Loomis Sayles Senior Floating Rate and Fixed Income Fund ... Sayles Senior... · Loomis Sayles...

Loomis Sayles Senior Floating Rate and Fixed Income Fund Investments as of May 31, 2017 (Unaudited)

Principal Amount Security Description

Interest Rate

Maturity Date Market Value ($) % of Fund

Senior Loans 16,606,692 Academy Ltd., 2015 Term Loan B USD 5.126 7/1/2022 13,360,084 0.47% 12,508,156 Access CIG LLC, 1st Lien Term Loan USD 6.017 10/18/2021 12,545,680 0.44% 7,295,352 Aclara Technologies, 2016 Term Loan B USD 6.952 8/29/2023 7,386,544 0.26%

12,377,120

Advanced Integration Technology LP, 2017 Term Loan B USD 6.545 3/21/2023 12,500,892 0.44%

25,807,505

Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan USD 7.545 7/25/2022 25,226,836 0.89%

12,811,000 AI Mistral Holdco Ltd., 2017 Term Loan B USD 4.176 3/9/2024 12,794,986 0.45% 3,450,000 Akorn, Inc., Term Loan B USD 5.313 4/16/2021 3,488,813 0.12%

11,970,000 Albertsons LLC, USD 2016 Term Loan B4 USD 4.045 8/22/2021 12,036,553 0.42% 11,156,932 Albertsons LLC, USD 2017 Term Loan B4 USD 8/19/2021 11,218,965 0.39% 11,425,000 AlixPartners LLP, 2017 Term Loan B USD 4.150 4/4/2024 11,494,578 0.40% 5,973,289 Alliant Holdings I, Inc., 2015 Term Loan B USD 4.417 8/12/2022 5,979,680 0.21%

16,123,355 Allied Universal Holdco LLC, 2015 Term Loan USD 4.790 7/28/2022 16,198,974 0.57% 2,651,609(‡)

Allied Universal Holdco LLC, 2017 Delayed Draw Term Loan USD 7/28/2022 2,661,553 0.09%

5,489,157

Allnex (Luxembourg) & Cy SCA, 2016 USD Term Loan B2 USD 4.406 9/13/2023 5,506,338 0.19%

4,135,478 Allnex USA, Inc., USD Term Loan B3 USD 4.406 9/13/2023 4,148,422 0.15% 9,603,750 ALM Media Holdings, Inc., 1st Lien Term Loan USD 5.647 7/31/2020 8,739,413 0.31% 7,800,853 Alpha Media LLC, 2016 Term Loan USD 7.120 2/25/2022 7,410,810 0.26% 6,092,137

American Rock Salt Holdings LLC, 1st Lien Term Loan USD 4.897 5/20/2021 6,107,368 0.21%

6,143,044

American Rock Salt Holdings LLC, Incremental Term Loan USD 4.897 5/20/2021 6,158,402 0.22%

8,917,000 American Traffic Solutions, Inc., Term Loan B USD 5/24/2024 8,917,000 0.31% 3,944,098 Ameriforge Group, Inc., 1st Lien Term Loan USD 5.000 12/19/2019 2,129,813 0.07%

19,433,682 AMF Bowling Centers, Inc., 2016 Term Loan USD 6.045 8/17/2023 19,628,019 0.69% 4,333,629 Amneal Pharmaceuticals LLC, New Term Loan USD 4.650 11/1/2019 4,380,562 0.15% 4,036,884 AmWINS Group, Inc., 2017 2nd Lien Term Loan USD 7.795 1/25/2025 4,109,548 0.14% 8,775,982 APLP Holdings LP, 2016 Term Loan B USD 5.295 4/13/2023 8,781,510 0.31%

20,668,698 Applied Systems, Inc., New 2nd Lien Term Loan USD 7.647 1/24/2022 20,823,713 0.73% 10,901,000 Aptean, Inc., 2016 1st Lien Term Loan USD 6.040 12/20/2022 10,948,746 0.38% 3,750,000 Aptean, Inc., 2016 2nd Lien Term Loan USD 10.540 12/14/2023 3,742,988 0.13% 4,141,000 Arctic Glacier U.S.A., Inc., 2017 Term Loan B USD 5.295 3/20/2024 4,190,195 0.15%

10,611,317 Aricent Technologies, 1st Lien Term Loan USD 5.500 4/14/2021 10,618,002 0.37% 11,061,000 Array Canada, Inc., Term Loan B USD 6.068 2/10/2023 10,978,042 0.39% 15,865,745 Ascena Retail Group, Inc., 2015 Term Loan B USD 5.625 8/21/2022 13,525,548 0.48% 10,108,818 Ascensus, Inc., 2017 Term Loan USD 5.024 12/3/2022 10,181,500 0.36% 1,257,982 ASP Chromaflo Dutch I BV, Term Loan B2 USD 5.045 11/18/2023 1,261,920 0.04% 3,030,000

ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan USD 9.045 11/14/2024 3,007,275 0.11%

967,440

ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1 USD 5.045 11/18/2023 970,468 0.03%

5,366,000 ASP MCS Acquisition Corp., Term Loan B USD 5/12/2024 5,419,660 0.19% 11,876,203

ASP MSG Acquisition Co., Inc., 2017 Term Loan B USD 5.147 8/16/2023 11,965,274 0.42%

13,766,306 AssuredPartners, Inc., 2017 Term Loan USD 10/21/2022 13,772,088 0.48% 7,974,992 At Home Holding III, Inc., Term Loan USD 4.672 6/3/2022 7,955,055 0.28% 8,464,493 ATI Holdings Acquisition, Inc., 2016 Term Loan USD 5.650 5/10/2023 8,545,582 0.30% 7,979,909 Augusta Sportswear Group, Inc., Term Loan B USD 5.545 10/26/2023 7,940,009 0.28%

16,373,343

Avantor Performance Materials Holdings LLC, 2017 1st Lien Term Loan USD 5.050 3/10/2024 16,404,124 0.58%

7,956,286

Avantor Performance Materials Holdings LLC, 2017 2nd Lien Term Loan USD 9.300 3/10/2025 8,095,521 0.28%

3,989,362 Bass Pro Group LLC, 2015 Term Loan USD 4.244 6/5/2020 3,984,376 0.14% 15,622,129 Bass Pro Group LLC, Term Loan B USD 6.147 12/16/2023 15,150,653 0.53% 10,384,000

BBB Industries U.S. Holdings, Inc., 2014 1st Lien Term Loan USD 6.045 11/3/2021 10,474,860 0.37%

11,017,000

BCPE Eagle Buyer LLC, 2017 1st Lien Term Loan USD 5.339 3/18/2024 10,989,457 0.39%

17,407,177 BDF Acquisition Corp., 1st Lien Term Loan USD 5.795 2/12/2021 17,080,792 0.60% 7,850,994 Big Jack Holdings LP, 2017 Term Loan B USD 5.250 4/5/2024 7,900,063 0.28%

11,062,097 BioClinica, Inc., 1st Lien Term Loan USD 5.375 10/20/2023 10,753,244 0.38% 6,341,617 Brickman Group Ltd. LLC, 2nd Lien Term Loan USD 7.500 12/17/2021 6,354,808 0.22% 6,160,000

California Resources Corp., Second Out Term Loan USD 11.375 12/31/2021 6,810,681 0.24%

6,076,823 Camelot UK Holdco Ltd., 2017 Term Loan B USD 4.545 10/3/2023 6,118,632 0.21% 16,406,474

Capital Automotive LP, 2017 2nd Lien Term Loan USD 7.029 3/24/2025 16,734,603 0.59%

13,543,000 CareCore National LLC, 2017 Term Loan USD 3/5/2021 13,644,572 0.48% 4,508,813

Cast and Crew Payroll LLC, 2017 1st Lien Term Loan USD 4.650 8/12/2022 4,516,343 0.16%

7,060,908 CBS Radio, Inc., Term Loan B USD 4.510 10/17/2023 7,122,691 0.25%



Interest Rate


469,000

CCC Information Services, Inc., 2017 2nd Lien Term Loan USD 7.791 4/27/2025 479,112 0.02%

6,676,330

CDS U.S. Intermediate Holdings, Inc., 1st Lien Term Loan USD 5.147 7/8/2022 6,729,540 0.24%

3,931,000

CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan USD 9.250 7/10/2023 3,914,608 0.14%

13,698,268

Cengage Learning Acquisitions, Inc., 2016 Term Loan B USD 5.250 6/7/2023 12,891,851 0.45%

8,595,269 Chesapeake Energy Corp., Term Loan USD 8.686 8/23/2021 9,261,402 0.33% 2,460,573

CHG Healthcare Services, Inc., 2017 Term Loan B USD 6/7/2023 2,482,103 0.09%

2,460,573 CHG Healthcare Services, Inc., Term Loan B USD 4.921 6/7/2023 2,482,103 0.09% 15,077,875 Cision U.S., Inc., USD Term Loan B USD 7.147 6/16/2023 15,179,651 0.53% 11,859,440

Communications Sales & Leasing, Inc., 2017 Term Loan B USD 4.045 10/24/2022 11,914,468 0.42%

16,946,730

Confie Seguros Holding II Co., 2016 Term Loan B USD 6.545 4/19/2022 16,731,337 0.59%

7,180,000

Consolidated Communications, Inc., Delayed Draw Term Loan B2 USD 10/5/2023 7,215,900 0.25%

11,070,000 Constellis Holdings LLC, 2017 Term Loan B USD 6.155 4/13/2024 10,942,031 0.38% 11,233,246

ConvergeOne Holdings Corp., 1st Lien Term Loan USD 6.522 6/17/2020 11,233,246 0.39%

13,615,000 Coral- U.S. Co. Borrower LLC, Term Loan B USD 1/31/2025 13,662,652 0.48% 11,961,363 Cortes NP Acquisition Corp., 2017 Term Loan B USD 5.000 11/30/2023 12,066,025 0.42% 3,754,000 CPG International, Inc., 2017 Term Loan USD 4.897 5/3/2024 3,760,269 0.13%

17,342,841 CPI Acquisition, Inc., Term Loan B USD 5.834 8/17/2022 15,326,736 0.54% 4,365,000 CPI International, Inc., New Term Loan B USD 4.300 4/7/2021 4,365,000 0.15% 9,442,912 CPM Holdings, Inc., Term Loan B USD 5.295 4/11/2022 9,541,307 0.34% 6,869,000

Crosby U.S. Acquisition Corp., 2nd Lien Term Loan USD 7.172 11/22/2021 5,649,753 0.20%

7,236,102

CT Technologies Intermediate Holdings, Inc., New 1st Lien Term Loan USD 5.295 12/1/2021 7,154,696 0.25%

9,173,010

Culligan International Co., 2016 1st Lien Term Loan USD 5.000 12/13/2023 9,224,654 0.32%

9,371,263 Cumulus Media Holdings, Inc., 2013 Term Loan USD 4.300 12/23/2020 7,423,821 0.26% 11,923,582

Cunningham Lindsey U.S., Inc., 1st Lien Term Loan USD 5.028 12/10/2019 10,661,709 0.37%

5,255,227

Cunningham Lindsey U.S., Inc., 2nd Lien Term Loan USD 9.318 6/10/2020 2,437,112 0.09%

5,699,850 David's Bridal, Inc., New Term Loan B USD 5.250 10/11/2019 4,522,489 0.16% 14,089,592 Dayco Products LLC, 2017 Term Loan B USD 5/8/2023 14,089,592 0.49% 11,179,697 DBRS Ltd., Term Loan USD 6.452 3/4/2022 10,816,357 0.38% 1,055,725 Dex Media, Inc., Term Loan USD 11.045 7/29/2021 1,079,478 0.04% 8,295,690 Dexter Axle Co., USD Term Loan USD 6.438 12/30/2022 8,243,842 0.29% 3,064,944 DigitalGlobe, Inc., 2016 Term Loan B USD 3.795 1/15/2024 3,068,776 0.11% 7,428,000 DiversiTech Corp., 2017 1st Lien Term Loan USD 5/5/2024 7,446,570 0.26% 1,419,177

Donnelley Financial Solutions, Inc., Term Loan B USD 5.000 9/30/2023 1,433,369 0.05%

2,518,804

Douglas Dynamics Holdings, Inc., 2017 Term Loan B USD 4.550 12/31/2021 2,559,735 0.09%

16,369,029 DTI Holdco, Inc., 2016 Term Loan B USD 6.421 9/30/2023 16,051,961 0.56% 15,721,223

DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan USD 4.440 11/4/2021 15,756,910 0.55%

1,128,000 DTZ U.S. Borrower LLC, 2nd Lien Term Loan USD 9.422 11/4/2022 1,124,244 0.04% 2,336,800

DuBois Chemicals, Inc., 2017 1st Lien Term Loan B USD 4.881 3/15/2024 2,344,114 0.08%

584,200(‡)

DuBois Chemicals, Inc., 2017 Delayed Draw Term Loan USD 3/15/2024 586,029 0.02%

5,062,857 Duke Finance LLC, 2017 1st Lien Term Loan USD 6.147 2/21/2024 5,111,359 0.18% 1,109,934 Dynacast International LLC, Term Loan B USD 4.397 1/28/2022 1,113,409 0.04% 2,499,225 Dynegy, Inc., 2017 Term Loan C USD 4.250 2/7/2024 2,495,651 0.09%

14,769,590 Eastman Kodak Co., Exit Term Loan USD 7.422 9/3/2019 14,695,742 0.52% 13,158,476 EIG Investors Corp., 2013 Term Loan USD 6.680 11/9/2019 13,174,924 0.46% 3,903,205 EIG Investors Corp., 2016 Term Loan USD 6.179 2/9/2023 3,910,543 0.14%

13,954,025

Endo Luxembourg Finance Co. I S.a r.l., 2017 Term Loan B USD 5.313 4/29/2024 14,189,569 0.50%

5,226,076 EnergySolutions LLC, New Term Loan USD 6.800 5/29/2020 5,291,402 0.19% 8,604,325 Engility Corp., Term Loan B2 USD 4.827 8/12/2023 8,690,368 0.31% 2,588,173 Entercom Radio LLC, 2016 Term Loan USD 4.550 11/1/2023 2,598,681 0.09% 2,437,404 EWT Holdings III Corp., 1st Lien Term Loan USD 4.897 1/15/2021 2,446,544 0.09%

965,126

EWT Holdings III Corp., 2016 1st Lien Term Loan USD 5.647 1/15/2021 971,158 0.03%

4,988,003 Explorer Holdings, Inc., 2016 Term Loan B USD 6.170 5/2/2023 5,030,102 0.18% 2,030,891 Extreme Reach, Inc., 1st Lien Term Loan USD 7.300 2/7/2020 2,061,354 0.07% 7,588,000 Extreme Reach, Inc., 2nd Lien Term Loan USD 11.033 1/24/2021 7,265,510 0.26%



Interest Rate


7,965,803

Eze Castle Software, Inc., New 2nd Lien Term Loan USD 7.647 4/5/2021 7,949,234 0.28%

