Holdings (as of September 30, 2015) Senior Secured First Lien Debt Company Industry Coupon Rate Note: holdings subject to change without notice, and may not be representative of our portfolio in the future. Ability Networks Inc. Health Care Providers & L+5.00% 6.00% 1.00% 5/14/2021 0.50% AM General LLC Aerospace & Defense L+9.00% 10.25% 1.25% 3/22/2018 0.30% Amports, Inc. Automotive L+5.00% 6.00% 1.00% 5/19/2020 0.90% Amteck, LLC Commercial & Supplies L+8.50% 9.50% 1.00% 7/2/2020 1.50% Answers Corporation Internet Software & L+5.25% 6.25% 1.00% 10/1/2021 1.50% AP Gaming I, LLC Hotels, Restaurants & Leisure L+8.25% 9.25% 1.00% 12/21/2020 1.80% Applied Merchant Systems West Coast, Inc. Diversified Financial L+11.50% 12.50% 1.00% 9/19/2019 1.20% Avaya, Inc. Term Loan B-3 Communications Equipment L+4.50% 4.69% 0.19% 10/26/2017 0.10% Avaya, Inc. Term Loan B-6 Communications Equipment L+5.50% 6.50% 1.00% 3/31/2018 0.40% Avaya, Inc. Term Loan B-7 Communications Equipment L+5.25% 6.25% 1.00% 5/29/2020 0.50% AxleTech International, LLC Machinery L+6.50% 7.50% 1.00% 1/5/2021 1.20% Basho Technologies, Inc. Software 13.00% - - 3/9/2018 0.60% Catapult Learning, LLC Diversified Investment Vehicles L+8.10% 9.10% 1.00% 7/16/2020 1.60% Central Security Group, Inc. Commercial & Supplies L+5.25% 6.25% 1.00% 10/6/2020 1.10% Chicken Soup for the Soul Publishing, LLC Publishing L+6.00% 7.25% 1.25% 1/8/2019 1.80% Clover Technologies Group, LLC Commercial & Supplies L+4.50% 5.50% 1.00% 5/8/2020 0.80% ConvergeOne Holdings Corp. Diversified Consumer L+5.00% 6.00% 1.00% 6/17/2020 1.00% Danish CRJ LTD. Aerospace & Defense 13.50% - - - -% Eagle Rx, LLC Health Care Providers & L+6.00% 7.00% 1.00% 8/15/2019 1.00% ECI Acquisition Holdings, Inc. Technology - Enterprise Solutions L+6.25% 7.25% 1.00% 3/11/2019 0.80% Emergency Communications Network, LLC Technology - Enterprise Solutions L+8.25% 9.25% 1.00% 6/12/2021 1.20% ERG Holding Company Health Care Providers & L+6.75% 8.00% 1.25% 4/4/2019 1.25% Excelitas Technologies Corp. Electronic Equipment, Instruments & Components L+5.00% 6.00% 1.00% 11/2/2020 0.80% GEM Holdings Group, LLC Hotels, Restaurants & Leisure L+9.00% 10.00% 1.00% 11/22/2020 1.00% GK Holdings, Inc. Professional L+5.50% 6.50% 1.00% 1/20/2021 0.20% Greenwave Holdings, Inc. Internet Software & 13.00% - - 7/8/2019 0.90% GTCR Valor Companies, Inc. Software L+5.00% 6.00% 1.00% 5/30/2021 2.10% Hanna Anderson, LLC Retailers (except food & drug) L+7.25% 8.25% 1.00% 4/21/2019 0.90% Icynene US Acquisition Corp. Building Products L+6.25% 7.25% 1.60% 11/4/2020 1.60% ILC Dover LP Aerospace & Defense L+7.00% 8.00% 1.00% 3/20/2020 0.80% InMotion Entertainment Group, LLC Retailers (except food & drug) L+7.50% 9.00% 1.25% 10/1/2018 0.90% IntegraMed America, Inc. Health Care Providers & L+7.25% 8.50% 1.25% 9/20/2017 0.20% Integrity Nutraceuticals, Inc. Food Products L+10.50% 11.50% 1.00% 4/28/2019 1.60% IPC Corp. Telecommunications L+4.50% 5.50% 1.00% 8/6/2021 0.40% Jackson Hewitt, Inc. Diversified Consumer L+7.00% 8.00% 1.00% 7/30/2020 0.40% Jefferson Gulf Coast Energy Partners LLC Transportation Infrastructure L+8.50% 9.50% 1.00% 2/27/2018 1.00%
