ — $ 7,032 $ — $ — $ 7,032 $ — $ — $ — policies of such portfolio company (including through a management agreement). The Company’s investment in affiliates for the year ended December 31, 2021, were as follows: ($ in thousands) Fair value as of December 31, 2020 Gross Additions (a) Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value as of December 31, 2021 Interest Income Dividend Income Other Income Controlled Affiliates ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)(c) $ 105,546 $ 168,001 $ (26,125) $ (362) $ 247,061 $ — $ 14,394 $ — PS Operating Company LLC (fka QC Supply, LLC) — 20,440 (994) 49 19,495 34 — — Swipe Acquisition Corporation (dba PLI) 99,297 8,495 — 269 108,061 5,497 — 643 Wingspire Capital Holdings LLC 67,538 277,500 (147,000) 44,125 242,163 — 6,000 — Total Controlled Affiliates $ 272,381 $ 474,436 $ (174,119) $ 44,081 $ 616,780 $ 5,531 $ 20,394 $ 643 (a) Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category. (b) Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities. (c) For further description of the Company's investment in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), see Note 4 "Investments." (d) In connection with its investment in AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC and AAM Series 2.1 Aviation Feeder, LLC (collectively, “Amergin Assetco”) the Company made a minority investment in Amergin Asset Management, LLC which has entered into a Servicing Agreement with Amergin Assetco. |
Consolidated Schedule of Inve_2
Consolidated Schedule of Investments (Parenthetical) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | 12 Months Ended | ||||||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Dec. 31, 2021 | |||||
Schedule of Investments [Line Items] | |||||||||
Unrealized gain (loss) for U.S. federal income tax purposes | $ (36,800) | ||||||||
Net change in unrealized gain (loss) | $ (115,913) | $ 134,328 | |||||||
Cost for income tax purposes | $ 13,000,000 | 13,000,000 | 12,800,000 | ||||||
Unrealized loss for U.S. federal income tax purposes | 217,600 | ||||||||
Unrealized gain for U.S. federal income tax purposes | 180,800 | ||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [1],[2],[3] | 12,741,640 | |||||||
Net change in unrealized gain (loss) | (115,913) | 134,328 | |||||||
Ending balance | 12,835,918 | [4],[5],[6] | 12,835,918 | [4],[5],[6] | 12,741,640 | [1],[2],[3] | |||
Restricted investments, fair value | $ 1,500,000 | $ 1,500,000 | $ 1,100,000 | ||||||
Restricted investments as a percentage of net assets | 25.40% | 25.40% | 18.30% | ||||||
Non-qualifying assets as a percent of total assets | 13.50% | 13.50% | 9.90% | ||||||
Non-qualifying asset, fair value | $ 7,700 | $ 7,700 | $ 8,000 | ||||||
Non-controlled, affiliated investments | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | 0 | $ 0 | 0 | 0 | |||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 0 | ||||||||
Gross Additions | [7] | 7,032 | |||||||
Gross Reductions | [8] | 0 | |||||||
Net change in unrealized gain (loss) | 0 | 0 | 0 | 0 | |||||
Ending balance | 7,032 | 7,032 | 0 | ||||||
Interest income | 0 | ||||||||
Dividend income | 0 | ||||||||
Other income | 0 | ||||||||
Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | 47,026 | 985 | 31,632 | 367 | 44,081 | ||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 616,780 | 272,381 | 272,381 | ||||||
Gross Additions | 315,864 | [9] | 474,436 | [10] | |||||
Gross Reductions | (57,882) | [11] | (174,119) | [12] | |||||
Net change in unrealized gain (loss) | 47,026 | 985 | 31,632 | 367 | 44,081 | ||||
Ending balance | 906,394 | 906,394 | 616,780 | ||||||
Interest income | 5,767 | 5,531 | |||||||
Dividend income | 20,303 | 7,128 | 59,136 | 13,469 | 20,394 | ||||
Other income | $ 195 | $ 163 | $ 520 | 480 | $ 643 | ||||
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[15],[16] | 6.75% | [13],[14],[15],[16] | 6.75% | [17],[18],[19],[20] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[20] | $ 60,340 | |||||||
Ending balance | $ 60,183 | [13],[14],[15],[16] | $ 60,183 | [13],[14],[15],[16] | $ 60,340 | [17],[18],[19],[20] | |||
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[15],[16],[21] | 6.75% | [13],[14],[15],[16],[21] | 6.75% | [17],[18],[20],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[22],[23] | $ (58) | |||||||
Ending balance | $ 1,661 | [13],[14],[15],[16],[21] | 1,661 | [13],[14],[15],[16],[21] | $ (58) | [17],[18],[20],[22],[23] | |||
Investment, Identifier [Axis]: AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC | Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | (5) | ||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 0 | ||||||||
Gross Additions | 5 | ||||||||
Gross Reductions | 0 | ||||||||
Net change in unrealized gain (loss) | (5) | ||||||||
Ending balance | 0 | 0 | 0 | ||||||
Interest income | 0 | ||||||||
Dividend income | 0 | ||||||||
Other income | 0 | ||||||||
Investment, Identifier [Axis]: AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC, LLC Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[21],[24],[25],[26] | 0 | 0 | ||||||
Investment, Identifier [Axis]: AAM Series 2.1 Aviation Feeder, LLC | Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | (5) | ||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 0 | ||||||||
Gross Additions | 1,373 | ||||||||
Gross Reductions | 0 | ||||||||
Net change in unrealized gain (loss) | (5) | ||||||||
Ending balance | 1,368 | 1,368 | $ 0 | ||||||
Interest income | 0 | ||||||||
Dividend income | 0 | ||||||||
Other income | 0 | ||||||||
Investment, Identifier [Axis]: AAM Series 2.1 Aviation Feeder, LLC, LLC Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[21],[24],[25],[26] | $ 1,368 | 1,368 | ||||||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[27] | 9% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[27] | $ 24,875 | |||||||
Ending balance | [17],[27] | $ 24,875 | |||||||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[15] | 7.50% | [13],[14],[15] | 5% | [17],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[27] | $ 74,456 | |||||||
Ending balance | $ 67,416 | [13],[14],[15] | $ 67,416 | [13],[14],[15] | $ 74,456 | [17],[27] | |||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15],[21] | 7.50% | 7.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15],[21] | $ 6,562 | $ 6,562 | ||||||
Investment, Identifier [Axis]: ASP Conair Holdings LP, Class A Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 6,071 | |||||||
Ending balance | $ 5,480 | [14],[25],[26] | $ 5,480 | [14],[25],[26] | $ 6,071 | [18],[28],[29] | |||
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[30] | 7.50% | [13],[30] | 7.50% | [17],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[27] | $ 23,990 | |||||||
Ending balance | $ 24,291 | [13],[30] | $ 24,291 | [13],[30] | $ 23,990 | [17],[27] | |||
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[21],[30] | 7% | [13],[21],[30] | 7% | [17],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[22] | $ 0 | |||||||
Ending balance | $ 1,463 | [13],[21],[30] | 1,463 | [13],[21],[30] | $ 0 | [17],[22] | |||
Investment, Identifier [Axis]: Accelerate topco Holdings, LLC, Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 14 | $ 14 | ||||||
Investment, Identifier [Axis]: Access CIG, LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.75% | [13],[14],[15] | 7.75% | [13],[14],[15] | 7.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 58,466 | |||||||
Ending balance | $ 58,024 | [13],[14],[15] | 58,024 | [13],[14],[15] | $ 58,466 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[27],[31] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27],[31] | $ 11,554 | |||||||
Ending balance | [17],[18],[22],[27],[31] | $ 11,554 | |||||||
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[32] | 6.50% | [13],[14],[32] | 5.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 42,068 | |||||||
Ending balance | $ 34,640 | [13],[14],[32] | $ 34,640 | [13],[14],[32] | $ 42,068 | [17],[18],[27] | |||
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 109,713 | |||||||
Ending balance | $ 108,589 | [13],[14],[15] | $ 108,589 | [13],[14],[15] | $ 109,713 | [17],[18],[19] | |||
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 3.75% | [13],[14],[21],[33] | 3.75% | [13],[14],[21],[33] | 3.75% | [17],[18],[22],[34] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[34] | $ 3,724 | |||||||
Ending balance | $ 2,603 | [13],[14],[21],[33] | 2,603 | [13],[14],[21],[33] | $ 3,724 | [17],[18],[22],[34] | |||
Investment, Identifier [Axis]: Amergin Asset Management, LLC, Class A Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (4) | $ (4) | ||||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 713 | $ 713 | ||||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (1) | $ (1) | ||||||
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 134,744 | $ 134,744 | ||||||
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (24) | $ (24) | ||||||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[20],[22],[31] | 6.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[22],[31] | $ 0 | |||||||
Ending balance | [17],[18],[20],[22],[31] | $ 0 | |||||||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[15],[16] | 6.75% | [13],[14],[15],[16] | 6.75% | [17],[18],[19],[20] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[20] | $ 18,810 | |||||||
Ending balance | $ 42,381 | [13],[14],[15],[16] | $ 42,381 | [13],[14],[15],[16] | $ 18,810 | [17],[18],[19],[20] | |||
Investment, Identifier [Axis]: Apex Service Partners Intermediate 2, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23] | 12.50% | 12.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[23] | $ 46,313 | $ 46,313 | ||||||
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[32],[36] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[32],[36] | $ 826 | $ 826 | ||||||
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15] | 6% | [13],[14],[15] | 7.25% | [17],[18] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 50,916 | |||||||
Ending balance | $ 50,916 | [13],[14],[15] | $ 50,916 | [13],[14],[15] | $ 50,916 | [17],[18],[38] | |||
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15],[21] | 6% | [13],[14],[15],[21] | 7.25% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 1,112 | |||||||
Ending balance | $ 1,112 | [13],[14],[15],[21] | $ 1,112 | [13],[14],[15],[21] | $ 1,112 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Aptive Environmental, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[39] | 12% | 12% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[39] | $ 10,268 | $ 10,268 | ||||||
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[30] | 5.25% | [13],[14],[30] | 5.25% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 55,899 | |||||||
Ending balance | $ 55,327 | [13],[14],[30] | $ 55,327 | [13],[14],[30] | $ 55,899 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[21],[30] | 5.25% | [13],[14],[21],[30] | 5.25% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ 258 | [13],[14],[21],[30] | $ 258 | [13],[14],[21],[30] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Ardonagh Midco 2 PLC, Unsecured notes | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[16],[39] | 11.50% | 11.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[20],[40] | $ 11,620 | |||||||
Ending balance | $ 11,030 | [14],[16],[39] | $ 11,030 | [14],[16],[39] | $ 11,620 | [18],[20],[40] | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured EUR term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[41] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[41] | $ 8,926 | $ 8,926 | ||||||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[16],[21],[35],[36] | 5.75% | [13],[14],[16],[21],[35],[36] | 5.50% | [17],[18],[20],[22],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[22],[31] | $ 0 | |||||||
Ending balance | $ (68) | [13],[14],[16],[21],[35],[36] | $ (68) | [13],[14],[16],[21],[35],[36] | $ 0 | [17],[18],[20],[22],[31] | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[16],[38] | 7% | [13],[14],[16],[38] | 6.75% | [17],[18],[20],[42] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[42] | $ 117,374 | |||||||
Ending balance | $ 96,736 | [13],[14],[16],[38] | 96,736 | [13],[14],[16],[38] | $ 117,374 | [17],[18],[20],[42] | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured USD delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[20] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[38] | $ 26,784 | |||||||
Ending balance | [17],[18],[20],[38] | $ 26,784 | |||||||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured USD term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[38] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[38] | $ 26,583 | $ 26,583 | ||||||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[20],[43] | 6.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[43] | $ 10,388 | |||||||
Ending balance | [17],[18],[20],[43] | $ 10,388 | |||||||
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[21],[36],[39] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[21],[36],[39] | $ 368 | $ 368 | ||||||
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[39] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[39] | $ 2,139 | $ 2,139 | ||||||
Investment, Identifier [Axis]: Aruba Investments Holdings LLC (dba Angus Chemical Company),Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[38] | 7.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 10,000 | |||||||
Ending balance | [17],[18],[38] | $ 10,000 | |||||||
Investment, Identifier [Axis]: Aruba Investments Holdings, LLC (dba Angus Chemical Company), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 7.75% | 7.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[30] | $ 9,725 | $ 9,725 | ||||||
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 5,498 | |||||||
Ending balance | $ 5,443 | [13],[14],[15] | $ 5,443 | [13],[14],[15] | $ 5,498 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[30] | 5.75% | [13],[14],[21],[30] | 5.75% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 88 | |||||||
Ending balance | $ 68 | [13],[14],[21],[30] | $ 68 | [13],[14],[21],[30] | $ 88 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Associations Finance, Inc., Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 12% | 12% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[23],[26] | $ 54,020 | $ 54,020 | ||||||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[32],[36] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[32],[36] | $ 2,796 | $ 2,796 | ||||||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[32] | 6.50% | [13],[14],[32] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 448,102 | |||||||
Ending balance | $ 382,833 | [13],[14],[32] | $ 382,833 | [13],[14],[32] | $ 448,102 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[21],[35] | 6.50% | [13],[14],[21],[35] | 6.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (329) | |||||||
Ending balance | $ (82) | [13],[14],[21],[35] | $ (82) | [13],[14],[21],[35] | $ (329) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Aviation Solutions Midco, LLC (dba STS Aviation), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.25% | [13],[14],[15] | 7.25% | [13],[14],[15] | 7.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 202,838 | |||||||
Ending balance | $ 205,709 | [13],[14],[15] | $ 205,709 | [13],[14],[15] | $ 202,838 | [17],[18],[19] | |||
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35],[36] | 6% | [13],[14],[21],[35],[36] | 6% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ 0 | |||||||
Ending balance | $ (62) | [13],[14],[21],[35],[36] | $ (62) | [13],[14],[21],[35],[36] | $ 0 | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[30] | 6% | [13],[14],[30] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 201,254 | |||||||
Ending balance | $ 197,725 | [13],[14],[30] | $ 197,725 | [13],[14],[30] | $ 201,254 | [17],[18],[19] | |||
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (137) | |||||||
Ending balance | $ (319) | [13],[14],[21],[35] | $ (319) | [13],[14],[21],[35] | $ (137) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: BCPE Nucleon (DE) SPV, LP, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [38] | 7% | [13],[14] | 7% | [13],[14] | 7% | [17],[18] | ||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 188,829 | |||||||
Ending balance | [38] | $ 188,829 | [13],[14] | $ 188,829 | [13],[14] | $ 188,829 | [17],[18] | ||
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35],[36] | 5.75% | [13],[14],[21],[35],[36] | 5.75% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (133) | |||||||
Ending balance | $ (315) | [13],[14],[21],[35],[36] | $ (315) | [13],[14],[21],[35],[36] | $ (133) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 5.75% | [17],[18] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 112,227 | |||||||
Ending balance | $ 110,649 | [13],[14],[15] | $ 110,649 | [13],[14],[15] | $ 112,227 | [17],[18],[38] | |||
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (190) | |||||||
Ending balance | $ (267) | [13],[14],[21],[35] | $ (267) | [13],[14],[21],[35] | $ (190) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: BCPE Watson (DE) ORML, LP, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[44],[45] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[44],[45] | $ 14,850 | $ 14,850 | ||||||
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[32] | 8% | [13],[14],[32] | 7% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 44,420 | |||||||
Ending balance | $ 51,889 | [13],[14],[32] | $ 51,889 | [13],[14],[32] | $ 44,420 | [17],[18],[19] | |||
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[21],[35] | 7% | [13],[14],[21],[35] | 7% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 2,991 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | 0 | [13],[14],[21],[35] | $ 2,991 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: BCTO WIW Holdings, Inc. (dba When I Work), Class A Common Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 1,300 | |||||||
Ending balance | 1,171 | [14],[25],[26] | 1,171 | [14],[25],[26] | $ 1,300 | [18],[28],[29] | |||
Investment, Identifier [Axis]: BEHP Co-Investor II, L.P., Common Equity | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 1,270 | $ 1,270 | ||||||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35],[36] | 5.75% | [13],[14],[21],[35],[36] | 5.75% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35],[36] | $ 0 | [13],[14],[21],[35],[36] | $ 0 | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 5.75% | [17],[18],[46] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[46] | $ 68,687 | |||||||
Ending balance | $ 68,342 | [13],[14],[15] | $ 68,342 | [13],[14],[15] | $ 68,687 | [17],[18],[46] | |||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (87) | |||||||
Ending balance | $ (65) | [13],[14],[21],[35] | (65) | [13],[14],[21],[35] | $ (87) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba BakeMark), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[38] | 7% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 21,815 | |||||||
Ending balance | [17],[18],[38] | $ 21,815 | |||||||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba Bakemark), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 21,560 | $ 21,560 | ||||||
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 7.75% | 7.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 81,095 | |||||||
Ending balance | $ 88,099 | [13],[14],[30] | $ 88,099 | [13],[14],[30] | $ 81,095 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[21],[35] | 6.75% | [13],[14],[21],[35] | 6.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (156) | |||||||
Ending balance | $ (156) | [13],[14],[21],[35] | (156) | [13],[14],[21],[35] | $ (156) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Black Mountain Sand Eagle Ford LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 8.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 4,808 | |||||||
Ending balance | [17],[18],[19] | $ 4,808 | |||||||
Investment, Identifier [Axis]: Blackhawk Network Holdings, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 7% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 106,400 | |||||||
Ending balance | $ 105,868 | [13],[14],[15] | 105,868 | [13],[14],[15] | $ 106,400 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Blend Labs, Inc., Common Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 515 | |||||||
Ending balance | [18],[28],[29] | $ 515 | |||||||
Investment, Identifier [Axis]: Blend Labs, Inc., Common stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[47] | $ 160 | $ 160 | ||||||
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[30] | 7.50% | [13],[14],[30] | 7.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 66,150 | |||||||
Ending balance | $ 66,319 | [13],[14],[30] | $ 66,319 | [13],[14],[30] | $ 66,150 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[21],[35] | 7.50% | [13],[14],[21],[35] | 7.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (150) | |||||||
Ending balance | $ (131) | [13],[14],[21],[35] | (131) | [13],[14],[21],[35] | $ (150) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Blend Labs, Inc., Warrants | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 380 | |||||||
Ending balance | $ 22 | [14],[25],[26] | $ 22 | [14],[25],[26] | $ 380 | [18],[28],[29] | |||
Investment, Identifier [Axis]: Bracket Intermediate Holding Corp., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.25% | [13],[14],[15],[48] | 4.25% | [13],[14],[15],[48] | 4.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 514 | |||||||
Ending balance | $ 485 | [13],[14],[15],[48] | $ 485 | [13],[14],[15],[48] | $ 514 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Bracket Intermediate Holding Corp., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8.13% | [13],[14],[15] | 8.13% | [13],[14],[15] | 8.13% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 26,119 | |||||||
Ending balance | $ 25,134 | [13],[14],[15] | $ 25,134 | [13],[14],[15] | $ 26,119 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[30] | 6.50% | [13],[14],[30] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 26,507 | |||||||
Ending balance | $ 26,174 | [13],[14],[30] | $ 26,174 | [13],[14],[30] | $ 26,507 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[21],[35] | 6.50% | [13],[21],[35] | 6.50% | [17],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[22],[23] | $ (39) | |||||||
Ending balance | $ (63) | [13],[21],[35] | (63) | [13],[21],[35] | $ (39) | [17],[22],[23] | |||
Investment, Identifier [Axis]: Brooklyn Lender Co-Invest 2, L.P. (dba Boomi), Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | 7,379 | 7,379 | ||||||
Investment, Identifier [Axis]: Brooklyn Lender Co-Invest 2, L.P., Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 7,504 | |||||||
Ending balance | [18],[28],[29] | 7,504 | |||||||
Investment, Identifier [Axis]: CD&R Value Building Partners I, L.P. (dba Belron), LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 32,614 | 32,614 | ||||||
Investment, Identifier [Axis]: CD&R Value Building Partners I, L.P., LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[20],[28],[29] | $ 33,000 | |||||||
Ending balance | [18],[20],[28],[29] | $ 33,000 | |||||||
Investment, Identifier [Axis]: CIBT Global, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[15],[49] | 5.25% | [13],[14],[15],[49] | 5.25% | [17],[18],[19],[50] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[50] | $ 531 | |||||||
Ending balance | $ 507 | [13],[14],[15],[49] | $ 507 | [13],[14],[15],[49] | $ 531 | [17],[18],[19],[50] | |||
Investment, Identifier [Axis]: CIBT Global, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.75% | [13],[14],[15],[49] | 7.75% | [13],[14],[15],[49] | 7.75% | [17],[18],[50],[51] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[50],[51] | $ 15,919 | |||||||
Ending balance | $ 10,506 | [13],[14],[15],[49] | $ 10,506 | [13],[14],[15],[49] | $ 15,919 | [17],[18],[50],[51] | |||
Investment, Identifier [Axis]: CP PIK DEBT ISSUER, LLC (dba CivicPlus, LLC), Unsecured notes | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[45] | 11.75% | 11.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[45] | $ 16,399 | $ 16,399 | ||||||
Investment, Identifier [Axis]: CSC MKG Topco LLC. (dba Medical Knowledge Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[30] | $ 1,246 | $ 1,246 | ||||||
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[30] | 6% | [13],[14],[30] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 65,564 | |||||||
Ending balance | $ 64,737 | [13],[14],[30] | $ 64,737 | [13],[14],[30] | $ 65,564 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[30] | 6% | [13],[14],[21],[30] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (136) | |||||||
Ending balance | $ 3,238 | [13],[14],[21],[30] | 3,238 | [13],[14],[21],[30] | $ (136) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Chapford SMA Partnership, L.P. | Non-controlled, affiliated investments | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | 0 | ||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 0 | ||||||||
Gross Additions | 7,032 | ||||||||
Gross Reductions | 0 | ||||||||
Net change in unrealized gain (loss) | 0 | ||||||||
Ending balance | 7,032 | 7,032 | $ 0 | ||||||
Interest income | 0 | ||||||||
Dividend income | 0 | ||||||||
Other income | 0 | ||||||||
Investment, Identifier [Axis]: Chapford SMA Partnership, L.P., LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[21],[25],[26],[44],[52] | $ 7,032 | 7,032 | ||||||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[31] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[31] | $ 0 | |||||||
Ending balance | [17],[18],[22],[31] | $ 0 | |||||||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[30] | 6.75% | [13],[14],[30] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 14,094 | |||||||
Ending balance | $ 34,460 | [13],[14],[30] | $ 34,460 | [13],[14],[30] | $ 14,094 | [17],[18],[19] | |||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[21],[35] | 6.25% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (13) | |||||||
Ending balance | $ (7) | [13],[14],[21],[35] | $ (7) | [13],[14],[21],[35] | $ (13) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: ConAir Holdings LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[15] | 7.50% | [13],[14],[15] | 7.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 187,500 | |||||||
Ending balance | $ 170,625 | [13],[14],[15] | $ 170,625 | [13],[14],[15] | $ 187,500 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Confluent Medical Technologies, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 985 | $ 985 | ||||||
Investment, Identifier [Axis]: Cornerstone OnDemand, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[30] | 6.50% | [13],[14],[30] | 6.50% | [17],[18],[38] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 114,096 | |||||||
Ending balance | $ 110,910 | [13],[14],[30] | $ 110,910 | [13],[14],[30] | $ 114,096 | [17],[18],[38] | |||
Investment, Identifier [Axis]: Delta TopCo, Inc. (dba Infoblox, Inc.), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.25% | [13],[14],[38] | 7.25% | [13],[14],[38] | 7.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 15,000 | |||||||
Ending balance | $ 13,875 | [13],[14],[38] | $ 13,875 | [13],[14],[38] | $ 15,000 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15],[21],[36] | 5.75% | [13],[14],[15],[21],[36] | 6% | [18],[19],[22],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22],[31] | $ 1,983 | |||||||
Ending balance | $ 5,876 | [13],[14],[15],[21],[36] | $ 5,876 | [13],[14],[15],[21],[36] | $ 1,983 | [17],[18],[19],[22],[31] | |||
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 50,879 | |||||||
Ending balance | $ 42,905 | [13],[14],[15] | $ 42,905 | [13],[14],[15] | $ 50,879 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (36) | |||||||
Ending balance | $ (37) | [13],[14],[21],[35] | (37) | [13],[14],[21],[35] | $ (36) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Denali Holding LP (dba Summit Companies), Class A Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 3,136 | |||||||
Ending balance | [18],[28],[29] | $ 3,136 | |||||||
Investment, Identifier [Axis]: Denali Holding, LP (dba Summit Companies), Class A Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 4,168 | $ 4,168 | ||||||
Investment, Identifier [Axis]: Diagnostic Service Holdings, Inc. (dba Rayus Radiology), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[30] | $ 992 | $ 992 | ||||||
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[35],[36] | 5.50% | [13],[14],[21],[35],[36] | 5.50% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (11) | |||||||
Ending balance | $ 0 | [13],[14],[21],[35],[36] | $ 0 | [13],[14],[21],[35],[36] | $ (11) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[30] | 5.50% | [13],[14],[30] | 5.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 5,298 | |||||||
Ending balance | $ 4,078 | [13],[14],[30] | 4,078 | [13],[14],[30] | $ 5,298 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Dodge Contruction Network Holdings, LP, Class A-2 Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 1,855 | $ 1,855 | ||||||
Investment, Identifier [Axis]: Dodge Contruction Network Holdings, LP, Series A Preferred Units | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 8.25% | 8.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[23],[26] | $ 45 | $ 45 | ||||||
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 7.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 33,538 | |||||||
Ending balance | [17],[18],[19] | $ 33,538 | |||||||
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 7.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | [17],[18],[22],[23] | $ 0 | |||||||
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[30] | 5.75% | [13],[14],[30] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 105,117 | |||||||
Ending balance | $ 104,566 | [13],[14],[30] | $ 104,566 | [13],[14],[30] | $ 105,117 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.75% | [13],[14],[21],[33] | 4.75% | [13],[14],[21],[33] | 4.75% | [17],[18],[22],[34] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[34] | $ 5,056 | |||||||
Ending balance | $ 6,159 | [13],[14],[21],[33] | $ 6,159 | [13],[14],[21],[33] | $ 5,056 | [17],[18],[22],[34] | |||
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[15] | 5.25% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 4,500 | |||||||
Ending balance | $ 4,466 | [13],[14],[15] | $ 4,466 | [13],[14],[15] | $ 4,500 | [17],[18],[19] | |||
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[21],[35] | 5.25% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (5) | |||||||
Ending balance | $ (6) | [13],[14],[21],[35] | (6) | [13],[14],[21],[35] | $ (5) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Elliott Alto Co-Investor Aggregator L.P., LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 3,134 | $ 3,134 | ||||||
Investment, Identifier [Axis]: Endries Acquisition, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[37] | 6.25% | [13],[14],[37] | 6.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 200,163 | |||||||
Ending balance | $ 238,220 | [13],[14],[37] | $ 238,220 | [13],[14],[37] | $ 200,163 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Engage Debtco Limited, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16] | $ 975 | $ 975 | ||||||
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.75% | [13],[14],[37] | 4.75% | [13],[14],[37] | 8.25% | [17],[18] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[46] | $ 79,838 | |||||||
Ending balance | $ 862 | [13],[14],[37] | $ 862 | [13],[14],[37] | $ 79,838 | [17],[18],[46] | |||
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.75% | [13],[14],[21],[35] | 4.75% | [13],[14],[21],[35] | 8.25% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (504) | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | 0 | [13],[14],[21],[35] | $ (504) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Evology LLC, Class B Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 2,160 | $ 2,160 | ||||||
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[15] | 6.25% | [13],[14],[15] | 6.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 141,360 | |||||||
Ending balance | $ 139,588 | [13],[14],[15] | $ 139,588 | [13],[14],[15] | $ 141,360 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[21],[35] | 6.25% | [13],[14],[21],[35] | 6.25% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (134) | |||||||
Ending balance | $ (187) | [13],[14],[21],[35] | (187) | [13],[14],[21],[35] | $ (134) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Evolution Parent, LP (dba SIAA), LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 4,284 | |||||||
Ending balance | $ 4,284 | [14],[25],[26] | $ 4,284 | [14],[25],[26] | 4,284 | [18],[28],[29] | |||
Investment, Identifier [Axis]: Ex Vivo Parent Inc. (dba OB Hospitalist), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 9.50% | 9.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 56,654 | |||||||
Ending balance | $ 56,798 | [13],[14],[15] | $ 56,798 | [13],[14],[15] | $ 56,654 | [17],[18],[19] | |||
Investment, Identifier [Axis]: FR Arsenal Holdings II Corp. (dba Applied-Cleveland Holdings, Inc.), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 9.50% | [13],[30] | 9.50% | [13],[30] | 7.50% | [17],[38] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[38] | $ 112,932 | |||||||
Ending balance | $ 103,393 | [13],[30] | $ 103,393 | [13],[30] | $ 112,932 | [17],[38] | |||
Investment, Identifier [Axis]: Feradyne Outdoors, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[30] | 6.25% | [13],[14],[30] | 6.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 86,956 | |||||||
Ending balance | $ 85,659 | [13],[14],[30] | $ 85,659 | [13],[14],[30] | $ 86,956 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 8% | 8% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 9.35% | 9.35% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 54,811 | |||||||
Ending balance | $ 101,328 | [13],[14],[15] | $ 101,328 | [13],[14],[15] | $ 54,811 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8.50% | [13],[14],[21],[35] | 8.50% | [13],[14],[21],[35] | 8.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | $ 0 | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15],[21],[36] | 5.50% | [13],[14],[15],[21],[36] | 5.50% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (13) | |||||||
Ending balance | $ 273 | [13],[14],[15],[21],[36] | $ 273 | [13],[14],[15],[21],[36] | $ (13) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 3,257 | |||||||
Ending balance | $ 4,086 | [13],[14],[15] | $ 4,086 | [13],[14],[15] | $ 3,257 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[38] | 5.50% | [13],[14],[21],[38] | 5.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (9) | |||||||
Ending balance | $ 18 | [13],[14],[21],[38] | $ 18 | [13],[14],[21],[38] | $ (9) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Foundation Consumer Brands, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 3,511 | $ 3,511 | ||||||
Investment, Identifier [Axis]: Fullsteam Operations, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15],[21],[36] | 8.78% | 8.78% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15],[21],[36] | $ 3,086 | $ 3,086 | ||||||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23],[31] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (6) | |||||||
Ending balance | [17],[18],[22],[23],[31] | $ (6) | |||||||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[32] | 6% | [13],[14],[32] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 3,937 | |||||||
Ending balance | $ 4,481 | [13],[14],[32] | $ 4,481 | [13],[14],[32] | $ 3,937 | [17],[18],[19] | |||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[32] | 6% | [13],[14],[21],[32] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (7) | |||||||
Ending balance | $ 28 | [13],[14],[21],[32] | $ 28 | [13],[14],[21],[32] | $ (7) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 6.75% | 6.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 19,254 | |||||||
Ending balance | $ 20,290 | [13],[14],[15] | $ 20,290 | [13],[14],[15] | $ 19,254 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[21],[35] | 6.25% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (50) | |||||||
Ending balance | $ (67) | [13],[14],[21],[35] | $ (67) | [13],[14],[21],[35] | $ (50) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[15] | 6.75% | [13],[14],[15] | 6.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 98,458 | |||||||
Ending balance | $ 109,320 | [13],[14],[15] | $ 109,320 | [13],[14],[15] | $ 98,458 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[15],[21] | 6.75% | [13],[14],[15],[21] | 6.75% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 9,999 | |||||||
Ending balance | $ 17,265 | [13],[14],[15],[21] | $ 17,265 | [13],[14],[15],[21] | $ 9,999 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[15] | 6.50% | [13],[14],[15] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 151,882 | |||||||
Ending balance | $ 151,113 | [13],[14],[15] | $ 151,113 | [13],[14],[15] | $ 151,882 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[21],[35] | 6.50% | [13],[14],[21],[35] | 6.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (66) | |||||||
Ending balance | $ (33) | [13],[14],[21],[35] | $ (33) | [13],[14],[21],[35] | $ (66) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Genesis Acquisition Co. (dba Procare Software), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 3.75% | [13],[14],[38] | 3.75% | [13],[14],[38] | 4% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 17,630 | |||||||
Ending balance | $ 17,494 | [13],[14],[38] | $ 17,494 | [13],[14],[38] | $ 17,630 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Genesis Acquisition Co. (dba Procare Software), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 3.75% | [13],[14],[38] | 3.75% | [13],[14],[38] | 4% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 2,564 | |||||||
Ending balance | $ 2,564 | [13],[14],[38] | $ 2,564 | [13],[14],[38] | $ 2,564 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [38] | 5.25% | [13],[14] | 5.25% | [13],[14] | 5.25% | [17],[18] | ||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 151,895 | |||||||
Ending balance | [38] | $ 121,939 | [13],[14] | $ 121,939 | [13],[14] | $ 151,895 | [17],[18] | ||
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[21],[35] | 5.25% | [13],[14],[21],[35] | 5.25% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | $ 0 | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.75% | [17],[18] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 7,350 | |||||||
Ending balance | $ 7,407 | [13],[14],[15] | $ 7,407 | [13],[14],[15] | $ 7,350 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[35] | 5.50% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (13) | |||||||
Ending balance | $ (3) | [13],[14],[21],[35] | $ (3) | [13],[14],[21],[35] | $ (13) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Gloves Buyer, Inc. (dba Protective Industrial Products), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8.25% | [13],[14],[30] | 8.25% | [13],[14],[30] | 8.25% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 28,884 | |||||||
Ending balance | $ 28,811 | [13],[14],[30] | 28,811 | [13],[14],[30] | $ 28,884 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Gloves Holdings, LP (dba Protective Industrial Products), LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 3,478 | 3,478 | ||||||
Investment, Identifier [Axis]: Gloves Holdings, LP (dba Protective Industrial Products), LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | $ 3,640 | |||||||
Ending balance | [18],[28],[29] | $ 3,640 | |||||||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15],[21],[36] | 5.50% | [13],[14],[15],[21],[36] | 5.50% | [17],[18],[22],[27],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27],[31] | $ 2,330 | |||||||
Ending balance | $ 2,263 | [13],[14],[15],[21],[36] | $ 2,263 | [13],[14],[15],[21],[36] | $ 2,330 | [17],[18],[22],[27],[31] | |||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 10,392 | |||||||
Ending balance | $ 10,181 | [13],[14],[15] | $ 10,181 | [13],[14],[15] | $ 10,392 | [17],[18],[19] | |||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15],[21] | 5.50% | [13],[14],[15],[21] | 5.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (20) | |||||||
Ending balance | $ 191 | [13],[14],[15],[21] | $ 191 | [13],[14],[15],[21] | $ (20) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Granicus, Inc. First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (30) | $ (30) | ||||||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[15],[21],[36] | 6.50% | [13],[14],[15],[21],[36] | 6.50% | [17],[18],[19],[22],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[31] | $ 1,501 | |||||||
Ending balance | $ 1,470 | [13],[14],[15],[21],[36] | $ 1,470 | [13],[14],[15],[21],[36] | $ 1,501 | [17],[18],[19],[31] | |||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[38] | 6.50% | [13],[14],[38] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 13,259 | |||||||
Ending balance | $ 13,059 | [13],[14],[38] | 13,059 | [13],[14],[38] | $ 13,259 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[31] | 6.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | (21) | |||||||
Ending balance | [17],[18],[22],[23] | $ (21) | |||||||
Investment, Identifier [Axis]: GrowthCurve Capital Sunrise Co-Invest LP (dba Brightway), LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 632 | 632 | ||||||
Investment, Identifier [Axis]: GrowthCurve Capital Sunrise Co-Invest LP, LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | $ 632 | |||||||
Ending balance | [18],[28],[29] | $ 632 | |||||||
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[30] | 5.50% | [13],[14],[30] | 5.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 4,603 | |||||||
Ending balance | $ 4,568 | [13],[14],[30] | 4,568 | [13],[14],[30] | $ 4,603 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22] | $ (4) | |||||||
Ending balance | [17],[18],[22] | $ (4) | |||||||
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[16],[30] | 7.50% | [13],[14],[16],[30] | 7.50% | [17],[18],[19],[20],[38] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[38] | $ 51,567 | |||||||
Ending balance | $ 51,567 | [13],[14],[16],[30] | $ 51,567 | [13],[14],[16],[30] | $ 51,567 | [17],[18],[20],[38] | |||
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[16],[21],[35] | 7.50% | [13],[14],[16],[21],[35] | 7.50% | [17],[18],[20],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[22],[23] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[16],[21],[35] | 0 | [13],[14],[16],[21],[35] | $ 0 | [17],[18],[20],[22],[23] | |||
Investment, Identifier [Axis]: H-Food Holdings, LLC, LLC Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 13,633 | |||||||
Ending balance | $ 11,318 | [14],[25],[26] | $ 11,318 | [14],[25],[26] | $ 13,633 | [18],[28],[29] | |||
Investment, Identifier [Axis]: H-Food Holdings, LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[30] | 7% | [13],[14],[30] | 7% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 121,800 | |||||||
Ending balance | $ 96,222 | [13],[14],[30] | $ 96,222 | [13],[14],[30] | $ 121,800 | [17],[18],[27] | |||
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15],[21] | 6% | [13],[14],[15],[21] | 5.75% | [17],[18],[22],[31],[46] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[31],[46] | $ 33,429 | |||||||
Ending balance | $ 29,256 | [13],[14],[15],[21] | $ 29,256 | [13],[14],[15],[21] | $ 33,429 | [17],[18],[22],[31],[46] | |||
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15] | 6% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 107,418 | |||||||
Ending balance | $ 145,285 | [13],[14],[15] | $ 145,285 | [13],[14],[15] | $ 107,418 | [17],[18],[19] | |||
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15],[21] | 6% | [13],[14],[15],[21] | 5.75% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 2,616 | |||||||
Ending balance | $ 9,780 | [13],[14],[15],[21] | $ 9,780 | [13],[14],[15],[21] | $ 2,616 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[38] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[38] | $ 176,897 | $ 176,897 | ||||||
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[38] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[38] | $ 2,179 | $ 2,179 | ||||||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29],[53] | 2,192 | |||||||
Ending balance | $ 2,192 | [14],[25],[26],[54] | 2,192 | [14],[25],[26],[54] | $ 2,192 | [18],[28],[29],[53] | |||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 6.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 178,693 | |||||||
Ending balance | [17],[18],[19] | $ 178,693 | |||||||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 6.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | [17],[18],[22],[23] | $ 0 | |||||||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), Unsecured notes | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[54] | 0.48% | 0.48% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[40],[53] | $ 5,135 | |||||||
Ending balance | $ 5,135 | [14],[39],[54] | $ 5,135 | [14],[39],[54] | 5,135 | [18],[40],[53] | |||
Investment, Identifier [Axis]: Hg Genesis 8 Sumoco Limited, Unsecured facility | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[39] | 7.50% | 7.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[42] | $ 47,207 | |||||||
Ending balance | $ 40,371 | [13],[14],[16],[39] | $ 40,371 | [13],[14],[16],[39] | 47,207 | [17],[18],[20],[42] | |||
Investment, Identifier [Axis]: Hg Genesis 9 SumoCo Limited, Unsecured facility | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[55] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[55] | $ 42,227 | $ 42,227 | ||||||
Investment, Identifier [Axis]: Hg Saturn Luchaco Limited, Unsecured facility | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[16],[39] | 7.50% | 7.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[42] | $ 132,523 | |||||||
Ending balance | $ 118,346 | [13],[14],[16],[39] | 118,346 | [13],[14],[16],[39] | $ 132,523 | [17],[18],[20],[42] | |||
Investment, Identifier [Axis]: Hissho Sushi Holdings, LLC, Class A units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 75 | $ 75 | ||||||
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 901 | $ 901 | ||||||
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[32] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[32] | $ 4 | $ 4 | ||||||
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5% | [13],[14],[30] | 5% | [13],[14],[30] | 5% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 15,787 | |||||||
Ending balance | $ 14,487 | [13],[14],[30] | $ 14,487 | [13],[14],[30] | $ 15,787 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5% | [13],[14],[21],[30] | 5% | [13],[14],[21],[30] | 5% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (42) | |||||||
Ending balance | $ 685 | [13],[14],[21],[30] | $ 685 | [13],[14],[21],[30] | $ (42) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Hyland Software, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[30] | 6.25% | [13],[14],[30] | 6.25% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 15,579 | |||||||
Ending balance | $ 15,172 | [13],[14],[30] | $ 15,172 | [13],[14],[30] | $ 15,579 | [17],[18],[27] | |||
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15] | 6% | [13],[14],[15] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 50,008 | |||||||
Ending balance | $ 49,632 | [13],[14],[15] | $ 49,632 | [13],[14],[15] | $ 50,008 | [17],[18],[19] | |||
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 1,917 | |||||||
Ending balance | $ (70) | [13],[14],[21],[35] | (70) | [13],[14],[21],[35] | $ 1,917 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[38] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | 150,639 | |||||||
Ending balance | [17],[18],[38] | $ 150,639 | |||||||
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | [17],[18],[22],[23] | $ 0 | |||||||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (7) | $ (7) | ||||||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 11,473 | $ 11,473 | ||||||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (37) | $ (37) | ||||||
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[15] | 5.25% | [13],[14],[15] | 5.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 53,209 | |||||||
Ending balance | $ 52,699 | [13],[14],[15] | $ 52,699 | [13],[14],[15] | $ 53,209 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[21] | 5.25% | [13],[14],[21] | 5.25% | [17],[18],[22],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27] | $ 1,800 | |||||||
Ending balance | $ 0 | [13],[14],[21] | 0 | [13],[14],[21] | $ 1,800 | [17],[18],[22],[27] | |||
Investment, Identifier [Axis]: Imperial Parking Canada, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[56] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[56] | $ 26,707 | |||||||
Ending balance | [17],[18],[56] | $ 26,707 | |||||||
Investment, Identifier [Axis]: Imprivata, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 867 | $ 867 | ||||||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[36] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[36] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 647 | $ 647 | ||||||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[32] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[32] | $ 16 | $ 16 | ||||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[31],[38] | 6.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[31],[38] | 27,909 | |||||||
Ending balance | [17],[18],[22],[31],[38] | $ 27,909 | |||||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 6.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 140,156 | |||||||
Ending balance | [17],[18],[19] | $ 140,156 | |||||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 133,110 | $ 133,110 | ||||||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[21],[35] | 6.25% | [13],[14],[21],[35] | 6.25% | [17],[18],[22],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27] | $ 851 | |||||||
Ending balance | $ (108) | [13],[14],[21],[35] | $ (108) | [13],[14],[21],[35] | $ 851 | [17],[18],[22],[27] | |||
Investment, Identifier [Axis]: Innovation Ventures HoldCo, LLC (dba 5 Hour Energy), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 121,564 | $ 121,564 | ||||||
Investment, Identifier [Axis]: Inovalon Holdings, Inc, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 10.50% | 10.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 90,502 | $ 90,502 | ||||||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 3.50% | [13],[14],[21],[35],[36] | 3.50% | [13],[14],[21],[35],[36] | 5.75% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (237) | |||||||
Ending balance | $ (332) | [13],[14],[21],[35],[36] | $ (332) | [13],[14],[21],[35],[36] | $ (237) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[15] | 6.25% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 173,283 | |||||||
Ending balance | $ 176,018 | [13],[14],[15] | 176,018 | [13],[14],[15] | $ 173,283 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., Second lien senior secured loan | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 82,967 | |||||||
Ending balance | [17],[18],[19] | $ 82,967 | |||||||
Investment, Identifier [Axis]: Insight CP (Blocker) Holdings, L.P. (dba CivicPlus, LLC), LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 1,230 | $ 1,230 | ||||||
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [38] | 5.75% | [13],[14] | 5.75% | [13],[14] | 5.75% | [17],[18] | ||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 218,876 | |||||||
Ending balance | [38] | $ 216,658 | [13],[14] | $ 216,658 | [13],[14] | $ 218,876 | [17],[18] | ||
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ (37) | [13],[14],[21],[35] | $ (37) | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[16],[32] | 6.50% | [13],[14],[16],[32] | 6.25% | [17],[18],[19],[20] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[20] | $ 115,395 | |||||||
Ending balance | $ 117,499 | [13],[14],[16],[32] | $ 117,499 | [13],[14],[16],[32] | $ 115,395 | [17],[18],[19],[20] | |||
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[16],[21],[32] | 6.50% | [13],[14],[16],[21],[32] | 6.25% | [17],[18],[19],[20],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[20],[22] | $ 2,972 | |||||||
Ending balance | $ 2,960 | [13],[14],[16],[21],[32] | $ 2,960 | [13],[14],[16],[21],[32] | $ 2,972 | [17],[18],[19],[20],[22] | |||
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 65,956 | $ 65,956 | ||||||
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (30) | $ (30) | ||||||
Investment, Identifier [Axis]: Interoperability Bidco, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[38] | 5.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | 75,270 | |||||||
Ending balance | [17],[18],[38] | $ 75,270 | |||||||
Investment, Identifier [Axis]: Interoperability Bidco, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 5.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | 0 | |||||||
Ending balance | [17],[18],[22],[23] | $ 0 | |||||||
Investment, Identifier [Axis]: KOBHG Holdings, L.P. (dba OB Hospitalist), Class A Interests | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 6,670 | |||||||
Ending balance | 6,445 | [14],[25],[26] | 6,445 | [14],[25],[26] | 6,670 | [18],[28],[29] | |||
Investment, Identifier [Axis]: KPCI Holdings, LP, Class A Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 37,331 | |||||||
Ending balance | $ 32,111 | [14],[25],[26] | 32,111 | [14],[25],[26] | $ 37,331 | [18],[28],[29] | |||
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[31],[34] | 4.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[31],[34] | $ 248 | |||||||
Ending balance | [17],[18],[22],[31],[34] | $ 248 | |||||||
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[30] | 5.50% | [13],[14],[30] | 5.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 4,386 | |||||||
Ending balance | $ 4,816 | [13],[14],[30] | 4,816 | [13],[14],[30] | $ 4,386 | [17],[18],[27] | |||
Investment, Identifier [Axis]: KS Management Services, L.L.C., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[38] | 4.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 122,500 | |||||||
Ending balance | [17],[18],[38] | $ 122,500 | |||||||
Investment, Identifier [Axis]: KUSRP Intermediate, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[38] | 9.50% | 9.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 30,612 | |||||||
Ending balance | $ 33,299 | [13],[14],[38] | $ 33,299 | [13],[14],[38] | $ 30,612 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (3) | $ (3) | ||||||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14] | $ 18,497 | $ 18,497 | ||||||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (14) | $ (14) | ||||||
Investment, Identifier [Axis]: Knockout Intermediate Holdings I Inc. (dba Kaseya),Perpetual Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 11.75% | 11.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[23],[26] | $ 13,790 | $ 13,790 | ||||||
Investment, Identifier [Axis]: LTP Holdco, LLC, , Unsecured facility | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 10.75% | 10.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 3,867 | $ 3,867 | ||||||
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[38] | 5.75% | [13],[14],[38] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 144,064 | |||||||
Ending balance | $ 142,964 | [13],[14],[38] | $ 142,964 | [13],[14],[38] | $ 144,064 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | $ 0 | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Learning Care Group (US) No. 2 Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.50% | [13],[14],[15] | 7.50% | [13],[14],[15] | 7.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 26,293 | |||||||
Ending balance | $ 26,360 | [13],[14],[15] | $ 26,360 | [13],[14],[15] | $ 26,293 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Lignetics Investment Corp. First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15],[21] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15],[21] | $ 4,016 | $ 4,016 | ||||||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35],[36] | 6% | [13],[14],[21],[35],[36] | 6% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (49) | |||||||
Ending balance | $ (118) | [13],[14],[21],[35],[36] | $ (118) | [13],[14],[21],[35],[36] | $ (49) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15] | 6% | [13],[14],[15] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 30,980 | |||||||
Ending balance | $ 30,203 | [13],[14],[15] | 30,203 | [13],[14],[15] | $ 30,980 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 725 | |||||||
Ending balance | [17],[18],[19],[22] | $ 725 | |||||||
Investment, Identifier [Axis]: LineStar Integrity Services LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [38] | 7.25% | [13],[14] | 7.25% | [13],[14] | 7.25% | [17],[18] | ||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 72,788 | |||||||
Ending balance | [38] | $ 73,933 | [13],[14] | 73,933 | [13],[14] | $ 72,788 | [17],[18] | ||
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[27],[31] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27],[31] | $ 1,998 | |||||||
Ending balance | [17],[18],[22],[27],[31] | $ 1,998 | |||||||
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.89% | [13],[14],[30] | 5.89% | [13],[14],[30] | 5.87% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 154,049 | |||||||
Ending balance | $ 148,733 | [13],[14],[30] | $ 148,733 | [13],[14],[30] | $ 154,049 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ (29) | [13],[14],[21],[35] | $ (29) | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Lytx, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[37] | 6.75% | [13],[14],[37] | 6.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 71,195 | |||||||
Ending balance | $ 70,119 | [13],[14],[37] | 70,119 | [13],[14],[37] | $ 71,195 | [17],[18],[27] | |||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22],[31] | 5.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22],[31] | $ 13,286 | |||||||
Ending balance | [17],[18],[19],[22],[31] | $ 13,286 | |||||||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[45] | 6% | [13],[14],[45] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 158,718 | |||||||
Ending balance | $ 179,957 | [13],[14],[45] | $ 179,957 | [13],[14],[45] | $ 158,718 | [17],[18],[19] | |||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[22],[23] | $ (155) | |||||||
Ending balance | $ (194) | [13],[14],[21],[35] | $ (194) | [13],[14],[21],[35] | $ (155) | [18],[22],[23] | |||
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8.50% | [13],[14],[15] | 8.50% | [13],[14],[15] | 8.50% | [17],[18],[19],[38] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 67,127 | |||||||
Ending balance | $ 67,902 | [13],[14],[15] | $ 67,902 | [13],[14],[15] | $ 67,127 | [17],[18],[38] | |||
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[21],[35] | 8% | [13],[14],[21],[35] | 7% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | 0 | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Maia Aggregator, LP, Class A-2 Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 169 | $ 169 | ||||||
Investment, Identifier [Axis]: Mario Midco Holdings Inc.(dba Len the Plumber), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (17) | $ (17) | ||||||
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[36],[37] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[36],[37] | $ 1,988 | $ 1,988 | ||||||
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 12,911 | $ 12,911 | ||||||
Investment, Identifier [Axis]: Medline Borrower, LP, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 3.25% | 3.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (719) | $ (719) | ||||||
Investment, Identifier [Axis]: Medline Intermediate, LP, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 3.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (162) | |||||||
Ending balance | [17],[18],[22],[23] | $ (162) | |||||||
Investment, Identifier [Axis]: MessageBird BidCo B.V., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[38] | 6.75% | 6.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[38] | $ 75,268 | $ 75,268 | ||||||
Investment, Identifier [Axis]: MessageBird BidCo B.V.,First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[20] | 6.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 75,460 | ||||||||
Ending balance | $ 75,460 | ||||||||
Investment, Identifier [Axis]: MessageBird Holding B.V., Extended Series C Warrants | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[20],[28],[29] | 753 | |||||||
Ending balance | $ 125 | [14],[16],[25],[26] | $ 125 | [14],[16],[25],[26] | 753 | [18],[20],[28],[29] | |||
Investment, Identifier [Axis]: Metis HoldCo, Inc. (dba Mavis Tire Express Services), Series A Convertible Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[29],[40] | $ 155,888 | |||||||
Ending balance | $ 155,552 | [14],[23],[26] | $ 155,552 | [14],[23],[26] | $ 155,888 | [18],[29],[40] | |||
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5% | [13],[14],[30] | 5% | [13],[14],[30] | 5% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 24,117 | |||||||
Ending balance | $ 23,996 | [13],[14],[30] | $ 23,996 | [13],[14],[30] | $ 24,117 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5% | [13],[14],[21],[35] | 5% | [13],[14],[21],[35] | 5% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (16) | |||||||
Ending balance | $ (10) | [13],[14],[21],[35] | $ (10) | [13],[14],[21],[35] | $ (16) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Minerva Holdco, Inc. (dba Athenahealth, Inc.), Series A Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 10.75% | 10.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[23],[26] | $ 6,676 | $ 6,676 | ||||||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[35],[36] | 5.50% | [13],[14],[21],[35],[36] | 5.50% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (2) | |||||||
Ending balance | $ (4) | [13],[14],[21],[35],[36] | $ (4) | [13],[14],[21],[35],[36] | $ (2) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 692 | |||||||
Ending balance | $ 683 | [13],[14],[15] | $ 683 | [13],[14],[15] | $ 692 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[35] | 5.50% | [13],[14],[21],[35] | 5.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (1) | |||||||
Ending balance | $ (2) | [13],[14],[21],[35] | $ (2) | [13],[14],[21],[35] | $ (1) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Motus Group, LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[30] | 6.50% | [13],[14],[30] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 10,702 | |||||||
Ending balance | $ 10,566 | [13],[14],[30] | $ 10,566 | [13],[14],[30] | $ 10,702 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Muine Gall, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[38],[44] | 7% | 7% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[57] | $ 239,896 | |||||||
Ending balance | $ 245,257 | [13],[14],[16],[38],[44] | $ 245,257 | [13],[14],[16],[38],[44] | $ 239,896 | [17],[18],[20],[57] | |||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[30],[36] | 5.75% | [13],[14],[21],[30],[36] | 5.75% | [17],[18],[22],[27],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27],[31] | $ 4,945 | |||||||
Ending balance | $ 4,836 | [13],[14],[21],[30],[36] | $ 4,836 | [13],[14],[21],[30],[36] | $ 4,945 | [17],[18],[22],[27],[31] | |||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[30] | 5.75% | [13],[14],[30] | 5.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 25,148 | |||||||
Ending balance | $ 24,737 | [13],[14],[30] | $ 24,737 | [13],[14],[30] | $ 25,148 | [17],[18],[27] | |||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (11) | |||||||
Ending balance | $ (25) | [13],[14],[21],[35] | (25) | [13],[14],[21],[35] | $ (11) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22],[31] | 7% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22],[31] | $ 35,315 | |||||||
Ending balance | [17],[18],[19],[22],[31] | $ 35,315 | |||||||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 7% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 70,192 | |||||||
Ending balance | $ 102,862 | [13],[14],[15] | $ 102,862 | [13],[14],[15] | $ 70,192 | [17],[18],[19] | |||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 7% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 2,974 | |||||||
Ending balance | $ 9,132 | [13],[14],[15] | $ 9,132 | [13],[14],[15] | $ 2,974 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[38] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[38] | $ 906 | $ 906 | ||||||
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[21],[35] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[21],[35] | $ (2) | $ (2) | ||||||
Investment, Identifier [Axis]: Nelipak Holding Company ,First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 4.25% | 4.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[30] | $ 2,275 | $ 2,275 | ||||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 4.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 24,450 | |||||||
Ending balance | [17],[18],[19] | $ 24,450 | |||||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured EUR revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[58] | 4.50% | 4.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[58] | $ 214 | $ 214 | ||||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured USD revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[30] | 4.25% | 4.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[30] | $ 1,017 | $ 1,017 | ||||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured revolving loan, One | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22] | 4.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | 2,990 | |||||||
Ending balance | [17],[18],[19],[22] | $ 2,990 | |||||||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured revolving loan, Two | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 4.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (94) | |||||||
Ending balance | [17],[18],[22],[23] | $ (94) | |||||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien EUR senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[41] | 8.50% | 8.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[41] | $ 58,141 | $ 58,141 | ||||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien USD senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 8.25% | 8.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 66,503 | $ 66,503 | ||||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien senior secured loan, One | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 8.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 66,336 | |||||||
Ending balance | [17],[18],[19] | $ 66,336 | |||||||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien senior secured loan, Two | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[59] | 8.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[59] | $ 67,321 | |||||||
Ending balance | [17],[18],[59] | $ 67,321 | |||||||
Investment, Identifier [Axis]: Nellson Nutraceutical, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.25% | [13],[14],[15] | 5.25% | [13],[14],[15] | 5.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 26,735 | |||||||
Ending balance | $ 25,445 | [13],[14],[15] | 25,445 | [13],[14],[15] | $ 26,735 | [17],[18],[19] | |||
Investment, Identifier [Axis]: New PLI Holdings, LLC, Class A Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29],[60] | 48,007 | |||||||
Ending balance | 94,713 | [14],[24],[26] | 94,713 | [14],[24],[26] | 48,007 | [18],[28],[29],[60] | |||
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), Common Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[61] | 3,873 | |||||||
Ending balance | $ 363 | [14],[25],[47] | $ 363 | [14],[25],[47] | $ 3,873 | [18],[28],[61] | |||
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[15] | 6.50% | [13],[14],[15] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 77,763 | |||||||
Ending balance | $ 74,866 | [13],[14],[15] | $ 74,866 | [13],[14],[15] | $ 77,763 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[15],[21] | 6.50% | [13],[14],[15],[21] | 6.50% | [17],[18],[22],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27] | $ 9,511 | |||||||
Ending balance | $ 9,205 | [13],[14],[15],[21] | $ 9,205 | [13],[14],[15],[21] | $ 9,511 | [17],[18],[22],[27] | |||
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[21],[36],[37] | 6.75% | [13],[14],[21],[36],[37] | 6.50% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (40) | |||||||
Ending balance | $ 9,506 | [13],[14],[21],[36],[37] | $ 9,506 | [13],[14],[21],[36],[37] | $ (40) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[37] | 6.75% | [13],[14],[37] | 6.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 108,803 | |||||||
Ending balance | $ 109,083 | [13],[14],[37] | $ 109,083 | [13],[14],[37] | $ 108,803 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[21],[35] | 6.75% | [13],[14],[21],[35] | 6.50% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 1,453 | |||||||
Ending balance | $ (48) | [13],[14],[21],[35] | $ (48) | [13],[14],[21],[35] | $ 1,453 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Nutraceutical International Corporation, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 7% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 207,587 | |||||||
Ending balance | $ 171,081 | [13],[14],[15] | $ 171,081 | [13],[14],[15] | $ 207,587 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Nutraceutical International Corporation, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 7% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 13,307 | |||||||
Ending balance | $ 12,356 | [13],[14],[15] | $ 12,356 | [13],[14],[15] | $ 13,307 | [17],[18],[27] | |||
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 114,518 | |||||||
Ending balance | $ 94,079 | [13],[14],[15] | $ 94,079 | [13],[14],[15] | $ 114,518 | [17],[18],[19] | |||
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15],[21] | 5.50% | [13],[14],[15],[21] | 5.50% | [17],[18],[22],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27] | $ 1,313 | |||||||
Ending balance | $ 2,878 | [13],[14],[15],[21] | 2,878 | [13],[14],[15],[21] | $ 1,313 | [17],[18],[22],[27] | |||
Investment, Identifier [Axis]: ORCC Senior Loan Fund LLC (fka Sebago Lake LLC) | Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | [62] | (28,525) | (362) | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [62] | 247,061 | 105,546 | 105,546 | |||||
Gross Additions | [62] | 118,124 | 168,001 | ||||||
Gross Reductions | [62] | (22,750) | (26,125) | ||||||
Net change in unrealized gain (loss) | [62] | (28,525) | (362) | ||||||
Ending balance | [62] | 313,910 | 313,910 | 247,061 | |||||
Interest income | [62] | 0 | 0 | ||||||
Dividend income | [62] | 23,963 | 14,394 | ||||||
Other income | [62] | 0 | 0 | ||||||
Investment, Identifier [Axis]: ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), LLC Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [20],[29],[57],[60] | 247,061 | |||||||
Ending balance | $ 313,910 | [16],[24],[26],[44],[63] | $ 313,910 | [16],[24],[26],[44],[63] | $ 247,061 | [20],[29],[57],[60] | |||
Investment, Identifier [Axis]: Offen, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5% | [13],[14],[38] | 5% | [13],[14],[38] | 5% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 19,582 | |||||||
Ending balance | $ 18,708 | [13],[14],[38] | $ 18,708 | [13],[14],[38] | $ 19,582 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[45] | 5.25% | 5.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[45] | $ 857 | $ 857 | ||||||
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.25% | 5.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (3) | $ (3) | ||||||
Investment, Identifier [Axis]: PCF Holdco, LLC (dba PCF Insurance Services), Class A Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 27,968 | |||||||
Ending balance | $ 65,898 | [14],[25],[26] | 65,898 | [14],[25],[26] | 27,968 | [18],[28],[29] | |||
Investment, Identifier [Axis]: PCF Holdco, LLC (dba PCF Insurance Services), Class A Warrants | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | $ 9,496 | |||||||
Ending balance | [18],[28],[29] | 9,496 | |||||||
Investment, Identifier [Axis]: PCF Midco II, LLC (dba PCF Insurance Services), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[39] | 9% | 9% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[40] | $ 107,418 | |||||||
Ending balance | $ 115,997 | [14],[39] | $ 115,997 | [14],[39] | $ 107,418 | [18],[40] | |||
Investment, Identifier [Axis]: PHM Netherlands Midco B.V. (dba Loparex), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.50% | [13],[14],[30] | 4.50% | [13],[14],[30] | 4.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 782 | |||||||
Ending balance | $ 753 | [13],[14],[30] | $ 753 | [13],[14],[30] | $ 782 | [17],[18],[19] | |||
Investment, Identifier [Axis]: PHM Netherlands Midco B.V. (dba Loparex), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8.75% | [13],[14],[15] | 8.75% | [13],[14],[15] | 8.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 110,600 | |||||||
Ending balance | $ 109,200 | [13],[14],[15] | $ 109,200 | [13],[14],[15] | $ 110,600 | [17],[18],[27] | |||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[32],[36] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[32],[36] | $ 14 | $ 14 | ||||||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[45] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[45] | $ 722 | $ 722 | ||||||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (1) | $ (1) | ||||||
Investment, Identifier [Axis]: PS Op Holdings LLC, Class A Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [28],[29],[60] | 4,300 | |||||||
Ending balance | 3,950 | [24],[25],[26] | 3,950 | [24],[25],[26] | 4,300 | [28],[29],[60] | |||
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC) | Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | (657) | 49 | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 19,495 | 0 | 0 | ||||||
Gross Additions | 2,470 | 20,440 | |||||||
Gross Reductions | (1,112) | (994) | |||||||
Net change in unrealized gain (loss) | (657) | 49 | |||||||
Ending balance | $ 20,196 | 20,196 | 19,495 | ||||||
Interest income | 947 | 34 | |||||||
Dividend income | 0 | 0 | |||||||
Other income | $ 7 | $ 0 | |||||||
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[15],[24] | 6% | [13],[15],[24] | 6% | [17],[19],[60] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[19],[60] | $ 12,976 | |||||||
Ending balance | $ 12,778 | [13],[15],[24] | $ 12,778 | [13],[15],[24] | $ 12,976 | [17],[19],[60] | |||
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[15],[21],[24] | 6% | [13],[15],[21],[24] | 6% | [17],[19],[22],[60] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[19],[22],[60] | $ 2,219 | |||||||
Ending balance | $ 3,468 | [13],[15],[21],[24] | $ 3,468 | [13],[15],[21],[24] | $ 2,219 | [17],[19],[22],[60] | |||
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[21],[35],[36] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[21],[35],[36] | $ (43) | $ (43) | ||||||
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[32] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[32] | $ 30,151 | $ 30,151 | ||||||
Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 7% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 192,123 | |||||||
Ending balance | $ 186,241 | [13],[14],[15] | $ 186,241 | [13],[14],[15] | $ 192,123 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[32] | 6.75% | 6.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[32] | $ 133,681 | $ 133,681 | ||||||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 6.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 135,027 | |||||||
Ending balance | [17],[18],[19] | $ 135,027 | |||||||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[16],[21],[35] | 6.75% | [13],[14],[16],[21],[35] | 6.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (169) | |||||||
Ending balance | $ (203) | [13],[14],[16],[21],[35] | (203) | [13],[14],[16],[21],[35] | $ (169) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health Inc.), Class B Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 1,109 | $ 1,109 | ||||||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health, Inc.), Class A Units | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[16],[23],[26] | 8% | 8% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[29],[40] | $ 7,633 | |||||||
Ending balance | $ 7,942 | [14],[16],[23],[26] | 7,942 | [14],[16],[23],[26] | 7,633 | [18],[29],[40] | |||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health, Inc.), Class B Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | $ 1,109 | |||||||
Ending balance | [18],[28],[29] | $ 1,109 | |||||||
Investment, Identifier [Axis]: Peraton Corp., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.75% | [13],[14],[30],[48] | 7.75% | [13],[14],[30],[48] | 7.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 47,263 | |||||||
Ending balance | $ 43,489 | [13],[14],[30],[48] | 43,489 | [13],[14],[30],[48] | $ 47,263 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[31],[38] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[31],[38] | $ 18,952 | |||||||
Ending balance | [17],[18],[22],[31],[38] | $ 18,952 | |||||||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[38] | 6% | [13],[14],[38] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 107,347 | |||||||
Ending balance | $ 134,909 | [13],[14],[38] | $ 134,909 | [13],[14],[38] | $ 107,347 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (62) | |||||||
Ending balance | $ (15) | [13],[14],[21],[35] | $ (15) | [13],[14],[21],[35] | $ (62) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Phoenix Newco, Inc. (dba Parexel), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[30] | 6.50% | [13],[14],[30] | 6.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 188,100 | |||||||
Ending balance | $ 185,250 | [13],[14],[30] | $ 185,250 | [13],[14],[30] | $ 188,100 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Picard Holdco, LLC, Series A Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[26],[32] | 12% | 12% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[26],[32] | $ 23,975 | $ 23,975 | ||||||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 672 | $ 672 | ||||||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (1) | $ (1) | ||||||
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[30] | 8% | [13],[14],[30] | 8% | [17],[18],[38] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 98,455 | |||||||
Ending balance | $ 98,952 | [13],[14],[30] | $ 98,952 | [13],[14],[30] | $ 98,455 | [17],[18],[38] | |||
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[21],[35] | 8% | [13],[14],[21],[35] | 8% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (62) | |||||||
Ending balance | $ (31) | [13],[14],[21],[35] | $ (31) | [13],[14],[21],[35] | $ (62) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Pregis Topco LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.09% | [13],[14],[15] | 7.09% | [13],[14],[15] | 6.95% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 160,000 | |||||||
Ending balance | $ 157,856 | [13],[14],[15] | $ 157,856 | [13],[14],[15] | $ 160,000 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Premier Imaging, LLC (dba LucidHealth), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[30] | 5.75% | [13],[14],[30] | 5.25% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 42,675 | |||||||
Ending balance | $ 42,353 | [13],[14],[30] | 42,353 | [13],[14],[30] | $ 42,675 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Project Alpine Co-Invest Fund, LP, LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | 10,000 | 10,000 | ||||||
Investment, Identifier [Axis]: Project Hotel California Co-Invest Fund, L.P., LP Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 2,685 | $ 2,685 | ||||||
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[15] | 6% | [13],[14],[15] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 45,091 | |||||||
Ending balance | $ 44,746 | [13],[14],[15] | $ 44,746 | [13],[14],[15] | $ 45,091 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | $ 0 | [13],[14],[21],[35] | $ 0 | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Proofpoint, Inc., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.25% | [13],[14],[15],[48] | 6.25% | [13],[14],[15],[48] | 6.25% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 19,502 | |||||||
Ending balance | $ 18,792 | [13],[14],[15],[48] | $ 18,792 | [13],[14],[15],[48] | $ 19,502 | [17],[18],[19] | |||
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[30] | 6% | [13],[14],[30] | 6% | [17],[18],[46] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[46] | $ 26,040 | |||||||
Ending balance | $ 25,778 | [13],[14],[30] | $ 25,778 | [13],[14],[30] | $ 26,040 | [17],[18],[46] | |||
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[22],[23] | $ (69) | |||||||
Ending balance | $ (86) | [13],[14],[21],[35] | $ (86) | [13],[14],[21],[35] | $ (69) | [18],[22],[23] | |||
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 38,803 | |||||||
Ending balance | $ 38,610 | [13],[14],[15] | $ 38,610 | [13],[14],[15] | $ 38,803 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[38] | 5.50% | [13],[14],[21],[38] | 5.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (110) | |||||||
