Loomis Sayles Senior Floating Rate and Fixed … · Loomis Sayles Senior Floating Rate and Fixed...

Loomis Sayles Senior Floating Rate and Fixed Income Fund

Investments as of July 31, 2018 (Unaudited)

Principal Amount Security Description

Interest Rate

Maturity Date Market Value ($) % of Fund

Senior Loans 14,375,078

ABG Intermediate Holdings 2 LLC, 2017 1st Lien Add-On Term Loan, 1-month LIBOR + 3.500% 5.577 9/26/2024 14,393,046 0.36%

636,000

ABG Intermediate Holdings 2 LLC, Delayed Draw Term Loan B-DD, 3-Month LIBOR 5.577 9/29/2024 636,795 0.02%

16,380,918

Academy Ltd., 2015 Term Loan B, 1-month LIBOR + 4.000% 6.092 7/1/2022 13,514,258 0.33%

10,385,715

Access CIG LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 2/27/2025 10,403,890 0.26%

483,039(‡) Access CIG LLC, 2018 2nd Lien Delayed Draw Term Loan 7.750 2/27/2026 483,846 0.01% 8,991,961

Access CIG LLC, 2018 2nd Lien Term Loan, 1-month LIBOR + 7.750% 9.827 2/27/2026 9,006,977 0.22%

1,297,256(‡) Access CIG LLC, 2018 Delayed Draw Term Loan 3.750 2/27/2025 1,299,526 0.03% 3,320,678 Access CIG LLC, 2018 Incremental Term Loan 5.827 2/27/2025 3,326,489 0.08%

17,612,406

Advanced Integration Technology LP, 2017 Term Loan B, 3-month LIBOR + 4.750% 7.220 3/21/2023 17,568,375 0.43%

35,996,740

Advantage Sales & Marketing, Inc., 2014 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.577 7/25/2022 31,362,160 0.78%

15,052,903

AI Aqua Merger Sub, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.327 12/13/2023 15,005,938 0.37%

4,738,459

AI Aqua Merger Sub, Inc., 2017 Incremental Term Loan, 1-month LIBOR + 3.250% 5.327 12/13/2023 4,723,675 0.12%

12,650,863

AI Mistral Holdco Ltd., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 3/9/2024 12,571,795 0.31%

9,438,793 Akorn, Inc., Term Loan B, 1-month LIBOR + 4.750% 6.875 4/16/2021 9,257,851 0.23% 6,691,384

Alliant Holdings I, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.078 5/9/2025 6,688,440 0.17%

14,209,985

Allied Universal Holdco LLC, 2015 Term Loan, 1-month LIBOR + 3.750% 5.827 7/28/2022 13,990,867 0.35%

9,147,846

ALM Media Holdings, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.834 7/31/2020 8,416,019 0.21%

23,247,169

Almonde, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.807 6/13/2024 22,916,595 0.57%

14,980,000

Almonde, Inc., USD 2nd Lien Term Loan, 3-month LIBOR + 7.250% 9.557 6/13/2025 14,423,643 0.36%

6,775,564 Alpha Media LLC, 2016 Term Loan, LIBOR + 6.000% 8.077 2/25/2022 6,199,641 0.15% 4,847,543

Alphabet Holding Company, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 9/26/2024 4,542,536 0.11%

11,567,081

American Rock Salt Co. LLC, 2018 1st Lien Term Loan, 1-

month LIBOR + 3.750% 5.827 3/21/2025 11,576,681 0.29% 8,758,985

AMG Advanced Metallurgical Group NV, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.077 1/29/2025 8,755,306 0.22%

7,578,838

Anemoi Acquisition Holdings LLC, Term Loan B, 3-month LIBOR + 4.250% 6.584 6/26/2022 7,597,785 0.19%

6,993,700

APLP Holdings LP, 2016 Term Loan B, 1-month LIBOR + 3.000% 5.077 4/13/2023 7,005,939 0.17%

7,100,000

Aptean, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.840 12/14/2023 7,100,000 0.18%

15,504,738

Aptean, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.590 12/20/2022 15,498,225 0.38%