Senior Secured First Lien Debt (Continued) Company Industry Coupon Rate K&N Engineering, Inc. Automotive L+4.25% 5.25% 1.00% 7/11/2019 0.30% K2 Pure Solutions NoCal, L.P. Chemicals L+7.00% 8.00% 1.00% 8/19/2019 0.60% Kahala Ireland OpCo LLC Aerospace & Defense L+8.00% 13.00% 5.00% 12/23/2028 10.10% Kahala US OpCo LLC Aerospace & Defense L+8.00% 13.00% 5.00% 12/23/2028 0.20% Land Holdings I, LLC Hotels, Restaurants & Leisure 12.00% - - 6/26/2019 1.90% Liquidnet Holdings, Inc. Capital Markets L+6.75% 7.75% 1.00% 5/22/2019 0.50% MCS AMS Sub-Holdings LLC Real Estate Management & Development L+6.50% 7.50% 1.00% 10/15/2019 0.60% Miller Heiman, Inc. Media L+5.75% 6.75% 1.00% 9/30/2019 1.10% Motion Recruitment Partners, LLC Professional L+6.00% 7.00% 1.00% 2/13/2020 1.10% Motorsports Aftermarket Group, Inc. Automotive L+4.00% 5.00% 1.00% 5/14/2021 1.10% National Technical Systems, Inc. Professional L+6.00% 7.00% 1.00% 6/14/2021 1.20% NexSteppe Inc. Chemicals 13.00% - - 3/30/2018 0.60% Noosa Acquirer, Inc. Food Products L+5.25% 6.25% 1.00% 11/20/2020 1.50% North Atlantic Trading Company, Inc. Food Products L+6.50% 7.75% 1.25% 1/13/2020 1.10% OH Acquisition, LLC Banking, Finance, Insurance & Real Estate L+6.25% 7.25% 1.00% 8/29/2019 0.40% Orchid Underwriters Agency, LLC Banking, Finance, Insurance & Real Estate 10.00% - - 11/6/2019 0.90% Otter Box Holdings, Inc. Electronic Equipment, Instruments & Components L+4.75% 5.75% 1.00% 6/3/2020 0.60% PeopLease Holdings, LLC Commercial & Supplies L+13.00% 14.00% 1.00% 12/26/2018 0.70% PGX Holdings, Inc. Transportation Infrastructure L+4.75% 5.75% 1.00% 9/29/2020 0.80% Premier Dental, Inc. Health Care Providers & L+5.00% 6.00% 1.00% 11/1/2018 1.30% Pre-Paid Legal, Inc. Diversified Consumer L+5.25% 6.50% 1.25% 7/1/2019 0.70% Pride Plating, Inc. Aerospace & Defense L+5.50% 6.50% 1.00% 6/13/2019 0.60% Pure Barre, LLC Hotels, Restaurants & Leisure L+7.00% 8.00% 1.00% 6/11/2020 1.80% RedPrairie Corp. Software L+5.00% 6.00% 1.00% 12/21/2018 1.00% Resco Products, Inc. Steel L+6.25% 6.55% 0.30% 9/7/2016 0.60% RVNB Holdings, Inc. (dba All My Sons Moving & Storage) Freight & Logistics L+7.75% 8.75% 1.00% 2/25/2020 1.40% Sage Automotive Holdings, Inc. Auto Components L+5.00% 6.00% 1.00% 10/8/2020 0.30% Squan Holding Corp. L+7.75% 8.75% 1.00% 10/10/2019 1.30% STG-Fairway Acquisitions, Inc. Professional L+5.25% 6.25% 1.00% 6/30/2022 0.60% SunGard Availability Capital, Inc. Business Equipment & L+5.00% 6.00% 1.00% 3/29/2019 0.50% Taqua, LLC Wireless Telecommunication L+9.00% 10.00% 1.00% 7/31/2019 0.80% Tax Defense Network, LLC Diversified Consumer L+7.50% 8.50% 1.00% 8/28/2019 1.60% The Tennis Channel Holdings, Inc. Media L+8.50% 8.81% 2.00% 5/29/2017 1.00% Total Outdoor Holdings Corp. Advertising L+11.00% 12.00% 1.00% 8/28/2019 0.80% Transportation Insight, LLC Freight & Logistics L+5.50% 6.50% 1.00% 9/30/2019 1.30% Trojan Battery Company, LLC Automotive L+4.75% 5.75% 1.00% 6/12/2021 0.60% Turning Tech LLC Software L+8.75% 8.75% - 6/30/2020 1.80% United Central Industrial Supply Company, LLC Commercial & Supplies L+8.75% 7.50% 1.25% 10/9/2018 0.40% VetCor Professional Practices LLC Diversified Consumer L+6.00% 7.00% 1.00% 4/20/2021 0.60% Subtotal 78.00% Note: holdings subject to change without notice, and may not be representative of our portfolio in the future.