Ending balance | $ 1,660 | [13],[14],[21],[38] | $ 1,660 | [13],[14],[21],[38] | $ (110) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: REALPAGE, INC., Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[30],[48] | 6.50% | [13],[14],[30],[48] | 6.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 34,897 | |||||||
Ending balance | $ 33,226 | [13],[14],[30],[48] | $ 33,226 | [13],[14],[30],[48] | $ 34,897 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Recipe Acquisition Corp. (dba Roland Corporation), Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 9% | [13],[32] | 9% | [13],[32] | 9% | [17],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[19] | $ 30,080 | |||||||
Ending balance | $ 31,440 | [13],[32] | 31,440 | [13],[32] | $ 30,080 | [17],[19] | |||
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[38] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | 128,528 | |||||||
Ending balance | [17],[18],[38] | $ 128,528 | |||||||
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[27] | 4.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27] | 10,251 | |||||||
Ending balance | [17],[18],[22],[27] | $ 10,251 | |||||||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22],[31] | 6.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22],[31] | 28,243 | |||||||
Ending balance | [17],[18],[19],[22],[31] | $ 28,243 | |||||||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 6.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 88,306 | |||||||
Ending balance | [17],[18],[19] | $ 88,306 | |||||||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22] | 6.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 3,799 | |||||||
Ending balance | [17],[18],[19],[22] | $ 3,799 | |||||||
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 7.50% | 7.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 76,297 | |||||||
Ending balance | $ 81,216 | [13],[14],[30] | $ 81,216 | [13],[14],[30] | $ 76,297 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[21],[35] | 6.50% | [13],[14],[21],[35] | 6.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (92) | |||||||
Ending balance | $ (37) | [13],[14],[21],[35] | (37) | [13],[14],[21],[35] | $ (92) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Restore OMH Intermediate Holdings, Inc., Senior Preferred Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[29],[40] | 25,506 | |||||||
Ending balance | [18],[29],[40] | $ 25,506 | |||||||
Investment, Identifier [Axis]: Rhea Acquisition Holdings, LP, Series A-2 Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 119 | $ 119 | ||||||
Investment, Identifier [Axis]: Rhea Parent, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 753 | $ 753 | ||||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 5.25% | 5.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (3) | $ (3) | ||||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[45] | 5.25% | 5.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[45] | $ 734 | $ 734 | ||||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[45] | 5.25% | 5.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[45] | $ 51 | $ 51 | ||||||
Investment, Identifier [Axis]: Safety Products/JHC Acquisition Corp. (dba Justrite Safety Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[30] | 4.50% | 4.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[30] | $ 13,436 | $ 13,436 | ||||||
Investment, Identifier [Axis]: Safety Products/JHC Acquisition Corp. (dba Justrite Safety Group), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[27] | 4.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 12,948 | |||||||
Ending balance | [17],[18],[27] | $ 12,948 | |||||||
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 44,677 | $ 44,677 | ||||||
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (92) | $ (92) | ||||||
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.50% | [13],[14],[30] | 4.50% | [13],[14],[30] | 4.50% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 41,668 | |||||||
Ending balance | $ 40,693 | [13],[14],[30] | $ 40,693 | [13],[14],[30] | $ 41,668 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 4.50% | [13],[14],[21],[30] | 4.50% | [13],[14],[21],[30] | 3.50% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[34] | $ (150) | |||||||
Ending balance | $ 7,815 | [13],[14],[21],[30] | $ 7,815 | [13],[14],[21],[30] | $ (150) | [17],[18],[22],[23],[34] | |||
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 845 | $ 845 | ||||||
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: Shearer's Foods, LLC, Second lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.75% | [13],[14],[30] | 7.75% | [13],[14],[30] | 7.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 120,000 | |||||||
Ending balance | $ 118,200 | [13],[14],[30] | $ 118,200 | [13],[14],[30] | $ 120,000 | [17],[18],[27] | |||
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (2) | $ (2) | ||||||
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 6,080 | $ 6,080 | ||||||
Investment, Identifier [Axis]: Skyline Holdco B, Inc. (dba Dodge Data & Analytics), Series A Preferred Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | $ 3,612 | |||||||
Ending balance | [18],[28],[29] | $ 3,612 | |||||||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (2) | $ (2) | ||||||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 750 | $ 750 | ||||||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (1) | $ (1) | ||||||
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[15] | 6.75% | [13],[14],[15] | 6.75% | [17],[18],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[27] | $ 232,258 | |||||||
Ending balance | $ 230,495 | [13],[14],[15] | $ 230,495 | [13],[14],[15] | $ 232,258 | [17],[18],[27] | |||
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.75% | [13],[14],[21],[35] | 6.75% | [13],[14],[21],[35] | 6.75% | [17],[18],[22],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[27] | $ 2,567 | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | 0 | [13],[14],[21],[35] | $ 2,567 | [17],[18],[22],[27] | |||
Investment, Identifier [Axis]: Space Exploration Technologies Corp, Class C Common Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 524 | |||||||
Ending balance | [18],[28],[29] | 524 | |||||||
Investment, Identifier [Axis]: Space Exploration Technologies Corp., Class A Common Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 1,810 | |||||||
Ending balance | 3,262 | [14],[25],[26] | 3,262 | [14],[25],[26] | 1,810 | [18],[28],[29] | |||
Investment, Identifier [Axis]: Space Exploration Technologies Corp., Class C Common Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[25],[26] | $ 655 | $ 655 | ||||||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[36],[37] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[36],[37] | $ 1,989 | $ 1,989 | ||||||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 40,051 | $ 40,051 | ||||||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[37] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[37] | $ 919 | $ 919 | ||||||
Investment, Identifier [Axis]: Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand, Inc.), Series A Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 10.50% | 10.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[29],[40] | $ 38,380 | |||||||
Ending balance | $ 37,376 | [14],[23],[26] | 37,376 | [14],[23],[26] | 38,380 | [18],[29],[40] | |||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI) | Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | 47,036 | 269 | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 108,061 | 99,297 | 99,297 | ||||||
Gross Additions | 4,210 | 8,495 | |||||||
Gross Reductions | (445) | 0 | |||||||
Net change in unrealized gain (loss) | 47,036 | 269 | |||||||
Ending balance | $ 158,862 | 158,862 | 108,061 | ||||||
Interest income | 4,820 | 5,497 | |||||||
Dividend income | 6,673 | 0 | |||||||
Other income | $ 513 | $ 643 | |||||||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[21],[24],[32],[36] | 8% | [13],[14],[21],[24],[32],[36] | 8% | [17],[18],[19],[22],[31],[60] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22],[31],[60] | $ 10,635 | |||||||
Ending balance | $ 14,695 | [13],[14],[21],[24],[32],[36] | $ 14,695 | [13],[14],[21],[24],[32],[36] | $ 10,635 | [17],[18],[19],[22],[31],[60] | |||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[24],[37] | 8% | [13],[14],[24],[37] | 8% | [17],[18],[19],[60] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[60] | $ 49,419 | |||||||
Ending balance | $ 49,454 | [13],[14],[24],[37] | $ 49,454 | [13],[14],[24],[37] | $ 49,419 | [17],[18],[19],[60] | |||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), Letter of Credit | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8% | [13],[14],[21],[24] | 8% | [13],[14],[21],[24] | 8% | [17],[18],[22],[60] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[60] | $ 0 | |||||||
Ending balance | $ 0 | [13],[14],[21],[24] | 0 | [13],[14],[21],[24] | $ 0 | [17],[18],[22],[60] | |||
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 4.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 73,081 | |||||||
Ending balance | [17],[18],[19] | $ 73,081 | |||||||
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 4.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | 0 | |||||||
Ending balance | [17],[18],[22],[23] | $ 0 | |||||||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23],[31] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | (3) | |||||||
Ending balance | [17],[18],[22],[23],[31] | $ (3) | |||||||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 1,067 | |||||||
Ending balance | [17],[18],[19] | $ 1,067 | |||||||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (3) | |||||||
Ending balance | [17],[18],[22],[23] | $ (3) | |||||||
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[30] | 5.75% | [13],[14],[30] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 74,569 | |||||||
Ending balance | $ 73,812 | [13],[14],[30] | $ 73,812 | [13],[14],[30] | $ 74,569 | [17],[18],[19] | |||
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (107) | |||||||
Ending balance | $ (129) | [13],[14],[21],[35] | $ (129) | [13],[14],[21],[35] | $ (107) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[16],[30] | 6% | [13],[14],[16],[30] | 6% | [17],[18],[19],[20] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[20] | $ 121,777 | |||||||
Ending balance | $ 121,099 | [13],[14],[16],[30] | $ 121,099 | [13],[14],[16],[30] | $ 121,777 | [17],[18],[19],[20] | |||
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[16],[21],[35] | 6% | [13],[14],[16],[21],[35] | 6% | [17],[18],[20],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[20],[22],[23] | $ (111) | |||||||
Ending balance | $ (162) | [13],[14],[16],[21],[35] | $ (162) | [13],[14],[16],[21],[35] | $ (111) | [17],[18],[20],[22],[23] | |||
Investment, Identifier [Axis]: Tall Tree Foods, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.25% | [13],[30] | 7.25% | [13],[30] | 7.25% | [17],[27] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[27] | $ 40,477 | |||||||
Ending balance | $ 41,392 | [13],[30] | $ 41,392 | [13],[30] | $ 40,477 | [17],[27] | |||
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[45] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[45] | $ 838 | $ 838 | ||||||
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (3) | $ (3) | ||||||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35],[36] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35],[36] | $ (5) | $ (5) | ||||||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 1,051 | $ 1,051 | ||||||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[33] | 4.50% | 4.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[33] | $ 5 | $ 5 | ||||||
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 6.25% | 6.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 23,056 | $ 23,056 | ||||||
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ (31) | $ (31) | ||||||
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[30] | 6% | [13],[14],[30] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 8,977 | |||||||
Ending balance | $ 8,797 | [13],[14],[30] | $ 8,797 | [13],[14],[30] | $ 8,977 | [17],[18],[19] | |||
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (11) | |||||||
Ending balance | $ (23) | [13],[14],[21],[35] | $ (23) | [13],[14],[21],[35] | $ (11) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15],[21],[36] | 5.75% | [13],[14],[15],[21],[36] | 5.75% | [17],[18],[22],[23],[31] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ (41) | |||||||
Ending balance | $ 3,789 | [13],[14],[15],[21],[36] | $ 3,789 | [13],[14],[15],[21],[36] | $ (41) | [17],[18],[22],[23],[31] | |||
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 64,357 | |||||||
Ending balance | $ 63,027 | [13],[14],[15] | $ 63,027 | [13],[14],[15] | $ 64,357 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15],[21] | 5.75% | [13],[14],[15],[21] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (29) | |||||||
Ending balance | $ 1,239 | [13],[14],[15],[21] | 1,239 | [13],[14],[15],[21] | $ (29) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Thunder Topco L.P. (dba Vector Solutions), Common Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[28],[29] | 4,519 | |||||||
Ending balance | $ 3,673 | [14],[25],[26] | $ 3,673 | [14],[25],[26] | $ 4,519 | [18],[28],[29] | |||
Investment, Identifier [Axis]: Tivity Health, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[32] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[32] | $ 985 | $ 985 | ||||||
Investment, Identifier [Axis]: Troon Golf, L.L.C, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | 281,659 | |||||||
Ending balance | [17],[18],[19] | $ 281,659 | |||||||
Investment, Identifier [Axis]: Troon Golf, L.L.C, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23] | 6% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (108) | |||||||
Ending balance | [17],[18],[22],[23] | $ (108) | |||||||
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[38] | 5.75% | 5.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[38] | $ 280,946 | $ 280,946 | ||||||
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[33] | 5.50% | [13],[14],[33] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 38,306 | |||||||
Ending balance | $ 37,824 | [13],[14],[33] | $ 37,824 | [13],[14],[33] | $ 38,306 | [17],[18],[19] | |||
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[35] | 5.50% | [13],[14],[21],[35] | 5.50% | [17],[18],[19],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22],[23] | $ (14) | |||||||
Ending balance | $ (106) | [13],[14],[21],[35] | (106) | [13],[14],[21],[35] | $ (14) | [17],[18],[19],[22],[23] | |||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18] | 6.25% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[46] | $ 80,003 | |||||||
Ending balance | [17],[18],[46] | $ 80,003 | |||||||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[15] | 6.50% | 6.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[15] | $ 78,181 | $ 78,181 | ||||||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6.50% | [13],[14],[15],[21] | 6.50% | [13],[14],[15],[21] | 6.25% | [17],[18],[22],[38] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[38] | $ 4,973 | |||||||
Ending balance | $ 6,564 | [13],[14],[15],[21] | $ 6,564 | [13],[14],[15],[21] | $ 4,973 | [17],[18],[22],[38] | |||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[36] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[36] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[37] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[37] | $ 858 | $ 858 | ||||||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[35] | 5.50% | 5.50% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[35] | $ 0 | $ 0 | ||||||
Investment, Identifier [Axis]: VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.), Series A Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 6% | 6% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[29],[40] | $ 21,250 | |||||||
Ending balance | $ 20,772 | [14],[23],[26] | $ 20,772 | [14],[23],[26] | $ 21,250 | [18],[29],[40] | |||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7.75% | [13],[14],[32] | 7.75% | [13],[14],[32] | 6.75% | [17],[18],[51] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[38] | $ 110,249 | |||||||
Ending balance | $ 101,016 | [13],[14],[32] | 101,016 | [13],[14],[32] | $ 110,249 | [17],[18],[38] | |||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[19],[22] | 6.75% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 9,031 | |||||||
Ending balance | [17],[18],[19],[22] | $ 9,031 | |||||||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[21],[32] | 7.75% | 7.75% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[21],[32] | $ 8,201 | $ 8,201 | ||||||
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[15] | 5.75% | [13],[14],[15] | 5.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 21,771 | |||||||
Ending balance | $ 22,048 | [13],[14],[15] | $ 22,048 | [13],[14],[15] | $ 21,771 | [17],[18],[19] | |||
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.75% | [13],[14],[21],[35] | 5.75% | [13],[14],[21],[35] | 5.75% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (27) | |||||||
Ending balance | $ 0 | [13],[14],[21],[35] | $ 0 | [13],[14],[21],[35] | $ (27) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Vermont Aus Pty Ltd, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [13],[14],[16],[32] | 5.65% | 5.65% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [13],[14],[16],[32] | $ 968 | $ 968 | ||||||
Investment, Identifier [Axis]: WMC Bidco, Inc. (dba West Monroe), Senior Preferred Stock | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [14],[23],[26] | 11.25% | 11.25% | ||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[23],[26] | $ 17,245 | $ 17,245 | ||||||
Investment, Identifier [Axis]: WMC Bidco, Inc., Senior Preferred Stock | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[29],[40] | 16,233 | |||||||
Ending balance | [18],[29],[40] | $ 16,233 | |||||||
Investment, Identifier [Axis]: WP Irving Co-Invest, L.P., Common Equity | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Ending balance | [14],[16],[25],[26] | $ 1,250 | 1,250 | ||||||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured delayed draw term loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | [17],[18],[22],[23],[31] | 5.50% | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23],[31] | $ 0 | |||||||
Ending balance | [17],[18],[22],[23],[31] | $ 0 | |||||||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 190,078 | |||||||
Ending balance | $ 199,828 | [13],[14],[15] | $ 199,828 | [13],[14],[15] | $ 190,078 | [17],[18],[19] | |||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[21],[38] | 5.50% | [13],[14],[21],[38] | 5.50% | [17],[18],[19],[22] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19],[22] | $ 5,762 | |||||||
Ending balance | $ 9,651 | [13],[14],[21],[38] | $ 9,651 | [13],[14],[21],[38] | $ 5,762 | [17],[18],[19],[22] | |||
Investment, Identifier [Axis]: Walker Edison Furniture Company LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 8.75% | [13],[14],[15],[49] | 8.75% | [13],[14],[15],[49] | 8.75% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 80,047 | |||||||
Ending balance | $ 59,035 | [13],[14],[15],[49] | $ 59,035 | [13],[14],[15],[49] | $ 80,047 | [17],[18],[19] | |||
Investment, Identifier [Axis]: When I Work, Inc., First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 7% | [13],[14],[15] | 7% | [13],[14],[15] | 6% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 4,883 | |||||||
Ending balance | $ 5,031 | [13],[14],[15] | $ 5,031 | [13],[14],[15] | $ 4,883 | [17],[18],[19] | |||
Investment, Identifier [Axis]: When I Work, Inc., First lien senior secured revolving loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 6% | [13],[14],[21],[35] | 6% | [13],[14],[21],[35] | 6% | [17],[18],[22],[23] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[22],[23] | $ (9) | |||||||
Ending balance | $ (18) | [13],[14],[21],[35] | (18) | [13],[14],[21],[35] | $ (9) | [17],[18],[22],[23] | |||
Investment, Identifier [Axis]: Windows Entities, LLC Units | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [18],[20],[28],[29],[64] | 103,561 | |||||||
Ending balance | 106,939 | [14],[26],[65] | 106,939 | [14],[26],[65] | 103,561 | [18],[20],[28],[29],[64] | |||
Investment, Identifier [Axis]: Wingspire Capital Holdings LLC | Investment income from controlled, affiliated investments: | |||||||||
Schedule of Investments [Line Items] | |||||||||
Net change in unrealized gain (loss) | 13,788 | 44,125 | |||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | 242,163 | $ 67,538 | 67,538 | ||||||
Gross Additions | 189,682 | 277,500 | |||||||
Gross Reductions | (33,575) | (147,000) | |||||||
Net change in unrealized gain (loss) | 13,788 | 44,125 | |||||||
Ending balance | 412,058 | 412,058 | 242,163 | ||||||
Interest income | 0 | 0 | |||||||
Dividend income | 28,500 | 6,000 | |||||||
Other income | 0 | 0 | |||||||
Investment, Identifier [Axis]: Wingspire Capital Holdings LLC, LLC Interest | |||||||||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [22],[29],[57],[60] | 242,163 | |||||||
Ending balance | $ 412,058 | [21],[24],[26],[44] | $ 412,058 | [21],[24],[26],[44] | $ 242,163 | [22],[29],[57],[60] | |||
Investment, Identifier [Axis]: Zenith Energy U.S. Logistics Holdings, LLC, First lien senior secured loan | |||||||||
Schedule of Investments [Line Items] | |||||||||
Basis spread, variable rate | 5.50% | [13],[14],[15] | 5.50% | [13],[14],[15] | 5.50% | [17],[18],[19] | |||
Investments in and Advances to Affiliates, at Fair Value [Roll Forward] | |||||||||
Beginning balance | [17],[18],[19] | $ 64,476 | |||||||
Ending balance | $ 64,476 | [13],[14],[15] | $ 64,476 | [13],[14],[15] | $ 64,476 | [17],[18],[19] | |||
[1]Certain portfolio company investments are subject to contractual restrictions on sales.[2]Unless otherwise indicated, all investments are considered Level 3 investments.[3]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[4]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[5]Unless otherwise indicated, all investments are considered Level 3 investments.[6]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[7]Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category.[8]Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities.[9]Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category.[10]Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category.[11]Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities.[12]Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities.[13]Loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”, which can include one-, three-, six- or twelve- month LIBOR), Secured Overnight Financing Rate ("SOFR" or "S," which can include one-, three- or six- month SOFR), Euro Interbank Offered Rate (“EURIBOR”), Great Britain Pound London Interbank Offered Rate (“GBPLIBOR” or “G”, which can include three- or six-month GBPLIBOR), SONIA ("SONIA” or "SA") or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement.[14]Represents co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the U.S. Securities and Exchange Commission. See Note 3 “Agreements and Related Party Transactions.”[15]The interest rate on these loans is subject to 3 month LIBOR, which as of September 30, 2022 was 3.75%.[16]This portfolio company is not a qualifying asset under Section 55(a) of the Investment Company Act of 1940, as amended (the “1940 Act”). Under the 1940 Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of total assets. As of September 30, 2022, non-qualifying assets represented 13.5% of total assets as calculated in accordance with the regulatory requirements.[17]Loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”, which can include one-, two-, three- or six-month LIBOR), Euro Interbank Offered Rate (“EURIBOR” or “E”, which can include one-, two-, three- or six-month EURIBOR), SONIA (“SONIA” or “S”), or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement.[18]Represents co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the U.S. Securities and Exchange Commission. See Note 3 “Agreements and Related Party Transactions.”[19]The interest rate on these loans is subject to 3 month LIBOR, which as of December 31, 2021 was 0.21%.[20]This portfolio company is not a qualifying asset under Section 55(a) of the Investment Company Act of 1940, as amended (the “1940 Act”). Under the 1940 Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of total assets. As of December 31, 2021, non-qualifying assets represented 9.9% of total assets as calculated in accordance with the regulatory requirements.[21]Contains a fixed-rate structure.[22]Position or portion thereof is an unfunded loan or equity commitment. See Note 7 “Commitments and Contingencies”.[23]The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan.[24]As defined in the 1940 Act, the Company is deemed to be both an “Affiliated Person” and has “Control” of this portfolio company as the Company owns more than 25% of the portfolio company’s outstanding voting securities or has the power to exercise control over management or policies of such portfolio company, including through a management agreement (“controlled affiliate”). The Company’s investment in controlled affiliates for the period ended September 30, 2022, were as follows: ($ in thousands) Fair value Gross Additions Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value Interest Income Dividend Income Other Income Controlled Affiliates AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC(d) $ — $ 5 $ — $ (5) $ — $ — $ — $ — AAM Series 2.1 Aviation Feeder, LLC(d) — 1,373 — (5) 1,368 — — — ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)(c) 247,061 118,124 (22,750) (28,525) 313,910 — 23,963 — PS Operating Company LLC (fka QC Supply, LLC) 19,495 2,470 (1,112) (657) 20,196 947 — 7 Swipe Acquisition Corporation (dba PLI) 108,061 4,210 (445) 47,036 158,862 4,820 6,673 513 Wingspire Capital Holdings LLC 242,163 189,682 (33,575) 13,788 412,058 — 28,500 — Total Controlled Affiliates $ 616,780 $ 315,864 $ (57,882) $ 31,632 $ 906,394 $ 5,767 $ 59,136 $ 520 ________________ (a) Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category. (b) Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities. (c) For further description of the Company's investment in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), see Note 4 "Investments." (d) In connection with its investment in AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC and AAM Series 2.1 Aviation Feeder, LLC (collectively, “Amergin Assetco”) the Company made a minority investment in Amergin Asset Management, LLC which has entered into a Servicing Agreement with Amergin Assetco. Portfolio Company Investment Acquisition Date AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC** LLC Interest July 1, 2022 AAM Series 2.1 Aviation Feeder, LLC** LLC Interest July 1, 2022 Amergin Asset Management, LLC Class A Units July 1, 2022 Accelerate topco Holdings, LLC Common Units September 1, 2022 ASP Conair Holdings LP Class A Units May 17, 2021 Associations Finance, Inc. Preferred Stock June 10, 2022 Windows Entities LLC Units January 16, 2020 BCTO WIW Holdings, Inc. (dba When I Work) Class A Common Stock November 2, 2021 BEHP Co-Investor II, L.P. LP Interest May 11, 2022 WP Irving Co-Invest, L.P. Partnership Units May 18, 2022 Blend Labs, Inc. Warrants July 2, 2021 Brooklyn Lender Co-Invest 2, L.P. (dba Boomi) Common Units October 1, 2021 CD&R Value Building Partners I, L.P. (dba Belron) LP Interest December 2, 2021 Chapford SMA Partnership, L.P.** LP Interest July 18, 2022 Denali Holding, LP (dba Summit Companies) Class A Units September 15, 2021 Dodge Contruction Network Holdings, LP Class A-2 Common Units February 23, 2022 Dodge Contruction Network Holdings, LP Series A Preferred Units February 23, 2022 Elliott Alto Co-Investor Aggregator L.P. LP Interest September 28, 2022 Picard Holdco, LLC Series A Preferred Stock September 29, 2022 Evology, LLC Class B Units January 24, 2022 Evolution Parent, LP (dba SIAA) LP Interest April 30, 2021 Gloves Holdings, LP (dba Protective Industrial Products) LP Interest December 29, 2020 GrowthCurve Capital Sunrise Co-Invest LP (dba Brightway) LP Interest December 16, 2021 Hercules Buyer, LLC (dba The Vincit Group) Common Units December 15, 2020 Hissho Sushi Holdings, LLC Class A units May 17, 2022 Insight CP (Blocker) Holdings, L.P. (dba CivicPlus, LLC) LP Interest June 8, 2022 Knockout Intermediate Holdings I Inc. (dba Kaseya) Perpetual Preferred Stock June 23, 2022 KOBHG Holdings, L.P. (dba OB Hospitalist) Class A Interests September 27, 2021 Maia Aggregator, LP Class A-2 Units February 1, 2022 H-Food Holdings, LLC LLC Interest November 23, 2018 MessageBird Holding B.V. Extended Series C Warrants May 5, 2021 Metis HoldCo, Inc. (dba Mavis Tire Express Services) Series A Convertible Preferred Stock May 4, 2021 Minerva Holdco, Inc. Series A Preferred Stock February 15, 2022 KPCI Holdings, L.P. Class A Units November 30, 2020 Patriot Holdings SCSp (dba Corza Health, Inc.)* Class B Units January 29, 2021 Patriot Holdings SCSp (dba Corza Health, Inc.) Class A Units January 29, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Units November 1, 2021 Project Alpine Co-Invest Fund, LP Interest June 10, 2022 Project Hotel California Co-Invest Fund, L.P. LP Interest August 9, 2022 PS Op Holdings LLC (fka QC Supply, LLC)** Class A Common Units December 21, 2021 Rhea Acquisition Holdings, LP Series A-2 Units February 18, 2022 ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)* LLC Interest June 20, 2017 Space Exploration Technologies Corp. Class A Common Stock March 25, 2021 Space Exploration Technologies Corp. Class C Common Stock March 25, 2021 Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand) Series A Preferred Stock October 14, 2021 New PLI Holdings, LLC (dba PLI)** Class A Common Units December 23, 2020 Thunder Topco L.P. (dba Vector Solutions) Common Units June 30, 2021 VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.) Series A Preferred Stock October 15, 2021 Wingspire Capital Holdings LLC** LLC Interest September 24, 2019 WMC Bidco, Inc. (dba West Monroe) Senior Preferred Stock November 9, 2021 * Refer to Note 4 “Investments – ORCC Senior Loan Fund LLC,” for further information. ** Refer to Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies”. Portfolio Company Investment Acquisition Date ASP Conair Holdings LP Class A Units May 17, 2021 BCTO WIW Holdings, Inc. (dba When I Work) Class A Common Stock November 2, 2021 Blend Labs, Inc. Common Stock February 24, 2021 Blend Labs, Inc. Warrants July 2, 2021 Brooklyn Lender Co-Invest 2, L.P. Common Units October 1, 2021 CD&R Value Building Partners I, L.P. LP Interest December 2, 2021 Denali Holding LP (dba Summit Companies) Class A Units September 15, 2021 Evolution Parent, LP (dba SIAA) LP Interest April 30, 2021 KOBHG Holdings, L.P. (dba OB Hospitalist) Class A Interests September 27, 2021 Gloves Holdings, LP (dba Protective Industrial Products) LP Interest December 29, 2020 GrowthCurve Capital Sunrise Co-Invest LP LP Interest December 16, 2021 Hercules Buyer, LLC (dba The Vincit Group) Common Units December 15, 2020 H-Food Holdings, LLC LLC Interest November 23, 2018 KPCI Holdings, LP Class A Units November 30, 2020 MessageBird Holding B.V. Extended Series C Warrants May 5, 2021 Metis HoldCo, Inc. (dba Mavis Tire Express Services) Series A Convertible Preferred Stock May 4, 2021 New PLI Holdings, LLC Class A Common Units December 23, 2020 ORCC Senior Loan Fund LLC (fka Sebago Lake LLC) LLC Interest June 20, 2017 Patriot Holdings SCSp (dba Corza Health, Inc.) Class A Units January 29, 2021 Patriot Holdings SCSp (dba Corza Health, Inc.) Class B Units January 29, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Units November 1, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Warrants October 29, 2021 PS Op Holdings LLC Class A Common Units December 21, 2021 Restore OMH Intermediate Holdings, Inc. Senior Preferred Stock December 9, 2020 Skyline Holdco B, Inc. (dba Dodge Data & Analytics) Series A Preferred Stock April 14, 2021 Space Exploration Technologies Corp. Class A Common Stock March 25, 2021 Space Exploration Technologies Corp. Class C Common Stock March 25, 2021 Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand, Inc.) Series A Preferred Stock October 14, 2021 Thunder Topco L.P. (dba Vector Solutions) Common Units June 30, 2021 VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.) Series A Preferred Stock October 15, 2021 Windows Entities LLC Units January 16, 2020 Wingspire Capital Holdings LLC LLC Interest September 24, 2019 WMC Bidco, Inc. Senior Preferred Stock November 9, 2021 * Refer to Note 4 “Investments – ORCC Senior Loan Fund LLC,” for further information. ** Refer to Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies”. (26) As defined in the 1940 Act, the Company is deemed to be an “affiliated person” of this portfolio company as the Company owns more than 5% but less than 25% of the portfolio company's voting securities or has the power to exercise control over management or policies of such portfolio company, including through a management agreement (“non-controlled affiliate”). Transactions related to investments in non-controlled affiliates for the nine months ended September 30, 2022 were as follows: ($ in thousands) Fair value Gross Additions Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value Interest Income Dividend Income Other Income Non-Controlled Affiliates Chapford SMA Partnership, L.P. $ — $ 7,032 $ — $ — $ 7,032 $ — $ — $ — Total Non-Controlled Affiliates $ — $ 7,032 $ — $ — $ 7,032 $ — $ — $ — policies of such portfolio company (including through a management agreement). The Company’s investment in affiliates for the year ended December 31, 2021, were as follows: ($ in thousands) Fair value as of December 31, 2020 Gross Additions (a) Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value as of December 31, 2021 Interest Income Dividend Income Other Income Controlled Affiliates ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)(c) $ 105,546 $ 168,001 $ (26,125) $ (362) $ 247,061 $ — $ 14,394 $ — PS Operating Company LLC (fka QC Supply, LLC) — 20,440 (994) 49 19,495 34 — — Swipe Acquisition Corporation (dba PLI) 99,297 8,495 — 269 108,061 5,497 — 643 Wingspire Capital Holdings LLC 67,538 277,500 (147,000) 44,125 242,163 — 6,000 — Total Controlled Affiliates $ 272,381 $ 474,436 $ (174,119) $ 44,081 $ 616,780 $ 5,531 $ 20,394 $ 643 (a) Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category. (b) Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities. (c) For further description of the Company's investment in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), see Note 4 "Investments." (d) In connection with its investment in AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC and AAM Series 2.1 Aviation Feeder, LLC (collectively, “Amergin Assetco”) the Company made a minority investment in Amergin Asset Management, LLC which has entered into a Servicing Agreement with Amergin Assetco. |
Consolidated Statements of Chan
Consolidated Statements of Changes in Net Assets - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | |||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | ||
Increase (Decrease) in Net Assets Resulting from Operations | |||||
Net investment income (loss) | $ 146,774 | $ 130,499 | $ 394,253 | $ 352,283 | |
Net change in unrealized gain (loss) | 118,587 | 10,281 | (123,423) | 122,007 | |
Net realized gain (loss) | 66 | 2,071 | 3,635 | (23,414) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 265,427 | 142,851 | 274,465 | 450,876 | |
Distributions | |||||
Distributions declared from earnings | [1] | (122,085) | (121,877) | (366,490) | (364,799) |
Capital Share Transactions | |||||
Repurchase of common shares | 0 | 0 | (10,015) | 0 | |
Reinvestment of distributions | 0 | 13,754 | 11,951 | 44,481 | |
Net Increase (Decrease) in Net Assets Resulting from Capital Share Transactions | 0 | 13,754 | 1,936 | 44,481 | |
Total Increase (Decrease) in Net Assets | 143,342 | 34,728 | (90,089) | 130,558 | |
Net Assets, at beginning of period | 5,704,446 | 5,842,264 | 5,937,877 | 5,746,434 | |
Net Assets, at end of period | $ 5,847,788 | $ 5,876,992 | $ 5,847,788 | $ 5,876,992 | |
[1]For the three and nine months ended September 30, 2022 and 2021, distributions declared from earnings were derived from net investment income and capital gains. |
Consolidated Statements of Cash
Consolidated Statements of Cash Flows - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | 12 Months Ended | 23 Months Ended | ||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Dec. 31, 2021 | Sep. 30, 2022 | |
Cash Flows from Operating Activities | ||||||
Net Decrease in Net Assets Resulting from Shareholders' Distributions | $ 265,427 | $ 142,851 | $ 274,465 | $ 450,876 | ||
Adjustments to reconcile net increase (decrease) in net assets resulting from operations to net cash used in operating activities: | ||||||
Purchases of investments, net | (1,894,552) | (5,320,714) | ||||
Proceeds from investments and investment repayments, net | 1,749,362 | 4,246,855 | ||||
Net amortization/accretion of premium/discount on investments | (33,594) | (55,623) | ||||
Payment-in-kind interest and dividends | (101,236) | (41,341) | ||||
Net change in unrealized (gain) loss on investments | 115,913 | (134,328) | ||||
Net change in unrealized gain (loss) on interest rate swap attributed to unsecured notes | (88,985) | (9,425) | ||||
Net change in unrealized (gains) losses on translation of assets and liabilities in foreign currencies | 7,735 | 3,188 | ||||
Net realized (gain) loss on investments | (201) | (2,018) | (4,853) | 24,656 | ||
Net realized (gain) loss on foreign currency transactions relating to investments | 1,567 | (16) | ||||
Amortization of debt issuance costs | 6,311 | 6,731 | 21,133 | 18,882 | ||
Amortization of offering costs | 0 | 23 | ||||
Changes in operating assets and liabilities: | ||||||
(Increase) decrease in receivable for investments sold | 0 | (71,110) | ||||
(Increase) decrease in interest receivable | (13,432) | (5,269) | ||||
(Increase) decrease in receivable from a controlled affiliate | (16,350) | (1,780) | ||||
(Increase) decrease in prepaid expenses and other assets | 17,084 | 11,460 | ||||
Increase (decrease) in management fee payable | 116 | 9,647 | ||||
Increase (decrease) in incentive fee payable | 1,892 | 8,612 | ||||
Increase (decrease) in payables to affiliate | (802) | (1,128) | ||||
Increase (decrease) in accrued expenses and other liabilities | 87,059 | 11,822 | ||||
Net cash provided by (used in) operating activities | 122,522 | (854,713) | ||||
Cash Flows from Financing Activities | ||||||
Borrowings on debt | 2,208,630 | 4,311,730 | ||||
Payments on debt | (1,944,391) | (2,627,000) | ||||
Debt issuance costs | (14,179) | (42,671) | ||||
Repurchases of common stock | (10,015) | 0 | $ (12,600) | |||
Cash distributions paid to shareholders | (354,522) | (350,528) | ||||
Net cash provided by (used in) financing activities | (114,477) | 1,291,531 | ||||
Net increase (decrease) in cash and restricted cash, including foreign cash (restricted cash of $72,670 and $5,376, respectively) | 8,045 | 436,818 | ||||
Cash and restricted cash, including foreign cash, beginning of period (restricted cash of $21,481 and $8,841, respectively) | 447,145 | 357,911 | $ 357,911 | |||
Cash and restricted cash, including foreign cash, end of period (restricted cash of $94,151 and $14,217, respectively) | 455,190 | 794,729 | 455,190 | 794,729 | $ 447,145 | 455,190 |
Supplemental and Non-Cash Information | ||||||
Interest paid during the period | 177,362 | 130,762 | ||||
Distributions declared during the period | 366,490 | 364,799 | ||||
Reinvestment of distributions during the period | 11,951 | 44,481 | ||||
Distributions Payable | $ 122,085 | $ 121,877 | 122,085 | 121,877 | $ 122,085 | |
Taxes, including excise tax, paid during the period | $ 1,668 | $ 3,985 |
Consolidated Statements of Ca_2
Consolidated Statements of Cash Flows (Parenthetical) - USD ($) $ in Thousands | 9 Months Ended | |
Sep. 30, 2022 | Sep. 30, 2021 | |
Statement of Cash Flows [Abstract] | ||
Net increase (decrease) in restricted cash | $ 72,670 | $ 5,376 |
Restricted cash | $ 94,151 | $ 14,217 |
Organization
Organization | 9 Months Ended |
Sep. 30, 2022 | |
Organization, Consolidation and Presentation of Financial Statements [Abstract] | |
Organization | Organization Owl Rock Capital Corporation (the “Company”) is a Maryland corporation formed on October 15, 2015. The Company was formed primarily to originate and make loans to, and make debt and equity investments in, U.S. middle market companies. The Company invests in senior secured or unsecured loans, subordinated loans or mezzanine loans and, to a lesser extent, equity and equity-related securities including warrants, preferred stock and similar forms of senior equity, which may or may not be convertible into a portfolio company’s common equity. The Company’s investment objective is to generate current income and to a lesser extent, capital appreciation by targeting investment opportunities with favorable risk-adjusted returns. The Company has elected to be regulated as a business development company (“BDC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). In addition, for tax purposes, the Company is treated as a regulated investment company (“RIC”) under Subchapter M of the Internal Revenue Code of 1986, as amended (the “Code”). Because the Company has elected to be regulated as a BDC and qualifies as a RIC under the Code, the Company’s portfolio is subject to diversification and other requirements. On April 27, 2016, the Company formed a wholly-owned subsidiary, OR Lending LLC, a Delaware limited liability company, which holds a California finance lenders license. OR Lending LLC makes loans to borrowers headquartered in California. From time to time the Company may form wholly-owned subsidiaries to facilitate the normal course of business. Certain of the Company’s consolidated subsidiaries are subject to U.S. federal and state corporate-level income taxes. Owl Rock Capital Advisors LLC (the “Adviser”) serves as the Company’s investment adviser. The Adviser is registered with the Securities and Exchange Commission (“SEC”) as an investment adviser under the Investment Advisers Act of 1940, as amended (the “Advisers Act”), an indirect subsidiary of Blue Owl Capital Inc. ("Blue Owl") (NYSE: OWL) and part of Owl Rock, a division of Blue Owl focused on direct lending. Blue Owl consists of three divisions: (1) Owl Rock, which focuses on direct lending, (2) Dyal, which focuses on providing capital to institutional alternative asset managers and (3) Oak Street, which focuses on real estate strategies. Subject to the overall supervision of the Company’s board of directors (the “Board”), the Adviser manages the day-to-day operations of, and provides investment advisory and management services to, the Company. |
Significant Accounting Policies
Significant Accounting Policies | 9 Months Ended |
Sep. 30, 2022 | |
Accounting Policies [Abstract] | |
Significant Accounting Policies | Significant Accounting Policies Basis of Presentation The accompanying consolidated financial statements are prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The Company is an investment company and, therefore, applies the specialized accounting and reporting guidance in Accounting Standards Codification (“ASC”) Topic 946, Financial Services – Investment Companies. In the opinion of management, all adjustments considered necessary for the fair presentation of the consolidated financial statements have been included. The Company was initially capitalized on March 1, 2016 and commenced operations on March 3, 2016. The Company’s fiscal year ends on December 31. Use of Estimates The preparation of the consolidated financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the consolidated financial statements. Actual amounts could differ from those estimates and such differences could be material. Cash Cash consists of deposits held at a custodian bank and restricted cash pledged as collateral. Cash is carried at cost, which approximates fair value. The Company deposits its cash with highly-rated banking corporations and, at times, may exceed the insured limits under applicable law. Investments at Fair Value Investment transactions are recorded on the trade date. Realized gains or losses are measured by the difference between the net proceeds received and the amortized cost basis of the investment using the specific identification method without regard to unrealized gains or losses previously recognized, and include investments charged off during the period, net of recoveries. The net change in unrealized gains or losses primarily reflects the change in investment values, including the reversal of previously recorded unrealized gains or losses with respect to investments realized during the period. Investments for which market quotations are readily available are typically valued at the average bid price of those market quotations. To validate market quotations, the Company utilizes a number of factors to determine if the quotations are representative of fair value, including the source and number of the quotations. Debt and equity securities that are not publicly traded or whose market prices are not readily available, as is the case for substantially all of the Company’s investments, are valued at fair value as determined in good faith by the Board, based on, among other things, the input of the Adviser, the Company’s audit committee and independent third-party valuation firm(s) engaged at the direction of the Board. As part of the valuation process, the Board takes into account relevant factors in determining the fair value of the Company’s investments, including: the estimated enterprise value of a portfolio company ( i.e. , the total fair value of the portfolio company’s debt and equity), the nature and realizable value of any collateral, the portfolio company’s ability to make payments based on its earnings and cash flow, the markets in which the portfolio company does business, a comparison of the portfolio company’s securities to any similar publicly traded securities, and overall changes in the interest rate environment and the credit markets that may affect the price at which similar investments may be made in the future. When an external event such as a purchase or sale transaction, public offering or subsequent equity sale occurs, the Board considers whether the pricing indicated by the external event corroborates its valuation. The Board undertakes a multi-step valuation process, which includes, among other procedures, the following: • With respect to investments for which market quotations are readily available, those investments will typically be valued at the average bid price of those market quotations; • With respect to investments for which market quotations are not readily available, the valuation process begins with the independent valuation firm(s) providing a preliminary valuation of each investment to the Adviser’s valuation committee; • Preliminary valuation conclusions are documented and discussed with the Adviser’s valuation committee. Agreed upon valuation recommendations are presented to the Audit Committee; • The Audit Committee reviews the valuation recommendations and recommends values for each investment to the Board; and • The Board reviews the recommended valuations and determines the fair value of each investment. The Company conducts this valuation process on a quarterly basis. The Company applies Financial Accounting Standards Board (“FASB”) Accounting Standards Codification 820, Fair Value Measurements (“ASC 820”), as amended, which establishes a framework for measuring fair value in accordance with U.S. GAAP and required disclosures of fair value measurements. ASC 820 determines fair value to be the price that would be received for an investment in a current sale, which assumes an orderly transaction between market participants on the measurement date. Market participants are defined as buyers and sellers in the principal or most advantageous market (which may be a hypothetical market) that are independent, knowledgeable, and willing and able to transact. In accordance with ASC 820, the Company considers its principal market to be the market that has the greatest volume and level of activity. ASC 820 specifies a fair value hierarchy that prioritizes and ranks the level of observability of inputs used in determination of fair value. In accordance with ASC 820, these levels are summarized below: • Level 1 – Valuations based on quoted prices in active markets for identical assets or liabilities that the Company has the ability to access. • Level 2 – Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly. • Level 3 – Valuations based on inputs that are unobservable and significant to the overall fair value measurement. Transfers between levels, if any, are recognized at the beginning of the period in which the transfer occurs. In addition to using the above inputs in investment valuations, the Company applies the valuation policy approved by its Board that is consistent with ASC 820. Consistent with the valuation policy, the Company evaluates the source of the inputs, including any markets in which its investments are trading (or any markets in which securities with similar attributes are trading), in determining fair value. When an investment is valued based on prices provided by reputable dealers or pricing services (such as broker quotes), the Company subjects those prices to various criteria in making the determination as to whether a particular investment would qualify for treatment as a Level 2 or Level 3 investment. For example, the Company, or the independent valuation firm(s), reviews pricing support provided by dealers or pricing services in order to determine if observable market information is being used, versus unobservable inputs. 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. Additionally, the fair value of such investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values that may ultimately be realized. Further, such investments are generally less liquid than publicly traded securities and may be subject to contractual and other restrictions on resale. If the Company were required to liquidate a portfolio investment in a forced or liquidation sale, it could realize amounts that are different from the amounts presented and such differences could be material. In addition, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different than the unrealized gains or losses reflected herein. Financial and Derivative Instruments Pursuant to ASC 815 Derivatives and Hedgin g, all derivative instruments entered into by the Company are designated as hedging instruments. For all derivative instruments designated as a hedge, the entire change in the fair value of the hedging instrument shall be recorded in the same line item of the Consolidated Statements of Operations as the hedged item. The Company’s derivative instruments are used to hedge the Company’s fixed rate debt, and therefore both the periodic payment and the change in fair value for the effective hedge, if applicable, will be recognized as components of interest expense in the Consolidated Statements of Operations. Fair value is estimated by discounting remaining payments using applicable current market rates, or market quotes, if available. Rule 18f-4 was recently adopted by the SEC, and requires BDCs that use derivatives to, among other things, comply with a value-at-risk leverage limit, adopt a derivatives risk management program, and implement certain testing and board reporting procedures. Foreign Currency Foreign currency amounts are translated into U.S. dollars on the following basis: • cash, fair value of investments, outstanding debt, other assets and liabilities: at the spot exchange rate on the last business day of the period; and • purchases and sales of investments, borrowings and repayments of such borrowings, income and expenses: at the rates of exchange prevailing on the respective dates of such transactions. The Company includes net changes in fair values on investments held resulting from foreign exchange rate fluctuations with the change in unrealized gains (losses) on translation of assets and liabilities in foreign currencies on the Consolidated Statements of Operations. The Company’s current approach to hedging the foreign currency exposure in its non-U.S. dollar denominated investments is primarily to borrow the par amount in local currency under the Company’s Revolving Credit Facility to fund these investments. Fluctuations arising from the translation of foreign currency borrowings are included with the net change in unrealized gains (losses) on translation of assets and liabilities in foreign currencies on the Consolidated Statements of Operations. Investments denominated in foreign currencies and foreign currency transactions may involve certain considerations and risks not typically associated with those of domestic origin, including unanticipated movements in the value of the foreign currency relative to the U.S. dollar. Interest and Dividend Income Recognition Interest income is recorded on the accrual basis and includes amortization or accretion of premiums or discounts. Certain investments may have contractual payment-in-kind (“PIK”) interest or dividends. PIK interest and dividends represent accrued interest or dividends that are added to the principal amount or liquidation amount of the investment on the respective interest or dividend payment dates rather than being paid in cash and generally becomes due at maturity or at the occurrence of a liquidation event. For the three and nine months ended September 30, 2022, PIK interest and PIK dividend income earned was $37.6 million and $97.2 million, representing 11.9% and 11.4% of investment income, respectively. For the three and nine months ended September 30, 2021, PIK interest and PIK dividend income earned was $16.0 million and $38.2 million, representing 5.9% and 5.2% of investment income, respectively. Discounts to par value on securities purchased are amortized into interest income over the contractual life of the respective security using the effective yield method. Premiums to par value on securities purchased are amortized to first call date. The amortized cost of investments represents the original cost adjusted for the amortization or accretion of premiums or discounts, if any. Upon prepayment of a loan or debt security, any prepayment premiums, unamortized upfront loan origination fees and unamortized discounts are recorded as interest income in the current period. Loans are generally placed on non-accrual status when there is reasonable doubt that principal or interest will be collected in full. Accrued interest is generally reversed when a loan is placed on non-accrual status. Interest payments received on non-accrual loans may be recognized as income or applied to principal depending upon management’s judgment regarding collectability. If at any point the Company believes PIK interest or dividends are not expected to be realized, the investment generating PIK interest or dividends will be placed on non-accrual status. When a PIK investment is placed on non-accrual status, the accrued, uncapitalized interest or dividends are generally reversed through interest income. Non-accrual loans are restored to accrual status when past due principal and interest is paid current and, in management’s judgment, are likely to remain current. Management may make exceptions to this treatment and determine to not place a loan on non-accrual status if the loan has sufficient collateral value and is in the process of collection. Dividend income on preferred equity securities is recorded on the accrual basis to the extent that such amounts are payable by the portfolio company and are expected to be collected. Dividend income on common equity securities is recorded on the record date for private portfolio companies or on the ex-dividend date for publicly-traded portfolio companies. Other Income From time to time, the Company may receive fees for services provided to portfolio companies. These fees are generally only available to the Company as a result of closing investments, are generally paid at the closing of the investments, are generally non-recurring and are recognized as revenue when earned upon closing of the investment. The services that the Adviser provides vary by investment, but can include closing, work, diligence or other similar fees and fees for providing managerial assistance to our portfolio companies. Offering Expenses Costs associated with the private placement offering of common shares of the Company were capitalized as deferred offering expenses and included in prepaid expenses and other assets in the Consolidated Statements of Assets and Liabilities and were amortized over a twelve-month period from incurrence. The Company records expenses related to public equity offerings as a reduction of capital upon completion of an offering of registered securities. The costs associated with renewals of the Company’s shelf registration statement will be expensed as incurred. Debt Issuance Costs The Company records origination and other expenses related to its debt obligations as deferred financing costs. These expenses are deferred and amortized utilizing the effective yield method, over the life of the related debt instrument. Debt issuance costs are presented on the Consolidated Statements of Assets and Liabilities as a direct deduction from the debt liability. In circumstances in which there is not an associated debt liability amount recorded in the consolidated financial statements when the debt issuance costs are incurred, such debt issuance costs will be reported on the Consolidated Statements of Assets and Liabilities as an asset until the debt liability is recorded. Reimbursement of Transaction-Related Expenses The Company may receive reimbursement for certain transaction-related expenses in pursuing investments. Transaction-related expenses, which are generally expected to be reimbursed by the Company’s portfolio companies, are typically deferred until the transaction is consummated and are recorded in prepaid expenses and other assets on the date incurred. The costs of successfully completed investments not otherwise reimbursed are borne by the Company and are included as a component of the investment’s cost basis. Cash advances received in respect of transaction-related expenses are recorded as cash with an offset to accrued expenses and other liabilities. Accrued expenses and other liabilities are relieved as reimbursable expenses are incurred. Income Taxes The Company has elected to be treated as a BDC under the 1940 Act. The Company has elected to be treated as a RIC under the Code beginning with its taxable year ending December 31, 2016 and intends to continue to qualify as a RIC. So long as the Company maintains its tax treatment as a RIC, it generally will not pay corporate-level U.S. federal income taxes on any ordinary income or capital gains that it distributes at least annually to its shareholders as dividends. Instead, any tax liability related to income earned and distributed by the Company represents obligations of the Company’s investors and will not be reflected in the consolidated financial statements of the Company. To qualify as a RIC, the Company must, among other things, meet certain source-of-income and asset diversification requirements. In addition, to qualify for RIC tax treatment, the Company must distribute to its shareholders, for each taxable year, at least 90% of its “investment company taxable income” for that year, which is generally its ordinary income plus the excess of its realized net short-term capital gains over its realized net long-term capital losses. In order for the Company not to be subject to U.S. federal excise taxes, it must distribute annually an amount at least equal to the sum of (i) 98% of its net ordinary income (taking into account certain deferrals and elections) for the calendar year, (ii) 98.2% of its capital gains in excess of capital losses for the one-year period ending on October 31 of the calendar year and (iii) any net ordinary income and capital gains in excess of capital losses for preceding years that were not distributed during such years. The Company, at its discretion, may carry forward taxable income in excess of calendar year dividends and pay a 4% nondeductible U.S. federal excise tax on this income. Certain of the Company’s consolidated subsidiaries are subject to U.S. federal and state corporate-level income taxes. The Company evaluates tax positions taken or expected to be taken in the course of preparing its consolidated financial statements to determine whether the tax positions are “more-likely-than-not” to be sustained by the applicable tax authority. Tax positions not deemed to meet the “more-likely-than-not” threshold are reserved and recorded as a tax benefit or expense in the current year. All penalties and interest associated with income taxes are included in income tax expense. Conclusions regarding tax positions are subject to review and may be adjusted at a later date based on factors including, but not limited to, on-going analyses of tax laws, regulations and interpretations thereof. There were no material uncertain tax positions through December 31, 2021. The 2019 through 2021 tax years remain subject to examination by the IRS, and generally years 2018 through 2021 remain subject to examination by state and local tax authorities. Distributions to Common Shareholders Distributions to common shareholders are recorded on the record date. The amount to be distributed is determined by the Board and is generally based upon the earnings estimated by the Adviser. Net realized long-term capital gains, if any, would generally be distributed at least annually, although the Company may decide to retain such capital gains for investment. The Company has adopted a dividend reinvestment plan that provides for reinvestment of any cash distributions on behalf of shareholders, unless a shareholder elects to receive cash. As a result, if the Board authorizes and declares a cash distribution, then the shareholders who have not “opted out” of the dividend reinvestment plan will have their cash distribution automatically reinvested in additional shares of the Company’s common stock, rather than receiving the cash distribution. The Company expects to use newly issued shares or shares purchased in the open-market to implement the dividend reinvestment plan. Consolidation As provided under Regulation S-X and ASC Topic 946 – Financial Services – Investment Companies, the Company will generally not consolidate its investment in a company other than a wholly-owned investment company or controlled operating company whose business consists of providing services to the Company. Accordingly, the Company consolidated the accounts of the Company’s wholly-owned subsidiaries that meet the aforementioned criteria in its consolidated financial statements. All significant intercompany balances and transactions have been eliminated in consolidation. The Company does not consolidate its equity interest in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC) ("ORCC SLF"), Wingspire Capital Holdings LLC (“Wingspire”) or AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC and AAM Series 2.1 Aviation Feeder, LLC (collectively, "Amergin AssetCo"). For further description of the Company’s investment in ORCC SLF, see Note 4 “Investments”. For further description of the Company’s investment in Wingspire and Amergin AssetCo, see Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies ”. New Accounting Pronouncements In March 2020, the FASB issued ASU No. 2020-04, “Reference Rate Reform (Topic 848),” which provides optional expedients and exceptions for applying GAAP to contracts, hedging relationships, and other transactions affected by reference rate reform if certain criteria are met. The amendments apply only to contracts, hedging relationships, and other transactions that reference London Interbank Offered Rate (“LIBOR”) or another reference rate expected to be discontinued because of reference rate reform. In January 2021, the FASB issued ASU No. 2021-01, “Reference Rate Reform (Topic 848),” which expanded the scope of Topic 848 to include derivative instruments impacted by discounting transition. ASU 2020-04 and ASU 2021-01 are effective for all entities through December 31, 2022. ASU No. 2021-01 provides increased clarity as the Company continues to evaluate the transition of reference rates and is currently evaluating the impact of adopting ASU No. 2020-04 and 2021-01 on the consolidated financial statements. In June 2022, the FASB issued ASU No. 2022-03, “Fair Value Measurement (Topic 820),” which clarifies the guidance in Topic 820 when measuring the fair value of an equity security subject to contractual restrictions that prohibit the sale of an equity security and introduces new disclosure requirements for equity securities subject to contractual sale restrictions that are measured at fair value in accordance with Topic 820. The amendments affect all entities that have investments in equity securities measured at fair value that are subject to a contractual sale restriction. ASU 2022-03 is effective for public business entities for fiscal years beginning after December 15, 2023, and interim periods within those fiscal years. For all other entities the amendments are effective for fiscal years beginning after December 15, 2024, and interim periods within those fiscal years. Early adoption is permitted for both interim and annual financial statements that have not yet been issued or made available for issuance. An entity that qualifies as an investment company under Topic 946 should apply the amendments in ASU No. 2022-03 to an investment in an equity security subject to a contractual sale restriction that is executed or modified on or after the date of adoption. The Company is currently evaluating the impact of adopting ASU No. 2022-03 on the consolidated financial statements. Other than the aforementioned guidance, the Company’s management does not believe that any recently issued, but not yet effective, accounting standards, if currently adopted, would have a material effect on the accompanying consolidated financial statements. |
Agreements and Related Party Tr
Agreements and Related Party Transactions | 9 Months Ended |
Sep. 30, 2022 | |
Related Party Transactions [Abstract] | |
Agreements and Related Party Transactions | Agreements and Related Party Transactions Administration Agreement The Company has entered into an amended and restated Administration Agreement (the “Administration Agreement”) with the Adviser. The Administration Agreement became effective on May 18, 2021 upon consummation of the transaction (the "Transaction") pursuant to which Owl Rock Capital Group, the parent of the Adviser (and a subsidiary of Owl Rock Capital Partners LP), and Dyal Capital Partners merged to form Blue Owl. The terms of the Administration Agreement are identical to the terms of the prior administration agreement. Under the terms of the Administration Agreement, the Adviser performs, or oversees, the performance of, required administrative services, which includes providing office space, equipment and office services, maintaining financial records, preparing reports to shareholders and reports filed with the SEC, and managing the payment of expenses and the performance of administrative and professional services rendered by others. The Administration Agreement also provides that the Company reimburses the Adviser for certain offering costs. The Company reimburses the Adviser for services performed for it pursuant to the terms of the Administration Agreement. In addition, pursuant to the terms of the Administration Agreement, the Adviser may delegate its obligations under the Administration Agreement to an affiliate or to a third party and the Company will reimburse the Adviser for any services performed for it by such affiliate or third party. Unless earlier terminated as described below, the Administration Agreement will remain in effect for two years from the date it first became effective, and will remain in effect from year to year thereafter if approved annually by (1) the vote of the Board, or by the vote of a majority of its outstanding voting securities, and (2) the vote of a majority of the Company’s directors who are not “interested persons” of the Company, of the Adviser or of any of their respective affiliates, as defined in the 1940 Act. On May 3, 2022, the Board approved the continuation of the Administration Agreement. The Administration Agreement may be terminated at any time, without the payment of any penalty, on 60 days’ written notice, by the vote of a majority of the outstanding voting securities of the Company, or by the vote of the Board or by the Adviser. No person who is an officer, director, or employee of the Adviser or its affiliates and who serves as a director of the Company receives any compensation from the Company for his or her services as a director. However, the Company reimburses the Adviser (or its affiliates) for an allocable portion of the compensation paid by the Adviser or its affiliates to the Company’s Chief Compliance Officer, Chief Financial Officer and their respective staffs (based on the percentage of time those individuals devote, on an estimated basis, to the business and affairs of the Company). Directors who are not affiliated with the Adviser receive compensation for their services and reimbursement of expenses incurred to attend meetings. For the three and nine months ended September 30, 2022, the Company incurred expenses of approximately $1.5 million and $4.5 million, respectively, for costs and expenses reimbursable to the Adviser under the terms of the Administration Agreement. For the three and nine months ended September 30, 2021, the Company incurred expenses of approximately $1.6 million and $4.5 million, respectively, for costs and expenses reimbursable to the Adviser under the terms of the Administration Agreement. Investment Advisory Agreement The Company has entered into an amended and restated Investment Advisory Agreement (the “Investment Advisory Agreement”) with the Adviser. The Investment Advisory Agreement became effective on May 18, 2021 upon consummation of the Transaction. The terms of the Investment Advisory Agreement are identical to the terms of the prior investment advisory agreement. Under the terms of the Investment Advisory Agreement, the Adviser is responsible for managing the Company’s business and activities, including sourcing investment opportunities, conducting research, performing diligence on potential investments, structuring its investments, and monitoring its portfolio companies on an ongoing basis through a team of investment professionals. The Adviser’s services under the Investment Advisory Agreement are not exclusive, and it is free to furnish similar services to other entities so long as its services to the Company are not impaired. Unless earlier terminated as described below, the Investment Advisory Agreement will remain in effect for two years from the date it first became effective, and will remain in effect from year-to-year thereafter if approved annually by a majority of the Board or by the holders of a majority of our outstanding voting securities and, in each case, by a majority of independent directors. On May 3, 2022, the Board approved the continuation of the Investment Advisory Agreement. The Investment Advisory Agreement will automatically terminate within the meaning of the 1940 Act and related SEC guidance and interpretations in the event of its assignment. In accordance with the 1940 Act, without payment of any penalty, the Company may terminate the Investment Advisory Agreement with the Adviser upon 60 days’ written notice. The decision to terminate the agreement may be made by a majority of the Board or the shareholders holding a majority (as defined under the 1940 Act) of the outstanding shares of the Company’s common stock or the Adviser. In addition, without payment of any penalty, the Adviser may generally terminate the Investment Advisory Agreement upon 60 days’ written notice and, in certain circumstances, the Adviser may only be able to terminate the Investment Advisory Agreement upon 120 days’ written notice. From time to time, the Adviser may pay amounts owed by the Company to third-party providers of goods or services, including the Board, and the Company will subsequently reimburse the Adviser for such amounts paid on its behalf. Amounts payable to the Adviser are settled in the normal course of business without formal payment terms. Under the terms of the Investment Advisory Agreement, the Company will pay the Adviser a base management fee and may also pay to it certain incentive fees. The cost of both the management fee and the incentive fee will ultimately be borne by the Company’s shareholders. The management fee is currently payable quarterly in arrears. The management fee is payable at an annual rate of (x) 1.50% of the Company’s average gross assets (excluding cash and cash equivalents, but including assets purchased with borrowed amounts) that is above an asset coverage ratio of 200% calculated in accordance with Sections 18 and 61 of the 1940 Act and (y) 1.00% of the Company’s average gross assets (excluding cash and cash equivalents, but including assets purchased with borrowed amounts) that is below an asset coverage ratio of 200% calculated in accordance with Section 18 and 61 of the 1940 Act, in each case, at the end of the two most recently completed calendar quarters. The management fee for any partial month or quarter, as the case may be, will be appropriately prorated and adjusted for any share issuances or repurchases during the relevant calendar months or quarters, as the case may be. For the three and nine months ended September 30, 2022, management fees were $46.9 million and $141.2 million, respectively. For the three and nine months ended September 30, 2021, management fees were $45.6 million and $131.7 million, respectively. The incentive fee consists of two components that are independent of each other, with the result that one component may be payable even if the other is not. A portion of the incentive fee is based on the Company’s pre-incentive fee net investment income and a portion is based on the Company’s capital gains. The portion of the incentive fee based on pre-incentive fee net investment income is determined and paid quarterly in arrears commencing with the first calendar quarter following the Listing Date, and equals 100% of the pre-incentive fee net investment income in excess of a 1.5% quarterly “hurdle rate,” until the Adviser has received 17.5% of the total pre-incentive fee net investment income for that calendar quarter and, for pre-incentive fee net investment income in excess of 1.82% quarterly, 17.5% of all remaining pre-incentive fee net investment income for that calendar quarter. The second component of the incentive fee, the capital gains incentive fee, payable at the end of each calendar year in arrears, equals 17.5% of cumulative realized capital gains from the Listing Date to the end of each calendar year, less cumulative realized capital losses and unrealized capital depreciation from the Listing Date to the end of each calendar year, less the aggregate amount of any previously paid capital gains incentive fee for prior periods. In no event will the capital gains incentive fee payable pursuant to the Investment Advisory Agreement be in excess of the amount permitted by the Advisers Act of 1940, as amended, including Section 205 thereof. While the Investment Advisory Agreement neither includes nor contemplates the inclusion of unrealized gains in the calculation of the capital gains incentive fee, as required by U.S. GAAP, the Company accrues capital gains incentive fees on unrealized gains. This accrual reflects the incentive fees that would be payable to the Adviser if the Company’s entire investment portfolio was liquidated at its fair value as of the balance sheet date even though the Adviser is not entitled to an incentive fee with respect to unrealized gains unless and until such gains are actually realized. For the three and nine months ended September 30, 2022, the Company incurred $31.1 million and $83.6 million, respectively, of performance based incentive fees based on net investment income. For the three and nine months ended September 30, 2021, the Company incurred $27.7 million and $74.7 million, respectively, of performance based incentive fees based on net investment income. For the three and nine months ended September 30, 2022 and 2021, the Company did not accrue capital gains based incentive fees. Affiliated Transactions The Company may be prohibited under the 1940 Act from participating in certain transactions with its affiliates without prior approval of the directors who are not interested persons, and in some cases, the prior approval of the SEC. The Company, the Adviser and certain of their affiliates have been granted an order for exemptive relief (the “Order”) by the SEC for the Company to co-invest with other funds managed by the Adviser or certain affiliates in a manner consistent with the Company’s investment objective, positions, policies, strategies and restrictions as well as regulatory requirements and other pertinent factors. Pursuant to such Order, the Company generally is permitted to co-invest with certain of its affiliates if a “required majority” (as defined in Section 57(o) of the 1940 Act) of the Board make certain conclusions in connection with a co-investment transaction, including that (1) the terms of the transaction, including the consideration to be paid, are reasonable and fair to the Company and its shareholders and do not involve overreaching of the Company or its shareholders on the part of any person concerned, (2) the transaction is consistent with the interests of the Company’s shareholders and is consistent with its investment objective and strategies, (3) the investment by its affiliates would not disadvantage the Company, and the Company’s participation would not be on a basis different from or less advantageous than that on which its affiliates are investing and (4) the proposed investment by the Company would not benefit the Adviser or its affiliates or any affiliated person of any of them (other than the parties to the transaction), except to the extent permitted by the exemptive relief and applicable law, including the limitations set forth in Section 57(k) of the 1940 Act. In addition, the Company has received an amendment to its Order to permit it to co-invest in its existing portfolio companies with certain affiliates that are private funds, even if such private funds did not have an investment in such existing portfolio company. The Adviser is affiliated with Owl Rock Technology Advisors LLC (“ORTA”), Owl Rock Technology Advisors II LLC ("ORTA II"), Owl Rock Capital Private Fund Advisors LLC (“ORPFA”) and Owl Rock Diversified Advisors LLC (“ORDA” together with ORTA, ORTA II, ORPFA and the Adviser, the "Owl Rock Advisers"), which are also investment advisers. The Owl Rock Advisers are indirect affiliates of Blue Owl and comprise part of "Owl Rock," a division of Blue Owl focused on direct lending. The Owl Rock Advisers’ allocation policy seeks to ensure equitable allocation of investment opportunities over time between the Company and other funds managed by the Adviser or its affiliates. As a result of the Order, there could be significant overlap in the Company’s investment portfolio and the investment portfolio of other funds managed by the Adviser or its affiliates that could avail themselves of the Order and that have an investment objective similar to the Company's. License Agreement The Company has entered into a license agreement (the “License Agreement”), pursuant to which an affiliate of Blue Owl has granted the Company a non-exclusive license to use the name “Owl Rock.” Under the License Agreement, the Company has a right to use the Owl Rock name for so long as the Adviser or one of its affiliates remains the Company’s investment adviser. Other than with respect to this limited license, the Company will have no legal right to the “Owl Rock” name or logo. Controlled, Affiliated Portfolio Companies Under the 1940 Act, the Company is required to separately identify non-controlled investments where it owns 5% or more of a portfolio company’s outstanding voting securities and/or has the power to exercise control over the management or policies of such portfolio company as investments in “affiliated” companies. In addition, under the 1940 Act, the Company is required to separately identify investments where it owns more than 25% of a portfolio company’s outstanding voting securities and/or has the power to exercise control over the management or policies of such portfolio company as investments in “controlled” companies. Under the 1940 Act, “non-affiliated investments” are defined as investments that are neither controlled investments nor affiliated investments. Detailed information with respect to the Company’s non-controlled, non-affiliated; non-controlled, affiliated; and controlled affiliated investments is contained in the accompanying consolidated financial statements, including the consolidated schedule of investments. The Company has made investments in controlled, affiliated companies, including ORCC SLF, Wingspire and Amergin AssetCo and in a non-controlled, affiliated company, Chapford SMA Partnership, L.P. ("Chapford SMA"). For further description of ORCC SLF, see “Note 4. Investments.” Wingspire is an independent diversified direct lender focused on providing asset-based commercial finance loans and related senior secured loans to U.S.-based middle market borrowers. Wingspire offers a wide variety of asset-based financing solutions to businesses in an array of industries, including revolving credit facilities, machinery and equipment term loans, real estate term loans, first-in/last-out tranches, cash flow term loans, and opportunistic / bridge financings. Wingspire conducts its business through an indirectly owned subsidiary, Wingspire Capital LLC. The Company committed $50 million to Wingspire on September 24, 2019, and subsequently increased its commitment to $100 million on March 25, 2020, to $150 million on July 31, 2020, to $200 million on March 8, 2021, to $250 million on August 19, 2021, to $350 million on February 28, 2022 and again to $400 million on May 21, 2022. The Company does not consolidate its equity interest in Wingspire. Amergin was created to invest in a leasing platform focused on railcar and aviation assets. Amergin consists of Amergin AssetCo and Amergin Asset Management LLC, which has entered into a Servicing Agreement with Amergin AssetCo. The Company made a $90.0 million equity commitment to Amergin AssetCo on July 1, 2022. The Company’s investment in Amergin is a co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the SEC. The Company does not consolidate its equity interest in Amergin AssetCo. Chapford SMA is a portfolio company created to invest in life settlement assets. On July 18, 2022, the Company made a $15.9 million equity commitment to Chapford SMA. The Company's investment in Chapford SMA is a co-investment with the Company's affiliates in accordance with the terms of the exemptive relief that the Company received from the SEC. The Company does not consolidate its interest in Chapford SMA. |
