PORTFOLIO COMPOSITION (1)
All data as of June 30, 2020, unless otherwise noted

            

Characteristics (4)
Weighted Average Loan Spread 3.91%
Weighted Average Days to Reset 54
Weighted Average Bond Coupon Rate 4.55%
Weighted Average Duration (years) 0.15
Weighted Average Maturity (years) 4.85
Number of Positions 148
Weighted Average Cost (Excluding equity and warrant securities) 97.49
Weighted Average Market Value (Excluding equity and warrant securities) 90.84
Top 10 Holdings (2, 5)
Zayo Group Holdings, Inc.,
Initial DollarTerm Loan
2.04%
Red Ventures LLC
Term Loan B-2
1.82%
Rackspace Hosting,
2017 Term Loan B
1.81%
Brookfield WEC Holdings Inc,
Refinancing Term Loan
1.62%
Alvogen Pharma US, Inc.
January 2020 Loan
1.61%
Advanced Disposal Services, Inc.,
Additional Term Loan

1.57%
CT Technologies Intermediate
New Term Loan Facility
1.50%
Terrier Media Buyer, Inc.,
Term Loan B
1.47%
Abe Investment Holdings, Inc.,
Term Loan B
1.35%
Radiate Holdco LLC,
Closing Date Term Loan
1.27%
Top 5 Industries (2, 6)
High Tech Industries 22.51%
Services: Business 15.82%
Telecommunications 6.93%
Healthcare & Pharmaceuticals 6.21%
Services: Consumer 5.49%