Senior Secured Second Lien Debt Company Industry Coupon Rate Ability Networks Inc. Health Care Providers & L+8.25% 9.25% 1.00% 5/16/2022 0.70% Appriss Holdings, Inc. Business Equipment & L+8.25% 9.25% 1.00% 5/21/2021 1.20% Boston Market Corporation Hotels, Restaurants & Leisure L+7.63% 8.63% 1.00% 12/16/2018 1.50% Cayan Holdings IT L+8.50% 8.50% 1.00% 3/24/2022 1.20% CIG Financial, LLC Consumer Finance 11.50% - - 6/30/2019 0.90% CPX Interactive LLC Publishing L+10.00% 13.00% 3.00% 3/26/2018 1.10% CREDITCORP Consumer Finance 12.00% - - 7/15/2018 0.60% Epic Health, Inc. Health Care Providers & L+8.25% 9.25% 1.00% 8/17/2021 0.70% High Ridge Brands Co. Retailers (except food & drug) L+8.50% 9.50% 1.00% 4/11/2020 1.40% Interblock USA L.C. J. C. Bromac Corporation (dba EagleRider, Inc.) Electronic Equipment, Instruments & Components L+8.75% 9.75% 1.00% 3/28/2018 1.40% Hotels, Restaurants & Leisure L+9.00% 10.00% 1.00% 8/11/2019 0.80% K&N Engineering, Inc. Automotive L+8.63% 9.63% 1.00% 7/11/2020 0.80% Linc Energy Finance USA, Inc. Oil, Gas & Consumable Fuels 12.50% - - 10/31/2017 0.10% NCP Finance Limited Partnership Consumer Finance L+9.75% 11.00% 1.25% 10/1/2018 1.00% Prime Security Borrower, LLC Commercial & Supplies L+8.75% 8.75% 1.00% 7/1/2022 0.70% Rx30 HoldCo, Inc. Health Care L+8.25% 9.25% 1.00% 6/15/2022 0.70% Sage Automotive Holdings, Inc. Auto Components L+8.00% 9.00% 1.00% 10/8/2021 0.80% Schulman Associates Institutional Review Board, Inc. Health Care L+8.00% 9.00% 1.00% 6/3/2021 1.00% Stratose Intermediate Holdings II, LLC Health Care L+9.50% 10.50% 1.00% 12/30/2021 0.60% U.S. Auto Diversified Consumer L+10.50% 11.50% 1.00% 6/8/2020 1.70% Subtotal 18.90% Subordinated Debt Company Industry Coupon Rate Gold, Inc. Textiles, Apparel & Luxury Goods 12.00% - - 6/30/2019 0.70% Park Ave Re Holdings, LLC Real Estate Management & Development L+8.00% 13.00% 5.00% 12/29/2017 1.40% S.B. Restaurant Co., Inc. Hotels, Restaurants & Leisure - - - 1/10/2018 0.00% S.B. Restaurant Co., Inc. - Senior Subordinated Debt Hotels, Restaurants & Leisure - - - 1/10/2018 0.00% Steel City Media Media 14.00% - - 3/29/2020 1.20% Visionary Integration Professionals, LLC IT 15.00% - - 12/3/2018 0.60% Xplornet Communications, Inc. 13.00% - - 10/25/2020 0.80% Zimbra, Inc. Software 12.00% - - 7/10/2018 0.10% Subtotal 4.80% Note: holdings subject to change without notice, and may not be representative of our portfolio in the future.