11,606,059

AqGen Ascensus, Inc., 2017 Repriced Term Loan, 2-month LIBOR + 3.500% 5.669 12/5/2022 11,627,879 0.29%

1,235,625(‡)

AqGen Ascensus, Inc., 2018 Delayed Draw Term Loan, 3-Month LIBOR 12/5/2022 1,237,170 0.03%

2,054,227

AqGen Ascensus, Inc., 2018 Incremental Term Loan, 2-month LIBOR + 3.500% 5.669 12/5/2022 2,058,089 0.05%

4,366,242

Arctic Glacier U.S.A., Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.577 3/20/2024 4,383,968 0.11%

12,597,293

Argon Medical Devices, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.827 1/23/2025 12,618,330 0.31%

17,284,959 Array Canada, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.334 2/10/2023 17,203,893 0.43% 13,629,734

Ascena Retail Group, Inc., 2015 Term Loan B, 1-month LIBOR + 4.500% 6.625 8/21/2022 12,454,169 0.31%

11,070,423

Ascend Learning LLC, 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 7/12/2024 11,056,585 0.27%

1,242,218

ASP Chromaflo Dutch I BV, Term Loan B2, 1-month LIBOR + 3.500% 5.577 11/18/2023 1,248,429 0.03%

3,030,000

ASP Chromaflo Intermediate Holdings, Inc., 2016 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 11/14/2024 3,018,637 0.07%

955,317

ASP Chromaflo Intermediate Holdings, Inc., Term Loan B1, 1-month LIBOR + 3.500% 5.577 11/18/2023 960,094 0.02%




Interest Rate


6,057,693

ASP MCS Acquisition Corp., Term Loan B, 3-month LIBOR + 4.750% 7.084 5/18/2024 5,694,232 0.14%

33,587,391

Asurion LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.577 8/4/2025 34,056,271 0.84%

12,500,000 Asurion LLC, 2018 Term Loan B6 11/3/2023 12,477,375 0.31% 10,922,092

At Home Holding III, Inc., Term Loan, 3-month LIBOR + 3.500% 5.842 6/3/2022 10,935,745 0.27%

8,685,704

ATI Holdings Acquisition, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.578 5/10/2023 8,729,132 0.22%

3,081,992

Atkins Nutritionals Holdings II, Inc., 2017 Term Loan B, 3-month LIBOR + 3.500% 5.863 7/7/2024 3,105,107 0.08%

15,484,954

Augusta Sportswear Group, Inc., Term Loan B, 1-month LIBOR + 4.500% 6.577 10/26/2023 14,246,158 0.35%

14,049,055

Autodata, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.329 12/13/2024 14,031,494 0.35%

15,375,052 Avaya, Inc., 2018 Term Loan B, 1-month LIBOR + 4.250% 6.322 12/15/2024 15,441,318 0.38% 15,504,963

Bass Pro Group LLC, Term Loan B, 1-month LIBOR + 5.000% 7.077 9/25/2024 15,626,057 0.39%

15,855,169

BBB Industries U.S. Holdings, Inc., 2018 1st Lien Term Loan 6/26/2025 15,775,893 0.39%

9,807,454

BBB Industries U.S. Holdings, Inc., Term B Loan (First Lien), 3-month LIBOR + 3.500% 8.500 11/3/2021 9,758,417 0.24%

22,078,108 BCP Raptor LLC, Term Loan B, 2-month LIBOR + 4.250% 6.421 6/24/2024 21,105,347 0.52% 10,879,288

BCPE Eagle Buyer LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.327 3/18/2024 10,308,125 0.25%

21,143,377

BDF Acquisition Corp., 1st Lien Term Loan, 1-month LIBOR + 4.750% 2/12/2021 20,905,514 0.52%

16,289,814

BI-LO Holding LLC, Exit Term Loan B, 3-month LIBOR + 8.000% 10.280 5/31/2024 15,672,104 0.39%

13,917,884

Big Jack Holdings LP, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.580 4/5/2024 13,917,884 0.34%

13,940,287

Boing U.S. Holdco, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.613 10/3/2024 13,992,563 0.35%

5,920,667

Boing U.S. Holdco, Inc., 2017 2nd Lien Term Loan, 3-month LIBOR + 7.500% 9.863 10/3/2025 5,905,865 0.15%