Investments
Investments | 9 Months Ended |
Sep. 30, 2022 | |
Schedule of Investments [Abstract] | |
Investments | Investments The information in the tables below is presented on an aggregate portfolio basis, without regard to whether they are non-controlled non-affiliated, non-controlled affiliated or controlled affiliated investments. Investments at fair value and amortized cost consisted of the following as of September 30, 2022 and December 31, 2021: September 30, 2022 December 31, 2021 ($ in thousands) Amortized Cost Fair Value Amortized Cost Fair Value First-lien senior secured debt investments $ 9,367,994 $ 9,264,249 $ 9,548,096 $ 9,539,774 Second-lien senior secured debt investments 1,930,111 1,846,431 1,919,453 1,921,447 Unsecured debt investments 277,375 237,375 197,198 196,485 Preferred equity investments 340,145 329,451 256,630 260,869 Common equity investments (1) 671,145 844,502 477,462 576,004 Investment funds and vehicles (2) 345,089 313,910 249,714 247,061 Total Investments $ 12,931,859 $ 12,835,918 $ 12,648,553 $ 12,741,640 _______________ (1) Includes equity investment in Wingspire, Amergin, and Chapford SMA. (2) Includes equity investment in ORCC SLF. See below, within Note 4, for more information regarding ORCC SLF. The industry composition of investments based on fair value as of September 30, 2022 and December 31, 2021 was as follows: September 30, 2022 December 31, 2021 Advertising and media 1.5 % 0.9 % Aerospace and defense 2.8 2.9 Automotive 1.5 1.5 Buildings and real estate 3.7 5.4 Business services 2.9 3.3 Chemicals 2.3 2.3 Consumer products 4.0 4.0 Containers and packaging 1.3 1.3 Distribution 4.2 4.4 Education 1.0 1.0 Financial services(1) 9.8 8.4 Food and beverage 6.8 6.2 Healthcare equipment and services 3.8 4.2 Healthcare providers and services 4.5 7.1 Healthcare technology 4.6 4.6 Household products 2.2 1.8 Human resource support services 1.5 1.6 Infrastructure and environmental services 1.4 1.5 Insurance(3) 8.7 8.8 Internet software and services 12.7 11.3 Investment funds and vehicles(2) 2.4 1.9 Leisure and entertainment 2.2 2.2 Manufacturing 5.8 5.7 Oil and gas 0.9 0.9 Professional services 3.5 3.0 Specialty retail 2.3 2.0 Transportation 1.7 1.8 Total 100.0 % 100.0 % _______________ (1) Includes equity investment in Wingspire and Amergin. (2) Includes equity investment in ORCC SLF. See below, within Note 4, for more information regarding ORCC SLF. (3) Includes equity investment in Chapford SMA. The geographic composition of investments based on fair value as of September 30, 2022 and December 31, 2021 was as follows: September 30, 2022 December 31, 2021 United States: Midwest 18.5 % 17.0 % Northeast 19.8 19.7 South 34.6 38.2 West 20.2 18.6 International 6.9 6.5 Total 100.0 % 100.0 % ORCC Senior Loan Fund (fka Sebago Lake LLC) ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), a Delaware limited liability company, was formed as a joint venture between the Company and The Regents of the University of California (“Regents”) and commenced operations on June 20, 2017. ORCC SLF’s principal purpose is to make investments, primarily in senior secured loans that are made to middle-market companies or in broadly syndicated loans. Through June 30, 2021, both the Company and Regents (the “Initial Members”) had a 50% economic ownership in ORCC SLF. Each of the Initial Members initially agreed to contribute up to $100 million to ORCC SLF. On July 26, 2018, each of the Initial Members increased their contribution to ORCC SLF up to an aggregate of $125 million. Effective as of June 30, 2021, capital commitments to ORCC SLF were increased to an aggregate of $371.5 million. In connection with this change, the Company increased its economic ownership interest to 87.5% from 50.0% and Regents transferred its remaining economic interest of 12.5% to Nationwide Life Insurance Company (“Nationwide” and together with the Company, the “Members” and each a “Member”). On July 26, 2022, the Members increased their capital commitments in ORCC SLF to an aggregate of $571.5 million. The Company increased its contribution pro rata from $325.1 million to $500.1 million. Nationwide increased its contribution pro rata from $46.4 million to $71.4 million. The Company’s economic ownership interest remains 87.5%, and Nationwide’s economic ownership interest remains 12.5%. ORCC SLF is managed by the Members, each of which have equal voting rights. Investment decisions must be approved by each of the Members. Except under certain circumstances, contributions to ORCC SLF cannot be redeemed. The Company has determined that ORCC SLF is an investment company under ASC 946; however, in accordance with such guidance, the Company will generally not consolidate its investment in a company other than a wholly owned investment company subsidiary or a controlled operating company whose business consists of providing services to the Company. Other than for purposes of the 1940 Act, the Company does not believe that it has control over this portfolio company. Accordingly, the Company does not consolidate its non-controlling interest in ORCC SLF. As of September 30, 2022 and December 31, 2021, ORCC SLF had total investments in senior secured debt at fair value of $981.8 million and $790.3 million, respectively. The determination of fair value is in accordance with ASC 820; however, such fair value is not included in the Board’s valuation process described herein. The following table is a summary of ORCC SLF’s portfolio as well as a listing of the portfolio investments in ORCC SLF’s portfolio as of September 30, 2022 and December 31, 2021: ($ in thousands) September 30, 2022 December 31, 2021 Total senior secured debt investments (1) $ 1,030,851 $ 798,420 Weighted average spread over base rate (1) 4.12 % 4.14 % Number of portfolio companies 54 38 Largest funded investment to a single borrower (1) 40,377 40,693 _______________ (1) At par. ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Debt Investments Aerospace and defense Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(7) First lien senior secured loan L + 6.00% 1/21/2025 $ 34,200 $ 34,028 $ 33,404 9.3 % Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(7)(13) First lien senior secured revolving loan L + 5.50% 1/21/2025 3,000 2,995 2,929 0.8 % Bleriot US Bidco Inc.(7)(9) First lien senior secured loan L + 4.00% 10/30/2026 25,433 25,341 24,541 6.8 % Dynasty Acquisition Co., Inc. (dba StandardAero Limited)(6) First lien senior secured loan L + 3.50% 4/6/2026 38,800 38,697 37,250 10.4 % 101,433 101,061 98,124 27.3 % Automotive Holley, Inc.(7)(9) First lien senior secured loan L + 3.75% 11/17/2028 23,255 23,109 21,090 5.9 % Mavis Tire Express Services Topco Corp. (9)(14) First lien senior secured loan S + 4.00% 5/4/2028 2,933 2,912 2,744 0.8 % PAI Holdco, Inc.(7) First lien senior secured loan L + 3.75% 10/28/2027 9,912 9,787 9,375 2.6 % 36,100 35,808 33,209 9.3 % Buildings and Real estate CoreLogic Inc. (6)(9) First lien senior secured loan L + 3.50% 6/2/2028 12,389 11,544 9,260 2.6 % Wrench Group, LLC.(7) First lien senior secured loan L + 4.00% 4/30/2026 32,092 31,973 32,012 8.9 % 44,481 43,517 41,272 11.5 % ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Business Services Capstone Acquisition Holdings, Inc. (6) First lien senior secured loan L + 4.75% 11/12/2027 4,966 4,927 4,954 1.4 % Capstone Acquisition Holdings, Inc. (6)(10)(12) First lien senior secured delayed draw term loan L + 4.75% 5/12/2022 334 332 334 0.1 % CoolSys, Inc.(6) First lien senior secured loan L + 4.75% 8/11/2028 13,932 13,813 11,738 3.3 % CoolSys, Inc.(10)(11)(12)(13) First lien senior secured delayed draw term loan L + 4.75% 8/11/2023 — (20) (382) (0.1) % ConnectWise, LLC(7)(9) First lien senior secured loan L + 3.50% 9/29/2028 16,873 16,799 15,734 4.4 % LABL, Inc.(6) First lien senior secured loan L + 5.00% 10/29/2028 7,940 7,836 7,739 2.2 % Packers Holdings, LLC(6)(9) First lien senior secured loan L + 3.25% 3/9/2028 21,119 20,715 19,336 5.4 % 65,164 64,402 59,453 16.7 % Chemicals Aruba Investments Holdings LLC (dba Angus Chemical Company)(6) First lien senior secured loan L + 4.00% 11/24/2027 15,915 15,550 14,622 4.1 % Consumer Products Olaplex, Inc.(14) First lien senior secured loan S + 3.75% 2/23/2029 14,925 14,890 14,738 4.1 % Containers and Packaging BW Holding, Inc.(15) First lien senior secured loan S + 4.00% 12/14/2028 12,227 11,994 12,013 3.3 % Five Star Lower Holding LLC (15) First lien senior secured loan S + 4.25% 5/5/2029 21,875 21,585 20,891 5.8 % Ring Container Technologies Group, LLC (dba Ring Container Technologies)(6)(9) First lien senior secured loan L + 3.75% 8/12/2028 24,813 24,759 23,862 6.7 % Valcour Packaging, LLC (6) First lien senior secured loan L + 3.75% 10/4/2028 6,965 6,944 6,948 1.9 % 65,880 65,282 63,714 17.7 % Distribution BCPE Empire Holdings, Inc. (dba Imperial-Dade) (14) First lien senior secured loan S + 4.63% 6/11/2026 24,875 24,057 24,253 6.8 % Dealer Tire, LLC(6)(9) First lien senior secured loan L + 4.25% 12/12/2025 35,982 35,862 34,950 9.7 % SRS Distribution, Inc.(7)(9) First lien senior secured loan L + 3.50% 6/2/2028 9,900 9,838 9,116 2.5 % 70,757 69,757 68,319 19.0 % Education Spring Education Group, Inc. (fka SSH Group Holdings, Inc.)(7) First lien senior secured loan L + 4.25% 7/30/2025 33,600 33,554 33,351 9.3 % Sophia, L.P. (14) First lien senior secured loan S + 4.00% 10/7/2027 19,950 19,765 19,900 5.6 % 53,550 53,319 53,251 14.9 % Food and beverage Balrog Acquisition, Inc. (dba Bakemark)(7) First lien senior secured loan L + 4.00% 9/4/2028 24,813 24,588 23,758 6.6 % Dessert Holdings(7) First lien senior secured loan L + 4.00% 7/10/2028 21,993 21,859 20,344 5.7 % Dessert Holdings(10)(11)(12) First lien senior secured delayed draw term loan L + 4.00% 6/9/2023 — — (256) (0.1) % Naked Juice LLC (dba Tropicana)(9)(15) First lien senior secured loan S + 3.25% 1/24/2029 1,995 1,990 1,825 0.5 % Eagle Parent Corp.(9)(15) First lien senior secured loan S + 4.25% 6/8/2028 7,463 7,287 7,245 2.0 % ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Sovos Brands Intermediate, Inc.(6)(9) First lien senior secured loan S + 3.50% 6/8/2028 20,724 20,681 19,688 5.5 % 76,988 76,405 72,604 20.2 % Healthcare equipment and services Cadence, Inc.(6) First lien senior secured loan L + 5.00% 5/21/2025 26,507 26,229 25,646 7.1 % Cadence, Inc.(6)(10)(13) First lien senior secured revolving loan L + 5.00% 5/21/2024 4,257 4,222 4,018 1.1 % Confluent Medical Technologies, Inc.(15) First lien senior secured loan S + 3.75% 2/16/2029 4,975 4,952 4,900 1.4 % Packaging Coordinators Midco, Inc.(7)(9) First lien senior secured loan L + 3.75% 11/30/2027 4,950 4,939 4,694 1.3 % Medline Intermediate, LP(6) First lien senior secured loan L + 3.25% 10/23/2028 24,875 24,769 22,830 6.4 % 65,564 — 65,111 — 62,088 — 17.3 % Healthcare providers and services Confluent Health, LLC(6) First lien senior secured loan L + 4.00% 11/30/2028 20,472 20,381 20,063 5.6 % Confluent Health, LLC(6)(10)(12)(13) First lien senior secured delayed draw term loan L + 4.00% 11/30/2023 1,195 1,175 867 0.2 % Corgi Bidco, Inc.(15) First lien senior secured loan S + 5.00% 9/20/2029 15,000 14,101 14,100 3.9 % Phoenix Newco, Inc. (dba Parexel)(6)(9) First lien senior secured loan L + 3.25% 11/15/2028 27,363 27,241 26,063 7.3 % Physician Partners, LLC(14) First lien senior secured loan S + 4.00% 12/23/2028 9,950 9,858 9,328 2.6 % 73,980 72,756 70,421 19.6 % Healthcare technology Athenahealth, Inc.(9)(14) First lien senior secured loan S + 3.50% 2/15/2029 17,059 16,980 15,250 4.3 % Athenahealth, Inc.(9)(10)(11)(12)(13) First lien senior secured delayed draw term loan S + 3.50% 8/15/2023 — — (293) (0.1) % Imprivata, Inc.(14) First lien senior secured loan S + 4.25% 12/1/2027 19,950 19,354 19,246 5.4 % PointClickCare Technologies Inc.(15) First lien senior secured loan S + 4.00% 12/29/2027 9,950 9,813 9,776 2.7 % 46,959 — 46,147 — 43,979 — 12.3 % Infrastructure and environmental services CHA Holding, Inc.(7) First lien senior secured loan L + 4.50% 4/10/2025 40,377 40,203 39,516 11.0 % Insurance Integro Parent Inc.(15) First lien senior secured loan S + 6.25% 10/31/2022 3,460 3,460 3,443 1.0 % Integro Parent Inc.(10)(13)(15) 2022 10Th Amend Revolver S + 4.50% 10/31/2022 698 698 694 0.2 % 4,158 4,158 4,137 1.2 % Internet software and services CDK Global, Inc.(9)(15) First lien senior secured loan S + 4.50% 7/6/2029 25,000 24,271 24,038 6.7 % DCert Buyer, Inc. (dba DigiCert)(9)(15) First lien senior secured loan S + 4.00% 10/16/2026 22,049 21,977 20,984 5.8 % Help/Systems Holdings, Inc.(9)(14) First lien senior secured loan S + 4.00% 11/19/2026 14,885 14,811 13,635 3.8 % Barracuda Parent, LLC(14) First lien senior secured loan S + 4.50% 8/15/2029 25,000 24,260 23,455 6.6 % 86,934 85,319 82,112 22.9 % Manufacturing Engineered Machinery Holdings (dba Duravant)(7)(9) First lien senior secured loan L + 3.75% 5/19/2028 34,738 34,589 33,348 9.3 % ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Pro Mach Group, Inc.(6)(9) First lien senior secured loan L + 4.00% 8/31/2023 24,819 24,710 23,618 6.6 % Pro Mach Group, Inc.(9) First lien senior secured delayed draw term loan L + 4.00% 8/31/2023 — — — — % Gloves Buyer, Inc. (dba Protective Industrial Products)(6) First lien senior secured loan L + 4.00% 12/29/2027 14,893 14,719 14,745 4.1 % 74,450 74,018 71,711 20.0 % Professional Services Apex Group Treasury, LLC(7) First lien senior secured loan L + 3.75% 7/27/2028 32,767 32,663 31,293 8.7 % Sovos Compliance, LLC(6)(9) First lien senior secured loan L + 4.50% 8/11/2028 25,104 24,965 23,887 6.7 % Sovos Compliance, LLC(6)(9)(12) First lien senior secured delayed draw term loan L + 4.50% 8/12/2023 478 468 455 0.1 % 58,349 58,096 55,635 15.5 % Telecommunications ETC Group(15) First lien senior secured loan S + 6.00% 8/3/2029 5,000 4,600 4,738 1.3 % Park Place Technologies, LLC (9)(14) First lien senior secured loan S + 5.00% 11/10/2027 14,924 14,461 14,141 3.9 % 19,924 19,061 18,879 5.2 % Transportation Safe Fleet Holdings(14) First lien senior secured loan S + 3.75% 7/18/2029 14,963 14,524 14,065 3.9 % Total Debt Investments $ 1,030,851 $ 1,019,384 $ 981,849 273.7 % Total Investments $ 1,030,851 $ 1,019,384 $ 981,849 273.7 % _______________ (1) Certain portfolio company investments are subject to contractual restrictions on sales. (2) Unless otherwise indicated, ORCC SLF’s investments are pledged as collateral supporting the amounts outstanding under ORCC SLF’s credit facility. (3) The amortized cost represents the original cost adjusted for the amortization or accretion of premiums or discounts , as applicable, on debt investments using the effective interest method. (4) Unless otherwise indicated, all investments are considered Level 3 investments. (5) Unless otherwise indicated, loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”) (which can include one-, two-, three- or six-month LIBOR) or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement. (6) The interest rate on these loans is subject to 1 month LIBOR, which as of September 30, 2022 was 3.14%. (7) The interest rate on these loans is subject to 3 month LIBOR, which as of September 30, 2022 was 3.75%. (8) The interest rate on these loans is subject to 6 month LIBOR, which as of September 30, 2022 was 4.23%. (9) Level 2 investment. (10) Position or portion thereof is an unfunded loan commitment. (11) The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan. (12) The date disclosed represents the commitment period of the unfunded term loan. Upon expiration of the commitment period, the funded portion of the term loan may be subject to a longer maturity date. (13) Investment is not pledged as collateral under ORCC SLF’s credit facility. (14) The interest rate on these loans is subject to 1 month SOFR, which as of September 30, 2022 was 3.04%. (15) The interest rate on these loans is subject to 3 month SOFR, which as of September 30, 2022 was 3.59%. ORCC Senior Loan Fund's Portfolio as of December 31, 2021 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Debt Investments Aerospace and defense Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(8) First lien senior secured loan L + 5.50% 12/21/2023 $ 34,470,000 $ 34,219,000 $ 33,961,000 12.0 % Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(8)(14) First lien senior secured revolving loan L + 5.50% 12/21/2022 3,000,000 2,989,000 2,956,000 1.0 % Bleriot US Bidco Inc.(8)(10) First lien senior secured loan L + 4.00% 10/30/2026 24,627,000 24,522,000 24,585,000 8.7 % Dynasty Acquisition Co., Inc. (dba StandardAero Limited)(8) First lien senior secured loan L + 3.50% 4/6/2026 39,100,000 38,976,000 36,796,000 13.0 % 101,197,000 100,706,000 98,298,000 34.7 % Automotive Holley, Inc.(8)(10) First lien senior secured loan L + 3.75% 11/17/2028 17,100,000 17,016,000 17,032,000 6.0 % Holley, Inc.(8)(10)(11)(13) First lien senior secured delayed draw term loan L + 3.75% 5/18/2022 855,000 855,000 844,000 0.3 % PAI Holdco, Inc.(8)(10)(14) First lien senior secured loan L + 3.75% 10/28/2027 4,987,000 4,975,000 4,975,000 1.9 % 22,942,000 22,846,000 22,851,000 8.2 % Buildings and Real estate Wrench Group, LLC.(8) First lien senior secured loan L + 4.00% 4/30/2026 32,341,000 32,198,000 32,179,000 11.4 % Business Services CoolSys, Inc.(8) First lien senior secured loan L + 4.75% 8/11/2028 16,955,000 16,793,000 16,785,000 5.9 % CoolSys, Inc.(11)(12)(13)(14) First lien senior secured delayed draw term loan L + 4.75% 8/11/2023 — (29,000) (30,000) — % ConnectWise, LLC(8) First lien senior secured loan L + 3.50% 9/29/2028 17,000,000 16,918,000 16,879,000 6.0 % LABL, Inc.(8) First lien senior secured loan L + 5.00% 10/29/2028 8,000,000 7,883,000 7,879,000 2.8 % Packers Holdings, LLC(9)(10) First lien senior secured loan L + 3.25% 3/9/2028 9,951,000 9,808,000 9,879,000 3.5 % Vistage International, Inc.(8) First lien senior secured loan L + 4.00% 2/10/2025 29,922,000 29,807,000 29,919,000 10.6 % 81,828,000 81,180,000 81,311,000 28.8 % Chemicals Aruba Investments Holdings LLC (dba Angus Chemical Company)(9)(14) First lien senior secured loan L + 4.00% 11/24/2027 998,000 998,000 998,000 0.4 % 998,000 998,000 998,000 0.4 % Containers and Packaging BW Holding, Inc.(8)(14) First lien senior secured loan L + 4.00% 12/14/2028 3,954,000 3,914,000 3,914,000 1.4 % BW Holding, Inc.(11)(12)(13)(14) First lien senior secured delayed draw term loan L + 4.00% 12/17/2023 — (5,000) (5,000) — % Ring Container Technologies Group, LLC (dba Ring Container Technologies)(6)(10) First lien senior secured loan L + 3.75% 8/12/2028 25,000,000 24,940,000 25,025,000 8.9 % Valcour Packaging, LLC(7) First lien senior secured loan L + 3.75% 10/4/2028 7,000,000 6,976,000 6,965,000 2.5 % 35,954,000 35,825,000 35,899,000 12.8 % Distribution Dealer Tire, LLC(6)(10) First lien senior secured loan L + 4.25% 12/12/2025 36,260,000 36,114,000 36,206,000 12.8 % SRS Distribution, Inc.(9)(10) First lien senior secured loan L + 3.75% 6/2/2028 9,975,000 9,906,000 9,943,000 3.5 % 46,235,000 46,020,000 46,149,000 16.3 % Education Spring Education Group, Inc. (fka SSH Group Holdings, Inc.)(8) First lien senior secured loan L + 4.25% 7/30/2025 33,862,000 33,805,000 33,003,000 11.7 % 33,862,000 33,805,000 33,003,000 11.7 % Food and beverage ORCC Senior Loan Fund's Portfolio as of December 31, 2021 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Balrog Acquisition, Inc. (dba Bakemark)(9) First lien senior secured loan L + 4.00% 9/5/2028 25,000,000 24,749,000 24,938,000 8.8 % Dessert Holdings(8) First lien senior secured loan L + 4.00% 6/9/2028 20,160,000 20,019,000 20,001,000 7.1 % Dessert Holdings(11)(12)(13) First lien senior secured delayed draw term loan L + 4.00% 6/9/2023 — — (2,000) — % Sovos Brands Intermediate, Inc.(8)(10) First lien senior secured loan L + 3.75% 6/8/2028 20,724,000 20,676,000 20,693,000 7.3 % 65,884,000 65,444,000 65,630,000 23.2 % Healthcare equipment and services Cadence, Inc.(6) First lien senior secured loan L + 5.00% 5/21/2025 26,714,000 26,363,000 26,195,000 9.3 % Cadence, Inc.(6)(11)(14) First lien senior secured revolving loan L + 5.00% 5/21/2024 2,055,000 2,004,000 1,912,000 0.7 % Medline Borrower, LP(6)(10) First lien senior secured loan L + 3.25% 10/23/2028 25,000,000 24,882,000 24,990,000 8.9 % Packaging Coordinators Midco, Inc.(8)(10)(14) First lien senior secured loan L + 3.75% 11/30/2027 4,987,000 4,975,000 4,983,000 1.8 % 58,756,000 58,224,000 58,080,000 20.7 % Healthcare providers and services Confluent Health, LLC(6) First lien senior secured loan L + 4.00% 11/30/2028 20,575,000 20,473,000 20,472,000 7.3 % Confluent Health, LLC(11)(12)(13)(14) First lien senior secured delayed draw term loan L + 4.00% 11/30/2023 — (22,000) (22,000) — % Phoenix Newco, Inc. (dba Parexel)(6)(10)(14) First lien senior secured loan L + 3.50% 11/15/2028 27,500,000 27,363,000 27,489,000 9.7 % Unified Women's Healthcare, LP(6) First lien senior secured loan L + 4.25% 12/20/2027 19,950,000 19,857,000 19,863,000 7.0 % 68,025,000 67,671,000 67,802,000 24.0 % Healthcare technology VVC Holdings Corp. (dba Athenahealth, Inc.)(8)(10) First lien senior secured loan L + 4.25% 2/11/2026 17,179,000 16,961,000 17,162,000 6.1 % 17,179,000 16,961,000 17,162,000 6.1 % Infrastructure and environmental services CHA Holding, Inc.(8) First lien senior secured loan L + 4.50% 4/10/2025 40,693,000 40,471,000 40,171,000 14.2 % 40,693,000 40,471,000 40,171,000 14.2 % Insurance AmeriLife Holdings LLC(6)(10)(14) First lien senior secured loan L + 4.00% 3/18/2027 7,980,000 7,940,000 7,946,000 2.8 % Integro Parent Inc.(9) First lien senior secured loan L + 5.75% 10/31/2022 29,615,000 29,584,000 28,422,000 10.1 % Integro Parent Inc.(8)(11)(14) First lien senior secured revolving loan L + 4.50% 4/30/2022 6,000,000 6,000,000 5,764,000 2.0 % 43,595,000 43,524,000 42,132,000 14.9 % Internet software and services DCert Buyer, Inc. (dba DigiCert)(6)(10) First lien senior secured loan L + 4.00% 10/16/2026 22,219,000 22,135,000 22,161,000 7.8 % Trader Interactive, LLC (fka Dominion Web Solutions, LLC)(9)(14) First lien senior secured loan L + 4.00% 7/28/2028 25,000,000 24,886,000 24,875,000 8.8 % 47,219,000 47,021,000 47,036,000 16.6 % Manufacturing Engineered Machinery Holdings (dba Duravant)(8)(10) First lien senior secured loan L + 3.75% 5/19/2028 35,000,000 34,834,000 34,864,000 12.3 % Pro Mach Group, Inc.(8)(10) First lien senior secured loan L + 4.00% 8/31/2028 22,207,000 22,100,000 22,262,000 7.9 % Pro Mach Group, Inc.(10)(11)(13)(14) First lien senior secured delayed draw term loan L + 4.00% 8/31/2023 — — — — % Gloves Buyer, Inc. (dba Protective Industrial Products)(6)(14) First lien senior secured loan L + 4.00% 12/29/2027 7,500,000 7,463,000 7,463,000 2.6 % 64,707,000 64,397,000 64,589,000 22.8 % ORCC Senior Loan Fund's Portfolio as of December 31, 2021 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Professional Services Apex Group Treasury, LLC(8) First lien senior secured loan L + 3.75% 7/27/2028 19,950,000 19,900,000 19,900,000 7.0 % Sovos Compliance, LLC(6)(10) First lien senior secured loan L + 4.50% 8/11/2028 17,055,000 17,011,000 17,087,000 6.1 % Sovos Compliance, LLC(10)(11)(13) First lien senior secured delayed draw term loan L + 4.50% 8/12/2023 — — — — % 37,005,000 36,911,000 36,987,000 13.1 % Total Debt Investments 798,420,000 794,202,000 790,277,000 279.9 % Total Investments $ 798,420,000 $ 794,202,000 $ 790,277,000 279.9 % (1) Certain portfolio company investments are subject to contractual restrictions on sales. (2) Unless otherwise indicated, ORCC SLF’s investments are pledged as collateral supporting the amounts outstanding under ORCC SLF’s credit facility. (3) The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method. (4) Unless otherwise indicated, all investments are considered Level 3 investments. (5) Unless otherwise indicated, loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”) (which can include one-, two-, three- or six-month LIBOR) or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement. (6) The interest rate on these loans is subject to 1 month LIBOR, which as of December 31, 2021 was 0.10%. (7) The interest rate on these loans is subject to 2 month LIBOR, which as of December 31, 2021 was 0.15%. (8) The interest rate on these loans is subject to 3 month LIBOR, which as of December 31, 2021 was 0.21%. (9) The interest rate on these loans is subject to 6 month LIBOR, which as of December 31, 2021 was 0.34%. (10) Level 2 investment. (11) Position or portion thereof is an unfunded loan commitment. (12) The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan. (13) The date disclosed represents the commitment period of the unfunded term loan. Upon expiration of the commitment period, the funded portion of the term loan may be subject to a longer maturity date. (14) Investment is not pledged as collateral under ORCC SLF’s credit facility. Below is selected balance sheet information for ORCC SLF as of September 30, 2022 and December 31, 2021: ($ in thousands) September 30, 2022 December 31, 2021 Assets Investments at fair value (amortized cost of $1,019,384 and $794,202, respectively) $ 981,849 $ 790,277 Cash 95,706 60,723 Interest receivable 2,517 1,319 Prepaid expenses and other assets 1,290 111 Total Assets $ 1,081,362 $ 852,430 Liabilities Debt (net of unamortized debt issuance costs of $6,111 and $5,368, respectively) $ 684,272 $ 469,514 Distributions payable 11,775 4,518 Payable for investments purchased 18,700 91,986 Accrued expenses and other liabilities 7,861 4,056 Total Liabilities $ 722,608 $ 570,074 Members' Equity Members' Equity 358,754 282,356 Members' Equity 358,754 282,356 Total Liabilities and Members' Equity $ 1,081,362 $ 852,430 Below is selected statement of operations information for ORCC SLF for the three and nine months ended September 30, 2022 and 2021: For the Three Months Ended September 30, For the Nine Months Ended September 30, ($ in thousands) 2022 2021 2022 2021 Investment Income Interest income $ 19,140 $ 7,542 $ 41,884 $ 22,382 Other income 772 14 1,993 209 Total Investment Income 19,912 7,556 43,877 22,591 Expenses Interest expense 7,419 2,331 14,965 7,195 Professional fees 243 181 719 570 Total Expenses 7,662 2,512 15,684 7,765 Net Investment Income Before Taxes 12,250 5,044 28,193 14,826 Tax expense (benefit) 436 201 (184) 588 Net Investment Income After Taxes $ 11,814 $ 4,843 $ 28,377 $ 14,238 Net Realized and Change in Unrealized Gain (Loss) on Investments Net change in unrealized gain (loss) on investments 599 869 (33,610) 2,317 Net realized gain on investments — 18 20 155 Total Net Realized and Change in Unrealized Gain (Loss) on Investments 599 887 (33,590) 2,472 Net Increase in Members' Equity Resulting from Operations $ 12,413 $ 5,730 $ (5,213) $ 16,710 |
Fair Value of Investments
Fair Value of Investments | 9 Months Ended |
Sep. 30, 2022 | |
Fair Value Disclosures [Abstract] | |
Fair Value of Investments | Fair Value of Investments Investments The following tables present the fair value hierarchy of investments as of September 30, 2022 and December 31, 2021: Fair Value Hierarchy as of September 30, 2022 ($ in thousands) Level 1 Level 2 Level 3 Total First-lien senior secured debt investments $ — $ 485 $ 9,263,764 $ 9,264,249 Second-lien senior secured debt investments — 95,509 1,750,922 1,846,431 Unsecured debt investments — — 237,375 237,375 Preferred equity investments — — 329,451 329,451 Common equity investments(1) 523 — 843,979 844,502 Subtotal $ 523 $ 95,994 $ 12,425,491 $ 12,522,008 Investments measured at NAV(2) — — — 313,910 Total Investments at fair value $ 523 $ 95,994 $ 12,425,491 $ 12,835,918 _______________ (1) Includes equity investment in Wingspire, Amergin, and Chapford SMA. (2) Includes equity investment in ORCC SLF. Fair Value Hierarchy as of December 31, 2021 ($ in thousands) Level 1 Level 2 Level 3 Total First-lien senior secured debt investments $ — $ — $ 9,539,774 $ 9,539,774 Second-lien senior secured debt investments — — 1,921,447 1,921,447 Unsecured debt investments — — 196,485 196,485 Preferred equity investments — — 260,869 260,869 Common equity investments(1) 3,873 515 571,616 576,004 Subtotal $ 3,873 $ 515 $ 12,490,191 $ 12,494,579 Investments measured at NAV(2) — — — 247,061 Total Investments at fair value $ 3,873 $ 515 $ 12,490,191 $ 12,741,640 _______________ (1) Includes equity investment in Wingspire. (2) Includes equity investment in ORCC SLF. The following tables present changes in the fair value of investments for which Level 3 inputs were used to determine the fair value as of and for the three and nine months ended September 30, 2022 and 2021: As of and for the Three Months Ended September 30, 2022 ($ in thousands) First-lien senior secured debt Second-lien senior secured Unsecured debt investments Preferred equity investments Common equity Total Fair value, beginning of period $ 9,242,688 $ 1,763,979 $ 269,752 $ 296,766 $ 730,326 $ 12,303,511 Purchases of investments, net 1,233,610 36,326 — 24,302 51,092 1,345,330 Payment-in-kind 19,822 1,948 6,224 3,872 159 32,025 Proceeds from investments, net (1,279,615) (11,688) (22,512) — (8,575) (1,322,390) Net change in unrealized gain (loss) 37,819 (7,765) (14,343) 4,295 70,977 90,983 Net realized gains (losses) 494 — (1,865) — — (1,371) Net amortization/accretion of premium/discount on investments 8,946 811 119 216 — 10,092 Transfers into (out of) Level 3(1) — (32,689) — — — (32,689) Fair value, end of period $ 9,263,764 $ 1,750,922 $ 237,375 $ 329,451 $ 843,979 $ 12,425,491 ________________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. For the three months ended September 30, 2022 , transfers out of Level 3 from Level 2 were a result of changes in the observability of significant inputs for certain portfolio companies. As of and for the Nine Months Ended September 30, 2022 ($ in thousands) First-lien senior secured debt Second-lien senior secured debt Unsecured debt investments Preferred equity investments Common equity investments Total Fair value, beginning of period $ 9,539,774 $ 1,921,447 $ 196,485 $ 260,869 $ 571,616 $ 12,490,191 Purchases of investments, net 4,157,703 337,290 89,239 98,241 330,519 5,012,992 Payment-in-kind 64,774 7,689 15,002 13,303 467 101,235 Proceeds from investments, net (4,432,479) (335,797) (22,512) (33,693) (137,306) (4,961,787) Net change in unrealized gain (loss) (95,391) (80,797) (39,286) (14,933) 78,683 (151,724) Net realized gains (losses) 670 — (1,865) 4,482 — 3,287 Net amortization/accretion of premium/discount on investments 29,227 2,751 312 1,182 — 33,472 Transfers into (out of) Level 3(1) (514) (101,661) — — — (102,175) Fair value, end of period $ 9,263,764 $ 1,750,922 $ 237,375 $ 329,451 $ 843,979 $ 12,425,491 _______________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. For the nine months ended September 30, 2022, transfers out of Level 3 into Level 2 were a result of changes in the observability of significant inputs for certain portfolio companies. As of and for the Three Months Ended September 30, 2021 ($ in thousands) First-lien senior secured debt Second-lien senior secured Unsecured debt investments Preferred equity investments Common equity investments Total Fair value, beginning of period $ 9,067,137 $ 1,960,154 $ 194,928 $ 174,335 $ 331,058 $ 11,727,612 Purchases of investments, net 2,509,627 70,480 — — 140,794 2,720,901 Payment-in-kind 6,170 — 7,250 3,446 144 17,010 Proceeds from investments, net (2,283,113) (278,636) — (1,000) (61,551) (2,624,300) Net change in unrealized gain (loss) (1,170) 205 (7,540) 2,832 16,761 11,088 Net realized gains (losses) 1,981 37 — — (19) 1,999 Net amortization of discount on investments 21,421 3,414 74 156 — 25,065 Transfers into (out of) Level 3 (1) — — — — — — Fair value, end of period $ 9,322,053 $ 1,755,654 $ 194,712 $ 179,769 $ 427,187 $ 11,879,375 ________________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. As of and for the Nine Months Ended September 30, 2021 ($ in thousands) First-lien senior secured debt Second-lien senior secured debt Unsecured debt investments Preferred equity investments (2) Common equity investments (2) Total Fair value, beginning of period $ 8,389,486 $ 1,949,703 $ 59,562 $ 22,157 $ 230,307 $ 10,651,215 Purchases of investments, net 4,118,038 487,457 130,137 148,832 291,064 5,175,528 Payment-in-kind 24,643 — 9,542 6,778 381 41,344 Proceeds from investments, net (3,311,548) (705,356) — (1,000) (133,551) (4,151,455) Net change in unrealized gain (loss) 53,619 43,407 (4,762) 2,719 39,345 134,328 Net realized gains (losses) 2,538 (30,181) — — (359) (28,002) Net amortization of discount on investments 44,430 10,624 233 283 — 55,570 Transfers into (out of) Level 3 (1) 847 — — — — 847 Fair value, end of period $ 9,322,053 $ 1,755,654 $ 194,712 $ 179,769 $ 427,187 $ 11,879,375 _______________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. For the nine months ended September 30, 2021, transfers into Level 3 from Level 2 were a result of changes in the observability of significant inputs for certain portfolio companies. The following tables present information with respect to net change in unrealized gains on investments for which Level 3 inputs were used in determining the fair value that are still held by the Company for the three and nine months ended September 30, 2022 and 2021: Net change in unrealized gain (loss) for the Three Months Ended September 30, 2022 on Investments Held at September 30, 2022 Net change in unrealized gain (loss) for the Three Months Ended September 30, 2021 on Investments Held at September 30, 2021 First-lien senior secured debt investments $ 28,663 $ 9,803 Second-lien senior secured debt investments (7,756) 1,350 Unsecured debt investments (14,345) (7,540) Preferred equity investments 4,295 2,832 Common equity investments 73,339 16,741 Total Investments $ 84,196 $ 23,186 Net change in unrealized gain (loss) for the Nine Months Ended September 30, 2022 on Investments Held at September 30, 2022 Net change in unrealized gain (loss) for the Nine Months Ended September 30, 2021 on Investments Held at September 30, 2021 First-lien senior secured debt investments $ (97,931) $ 57,778 Second-lien senior secured debt investments (80,309) 18,539 Unsecured debt investments (39,287) (4,762) Preferred equity investments (14,675) 2,719 Common equity investments 75,774 39,342 Total Investments $ (156,428) $ 113,616 The following tables present quantitative information about the significant unobservable inputs of the Company’s Level 3 investments as of September 30, 2022 and December 31, 2021. The weighted average range of unobservable inputs is based on fair value of investments. The tables are not intended to be all-inclusive but instead capture the significant unobservable inputs relevant to the Company’s determination of fair value. As of September 30, 2022 ($ in thousands) Fair Value Valuation Technique Unobservable Input (Range) Weighted Average Impact to Valuation from an First-lien senior secured debt investments $ 8,989,042 Yield Analysis Market Yield (9.1% - 33.1%) 12.6% Decrease 215,687 Recent Transaction Transaction Price (97.5% - 99.0%) 97.9% Increase 59,035 Collateral Analysis Recovery Rate (69.0% - 69.0%) 69.0% Increase Second-lien senior secured debt investments $ 1,740,416 Yield Analysis Market Yield (11.8% - 23.2%) 15.5% Decrease 10,506 Collateral Analysis Recovery Rate (16.5% - 16.5%) 16.5% Increase Unsecured debt investments $ 232,240 Yield Analysis Market Yield (10.2% - 20.0%) 12.6% Decrease 5,135 Market Approach EBITDA Multiple (14.0x - 14.0x) 14.0x Increase Preferred equity investments $ 305,431 Yield Analysis Market Yield (12.0% - 16.8%) 13.8% Decrease 23,975 Recent Transaction Transaction Price (97.0% - 97.0%) 97.0% Increase 45 Market Approach EBITDA Multiple (11.5x - 11.5x) 11.5x Increase Common equity investments $ 799,574 Market Approach EBITDA Multiple (1.2x - 24.3x) 5.6x Increase 21,962 Market Approach Revenue (1.1x - 16.6x) 12.9x Increase 18,401 Recent Transaction Transaction Price (95.7% - 123.5%) 103.7% Increase 3,917 Market Approach Transaction Price ($70.00 - $70.00) $70.00 Increase 125 Market Approach Gross Profit (10.0x - 10.0x) 10.0x Increase As of December 31, 2021 ($ in thousands) Fair Value Valuation Technique Unobservable Input Range (Weighted Average) Impact to Valuation from an First-lien senior secured debt investments $ 8,670,821 Yield Analysis Market Yield (5.3% - 20.0%) 8.7% Decrease 868,953 Recent Transaction Transaction Price (90.5% - 99.4%) 97.4% Increase Second-lien senior secured debt investments(1) $ 1,459,187 Yield Analysis Market Yield (7.8% - 15.0%) 9.6% Decrease 395,865 Recent Transaction Transaction Price (98.0% - 99.0%) 98.6% Increase 15,919 Collateral Analysis Recovery Rate (25.0% - 25.0%) 25.0% Increase Unsecured debt investments(2) $ 179,730 Yield Analysis Market Yield (7.2% - 9.4%) 8.8% Decrease 5,135 Market Approach EBITDA Multiple (14.8x - 14.8x) 14.8x Increase Preferred equity investments $ 181,394 Yield Analysis Market Yield (11.4% - 14.6%) 11.9% Decrease 75,863 Recent Transaction Transaction Price (97.3% - 100.0%) 98.1% Increase 3,612 Market Approach EBITDA Multiple (9.3x - 9.3x) 9.3x Increase Common equity investments $ 488,629 Market Approach EBITDA Multiple (1.2x - 24.0x) 5.0x Increase 79,900 Recent Transaction Transaction Price (100.0% - 100.0%) 100.0% Increase 2,334 Market Approach Transaction Price ($560.00 - $560.00) $560.00 Increase 753 Market Approach Gross Profit Multiple (27.0x - 27.0x) 27.0x Increase _______________ (1) Excludes investments with an aggregate fair value amounting to $50.5 million, which the Company valued using indicative bid prices obtained from brokers. (2) Excludes investments with an aggregate fair value amounting to $11.6 million, which the Company valued using indicative bid prices obtained from brokers. The Company typically determines the fair value of its performing Level 3 debt investments utilizing a yield analysis. In a yield analysis, a price is ascribed for each investment based upon an assessment of current and expected market yields for similar investments and risk profiles. Additional consideration is given to the expected life, portfolio company performance since close, and other terms and risks associated with an investment. Among other factors, a determinant of risk is the amount of leverage used by the portfolio company relative to its total enterprise value, and the rights and remedies of the Company’s investment within the portfolio company’s capital structure. Significant unobservable quantitative inputs typically used in the fair value measurement of the Company’s Level 3 debt investments primarily include current market yields, including relevant market indices, but may also include quotes from brokers, dealers, and pricing services as indicated by comparable investments. For the Company’s Level 3 equity investments, a market approach, based on comparable publicly-traded company and comparable market transaction multiples of revenues, earnings before income taxes, depreciation and amortization (“EBITDA”) or some combination thereof and comparable market transactions typically would be used. Debt Not Carried at Fair Value Fair value is estimated by discounting remaining payments using applicable current market rates, which take into account changes in the Company’s marketplace credit ratings, or market quotes, if available. The following table presents the carrying and fair values of the Company’s debt obligations as of September 30, 2022 and December 31, 2021. September 30, 2022 December 31, 2021 ($ in thousands) Net Carrying Value (1) Fair Value Net Carrying Value (2) Fair Value Revolving Credit Facility $ 391,769 $ 391,769 $ 879,943 $ 879,943 SPV Asset Facility II 245,107 245,107 95,668 95,668 SPV Asset Facility III 249,208 249,208 188,979 188,979 SPV Asset Facility IV 73,863 73,863 152,727 152,727 CLO I 387,253 387,253 386,989 386,989 CLO II 257,127 257,127 256,942 256,942 CLO III 258,098 258,098 257,937 257,937 CLO IV 287,674 287,674 287,342 287,342 CLO V 506,965 506,965 194,167 194,167 CLO VI 258,246 258,246 258,093 258,093 CLO VII 237,266 237,266 — — 2024 Notes 384,328 396,000 406,481 427,000 2025 Notes 420,841 398,438 419,674 443,063 July 2025 Notes 494,912 458,750 493,637 518,750 2026 Notes 492,635 455,000 491,085 526,250 July 2026 Notes 981,868 860,000 978,537 1,017,500 2027 Notes 433,638 401,250 497,537 488,750 2028 Notes 835,356 648,125 833,588 837,250 Total Debt $ 7,196,154 $ 6,770,139 $ 7,079,326 $ 7,217,350 _______________ (1) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, CLO VII, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $15.1 million, $4.9 million, $0.8 million, $2.6 million, $2.7 million, $2.9 million, $1.9 million, $4.8 million, $2.7 million, $1.8 million, $1.9 million, $3.4 million, $4.2 million, $5.1 million, $7.4 million, $18.1 million, $8.4 million and $14.6 million, respectively. (2) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $12.4 million, $4.3 million, $1.0 million, $2.2 million, $3.0 million, $3.1 million, $2.1 million, $5.2 million, $1.8 million, $1.9 million, $5.0 million, $5.3 million, $6.4 million, $8.9 million, $21.5 million, $9.7 million and $16.4 million, respectively. The following table presents fair value measurements of the Company’s debt obligations as of September 30, 2022 and December 31, 2021: ($ in thousands) September 30, 2022 December 31, 2021 Level 1 $ — $ — Level 2 3,617,563 4,258,563 Level 3 3,152,576 2,958,787 Total Debt $ 6,770,139 $ 7,217,350 Financial Instruments Not Carried at Fair Value As of September 30, 2022 and December 31, 2021, the carrying amounts of the Company’s assets and liabilities, other than investments at fair value and debt, approximate fair value due to their short maturities. |
Debt
Debt | 9 Months Ended |
Sep. 30, 2022 | |
Debt Disclosure [Abstract] | |
Debt | Debt In accordance with the 1940 Act, with certain limitations, the Company is allowed to borrow amounts such that its asset coverage, as defined in the 1940 Act, is at least 150%. As of September 30, 2022 and December 31, 2021, the Company’s asset coverage was 180% and 182%, respectively. Debt obligations consisted of the following as of September 30, 2022 and December 31, 2021: September 30, 2022 ($ in thousands) Aggregate Principal Committed Outstanding Principal Amount Available(1) Net Carrying Value(2) Revolving Credit Facility(3)(5) $ 1,855,000 $ 406,913 $ 1,395,174 $ 391,769 SPV Asset Facility II 350,000 250,000 100,000 245,107 SPV Asset Facility III 250,000 250,000 — 249,208 SPV Asset Facility IV 250,000 76,484 173,516 73,863 CLO I 390,000 390,000 — 387,253 CLO II 260,000 260,000 — 257,127 CLO III 260,000 260,000 — 258,098 CLO IV 292,500 292,500 — 287,674 CLO V 509,625 509,625 — 506,965 CLO VI 260,000 260,000 — 258,246 CLO VII 239,150 239,150 — 237,266 2024 Notes(4) 400,000 400,000 — 384,328 2025 Notes 425,000 425,000 — 420,841 July 2025 Notes 500,000 500,000 — 494,912 2026 Notes 500,000 500,000 — 492,635 July 2026 Notes 1,000,000 1,000,000 — 981,868 2027 Notes(4) 500,000 500,000 — 433,638 2028 Notes 850,000 850,000 — 835,356 Total Debt $ 9,091,275 $ 7,369,672 $ 1,668,690 $ 7,196,154 ______________ (1) The amount available reflects any collateral related limitations at the Company level related to each credit facility’s borrowing base. (2) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, CLO VII, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $15.1 million, $4.9 million, $0.8 million, $2.6 million, $2.7 million, $2.9 million, $1.9 million, $4.8 million, $2.7 million, $1.8 million, $1.9 million, $3.4 million, $4.2 million, $5.1 million, $7.4 million, $18.1 million, $8.4 million and $14.6 million respectively. (3) Includes the unrealized translation gain (loss) on borrowings denominated in foreign currencies. (4) Inclusive of change in fair market value of effective hedge. (5) The amount available is reduced by $52.9 million of outstanding letters of credit. December 31, 2021 ($ in thousands) Aggregate Principal Committed Outstanding Principal Amount Available(1) Net Carrying Value(2) Revolving Credit Facility(3)(5) $ 1,655,000 $ 892,313 $ 707,370 $ 879,943 SPV Asset Facility II 350,000 100,000 250,000 95,668 SPV Asset Facility III 500,000 190,000 310,000 188,979 SPV Asset Facility IV 250,000 155,000 95,000 152,727 CLO I 390,000 390,000 — 386,989 CLO II 260,000 260,000 — 256,942 CLO III 260,000 260,000 — 257,937 CLO IV 292,500 292,500 — 287,342 CLO V 196,000 196,000 — 194,167 CLO VI 260,000 260,000 — 258,093 2024 Notes(4) 400,000 400,000 — 406,481 2025 Notes 425,000 425,000 — 419,674 July 2025 Notes 500,000 500,000 — 493,637 2026 Notes 500,000 500,000 — 491,085 July 2026 Notes 1,000,000 1,000,000 — 978,537 2027 Notes(4) 500,000 500,000 — 497,537 2028 Notes 850,000 850,000 — 833,588 Total Debt $ 8,588,500 $ 7,170,813 $ 1,362,370 $ 7,079,326 ______________ (1) The amount available reflects any limitations related to each credit facility’s borrowing base. (2) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $12.4 million, $4.3 million, $1.0 million, $2.2 million, $3.0 million, $3.1 million, $2.1 million, $5.2 million, $1.8 million, $1.9 million, $5.0 million, $5.3 million, $6.4 million, $8.9 million, $21.5 million, $9.7 million and $16.4 million, respectively. (3) Includes the unrealized translation gain (loss) on borrowings denominated in foreign currencies. (4) Inclusive of change in fair market value of effective hedge. (5) The amount available is reduced by $55.3 million of outstanding letters of credit. For the three and nine months ended September 30, 2022 and 2021 the components of interest expense were as follows: For the Three Months Ended September 30, For the Nine Months Ended September 30, ($ in thousands) 2022 2021 2022 2021 Interest expense $ 73,539 $ 50,054 $ 184,354 $ 139,502 Amortization of debt issuance costs 6,311 6,731 21,133 18,882 Net change in unrealized gain (loss) on effective interest rate swaps and hedged items(1) 1,360 (269) 4,448 653 Total Interest Expense $ 81,210 $ 56,516 $ 209,935 $ 159,037 Average interest rate 3.9 % 2.9 % 3.4 % 3.0 % Average daily borrowings $ 7,368,456 $ 6,713,786 $ 7,218,099 $ 6,050,836 ______________ (1) Refer to the 2023 Notes, 2024 Notes and 2027 Notes for details on each facility’s interest rate swap. Credit Facilities The Company’s credit facilities contain customary covenants, including certain limitations on the incurrence by us of additional indebtedness and on our ability to make distributions to our shareholders, or redeem, repurchase or retire shares of stock, upon the occurrence of certain events, and customary events of default (with customary cure and notice provisions). Description of Facilities Revolving Credit Facility On August 26, 2022, the Company entered into an Amended and Restated Senior Secured Revolving Credit Agreement (the “Revolving Credit Facility”), which amends and restates in its entirety that certain Senior Secured Revolving Credit Agreement, dated as of February 1, 2017 (as amended, restated, supplemented or otherwise modified prior to August 26, 2022). The parties to the Revolving Credit Facility include the Company, as Borrower, the lenders from time to time parties thereto (each a “Revolving Credit Lender” and collectively, the “Revolving Credit Lenders”) and Truist Bank, as Administrative Agent. The Revolving Credit Facility is guaranteed by certain domestic subsidiaries of the Company in existence as of the closing date of the Revolving Credit Facility, and will be guaranteed by certain domestic subsidiaries of the Company that are formed or acquired by the Company in the future (collectively, the “Guarantors”). Proceeds of the Revolving Credit Facility may be used for general corporate purposes, including the funding of portfolio investments. The maximum principal amount of the Revolving Credit Facility is $1.855 billion, subject to availability under the borrowing base, which is based on the Company’s portfolio investments and other outstanding indebtedness. Maximum capacity under the Revolving Credit Facility may be increased to $2.7825 billion through the Company’s exercise of an uncommitted accordion feature through which existing and new lenders may, at their option, agree to provide additional financing. The Revolving Credit Facility includes a $200 million limit for swingline loans and is secured by a perfected first-priority interest in substantially all of the portfolio investments held by the Company and each Guarantor, subject to certain exceptions. The availability period under the Revolving Credit Facility will terminate on March 31, 2023, with respect to $60 million of commitments, September 3, 2024, with respect to $15 million of commitments (together, the "Non-Extending Commitments"), and on August 26, 2026, with respect to the remaining commitments (such remaining commitments, the "Extending Commitments") (together, the “Revolving Credit Facility Commitment Termination Date”). The Revolving Credit Facility will mature on April 2, 2024 with respect to $60 million of commitments, September 3, 2025, with respect to $15 million of commitments, and on August 26, 2027, with respect to the remaining commitments (together, the “Revolving Credit Facility Maturity Date”). During the period from the earliest Revolving Credit Facility Commitment Termination Date to the final Revolving Credit Facility Maturity Date, the Company will be obligated to make mandatory prepayments under the Revolving Credit Facility out of the proceeds of certain asset sales and other recovery events and equity and debt issuances. The Company may borrow amounts in U.S. dollars or certain other permitted currencies. Amounts drawn under the Revolving Credit Facility with respect to the Extending Commitments in U.S. dollars will bear interest at either (i) term SOFR plus any applicable credit adjustment spread plus margin of either 1.875% per annum or, if the gross borrowing base is greater than or equal to the product of 1.60 and the combined debt amount, 1.75% per annum or (ii) the alternative base rate plus margin of either 0.875% per annum or, if the gross borrowing base is greater than or equal to the product of 1.60 and the combined debt amount, 0.75% per annum. Amounts drawn under the Revolving Credit Facility with respect to the Non-Extending Commitments in U.S. Dollars will bear interest at either (i) term SOFR plus any applicable credit adjustment spread plus margin of 2.00% per annum or (ii) the alternative base rate plus margin of 1.00% per annum. With respect to loans denominated in U.S. dollars, the Company may elect either term SOFR or the alternative base rate at the time of drawdown, and such loans may be converted from one rate to another at any time at the Company’s option, subject to certain conditions. Amounts drawn under the Revolving Credit Facility with respect to the Extending Commitments in other permitted currencies will bear interest at the relevant rate specified therein (including any applicable credit adjustment spread) plus margin of either 1.875% per annum or, if the gross borrowing base is greater than or equal to the product of 1.60 and the combined debt amount, 1.75% per annum. Amounts drawn under the Revolving Credit Facility with respect to the Non-Extending Commitments in other permitted currencies will bear interest at the relevant rate specified therein (including any applicable credit adjustment spread) plus margin of 2.00% per annum. The Company will also pay a fee of 0.375% on undrawn amounts under the Revolving Credit Facility. The Revolving Credit Facility includes customary covenants, including certain limitations on the incurrence by the Company of additional indebtedness and on the Company’s ability to make distributions to the Company’s shareholders, or redeem, repurchase or retire shares of stock, upon the occurrence of certain events and certain financial covenants related to asset coverage and other maintenance covenants, as well as customary events of default. The Revolving Credit Facility requires a minimum asset coverage ratio with respect to the consolidated assets of the Company and its subsidiaries to senior securities that constitute indebtedness of no less than 1.50 to 1.00 at any time. SPV Asset Facilities SPV Asset Facility I On December 21, 2017 (the “SPV Asset Facility I Closing Date”), ORCC Financing LLC (“ORCC Financing”), a Delaware limited liability company and subsidiary of the Company, entered into a Loan and Servicing Agreement (as amended, the “SPV Asset Facility I”), with ORCC Financing as Borrower, the Company as Transferor and Servicer, the lenders from time to time parties thereto (the “SPV Lenders”), Morgan Stanley Asset Funding Inc. as Administrative Agent, State Street Bank and Trust Company as Collateral Agent and Cortland Capital Market Services LLC as Collateral Custodian. From time to time, the Company sold and contributed certain investments to ORCC Financing pursuant to a Sale and Contribution Agreement by and between the Company and ORCC Financing. No gain or loss was recognized as a result of the contribution. Proceeds from the SPV Asset Facility I were used to finance the origination and acquisition of eligible assets by ORCC Financing, including the purchase of such assets from the Company. The Company retained a residual interest in assets contributed to or acquired by ORCC Financing through its ownership of ORCC Financing. The maximum principal amount of the SPV Asset Facility I was $400 million; the availability of this amount was subject to a borrowing base test, which was based on the value of ORCC Financing’s assets from time to time, and satisfaction of certain conditions, including certain concentration limits. The SPV Asset Facility I provided for the ability to draw and redraw amounts under the SPV Asset Facility I for a period of up to three years after the SPV Asset Facility I Closing Date (the “SPV Asset Facility I Commitment Termination Date”). The SPV Asset Facility I was terminated on June 2, 2020 (the “SPV Asset Facility I Termination Date”). Prior to the SPV Asset Facility I Termination Date, proceeds received by ORCC Financing from principal and interest, dividends, or fees on assets were required to be used to pay fees, expenses and interest on outstanding borrowings, and the excess may be returned to the Company, subject to certain conditions. On the SPV Asset Facility I Termination Date, ORCC Financing repaid in full all outstanding fees and expenses and all principal and interest on outstanding borrowings. Amounts drawn bore interest at LIBOR plus a spread of 2.25% until the six-month anniversary of the SPV Asset Facility I Closing Date, increasing to 2.50% thereafter, until the SPV Asset Facility I Commitment Termination Date. The Company predominantly borrowed utilizing LIBOR rate loans, generally electing one-month LIBOR upon borrowing. After a ramp-up period, there was an unused fee of 0.75% per annum on the amount, if any, by which the undrawn amount under the SPV Asset Facility I exceeded 25% of the maximum principal amount of the SPV Asset Facility I. The SPV Asset Facility I contained customary covenants, including certain financial maintenance covenants, limitations on the activities of ORCC Financing, including limitations on incurrence of incremental indebtedness, and customary events of default. The SPV Asset Facility I was secured by a perfected first priority security interest in the assets of ORCC Financing and on any payments received by ORCC Financing in respect of those assets. Assets pledged to the SPV Lenders were not available to pay the debts of the Company. SPV Asset Facility II On May 22, 2018, ORCC Financing II LLC (“ORCC Financing II”), a Delaware limited liability company and subsidiary of the Company, entered into a Credit Agreement (as amended, the “SPV Asset Facility II”), with ORCC Financing II, as Borrower, the lenders from time to time parties thereto (the “SPV Asset Facility II Lenders”), Natixis, New York Branch, as Administrative Agent, State Street Bank and Trust Company, as Collateral Agent, and Cortland Capital Market Services LLC as Document Custodian. The parties to the SPV Asset Facility II have entered into various amendments, including to admit new lenders, increase or decrease the maximum principal amount available under the facility, extend the availability period and maturity date, change the interest rate and make various other changes. The following describes the terms of SPV Asset Facility II amended through March 25, 2022 (the “SPV Asset Facility II Seventh Amendment Date”). From time to time, the Company sells and contributes certain investments to ORCC Financing II pursuant to a sale and contribution agreement by and between the Company and ORCC Financing II. No gain or loss will be recognized as a result of the contribution. Proceeds from the SPV Asset Facility II will be used to finance the origination and acquisition of eligible assets by ORCC Financing II, including the purchase of such assets from the Company. The Company retains a residual interest in assets contributed to or acquired by ORCC Financing II through the Company’s ownership of ORCC Financing II. The maximum principal amount of the SPV Asset Facility II as of the SPV Asset Facility II Seventh Amendment Date is $350 million (which includes terms loans of $100 million and revolving commitments of $250 million). The availability of this amount is subject to an overcollateralization ratio test, which is based on the value of ORCC Financing II’s assets from time to time, and satisfaction of certain conditions, including an interest coverage ratio test, certain concentration limits and collateral quality tests. The SPV Asset Facility II provides for the ability to (1) draw term loans and (2) draw and redraw revolving loans under the SPV Asset Facility II through April 22, 2023, unless the revolving commitments are terminated or converted to term loans sooner as provided in the SPV Asset Facility II (the “SPV Asset Facility II Commitment Termination Date”). Unless otherwise terminated, the SPV Asset Facility II will mature on December 22, 2029 (the “SPV Asset Facility II Stated Maturity”). Prior to the SPV Asset Facility II Stated Maturity, proceeds received by ORCC Financing II from principal and interest, dividends, or fees on assets must be used to pay fees, expenses and interest on outstanding borrowings, and the excess may be returned to the Company, subject to certain conditions. On the SPV Asset Facility II Stated Maturity, ORCC Financing II must pay in full all outstanding fees and expenses and all principal and interest on outstanding borrowings, and the excess may be returned to the Company. With respect to revolving loans, amounts drawn bear interest at Term SOFR (or, in the case of certain lenders that are commercial paper conduits, the lower of their cost of funds and Term SOFR plus 0.40%) plus a spread that steps up from 2.30% to 2.55% during the period March 25, 2022 to the date on which the reinvestment period ends. With respect to term loans, amounts drawn bear interest at Term SOFR (or, in the case of certain lenders that are commercial paper conduits, the lower of their cost of funds and Term SOFR plus 0.40%) plus a spread that steps up from 2.30% to 2.55% during the same period. From March 25, 2022 to the SPV Asset Facility II Commitment Termination Date, there is a commitment fee ranging from 0.50% to 0.625% per annum on the undrawn amount, if any, of the revolving commitments in the SPV Asset Facility II. The SPV Asset Facility II contains customary covenants, including certain financial maintenance covenants, limitations on the activities of ORCC Financing II, including limitations on incurrence of incremental indebtedness, and customary events of default. The SPV Asset Facility II is secured by a perfected first priority security interest in the assets of ORCC Financing II and on any payments received by ORCC Financing II in respect of those assets. Assets pledged to the SPV Asset Facility II Lenders will not be available to pay the debts of the Company. SPV Asset Facility III On December 14, 2018 (the “SPV Asset Facility III Closing Date”), ORCC Financing III LLC (“ORCC Financing III”), a Delaware limited liability company and newly formed subsidiary of the Company, entered into a Loan Financing and Servicing Agreement (the “SPV Asset Facility III”), with ORCC Financing III, as borrower, the Company, as equity holder and services provider, the lenders from time to time parties thereto (the “SPV Lenders III”), Deutsche Bank AG, New York Branch, as Facility Agent, State Street Bank and Trust Company, as Collateral Agent and Cortland Capital Market Services LLC, as Collateral Custodian. The parties to the SPV Asset Facility III have entered into various amendments, including those relating to the undrawn fee and make-whole fee and definition of “Change of Control.” The following describes the terms of SPV Asset Facility III as amended through May 3, 2022. From time to time, the Company expects to sell and contribute certain loan assets to ORCC Financing III pursuant to a Sale and Contribution Agreement by and between the Company and ORCC Financing III. No gain or loss will be recognized as a result of the contribution. Proceeds from the SPV Asset Facility III will be used to finance the origination and acquisition of eligible assets by ORCC Financing III, including the purchase of such assets from the Company. The Company retains a residual interest in assets contributed to or acquired by ORCC Financing III through its ownership of ORCC Financing III. The maximum principal amount of the SPV Asset Facility III is $250 million; the availability of this amount is subject to a borrowing base test, which is based on the value of ORCC Financing III’s assets from time to time, and satisfaction of certain conditions, including interest spread and weighted average coupon tests, certain concentration limits and collateral quality tests. The SPV Asset Facility III provides for the ability to borrow, reborrow, repay and prepay advances under the SPV Asset Facility III until June 14, 2023 unless such period is extended or accelerated under the terms of the SPV Asset Facility III (the “SPV Asset Facility III Revolving Period”). Unless otherwise extended, accelerated or terminated under the terms of the SPV Asset Facility III, the SPV Asset Facility III will mature on the date that is two years after the last day of the SPV Asset Facility III Revolving Period (the “SPV Asset Facility III Stated Maturity”). Prior to the SPV Asset Facility III Stated Maturity, proceeds received by ORCC Financing III from principal and interest, dividends, or fees on assets must be used to pay fees, expenses and interest on outstanding advances, and the excess may be returned to the Company, subject to certain conditions. On the SPV Asset Facility III Stated Maturity, ORCC Financing III must pay in full all outstanding fees and expenses and all principal and interest on outstanding advances, and the excess may be returned to the Company. Amounts drawn bear interest at term SOFR (or, in the case of certain SPV Lenders III that are commercial paper conduits, the lower of (a) their cost of funds and (b) term SOFR, such term SOFR not to be lower than zero) plus a spread equal to 2.20% per annum, which spread will increase (a) on and after the end of the SPV Asset Facility III Revolving Period by 0.15% per annum if no event of default has occurred and (b) by 2.00% per annum upon the occurrence of an event of default (such spread, the “Applicable Margin”). Term SOFR may be replaced as a base rate under certain circumstances. The Company predominantly borrows utilizing term SOFR rate loans, generally electing one-month SOFR upon borrowing. During the Revolving Period, ORCC Financing III will pay an undrawn fee ranging from 0.25% to 0.50% per annum on the undrawn amount, if any, of the revolving commitments in the SPV Asset Facility III. During the SPV Asset Facility III Revolving Period, if the undrawn commitments are in excess of a certain portion (initially 20% and increasing in stages to 75%) of the total commitments under the SPV Asset Facility III, ORCC Financing III will also pay a make-whole fee equal to the Applicable Margin multiplied by such excess undrawn commitment amount, reduced by the undrawn fee payable on such excess. The SPV Asset Facility III contains customary covenants, including certain financial maintenance covenants, limitations on the activities of ORCC Financing III, including limitations on incurrence of incremental indebtedness, and customary events of default. The SPV Asset Facility III is secured by a perfected first priority security interest in the assets of ORCC Financing III and on any payments received by ORCC Financing III in respect of those assets. Assets pledged to the SPV Asset Facility III Lenders will not be available to pay the debts of the Company. SPV Asset Facility IV On August 2, 2019 (the “SPV Asset Facility IV Closing Date”), ORCC Financing IV LLC (“ORCC Financing IV”), a Delaware limited liability company and newly formed subsidiary of the Company entered into a Credit Agreement (the “SPV Asset Facility IV”), with ORCC Financing IV, as borrower, Société Générale, as initial Lender and as Administrative Agent, State Street Bank and Trust Company, as Collateral Agent, Collateral Administrator and Custodian, and Cortland Capital Market Services LLC as Document Custodian and the lenders from time to time party thereto pursuant to Assignment and Assumption Agreements. On March 11, 2022, (the “SPV Asset Facility IV Amendment Date”), the parties to the SPV Asset Facility IV amended the SPV Asset Facility IV to extend the reinvestment period from April 1, 2022 until October 3, 2022 and the stated maturity from April 1, 2030 to October 1, 2030. The amendment also changed the applicable interest rate from LIBOR plus an applicable margin of 2.15% during the reinvestment period and LIBOR plus an applicable margin of 2.40% after the reinvestment period to term SOFR plus an applicable margin of 2.30% during the reinvestment period and term SOFR plus an applicable margin of 2.55% after the reinvestment period. From time to time, the Company expects to sell and contribute certain investments to ORCC Financing IV pursuant to a Sale and Contribution Agreement by and between the Company and ORCC Financing IV. No gain or loss will be recognized as a result of the contribution. Proceeds from the SPV Asset Facility IV will be used to finance the origination and acquisition of eligible assets by ORCC Financing IV, including the purchase of such assets from the Company. The Company retains a residual interest in assets contributed to or acquired by ORCC Financing IV through its ownership of ORCC Financing IV. The maximum principal amount of the SPV Asset Facility IV is $250 million; the availability of this amount is subject to an overcollateralization ratio test, which is based on the value of ORCC Financing IV’s assets from time to time, and satisfaction of certain conditions, including an interest coverage ratio test, certain concentration limits and collateral quality tests. The SPV Asset Facility IV provides for the ability to (1) draw term loans and (2) draw and redraw revolving loans under the SPV Asset Facility IV until the last day of the reinvestment period unless the revolving commitments are terminated or converted to term loans sooner as provided in the SPV Asset Facility IV (the “SPV Asset Facility IV Commitment Termination Date”). Unless otherwise terminated, the SPV Asset Facility IV will mature on October 1, 2030 (the “SPV Asset Facility IV Stated Maturity”). Prior to the SPV Asset Facility IV Stated Maturity, proceeds received by ORCC Financing IV from principal and interest, dividends, or fees on assets must be used to pay fees, expenses and interest on outstanding borrowings, and the excess may be returned to the Company, subject to certain conditions. On the SPV Asset Facility IV Stated Maturity, ORCC Financing IV must pay in full all outstanding fees and expenses and all principal and interest on outstanding borrowings, and the excess may be returned to the Company. From the SPV Asset Facility IV Closing Date to the SPV Asset Facility IV Commitment Termination Date, there is a commitment fee ranging from 0.50% to 0.75% per annum on the undrawn amount, if any, of the revolving commitments in the SPV Asset Facility IV. The SPV Asset Facility IV contains customary covenants, including certain financial maintenance covenants, limitations on the activities of ORCC Financing IV, including limitations on incurrence of incremental indebtedness, and customary events of default. The SPV Asset Facility IV is secured by a perfected first priority security interest in the assets of ORCC Financing IV and on any payments received by ORCC Financing IV in respect of those assets. Assets pledged to the Lenders will not be available to pay the debts of the Company. CLOs CLO I On May 28, 2019 (the “CLO I Closing Date”), the Company completed a $596 million term debt securitization transaction (the “CLO I Transaction”), also known as a collateralized loan obligation transaction, which is a form of secured financing incurred by the Company. The secured notes and preferred shares issued in the CLO I Transaction and the secured loan borrowed in the CLO I Transaction were issued and incurred, as applicable, by the Company’s consolidated subsidiaries Owl Rock CLO I, Ltd., an exempted company incorporated in the Cayman Islands with limited liability (the “CLO I Issuer”), and Owl Rock CLO I, LLC, a Delaware limited liability company (the “CLO I Co-Issuer” and together with the CLO I Issuer, the “CLO I Issuers”) and are backed by a portfolio of collateral obligations consisting of middle market loans and participation interests in middle market loans as well as by other assets of the CLO I Issuer. In the CLO I Transaction the CLO I Issuers (A) issued the following notes pursuant to an indenture and security agreement dated as of the CLO I Closing Date (the “CLO I Indenture”), by and among the CLO I Issuers and State Street Bank and Trust Company: (i) $242 million of AAA(sf) Class A Notes, which bear interest at three-month LIBOR plus 1.80%, (ii) $30 million of AAA(sf) Class A-F Notes, which bear interest at a fixed rate of 4.165%, and (iii) $68 million of AA(sf) Class B Notes, which bear interest at three-month LIBOR plus 2.70% (together, the “CLO I Notes”) and (B) borrowed $50 million under floating rate loans (the “Class A Loans” and together with the CLO I Notes, the “CLO I Debt”), which bear interest at three-month LIBOR plus 1.80%, under a credit agreement (the “CLO I Credit Agreement”), dated as of the CLO I Closing Date, by and among the CLO I Issuers, as borrowers, various financial institutions, as lenders, and State Street Bank and Trust Company, as collateral trustee and loan agent. The Class A Loans may be exchanged by the lenders for Class A Notes at any time, subject to certain conditions under the CLO I Credit Agreement and the CLO I Indenture. The CLO I Debt is scheduled to mature on May 20, 2031. The CLO I Notes were privately placed by Natixis Securities Americas, LLC and SG Americas Securities, LLC. Concurrently with the issuance of the CLO I Notes and the borrowing under the Class A Loans, the CLO I Issuer issued approximately $206.1 million of subordinated securities in the form of 206,106 preferred shares at an issue price of U.S.$1,000 per share (the “CLO I Preferred Shares”). The CLO I Preferred Shares were issued by the CLO I Issuer as part of its issued share capital and are not secured by the collateral securing the CLO I Debt. The Company owns all of the CLO I Preferred Shares, and as such, these securities are eliminated in consolidation. The Company acts as retention holder in connection with the CLO I Transaction for the purposes of satisfying certain U.S. and European Union regulations requiring sponsors of securitization transactions to retain exposure to the performance of the securitized assets and as such is required to retain a portion of the CLO I Preferred Shares. The Adviser serves as collateral manager for the CLO I Issuer under a collateral management agreement dated as of the CLO I Closing Date. The Adviser is entitled to receive fees for providing these services. The Adviser has waived its right to receive such fees but may rescind such waiver at any time; provided, however, that if the Adviser rescinds such waiver, the management fee payable to the Adviser pursuant to the Investment Advisory Agreement will be offset by the amount of the collateral management fee attributable to the CLO I Issuers’ equity or notes owned by the Company. The CLO I Debt is secured by all of the assets of the CLO I Issuer, which will consist primarily of middle market loans, participation interests in middle market loans, and related rights and the cash proceeds thereof. As part of the CLO I Transaction, ORCC Financing II LLC and the Company sold and contributed approximately $575 million par amount of middle market loans to the CLO I Issuer on the CLO I Closing Date. Such loans constituted the initial portfolio assets securing the CLO I Debt. The Company and ORCC Financing II LLC each made customary representations, warranties, and covenants to the CLO I Issuer regarding such sales and contributions under a loan sale agreement. Through May 20, 2023, a portion of the proceeds received by the CLO I Issuer from the loans securing the CLO I Debt may be used by the CLO I Issuer to purchase additional middle market loans under the direction of the Adviser as the collateral manager for the CLO I Issuer and in accordance with the Company’s investing strategy and ability to originate eligible middle market loans. The CLO I Debt is the secured obligation of the CLO I Issuers, and the CLO I Indenture and the CLO I Credit Agreem |
Commitments and Contingencies
Commitments and Contingencies | 9 Months Ended |
Sep. 30, 2022 | |
Commitments and Contingencies Disclosure [Abstract] | |