3,543,550 Fairpoint Communications, Inc., Refi Term Loan USD 7.500 2/14/2019 3,558,610 0.12% 10,169,959 FHC Health Systems, Inc., 2014 Term Loan USD 5.045 12/23/2021 9,547,049 0.34% 4,260,000 Flex Acquisition Co., Inc., 1st Lien Term Loan USD 4.398 12/29/2023 4,281,300 0.15% 4,151,143

Floor and Decor Outlets of America, Inc., 2017 Term Loan USD 4.550 9/30/2023 4,187,466 0.15%

6,898,000

Focus Financial Partners LLC, 1st Lien Term Loan USD 5/22/2024 6,941,113 0.24%

10,949,947 Fort Dearborn Co., 2016 1st Lien Term Loan USD 5.147 10/19/2023 10,991,009 0.39% 5,507,915 Garda World Security Corp., 2017 Term Loan USD 5.043 5/24/2024 5,519,371 0.19% 6,914,723 Gates Global LLC, 2017 USD Term Loan B USD 4.408 4/1/2024 6,941,345 0.24% 4,133,000

Gateway Casinos & Entertainment Ltd., Term Loan B1 USD 4.794 2/22/2023 4,182,927 0.15%

17,968,712 Gavilan Resources LLC, 2nd Lien Term Loan USD 7.000 3/1/2024 17,766,564 0.62% 10,265,415

Genoa, a QoL Healthcare Co. LLC, 2016 1st Lien Term Loan USD 4.897 10/28/2023 10,303,910 0.36%

12,690,814

Give & Go Prepared Foods Corp., 1st Lien Term Loan USD 6.647 7/29/2023 12,817,722 0.45%

5,734,948 Global Brass & Copper, Inc., 2016 Term Loan B USD 5.313 7/18/2023 5,792,298 0.20% 866,876

Global Healthcare Exchange LLC, 2015 Term Loan B USD 5.295 8/15/2022 877,347 0.03%

12,428,539 Greatbatch Ltd., 2017 Term Loan B USD 4.510 10/27/2022 12,512,432 0.44% 10,686,456

Greeneden U.S. Holdings II LLC, 2017 Term Loan B USD 5.158 12/1/2023 10,755,918 0.38%

2,853,399 GTT Communications, Inc., 2017 Term Loan B USD 5.063 1/9/2024 2,885,499 0.10% 10,160,787 Gulf Finance LLC, Term Loan B USD 6.300 8/25/2023 9,728,953 0.34% 5,538,209 Hampton Rubber Co., 1st Lien Term Loan USD 5.045 3/27/2021 5,067,461 0.18% 4,799,224 Harland Clarke Holdings Corp., Term Loan B5 USD 7.147 12/31/2021 4,817,221 0.17%

11,788,203 Harland Clarke Holdings Corp., Term Loan B6 USD 6.631 2/9/2022 11,776,415 0.41% 9,762,533 Harsco Corp., Term Loan B USD 6.063 11/2/2023 9,963,934 0.35%

17,785,721 HC Group Holdings III, Inc., Term Loan B USD 6.045 4/7/2022 17,518,936 0.62% 13,856,026

Highland Acquisitions Holdings LLC, Term Loan B USD 6.545 11/30/2022 13,682,825 0.48%

3,180,000

Highline Aftermarket Acquisition LLC, Term Loan B USD 5.313 3/17/2024 3,195,900 0.11%

2,801,852

Houghton Mifflin Harcourt Publishing Co., 2015 Term Loan B USD 4.044 5/31/2021 2,645,116 0.09%

6,250,000 Hudson's Bay Co., 2015 Term Loan B USD 4.294 9/30/2022 6,006,250 0.21% 13,143,669 Hyland Software, Inc., 2017 2nd Lien Term Loan USD 7/12/2025 13,340,824 0.47%

784,000 Hyland Software, Inc., 2017 Term Loan USD 4.295 7/1/2022 789,551 0.03% 12,833,061

Hyperion Insurance Group Ltd., 2017 Term Loan B USD 4/29/2022 12,900,435 0.45%

8,363,502 Imagine! Print Solutions, Inc., Term Loan B USD 7.147 3/30/2022 8,373,956 0.29% 6,800,910 Infor (U.S.), Inc., Term Loan B6 USD 3.897 2/1/2022 6,783,907 0.24%

11,308,543 Informatica Corp., USD Term Loan USD 4.647 8/5/2022 11,297,913 0.40% 10,705,012 Information Resources, Inc., 1st Lien Term Loan USD 5.260 1/18/2024 10,801,999 0.38% 7,019,000 Inmar Holdings, Inc., 2017 1st Lien Term Loan B USD 4.670 5/1/2024 7,023,422 0.25%

10,110,000

Innovative Xcessories & Services LLC, Term Loan B USD 5.750 11/29/2022 10,185,825 0.36%

9,355,131

Institutional Shareholder Services, Inc., Term Loan USD 5.606 4/30/2021 9,355,131 0.33%

10,901,000 Interior Logic Group, Inc., 2017 Term Loan B USD 7.000 3/1/2024 10,764,737 0.38% 13,475,745 inVentiv Health, Inc., 2016 Term Loan B USD 4.952 11/9/2023 13,548,784 0.48% 10,066,770 IPS Corp., 2016 1st Lien Term Loan USD 6.250 12/20/2023 10,016,436 0.35% 9,939,347 IQOR U.S., Inc., 2nd Lien Term Loan USD 9.898 4/1/2022 9,442,380 0.33%

13,137,790 IQOR U.S., Inc., Term Loan B USD 6.148 4/1/2021 13,110,464 0.46% 6,619,014 iStar, Inc., 2016 Term Loan B USD 4.750 7/1/2020 6,693,478 0.23% 4,867,540 J.D. Power and Associates, 1st Lien Term Loan USD 5.295 9/7/2023 4,891,878 0.17% 4,735,899 Jaguar Holding Co. II, 2017 Term Loan USD 8/18/2022 4,740,493 0.17%

17,592,943 Jill Acquisition LLC, 2015 Term Loan USD 6.180 5/8/2022 17,138,517 0.60% 9,899,190 K&N Engineering, Inc., 1st Lien Term Loan USD 5.795 10/19/2023 9,923,938 0.35%

14,928,216 Kraton Polymers LLC, 2016 Term Loan B USD 5.045 1/6/2022 15,113,625 0.53% 9,661,672 Laureate Education, Inc., 2017 Term Loan B USD 5.545 4/26/2024 9,678,966 0.34%

13,482,422 LBM Borrower LLC, 1st Lien Term Loan USD 6.436 8/20/2022 13,528,127 0.48% 9,604,188 Leslie's Poolmart, Inc., 2016 Term Loan USD 4.871 8/16/2023 9,660,757 0.34% 7,549,633 Limetree Bay Terminals LLC, 2017 Term Loan B USD 6.000 2/15/2024 7,615,692 0.27%

27,125,040

Lonestar Intermediate Super Holdings LLC, PIK Term Loan B USD 10.045 8/31/2021 27,984,090 0.98%

12,566,887 LSC Communications, Inc., Term Loan B USD 7.045 9/30/2022 12,645,430 0.44% 9,763,712 LSF9 Atlantis Holdings LLC, 2017 Term Loan USD 7.000 5/1/2023 9,855,296 0.35% 9,659,000 LTI Holdings, Inc., 2017 1st Lien Term Loan USD 5.750 5/8/2024 9,564,825 0.34%

10,151,000 Lumileds Holding BV, Term Loan B USD 2/27/2024 10,303,265 0.36% 11,256,311 Magnolia Energy LP, 2017 Term Loan USD 6.300 4/29/2024 11,333,754 0.40% 4,455,413

Marine Acquisition Corp., 2017 Add on Term Loan B USD 5/18/2021 4,460,982 0.16%



Interest Rate


7,481,156

McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B USD 5.045 5/4/2022 7,393,551 0.26%

2,072,574 MEG Energy Corp., 2017 Term Loan B USD 4.627 12/31/2023 2,065,838 0.07% 12,096,041 Men's Wearhouse, Inc. (The), Term Loan B USD 4.576 6/18/2021 11,501,279 0.40% 13,307,571 Mergermarket USA, Inc., 2nd Lien Term Loan USD 7.602 2/4/2022 13,307,571 0.47% 12,088,201 Merrill Communications LLC, 2015 Term Loan USD 6.422 6/1/2022 12,063,058 0.42% 8,752,110 Methanol Holdings (Trinidad) Ltd., Term Loan B USD 4.545 6/30/2022 8,730,230 0.31% 3,435,526 MH Sub I LLC, 1st Lien Term Loan USD 4.795 7/8/2021 3,464,522 0.12%

1,511,848(‡) MH Sub I LLC, 2017 Delayed Draw Term Loan USD 7/8/2021 1,525,077 0.05% 2,764,617

MH Sub I LLC, 2017 Incremental 1st Lien Term Loan USD 4.795 7/8/2021 2,788,808 0.10%

10,821,086 MH Sub I LLC, 2nd Lien Term Loan USD 8.545 7/8/2022 10,963,167 0.38% 8,583,497 Mirion Technologies, Inc., Term Loan B USD 5.897 3/31/2022 8,562,038 0.30%

13,432,923

Mister Car Wash Holdings, Inc., 2017 Term Loan B USD 8/21/2021 13,449,714 0.47%

1,823,326

Mister Car Wash Holdings, Inc., Delayed Draw Term Loan USD 5.270 8/20/2021 1,825,605 0.06%

9,093,261 Mister Car Wash Holdings, Inc., Term Loan B USD 5.300 8/20/2021 9,104,627 0.32% 10,673,000 Misys Europe S.A., USD 1st Lien Term Loan USD 4/27/2024 10,693,492 0.38% 4,694,915 Misys Europe S.A., USD 2nd Lien Term Loan USD 4/27/2025 4,801,537 0.17% 9,375,000

Mitchell International, Inc., New 2nd Lien Term Loan USD 8.672 10/11/2021 9,430,687 0.33%

8,039,438 Morsco, Inc., Term Loan B USD 8.000 10/31/2023 8,116,455 0.28% 4,391,930 MTS Systems Corp., Term Loan B USD 5.250 7/5/2023 4,438,616 0.16%

10,520,633

Nature's Bounty Co. (The), 2017 USD Term Loan B USD 4.647 5/5/2023 10,518,423 0.37%

10,322,763

Neiman Marcus Group Ltd., Inc., 2020 Term Loan USD 4.250 10/25/2020 8,015,212 0.28%

8,218,479 NES Global Talent Ltd., 1st Lien Term Loan USD 6.672 10/3/2019 7,396,631 0.26% 2,178,000 NeuStar, Inc., 2nd Lien Term Loan USD 2/24/2025 2,202,503 0.08% 3,534,000 NeuStar, Inc., Term Loan B2 USD 2/28/2024 3,568,244 0.13% 7,137,157 Nexeo Solutions LLC, 2017 Term Loan B USD 6/9/2023 7,215,238 0.25% 8,521,469 NMSC Holdings, Inc., 1st Lien Term Loan USD 6.147 4/19/2023 8,414,951 0.30% 8,104,922 NN, Inc., 2016 Term Loan B USD 5.295 10/19/2022 8,086,686 0.28% 7,488,211

North American Lifting Holdings, Inc., 1st Lien Term Loan USD 5.647 11/27/2020 7,113,800 0.25%

2,283,000 NPC International, Inc., 1st Lien Term Loan USD 4.510 4/19/2024 2,298,228 0.08% 11,768,347 NVA Holdings, Inc., 2nd Lien Term Loan USD 8.147 8/14/2022 11,886,030 0.42% 6,414,270 NVA Holdings, Inc., USD 1st Lien Term Loan B2 USD 4.647 8/14/2021 6,478,413 0.23% 1,459,153

Oberthur Technologies S.A., 2016 USD Term Loan B1 USD 4.897 1/10/2024 1,465,354 0.05%

2,364,835(‡)

Oberthur Technologies S.A., 2016 USD Term Loan B2 USD 1.875 12/15/2023 2,374,886 0.08%

13,297,357

Onex TSG Holdings II Corp., 1st Lien Term Loan USD 5.045 7/31/2022 13,297,357 0.47%

6,686,991 Onsite U.S. Finco LLC, Term Loan USD 5.524 7/30/2021 4,346,544 0.15% 7,911,200

Openlink International Intermediate, Inc., 2017 Term Loan USD 7.750 7/29/2019 7,937,544 0.28%

2,214,391 Optiv Security, Inc., 1st Lien Term Loan USD 4.438 2/1/2024 2,191,317 0.08% 6,026,345 OSG Bulk Ships, Inc., OBS Term Loan USD 5.430 8/5/2019 5,905,818 0.21% 8,175,058 OSG International, Inc., OIN Term Loan USD 5.800 8/5/2019 8,144,401 0.29% 7,369,000 Oxbow Carbon LLC, 2017 Term Loan B USD 4.545 1/19/2020 7,442,690 0.26% 8,678,775 Ozark Holdings LLC, Term Loan B USD 5.795 7/1/2023 8,754,714 0.31% 4,408,861

P2 Upstream Acquisition Co., 1st Lien Term Loan USD 5.180 10/30/2020 4,309,661 0.15%

3,403,895 Packers Holdings LLC, Term Loan B USD 4.805 12/2/2021 3,429,424 0.12% 11,602,000

Patterson Medical Holdings, Inc., 1st Lien Term Loan USD 5.794 8/28/2022 11,304,757 0.40%

10,293,342

Petroleum Geo-Services ASA, New Term Loan B USD 3.647 3/19/2021 8,455,260 0.30%

11,797,238 PetSmart, Inc., Term Loan B2 USD 4.010 3/11/2022 11,326,528 0.40% 316,667 Pinnacle Holdco S.a.r.l., 2nd Lien Term Loan USD 10.500 7/24/2020 212,167 0.01%

7,299,388 Pinnacle Holdco S.a.r.l., Term Loan USD 4.750 7/30/2019 5,888,198 0.21% 4,436,661 PKC Holding Corp., 1st Lien Term Loan USD 4.679 5/8/2024 4,442,207 0.16% 6,064,999 Plaskolite, Inc., 1st Lien Term Loan USD 5.147 11/3/2022 6,087,743 0.21% 7,280,848 PLZ Aeroscience Corp., USD Term Loan USD 4.642 7/31/2022 7,326,354 0.26% 7,188,707 Polycom, Inc., 1st Lien Term Loan USD 6.274 9/27/2023 7,255,202 0.25%

14,104,855

Polyconcept Investments BV, USD 2016 Term Loan B USD 6.295 8/10/2023 14,104,855 0.50%

7,679,000 Portillo's Holdings LLC, 2nd Lien Term Loan USD 9.147 8/1/2022 7,755,790 0.27% 5,081,269 Power Products LLC, Term Loan USD 5.656 12/20/2022 5,106,675 0.18%

14,752,405 PowerTeam Services LLC, 2nd Lien Term Loan USD 8.397 11/6/2020 14,457,357 0.51% 9,102,070 Presidio, Inc., 2017 Term Loan B USD 4.398 2/2/2022 9,178,891 0.32% 2,285,273 Press Ganey Holdings, Inc., 1st Lien Term Loan USD 4.295 10/21/2023 2,288,129 0.08% 7,880,250

