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% |