Commitments and Contingencies | Commitments and Contingencies Portfolio Company Commitments From time to time, the Company may enter into commitments to fund investments. As of September 30, 2022 and December 31, 2021, the Company had the following outstanding commitments to fund investments in current portfolio companies: Portfolio Company Investment September 30, 2022 December 31, 2021 ($ in thousands) 3ES Innovation Inc. (dba Aucerna) First lien senior secured revolving loan $ 2,193 $ 3,893 AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC LLC Interest 45,000 — AAM Series 2.1 Aviation Feeder, LLC LLC Interest 43,632 — ABB/Con-cise Optical Group LLC First lien senior secured revolving loan 495 — Accela, Inc. First lien senior secured revolving loan 1,500 3,000 Alera Group, Inc. First lien senior secured delayed draw term loan — 417 AmeriLife Holdings LLC First lien senior secured delayed draw term loan 182 — AmeriLife Holdings LLC First lien senior secured revolving loan 91 — AmSpec Group, Inc. (fka AmSpec Services Inc.) First lien senior secured revolving loan 11,750 10,665 Anaplan, Inc. First lien senior secured revolving loan 9,722 — Apex Group Treasury, LLC Second lien senior secured delayed draw term loan — 25,147 Apex Service Partners, LLC First lien senior secured delayed draw term loan 164 — Apex Service Partners, LLC First lien senior secured revolving loan 50 — Apptio, Inc. First lien senior secured revolving loan 1,667 1,667 Aramsco, Inc. First lien senior secured revolving loan 8,099 8,378 Ardonagh Midco 3 PLC First lien senior secured GBP delayed draw term loan 9,097 11,038 Armstrong Bidco Limited (dba The Access Group) First lien senior secured delayed draw term loan 760 — Ascend Buyer, LLC (dba PPC Flexible Packaging) First lien senior secured revolving loan 489 471 Associations, Inc. First lien senior secured delayed draw term loan 46,567 — Associations, Inc. First lien senior secured revolving loan 32,923 32,923 AxiomSL Group, Inc. First lien senior secured delayed draw term loan 8,331 8,331 AxiomSL Group, Inc. First lien senior secured revolving loan 18,227 18,227 Bayshore Intermediate #2, L.P. (dba Boomi) First lien senior secured revolving loan 6,913 6,913 BCPE Osprey Buyer, Inc. (dba PartsSource) First lien senior secured delayed draw term loan 28,014 28,014 BCPE Osprey Buyer, Inc. (dba PartsSource) First lien senior secured revolving loan 11,855 11,855 BCTO BSI Buyer, Inc. (dba Buildertrend) First lien senior secured revolving loan 8,036 2,339 Blend Labs, Inc. First lien senior secured revolving loan 7,500 7,500 BP Veraison Buyer, LLC (dba Sun World) First lien senior secured delayed draw term loan 29,054 29,054 BP Veraison Buyer, LLC (dba Sun World) First lien senior secured revolving loan 8,716 8,716 Brightway Holdings, LLC First lien senior secured revolving loan 3,158 3,158 Centrify Corporation First lien senior secured revolving loan 3,409 6,817 Chapford SMA Partnership, L.P. LP Interest 8,575 — CivicPlus, LLC First lien senior secured delayed draw term loan — 6,673 CivicPlus, LLC First lien senior secured revolving loan 2,698 1,335 Denali BuyerCo, LLC (dba Summit Companies) First lien senior secured delayed draw term loan 4,008 9,849 Denali BuyerCo, LLC (dba Summit Companies) First lien senior secured revolving loan 2,998 3,556 Diamondback Acquisition, Inc. (dba Sphera) First lien senior secured delayed draw term loan 1,080 1,080 Dodge Data & Analytics LLC First lien senior secured revolving loan — 1,888 Portfolio Company Investment September 30, 2022 December 31, 2021 Douglas Products and Packaging Company LLC First lien senior secured revolving loan 8,619 3,936 EET Buyer, Inc. (dba e-Emphasys) First lien senior secured revolving loan 455 455 Entertainment Benefits Group, LLC First lien senior secured revolving loan 133 11,200 Evolution BuyerCo, Inc. (dba SIAA) First lien senior secured revolving loan 10,709 10,709 Forescout Technologies, Inc. First lien senior secured delayed draw term loan 48,750 — Forescout Technologies, Inc. First lien senior secured revolving loan 5,345 5,345 Fortis Solutions Group, LLC First lien senior secured delayed draw term loan 155 1,347 Fortis Solutions Group, LLC First lien senior secured revolving loan 431 462 Fullsteam Operations, LLC First lien senior secured delayed draw term loan 6,838 — Gainsight, Inc. First lien senior secured revolving loan 3,357 3,357 Galls, LLC First lien senior secured revolving loan 14,186 20,468 Gaylord Chemical Company, L.L.C. First lien senior secured revolving loan 13,202 13,202 Gerson Lehrman Group, Inc. First lien senior secured revolving loan 21,563 21,563 GI Ranger Intermediate, LLC (dba Rectangle Health) First lien senior secured delayed draw term loan — 614 GI Ranger Intermediate, LLC (dba Rectangle Health) First lien senior secured revolving loan 332 369 Global Music Rights, LLC First lien senior secured revolving loan 667 667 GovBrands Intermediate, Inc. First lien senior secured delayed draw term loan 1,111 1,111 GovBrands Intermediate, Inc. First lien senior secured revolving loan 573 793 Granicus, Inc. First lien senior secured delayed draw term loan 1,006 1,006 Granicus, Inc. First lien senior secured revolving loan 1,187 1,187 Guidehouse Inc. First lien senior secured revolving loan — 351 H&F Opportunities LUX III S.À R.L (dba Checkmarx) First lien senior secured revolving loan 16,250 16,250 Hercules Borrower, LLC (dba The Vincit Group) First lien senior secured revolving loan 18,685 20,916 HGH Purchaser, Inc. (dba Horizon Services) First lien senior secured delayed draw term loan 12,803 49,359 HGH Purchaser, Inc. (dba Horizon Services) First lien senior secured revolving loan 6,520 7,031 Hissho Sushi Merger Sub LLC First lien senior secured revolving loan 65 — Hometown Food Company First lien senior secured revolving loan 3,529 4,235 Ideal Image Development, LLC First lien senior secured delayed draw term loan 1,463 — Ideal Image Development, LLC First lien senior secured revolving loan 1,829 — Ideal Tridon Holdings, Inc. First lien senior secured revolving loan 5,727 3,927 IG Investments Holdings, LLC (dba Insight Global) First lien senior secured revolving loan 3,974 1,987 Indigo Buyer, Inc. (dba Inovar Packaging Group) First lien senior secured delayed draw term loan 250 — Indigo Buyer, Inc. (dba Inovar Packaging Group) First lien senior secured revolving loan 83 — Individual Foodservice Holdings, LLC First lien senior secured delayed draw term loan — 6,890 Individual Foodservice Holdings, LLC First lien senior secured revolving loan 21,567 20,609 Inovalon Holdings, Inc. First lien senior secured delayed draw term loan 18,988 18,988 Integrity Marketing Acquisition, LLC First lien senior secured revolving loan 14,832 14,832 Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.) First lien senior secured revolving loan 1,607 1,607 Interoperability Bidco, Inc. (dba Lyniate) First lien senior secured revolving loan 3,043 4,000 IQN Holding Corp. (dba Beeline) First lien senior secured revolving loan — 22,672 Kaseya Inc. First lien senior secured delayed draw term loan 1,134 — Kaseya Inc. First lien senior secured revolving loan 1,134 — KPSKY Acquisition, Inc. (dba BluSky) First lien senior secured delayed draw term loan — 256 Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC) First lien senior secured revolving loan 600 8,700 Portfolio Company Investment September 30, 2022 December 31, 2021 Lazer Spot Holdings, Inc. (f/k/a Lazer Spot GB Holdings, Inc.) First lien senior secured revolving loan 26,833 26,833 Mario Purchaser, LLC (dba Len the Plumber) First lien senior secured delayed draw term loan 4,880 — Mario Midco Holdings, Inc. First lien senior secured revolving loan 1,381 — Lignetics Investment Corp. First lien senior secured delayed draw term loan 3,922 3,922 Lignetics Investment Corp. First lien senior secured revolving loan 549 3,922 Litera Bidco LLC First lien senior secured delayed draw term loan — 5,176 Litera Bidco LLC First lien senior secured revolving loan 5,738 5,738 Medline Borrower, LP First lien senior secured revolving loan 7,190 7,190 MHE Intermediate Holdings, LLC (dba OnPoint Group) First lien senior secured delayed draw term loan — 9,850 MHE Intermediate Holdings, LLC (dba OnPoint Group) First lien senior secured revolving loan 15,536 15,536 Milan Laser Holdings LLC First lien senior secured revolving loan 2,078 2,078 MINDBODY, Inc. First lien senior secured revolving loan 6,071 6,071 Ministry Brands Holdings, LLC First lien senior secured delayed draw term loan 226 226 Ministry Brands Holdings, LLC First lien senior secured revolving loan 68 68 National Dentex Labs LLC (fka Barracuda Dental LLC) First lien senior secured delayed draw term loan — 3,980 National Dentex Labs LLC (fka Barracuda Dental LLC) First lien senior secured revolving loan — 6,322 Natural Partners, LLC First lien senior secured revolving loan 68 — Nelipak Holding Company First lien senior secured USD revolving loan 6,299 4,288 Nelipak Holding Company First lien senior secured EUR revolving loan 6,214 7,518 NMI Acquisitionco, Inc. (dba Network Merchants) First lien senior secured delayed draw term loan 4,073 4,073 NMI Acquisitionco, Inc. (dba Network Merchants) First lien senior secured revolving loan 1,652 1,652 Norvax, LLC (dba GoHealth) First lien senior secured revolving loan 2,761 2,761 Notorious Topco, LLC (dba Beauty Industry Group) First lien senior secured delayed draw term loan 6,385 15,962 Notorious Topco, LLC (dba Beauty Industry Group) First lien senior secured revolving loan 9,577 7,981 OB Hospitalist Group, Inc. First lien senior secured revolving loan 12,119 13,533 Ole Smoky Distillery, LLC First lien senior secured revolving loan 116 — Pacific BidCo Inc. First lien senior secured delayed draw term loan 3,436 — Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.) First lien senior secured revolving loan 13,538 13,538 Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services) First lien senior secured delayed draw term loan — 8,695 Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services) First lien senior secured revolving loan 6,161 6,161 Plasma Buyer LLC (dba PathGroup) First lien senior secured delayed draw term loan 176 — Plasma Buyer LLC (dba PathGroup) First lien senior secured revolving loan 76 — Pluralsight, LLC First lien senior secured revolving loan 6,235 6,235 PPV Intermediate Holdings, LLC First lien senior secured delayed draw term loan 180 — PPV Intermediate Holdings, LLC First lien senior secured revolving loan 67 — Project Power Buyer, LLC (dba PEC-Veriforce) First lien senior secured revolving loan 3,188 3,188 QAD, Inc. First lien senior secured revolving loan 3,429 3,429 PS Operating Company LLC (fka QC Supply, LLC) First lien senior secured revolving loan 1,324 2,650 Quva Pharma, Inc. First lien senior secured revolving loan 2,240 4,000 Reef Global Acquisition LLC (fka Cheese Acquisition, LLC) First lien senior secured revolving loan — 5,377 Refresh Parent Holdings, Inc. First lien senior secured delayed draw term loan — 797 Refresh Parent Holdings, Inc. First lien senior secured revolving loan — 6,897 Portfolio Company Investment September 30, 2022 December 31, 2021 Relativity ODA LLC First lien senior secured revolving loan 7,333 7,333 SailPoint Technologies Holdings, Inc. First lien senior secured revolving loan 4,358 — Securonix, Inc. First lien senior secured revolving loan 153 — SimpliSafe Holding Corporation First lien senior secured delayed draw term loan 772 — Smarsh Inc. First lien senior secured delayed draw term loan 190 — Smarsh Inc. First lien senior secured revolving loan 48 — Sonny's Enterprises LLC First lien senior secured revolving loan 17,969 15,402 Spotless Brands, LLC First lien senior secured delayed draw term loan 5,637 — Spotless Brands, LLC First lien senior secured revolving loan 360 — SWK BUYER, Inc. (dba Stonewall Kitchen) First lien senior secured delayed draw term loan 175 — SWK BUYER, Inc. (dba Stonewall Kitchen) First lien senior secured revolving loan 17 — Swipe Acquisition Corporation (dba PLI) First lien senior secured delayed draw term loan 6,228 10,230 Swipe Acquisition Corporation (dba PLI) Letter of Credit 7,118 7,118 Tahoe Finco, LLC First lien senior secured revolving loan 9,244 9,244 TC Holdings, LLC (dba TrialCard) First lien senior secured revolving loan — 7,685 Tamarack Intermediate, L.L.C. (dba Verisk 3E) First lien senior secured revolving loan 141 — Tempo Buyer Corp. (dba Global Claims Services) First lien senior secured delayed draw term loan 308 308 Tempo Buyer Corp. (dba Global Claims Services) First lien senior secured revolving loan 145 154 The Shade Store, LLC First lien senior secured revolving loan 909 909 THG Acquisition, LLC (dba Hilb) First lien senior secured revolving loan 8,608 8,608 The NPD Group, L.P. First lien senior secured revolving loan 1,510 — Thunder Purchaser, Inc. (dba Vector Solutions) First lien senior secured delayed draw term loan 7,018 10,965 Thunder Purchaser, Inc. (dba Vector Solutions) First lien senior secured revolving loan 2,522 3,838 Troon Golf, L.L.C. First lien senior secured revolving loan 21,622 21,621 Ultimate Baked Goods Midco, LLC First lien senior secured revolving loan 2,984 4,724 Unified Women's Healthcare, LP First lien senior secured delayed draw term loan 55 — Unified Women's Healthcare, LP First lien senior secured revolving loan 88 — USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners) First lien senior secured revolving loan 4,239 4,168 Valence Surface Technologies LLC First lien senior secured revolving loan 49 49 Velocity HoldCo III Inc. (dba VelocityEHS) First lien senior secured revolving loan 1,340 1,340 When I Work, Inc. First lien senior secured revolving loan 925 925 Wingspire Capital Holdings LLC LLC Interest $ 45,855 $ 51,962 WU Holdco, Inc. (dba Weiman Products, LLC) First lien senior secured delayed draw term loan $ — $ 14,829 WU Holdco, Inc. (dba Weiman Products, LLC) First lien senior secured revolving loan $ 9,219 $ 13,444 Total Unfunded Portfolio Company Commitments $ 970,580 $ 963,808 As of September 30, 2022, the Company believed they had adequate financial resources to satisfy the unfunded portfolio company commitments. Other Commitments and Contingencies On November 3, 2020, the Board approved the 2020 Repurchase Program (the “2020 Repurchase Program”) under which the Company may repurchase up to $100 million of the Company’s outstanding common stock. Under the 2020 Repurchase Program, purchases may be made at management’s discretion from time to time in open-market transactions, in accordance with all applicable securities laws and regulations. Unless extended by the Board, the 2020 Repurchase Program will terminate 12-months from the date it was approved. On November 2, 2021, the Board approved an extension to the 2020 Repurchase Program for an additional 12-months. As of September 30, 2022, Goldman Sachs & Co., as agent, has repurchased 944,076 shares of the Company’s common stock pursuant to the 2020 Repurchase Program for approximately $12.6 million. From time to time, the Company may become a party to certain legal proceedings incidental to the normal course of its business. At September 30, 2022, management was not aware of any material pending or threatened litigation that would require accounting recognition or financial statement disclosure. |
Net Assets
Net Assets | 9 Months Ended |
Sep. 30, 2022 | |
Equity [Abstract] | |
Net Assets | Net Assets Equity Issuances The Company has the authority to issue 500,000,000 common shares at $0.01 per share par value. There were no sales of the Company’s common stock during the nine months ended September 30, 2022 and 2021. Distributions The following table reflects the distributions declared on shares of the Company’s common stock during the nine months ended September 30, 2022: September 30, 2022 Date Declared Record Date Payment Date Distribution per Share August 2, 2022 September 30, 2022 November 15, 2022 $ 0.31 May 3, 2022 June 30, 2022 August 15, 2022 $ 0.31 February 23, 2022 March 31, 2022 May 13, 2022 $ 0.31 The following table reflects the distributions declared on shares of the Company’s common stock during the nine months ended September 30, 2021: September 30, 2021 Date Declared Record Date Payment Date Distribution per Share August 3, 2021 September 30, 2021 November 15, 2021 $ 0.31 May 5, 2021 June 30, 2021 August 13, 2021 $ 0.31 February 23, 2021 March 31, 2021 May 14, 2021 $ 0.31 Dividend Reinvestment With respect to distributions, the Company has adopted an “opt out” dividend reinvestment plan for common shareholders. As a result, in the event of a declared distribution, each shareholder that has not “opted out” of the dividend reinvestment plan will have their dividends or distributions automatically reinvested in additional shares of the Company’s common stock rather than receiving cash distributions. If newly issued shares are used to implement the dividend reinvestment plan, the number of shares to be issued to a shareholder will be determined by dividing the total dollar amount of the cash dividend or distribution payable to a shareholder by the market price per share of our common stock at the close of regular trading on the New York Stock Exchange on the payment date of a distribution, or if no sale is reported for such day, the average of the reported bid and ask prices. However, if the market price per share on the payment date of a cash dividend or distribution exceeds the most recently computed net asset value per share, we will issue shares at the greater of (i) the most recently computed net asset value per share and (ii) 95% of the current market price per share (or such lesser discount to the current market price per share that still exceeded the most recently computed net asset value per share). If shares are purchased in the open market to implement the dividend reinvestment plan, the number of shares to be issued to a shareholder shall be determined by dividing the dollar amount of the cash dividend payable to such shareholder by the weighted average price per share for all shares purchased by the plan administrator in the open market in connection with the dividend. Shareholders who receive distributions in the form of shares of common stock will be subject to the same U.S. federal, state and local tax consequences as if they received cash distributions. The following table reflects the shares distributed pursuant to the dividend reinvestment plan during the nine months ended September 30, 2022: Date Declared Record Date Payment Date Shares May 3, 2022 June 30, 2022 August 15, 2022 886,113 (1) February 23, 2022 March 31, 2022 May 15, 2022 830,764 (1) November 2, 2021 December 31, 2021 January 31, 2022 814,084 (1) Shares p urchased in the open market in order to satisfy dividends reinvested under our dividend reinvestment program. The following table reflects the common stock issued pursuant to the dividend reinvestment plan during the nine months ended September 30, 2021: Date Declared Record Date Payment Date Shares May 5, 2021 June 30, 2021 August 13, 2021 935,064 February 23, 2021 March 31, 2021 May 14, 2021 815,703 November 4, 2020 December 31, 2020 January 19, 2021 1,435,099 2020 Stock Repurchase Program On November 3, 2020, the Board approved the 2020 Repurchase Program under which the Company may repurchase up to $100 million of the Company’s outstanding common stock. Under the 2020 Repurchase Program program, purchases may be made at management’s discretion from time to time in open-market transactions, in accordance with all applicable securities laws and regulations. Unless extended by the Board, the 2020 Repurchase Program will terminate 12-months from the date it was approved. On November 2, 2021, the Board approved an extension to the 2020 Repurchase Program for an additional 12-months. As of September 30, 2022, Goldman Sachs & Co., as agent, has repurchased 944,076 shares of the Company’s common stock pursuant to the 2020 Repurchase Program for approximately $12.6 million. The following provides information regarding purchases of the Company’s common stock by Goldman Sachs & Co., as agent, pursuant to the 2020 Repurchase Program. For the period ended September 30, 2021, there were no repurchases under the 2020 Repurchase Program. For the period ended September 30, 2022, repurchases under the 2020 Repurchase Program were as follows: Period Total Number Average Price Paid per Share Approximate Approximate January 1, 2022 - January 31, 2022 — $ — $ — $ 97.4 February 1, 2022 - February 28, 2022 — $ — — 97.4 March 1, 2022 - March 31, 2022 — $ — — 97.4 April 1, 2022 - April 30, 2022 — $ — — 97.4 May 1, 2022 - May 31, 2022 757,926 $ 13.21 10.0 87.4 June 1, 2022 - June 30, 2022 — $ — — 87.4 July 1, 2022 - July 31, 2022 — $ — — 87.4 August 1, 2022 - August 31, 2022 — $ — — 87.4 September 1, 2022 - September 30, 2022 — $ — — 87.4 Total 757,926 10.0 |
Earnings Per Share
Earnings Per Share | 9 Months Ended |
Sep. 30, 2022 | |
Earnings Per Share [Abstract] | |
Earnings Per Share | Earnings Per Share The following table sets forth the computation of basic and diluted earnings per common share for the three and nine months ended September 30, 2022 and 2021: For the Three Months Ended September 30, For the Nine Months Ended September 30, ($ in thousands, except per share amounts) 2022 2021 2022 2021 Increase (decrease) in net assets resulting from operations $ 265,427 $ 142,851 $ 274,465 $ 450,876 Weighted average shares of common stock outstanding—basic and diluted 393,823,013 392,715,513 394,103,935 391,893,306 Earnings per common share-basic and diluted $ 0.67 $ 0.36 $ 0.70 $ 1.15 |
Income Taxes
Income Taxes | 9 Months Ended |
Sep. 30, 2022 | |
Income Tax Disclosure [Abstract] | |
Income Taxes | Income Taxes The Company has elected to be treated as a RIC under Subchapter M of the Code, and intends to operate in a manner so as to continue to qualify for the tax treatment applicable to RICs. To qualify for tax treatment as a RIC, the Company must, among other things, distribute to its shareholders in each taxable year generally at least 90% of the Company’s investment company taxable income, as defined by the Code, and net tax-exempt income for that taxable year. To maintain tax treatment as a RIC, the Company, among other things, intends to make the requisite distributions to its shareholders, which generally relieves the Company from corporate-level U.S. federal income taxes. Depending on the level of taxable income earned in a tax year, the Company can be expected to carry forward taxable income (including net capital gains, if any) in excess of current year dividend distributions from the current tax year into the next tax year and pay a nondeductible 4% U.S. federal excise tax on such taxable income, as required. To the extent that the Company determines that its estimated current year annual taxable income will be in excess of estimated current year dividend distributions from such income, the Company will accrue excise tax on estimated excess taxable income. For the three and nine months ended September 30, 2022, the Company recorded U.S. federal income tax expense/(benefit) of $1.6 million and $4.0 million, respectively, including no U.S. federal excise tax expense/(benefit). For the three and nine months ended September 30, 2021, the Company recorded U.S. federal income tax expense/(benefit) of $1.7 million and $3.0 million, respectively, including no U.S. federal excise tax expense/(benefit) for the three months ended September 30, 2021 and $21.6 thousand for the nine months ended September 30, 2021. Taxable Subsidiaries Certain of the Company’s consolidated subsidiaries are subject to U.S. federal and state corporate-level income taxes. For the three and nine months ended September 30, 2022, the Company recorded a net tax expense of approximately $1.6 million and $4.0 million for taxable subsidiaries, respectively. For the three and nine months ended September 30, 2021, the Company recorded a net tax expense of approximately $1.7 million and $3.0 million for taxable subsidiaries, respectively. |
Financial Highlights
Financial Highlights | 9 Months Ended |
Sep. 30, 2022 | |
Investment Company [Abstract] | |
Financial Highlights | Financial Highlights The following are the financial highlights for a common share outstanding during the nine months ended September 30, 2022 and 2021: For the Nine Months Ended September 30, ($ in thousands, except share and per share amounts) 2022 2021 Per share data: Net asset value, beginning of period $ 15.08 $ 14.74 Net investment income(1) 1.00 0.90 Net realized and unrealized gain (loss) (0.30) 0.24 Total from operations 0.70 1.14 Repurchase of common shares(2) — — Distributions declared from earnings(2) (0.93) (0.93) Total increase (decrease) in net assets (0.23) 0.21 Net asset value, end of period 14.85 14.95 Shares outstanding, end of period 393,823,013 393,152,554 Per share market value at end of period 10.37 14.12 Total Return, based on market value(3) (21.1) % 18.9 % Total Return, based on net asset value(4) 5.2 % 7.9 % Ratios / Supplemental Data(5) Ratio of total expenses to average net assets(6) 10.4 % 8.9 % Ratio of net investment income to average net assets 9.0 % 8.1 % Net assets, end of period 5,847,788 5,876,992 Weighted-average shares outstanding 394,103,935 391,893,306 Total capital commitments, end of period N/A N/A Ratio of total contributed capital to total committed capital, end of period N/A N/A Portfolio turnover rate 10.1 % 34.0 % _______________ (1) The per share data was derived using the weighted average shares outstanding during the period. (2) The per share data was derived using actual shares outstanding at the date of the relevant transaction. (3) Total return based on market value is calculated as the change in market value per share during the respective periods, taking into account dividends and distributions, if any, reinvested in accordance with the Company’s dividend reinvestment plan. (4) Total return is calculated as the change in net asset value (“NAV”) per share during the period, plus distributions per share (assuming dividends and distributions, if any, are reinvested in accordance with the Company’s dividend reinvestment plan), if any, divided by the beginning NAV per share. (5) Does not include expenses of investment companies in which the Company invests. (6) The ratios reflect an annualized amount. |
Subsequent Events
Subsequent Events | 9 Months Ended |
Sep. 30, 2022 | |
Subsequent Events [Abstract] | |
Subsequent Events | Subsequent Events In preparing these financial statements, the Company has evaluated events and transactions for potential recognition or disclosure through the date of issuance. There are no subsequent events to disclose except for the following: On October 3, 2022, ORCC Financing IV LLC executed a Termination Letter terminating SPV Facility IV and the related loan documents. On such date, ORCC Financing IV LLC repaid all outstanding obligations under SPV Facility IV (and related loan documents) and the related security interests, liens and pledges in favor of the collateral agent or any other secured party securing such obligations were released and discharged. On November 1, 2022, the Board declared a fourth quarter dividend of $0.33 per share for stockholders of record as of December 30, 2022, payable on or before January 13, 2023 and a third quarter supplemental dividend of $0.03 per share for stockholders of record as of November 30, 2022, payable on or before December 15, 2022. On November 1, 2022, the Board approved the 2022 Repurchase Program under which the Company may repurchase up to $150 million of the Company's common stock. Under the 2022 Repurchase Program, purchases may be made at management's discretion from time to time in open-market transactions, including pursuant to trading plans with investment banks pursuant to Rule |
N-2
N-2 - USD ($) $ / shares in Units, $ in Millions | 9 Months Ended | 12 Months Ended | |||||
Sep. 30, 2022 | Dec. 31, 2021 | Dec. 31, 2020 | Dec. 31, 2019 | Dec. 31, 2018 | Dec. 31, 2017 | Dec. 31, 2016 | |
Cover [Abstract] | |||||||
Entity Central Index Key | 0001655888 | ||||||
Amendment Flag | false | ||||||
Securities Act File Number | 814-01190 | ||||||
Document Type | 10-Q | ||||||
Entity Registrant Name | OWL ROCK CAPITAL CORP | ||||||
Entity Address, Address Line One | 399 Park Avenue | ||||||
Entity Address, Address Line Two | 38th Floor | ||||||
Entity Address, City or Town | New York | ||||||
Entity Address, State or Province | NY | ||||||
Entity Address, Postal Zip Code | 10022 | ||||||
City Area Code | 212 | ||||||
Local Phone Number | 419-3000 | ||||||
Entity Emerging Growth Company | false | ||||||
Financial Highlights [Abstract] | |||||||
Senior Securities [Table Text Block] | Information about our senior securities is shown in the following table as of September 30, 2022 and the fiscal years ended December 31, 2021, 2020, 2019, 2018, 2017 and 2016. Class and Period Total Amount Outstanding Exclusive of Treasury Securities(1) Asset Coverage per Unit(2) Involuntary Liquidating Preference per Unit(3) Average Market Value per Unit(4) Revolving Credit Facility September 30, 2022 (unaudited) $ 406.9 $ 1,795 — N/A December 31, 2021 $ 892.3 $ 1,820 — N/A December 31, 2020 $ 252.5 $ 2,060 — N/A December 31, 2019 $ 480.9 $ 2,926 — N/A December 31, 2018 $ 308.6 $ 2,254 — N/A December 31, 2017 $ — $ 2,580 — N/A SPV Asset Facility I(6) December 31, 2020 $ — $ — — N/A December 31, 2019 $ 300.0 $ 2,926 — N/A December 31, 2018 $ 400.0 $ 2,254 — N/A December 31, 2017 $ 400.0 $ 2,580 — N/A SPV Asset Facility II September 30, 2022 (unaudited) $ 250.0 $ 1,795 — N/A December 31, 2021 $ 100.0 $ 1,820 — N/A December 31, 2020 $ 100.0 $ 2,060 — N/A December 31, 2019 $ 350.0 $ 2,926 — N/A December 31, 2018 $ 550.0 $ 2,254 — N/A SPV Asset Facility III September 30, 2022 (unaudited) $ 250.0 $ 1,795 — N/A December 31, 2021 $ 190.0 $ 1,820 — N/A December 31, 2020 $ 375.0 $ 2,060 — N/A December 31, 2019 $ 255.0 $ 2,926 — N/A December 31, 2018 $ 300.0 $ 2,254 — N/A SPV Asset Facility IV September 30, 2022 (unaudited) $ 76.5 $ 1,795 — N/A December 31, 2021 $ 155.0 $ 1,820 — N/A December 31, 2020 $ 295.0 $ 2,060 — N/A December 31, 2019 $ 60.3 $ 2,926 — N/A CLO I September 30, 2022 (unaudited) $ 390.0 $ 1,795 — N/A December 31, 2021 $ 390.0 $ 1,820 — N/A December 31, 2020 $ 390.0 $ 2,060 — N/A December 31, 2019 $ 390.0 $ 2,926 — N/A CLO II September 30, 2022 (unaudited) $ 260.0 $ 1,795 — N/A December 31, 2021 $ 260.0 $ 1,820 — N/A December 31, 2020 $ 260.0 $ 2,060 — N/A December 31, 2019 $ 260.0 $ 2,926 — N/A CLO III September 30, 2022 (unaudited) $ 260.0 $ 1,795 — N/A December 31, 2021 $ 260.0 $ 1,820 — N/A December 31, 2020 $ 260.0 $ 2,060 — N/A CLO IV September 30, 2022 (unaudited) $ 292.5 $ 1,795 — N/A December 31, 2021 $ 292.5 $ 1,820 — N/A December 31, 2020 $ 252.0 $ 2,060 — N/A Class and Period Total Amount Outstanding Exclusive of Treasury Securities(1) Asset Coverage per Unit(2) Involuntary Liquidating Preference per Unit(3) Average Market Value per Unit(4) CLO V September 30, 2022 (unaudited) $ 509.6 $ 1,795 — N/A December 31, 2021 $ 196.0 $ 1,820 — N/A December 31, 2020 $ 196.0 $ 2,060 — N/A CLO VI September 30, 2022 (unaudited) $ 260.0 $ 1,795 — N/A December 31, 2021 $ 260.0 $ 1,820 — N/A CLO VII September 30, 2022 (unaudited) $ 239.2 $ 1,795 — N/A Subscription Credit Facility(5) December 31, 2019 $ — $ — — N/A December 31, 2018 $ 883.0 $ 2,254 — N/A December 31, 2017 $ 393.5 $ 2,580 — N/A December 31, 2016 $ 495.0 $ 2,375 — N/A 2023 Notes(7) December 31, 2021 $ — $ — — N/A December 31, 2020 $ 150.0 $ 2,060 — N/A December 31, 2019 $ 150.0 $ 2,926 — N/A December 31, 2018 $ 150.0 $ 2,254 — N/A December 31, 2017 $ 138.5 $ 2,580 — N/A 2024 Notes September 30, 2022 (unaudited) $ 400.0 $ 1,795 — $ 1,017.0 December 31, 2021 $ 400.0 $ 1,820 — $ 1,089.7 December 31, 2020 $ 400.0 $ 2,060 — $ 1,037.1 December 31, 2019 $ 400.0 $ 2,926 — $ 1,039.3 2025 Notes September 30, 2022 (unaudited) $ 425.0 $ 1,795 — $ 979.0 December 31, 2021 $ 425.0 $ 1,820 — $ 1,057.3 December 31, 2020 $ 425.0 $ 2,060 — $ 984.2 December 31, 2019 $ 425.0 $ 2,926 — $ 997.9 July 2025 Notes September 30, 2022 (unaudited) $ 500.0 $ 1,795 — $ 963.0 December 31, 2021 $ 500.0 $ 1,820 — $ 1,049.9 December 31, 2020 $ 500.0 $ 2,060 — $ 971.1 2026 Notes September 30, 2022 (unaudited) $ 500.0 $ 1,795 — $ 970.0 December 31, 2021 $ 500.0 $ 1,820 — $ 1,068.7 December 31, 2020 $ 500.0 $ 2,060 — $ 1,018.5 July 2026 Notes September 30, 2022 (unaudited) $ 1,000.0 $ 1,795 — $ 925.0 December 31, 2021 $ 1,000.0 $ 1,820 — $ 1,032.8 December 31, 2020 $ 1,000.0 $ 2,060 — $ 1,005.0 2027 Notes September 30, 2022 (unaudited) $ 500.0 $ 1,795 — $ 880.0 December 31, 2021 $ 500.0 $ 1,820 — $ 997.4 2028 Notes September 30, 2022 (unaudited) $ 850.0 $ 1,795 — $ 855.0 December 31, 2021 $ 850.0 $ 1,820 — $ 994.3 ________________ (1) Total amount of each class of senior securities outstanding at the end of the period presented. (2) Asset coverage per unit is the ratio of the carrying value of our total assets, less all liabilities excluding indebtedness represented by senior securities in this table, to the aggregate amount of senior securities representing indebtedness. Asset coverage per unit is expressed in terms of dollar amounts per $1,000 of indebtedness and is calculated on a consolidated basis. (3) The amount to which such class of senior security would be entitled upon our involuntary liquidation in preference to any security junior to it. The “—" in this column indicates information that the SEC expressly does not require to be disclosed for certain types of senior securities. (4) Not applicable, except for with respect to the 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes as other senior securities are not registered for public trading on a stock exchange. The average market value per unit for each of the 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes is based on the average daily prices of such notes and is expressed per $1,000 of indebtedness. (5) Facility was terminated in 2019. (6) Facility was terminated in 2020. (7) On November 23, 2021, we caused notice to be issued to the holders of the 2023 Notes regarding our exercise of the option to redeem in full all $150 million in aggregate principal amount of the 2023 Notes at 100% of their principal amount, plus the accrued and unpaid interest thereon through, but excluding, the redemption date, December 23, 2021. On December 23, 2021, we redeemed in full all $150 million in aggregate principal amount of the 2023 Notes at 100% of their principal amount, plus the accrued and unpaid interest thereon through, but excluding, December 23, 2021. | ||||||
Senior Securities Averaging Method, Note [Text Block] | Not applicable, except for with respect to the 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes as other senior securities are not registered for public trading on a stock exchange. The average market value per unit for each of the 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes is based on the average daily prices of such notes and is expressed per $1,000 of indebtedness. | ||||||
Senior Securities Headings, Note [Text Block] | Total amount of each class of senior securities outstanding at the end of the period presented. Asset coverage per unit is the ratio of the carrying value of our total assets, less all liabilities excluding indebtedness represented by senior securities in this table, to the aggregate amount of senior securities representing indebtedness. Asset coverage per unit is expressed in terms of dollar amounts per $1,000 of indebtedness and is calculated on a consolidated basis. The amount to which such class of senior security would be entitled upon our involuntary liquidation in preference to any security junior to it. The “—" in this column indicates information that the SEC expressly does not require to be disclosed for certain types of senior securities. | ||||||
General Description of Registrant [Abstract] | |||||||
Investment Objectives and Practices [Text Block] | Our Investment Framework We are a Maryland corporation organized primarily to originate and make loans to, and make debt and equity investments in, U.S. middle market companies. Our investment objective is to generate current income, and to a lesser extent, capital appreciation by targeting investment opportunities with favorable risk-adjusted returns. Since our Adviser and its affiliates began investment activities in April 2016 through September 30, 2022, our Adviser and its affiliates have originated $69.4 billion aggregate principal amount of investments, of which $65.9 billion of aggregate principal amount of investments prior to any subsequent exits or repayments, was retained by either us or a corporation or fund advised by our Adviser or its affiliates. We seek to participate in transactions sponsored by what we believe to be high-quality private equity and venture capital firms capable of providing both operational and financial resources. We seek to generate current income primarily in U.S. middle market companies through direct originations of senior secured loans or originations of unsecured loans, subordinated loans or mezzanine loans, broadly syndicated loans and, to a lesser extent, investments in equity and equity-related securities including warrants, preferred stock and similar forms of senior equity. Our equity investments are typically not control-oriented investments and we may structure such equity investments to include provisions protecting our rights as a minority-interest holder. We define “middle market companies” generally to mean companies with earnings before interest expense, income tax expense, depreciation and amortization, or “EBITDA,” between $10 million and $250 million annually and/or annual revenue of $50 million to $2.5 billion at the time of investment, although we may on occasion invest in smaller or larger companies if an opportunity presents itself. We generally seek to invest in companies with a loan-to-value ratio of 50% or below. We expect that generally our portfolio composition will be majority debt or income producing securities, which may include “covenant-lite” loans (as defined below), with a lesser allocation to equity or equity-linked opportunities, which we may hold directly or through special purpose vehicles. In addition, we may invest a portion of our portfolio in opportunistic investments and broadly syndicated loans, which will not be our primary focus, but will be intended to enhance returns to our shareholders and from time to time, we may evaluate and enter into strategic portfolio transactions which may result in additional portfolio companies which we are considered to control. These investments may include high-yield bonds and broadly-syndicated loans, including publicly traded debt instruments, which are typically originated and structured by banks on behalf of large corporate borrowers with employee counts, revenues, EBITDAs and enterprise values larger than the middle market characteristics described above. In addition, we generally do not intend to invest more than 20% of our total assets in companies whose principal place of business is outside the United States, although we do not generally intend to invest in companies whose principal place of business is in an emerging market. Our portfolio composition may fluctuate from time to time based on market conditions and interest rates. Covenants are contractual restrictions that lenders place on companies to limit the corporate actions a company may pursue. Generally, the loans in which we expect to invest will have financial maintenance covenants, which are used to proactively address materially adverse changes in a portfolio company’s financial performance. However, to a lesser extent, we may invest in “covenant-lite” loans. We use the term “covenant-lite” to refer generally to loans that do not have a complete set of financial maintenance covenants. Generally, “covenant-lite” loans provide borrower companies more freedom to negatively impact lenders because their covenants are incurrence-based, which means they are only tested and can only be breached following an affirmative action of the borrower, rather than by a deterioration in the borrower’s financial condition. Accordingly, to the extent we invest in “covenant-lite” loans, we may have fewer rights against a borrower and may have a greater risk of loss on such investments as compared to investments in or exposure to loans with financial maintenance covenants. We target portfolio companies where we can structure larger transactions. As of September 30, 2022, our average debt investment size in each of our portfolio companies was approximately $68.4 million based on fair value. As of September 30, 2022, our portfolio companies, excluding the investment in ORCC SLF and certain investments that fall outside of our typical borrower profile and represent 82.3% of our total debt portfolio based on fair value, had weighted average annual revenue of $737 million, weighted average annual EBITDA of $159 million and an average interest coverage of 2.5x. The companies in which we invest use our capital to support their growth, acquisitions, market or product expansion, refinancings and/or recapitalizations. The debt in which we invest typically is not rated by any rating agency, but if these instruments were rated, they would likely receive a rating of below investment grade (that is, below BBB- or Baa3), which is often referred to as “high yield” or “junk”. A majority of our new investments are indexed to SOFR; however we have material contracts that are indexed to USD-LIBOR and are monitoring this activity, evaluating the related risks and our exposure, and adding alternative language to contracts, where necessary. Certain contracts have an orderly market transition already in process. However, it is not possible to predict the effect of any of these developments, and any future initiatives to regulate, reform or change the manner of administration of LIBOR could result in adverse consequences to the rate of interest payable and receivable on, market value of and market liquidity for LIBOR-based financial instruments. | ||||||
Senior Secured Revolving Credit Facility [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 406.9 | $ 892.3 | $ 252.5 | $ 480.9 | $ 308.6 | $ 0 | |
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | $ 2,254 | $ 2,580 | |
SPV Asset Facility I [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 0 | $ 300 | $ 400 | $ 400 | |||
Senior Securities Coverage per Unit | $ 0 | $ 2,926 | $ 2,254 | $ 2,580 | |||
SPV Asset Facility II [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 250 | $ 100 | $ 100 | $ 350 | $ 550 | ||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | $ 2,254 | ||
SPV Asset Facility III [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 250 | $ 190 | $ 375 | $ 255 | $ 300 | ||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | $ 2,254 | ||
SPV Asset Facility IV [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 76.5 | $ 155 | $ 295 | $ 60.3 | |||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | |||
CLO I [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 390 | $ 390 | $ 390 | $ 390 | |||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | |||
CLO II [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 260 | $ 260 | $ 260 | $ 260 | |||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | |||
CLO III [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 260 | $ 260 | $ 260 | ||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | ||||
CLO IV [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 292.5 | $ 292.5 | $ 252 | ||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | ||||
CLO V [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 509.6 | $ 196 | $ 196 | ||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | ||||
CLO VI [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 260 | $ 260 | |||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | |||||
CLO VII [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 239.2 | ||||||
Senior Securities Coverage per Unit | $ 1,795 | ||||||
Subscription Credit Facility [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 0 | $ 883 | $ 393.5 | $ 495 | |||
Senior Securities Coverage per Unit | $ 0 | $ 2,254 | $ 2,580 | $ 2,375 | |||
Notes 2023 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 0 | $ 150 | $ 150 | $ 150 | $ 138.5 | ||
Senior Securities Coverage per Unit | $ 0 | $ 2,060 | $ 2,926 | $ 2,254 | $ 2,580 | ||
Notes 2024 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 400 | $ 400 | $ 400 | $ 400 | |||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | |||
Senior Securities Average Market Value per Unit | $ 1,017 | $ 1,089.7 | $ 1,037.1 | $ 1,039.3 | |||
Notes 2025 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 425 | $ 425 | $ 425 | $ 425 | |||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | $ 2,926 | |||
Senior Securities Average Market Value per Unit | $ 979 | $ 1,057.3 | $ 984.2 | $ 997.9 | |||
Notes July 2025 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 500 | $ 500 | $ 500 | ||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | ||||
Senior Securities Average Market Value per Unit | $ 963 | $ 1,049.9 | $ 971.1 | ||||
Notes 2026 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 500 | $ 500 | $ 500 | ||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | ||||
Senior Securities Average Market Value per Unit | $ 970 | $ 1,068.7 | $ 1,018.5 | ||||
Notes July 2026 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 1,000 | $ 1,000 | $ 1,000 | ||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | $ 2,060 | ||||
Senior Securities Average Market Value per Unit | $ 925 | $ 1,032.8 | $ 1,005 | ||||
Notes 2027 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 500 | $ 500 | |||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | |||||
Senior Securities Average Market Value per Unit | $ 880 | $ 997.4 | |||||
Notes 2028 [Member] | |||||||
Financial Highlights [Abstract] | |||||||
Senior Securities Amount | $ 850 | $ 850 | |||||
Senior Securities Coverage per Unit | $ 1,795 | $ 1,820 | |||||
Senior Securities Average Market Value per Unit | $ 855 | $ 994.3 |
Significant Accounting Polici_2
Significant Accounting Policies (Policies) | 9 Months Ended |
Sep. 30, 2022 | |
Accounting Policies [Abstract] | |
Basis of Presentation | Basis of Presentation The accompanying consolidated financial statements are prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The Company is an investment company and, therefore, applies the specialized accounting and reporting guidance in Accounting Standards Codification (“ASC”) Topic 946, Financial Services – Investment Companies. In the opinion of management, all adjustments considered necessary for the fair presentation of the consolidated financial statements have been included. The Company was initially capitalized on March 1, 2016 and commenced operations on March 3, 2016. The Company’s fiscal year ends on December 31. |
Use of Estimates | Use of Estimates The preparation of the consolidated financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the consolidated financial statements. Actual amounts could differ from those estimates and such differences could be material. |
Cash | Cash Cash consists of deposits held at a custodian bank and restricted cash pledged as collateral. Cash is carried at cost, which approximates fair value. The Company deposits its cash with highly-rated banking corporations and, at times, may exceed the insured limits under applicable law. |
Investments at Fair Value | Investments at Fair Value Investment transactions are recorded on the trade date. Realized gains or losses are measured by the difference between the net proceeds received and the amortized cost basis of the investment using the specific identification method without regard to unrealized gains or losses previously recognized, and include investments charged off during the period, net of recoveries. The net change in unrealized gains or losses primarily reflects the change in investment values, including the reversal of previously recorded unrealized gains or losses with respect to investments realized during the period. Investments for which market quotations are readily available are typically valued at the average bid price of those market quotations. To validate market quotations, the Company utilizes a number of factors to determine if the quotations are representative of fair value, including the source and number of the quotations. Debt and equity securities that are not publicly traded or whose market prices are not readily available, as is the case for substantially all of the Company’s investments, are valued at fair value as determined in good faith by the Board, based on, among other things, the input of the Adviser, the Company’s audit committee and independent third-party valuation firm(s) engaged at the direction of the Board. As part of the valuation process, the Board takes into account relevant factors in determining the fair value of the Company’s investments, including: the estimated enterprise value of a portfolio company ( i.e. , the total fair value of the portfolio company’s debt and equity), the nature and realizable value of any collateral, the portfolio company’s ability to make payments based on its earnings and cash flow, the markets in which the portfolio company does business, a comparison of the portfolio company’s securities to any similar publicly traded securities, and overall changes in the interest rate environment and the credit markets that may affect the price at which similar investments may be made in the future. When an external event such as a purchase or sale transaction, public offering or subsequent equity sale occurs, the Board considers whether the pricing indicated by the external event corroborates its valuation. The Board undertakes a multi-step valuation process, which includes, among other procedures, the following: • With respect to investments for which market quotations are readily available, those investments will typically be valued at the average bid price of those market quotations; • With respect to investments for which market quotations are not readily available, the valuation process begins with the independent valuation firm(s) providing a preliminary valuation of each investment to the Adviser’s valuation committee; • Preliminary valuation conclusions are documented and discussed with the Adviser’s valuation committee. Agreed upon valuation recommendations are presented to the Audit Committee; • The Audit Committee reviews the valuation recommendations and recommends values for each investment to the Board; and • The Board reviews the recommended valuations and determines the fair value of each investment. The Company conducts this valuation process on a quarterly basis. The Company applies Financial Accounting Standards Board (“FASB”) Accounting Standards Codification 820, Fair Value Measurements (“ASC 820”), as amended, which establishes a framework for measuring fair value in accordance with U.S. GAAP and required disclosures of fair value measurements. ASC 820 determines fair value to be the price that would be received for an investment in a current sale, which assumes an orderly transaction between market participants on the measurement date. Market participants are defined as buyers and sellers in the principal or most advantageous market (which may be a hypothetical market) that are independent, knowledgeable, and willing and able to transact. In accordance with ASC 820, the Company considers its principal market to be the market that has the greatest volume and level of activity. ASC 820 specifies a fair value hierarchy that prioritizes and ranks the level of observability of inputs used in determination of fair value. In accordance with ASC 820, these levels are summarized below: • Level 1 – Valuations based on quoted prices in active markets for identical assets or liabilities that the Company has the ability to access. • Level 2 – Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly. • Level 3 – Valuations based on inputs that are unobservable and significant to the overall fair value measurement. Transfers between levels, if any, are recognized at the beginning of the period in which the transfer occurs. In addition to using the above inputs in investment valuations, the Company applies the valuation policy approved by its Board that is consistent with ASC 820. Consistent with the valuation policy, the Company evaluates the source of the inputs, including any markets in which its investments are trading (or any markets in which securities with similar attributes are trading), in determining fair value. When an investment is valued based on prices provided by reputable dealers or pricing services (such as broker quotes), the Company subjects those prices to various criteria in making the determination as to whether a particular investment would qualify for treatment as a Level 2 or Level 3 investment. For example, the Company, or the independent valuation firm(s), reviews pricing support provided by dealers or pricing services in order to determine if observable market information is being used, versus unobservable inputs. 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. Additionally, the fair value of such investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values that may ultimately be realized. Further, such investments are generally less liquid than publicly traded securities and may be subject to contractual and other restrictions on resale. If the Company were required to liquidate a portfolio investment in a forced or liquidation sale, it could realize amounts that are different from the amounts presented and such differences could be material. In addition, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different than the unrealized gains or losses reflected herein. |
Financial and Derivative Instruments | Financial and Derivative Instruments Pursuant to ASC 815 Derivatives and Hedgin |
Foreign Currency | Foreign Currency Foreign currency amounts are translated into U.S. dollars on the following basis: • cash, fair value of investments, outstanding debt, other assets and liabilities: at the spot exchange rate on the last business day of the period; and • purchases and sales of investments, borrowings and repayments of such borrowings, income and expenses: at the rates of exchange prevailing on the respective dates of such transactions. The Company includes net changes in fair values on investments held resulting from foreign exchange rate fluctuations with the change in unrealized gains (losses) on translation of assets and liabilities in foreign currencies on the Consolidated Statements of Operations. The Company’s current approach to hedging the foreign currency exposure in its non-U.S. dollar denominated investments is primarily to borrow the par amount in local currency under the Company’s Revolving Credit Facility to fund these investments. Fluctuations arising from the translation of foreign currency borrowings are included with the net change in unrealized gains (losses) on translation of assets and liabilities in foreign currencies on the Consolidated Statements of Operations. |
Interest and Dividend Income Recognition and Other Income | Interest and Dividend Income Recognition Interest income is recorded on the accrual basis and includes amortization or accretion of premiums or discounts. Certain investments may have contractual payment-in-kind (“PIK”) interest or dividends. PIK interest and dividends represent accrued interest or dividends that are added to the principal amount or liquidation amount of the investment on the respective interest or dividend payment dates rather than being paid in cash and generally becomes due at maturity or at the occurrence of a liquidation event. For the three and nine months ended September 30, 2022, PIK interest and PIK dividend income earned was $37.6 million and $97.2 million, representing 11.9% and 11.4% of investment income, respectively. For the three and nine months ended September 30, 2021, PIK interest and PIK dividend income earned was $16.0 million and $38.2 million, representing 5.9% and 5.2% of investment income, respectively. Discounts to par value on securities purchased are amortized into interest income over the contractual life of the respective security using the effective yield method. Premiums to par value on securities purchased are amortized to first call date. The amortized cost of investments represents the original cost adjusted for the amortization or accretion of premiums or discounts, if any. Upon prepayment of a loan or debt security, any prepayment premiums, unamortized upfront loan origination fees and unamortized discounts are recorded as interest income in the current period. Loans are generally placed on non-accrual status when there is reasonable doubt that principal or interest will be collected in full. Accrued interest is generally reversed when a loan is placed on non-accrual status. Interest payments received on non-accrual loans may be recognized as income or applied to principal depending upon management’s judgment regarding collectability. If at any point the Company believes PIK interest or dividends are not expected to be realized, the investment generating PIK interest or dividends will be placed on non-accrual status. When a PIK investment is placed on non-accrual status, the accrued, uncapitalized interest or dividends are generally reversed through interest income. Non-accrual loans are restored to accrual status when past due principal and interest is paid current and, in management’s judgment, are likely to remain current. Management may make exceptions to this treatment and determine to not place a loan on non-accrual status if the loan has sufficient collateral value and is in the process of collection. Dividend income on preferred equity securities is recorded on the accrual basis to the extent that such amounts are payable by the portfolio company and are expected to be collected. Dividend income on common equity securities is recorded on the record date for private portfolio companies or on the ex-dividend date for publicly-traded portfolio companies. Other Income |
Offering Expense and Distributions to Common Shareholders | Offering Expenses Costs associated with the private placement offering of common shares of the Company were capitalized as deferred offering expenses and included in prepaid expenses and other assets in the Consolidated Statements of Assets and Liabilities and were amortized over a twelve-month period from incurrence. The Company records expenses related to public equity offerings as a reduction of capital upon completion of an offering of registered securities. The costs associated with renewals of the Company’s shelf registration statement will be expensed as incurred. Distributions to Common Shareholders Distributions to common shareholders are recorded on the record date. The amount to be distributed is determined by the Board and is generally based upon the earnings estimated by the Adviser. Net realized long-term capital gains, if any, would generally be distributed at least annually, although the Company may decide to retain such capital gains for investment. The Company has adopted a dividend reinvestment plan that provides for reinvestment of any cash distributions on behalf of shareholders, unless a shareholder elects to receive cash. As a result, if the Board authorizes and declares a cash distribution, then the shareholders who have not “opted out” of the dividend reinvestment plan will have their cash distribution automatically reinvested in additional shares of the Company’s common stock, rather than receiving the cash distribution. The Company expects to use newly issued shares or shares purchased in the open-market to implement the dividend reinvestment plan. |
Debt Issuance Costs | Debt Issuance Costs The Company records origination and other expenses related to its debt obligations as deferred financing costs. These expenses are deferred and amortized utilizing the effective yield method, over the life of the related debt instrument. Debt issuance costs are presented on the Consolidated Statements of Assets and Liabilities as a direct deduction from the debt liability. In circumstances in which there is not an associated debt liability amount recorded in the consolidated financial statements when the debt issuance costs are incurred, such debt issuance costs will be reported on the Consolidated Statements of Assets and Liabilities as an asset until the debt liability is recorded. |
Reimbursement of Transaction-Related Expenses | Reimbursement of Transaction-Related Expenses The Company may receive reimbursement for certain transaction-related expenses in pursuing investments. Transaction-related expenses, which are generally expected to be reimbursed by the Company’s portfolio companies, are typically deferred until the transaction is consummated and are recorded in prepaid expenses and other assets on the date incurred. The costs of successfully completed investments not otherwise reimbursed are borne by the Company and are included as a component of the investment’s cost basis. Cash advances received in respect of transaction-related expenses are recorded as cash with an offset to accrued expenses and other liabilities. Accrued expenses and other liabilities are relieved as reimbursable expenses are incurred. |
Income Taxes | Income Taxes The Company has elected to be treated as a BDC under the 1940 Act. The Company has elected to be treated as a RIC under the Code beginning with its taxable year ending December 31, 2016 and intends to continue to qualify as a RIC. So long as the Company maintains its tax treatment as a RIC, it generally will not pay corporate-level U.S. federal income taxes on any ordinary income or capital gains that it distributes at least annually to its shareholders as dividends. Instead, any tax liability related to income earned and distributed by the Company represents obligations of the Company’s investors and will not be reflected in the consolidated financial statements of the Company. To qualify as a RIC, the Company must, among other things, meet certain source-of-income and asset diversification requirements. In addition, to qualify for RIC tax treatment, the Company must distribute to its shareholders, for each taxable year, at least 90% of its “investment company taxable income” for that year, which is generally its ordinary income plus the excess of its realized net short-term capital gains over its realized net long-term capital losses. In order for the Company not to be subject to U.S. federal excise taxes, it must distribute annually an amount at least equal to the sum of (i) 98% of its net ordinary income (taking into account certain deferrals and elections) for the calendar year, (ii) 98.2% of its capital gains in excess of capital losses for the one-year period ending on October 31 of the calendar year and (iii) any net ordinary income and capital gains in excess of capital losses for preceding years that were not distributed during such years. The Company, at its discretion, may carry forward taxable income in excess of calendar year dividends and pay a 4% nondeductible U.S. federal excise tax on this income. Certain of the Company’s consolidated subsidiaries are subject to U.S. federal and state corporate-level income taxes. |
Consolidation | Consolidation As provided under Regulation S-X and ASC Topic 946 – Financial Services – Investment Companies, the Company will generally not consolidate its investment in a company other than a wholly-owned investment company or controlled operating company whose business consists of providing services to the Company. Accordingly, the Company consolidated the accounts of the Company’s wholly-owned subsidiaries that meet the aforementioned criteria in its consolidated financial statements. All significant intercompany balances and transactions have been eliminated in consolidation. |
New Accounting Pronouncements | New Accounting Pronouncements In March 2020, the FASB issued ASU No. 2020-04, “Reference Rate Reform (Topic 848),” which provides optional expedients and exceptions for applying GAAP to contracts, hedging relationships, and other transactions affected by reference rate reform if certain criteria are met. The amendments apply only to contracts, hedging relationships, and other transactions that reference London Interbank Offered Rate (“LIBOR”) or another reference rate expected to be discontinued because of reference rate reform. In January 2021, the FASB issued ASU No. 2021-01, “Reference Rate Reform (Topic 848),” which expanded the scope of Topic 848 to include derivative instruments impacted by discounting transition. ASU 2020-04 and ASU 2021-01 are effective for all entities through December 31, 2022. ASU No. 2021-01 provides increased clarity as the Company continues to evaluate the transition of reference rates and is currently evaluating the impact of adopting ASU No. 2020-04 and 2021-01 on the consolidated financial statements. In June 2022, the FASB issued ASU No. 2022-03, “Fair Value Measurement (Topic 820),” which clarifies the guidance in Topic 820 when measuring the fair value of an equity security subject to contractual restrictions that prohibit the sale of an equity security and introduces new disclosure requirements for equity securities subject to contractual sale restrictions that are measured at fair value in accordance with Topic 820. The amendments affect all entities that have investments in equity securities measured at fair value that are subject to a contractual sale restriction. ASU 2022-03 is effective for public business entities for fiscal years beginning after December 15, 2023, and interim periods within those fiscal years. For all other entities the amendments are effective for fiscal years beginning after December 15, 2024, and interim periods within those fiscal years. Early adoption is permitted for both interim and annual financial statements that have not yet been issued or made available for issuance. An entity that qualifies as an investment company under Topic 946 should apply the amendments in ASU No. 2022-03 to an investment in an equity security subject to a contractual sale restriction that is executed or modified on or after the date of adoption. The Company is currently evaluating the impact of adopting ASU No. 2022-03 on the consolidated financial statements. Other than the aforementioned guidance, the Company’s management does not believe that any recently issued, but not yet effective, accounting standards, if currently adopted, would have a material effect on the accompanying consolidated financial statements. |
Investments (Tables)
Investments (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Schedule of Investments [Abstract] | |
Schedule of Investments | Investments at fair value and amortized cost consisted of the following as of September 30, 2022 and December 31, 2021: September 30, 2022 December 31, 2021 ($ in thousands) Amortized Cost Fair Value Amortized Cost Fair Value First-lien senior secured debt investments $ 9,367,994 $ 9,264,249 $ 9,548,096 $ 9,539,774 Second-lien senior secured debt investments 1,930,111 1,846,431 1,919,453 1,921,447 Unsecured debt investments 277,375 237,375 197,198 196,485 Preferred equity investments 340,145 329,451 256,630 260,869 Common equity investments (1) 671,145 844,502 477,462 576,004 Investment funds and vehicles (2) 345,089 313,910 249,714 247,061 Total Investments $ 12,931,859 $ 12,835,918 $ 12,648,553 $ 12,741,640 _______________ (1) Includes equity investment in Wingspire, Amergin, and Chapford SMA. (2) Includes equity investment in ORCC SLF. See below, within Note 4, for more information regarding ORCC SLF. The industry composition of investments based on fair value as of September 30, 2022 and December 31, 2021 was as follows: September 30, 2022 December 31, 2021 Advertising and media 1.5 % 0.9 % Aerospace and defense 2.8 2.9 Automotive 1.5 1.5 Buildings and real estate 3.7 5.4 Business services 2.9 3.3 Chemicals 2.3 2.3 Consumer products 4.0 4.0 Containers and packaging 1.3 1.3 Distribution 4.2 4.4 Education 1.0 1.0 Financial services(1) 9.8 8.4 Food and beverage 6.8 6.2 Healthcare equipment and services 3.8 4.2 Healthcare providers and services 4.5 7.1 Healthcare technology 4.6 4.6 Household products 2.2 1.8 Human resource support services 1.5 1.6 Infrastructure and environmental services 1.4 1.5 Insurance(3) 8.7 8.8 Internet software and services 12.7 11.3 Investment funds and vehicles(2) 2.4 1.9 Leisure and entertainment 2.2 2.2 Manufacturing 5.8 5.7 Oil and gas 0.9 0.9 Professional services 3.5 3.0 Specialty retail 2.3 2.0 Transportation 1.7 1.8 Total 100.0 % 100.0 % _______________ (1) Includes equity investment in Wingspire and Amergin. (2) Includes equity investment in ORCC SLF. See below, within Note 4, for more information regarding ORCC SLF. (3) Includes equity investment in Chapford SMA. The geographic composition of investments based on fair value as of September 30, 2022 and December 31, 2021 was as follows: September 30, 2022 December 31, 2021 United States: Midwest 18.5 % 17.0 % Northeast 19.8 19.7 South 34.6 38.2 West 20.2 18.6 International 6.9 6.5 Total 100.0 % 100.0 % ($ in thousands) September 30, 2022 December 31, 2021 Total senior secured debt investments (1) $ 1,030,851 $ 798,420 Weighted average spread over base rate (1) 4.12 % 4.14 % Number of portfolio companies 54 38 Largest funded investment to a single borrower (1) 40,377 40,693 _______________ (1) At par. ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Debt Investments Aerospace and defense Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(7) First lien senior secured loan L + 6.00% 1/21/2025 $ 34,200 $ 34,028 $ 33,404 9.3 % Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(7)(13) First lien senior secured revolving loan L + 5.50% 1/21/2025 3,000 2,995 2,929 0.8 % Bleriot US Bidco Inc.(7)(9) First lien senior secured loan L + 4.00% 10/30/2026 25,433 25,341 24,541 6.8 % Dynasty Acquisition Co., Inc. (dba StandardAero Limited)(6) First lien senior secured loan L + 3.50% 4/6/2026 38,800 38,697 37,250 10.4 % 101,433 101,061 98,124 27.3 % Automotive Holley, Inc.(7)(9) First lien senior secured loan L + 3.75% 11/17/2028 23,255 23,109 21,090 5.9 % Mavis Tire Express Services Topco Corp. (9)(14) First lien senior secured loan S + 4.00% 5/4/2028 2,933 2,912 2,744 0.8 % PAI Holdco, Inc.(7) First lien senior secured loan L + 3.75% 10/28/2027 9,912 9,787 9,375 2.6 % 36,100 35,808 33,209 9.3 % Buildings and Real estate CoreLogic Inc. (6)(9) First lien senior secured loan L + 3.50% 6/2/2028 12,389 11,544 9,260 2.6 % Wrench Group, LLC.(7) First lien senior secured loan L + 4.00% 4/30/2026 32,092 31,973 32,012 8.9 % 44,481 43,517 41,272 11.5 % ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Business Services Capstone Acquisition Holdings, Inc. (6) First lien senior secured loan L + 4.75% 11/12/2027 4,966 4,927 4,954 1.4 % Capstone Acquisition Holdings, Inc. (6)(10)(12) First lien senior secured delayed draw term loan L + 4.75% 5/12/2022 334 332 334 0.1 % CoolSys, Inc.(6) First lien senior secured loan L + 4.75% 8/11/2028 13,932 13,813 11,738 3.3 % CoolSys, Inc.(10)(11)(12)(13) First lien senior secured delayed draw term loan L + 4.75% 8/11/2023 — (20) (382) (0.1) % ConnectWise, LLC(7)(9) First lien senior secured loan L + 3.50% 9/29/2028 16,873 16,799 15,734 4.4 % LABL, Inc.(6) First lien senior secured loan L + 5.00% 10/29/2028 7,940 7,836 7,739 2.2 % Packers Holdings, LLC(6)(9) First lien senior secured loan L + 3.25% 3/9/2028 21,119 20,715 19,336 5.4 % 65,164 64,402 59,453 16.7 % Chemicals Aruba Investments Holdings LLC (dba Angus Chemical Company)(6) First lien senior secured loan L + 4.00% 11/24/2027 15,915 15,550 14,622 4.1 % Consumer Products Olaplex, Inc.(14) First lien senior secured loan S + 3.75% 2/23/2029 14,925 14,890 14,738 4.1 % Containers and Packaging BW Holding, Inc.(15) First lien senior secured loan S + 4.00% 12/14/2028 12,227 11,994 12,013 3.3 % Five Star Lower Holding LLC (15) First lien senior secured loan S + 4.25% 5/5/2029 21,875 21,585 20,891 5.8 % Ring Container Technologies Group, LLC (dba Ring Container Technologies)(6)(9) First lien senior secured loan L + 3.75% 8/12/2028 24,813 24,759 23,862 6.7 % Valcour Packaging, LLC (6) First lien senior secured loan L + 3.75% 10/4/2028 6,965 6,944 6,948 1.9 % 65,880 65,282 63,714 17.7 % Distribution BCPE Empire Holdings, Inc. (dba Imperial-Dade) (14) First lien senior secured loan S + 4.63% 6/11/2026 24,875 24,057 24,253 6.8 % Dealer Tire, LLC(6)(9) First lien senior secured loan L + 4.25% 12/12/2025 35,982 35,862 34,950 9.7 % SRS Distribution, Inc.(7)(9) First lien senior secured loan L + 3.50% 6/2/2028 9,900 9,838 9,116 2.5 % 70,757 69,757 68,319 19.0 % Education Spring Education Group, Inc. (fka SSH Group Holdings, Inc.)(7) First lien senior secured loan L + 4.25% 7/30/2025 33,600 33,554 33,351 9.3 % Sophia, L.P. (14) First lien senior secured loan S + 4.00% 10/7/2027 19,950 19,765 19,900 5.6 % 53,550 53,319 53,251 14.9 % Food and beverage Balrog Acquisition, Inc. (dba Bakemark)(7) First lien senior secured loan L + 4.00% 9/4/2028 24,813 24,588 23,758 6.6 % Dessert Holdings(7) First lien senior secured loan L + 4.00% 7/10/2028 21,993 21,859 20,344 5.7 % Dessert Holdings(10)(11)(12) First lien senior secured delayed draw term loan L + 4.00% 6/9/2023 — — (256) (0.1) % Naked Juice LLC (dba Tropicana)(9)(15) First lien senior secured loan S + 3.25% 1/24/2029 1,995 1,990 1,825 0.5 % Eagle Parent Corp.(9)(15) First lien senior secured loan S + 4.25% 6/8/2028 7,463 7,287 7,245 2.0 % ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Sovos Brands Intermediate, Inc.(6)(9) First lien senior secured loan S + 3.50% 6/8/2028 20,724 20,681 19,688 5.5 % 76,988 76,405 72,604 20.2 % Healthcare equipment and services Cadence, Inc.(6) First lien senior secured loan L + 5.00% 5/21/2025 26,507 26,229 25,646 7.1 % Cadence, Inc.(6)(10)(13) First lien senior secured revolving loan L + 5.00% 5/21/2024 4,257 4,222 4,018 1.1 % Confluent Medical Technologies, Inc.(15) First lien senior secured loan S + 3.75% 2/16/2029 4,975 4,952 4,900 1.4 % Packaging Coordinators Midco, Inc.(7)(9) First lien senior secured loan L + 3.75% 11/30/2027 4,950 4,939 4,694 1.3 % Medline Intermediate, LP(6) First lien senior secured loan L + 3.25% 10/23/2028 24,875 24,769 22,830 6.4 % 65,564 — 65,111 — 62,088 — 17.3 % Healthcare providers and services Confluent Health, LLC(6) First lien senior secured loan L + 4.00% 11/30/2028 20,472 20,381 20,063 5.6 % Confluent Health, LLC(6)(10)(12)(13) First lien senior secured delayed draw term loan L + 4.00% 11/30/2023 1,195 1,175 867 0.2 % Corgi Bidco, Inc.(15) First lien senior secured loan S + 5.00% 9/20/2029 15,000 14,101 14,100 3.9 % Phoenix Newco, Inc. (dba Parexel)(6)(9) First lien senior secured loan L + 3.25% 11/15/2028 27,363 27,241 26,063 7.3 % Physician Partners, LLC(14) First lien senior secured loan S + 4.00% 12/23/2028 9,950 9,858 9,328 2.6 % 73,980 72,756 70,421 19.6 % Healthcare technology Athenahealth, Inc.(9)(14) First lien senior secured loan S + 3.50% 2/15/2029 17,059 16,980 15,250 4.3 % Athenahealth, Inc.(9)(10)(11)(12)(13) First lien senior secured delayed draw term loan S + 3.50% 8/15/2023 — — (293) (0.1) % Imprivata, Inc.(14) First lien senior secured loan S + 4.25% 12/1/2027 19,950 19,354 19,246 5.4 % PointClickCare Technologies Inc.(15) First lien senior secured loan S + 4.00% 12/29/2027 9,950 9,813 9,776 2.7 % 46,959 — 46,147 — 43,979 — 12.3 % Infrastructure and environmental services CHA Holding, Inc.(7) First lien senior secured loan L + 4.50% 4/10/2025 40,377 40,203 39,516 11.0 % Insurance Integro Parent Inc.(15) First lien senior secured loan S + 6.25% 10/31/2022 3,460 3,460 3,443 1.0 % Integro Parent Inc.(10)(13)(15) 2022 10Th Amend Revolver S + 4.50% 10/31/2022 698 698 694 0.2 % 4,158 4,158 4,137 1.2 % Internet software and services CDK Global, Inc.(9)(15) First lien senior secured loan S + 4.50% 7/6/2029 25,000 24,271 24,038 6.7 % DCert Buyer, Inc. (dba DigiCert)(9)(15) First lien senior secured loan S + 4.00% 10/16/2026 22,049 21,977 20,984 5.8 % Help/Systems Holdings, Inc.(9)(14) First lien senior secured loan S + 4.00% 11/19/2026 14,885 14,811 13,635 3.8 % Barracuda Parent, LLC(14) First lien senior secured loan S + 4.50% 8/15/2029 25,000 24,260 23,455 6.6 % 86,934 85,319 82,112 22.9 % Manufacturing Engineered Machinery Holdings (dba Duravant)(7)(9) First lien senior secured loan L + 3.75% 5/19/2028 34,738 34,589 33,348 9.3 % ORCC Senior Loan Fund's Portfolio as of September 30, 2022 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Pro Mach Group, Inc.(6)(9) First lien senior secured loan L + 4.00% 8/31/2023 24,819 24,710 23,618 6.6 % Pro Mach Group, Inc.(9) First lien senior secured delayed draw term loan L + 4.00% 8/31/2023 — — — — % Gloves Buyer, Inc. (dba Protective Industrial Products)(6) First lien senior secured loan L + 4.00% 12/29/2027 14,893 14,719 14,745 4.1 % 74,450 74,018 71,711 20.0 % Professional Services Apex Group Treasury, LLC(7) First lien senior secured loan L + 3.75% 7/27/2028 32,767 32,663 31,293 8.7 % Sovos Compliance, LLC(6)(9) First lien senior secured loan L + 4.50% 8/11/2028 25,104 24,965 23,887 6.7 % Sovos Compliance, LLC(6)(9)(12) First lien senior secured delayed draw term loan L + 4.50% 8/12/2023 478 468 455 0.1 % 58,349 58,096 55,635 15.5 % Telecommunications ETC Group(15) First lien senior secured loan S + 6.00% 8/3/2029 5,000 4,600 4,738 1.3 % Park Place Technologies, LLC (9)(14) First lien senior secured loan S + 5.00% 11/10/2027 14,924 14,461 14,141 3.9 % 19,924 19,061 18,879 5.2 % Transportation Safe Fleet Holdings(14) First lien senior secured loan S + 3.75% 7/18/2029 14,963 14,524 14,065 3.9 % Total Debt Investments $ 1,030,851 $ 1,019,384 $ 981,849 273.7 % Total Investments $ 1,030,851 $ 1,019,384 $ 981,849 273.7 % _______________ (1) Certain portfolio company investments are subject to contractual restrictions on sales. (2) Unless otherwise indicated, ORCC SLF’s investments are pledged as collateral supporting the amounts outstanding under ORCC SLF’s credit facility. (3) The amortized cost represents the original cost adjusted for the amortization or accretion of premiums or discounts , as applicable, on debt investments using the effective interest method. (4) Unless otherwise indicated, all investments are considered Level 3 investments. (5) Unless otherwise indicated, loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”) (which can include one-, two-, three- or six-month LIBOR) or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement. (6) The interest rate on these loans is subject to 1 month LIBOR, which as of September 30, 2022 was 3.14%. (7) The interest rate on these loans is subject to 3 month LIBOR, which as of September 30, 2022 was 3.75%. (8) The interest rate on these loans is subject to 6 month LIBOR, which as of September 30, 2022 was 4.23%. (9) Level 2 investment. (10) Position or portion thereof is an unfunded loan commitment. (11) The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan. (12) The date disclosed represents the commitment period of the unfunded term loan. Upon expiration of the commitment period, the funded portion of the term loan may be subject to a longer maturity date. (13) Investment is not pledged as collateral under ORCC SLF’s credit facility. (14) The interest rate on these loans is subject to 1 month SOFR, which as of September 30, 2022 was 3.04%. (15) The interest rate on these loans is subject to 3 month SOFR, which as of September 30, 2022 was 3.59%. ORCC Senior Loan Fund's Portfolio as of December 31, 2021 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Debt Investments Aerospace and defense Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(8) First lien senior secured loan L + 5.50% 12/21/2023 $ 34,470,000 $ 34,219,000 $ 33,961,000 12.0 % Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC)(8)(14) First lien senior secured revolving loan L + 5.50% 12/21/2022 3,000,000 2,989,000 2,956,000 1.0 % Bleriot US Bidco Inc.(8)(10) First lien senior secured loan L + 4.00% 10/30/2026 24,627,000 24,522,000 24,585,000 8.7 % Dynasty Acquisition Co., Inc. (dba StandardAero Limited)(8) First lien senior secured loan L + 3.50% 4/6/2026 39,100,000 38,976,000 36,796,000 13.0 % 101,197,000 100,706,000 98,298,000 34.7 % Automotive Holley, Inc.(8)(10) First lien senior secured loan L + 3.75% 11/17/2028 17,100,000 17,016,000 17,032,000 6.0 % Holley, Inc.(8)(10)(11)(13) First lien senior secured delayed draw term loan L + 3.75% 5/18/2022 855,000 855,000 844,000 0.3 % PAI Holdco, Inc.(8)(10)(14) First lien senior secured loan L + 3.75% 10/28/2027 4,987,000 4,975,000 4,975,000 1.9 % 22,942,000 22,846,000 22,851,000 8.2 % Buildings and Real estate Wrench Group, LLC.(8) First lien senior secured loan L + 4.00% 4/30/2026 32,341,000 32,198,000 32,179,000 11.4 % Business Services CoolSys, Inc.(8) First lien senior secured loan L + 4.75% 8/11/2028 16,955,000 16,793,000 16,785,000 5.9 % CoolSys, Inc.(11)(12)(13)(14) First lien senior secured delayed draw term loan L + 4.75% 8/11/2023 — (29,000) (30,000) — % ConnectWise, LLC(8) First lien senior secured loan L + 3.50% 9/29/2028 17,000,000 16,918,000 16,879,000 6.0 % LABL, Inc.(8) First lien senior secured loan L + 5.00% 10/29/2028 8,000,000 7,883,000 7,879,000 2.8 % Packers Holdings, LLC(9)(10) First lien senior secured loan L + 3.25% 3/9/2028 9,951,000 9,808,000 9,879,000 3.5 % Vistage International, Inc.(8) First lien senior secured loan L + 4.00% 2/10/2025 29,922,000 29,807,000 29,919,000 10.6 % 81,828,000 81,180,000 81,311,000 28.8 % Chemicals Aruba Investments Holdings LLC (dba Angus Chemical Company)(9)(14) First lien senior secured loan L + 4.00% 11/24/2027 998,000 998,000 998,000 0.4 % 998,000 998,000 998,000 0.4 % Containers and Packaging BW Holding, Inc.(8)(14) First lien senior secured loan L + 4.00% 12/14/2028 3,954,000 3,914,000 3,914,000 1.4 % BW Holding, Inc.(11)(12)(13)(14) First lien senior secured delayed draw term loan L + 4.00% 12/17/2023 — (5,000) (5,000) — % Ring Container Technologies Group, LLC (dba Ring Container Technologies)(6)(10) First lien senior secured loan L + 3.75% 8/12/2028 25,000,000 24,940,000 25,025,000 8.9 % Valcour Packaging, LLC(7) First lien senior secured loan L + 3.75% 10/4/2028 7,000,000 6,976,000 6,965,000 2.5 % 35,954,000 35,825,000 35,899,000 12.8 % Distribution Dealer Tire, LLC(6)(10) First lien senior secured loan L + 4.25% 12/12/2025 36,260,000 36,114,000 36,206,000 12.8 % SRS Distribution, Inc.(9)(10) First lien senior secured loan L + 3.75% 6/2/2028 9,975,000 9,906,000 9,943,000 3.5 % 46,235,000 46,020,000 46,149,000 16.3 % Education Spring Education Group, Inc. (fka SSH Group Holdings, Inc.)(8) First lien senior secured loan L + 4.25% 7/30/2025 33,862,000 33,805,000 33,003,000 11.7 % 33,862,000 33,805,000 33,003,000 11.7 % Food and beverage ORCC Senior Loan Fund's Portfolio as of December 31, 2021 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Balrog Acquisition, Inc. (dba Bakemark)(9) First lien senior secured loan L + 4.00% 9/5/2028 25,000,000 24,749,000 24,938,000 8.8 % Dessert Holdings(8) First lien senior secured loan L + 4.00% 6/9/2028 20,160,000 20,019,000 20,001,000 7.1 % Dessert Holdings(11)(12)(13) First lien senior secured delayed draw term loan L + 4.00% 6/9/2023 — — (2,000) — % Sovos Brands Intermediate, Inc.(8)(10) First lien senior secured loan L + 3.75% 6/8/2028 20,724,000 20,676,000 20,693,000 7.3 % 65,884,000 65,444,000 65,630,000 23.2 % Healthcare equipment and services Cadence, Inc.(6) First lien senior secured loan L + 5.00% 5/21/2025 26,714,000 26,363,000 26,195,000 9.3 % Cadence, Inc.(6)(11)(14) First lien senior secured revolving loan L + 5.00% 5/21/2024 2,055,000 2,004,000 1,912,000 0.7 % Medline Borrower, LP(6)(10) First lien senior secured loan L + 3.25% 10/23/2028 25,000,000 24,882,000 24,990,000 8.9 % Packaging Coordinators Midco, Inc.(8)(10)(14) First lien senior secured loan L + 3.75% 11/30/2027 4,987,000 4,975,000 4,983,000 1.8 % 58,756,000 58,224,000 58,080,000 20.7 % Healthcare providers and services Confluent Health, LLC(6) First lien senior secured loan L + 4.00% 11/30/2028 20,575,000 20,473,000 20,472,000 7.3 % Confluent Health, LLC(11)(12)(13)(14) First lien senior secured delayed draw term loan L + 4.00% 11/30/2023 — (22,000) (22,000) — % Phoenix Newco, Inc. (dba Parexel)(6)(10)(14) First lien senior secured loan L + 3.50% 11/15/2028 27,500,000 27,363,000 27,489,000 9.7 % Unified Women's Healthcare, LP(6) First lien senior secured loan L + 4.25% 12/20/2027 19,950,000 19,857,000 19,863,000 7.0 % 68,025,000 67,671,000 67,802,000 24.0 % Healthcare technology VVC Holdings Corp. (dba Athenahealth, Inc.)(8)(10) First lien senior secured loan L + 4.25% 2/11/2026 17,179,000 16,961,000 17,162,000 6.1 % 17,179,000 16,961,000 17,162,000 6.1 % Infrastructure and environmental services CHA Holding, Inc.(8) First lien senior secured loan L + 4.50% 4/10/2025 40,693,000 40,471,000 40,171,000 14.2 % 40,693,000 40,471,000 40,171,000 14.2 % Insurance AmeriLife Holdings LLC(6)(10)(14) First lien senior secured loan L + 4.00% 3/18/2027 7,980,000 7,940,000 7,946,000 2.8 % Integro Parent Inc.(9) First lien senior secured loan L + 5.75% 10/31/2022 29,615,000 29,584,000 28,422,000 10.1 % Integro Parent Inc.(8)(11)(14) First lien senior secured revolving loan L + 4.50% 4/30/2022 6,000,000 6,000,000 5,764,000 2.0 % 43,595,000 43,524,000 42,132,000 14.9 % Internet software and services DCert Buyer, Inc. (dba DigiCert)(6)(10) First lien senior secured loan L + 4.00% 10/16/2026 22,219,000 22,135,000 22,161,000 7.8 % Trader Interactive, LLC (fka Dominion Web Solutions, LLC)(9)(14) First lien senior secured loan L + 4.00% 7/28/2028 25,000,000 24,886,000 24,875,000 8.8 % 47,219,000 47,021,000 47,036,000 16.6 % Manufacturing Engineered Machinery Holdings (dba Duravant)(8)(10) First lien senior secured loan L + 3.75% 5/19/2028 35,000,000 34,834,000 34,864,000 12.3 % Pro Mach Group, Inc.(8)(10) First lien senior secured loan L + 4.00% 8/31/2028 22,207,000 22,100,000 22,262,000 7.9 % Pro Mach Group, Inc.(10)(11)(13)(14) First lien senior secured delayed draw term loan L + 4.00% 8/31/2023 — — — — % Gloves Buyer, Inc. (dba Protective Industrial Products)(6)(14) First lien senior secured loan L + 4.00% 12/29/2027 7,500,000 7,463,000 7,463,000 2.6 % 64,707,000 64,397,000 64,589,000 22.8 % ORCC Senior Loan Fund's Portfolio as of December 31, 2021 Company(1)(2)(4)(5) Investment Interest Maturity Date Par / Units Amortized Cost(3) Fair Value Percentage of Members' Equity Professional Services Apex Group Treasury, LLC(8) First lien senior secured loan L + 3.75% 7/27/2028 19,950,000 19,900,000 19,900,000 7.0 % Sovos Compliance, LLC(6)(10) First lien senior secured loan L + 4.50% 8/11/2028 17,055,000 17,011,000 17,087,000 6.1 % Sovos Compliance, LLC(10)(11)(13) First lien senior secured delayed draw term loan L + 4.50% 8/12/2023 — — — — % 37,005,000 36,911,000 36,987,000 13.1 % Total Debt Investments 798,420,000 794,202,000 790,277,000 279.9 % Total Investments $ 798,420,000 $ 794,202,000 $ 790,277,000 279.9 % (1) Certain portfolio company investments are subject to contractual restrictions on sales. (2) Unless otherwise indicated, ORCC SLF’s investments are pledged as collateral supporting the amounts outstanding under ORCC SLF’s credit facility. (3) The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method. (4) Unless otherwise indicated, all investments are considered Level 3 investments. (5) Unless otherwise indicated, loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”) (which can include one-, two-, three- or six-month LIBOR) or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement. (6) The interest rate on these loans is subject to 1 month LIBOR, which as of December 31, 2021 was 0.10%. (7) The interest rate on these loans is subject to 2 month LIBOR, which as of December 31, 2021 was 0.15%. (8) The interest rate on these loans is subject to 3 month LIBOR, which as of December 31, 2021 was 0.21%. (9) The interest rate on these loans is subject to 6 month LIBOR, which as of December 31, 2021 was 0.34%. (10) Level 2 investment. (11) Position or portion thereof is an unfunded loan commitment. (12) The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan. (13) The date disclosed represents the commitment period of the unfunded term loan. Upon expiration of the commitment period, the funded portion of the term loan may be subject to a longer maturity date. (14) Investment is not pledged as collateral under ORCC SLF’s credit facility. |