Prime Security Services Borrower LLC, 2016 1st Lien Term Loan USD 4.294 5/2/2022 7,943,607 0.28%



Interest Rate


9,879,569 PrimeLine Utility Services LLC, Term Loan USD 6.621 11/12/2022 9,743,725 0.34% 8,816,110

Proampac PG Borrower LLC, 2016 1st Lien Term Loan USD 5.098 11/18/2023 8,948,352 0.31%

12,539,000

Project Alpha Intermediate Holding, Inc., 2017 Term Loan B USD 4.670 4/26/2024 12,481,571 0.44%

9,207,885 ProQuest LLC, New Term Loan B USD 5.294 10/24/2021 9,319,116 0.33% 11,802,000 PSAV Holdings LLC, Term Loan B USD 4.589 4/27/2024 11,787,247 0.41% 3,112,200

Quikrete Holdings, Inc., 2016 1st Lien Term Loan USD 11/15/2023 3,099,751 0.11%

5,996,000 Radio Systems Corp., Term Loan B USD 4.545 5/2/2024 6,018,485 0.21% 15,841,736 Red Lobster Management LLC, Term Loan B USD 6.295 7/28/2021 15,960,549 0.56% 14,209,252 Redbox Automated Retail LLC, Term Loan B USD 8.545 9/27/2021 14,218,204 0.50% 4,027,545 Research Now Group, Inc., Term Loan USD 5.647 3/18/2021 3,977,201 0.14% 4,156,786

Resolute Investment Managers, Inc., 1st Lien Term Loan USD 5.397 4/30/2022 4,163,728 0.15%

11,645,736 Riverbed Technology, Inc., 2016 Term Loan USD 4.300 4/24/2022 11,492,129 0.40% 6,140,817 Rocket Software, Inc., 2016 1st Lien Term Loan USD 5.397 10/14/2023 6,177,907 0.22% 5,657,835 Rocket Software, Inc., 2016 2nd Lien Term Loan USD 10.647 10/14/2024 5,653,139 0.20% 9,706,058

Sage Automotive Holdings, Inc., 2016 1st Lien Term Loan USD 6.045 10/27/2022 9,754,588 0.34%

5,375,984

Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan USD 6.795 2/28/2022 5,389,424 0.19%

14,031,478

Sedgwick Claims Management Services, Inc., Incremental 2nd Lien Term Loan USD 6.952 2/28/2022 14,060,663 0.49%

7,178,010

Serta Simmons Bedding LLC, 1st Lien Term Loan USD 4.586 11/8/2023 7,199,544 0.25%

7,490,000

Serta Simmons Bedding LLC, 2nd Lien Term Loan USD 9.179 11/8/2024 7,555,538 0.27%

6,083,000 Sesac Holdco II LLC, 2017 1st Lien Term Loan USD 4.309 2/23/2024 6,083,000 0.21% 11,131,870

Sirius Computer Solutions, Inc., 2016 Term Loan USD 5.295 10/30/2022 11,225,823 0.39%

10,903,167

SiteOne Landscape Supply, Inc., 2017 Term Loan B USD 4/29/2022 10,971,312 0.39%

12,707,695 Solera LLC, USD Term Loan B USD 4.295 3/3/2023 12,789,659 0.45% 16,368,890

Sprint Communications, Inc., 1st Lien Term Loan B USD 3.563 2/2/2024 16,413,250 0.58%

9,334,842 SRAM LLC, 2017 Term Loan USD 4.613 3/15/2024 9,358,179 0.33% 13,943,000

Sterigenics-Nordion Holdings LLC, 2017 Term Loan B USD 4.150 5/15/2022 13,873,285 0.49%

4,565,076

STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan USD 6.397 6/30/2022 4,131,393 0.14%

7,507,092 Strategic Partners, Inc., 2016 Term Loan USD 5.545 6/30/2023 7,582,163 0.27% 7,861,974

Surgery Center Holdings, Inc., New 1st Lien Term Loan USD 4.750 11/3/2020 7,881,629 0.28%

9,820,972 SurveyMonkey, Inc., 2017 Term Loan USD 5.660 4/13/2024 9,870,077 0.35% 7,472,966 Talbots, Inc. (The), 1st Lien Term Loan USD 5.545 3/19/2020 6,927,440 0.24% 8,040,607 Talbots, Inc. (The), 2nd Lien Term Loan USD 9.545 3/19/2021 6,780,885 0.24%

14,669,000 Team Health Holdings, Inc., 1st Lien Term Loan USD 3.795 2/6/2024 14,581,866 0.51% 9,910,000 Tecomet, Inc., 2017 Term Loan B USD 4.922 4/13/2024 9,959,550 0.35%

11,260,841

TerraForm AP Acquisition Holdings LLC, Term Loan B USD 5.647 6/26/2022 11,345,297 0.40%

9,077,000 TKC Holdings, Inc., 2017 Term Loan USD 4.750 2/1/2023 9,114,851 0.32% 9,904,247 TPF II Power LLC, Term Loan B USD 5.045 10/2/2023 9,832,045 0.35% 4,458,000 Trader Corp., 2017 Term Loan B USD 4.290 9/28/2023 4,461,700 0.16% 8,063,000 Transcendia, Inc., 1st Lien Term Loan B USD 5/10/2024 8,103,315 0.28%

1,013,182(‡)

TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan USD 3.750 11/30/2023 1,021,095 0.04%

10,106,489

TricorBraun Holdings, Inc., 2016 1st Lien Term Loan USD 4.897 11/30/2023 10,185,420 0.36%

11,221,599 Trojan Battery Co. LLC, 2013 Term Loan USD 5.876 6/11/2021 11,207,572 0.39% 14,346,000 Truck Hero, Inc., 1st Lien Term Loan USD 5.156 4/21/2024 14,251,890 0.50% 10,244,597 TruGreen LP, 1st Lien Term Loan B USD 6.500 4/13/2023 10,327,886 0.36% 2,873,277 TwentyEighty, Inc., PIK Term Loan B USD 1.000 3/31/2020 1,537,203 0.05% 2,033,947 TwentyEighty, Inc., PIK Term Loan C USD 0.250 3/31/2020 1,088,162 0.04%

10,294,922 U.S. Farathane LLC, Reprice Term Loan USD 5.147 12/23/2021 10,365,751 0.36% 10,545,835 U.S. Renal Care, Inc., 2015 Term Loan B USD 5.397 12/31/2022 10,295,371 0.36% 8,627,645

U.S. Security Associates Holdings, Inc., 2016 Term Loan USD 6.147 7/14/2023 8,724,706 0.31%

11,267,418 Uber Technologies, Term Loan B USD 5.010 7/13/2023 11,143,476 0.39% 3,987,000 Unifrax Corp., 2017 USD Term Loan B USD 4.900 4/4/2024 4,006,935 0.14% 4,169,628 USI, Inc., 2017 Term Loan B USD 5/16/2024 4,162,331 0.15% 5,511,000 Utility One Source LP, Term Loan B USD 6.533 4/7/2023 5,614,331 0.20%

25,737,916

Valeant Pharmaceuticals International, Inc., Term Loan B F1 USD 5.750 4/1/2022 26,188,329 0.92%

1,756,018 Varsity Brands, Inc., 1st Lien Term Loan USD 4.500 12/11/2021 1,765,114 0.06% 5,631,000 VC GB Holdings, Inc., 1st Lien Term Loan USD 4.794 2/28/2024 5,659,155 0.20%



Interest Rate


5,607,000 VC GB Holdings, Inc., 2nd Lien Term Loan USD 9.044 2/28/2025 5,522,895 0.19% 1,860,000 Ventia Deco LLC, 2016 Term Loan B USD 4.662 5/21/2022 1,873,950 0.07%

12,128,827 Veresen Midstream LP, 2017 Term Loan B USD 4.545 3/31/2022 12,193,231 0.43% 17,097,968 Veritas U.S., Inc., USD Term Loan B1 USD 6.772 1/27/2023 17,108,740 0.60% 5,212,935

Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan USD 5.260 12/19/2023 5,225,967 0.18%

8,012,413 VF Holding Corp., Reprice Term Loan USD 4.295 6/30/2023 8,022,429 0.28% 13,213,575 Victory Capital Management, Inc., Term Loan B USD 8.647 10/31/2021 13,378,745 0.47% 13,859,091 Wand Intermediate I LP, 2nd Lien Term Loan USD 8.326 9/19/2022 13,859,091 0.49% 5,415,234

William Morris Endeavor Entertainment LLC, 1st Lien Term Loan USD 4.300 5/6/2021 5,440,036 0.19%

9,854,821

William Morris Endeavor Entertainment LLC, 2nd Lien Term Loan USD 8.295 5/6/2022 9,936,911 0.35%

5,659,815 Wilsonart LLC, 2016 Term Loan USD 4.650 12/19/2023 5,699,434 0.20% 12,364,556 WireCo WorldGroup, Inc., 1st Lien Term Loan USD 6.702 9/30/2023 12,452,097 0.44% 3,020,893 WP CPP Holdings LLC, Term Loan B3 USD 4.671 12/28/2019 2,847,191 0.10%

11,400,212

Xerox Business Services LLC, USD Term Loan B USD 4.993 12/7/2023 11,574,065 0.41%

7,757,490 York Risk Services Holding Corp., Term Loan B USD 4.897 10/1/2021 7,575,189 0.27% 8,366,114 YP LLC, USD Term Loan B USD 12.250 6/4/2018 8,198,792 0.29% 8,879,745 Zodiac Pool Solutions LLC, 1st Lien Term Loan USD 5.647 12/20/2023 8,924,144 0.31% 8,879,745

Zodiac Pool Solutions LLC, 2017 1st Lien Term Loan USD 12/20/2023 8,924,144 0.31% ______________ _________

Total 2,561,619,717 89.99%

Bonds and Notes 10,540,000

Ascent Resources Utica Holdings LLC/ARU Finance Corp. USD 10.000 4/1/2022 10,803,500 0.38%

10,675,000 Bellatrix Exploration Ltd. USD 8.500 5/15/2020 9,984,221 0.35% 12,678,000 Blackboard, Inc. USD 9.750 10/15/2021 12,329,355 0.43% 12,300,000 Consolidated Energy Finance S.A. USD 6.750 10/15/2019 12,638,250 0.44% 4,860,000 GFL Environmental, Inc. USD 5.625 5/1/2022 4,896,450 0.17%

14,085,000 Hertz Corp. (The) USD 7.625 6/1/2022 14,085,000 0.50% 19,282,000 HUB International Ltd. USD 7.875 10/1/2021 20,149,690 0.71% 14,035,000 iStar, Inc. USD 6.000 4/1/2022 14,280,612 0.50% 9,200,000 Kindred Healthcare, Inc. USD 8.000 1/15/2020 9,631,296 0.34% 1,700,000 MagnaChip Semiconductor S.A. USD 5.000 3/1/2021 2,116,500 0.08% 5,322,130 Motel 6 Trust, Series 2015-M6MZ, Class M USD 8.230 2/5/2020 5,395,309 0.19% 4,500,000 Oasis Petroleum, Inc. USD 6.875 3/15/2022 4,550,625 0.16% 9,375,000 Petra Diamonds U.S. Treasury PLC USD 7.250 5/1/2022 9,721,875 0.34% 3,750,000 Petroleum Geo-Services ASA USD 7.375 12/15/2020 3,468,750 0.12% 4,225,000 Select Medical Corp. USD 6.375 6/1/2021 4,320,063 0.15%

13,270,000 SM Energy Co. USD 6.500 1/1/2023 13,070,950 0.46% 18,905,000 Tenet Healthcare Corp. USD 8.125 4/1/2022 19,944,775 0.70% 12,918,655 Wave Holdco LLC/Wave Holdco Corp., PIK USD 8.250 7/15/2019 13,112,435 0.46% 24,665,000 Windstream Services LLC USD 7.750 10/1/2021 23,863,387 0.84% ______________ _________

Total 208,363,043 7.32%

Common Stocks 456,710 Blue Ridge Mountain Resource, Inc. 4,156,061 0.15% 487,202 Dex Media, Inc. 1,802,647 0.06% 134,877 Hercules Offshore, Inc. — 0.00%

4,762 Rex Energy Corp. 13,858 0.00% 20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________

Total 5,972,566 0.21%

Preferred Stocks 29,673 Belden, Inc. 6.750 2,962,256 0.10% ______________ _________

Short-Term Investments 16,298,372

Repurchase Agreement with State Street Bank and Trust Company 0.000 6/1/2017 16,298,372 0.58%

287,842,870

Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation 0.220 6/1/2017 287,842,870 10.11% ______________ _________

Total 304,141,242 10.69%

Total Investments 3,083,058,824 108.31% Other assets less liabilities (236,505,021) (8.31%) Net Assets 2,846,553,803 100.00%

(‡) Unfunded loan commitment. Represents a contractual obligation for future funding at the option of the Borrower.


The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.

Loomis Sayles Senior Floating Rate and Fixed Income Fund Investments as of April 30, 2017 (Unaudited)


Interest Rate


Senior Loans 16,606,692 Academy Ltd., 2015 Term Loan B 5.121 7/1/2022 11,417,101 0.41% 12,508,156 Access CIG LLC, 1st Lien Term Loan 6.057 10/18/2021 12,533,172 0.45% 7,295,352 Aclara Technologies, 2016 Term Loan B 6.804 8/29/2023 7,404,783 0.27%

12,370,943

Advanced Integration Technology LP, 2017 Term Loan B 3/21/2023 12,448,261 0.45%

23,908,838

Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan 7.500 7/25/2022 22,749,259 0.82%

12,811,000 AI Mistral Holdco Limited, 2017 Term Loan B 4.176 3/9/2024 12,794,986 0.46% 3,450,000 Akorn, Inc., Term Loan B 5.250 4/16/2021 3,482,361 0.12%

11,970,000 Albertsons LLC, USD 2016 Term Loan B4 3.993 8/22/2021 12,008,663 0.43% 11,425,000 AlixPartners LLP, 2017 Term Loan B 4.150 7/28/2022 11,518,799 0.41% 5,973,289 Alliant Holdings I, Inc., 2015 Term Loan B 4.417 8/12/2022 5,987,863 0.21% 5,489,157

Allnex (Luxembourg) & Cy SCA, 2016 USD Term Loan B2 9/13/2023 5,496,019 0.20%

4,135,478 Allnex USA, Inc., USD Term Loan B3 9/13/2023 4,140,647 0.15% 9,603,750 ALM Media Holdings, Inc., 1st Lien Term Loan 5.647 7/31/2020 8,739,412 0.31% 1,476,000 Alpha 3 B.V., 2017 Term Loan B1 4.147 1/31/2024 1,483,380 0.05% 7,800,853 Alpha Media LLC, 2016 Term Loan 7.000 2/25/2022 7,410,810 0.27% 6,092,137

American Rock Salt Holdings LLC, 1st Lien Term Loan 4.897 5/20/2021 6,092,137 0.22%

6,143,044

American Rock Salt Holdings LLC, Incremental Term Loan 4.897 5/20/2021 6,143,044 0.22%

