PORTFOLIO COMPOSITION (1)
All data as of March 31, 2020, unless otherwise noted
| Characteristics (4) | |
| Weighted Average Loan Spread | 4.28% |
| Weighted Average Days to Reset | 59 |
| Weighted Average Bond Coupon Rate | 5.60% |
| Weighted Average Duration (years) | 0.16 |
| Weighted Average Maturity (years) | 4.79 |
| Number of Positions | 122 |
| Weighted Average Cost (Excluding equity and warrant securities) | 98.09 |
| Weighted Average Market Value (Excluding equity and warrant securities) | 81.33 |
| Top 10 Holdings (2, 5) | |
| Rackspace Hosting, 2017 Term Loan B |
1.99% |
| Red Ventures LLC Term Loan B-2 |
1.94% |
| Alvogen Pharma US, Inc. January 2020 Loan |
1.78% |
| Terrier Media Buyer, Inc., Term Loan B |
1.31% |
| CT Technologies Intermediate New Term Loan Facility |
1.53% |
| Radiate Holdco LLC, Closing Date Term Loan |
1.49% |
| Abe Investment Holdings, Inc., Term Loan B |
1.47% |
| Zayo Group Holdings, Inc., Initial DollarTerm Loan |
1.46% |
| AppLovin Corp., Term Loan B |
1.43 |
| RegionalCare Hospital Partners Term B Loan (First Lien) |
1.39% |
| Top 5 Industries (2, 6) | |
| High Tech Industries | 23.54% |
| Services: Business | 18.29% |
| Healthcare & Pharmaceuticals | 7.28% |
| Telecommunications | 5.46% |
| Services: Consumer | 5.33% |