Summary of Financial Information | Below is selected balance sheet information for ORCC SLF as of September 30, 2022 and December 31, 2021: ($ in thousands) September 30, 2022 December 31, 2021 Assets Investments at fair value (amortized cost of $1,019,384 and $794,202, respectively) $ 981,849 $ 790,277 Cash 95,706 60,723 Interest receivable 2,517 1,319 Prepaid expenses and other assets 1,290 111 Total Assets $ 1,081,362 $ 852,430 Liabilities Debt (net of unamortized debt issuance costs of $6,111 and $5,368, respectively) $ 684,272 $ 469,514 Distributions payable 11,775 4,518 Payable for investments purchased 18,700 91,986 Accrued expenses and other liabilities 7,861 4,056 Total Liabilities $ 722,608 $ 570,074 Members' Equity Members' Equity 358,754 282,356 Members' Equity 358,754 282,356 Total Liabilities and Members' Equity $ 1,081,362 $ 852,430 Below is selected statement of operations information for ORCC SLF for the three and nine months ended September 30, 2022 and 2021: For the Three Months Ended September 30, For the Nine Months Ended September 30, ($ in thousands) 2022 2021 2022 2021 Investment Income Interest income $ 19,140 $ 7,542 $ 41,884 $ 22,382 Other income 772 14 1,993 209 Total Investment Income 19,912 7,556 43,877 22,591 Expenses Interest expense 7,419 2,331 14,965 7,195 Professional fees 243 181 719 570 Total Expenses 7,662 2,512 15,684 7,765 Net Investment Income Before Taxes 12,250 5,044 28,193 14,826 Tax expense (benefit) 436 201 (184) 588 Net Investment Income After Taxes $ 11,814 $ 4,843 $ 28,377 $ 14,238 Net Realized and Change in Unrealized Gain (Loss) on Investments Net change in unrealized gain (loss) on investments 599 869 (33,610) 2,317 Net realized gain on investments — 18 20 155 Total Net Realized and Change in Unrealized Gain (Loss) on Investments 599 887 (33,590) 2,472 Net Increase in Members' Equity Resulting from Operations $ 12,413 $ 5,730 $ (5,213) $ 16,710 |
Fair Value of Investments (Tabl
Fair Value of Investments (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Fair Value Disclosures [Abstract] | |
Schedule of Fair Value Hierarchy of Investments | The following tables present the fair value hierarchy of investments as of September 30, 2022 and December 31, 2021: Fair Value Hierarchy as of September 30, 2022 ($ in thousands) Level 1 Level 2 Level 3 Total First-lien senior secured debt investments $ — $ 485 $ 9,263,764 $ 9,264,249 Second-lien senior secured debt investments — 95,509 1,750,922 1,846,431 Unsecured debt investments — — 237,375 237,375 Preferred equity investments — — 329,451 329,451 Common equity investments(1) 523 — 843,979 844,502 Subtotal $ 523 $ 95,994 $ 12,425,491 $ 12,522,008 Investments measured at NAV(2) — — — 313,910 Total Investments at fair value $ 523 $ 95,994 $ 12,425,491 $ 12,835,918 _______________ (1) Includes equity investment in Wingspire, Amergin, and Chapford SMA. (2) Includes equity investment in ORCC SLF. Fair Value Hierarchy as of December 31, 2021 ($ in thousands) Level 1 Level 2 Level 3 Total First-lien senior secured debt investments $ — $ — $ 9,539,774 $ 9,539,774 Second-lien senior secured debt investments — — 1,921,447 1,921,447 Unsecured debt investments — — 196,485 196,485 Preferred equity investments — — 260,869 260,869 Common equity investments(1) 3,873 515 571,616 576,004 Subtotal $ 3,873 $ 515 $ 12,490,191 $ 12,494,579 Investments measured at NAV(2) — — — 247,061 Total Investments at fair value $ 3,873 $ 515 $ 12,490,191 $ 12,741,640 _______________ (1) Includes equity investment in Wingspire. (2) Includes equity investment in ORCC SLF. |
Schedule of Changes in the Fair Value of Investments | The following tables present changes in the fair value of investments for which Level 3 inputs were used to determine the fair value as of and for the three and nine months ended September 30, 2022 and 2021: As of and for the Three Months Ended September 30, 2022 ($ in thousands) First-lien senior secured debt Second-lien senior secured Unsecured debt investments Preferred equity investments Common equity Total Fair value, beginning of period $ 9,242,688 $ 1,763,979 $ 269,752 $ 296,766 $ 730,326 $ 12,303,511 Purchases of investments, net 1,233,610 36,326 — 24,302 51,092 1,345,330 Payment-in-kind 19,822 1,948 6,224 3,872 159 32,025 Proceeds from investments, net (1,279,615) (11,688) (22,512) — (8,575) (1,322,390) Net change in unrealized gain (loss) 37,819 (7,765) (14,343) 4,295 70,977 90,983 Net realized gains (losses) 494 — (1,865) — — (1,371) Net amortization/accretion of premium/discount on investments 8,946 811 119 216 — 10,092 Transfers into (out of) Level 3(1) — (32,689) — — — (32,689) Fair value, end of period $ 9,263,764 $ 1,750,922 $ 237,375 $ 329,451 $ 843,979 $ 12,425,491 ________________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. For the three months ended September 30, 2022 , transfers out of Level 3 from Level 2 were a result of changes in the observability of significant inputs for certain portfolio companies. As of and for the Nine Months Ended September 30, 2022 ($ in thousands) First-lien senior secured debt Second-lien senior secured debt Unsecured debt investments Preferred equity investments Common equity investments Total Fair value, beginning of period $ 9,539,774 $ 1,921,447 $ 196,485 $ 260,869 $ 571,616 $ 12,490,191 Purchases of investments, net 4,157,703 337,290 89,239 98,241 330,519 5,012,992 Payment-in-kind 64,774 7,689 15,002 13,303 467 101,235 Proceeds from investments, net (4,432,479) (335,797) (22,512) (33,693) (137,306) (4,961,787) Net change in unrealized gain (loss) (95,391) (80,797) (39,286) (14,933) 78,683 (151,724) Net realized gains (losses) 670 — (1,865) 4,482 — 3,287 Net amortization/accretion of premium/discount on investments 29,227 2,751 312 1,182 — 33,472 Transfers into (out of) Level 3(1) (514) (101,661) — — — (102,175) Fair value, end of period $ 9,263,764 $ 1,750,922 $ 237,375 $ 329,451 $ 843,979 $ 12,425,491 _______________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. For the nine months ended September 30, 2022, transfers out of Level 3 into Level 2 were a result of changes in the observability of significant inputs for certain portfolio companies. As of and for the Three Months Ended September 30, 2021 ($ in thousands) First-lien senior secured debt Second-lien senior secured Unsecured debt investments Preferred equity investments Common equity investments Total Fair value, beginning of period $ 9,067,137 $ 1,960,154 $ 194,928 $ 174,335 $ 331,058 $ 11,727,612 Purchases of investments, net 2,509,627 70,480 — — 140,794 2,720,901 Payment-in-kind 6,170 — 7,250 3,446 144 17,010 Proceeds from investments, net (2,283,113) (278,636) — (1,000) (61,551) (2,624,300) Net change in unrealized gain (loss) (1,170) 205 (7,540) 2,832 16,761 11,088 Net realized gains (losses) 1,981 37 — — (19) 1,999 Net amortization of discount on investments 21,421 3,414 74 156 — 25,065 Transfers into (out of) Level 3 (1) — — — — — — Fair value, end of period $ 9,322,053 $ 1,755,654 $ 194,712 $ 179,769 $ 427,187 $ 11,879,375 ________________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. As of and for the Nine Months Ended September 30, 2021 ($ in thousands) First-lien senior secured debt Second-lien senior secured debt Unsecured debt investments Preferred equity investments (2) Common equity investments (2) Total Fair value, beginning of period $ 8,389,486 $ 1,949,703 $ 59,562 $ 22,157 $ 230,307 $ 10,651,215 Purchases of investments, net 4,118,038 487,457 130,137 148,832 291,064 5,175,528 Payment-in-kind 24,643 — 9,542 6,778 381 41,344 Proceeds from investments, net (3,311,548) (705,356) — (1,000) (133,551) (4,151,455) Net change in unrealized gain (loss) 53,619 43,407 (4,762) 2,719 39,345 134,328 Net realized gains (losses) 2,538 (30,181) — — (359) (28,002) Net amortization of discount on investments 44,430 10,624 233 283 — 55,570 Transfers into (out of) Level 3 (1) 847 — — — — 847 Fair value, end of period $ 9,322,053 $ 1,755,654 $ 194,712 $ 179,769 $ 427,187 $ 11,879,375 _______________ (1) Transfers between levels, if any, are recognized at the beginning of the period in which the transfers occur. For the nine months ended September 30, 2021, transfers into Level 3 from Level 2 were a result of changes in the observability of significant inputs for certain portfolio companies. The following tables present information with respect to net change in unrealized gains on investments for which Level 3 inputs were used in determining the fair value that are still held by the Company for the three and nine months ended September 30, 2022 and 2021: Net change in unrealized gain (loss) for the Three Months Ended September 30, 2022 on Investments Held at September 30, 2022 Net change in unrealized gain (loss) for the Three Months Ended September 30, 2021 on Investments Held at September 30, 2021 First-lien senior secured debt investments $ 28,663 $ 9,803 Second-lien senior secured debt investments (7,756) 1,350 Unsecured debt investments (14,345) (7,540) Preferred equity investments 4,295 2,832 Common equity investments 73,339 16,741 Total Investments $ 84,196 $ 23,186 Net change in unrealized gain (loss) for the Nine Months Ended September 30, 2022 on Investments Held at September 30, 2022 Net change in unrealized gain (loss) for the Nine Months Ended September 30, 2021 on Investments Held at September 30, 2021 First-lien senior secured debt investments $ (97,931) $ 57,778 Second-lien senior secured debt investments (80,309) 18,539 Unsecured debt investments (39,287) (4,762) Preferred equity investments (14,675) 2,719 Common equity investments 75,774 39,342 Total Investments $ (156,428) $ 113,616 |
Schedule of Quantitative Information About Significant Unobservable Inputs of Level 3 Investments | The following tables present quantitative information about the significant unobservable inputs of the Company’s Level 3 investments as of September 30, 2022 and December 31, 2021. The weighted average range of unobservable inputs is based on fair value of investments. The tables are not intended to be all-inclusive but instead capture the significant unobservable inputs relevant to the Company’s determination of fair value. As of September 30, 2022 ($ in thousands) Fair Value Valuation Technique Unobservable Input (Range) Weighted Average Impact to Valuation from an First-lien senior secured debt investments $ 8,989,042 Yield Analysis Market Yield (9.1% - 33.1%) 12.6% Decrease 215,687 Recent Transaction Transaction Price (97.5% - 99.0%) 97.9% Increase 59,035 Collateral Analysis Recovery Rate (69.0% - 69.0%) 69.0% Increase Second-lien senior secured debt investments $ 1,740,416 Yield Analysis Market Yield (11.8% - 23.2%) 15.5% Decrease 10,506 Collateral Analysis Recovery Rate (16.5% - 16.5%) 16.5% Increase Unsecured debt investments $ 232,240 Yield Analysis Market Yield (10.2% - 20.0%) 12.6% Decrease 5,135 Market Approach EBITDA Multiple (14.0x - 14.0x) 14.0x Increase Preferred equity investments $ 305,431 Yield Analysis Market Yield (12.0% - 16.8%) 13.8% Decrease 23,975 Recent Transaction Transaction Price (97.0% - 97.0%) 97.0% Increase 45 Market Approach EBITDA Multiple (11.5x - 11.5x) 11.5x Increase Common equity investments $ 799,574 Market Approach EBITDA Multiple (1.2x - 24.3x) 5.6x Increase 21,962 Market Approach Revenue (1.1x - 16.6x) 12.9x Increase 18,401 Recent Transaction Transaction Price (95.7% - 123.5%) 103.7% Increase 3,917 Market Approach Transaction Price ($70.00 - $70.00) $70.00 Increase 125 Market Approach Gross Profit (10.0x - 10.0x) 10.0x Increase As of December 31, 2021 ($ in thousands) Fair Value Valuation Technique Unobservable Input Range (Weighted Average) Impact to Valuation from an First-lien senior secured debt investments $ 8,670,821 Yield Analysis Market Yield (5.3% - 20.0%) 8.7% Decrease 868,953 Recent Transaction Transaction Price (90.5% - 99.4%) 97.4% Increase Second-lien senior secured debt investments(1) $ 1,459,187 Yield Analysis Market Yield (7.8% - 15.0%) 9.6% Decrease 395,865 Recent Transaction Transaction Price (98.0% - 99.0%) 98.6% Increase 15,919 Collateral Analysis Recovery Rate (25.0% - 25.0%) 25.0% Increase Unsecured debt investments(2) $ 179,730 Yield Analysis Market Yield (7.2% - 9.4%) 8.8% Decrease 5,135 Market Approach EBITDA Multiple (14.8x - 14.8x) 14.8x Increase Preferred equity investments $ 181,394 Yield Analysis Market Yield (11.4% - 14.6%) 11.9% Decrease 75,863 Recent Transaction Transaction Price (97.3% - 100.0%) 98.1% Increase 3,612 Market Approach EBITDA Multiple (9.3x - 9.3x) 9.3x Increase Common equity investments $ 488,629 Market Approach EBITDA Multiple (1.2x - 24.0x) 5.0x Increase 79,900 Recent Transaction Transaction Price (100.0% - 100.0%) 100.0% Increase 2,334 Market Approach Transaction Price ($560.00 - $560.00) $560.00 Increase 753 Market Approach Gross Profit Multiple (27.0x - 27.0x) 27.0x Increase _______________ (1) Excludes investments with an aggregate fair value amounting to $50.5 million, which the Company valued using indicative bid prices obtained from brokers. (2) Excludes investments with an aggregate fair value amounting to $11.6 million, which the Company valued using indicative bid prices obtained from brokers. |
Schedule of Carrying Values and Fair Values of the Company’s Debt Obligations | The following table presents the carrying and fair values of the Company’s debt obligations as of September 30, 2022 and December 31, 2021. September 30, 2022 December 31, 2021 ($ in thousands) Net Carrying Value (1) Fair Value Net Carrying Value (2) Fair Value Revolving Credit Facility $ 391,769 $ 391,769 $ 879,943 $ 879,943 SPV Asset Facility II 245,107 245,107 95,668 95,668 SPV Asset Facility III 249,208 249,208 188,979 188,979 SPV Asset Facility IV 73,863 73,863 152,727 152,727 CLO I 387,253 387,253 386,989 386,989 CLO II 257,127 257,127 256,942 256,942 CLO III 258,098 258,098 257,937 257,937 CLO IV 287,674 287,674 287,342 287,342 CLO V 506,965 506,965 194,167 194,167 CLO VI 258,246 258,246 258,093 258,093 CLO VII 237,266 237,266 — — 2024 Notes 384,328 396,000 406,481 427,000 2025 Notes 420,841 398,438 419,674 443,063 July 2025 Notes 494,912 458,750 493,637 518,750 2026 Notes 492,635 455,000 491,085 526,250 July 2026 Notes 981,868 860,000 978,537 1,017,500 2027 Notes 433,638 401,250 497,537 488,750 2028 Notes 835,356 648,125 833,588 837,250 Total Debt $ 7,196,154 $ 6,770,139 $ 7,079,326 $ 7,217,350 _______________ (1) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, CLO VII, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $15.1 million, $4.9 million, $0.8 million, $2.6 million, $2.7 million, $2.9 million, $1.9 million, $4.8 million, $2.7 million, $1.8 million, $1.9 million, $3.4 million, $4.2 million, $5.1 million, $7.4 million, $18.1 million, $8.4 million and $14.6 million, respectively. (2) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $12.4 million, $4.3 million, $1.0 million, $2.2 million, $3.0 million, $3.1 million, $2.1 million, $5.2 million, $1.8 million, $1.9 million, $5.0 million, $5.3 million, $6.4 million, $8.9 million, $21.5 million, $9.7 million and $16.4 million, respectively. The following table presents fair value measurements of the Company’s debt obligations as of September 30, 2022 and December 31, 2021: ($ in thousands) September 30, 2022 December 31, 2021 Level 1 $ — $ — Level 2 3,617,563 4,258,563 Level 3 3,152,576 2,958,787 Total Debt $ 6,770,139 $ 7,217,350 |
Debt (Tables)
Debt (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Debt Disclosure [Abstract] | |
Schedule of Debt Obligations | Debt obligations consisted of the following as of September 30, 2022 and December 31, 2021: September 30, 2022 ($ in thousands) Aggregate Principal Committed Outstanding Principal Amount Available(1) Net Carrying Value(2) Revolving Credit Facility(3)(5) $ 1,855,000 $ 406,913 $ 1,395,174 $ 391,769 SPV Asset Facility II 350,000 250,000 100,000 245,107 SPV Asset Facility III 250,000 250,000 — 249,208 SPV Asset Facility IV 250,000 76,484 173,516 73,863 CLO I 390,000 390,000 — 387,253 CLO II 260,000 260,000 — 257,127 CLO III 260,000 260,000 — 258,098 CLO IV 292,500 292,500 — 287,674 CLO V 509,625 509,625 — 506,965 CLO VI 260,000 260,000 — 258,246 CLO VII 239,150 239,150 — 237,266 2024 Notes(4) 400,000 400,000 — 384,328 2025 Notes 425,000 425,000 — 420,841 July 2025 Notes 500,000 500,000 — 494,912 2026 Notes 500,000 500,000 — 492,635 July 2026 Notes 1,000,000 1,000,000 — 981,868 2027 Notes(4) 500,000 500,000 — 433,638 2028 Notes 850,000 850,000 — 835,356 Total Debt $ 9,091,275 $ 7,369,672 $ 1,668,690 $ 7,196,154 ______________ (1) The amount available reflects any collateral related limitations at the Company level related to each credit facility’s borrowing base. (2) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, CLO VII, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $15.1 million, $4.9 million, $0.8 million, $2.6 million, $2.7 million, $2.9 million, $1.9 million, $4.8 million, $2.7 million, $1.8 million, $1.9 million, $3.4 million, $4.2 million, $5.1 million, $7.4 million, $18.1 million, $8.4 million and $14.6 million respectively. (3) Includes the unrealized translation gain (loss) on borrowings denominated in foreign currencies. (4) Inclusive of change in fair market value of effective hedge. (5) The amount available is reduced by $52.9 million of outstanding letters of credit. December 31, 2021 ($ in thousands) Aggregate Principal Committed Outstanding Principal Amount Available(1) Net Carrying Value(2) Revolving Credit Facility(3)(5) $ 1,655,000 $ 892,313 $ 707,370 $ 879,943 SPV Asset Facility II 350,000 100,000 250,000 95,668 SPV Asset Facility III 500,000 190,000 310,000 188,979 SPV Asset Facility IV 250,000 155,000 95,000 152,727 CLO I 390,000 390,000 — 386,989 CLO II 260,000 260,000 — 256,942 CLO III 260,000 260,000 — 257,937 CLO IV 292,500 292,500 — 287,342 CLO V 196,000 196,000 — 194,167 CLO VI 260,000 260,000 — 258,093 2024 Notes(4) 400,000 400,000 — 406,481 2025 Notes 425,000 425,000 — 419,674 July 2025 Notes 500,000 500,000 — 493,637 2026 Notes 500,000 500,000 — 491,085 July 2026 Notes 1,000,000 1,000,000 — 978,537 2027 Notes(4) 500,000 500,000 — 497,537 2028 Notes 850,000 850,000 — 833,588 Total Debt $ 8,588,500 $ 7,170,813 $ 1,362,370 $ 7,079,326 ______________ (1) The amount available reflects any limitations related to each credit facility’s borrowing base. (2) The carrying value of the Company’s Revolving Credit Facility, SPV Asset Facility II, SPV Asset Facility III, SPV Asset Facility IV, CLO I, CLO II, CLO III, CLO IV, CLO V, CLO VI, 2024 Notes, 2025 Notes, July 2025 Notes, 2026 Notes, July 2026 Notes, 2027 Notes and 2028 Notes are presented net of deferred financing costs of $12.4 million, $4.3 million, $1.0 million, $2.2 million, $3.0 million, $3.1 million, $2.1 million, $5.2 million, $1.8 million, $1.9 million, $5.0 million, $5.3 million, $6.4 million, $8.9 million, $21.5 million, $9.7 million and $16.4 million, respectively. (3) Includes the unrealized translation gain (loss) on borrowings denominated in foreign currencies. (4) Inclusive of change in fair market value of effective hedge. (5) The amount available is reduced by $55.3 million of outstanding letters of credit. |
Schedule of Components of Interest Expense | For the three and nine months ended September 30, 2022 and 2021 the components of interest expense were as follows: For the Three Months Ended September 30, For the Nine Months Ended September 30, ($ in thousands) 2022 2021 2022 2021 Interest expense $ 73,539 $ 50,054 $ 184,354 $ 139,502 Amortization of debt issuance costs 6,311 6,731 21,133 18,882 Net change in unrealized gain (loss) on effective interest rate swaps and hedged items(1) 1,360 (269) 4,448 653 Total Interest Expense $ 81,210 $ 56,516 $ 209,935 $ 159,037 Average interest rate 3.9 % 2.9 % 3.4 % 3.0 % Average daily borrowings $ 7,368,456 $ 6,713,786 $ 7,218,099 $ 6,050,836 ______________ (1) Refer to the 2023 Notes, 2024 Notes and 2027 Notes for details on each facility’s interest rate swap. |
Commitments and Contingencies (
Commitments and Contingencies (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Commitments and Contingencies Disclosure [Abstract] | |
Schedule of Outstanding Commitments To Fund Investments | As of September 30, 2022 and December 31, 2021, the Company had the following outstanding commitments to fund investments in current portfolio companies: Portfolio Company Investment September 30, 2022 December 31, 2021 ($ in thousands) 3ES Innovation Inc. (dba Aucerna) First lien senior secured revolving loan $ 2,193 $ 3,893 AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC LLC Interest 45,000 — AAM Series 2.1 Aviation Feeder, LLC LLC Interest 43,632 — ABB/Con-cise Optical Group LLC First lien senior secured revolving loan 495 — Accela, Inc. First lien senior secured revolving loan 1,500 3,000 Alera Group, Inc. First lien senior secured delayed draw term loan — 417 AmeriLife Holdings LLC First lien senior secured delayed draw term loan 182 — AmeriLife Holdings LLC First lien senior secured revolving loan 91 — AmSpec Group, Inc. (fka AmSpec Services Inc.) First lien senior secured revolving loan 11,750 10,665 Anaplan, Inc. First lien senior secured revolving loan 9,722 — Apex Group Treasury, LLC Second lien senior secured delayed draw term loan — 25,147 Apex Service Partners, LLC First lien senior secured delayed draw term loan 164 — Apex Service Partners, LLC First lien senior secured revolving loan 50 — Apptio, Inc. First lien senior secured revolving loan 1,667 1,667 Aramsco, Inc. First lien senior secured revolving loan 8,099 8,378 Ardonagh Midco 3 PLC First lien senior secured GBP delayed draw term loan 9,097 11,038 Armstrong Bidco Limited (dba The Access Group) First lien senior secured delayed draw term loan 760 — Ascend Buyer, LLC (dba PPC Flexible Packaging) First lien senior secured revolving loan 489 471 Associations, Inc. First lien senior secured delayed draw term loan 46,567 — Associations, Inc. First lien senior secured revolving loan 32,923 32,923 AxiomSL Group, Inc. First lien senior secured delayed draw term loan 8,331 8,331 AxiomSL Group, Inc. First lien senior secured revolving loan 18,227 18,227 Bayshore Intermediate #2, L.P. (dba Boomi) First lien senior secured revolving loan 6,913 6,913 BCPE Osprey Buyer, Inc. (dba PartsSource) First lien senior secured delayed draw term loan 28,014 28,014 BCPE Osprey Buyer, Inc. (dba PartsSource) First lien senior secured revolving loan 11,855 11,855 BCTO BSI Buyer, Inc. (dba Buildertrend) First lien senior secured revolving loan 8,036 2,339 Blend Labs, Inc. First lien senior secured revolving loan 7,500 7,500 BP Veraison Buyer, LLC (dba Sun World) First lien senior secured delayed draw term loan 29,054 29,054 BP Veraison Buyer, LLC (dba Sun World) First lien senior secured revolving loan 8,716 8,716 Brightway Holdings, LLC First lien senior secured revolving loan 3,158 3,158 Centrify Corporation First lien senior secured revolving loan 3,409 6,817 Chapford SMA Partnership, L.P. LP Interest 8,575 — CivicPlus, LLC First lien senior secured delayed draw term loan — 6,673 CivicPlus, LLC First lien senior secured revolving loan 2,698 1,335 Denali BuyerCo, LLC (dba Summit Companies) First lien senior secured delayed draw term loan 4,008 9,849 Denali BuyerCo, LLC (dba Summit Companies) First lien senior secured revolving loan 2,998 3,556 Diamondback Acquisition, Inc. (dba Sphera) First lien senior secured delayed draw term loan 1,080 1,080 Dodge Data & Analytics LLC First lien senior secured revolving loan — 1,888 Portfolio Company Investment September 30, 2022 December 31, 2021 Douglas Products and Packaging Company LLC First lien senior secured revolving loan 8,619 3,936 EET Buyer, Inc. (dba e-Emphasys) First lien senior secured revolving loan 455 455 Entertainment Benefits Group, LLC First lien senior secured revolving loan 133 11,200 Evolution BuyerCo, Inc. (dba SIAA) First lien senior secured revolving loan 10,709 10,709 Forescout Technologies, Inc. First lien senior secured delayed draw term loan 48,750 — Forescout Technologies, Inc. First lien senior secured revolving loan 5,345 5,345 Fortis Solutions Group, LLC First lien senior secured delayed draw term loan 155 1,347 Fortis Solutions Group, LLC First lien senior secured revolving loan 431 462 Fullsteam Operations, LLC First lien senior secured delayed draw term loan 6,838 — Gainsight, Inc. First lien senior secured revolving loan 3,357 3,357 Galls, LLC First lien senior secured revolving loan 14,186 20,468 Gaylord Chemical Company, L.L.C. First lien senior secured revolving loan 13,202 13,202 Gerson Lehrman Group, Inc. First lien senior secured revolving loan 21,563 21,563 GI Ranger Intermediate, LLC (dba Rectangle Health) First lien senior secured delayed draw term loan — 614 GI Ranger Intermediate, LLC (dba Rectangle Health) First lien senior secured revolving loan 332 369 Global Music Rights, LLC First lien senior secured revolving loan 667 667 GovBrands Intermediate, Inc. First lien senior secured delayed draw term loan 1,111 1,111 GovBrands Intermediate, Inc. First lien senior secured revolving loan 573 793 Granicus, Inc. First lien senior secured delayed draw term loan 1,006 1,006 Granicus, Inc. First lien senior secured revolving loan 1,187 1,187 Guidehouse Inc. First lien senior secured revolving loan — 351 H&F Opportunities LUX III S.À R.L (dba Checkmarx) First lien senior secured revolving loan 16,250 16,250 Hercules Borrower, LLC (dba The Vincit Group) First lien senior secured revolving loan 18,685 20,916 HGH Purchaser, Inc. (dba Horizon Services) First lien senior secured delayed draw term loan 12,803 49,359 HGH Purchaser, Inc. (dba Horizon Services) First lien senior secured revolving loan 6,520 7,031 Hissho Sushi Merger Sub LLC First lien senior secured revolving loan 65 — Hometown Food Company First lien senior secured revolving loan 3,529 4,235 Ideal Image Development, LLC First lien senior secured delayed draw term loan 1,463 — Ideal Image Development, LLC First lien senior secured revolving loan 1,829 — Ideal Tridon Holdings, Inc. First lien senior secured revolving loan 5,727 3,927 IG Investments Holdings, LLC (dba Insight Global) First lien senior secured revolving loan 3,974 1,987 Indigo Buyer, Inc. (dba Inovar Packaging Group) First lien senior secured delayed draw term loan 250 — Indigo Buyer, Inc. (dba Inovar Packaging Group) First lien senior secured revolving loan 83 — Individual Foodservice Holdings, LLC First lien senior secured delayed draw term loan — 6,890 Individual Foodservice Holdings, LLC First lien senior secured revolving loan 21,567 20,609 Inovalon Holdings, Inc. First lien senior secured delayed draw term loan 18,988 18,988 Integrity Marketing Acquisition, LLC First lien senior secured revolving loan 14,832 14,832 Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.) First lien senior secured revolving loan 1,607 1,607 Interoperability Bidco, Inc. (dba Lyniate) First lien senior secured revolving loan 3,043 4,000 IQN Holding Corp. (dba Beeline) First lien senior secured revolving loan — 22,672 Kaseya Inc. First lien senior secured delayed draw term loan 1,134 — Kaseya Inc. First lien senior secured revolving loan 1,134 — KPSKY Acquisition, Inc. (dba BluSky) First lien senior secured delayed draw term loan — 256 Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC) First lien senior secured revolving loan 600 8,700 Portfolio Company Investment September 30, 2022 December 31, 2021 Lazer Spot Holdings, Inc. (f/k/a Lazer Spot GB Holdings, Inc.) First lien senior secured revolving loan 26,833 26,833 Mario Purchaser, LLC (dba Len the Plumber) First lien senior secured delayed draw term loan 4,880 — Mario Midco Holdings, Inc. First lien senior secured revolving loan 1,381 — Lignetics Investment Corp. First lien senior secured delayed draw term loan 3,922 3,922 Lignetics Investment Corp. First lien senior secured revolving loan 549 3,922 Litera Bidco LLC First lien senior secured delayed draw term loan — 5,176 Litera Bidco LLC First lien senior secured revolving loan 5,738 5,738 Medline Borrower, LP First lien senior secured revolving loan 7,190 7,190 MHE Intermediate Holdings, LLC (dba OnPoint Group) First lien senior secured delayed draw term loan — 9,850 MHE Intermediate Holdings, LLC (dba OnPoint Group) First lien senior secured revolving loan 15,536 15,536 Milan Laser Holdings LLC First lien senior secured revolving loan 2,078 2,078 MINDBODY, Inc. First lien senior secured revolving loan 6,071 6,071 Ministry Brands Holdings, LLC First lien senior secured delayed draw term loan 226 226 Ministry Brands Holdings, LLC First lien senior secured revolving loan 68 68 National Dentex Labs LLC (fka Barracuda Dental LLC) First lien senior secured delayed draw term loan — 3,980 National Dentex Labs LLC (fka Barracuda Dental LLC) First lien senior secured revolving loan — 6,322 Natural Partners, LLC First lien senior secured revolving loan 68 — Nelipak Holding Company First lien senior secured USD revolving loan 6,299 4,288 Nelipak Holding Company First lien senior secured EUR revolving loan 6,214 7,518 NMI Acquisitionco, Inc. (dba Network Merchants) First lien senior secured delayed draw term loan 4,073 4,073 NMI Acquisitionco, Inc. (dba Network Merchants) First lien senior secured revolving loan 1,652 1,652 Norvax, LLC (dba GoHealth) First lien senior secured revolving loan 2,761 2,761 Notorious Topco, LLC (dba Beauty Industry Group) First lien senior secured delayed draw term loan 6,385 15,962 Notorious Topco, LLC (dba Beauty Industry Group) First lien senior secured revolving loan 9,577 7,981 OB Hospitalist Group, Inc. First lien senior secured revolving loan 12,119 13,533 Ole Smoky Distillery, LLC First lien senior secured revolving loan 116 — Pacific BidCo Inc. First lien senior secured delayed draw term loan 3,436 — Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.) First lien senior secured revolving loan 13,538 13,538 Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services) First lien senior secured delayed draw term loan — 8,695 Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services) First lien senior secured revolving loan 6,161 6,161 Plasma Buyer LLC (dba PathGroup) First lien senior secured delayed draw term loan 176 — Plasma Buyer LLC (dba PathGroup) First lien senior secured revolving loan 76 — Pluralsight, LLC First lien senior secured revolving loan 6,235 6,235 PPV Intermediate Holdings, LLC First lien senior secured delayed draw term loan 180 — PPV Intermediate Holdings, LLC First lien senior secured revolving loan 67 — Project Power Buyer, LLC (dba PEC-Veriforce) First lien senior secured revolving loan 3,188 3,188 QAD, Inc. First lien senior secured revolving loan 3,429 3,429 PS Operating Company LLC (fka QC Supply, LLC) First lien senior secured revolving loan 1,324 2,650 Quva Pharma, Inc. First lien senior secured revolving loan 2,240 4,000 Reef Global Acquisition LLC (fka Cheese Acquisition, LLC) First lien senior secured revolving loan — 5,377 Refresh Parent Holdings, Inc. First lien senior secured delayed draw term loan — 797 Refresh Parent Holdings, Inc. First lien senior secured revolving loan — 6,897 Portfolio Company Investment September 30, 2022 December 31, 2021 Relativity ODA LLC First lien senior secured revolving loan 7,333 7,333 SailPoint Technologies Holdings, Inc. First lien senior secured revolving loan 4,358 — Securonix, Inc. First lien senior secured revolving loan 153 — SimpliSafe Holding Corporation First lien senior secured delayed draw term loan 772 — Smarsh Inc. First lien senior secured delayed draw term loan 190 — Smarsh Inc. First lien senior secured revolving loan 48 — Sonny's Enterprises LLC First lien senior secured revolving loan 17,969 15,402 Spotless Brands, LLC First lien senior secured delayed draw term loan 5,637 — Spotless Brands, LLC First lien senior secured revolving loan 360 — SWK BUYER, Inc. (dba Stonewall Kitchen) First lien senior secured delayed draw term loan 175 — SWK BUYER, Inc. (dba Stonewall Kitchen) First lien senior secured revolving loan 17 — Swipe Acquisition Corporation (dba PLI) First lien senior secured delayed draw term loan 6,228 10,230 Swipe Acquisition Corporation (dba PLI) Letter of Credit 7,118 7,118 Tahoe Finco, LLC First lien senior secured revolving loan 9,244 9,244 TC Holdings, LLC (dba TrialCard) First lien senior secured revolving loan — 7,685 Tamarack Intermediate, L.L.C. (dba Verisk 3E) First lien senior secured revolving loan 141 — Tempo Buyer Corp. (dba Global Claims Services) First lien senior secured delayed draw term loan 308 308 Tempo Buyer Corp. (dba Global Claims Services) First lien senior secured revolving loan 145 154 The Shade Store, LLC First lien senior secured revolving loan 909 909 THG Acquisition, LLC (dba Hilb) First lien senior secured revolving loan 8,608 8,608 The NPD Group, L.P. First lien senior secured revolving loan 1,510 — Thunder Purchaser, Inc. (dba Vector Solutions) First lien senior secured delayed draw term loan 7,018 10,965 Thunder Purchaser, Inc. (dba Vector Solutions) First lien senior secured revolving loan 2,522 3,838 Troon Golf, L.L.C. First lien senior secured revolving loan 21,622 21,621 Ultimate Baked Goods Midco, LLC First lien senior secured revolving loan 2,984 4,724 Unified Women's Healthcare, LP First lien senior secured delayed draw term loan 55 — Unified Women's Healthcare, LP First lien senior secured revolving loan 88 — USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners) First lien senior secured revolving loan 4,239 4,168 Valence Surface Technologies LLC First lien senior secured revolving loan 49 49 Velocity HoldCo III Inc. (dba VelocityEHS) First lien senior secured revolving loan 1,340 1,340 When I Work, Inc. First lien senior secured revolving loan 925 925 Wingspire Capital Holdings LLC LLC Interest $ 45,855 $ 51,962 WU Holdco, Inc. (dba Weiman Products, LLC) First lien senior secured delayed draw term loan $ — $ 14,829 WU Holdco, Inc. (dba Weiman Products, LLC) First lien senior secured revolving loan $ 9,219 $ 13,444 Total Unfunded Portfolio Company Commitments $ 970,580 $ 963,808 |
Net Assets (Tables)
Net Assets (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Equity [Abstract] | |
Schedule of Distributions Declared | The following table reflects the distributions declared on shares of the Company’s common stock during the nine months ended September 30, 2022: September 30, 2022 Date Declared Record Date Payment Date Distribution per Share August 2, 2022 September 30, 2022 November 15, 2022 $ 0.31 May 3, 2022 June 30, 2022 August 15, 2022 $ 0.31 February 23, 2022 March 31, 2022 May 13, 2022 $ 0.31 The following table reflects the distributions declared on shares of the Company’s common stock during the nine months ended September 30, 2021: September 30, 2021 Date Declared Record Date Payment Date Distribution per Share August 3, 2021 September 30, 2021 November 15, 2021 $ 0.31 May 5, 2021 June 30, 2021 August 13, 2021 $ 0.31 February 23, 2021 March 31, 2021 May 14, 2021 $ 0.31 |
Schedule of Common Stock Purchase Pursuant to Repurchase Plan | The following provides information regarding purchases of the Company’s common stock by Goldman Sachs & Co., as agent, pursuant to the 2020 Repurchase Program. For the period ended September 30, 2021, there were no repurchases under the 2020 Repurchase Program. For the period ended September 30, 2022, repurchases under the 2020 Repurchase Program were as follows: Period Total Number Average Price Paid per Share Approximate Approximate January 1, 2022 - January 31, 2022 — $ — $ — $ 97.4 February 1, 2022 - February 28, 2022 — $ — — 97.4 March 1, 2022 - March 31, 2022 — $ — — 97.4 April 1, 2022 - April 30, 2022 — $ — — 97.4 May 1, 2022 - May 31, 2022 757,926 $ 13.21 10.0 87.4 June 1, 2022 - June 30, 2022 — $ — — 87.4 July 1, 2022 - July 31, 2022 — $ — — 87.4 August 1, 2022 - August 31, 2022 — $ — — 87.4 September 1, 2022 - September 30, 2022 — $ — — 87.4 Total 757,926 10.0 |
Schedule of Shares Distributed Pursuant to the Dividend Reinvestment Plan | The following table reflects the shares distributed pursuant to the dividend reinvestment plan during the nine months ended September 30, 2022: Date Declared Record Date Payment Date Shares May 3, 2022 June 30, 2022 August 15, 2022 886,113 (1) February 23, 2022 March 31, 2022 May 15, 2022 830,764 (1) November 2, 2021 December 31, 2021 January 31, 2022 814,084 (1) Shares p urchased in the open market in order to satisfy dividends reinvested under our dividend reinvestment program. The following table reflects the common stock issued pursuant to the dividend reinvestment plan during the nine months ended September 30, 2021: Date Declared Record Date Payment Date Shares May 5, 2021 June 30, 2021 August 13, 2021 935,064 February 23, 2021 March 31, 2021 May 14, 2021 815,703 November 4, 2020 December 31, 2020 January 19, 2021 1,435,099 |
Earnings Per Share (Tables)
Earnings Per Share (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Earnings Per Share [Abstract] | |
Schedule of Computation for Basic and Diluted Earnings Per Common Share | The following table sets forth the computation of basic and diluted earnings per common share for the three and nine months ended September 30, 2022 and 2021: For the Three Months Ended September 30, For the Nine Months Ended September 30, ($ in thousands, except per share amounts) 2022 2021 2022 2021 Increase (decrease) in net assets resulting from operations $ 265,427 $ 142,851 $ 274,465 $ 450,876 Weighted average shares of common stock outstanding—basic and diluted 393,823,013 392,715,513 394,103,935 391,893,306 Earnings per common share-basic and diluted $ 0.67 $ 0.36 $ 0.70 $ 1.15 |
Financial Highlights (Tables)
Financial Highlights (Tables) | 9 Months Ended |
Sep. 30, 2022 | |
Investment Company [Abstract] | |
Schedule of Financial Highlights for a Common Share Outstanding | The following are the financial highlights for a common share outstanding during the nine months ended September 30, 2022 and 2021: For the Nine Months Ended September 30, ($ in thousands, except share and per share amounts) 2022 2021 Per share data: Net asset value, beginning of period $ 15.08 $ 14.74 Net investment income(1) 1.00 0.90 Net realized and unrealized gain (loss) (0.30) 0.24 Total from operations 0.70 1.14 Repurchase of common shares(2) — — Distributions declared from earnings(2) (0.93) (0.93) Total increase (decrease) in net assets (0.23) 0.21 Net asset value, end of period 14.85 14.95 Shares outstanding, end of period 393,823,013 393,152,554 Per share market value at end of period 10.37 14.12 Total Return, based on market value(3) (21.1) % 18.9 % Total Return, based on net asset value(4) 5.2 % 7.9 % Ratios / Supplemental Data(5) Ratio of total expenses to average net assets(6) 10.4 % 8.9 % Ratio of net investment income to average net assets 9.0 % 8.1 % Net assets, end of period 5,847,788 5,876,992 Weighted-average shares outstanding 394,103,935 391,893,306 Total capital commitments, end of period N/A N/A Ratio of total contributed capital to total committed capital, end of period N/A N/A Portfolio turnover rate 10.1 % 34.0 % _______________ (1) The per share data was derived using the weighted average shares outstanding during the period. (2) The per share data was derived using actual shares outstanding at the date of the relevant transaction. (3) Total return based on market value is calculated as the change in market value per share during the respective periods, taking into account dividends and distributions, if any, reinvested in accordance with the Company’s dividend reinvestment plan. (4) Total return is calculated as the change in net asset value (“NAV”) per share during the period, plus distributions per share (assuming dividends and distributions, if any, are reinvested in accordance with the Company’s dividend reinvestment plan), if any, divided by the beginning NAV per share. (5) Does not include expenses of investment companies in which the Company invests. (6) The ratios reflect an annualized amount. |
Organization (Details)
Organization (Details) $ / shares in Units, $ in Millions | Aug. 02, 2019 USD ($) $ / shares | Aug. 02, 2019 $ / shares shares | Jul. 22, 2019 $ / shares shares | Sep. 30, 2022 division |
Subsidiary, Sale of Stock [Line Items] | ||||
Number of divisions | division | 3 | |||
IPO | Common Stock [Member] | ||||
Subsidiary, Sale of Stock [Line Items] | ||||
Shares issued (in shares) | shares | 10,000,000 | |||
Public offering price (in dollars per share) | $ / shares | $ 15.30 | |||
Net proceeds | $ | $ 164 | |||
Over-Allotment Option | Common Stock [Member] | ||||
Subsidiary, Sale of Stock [Line Items] | ||||
Shares issued (in shares) | shares | 1,500,000 | |||
Public offering price (in dollars per share) | $ / shares | $ 15.30 | $ 15.30 |
Significant Accounting Polici_3
Significant Accounting Policies (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | |
Product Information [Line Items] | ||||
Payment-in-kind interest and dividends | $ 101,236 | $ 41,341 | ||
Dividends and Income | ||||
Product Information [Line Items] | ||||
Payment-in-kind interest and dividends | $ 37,600 | $ 16,000 | $ 97,200 | $ 38,200 |
Revenue Benchmark | Product Concentration Risk | Dividends and Income | ||||
Product Information [Line Items] | ||||
Concentration risk (as percent) | 11.90% | 5.90% | 11.40% | 5.20% |
Agreements and Related Party _2
Agreements and Related Party Transactions (Details) - Affiliated entity | 3 Months Ended | 9 Months Ended | |||||||||||||
Jul. 18, 2022 USD ($) | Jul. 01, 2022 USD ($) | May 21, 2022 USD ($) | May 03, 2022 | Feb. 28, 2022 USD ($) | Aug. 19, 2021 USD ($) | May 18, 2021 component | Mar. 08, 2021 USD ($) | Jul. 31, 2020 USD ($) | Mar. 25, 2020 USD ($) | Sep. 24, 2019 USD ($) | Sep. 30, 2022 USD ($) | Sep. 30, 2021 USD ($) | Sep. 30, 2022 USD ($) | Sep. 30, 2021 USD ($) | |
Administration Agreement | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Contract term | 2 years | ||||||||||||||
Management fee | $ 1,500,000 | $ 1,600,000 | $ 4,500,000 | $ 4,500,000 | |||||||||||
Written notice for contract termination, term | 60 days | ||||||||||||||
Management Fee | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Management fee | 46,900,000 | 45,600,000 | 141,200,000 | 131,700,000 | |||||||||||
Management fee, average gross assets | 1% | ||||||||||||||
Management fee, asset coverage ratio maximum | 200% | ||||||||||||||
Investment Advisory Agreement | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Contract term | 2 years | ||||||||||||||
Written notice for contract termination, term | 60 days | ||||||||||||||
Required term of written notice for contract termination for certain circumstances | 120 days | ||||||||||||||
Incentive fee components | component | 2 | ||||||||||||||
Pre-incentive fee net investment income (as percent) | 100% | ||||||||||||||
Incentive fee | 1.50% | ||||||||||||||
Remaining of pre-incentive fee net investment income | 17.50% | ||||||||||||||
Pre-incentive fee net investment income | 1.82% | ||||||||||||||
Capital gains incentive fee | 17.50% | ||||||||||||||
Performance Based Incentive Fee | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Management fee | $ 31,100,000 | $ 27,700,000 | $ 83,600,000 | $ 74,700,000 | |||||||||||
Commitment To Indirectly Owned Subsidiary | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Amount of transaction | $ 400,000,000 | $ 350,000,000 | $ 250,000,000 | $ 200,000,000 | $ 150,000,000 | $ 100,000,000 | $ 50,000,000 | ||||||||
Equity Commitment To Indirectly Owned Subsidiary | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Amount of transaction | $ 15,900,000 | ||||||||||||||
Equity Commitment To Amergin AssetCo | |||||||||||||||
Related Party Transaction [Line Items] | |||||||||||||||
Amount of transaction | $ 90,000,000 |
Investments - Investments at Fa
Investments - Investments at Fair Value and Amortized Cost (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021 | ||
Schedule of Investments [Line Items] | ||||
Amortized Cost | $ 12,931,859 | [1],[2],[3],[4],[5] | $ 12,648,553 | [6],[7],[8],[9],[10] |
Fair Value | 12,835,918 | [2],[4],[5] | 12,741,640 | [7],[9],[10] |
First-lien senior secured debt investments | ||||
Schedule of Investments [Line Items] | ||||
Amortized Cost | 9,367,994 | 9,548,096 | ||
Fair Value | 9,264,249 | 9,539,774 | ||
Second-lien senior secured debt investments | ||||
Schedule of Investments [Line Items] | ||||
Amortized Cost | 1,930,111 | 1,919,453 | ||
Fair Value | 1,846,431 | 1,921,447 | ||
Unsecured debt investments | ||||
Schedule of Investments [Line Items] | ||||
Amortized Cost | 277,375 | 197,198 | ||
Fair Value | 237,375 | 196,485 | ||
Preferred equity investments | ||||
Schedule of Investments [Line Items] | ||||
Amortized Cost | 340,145 | 256,630 | ||
Fair Value | 329,451 | 260,869 | ||
Common equity investments | ||||
Schedule of Investments [Line Items] | ||||
Amortized Cost | 671,145 | 477,462 | ||
Fair Value | 844,502 | 576,004 | ||
Investment funds and vehicles | ||||
Schedule of Investments [Line Items] | ||||
Amortized Cost | 345,089 | 249,714 | ||
Fair Value | $ 313,910 | $ 247,061 | ||
[1]As of September 30, 2022, the net estimated unrealized loss for U.S. federal income tax purposes was $189.9 million based on a tax cost basis $13.0 billion. As of September 30, 2022, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $413.0 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $223.1 million.[2]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[3]The amortized cost represents the original cost adjusted for the amortization or accretion of premium or discount , as applicable, on debt investments using the effective interest method.[4]Unless otherwise indicated, all investments are considered Level 3 investments.[5]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[6]As of December 31, 2021, the net estimated unrealized loss for U.S. federal income tax purposes was $36.8 million based on a tax cost basis of $12.8 billion. As of December 31, 2021, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $217.6 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $180.8 million.[7]Certain portfolio company investments are subject to contractual restrictions on sales.[8]The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method.[9]Unless otherwise indicated, all investments are considered Level 3 investments.[10]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”. |
Investments - Composition of In
Investments - Composition of Investments Based on Fair Value (Details) - Investment Owned, At Fair Value | 9 Months Ended | 12 Months Ended |
Sep. 30, 2022 | Dec. 31, 2021 | |
Industry Concentration Risk | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 100% | 100% |
Industry Concentration Risk | Advertising and media | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1.50% | 0.90% |
Industry Concentration Risk | Aerospace and defense | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.80% | 2.90% |
Industry Concentration Risk | Automotive | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1.50% | 1.50% |
Industry Concentration Risk | Buildings and real estate | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 3.70% | 5.40% |
Industry Concentration Risk | Business services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.90% | 3.30% |
Industry Concentration Risk | Chemicals | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.30% | 2.30% |
Industry Concentration Risk | Consumer products | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 4% | 4% |
Industry Concentration Risk | Container and Packaging Sector [Member] | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1.30% | 1.30% |
Industry Concentration Risk | Distribution Sector [Member] | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 4.20% | 4.40% |
Industry Concentration Risk | Education | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1% | 1% |
Industry Concentration Risk | Financial services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 9.80% | 8.40% |
Industry Concentration Risk | Food and Beverage Sector [Member] | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 6.80% | 6.20% |
Industry Concentration Risk | Healthcare equipment and services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 3.80% | 4.20% |
Industry Concentration Risk | Healthcare providers and services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 4.50% | 7.10% |
Industry Concentration Risk | Healthcare Technology [Member] | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 4.60% | 4.60% |
Industry Concentration Risk | Household products | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.20% | 1.80% |
Industry Concentration Risk | Human resource support services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1.50% | 1.60% |
Industry Concentration Risk | Infrastructure and environmental services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1.40% | 1.50% |
Industry Concentration Risk | Insurance | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 8.70% | 8.80% |
Industry Concentration Risk | Internet software and services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 12.70% | 11.30% |
Industry Concentration Risk | Investment funds and vehicles | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.40% | 1.90% |
Industry Concentration Risk | Leisure and entertainment | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.20% | 2.20% |
Industry Concentration Risk | Manufacturing | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 5.80% | 5.70% |
Industry Concentration Risk | Oil and gas | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 0.90% | 0.90% |
Industry Concentration Risk | Professional services | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 3.50% | 3% |
Industry Concentration Risk | Specialty retail | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 2.30% | 2% |
Industry Concentration Risk | Transportation | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 1.70% | 1.80% |
Geographic Concentration Risk | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 100% | 100% |
Geographic Concentration Risk | Midwest | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 18.50% | 17% |
Geographic Concentration Risk | Northeast | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 19.80% | 19.70% |
Geographic Concentration Risk | South | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 34.60% | 38.20% |
Geographic Concentration Risk | West | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 20.20% | 18.60% |
Geographic Concentration Risk | International | ||
Schedule of Investments [Line Items] | ||
Concentration risk (as percent) | 6.90% | 6.50% |
Investments - ORCC Senior Loan
Investments - ORCC Senior Loan Fund (Details) | Jul. 26, 2022 USD ($) | Jul. 25, 2022 USD ($) | Jun. 30, 2021 USD ($) | Jul. 26, 2018 USD ($) | Jun. 20, 2017 USD ($) | Sep. 30, 2022 USD ($) portfolio_company | Dec. 31, 2021 USD ($) portfolio_company | Jul. 01, 2021 | ||
Net Investment Income [Line Items] | ||||||||||
Fair Value | $ 12,835,918,000 | [1],[2],[3] | $ 12,741,640,000 | [4],[5],[6] | ||||||
ORCC Senior Loan Fund | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment, ownership percentage | 87.50% | |||||||||
Investment company, committed capital | $ 500,100,000 | $ 325,100,000 | $ 371,500,000 | $ 125,000,000 | $ 100,000,000 | |||||
Fair Value | $ 981,849,000 | 790,277,000 | ||||||||
Total senior secured debt investments | $ 1,030,851,000 | $ 798,420,000 | ||||||||
Number of portfolio companies | portfolio_company | 54 | 38 | ||||||||
Largest funded investment to a single borrower | $ 40,377,000 | $ 40,693,000 | ||||||||
ORCC Senior Loan Fund | Regents | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment company, committed capital | $ 125,000,000 | $ 100,000,000 | ||||||||
ORCC Senior Loan Fund | Members | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment company, committed capital | 571,500,000 | |||||||||
ORCC Senior Loan Fund | Nationwide Life Insurance Company | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment, ownership percentage | 12.50% | |||||||||
Investment company, committed capital | $ 71,400,000 | $ 46,400,000 | ||||||||
Weighted Average | Base Rate | ORCC Senior Loan Fund | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Basis spread, variable rate | 4.12% | 4.14% | ||||||||
ORCC Senior Loan Fund | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment, ownership percentage | 50% | 87.50% | ||||||||
ORCC Senior Loan Fund | Regents | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment, ownership percentage | 50% | |||||||||
ORCC Senior Loan Fund | Nationwide Life Insurance Company | ||||||||||
Net Investment Income [Line Items] | ||||||||||
Investment, ownership percentage | 12.50% | |||||||||
[1]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[2]Unless otherwise indicated, all investments are considered Level 3 investments.[3]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[4]Certain portfolio company investments are subject to contractual restrictions on sales.[5]Unless otherwise indicated, all investments are considered Level 3 investments.[6]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”. |
Investments - ORCC Senior Loa_2
Investments - ORCC Senior Loan Fund's Portfolio (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021 | |||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 12,931,859 | [1],[2],[3],[4],[5] | $ 12,648,553 | [6],[7],[8],[9],[10] | |
Fair Value | $ 12,835,918 | [2],[4],[5] | $ 12,741,640 | [7],[9],[10] | |
Percentage of Net Assets | 219% | [2],[4],[5] | 215.20% | [7],[9],[10] | |
ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,030,851 | $ 798,420 | |||
Amortized Cost | 1,019,384 | 794,202 | |||
Fair Value | $ 981,849 | $ 790,277 | |||
Percentage of Net Assets | 273.70% | 279.90% | |||
Debt Securities | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,030,851 | $ 798,420 | |||
Amortized Cost | 1,019,384 | 794,202 | |||
Fair Value | $ 981,849 | $ 790,277 | |||
Percentage of Net Assets | 273.70% | 279.90% | |||
Aerospace and defense | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 101,433 | $ 101,197 | |||
Amortized Cost | 101,061 | 100,706 | |||
Fair Value | $ 98,124 | $ 98,298 | |||
Percentage of Net Assets | 27.30% | 34.70% | |||
Automotive | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 36,100 | $ 22,942 | |||
Amortized Cost | 35,808 | 22,846 | |||
Fair Value | $ 33,209 | $ 22,851 | |||
Percentage of Net Assets | 9.30% | 8.20% | |||
Buildings and real estate | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 44,481 | ||||
Amortized Cost | 43,517 | ||||
Fair Value | $ 41,272 | ||||
Percentage of Net Assets | 11.50% | ||||
Business services | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 65,164 | $ 81,828 | |||
Amortized Cost | 64,402 | 81,180 | |||
Fair Value | $ 59,453 | $ 81,311 | |||
Percentage of Net Assets | 16.70% | 28.80% | |||
Chemicals | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 998 | ||||
Amortized Cost | 998 | ||||
Fair Value | $ 998 | ||||
Percentage of Net Assets | 0.40% | ||||
Containers and packaging | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 65,880 | $ 35,954 | |||
Amortized Cost | 65,282 | 35,825 | |||
Fair Value | $ 63,714 | $ 35,899 | |||
Percentage of Net Assets | 17.70% | 12.80% | |||
Distribution | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 70,757 | $ 46,235 | |||
Amortized Cost | 69,757 | 46,020 | |||
Fair Value | $ 68,319 | $ 46,149 | |||
Percentage of Net Assets | 19% | 16.30% | |||
Education | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 53,550 | $ 33,862 | |||
Amortized Cost | 53,319 | 33,805 | |||
Fair Value | $ 53,251 | $ 33,003 | |||
Percentage of Net Assets | 14.90% | 11.70% | |||
Food and beverage | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 76,988 | $ 65,884 | |||
Amortized Cost | 76,405 | 65,444 | |||
Fair Value | $ 72,604 | $ 65,630 | |||
Percentage of Net Assets | 20.20% | 23.20% | |||
Healthcare equipment and services | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 65,564 | $ 58,756 | |||
Amortized Cost | 65,111 | 58,224 | |||
Fair Value | $ 62,088 | $ 58,080 | |||
Percentage of Net Assets | 17.30% | 20.70% | |||
Healthcare providers and services | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 73,980 | $ 68,025 | |||
Amortized Cost | 72,756 | 67,671 | |||
Fair Value | $ 70,421 | $ 67,802 | |||
Percentage of Net Assets | 19.60% | 24% | |||
Healthcare technology | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 46,959 | $ 17,179 | |||
Amortized Cost | 46,147 | 16,961 | |||
Fair Value | $ 43,979 | $ 17,162 | |||
Percentage of Net Assets | 12.30% | 6.10% | |||
Infrastructure and environmental services | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 40,693 | ||||
Amortized Cost | 40,471 | ||||
Fair Value | $ 40,171 | ||||
Percentage of Net Assets | 14.20% | ||||
Insurance | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,158 | $ 43,595 | |||
Amortized Cost | 4,158 | 43,524 | |||
Fair Value | $ 4,137 | $ 42,132 | |||
Percentage of Net Assets | 1.20% | 14.90% | |||
Internet software and services | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 86,934 | $ 47,219 | |||
Amortized Cost | 85,319 | 47,021 | |||
Fair Value | $ 82,112 | $ 47,036 | |||
Percentage of Net Assets | 22.90% | 16.60% | |||
Manufacturing | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 74,450 | $ 64,707 | |||
Amortized Cost | 74,018 | 64,397 | |||
Fair Value | $ 71,711 | $ 64,589 | |||
Percentage of Net Assets | 20% | 22.80% | |||
Professional services | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 58,349 | $ 37,005 | |||
Amortized Cost | 58,096 | 36,911 | |||
Fair Value | $ 55,635 | $ 36,987 | |||
Percentage of Net Assets | 15.50% | 13.10% | |||
Telecommunications | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 19,924 | ||||
Amortized Cost | 19,061 | ||||
Fair Value | $ 18,879 | ||||
Percentage of Net Assets | 5.20% | ||||
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 60,791 | [11],[12],[13],[14] | $ 61,259 | [15],[16],[17],[18] | |
Amortized Cost | 60,361 | [11],[12],[13],[14] | 60,718 | [15],[16],[17],[18] | |
Fair Value | $ 60,183 | [11],[12],[13],[14] | $ 60,340 | [15],[16],[17],[18] | |
Percentage of Net Assets | 1% | [11],[12],[13],[14] | 1% | [15],[16],[17],[18] | |
Interest | 6.75% | [11],[12],[13],[14] | 6.75% | [15],[16],[17],[18] | |
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,700 | [11],[12],[13],[14],[19] | $ 0 | [15],[16],[18],[20],[21] | |
Amortized Cost | 1,679 | [11],[12],[13],[14],[19] | (27) | [15],[16],[18],[20],[21] | |
Fair Value | $ 1,661 | [11],[12],[13],[14],[19] | $ (58) | [15],[16],[18],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[13],[14],[19] | 0% | [15],[16],[18],[20],[21] | |
Interest | 6.75% | [11],[12],[13],[14],[19] | 6.75% | [15],[16],[18],[20],[21] | |
Investment, Identifier [Axis]: AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC, LLC Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[19],[22],[23],[24] | $ 5 | |||
Fair Value | [12],[14],[19],[22],[23],[24] | $ 0 | |||
Percentage of Net Assets | [12],[14],[19],[22],[23],[24] | 0% | |||
Investment, Identifier [Axis]: AAM Series 2.1 Aviation Feeder, LLC, LLC Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[19],[22],[23],[24] | $ 1,373 | |||
Fair Value | [12],[14],[19],[22],[23],[24] | $ 1,368 | |||
Percentage of Net Assets | [12],[14],[19],[22],[23],[24] | 0% | |||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[25] | $ 25,000 | |||
Amortized Cost | [15],[25] | 24,705 | |||
Fair Value | [15],[25] | $ 24,875 | |||
Percentage of Net Assets | [15],[25] | 0.40% | |||
Interest | [15],[25] | 9% | |||
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 67,585 | [11],[12],[13] | $ 74,831 | [15],[25] | |
Amortized Cost | 66,652 | [11],[12],[13] | 74,484 | [15],[25] | |
Fair Value | $ 67,416 | [11],[12],[13] | $ 74,456 | [15],[25] | |
Percentage of Net Assets | 1.20% | [11],[12],[13] | 1.30% | [15],[25] | |
Interest | 7.50% | [11],[12],[13] | 5% | [15],[25] | |
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13],[19] | $ 6,580 | |||
Amortized Cost | [11],[12],[13],[19] | 6,485 | |||
Fair Value | [11],[12],[13],[19] | $ 6,562 | |||
Percentage of Net Assets | [11],[12],[13],[19] | 0.10% | |||
Interest | [11],[12],[13],[19] | 7.50% | |||
Investment, Identifier [Axis]: ASP Conair Holdings LP, Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 6,071 | [12],[23],[24] | $ 6,071 | [16],[26],[27] | |
Fair Value | $ 5,480 | [12],[23],[24] | $ 6,071 | [16],[26],[27] | |
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | |
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,599 | [11],[28] | $ 23,990 | [15],[25] | |
Amortized Cost | 24,480 | [11],[28] | 23,818 | [15],[25] | |
Fair Value | $ 24,291 | [11],[28] | $ 23,990 | [15],[25] | |
Percentage of Net Assets | 0.40% | [11],[28] | 0.40% | [15],[25] | |
Interest | 7.50% | [11],[28] | 7.50% | [15],[25] | |
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,500 | [11],[19],[28] | $ 0 | [15],[20] | |
Amortized Cost | 1,500 | [11],[19],[28] | 0 | [15],[20] | |
Fair Value | $ 1,463 | [11],[19],[28] | $ 0 | [15],[20] | |
Percentage of Net Assets | 0% | [11],[19],[28] | 0% | [15],[20] | |
Interest | 7% | [11],[19],[28] | 7% | [15],[20] | |
Investment, Identifier [Axis]: Accelerate topco Holdings, LLC, Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 14 | |||
Fair Value | [12],[23],[24] | $ 14 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Access CIG, LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 58,760 | [11],[12],[13] | $ 58,760 | [15],[16],[25] | |
Amortized Cost | 58,407 | [11],[12],[13] | 58,343 | [15],[16],[25] | |
Fair Value | $ 58,024 | [11],[12],[13] | $ 58,466 | [15],[16],[25] | |
Percentage of Net Assets | 1% | [11],[12],[13] | 1% | [15],[16],[25] | |
Interest | 7.75% | [11],[12],[13] | 7.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[25],[29] | $ 11,825 | |||
Amortized Cost | [15],[16],[20],[25],[29] | 11,560 | |||
Fair Value | [15],[16],[20],[25],[29] | $ 11,554 | |||
Percentage of Net Assets | [15],[16],[20],[25],[29] | 0.20% | |||
Interest | [15],[16],[20],[25],[29] | 5.50% | |||
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 34,902 | [11],[12],[30] | $ 43,036 | [15],[16],[25] | |
Amortized Cost | 34,212 | [11],[12],[30] | 42,097 | [15],[16],[25] | |
Fair Value | $ 34,640 | [11],[12],[30] | $ 42,068 | [15],[16],[25] | |
Percentage of Net Assets | 0.60% | [11],[12],[30] | 0.70% | [15],[16],[25] | |
Interest | 6.50% | [11],[12],[30] | 5.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 109,411 | [11],[12],[13] | $ 110,265 | [15],[16],[17] | |
Amortized Cost | 108,722 | [11],[12],[13] | 109,296 | [15],[16],[17] | |
Fair Value | $ 108,589 | [11],[12],[13] | $ 109,713 | [15],[16],[17] | |
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.80% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 2,712 | [11],[12],[19],[31] | $ 3,796 | [15],[16],[20],[32] | |
Amortized Cost | 2,638 | [11],[12],[19],[31] | 3,691 | [15],[16],[20],[32] | |
Fair Value | $ 2,603 | [11],[12],[19],[31] | $ 3,724 | [15],[16],[20],[32] | |
Percentage of Net Assets | 0% | [11],[12],[19],[31] | 0.10% | [15],[16],[20],[32] | |
Interest | 3.75% | [11],[12],[19],[31] | 3.75% | [15],[16],[20],[32] | |
Investment, Identifier [Axis]: Amergin Asset Management, LLC, Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 0 | |||
Fair Value | [12],[14],[23],[24] | $ 0 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | |||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (2) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (4) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 5.75% | |||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 727 | |||
Amortized Cost | [11],[12],[30] | 713 | |||
Fair Value | [11],[12],[30] | $ 713 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 5.75% | |||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 7,980 | ||||
Amortized Cost | 7,940 | ||||
Fair Value | $ 7,946 | ||||
Percentage of Net Assets | 2.80% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (2) | |||
Fair Value | [11],[12],[19],[33] | $ (1) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.75% | |||
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 135,082 | |||
Amortized Cost | [11],[12],[35] | 133,772 | |||
Fair Value | [11],[12],[35] | $ 134,744 | |||
Percentage of Net Assets | [11],[12],[35] | 2.30% | |||
Interest | [11],[12],[35] | 6.50% | |||
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (93) | |||
Fair Value | [11],[12],[19],[33] | $ (24) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6.50% | |||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 32,767 | $ 19,950 | |||
Amortized Cost | 32,663 | 19,900 | |||
Fair Value | $ 31,293 | $ 19,900 | |||
Percentage of Net Assets | 8.70% | 7% | |||
Interest | 3.75% | 3.75% | |||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[18],[20],[29] | $ 0 | |||
Amortized Cost | [15],[16],[18],[20],[29] | 0 | |||
Fair Value | [15],[16],[18],[20],[29] | $ 0 | |||
Percentage of Net Assets | [15],[16],[18],[20],[29] | 0% | |||
Interest | [15],[16],[18],[20],[29] | 6.75% | |||
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 44,147 | [11],[12],[13],[14] | $ 19,000 | [15],[16],[17],[18] | |
Amortized Cost | 43,484 | [11],[12],[13],[14] | 18,817 | [15],[16],[17],[18] | |
Fair Value | $ 42,381 | [11],[12],[13],[14] | $ 18,810 | [15],[16],[17],[18] | |
Percentage of Net Assets | 0.70% | [11],[12],[13],[14] | 0.30% | [15],[16],[17],[18] | |
Interest | 6.75% | [11],[12],[13],[14] | 6.75% | [15],[16],[17],[18] | |
Investment, Identifier [Axis]: Apex Service Partners Intermediate 2, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [12],[21] | $ 47,500 | |||
Amortized Cost | [12],[21] | 46,346 | |||
Fair Value | [12],[21] | $ 46,313 | |||
Percentage of Net Assets | [12],[21] | 0.80% | |||
Interest | [12],[21] | 12.50% | |||
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[30],[34] | $ 832 | |||
Amortized Cost | [11],[12],[19],[30],[34] | 820 | |||
Fair Value | [11],[12],[19],[30],[34] | $ 826 | |||
Percentage of Net Assets | [11],[12],[19],[30],[34] | 0% | |||
Interest | [11],[12],[19],[30],[34] | 5.50% | |||
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (1) | |||
Fair Value | [11],[12],[19],[33] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.50% | |||
Investment, Identifier [Axis]: Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings LLC), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 34,200 | ||||
Amortized Cost | 34,028 | ||||
Fair Value | $ 33,404 | ||||
Percentage of Net Assets | 9.30% | ||||
Interest | 6% | ||||
Investment, Identifier [Axis]: Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 34,470 | ||||
Amortized Cost | 34,219 | ||||
Fair Value | $ 33,961 | ||||
Percentage of Net Assets | 12% | ||||
Interest | 5.50% | ||||
Investment, Identifier [Axis]: Applied Composites Holdings, LLC (fka AC&A Enterprises Holdings, LLC), First lien senior secured revolving loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 3,000 | $ 3,000 | |||
Amortized Cost | 2,995 | 2,989 | |||
Fair Value | $ 2,929 | $ 2,956 | |||
Percentage of Net Assets | 0.80% | 1% | |||
Interest | 5.50% | 5.50% | |||
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 50,916 | [11],[12],[13] | $ 50,916 | [15],[16] | |
Amortized Cost | 50,347 | [11],[12],[13] | 50,179 | [15],[16],[36] | |
Fair Value | $ 50,916 | [11],[12],[13] | $ 50,916 | [15],[16],[36] | |
Percentage of Net Assets | 0.90% | [11],[12],[13] | 0.90% | [15],[16],[36] | |
Interest | 6% | [11],[12],[13] | 7.25% | [15],[16] | |
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,112 | [11],[12],[13],[19] | $ 1,112 | [15],[16],[17],[20] | |
Amortized Cost | 1,090 | [11],[12],[13],[19] | 1,084 | [15],[16],[17],[20] | |
Fair Value | $ 1,112 | [11],[12],[13],[19] | $ 1,112 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[17],[20] | |
Interest | 6% | [11],[12],[13],[19] | 7.25% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Aptive Environmental, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [12],[37] | $ 12,045 | |||
Amortized Cost | [12],[37] | 9,946 | |||
Fair Value | [12],[37] | $ 10,268 | |||
Percentage of Net Assets | [12],[37] | 0.20% | |||
Interest | [12],[37] | 12% | |||
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 55,466 | [11],[12],[28] | $ 55,899 | [15],[16],[25] | |
Amortized Cost | 54,976 | [11],[12],[28] | 55,224 | [15],[16],[25] | |
Fair Value | $ 55,327 | [11],[12],[28] | $ 55,899 | [15],[16],[25] | |
Percentage of Net Assets | 0.90% | [11],[12],[28] | 0.90% | [15],[16],[25] | |
Interest | 5.25% | [11],[12],[28] | 5.25% | [15],[16],[25] | |
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 279 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 213 | [11],[12],[19],[28] | (93) | [15],[16],[20],[21] | |
Fair Value | $ 258 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21] | |
Interest | 5.25% | [11],[12],[19],[28] | 5.25% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Ardonagh Midco 2 PLC, Unsecured notes | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 11,198 | [12],[14],[37] | $ 10,527 | [16],[18],[38] | |
Amortized Cost | 11,131 | [12],[14],[37] | 10,451 | [16],[18],[38] | |
Fair Value | $ 11,030 | [12],[14],[37] | $ 11,620 | [16],[18],[38] | |
Percentage of Net Assets | 0.20% | [12],[14],[37] | 0.20% | [16],[18],[38] | |
Interest | [12],[14],[37] | 11.50% | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured EUR term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[39] | $ 8,949 | |||
Amortized Cost | [11],[12],[14],[39] | 10,045 | |||
Fair Value | [11],[12],[14],[39] | $ 8,926 | |||
Percentage of Net Assets | [11],[12],[14],[39] | 0.20% | |||
Interest | [11],[12],[14],[39] | 7% | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[14],[19],[33],[34] | $ 0 | [15],[16],[18],[20],[29] | |
Amortized Cost | 0 | [11],[12],[14],[19],[33],[34] | 0 | [15],[16],[18],[20],[29] | |
Fair Value | $ (68) | [11],[12],[14],[19],[33],[34] | $ 0 | [15],[16],[18],[20],[29] | |
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33],[34] | 0% | [15],[16],[18],[20],[29] | |
Interest | 5.75% | [11],[12],[14],[19],[33],[34] | 5.50% | [15],[16],[18],[20],[29] | |
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 96,736 | [11],[12],[14],[36] | $ 117,374 | [15],[16],[18],[40] | |
Amortized Cost | 107,073 | [11],[12],[14],[36] | 106,703 | [15],[16],[18],[40] | |
Fair Value | $ 96,736 | [11],[12],[14],[36] | $ 117,374 | [15],[16],[18],[40] | |
Percentage of Net Assets | 1.70% | [11],[12],[14],[36] | 2% | [15],[16],[18],[40] | |
Interest | 7% | [11],[12],[14],[36] | 6.75% | [15],[16],[18],[40] | |
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured USD delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[18],[36] | $ 26,784 | |||
Amortized Cost | [15],[16],[18],[36] | 26,269 | |||
Fair Value | [15],[16],[18],[36] | $ 26,784 | |||
Percentage of Net Assets | [15],[16],[18],[36] | 0.50% | |||
Interest | [15],[16],[18] | 5.50% | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured USD term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[36] | $ 26,784 | |||
Amortized Cost | [11],[12],[14],[36] | 26,354 | |||
Fair Value | [11],[12],[14],[36] | $ 26,583 | |||
Percentage of Net Assets | [11],[12],[14],[36] | 0.50% | |||
Interest | [11],[12],[14],[36] | 5.75% | |||
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[18],[41] | $ 10,388 | |||
Amortized Cost | [15],[16],[18],[41] | 10,013 | |||
Fair Value | [15],[16],[18],[41] | $ 10,388 | |||
Percentage of Net Assets | [15],[16],[18],[41] | 0.20% | |||
Interest | [15],[16],[18],[41] | 6.75% | |||
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[19],[34],[37] | $ 373 | |||
Amortized Cost | [11],[12],[14],[19],[34],[37] | 401 | |||
Fair Value | [11],[12],[14],[19],[34],[37] | $ 368 | |||
Percentage of Net Assets | [11],[12],[14],[19],[34],[37] | 0% | |||
Interest | [11],[12],[14],[19],[34],[37] | 5.75% | |||
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[37] | $ 2,171 | |||
Amortized Cost | [11],[12],[14],[37] | 2,335 | |||
Fair Value | [11],[12],[14],[37] | $ 2,139 | |||
Percentage of Net Assets | [11],[12],[14],[37] | 0% | |||
Interest | [11],[12],[14],[37] | 5.75% | |||
Investment, Identifier [Axis]: Aruba Investments Holdings LLC (dba Angus Chemical Company), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 15,915 | $ 998 | |||
Amortized Cost | 15,550 | 998 | |||
Fair Value | $ 14,622 | $ 998 | |||
Percentage of Net Assets | 4.10% | 0.40% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Aruba Investments Holdings LLC (dba Angus Chemical Company),Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[36] | $ 10,000 | |||
Amortized Cost | [15],[16],[36] | 9,867 | |||
Fair Value | [15],[16],[36] | $ 10,000 | |||
Percentage of Net Assets | [15],[16],[36] | 0.20% | |||
Interest | [15],[16],[36] | 7.75% | |||
Investment, Identifier [Axis]: Aruba Investments Holdings, LLC (dba Angus Chemical Company), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[28] | $ 10,000 | |||
Amortized Cost | [11],[12],[28] | 9,877 | |||
Fair Value | [11],[12],[28] | $ 9,725 | |||
Percentage of Net Assets | [11],[12],[28] | 0.20% | |||
Interest | [11],[12],[28] | 7.75% | |||
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 5,512 | [11],[12],[13] | $ 5,554 | [15],[16],[17] | |
Amortized Cost | 5,463 | [11],[12],[13] | 5,500 | [15],[16],[17] | |
Fair Value | $ 5,443 | [11],[12],[13] | $ 5,498 | [15],[16],[17] | |
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 75 | [11],[12],[19],[28] | $ 94 | [15],[16],[17],[20] | |
Amortized Cost | 71 | [11],[12],[19],[28] | 89 | [15],[16],[17],[20] | |
Fair Value | $ 68 | [11],[12],[19],[28] | $ 88 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0% | [11],[12],[19],[28] | 0% | [15],[16],[17],[20] | |
Interest | 5.75% | [11],[12],[19],[28] | 5.75% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Associations Finance, Inc., Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[21],[24] | $ 53,658 | |||
Fair Value | [12],[21],[24] | $ 54,020 | |||
Percentage of Net Assets | [12],[21],[24] | 0.90% | |||
Interest | [12],[21],[24] | 12% | |||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[30],[34] | $ 2,920 | |||
Amortized Cost | [11],[12],[19],[30],[34] | 2,455 | |||
Fair Value | [11],[12],[19],[30],[34] | $ 2,796 | |||
Percentage of Net Assets | [11],[12],[19],[30],[34] | 0% | |||
Interest | [11],[12],[19],[30],[34] | 6.50% | |||
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 383,931 | [11],[12],[30] | $ 452,630 | [15],[16],[17] | |
Amortized Cost | 380,919 | [11],[12],[30] | 448,461 | [15],[16],[17] | |
Fair Value | $ 382,833 | [11],[12],[30] | $ 448,102 | [15],[16],[17] | |
Percentage of Net Assets | 6.50% | [11],[12],[30] | 7.50% | [15],[16],[17] | |
Interest | 6.50% | [11],[12],[30] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (261) | [11],[12],[19],[33] | (302) | [15],[16],[20],[21] | |
Fair Value | $ (82) | [11],[12],[19],[33] | $ (329) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.50% | [11],[12],[19],[33] | 6.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Athenahealth, Inc., First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | ||||
Amortized Cost | 0 | ||||
Fair Value | $ (293) | ||||
Percentage of Net Assets | (0.10%) | ||||
Interest | 3.50% | ||||
Investment, Identifier [Axis]: Athenahealth, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 17,059 | ||||
Amortized Cost | 16,980 | ||||
Fair Value | $ 15,250 | ||||
Percentage of Net Assets | 4.30% | ||||
Interest | 3.50% | ||||
Investment, Identifier [Axis]: Aviation Solutions Midco, LLC (dba STS Aviation), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 213,170 | [11],[12],[13] | $ 214,643 | [15],[16],[17] | |
Amortized Cost | 211,355 | [11],[12],[13] | 212,314 | [15],[16],[17] | |
Fair Value | $ 205,709 | [11],[12],[13] | $ 202,838 | [15],[16],[17] | |
Percentage of Net Assets | 3.50% | [11],[12],[13] | 3.40% | [15],[16],[17] | |
Interest | 7.25% | [11],[12],[13] | 7.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (34) | [11],[12],[19],[33],[34] | (39) | [15],[16],[20],[21],[29] | |
Fair Value | $ (62) | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 6% | [11],[12],[19],[33],[34] | 6% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 201,247 | [11],[12],[28] | $ 202,775 | [15],[16],[17] | |
Amortized Cost | 199,326 | [11],[12],[28] | 200,614 | [15],[16],[17] | |
Fair Value | $ 197,725 | [11],[12],[28] | $ 201,254 | [15],[16],[17] | |
Percentage of Net Assets | 3.40% | [11],[12],[28] | 3.40% | [15],[16],[17] | |
Interest | 6% | [11],[12],[28] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (153) | [11],[12],[19],[33] | (190) | [15],[16],[20],[21] | |
Fair Value | $ (319) | [11],[12],[19],[33] | $ (137) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: BCPE Empire Holdings, Inc. (dba Imperial-Dade), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,875 | ||||
Amortized Cost | 24,057 | ||||
Fair Value | $ 24,253 | ||||
Percentage of Net Assets | 6.80% | ||||
Interest | 4.63% | ||||
Investment, Identifier [Axis]: BCPE Nucleon (DE) SPV, LP, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 189,778 | [11],[12],[36] | $ 189,778 | [15],[16] | |
Amortized Cost | [36] | 187,677 | [11],[12] | 187,355 | [15],[16] |
Fair Value | [36] | $ 188,829 | [11],[12] | $ 188,829 | [15],[16] |
Percentage of Net Assets | [36] | 3.20% | [11],[12] | 3.20% | [15],[16] |
Interest | [36] | 7% | [11],[12] | 7% | [15],[16] |
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (239) | [11],[12],[19],[33],[34] | (269) | [15],[16],[20],[21],[29] | |
Fair Value | $ (315) | [11],[12],[19],[33],[34] | $ (133) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 5.75% | [11],[12],[19],[33],[34] | 5.75% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 113,196 | [11],[12],[13] | $ 114,052 | [15],[16],[36] | |
Amortized Cost | 111,621 | [11],[12],[13] | 112,307 | [15],[16],[36] | |
Fair Value | $ 110,649 | [11],[12],[13] | $ 112,227 | [15],[16],[36] | |
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.90% | [15],[16],[36] | |
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16] | |
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (159) | [11],[12],[19],[33] | (190) | [15],[16],[20],[21] | |
Fair Value | $ (267) | [11],[12],[19],[33] | $ (190) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: BCPE Watson (DE) ORML, LP, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[42],[43] | $ 15,000 | |||
Amortized Cost | [11],[12],[14],[42],[43] | 14,855 | |||
Fair Value | [11],[12],[14],[42],[43] | $ 14,850 | |||
Percentage of Net Assets | [11],[12],[14],[42],[43] | 0.30% | |||
Interest | [11],[12],[14],[42],[43] | 6.50% | |||
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 51,889 | [11],[12],[30] | $ 44,643 | [15],[16],[17] | |
Amortized Cost | 51,448 | [11],[12],[30] | 44,258 | [15],[16],[17] | |
Fair Value | $ 51,889 | [11],[12],[30] | $ 44,420 | [15],[16],[17] | |
Percentage of Net Assets | 0.90% | [11],[12],[30] | 0.70% | [15],[16],[17] | |
Interest | 8% | [11],[12],[30] | 7% | [15],[16],[17] | |
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 3,018 | [15],[16],[17],[20] | |
Amortized Cost | (90) | [11],[12],[19],[33] | 2,973 | [15],[16],[17],[20] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 2,991 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0.10% | [15],[16],[17],[20] | |