3,944,098 Ameriforge Group, Inc., 1st Lien Term Loan 5.000 12/19/2019 2,497,916 0.09% 19,433,682 AMF Bowling Centers, Inc., 2016 Term Loan 6.000 8/17/2023 19,385,098 0.69% 4,333,629 Amneal Pharmaceuticals LLC, New Term Loan 4.650 11/1/2019 4,370,205 0.16% 2,832,000 AmWINS Group, Inc., 2017 2nd Lien Term Loan 7.750 1/25/2025 2,881,560 0.10% 8,775,982 APLP Holdings LP, 2016 Term Loan B 4/13/2023 8,797,921 0.32%

20,668,698 Applied Systems, Inc., New 2nd Lien Term Loan 7.647 1/24/2022 20,806,558 0.75% 10,261,000 Aptean, Inc., 2016 1st Lien Term Loan 6.040 12/20/2022 10,421,379 0.37% 3,750,000 Aptean, Inc., 2016 2nd Lien Term Loan 10.540 12/14/2023 3,740,625 0.13% 4,141,000 Arctic Glacier USA, Inc., 2017 Term Loan B 5.250 3/20/2024 4,190,195 0.15%

10,611,317 Aricent Technologies, 1st Lien Term Loan 5.500 4/14/2021 10,615,774 0.38% 10,133,000 Array Canada, Inc., Term Loan B 6.034 2/10/2023 10,044,336 0.36% 15,865,745 Ascena Retail Group, Inc., 2015 Term Loan B 5.500 8/21/2022 14,308,998 0.51% 10,108,818 Ascensus, Inc., 2017 Term Loan 5.024 12/3/2022 10,184,634 0.36% 1,257,982 ASP Chromaflo Dutch I BV, Term Loan B2 5.000 11/18/2023 1,263,492 0.05% 3,030,000

ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan 9.000 11/14/2024 3,007,275 0.11%

967,440

ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1 5.000 11/18/2023 971,678 0.03%

11,876,203

ASP MSG Acquisition Co., Inc., 2017 Term Loan B 5.147 8/16/2023 11,972,756 0.43%

13,766,306 AssuredPartners, Inc., 2016 Term Loan B 5.250 10/21/2022 13,838,028 0.50% 7,954,596 At Home Holding III, Inc., Term Loan 4.672 6/3/2022 7,934,710 0.28% 8,464,493 ATI Holdings Acquisition, Inc., 2016 Term Loan 5.650 5/10/2023 8,542,112 0.31% 7,979,909 Augusta Sportswear Group, Inc., Term Loan B 5.500 10/26/2023 7,989,884 0.29%

16,373,343

Avantor Performance Materials Holdings LLC, 2017 1st Lien Term Loan 5.000 3/10/2024 16,526,925 0.59%

7,956,286

Avantor Performance Materials Holdings LLC, 2017 2nd Lien Term Loan 9.422 3/10/2025 7,989,464 0.29%

3,989,362 Bass Pro Group LLC, 2015 Term Loan 4.239 6/5/2020 3,981,065 0.14% 15,622,129 Bass Pro Group LLC, Term Loan B 6.147 12/16/2023 15,201,269 0.54% 10,384,000

BBB Industries U.S. Holdings, Inc., 2014 1st Lien Term Loan 6.000 11/3/2021 10,396,980 0.37%

17,407,177 BDF Acquisition Corp., 1st Lien Term Loan 5.750 2/12/2021 17,298,382 0.62% 7,850,994 Big Jack Holdings LP, 2017 Term Loan B 5.250 4/5/2024 7,870,622 0.28%

11,062,097 BioClinica, Inc., 1st Lien Term Loan 5.375 10/20/2023 11,131,236 0.40% 13,548,000 Brickman Group Ltd. LLC, 2nd Lien Term Loan 7.503 12/17/2021 13,607,340 0.49% 6,160,000

California Resources Corp., Second Out Term Loan 11.375 12/31/2021 6,768,300 0.24%

6,076,823 Camelot UK Holdco Ltd., 2017 Term Loan B 4.500 10/3/2023 6,104,169 0.22% 16,406,474

Capital Automotive LP, 2017 2nd Lien Term Loan 7.000 3/24/2025 16,734,603 0.60%

11,174,756 CareCore National LLC, Term Loan B 5.500 3/5/2021 11,230,629 0.40% 4,508,813

Cast and Crew Payroll LLC, 2017 1st Lien Term Loan 4.650 8/12/2022 4,512,555 0.16%

7,060,908 CBS Radio, Inc., Term Loan B 4.500 10/17/2023 7,108,004 0.25% 469,000

CCC Information Services, Inc., 2017 2nd Lien Term Loan 3/29/2025 477,794 0.02%

6,676,330

CDS U.S. Intermediate Holdings, Inc., 1st Lien Term Loan 5.147 7/8/2022 6,726,402 0.24%

3,931,000

CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan 9.250 7/10/2023 3,901,517 0.14%



Interest Rate


13,698,268

Cengage Learning Acquisitions, Inc., 2016 Term Loan B 5.250 6/7/2023 13,160,063 0.47%

8,595,269 Chesapeake Energy Corp., Term Loan 8.553 8/23/2021 9,280,226 0.33% 2,460,573 CHG Healthcare Services, Inc., Term Loan B 4.921 6/7/2023 2,490,297 0.09%

15,077,875 Cision U.S., Inc., USD Term Loan B 7.147 6/16/2023 15,165,779 0.54% 9,213,622 Coinstar LLC, 1st Lien Term Loan 5.250 9/27/2023 9,233,800 0.33%

11,859,440

Communications Sales & Leasing, Inc., 2017 Term Loan B 4.000 10/24/2022 11,814,967 0.42%

16,946,730

Confie Seguros Holding II Co., 2016 Term Loan B 5.750 4/19/2022 16,925,546 0.61%

7,180,000

Consolidated Communications, Inc., Delayed Draw Term Loan B2 10/5/2023 7,215,900 0.26%

11,070,000 Constellis Holdings LLC, 2017 Term Loan B 6.155 4/13/2024 10,936,274 0.39% 11,233,246

ConvergeOne Holdings Corp., 1st Lien Term Loan 6.522 6/17/2020 11,233,246 0.40%

13,418,000 Coral U.S. Co-Borrower LLC, Term Loan B1 5.743 12/30/2022 13,478,381 0.48% 11,961,363 Cortes NP Acquisition Corp., 2017 Term Loan B 5.030 11/30/2023 12,031,098 0.43% 14,227,841 CPI Acquisition, Inc., Term Loan B 5.834 8/17/2022 13,267,462 0.48% 4,365,000 CPI International, Inc., New Term Loan B 4.250 4/7/2021 4,375,912 0.16% 9,442,912 CPM Holdings, Inc., Term Loan B 5.250 4/11/2022 9,553,111 0.34% 6,869,000

Crosby U.S. Acquisition Corp., 2nd Lien Term Loan 7.052 11/22/2021 5,628,321 0.20%

7,236,102

CT Technologies Intermediate Holdings, Inc., New 1st Lien Term Loan 5.250 12/1/2021 6,946,658 0.25%

9,173,010

Culligan International Co., 2016 1st Lien Term Loan 5.000 12/13/2023 9,310,605 0.33%

9,371,263 Cumulus Media Holdings, Inc., 2013 Term Loan 4.250 12/23/2020 7,322,986 0.26% 11,923,582

Cunningham Lindsey U.S., Inc., 1st Lien Term Loan 5.028 12/10/2019 10,701,415 0.38%

5,255,227

Cunningham Lindsey U.S., Inc., 2nd Lien Term Loan 9.318 6/10/2020 2,450,250 0.09%

5,699,850 David's Bridal, Inc., New Term Loan B 5.250 10/11/2019 4,823,498 0.17% 10,236,777 Dayco Products LLC, New Term Loan B 5.304 12/12/2019 10,236,777 0.37% 11,208,290 DBRS Ltd., Term Loan 6.304 3/4/2022 10,759,958 0.39% 1,055,725 Dex Media, Inc., Term Loan 11.000 7/29/2021 1,076,839 0.04% 8,295,690 Dexter Axle Co., USD Term Loan 6.438 12/30/2022 8,285,320 0.30% 3,064,944 DigitalGlobe, Inc., 2016 Term Loan B 3.743 1/15/2024 3,076,438 0.11% 1,419,177

Donnelley Financial Solutions, Inc., Term Loan B 5.000 9/30/2023 1,430,999 0.05%

2,518,804

Douglas Dynamics Holdings, Inc., 2017 Term Loan B 4.500 12/31/2021 2,528,249 0.09%

16,369,029 DTI Holdco, Inc., 2016 Term Loan B 6.421 9/30/2023 16,096,158 0.58% 15,721,223

DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan 4.343 11/4/2021 15,777,977 0.57%

1,128,000 DTZ U.S. Borrower LLC, 2nd Lien Term Loan 9.422 11/4/2022 1,122,360 0.04% 2,336,800

DuBois Chemicals, Inc., 2017 1st Lien Term Loan B 4.881 3/15/2024 2,348,484 0.08%

584,200(‡)

DuBois Chemicals, Inc., 2017 Delayed Draw Term Loan 3/15/2024 587,121 0.02%

5,062,857 Duke Finance LLC, 2017 1st Lien Term Loan 6.147 2/21/2024 5,126,143 0.18% 1,109,934 Dynacast International LLC, Term Loan B 4.397 1/28/2022 1,111,322 0.04% 2,499,225 Dynegy, Inc., 2017 Term Loan C 4.250 2/7/2024 2,497,251 0.09%

14,769,590 Eastman Kodak Co., Exit Term Loan 7.422 9/3/2019 14,792,631 0.53% 13,158,476 EIG Investors Corp., 2013 Term Loan 6.532 11/9/2019 13,202,293 0.47% 3,903,205 EIG Investors Corp., 2016 Term Loan 6.042 2/9/2023 3,929,240 0.14%

13,954,025

Endo Luxembourg Finance Co. I S.a r.l., 2017 Term Loan B 4/5/2024 14,058,680 0.50%

5,226,076 EnergySolutions LLC, New Term Loan 6.750 5/29/2020 5,280,532 0.19% 8,604,325 Engility Corp., Term Loan B2 4.750 8/12/2023 8,658,102 0.31% 2,588,173 Entercom Radio LLC, 2016 Term Loan 4.550 11/1/2023 2,603,262 0.09%

11,017,000

Epic Health Services, Inc., 2017 1st Lien Term Loan 5.342 3/18/2024 11,026,144 0.40%

2,437,404 EWT Holdings III Corp., 1st Lien Term Loan 4.897 1/15/2021 2,449,591 0.09% 965,126

EWT Holdings III Corp., 2016 1st Lien Term Loan 5.647 1/15/2021 971,158 0.03%

4,988,003 Explorer Holdings, Inc., 2016 Term Loan B 6.035 5/2/2023 5,037,883 0.18% 2,030,891 Extreme Reach, Inc., 1st Lien Term Loan 7.280 2/7/2020 2,066,431 0.07% 7,588,000 Extreme Reach, Inc., 2nd Lien Term Loan 11.033 1/24/2021 7,297,152 0.26% 7,965,803

Eze Castle Software, Inc., New 2nd Lien Term Loan 7.647 4/5/2021 7,960,864 0.29%

3,543,550 Fairpoint Communications, Inc., Refi Term Loan 7.500 2/14/2019 3,555,350 0.13% 10,169,959 FHC Health Systems, Inc., 2014 Term Loan 5.000 12/23/2021 9,521,624 0.34% 4,260,000 Flex Acquisition Co., Inc., 1st Lien Term Loan 4.398 12/29/2023 4,278,659 0.15% 9,252,068

Floor and Decor Outlets of America, Inc., 2017 Term Loan 4.500 9/30/2024 9,252,068 0.33%

10,949,947 Fort Dearborn Co., 2016 1st Lien Term Loan 5.147 10/19/2023 11,059,446 0.40%



Interest Rate


6,914,723 Gates Global LLC, 2017 USD Term Loan B 4.408 4/1/2024 6,945,839 0.25% 4,133,000

Gateway Casinos & Entertainment Ltd., Term Loan B1 4.800 2/22/2023 4,184,662 0.15%

17,968,712 Gavilan Resources LLC, 2nd Lien Term Loan 7.000 3/1/2024 17,789,025 0.64% 10,265,415

Genoa, a QoL Healthcare Co. LLC, 2016 1st Lien Term Loan 4.897 10/28/2023 10,308,222 0.37%

12,690,814

Give & Go Prepared Foods Corp., 1st Lien Term Loan 6.647 7/29/2023 12,849,449 0.46%

5,734,948 Global Brass & Copper, Inc., 2016 Term Loan B 5.250 7/18/2023 5,795,911 0.21% 871,255

Global Healthcare Exchange LLC, 2015 Term Loan B 5.250 8/15/2022 882,145 0.03%

12,628,294 Greatbatch Ltd., 2017 Term Loan B 4.500 10/27/2022 12,697,750 0.46% 10,686,456

Greeneden U.S. Holdings II LLC, 2017 Term Loan B 5.158 12/1/2023 10,763,933 0.39%

2,853,399 GTT Communications, Inc., 2017 Term Loan B 5.000 1/9/2024 2,880,163 0.10% 10,315,165 Gulf Finance LLC, Term Loan B 6.250 8/25/2023 10,289,377 0.37% 5,552,483 Hampton Rubber Co., 1st Lien Term Loan 5.000 3/27/2021 5,085,130 0.18% 4,799,224 Harland Clarke Holdings Corp., Term Loan B5 7.147 12/31/2021 4,811,222 0.17%

11,788,203 Harland Clarke Holdings Corp., Term Loan B6 6.647 2/9/2022 11,802,938 0.42% 9,762,533 Harsco Corp., Term Loan B 6.000 11/2/2023 9,933,377 0.36%

17,830,978 HC Group Holdings III, Inc., Term Loan B 6.000 4/7/2022 17,541,224 0.63% 13,856,026

Highland Acquisitions Holdings LLC, Term Loan B 6.500 11/30/2022 13,717,466 0.49%

3,180,000

Highline Aftermarket Acquisition LLC, Term Loan B 5.313 3/17/2024 3,195,900 0.11%

6,250,000 Hudson's Bay Co., 2015 Term Loan B 4.250 9/30/2022 5,986,312 0.21% 784,000 Hyland Software, Inc., 2017 Term Loan 4.243 7/1/2022 788,704 0.03%

13,555,546

Hyperion Insurance Group Ltd., 2015 Term Loan B 5.500 4/29/2022 13,583,742 0.49%

8,363,502 Imagine! Print Solutions, Inc., Term Loan B 7.147 3/30/2022 8,426,228 0.30% 4,684,925 Infiltrator Systems, Inc., 2016 Term Loan B 4.647 5/27/2022 4,717,157 0.17% 6,800,910 Infor (U.S.), Inc., Term Loan B6 3.897 2/1/2022 6,784,996 0.24% 8,700,000 Informatica Corp., USD Term Loan 8/5/2022 8,662,677 0.31%

10,705,012 Information Resources, Inc., 1st Lien Term Loan 5.250 1/18/2024 10,808,744 0.39% 7,019,000 Inmar Holdings, Inc., 2017 1st Lien Term Loan B 4/21/2024 6,970,779 0.25%

