PORTFOLIO COMPOSITION (1)
All data as of December 31, 2018, unless otherwise noted

            

Characteristics (4)
Weighted Average Loan Spread 4.41%
Weighted Average Days to Reset 40
Weighted Average Bond Coupon Rate 6.95%
Weighted Average Duration (years) 0.38
Weighted Average Maturity (years) 5.06
Number of Positions 171
Weighted Average Cost (Excluding equity and warrant securities) 98.36
Weighted Average Market Value (Excluding equity and warrant securities) 93.31
Top 10 Holdings (2, 5)
Getty Images, Inc.,
Initial Term Loan - First Lien
3.25%
Avaya, Inc.,
Tranche B Term Loan - First Lien
2.96%
Scientific Games International, Inc. (AKA SGMS),
Initial Term Loan B-5 - First Lien
1.84%
Gruden Acquisition, Inc. (Quality Distribution LLC),
Incremental Term Loan - First Lien
1.82%
Inovalon Holdings, Inc.,
Term Loan B - First Lien
1.48%
Rackspace Hosting (Inception Merger Sub Inc.),
2017 Term Loan B - First Lien
1.46%
Cvent, Inc.,
Term Loan B - First Lien
1.31%
Alvogen Pharma Us, Inc.,
Term Loan B - First Lien
1.29%
North American Lifting Holdings, Inc. (TNT Crane),
Term Loan - First Lien
1.22%
CWGS Group, LLC,
Term Loan - First Lien
1.21%
Top 5 Industries (2, 6)
High Tech Industries 20.90%
Services: Business 15.27%
Telecommunictions 5.47%
Hotel, Gaming & Leisure 4.35%
Media: Broadcasting & Subscription 3.85%