Interest | 7% | [11],[12],[19],[33] | 7% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: BCTO WIW Holdings, Inc. (dba When I Work), Class A Common Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 1,300 | [12],[23],[24] | $ 1,300 | [16],[26],[27] | |
Fair Value | $ 1,171 | [12],[23],[24] | $ 1,300 | [16],[26],[27] | |
Percentage of Net Assets | 0% | [12],[23],[24] | 0% | [16],[26],[27] | |
Investment, Identifier [Axis]: BEHP Co-Investor II, L.P., Common Equity | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 1,266 | |||
Fair Value | [12],[14],[23],[24] | $ 1,270 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | |||
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (28) | [11],[12],[19],[33],[34] | (32) | [15],[16],[20],[21],[29] | |
Fair Value | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 5.75% | [11],[12],[19],[33],[34] | 5.75% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 68,858 | [11],[12],[13] | $ 69,381 | [15],[16],[44] | |
Amortized Cost | 68,171 | [11],[12],[13] | 68,596 | [15],[16],[44] | |
Fair Value | $ 68,342 | [11],[12],[13] | $ 68,687 | [15],[16],[44] | |
Percentage of Net Assets | 1.20% | [11],[12],[13] | 1.20% | [15],[16],[44] | |
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[44] | |
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (84) | [11],[12],[19],[33] | (97) | [15],[16],[20],[21] | |
Fair Value | $ (65) | [11],[12],[19],[33] | $ (87) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: BW Holding, Inc., First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | ||||
Amortized Cost | (5) | ||||
Fair Value | $ (5) | ||||
Percentage of Net Assets | 0% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: BW Holding, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 12,227 | $ 3,954 | |||
Amortized Cost | 11,994 | 3,914 | |||
Fair Value | $ 12,013 | $ 3,914 | |||
Percentage of Net Assets | 3.30% | 1.40% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba BakeMark), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[36] | $ 22,000 | |||
Amortized Cost | [15],[16],[36] | 21,821 | |||
Fair Value | [15],[16],[36] | $ 21,815 | |||
Percentage of Net Assets | [15],[16],[36] | 0.40% | |||
Interest | [15],[16],[36] | 7% | |||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba Bakemark), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,813 | $ 25,000 | |||
Amortized Cost | 24,588 | 24,749 | |||
Fair Value | $ 23,758 | $ 24,938 | |||
Percentage of Net Assets | 6.60% | 8.80% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Balrog Acquisition, Inc. (dba Bakemark), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 22,000 | |||
Amortized Cost | [11],[12],[13] | 21,834 | |||
Fair Value | [11],[12],[13] | $ 21,560 | |||
Percentage of Net Assets | [11],[12],[13] | 0.40% | |||
Interest | [11],[12],[13] | 7% | |||
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 90,127 | [11],[12],[28] | $ 82,962 | [15],[16],[17] | |
Amortized Cost | 88,461 | [11],[12],[28] | 81,145 | [15],[16],[17] | |
Fair Value | $ 88,099 | [11],[12],[28] | $ 81,095 | [15],[16],[17] | |
Percentage of Net Assets | 1.50% | [11],[12],[28] | 1.40% | [15],[16],[17] | |
Interest | [11],[12],[28] | 7.75% | |||
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (130) | [11],[12],[19],[33] | (149) | [15],[16],[20],[21] | |
Fair Value | $ (156) | [11],[12],[19],[33] | $ (156) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.75% | [11],[12],[19],[33] | 6.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Black Mountain Sand Eagle Ford LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 4,808 | |||
Amortized Cost | [15],[16],[17] | 4,808 | |||
Fair Value | [15],[16],[17] | $ 4,808 | |||
Percentage of Net Assets | [15],[16],[17] | 0.10% | |||
Interest | [15],[16],[17] | 8.25% | |||
Investment, Identifier [Axis]: Blackhawk Network Holdings, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 106,400 | [11],[12],[13] | $ 106,400 | [15],[16],[25] | |
Amortized Cost | 105,856 | [11],[12],[13] | 105,763 | [15],[16],[25] | |
Fair Value | $ 105,868 | [11],[12],[13] | $ 106,400 | [15],[16],[25] | |
Percentage of Net Assets | 1.80% | [11],[12],[13] | 1.80% | [15],[16],[25] | |
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[25] | |
Investment, Identifier [Axis]: Blend Labs, Inc., Common Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 1,000 | |||
Fair Value | [16],[26],[27] | $ 515 | |||
Percentage of Net Assets | [16],[26],[27] | 0% | |||
Investment, Identifier [Axis]: Blend Labs, Inc., Common stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[45] | $ 1,000 | |||
Fair Value | [12],[23],[45] | $ 160 | |||
Percentage of Net Assets | [12],[23],[45] | 0% | |||
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 67,500 | [11],[12],[28] | $ 67,500 | [15],[16],[17] | |
Amortized Cost | 66,204 | [11],[12],[28] | 65,988 | [15],[16],[17] | |
Fair Value | $ 66,319 | [11],[12],[28] | $ 66,150 | [15],[16],[17] | |
Percentage of Net Assets | 1.10% | [11],[12],[28] | 1.10% | [15],[16],[17] | |
Interest | 7.50% | [11],[12],[28] | 7.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (56) | [11],[12],[19],[33] | (67) | [15],[16],[20],[21] | |
Fair Value | $ (131) | [11],[12],[19],[33] | $ (150) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 7.50% | [11],[12],[19],[33] | 7.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Blend Labs, Inc., Warrants | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 975 | [12],[23],[24] | $ 975 | [16],[26],[27] | |
Fair Value | $ 22 | [12],[23],[24] | $ 380 | [16],[26],[27] | |
Percentage of Net Assets | 0% | [12],[23],[24] | 0% | [16],[26],[27] | |
Investment, Identifier [Axis]: Bleriot US Bidco Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,433 | $ 24,627 | |||
Amortized Cost | 25,341 | 24,522 | |||
Fair Value | $ 24,541 | $ 24,585 | |||
Percentage of Net Assets | 6.80% | 8.70% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Bracket Intermediate Holding Corp., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 512 | [11],[12],[13],[46] | $ 516 | [15],[16],[17] | |
Amortized Cost | 488 | [11],[12],[13],[46] | 487 | [15],[16],[17] | |
Fair Value | $ 485 | [11],[12],[13],[46] | $ 514 | [15],[16],[17] | |
Percentage of Net Assets | 0% | [11],[12],[13],[46] | 0% | [15],[16],[17] | |
Interest | 4.25% | [11],[12],[13],[46] | 4.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: Bracket Intermediate Holding Corp., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 26,250 | [11],[12],[13] | $ 26,250 | [15],[16],[17] | |
Amortized Cost | 25,943 | [11],[12],[13] | 25,896 | [15],[16],[17] | |
Fair Value | $ 25,134 | [11],[12],[13] | $ 26,119 | [15],[16],[17] | |
Percentage of Net Assets | 0.40% | [11],[12],[13] | 0.40% | [15],[16],[17] | |
Interest | 8.13% | [11],[12],[13] | 8.13% | [15],[16],[17] | |
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 26,708 | [11],[12],[28] | $ 26,842 | [15],[16],[17] | |
Amortized Cost | 26,410 | [11],[12],[28] | 26,509 | [15],[16],[17] | |
Fair Value | $ 26,174 | [11],[12],[28] | $ 26,507 | [15],[16],[17] | |
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[17] | |
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[19],[33] | $ 0 | [15],[20],[21] | |
Amortized Cost | (34) | [11],[19],[33] | (39) | [15],[20],[21] | |
Fair Value | $ (63) | [11],[19],[33] | $ (39) | [15],[20],[21] | |
Percentage of Net Assets | 0% | [11],[19],[33] | 0% | [15],[20],[21] | |
Interest | 6.50% | [11],[19],[33] | 6.50% | [15],[20],[21] | |
Investment, Identifier [Axis]: Brooklyn Lender Co-Invest 2, L.P. (dba Boomi), Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 7,504 | |||
Fair Value | [12],[23],[24] | $ 7,379 | |||
Percentage of Net Assets | [12],[23],[24] | 0.10% | |||
Investment, Identifier [Axis]: Brooklyn Lender Co-Invest 2, L.P., Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 7,504 | |||
Fair Value | [16],[26],[27] | $ 7,504 | |||
Percentage of Net Assets | [16],[26],[27] | 0.10% | |||
Investment, Identifier [Axis]: CD&R Value Building Partners I, L.P. (dba Belron), LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 33,108 | |||
Fair Value | [12],[14],[23],[24] | $ 32,614 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0.60% | |||
Investment, Identifier [Axis]: CD&R Value Building Partners I, L.P., LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[18],[26],[27] | $ 33,065 | |||
Fair Value | [16],[18],[26],[27] | $ 33,000 | |||
Percentage of Net Assets | [16],[18],[26],[27] | 0.60% | |||
Investment, Identifier [Axis]: CDK Global, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,000 | ||||
Amortized Cost | 24,271 | ||||
Fair Value | $ 24,038 | ||||
Percentage of Net Assets | 6.70% | ||||
Interest | 4.50% | ||||
Investment, Identifier [Axis]: CHA Holding, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 40,377 | $ 40,693 | |||
Amortized Cost | 40,203 | 40,471 | |||
Fair Value | $ 39,516 | $ 40,171 | |||
Percentage of Net Assets | 11% | 14.20% | |||
Interest | 4.50% | 4.50% | |||
Investment, Identifier [Axis]: CIBT Global, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 874 | [11],[12],[13],[47] | $ 856 | [15],[16],[17],[48] | |
Amortized Cost | 616 | [11],[12],[13],[47] | 629 | [15],[16],[17],[48] | |
Fair Value | $ 507 | [11],[12],[13],[47] | $ 531 | [15],[16],[17],[48] | |
Percentage of Net Assets | 0% | [11],[12],[13],[47] | 0% | [15],[16],[17],[48] | |
Interest | 5.25% | [11],[12],[13],[47] | 5.25% | [15],[16],[17],[48] | |
Investment, Identifier [Axis]: CIBT Global, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 63,678 | [11],[12],[13],[47] | $ 63,678 | [15],[16],[48],[49] | |
Amortized Cost | 26,736 | [11],[12],[13],[47] | 26,745 | [15],[16],[48],[49] | |
Fair Value | $ 10,506 | [11],[12],[13],[47] | $ 15,919 | [15],[16],[48],[49] | |
Percentage of Net Assets | 0.20% | [11],[12],[13],[47] | 0.30% | [15],[16],[48],[49] | |
Interest | 7.75% | [11],[12],[13],[47] | 7.75% | [15],[16],[48],[49] | |
Investment, Identifier [Axis]: CP PIK DEBT ISSUER, LLC (dba CivicPlus, LLC), Unsecured notes | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[43] | $ 16,734 | |||
Amortized Cost | [11],[12],[43] | 16,244 | |||
Fair Value | [11],[12],[43] | $ 16,399 | |||
Percentage of Net Assets | [11],[12],[43] | 0.30% | |||
Interest | [11],[12],[43] | 11.75% | |||
Investment, Identifier [Axis]: CSC MKG Topco LLC. (dba Medical Knowledge Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[28] | $ 1,278 | |||
Amortized Cost | [11],[12],[28] | 1,254 | |||
Fair Value | [11],[12],[28] | $ 1,246 | |||
Percentage of Net Assets | [11],[12],[28] | 0% | |||
Interest | [11],[12],[28] | 5.75% | |||
Investment, Identifier [Axis]: Cadence, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 26,507 | $ 26,714 | |||
Amortized Cost | 26,229 | 26,363 | |||
Fair Value | $ 25,646 | $ 26,195 | |||
Percentage of Net Assets | 7.10% | 9.30% | |||
Interest | 5% | 5% | |||
Investment, Identifier [Axis]: Cadence, Inc., First lien senior secured revolving loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,257 | $ 2,055 | |||
Amortized Cost | 4,222 | 2,004 | |||
Fair Value | $ 4,018 | $ 1,912 | |||
Percentage of Net Assets | 1.10% | 0.70% | |||
Interest | 5% | 5% | |||
Investment, Identifier [Axis]: Capstone Acquisition Holdings, Inc., First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 334 | ||||
Amortized Cost | 332 | ||||
Fair Value | $ 334 | ||||
Percentage of Net Assets | 0.10% | ||||
Interest | 4.75% | ||||
Investment, Identifier [Axis]: Capstone Acquisition Holdings, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,966 | ||||
Amortized Cost | 4,927 | ||||
Fair Value | $ 4,954 | ||||
Percentage of Net Assets | 1.40% | ||||
Interest | 4.75% | ||||
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 66,397 | [11],[12],[28] | $ 66,903 | [15],[16],[17] | |
Amortized Cost | 65,038 | [11],[12],[28] | 65,383 | [15],[16],[17] | |
Fair Value | $ 64,737 | [11],[12],[28] | $ 65,564 | [15],[16],[17] | |
Percentage of Net Assets | 1.10% | [11],[12],[28] | 1.10% | [15],[16],[17] | |
Interest | 6% | [11],[12],[28] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 3,409 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 3,261 | [11],[12],[19],[28] | (173) | [15],[16],[20],[21] | |
Fair Value | $ 3,238 | [11],[12],[19],[28] | $ (136) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0.10% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[28] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Chapford SMA Partnership, L.P., LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[19],[23],[24],[42],[50] | $ 7,032 | |||
Fair Value | [12],[14],[19],[23],[24],[42],[50] | $ 7,032 | |||
Percentage of Net Assets | [12],[14],[19],[23],[24],[42],[50] | 0.10% | |||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[29] | $ 0 | |||
Amortized Cost | [15],[16],[20],[29] | 0 | |||
Fair Value | [15],[16],[20],[29] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[29] | 0% | |||
Interest | [15],[16],[20],[29] | 6% | |||
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 34,545 | [11],[12],[28] | $ 14,236 | [15],[16],[17] | |
Amortized Cost | 34,234 | [11],[12],[28] | 14,101 | [15],[16],[17] | |
Fair Value | $ 34,460 | [11],[12],[28] | $ 14,094 | [15],[16],[17] | |
Percentage of Net Assets | 0.60% | [11],[12],[28] | 0.20% | [15],[16],[17] | |
Interest | 6.75% | [11],[12],[28] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (24) | [11],[12],[19],[33] | (13) | [15],[16],[20],[21] | |
Fair Value | $ (7) | [11],[12],[19],[33] | $ (13) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.25% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: ConAir Holdings LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 187,500 | [11],[12],[13] | $ 187,500 | [15],[16],[17] | |
Amortized Cost | 186,275 | [11],[12],[13] | 186,174 | [15],[16],[17] | |
Fair Value | $ 170,625 | [11],[12],[13] | $ 187,500 | [15],[16],[17] | |
Percentage of Net Assets | 2.90% | [11],[12],[13] | 3.20% | [15],[16],[17] | |
Interest | 7.50% | [11],[12],[13] | 7.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Confluent Health, LLC, First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,195 | $ 0 | |||
Amortized Cost | 1,175 | (22) | |||
Fair Value | $ 867 | $ (22) | |||
Percentage of Net Assets | 0.20% | 0% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Confluent Health, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 20,472 | $ 20,575 | |||
Amortized Cost | 20,381 | 20,473 | |||
Fair Value | $ 20,063 | $ 20,472 | |||
Percentage of Net Assets | 5.60% | 7.30% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Confluent Medical Technologies, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,975 | ||||
Amortized Cost | 4,952 | ||||
Fair Value | $ 4,900 | ||||
Percentage of Net Assets | 1.40% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: Confluent Medical Technologies, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 1,000 | |||
Amortized Cost | [11],[12],[30] | 982 | |||
Fair Value | [11],[12],[30] | $ 985 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 6.50% | |||
Investment, Identifier [Axis]: ConnectWise, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 16,873 | $ 17,000 | |||
Amortized Cost | 16,799 | 16,918 | |||
Fair Value | $ 15,734 | $ 16,879 | |||
Percentage of Net Assets | 4.40% | 6% | |||
Interest | 3.50% | 3.50% | |||
Investment, Identifier [Axis]: CoolSys, Inc,, First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | ||||
Amortized Cost | (29) | ||||
Fair Value | $ (30) | ||||
Percentage of Net Assets | 0% | ||||
Interest | 4.75% | ||||
Investment, Identifier [Axis]: CoolSys, Inc,, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 16,955 | ||||
Amortized Cost | 16,793 | ||||
Fair Value | $ 16,785 | ||||
Percentage of Net Assets | 5.90% | ||||
Interest | 4.75% | ||||
Investment, Identifier [Axis]: CoolSys, Inc., First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | ||||
Amortized Cost | (20) | ||||
Fair Value | $ (382) | ||||
Percentage of Net Assets | (0.10%) | ||||
Interest | 4.75% | ||||
Investment, Identifier [Axis]: CoolSys, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 13,932 | ||||
Amortized Cost | 13,813 | ||||
Fair Value | $ 11,738 | ||||
Percentage of Net Assets | 3.30% | ||||
Interest | 4.75% | ||||
Investment, Identifier [Axis]: CoreLogic Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 12,389 | ||||
Amortized Cost | 11,544 | ||||
Fair Value | $ 9,260 | ||||
Percentage of Net Assets | 2.60% | ||||
Interest | 3.50% | ||||
Investment, Identifier [Axis]: Corgi Bidco, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 15,000 | ||||
Amortized Cost | 14,101 | ||||
Fair Value | $ 14,100 | ||||
Percentage of Net Assets | 3.90% | ||||
Interest | 5% | ||||
Investment, Identifier [Axis]: Cornerstone OnDemand, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 115,833 | [11],[12],[28] | $ 115,833 | [15],[16],[36] | |
Amortized Cost | 114,253 | [11],[12],[28] | 114,128 | [15],[16],[36] | |
Fair Value | $ 110,910 | [11],[12],[28] | $ 114,096 | [15],[16],[36] | |
Percentage of Net Assets | 1.90% | [11],[12],[28] | 1.90% | [15],[16],[36] | |
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[36] | |
Investment, Identifier [Axis]: DCert Buyer, Inc. (dba DigiCert), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 22,049 | $ 22,219 | |||
Amortized Cost | 21,977 | 22,135 | |||
Fair Value | $ 20,984 | $ 22,161 | |||
Percentage of Net Assets | 5.80% | 7.80% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Dealer Tire, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 35,982 | $ 36,260 | |||
Amortized Cost | 35,862 | 36,114 | |||
Fair Value | $ 34,950 | $ 36,206 | |||
Percentage of Net Assets | 9.70% | 12.80% | |||
Interest | 4.25% | 4.25% | |||
Investment, Identifier [Axis]: Delta TopCo, Inc. (dba Infoblox, Inc.), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 15,000 | [11],[12],[36] | $ 15,000 | [15],[16],[17] | |
Amortized Cost | 14,939 | [11],[12],[36] | 14,934 | [15],[16],[17] | |
Fair Value | $ 13,875 | [11],[12],[36] | $ 15,000 | [15],[16],[17] | |
Percentage of Net Assets | 0.20% | [11],[12],[36] | 0.30% | [15],[16],[17] | |
Interest | 7.25% | [11],[12],[36] | 7.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 5,961 | [11],[12],[13],[19],[34] | $ 2,003 | [15],[16],[17],[20],[29] | |
Amortized Cost | 5,872 | [11],[12],[13],[19],[34] | 1,927 | [15],[16],[17],[20],[29] | |
Fair Value | $ 5,876 | [11],[12],[13],[19],[34] | $ 1,983 | [15],[16],[17],[20],[29] | |
Percentage of Net Assets | 0.10% | [11],[12],[13],[19],[34] | 0% | [15],[16],[17],[20],[29] | |
Interest | 5.75% | [11],[12],[13],[19],[34] | 6% | [16],[17],[20],[29] | |
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 43,449 | [11],[12],[13] | $ 51,393 | [15],[16],[17] | |
Amortized Cost | 42,870 | [11],[12],[13] | 50,665 | [15],[16],[17] | |
Fair Value | $ 42,905 | [11],[12],[13] | $ 50,879 | [15],[16],[17] | |
Percentage of Net Assets | 0.70% | [11],[12],[13] | 0.90% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[13] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (25) | [11],[12],[19],[33] | (34) | [15],[16],[20],[21] | |
Fair Value | $ (37) | [11],[12],[19],[33] | $ (36) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Denali Holding LP (dba Summit Companies), Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 3,136 | |||
Fair Value | [16],[26],[27] | $ 3,136 | |||
Percentage of Net Assets | [16],[26],[27] | 0.10% | |||
Investment, Identifier [Axis]: Denali Holding, LP (dba Summit Companies), Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 3,431 | |||
Fair Value | [12],[23],[24] | $ 4,168 | |||
Percentage of Net Assets | [12],[23],[24] | 0.10% | |||
Investment, Identifier [Axis]: Dessert Holdings, First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | $ 0 | |||
Amortized Cost | 0 | 0 | |||
Fair Value | $ (256) | $ (2) | |||
Percentage of Net Assets | (0.10%) | 0% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Dessert Holdings, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 21,993 | $ 20,160 | |||
Amortized Cost | 21,859 | 20,019 | |||
Fair Value | $ 20,344 | $ 20,001 | |||
Percentage of Net Assets | 5.70% | 7.10% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Diagnostic Service Holdings, Inc. (dba Rayus Radiology), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[28] | $ 998 | |||
Amortized Cost | [11],[12],[28] | 998 | |||
Fair Value | [11],[12],[28] | $ 992 | |||
Percentage of Net Assets | [11],[12],[28] | 0% | |||
Interest | [11],[12],[28] | 5.50% | |||
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (9) | [11],[12],[19],[33],[34] | (10) | [15],[16],[20],[21],[29] | |
Fair Value | $ 0 | [11],[12],[19],[33],[34] | $ (11) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 5.50% | [11],[12],[19],[33],[34] | 5.50% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,119 | [11],[12],[28] | $ 5,407 | [15],[16],[25] | |
Amortized Cost | 4,047 | [11],[12],[28] | 5,302 | [15],[16],[25] | |
Fair Value | $ 4,078 | [11],[12],[28] | $ 5,298 | [15],[16],[25] | |
Percentage of Net Assets | 0.10% | [11],[12],[28] | 0.10% | [15],[16],[25] | |
Interest | 5.50% | [11],[12],[28] | 5.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: Dodge Contruction Network Holdings, LP, Class A-2 Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 1,859 | |||
Fair Value | [12],[23],[24] | $ 1,855 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Dodge Contruction Network Holdings, LP, Series A Preferred Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[21],[24] | $ 45 | |||
Fair Value | [12],[21],[24] | $ 45 | |||
Percentage of Net Assets | [12],[21],[24] | 0% | |||
Interest | [12],[21],[24] | 8.25% | |||
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 32,561 | |||
Amortized Cost | [15],[16],[17] | 31,987 | |||
Fair Value | [15],[16],[17] | $ 33,538 | |||
Percentage of Net Assets | [15],[16],[17] | 0.60% | |||
Interest | [15],[16],[17] | 7.50% | |||
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (32) | |||
Fair Value | [15],[16],[20],[21] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 7.50% | |||
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 105,356 | [11],[12],[28] | $ 106,179 | [15],[16],[17] | |
Amortized Cost | 105,342 | [11],[12],[28] | 105,952 | [15],[16],[17] | |
Fair Value | $ 104,566 | [11],[12],[28] | $ 105,117 | [15],[16],[17] | |
Percentage of Net Assets | 1.80% | [11],[12],[28] | 1.80% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[28] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 6,270 | [11],[12],[19],[31] | $ 5,147 | [15],[16],[20],[32] | |
Amortized Cost | 6,263 | [11],[12],[19],[31] | 5,135 | [15],[16],[20],[32] | |
Fair Value | $ 6,159 | [11],[12],[19],[31] | $ 5,056 | [15],[16],[20],[32] | |
Percentage of Net Assets | 0.10% | [11],[12],[19],[31] | 0.10% | [15],[16],[20],[32] | |
Interest | 4.75% | [11],[12],[19],[31] | 4.75% | [15],[16],[20],[32] | |
Investment, Identifier [Axis]: Dynasty Acquisition Co., Inc. (dba StandardAero Limited), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 38,800 | $ 39,100 | |||
Amortized Cost | 38,697 | 38,976 | |||
Fair Value | $ 37,250 | $ 36,796 | |||
Percentage of Net Assets | 10.40% | 13% | |||
Interest | 3.50% | 3.50% | |||
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,523 | [11],[12],[13] | $ 4,545 | [15],[16],[17] | |
Amortized Cost | 4,483 | [11],[12],[13] | 4,501 | [15],[16],[17] | |
Fair Value | $ 4,466 | [11],[12],[13] | $ 4,500 | [15],[16],[17] | |
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | |
Interest | 5.25% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (4) | [11],[12],[19],[33] | (4) | [15],[16],[20],[21] | |
Fair Value | $ (6) | [11],[12],[19],[33] | $ (5) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.25% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: ETC Group, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 5,000 | ||||
Amortized Cost | 4,600 | ||||
Fair Value | $ 4,738 | ||||
Percentage of Net Assets | 1.30% | ||||
Interest | 6% | ||||
Investment, Identifier [Axis]: Elliott Alto Co-Investor Aggregator L.P., LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 3,144 | |||
Fair Value | [12],[14],[23],[24] | $ 3,134 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0.10% | |||
Investment, Identifier [Axis]: Endries Acquisition, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 238,220 | [11],[12],[35] | $ 200,163 | [15],[16],[17] | |
Amortized Cost | 236,072 | [11],[12],[35] | 197,994 | [15],[16],[17] | |
Fair Value | $ 238,220 | [11],[12],[35] | $ 200,163 | [15],[16],[17] | |
Percentage of Net Assets | 4.10% | [11],[12],[35] | 3.40% | [15],[16],[17] | |
Interest | 6.25% | [11],[12],[35] | 6.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: Engage Debtco Limited, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14] | $ 1,000 | |||
Amortized Cost | [11],[12],[14] | 976 | |||
Fair Value | [11],[12],[14] | $ 975 | |||
Percentage of Net Assets | [11],[12],[14] | 0% | |||
Interest | [11],[12],[14] | 5.75% | |||
Investment, Identifier [Axis]: Engineered Machinery Holdings (dba Duravant), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 34,738 | $ 35,000 | |||
Amortized Cost | 34,589 | 34,834 | |||
Fair Value | $ 33,348 | $ 34,864 | |||
Percentage of Net Assets | 9.30% | 12.30% | |||
Interest | 3.75% | 3.75% | |||
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 865 | [11],[12],[35] | $ 83,600 | [15],[16],[44] | |
Amortized Cost | 856 | [11],[12],[35] | 82,795 | [15],[16],[44] | |
Fair Value | $ 862 | [11],[12],[35] | $ 79,838 | [15],[16],[44] | |
Percentage of Net Assets | 0% | [11],[12],[35] | 1.30% | [15],[16],[44] | |
Interest | 4.75% | [11],[12],[35] | 8.25% | [15],[16] | |
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (1) | [11],[12],[19],[33] | (91) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ (504) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 4.75% | [11],[12],[19],[33] | 8.25% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Evology LLC, Class B Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 2,160 | |||
Fair Value | [12],[23],[24] | $ 2,160 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 142,074 | [11],[12],[13] | $ 143,150 | [15],[16],[17] | |
Amortized Cost | 140,376 | [11],[12],[13] | 141,253 | [15],[16],[17] | |
Fair Value | $ 139,588 | [11],[12],[13] | $ 141,360 | [15],[16],[17] | |
Percentage of Net Assets | 2.40% | [11],[12],[13] | 2.40% | [15],[16],[17] | |
Interest | 6.25% | [11],[12],[13] | 6.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (116) | [11],[12],[19],[33] | (135) | [15],[16],[20],[21] | |
Fair Value | $ (187) | [11],[12],[19],[33] | $ (134) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.25% | [11],[12],[19],[33] | 6.25% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Evolution Parent, LP (dba SIAA), LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 4,284 | [12],[23],[24] | $ 4,284 | [16],[26],[27] | |
Fair Value | $ 4,284 | [12],[23],[24] | $ 4,284 | [16],[26],[27] | |
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | |
Investment, Identifier [Axis]: Ex Vivo Parent Inc. (dba OB Hospitalist), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 57,810 | [11],[12],[13] | $ 57,810 | [15],[16],[17] | |
Amortized Cost | 56,773 | [11],[12],[13] | 56,685 | [15],[16],[17] | |
Fair Value | $ 56,798 | [11],[12],[13] | $ 56,654 | [15],[16],[17] | |
Percentage of Net Assets | 1% | [11],[12],[13] | 1% | [15],[16],[17] | |
Interest | [11],[12],[13] | 9.50% | |||
Investment, Identifier [Axis]: FR Arsenal Holdings II Corp. (dba Applied-Cleveland Holdings, Inc.), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 116,172 | [11],[28] | $ 118,253 | [15],[36] | |
Amortized Cost | 116,299 | [11],[28] | 118,545 | [15],[36] | |
Fair Value | $ 103,393 | [11],[28] | $ 112,932 | [15],[36] | |
Percentage of Net Assets | 1.80% | [11],[28] | 1.90% | [15],[36] | |
Interest | 9.50% | [11],[28] | 7.50% | [15],[36] | |
Investment, Identifier [Axis]: Feradyne Outdoors, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 86,090 | [11],[12],[28] | $ 86,956 | [15],[16],[17] | |
Amortized Cost | 85,955 | [11],[12],[28] | 86,671 | [15],[16],[17] | |
Fair Value | $ 85,659 | [11],[12],[28] | $ 86,956 | [15],[16],[17] | |
Percentage of Net Assets | 1.50% | [11],[12],[28] | 1.50% | [15],[16],[17] | |
Interest | 6.25% | [11],[12],[28] | 6.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: Five Star Lower Holding LLC , First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 21,875 | ||||
Amortized Cost | 21,585 | ||||
Fair Value | $ 20,891 | ||||
Percentage of Net Assets | 5.80% | ||||
Interest | 4.25% | ||||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (229) | |||
Fair Value | [11],[12],[19],[33],[34] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 8% | |||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 101,328 | [11],[12],[13] | $ 54,811 | [15],[16],[17] | |
Amortized Cost | 100,331 | [11],[12],[13] | 54,119 | [15],[16],[17] | |
Fair Value | $ 101,328 | [11],[12],[13] | $ 54,811 | [15],[16],[17] | |
Percentage of Net Assets | 1.70% | [11],[12],[13] | 0.90% | [15],[16],[17] | |
Interest | [11],[12],[13] | 9.35% | |||
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (54) | [11],[12],[19],[33] | (68) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 8.50% | [11],[12],[19],[33] | 8.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 284 | [11],[12],[13],[19],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | 277 | [11],[12],[13],[19],[34] | (13) | [15],[16],[20],[21],[29] | |
Fair Value | $ 273 | [11],[12],[13],[19],[34] | $ (13) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 5.50% | [11],[12],[13],[19],[34] | 5.50% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,202 | [11],[12],[13] | $ 3,324 | [15],[16],[17] | |
Amortized Cost | 4,127 | [11],[12],[13] | 3,259 | [15],[16],[17] | |
Fair Value | $ 4,086 | [11],[12],[13] | $ 3,257 | [15],[16],[17] | |
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 31 | [11],[12],[19],[36] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 23 | [11],[12],[19],[36] | (9) | [15],[16],[20],[21] | |
Fair Value | $ 18 | [11],[12],[19],[36] | $ (9) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[36] | 0% | [15],[16],[20],[21] | |
Interest | 5.50% | [11],[12],[19],[36] | 5.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Foundation Consumer Brands, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 3,529 | |||
Amortized Cost | [11],[12],[13] | 3,529 | |||
Fair Value | [11],[12],[13] | $ 3,511 | |||
Percentage of Net Assets | [11],[12],[13] | 0.10% | |||
Interest | [11],[12],[13] | 5.50% | |||
Investment, Identifier [Axis]: Fullsteam Operations, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13],[19],[34] | $ 3,175 | |||
Amortized Cost | [11],[12],[13],[19],[34] | 3,022 | |||
Fair Value | [11],[12],[13],[19],[34] | $ 3,086 | |||
Percentage of Net Assets | [11],[12],[13],[19],[34] | 0.10% | |||
Interest | [11],[12],[13],[19],[34] | 8.78% | |||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21],[29] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21],[29] | (6) | |||
Fair Value | [15],[16],[20],[21],[29] | $ (6) | |||
Percentage of Net Assets | [15],[16],[20],[21],[29] | 0% | |||
Interest | [15],[16],[20],[21],[29] | 6% | |||
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,597 | [11],[12],[30] | $ 4,017 | [15],[16],[17] | |
Amortized Cost | 4,515 | [11],[12],[30] | 3,938 | [15],[16],[17] | |
Fair Value | $ 4,481 | [11],[12],[30] | $ 3,937 | [15],[16],[17] | |
Percentage of Net Assets | 0.10% | [11],[12],[30] | 0.10% | [15],[16],[17] | |
Interest | 6% | [11],[12],[30] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 37 | [11],[12],[19],[30] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 31 | [11],[12],[19],[30] | (7) | [15],[16],[20],[21] | |
Fair Value | $ 28 | [11],[12],[19],[30] | $ (7) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[30] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[30] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 20,705 | [11],[12],[13] | $ 19,547 | [15],[16],[17] | |
Amortized Cost | 20,423 | [11],[12],[13] | 19,231 | [15],[16],[17] | |
Fair Value | $ 20,290 | [11],[12],[13] | $ 19,254 | [15],[16],[17] | |
Percentage of Net Assets | 0.30% | [11],[12],[13] | 0.30% | [15],[16],[17] | |
Interest | [11],[12],[13] | 6.75% | |||
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (47) | [11],[12],[19],[33] | (55) | [15],[16],[20],[21] | |
Fair Value | $ (67) | [11],[12],[19],[33] | $ (50) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.25% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 112,701 | [11],[12],[13] | $ 104,742 | [15],[16],[17] | |
Amortized Cost | 112,006 | [11],[12],[13] | 103,983 | [15],[16],[17] | |
Fair Value | $ 109,320 | [11],[12],[13] | $ 98,458 | [15],[16],[17] | |
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.70% | [15],[16],[17] | |
Interest | 6.75% | [11],[12],[13] | 6.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 18,238 | [11],[12],[13],[19] | $ 11,943 | [15],[16],[17],[20] | |
Amortized Cost | 18,010 | [11],[12],[13],[19] | 11,624 | [15],[16],[17],[20] | |
Fair Value | $ 17,265 | [11],[12],[13],[19] | $ 9,999 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0.30% | [11],[12],[13],[19] | 0.20% | [15],[16],[17],[20] | |
Interest | 6.75% | [11],[12],[13],[19] | 6.75% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 151,491 | [11],[12],[13] | $ 152,645 | [15],[16],[17] | |
Amortized Cost | 150,293 | [11],[12],[13] | 151,277 | [15],[16],[17] | |
Fair Value | $ 151,113 | [11],[12],[13] | $ 151,882 | [15],[16],[17] | |
Percentage of Net Assets | 2.60% | [11],[12],[13] | 2.60% | [15],[16],[17] | |
Interest | 6.50% | [11],[12],[13] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (92) | [11],[12],[19],[33] | (112) | [15],[16],[20],[21] | |
Fair Value | $ (33) | [11],[12],[19],[33] | $ (66) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.50% | [11],[12],[19],[33] | 6.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Genesis Acquisition Co. (dba Procare Software), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 17,988 | [11],[12],[36] | $ 18,129 | [15],[16],[17] | |
Amortized Cost | 17,868 | [11],[12],[36] | 17,961 | [15],[16],[17] | |
Fair Value | $ 17,494 | [11],[12],[36] | $ 17,630 | [15],[16],[17] | |
Percentage of Net Assets | 0.30% | [11],[12],[36] | 0.30% | [15],[16],[17] | |
Interest | 3.75% | [11],[12],[36] | 4% | [15],[16],[17] | |
Investment, Identifier [Axis]: Genesis Acquisition Co. (dba Procare Software), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 2,637 | [11],[12],[36] | $ 2,637 | [15],[16],[17] | |
Amortized Cost | 2,621 | [11],[12],[36] | 2,614 | [15],[16],[17] | |
Fair Value | $ 2,564 | [11],[12],[36] | $ 2,564 | [15],[16],[17] | |
Percentage of Net Assets | 0% | [11],[12],[36] | 0% | [15],[16],[17] | |
Interest | 3.75% | [11],[12],[36] | 4% | [15],[16],[17] | |
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [36] | $ 121,939 | [11],[12] | $ 151,895 | [15],[16] |
Amortized Cost | [36] | 121,446 | [11],[12] | 151,062 | [15],[16] |
Fair Value | [36] | $ 121,939 | [11],[12] | $ 151,895 | [15],[16] |
Percentage of Net Assets | [36] | 2.10% | [11],[12] | 2.60% | [15],[16] |
Interest | [36] | 5.25% | [11],[12] | 5.25% | [15],[16] |
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (79) | [11],[12],[19],[33] | (105) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.25% | [11],[12],[19],[33] | 5.25% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 7,444 | [11],[12],[13] | $ 7,500 | [15],[16],[17] | |
Amortized Cost | 7,314 | [11],[12],[13] | 7,356 | [15],[16],[17] | |
Fair Value | $ 7,407 | [11],[12],[13] | $ 7,350 | [15],[16],[17] | |
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.75% | [15],[16] | |
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (11) | [11],[12],[19],[33] | (13) | [15],[16],[20],[21] | |
Fair Value | $ (3) | [11],[12],[19],[33] | $ (13) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.50% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Gloves Buyer, Inc. (dba Protective Industrial Products), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,893 | $ 7,500 | |||
Amortized Cost | 14,719 | 7,463 | |||
Fair Value | $ 14,745 | $ 7,463 | |||
Percentage of Net Assets | 4.10% | 2.60% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Gloves Buyer, Inc. (dba Protective Industrial Products), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 29,250 | [11],[12],[28] | $ 29,250 | [15],[16],[25] | |
Amortized Cost | 28,636 | [11],[12],[28] | 28,584 | [15],[16],[25] | |
Fair Value | $ 28,811 | [11],[12],[28] | $ 28,884 | [15],[16],[25] | |
Percentage of Net Assets | 0.50% | [11],[12],[28] | 0.50% | [15],[16],[25] | |
Interest | 8.25% | [11],[12],[28] | 8.25% | [15],[16],[25] | |
Investment, Identifier [Axis]: Gloves Holdings, LP (dba Protective Industrial Products), LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 3,250 | |||
Fair Value | [12],[23],[24] | $ 3,478 | |||
Percentage of Net Assets | [12],[23],[24] | 0.10% | |||
Investment, Identifier [Axis]: Gloves Holdings, LP (dba Protective Industrial Products), LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 3,250 | |||
Fair Value | [16],[26],[27] | $ 3,640 | |||
Percentage of Net Assets | [16],[26],[27] | 0.10% | |||
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 2,380 | [11],[12],[13],[19],[34] | $ 2,404 | [15],[16],[20],[25],[29] | |
Amortized Cost | 2,319 | [11],[12],[13],[19],[34] | 2,333 | [15],[16],[20],[25],[29] | |
Fair Value | $ 2,263 | [11],[12],[13],[19],[34] | $ 2,330 | [15],[16],[20],[25],[29] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19],[34] | 0% | [15],[16],[20],[25],[29] | |
Interest | 5.50% | [11],[12],[13],[19],[34] | 5.50% | [15],[16],[20],[25],[29] | |
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 10,578 | [11],[12],[13] | $ 10,658 | [15],[16],[17] | |
Amortized Cost | 10,356 | [11],[12],[13] | 10,407 | [15],[16],[17] | |
Fair Value | $ 10,181 | [11],[12],[13] | $ 10,392 | [15],[16],[17] | |
Percentage of Net Assets | 0.20% | [11],[12],[13] | 0.20% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 220 | [11],[12],[13],[19] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 204 | [11],[12],[13],[19] | (18) | [15],[16],[20],[21] | |
Fair Value | $ 191 | [11],[12],[13],[19] | $ (20) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[20],[21] | |
Interest | 5.50% | [11],[12],[13],[19] | 5.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Granicus, Inc. First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (21) | |||
Fair Value | [11],[12],[19],[33] | $ (30) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6.50% | |||
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,524 | [11],[12],[13],[19],[34] | $ 1,535 | [15],[16],[17],[29] | |
Amortized Cost | 1,492 | [11],[12],[13],[19],[34] | 1,498 | [15],[16],[17],[29] | |
Fair Value | $ 1,470 | [11],[12],[13],[19],[34] | $ 1,501 | [15],[16],[17],[29] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19],[34] | 0% | [15],[16],[17],[29] | |
Interest | 6.50% | [11],[12],[13],[19],[34] | 6.50% | [15],[16],[17],[20],[29] | |
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 13,394 | [11],[12],[36] | $ 13,495 | [15],[16],[17] | |
Amortized Cost | 13,146 | [11],[12],[36] | 13,211 | [15],[16],[17] | |
Fair Value | $ 13,059 | [11],[12],[36] | $ 13,259 | [15],[16],[17] | |
Percentage of Net Assets | 0.20% | [11],[12],[36] | 0.20% | [15],[16],[17] | |
Interest | 6.50% | [11],[12],[36] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (24) | |||
Fair Value | [15],[16],[20],[21] | $ (21) | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[29] | 6.50% | |||
Investment, Identifier [Axis]: GrowthCurve Capital Sunrise Co-Invest LP (dba Brightway), LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 638 | |||
Fair Value | [12],[23],[24] | $ 632 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: GrowthCurve Capital Sunrise Co-Invest LP, LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 633 | |||
Fair Value | [16],[26],[27] | $ 632 | |||
Percentage of Net Assets | [16],[26],[27] | 0% | |||
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,614 | [11],[12],[28] | $ 4,649 | [15],[16],[25] | |
Amortized Cost | 4,573 | [11],[12],[28] | 4,604 | [15],[16],[25] | |
Fair Value | $ 4,568 | [11],[12],[28] | $ 4,603 | [15],[16],[25] | |
Percentage of Net Assets | 0.10% | [11],[12],[28] | 0.10% | [15],[16],[25] | |
Interest | 5.50% | [11],[12],[28] | 5.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20] | $ 0 | |||
Amortized Cost | [15],[16],[20] | 0 | |||
Fair Value | [15],[16],[20] | $ (4) | |||
Percentage of Net Assets | [15],[16],[20] | 0% | |||
Interest | [15],[16],[20] | 5.50% | |||
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 51,567 | [11],[12],[14],[28] | $ 51,567 | [15],[16],[18],[36] | |
Amortized Cost | 50,562 | [11],[12],[14],[28] | 50,388 | [15],[16],[18],[36] | |
Fair Value | $ 51,567 | [11],[12],[14],[28] | $ 51,567 | [15],[16],[18],[36] | |
Percentage of Net Assets | 0.90% | [11],[12],[14],[28] | 0.90% | [15],[16],[18],[36] | |
Interest | 7.50% | [11],[12],[14],[28] | 7.50% | [15],[16],[17],[18],[36] | |
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[18],[20],[21] | |
Amortized Cost | (287) | [11],[12],[14],[19],[33] | (348) | [15],[16],[18],[20],[21] | |
Fair Value | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[18],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33] | 0% | [15],[16],[18],[20],[21] | |
Interest | 7.50% | [11],[12],[14],[19],[33] | 7.50% | [15],[16],[18],[20],[21] | |
Investment, Identifier [Axis]: H-Food Holdings, LLC, LLC Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 10,875 | [12],[23],[24] | $ 10,875 | [16],[26],[27] | |
Fair Value | $ 11,318 | [12],[23],[24] | $ 13,633 | [16],[26],[27] | |
Percentage of Net Assets | 0.20% | [12],[23],[24] | 0.20% | [16],[26],[27] | |
Investment, Identifier [Axis]: H-Food Holdings, LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 121,800 | [11],[12],[28] | $ 121,800 | [15],[16],[25] | |
Amortized Cost | 120,215 | [11],[12],[28] | 119,919 | [15],[16],[25] | |
Fair Value | $ 96,222 | [11],[12],[28] | $ 121,800 | [15],[16],[25] | |
Percentage of Net Assets | 1.60% | [11],[12],[28] | 2.10% | [15],[16],[25] | |
Interest | 7% | [11],[12],[28] | 7% | [15],[16],[25] | |
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 29,799 | [11],[12],[13],[19] | $ 33,699 | [15],[16],[20],[29],[44] | |
Amortized Cost | 29,579 | [11],[12],[13],[19] | 33,376 | [15],[16],[20],[29],[44] | |
Fair Value | $ 29,256 | [11],[12],[13],[19] | $ 33,429 | [15],[16],[20],[29],[44] | |
Percentage of Net Assets | 0.50% | [11],[12],[13],[19] | 0.60% | [15],[16],[20],[29],[44] | |
Interest | 6% | [11],[12],[13],[19] | 5.75% | [15],[16],[20],[29],[44] | |
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 147,498 | [11],[12],[13] | $ 108,230 | [15],[16],[17] | |
Amortized Cost | 146,144 | [11],[12],[13] | 106,916 | [15],[16],[17] | |
Fair Value | $ 145,285 | [11],[12],[13] | $ 107,418 | [15],[16],[17] | |
Percentage of Net Assets | 2.50% | [11],[12],[13] | 1.80% | [15],[16],[17] | |
Interest | 6% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 10,028 | [11],[12],[13],[19] | $ 2,689 | [15],[16],[17],[20] | |
Amortized Cost | 9,895 | [11],[12],[13],[19] | 2,596 | [15],[16],[17],[20] | |
Fair Value | $ 9,780 | [11],[12],[13],[19] | $ 2,616 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0.20% | [11],[12],[13],[19] | 0% | [15],[16],[17],[20] | |
Interest | 6% | [11],[12],[13],[19] | 5.75% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Help/Systems Holdings, Inc.,, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,885 | ||||
Amortized Cost | 14,811 | ||||
Fair Value | $ 13,635 | ||||
Percentage of Net Assets | 3.80% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[36] | $ 177,343 | |||
Amortized Cost | [11],[12],[36] | 175,353 | |||
Fair Value | [11],[12],[36] | $ 176,897 | |||
Percentage of Net Assets | [11],[12],[36] | 3% | |||
Interest | [11],[12],[36] | 6.50% | |||
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[36] | $ 2,231 | |||
Amortized Cost | [11],[12],[19],[36] | 2,011 | |||
Fair Value | [11],[12],[19],[36] | $ 2,179 | |||
Percentage of Net Assets | [11],[12],[19],[36] | 0% | |||
Interest | [11],[12],[19],[36] | 6.50% | |||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 2,192 | [12],[23],[24],[51] | $ 2,192 | [16],[26],[27],[52] | |
Fair Value | $ 2,192 | [12],[23],[24],[51] | $ 2,192 | [16],[26],[27],[52] | |
Percentage of Net Assets | 0% | [12],[23],[24],[51] | 0% | [16],[26],[27],[52] | |
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 178,693 | |||
Amortized Cost | [15],[16],[17] | 176,397 | |||
Fair Value | [15],[16],[17] | $ 178,693 | |||
Percentage of Net Assets | [15],[16],[17] | 3% | |||
Interest | [15],[16],[17] | 6.50% | |||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (259) | |||
Fair Value | [15],[16],[20],[21] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 6.50% | |||
Investment, Identifier [Axis]: Hercules Buyer, LLC (dba The Vincit Group), Unsecured notes | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 5,135 | [12],[37],[51] | $ 5,135 | [16],[38],[52] | |
Amortized Cost | 5,135 | [12],[37],[51] | 5,135 | [16],[38],[52] | |
Fair Value | $ 5,135 | [12],[37],[51] | $ 5,135 | [16],[38],[52] | |
Percentage of Net Assets | 0.10% | [12],[37],[51] | 0.10% | [16],[38],[52] | |
Interest | [12],[21],[51] | 0.48% | |||
Investment, Identifier [Axis]: Hg Genesis 8 Sumoco Limited, Unsecured facility | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 40,371 | [11],[12],[14],[37] | $ 47,207 | [15],[16],[18],[40] | |
Amortized Cost | 47,833 | [11],[12],[14],[37] | 46,102 | [15],[16],[18],[40] | |
Fair Value | $ 40,371 | [11],[12],[14],[37] | $ 47,207 | [15],[16],[18],[40] | |
Percentage of Net Assets | 0.70% | [11],[12],[14],[37] | 0.80% | [15],[16],[18],[40] | |
Interest | [11],[12],[14],[37] | 7.50% | |||
Investment, Identifier [Axis]: Hg Genesis 9 SumoCo Limited, Unsecured facility | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[53] | $ 42,227 | |||
Amortized Cost | [11],[12],[14],[53] | 47,224 | |||
Fair Value | [11],[12],[14],[53] | $ 42,227 | |||
Percentage of Net Assets | [11],[12],[14],[53] | 0.70% | |||
Interest | [11],[12],[14],[53] | 7% | |||
Investment, Identifier [Axis]: Hg Saturn Luchaco Limited, Unsecured facility | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 119,844 | [11],[12],[14],[37] | $ 133,862 | [15],[16],[18],[40] | |
Amortized Cost | 145,982 | [11],[12],[14],[37] | 135,510 | [15],[16],[18],[40] | |
Fair Value | $ 118,346 | [11],[12],[14],[37] | $ 132,523 | [15],[16],[18],[40] | |
Percentage of Net Assets | 2% | [11],[12],[14],[37] | 2.20% | [15],[16],[18],[40] | |
Interest | [11],[14],[37] | 7.50% | |||
Investment, Identifier [Axis]: Hissho Sushi Holdings, LLC, Class A units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 75 | |||
Fair Value | [12],[23],[24] | $ 75 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 903 | |||
Amortized Cost | [11],[12],[30] | 895 | |||
Fair Value | [11],[12],[30] | $ 901 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 6% | |||
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[30] | $ 5 | |||
Amortized Cost | [11],[12],[19],[30] | 4 | |||
Fair Value | [11],[12],[19],[30] | $ 4 | |||
Percentage of Net Assets | [11],[12],[19],[30] | 0% | |||
Interest | [11],[12],[19],[30] | 6% | |||
Investment, Identifier [Axis]: Holley, Inc., First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 855 | ||||
Amortized Cost | 855 | ||||
Fair Value | $ 844 | ||||
Percentage of Net Assets | 0.30% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: Holley, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 23,255 | $ 17,100 | |||
Amortized Cost | 23,109 | 17,016 | |||
Fair Value | $ 21,090 | $ 17,032 | |||
Percentage of Net Assets | 5.90% | 6% | |||
Interest | 3.75% | 3.75% | |||
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,560 | [11],[12],[28] | $ 15,947 | [15],[16],[25] | |
Amortized Cost | 14,500 | [11],[12],[28] | 15,830 | [15],[16],[25] | |
Fair Value | $ 14,487 | [11],[12],[28] | $ 15,787 | [15],[16],[25] | |
Percentage of Net Assets | 0.20% | [11],[12],[28] | 0.30% | [15],[16],[25] | |
Interest | 5% | [11],[12],[28] | 5% | [15],[16],[25] | |
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 706 | [11],[12],[19],[28] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 690 | [11],[12],[19],[28] | (28) | [15],[16],[20],[21] | |
Fair Value | $ 685 | [11],[12],[19],[28] | $ (42) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21] | |
Interest | 5% | [11],[12],[19],[28] | 5% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Hyland Software, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 15,482 | [11],[12],[28] | $ 15,482 | [15],[16],[25] | |
Amortized Cost | 15,471 | [11],[12],[28] | 15,468 | [15],[16],[25] | |
Fair Value | $ 15,172 | [11],[12],[28] | $ 15,579 | [15],[16],[25] | |
Percentage of Net Assets | 0.30% | [11],[12],[28] | 0.30% | [15],[16],[25] | |
Interest | 6.25% | [11],[12],[28] | 6.25% | [15],[16],[25] | |
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 50,516 | [11],[12],[13] | $ 50,898 | [15],[16],[17] | |
Amortized Cost | 49,621 | [11],[12],[13] | 49,915 | [15],[16],[17] | |
Fair Value | $ 49,632 | [11],[12],[13] | $ 50,008 | [15],[16],[17] | |
Percentage of Net Assets | 0.80% | [11],[12],[13] | 0.80% | [15],[16],[17] | |
Interest | 6% | [11],[12],[13] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 1,987 | [15],[16],[17],[20] | |
Amortized Cost | (66) | [11],[12],[19],[33] | 1,911 | [15],[16],[17],[20] | |
Fair Value | $ (70) | [11],[12],[19],[33] | $ 1,917 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[17],[20] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[36] | $ 150,639 | |||
Amortized Cost | [15],[16],[36] | 149,528 | |||
Fair Value | [15],[16],[36] | $ 150,639 | |||
Percentage of Net Assets | [15],[16],[36] | 2.50% | |||
Interest | [15],[16],[36] | 5.50% | |||
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (111) | |||
Fair Value | [15],[16],[20],[21] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 5.50% | |||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (7) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (7) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 6.50% | |||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 11,707 | |||
Amortized Cost | [11],[12],[35] | 11,476 | |||
Fair Value | [11],[12],[35] | $ 11,473 | |||
Percentage of Net Assets | [11],[12],[35] | 0.20% | |||
Interest | [11],[12],[35] | 6.50% | |||
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (36) | |||
Fair Value | [11],[12],[19],[33] | $ (37) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6.50% | |||
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 52,699 | [11],[12],[13] | $ 53,209 | [15],[16],[17] | |
Amortized Cost | 52,410 | [11],[12],[13] | 52,784 | [15],[16],[17] | |
Fair Value | $ 52,699 | [11],[12],[13] | $ 53,209 | [15],[16],[17] | |
Percentage of Net Assets | 0.90% | [11],[12],[13] | 0.90% | [15],[16],[17] | |
Interest | 5.25% | [11],[12],[13] | 5.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19] | $ 1,800 | [15],[16],[20],[25] | |
Amortized Cost | 0 | [11],[12],[19] | 1,782 | [15],[16],[20],[25] | |
Fair Value | $ 0 | [11],[12],[19] | $ 1,800 | [15],[16],[20],[25] | |
Percentage of Net Assets | 0% | [11],[12],[19] | 0% | [15],[16],[20],[25] | |
Interest | 5.25% | [11],[12],[19] | 5.25% | [15],[16],[20],[25] | |
Investment, Identifier [Axis]: Imperial Parking Canada, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[54] | $ 27,966 | |||
Amortized Cost | [15],[16],[54] | 26,705 | |||
Fair Value | [15],[16],[54] | $ 26,707 | |||
Percentage of Net Assets | [15],[16],[54] | 0.40% | |||
Interest | [15],[16],[54] | 6% | |||
Investment, Identifier [Axis]: Imprivata, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 19,950 | ||||
Amortized Cost | 19,354 | ||||
Fair Value | $ 19,246 | ||||
Percentage of Net Assets | 5.40% | ||||
Interest | 4.25% | ||||
Investment, Identifier [Axis]: Imprivata, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 882 | |||
Amortized Cost | [11],[12],[35] | 874 | |||
Fair Value | [11],[12],[35] | $ 867 | |||
Percentage of Net Assets | [11],[12],[35] | 0% | |||
Interest | [11],[12],[35] | 6.25% | |||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[34] | 0 | |||
Fair Value | [11],[12],[19],[34] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[34] | 0% | |||
Interest | [11],[12],[19],[34] | 5.75% | |||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 648 | |||
Amortized Cost | [11],[12],[30] | 642 | |||
Fair Value | [11],[12],[30] | $ 647 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 5.75% | |||
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[30] | $ 17 | |||
Amortized Cost | [11],[12],[19],[30] | 16 | |||
Fair Value | [11],[12],[19],[30] | $ 16 | |||
Percentage of Net Assets | [11],[12],[19],[30] | 0% | |||
Interest | [11],[12],[19],[30] | 5.75% | |||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[29],[36] | $ 28,084 | |||
Amortized Cost | [15],[16],[20],[29],[36] | 27,594 | |||
Fair Value | [15],[16],[20],[29],[36] | $ 27,909 | |||
Percentage of Net Assets | [15],[16],[20],[29],[36] | 0.50% | |||
Interest | [15],[16],[20],[29],[36] | 6.25% | |||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 140,861 | |||
Amortized Cost | [15],[16],[17] | 138,813 | |||
Fair Value | [15],[16],[17] | $ 140,156 | |||
Percentage of Net Assets | [15],[16],[17] | 2.40% | |||
Interest | [15],[16],[17] | 6.25% | |||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 133,780 | |||
Amortized Cost | [11],[12],[13] | 132,216 | |||
Fair Value | [11],[12],[13] | $ 133,110 | |||
Percentage of Net Assets | [11],[12],[13] | 2.30% | |||
Interest | [11],[12],[13] | 6.25% | |||
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 959 | [15],[16],[20],[25] | |
Amortized Cost | (199) | [11],[12],[19],[33] | 690 | [15],[16],[20],[25] | |
Fair Value | $ (108) | [11],[12],[19],[33] | $ 851 | [15],[16],[20],[25] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[25] | |
Interest | 6.25% | [11],[12],[19],[33] | 6.25% | [15],[16],[20],[25] | |
Investment, Identifier [Axis]: Innovation Ventures HoldCo, LLC (dba 5 Hour Energy), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 125,000 | |||
Amortized Cost | [11],[12],[35] | 122,838 | |||
Fair Value | [11],[12],[35] | $ 121,564 | |||
Percentage of Net Assets | [11],[12],[35] | 2.10% | |||
Interest | [11],[12],[35] | 6.25% | |||
Investment, Identifier [Axis]: Inovalon Holdings, Inc, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 92,349 | |||
Amortized Cost | [11],[12],[13] | 90,715 | |||
Fair Value | [11],[12],[13] | $ 90,502 | |||
Percentage of Net Assets | [11],[12],[13] | 1.50% | |||
Interest | [11],[12],[13] | 10.50% | |||
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (208) | [11],[12],[19],[33],[34] | (234) | [15],[16],[20],[21],[29] | |
Fair Value | $ (332) | [11],[12],[19],[33],[34] | $ (237) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 3.50% | [11],[12],[19],[33],[34] | 5.75% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 181,462 | [11],[12],[13] | $ 177,727 | [15],[16],[17] | |
Amortized Cost | 177,469 | [11],[12],[13] | 173,336 | [15],[16],[17] | |
Fair Value | $ 176,018 | [11],[12],[13] | $ 173,283 | [15],[16],[17] | |
Percentage of Net Assets | 3% | [11],[12],[13] | 2.90% | [15],[16],[17] | |
Interest | 6.25% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Inovalon Holdings, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 84,661 | |||
Amortized Cost | [15],[16],[17] | 82,975 | |||
Fair Value | [15],[16],[17] | $ 82,967 | |||
Percentage of Net Assets | [15],[16],[17] | 1.40% | |||
Investment, Identifier [Axis]: Insight CP (Blocker) Holdings, L.P. (dba CivicPlus, LLC), LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 1,230 | |||
Fair Value | [12],[14],[23],[24] | $ 1,230 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [36] | $ 217,201 | [11],[12] | $ 218,876 | [15],[16] |
Amortized Cost | [36] | 215,258 | [11],[12] | 216,446 | [15],[16] |
Fair Value | [36] | $ 216,658 | [11],[12] | $ 218,876 | [15],[16] |
Percentage of Net Assets | [36] | 3.70% | [11],[12] | 3.70% | [15],[16] |
Interest | [36] | 5.75% | [11],[12] | 5.75% | [15],[16] |
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (108) | [11],[12],[19],[33] | (135) | [15],[16],[20],[21] | |
Fair Value | $ (37) | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Integro Parent Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 3,460 | $ 29,615 | |||
Amortized Cost | 3,460 | 29,584 | |||
Fair Value | $ 3,443 | $ 28,422 | |||
Percentage of Net Assets | 1% | 10.10% | |||
Interest | 6.25% | 5.75% | |||
Investment, Identifier [Axis]: Integro Parent Inc., First lien senior secured revolving loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 698 | $ 6,000 | |||
Amortized Cost | 698 | 6,000 | |||
Fair Value | $ 694 | $ 5,764 | |||
Percentage of Net Assets | 0.20% | 2% | |||
Interest | 4.50% | 4.50% | |||
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 118,090 | [11],[12],[14],[30] | $ 115,684 | [15],[16],[17],[18] | |
Amortized Cost | 117,029 | [11],[12],[14],[30] | 114,517 | [15],[16],[17],[18] | |
Fair Value | $ 117,499 | [11],[12],[14],[30] | $ 115,395 | [15],[16],[17],[18] | |
Percentage of Net Assets | 2% | [11],[12],[14],[30] | 1.90% | [15],[16],[17],[18] | |
Interest | 6.50% | [11],[12],[14],[30] | 6.25% | [15],[16],[17],[18] | |
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 2,983 | [11],[12],[14],[19],[30] | $ 2,983 | [15],[16],[17],[18],[20] | |
Amortized Cost | 2,950 | [11],[12],[14],[19],[30] | 2,944 | [15],[16],[17],[18],[20] | |
Fair Value | $ 2,960 | [11],[12],[14],[19],[30] | $ 2,972 | [15],[16],[17],[18],[20] | |
Percentage of Net Assets | 0.10% | [11],[12],[14],[19],[30] | 0.10% | [15],[16],[17],[18],[20] | |
Interest | 6.50% | [11],[12],[14],[19],[30] | 6.25% | [15],[16],[17],[18],[20] | |
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 66,622 | |||
Amortized Cost | [11],[12],[30] | 66,236 | |||
Fair Value | [11],[12],[30] | $ 65,956 | |||
Percentage of Net Assets | [11],[12],[30] | 1.10% | |||
Interest | [11],[12],[30] | 7% | |||
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (15) | |||
Fair Value | [11],[12],[19],[33] | $ (30) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 7% | |||
Investment, Identifier [Axis]: Interoperability Bidco, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[36] | $ 75,270 | |||
Amortized Cost | [15],[16],[36] | 74,616 | |||
Fair Value | [15],[16],[36] | $ 75,270 | |||
Percentage of Net Assets | [15],[16],[36] | 1.30% | |||
Interest | [15],[16],[36] | 5.75% | |||
Investment, Identifier [Axis]: Interoperability Bidco, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (25) | |||
Fair Value | [15],[16],[20],[21] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 5.75% | |||
Investment, Identifier [Axis]: KOBHG Holdings, L.P. (dba OB Hospitalist), Class A Interests | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 6,670 | [12],[23],[24] | $ 6,670 | [16],[26],[27] | |
Fair Value | $ 6,445 | [12],[23],[24] | $ 6,670 | [16],[26],[27] | |
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | |
Investment, Identifier [Axis]: KPCI Holdings, LP, Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 32,285 | [12],[23],[24] | $ 32,285 | [16],[26],[27] | |
Fair Value | $ 32,111 | [12],[23],[24] | $ 37,331 | [16],[26],[27] | |
Percentage of Net Assets | 0.50% | [12],[23],[24] | 0.60% | [16],[26],[27] | |
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[29],[32] | $ 256 | |||
Amortized Cost | [15],[16],[20],[29],[32] | 248 | |||
Fair Value | [15],[16],[20],[29],[32] | $ 248 | |||
Percentage of Net Assets | [15],[16],[20],[29],[32] | 0% | |||
Interest | [15],[16],[20],[29],[32] | 4.50% | |||
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,952 | [11],[12],[28] | $ 4,476 | [15],[16],[25] | |
Amortized Cost | 4,864 | [11],[12],[28] | 4,389 | [15],[16],[25] | |
Fair Value | $ 4,816 | [11],[12],[28] | $ 4,386 | [15],[16],[25] | |
Percentage of Net Assets | 0.10% | [11],[12],[28] | 0.10% | [15],[16],[25] | |
Interest | 5.50% | [11],[12],[28] | 5.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: KS Management Services, L.L.C., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[36] | $ 122,500 | |||
Amortized Cost | [15],[16],[36] | 121,420 | |||
Fair Value | [15],[16],[36] | $ 122,500 | |||
Percentage of Net Assets | [15],[16],[36] | 2.10% | |||
Interest | [15],[16],[36] | 4.25% | |||
Investment, Identifier [Axis]: KUSRP Intermediate, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 33,806 | [11],[12],[36] | $ 31,237 | [15],[16],[17] | |
Amortized Cost | 33,272 | [11],[12],[36] | 30,655 | [15],[16],[17] | |
Fair Value | $ 33,299 | [11],[12],[36] | $ 30,612 | [15],[16],[17] | |
Percentage of Net Assets | 0.60% | [11],[12],[36] | 0.50% | [15],[16],[17] | |
Interest | [11],[12],[36] | 9.50% | |||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (11) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (3) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 5.75% | |||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12] | $ 18,732 | |||
Amortized Cost | [11],[12] | 18,367 | |||
Fair Value | [11],[12] | $ 18,497 | |||
Percentage of Net Assets | [11],[12] | 0.30% | |||
Interest | [11],[12] | 5.75% | |||
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (22) | |||
Fair Value | [11],[12],[19],[33] | $ (14) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.75% | |||
Investment, Identifier [Axis]: Knockout Intermediate Holdings I Inc. (dba Kaseya),Perpetual Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[21],[24] | $ 13,659 | |||
Fair Value | [12],[21],[24] | $ 13,790 | |||
Percentage of Net Assets | [12],[21],[24] | 0.20% | |||
Interest | [12],[21],[24] | 11.75% | |||
Investment, Identifier [Axis]: LABL, Inc. First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 8,000 | ||||
Amortized Cost | 7,883 | ||||
Fair Value | $ 7,879 | ||||
Percentage of Net Assets | 2.80% | ||||
Interest | 5% | ||||
Investment, Identifier [Axis]: LABL, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 7,940 | ||||
Amortized Cost | 7,836 | ||||
Fair Value | $ 7,739 | ||||
Percentage of Net Assets | 2.20% | ||||
Interest | 5% | ||||
Investment, Identifier [Axis]: LTP Holdco, LLC, , Unsecured facility | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 3,936 | |||
Amortized Cost | [11],[12],[35] | 3,826 | |||
Fair Value | [11],[12],[35] | $ 3,867 | |||
Percentage of Net Assets | [11],[12],[35] | 0.10% | |||
Interest | [11],[12],[35] | 10.75% | |||
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 142,964 | [11],[12],[36] | $ 144,064 | [15],[16],[17] | |
Amortized Cost | 141,526 | [11],[12],[36] | 142,314 | [15],[16],[17] | |
Fair Value | $ 142,964 | [11],[12],[36] | $ 144,064 | [15],[16],[17] | |
Percentage of Net Assets | 2.40% | [11],[12],[36] | 2.40% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[36] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (246) | [11],[12],[19],[33] | (304) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Learning Care Group (US) No. 2 Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 26,967 | [11],[12],[13] | $ 26,967 | [15],[16],[17] | |
Amortized Cost | 26,710 | [11],[12],[13] | 26,663 | [15],[16],[17] | |
Fair Value | $ 26,360 | [11],[12],[13] | $ 26,293 | [15],[16],[17] | |
Percentage of Net Assets | 0.50% | [11],[12],[13] | 0.40% | [15],[16],[17] | |
Interest | 7.50% | [11],[12],[13] | 7.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Lignetics Investment Corp. First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13],[19] | $ 4,157 | |||
Amortized Cost | [11],[12],[13],[19] | 4,109 | |||
Fair Value | [11],[12],[13],[19] | $ 4,016 | |||
Percentage of Net Assets | [11],[12],[13],[19] | 0.10% | |||
Interest | [11],[12],[13],[19] | 6% | |||
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (42) | [11],[12],[19],[33],[34] | (48) | [15],[16],[20],[21],[29] | |
Fair Value | $ (118) | [11],[12],[19],[33],[34] | $ (49) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 6% | [11],[12],[19],[33],[34] | 6% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 31,137 | [11],[12],[13] | $ 31,373 | [15],[16],[17] | |
Amortized Cost | 30,797 | [11],[12],[13] | 30,989 | [15],[16],[17] | |
Fair Value | $ 30,203 | [11],[12],[13] | $ 30,980 | [15],[16],[17] | |
Percentage of Net Assets | 0.50% | [11],[12],[13] | 0.50% | [15],[16],[17] | |
Interest | 6% | [11],[12],[13] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20] | $ 784 | |||
Amortized Cost | [15],[16],[17],[20] | 727 | |||
Fair Value | [15],[16],[17],[20] | $ 725 | |||
Percentage of Net Assets | [15],[16],[17],[20] | 0% | |||
Interest | [15],[16],[17],[20] | 6% | |||
Investment, Identifier [Axis]: LineStar Integrity Services LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [36] | $ 78,652 | [11],[12] | $ 82,714 | [15],[16] |
Amortized Cost | [36] | 78,730 | [11],[12] | 82,413 | [15],[16] |
Fair Value | [36] | $ 73,933 | [11],[12] | $ 72,788 | [15],[16] |
Percentage of Net Assets | [36] | 1.30% | [11],[12] | 1.20% | [15],[16] |
Interest | [36] | 7.25% | [11],[12] | 7.25% | [15],[16] |
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[25],[29] | $ 1,998 | |||
Amortized Cost | [15],[16],[20],[25],[29] | 1,943 | |||
Fair Value | [15],[16],[20],[25],[29] | $ 1,998 | |||
Percentage of Net Assets | [15],[16],[20],[25],[29] | 0% | |||
Interest | [15],[16],[20],[25],[29] | 6% | |||
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 149,056 | [11],[12],[28] | $ 154,049 | [15],[16],[25] | |
Amortized Cost | 147,675 | [11],[12],[28] | 152,423 | [15],[16],[25] | |
Fair Value | $ 148,733 | [11],[12],[28] | $ 154,049 | [15],[16],[25] | |
Percentage of Net Assets | 2.50% | [11],[12],[28] | 2.60% | [15],[16],[25] | |
Interest | 5.89% | [11],[12],[28] | 5.87% | [15],[16],[25] | |
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (34) | [11],[12],[19],[33] | (44) | [15],[16],[20],[21] | |
Fair Value | $ (29) | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Lytx, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 71,187 | [11],[12],[35] | $ 71,733 | [15],[16],[25] | |
Amortized Cost | 70,443 | [11],[12],[35] | 70,839 | [15],[16],[25] | |
Fair Value | $ 70,119 | [11],[12],[35] | $ 71,195 | [15],[16],[25] | |
Percentage of Net Assets | 1.20% | [11],[12],[35] | 1.20% | [15],[16],[25] | |
Interest | 6.75% | [11],[12],[35] | 6.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20],[29] | $ 13,420 | |||
Amortized Cost | [15],[16],[17],[20],[29] | 13,291 | |||
Fair Value | [15],[16],[17],[20],[29] | $ 13,286 | |||
Percentage of Net Assets | [15],[16],[17],[20],[29] | 0.20% | |||
Interest | [15],[16],[17],[20],[29] | 5.75% | |||
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 182,235 | [11],[12],[43] | $ 160,321 | [15],[16],[17] | |
Amortized Cost | 180,707 | [11],[12],[43] | 158,816 | [15],[16],[17] | |
Fair Value | $ 179,957 | [11],[12],[43] | $ 158,718 | [15],[16],[17] | |
Percentage of Net Assets | 3.10% | [11],[12],[43] | 2.70% | [15],[16],[17] | |
Interest | 6% | [11],[12],[43] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [16],[20],[21] | |
Amortized Cost | (124) | [11],[12],[19],[33] | (144) | [16],[20],[21] | |
Fair Value | $ (194) | [11],[12],[19],[33] | $ (155) | [16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 67,902 | [11],[12],[13] | $ 67,127 | [15],[16],[36] | |
Amortized Cost | 67,569 | [11],[12],[13] | 66,713 | [15],[16],[36] | |
Fair Value | $ 67,902 | [11],[12],[13] | $ 67,127 | [15],[16],[36] | |
Percentage of Net Assets | 1.20% | [11],[12],[13] | 1.10% | [15],[16],[36] | |
Interest | 8.50% | [11],[12],[13] | 8.50% | [15],[16],[17],[36] | |
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (24) | [11],[12],[19],[33] | (32) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 8% | [11],[12],[19],[33] | 7% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Maia Aggregator, LP, Class A-2 Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 169 | |||
Fair Value | [12],[23],[24] | $ 169 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Mario Midco Holdings Inc.(dba Len the Plumber), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (26) | |||
Fair Value | [11],[12],[19],[33] | $ (17) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.75% | |||
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[34],[35] | $ 2,026 | |||
Amortized Cost | [11],[12],[19],[34],[35] | 1,941 | |||
Fair Value | [11],[12],[19],[34],[35] | $ 1,988 | |||
Percentage of Net Assets | [11],[12],[19],[34],[35] | 0% | |||
Interest | [11],[12],[19],[34],[35] | 5.75% | |||
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 13,074 | |||
Amortized Cost | [11],[12],[35] | 12,825 | |||
Fair Value | [11],[12],[35] | $ 12,911 | |||
Percentage of Net Assets | [11],[12],[35] | 0.20% | |||
Interest | [11],[12],[35] | 5.75% | |||
Investment, Identifier [Axis]: Mavis Tire Express Services Topco Corp., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 2,933 | ||||
Amortized Cost | 2,912 | ||||
Fair Value | $ 2,744 | ||||
Percentage of Net Assets | 0.80% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: Medline Borrower, LP, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,000 | ||||
Amortized Cost | 24,882 | ||||
Fair Value | $ 24,990 | ||||
Percentage of Net Assets | 8.90% | ||||
Interest | 3.25% | ||||
Investment, Identifier [Axis]: Medline Borrower, LP, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (131) | |||
Fair Value | [11],[12],[19],[33] | $ (719) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 3.25% | |||
Investment, Identifier [Axis]: Medline Intermediate, LP, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,875 | ||||
Amortized Cost | 24,769 | ||||
Fair Value | $ 22,830 | ||||
Percentage of Net Assets | 6.40% | ||||
Interest | 3.25% | ||||
Investment, Identifier [Axis]: Medline Intermediate, LP, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (155) | |||
Fair Value | [15],[16],[20],[21] | $ (162) | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 3.25% | |||
Investment, Identifier [Axis]: MessageBird BidCo B.V., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[36] | $ 77,000 | |||
Amortized Cost | [11],[12],[14],[36] | 75,624 | |||
Fair Value | [11],[12],[14],[36] | $ 75,268 | |||
Percentage of Net Assets | [11],[12],[14],[36] | 1.30% | |||
Interest | [11],[12],[14],[36] | 6.75% | |||
Investment, Identifier [Axis]: MessageBird BidCo B.V.,First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 77,000 | ||||
Amortized Cost | 75,447 | ||||
Fair Value | $ 75,460 | ||||
Percentage of Net Assets | 1.30% | ||||
Interest | [15],[16],[17],[18] | 6.75% | |||
Investment, Identifier [Axis]: MessageBird Holding B.V., Extended Series C Warrants | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 753 | [12],[14],[23],[24] | $ 753 | [16],[18],[26],[27] | |
Fair Value | $ 125 | [12],[14],[23],[24] | $ 753 | [16],[18],[26],[27] | |
Percentage of Net Assets | 0% | [12],[14],[23],[24] | 0% | [16],[18],[26],[27] | |
Investment, Identifier [Axis]: Metis HoldCo, Inc. (dba Mavis Tire Express Services), Series A Convertible Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 160,670 | [12],[21],[24] | $ 151,894 | [16],[27],[38] | |
Fair Value | $ 155,552 | [12],[21],[24] | $ 155,888 | [16],[27],[38] | |
Percentage of Net Assets | 2.70% | [12],[21],[24] | 2.60% | [16],[27],[38] | |
Interest | [12],[21],[24] | 7% | |||
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,116 | [11],[12],[28] | $ 24,299 | [15],[16],[17] | |
Amortized Cost | 23,925 | [11],[12],[28] | 24,080 | [15],[16],[17] | |
Fair Value | $ 23,996 | [11],[12],[28] | $ 24,117 | [15],[16],[17] | |
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[17] | |
Interest | 5% | [11],[12],[28] | 5% | [15],[16],[17] | |
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (15) | [11],[12],[19],[33] | (18) | [15],[16],[20],[21] | |
Fair Value | $ (10) | [11],[12],[19],[33] | $ (16) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5% | [11],[12],[19],[33] | 5% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Minerva Holdco, Inc. (dba Athenahealth, Inc.), Series A Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[21],[24] | $ 7,348 | |||
Fair Value | [12],[21],[24] | $ 6,676 | |||
Percentage of Net Assets | [12],[21],[24] | 0.10% | |||
Interest | [12],[21],[24] | 10.75% | |||
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | (2) | [11],[12],[19],[33],[34] | (2) | [15],[16],[20],[21],[29] | |
Fair Value | $ (4) | [11],[12],[19],[33],[34] | $ (2) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 5.50% | [11],[12],[19],[33],[34] | 5.50% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 703 | [11],[12],[13] | $ 706 | [15],[16],[17] | |
Amortized Cost | 690 | [11],[12],[13] | 692 | [15],[16],[17] | |
Fair Value | $ 683 | [11],[12],[13] | $ 692 | [15],[16],[17] | |
Percentage of Net Assets | 0% | [11],[12],[13] | 0% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (1) | [11],[12],[19],[33] | (1) | [15],[16],[20],[21] | |
Fair Value | $ (2) | [11],[12],[19],[33] | $ (1) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.50% | [11],[12],[19],[33] | 5.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Motus Group, LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 10,810 | [11],[12],[28] | $ 10,810 | [15],[16],[17] | |
Amortized Cost | 10,710 | [11],[12],[28] | 10,702 | [15],[16],[17] | |
Fair Value | $ 10,566 | [11],[12],[28] | $ 10,702 | [15],[16],[17] | |
Percentage of Net Assets | 0.20% | [11],[12],[28] | 0.20% | [15],[16],[17] | |
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Muine Gall, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 248,992 | [11],[12],[14],[36],[42] | $ 239,896 | [15],[16],[18],[55] | |
Amortized Cost | 250,199 | [11],[12],[14],[36],[42] | 240,229 | [15],[16],[18],[55] | |
Fair Value | $ 245,257 | [11],[12],[14],[36],[42] | $ 239,896 | [15],[16],[18],[55] | |
Percentage of Net Assets | 4.20% | [11],[12],[14],[36],[42] | 4% | [15],[16],[18],[55] | |
Interest | [11],[12],[14],[36],[42] | 7% | |||
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,940 | [11],[12],[19],[28],[34] | $ 4,978 | [15],[16],[20],[25],[29] | |
Amortized Cost | 4,861 | [11],[12],[19],[28],[34] | 4,877 | [15],[16],[20],[25],[29] | |
Fair Value | $ 4,836 | [11],[12],[19],[28],[34] | $ 4,945 | [15],[16],[20],[25],[29] | |
Percentage of Net Assets | 0.10% | [11],[12],[19],[28],[34] | 0.10% | [15],[16],[20],[25],[29] | |
Interest | 5.75% | [11],[12],[19],[28],[34] | 5.75% | [15],[16],[20],[25],[29] | |
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,114 | [11],[12],[28] | $ 25,313 | [15],[16],[25] | |
Amortized Cost | 24,989 | [11],[12],[28] | 25,158 | [15],[16],[25] | |
Fair Value | $ 24,737 | [11],[12],[28] | $ 25,148 | [15],[16],[25] | |
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[25] | |
Interest | 5.75% | [11],[12],[28] | 5.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (14) | [11],[12],[19],[33] | (18) | [15],[16],[20],[21] | |
Fair Value | $ (25) | [11],[12],[19],[33] | $ (11) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Naked Juice LLC (dba Tropicana), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,995 | ||||
Amortized Cost | 1,990 | ||||
Fair Value | $ 1,825 | ||||
Percentage of Net Assets | 0.50% | ||||
Interest | 3.25% | ||||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20],[29] | $ 35,582 | |||
Amortized Cost | [15],[16],[17],[20],[29] | 35,166 | |||
Fair Value | [15],[16],[17],[20],[29] | $ 35,315 | |||
Percentage of Net Assets | [15],[16],[17],[20],[29] | 0.60% | |||
Interest | [15],[16],[17],[20],[29] | 7% | |||
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 105,500 | [11],[12],[13] | $ 70,723 | [15],[16],[17] | |
Amortized Cost | 104,357 | [11],[12],[13] | 69,731 | [15],[16],[17] | |
Fair Value | $ 102,862 | [11],[12],[13] | $ 70,192 | [15],[16],[17] | |
Percentage of Net Assets | 1.80% | [11],[12],[13] | 1.20% | [15],[16],[17] | |
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[17] | |
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,366 | [11],[12],[13] | $ 3,044 | [15],[16],[17],[20] | |
Amortized Cost | 9,213 | [11],[12],[13] | 2,853 | [15],[16],[17],[20] | |
Fair Value | $ 9,132 | [11],[12],[13] | $ 2,974 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0.20% | [11],[12],[13] | 0.10% | [15],[16],[17],[20] | |
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[36] | $ 927 | |||
Amortized Cost | [11],[12],[14],[36] | 910 | |||
Fair Value | [11],[12],[14],[36] | $ 906 | |||
Percentage of Net Assets | [11],[12],[14],[36] | 0% | |||
Interest | [11],[12],[14],[36] | 6% | |||
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[14],[19],[33] | (1) | |||
Fair Value | [11],[12],[14],[19],[33] | $ (2) | |||
Percentage of Net Assets | [11],[12],[14],[19],[33] | 0% | |||
Interest | [11],[12],[14],[19],[33] | 6% | |||
Investment, Identifier [Axis]: Nelipak Holding Company ,First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[28] | $ 2,292 | |||
Amortized Cost | [11],[12],[28] | 2,265 | |||
Fair Value | [11],[12],[28] | $ 2,275 | |||
Percentage of Net Assets | [11],[12],[28] | 0% | |||
Interest | [11],[12],[28] | 4.25% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 24,760 | |||
Amortized Cost | [15],[16],[17] | 24,419 | |||
Fair Value | [15],[16],[17] | $ 24,450 | |||
Percentage of Net Assets | [15],[16],[17] | 0.40% | |||
Interest | [15],[16],[17] | 4.25% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured EUR revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[56] | $ 263 | |||
Amortized Cost | [11],[12],[19],[56] | 58 | |||
Fair Value | [11],[12],[19],[56] | $ 214 | |||
Percentage of Net Assets | [11],[12],[19],[56] | 0% | |||
Interest | [11],[12],[19],[56] | 4.50% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured USD revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[28] | $ 1,072 | |||
Amortized Cost | [11],[12],[19],[28] | 1,020 | |||
Fair Value | [11],[12],[19],[28] | $ 1,017 | |||
Percentage of Net Assets | [11],[12],[19],[28] | 0% | |||
Interest | [11],[12],[19],[28] | 4.25% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured revolving loan, One | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20] | $ 3,082 | |||
Amortized Cost | [15],[16],[17],[20] | 3,008 | |||
Fair Value | [15],[16],[17],[20] | $ 2,990 | |||
Percentage of Net Assets | [15],[16],[17],[20] | 0.10% | |||
Interest | [15],[16],[17],[20] | 4.25% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured revolving loan, Two | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (261) | |||
Fair Value | [15],[16],[20],[21] | $ (94) | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 4.50% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien EUR senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[39] | $ 58,877 | |||
Amortized Cost | [11],[12],[39] | 66,577 | |||
Fair Value | [11],[12],[39] | $ 58,141 | |||
Percentage of Net Assets | [11],[12],[39] | 1% | |||
Interest | [11],[12],[39] | 8.50% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien USD senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 67,006 | |||
Amortized Cost | [11],[12],[13] | 66,321 | |||
Fair Value | [11],[12],[13] | $ 66,503 | |||
Percentage of Net Assets | [11],[12],[13] | 1.10% | |||
Interest | [11],[12],[13] | 8.25% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien senior secured loan, One | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 67,006 | |||
Amortized Cost | [15],[16],[17] | 66,237 | |||
Fair Value | [15],[16],[17] | $ 66,336 | |||
Percentage of Net Assets | [15],[16],[17] | 1.10% | |||
Interest | [15],[16],[17] | 8.25% | |||
Investment, Identifier [Axis]: Nelipak Holding Company, Second lien senior secured loan, Two | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[57] | $ 68,346 | |||
Amortized Cost | [15],[16],[57] | 66,496 | |||
Fair Value | [15],[16],[57] | $ 67,321 | |||
Percentage of Net Assets | [15],[16],[57] | 1.10% | |||
Interest | [15],[16],[57] | 8.50% | |||
Investment, Identifier [Axis]: Nellson Nutraceutical, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 26,031 | [11],[12],[13] | $ 27,280 | [15],[16],[17] | |
Amortized Cost | 25,608 | [11],[12],[13] | 26,586 | [15],[16],[17] | |
Fair Value | $ 25,445 | [11],[12],[13] | $ 26,735 | [15],[16],[17] | |
Percentage of Net Assets | 0.40% | [11],[12],[13] | 0.50% | [15],[16],[17] | |
Interest | 5.25% | [11],[12],[13] | 5.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: New PLI Holdings, LLC, Class A Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 48,008 | [12],[22],[24] | $ 48,007 | [16],[26],[27],[58] | |
Fair Value | $ 94,713 | [12],[22],[24] | $ 48,007 | [16],[26],[27],[58] | |
Percentage of Net Assets | 1.60% | [12],[22],[24] | 0.80% | [16],[26],[27],[58] | |
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), Common Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 5,232 | [12],[23],[45] | $ 5,232 | [16],[26],[59] | |
Fair Value | $ 363 | [12],[23],[45] | $ 3,873 | [16],[26],[59] | |
Percentage of Net Assets | 0% | [12],[23],[45] | 0.10% | [16],[26],[59] | |
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 76,785 | [11],[12],[13] | $ 77,376 | [15],[16],[17] | |
Amortized Cost | 74,960 | [11],[12],[13] | 75,139 | [15],[16],[17] | |
Fair Value | $ 74,866 | [11],[12],[13] | $ 77,763 | [15],[16],[17] | |
Percentage of Net Assets | 1.30% | [11],[12],[13] | 1.30% | [15],[16],[17] | |
Interest | 6.50% | [11],[12],[13] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,511 | [11],[12],[13],[19] | $ 9,511 | [15],[16],[20],[25] | |
Amortized Cost | 9,440 | [11],[12],[13],[19] | 9,412 | [15],[16],[20],[25] | |
Fair Value | $ 9,205 | [11],[12],[13],[19] | $ 9,511 | [15],[16],[20],[25] | |
