PORTFOLIO COMPOSITION (1)
All data as of September 30, 2019, unless otherwise noted

            

Characteristics (4)
Weighted Average Loan Spread 4.21%
Weighted Average Days to Reset 43
Weighted Average Bond Coupon Rate 6.43%
Weighted Average Duration (years) 0.14
Weighted Average Maturity (years) 5.02
Number of Positions 157
Weighted Average Cost (Excluding equity and warrant securities) 98.16
Weighted Average Market Value (Excluding equity and warrant securities) 93.49
Top 10 Holdings (2, 5)
Avaya, Inc.,
Tranche B Term Loan - First Lien
2.91%
Gruden Acquisition, Inc. (Quality Distribution LLC),
Incremental Term Loan - First Lien
1.85%
Red Ventures LLC
Term Loan B-1
1.68%
Inovalon Holdings, Inc.
Term Loan B
1.52%
Rackspace Hosting (Inception Merger Sub Inc.),
2017 Term Loan B - First Lien
1.51%
Berry Global Group, Inc.
Term Loan U
1.39%
Cvent, Inc.,
Term Loan B - First Lien
1.34%
Sprint Communications, Inc. 2018
Incremental Term Loan
1.29%
North American Lifting Holdings, Inc.
Term Loan
1.22%
HGIM Corp. (Harvey Gulf),
Term Loan (Exit) - First Lien

1.21%
Top 5 Industries (2, 6)
High Tech Industries 21.67%
Services: Business 15.75%
Telecommunications 6.07%
Services: Consumer 4.97%
Banking, Finance, Insurance & Real Estate 4.72%