Collateralized Securities 1 Company Industry Coupon Rate B&M CLO 2014-1, LTD. Subordinated Notes Diversified Investment Vehicles 11.35% - - 4/16/2026 1.30% CVP Cascade CLO, LTD. Subordinated Notes Diversified Investment Vehicles 12.64% - - 1/16/2026 0.90% CVP Cascade CLO-2, LTD. Subordinated Notes Diversified Investment Vehicles 9.12% - - 7/18/2026 1.00% Fifth Street Senior Loan Fund I, LLC - 1A Class F Diversified Investment Vehicles L+7.50% - - 1/19/2027 0.50% Fifth Street Senior Loan Fund I, LLC - 2015-1A Subordinated Note Diversified Investment Vehicles 12.13% - - 1/19/2027 1.40% Figueroa CLO 2014-1, LTD. Subordinated Notes Diversified Investment Vehicles 7.64% - - 1/15/2027 1.10% MidOcean Credit CLO II, LLC Diversified Investment Vehicles 13.97% - - 1/29/2025 1.60% MidOcean Credit CLO III, LLC Diversified Investment Vehicles 15.39% - - 7/21/2026 1.90% MidOcean Credit CLO IV, LLC Diversified Investment Vehicles 17.30% - - 4/15/2027 1.00% NewStar Arlington Senior Loan Program LLC Subordinated Notes Diversified Investment Vehicles 16.19% - - 7/25/2025 1.60% Ocean Trails CLO V, LLC Diversified Investment Vehicles 13.88% - - 10/13/2026 1.80% OFSI Fund VI, Ltd. - Subordinated Note Diversified Investment Vehicles 10.29% - - 3/20/2025 1.50% Related Fee Agreements Diversified Investment Vehicles - - - - 0.80% Silver Spring CLO, Ltd. Diversified Investment Vehicles 5.85% - - 10/16/2026 1.00% WhiteHorse VIII, Ltd. CLO Subordinated Notes Diversified Investment Vehicles 11.54% - - 5/1/2026 1.20% Subtotal 18.60% Equity/Other 2 Company Industry Coupon Rate Basho Technologies, Inc. - Series G Senior Participating Preferred Stock Warrant Basho Technologies, Inc. - Series G Senior Preferred Stock Software Software - - - - 0.10% Carlyle GMS Finance, Inc. Diversified Investment Vehicles - - - - 0.30% CPX Interactive Holdings, LP - Series A Convertible Preferred Shares Publishing 8.00% - - - 0.40% CPX Interactive Holdings, LP - Warrants Publishing - - - - 0.10% Crowley Holdings, Inc. - Series A Preferred Stock Marine 12.00% - - - 0.70% Danish CRJ LTD. Aerospace & Defense Evolution Research Group - Preferred Equity Health Care Providers & 8.00% - - - 0.00% HIG Integrity Nutraceuticals Food Products Note: holdings subject to change without notice, and may not be representative of our portfolio in the future. 1 Collateralized Securities investments consist of subordinated note and preferred equity investments in structured loan funds containing primarily senior secured, first lien loans that are broadly syndicated. The current yield on these investments is variable and is based upon the performance of the fund. 2 Equity/Other investments consist of primarily equity investments made in, or warrants received from, portfolio companies. As such, many of these investments have neither a stated yield nor fixed maturity date.
Equity/Other 2 (Continued) Company Industry Coupon Rate Kahala Ireland OpCo LLC - Common Equity Aerospace & Defense - - - - 0.50% Kahala Ireland OpCo LLC - Profit Participating Note Aerospace & Defense - - - - 0.20% Kahala US OpCo LLC Aerospace & Defense 13.00% - - - 0.20% MBLOX Inc. - Warrants Internet Software & MCF CLO V Warehouse LLC Diversified Investment Vehicles - - - - 1.50% NexSteppe Inc. Series C Preferred Stock Warrant Chemicals NMFC Senior Loan Program I, LLC Diversified Investment Vehicles - - - - 3.10% Orchid Underwriters Agency, LLC Park Ave Holdings, LLC - Common Shares Park Ave Holdings, LLC - Preferred Shares Banking, Finance, Insurance & Real Estate Real Estate Management & Development Real Estate Management & Development - - - - 0.30% 8.00% - - - 0.80% PennantPark Credit Opportunities Fund II, LP Diversified Investment Vehicles - - - - 0.70% S.B. Restaurant Co., Inc. - Warrants Hotels, Restaurants & Leisure SkyCross Inc. - Warrants Electronic Equipment, Instruments & Components South Grand MM CLO I, LLC Diversified Investment Vehicles - - - - 1.90% Squan Holdings Corp. - Class A Common Stock Squan Holdings Corp. - Series A Preferred Stock Tax Defense Network, LLC Diversified Consumer - - - - 0.10% Tennenbaum Waterman Fund, L.P. Diversified Investment Vehicles - - - - 0.60% The SAVO Group, Ltd. - Warrants Internet Software & THL Credit Greenway Fund II LLC Diversified Investment Vehicles - - - - 1.10% U.S. Auto Series A Common Units Diversified Consumer U.S. Auto Series A Preferred Units Diversified Consumer Visionary Integration Professionals, LLC - Warrants IT World Business Lenders, LLC Consumer Finance - - - - 0.30% Xplornet Communications Inc. - Warrants - - - - 0.10% Zimbra, Inc. - Warrants (Third Lien Bridge Note) Software Subtotal 13.00% Total: 100.00% Note: holdings subject to change without notice, and may not be representative of our portfolio in the future. 2 Equity/Other investments consist of primarily equity investments made in, or warrants received from, portfolio companies. As such, many of these investments have neither a stated yield nor fixed maturity date.