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%