PORTFOLIO COMPOSITION (1)
All data as of September 30, 2018, unless otherwise noted

            

Characteristics (4)
Weighted Average Loan Spread 4.36%
Weighted Average Days to Reset 40
Weighted Average Bond Coupon Rate 6.60%
Weighted Average Duration (years) 0.39
Weighted Average Maturity (years) 5.15
Number of Positions 191
Weighted Average Cost (Excluding equity securities) 98.34
Weighted Average Market Value (Excluding equity securities) 96.61
Top 10 Holdings (2, 5)
Getty Images, Inc.,
Initial Term Loan - First Lien
2.77%
Avaya, Inc.,
Tranche B Term Loan - First Lien
2.71%
Scientific Games International, Inc. (AKA SGMS),
Initial Term Loan B-5 - First Lien
1.71%
Gruden Acquisition, Inc. (Quality Distribution LLC),
Incremental Term Loan - First Lien
1.64%
Fleetpride Corp.,
Term Loan - First Lien
1.46%
Radiate Holdco LLC (RCN Grande)
Closing Date Term Loan - First Lien
1.44%
Rackspace Hosting (Inception Merger Sub Inc.),
2017 Term Loan B - First Lien
1.43%
Inovalon Holdings, Inc.,
Term Loan B - First Lien
1.33%
Cvent Inc.,
Term Loan B - First Lien
1.20%
Alvogen Pharma Us, Inc.,
Term Loan B - First Lien
1.17%
Top 5 Industries (2, 6)
High Tech Industries 21.11%
Services: Business 14.41%
Hotel, Gaming & Leisure 5.13%
Telecommunications 4.60%
Media: Broadcasting & Subscription 4.50%