10,110,000

Innovative Xcessories & Services LLC, Term Loan B 5.750 11/29/2022 10,185,825 0.36%

9,355,131

Institutional Shareholder Services, Inc., Term Loan 5.606 4/30/2021 9,378,519 0.34%

10,901,000 Interior Logic Group, Inc., 2017 Term Loan B 7.000 3/1/2024 10,696,606 0.38% 13,475,745 inVentiv Health, Inc., 2016 Term Loan B 4.804 11/9/2023 13,545,011 0.49% 6,337,392 ION Media Networks, Inc., 2016 Term Loan B 4.500 12/18/2020 6,396,837 0.23%

10,066,770 IPS Corp., 2016 1st Lien Term Loan 6.250 12/20/2023 10,117,104 0.36% 8,046,887 IQOR U.S., Inc., 2nd Lien Term Loan 9.898 4/1/2022 7,242,198 0.26%

13,137,790 IQOR U.S., Inc., Term Loan B 6.148 4/1/2021 12,891,457 0.46% 6,619,014 iStar, Inc., 2016 Term Loan B 4.750 7/1/2020 6,676,930 0.24% 4,867,540 J.D. Power and Associates, 1st Lien Term Loan 5.250 9/7/2023 4,891,878 0.18% 4,735,899 Jaguar Holding Co. II, 2015 Term Loan B 4.328 8/18/2022 4,759,578 0.17%

17,592,943 Jill Acquisition LLC, 2015 Term Loan 6.180 5/8/2022 17,285,067 0.62% 9,899,190 K&N Engineering, Inc., 1st Lien Term Loan 5.750 10/19/2023 9,923,938 0.36%

14,928,216 Kraton Polymers LLC, 2016 Term Loan B 5.000 1/6/2022 15,134,375 0.54% 9,661,672 Laureate Education, Inc., 2017 Term Loan B 4/19/2024 9,641,576 0.35%

13,482,422 LBM Borrower LLC, 1st Lien Term Loan 6.331 8/20/2022 13,511,274 0.48% 9,604,188 Leslie's Poolmart, Inc., 2016 Term Loan 4.774 8/16/2023 9,648,176 0.35% 7,549,633 Limetree Bay Terminals LLC, 2017 Term Loan B 6.040 2/15/2024 7,634,566 0.27%

27,125,040

Lonestar Intermediate Super Holdings LLC, PIK Term Loan B 10.000 8/31/2021 28,176,135 1.01%

12,566,887 LSC Communications, Inc., Term Loan B 7.000 9/30/2022 12,676,847 0.45% 9,763,712 LSF9 Atlantis Holdings LLC, 2017 Term Loan 4/21/2023 9,763,712 0.35% 4,980,280 LTI Holdings, Inc., 1st Lien Term Loan 5.397 4/16/2022 4,967,829 0.18%

10,151,000 Lumileds Holding BV, Term Loan B 2/27/2024 10,265,199 0.37% 732,987 MacDermid, Inc., USD Term Loan B5 4.500 6/7/2020 736,784 0.03%

8,124,703 Magnolia Energy LP, 2017 Term Loan 4/29/2024 8,165,327 0.29% 7,481,156

McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B 5.000 5/4/2022 7,404,923 0.27%

2,072,574 MEG Energy Corp., 2017 Term Loan B 4.627 12/31/2023 2,073,610 0.07% 12,216,856 Men's Wearhouse, Inc. (The), Term Loan B 4.528 6/18/2021 11,697,640 0.42% 13,307,571 Mergermarket USA, Inc., 2nd Lien Term Loan 7.602 2/4/2022 13,307,571 0.48% 12,088,201 Merrill Communications LLC, 2015 Term Loan 6.422 6/1/2022 12,068,014 0.43% 8,752,110 Methanol Holdings (Trinidad) Ltd., Term Loan B 4.482 6/30/2022 8,730,230 0.31% 3,435,526 MH Sub I LLC, 1st Lien Term Loan 4.750 7/8/2021 3,463,457 0.12%

1,511,848(‡) MH Sub I LLC, 2017 Delayed Draw Term Loan 7/8/2021 1,525,077 0.05% 2,764,617

MH Sub I LLC, 2017 Incremental 1st Lien Term Loan 4.750 7/8/2021 2,788,808 0.10%

10,821,086 MH Sub I LLC, 2nd Lien Term Loan 8.500 7/8/2022 10,875,191 0.39% 8,583,497 Mirion Technologies, Inc., Term Loan B 5.897 3/31/2022 8,562,038 0.31%



Interest Rate


1,823,326

Mister Car Wash Holdings, Inc., Delayed Draw Term Loan 5.270 8/20/2021 1,832,442 0.07%

9,093,261 Mister Car Wash Holdings, Inc., Term Loan B 5.250 8/20/2021 9,138,727 0.33% 10,673,000 Misys Europe S.A., USD 1st Lien Term Loan 4/27/2024 10,746,430 0.39% 9,375,000

Mitchell International, Inc., New 2nd Lien Term Loan 8.672 10/11/2021 9,445,312 0.34%

8,039,438 Morsco, Inc., Term Loan B 8.000 10/31/2023 8,109,783 0.29% 4,391,930 MTS Systems Corp., Term Loan B 5.240 7/5/2023 4,441,339 0.16% 8,205,955 Munters Corp., Term Loan 6.274 5/5/2021 8,226,470 0.29%

10,520,633

Nature's Bounty Co. (The), 2017 USD Term Loan B 4.647 5/5/2023 10,552,194 0.38%

10,322,763

Neiman Marcus Group Ltd., Inc., 2020 Term Loan 4.250 10/25/2020 8,223,835 0.29%

8,218,479 NES Global Talent Ltd., 1st Lien Term Loan 6.672 10/3/2019 7,396,631 0.27% 2,178,000 NeuStar, Inc., 2nd Lien Term Loan 2/24/2025 2,197,058 0.08% 3,534,000 NeuStar, Inc., Term Loan B2 2/28/2024 3,579,659 0.13% 7,137,157 Nexeo Solutions LLC, 2017 Term Loan B 6/9/2023 7,208,529 0.26% 8,521,469 NMSC Holdings, Inc., 1st Lien Term Loan 6.147 4/19/2023 8,500,165 0.30% 8,104,922 NN, Inc., 2016 Term Loan B 5.243 10/19/2022 8,082,147 0.29% 8,838,871

North American Lifting Holdings, Inc., 1st Lien Term Loan 5.647 11/27/2020 8,279,105 0.30%

2,283,000 NPC International, Inc., 1st Lien Term Loan 3/17/2024 2,301,561 0.08% 11,768,347 NVA Holdings, Inc., 2nd Lien Term Loan 8.147 8/14/2022 11,915,451 0.43% 6,414,270 NVA Holdings, Inc., USD 1st Lien Term Loan B2 4.647 8/14/2021 6,502,467 0.23% 1,459,153

Oberthur Technologies S.A., 2016 USD Term Loan B1 4.897 1/10/2024 1,461,707 0.05%

2,364,835(‡)


13,297,357

Onex TSG Holdings II Corp., 1st Lien Term Loan 5.000 7/31/2022 13,319,563 0.48%

6,686,991 Onsite U.S. Finco LLC, Term Loan 5.500 7/30/2021 4,246,239 0.15% 7,911,200

Openlink International Intermediate, Inc., 2017 Term Loan 7.750 7/29/2019 7,937,544 0.28%

2,291,000 Optiv Security, Inc., 1st Lien Term Loan 4.250 2/1/2024 2,287,174 0.08% 6,026,345 OSG Bulk Ships, Inc., OBS Term Loan 5.290 8/5/2019 5,890,752 0.21% 8,175,058 OSG International, Inc., OIN Term Loan 5.790 8/5/2019 8,149,551 0.29% 8,678,775 Ozark Holdings LLC, Term Loan B 5.750 7/1/2023 8,733,017 0.31% 4,408,861

P2 Upstream Acquisition Co., 1st Lien Term Loan 5.250 10/30/2020 4,309,661 0.15%

3,403,895 Packers Holdings LLC, Term Loan B 4.805 12/2/2021 3,437,934 0.12% 11,602,000

Patterson Medical Holdings, Inc., 1st Lien Term Loan 5.750 8/28/2022 11,398,965 0.41%

8,792,164 Petco Animal Supplies, Inc., 2017 Term Loan B 4.172 1/26/2023 7,943,192 0.28% 10,293,342

Petroleum Geo-Services ASA, New Term Loan B 3.647 3/19/2021 8,311,874 0.30%

14,714,238 PetSmart, Inc., Term Loan B2 4.020 3/11/2022 13,461,909 0.48% 316,667 Pinnacle Holdco S.a.r.l., 2nd Lien Term Loan 10.500 7/24/2020 212,167 0.01%

7,299,388 Pinnacle Holdco S.a.r.l., Term Loan 4.750 7/30/2019 5,912,505 0.21% 2,200,000 PKC Holding Corp., 1st Lien Term Loan 3/29/2024 2,204,136 0.08% 6,137,727 Plaskolite, Inc., 1st Lien Term Loan 5.147 11/3/2022 6,176,088 0.22% 6,816,848 PLZ Aeroscience Corp., USD Term Loan 4.642 7/31/2022 6,850,933 0.25% 7,337,448 Polycom, Inc., 1st Lien Term Loan 6.250 9/27/2023 7,399,376 0.27%

10,754,856

Polyconcept Investments BV, USD 2016 Term Loan B 6.250 8/10/2023 10,781,743 0.39%

7,679,000 Portillo's Holdings LLC, 2nd Lien Term Loan 9.147 8/1/2022 7,755,790 0.28% 5,094,004 Power Products LLC, Term Loan 5.656 12/20/2022 5,122,683 0.18%

14,752,405 PowerTeam Services LLC, 2nd Lien Term Loan 8.397 11/6/2020 14,678,643 0.53% 9,218,612 Presidio, Inc., 2017 Term Loan B 4.396 2/2/2022 9,319,464 0.33% 2,285,273 Press Ganey Holdings, Inc., 1st Lien Term Loan 4.250 10/21/2023 2,285,273 0.08% 7,880,250

Prime Security Services Borrower LLC, 2016 1st Lien Term Loan 4.250 5/2/2022 7,957,792 0.29%

9,879,569 PrimeLine Utility Services LLC, Term Loan 6.524 11/12/2022 9,780,773 0.35% 8,816,110

Proampac PG Borrower LLC, 2016 1st Lien Term Loan 5.057 11/18/2023 8,939,536 0.32%

12,539,000

Project Alpha Intermediate Holding, Inc., 2017 Term Loan B 4/18/2024 12,476,305 0.45%

9,207,885 ProQuest LLC, New Term Loan B 5.250 10/24/2021 9,334,494 0.33% 11,802,000 PSAV Holdings LLC, Term Loan B 4/21/2024 11,772,495 0.42% 3,112,200

Quikrete Holdings, Inc., 2016 1st Lien Term Loan 4.243 11/15/2023 3,116,744 0.11%

15,841,736 Red Lobster Management LLC, Term Loan B 6.250 7/28/2021 15,920,945 0.57% 14,209,252 Redbox Automated Retail LLC, Term Loan B 8.500 9/27/2021 14,203,284 0.51% 4,083,905 Research Now Group, Inc., Term Loan 5.647 3/18/2021 4,007,332 0.14% 4,163,102

Resolute Investment Managers, Inc., 1st Lien Term Loan 5.397 4/30/2022 4,168,306 0.15%

11,645,736 Riverbed Technology, Inc., 2016 Term Loan 4.250 4/24/2022 11,616,622 0.42%



Interest Rate


6,140,817 Rocket Software, Inc., 2016 1st Lien Term Loan 5.397 10/14/2023 6,188,776 0.22% 5,657,835 Rocket Software, Inc., 2016 2nd Lien Term Loan 10.647 10/14/2024 5,722,900 0.21% 9,706,057

Sage Automotive Holdings, Inc., 2016 1st Lien Term Loan 6.000 10/27/2022 9,706,057 0.35%

5,375,984

Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan 6.750 2/28/2022 5,380,446 0.19%

14,031,478

Sedgwick Claims Management Services, Inc., Incremental 2nd Lien Term Loan 6.804 2/28/2022 14,049,017 0.50%

3,473,192 Select Medical Corp., 2017 Term Loan B 4.650 3/6/2024 3,512,266 0.13% 7,178,010

Serta Simmons Bedding LLC, 1st Lien Term Loan 4.538 11/8/2023 7,197,104 0.26%

7,490,000

Serta Simmons Bedding LLC, 2nd Lien Term Loan 9.038 11/8/2024 7,583,625 0.27%

6,083,000 Sesac Holdco II LLC, 2017 1st Lien Term Loan 4.259 2/23/2024 6,080,445 0.22% 11,360,265

Sirius Computer Solutions, Inc., 2016 Term Loan 5.250 10/30/2022 11,445,467 0.41%

10,903,167

SiteOne Landscape Supply, Inc., Reprice Term Loan B 5.500 4/29/2022 10,978,181 0.39%

12,707,695 Solera LLC, USD Term Loan B 4.250 3/3/2023 12,793,980 0.46% 5,238,836 SourceHov LLC, 2014 1st Lien Term Loan 7.897 10/31/2019 5,024,044 0.18%

16,368,890

Sprint Communications, Inc., 1st Lien Term Loan B 3.500 2/2/2024 16,379,202 0.59%

9,334,842 SRAM LLC, 2017 Term Loan 4.536 3/15/2024 9,311,505 0.33% 13,943,000

Sterigenics-Nordion Holdings LLC, 2017 Term Loan B 4.150 5/15/2022 13,908,142 0.50%

4,565,076

STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan 6.397 6/30/2022 3,971,616 0.14%

7,507,092 Strategic Partners, Inc., 2016 Term Loan 5.500 6/30/2023 7,563,395 0.27% 7,861,974

Surgery Center Holdings, Inc., New 1st Lien Term Loan 4.750 11/3/2020 7,901,284 0.28%

9,820,972 SurveyMonkey, Inc., 2017 Term Loan 5.660 4/13/2024 9,845,524 0.35% 7,472,966 Talbots, Inc. (The), 1st Lien Term Loan 5.500 3/19/2020 6,669,622 0.24% 7,721,719 Talbots, Inc. (The), 2nd Lien Term Loan 9.500 3/19/2021 6,563,461 0.24%

14,669,000 Team Health Holdings, Inc., 1st Lien Term Loan 3.750 2/6/2024 14,531,551 0.52% 13,261,674 Tecomet, Inc., 1st Lien Term Loan 5.900 12/5/2021 13,311,405 0.48% 9,910,000 Tecomet, Inc., 2017 Term Loan B 4/13/2024 9,959,550 0.36%

11,260,841

TerraForm AP Acquisition Holdings LLC, Term Loan B 5.647 6/26/2022 11,373,450 0.41%

9,077,000 TKC Holdings, Inc., 2017 Term Loan 4.750 2/1/2023 9,167,770 0.33% 9,904,247 TPF II Power LLC, Term Loan B 5.000 10/2/2023 9,960,008 0.36% 4,458,000 Trader Corp., 2017 Term Loan B 4.290 9/28/2023 4,467,273 0.16%

