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

            

Characteristics (4)
Weighted Average Loan Spread 4.32%
Weighted Average Days to Reset 45
Weighted Average Bond Coupon Rate 6.20%
Weighted Average Duration (years) 0.13
Weighted Average Maturity (years) 4.81
Number of Positions 141
Weighted Average Cost (Excluding equity and warrant securities) 97.97
Weighted Average Market Value (Excluding equity and warrant securities) 95.93
Top 10 Holdings (2, 5)
Red Ventures LLC
Term Loan B-1
1.78%
Avaya, Inc.,
Tranche B Term Loan
1.74%
Sprint Communications, Inc. 2018
Incremental Term Loan
1.70%
Rackspace Hosting (Inception Merger Sub Inc.),
2017 Term Loan B
1.69%
Cvent, Inc.,
Term Loan B
1.44%
CT Technologies Intermediate Holdings
New Term Loan
1.40%
United Natural Foods
Term Loan B
1.38%
Alvogen Pharma US, Inc.
Term Loan B
1.35%
Infoblox, Inc.
New Term Loan
1.25%
Radiate Holdco LLC
Closing Date Term Loan

1.23%
Top 5 Industries (2, 6)
High Tech Industries 22.58%
Services: Business 19.49%
Banking, Finance, Insurance & Real Estate 5.92%
Telecommunications 5.87%
Services: Consumer 4.99%