PORTFOLIO COMPOSITION (1)
All data as of September 30, 2020, unless otherwise noted
| Characteristics (4) | |
| Weighted Average Loan Spread | 4.22% |
| Weighted Average Days to Reset | 53 |
| Weighted Average Bond Coupon Rate | 4.84% |
| Weighted Average Duration (years) | 0.15 |
| Weighted Average Maturity (years) | 4.64 |
| Number of Positions | 131 |
| Weighted Average Cost (Excluding equity and warrant securities) | 97.09 |
| Weighted Average Market Value (Excluding equity and warrant securities) | 93.92 |
| Top 10 Holdings (2, 5) | |
| Zayo Group Holdings, Inc., Initial DollarTerm Loan |
2.04% |
| Red Ventures LLC Term Loan B-2 |
1.80% |
| Alvogen Pharma US, Inc. January 2020 Loan |
1.63% |
| Brookfield WEC Holdings Inc, Refinancing Term Loan |
1.59% |
| CT Technologies Intermediate New Term Loan Facility |
1.52% |
| Terrier Media Buyer, Inc., Term Loan B |
1.46% |
| NN, Inc. New 2017 Incremental Term Loan |
1.44% |
| Abe Investment Holdings, Inc., Term Loan B |
1.38% |
| AppLovin Corp. Term Loan B |
1.26% |
| WP CityMD Bidco, LLC Term Loan B |
1.24% |
| Top 5 Industries (2, 6) | |
| High Tech Industries | 21.26% |
| Services: Business | 17.12% |
| Services: Consumer | 6.05% |
| Healthcare & Pharmaceuticals | 5.83% |
| Hotel, Gaming & Leisure | 5.18% |