19,531,000

Brazos Delaware II LLC, Term Loan B, 1-month LIBOR + 4.000% 6.086 5/21/2025 19,197,411 0.47%

13,017,387 Bright Bidco B.V., 2018 Term Loan B, LIBOR + 3.500% 5.751 6/30/2024 12,923,011 0.32% 19,747,315

Broadstreet Partners, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.327 11/8/2023 19,780,293 0.49%

11,738,000 Brookfield WEC Holdings Inc., 2018 1st Lien Term Loan 7/25/2025 11,813,241 0.29% 11,400,000

California Resources Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.831 12/31/2022 11,580,462 0.29%

6,160,000

California Resources Corp., Second Out Term Loan, 3-month LIBOR + 10.375% 12.439 12/31/2021 6,791,400 0.17%

14,755,996

Camelot UK Holdco Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.250% 5.327 10/3/2023 14,774,441 0.37%

17,489,253

Capital Automotive LP, 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.080 3/24/2025 17,751,592 0.44%

14,629,485

Capri Finance LLC, USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.592 11/1/2024 14,556,338 0.36%

6,967,612 CareerBuilder, LLC, Term Loan, 3-month LIBOR + 6.750% 9.084 7/31/2023 6,976,321 0.17% 14,533,687

Carestream Dental Equipment, Inc, 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 9/1/2024 14,479,185 0.36%

12,312,156

CDS U.S. Intermediate Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 7/8/2022 12,198,268 0.30%

7,850,316

CDS U.S. Intermediate Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.250% 10.327 7/10/2023 7,673,684 0.19%

20,232,948

Cengage Learning Acquisitions, Inc., 2016 Term Loan B, 1-month LIBOR + 4.250% 6.329 6/7/2023 19,115,887 0.47%

3,311,740

CHG PPC Parent LLC, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.827 3/31/2025 3,307,601 0.08%

13,564,393

CIBT Global, Inc., 2017 Term Loan, 3-month LIBOR + 3.750% 6.084 6/3/2024 13,598,304 0.34%

16,066,065

Clarion Events Ltd., 2018 USD Term Loan B, 2-month LIBOR + 5.000% 7.307 10/31/2024 15,637,583 0.39%

6,562,987

Communications Sales & Leasing, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 10/24/2022 6,273,100 0.16%

19,719,213

Confie Seguros Holding II Co., 2016 Term Loan B, 3-month LIBOR + 5.250% 7.557 4/19/2022 19,554,952 0.48%

13,881,025

Constellis Holdings LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 5.000% 7.334 4/21/2024 13,921,558 0.34%

19,046,015

ConvergeOne Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 4/4/2025 19,034,206 0.47%




Interest Rate


13,489,516

Coral-U.S. Co-Borrower LLC, Term Loan B4, 1-month LIBOR + 3.250% 5.327 1/30/2026 13,486,144 0.33%

11,500,000

Corel Corp., 2018 1st Lien Term Loan B, 3-month LIBOR + 5.000% 7.321 6/3/2024 11,557,500 0.29%

17,378,362

Cortes NP Acquisition Corp., 2017 Term Loan B, 1-month LIBOR + 4.000% 6.100 11/30/2023 17,240,726 0.43%

26,100,000

Covia Holdings Corp., Term Loan, 3-month LIBOR + 3.750% 6.050 6/1/2025 26,100,000 0.65%

19,661,868

CPG International, Inc., 2017 Term Loan, 6-month LIBOR + 3.75% 6.251 5/3/2024 19,670,126 0.49%

4,320,353

CPI International, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 7/26/2024 4,328,475 0.11%

9,716,239

CPM Holdings, Inc., Term Loan B, 1-month LIBOR + 3.500% 5.577 4/11/2022 9,783,087 0.24%

4,579,333

Crosby U.S. Acquisition Corp., 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.081 11/22/2021 4,533,540 0.11%

15,643,793

Crown Finance U.S., Inc., 2018 USD Term Loan, 1-month LIBOR + 2.500% 4.577 2/28/2025 15,589,978 0.39%

2,375,000

Cypress Intermediate Holdings III, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.827 4/27/2025 2,388,846 0.06%