1,013,182(‡)

TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan 3.750 11/30/2023 1,022,300 0.04%

10,106,489

TricorBraun Holdings, Inc., 2016 1st Lien Term Loan 4.897 11/30/2023 10,197,447 0.37%

11,221,599 Trojan Battery Co. LLC, 2013 Term Loan 5.867 6/11/2021 11,207,572 0.40% 10,244,597 TruGreen LP, 1st Lien Term Loan B 6.500 4/13/2023 10,308,626 0.37% 2,840,688 TwentyEighty, Inc., PIK Term Loan B 1.000 3/31/2020 1,704,413 0.06% 2,005,192 TwentyEighty, Inc., PIK Term Loan C 0.250 3/31/2020 1,203,115 0.04%

10,294,922 U.S. Farathane LLC, Reprice Term Loan 5.147 12/23/2021 10,378,620 0.37% 10,545,835 U.S. Renal Care, Inc., 2015 Term Loan B 5.397 12/31/2022 9,992,179 0.36% 8,627,645

U.S. Security Associates Holdings, Inc., 2016 Term Loan 6.024 7/14/2023 8,703,137 0.31%

8,253,146 U.S. Telepacific Corp., Term Loan 6.000 11/25/2020 8,240,271 0.30% 11,267,418 Uber Technologies, Term Loan B 5.000 7/13/2023 11,232,263 0.40% 3,987,000 Unifrax Corp., 2017 USD Term Loan B 4.900 4/4/2024 3,993,658 0.14% 2,651,609

USAGM HoldCo LLC, 2016 Incremental Delayed Draw Term Loan 7/28/2022 2,638,351 0.09%

2,651,609

USAGM HoldCo LLC, 2017 Delayed Draw Term Loan 7/28/2022 2,658,238 0.10%

4,169,628 USI, Inc., 2017 Term Loan B 3/30/2024 4,151,407 0.15% 5,511,000 Utility One Source LP, Term Loan B 6.533 4/7/2023 5,593,665 0.20%

26,050,471

Valeant Pharmaceuticals International, Inc., Term Loan B F1 5.740 4/1/2022 26,199,740 0.94%

1,756,018 Varsity Brands, Inc., 1st Lien Term Loan 5.000 12/11/2021 1,764,798 0.06% 1,756,018 Varsity Brands, Inc., 2017 1st Lien Term Loan 12/11/2021 1,764,798 0.06% 5,631,000 VC GB Holdings, Inc., 1st Lien Term Loan 4.750 2/28/2024 5,659,155 0.20% 5,607,000 VC GB Holdings, Inc., 2nd Lien Term Loan 9.000 2/28/2025 5,522,895 0.20% 1,860,000 Ventia Deco LLC, 2016 Term Loan B 4.662 5/21/2022 1,873,950 0.07%

12,128,827 Veresen Midstream LP, 2017 Term Loan B 3/31/2022 12,204,632 0.44% 17,097,968 Veritas U.S., Inc., USD Term Loan B1 6.772 1/27/2023 16,998,287 0.61% 5,212,935

Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan 5.250 12/19/2023 5,239,000 0.19%

8,012,413 VF Holding Corp., Reprice Term Loan 4.250 6/30/2023 8,033,726 0.29% 13,333,548 Victory Capital Management, Inc., Term Loan B 8.647 10/31/2021 13,475,284 0.48% 13,859,091 Wand Intermediate I LP, 2nd Lien Term Loan 8.250 9/19/2022 13,859,091 0.50%



Interest Rate


5,415,234

William Morris Endeavor Entertainment LLC, 1st Lien Term Loan 4.250 5/6/2021 5,443,447 0.20%

9,854,821

William Morris Endeavor Entertainment LLC, 2nd Lien Term Loan 8.250 5/6/2022 9,916,413 0.36%

5,659,815 Wilsonart LLC, 2016 Term Loan 4.650 12/19/2023 5,692,812 0.20% 12,364,556 WireCo WorldGroup, Inc., 1st Lien Term Loan 6.500 9/30/2023 12,467,553 0.45% 3,020,893 WP CPP Holdings LLC, Term Loan B3 4.671 12/28/2019 2,733,908 0.10%

11,400,212

Xerox Business Services LLC, USD Term Loan B 4.986 12/7/2023 11,590,254 0.42%

7,757,490 York Risk Services Holding Corp., Term Loan B 4.897 10/1/2021 7,560,294 0.27% 8,366,114 YP LLC, USD Term Loan B 12.250 6/4/2018 8,198,792 0.29% 8,879,745 Zodiac Pool Solutions LLC, 1st Lien Term Loan 5.647 12/20/2023 8,927,873 0.32% ______________ _________

Total 2,469,433,586 88.49%

Bonds and Notes 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 10,895,725 0.39% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 10,238,072 0.37% 12,678,000 Blackboard, Inc. 9.750 10/15/2021 12,741,390 0.46% 12,300,000 Consolidated Energy Finance S.A. 6.750 10/15/2019 12,546,000 0.45% 10,311,000 GFL Environmental, Inc. 7.875 4/1/2020 10,697,662 0.38% 19,282,000 HUB International Ltd. 7.875 10/1/2021 20,200,787 0.72% 14,035,000 iStar, Inc. 6.000 4/1/2022 14,385,875 0.52% 9,200,000 Kindred Healthcare, Inc. 8.000 1/15/2020 9,499,000 0.34% 1,700,000 MagnaChip Semiconductor S.A. 5.000 3/1/2021 2,136,688 0.08% 5,332,253 Motel 6 Trust, Series 2015-M6MZ, Class M 8.230 2/5/2020 5,398,906 0.19% 4,500,000 Oasis Petroleum, Inc. 6.875 3/15/2022 4,556,250 0.16% 9,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 9,796,875 0.35% 1,875,000 Petroleum Geo-Services ASA 7.375 12/15/2020 1,715,625 0.06% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,320,063 0.15%

13,270,000 SM Energy Co. 6.500 1/1/2023 13,469,050 0.48% 10,335,000 Tenet Healthcare Corp. 7.500 1/1/2022 11,058,450 0.40% 9,980,000 Tenet Healthcare Corp. 8.125 4/1/2022 10,129,700 0.36%

12,918,655 Wave Holdco LLC/Wave Holdco Corp., PIK 8.250 7/15/2019 12,983,248 0.47% 24,665,000 Windstream Services LLC 7.750 10/1/2021 24,788,325 0.89% ______________ _________

Total 201,557,691 7.22%

Preferred Stocks 15,878 Allergan PLC, Series A 5.500 13,746,855 0.49% 29,673 Belden, Inc. 6.750 2,921,900 0.11% ______________ _________

Total 16,668,755 0.60%



Total 5,762,562 0.20%



264,699,237


Total 280,363,883 10.05%




Loomis Sayles Senior Floating Rate and Fixed Income Fund Investments as of March 31, 2017 (Unaudited)


Interest Rate


Senior Loans 16,615,453 Academy Ltd., 2015 Term Loan B 5.055 7/1/2022 12,228,974 0.45% 12,508,155 Access CIG LLC, 1st Lien Term Loan 6.057 10/18/2021 12,533,171 0.46% 7,300,365 Aclara Technologies, 2016 Term Loan B 6.804 8/29/2023 7,409,870 0.27%

12,389,725

Advanced Integration Technology LP, 2017 Term Loan B 3/21/2023 12,467,161 0.46%

23,908,838

Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan 7.500 7/25/2022 23,119,846 0.85%

12,811,000 AI Mistral Holdco Limited, 2017 Term Loan B 4.176 1/27/2024 12,794,986 0.47% 3,450,000 Akorn, Inc., Term Loan B 5.250 4/16/2021 3,484,500 0.13%

11,970,000 Albertsons LLC, USD 2016 Term Loan B4 3.982 8/22/2021 12,018,957 0.44% 15,400,000 AlixPartners LLP, 2017 Term Loan B 4/29/2024 15,457,750 0.57% 5,973,289 Alliant Holdings I, Inc., 2015 Term Loan B 4.387 8/12/2022 5,998,914 0.22% 5,502,949

Allnex (Luxembourg) & Cy SCA, 2016 USD Term Loan B2 9/13/2023 5,502,949 0.20%

4,145,868 Allnex USA, Inc., USD Term Loan B3 9/13/2023 4,145,868 0.15% 9,603,750 ALM Media Holdings, Inc., 1st Lien Term Loan 5.647 7/31/2020 9,063,539 0.33% 1,476,000 Alpha 3 B.V., 2017 Term Loan B1 4.147 1/31/2024 1,478,775 0.05% 7,905,153 Alpha Media LLC, 2016 Term Loan 7.026 2/25/2022 7,509,895 0.27% 6,092,137

American Rock Salt Holdings LLC, 1st Lien Term Loan 4.897 5/20/2021 6,069,292 0.22%

6,143,044

American Rock Salt Holdings LLC, Incremental Term Loan 4.897 5/20/2021 6,120,008 0.22%

3,944,098 Ameriforge Group, Inc., 1st Lien Term Loan 5.000 12/19/2019 2,925,219 0.11% 19,433,682 AMF Bowling Centers, Inc., 2016 Term Loan 6.000 8/17/2023 19,530,850 0.72% 4,333,629

Amneal Pharmaceuticals LLC, Incremental Term Loan 11/1/2019 4,345,807 0.16%

2,832,000 AmWINS Group, Inc., 2017 2nd Lien Term Loan 7.750 1/25/2025 2,883,911 0.11% 8,775,982 APLP Holdings LP, 2016 Term Loan B 6.000 4/13/2023 8,830,831 0.32%

20,668,698 Applied Systems, Inc., New 2nd Lien Term Loan 7.647 1/24/2022 20,792,710 0.76% 10,261,000 Aptean, Inc., 2016 1st Lien Term Loan 6.000 12/20/2022 10,414,915 0.38% 3,750,000 Aptean, Inc., 2016 2nd Lien Term Loan 10.500 12/14/2023 3,740,625 0.14% 4,141,000 Arctic Glacier USA, Inc., 2017 Term Loan B 5.250 3/20/2024 4,177,234 0.15%

10,611,317 Aricent Technologies, 1st Lien Term Loan 5.500 4/14/2021 10,613,545 0.39% 10,133,000 Array Canada, Inc., Term Loan B 6.034 2/10/2023 9,981,005 0.37% 15,865,745 Ascena Retail Group, Inc., 2015 Term Loan B 5.500 8/21/2022 14,228,242 0.52% 10,113,380 Ascensus, Inc., 2017 Term Loan 5.024 12/3/2022 10,170,319 0.37% 1,257,982 ASP Chromaflo Dutch I BV, Term Loan B2 5.000 11/18/2023 1,263,492 0.05% 3,030,000

ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan 9.000 11/14/2024 3,007,275 0.11%

967,440

ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1 5.000 11/18/2023 971,678 0.04%

11,876,203

ASP MSG Acquisition Co., Inc., 2017 Term Loan B 5.147 8/16/2023 11,965,274 0.44%

13,771,116 AssuredPartners, Inc., 2016 Term Loan B 5.250 10/21/2022 13,860,628 0.51% 4,223,394 Astro AB Borrower, Inc., 1st Lien Term Loan 4/30/2022 4,232,179 0.15% 7,995,337 At Home Holding III, Inc., Term Loan 4.539 6/3/2022 7,975,348 0.29% 8,464,493 ATI Holdings Acquisition, Inc., 2016 Term Loan 5.505 5/10/2023 8,545,582 0.31% 8,022,811 Augusta Sportswear Group, Inc., Term Loan B 5.500 10/26/2023 8,032,840 0.29%

15,711,791

Avantor Performance Materials Holdings LLC, 2017 1st Lien Term Loan 5.000 3/10/2024 15,796,949 0.58%

78,750(‡)

Avantor Performance Materials Holdings LLC, 2017 2nd Lien Delayed Draw Term Loan 0.500 3/10/2025 79,144 0.00%

7,877,536

Avantor Performance Materials Holdings LLC, 2017 2nd Lien Term Loan 9.250 3/10/2025 7,916,924 0.29%

661,552(‡)

Avantor Performance Materials Holdings LLC, 2017 Delayed Draw Term Loan 3/10/2024 665,138 0.02%

3,989,362 Bass Pro Group LLC, 2015 Term Loan 4.104 6/5/2020 3,919,549 0.14% 15,622,129 Bass Pro Group LLC, Term Loan B 6.147 12/16/2023 15,026,613 0.55% 10,384,000

BBB Industries U.S. Holdings, Inc., 2014 1st Lien Term Loan 6.000 11/3/2021 10,390,542 0.38%

17,407,177 BDF Acquisition Corp., 1st Lien Term Loan 5.750 2/12/2021 17,189,587 0.63% 11,089,822 BioClinica, Inc., 1st Lien Term Loan 5.250 10/20/2023 11,186,858 0.41% 10,506,000 Brickman Group Ltd. LLC, 2nd Lien Term Loan 7.503 12/17/2021 10,547,604 0.39% 6,160,000

California Resources Corp., Second Out Term Loan 11.375 12/31/2021 6,796,513 0.25%

6,071,490 Camelot UK Holdco Ltd., Term Loan B 4.750 10/3/2023 6,075,315 0.22% 16,406,474

Capital Automotive LP, 2017 2nd Lien Term Loan 7.000 3/24/2025 16,570,539 0.61%

11,188,161 CareCore National LLC, Term Loan B 5.500 3/5/2021 11,216,131 0.41% 4,508,813

Cast and Crew Payroll LLC, 2017 1st Lien Term Loan 4.650 8/12/2022 4,512,555 0.17%

7,060,908 CBS Radio, Inc., Term Loan B 4.500 10/17/2023 7,110,899 0.26% 469,000

CCC Information Services, Inc., 2017 2nd Lien Term Loan 3/29/2025 473,690 0.02%



Interest Rate


6,676,330

CDS U.S. Intermediate Holdings, Inc., 1st Lien Term Loan 5.147 7/8/2022 6,719,459 0.25%

3,931,000

CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan 9.250 7/10/2023 3,891,690 0.14%

13,698,268

Cengage Learning Acquisitions, Inc., 2016 Term Loan B 5.250 6/7/2023 13,034,724 0.48%

8,595,269 Chesapeake Energy Corp., Term Loan 8.553 8/23/2021 9,143,217 0.33% 2,460,573 CHG Healthcare Services, Inc., Term Loan B 4.750 6/7/2023 2,488,869 0.09%

15,077,875 Cision U.S., Inc., USD Term Loan B 7.147 6/16/2023 15,139,845 0.55% 9,213,622 Coinstar LLC, 1st Lien Term Loan 5.250 9/27/2023 9,287,331 0.34% 1,558,944 Columbus McKinnon Corp., Term Loan B 4.147 1/31/2024 1,571,618 0.06%

11,859,440

Communications Sales & Leasing, Inc., 2017 Term Loan B 4.000 10/24/2022 11,814,967 0.43%

