PORTFOLIO COMPOSITION (1)
All data as of December 31, 2020, unless otherwise noted

            

Characteristics (4)
Weighted Average Loan Spread 1.12%
Weighted Average Days to Reset 0
Weighted Average Bond Coupon Rate 1.62%
Weighted Average Duration (years) 0.01
Weighted Average Maturity (years) 0.02
Number of Positions 163
Weighted Average Cost (Excluding equity and warrant securities) 97.71
Weighted Average Market Value (Excluding equity and warrant securities) 97.41
Top 10 Holdings (2, 5)
United Natural Foods, Inc.,
Term Loan B
2.40%
Red Ventures LLC
Term Loan B-2
1.75%
Alvogen Pharma US, Inc.
January 2020 Loan
1.58%
Air Methods Corporation,
Term Loan B - 1st Lien
1.44%
Terrier Media Buyer, Inc.,
Term Loan B
1.41%
Abe Investment Holdings, Inc.,
Initial Dollar Term Loan
1.38%
Kenan Advantage Group Holdings Corp.,
Initial U.S. Term Loan
1.21%
AppLovin Corp.
Term Loan B
1.21%
Zaxby's Operating Company L.P.,
Term Loan B
1.20%
WP CityMD Bidco, LLC
Term Loan B
1.19%
Top 5 Industries (2, 6)
High Tech Industries 18.97%
Services: Business 16.07%
Healthcare & Pharmaceuticals 6.94%
Services: Consumer 6.10%
Hotel, Gaming & Leisure 5.79%