Percentage of Net Assets | 0.20% | [11],[12],[13],[19] | 0.20% | [15],[16],[20],[25] | |
Interest | 6.50% | [11],[12],[13],[19] | 6.50% | [15],[16],[20],[25] | |
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,554 | [11],[12],[19],[34],[35] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | 9,349 | [11],[12],[19],[34],[35] | (98) | [15],[16],[20],[21],[29] | |
Fair Value | $ 9,506 | [11],[12],[19],[34],[35] | $ (40) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0.20% | [11],[12],[19],[34],[35] | 0% | [15],[16],[20],[21],[29] | |
Interest | 6.75% | [11],[12],[19],[34],[35] | 6.50% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 109,632 | [11],[12],[35] | $ 110,460 | [15],[16],[17] | |
Amortized Cost | 108,179 | [11],[12],[35] | 108,827 | [15],[16],[17] | |
Fair Value | $ 109,083 | [11],[12],[35] | $ 108,803 | [15],[16],[17] | |
Percentage of Net Assets | 1.90% | [11],[12],[35] | 1.80% | [15],[16],[17] | |
Interest | 6.75% | [11],[12],[35] | 6.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 1,596 | [15],[16],[17],[20] | |
Amortized Cost | (121) | [11],[12],[19],[33] | 1,455 | [15],[16],[17],[20] | |
Fair Value | $ (48) | [11],[12],[19],[33] | $ 1,453 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[17],[20] | |
Interest | 6.75% | [11],[12],[19],[33] | 6.50% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Nutraceutical International Corporation, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 188,001 | [11],[12],[13] | $ 211,824 | [15],[16],[25] | |
Amortized Cost | 185,994 | [11],[12],[13] | 209,206 | [15],[16],[25] | |
Fair Value | $ 171,081 | [11],[12],[13] | $ 207,587 | [15],[16],[25] | |
Percentage of Net Assets | 2.90% | [11],[12],[13] | 3.50% | [15],[16],[25] | |
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[25] | |
Investment, Identifier [Axis]: Nutraceutical International Corporation, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 13,578 | [11],[12],[13] | $ 13,578 | [15],[16],[25] | |
Amortized Cost | 13,456 | [11],[12],[13] | 13,426 | [15],[16],[25] | |
Fair Value | $ 12,356 | [11],[12],[13] | $ 13,307 | [15],[16],[25] | |
Percentage of Net Assets | 0.20% | [11],[12],[13] | 0.20% | [15],[16],[25] | |
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[25] | |
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 95,029 | [11],[12],[13] | $ 116,855 | [15],[16],[17] | |
Amortized Cost | 93,398 | [11],[12],[13] | 114,603 | [15],[16],[17] | |
Fair Value | $ 94,079 | [11],[12],[13] | $ 114,518 | [15],[16],[17] | |
Percentage of Net Assets | 1.60% | [11],[12],[13] | 1.90% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 3,030 | [11],[12],[13],[19] | $ 1,616 | [15],[16],[20],[25] | |
Amortized Cost | 2,778 | [11],[12],[13],[19] | 1,326 | [15],[16],[20],[25] | |
Fair Value | $ 2,878 | [11],[12],[13],[19] | $ 1,313 | [15],[16],[20],[25] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[20],[25] | |
Interest | 5.50% | [11],[12],[13],[19] | 5.50% | [15],[16],[20],[25] | |
Investment, Identifier [Axis]: ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), LLC Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 345,089 | [14],[22],[24],[42],[60] | $ 249,714 | [18],[27],[55],[58] | |
Fair Value | $ 313,910 | [14],[22],[24],[42],[60] | $ 247,061 | [18],[27],[55],[58] | |
Percentage of Net Assets | 5.40% | [14],[22],[24],[42],[60] | 4.20% | [18],[27],[55],[58] | |
Investment, Identifier [Axis]: Offen, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 18,708 | [11],[12],[36] | $ 19,582 | [15],[16],[25] | |
Amortized Cost | 18,602 | [11],[12],[36] | 19,450 | [15],[16],[25] | |
Fair Value | $ 18,708 | [11],[12],[36] | $ 19,582 | [15],[16],[25] | |
Percentage of Net Assets | 0.30% | [11],[12],[36] | 0.30% | [15],[16],[25] | |
Interest | 5% | [11],[12],[36] | 5% | [15],[16],[25] | |
Investment, Identifier [Axis]: Olaplex, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,925 | ||||
Amortized Cost | 14,890 | ||||
Fair Value | $ 14,738 | ||||
Percentage of Net Assets | 4.10% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[43] | $ 879 | |||
Amortized Cost | [11],[12],[43] | 863 | |||
Fair Value | [11],[12],[43] | $ 857 | |||
Percentage of Net Assets | [11],[12],[43] | 0% | |||
Interest | [11],[12],[43] | 5.25% | |||
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (2) | |||
Fair Value | [11],[12],[19],[33] | $ (3) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.25% | |||
Investment, Identifier [Axis]: PAI Holdco, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,912 | $ 4,987 | |||
Amortized Cost | 9,787 | 4,975 | |||
Fair Value | $ 9,375 | $ 4,975 | |||
Percentage of Net Assets | 2.60% | 1.90% | |||
Interest | 3.75% | 3.75% | |||
Investment, Identifier [Axis]: PCF Holdco, LLC (dba PCF Insurance Services), Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 37,464 | [12],[23],[24] | $ 27,968 | [16],[26],[27] | |
Fair Value | $ 65,898 | [12],[23],[24] | $ 27,968 | [16],[26],[27] | |
Percentage of Net Assets | 1.10% | [12],[23],[24] | 0.50% | [16],[26],[27] | |
Investment, Identifier [Axis]: PCF Holdco, LLC (dba PCF Insurance Services), Class A Warrants | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 9,496 | |||
Fair Value | [16],[26],[27] | $ 9,496 | |||
Percentage of Net Assets | [16],[26],[27] | 0.20% | |||
Investment, Identifier [Axis]: PCF Midco II, LLC (dba PCF Insurance Services), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 128,886 | [12],[37] | $ 118,693 | [16],[38] | |
Amortized Cost | 118,231 | [12],[37] | 107,530 | [16],[38] | |
Fair Value | $ 115,997 | [12],[37] | $ 107,418 | [16],[38] | |
Percentage of Net Assets | 2% | [12],[37] | 1.80% | [16],[38] | |
Interest | [12],[37] | 9% | |||
Investment, Identifier [Axis]: PHM Netherlands Midco B.V. (dba Loparex), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 780 | [11],[12],[28] | $ 786 | [15],[16],[17] | |
Amortized Cost | 739 | [11],[12],[28] | 738 | [15],[16],[17] | |
Fair Value | $ 753 | [11],[12],[28] | $ 782 | [15],[16],[17] | |
Percentage of Net Assets | 0% | [11],[12],[28] | 0% | [15],[16],[17] | |
Interest | 4.50% | [11],[12],[28] | 4.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: PHM Netherlands Midco B.V. (dba Loparex), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 112,000 | [11],[12],[13] | $ 112,000 | [15],[16],[25] | |
Amortized Cost | 106,548 | [11],[12],[13] | 105,916 | [15],[16],[25] | |
Fair Value | $ 109,200 | [11],[12],[13] | $ 110,600 | [15],[16],[25] | |
Percentage of Net Assets | 1.90% | [11],[12],[13] | 1.90% | [15],[16],[25] | |
Interest | 8.75% | [11],[12],[13] | 8.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[30],[34] | $ 16 | |||
Amortized Cost | [11],[12],[19],[30],[34] | 14 | |||
Fair Value | [11],[12],[19],[30],[34] | $ 14 | |||
Percentage of Net Assets | [11],[12],[19],[30],[34] | 0% | |||
Interest | [11],[12],[19],[30],[34] | 5.75% | |||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[43] | $ 737 | |||
Amortized Cost | [11],[12],[43] | 722 | |||
Fair Value | [11],[12],[43] | $ 722 | |||
Percentage of Net Assets | [11],[12],[43] | 0% | |||
Interest | [11],[12],[43] | 5.75% | |||
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (1) | |||
Fair Value | [11],[12],[19],[33] | $ (1) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.75% | |||
Investment, Identifier [Axis]: PS Op Holdings LLC, Class A Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 4,300 | [22],[23],[24] | $ 4,300 | [26],[27],[58] | |
Fair Value | $ 3,950 | [22],[23],[24] | $ 4,300 | [26],[27],[58] | |
Percentage of Net Assets | 0.10% | [22],[23],[24] | 0.10% | [26],[27],[58] | |
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 13,241 | [11],[13],[22] | $ 13,241 | [15],[17],[58] | |
Amortized Cost | 12,976 | [11],[13],[22] | 12,979 | [15],[17],[58] | |
Fair Value | $ 12,778 | [11],[13],[22] | $ 12,976 | [15],[17],[58] | |
Percentage of Net Assets | 0.20% | [11],[13],[22] | 0.20% | [15],[17],[58] | |
Interest | 6% | [11],[13],[22] | 6% | [15],[17],[58] | |
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 3,641 | [11],[13],[19],[22] | $ 2,319 | [15],[17],[20],[58] | |
Amortized Cost | 3,531 | [11],[13],[19],[22] | 2,171 | [15],[17],[20],[58] | |
Fair Value | $ 3,468 | [11],[13],[19],[22] | $ 2,219 | [15],[17],[20],[58] | |
Percentage of Net Assets | 0.10% | [11],[13],[19],[22] | 0% | [15],[17],[20],[58] | |
Interest | 6% | [11],[13],[19],[22] | 6% | [15],[17],[20],[58] | |
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[14],[19],[33],[34] | (42) | |||
Fair Value | [11],[12],[14],[19],[33],[34] | $ (43) | |||
Percentage of Net Assets | [11],[12],[14],[19],[33],[34] | 0% | |||
Interest | [11],[12],[14],[19],[33],[34] | 5.75% | |||
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[30] | $ 30,924 | |||
Amortized Cost | [11],[12],[14],[30] | 30,165 | |||
Fair Value | [11],[12],[14],[30] | $ 30,151 | |||
Percentage of Net Assets | [11],[12],[14],[30] | 0.50% | |||
Interest | [11],[12],[14],[30] | 5.75% | |||
Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 4,950 | $ 4,987 | |||
Amortized Cost | 4,939 | 4,975 | |||
Fair Value | $ 4,694 | $ 4,983 | |||
Percentage of Net Assets | 1.30% | 1.80% | |||
Interest | 3.75% | 3.75% | |||
Investment, Identifier [Axis]: Packaging Coordinators Midco, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 196,044 | [11],[12],[13] | $ 196,044 | [15],[16],[17] | |
Amortized Cost | 192,738 | [11],[12],[13] | 192,494 | [15],[16],[17] | |
Fair Value | $ 186,241 | [11],[12],[13] | $ 192,123 | [15],[16],[17] | |
Percentage of Net Assets | 3.20% | [11],[12],[13] | 3.20% | [15],[16],[17] | |
Interest | 7% | [11],[12],[13] | 7% | [15],[16],[17] | |
Investment, Identifier [Axis]: Packers Holdings, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 21,119 | $ 9,951 | |||
Amortized Cost | 20,715 | 9,808 | |||
Fair Value | $ 19,336 | $ 9,879 | |||
Percentage of Net Assets | 5.40% | 3.50% | |||
Interest | 3.25% | 3.25% | |||
Investment, Identifier [Axis]: Park Place Technologies, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,924 | ||||
Amortized Cost | 14,461 | ||||
Fair Value | $ 14,141 | ||||
Percentage of Net Assets | 3.90% | ||||
Interest | 5% | ||||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[30] | $ 135,717 | |||
Amortized Cost | [11],[12],[14],[30] | 133,866 | |||
Fair Value | [11],[12],[14],[30] | $ 133,681 | |||
Percentage of Net Assets | [11],[12],[14],[30] | 2.30% | |||
Interest | [11],[12],[14],[30] | 6.75% | |||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 136,736 | |||
Amortized Cost | [15],[16],[17] | 134,627 | |||
Fair Value | [15],[16],[17] | $ 135,027 | |||
Percentage of Net Assets | [15],[16],[17] | 2.30% | |||
Interest | [15],[16],[17] | 6.75% | |||
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (187) | [11],[12],[14],[19],[33] | (229) | [15],[16],[20],[21] | |
Fair Value | $ (203) | [11],[12],[14],[19],[33] | $ (169) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.75% | [11],[12],[14],[19],[33] | 6.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health Inc.), Class B Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 18 | |||
Fair Value | [12],[14],[23],[24] | $ 1,109 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health, Inc.), Class A Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 8,101 | [12],[14],[21],[24] | $ 7,633 | [16],[27],[38] | |
Fair Value | $ 7,942 | [12],[14],[21],[24] | $ 7,633 | [16],[27],[38] | |
Percentage of Net Assets | 0.10% | [12],[14],[21],[24] | 0.10% | [16],[27],[38] | |
Interest | [12],[14],[21],[24] | 8% | |||
Investment, Identifier [Axis]: Patriot Holdings SCSp (dba Corza Health, Inc.), Class B Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 18 | |||
Fair Value | [16],[26],[27] | $ 1,109 | |||
Percentage of Net Assets | [16],[26],[27] | 0% | |||
Investment, Identifier [Axis]: Peraton Corp., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 46,113 | [11],[12],[28],[46] | $ 47,500 | [15],[16],[25] | |
Amortized Cost | 45,522 | [11],[12],[28],[46] | 46,840 | [15],[16],[25] | |
Fair Value | $ 43,489 | [11],[12],[28],[46] | $ 47,263 | [15],[16],[25] | |
Percentage of Net Assets | 0.70% | [11],[12],[28],[46] | 0.80% | [15],[16],[25] | |
Interest | 7.75% | [11],[12],[28],[46] | 7.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[29],[36] | $ 19,143 | |||
Amortized Cost | [15],[16],[20],[29],[36] | 18,953 | |||
Fair Value | [15],[16],[20],[29],[36] | $ 18,952 | |||
Percentage of Net Assets | [15],[16],[20],[29],[36] | 0.30% | |||
Interest | [15],[16],[20],[29],[36] | 6% | |||
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 135,247 | [11],[12],[36] | $ 108,430 | [15],[16],[17] | |
Amortized Cost | 134,037 | [11],[12],[36] | 107,368 | [15],[16],[17] | |
Fair Value | $ 134,909 | [11],[12],[36] | $ 107,347 | [15],[16],[17] | |
Percentage of Net Assets | 2.30% | [11],[12],[36] | 1.80% | [15],[16],[17] | |
Interest | 6% | [11],[12],[36] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (52) | [11],[12],[19],[33] | (60) | [15],[16],[20],[21] | |
Fair Value | $ (15) | [11],[12],[19],[33] | $ (62) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Phoenix Newco, Inc. (dba Parexel), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 27,363 | $ 27,500 | |||
Amortized Cost | 27,241 | 27,363 | |||
Fair Value | $ 26,063 | $ 27,489 | |||
Percentage of Net Assets | 7.30% | 9.70% | |||
Interest | 3.25% | 3.50% | |||
Investment, Identifier [Axis]: Phoenix Newco, Inc. (dba Parexel), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 190,000 | [11],[12],[28] | $ 190,000 | [15],[16],[25] | |
Amortized Cost | 188,258 | [11],[12],[28] | 188,123 | [15],[16],[25] | |
Fair Value | $ 185,250 | [11],[12],[28] | $ 188,100 | [15],[16],[25] | |
Percentage of Net Assets | 3.20% | [11],[12],[28] | 3.20% | [15],[16],[25] | |
Interest | 6.50% | [11],[12],[28] | 6.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: Physician Partners, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,950 | ||||
Amortized Cost | 9,858 | ||||
Fair Value | $ 9,328 | ||||
Percentage of Net Assets | 2.60% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: Picard Holdco, LLC, Series A Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [11],[12],[24],[30] | $ 23,975 | |||
Fair Value | [11],[12],[24],[30] | $ 23,975 | |||
Percentage of Net Assets | [11],[12],[24],[30] | 0.40% | |||
Interest | [11],[12],[24],[30] | 12% | |||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (2) | |||
Fair Value | [11],[12],[19],[33],[34] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 5.75% | |||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 681 | |||
Amortized Cost | [11],[12],[30] | 668 | |||
Fair Value | [11],[12],[30] | $ 672 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 5.75% | |||
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (1) | |||
Fair Value | [11],[12],[19],[33] | $ (1) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.75% | |||
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 99,450 | [11],[12],[28] | $ 99,450 | [15],[16],[36] | |
Amortized Cost | 98,455 | [11],[12],[28] | 98,526 | [15],[16],[36] | |
Fair Value | $ 98,952 | [11],[12],[28] | $ 98,455 | [15],[16],[36] | |
Percentage of Net Assets | 1.70% | [11],[12],[28] | 1.70% | [15],[16],[36] | |
Interest | 8% | [11],[12],[28] | 8% | [15],[16],[36] | |
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (62) | [11],[12],[19],[33] | (55) | [15],[16],[20],[21] | |
Fair Value | $ (31) | [11],[12],[19],[33] | $ (62) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 8% | [11],[12],[19],[33] | 8% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: PointClickCare Technologies Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,950 | ||||
Amortized Cost | 9,813 | ||||
Fair Value | $ 9,776 | ||||
Percentage of Net Assets | 2.70% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: Pregis Topco LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 160,000 | [11],[12],[13] | $ 160,000 | [15],[16],[17] | |
Amortized Cost | 157,655 | [11],[12],[13] | 157,467 | [15],[16],[17] | |
Fair Value | $ 157,856 | [11],[12],[13] | $ 160,000 | [15],[16],[17] | |
Percentage of Net Assets | 2.70% | [11],[12],[13] | 2.70% | [15],[16],[17] | |
Interest | 7.09% | [11],[12],[13] | 6.95% | [15],[16],[17] | |
Investment, Identifier [Axis]: Premier Imaging, LLC (dba LucidHealth), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 42,998 | [11],[12],[28] | $ 42,998 | [15],[16],[25] | |
Amortized Cost | 42,628 | [11],[12],[28] | 42,517 | [15],[16],[25] | |
Fair Value | $ 42,353 | [11],[12],[28] | $ 42,675 | [15],[16],[25] | |
Percentage of Net Assets | 0.70% | [11],[12],[28] | 0.70% | [15],[16],[25] | |
Interest | 5.75% | [11],[12],[28] | 5.25% | [15],[16],[25] | |
Investment, Identifier [Axis]: Pro Mach Group, Inc., First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | $ 0 | |||
Amortized Cost | 0 | 0 | |||
Fair Value | $ 0 | $ 0 | |||
Percentage of Net Assets | 0% | 0% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Pro Mach Group, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,819 | $ 22,207 | |||
Amortized Cost | 24,710 | 22,100 | |||
Fair Value | $ 23,618 | $ 22,262 | |||
Percentage of Net Assets | 6.60% | 7.90% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Project Alpine Co-Invest Fund, LP, LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 10,006 | |||
Fair Value | [12],[14],[23],[24] | $ 10,000 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0.20% | |||
Investment, Identifier [Axis]: Project Hotel California Co-Invest Fund, L.P., LP Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 2,687 | |||
Fair Value | [12],[14],[23],[24] | $ 2,685 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 44,746 | [11],[12],[13] | $ 45,091 | [15],[16],[17] | |
Amortized Cost | 44,385 | [11],[12],[13] | 44,664 | [15],[16],[17] | |
Fair Value | $ 44,746 | [11],[12],[13] | $ 45,091 | [15],[16],[17] | |
Percentage of Net Assets | 0.80% | [11],[12],[13] | 0.80% | [15],[16],[17] | |
Interest | 6% | [11],[12],[13] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (17) | [11],[12],[19],[33] | (22) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Proofpoint, Inc., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 19,600 | [11],[12],[13],[46] | $ 19,600 | [15],[16],[17] | |
Amortized Cost | 19,512 | [11],[12],[13],[46] | 19,505 | [15],[16],[17] | |
Fair Value | $ 18,792 | [11],[12],[13],[46] | $ 19,502 | [15],[16],[17] | |
Percentage of Net Assets | 0.30% | [11],[12],[13],[46] | 0.30% | [15],[16],[17] | |
Interest | 6.25% | [11],[12],[13],[46] | 6.25% | [15],[16],[17] | |
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 26,439 | [11],[12],[28] | $ 26,571 | [15],[16],[44] | |
Amortized Cost | 25,976 | [11],[12],[28] | 26,051 | [15],[16],[44] | |
Fair Value | $ 25,778 | [11],[12],[28] | $ 26,040 | [15],[16],[44] | |
Percentage of Net Assets | 0.40% | [11],[12],[28] | 0.40% | [15],[16],[44] | |
Interest | 6% | [11],[12],[28] | 6% | [15],[16],[44] | |
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [16],[20],[21] | |
Amortized Cost | (58) | [11],[12],[19],[33] | (67) | [16],[20],[21] | |
Fair Value | $ (86) | [11],[12],[19],[33] | $ (69) | [16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 39,600 | [11],[12],[13] | $ 39,900 | [15],[16],[17] | |
Amortized Cost | 38,616 | [11],[12],[13] | 38,802 | [15],[16],[17] | |
Fair Value | $ 38,610 | [11],[12],[13] | $ 38,803 | [15],[16],[17] | |
Percentage of Net Assets | 0.70% | [11],[12],[13] | 0.70% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,760 | [11],[12],[19],[36] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 1,675 | [11],[12],[19],[36] | (103) | [15],[16],[20],[21] | |
Fair Value | $ 1,660 | [11],[12],[19],[36] | $ (110) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[36] | 0% | [15],[16],[20],[21] | |
Interest | 5.50% | [11],[12],[19],[36] | 5.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: REALPAGE, INC., Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 34,500 | [11],[12],[28],[46] | $ 34,500 | [15],[16],[25] | |
Amortized Cost | 34,054 | [11],[12],[28],[46] | 34,017 | [15],[16],[25] | |
Fair Value | $ 33,226 | [11],[12],[28],[46] | $ 34,897 | [15],[16],[25] | |
Percentage of Net Assets | 0.60% | [11],[12],[28],[46] | 0.60% | [15],[16],[25] | |
Interest | 6.50% | [11],[12],[28],[46] | 6.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: Recipe Acquisition Corp. (dba Roland Corporation), Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 32,000 | [11],[30] | $ 32,000 | [15],[17] | |
Amortized Cost | 31,950 | [11],[30] | 31,881 | [15],[17] | |
Fair Value | $ 31,440 | [11],[30] | $ 30,080 | [15],[17] | |
Percentage of Net Assets | 0.50% | [11],[30] | 0.50% | [15],[17] | |
Interest | 9% | [11],[30] | 9% | [15],[17] | |
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[36] | $ 134,585 | |||
Amortized Cost | [15],[16],[36] | 133,921 | |||
Fair Value | [15],[16],[36] | $ 128,528 | |||
Percentage of Net Assets | [15],[16],[36] | 2.20% | |||
Interest | [15],[16],[36] | 6% | |||
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[25] | $ 10,987 | |||
Amortized Cost | [15],[16],[20],[25] | 10,982 | |||
Fair Value | [15],[16],[20],[25] | $ 10,251 | |||
Percentage of Net Assets | [15],[16],[20],[25] | 0.20% | |||
Interest | [15],[16],[20],[25] | 4.75% | |||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20],[29] | $ 28,463 | |||
Amortized Cost | [15],[16],[17],[20],[29] | 28,098 | |||
Fair Value | [15],[16],[17],[20],[29] | $ 28,243 | |||
Percentage of Net Assets | [15],[16],[17],[20],[29] | 0.50% | |||
Interest | [15],[16],[17],[20],[29] | 6.50% | |||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 88,973 | |||
Amortized Cost | [15],[16],[17] | 87,832 | |||
Fair Value | [15],[16],[17] | $ 88,306 | |||
Percentage of Net Assets | [15],[16],[17] | 1.50% | |||
Interest | [15],[16],[17] | 6.50% | |||
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20] | $ 3,879 | |||
Amortized Cost | [15],[16],[17],[20] | 3,746 | |||
Fair Value | [15],[16],[17],[20] | $ 3,799 | |||
Percentage of Net Assets | [15],[16],[17],[20] | 0.10% | |||
Interest | [15],[16],[17],[20] | 6.50% | |||
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 81,625 | [11],[12],[28] | $ 77,263 | [15],[16],[25] | |
Amortized Cost | 80,732 | [11],[12],[28] | 76,255 | [15],[16],[25] | |
Fair Value | $ 81,216 | [11],[12],[28] | $ 76,297 | [15],[16],[25] | |
Percentage of Net Assets | 1.40% | [11],[12],[28] | 1.30% | [15],[16],[25] | |
Interest | [11],[12],[28] | 7.50% | |||
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (85) | [11],[12],[19],[33] | (98) | [15],[16],[20],[21] | |
Fair Value | $ (37) | [11],[12],[19],[33] | $ (92) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6.50% | [11],[12],[19],[33] | 6.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Restore OMH Intermediate Holdings, Inc., Senior Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[27],[38] | $ 25,566 | |||
Fair Value | [16],[27],[38] | $ 25,506 | |||
Percentage of Net Assets | [16],[27],[38] | 0.40% | |||
Investment, Identifier [Axis]: Rhea Acquisition Holdings, LP, Series A-2 Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 119 | |||
Fair Value | [12],[23],[24] | $ 119 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Rhea Parent, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 772 | |||
Amortized Cost | [11],[12],[30] | 758 | |||
Fair Value | [11],[12],[30] | $ 753 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 5.75% | |||
Investment, Identifier [Axis]: Ring Container Technologies Group, LLC (dba Ring Container Technologies), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 24,813 | ||||
Amortized Cost | 24,759 | ||||
Fair Value | $ 23,862 | ||||
Percentage of Net Assets | 6.70% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: Ring Container Technologies Group, LLC (dba Ring Container Technologies), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,000 | ||||
Amortized Cost | 24,940 | ||||
Fair Value | $ 25,025 | ||||
Percentage of Net Assets | 8.90% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: SRS Distribution, Inc. First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,975 | ||||
Amortized Cost | 9,906 | ||||
Fair Value | $ 9,943 | ||||
Percentage of Net Assets | 3.50% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: SRS Distribution, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,900 | ||||
Amortized Cost | 9,838 | ||||
Fair Value | $ 9,116 | ||||
Percentage of Net Assets | 2.50% | ||||
Interest | 3.50% | ||||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (2) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (3) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 5.25% | |||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[43] | $ 753 | |||
Amortized Cost | [11],[12],[43] | 739 | |||
Fair Value | [11],[12],[43] | $ 734 | |||
Percentage of Net Assets | [11],[12],[43] | 0% | |||
Interest | [11],[12],[43] | 5.25% | |||
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[43] | $ 70 | |||
Amortized Cost | [11],[12],[19],[43] | 69 | |||
Fair Value | [11],[12],[19],[43] | $ 51 | |||
Percentage of Net Assets | [11],[12],[19],[43] | 0% | |||
Interest | [11],[12],[19],[43] | 5.25% | |||
Investment, Identifier [Axis]: Safe Fleet Holdings, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,963 | ||||
Amortized Cost | 14,524 | ||||
Fair Value | $ 14,065 | ||||
Percentage of Net Assets | 3.90% | ||||
Interest | 3.75% | ||||
Investment, Identifier [Axis]: Safety Products/JHC Acquisition Corp. (dba Justrite Safety Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[28] | $ 13,817 | |||
Amortized Cost | [11],[12],[28] | 13,737 | |||
Fair Value | [11],[12],[28] | $ 13,436 | |||
Percentage of Net Assets | [11],[12],[28] | 0.20% | |||
Interest | [11],[12],[28] | 4.50% | |||
Investment, Identifier [Axis]: Safety Products/JHC Acquisition Corp. (dba Justrite Safety Group), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[25] | $ 13,923 | |||
Amortized Cost | [15],[16],[25] | 13,829 | |||
Fair Value | [15],[16],[25] | $ 12,948 | |||
Percentage of Net Assets | [15],[16],[25] | 0.20% | |||
Interest | [15],[16],[25] | 4.50% | |||
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 45,640 | |||
Amortized Cost | [11],[12],[35] | 44,688 | |||
Fair Value | [11],[12],[35] | $ 44,677 | |||
Percentage of Net Assets | [11],[12],[35] | 0.80% | |||
Interest | [11],[12],[35] | 6.25% | |||
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (85) | |||
Fair Value | [11],[12],[19],[33] | $ (92) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6.25% | |||
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 43,522 | [11],[12],[28] | $ 43,860 | [15],[16],[25] | |
Amortized Cost | 43,135 | [11],[12],[28] | 43,377 | [15],[16],[25] | |
Fair Value | $ 40,693 | [11],[12],[28] | $ 41,668 | [15],[16],[25] | |
Percentage of Net Assets | 0.70% | [11],[12],[28] | 0.70% | [15],[16],[25] | |
Interest | 4.50% | [11],[12],[28] | 4.50% | [15],[16],[25] | |
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 8,400 | [11],[12],[19],[28] | $ 300 | [15],[16],[20],[21],[32] | |
Amortized Cost | 8,367 | [11],[12],[19],[28] | 236 | [15],[16],[20],[21],[32] | |
Fair Value | $ 7,815 | [11],[12],[19],[28] | $ (150) | [15],[16],[20],[21],[32] | |
Percentage of Net Assets | 0.10% | [11],[12],[19],[28] | 0% | [15],[16],[20],[21],[32] | |
Interest | 4.50% | [11],[12],[19],[28] | 3.50% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 847 | |||
Amortized Cost | [11],[12],[30] | 840 | |||
Fair Value | [11],[12],[30] | $ 845 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 6.50% | |||
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (1) | |||
Fair Value | [11],[12],[19],[33] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6.50% | |||
Investment, Identifier [Axis]: Shearer's Foods, LLC, Second lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 120,000 | [11],[12],[28] | $ 120,000 | [15],[16],[25] | |
Amortized Cost | 119,059 | [11],[12],[28] | 118,973 | [15],[16],[25] | |
Fair Value | $ 118,200 | [11],[12],[28] | $ 120,000 | [15],[16],[25] | |
Percentage of Net Assets | 2% | [11],[12],[28] | 2% | [15],[16],[25] | |
Interest | 7.75% | [11],[12],[28] | 7.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (7) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (2) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 6.25% | |||
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 6,157 | |||
Amortized Cost | [11],[12],[35] | 6,041 | |||
Fair Value | [11],[12],[35] | $ 6,080 | |||
Percentage of Net Assets | [11],[12],[35] | 0.10% | |||
Interest | [11],[12],[35] | 6.25% | |||
Investment, Identifier [Axis]: Skyline Holdco B, Inc. (dba Dodge Data & Analytics), Series A Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 3,272 | |||
Fair Value | [16],[26],[27] | $ 3,612 | |||
Percentage of Net Assets | [16],[26],[27] | 0.10% | |||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (1) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (2) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 6.50% | |||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 762 | |||
Amortized Cost | [11],[12],[30] | 755 | |||
Fair Value | [11],[12],[30] | $ 750 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 6.50% | |||
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | 0 | |||
Fair Value | [11],[12],[19],[33] | $ (1) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6.50% | |||
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 230,495 | [11],[12],[13] | $ 232,258 | [15],[16],[25] | |
Amortized Cost | 227,397 | [11],[12],[13] | 228,600 | [15],[16],[25] | |
Fair Value | $ 230,495 | [11],[12],[13] | $ 232,258 | [15],[16],[25] | |
Percentage of Net Assets | 3.90% | [11],[12],[13] | 3.90% | [15],[16],[25] | |
Interest | 6.75% | [11],[12],[13] | 6.75% | [15],[16],[25] | |
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 2,567 | [15],[16],[20],[25] | |
Amortized Cost | (204) | [11],[12],[19],[33] | 2,309 | [15],[16],[20],[25] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ 2,567 | [15],[16],[20],[25] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[25] | |
Interest | 6.75% | [11],[12],[19],[33] | 6.75% | [15],[16],[20],[25] | |
Investment, Identifier [Axis]: Sophia, L.P., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 19,950 | ||||
Amortized Cost | 19,765 | ||||
Fair Value | $ 19,900 | ||||
Percentage of Net Assets | 5.60% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: Sovos Brands Intermediate, Inc, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 20,724 | ||||
Amortized Cost | 20,681 | ||||
Fair Value | $ 19,688 | ||||
Percentage of Net Assets | 5.50% | ||||
Interest | 3.50% | ||||
Investment, Identifier [Axis]: Sovos Brands Intermediate, Inc., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 7,463 | $ 20,724 | |||
Amortized Cost | 7,287 | 20,676 | |||
Fair Value | $ 7,245 | $ 20,693 | |||
Percentage of Net Assets | 2% | 7.30% | |||
Interest | 4.25% | 3.75% | |||
Investment, Identifier [Axis]: Sovos Compliance, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 17,055 | ||||
Amortized Cost | 17,011 | ||||
Fair Value | $ 17,087 | ||||
Percentage of Net Assets | 6.10% | ||||
Interest | 4.50% | ||||
Investment, Identifier [Axis]: Sovos Compliance, LLC, First lien senior secured delayed draw term loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 478 | $ 0 | |||
Amortized Cost | 468 | 0 | |||
Fair Value | $ 455 | $ 0 | |||
Percentage of Net Assets | 0.10% | 0% | |||
Interest | 4.50% | 4.50% | |||
Investment, Identifier [Axis]: Sovos Compliance, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,104 | ||||
Amortized Cost | 24,965 | ||||
Fair Value | $ 23,887 | ||||
Percentage of Net Assets | 6.70% | ||||
Interest | 4.50% | ||||
Investment, Identifier [Axis]: Space Exploration Technologies Corp, Class C Common Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[26],[27] | $ 446 | |||
Fair Value | [16],[26],[27] | $ 524 | |||
Percentage of Net Assets | [16],[26],[27] | 0% | |||
Investment, Identifier [Axis]: Space Exploration Technologies Corp., Class A Common Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 2,557 | [12],[23],[24] | $ 1,557 | [16],[26],[27] | |
Fair Value | $ 3,262 | [12],[23],[24] | $ 1,810 | [16],[26],[27] | |
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0% | [16],[26],[27] | |
Investment, Identifier [Axis]: Space Exploration Technologies Corp., Class C Common Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[23],[24] | $ 446 | |||
Fair Value | [12],[23],[24] | $ 655 | |||
Percentage of Net Assets | [12],[23],[24] | 0% | |||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[34],[35] | $ 2,088 | |||
Amortized Cost | [11],[12],[19],[34],[35] | 1,992 | |||
Fair Value | [11],[12],[19],[34],[35] | $ 1,989 | |||
Percentage of Net Assets | [11],[12],[19],[34],[35] | 0% | |||
Interest | [11],[12],[19],[34],[35] | 6.50% | |||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 40,868 | |||
Amortized Cost | [11],[12],[30] | 40,070 | |||
Fair Value | [11],[12],[30] | $ 40,051 | |||
Percentage of Net Assets | [11],[12],[30] | 0.70% | |||
Interest | [11],[12],[30] | 6.50% | |||
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[35] | $ 945 | |||
Amortized Cost | [11],[12],[19],[35] | 919 | |||
Fair Value | [11],[12],[19],[35] | $ 919 | |||
Percentage of Net Assets | [11],[12],[19],[35] | 0% | |||
Interest | [11],[12],[19],[35] | 6.50% | |||
Investment, Identifier [Axis]: Spring Education Group, Inc. (fka SSH Group Holdings, Inc.), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 33,862 | ||||
Amortized Cost | 33,805 | ||||
Fair Value | $ 33,003 | ||||
Percentage of Net Assets | 11.70% | ||||
Interest | 4.25% | ||||
Investment, Identifier [Axis]: Spring Education Group, Inc. (fka SSH Group Holdings, Inc.), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 33,600 | ||||
Amortized Cost | 33,554 | ||||
Fair Value | $ 33,351 | ||||
Percentage of Net Assets | 9.30% | ||||
Interest | 4.25% | ||||
Investment, Identifier [Axis]: Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand, Inc.), Series A Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 40,528 | [12],[21],[24] | $ 38,401 | [16],[27],[38] | |
Fair Value | $ 37,376 | [12],[21],[24] | $ 38,380 | [16],[27],[38] | |
Percentage of Net Assets | 0.60% | [12],[21],[24] | 0.60% | [16],[27],[38] | |
Interest | [12],[21],[24] | 10.50% | |||
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 14,800 | [11],[12],[19],[22],[30],[34] | $ 10,899 | [15],[16],[17],[20],[29],[58] | |
Amortized Cost | 14,800 | [11],[12],[19],[22],[30],[34] | 10,899 | [15],[16],[17],[20],[29],[58] | |
Fair Value | $ 14,695 | [11],[12],[19],[22],[30],[34] | $ 10,635 | [15],[16],[17],[20],[29],[58] | |
Percentage of Net Assets | 0.30% | [11],[12],[19],[22],[30],[34] | 0.20% | [15],[16],[17],[20],[29],[58] | |
Interest | 8% | [11],[12],[19],[22],[30],[34] | 8% | [15],[16],[17],[20],[29],[58] | |
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 49,702 | [11],[12],[22],[35] | $ 50,044 | [15],[16],[17],[58] | |
Amortized Cost | 49,180 | [11],[12],[22],[35] | 49,316 | [15],[16],[17],[58] | |
Fair Value | $ 49,454 | [11],[12],[22],[35] | $ 49,419 | [15],[16],[17],[58] | |
Percentage of Net Assets | 0.80% | [11],[12],[22],[35] | 0.80% | [15],[16],[17],[58] | |
Interest | 8% | [11],[12],[22],[35] | 8% | [15],[16],[17],[58] | |
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), Letter of Credit | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[22] | $ 0 | [15],[16],[20],[58] | |
Amortized Cost | 2 | [11],[12],[19],[22] | 3 | [15],[16],[20],[58] | |
Fair Value | $ 0 | [11],[12],[19],[22] | $ 0 | [15],[16],[20],[58] | |
Percentage of Net Assets | 0% | [11],[12],[19],[22] | 0% | [15],[16],[20],[58] | |
Interest | 8% | [11],[12],[19],[22] | 8% | [15],[16],[20],[58] | |
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 73,081 | |||
Amortized Cost | [15],[16],[17] | 72,560 | |||
Fair Value | [15],[16],[17] | $ 73,081 | |||
Percentage of Net Assets | [15],[16],[17] | 1.20% | |||
Interest | [15],[16],[17] | 4.50% | |||
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (27) | |||
Fair Value | [15],[16],[20],[21] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 4.50% | |||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21],[29] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21],[29] | (3) | |||
Fair Value | [15],[16],[20],[21],[29] | $ (3) | |||
Percentage of Net Assets | [15],[16],[20],[21],[29] | 0% | |||
Interest | [15],[16],[20],[21],[29] | 5.50% | |||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 1,089 | |||
Amortized Cost | [15],[16],[17] | 1,068 | |||
Fair Value | [15],[16],[17] | $ 1,067 | |||
Percentage of Net Assets | [15],[16],[17] | 0% | |||
Interest | [15],[16],[17] | 5.50% | |||
Investment, Identifier [Axis]: TEMPO BUYER CORP. (dba Global Claims Services), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (3) | |||
Fair Value | [15],[16],[20],[21] | $ (3) | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 5.50% | |||
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 74,936 | [11],[12],[28] | $ 75,513 | [15],[16],[17] | |
Amortized Cost | 73,719 | [11],[12],[28] | 74,093 | [15],[16],[17] | |
Fair Value | $ 73,812 | [11],[12],[28] | $ 74,569 | [15],[16],[17] | |
Percentage of Net Assets | 1.30% | [11],[12],[28] | 1.30% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[28] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (122) | [11],[12],[19],[33] | (151) | [15],[16],[20],[21] | |
Fair Value | $ (129) | [11],[12],[19],[33] | $ (107) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 123,256 | [11],[12],[14],[28] | $ 123,255 | [15],[16],[17],[18] | |
Amortized Cost | 122,164 | [11],[12],[14],[28] | 122,057 | [15],[16],[17],[18] | |
Fair Value | $ 121,099 | [11],[12],[14],[28] | $ 121,777 | [15],[16],[17],[18] | |
Percentage of Net Assets | 2.10% | [11],[12],[14],[28] | 2.10% | [15],[16],[17],[18] | |
Interest | 6% | [11],[12],[14],[28] | 6% | [15],[16],[17],[18] | |
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[14],[19],[33] | $ 0 | [15],[16],[18],[20],[21] | |
Amortized Cost | (77) | [11],[12],[14],[19],[33] | (89) | [15],[16],[18],[20],[21] | |
Fair Value | $ (162) | [11],[12],[14],[19],[33] | $ (111) | [15],[16],[18],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[14],[19],[33] | 0% | [15],[16],[18],[20],[21] | |
Interest | 6% | [11],[12],[14],[19],[33] | 6% | [15],[16],[18],[20],[21] | |
Investment, Identifier [Axis]: Tall Tree Foods, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 39,234 | [11],[28] | $ 39,684 | [15],[25] | |
Amortized Cost | 39,234 | [11],[28] | 39,609 | [15],[25] | |
Fair Value | $ 41,392 | [11],[28] | $ 40,477 | [15],[25] | |
Percentage of Net Assets | 0.70% | [11],[28] | 0.70% | [15],[25] | |
Interest | 7.25% | [11],[28] | 7.25% | [15],[25] | |
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[43] | $ 857 | |||
Amortized Cost | [11],[12],[43] | 841 | |||
Fair Value | [11],[12],[43] | $ 838 | |||
Percentage of Net Assets | [11],[12],[43] | 0% | |||
Interest | [11],[12],[43] | 5.50% | |||
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (3) | |||
Fair Value | [11],[12],[19],[33] | $ (3) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.50% | |||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33],[34] | (3) | |||
Fair Value | [11],[12],[19],[33],[34] | $ (5) | |||
Percentage of Net Assets | [11],[12],[19],[33],[34] | 0% | |||
Interest | [11],[12],[19],[33],[34] | 5.50% | |||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 1,081 | |||
Amortized Cost | [11],[12],[13] | 1,062 | |||
Fair Value | [11],[12],[13] | $ 1,051 | |||
Percentage of Net Assets | [11],[12],[13] | 0% | |||
Interest | [11],[12],[13] | 5.50% | |||
Investment, Identifier [Axis]: Temop Buyer Corp. (dba Global Claims Services), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[31] | $ 9 | |||
Amortized Cost | [11],[12],[19],[31] | 7 | |||
Fair Value | [11],[12],[19],[31] | $ 5 | |||
Percentage of Net Assets | [11],[12],[19],[31] | 0% | |||
Interest | [11],[12],[19],[31] | 4.50% | |||
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 23,546 | |||
Amortized Cost | [11],[12],[35] | 23,069 | |||
Fair Value | [11],[12],[35] | $ 23,056 | |||
Percentage of Net Assets | [11],[12],[35] | 0.40% | |||
Interest | [11],[12],[35] | 6.25% | |||
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (29) | |||
Fair Value | [11],[12],[19],[33] | $ (31) | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.75% | |||
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,023 | [11],[12],[28] | $ 9,091 | [15],[16],[17] | |
Amortized Cost | 8,925 | [11],[12],[28] | 8,981 | [15],[16],[17] | |
Fair Value | $ 8,797 | [11],[12],[28] | $ 8,977 | [15],[16],[17] | |
Percentage of Net Assets | 0.20% | [11],[12],[28] | 0.20% | [15],[16],[17] | |
Interest | 6% | [11],[12],[28] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (9) | [11],[12],[19],[33] | (11) | [15],[16],[20],[21] | |
Fair Value | $ (23) | [11],[12],[19],[33] | $ (11) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 3,938 | [11],[12],[13],[19],[34] | $ 0 | [15],[16],[20],[21],[29] | |
Amortized Cost | 3,899 | [11],[12],[13],[19],[34] | 0 | [15],[16],[20],[21],[29] | |
Fair Value | $ 3,789 | [11],[12],[13],[19],[34] | $ (41) | [15],[16],[20],[21],[29] | |
Percentage of Net Assets | 0.10% | [11],[12],[13],[19],[34] | 0% | [15],[16],[20],[21],[29] | |
Interest | 5.75% | [11],[12],[13],[19],[34] | 5.75% | [15],[16],[20],[21],[29] | |
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 64,313 | [11],[12],[13] | $ 64,802 | [15],[16],[17] | |
Amortized Cost | 63,766 | [11],[12],[13] | 64,189 | [15],[16],[17] | |
Fair Value | $ 63,027 | [11],[12],[13] | $ 64,357 | [15],[16],[17] | |
Percentage of Net Assets | 1.10% | [11],[12],[13] | 1.10% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 1,316 | [11],[12],[13],[19] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | 1,286 | [11],[12],[13],[19] | (35) | [15],[16],[20],[21] | |
Fair Value | $ 1,239 | [11],[12],[13],[19] | $ (29) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[13],[19] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[13],[19] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Thunder Topco L.P. (dba Vector Solutions), Common Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 3,830 | [12],[23],[24] | $ 3,830 | [16],[26],[27] | |
Fair Value | $ 3,673 | [12],[23],[24] | $ 4,519 | [16],[26],[27] | |
Percentage of Net Assets | 0.10% | [12],[23],[24] | 0.10% | [16],[26],[27] | |
Investment, Identifier [Axis]: Tivity Health, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[30] | $ 1,000 | |||
Amortized Cost | [11],[12],[30] | 976 | |||
Fair Value | [11],[12],[30] | $ 985 | |||
Percentage of Net Assets | [11],[12],[30] | 0% | |||
Interest | [11],[12],[30] | 6% | |||
Investment, Identifier [Axis]: Trader Interactive, LLC (fka Dominion Web Solutions, LLC), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 25,000 | $ 25,000 | |||
Amortized Cost | 24,260 | 24,886 | |||
Fair Value | $ 23,455 | $ 24,875 | |||
Percentage of Net Assets | 6.60% | 8.80% | |||
Interest | 4.50% | 4% | |||
Investment, Identifier [Axis]: Troon Golf, L.L.C, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17] | $ 283,073 | |||
Amortized Cost | [15],[16],[17] | 281,736 | |||
Fair Value | [15],[16],[17] | $ 281,659 | |||
Percentage of Net Assets | [15],[16],[17] | 4.70% | |||
Interest | [15],[16],[17] | 6% | |||
Investment, Identifier [Axis]: Troon Golf, L.L.C, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21] | (99) | |||
Fair Value | [15],[16],[20],[21] | $ (108) | |||
Percentage of Net Assets | [15],[16],[20],[21] | 0% | |||
Interest | [15],[16],[20],[21] | 6% | |||
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[36] | $ 280,946 | |||
Amortized Cost | [11],[12],[36] | 279,768 | |||
Fair Value | [11],[12],[36] | $ 280,946 | |||
Percentage of Net Assets | [11],[12],[36] | 4.80% | |||
Interest | [11],[12],[36] | 5.75% | |||
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (83) | |||
Fair Value | [11],[12],[19],[33] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 6% | |||
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 38,793 | [11],[12],[31] | $ 39,087 | [15],[16],[17] | |
Amortized Cost | 38,145 | [11],[12],[31] | 38,349 | [15],[16],[17] | |
Fair Value | $ 37,824 | [11],[12],[31] | $ 38,306 | [15],[16],[17] | |
Percentage of Net Assets | 0.60% | [11],[12],[31] | 0.60% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[31] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 71 | [15],[16],[17],[20],[21] | |
Amortized Cost | (68) | [11],[12],[19],[33] | (8) | [15],[16],[17],[20],[21] | |
Fair Value | $ (106) | [11],[12],[19],[33] | $ (14) | [15],[16],[17],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[17],[20],[21] | |
Interest | 5.50% | [11],[12],[19],[33] | 5.50% | [15],[16],[17],[20],[21] | |
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[44] | $ 82,053 | |||
Amortized Cost | [15],[16],[44] | 80,108 | |||
Fair Value | [15],[16],[44] | $ 80,003 | |||
Percentage of Net Assets | [15],[16],[44] | 1.30% | |||
Interest | [15],[16] | 6.25% | |||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[13] | $ 81,439 | |||
Amortized Cost | [11],[12],[13] | 79,721 | |||
Fair Value | [11],[12],[13] | $ 78,181 | |||
Percentage of Net Assets | [11],[12],[13] | 1.30% | |||
Interest | [11],[12],[13] | 6.50% | |||
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 6,962 | [11],[12],[13],[19] | $ 5,222 | [15],[16],[20],[36] | |
Amortized Cost | 6,761 | [11],[12],[13],[19] | 4,989 | [15],[16],[20],[36] | |
Fair Value | $ 6,564 | [11],[12],[13],[19] | $ 4,973 | [15],[16],[20],[36] | |
Percentage of Net Assets | 0.10% | [11],[12],[13],[19] | 0.10% | [15],[16],[20],[36] | |
Interest | 6.50% | [11],[12],[13],[19] | 6.25% | [15],[16],[20],[36] | |
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[34] | $ 0 | |||
Amortized Cost | [11],[12],[19],[34] | 0 | |||
Fair Value | [11],[12],[19],[34] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[34] | 0% | |||
Interest | [11],[12],[19],[34] | 5.50% | |||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[35] | $ 858 | |||
Amortized Cost | [11],[12],[35] | 852 | |||
Fair Value | [11],[12],[35] | $ 858 | |||
Percentage of Net Assets | [11],[12],[35] | 0% | |||
Interest | [11],[12],[35] | 5.50% | |||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 19,950 | ||||
Amortized Cost | 19,857 | ||||
Fair Value | $ 19,863 | ||||
Percentage of Net Assets | 7% | ||||
Interest | 4.25% | ||||
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[33] | $ 0 | |||
Amortized Cost | [11],[12],[19],[33] | (1) | |||
Fair Value | [11],[12],[19],[33] | $ 0 | |||
Percentage of Net Assets | [11],[12],[19],[33] | 0% | |||
Interest | [11],[12],[19],[33] | 5.50% | |||
Investment, Identifier [Axis]: VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.), Series A Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 22,218 | [12],[21],[24] | $ 21,250 | [16],[27],[38] | |
Fair Value | $ 20,772 | [12],[21],[24] | $ 21,250 | [16],[27],[38] | |
Percentage of Net Assets | 0.40% | [12],[21],[24] | 0.40% | [16],[27],[38] | |
Interest | [12],[21],[24] | 6% | |||
Investment, Identifier [Axis]: VVC Holdings Corp. (dba Athenahealth, Inc.), First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 17,179 | ||||
Amortized Cost | 16,961 | ||||
Fair Value | $ 17,162 | ||||
Percentage of Net Assets | 6.10% | ||||
Interest | 4.25% | ||||
Investment, Identifier [Axis]: Valcour Packaging, LLC, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 6,965 | $ 7,000 | |||
Amortized Cost | 6,944 | 6,976 | |||
Fair Value | $ 6,948 | $ 6,965 | |||
Percentage of Net Assets | 1.90% | 2.50% | |||
Interest | 3.75% | 3.75% | |||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 126,269 | [11],[12],[30] | $ 121,823 | [15],[16],[36] | |
Amortized Cost | 125,347 | [11],[12],[30] | 120,674 | [15],[16],[36] | |
Fair Value | $ 101,016 | [11],[12],[30] | $ 110,249 | [15],[16],[36] | |
Percentage of Net Assets | 1.70% | [11],[12],[30] | 1.90% | [15],[16],[36] | |
Interest | 7.75% | [11],[12],[30] | 6.75% | [15],[16],[49] | |
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[17],[20] | $ 9,984 | |||
Amortized Cost | [15],[16],[17],[20] | 9,897 | |||
Fair Value | [15],[16],[17],[20] | $ 9,031 | |||
Percentage of Net Assets | [15],[16],[17],[20] | 0.20% | |||
Interest | [15],[16],[17],[20] | 6.75% | |||
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[19],[30] | $ 10,263 | |||
Amortized Cost | [11],[12],[19],[30] | 10,194 | |||
Fair Value | [11],[12],[19],[30] | $ 8,201 | |||
Percentage of Net Assets | [11],[12],[19],[30] | 0.10% | |||
Interest | [11],[12],[19],[30] | 7.75% | |||
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 22,048 | [11],[12],[13] | $ 22,215 | [15],[16],[17] | |
Amortized Cost | 21,652 | [11],[12],[13] | 21,763 | [15],[16],[17] | |
Fair Value | $ 22,048 | [11],[12],[13] | $ 21,771 | [15],[16],[17] | |
Percentage of Net Assets | 0.40% | [11],[12],[13] | 0.40% | [15],[16],[17] | |
Interest | 5.75% | [11],[12],[13] | 5.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (21) | [11],[12],[19],[33] | (26) | [15],[16],[20],[21] | |
Fair Value | $ 0 | [11],[12],[19],[33] | $ (27) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 5.75% | [11],[12],[19],[33] | 5.75% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Vermont Aus Pty Ltd, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [11],[12],[14],[30] | $ 995 | |||
Amortized Cost | [11],[12],[14],[30] | 972 | |||
Fair Value | [11],[12],[14],[30] | $ 968 | |||
Percentage of Net Assets | [11],[12],[14],[30] | 0% | |||
Interest | [11],[12],[14],[30] | 5.65% | |||
Investment, Identifier [Axis]: Vistage International, Inc, First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 29,922 | ||||
Amortized Cost | 29,807 | ||||
Fair Value | $ 29,919 | ||||
Percentage of Net Assets | 10.60% | ||||
Interest | 4% | ||||
Investment, Identifier [Axis]: WMC Bidco, Inc. (dba West Monroe), Senior Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[21],[24] | $ 18,044 | |||
Fair Value | [12],[21],[24] | $ 17,245 | |||
Percentage of Net Assets | [12],[21],[24] | 0.30% | |||
Interest | [12],[21],[24] | 11.25% | |||
Investment, Identifier [Axis]: WMC Bidco, Inc., Senior Preferred Stock | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [16],[27],[38] | $ 16,247 | |||
Fair Value | [16],[27],[38] | $ 16,233 | |||
Percentage of Net Assets | [16],[27],[38] | 0.30% | |||
Investment, Identifier [Axis]: WP Irving Co-Invest, L.P., Common Equity | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | [12],[14],[23],[24] | $ 1,250 | |||
Fair Value | [12],[14],[23],[24] | $ 1,250 | |||
Percentage of Net Assets | [12],[14],[23],[24] | 0% | |||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured delayed draw term loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | [15],[16],[20],[21],[29] | $ 0 | |||
Amortized Cost | [15],[16],[20],[21],[29] | (129) | |||
Fair Value | [15],[16],[20],[21],[29] | $ 0 | |||
Percentage of Net Assets | [15],[16],[20],[21],[29] | 0% | |||
Interest | [15],[16],[20],[21],[29] | 5.50% | |||
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 203,387 | [11],[12],[13] | $ 190,078 | [15],[16],[17] | |
Amortized Cost | 200,833 | [11],[12],[13] | 187,304 | [15],[16],[17] | |
Fair Value | $ 199,828 | [11],[12],[13] | $ 190,078 | [15],[16],[17] | |
Percentage of Net Assets | 3.40% | [11],[12],[13] | 3.20% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 9,987 | [11],[12],[19],[36] | $ 5,762 | [15],[16],[17],[20] | |
Amortized Cost | 9,808 | [11],[12],[19],[36] | 5,529 | [15],[16],[17],[20] | |
Fair Value | $ 9,651 | [11],[12],[19],[36] | $ 5,762 | [15],[16],[17],[20] | |
Percentage of Net Assets | 0.20% | [11],[12],[19],[36] | 0.10% | [15],[16],[17],[20] | |
Interest | 5.50% | [11],[12],[19],[36] | 5.50% | [15],[16],[17],[20] | |
Investment, Identifier [Axis]: Walker Edison Furniture Company LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 85,557 | [11],[12],[13],[47] | $ 84,258 | [15],[16],[17] | |
Amortized Cost | 83,191 | [11],[12],[13],[47] | 84,258 | [15],[16],[17] | |
Fair Value | $ 59,035 | [11],[12],[13],[47] | $ 80,047 | [15],[16],[17] | |
Percentage of Net Assets | 1% | [11],[12],[13],[47] | 1.30% | [15],[16],[17] | |
Interest | 8.75% | [11],[12],[13],[47] | 8.75% | [15],[16],[17] | |
Investment, Identifier [Axis]: When I Work, Inc., First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 5,134 | [11],[12],[13] | $ 4,932 | [15],[16],[17] | |
Amortized Cost | 5,091 | [11],[12],[13] | 4,884 | [15],[16],[17] | |
Fair Value | $ 5,031 | [11],[12],[13] | $ 4,883 | [15],[16],[17] | |
Percentage of Net Assets | 0.10% | [11],[12],[13] | 0.10% | [15],[16],[17] | |
Interest | 7% | [11],[12],[13] | 6% | [15],[16],[17] | |
Investment, Identifier [Axis]: When I Work, Inc., First lien senior secured revolving loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 0 | [11],[12],[19],[33] | $ 0 | [15],[16],[20],[21] | |
Amortized Cost | (8) | [11],[12],[19],[33] | (9) | [15],[16],[20],[21] | |
Fair Value | $ (18) | [11],[12],[19],[33] | $ (9) | [15],[16],[20],[21] | |
Percentage of Net Assets | 0% | [11],[12],[19],[33] | 0% | [15],[16],[20],[21] | |
Interest | 6% | [11],[12],[19],[33] | 6% | [15],[16],[20],[21] | |
Investment, Identifier [Axis]: Windows Entities, LLC Units | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 60,319 | [12],[24],[61] | $ 56,944 | [16],[18],[26],[27],[62] | |
Fair Value | $ 106,939 | [12],[24],[61] | $ 103,561 | [16],[18],[26],[27],[62] | |
Percentage of Net Assets | 1.80% | [12],[24],[61] | 1.70% | [16],[18],[26],[27],[62] | |
Investment, Identifier [Axis]: Wingspire Capital Holdings LLC, LLC Interest | |||||
Schedule of Investments [Line Items] | |||||
Amortized Cost | $ 354,145 | [19],[22],[24],[42] | $ 198,038 | [20],[27],[55],[58] | |
Fair Value | $ 412,058 | [19],[22],[24],[42] | $ 242,163 | [20],[27],[55],[58] | |
Percentage of Net Assets | 7% | [19],[22],[24],[42] | 4.10% | [20],[27],[55],[58] | |
Investment, Identifier [Axis]: Wrench Group, LLC., First lien senior secured loan | ORCC Senior Loan Fund | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 32,092 | $ 32,341 | |||
Amortized Cost | 31,973 | 32,198 | |||
Fair Value | $ 32,012 | $ 32,179 | |||
Percentage of Net Assets | 8.90% | 11.40% | |||
Interest | 4% | 4% | |||
Investment, Identifier [Axis]: Zenith Energy U.S. Logistics Holdings, LLC, First lien senior secured loan | |||||
Schedule of Investments [Line Items] | |||||
Par / Units | $ 64,476 | [11],[12],[13] | $ 64,476 | [15],[16],[17] | |
Amortized Cost | 63,905 | [11],[12],[13] | 63,728 | [15],[16],[17] | |
Fair Value | $ 64,476 | [11],[12],[13] | $ 64,476 | [15],[16],[17] | |
Percentage of Net Assets | 1.10% | [11],[12],[13] | 1.10% | [15],[16],[17] | |
Interest | 5.50% | [11],[12],[13] | 5.50% | [15],[16],[17] | |
[1]As of September 30, 2022, the net estimated unrealized loss for U.S. federal income tax purposes was $189.9 million based on a tax cost basis $13.0 billion. As of September 30, 2022, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $413.0 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $223.1 million.[2]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[3]The amortized cost represents the original cost adjusted for the amortization or accretion of premium or discount , as applicable, on debt investments using the effective interest method.[4]Unless otherwise indicated, all investments are considered Level 3 investments.[5]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[6]As of December 31, 2021, the net estimated unrealized loss for U.S. federal income tax purposes was $36.8 million based on a tax cost basis of $12.8 billion. As of December 31, 2021, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $217.6 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $180.8 million.[7]Certain portfolio company investments are subject to contractual restrictions on sales.[8]The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method.[9]Unless otherwise indicated, all investments are considered Level 3 investments.[10]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[11]Loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”, which can include one-, three-, six- or twelve- month LIBOR), Secured Overnight Financing Rate ("SOFR" or "S," which can include one-, three- or six- month SOFR), Euro Interbank Offered Rate (“EURIBOR”), Great Britain Pound London Interbank Offered Rate (“GBPLIBOR” or “G”, which can include three- or six-month GBPLIBOR), SONIA ("SONIA” or "SA") or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement.[12]Represents co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the U.S. Securities and Exchange Commission. See Note 3 “Agreements and Related Party Transactions.”[13]The interest rate on these loans is subject to 3 month LIBOR, which as of September 30, 2022 was 3.75%.[14]This portfolio company is not a qualifying asset under Section 55(a) of the Investment Company Act of 1940, as amended (the “1940 Act”). Under the 1940 Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of total assets. As of September 30, 2022, non-qualifying assets represented 13.5% of total assets as calculated in accordance with the regulatory requirements.[15]Loan contains a variable rate structure and may be subject to an interest rate floor. Variable rate loans bear interest at a rate that may be determined by reference to either the London Interbank Offered Rate (“LIBOR” or “L”, which can include one-, two-, three- or six-month LIBOR), Euro Interbank Offered Rate (“EURIBOR” or “E”, which can include one-, two-, three- or six-month EURIBOR), SONIA (“SONIA” or “S”), or an alternate base rate (which can include the Federal Funds Effective Rate or the Prime Rate), at the borrower’s option, and which reset periodically based on the terms of the loan agreement.[16]Represents co-investment made with the Company’s affiliates in accordance with the terms of the exemptive relief that the Company received from the U.S. Securities and Exchange Commission. See Note 3 “Agreements and Related Party Transactions.”[17]The interest rate on these loans is subject to 3 month LIBOR, which as of December 31, 2021 was 0.21%.[18]This portfolio company is not a qualifying asset under Section 55(a) of the Investment Company Act of 1940, as amended (the “1940 Act”). Under the 1940 Act, the Company may not acquire any non-qualifying asset unless, at the time such acquisition is made, qualifying assets represent at least 70% of total assets. As of December 31, 2021, non-qualifying assets represented 9.9% of total assets as calculated in accordance with the regulatory requirements.[19]Contains a fixed-rate structure.[20]Position or portion thereof is an unfunded loan or equity commitment. See Note 7 “Commitments and Contingencies”.[21]The negative cost is the result of the capitalized discount being greater than the principal amount outstanding on the loan. The negative fair value is the result of the capitalized discount on the loan.[22]As defined in the 1940 Act, the Company is deemed to be both an “Affiliated Person” and has “Control” of this portfolio company as the Company owns more than 25% of the portfolio company’s outstanding voting securities or has the power to exercise control over management or policies of such portfolio company, including through a management agreement (“controlled affiliate”). The Company’s investment in controlled affiliates for the period ended September 30, 2022, were as follows: ($ in thousands) Fair value Gross Additions Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value Interest Income Dividend Income Other Income Controlled Affiliates AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC(d) $ — $ 5 $ — $ (5) $ — $ — $ — $ — AAM Series 2.1 Aviation Feeder, LLC(d) — 1,373 — (5) 1,368 — — — ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)(c) 247,061 118,124 (22,750) (28,525) 313,910 — 23,963 — PS Operating Company LLC (fka QC Supply, LLC) 19,495 2,470 (1,112) (657) 20,196 947 — 7 Swipe Acquisition Corporation (dba PLI) 108,061 4,210 (445) 47,036 158,862 4,820 6,673 513 Wingspire Capital Holdings LLC 242,163 189,682 (33,575) 13,788 412,058 — 28,500 — Total Controlled Affiliates $ 616,780 $ 315,864 $ (57,882) $ 31,632 $ 906,394 $ 5,767 $ 59,136 $ 520 ________________ (a) Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category. (b) Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities. (c) For further description of the Company's investment in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), see Note 4 "Investments." (d) In connection with its investment in AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC and AAM Series 2.1 Aviation Feeder, LLC (collectively, “Amergin Assetco”) the Company made a minority investment in Amergin Asset Management, LLC which has entered into a Servicing Agreement with Amergin Assetco. Portfolio Company Investment Acquisition Date AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC** LLC Interest July 1, 2022 AAM Series 2.1 Aviation Feeder, LLC** LLC Interest July 1, 2022 Amergin Asset Management, LLC Class A Units July 1, 2022 Accelerate topco Holdings, LLC Common Units September 1, 2022 ASP Conair Holdings LP Class A Units May 17, 2021 Associations Finance, Inc. Preferred Stock June 10, 2022 Windows Entities LLC Units January 16, 2020 BCTO WIW Holdings, Inc. (dba When I Work) Class A Common Stock November 2, 2021 BEHP Co-Investor II, L.P. LP Interest May 11, 2022 WP Irving Co-Invest, L.P. Partnership Units May 18, 2022 Blend Labs, Inc. Warrants July 2, 2021 Brooklyn Lender Co-Invest 2, L.P. (dba Boomi) Common Units October 1, 2021 CD&R Value Building Partners I, L.P. (dba Belron) LP Interest December 2, 2021 Chapford SMA Partnership, L.P.** LP Interest July 18, 2022 Denali Holding, LP (dba Summit Companies) Class A Units September 15, 2021 Dodge Contruction Network Holdings, LP Class A-2 Common Units February 23, 2022 Dodge Contruction Network Holdings, LP Series A Preferred Units February 23, 2022 Elliott Alto Co-Investor Aggregator L.P. LP Interest September 28, 2022 Picard Holdco, LLC Series A Preferred Stock September 29, 2022 Evology, LLC Class B Units January 24, 2022 Evolution Parent, LP (dba SIAA) LP Interest April 30, 2021 Gloves Holdings, LP (dba Protective Industrial Products) LP Interest December 29, 2020 GrowthCurve Capital Sunrise Co-Invest LP (dba Brightway) LP Interest December 16, 2021 Hercules Buyer, LLC (dba The Vincit Group) Common Units December 15, 2020 Hissho Sushi Holdings, LLC Class A units May 17, 2022 Insight CP (Blocker) Holdings, L.P. (dba CivicPlus, LLC) LP Interest June 8, 2022 Knockout Intermediate Holdings I Inc. (dba Kaseya) Perpetual Preferred Stock June 23, 2022 KOBHG Holdings, L.P. (dba OB Hospitalist) Class A Interests September 27, 2021 Maia Aggregator, LP Class A-2 Units February 1, 2022 H-Food Holdings, LLC LLC Interest November 23, 2018 MessageBird Holding B.V. Extended Series C Warrants May 5, 2021 Metis HoldCo, Inc. (dba Mavis Tire Express Services) Series A Convertible Preferred Stock May 4, 2021 Minerva Holdco, Inc. Series A Preferred Stock February 15, 2022 KPCI Holdings, L.P. Class A Units November 30, 2020 Patriot Holdings SCSp (dba Corza Health, Inc.)* Class B Units January 29, 2021 Patriot Holdings SCSp (dba Corza Health, Inc.) Class A Units January 29, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Units November 1, 2021 Project Alpine Co-Invest Fund, LP Interest June 10, 2022 Project Hotel California Co-Invest Fund, L.P. LP Interest August 9, 2022 PS Op Holdings LLC (fka QC Supply, LLC)** Class A Common Units December 21, 2021 Rhea Acquisition Holdings, LP Series A-2 Units February 18, 2022 ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)* LLC Interest June 20, 2017 Space Exploration Technologies Corp. Class A Common Stock March 25, 2021 Space Exploration Technologies Corp. Class C Common Stock March 25, 2021 Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand) Series A Preferred Stock October 14, 2021 New PLI Holdings, LLC (dba PLI)** Class A Common Units December 23, 2020 Thunder Topco L.P. (dba Vector Solutions) Common Units June 30, 2021 VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.) Series A Preferred Stock October 15, 2021 Wingspire Capital Holdings LLC** LLC Interest September 24, 2019 WMC Bidco, Inc. (dba West Monroe) Senior Preferred Stock November 9, 2021 * Refer to Note 4 “Investments – ORCC Senior Loan Fund LLC,” for further information. ** Refer to Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies”. Portfolio Company Investment Acquisition Date ASP Conair Holdings LP Class A Units May 17, 2021 BCTO WIW Holdings, Inc. (dba When I Work) Class A Common Stock November 2, 2021 Blend Labs, Inc. Common Stock February 24, 2021 Blend Labs, Inc. Warrants July 2, 2021 Brooklyn Lender Co-Invest 2, L.P. Common Units October 1, 2021 CD&R Value Building Partners I, L.P. LP Interest December 2, 2021 Denali Holding LP (dba Summit Companies) Class A Units September 15, 2021 Evolution Parent, LP (dba SIAA) LP Interest April 30, 2021 KOBHG Holdings, L.P. (dba OB Hospitalist) Class A Interests September 27, 2021 Gloves Holdings, LP (dba Protective Industrial Products) LP Interest December 29, 2020 GrowthCurve Capital Sunrise Co-Invest LP LP Interest December 16, 2021 Hercules Buyer, LLC (dba The Vincit Group) Common Units December 15, 2020 H-Food Holdings, LLC LLC Interest November 23, 2018 KPCI Holdings, LP Class A Units November 30, 2020 MessageBird Holding B.V. Extended Series C Warrants May 5, 2021 Metis HoldCo, Inc. (dba Mavis Tire Express Services) Series A Convertible Preferred Stock May 4, 2021 New PLI Holdings, LLC Class A Common Units December 23, 2020 ORCC Senior Loan Fund LLC (fka Sebago Lake LLC) LLC Interest June 20, 2017 Patriot Holdings SCSp (dba Corza Health, Inc.) Class A Units January 29, 2021 Patriot Holdings SCSp (dba Corza Health, Inc.) Class B Units January 29, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Units November 1, 2021 PCF Holdco, LLC (dba PCF Insurance Services) Class A Warrants October 29, 2021 PS Op Holdings LLC Class A Common Units December 21, 2021 Restore OMH Intermediate Holdings, Inc. Senior Preferred Stock December 9, 2020 Skyline Holdco B, Inc. (dba Dodge Data & Analytics) Series A Preferred Stock April 14, 2021 Space Exploration Technologies Corp. Class A Common Stock March 25, 2021 Space Exploration Technologies Corp. Class C Common Stock March 25, 2021 Sunshine Software Holdings, Inc. (dba Cornerstone OnDemand, Inc.) Series A Preferred Stock October 14, 2021 Thunder Topco L.P. (dba Vector Solutions) Common Units June 30, 2021 VEPF Torreys Aggregator, LLC (dba MINDBODY, Inc.) Series A Preferred Stock October 15, 2021 Windows Entities LLC Units January 16, 2020 Wingspire Capital Holdings LLC LLC Interest September 24, 2019 WMC Bidco, Inc. Senior Preferred Stock November 9, 2021 * Refer to Note 4 “Investments – ORCC Senior Loan Fund LLC,” for further information. ** Refer to Note 3 “Agreements and Related Party Transactions – Controlled/Affiliated Portfolio Companies”. (26) As defined in the 1940 Act, the Company is deemed to be an “affiliated person” of this portfolio company as the Company owns more than 5% but less than 25% of the portfolio company's voting securities or has the power to exercise control over management or policies of such portfolio company, including through a management agreement (“non-controlled affiliate”). Transactions related to investments in non-controlled affiliates for the nine months ended September 30, 2022 were as follows: ($ in thousands) Fair value Gross Additions Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value Interest Income Dividend Income Other Income Non-Controlled Affiliates Chapford SMA Partnership, L.P. $ — $ 7,032 $ — $ — $ 7,032 $ — $ — $ — Total Non-Controlled Affiliates $ — $ 7,032 $ — $ — $ 7,032 $ — $ — $ — policies of such portfolio company (including through a management agreement). The Company’s investment in affiliates for the year ended December 31, 2021, were as follows: ($ in thousands) Fair value as of December 31, 2020 Gross Additions (a) Gross Reductions(b) Change in Unrealized Gains (Losses) Fair value as of December 31, 2021 Interest Income Dividend Income Other Income Controlled Affiliates ORCC Senior Loan Fund LLC (fka Sebago Lake LLC)(c) $ 105,546 $ 168,001 $ (26,125) $ (362) $ 247,061 $ — $ 14,394 $ — PS Operating Company LLC (fka QC Supply, LLC) — 20,440 (994) 49 19,495 34 — — Swipe Acquisition Corporation (dba PLI) 99,297 8,495 — 269 108,061 5,497 — 643 Wingspire Capital Holdings LLC 67,538 277,500 (147,000) 44,125 242,163 — 6,000 — Total Controlled Affiliates $ 272,381 $ 474,436 $ (174,119) $ 44,081 $ 616,780 $ 5,531 $ 20,394 $ 643 (a) Gross additions may include increases in the cost basis of investments resulting from new investments, amounts related to payment-in-kind (“PIK”) interest capitalized and added to the principal balance of the respective loans, the accretion of discounts, the exchange of one or more existing investments for one or more new investments and the movement at fair value of an existing portfolio company into this controlled affiliated category from a different category. (b) Gross reductions may include decreases in the cost basis of investments resulting from principal collections related to investment repayments and sales, return of capital, the amortization of premiums and the exchange of one or more existing securities for one or more new securities. (c) For further description of the Company's investment in ORCC Senior Loan Fund LLC (fka Sebago Lake LLC), see Note 4 "Investments." |
Investments - Financial Informa
Investments - Financial Information for ORCC SLF (Details) - USD ($) | 3 Months Ended | 9 Months Ended | |||||||||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Jun. 30, 2022 | Dec. 31, 2021 | Jun. 30, 2021 | Dec. 31, 2020 | ||||
Assets [Abstract] | |||||||||||
Investments at fair value | $ 12,835,918,000 | [1],[2],[3] | $ 12,835,918,000 | [1],[2],[3] | $ 12,741,640,000 | [4],[5],[6] | |||||
Amortized Cost | 12,931,859,000 | [1],[2],[3],[7],[8] | 12,931,859,000 | [1],[2],[3],[7],[8] | 12,648,553,000 | [4],[5],[6],[9],[10] | |||||
Interest receivable | 95,148,000 | 95,148,000 | 81,716,000 | ||||||||
Prepaid expenses and other assets | 6,632,000 | 6,632,000 | 23,716,000 | ||||||||
Total Assets | 13,413,191,000 | 13,413,191,000 | 13,298,170,000 | ||||||||
Liabilities [Abstract] | |||||||||||
Debt (net of unamortized debt issuance costs of $103,285 and $110,239, respectively) | 7,196,154,000 | 7,196,154,000 | 7,079,326,000 | ||||||||
Unamortized debt issuance costs | 103,285,000 | 103,285,000 | 110,239,000 | ||||||||
Distributions payable | 122,085,000 | 122,085,000 | 122,068,000 | ||||||||
Accrued expenses and other liabilities | 164,144,000 | 164,144,000 | 77,085,000 | ||||||||
Total Liabilities | 7,565,403,000 | 7,565,403,000 | 7,360,293,000 | ||||||||
Members' Equity | |||||||||||
Members' Equity | 5,847,788,000 | $ 5,876,992,000 | 5,847,788,000 | $ 5,876,992,000 | $ 5,704,446,000 | 5,937,877,000 | $ 5,842,264,000 | $ 5,746,434,000 | |||
Total Liabilities and Net Assets | 13,413,191,000 | 13,413,191,000 | 13,298,170,000 | ||||||||
Investment Income | |||||||||||
Total investment income from non-controlled, non-affiliated investments | 314,053,000 | 269,191,000 | 851,498,000 | 739,779,000 | |||||||
Expenses | |||||||||||
Interest expense | 81,210,000 | 56,516,000 | 209,935,000 | 159,037,000 | |||||||
Professional fees | 3,788,000 | 3,849,000 | 11,022,000 | 10,966,000 | |||||||
Total Operating Expenses | 165,675,000 | 137,012,000 | 453,247,000 | 384,492,000 | |||||||
Net Investment Income (Loss) Before Taxes | 148,378,000 | 132,179,000 | 398,251,000 | 355,287,000 | |||||||
Tax expense (benefit) | 1,604,000 | 1,680,000 | 3,998,000 | 3,004,000 | |||||||
Net Investment Income (Loss) After Taxes | 146,774,000 | 130,499,000 | 394,253,000 | 352,283,000 | |||||||
Net Realized and Change in Unrealized Gain (Loss) on Investments | |||||||||||
Net change in unrealized gain (loss) on investments | 118,587,000 | 10,281,000 | (123,423,000) | 122,007,000 | |||||||
Net realized gain on investments | 66,000 | 2,071,000 | 3,635,000 | (23,414,000) | |||||||
Total Net Realized and Change in Unrealized Gain (Loss) | 118,653,000 | 12,352,000 | (119,788,000) | 98,593,000 | |||||||
Net Increase (Decrease) in Net Assets Resulting from Operations | 265,427,000 | 142,851,000 | 274,465,000 | 450,876,000 | |||||||
ORCC Senior Loan Fund | |||||||||||
Assets [Abstract] | |||||||||||
Investments at fair value | 981,849,000 | 981,849,000 | 790,277,000 | ||||||||
Amortized Cost | 1,019,384,000 | 1,019,384,000 | 794,202,000 | ||||||||
Cash | 95,706,000 | 95,706,000 | 60,723,000 | ||||||||
Interest receivable | 2,517,000 | 2,517,000 | 1,319,000 | ||||||||
Prepaid expenses and other assets | 1,290,000 | 1,290,000 | 111,000 | ||||||||
Total Assets | 1,081,362,000 | 1,081,362,000 | 852,430,000 | ||||||||
Liabilities [Abstract] | |||||||||||
Debt (net of unamortized debt issuance costs of $103,285 and $110,239, respectively) | 684,272,000 | 684,272,000 | 469,514,000 | ||||||||
Unamortized debt issuance costs | 6,111,000 | 6,111,000 | 5,368,000 | ||||||||
Distributions payable | 11,775,000 | 11,775,000 | 4,518,000 | ||||||||
Payable for investments purchased | 18,700,000 | 18,700,000 | 91,986,000 | ||||||||
Accrued expenses and other liabilities | 7,861,000 | 7,861,000 | 4,056,000 | ||||||||
Total Liabilities | 722,608,000 | 722,608,000 | 570,074,000 | ||||||||
Members' Equity | |||||||||||
Members' Equity | 358,754,000 | 358,754,000 | 282,356,000 | ||||||||
Total Liabilities and Net Assets | 1,081,362,000 | 1,081,362,000 | $ 852,430,000 | ||||||||
Investment Income | |||||||||||
Interest income | 19,140,000 | 7,542,000 | 41,884,000 | 22,382,000 | |||||||
Other income | 772,000 | 14,000 | 1,993,000 | 209,000 | |||||||
Total investment income from non-controlled, non-affiliated investments | 19,912,000 | 7,556,000 | 43,877,000 | 22,591,000 | |||||||
Expenses | |||||||||||
Interest expense | 7,419,000 | 2,331,000 | 14,965,000 | 7,195,000 | |||||||
Professional fees | 243,000 | 181,000 | 719,000 | 570,000 | |||||||
Total Operating Expenses | 7,662,000 | 2,512,000 | 15,684,000 | 7,765,000 | |||||||
Net Investment Income (Loss) Before Taxes | 12,250,000 | 5,044,000 | 28,193,000 | 14,826,000 | |||||||
Tax expense (benefit) | 436,000 | 201,000 | (184,000) | 588,000 | |||||||
Net Investment Income (Loss) After Taxes | 11,814,000 | 4,843,000 | 28,377,000 | 14,238,000 | |||||||
Net Realized and Change in Unrealized Gain (Loss) on Investments | |||||||||||
Net change in unrealized gain (loss) on investments | 599,000 | 869,000 | (33,610,000) | 2,317,000 | |||||||
Net realized gain on investments | 0 | 18,000 | 20,000 | 155,000 | |||||||
Total Net Realized and Change in Unrealized Gain (Loss) | 599,000 | 887,000 | (33,590,000) | 2,472,000 | |||||||
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 12,413,000 | $ 5,730,000 | $ (5,213,000) | $ 16,710,000 | |||||||
[1]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[2]Unless otherwise indicated, all investments are considered Level 3 investments.[3]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[4]Certain portfolio company investments are subject to contractual restrictions on sales.[5]Unless otherwise indicated, all investments are considered Level 3 investments.[6]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[7]As of September 30, 2022, the net estimated unrealized loss for U.S. federal income tax purposes was $189.9 million based on a tax cost basis $13.0 billion. As of September 30, 2022, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $413.0 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $223.1 million.[8]The amortized cost represents the original cost adjusted for the amortization or accretion of premium or discount , as applicable, on debt investments using the effective interest method.[9]As of December 31, 2021, the net estimated unrealized loss for U.S. federal income tax purposes was $36.8 million based on a tax cost basis of $12.8 billion. As of December 31, 2021, the estimated aggregate gross unrealized loss for U.S. federal income tax purposes was $217.6 million and the estimated aggregate gross unrealized gain for U.S. federal income tax purposes was $180.8 million.[10]The amortized cost represents the original cost adjusted for the amortization of discounts and premiums, as applicable, on debt investments using the effective interest method. |
Fair Value of Investments - Sch
Fair Value of Investments - Schedule of Fair Value Hierarchy of Investments (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021 | ||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | $ 12,835,918 | [1],[2],[3] | $ 12,741,640 | [4],[5],[6] |
First-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 9,264,249 | 9,539,774 | ||
Second-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 1,846,431 | 1,921,447 | ||
Unsecured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 237,375 | 196,485 | ||
Preferred equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 329,451 | 260,869 | ||
Common equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 844,502 | 576,004 | ||
Level 1 | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 523 | 3,873 | ||
Level 1 | First-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 0 | ||
Level 1 | Second-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 0 | ||
Level 1 | Unsecured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 0 | ||
Level 1 | Preferred equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 0 | ||
Level 1 | Common equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 523 | 3,873 | ||
Level 2 | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 95,994 | 515 | ||
Level 2 | First-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 485 | 0 | ||
Level 2 | Second-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 95,509 | 0 | ||
Level 2 | Unsecured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 0 | ||
Level 2 | Preferred equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 0 | ||
Level 2 | Common equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 0 | 515 | ||
Level 3 | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 12,425,491 | 12,490,191 | ||
Level 3 | First-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 9,263,764 | 9,539,774 | ||
Level 3 | Second-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 1,750,922 | 1,921,447 | ||
Level 3 | Unsecured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 237,375 | 196,485 | ||
Level 3 | Preferred equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 329,451 | 260,869 | ||
Level 3 | Common equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 843,979 | 571,616 | ||
Levels 1, Level 2, and Level 3 | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 12,522,008 | 12,494,579 | ||
Levels 1, Level 2, and Level 3 | First-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 9,264,249 | 9,539,774 | ||
Levels 1, Level 2, and Level 3 | Second-lien senior secured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 1,846,431 | 1,921,447 | ||
Levels 1, Level 2, and Level 3 | Unsecured debt investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 237,375 | 196,485 | ||
Levels 1, Level 2, and Level 3 | Preferred equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 329,451 | 260,869 | ||
Levels 1, Level 2, and Level 3 | Common equity investments | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | 844,502 | 576,004 | ||
NAV | ||||
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items] | ||||
Fair Value | $ 313,910 | $ 247,061 | ||
[1]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[2]Unless otherwise indicated, all investments are considered Level 3 investments.[3]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[4]Certain portfolio company investments are subject to contractual restrictions on sales.[5]Unless otherwise indicated, all investments are considered Level 3 investments.[6]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”. |
Fair Value of Investments - S_2
Fair Value of Investments - Schedule of Changes in the Fair Value of Investments (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | |
First-lien senior secured debt investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Fair value, beginning of period | $ 9,242,688 | $ 9,067,137 | $ 9,539,774 | $ 8,389,486 |
Purchases of investments, net | 1,233,610 | 2,509,627 | 4,157,703 | 4,118,038 |
Payment-in-kind | 19,822 | 6,170 | 64,774 | 24,643 |
Proceeds from investments, net | (1,279,615) | (2,283,113) | (4,432,479) | (3,311,548) |
Net amortization/accretion of premium/discount on investments | 8,946 | 21,421 | 29,227 | 44,430 |
Transfers into (out of) Level 3 | 0 | 0 | (514) | 847 |
Fair value, end of period | 9,263,764 | 9,322,053 | 9,263,764 | 9,322,053 |
First-lien senior secured debt investments | Net change in unrealized gain (loss) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 37,819 | (1,170) | (95,391) | 53,619 |
First-lien senior secured debt investments | Net realized gains (losses) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 494 | 1,981 | 670 | 2,538 |
Second-lien senior secured debt investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Fair value, beginning of period | 1,763,979 | 1,960,154 | 1,921,447 | 1,949,703 |
Purchases of investments, net | 36,326 | 70,480 | 337,290 | 487,457 |
Payment-in-kind | 1,948 | 0 | 7,689 | 0 |
Proceeds from investments, net | (11,688) | (278,636) | (335,797) | (705,356) |
Net amortization/accretion of premium/discount on investments | 811 | 3,414 | 2,751 | 10,624 |
