PORTFOLIO COMPOSITION (1)
All data as of March 31, 2019, unless otherwise noted

            

Characteristics (4)
Weighted Average Loan Spread 4.35%
Weighted Average Days to Reset 39
Weighted Average Bond Coupon Rate 7.04%
Weighted Average Duration (years) 0.24
Weighted Average Maturity (years) 5.09
Number of Positions 153
Weighted Average Cost (Excluding equity and warrant securities) 98.47
Weighted Average Market Value (Excluding equity and warrant securities) 95.45
Top 10 Holdings (2, 5)
Avaya, Inc.,
Tranche B Term Loan - First Lien
3.04%
First Data Corporation,
2024A New Dollar Term Loan - First Lein
2.20%
Scientific Games International, Inc. (AKA SGMS),
Initial Term Loan B-5 - First Lien
1.90%
Gruden Acquisition, Inc. (Quality Distribution LLC),
Incremental Term Loan - First Lien
1.84%
Rackspace Hosting (Inception Merger Sub Inc.),
2017 Term Loan B - First Lien
1.54%
Inovalon Holdings, Inc.,
Term Loan B - First Lien
1.51%
HGIM Corp. (Harvey Gulf),
Term Loan (Exit) - First Lien
1.39%
Cvent, Inc.,
Term Loan B - First Lien
1.33%
Sprint Communications, Inc.,
2019 Incremental Term Loan - First Lien
1.28%
Alvogen Pharma Us, Inc.,
Term Loan B - First Lien
1.27%
Top 5 Industries (2, 6)
High Tech Industries 23.36%
Services: Business 15.02%
Telecommunictions 6.33%
Banking, Finance, Insurance & Real Estate 4.53%
Hotel, Gaming & Leisure 3.98%