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%