Transfers into (out of) Level 3 | (32,689) | 0 | (101,661) | 0 |
Fair value, end of period | 1,750,922 | 1,755,654 | 1,750,922 | 1,755,654 |
Second-lien senior secured debt investments | Net change in unrealized gain (loss) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | (7,765) | 205 | (80,797) | 43,407 |
Second-lien senior secured debt investments | Net realized gains (losses) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 0 | 37 | 0 | (30,181) |
Unsecured debt investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Fair value, beginning of period | 269,752 | 194,928 | 196,485 | 59,562 |
Purchases of investments, net | 0 | 0 | 89,239 | 130,137 |
Payment-in-kind | 6,224 | 7,250 | 15,002 | 9,542 |
Proceeds from investments, net | (22,512) | 0 | (22,512) | 0 |
Net amortization/accretion of premium/discount on investments | 119 | 74 | 312 | 233 |
Transfers into (out of) Level 3 | 0 | 0 | 0 | 0 |
Fair value, end of period | 237,375 | 194,712 | 237,375 | 194,712 |
Unsecured debt investments | Net change in unrealized gain (loss) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | (14,343) | (7,540) | (39,286) | (4,762) |
Unsecured debt investments | Net realized gains (losses) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | (1,865) | 0 | (1,865) | 0 |
Preferred equity investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Fair value, beginning of period | 296,766 | 174,335 | 260,869 | 22,157 |
Purchases of investments, net | 24,302 | 0 | 98,241 | 148,832 |
Payment-in-kind | 3,872 | 3,446 | 13,303 | 6,778 |
Proceeds from investments, net | 0 | (1,000) | (33,693) | (1,000) |
Net amortization/accretion of premium/discount on investments | 216 | 156 | 1,182 | 283 |
Transfers into (out of) Level 3 | 0 | 0 | 0 | 0 |
Fair value, end of period | 329,451 | 179,769 | 329,451 | 179,769 |
Preferred equity investments | Net change in unrealized gain (loss) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 4,295 | 2,832 | (14,933) | 2,719 |
Preferred equity investments | Net realized gains (losses) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 0 | 0 | 4,482 | 0 |
Common equity investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Fair value, beginning of period | 730,326 | 331,058 | 571,616 | 230,307 |
Purchases of investments, net | 51,092 | 140,794 | 330,519 | 291,064 |
Payment-in-kind | 159 | 144 | 467 | 381 |
Proceeds from investments, net | (8,575) | (61,551) | (137,306) | (133,551) |
Net amortization/accretion of premium/discount on investments | 0 | 0 | 0 | 0 |
Transfers into (out of) Level 3 | 0 | 0 | 0 | 0 |
Fair value, end of period | 843,979 | 427,187 | 843,979 | 427,187 |
Common equity investments | Net change in unrealized gain (loss) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 70,977 | 16,761 | 78,683 | 39,345 |
Common equity investments | Net realized gains (losses) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 0 | (19) | 0 | (359) |
Total | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Fair value, beginning of period | 12,303,511 | 11,727,612 | 12,490,191 | 10,651,215 |
Purchases of investments, net | 1,345,330 | 2,720,901 | 5,012,992 | 5,175,528 |
Payment-in-kind | 32,025 | 17,010 | 101,235 | 41,344 |
Proceeds from investments, net | (1,322,390) | (2,624,300) | (4,961,787) | (4,151,455) |
Net amortization/accretion of premium/discount on investments | 10,092 | 25,065 | 33,472 | 55,570 |
Transfers into (out of) Level 3 | (32,689) | 0 | (102,175) | 847 |
Fair value, end of period | 12,425,491 | 11,879,375 | 12,425,491 | 11,879,375 |
Total | Net change in unrealized gain (loss) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | 90,983 | 11,088 | (151,724) | 134,328 |
Total | Net realized gains (losses) | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] | ||||
Net change in unrealized gain (loss) / realized gain (loss) | $ (1,371) | $ 1,999 | $ 3,287 | $ (28,002) |
Fair Value of Investments - S_3
Fair Value of Investments - Schedule of Net Change in Unrealized Gains on Investments (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] | ||||
Net change in unrealized gain (loss) | $ 84,196 | $ 23,186 | $ (156,428) | $ 113,616 |
First-lien senior secured debt investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] | ||||
Net change in unrealized gain (loss) | 28,663 | 9,803 | (97,931) | 57,778 |
Second-lien senior secured debt investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] | ||||
Net change in unrealized gain (loss) | (7,756) | 1,350 | (80,309) | 18,539 |
Unsecured debt investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] | ||||
Net change in unrealized gain (loss) | (14,345) | (7,540) | (39,287) | (4,762) |
Preferred equity investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] | ||||
Net change in unrealized gain (loss) | 4,295 | 2,832 | (14,675) | 2,719 |
Common equity investments | ||||
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] | ||||
Net change in unrealized gain (loss) | $ 73,339 | $ 16,741 | $ 75,774 | $ 39,342 |
Fair Value of Investments - S_4
Fair Value of Investments - Schedule of Quantitative Information About Significant Unobservable Inputs of Level 3 Investments (Details) | Sep. 30, 2022 USD ($) | Dec. 31, 2021 USD ($) | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | $ 12,835,918,000 | [1],[2],[3] | $ 12,741,640,000 | [4],[5],[6] |
First-lien senior secured debt investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 9,264,249,000 | 9,539,774,000 | ||
Second-lien senior secured debt investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 1,846,431,000 | 1,921,447,000 | ||
Fair value of investments valued using indicative bid prices obtained from brokers | 50,500,000 | |||
Unsecured debt investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 237,375,000 | 196,485,000 | ||
Fair value of investments valued using indicative bid prices obtained from brokers | 11,600,000 | |||
Preferred equity investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 329,451,000 | 260,869,000 | ||
Common equity investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 844,502,000 | 576,004,000 | ||
Level 3 | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 12,425,491,000 | 12,490,191,000 | ||
Level 3 | First-lien senior secured debt investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 9,263,764,000 | 9,539,774,000 | ||
Level 3 | First-lien senior secured debt investments | Yield Analysis | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 8,989,042,000 | 8,670,821,000 | ||
Level 3 | First-lien senior secured debt investments | Recent Transaction | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 215,687,000 | 868,953,000 | ||
Level 3 | First-lien senior secured debt investments | Collateral Analysis | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 59,035,000 | |||
Level 3 | Second-lien senior secured debt investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 1,750,922,000 | 1,921,447,000 | ||
Level 3 | Second-lien senior secured debt investments | Yield Analysis | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 1,740,416,000 | 1,459,187,000 | ||
Level 3 | Second-lien senior secured debt investments | Recent Transaction | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 395,865,000 | |||
Level 3 | Second-lien senior secured debt investments | Collateral Analysis | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 10,506,000 | 15,919,000 | ||
Level 3 | Unsecured debt investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 237,375,000 | 196,485,000 | ||
Level 3 | Unsecured debt investments | Yield Analysis | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 232,240,000 | 179,730,000 | ||
Level 3 | Unsecured debt investments | Market Approach | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 5,135,000 | 5,135,000 | ||
Level 3 | Preferred equity investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 329,451,000 | 260,869,000 | ||
Level 3 | Preferred equity investments | Yield Analysis | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 305,431,000 | 181,394,000 | ||
Level 3 | Preferred equity investments | Recent Transaction | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 23,975,000 | 75,863,000 | ||
Level 3 | Preferred equity investments | Market Approach | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 45,000 | 3,612,000 | ||
Level 3 | Common equity investments | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 843,979,000 | 571,616,000 | ||
Level 3 | Common equity investments | Recent Transaction | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 18,401,000 | 79,900,000 | ||
Level 3 | Common equity investments | Market Approach | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 3,917,000 | 2,334,000 | ||
Level 3 | Common equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 799,574,000 | 488,629,000 | ||
Level 3 | Common equity investments | Market Approach | Revenue | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | 21,962,000 | |||
Level 3 | Common equity investments | Market Approach | Gross Profit | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Fair Value | $ 125,000 | $ 753,000 | ||
Level 3 | Minimum | First-lien senior secured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.091 | 0.053 | ||
Level 3 | Minimum | First-lien senior secured debt investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.975 | 0.905 | ||
Level 3 | Minimum | First-lien senior secured debt investments | Collateral Analysis | Recovery Rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.690 | |||
Level 3 | Minimum | Second-lien senior secured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.118 | 0.078 | ||
Level 3 | Minimum | Second-lien senior secured debt investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.980 | |||
Level 3 | Minimum | Second-lien senior secured debt investments | Collateral Analysis | Recovery Rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.165 | 0.250 | ||
Level 3 | Minimum | Unsecured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.102 | 0.072 | ||
Level 3 | Minimum | Unsecured debt investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 14 | 14.8 | ||
Level 3 | Minimum | Preferred equity investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.120 | 0.114 | ||
Level 3 | Minimum | Preferred equity investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.970 | 0.973 | ||
Level 3 | Minimum | Preferred equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 11.5 | 9.3 | ||
Level 3 | Minimum | Common equity investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.957 | 1 | ||
Level 3 | Minimum | Common equity investments | Market Approach | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 70 | 560 | ||
Level 3 | Minimum | Common equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 1.2 | 1.2 | ||
Level 3 | Minimum | Common equity investments | Market Approach | Revenue | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 1.1 | |||
Level 3 | Minimum | Common equity investments | Market Approach | Gross Profit | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 10 | 27 | ||
Level 3 | Maximum | First-lien senior secured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.331 | 0.200 | ||
Level 3 | Maximum | First-lien senior secured debt investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.990 | 0.994 | ||
Level 3 | Maximum | First-lien senior secured debt investments | Collateral Analysis | Recovery Rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.690 | |||
Level 3 | Maximum | Second-lien senior secured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.232 | 0.150 | ||
Level 3 | Maximum | Second-lien senior secured debt investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.990 | |||
Level 3 | Maximum | Second-lien senior secured debt investments | Collateral Analysis | Recovery Rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.165 | 0.250 | ||
Level 3 | Maximum | Unsecured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.200 | 0.094 | ||
Level 3 | Maximum | Unsecured debt investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 14 | 14.8 | ||
Level 3 | Maximum | Preferred equity investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.168 | 0.146 | ||
Level 3 | Maximum | Preferred equity investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.970 | 1 | ||
Level 3 | Maximum | Preferred equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 11.5 | 9.3 | ||
Level 3 | Maximum | Common equity investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 1.235 | 1 | ||
Level 3 | Maximum | Common equity investments | Market Approach | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 70 | 560 | ||
Level 3 | Maximum | Common equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 24.3 | 24 | ||
Level 3 | Maximum | Common equity investments | Market Approach | Revenue | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 16.6 | |||
Level 3 | Maximum | Common equity investments | Market Approach | Gross Profit | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 10 | 27 | ||
Level 3 | Weighted Average | First-lien senior secured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.126 | 0.087 | ||
Level 3 | Weighted Average | First-lien senior secured debt investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.979 | 0.974 | ||
Level 3 | Weighted Average | First-lien senior secured debt investments | Collateral Analysis | Recovery Rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.690 | |||
Level 3 | Weighted Average | Second-lien senior secured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.155 | 0.096 | ||
Level 3 | Weighted Average | Second-lien senior secured debt investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.986 | |||
Level 3 | Weighted Average | Second-lien senior secured debt investments | Collateral Analysis | Recovery Rate | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.165 | 0.250 | ||
Level 3 | Weighted Average | Unsecured debt investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.126 | 0.088 | ||
Level 3 | Weighted Average | Unsecured debt investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 14 | 14.8 | ||
Level 3 | Weighted Average | Preferred equity investments | Yield Analysis | Market Yield | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.138 | 0.119 | ||
Level 3 | Weighted Average | Preferred equity investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 0.970 | 0.981 | ||
Level 3 | Weighted Average | Preferred equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 11.5 | 9.3 | ||
Level 3 | Weighted Average | Common equity investments | Recent Transaction | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 1.037 | 1 | ||
Level 3 | Weighted Average | Common equity investments | Market Approach | Transaction Price | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 70 | 560 | ||
Level 3 | Weighted Average | Common equity investments | Market Approach | EBITDA Multiple | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 5.6 | 5 | ||
Level 3 | Weighted Average | Common equity investments | Market Approach | Revenue | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 12.9 | |||
Level 3 | Weighted Average | Common equity investments | Market Approach | Gross Profit | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Range (Weighted Average) | 10 | 27 | ||
[1]Certain portfolio company investments are subject to contractual restrictions on sales. Refer to footnote 30 for additional information on our restricted securities.[2]Unless otherwise indicated, all investments are considered Level 3 investments.[3]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”.[4]Certain portfolio company investments are subject to contractual restrictions on sales.[5]Unless otherwise indicated, all investments are considered Level 3 investments.[6]Unless otherwise indicated, the Company’s portfolio companies are pledged as collateral supporting the amounts outstanding under the Revolving Credit Facility, SPV Asset Facilities and CLOs. See Note 6 “Debt”. |
Fair Value of Investments - S_5
Fair Value of Investments - Schedule of Carrying and Fair Values of the Company’s Debt Obligations (Details) - USD ($) | Sep. 30, 2022 | Dec. 31, 2021 |
Debt Instrument [Line Items] | ||
Fair value of debt obligations | $ 6,770,139,000 | $ 7,217,350,000 |
Debt issuance costs, net | 103,285,000 | 110,239,000 |
Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 7,196,154,000 | 7,079,326,000 |
Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 6,770,139,000 | 7,217,350,000 |
Level 1 | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 0 | 0 |
Level 2 | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 3,617,563,000 | 4,258,563,000 |
Level 3 | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 3,152,576,000 | 2,958,787,000 |
Line of Credit | SPV Asset Facility II | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 4,900,000 | 4,300,000 |
Line of Credit | SPV Asset Facility II | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 245,107,000 | 95,668,000 |
Line of Credit | SPV Asset Facility II | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 245,107,000 | 95,668,000 |
Line of Credit | SPV Asset Facility III | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 800,000 | 1,000,000 |
Line of Credit | SPV Asset Facility III | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 249,208,000 | 188,979,000 |
Line of Credit | SPV Asset Facility III | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 249,208,000 | 188,979,000 |
Line of Credit | SPV Asset Facility IV | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 2,600,000 | 2,200,000 |
Line of Credit | SPV Asset Facility IV | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 73,863,000 | 152,727,000 |
Line of Credit | SPV Asset Facility IV | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 73,863,000 | 152,727,000 |
Line of Credit | CLO I | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 3,000,000 | |
Secured Debt | CLO I | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 2,700,000 | 3,000,000 |
Secured Debt | CLO I | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 387,253,000 | 386,989,000 |
Secured Debt | CLO I | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 387,253,000 | 386,989,000 |
Secured Debt | CLO II | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 2,900,000 | 3,100,000 |
Secured Debt | CLO II | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 257,127,000 | 256,942,000 |
Secured Debt | CLO II | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 257,127,000 | 256,942,000 |
Secured Debt | CLO III | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 1,900,000 | 2,100,000 |
Secured Debt | CLO III | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 258,098,000 | 257,937,000 |
Secured Debt | CLO III | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 258,098,000 | 257,937,000 |
Secured Debt | CLO IV | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 4,800,000 | 5,200,000 |
Secured Debt | CLO IV | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 287,674,000 | 287,342,000 |
Secured Debt | CLO IV | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 287,674,000 | 287,342,000 |
Secured Debt | CLO V | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 2,700,000 | 1,800,000 |
Secured Debt | CLO V | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 506,965,000 | 194,167,000 |
Secured Debt | CLO V | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 506,965,000 | 194,167,000 |
Secured Debt | CLO VI | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 1,800,000 | 1,900,000 |
Secured Debt | CLO VI | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 258,246,000 | 258,093,000 |
Secured Debt | CLO VI | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 258,246,000 | 258,093,000 |
Secured Debt | CLO VII | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 1,900,000 | |
Secured Debt | CLO VII | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 237,266,000 | 0 |
Secured Debt | CLO VII | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 237,266,000 | 0 |
Unsecured debt | 2024 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 3,400,000 | 5,000,000 |
Unsecured debt | 2024 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 384,328,000 | 406,481,000 |
Unsecured debt | 2024 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 396,000,000 | 427,000,000 |
Unsecured debt | 2025 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 4,200,000 | 5,300,000 |
Unsecured debt | 2025 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 420,841,000 | 419,674,000 |
Unsecured debt | 2025 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 398,438,000 | 443,063,000 |
Unsecured debt | July 2025 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 5,100,000 | 6,400,000 |
Unsecured debt | July 2025 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 494,912,000 | 493,637,000 |
Unsecured debt | July 2025 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 458,750,000 | 518,750,000 |
Unsecured debt | 2026 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 7,400,000 | 8,900,000 |
Unsecured debt | 2026 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 492,635,000 | 491,085,000 |
Unsecured debt | 2026 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 455,000,000 | 526,250,000 |
Unsecured debt | July 2026 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 18,100,000 | 21,500,000 |
Unsecured debt | July 2026 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 981,868,000 | 978,537,000 |
Unsecured debt | July 2026 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 860,000,000 | 1,017,500,000 |
Unsecured debt | 2027 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 8,400,000 | 9,700,000 |
Unsecured debt | 2027 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 433,638,000 | 497,537,000 |
Unsecured debt | 2027 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 401,250,000 | 488,750,000 |
Unsecured debt | 2028 Notes | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 14,600,000 | 16,400,000 |
Unsecured debt | 2028 Notes | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 835,356,000 | 833,588,000 |
Unsecured debt | 2028 Notes | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 648,125,000 | 837,250,000 |
Revolving Credit Facility | Line of Credit | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 15,100,000 | 12,400,000 |
Revolving Credit Facility | Line of Credit | Revolving Credit Facility | ||
Debt Instrument [Line Items] | ||
Debt issuance costs, net | 15,100,000 | 12,400,000 |
Revolving Credit Facility | Line of Credit | Revolving Credit Facility | Net Carrying Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | 391,769,000 | 879,943,000 |
Revolving Credit Facility | Line of Credit | Revolving Credit Facility | Fair Value | ||
Debt Instrument [Line Items] | ||
Fair value of debt obligations | $ 391,769,000 | $ 879,943,000 |
Debt - Additional Information (
Debt - Additional Information (Details) | Sep. 30, 2022 | Dec. 31, 2021 |
Debt Disclosure [Abstract] | ||
Asset coverage ratio | 180% | 182% |
Debt - Schedule of Outstanding
Debt - Schedule of Outstanding Debt Obligations (Details) - USD ($) | Sep. 30, 2022 | Aug. 26, 2022 | Jul. 26, 2022 | May 03, 2022 | Apr. 20, 2022 | Mar. 25, 2022 | Mar. 11, 2022 | Dec. 31, 2021 | Aug. 17, 2021 | Jul. 09, 2021 | Jun. 11, 2021 | May 05, 2021 | Apr. 26, 2021 | Apr. 09, 2021 | Dec. 08, 2020 | Nov. 20, 2020 | Jul. 23, 2020 | May 28, 2020 | Mar. 26, 2020 | Jan. 22, 2020 | Dec. 12, 2019 | Oct. 08, 2019 | May 28, 2019 | Apr. 10, 2019 |
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Total Debt | $ 9,091,275,000 | $ 8,588,500,000 | ||||||||||||||||||||||
Outstanding Principal | 7,369,672,000 | 7,170,813,000 | ||||||||||||||||||||||
Amount Available | 1,668,690,000 | 1,362,370,000 | ||||||||||||||||||||||
Net Carrying Value | 7,196,154,000 | 7,079,326,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 103,285,000 | 110,239,000 | ||||||||||||||||||||||
Line of credit | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Outstanding letters of credit | 52,900,000 | 55,300,000 | ||||||||||||||||||||||
Line of credit | SPV Asset Facility II | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Aggregate Principal Committed | 350,000,000 | $ 350,000,000 | 350,000,000 | |||||||||||||||||||||
Outstanding Principal | 250,000,000 | 100,000,000 | ||||||||||||||||||||||
Amount Available | 100,000,000 | 250,000,000 | ||||||||||||||||||||||
Net Carrying Value | 245,107,000 | 95,668,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 4,900,000 | 4,300,000 | ||||||||||||||||||||||
Line of credit | SPV Asset Facility III | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Aggregate Principal Committed | 250,000,000 | $ 250,000,000 | 500,000,000 | |||||||||||||||||||||
Outstanding Principal | 250,000,000 | 190,000,000 | ||||||||||||||||||||||
Amount Available | 0 | 310,000,000 | ||||||||||||||||||||||
Net Carrying Value | 249,208,000 | 188,979,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 800,000 | 1,000,000 | ||||||||||||||||||||||
Line of credit | SPV Asset Facility IV | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Aggregate Principal Committed | 250,000,000 | $ 250,000,000 | 250,000,000 | |||||||||||||||||||||
Outstanding Principal | 76,484,000 | 155,000,000 | ||||||||||||||||||||||
Amount Available | 173,516,000 | 95,000,000 | ||||||||||||||||||||||
Net Carrying Value | 73,863,000 | 152,727,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 2,600,000 | 2,200,000 | ||||||||||||||||||||||
Line of credit | CLO I | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Unamortized debt issuance costs | 3,000,000 | |||||||||||||||||||||||
Line of credit | Revolving Credit Facility | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Unamortized debt issuance costs | 15,100,000 | 12,400,000 | ||||||||||||||||||||||
Line of credit | Revolving Credit Facility | Revolving Credit Facility | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Aggregate Principal Committed | 1,855,000,000 | $ 1,855,000,000 | 1,655,000,000 | |||||||||||||||||||||
Outstanding Principal | 406,913,000 | 892,313,000 | ||||||||||||||||||||||
Amount Available | 1,395,174,000 | 707,370,000 | ||||||||||||||||||||||
Net Carrying Value | 391,769,000 | 879,943,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 15,100,000 | 12,400,000 | ||||||||||||||||||||||
Line of credit | Revolving Credit Facility | SPV Asset Facility II | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Aggregate Principal Committed | $ 250,000,000 | |||||||||||||||||||||||
Secured debt | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Outstanding Principal | 239,150,000 | |||||||||||||||||||||||
Net Carrying Value | 237,266,000 | |||||||||||||||||||||||
Secured debt | CLO I | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 390,000,000 | 390,000,000 | $ 596,000,000 | |||||||||||||||||||||
Outstanding Principal | 390,000,000 | 390,000,000 | ||||||||||||||||||||||
Net Carrying Value | 387,253,000 | 386,989,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 2,700,000 | 3,000,000 | ||||||||||||||||||||||
Secured debt | CLO II | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 260,000,000 | 260,000,000 | $ 398,100,000 | $ 396,600,000 | ||||||||||||||||||||
Outstanding Principal | 260,000,000 | 260,000,000 | ||||||||||||||||||||||
Net Carrying Value | 257,127,000 | 256,942,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 2,900,000 | 3,100,000 | ||||||||||||||||||||||
Secured debt | CLO III | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 260,000,000 | 260,000,000 | $ 395,310,000 | |||||||||||||||||||||
Outstanding Principal | 260,000,000 | 260,000,000 | ||||||||||||||||||||||
Net Carrying Value | 258,098,000 | 257,937,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 1,900,000 | 2,100,000 | ||||||||||||||||||||||
Secured debt | CLO IV | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 292,500,000 | 292,500,000 | $ 440,500,000 | $ 438,900,000 | ||||||||||||||||||||
Outstanding Principal | 292,500,000 | 292,500,000 | ||||||||||||||||||||||
Net Carrying Value | 287,674,000 | 287,342,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 4,800,000 | 5,200,000 | ||||||||||||||||||||||
Secured debt | CLO V | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 509,625,000 | $ 669,200,000 | 196,000,000 | $ 345,450,000 | ||||||||||||||||||||
Outstanding Principal | 509,625,000 | 196,000,000 | ||||||||||||||||||||||
Net Carrying Value | 506,965,000 | 194,167,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 2,700,000 | 1,800,000 | ||||||||||||||||||||||
Secured debt | CLO VI | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 260,000,000 | 260,000,000 | $ 397,780,000 | |||||||||||||||||||||
Outstanding Principal | 260,000,000 | 260,000,000 | ||||||||||||||||||||||
Net Carrying Value | 258,246,000 | 258,093,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 1,800,000 | 1,900,000 | ||||||||||||||||||||||
Secured debt | CLO VII | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 239,150,000 | $ 350,470,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 1,900,000 | |||||||||||||||||||||||
Unsecured debt investments | 2024 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 400,000,000 | 400,000,000 | $ 400,000,000 | |||||||||||||||||||||
Outstanding Principal | 400,000,000 | 400,000,000 | ||||||||||||||||||||||
Net Carrying Value | 384,328,000 | 406,481,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 3,400,000 | 5,000,000 | ||||||||||||||||||||||
Unsecured debt investments | 2025 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 425,000,000 | 425,000,000 | $ 425,000,000 | |||||||||||||||||||||
Outstanding Principal | 425,000,000 | 425,000,000 | ||||||||||||||||||||||
Net Carrying Value | 420,841,000 | 419,674,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 4,200,000 | 5,300,000 | ||||||||||||||||||||||
Unsecured debt investments | July 2025 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 500,000,000 | 500,000,000 | $ 500,000,000 | |||||||||||||||||||||
Outstanding Principal | 500,000,000 | 500,000,000 | ||||||||||||||||||||||
Net Carrying Value | 494,912,000 | 493,637,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 5,100,000 | 6,400,000 | ||||||||||||||||||||||
Unsecured debt investments | 2026 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 500,000,000 | 500,000,000 | $ 500,000,000 | |||||||||||||||||||||
Outstanding Principal | 500,000,000 | 500,000,000 | ||||||||||||||||||||||
Net Carrying Value | 492,635,000 | 491,085,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 7,400,000 | 8,900,000 | ||||||||||||||||||||||
Unsecured debt investments | July 2026 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 1,000,000,000 | 1,000,000,000 | $ 1,000,000,000 | |||||||||||||||||||||
Outstanding Principal | 1,000,000,000 | 1,000,000,000 | ||||||||||||||||||||||
Net Carrying Value | 981,868,000 | 978,537,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 18,100,000 | 21,500,000 | ||||||||||||||||||||||
Unsecured debt investments | 2027 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 500,000,000 | 500,000,000 | $ 500,000,000 | |||||||||||||||||||||
Outstanding Principal | 500,000,000 | 500,000,000 | ||||||||||||||||||||||
Net Carrying Value | 433,638,000 | 497,537,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | 8,400,000 | 9,700,000 | ||||||||||||||||||||||
Unsecured debt investments | 2028 Notes | ||||||||||||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||||||||||||
Debt instrument, face amount | 850,000,000 | 850,000,000 | $ 400,000,000 | $ 450,000,000 | ||||||||||||||||||||
Outstanding Principal | 850,000,000 | 850,000,000 | ||||||||||||||||||||||
Net Carrying Value | 835,356,000 | 833,588,000 | ||||||||||||||||||||||
Unamortized debt issuance costs | $ 14,600,000 | $ 16,400,000 |
Debt - Schedule of Components o
Debt - Schedule of Components of Interest Expense (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | |
Debt Disclosure [Abstract] | ||||
Interest expense | $ 73,539 | $ 50,054 | $ 184,354 | $ 139,502 |
Amortization of debt issuance costs | 6,311 | 6,731 | 21,133 | 18,882 |
Net change in unrealized gain (loss) on effective interest rate swaps and hedged items | 1,360 | (269) | 4,448 | 653 |
Total Interest Expense | $ 81,210 | $ 56,516 | $ 209,935 | $ 159,037 |
Average interest rate | 3.90% | 2.90% | 3.40% | 3% |
Average daily borrowings | $ 7,368,456 | $ 6,713,786 | $ 7,218,099 | $ 6,050,836 |
Debt - Revolving Credit Facilit
Debt - Revolving Credit Facility (Details) | Aug. 26, 2022 USD ($) | Sep. 30, 2022 USD ($) | Dec. 31, 2021 USD ($) |
Revolving Credit Facility | Revolving Credit Facility | March 31, 2023 | |||
Debt Instrument [Line Items] | |||
Aggregate Principal Committed | $ 60,000,000 | ||
Revolving Credit Facility | Revolving Credit Facility | September 3, 2024 | |||
Debt Instrument [Line Items] | |||
Aggregate Principal Committed | 15,000,000 | ||
Revolving Credit Facility | Revolving Credit Facility | April 2, 2024 | |||
Debt Instrument [Line Items] | |||
Aggregate Principal Committed | 60,000,000 | ||
Revolving Credit Facility | Revolving Credit Facility | September 3, 2025 | |||
Debt Instrument [Line Items] | |||
Aggregate Principal Committed | 15,000,000 | ||
Revolving Credit Facility | Revolving Credit Facility | Line of Credit | |||
Debt Instrument [Line Items] | |||
Aggregate Principal Committed | 1,855,000,000 | $ 1,855,000,000 | $ 1,655,000,000 |
Line of credit facility, including the accordion feature | $ 2,782,500,000 | ||
Asset coverage ratio, minimum | 1.50 | ||
Revolving Credit Facility | Extending Commitments | Line of Credit | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 1.875% | ||
Interest rate term multiplier | 160% | ||
Revolving Credit Facility | Extending Commitments | Line of Credit | Debt Variable Rate Three | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 1.75% | ||
Revolving Credit Facility | Extending Commitments | Line of Credit | SOFR | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 1.875% | ||
Interest rate term multiplier | 160% | ||
Revolving Credit Facility | Extending Commitments | Line of Credit | SOFR | Debt Variable Rate Component One | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 1.75% | ||
Revolving Credit Facility | Extending Commitments | Line of Credit | Base Rate | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 0.875% | ||
Interest rate term multiplier | 160% | ||
Revolving Credit Facility | Extending Commitments | Line of Credit | Base Rate | Debt Variable Rate Component Two | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 0.75% | ||
Revolving Credit Facility | Non-Extending Commitments | Line of Credit | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 2% | ||
Fee on unused portion of credit facility | 0.375% | ||
Revolving Credit Facility | Non-Extending Commitments | Line of Credit | SOFR | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 2% | ||
Revolving Credit Facility | Non-Extending Commitments | Line of Credit | Base Rate | |||
Debt Instrument [Line Items] | |||
Basis spread on variable rate | 1% | ||
Bridge Loan | Revolving Credit Facility | Line of Credit | |||
Debt Instrument [Line Items] | |||
Aggregate Principal Committed | $ 200,000,000 |
Debt - SPV Asset Facilities (De
Debt - SPV Asset Facilities (Details) - Line of Credit - USD ($) | May 03, 2022 | Mar. 25, 2022 | Mar. 11, 2022 | Aug. 02, 2019 | Dec. 21, 2017 | Sep. 30, 2022 | Dec. 31, 2021 |
SPV Asset Facility I | |||||||
Debt Instrument [Line Items] | |||||||
Aggregate Principal Committed | $ 400,000,000 | ||||||
Debt instrument, term | 3 years | ||||||
Fee on unused portion of credit facility | 0.75% | ||||||
Commitment fee threshold (as percent) | 25% | ||||||
SPV Asset Facility I | LIBOR | Period One | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.25% | ||||||
SPV Asset Facility I | LIBOR | Period Two | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.50% | ||||||
SPV Asset Facility II | |||||||
Debt Instrument [Line Items] | |||||||
Aggregate Principal Committed | $ 350,000,000 | $ 350,000,000 | $ 350,000,000 | ||||
SPV Asset Facility II | Minimum | |||||||
Debt Instrument [Line Items] | |||||||
Commitment fee percentage | 0.50% | ||||||
SPV Asset Facility II | Maximum | |||||||
Debt Instrument [Line Items] | |||||||
Commitment fee percentage | 0.625% | ||||||
SPV Asset Facility II | SOFR | Period One | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 0.40% | ||||||
SPV Asset Facility II | SOFR | Period Two | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 0.40% | ||||||
SPV Asset Facility II | SOFR | Minimum | Period One | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.30% | ||||||
SPV Asset Facility II | SOFR | Minimum | Period Two | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.30% | ||||||
SPV Asset Facility II | SOFR | Maximum | Period One | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.55% | ||||||
SPV Asset Facility II | SOFR | Maximum | Period Two | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.55% | ||||||
SPV Asset Facility III | |||||||
Debt Instrument [Line Items] | |||||||
Aggregate Principal Committed | $ 250,000,000 | 250,000,000 | 500,000,000 | ||||
Debt instrument, term | 2 years | ||||||
SPV Asset Facility III | Minimum | |||||||
Debt Instrument [Line Items] | |||||||
Fee on unused portion of credit facility | 0.25% | ||||||
Undrawn commitment percentage | 20% | ||||||
SPV Asset Facility III | Maximum | |||||||
Debt Instrument [Line Items] | |||||||
Fee on unused portion of credit facility | 0.50% | ||||||
Undrawn commitment percentage | 75% | ||||||
SPV Asset Facility III | SOFR | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.20% | ||||||
Basis spread on variable rate, increase per annum (as percent) | 0.15% | ||||||
Increase per annum in event of default occurs | 2% | ||||||
SPV Asset Facility IV | |||||||
Debt Instrument [Line Items] | |||||||
Aggregate Principal Committed | $ 250,000,000 | $ 250,000,000 | $ 250,000,000 | ||||
SPV Asset Facility IV | Minimum | |||||||
Debt Instrument [Line Items] | |||||||
Fee on unused portion of credit facility | 0.50% | ||||||
SPV Asset Facility IV | Maximum | |||||||
Debt Instrument [Line Items] | |||||||
Fee on unused portion of credit facility | 0.75% | ||||||
SPV Asset Facility IV | LIBOR | Period One | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.15% | ||||||
SPV Asset Facility IV | LIBOR | Period Two | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.40% | ||||||
SPV Asset Facility IV | SOFR | Period One | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.30% | ||||||
SPV Asset Facility IV | SOFR | Period Two | |||||||
Debt Instrument [Line Items] | |||||||
Basis spread on variable rate | 2.55% | ||||||
Secured Debt | SPV Asset Facility II | |||||||
Debt Instrument [Line Items] | |||||||
Debt instrument, face amount | $ 100,000,000 | ||||||
Revolving Credit Facility | SPV Asset Facility II | |||||||
Debt Instrument [Line Items] | |||||||
Aggregate Principal Committed | $ 250,000,000 |
Debt - CLOs (Details)
Debt - CLOs (Details) - USD ($) | 9 Months Ended | 17 Months Ended | ||||||||||||
Jul. 26, 2022 | Apr. 20, 2022 | Jul. 09, 2021 | May 05, 2021 | Apr. 09, 2021 | Nov. 20, 2020 | May 28, 2020 | Apr. 20, 2020 | Mar. 26, 2020 | Dec. 12, 2019 | May 28, 2019 | Sep. 30, 2022 | Apr. 20, 2022 | Dec. 31, 2021 | |
CLO IV Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Preferred stock, shares outstanding | 148,000 | |||||||||||||
Debt instrument, total redemption price amount | $ 38,900,000 | |||||||||||||
Preferred stock, redemption price per share (in usd per share) | $ 1,000 | |||||||||||||
Preferred equity investments | CLO I Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 206,100,000 | |||||||||||||
Shares issued (in share) | 206,106 | |||||||||||||
Issue price (in usd per share) | $ 1,000 | |||||||||||||
Preferred equity investments | CLO II Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 136,600,000 | |||||||||||||
Shares issued (in share) | 1,500 | 136,600 | ||||||||||||
Issue price (in usd per share) | $ 1,000 | $ 1,000 | ||||||||||||
Preferred stock, shares outstanding | 138,100 | |||||||||||||
Value of outstanding preferred shares | $ 138,100,000 | |||||||||||||
Preferred equity investments | CLO III Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 135,310,000 | |||||||||||||
Shares issued (in share) | 135,310 | |||||||||||||
Issue price (in usd per share) | $ 1,000 | |||||||||||||
Preferred equity investments | CLO IV Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 186,900,000 | |||||||||||||
Shares issued (in share) | 186,900 | |||||||||||||
Issue price (in usd per share) | $ 1,000 | |||||||||||||
Shares redeemed | 38,900 | |||||||||||||
Preferred equity investments | CLO V Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 10,200,000 | $ 149,450,000 | $ 159,600,000 | |||||||||||
Shares issued (in share) | 149,450 | 159,620 | ||||||||||||
Issue price (in usd per share) | $ 1,000 | |||||||||||||
Public offering price (in dollars per share) | $ 1,000 | $ 1,000 | ||||||||||||
Preferred equity investments | CLO VII Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 111,320,000 | |||||||||||||
Shares issued (in share) | 111,320 | |||||||||||||
Issue price (in usd per share) | $ 1,000 | |||||||||||||
Preferred equity investments | CLO VI Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Value of shares issued | $ 137,780,000 | |||||||||||||
Shares issued (in share) | 137,775 | |||||||||||||
Issue price (in usd per share) | $ 1,000 | |||||||||||||
Middle market loans | CLO I Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 575,000,000 | |||||||||||||
Middle market loans | CLO II Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 400,000,000 | |||||||||||||
Middle market loans | CLO III Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 400,000,000 | |||||||||||||
Middle market loans | CLO IV Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 275,070,000 | |||||||||||||
Middle market loans | CLO V Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 275,670,000 | $ 201,750,000 | $ 275,670,000 | |||||||||||
Middle market loans | CLO VI Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 205,600,000 | |||||||||||||
Middle market loans | CLO VII Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 255,548,000 | |||||||||||||
Middle market loans | ORCC Financing II, LLC | CLO IV Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 174,920,000 | |||||||||||||
Middle market loans | ORCC Financing II, LLC | CLO V Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 84,740,000 | |||||||||||||
Middle market loans | ORCC Financing IV, LLC | CLO VI Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 164,700,000 | |||||||||||||
Middle market loans | ORCC Financing IV, LLC | CLO VII Issuer | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 93,313,000 | |||||||||||||
CLO I | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 596,000,000 | 390,000,000 | $ 390,000,000 | |||||||||||
CLO I, Class A Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 242,000,000 | |||||||||||||
CLO I, Class A Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.80% | |||||||||||||
CLO I, Class A-F Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 30,000,000 | |||||||||||||
Interest rate, stated percentage | 4.165% | |||||||||||||
CLO I, Class B Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 68,000,000 | |||||||||||||
CLO I, Class B Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.70% | |||||||||||||
CLO I, Class A Loans | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Proceeds from Issuance of Secured Debt | $ 50,000,000 | |||||||||||||
CLO I, Class A Loans | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.80% | |||||||||||||
CLO II | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 398,100,000 | 396,600,000 | 260,000,000 | 260,000,000 | ||||||||||
CLO II, Class A-1L Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 157,000,000 | |||||||||||||
CLO II, Class A-1L Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.75% | |||||||||||||
CLO II, Class A-1F Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 40,000,000 | |||||||||||||
Interest rate, stated percentage | 3.44% | |||||||||||||
CLO II, Class A-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 20,000,000 | |||||||||||||
CLO II, Class A-2 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.20% | |||||||||||||
CLO II, Class B-L Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 40,000,000 | |||||||||||||
CLO II, Class B-L Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.75% | |||||||||||||
CLO II, Class B-F Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 3,000,000 | |||||||||||||
Interest rate, stated percentage | 4.46% | |||||||||||||
CLO II, Class A-LR Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 204,000,000 | |||||||||||||
CLO II, Class A-LR Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.55% | |||||||||||||
CLO II, Class A-FR Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 20,000,000 | |||||||||||||
Interest rate, stated percentage | 2.48% | |||||||||||||
CLO II, Class B-R Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 36,000,000 | |||||||||||||
CLO II, Class B-R Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.90% | |||||||||||||
CLO III | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 395,310,000 | 260,000,000 | 260,000,000 | |||||||||||
CLO III, Class A-1L Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 166,000,000 | |||||||||||||
CLO III, Class A-1L Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.80% | |||||||||||||
CLO III, Class A-1F Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 40,000,000 | |||||||||||||
Interest rate, stated percentage | 2.75% | |||||||||||||
CLO III, Class A-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 20,000,000 | |||||||||||||
CLO III, Class A-2 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2% | |||||||||||||
CLO III, Class B Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 34,000,000 | |||||||||||||
CLO III, Class B Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.45% | |||||||||||||
CLO IV | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 440,500,000 | 438,900,000 | 292,500,000 | 292,500,000 | ||||||||||
CLO IV, Class A-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 236,500,000 | |||||||||||||
CLO IV, Class A-1 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.62% | |||||||||||||
CLO IV, Class A-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 15,500,000 | |||||||||||||
CLO IV, Class A-2 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 3.40% | |||||||||||||
CLO IV, Class A-1-R Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 252,000,000 | |||||||||||||
CLO IV, Class A-1-R Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.60% | |||||||||||||
CLO IV, Class A-2-R Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 40,500,000 | |||||||||||||
CLO IV, Class A-2-R Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.90% | |||||||||||||
CLO V | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 669,200,000 | 345,450,000 | 509,625,000 | 669,200,000 | 196,000,000 | |||||||||
CLO V, Class A-1R Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 354,400,000 | 354,400,000 | ||||||||||||
CLO V, Class A-1R Notes | Benchmark Rate | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.78% | |||||||||||||
CLO V, Class A-2R Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 30,400,000 | 30,400,000 | ||||||||||||
CLO V, Class A-2R Notes | Benchmark Rate | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.95% | |||||||||||||
CLO V, Class B-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 49,000,000 | 49,000,000 | ||||||||||||
CLO V, Class B-1 Notes | Benchmark Rate | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.20% | |||||||||||||
CLO V, Class B-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 5,000,000 | 5,000,000 | ||||||||||||
Interest rate, stated percentage | 4.25% | |||||||||||||
CLO V, Class C-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 31,500,000 | 31,500,000 | ||||||||||||
CLO V, Class C-1 Notes | Benchmark Rate | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 3.15% | |||||||||||||
CLO V, Class C-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 39,400,000 | $ 39,400,000 | ||||||||||||
Interest rate, stated percentage | 5.10% | |||||||||||||
CLO V, Class A-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 182,000,000 | |||||||||||||
CLO V, Class A-1 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.85% | |||||||||||||
CLO V, Class A-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 14,000,000 | |||||||||||||
CLO V, Class A-2 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.20% | |||||||||||||
CLO VI | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 397,780,000 | 260,000,000 | $ 260,000,000 | |||||||||||
CLO VI, Class A Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 224,000,000 | |||||||||||||
CLO VI, Class A Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.45% | |||||||||||||
CLO VI, Class B-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 26,000,000 | |||||||||||||
CLO VI, Class B-1 Notes | LIBOR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 1.75% | |||||||||||||
CLO VI, Class B-F Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 10,000,000 | |||||||||||||
Interest rate, stated percentage | 2.83% | |||||||||||||
CLO VII | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | 350,470,000 | $ 239,150,000 | ||||||||||||
CLO VII, Class A-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 48,000,000 | |||||||||||||
CLO VII, Class A-1 Notes | SOFR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.10% | |||||||||||||
CLO VII, Class A-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 24,000,000 | |||||||||||||
Interest rate, stated percentage | 5% | |||||||||||||
CLO VII, Class B-1 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 6,000,000 | |||||||||||||
CLO VII, Class B-1 Notes | SOFR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.85% | |||||||||||||
CLO VII, Class B-2 Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 26,150,000 | |||||||||||||
Interest rate, stated percentage | 5.71% | |||||||||||||
CLO VII, Class C Notes | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 10,000,000 | |||||||||||||
Interest rate, stated percentage | 6.86% | |||||||||||||
CLO VII, Class A-L1 Loans | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 75,000,000 | |||||||||||||
CLO VII, Class A-L2 Loans | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Debt instrument, face amount | $ 50,000,000 | |||||||||||||
CLO VII, Class A-L1 and A-L2 Loans | SOFR | Secured debt | ||||||||||||||
Debt Instrument [Line Items] | ||||||||||||||
Basis spread on variable rate | 2.10% |
Debt - Unsecured Notes (Details
Debt - Unsecured Notes (Details) - USD ($) | 2 Months Ended | 3 Months Ended | 9 Months Ended | ||||||||||||||
Dec. 23, 2021 | Nov. 23, 2021 | Apr. 26, 2021 | Dec. 08, 2020 | Jul. 23, 2020 | Jan. 22, 2020 | Oct. 08, 2019 | Apr. 10, 2019 | Aug. 17, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Dec. 31, 2021 | Jun. 11, 2021 | Jan. 31, 2018 | Dec. 21, 2017 | |
Debt Instrument [Line Items] | |||||||||||||||||
Notional Amount | $ 900,000,000 | $ 900,000,000 | $ 900,000 | ||||||||||||||
2023 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 138,500,000 | ||||||||||||||||
2023 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 150,000,000 | $ 11,500,000 | $ 150,000,000 | ||||||||||||||
Interest rate, stated percentage | 4.75% | ||||||||||||||||
Debt redeemed | $ 150,000,000 | $ 1,000,000 | $ 3,000,000 | ||||||||||||||
Debt asset coverage (in percentage) | 100% | 100% | |||||||||||||||
2023 Notes | Unsecured debt investments | Interest Rate Swap | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Notional Amount | $ 150,000,000 | ||||||||||||||||
Fixed interest rate | 4.75% | ||||||||||||||||
2023 Notes | Unsecured debt investments | Maximum | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Interest rate, stated percentage | 5.50% | ||||||||||||||||
2023 Notes | Unsecured debt investments | LIBOR | Interest Rate Swap | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis spread on variable rate | 2.545% | ||||||||||||||||
2024 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 400,000,000 | 400,000,000 | 400,000,000 | 400,000,000 | |||||||||||||
Interest rate, stated percentage | 5.25% | ||||||||||||||||
Debt redeemed | 0 | 0 | 4,300,000 | 4,300,000 | |||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
2024 Notes | Unsecured debt investments | Interest Rate Swap | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Notional Amount | $ 400,000,000 | ||||||||||||||||
Fixed interest rate | 5.25% | ||||||||||||||||
Fair value, net | (12,700,000) | (12,700,000) | 12,000,000 | ||||||||||||||
2024 Notes | Unsecured debt investments | LIBOR | Interest Rate Swap | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis spread on variable rate | 2.937% | ||||||||||||||||
2024 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 0.0050 | ||||||||||||||||
2025 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 425,000,000 | 425,000,000 | 425,000,000 | 425,000,000 | |||||||||||||
Interest rate, stated percentage | 4% | ||||||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
2025 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 0.0040 | ||||||||||||||||
2027 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 500,000,000 | 500,000,000 | 500,000,000 | 500,000,000 | |||||||||||||
Interest rate, stated percentage | 2.625% | ||||||||||||||||
Debt redeemed | 1,000,000 | $ 900,000 | 3,100,000 | $ 900,000 | |||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
2027 Notes | Unsecured debt investments | Interest Rate Swap | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Notional Amount | $ 500,000,000 | ||||||||||||||||
Fixed interest rate | 2.625% | ||||||||||||||||
Fair value, net | (61,100,000) | (61,100,000) | 7,600,000 | ||||||||||||||
2027 Notes | Unsecured debt investments | LIBOR | Interest Rate Swap | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis spread on variable rate | 1.655% | ||||||||||||||||
2027 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 0.0030 | ||||||||||||||||
July 2025 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 500,000,000 | 500,000,000 | 500,000,000 | 500,000,000 | |||||||||||||
Interest rate, stated percentage | 3.75% | ||||||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
July 2025 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 35 | ||||||||||||||||
2026 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 500,000,000 | 500,000,000 | 500,000,000 | 500,000,000 | |||||||||||||
Interest rate, stated percentage | 4.25% | ||||||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
2026 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 0.0050 | ||||||||||||||||
July 2026 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 1,000,000,000 | 1,000,000,000 | 1,000,000,000 | 1,000,000,000 | |||||||||||||
Interest rate, stated percentage | 3.40% | ||||||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
July 2026 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 0.0050 | ||||||||||||||||
2028 Notes | Unsecured debt investments | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Debt instrument, face amount | $ 400,000,000 | $ 850,000,000 | $ 850,000,000 | $ 850,000,000 | $ 450,000,000 | ||||||||||||
Interest rate, stated percentage | 2.875% | ||||||||||||||||
Debt asset coverage (in percentage) | 100% | ||||||||||||||||
2028 Notes | Unsecured debt investments | Treasury Rate | |||||||||||||||||
Debt Instrument [Line Items] | |||||||||||||||||
Basis points | 0.0030 |
Commitments and Contingencies_2
Commitments and Contingencies (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021 |
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | $ 970,580 | $ 963,808 |
Investment, Identifier [Axis]: 3ES Innovation Inc. (dba Aucerna) First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,193 | 3,893 |
Investment, Identifier [Axis]: AAM Series 1.1 Rail and Domestic Intermodal Feeder, LLC, LLC Interest | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 45,000 | 0 |
Investment, Identifier [Axis]: AAM Series 2.1 Aviation Feeder, LLC, LLC Interest | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 43,632 | 0 |
Investment, Identifier [Axis]: ABB/Con-cise Optical Group LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 495 | 0 |
Investment, Identifier [Axis]: Accela, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,500 | 3,000 |
Investment, Identifier [Axis]: Alera Group, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 417 |
Investment, Identifier [Axis]: AmSpec Group, Inc. (fka AmSpec Services Inc.), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 11,750 | 10,665 |
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 182 | 0 |
Investment, Identifier [Axis]: AmeriLife Holdings LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 91 | 0 |
Investment, Identifier [Axis]: Anaplan, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 9,722 | 0 |
Investment, Identifier [Axis]: Apex Group Treasury, LLC, Second lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 25,147 |
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 164 | 0 |
Investment, Identifier [Axis]: Apex Service Partners, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 50 | 0 |
Investment, Identifier [Axis]: Apptio, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,667 | 1,667 |
Investment, Identifier [Axis]: Aramsco, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,099 | 8,378 |
Investment, Identifier [Axis]: Ardonagh Midco 3 PLC, First lien senior secured GBP delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 9,097 | 11,038 |
Investment, Identifier [Axis]: Armstrong Bidco Limited (dba The Access Group), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 760 | 0 |
Investment, Identifier [Axis]: Ascend Buyer, LLC (dba PPC Flexible Packaging), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 489 | 471 |
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 46,567 | 0 |
Investment, Identifier [Axis]: Associations, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 32,923 | 32,923 |
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,331 | 8,331 |
Investment, Identifier [Axis]: AxiomSL Group, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 18,227 | 18,227 |
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 28,014 | 28,014 |
Investment, Identifier [Axis]: BCPE Osprey Buyer, Inc. (dba PartsSource), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 11,855 | 11,855 |
Investment, Identifier [Axis]: BCTO BSI Buyer, Inc. (dba Buildertrend), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,036 | 2,339 |
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 29,054 | 29,054 |
Investment, Identifier [Axis]: BP Veraison Buyer, LLC (dba Sun World), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,716 | 8,716 |
Investment, Identifier [Axis]: Bayshore Intermediate #2, L.P. (dba Boomi), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,913 | 6,913 |
Investment, Identifier [Axis]: Blend Labs, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 7,500 | 7,500 |
Investment, Identifier [Axis]: Brightway Holdings, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,158 | 3,158 |
Investment, Identifier [Axis]: Centrify Corporation, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,409 | 6,817 |
Investment, Identifier [Axis]: Chapford SMA Partnership, L.P., LP Interest | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,575 | 0 |
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 6,673 |
Investment, Identifier [Axis]: CivicPlus, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,698 | 1,335 |
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 4,008 | 9,849 |
Investment, Identifier [Axis]: Denali BuyerCo, LLC (dba Summit Companies), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,998 | 3,556 |
Investment, Identifier [Axis]: Diamondback Acquisition, Inc. (dba Sphera), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,080 | 1,080 |
Investment, Identifier [Axis]: Dodge Data & Analytics LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 1,888 |
Investment, Identifier [Axis]: Douglas Products and Packaging Company LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,619 | 3,936 |
Investment, Identifier [Axis]: EET Buyer, Inc. (dba e-Emphasys), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 455 | 455 |
Investment, Identifier [Axis]: Entertainment Benefits Group, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 133 | 11,200 |
Investment, Identifier [Axis]: Evolution BuyerCo, Inc. (dba SIAA), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 10,709 | 10,709 |
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 48,750 | 0 |
Investment, Identifier [Axis]: Forescout Technologies, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 5,345 | 5,345 |
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 155 | 1,347 |
Investment, Identifier [Axis]: Fortis Solutions Group, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 431 | 462 |
Investment, Identifier [Axis]: Fullsteam Operations, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,838 | 0 |
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 614 |
Investment, Identifier [Axis]: GI Ranger Intermediate, LLC (dba Rectangle Health), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 332 | 369 |
Investment, Identifier [Axis]: Gainsight, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,357 | 3,357 |
Investment, Identifier [Axis]: Galls, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 14,186 | 20,468 |
Investment, Identifier [Axis]: Gaylord Chemical Company, L.L.C., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 13,202 | 13,202 |
Investment, Identifier [Axis]: Gerson Lehrman Group, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 21,563 | 21,563 |
Investment, Identifier [Axis]: Global Music Rights, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 667 | 667 |
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,111 | 1,111 |
Investment, Identifier [Axis]: GovBrands Intermediate, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 573 | 793 |
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,006 | 1,006 |
Investment, Identifier [Axis]: Granicus, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,187 | 1,187 |
Investment, Identifier [Axis]: Guidehouse Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 351 |
Investment, Identifier [Axis]: H&F Opportunities LUX III S.À R.L (dba Checkmarx), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 16,250 | 16,250 |
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 12,803 | 49,359 |
Investment, Identifier [Axis]: HGH Purchaser, Inc. (dba Horizon Services), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,520 | 7,031 |
Investment, Identifier [Axis]: Hercules Borrower, LLC (dba The Vincit Group), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 18,685 | 20,916 |
Investment, Identifier [Axis]: Hissho Sushi Merger Sub LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 65 | 0 |
Investment, Identifier [Axis]: Hometown Food Company, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,529 | 4,235 |
Investment, Identifier [Axis]: IG Investments Holdings, LLC (dba Insight Global), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,974 | 1,987 |
Investment, Identifier [Axis]: IQN Holding Corp. (dba Beeline), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 22,672 |
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,463 | 0 |
Investment, Identifier [Axis]: Ideal Image Development, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,829 | 0 |
Investment, Identifier [Axis]: Ideal Tridon Holdings, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 5,727 | 3,927 |
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 250 | 0 |
Investment, Identifier [Axis]: Indigo Buyer, Inc. (dba Inovar Packaging Group), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 83 | 0 |
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 6,890 |
Investment, Identifier [Axis]: Individual Foodservice Holdings, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 21,567 | 20,609 |
Investment, Identifier [Axis]: Inovalon Holdings, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 18,988 | 18,988 |
Investment, Identifier [Axis]: Integrity Marketing Acquisition, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 14,832 | 14,832 |
Investment, Identifier [Axis]: Intelerad Medical Systems Incorporated (fka 11849573 Canada Inc.), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,607 | 1,607 |
Investment, Identifier [Axis]: Interoperability Bidco, Inc. (dba Lyniate), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,043 | 4,000 |
Investment, Identifier [Axis]: KPSKY Acquisition, Inc. (dba BluSky), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 256 |
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,134 | 0 |
Investment, Identifier [Axis]: Kaseya Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,134 | 0 |
Investment, Identifier [Axis]: Lazer Spot G B Holdings, Inc. (f/k/a Laxer Spot GB Holdings, Inc.), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 26,833 | 26,833 |
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,922 | 3,922 |
Investment, Identifier [Axis]: Lignetics Investment Corp., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 549 | 3,922 |
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 5,176 |
Investment, Identifier [Axis]: Litera Bidco LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 5,738 | 5,738 |
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 9,850 |
Investment, Identifier [Axis]: MHE Intermediate Holdings, LLC (dba OnPoint Group), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 15,536 | 15,536 |
Investment, Identifier [Axis]: MINDBODY, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,071 | 6,071 |
Investment, Identifier [Axis]: Mario Midco Holdings, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,381 | 0 |
Investment, Identifier [Axis]: Mario Purchaser, LLC (dba Len the Plumber), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 4,880 | 0 |
Investment, Identifier [Axis]: Medline Borrower, LP, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 7,190 | 7,190 |
Investment, Identifier [Axis]: Milan Laser Holdings LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,078 | 2,078 |
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 226 | 226 |
Investment, Identifier [Axis]: Ministry Brands Holdings, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 68 | 68 |
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 4,073 | 4,073 |
Investment, Identifier [Axis]: NMI Acquisitionco, Inc. (dba Network Merchants), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,652 | 1,652 |
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 3,980 |
Investment, Identifier [Axis]: National Dentex Labs LLC (fka Barracuda Dental LLC), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 6,322 |
Investment, Identifier [Axis]: Natural Partners, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 68 | 0 |
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured EUR revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,214 | 7,518 |
Investment, Identifier [Axis]: Nelipak Holding Company, First lien senior secured USD revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,299 | 4,288 |
Investment, Identifier [Axis]: Norvax, LLC (dba GoHealth), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,761 | 2,761 |
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,385 | 15,962 |
Investment, Identifier [Axis]: Notorious Topco, LLC (dba Beauty Industry Group), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 9,577 | 7,981 |
Investment, Identifier [Axis]: OB Hospitalist Group, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 12,119 | 13,533 |
Investment, Identifier [Axis]: Ole Smoky Distillery, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 116 | 0 |
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 180 | 0 |
Investment, Identifier [Axis]: PPV Intermediate Holdings, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 67 | 0 |
Investment, Identifier [Axis]: PS Operating Company LLC (fka QC Supply, LLC), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,324 | 2,650 |
Investment, Identifier [Axis]: Pacific BidCo Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,436 | 0 |
Investment, Identifier [Axis]: Patriot Acquisition TopCo S.A.R.L (dba Corza Health, Inc.), | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 13,538 | 13,538 |
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 8,695 |
Investment, Identifier [Axis]: Peter C. Foy & Associates Insurance Services, LLC (dba PCF Insurance Services), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,161 | 6,161 |
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 176 | 0 |
Investment, Identifier [Axis]: Plasma Buyer LLC (dba PathGroup), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 76 | 0 |
Investment, Identifier [Axis]: Pluralsight, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,235 | 6,235 |
Investment, Identifier [Axis]: Project Power Buyer, LLC (dba PEC-Veriforce), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,188 | 3,188 |
Investment, Identifier [Axis]: QAD, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 3,429 | 3,429 |
Investment, Identifier [Axis]: Quva Pharma, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,240 | 4,000 |
Investment, Identifier [Axis]: Reef Global Acquisition LLC (fka Cheese Acquisition, LLC), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 5,377 |
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 797 |
Investment, Identifier [Axis]: Refresh Parent Holdings, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 6,897 |
Investment, Identifier [Axis]: Relativity ODA LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 7,333 | 7,333 |
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 175 | 0 |
Investment, Identifier [Axis]: SWK BUYER, Inc. (dba Stonewall Kitchen), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 17 | 0 |
Investment, Identifier [Axis]: SailPoint Technologies Holdings, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 4,358 | 0 |
Investment, Identifier [Axis]: Sara Lee Frozen Bakery, LLC (fka KSLB Holdings, LLC), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 600 | 8,700 |
Investment, Identifier [Axis]: Securonix, Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 153 | 0 |
Investment, Identifier [Axis]: SimpliSafe Holding Corporation, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 772 | 0 |
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 190 | 0 |
Investment, Identifier [Axis]: Smarsh Inc., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 48 | 0 |
Investment, Identifier [Axis]: Sonny's Enterprises LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 17,969 | 15,402 |
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 5,637 | 0 |
Investment, Identifier [Axis]: Spotless Brands, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 360 | 0 |
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 7,118 | 7,118 |
Investment, Identifier [Axis]: Swipe Acquisition Corporation (dba PLI), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 6,228 | 10,230 |
Investment, Identifier [Axis]: TC Holdings, LLC (dba TrialCard), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 7,685 |
Investment, Identifier [Axis]: THG Acquisition, LLC (dba Hilb), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 8,608 | 8,608 |
Investment, Identifier [Axis]: Tahoe Finco, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 9,244 | 9,244 |
Investment, Identifier [Axis]: Tamarack Intermediate, L.L.C. (dba Verisk 3E), Tamarack Intermediate, L.L.C. (dba Verisk 3E) | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 141 | 0 |
Investment, Identifier [Axis]: Tempo Buyer Corp. (dba Global Claims Services), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 308 | 308 |
Investment, Identifier [Axis]: Tempo Buyer Corp. (dba Global Claims Services), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 145 | 154 |
Investment, Identifier [Axis]: The NPD Group, L.P., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,510 | 0 |
Investment, Identifier [Axis]: The Shade Store, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 909 | 909 |
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 7,018 | 10,965 |
Investment, Identifier [Axis]: Thunder Purchaser, Inc. (dba Vector Solutions), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,522 | 3,838 |
Investment, Identifier [Axis]: Troon Golf, L.L.C., First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 21,622 | 21,621 |
Investment, Identifier [Axis]: USRP Holdings, Inc. (dba U.S. Retirement and Benefits Partners), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 4,239 | 4,168 |
Investment, Identifier [Axis]: Ultimate Baked Goods Midco, LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 2,984 | 4,724 |
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 55 | 0 |
Investment, Identifier [Axis]: Unified Women's Healthcare, LP, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 88 | 0 |
Investment, Identifier [Axis]: Valence Surface Technologies LLC, First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 49 | 49 |
Investment, Identifier [Axis]: Velocity HoldCo III Inc. (dba VelocityEHS), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 1,340 | 1,340 |
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured delayed draw term loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 0 | 14,829 |
Investment, Identifier [Axis]: WU Holdco, Inc. (dba Weiman Products, LLC), First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 9,219 | 13,444 |
Investment, Identifier [Axis]: When I Work, Inc. First lien senior secured revolving loan | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | 925 | 925 |
Investment, Identifier [Axis]: Wingspire Capital Holdings LLC, LLC Interest | ||
Investments in and Advances to Affiliates [Line Items] | ||
Outstanding commitments to fund investments | $ 45,855 | $ 51,962 |
Commitments and Contingencies -
Commitments and Contingencies - Narrative (Details) - USD ($) | 1 Months Ended | 9 Months Ended | 23 Months Ended | ||||||||||||
Sep. 30, 2022 | Nov. 02, 2021 | Nov. 03, 2020 | Sep. 30, 2022 | Aug. 31, 2022 | Jul. 31, 2022 | Jun. 30, 2022 | May 31, 2022 | Apr. 30, 2022 | Mar. 31, 2022 | Feb. 28, 2022 | Jan. 31, 2022 | Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | |
Commitments and Contingencies Disclosure [Abstract] | |||||||||||||||
Stock repurchase program, authorized amount | $ 100,000,000 | ||||||||||||||
Repurchase program term | 12 months | 12 months | |||||||||||||
Stock repurchased during period (in shares) | 944,076 | 0 | 0 | 0 | 0 | 757,926 | 0 | 0 | 0 | 0 | 757,926 | ||||
Repurchases of common stock | $ 10,015,000 | $ 0 | $ 12,600,000 |
Net Assets - Narratives (Detail
Net Assets - Narratives (Details) - USD ($) | 1 Months Ended | 9 Months Ended | 23 Months Ended | |||||||||||||
Sep. 30, 2022 | Nov. 02, 2021 | Nov. 03, 2020 | Sep. 30, 2022 | Aug. 31, 2022 | Jul. 31, 2022 | Jun. 30, 2022 | May 31, 2022 | Apr. 30, 2022 | Mar. 31, 2022 | Feb. 28, 2022 | Jan. 31, 2022 | Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Dec. 31, 2021 | |
Equity [Abstract] | ||||||||||||||||
Common stock, shares authorized (in shares) | 500,000,000 | 500,000,000 | 500,000,000 | 500,000,000 | 500,000,000 | |||||||||||
Common stock, par value (in USD dollar per share) | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | $ 0.01 | |||||||||||
Stock repurchase program, authorized amount | $ 100,000,000 | |||||||||||||||
Repurchase program term | 12 months | 12 months | ||||||||||||||
Stock repurchased during period (in shares) | 944,076 | 0 | 0 | 0 | 0 | 757,926 | 0 | 0 | 0 | 0 | 757,926 | |||||
Repurchases of common stock | $ 10,015,000 | $ 0 | $ 12,600,000 |
Net Assets - Schedule of Distri
Net Assets - Schedule of Distributions Declared on Shares (Details) - $ / shares | Aug. 02, 2022 | May 03, 2022 | Feb. 23, 2022 | Aug. 03, 2021 | May 05, 2021 | Feb. 23, 2021 |
Equity [Abstract] | ||||||
Common stock, dividends declared per share (in USD per share) | $ 0.31 | $ 0.31 | $ 0.31 | $ 0.31 | $ 0.31 | $ 0.31 |
Net Assets - Schedule of Shares
Net Assets - Schedule of Shares Distributed Pursuant to the Dividend Reinvestment Plan (Details) - shares | Aug. 15, 2022 | May 15, 2022 | Jan. 31, 2022 | Aug. 13, 2021 | May 14, 2021 | Jan. 19, 2021 |
Equity [Abstract] | ||||||
Dividend reinvestment plan shares (in shares) | 886,113 | 830,764 | 814,084 | 935,064 | 815,703 | 1,435,099 |
Net Assets - Repurchase Program
Net Assets - Repurchase Program (Details) - USD ($) $ / shares in Units, $ in Thousands | 1 Months Ended | 3 Months Ended | 9 Months Ended | |||||||||||
Sep. 30, 2022 | Sep. 30, 2022 | Aug. 31, 2022 | Jul. 31, 2022 | Jun. 30, 2022 | May 31, 2022 | Apr. 30, 2022 | Mar. 31, 2022 | Feb. 28, 2022 | Jan. 31, 2022 | Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | |
Equity [Abstract] | ||||||||||||||
Total Number of Shares Repurchased (in shares) | 944,076 | 0 | 0 | 0 | 0 | 757,926 | 0 | 0 | 0 | 0 | 757,926 | |||
Average Price Paid per Share (in USD per shares) | $ 0 | $ 0 | $ 0 | $ 0 | $ 13.21 | $ 0 | $ 0 | $ 0 | $ 0 | |||||
Approximate Dollar Value of Shares that have been Purchased Under the Plans | $ 0 | $ 0 | $ 0 | $ 0 | $ 10,000 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 0 | $ 10,015 | $ 0 | |
Approximate Dollar Value of Shares that May Yet Be Purchased Under the Plan | $ 87,400 | $ 87,400 | $ 87,400 | $ 87,400 | $ 87,400 | $ 87,400 | $ 97,400 | $ 97,400 | $ 97,400 | $ 97,400 | $ 87,400 | $ 87,400 |
Earnings Per Share (Details)
Earnings Per Share (Details) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | |
Earnings Per Share [Abstract] | ||||
Increase (decrease) in net assets resulting from operations | $ 265,427 | $ 142,851 | $ 274,465 | $ 450,876 |
Weighted-average shares outstanding, basic (in shares) | 393,823,013 | 392,715,513 | 394,103,935 | 391,893,306 |
Weighted-average shares outstanding, diluted (in shares) | 393,823,013 | 392,715,513 | 394,103,935 | 391,893,306 |
Earnings per common share basic (in usd per share) | $ 0.67 | $ 0.36 | $ 0.70 | $ 1.15 |
Earnings per common share diluted (in usd per share) | $ 0.67 | $ 0.36 | $ 0.70 | $ 1.15 |
Income Taxes (Details)
Income Taxes (Details) - USD ($) | 3 Months Ended | 9 Months Ended | |||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Dec. 31, 2021 | |
Income Tax Disclosure [Abstract] | |||||
U.S. federal income tax expense (benefit) | $ 1,604,000 | $ 1,680,000 | $ 3,998,000 | $ 3,004,000 | |
U.S. federal excise tax expense (benefit) | $ 21,600 | ||||
Net deferred tax liability | $ 12,000,000 | $ 12,000,000 | $ 12,000,000 |
Financial Highlights (Details)
Financial Highlights (Details) - USD ($) $ / shares in Units, $ in Thousands | 3 Months Ended | 9 Months Ended | ||||||
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021 | Jun. 30, 2022 | Dec. 31, 2021 | Jun. 30, 2021 | Dec. 31, 2020 | |
Investment Company, Net Assets [Roll Forward] | ||||||||
Net asset value, beginning of period (in usd per share) | $ 15.08 | $ 14.74 | ||||||
Net investment income (in usd per share) | 1 | 0.90 | ||||||
Net realized and unrealized gain (loss) (in usd per share) | (0.30) | 0.24 | ||||||
Total from operations (in usd per share) | 0.70 | 1.14 | ||||||
Repurchase of common shares (in usd per share) | 0 | 0 | ||||||
Distributions declared from earnings (in usd per share) | (0.93) | (0.93) | ||||||
Total increase (decrease) in net assets (in usd per share) | (0.23) | 0.21 | ||||||
Net asset value, end of period (in usd per share) | $ 14.85 | $ 14.95 | $ 14.85 | $ 14.95 | ||||
Shares outstanding, end of period (in shares) | 393,823,013 | 393,152,554 | 393,823,013 | 393,152,554 | 393,766,855 | |||
Per share market value at end of period (in usd per share) | $ 10.37 | $ 14.12 | $ 10.37 | $ 14.12 | ||||
Total Return, based on market value | (21.10%) | 18.90% | ||||||
Total Return, based on net asset value | 5.20% | 7.90% | ||||||
Ratio of total expenses to average net assets | 10.40% | 8.90% | ||||||
Ratio of net investment income to average net assets | 9% | 8.10% | ||||||
Net assets, end of period | $ 5,847,788 | $ 5,876,992 | $ 5,847,788 | $ 5,876,992 | $ 5,704,446 | $ 5,937,877 | $ 5,842,264 | $ 5,746,434 |
Weighted-average shares outstanding (in shares) | 393,823,013 | 392,715,513 | 394,103,935 | 391,893,306 | ||||
Portfolio turnover rate | 10.10% | 34% |
Subsequent Events (Details)
Subsequent Events (Details) - USD ($) | Nov. 01, 2022 | Aug. 02, 2022 | May 03, 2022 | Feb. 23, 2022 | Nov. 02, 2021 | Aug. 03, 2021 | May 05, 2021 | Feb. 23, 2021 | Nov. 03, 2020 |
Subsequent Event [Line Items] | |||||||||
Common stock, dividends declared per share (in USD per share) | $ 0.31 | $ 0.31 | $ 0.31 | $ 0.31 | $ 0.31 | $ 0.31 | |||
Stock repurchase program, authorized amount | $ 100,000,000 | ||||||||
Repurchase program term | 12 months | 12 months | |||||||
Subsequent Event | |||||||||
Subsequent Event [Line Items] | |||||||||
Common stock, dividends declared per share (in USD per share) | $ 0.33 | ||||||||
Supplemental dividend (in usd per share) | $ 0.03 | ||||||||
Stock repurchase program, authorized amount | $ 150,000,000 | ||||||||
Repurchase program term | 18 months |