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% |
