PORTFOLIO COMPOSITION (1)
All data as of December 31, 2020, unless otherwise noted
| Characteristics (4) | |
| Weighted Average Loan Spread | 1.12% |
| Weighted Average Days to Reset | 0 |
| Weighted Average Bond Coupon Rate | 1.62% |
| Weighted Average Duration (years) | 0.01 |
| Weighted Average Maturity (years) | 0.02 |
| Number of Positions | 163 |
| Weighted Average Cost (Excluding equity and warrant securities) | 97.71 |
| Weighted Average Market Value (Excluding equity and warrant securities) | 97.41 |
| Top 10 Holdings (2, 5) | |
| United Natural Foods, Inc., Term Loan B |
2.40% |
| Red Ventures LLC Term Loan B-2 |
1.75% |
| Alvogen Pharma US, Inc. January 2020 Loan |
1.58% |
| Air Methods Corporation, Term Loan B - 1st Lien |
1.44% |
| Terrier Media Buyer, Inc., Term Loan B |
1.41% |
| Abe Investment Holdings, Inc., Initial Dollar Term Loan |
1.38% |
| Kenan Advantage Group Holdings Corp., Initial U.S. Term Loan |
1.21% |
| AppLovin Corp. Term Loan B |
1.21% |
| Zaxby's Operating Company L.P., Term Loan B |
1.20% |
| WP CityMD Bidco, LLC Term Loan B |
1.19% |
| Top 5 Industries (2, 6) | |
| High Tech Industries | 18.97% |
| Services: Business | 16.07% |
| Healthcare & Pharmaceuticals | 6.94% |
| Services: Consumer | 6.10% |
| Hotel, Gaming & Leisure | 5.79% |
