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

            

Characteristics (4)
Weighted Average Loan Spread 4.27%
Weighted Average Days to Reset 42
Weighted Average Bond Coupon Rate 6.76%
Weighted Average Duration (years) 0.17
Weighted Average Maturity (years) 5.03
Number of Positions 144
Weighted Average Cost (Excluding equity and warrant securities) 98.61
Weighted Average Market Value (Excluding equity and warrant securities) 95.35
Top 10 Holdings (2, 5)
Avaya, Inc.,
Tranche B Term Loan - First Lien
2.91%
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
1.91%
Gruden Acquisition, Inc. (Quality Distribution LLC),
Incremental Term Loan - First Lien
1.83%
Red Ventures LLC,
Term Loan B-1 - First Lien
1.66%
Rackspace Hosting (Inception Merger Sub Inc.),
2017 Term Loan B - First Lien
1.51%
Inovalon Holdings, Inc.,
Term Loan B - First Lien
1.51%
Berry Global Group, Inc.,
Term Loan U - First Lien
1.37%
Cvent, Inc.,
Term Loan B - First Lien
1.34%
HGIM Corp. (Harvey Gulf),
Term Loan (Exit) - First Lien

1.34%
Top 5 Industries (2, 6)
High Tech Industries 25.12%
Services: Business 13.51%
Telecommunications 6.11%
Banking, Finance, Insurance & Real Estate 4.99%
Hotel, Gaming & Leisure 4.31%