$ 2,260,816

$ 2,245,025

$ 2,135,954

$ 2,133,381

Level 2

1,409,565

1,281,276

Level 2 | 2019-1 Notes

Level 2 | March 2026 Notes

339,837

330,634

Level 2 | October 2026 Notes

266,260

259,769

257,468

247,873

Level 3

2,172,803

2,118,974

Unobservable inputs not developed

2,260,816

2,245,025

88,013

126,051

Level 3 | Sumitomo Credit Facility

First Lien Senior Secured Loans

546,000

443,000

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

1,474,596

1,554,258

1,530,721

1,674,890

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

$ 1,196,348

$ 1,196,770

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

5.9

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

26.8

20.4

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

11.6

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

$ 112,938

$ 139,041

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

0.5

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

10.1

11.8

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

8.3

8.6

$ 74,181

$ 73,070

First Lien Senior Secured Loans three | Comparable company multiple | Probability weighting of alternative outcomes | Minimum | Level 3

8.2

8.3

First Lien Senior Secured Loans three | Comparable company multiple | Probability weighting of alternative outcomes | Maximum | Level 3

First Lien Senior Secured Loans four | Discounted cash flows | Discount Rate | Level 3

First Lien Senior Secured Loans four | Discounted cash flows | Discount Rate | Minimum | Level 3

$ 8,761

$ 19,484

First Lien Senior Secured Loans four | Discounted cash flows | Discount Rate | Maximum | Level 3

First Lien Senior Secured Loans four | Discounted cash flows | Discount Rate | Weighted average | Level 3

15.2

14.8

First Lien Senior Secured Loans five | Collateral | Recovery Rate | Level 3

13.2

$ 11,553

$ 8,429

100

Equity Interests

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

$ 229,737

$ 210,689

216,020

151,844

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

$ 135,738

$ 128,923

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

13.4

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

16.4

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

15.4

15.2

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

$ 68,937

$ 65,472

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

1.7

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

24.8

22.8

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

11.7

8.6

$ 13,039

$ 13,033

Equity Interest three | Comparable company multiple | Probability weighting of alternative outcomes | Minimum | Level 3

8.2

8.3

Equity Interest three | Comparable company multiple | Probability weighting of alternative outcomes | Maximum | Level 3

Subordinated Notes in Investment Vehicles

Subordinated Notes in Investment Vehicles | Collateral | Recovery Rate | Level 3

$ 302,974

$ 237,974

178,137

125,437

$ 302,974

$ 237,974

Second Lien Senior Secured Loans

100

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

$ 85,797

$ 93,950

95,340

107,066

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

$ 85,797

$ 93,950

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

13.8

12.7

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

23.9

21.8

15.7

(15.7)

Preferred Equity

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

$ 99,650

$ 80,945

75,950

53,991

$ 5,002

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

11.5

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

$ 89,473

$ 75,619

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

1.7

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

15.3

7.1

7.2

Subordinated Debt

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

$ 44,446

$ 43,922

39,280

20,027

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

$ 44,446

$ 43,922

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

12.1

11.9

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

13.3

13.5

12.2

Structured Products

Structured Products | Discounted cash flows | Comparative Yields | Level 3

$ 23,159

$ 22,763

$ 23,159

$ 22,763

14.6

Warrants

Warrants | Comparable company multiple | EBITDA Multiple | Level 3

$ 457

$ 524

$ 506

$ 126

Warrants | Comparable company multiple | EBITDA Multiple | Minimum | Level 3

$ 457

$ 524

Warrants | Comparable company multiple | EBITDA Multiple | Maximum | Level 3

7.8

7.5

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

10.3

11.8