14,946,730

Confie Seguros Holding II Co., 2016 Term Loan B 5.750 4/19/2022 14,987,235 0.55%

7,180,000

Consolidated Communications, Inc., Term Loan B2 10/5/2023 7,206,925 0.26%

11,233,246

ConvergeOne Holdings Corp., 1st Lien Term Loan 6.522 6/17/2020 11,191,121 0.41%

13,418,000 Coral U.S. Co-Borrower LLC, Term Loan B1 5.732 12/30/2022 13,512,999 0.49% 11,961,363 Cortes NP Acquisition Corp., 2017 Term Loan B 5.030 11/30/2023 12,073,560 0.44% 14,227,841 CPI Acquisition, Inc., Term Loan B 5.834 8/17/2022 13,208,131 0.48% 4,365,000 CPI International, Inc., New Term Loan B 11/17/2017 4,381,369 0.16% 9,442,912 CPM Holdings, Inc., Term Loan B 5.250 4/11/2022 9,560,948 0.35% 6,869,000

Crosby U.S. Acquisition Corp., 2nd Lien Term Loan 7.052 11/22/2021 5,525,286 0.20%

7,236,102

CT Technologies Intermediate Holdings, Inc., New 1st Lien Term Loan 5.250 12/1/2021 6,820,026 0.25%

9,196,000

Culligan International Co., 2016 1st Lien Term Loan 5.000 12/13/2023 9,322,445 0.34%

9,371,263 Cumulus Media Holdings, Inc., 2013 Term Loan 4.250 12/23/2020 7,018,420 0.26% 11,923,582

Cunningham Lindsey U.S., Inc., 1st Lien Term Loan 5.028 12/10/2019 10,582,179 0.39%

5,255,227

Cunningham Lindsey U.S., Inc., 2nd Lien Term Loan 9.318 6/10/2020 2,509,371 0.09%

5,699,850 David's Bridal, Inc., New Term Loan B 5.250 10/11/2019 4,649,425 0.17% 10,236,777 Dayco Products LLC, New Term Loan B 5.304 12/12/2019 10,300,757 0.38% 11,208,290 DBRS Ltd., Term Loan 6.304 3/4/2022 10,666,593 0.39% 1,173,511 Dex Media, Inc., Term Loan 11.000 7/29/2021 1,191,113 0.04% 8,295,690 Dexter Axle Co., USD Term Loan 6.438 12/30/2022 8,290,547 0.30% 3,064,944 DigitalGlobe, Inc., 2016 Term Loan B 3.732 1/15/2024 3,074,538 0.11% 1,835,143

Donnelley Financial Solutions, Inc., Term Loan B 5.000 9/30/2023 1,850,430 0.07%

2,518,804

Douglas Dynamics Holdings, Inc., 2017 Term Loan B 4.500 12/31/2021 2,525,101 0.09%

15,369,029 DTI Holdco, Inc., 2016 Term Loan B 6.289 9/30/2023 15,157,705 0.56% 15,721,223

DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan 4.304 11/4/2021 15,802,344 0.58%

1,128,000 DTZ U.S. Borrower LLC, 2nd Lien Term Loan 9.289 11/4/2022 1,124,244 0.04% 2,336,800

DuBois Chemicals, Inc., 2017 1st Lien Term Loan B 4.881 3/27/2024 2,349,465 0.09%

584,200(‡)

DuBois Chemicals, Inc., 2017 Delayed Draw Term Loan 3/27/2024 587,366 0.02%

5,062,857 Duke Finance LLC, 2017 1st Lien Term Loan 6.147 2/21/2024 5,100,828 0.19% 1,107,110 Dynacast International LLC, Term Loan B 1/28/2022 1,107,110 0.04% 2,499,225 Dynegy, Inc., 2017 Term Loan C 4.250 6/27/2023 2,504,049 0.09%

14,769,590 Eastman Kodak Co., Exit Term Loan 7.250 9/3/2019 14,781,849 0.54% 13,158,476 EIG Investors Corp., 2013 Term Loan 6.532 11/9/2019 13,207,820 0.48% 3,903,205 EIG Investors Corp., 2016 Term Loan 6.042 2/9/2023 3,929,240 0.14% 5,226,076 EnergySolutions LLC, New Term Loan 6.750 5/29/2020 5,276,142 0.19% 8,604,325 Engility Corp., Term Loan B2 4.750 8/12/2023 8,639,258 0.32% 2,588,173 Entercom Radio LLC, 2016 Term Loan 4.563 11/1/2023 2,600,467 0.10%

11,017,000

Epic Health Services, Inc., 2017 1st Lien Term Loan 5.329 3/18/2024 11,003,229 0.40%

29,741 Evergreen Acqco 1 LP, New Term Loan 5.000 7/9/2019 26,098 0.00% 2,437,404 EWT Holdings III Corp., 1st Lien Term Loan 4.897 1/15/2021 2,449,591 0.09%

965,126

EWT Holdings III Corp., 2016 1st Lien Term Loan 5.647 1/15/2021 971,158 0.04%

4,988,003 Explorer Holdings, Inc., 2016 Term Loan B 6.035 5/2/2023 5,037,883 0.18% 2,030,891 Extreme Reach, Inc., 1st Lien Term Loan 7.280 2/7/2020 2,048,661 0.08% 7,588,000 Extreme Reach, Inc., 2nd Lien Term Loan 11.000 1/24/2021 7,271,808 0.27% 7,965,803

Eze Castle Software, Inc., New 2nd Lien Term Loan 7.647 4/5/2021 7,896,102 0.29%

3,543,550 Fairpoint Communications, Inc., Refi Term Loan 7.500 2/14/2019 3,557,725 0.13% 10,169,959 FHC Health Systems, Inc., 2014 Term Loan 5.000 12/23/2021 9,534,336 0.35% 4,260,000 Flex Acquisition Co., Inc., 1st Lien Term Loan 4.250 12/29/2023 4,282,621 0.16%



Interest Rate


9,275,315

Floor and Decor Outlets of America, Inc., 2017 Term Loan 9/30/2024 9,321,691 0.34%

10,949,947 Fort Dearborn Co., 2016 1st Lien Term Loan 5.000 10/19/2023 11,004,696 0.40% 6,914,723 Gates Global LLC, Term Loan B 3/17/2024 6,919,909 0.25% 9,382,624 Gates Global LLC, Term Loan B 4.397 7/6/2021 9,389,661 0.34% 4,133,000

Gateway Casinos & Entertainment Ltd., Term Loan B1 4.800 2/22/2023 4,174,330 0.15%

16,718,712 Gavilan Resources LLC, 2nd Lien Term Loan 7.000 3/1/2024 16,509,728 0.60% 10,265,415

Genoa, a QoL Healthcare Co. LLC, 2016 1st Lien Term Loan 4.897 10/28/2023 10,303,910 0.38%

12,690,814

Give & Go Prepared Foods Corp., 1st Lien Term Loan 6.647 7/29/2023 12,817,722 0.47%

5,734,948 Global Brass & Copper, Inc., 2016 Term Loan B 5.250 7/18/2023 5,813,804 0.21% 871,255

Global Healthcare Exchange LLC, 2015 Term Loan B 5.250 8/15/2022 880,838 0.03%

12,628,294 Greatbatch Ltd., 2017 Term Loan B 4.500 10/27/2022 12,612,509 0.46% 8,179,048

Greeneden U.S. Holdings II LLC, 2017 Term Loan B 5.025 12/1/2023 8,231,885 0.30%

2,853,399 GTT Communications, Inc., 2017 Term Loan B 5.000 1/9/2024 2,889,066 0.11% 10,315,165 Gulf Finance LLC, Term Loan B 6.250 8/25/2023 10,272,151 0.38% 5,552,483 Hampton Rubber Co., 1st Lien Term Loan 5.000 3/27/2021 5,080,522 0.19% 4,799,224 Harland Clarke Holdings Corp., Term Loan B5 7.147 12/31/2021 4,837,617 0.18%

10,216,388 Harland Clarke Holdings Corp., Term Loan B6 6.647 2/9/2022 10,280,240 0.38% 9,762,533 Harsco Corp., Term Loan B 6.000 11/2/2023 9,884,564 0.36%

17,830,978 HC Group Holdings III, Inc., Term Loan B 6.000 4/7/2022 17,518,936 0.64% 12,456,026

Highland Acquisitions Holdings LLC, Term Loan B 6.500 11/30/2022 12,238,045 0.45%

3,180,000

Highline Aftermarket Acquisition LLC, Term Loan B 5.250 3/15/2024 3,203,850 0.12%

6,250,000 Hudson's Bay Co., 2015 Term Loan B 4.250 9/30/2022 5,981,250 0.22% 784,000 Hyland Software, Inc., 2017 Term Loan 4.232 7/1/2022 792,820 0.03%

13,555,546

Hyperion Insurance Group Ltd., 2015 Term Loan B 5.500 4/29/2022 13,592,282 0.50%

8,363,502 Imagine! Print Solutions, Inc., Term Loan B 7.147 3/30/2022 8,426,228 0.31% 4,684,925 Infiltrator Systems, Inc., 2016 Term Loan B 4.647 5/27/2022 4,731,774 0.17% 6,800,910 Infor (U.S.), Inc., Term Loan B6 3.897 2/1/2022 6,774,182 0.25%

10,705,012 Information Resources, Inc., 1st Lien Term Loan 5.250 1/18/2024 10,822,125 0.40% 10,110,000

Innovative Xcessories & Services LLC, Term Loan B 5.750 11/29/2022 10,185,825 0.37%

9,524,941

Institutional Shareholder Services, Inc., Term Loan 5.606 4/30/2021 9,548,753 0.35%

10,901,000 Interior Logic Group, Inc., 2017 Term Loan B 7.000 3/1/2024 10,669,354 0.39% 13,475,745 inVentiv Health, Inc., 2016 Term Loan B 4.804 11/9/2023 13,503,775 0.49% 6,337,392 ION Media Networks, Inc., 2016 Term Loan B 4.500 12/18/2020 6,384,922 0.23%

10,092,000 IPS Corp., 2016 1st Lien Term Loan 6.250 12/20/2023 10,142,460 0.37% 4,191,000 IQOR U.S., Inc., 2nd Lien Term Loan 9.750 4/1/2022 3,663,646 0.13%

13,137,790 IQOR U.S., Inc., Term Loan B 6.000 4/1/2021 12,760,079 0.47% 6,635,603 iStar, Inc., 2016 Term Loan B 4.750 7/1/2020 6,693,665 0.25% 4,867,540 J.D. Power and Associates, 1st Lien Term Loan 5.250 9/7/2023 4,891,878 0.18% 7,850,994

Jack's Family Restaurants, Inc., 2017 Term Loan B 3/20/2024 7,870,622 0.29%

4,743,494 Jaguar Holding Co. II, 2015 Term Loan B 4.328 8/18/2022 4,755,352 0.17% 17,637,662 Jill Acquisition LLC, 2015 Term Loan 6.040 5/8/2022 17,284,909 0.63% 9,899,190 K&N Engineering, Inc., 1st Lien Term Loan 5.750 10/19/2023 9,923,938 0.36%

14,928,216 Kraton Polymers LLC, 2016 Term Loan B 5.000 1/6/2022 15,058,838 0.55% 13,482,422 LBM Borrower LLC, 1st Lien Term Loan 6.331 8/20/2022 13,532,981 0.50% 9,604,188 Leslie's Poolmart, Inc., 2016 Term Loan 4.774 8/16/2023 9,633,001 0.35% 7,549,633 Limetree Bay Terminals LLC, 2017 Term Loan B 6.040 2/15/2024 7,625,129 0.28%

27,125,040

Lonestar Intermediate Super Holdings LLC, PIK Term Loan B 10.000 8/31/2021 28,176,135 1.03%

12,566,887 LSC Communications, Inc., Term Loan B 7.000 9/30/2022 12,676,847 0.46% 4,980,280 LTI Holdings, Inc., 1st Lien Term Loan 5.397 4/16/2022 4,967,829 0.18%

10,151,000 Lumileds Holding BV, Term Loan B 2/27/2024 10,210,180 0.37% 732,987 MacDermid, Inc., USD Term Loan B5 4.500 6/7/2020 739,796 0.03%

7,481,156

McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B 5.000 5/4/2022 7,389,736 0.27%

2,072,574 MEG Energy Corp., 2017 Term Loan B 4.540 12/31/2023 2,071,413 0.08% 12,216,856 Men's Wearhouse, Inc. (The), Term Loan B 4.528 6/18/2021 11,585,611 0.42% 10,449,000 Mergermarket USA, Inc., 2nd Lien Term Loan 7.602 2/4/2022 10,292,265 0.38% 12,118,960 Merrill Communications LLC, 2015 Term Loan 6.289 6/1/2022 12,118,960 0.44% 8,752,110 Methanol Holdings (Trinidad) Ltd., Term Loan B 4.482 6/30/2022 8,719,290 0.32% 3,435,526 MH Sub I LLC, 1st Lien Term Loan 4.750 7/8/2021 3,454,421 0.13%

1,511,848(‡) MH Sub I LLC, 2017 Delayed Draw Term Loan 7/8/2021 1,515,628 0.06% 2,764,617

MH Sub I LLC, 2017 Incremental 1st Lien Term Loan 4.750 7/8/2021 2,771,529 0.10%

10,821,086 MH Sub I LLC, 2nd Lien Term Loan 8.500 7/8/2022 10,902,244 0.40%



Interest Rate


8,583,497 Mirion Technologies, Inc., Term Loan B 5.897 3/31/2022 8,562,038 0.31%

1,828,000(‡)

Mister Car Wash Holdings, Inc., Delayed Draw Term Loan 5.270 8/20/2021 1,839,425 0.07%

9,093,261 Mister Car Wash Holdings, Inc., Term Loan B 5.250 8/20/2021 9,150,093 0.34% 9,375,000

Mitchell International, Inc., New 2nd Lien Term Loan 8.500 10/11/2021 9,380,906 0.34%

8,039,438 Morsco, Inc., Term Loan B 8.000 10/31/2023 8,109,783 0.30% 6,639,604 MSC Software Corp., 1st Lien Term Loan 5.000 5/29/2020 6,639,604 0.24% 4,391,930 MTS Systems Corp., Term Loan B 5.080 7/5/2023 4,441,339 0.16% 8,205,955 Munters Corp., Term Loan 6.274 5/5/2021 8,226,470 0.30%

10,520,633

Nature's Bounty Co. (The), 2017 USD Term Loan B 4.647 5/5/2023 10,577,654 0.39%

10,349,437

Neiman Marcus Group Ltd., Inc., 2020 Term Loan 4.250 10/25/2020 8,301,697 0.30%

8,335,886 NES Global Talent Ltd., 1st Lien Term Loan 6.539 10/3/2019 7,502,298 0.27% 2,178,000 NeuStar, Inc., 2nd Lien Term Loan 2/24/2025 2,197,058 0.08% 3,534,000 NeuStar, Inc., Term Loan B2 2/28/2024 3,573,758 0.13% 7,137,157 Nexeo Solutions LLC, 2017 Term Loan B 6/9/2023 7,190,686 0.26% 7,221,469 NMSC Holdings, Inc., 1st Lien Term Loan 6.147 4/19/2023 7,203,415 0.26% 8,104,922 NN, Inc., 2016 Term Loan B 5.232 10/19/2022 8,098,195 0.30% 8,838,871

North American Lifting Holdings, Inc., 1st Lien Term Loan 5.647 11/27/2020 8,227,486 0.30%

2,283,000 NPC International, Inc., 1st Lien Term Loan 3/17/2024 2,300,830 0.08% 11,768,347 NVA Holdings, Inc., 2nd Lien Term Loan 8.147 8/14/2022 11,836,956 0.43% 6,414,270 NVA Holdings, Inc., USD 1st Lien Term Loan B2 4.647 8/14/2021 6,470,395 0.24% 1,459,153


2,364,835(‡)


13,297,357

Onex TSG Holdings II Corp., 1st Lien Term Loan 5.000 7/31/2022 13,334,722 0.49%

6,686,991 Onsite U.S. Finco LLC, Term Loan 5.500 7/30/2021 4,747,764 0.17% 7,911,200

Openlink International Intermediate, Inc., 2017 Term Loan 7.750 7/29/2019 7,930,978 0.29%

2,291,000 Optiv Security, Inc., 1st Lien Term Loan 4.250 2/1/2024 2,301,035 0.08% 6,026,345 OSG Bulk Ships, Inc., OBS Term Loan 5.290 8/5/2019 5,966,081 0.22% 8,175,058 OSG International, Inc., OIN Term Loan 5.790 8/5/2019 8,149,551 0.30% 7,680,000 Oxbow Carbon LLC, 2nd Lien Term Loan 8.000 1/17/2020 7,675,238 0.28% 6,950,075 Ozark Holdings LLC, Term Loan B 5.750 7/1/2023 7,002,201 0.26% 4,408,861

P2 Upstream Acquisition Co., 1st Lien Term Loan 5.250 10/30/2020 4,337,217 0.16%

3,403,895 Packers Holdings LLC, Term Loan B 4.805 12/2/2021 3,429,424 0.13% 11,602,000

Patterson Medical Holdings, Inc., 1st Lien Term Loan 5.750 8/28/2022 11,689,015 0.43%

7,150,000 Peabody Energy Corp., Term Loan B 4.250 9/24/2020 7,269,762 0.27% 12,474,292 Petco Animal Supplies, Inc., 2017 Term Loan B 4.287 1/26/2023 11,728,953 0.43% 8,403,342

Petroleum Geo-Services ASA, New Term Loan B 3.647 3/19/2021 6,911,749 0.25%

14,751,774 PetSmart, Inc., Term Loan B2 4.020 3/11/2022 14,069,504 0.52% 6,517,000 Pike Corp., 2017 1st Lien Term Loan 4.750 3/1/2024 6,582,170 0.24%

316,667 Pinnacle Holdco S.a.r.l., 2nd Lien Term Loan 10.500 7/24/2020 209,000 0.01% 7,299,388 Pinnacle Holdco S.a.r.l., Term Loan 4.750 7/30/2019 5,912,505 0.22% 6,137,727 Plaskolite, Inc., 1st Lien Term Loan 5.152 11/3/2022 6,176,088 0.23% 6,816,848 PLZ Aeroscience Corp., USD Term Loan 4.642 7/31/2022 6,850,933 0.25% 7,337,448 Polycom, Inc., 1st Lien Term Loan 6.250 9/27/2023 7,418,160 0.27%

10,754,856

Polyconcept Investments BV, USD 2016 Term Loan B 6.250 8/10/2023 10,808,630 0.40%

7,679,000 Portillo's Holdings LLC, 2nd Lien Term Loan 9.147 8/1/2022 7,688,599 0.28% 5,094,004 Power Products LLC, Term Loan 5.530 12/20/2022 5,125,842 0.19%

14,752,405 PowerTeam Services LLC, 2nd Lien Term Loan 8.397 11/6/2020 14,678,643 0.54% 9,218,612 Presidio, Inc., 2017 Term Loan B 4.250 2/2/2022 9,305,083 0.34% 2,285,273 Press Ganey Holdings, Inc., 1st Lien Term Loan 4.250 10/21/2023 2,289,569 0.08% 7,880,250

Prime Security Services Borrower LLC, 2016 1st Lien Term Loan 4.250 5/2/2022 7,955,743 0.29%

9,879,569 PrimeLine Utility Services LLC, Term Loan 6.524 11/12/2022 9,972,239 0.37% 7,537,110

Prolampac Intermediate, Inc., 2016 1st Lien Term Loan 5.057 11/18/2023 7,589,870 0.28%

9,207,885 ProQuest LLC, New Term Loan B 5.250 10/24/2021 9,334,494 0.34% 3,112,200

Quikrete Holdings, Inc., 2016 1st Lien Term Loan 4.232 11/15/2023 3,137,751 0.11%

15,841,736 Red Lobster Management LLC, Term Loan B 6.250 7/28/2021 16,000,154 0.59% 15,788,058 Redbox Automated Retail LLC, Term Loan B 8.500 9/27/2021 15,768,323 0.58% 4,094,323 Research Now Group, Inc., Term Loan 5.652 3/18/2021 4,017,555 0.15%

11,645,736 Riverbed Technology, Inc., 2016 Term Loan 4.250 4/24/2022 11,618,136 0.43% 6,140,817 Rocket Software, Inc., 2016 1st Lien Term Loan 5.397 10/14/2023 6,199,646 0.23% 5,657,835 Rocket Software, Inc., 2016 2nd Lien Term Loan 10.647 10/14/2024 5,721,486 0.21%



Interest Rate


8,356,058

Sage Automotive Holdings, Inc., 2016 1st Lien Term Loan 6.000 10/27/2022 8,376,948 0.31%

5,375,984

Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan 6.750 2/28/2022 5,362,544 0.20%

14,031,478

Sedgwick Claims Management Services, Inc., Incremental 2nd Lien Term Loan 6.804 2/28/2022 13,996,399 0.51%

3,473,192 Select Medical Corp., 2017 Term Loan B 4.500 3/6/2024 3,503,583 0.13% 7,196,000

Serta Simmons Bedding LLC, 1st Lien Term Loan 4.538 11/8/2023 7,213,990 0.26%

7,490,000

Serta Simmons Bedding LLC, 2nd Lien Term Loan 9.038 11/8/2024 7,514,942 0.28%

6,083,000 Sesac Holdco II LLC, 2017 1st Lien Term Loan 4.259 2/23/2024 6,077,951 0.22% 11,697,788

Sirius Computer Solutions, Inc., 2016 Term Loan 5.250 10/30/2022 11,796,517 0.43%

10,903,167

SiteOne Landscape Supply, Inc., Reprice Term Loan B 5.500 4/29/2022 10,978,181 0.40%

12,707,695 Solera LLC, USD Term Loan B 4.250 3/3/2023 12,757,128 0.47% 5,238,836 SourceHov LLC, 2014 1st Lien Term Loan 7.897 10/31/2019 5,065,326 0.19%

16,368,890

Sprint Communications, Inc., 1st Lien Term Loan B 3.500 2/2/2024 16,357,268 0.60%

9,408,594 SRAM LLC, 2017 Term Loan 3/15/2024 9,420,355 0.34% 13,943,000

Sterigenics-Nordion Holdings LLC, 2017 Term Loan B 3/23/2022 13,943,000 0.51%

4,565,076

STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan 6.397 6/30/2022 4,393,885 0.16%

7,507,092 Strategic Partners, Inc., 2016 Term Loan 5.500 6/30/2023 7,563,395 0.28% 7,861,974

Surgery Center Holdings, Inc., New 1st Lien Term Loan 4.750 11/3/2020 7,945,547 0.29%

9,820,972 SurveyMonkey, Inc., Term Loan B 6.250 2/5/2019 9,820,972 0.36% 8,330,224 Talbots, Inc. (The), 1st Lien Term Loan 5.500 3/19/2020 7,430,560 0.27% 7,721,719 Talbots, Inc. (The), 2nd Lien Term Loan 9.500 3/19/2021 6,563,461 0.24%

14,669,000 Team Health Holdings, Inc., 1st Lien Term Loan 3.750 2/6/2024 14,552,822 0.53% 13,261,674 Tecomet, Inc., 1st Lien Term Loan 5.750 12/5/2021 13,261,674 0.49% 11,693,996 Tectum Holdings, Inc., Term Loan B 5.823 8/24/2023 11,832,920 0.43% 11,260,841

TerraForm AP Acquisition Holdings LLC, Term Loan B 5.647 6/26/2022 11,345,297 0.42%

9,077,000 TKC Holdings, Inc., 2017 Term Loan 4.750 2/1/2023 9,160,236 0.34% 9,904,247 TPF II Power LLC, 2017 Term Loan B 10/2/2023 9,936,436 0.36% 4,458,000 Trader Corp., 2017 Term Loan B 9/28/2023 4,467,273 0.16%

1,013,182(‡)

TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan 3.750 11/30/2023 1,021,794 0.04%

10,106,489

TricorBraun Holdings, Inc., 2016 1st Lien Term Loan 4.897 11/30/2023 10,192,394 0.37%

11,250,416 Trojan Battery Co. LLC, 2013 Term Loan 5.872 6/11/2021 11,236,353 0.41% 10,244,597 TruGreen LP, 1st Lien Term Loan B 6.500 4/13/2023 10,347,043 0.38% 2,869,411 TwentyEighty, Inc., PIK Term Loan B 1.000 3/31/2020 1,721,646 0.06% 2,030,535 TwentyEighty, Inc., PIK Term Loan C 0.250 3/31/2020 1,218,321 0.04%

10,294,922 U.S. Farathane LLC, Reprice Term Loan 12/23/2021 10,372,134 0.38% 10,545,835 U.S. Renal Care, Inc., 2015 Term Loan B 5.397 12/31/2022 9,876,807 0.36% 8,627,645

U.S. Security Associates Holdings, Inc., 2016 Term Loan 6.024 7/14/2023 8,746,275 0.32%

12,398,010 U.S. Telepacific Corp., Term Loan 6.039 11/25/2020 12,460,000 0.46% 11,295,728 Uber Technologies, Term Loan B 5.000 7/13/2023 11,236,425 0.41% 3,987,000 Unifrax Corp., 2017 USD Term Loan B 3/29/2024 4,006,935 0.15% 1,548,609

USAGM HoldCo LLC, 2016 Incremental Delayed Draw Term Loan 5.500 7/28/2022 1,556,352 0.06%

12,747,808

USAGM HoldCo LLC, 2016 Incremental Term Loan 5.500 7/28/2022 12,811,547 0.47%

26,803,361

Valeant Pharmaceuticals International, Inc., Term Loan B F1 5.570 4/1/2022 26,862,596 0.98%

1,756,018 Varsity Brands, Inc., 1st Lien Term Loan 5.000 12/11/2021 1,777,529 0.07% 5,631,000 VC GB Holdings, Inc., 1st Lien Term Loan 4.750 2/28/2024 5,659,155 0.21% 5,607,000 VC GB Holdings, Inc., 2nd Lien Term Loan 9.000 2/28/2025 5,522,895 0.20% 1,860,000 Ventia Deco LLC, 2016 Term Loan B 5/21/2022 1,864,650 0.07%

12,159,768 Veresen Midstream LP, 2017 Term Loan B 3/31/2022 12,266,166 0.45% 2,244,289 Veresen Midstream LP, Term Loan B1 3/31/2022 2,263,927 0.08%

17,097,968 Veritas U.S., Inc., USD Term Loan B1 6.772 1/27/2023 16,934,170 0.62% 5,226,000

Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan 5.250 12/19/2023 5,252,130 0.19%

8,012,413 VF Holding Corp., Reprice Term Loan 4.250 6/30/2023 8,045,344 0.29% 13,333,548 Victory Capital Management, Inc., Term Loan B 8.647 10/31/2021 13,455,817 0.49% 13,859,091 Wand Intermediate I LP, 2nd Lien Term Loan 8.250 9/19/2022 13,859,091 0.51% 5,415,234

William Morris Endeavor Entertainment LLC, 1st Lien Term Loan 4.287 5/6/2021 5,434,566 0.20%

9,854,821

William Morris Endeavor Entertainment LLC, 2nd Lien Term Loan 8.290 5/6/2022 9,953,369 0.36%



Interest Rate


5,659,815 Wilsonart LLC, 2016 Term Loan 4.650 12/19/2023 5,709,338 0.21%

12,364,556 WireCo WorldGroup, Inc., 1st Lien Term Loan 6.500 9/30/2023 12,441,835 0.46% 3,020,893 WP CPP Holdings LLC, Term Loan B3 4.539 12/28/2019 2,839,639 0.10%

11,400,212

Xerox Business Services LLC, USD Term Loan B 6.334 12/7/2023 11,517,064 0.42%

7,757,490 York Risk Services Holding Corp., Term Loan B 4.897 10/1/2021 7,534,462 0.28% 8,523,965 YP LLC, USD Term Loan B 12.250 6/4/2018 8,476,060 0.31% 8,879,745 Zodiac Pool Solutions LLC, 1st Lien Term Loan 5.647 12/20/2023 8,931,514 0.33% ______________ _________

Total 2,396,808,938 87.76%

Bonds and Notes 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 10,908,900 0.40% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 10,127,906 0.37% 12,678,000 Blackboard, Inc. 9.750 10/15/2021 12,678,000 0.46% 12,300,000 Consolidated Energy Finance S.A. 6.750 10/15/2019 12,392,250 0.45% 10,311,000 GFL Environmental, Inc. 7.875 4/1/2020 10,697,663 0.39% 19,282,000 HUB International Ltd. 7.875 10/1/2021 20,101,485 0.74% 14,035,000 iStar, Inc. 6.000 4/1/2022 14,245,525 0.52% 9,200,000 Kindred Healthcare, Inc. 8.000 1/15/2020 9,349,500 0.34% 1,700,000 MagnaChip Semiconductor S.A. 5.000 3/1/2021 2,309,875 0.09% 5,348,980 Motel 6 Trust, Series 2015-M6MZ, Class M 8.230 2/5/2020 5,415,842 0.20% 4,500,000 Oasis Petroleum, Inc. 6.875 3/15/2022 4,612,500 0.17%

10,430,000 Petra Diamonds U.S. Treasury PLC 8.250 5/31/2020 10,912,387 0.40% 4,030,000 Rialto Holdings LLC/Rialto Corp. 7.000 12/1/2018 4,105,563 0.15% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,267,250 0.16%

13,270,000 SM Energy Co. 6.500 1/1/2023 13,469,050 0.49% 10,335,000 Tenet Healthcare Corp. 7.500 1/1/2022 11,161,800 0.41% 9,980,000 Tenet Healthcare Corp. 8.125 4/1/2022 10,416,625 0.38%

12,918,655 Wave Holdco LLC/Wave Holdco Corp., PIK 8.250 7/15/2019 12,967,100 0.48% 24,665,000 Windstream Services LLC 7.750 10/1/2021 24,295,025 0.89% ______________ _________

Total 204,434,246 7.49%

Preferred Stocks 15,878 Allergan PLC, Series A 5.500 13,492,807 0.49% ______________ _________



Total 6,446,775 0.24%



236,615,693


Total 257,952,695 9.44%




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