19,948,696

Dayco Products LLC, 2017 Term Loan B, 3-month LIBOR + 5.000% 6.557 5/19/2023 19,948,696 0.49%

11,065,327 DBRS Ltd., Term Loan, 3-month LIBOR + 5.250% 7.557 3/4/2022 11,079,158 0.27% 13,081,965 Deliver Buyer, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.307 5/1/2024 13,139,264 0.32% 1,180,892

DexKo Global Inc., 2018 USD Incremental Term Loan, 3-month LIBOR + 3.500% 5.577 7/24/2024 1,181,636 0.03%

11,144,070

DexKo Global, Inc., 2018 USD Term Loan, 1-month LIBOR + 3.500% 5.577 7/24/2024 11,178,951 0.28%

6,706,804

DG Investment Intermediate Holdings 2, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 2/3/2025 6,635,578 0.16%

1,890,000

DG Investment Intermediate Holdings 2, Inc., 2018 2nd Lien Term Loan, 3-month LIBOR + 6.750% 9.084 2/2/2026 1,892,362 0.05%

720,387(‡)

DG Investment Intermediate Holdings 2, Inc., 2018 Delayed Draw Term Loan, 3-month LIBOR + 3.00% 3.588 2/3/2025 712,737 0.02%

16,051,350

Diamond (BC) B.V., USD Term Loan, 1-month LIBOR + 3.000% 5.077 9/6/2024 15,710,259 0.39%

11,806,000

DigiCert, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 10/31/2025 11,628,910 0.29%

9,143,675

DigiCert, Inc., 2017 Term Loan B1, 1-month LIBOR + 5.250% 7.327 10/31/2024 9,159,676 0.23%

4,073,000

Direct ChassisLink, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.077 6/15/2023 4,093,365 0.10%

19,227,352

DiversiTech Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.340 6/3/2024 19,131,215 0.47%

22,637,992

DTI Holdco, Inc., 2018 Term Loan B, 1-month LIBOR + 4.750% 6.827 9/30/2023 22,524,802 0.56%

33,255,259

DTZ U.S. Borrower LLC, 2015 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.490 11/4/2021 33,262,907 0.82%

2,887,457

DuBois Chemicals, Inc., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.327 3/15/2024 2,887,457 0.07%

16,842,151

Duff & Phelps Corp., 2017 Term Loan B, 3-month LIBOR + 3.250% 5.584 2/13/2025 16,831,709 0.42%

2,350,000

DuPage Medical Group Ltd., 2nd Lien Term Loan, 1-month LIBOR + 7.000% 9.079 8/15/2025 2,350,000 0.06%

12,573,000 EagleView Technology Corp., 2018 Add On Term Loan B 7/30/2025 12,604,432 0.31% 1,903,000

Edelman Financial Center LLC, 2018 2nd Lien Term Loan, 3-month LIBOR + 6.750% 9.092 7/20/2026 1,926,787 0.05%

7,943,000

Edelman Financial Center LLC, 2018 Term Loan B, 3-month LIBOR + 3.250% 5.592 7/21/2025 7,986,051 0.20%

2,114,700

EG Finco Ltd., 2018 USD Term Loan, 3-month LIBOR + 4.000% 6.334 2/7/2025 2,105,459 0.05%

13,102,163

EG Group Ltd., 2018 USD Term Loan B, 3-month LIBOR + 4.000% 6.267 2/6/2025 13,044,906 0.32%

25,188,649

EIG Investors Corp., 2018 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.075 2/9/2023 25,239,026 0.62%

1,666,823

EIG Management Company LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.079 2/22/2025 1,676,540 0.04%

3,375,519

Element Materials Technology Group U.S. Holdings, Inc., 2017 USD Term Loan B, 1-month LIBOR + 3.500% 5.577 6/28/2024 3,383,958 0.08%

5,963,055

Encapsys LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 11/7/2024 5,980,467 0.15%

17,804,409

Endo Luxembourg Finance Co. I S.a.r.l., 2017 Term Loan B, 1-month LIBOR + 4.250% 6.375 4/29/2024 17,808,148 0.44%

12,552,817

EnergySolutions LLC, 2018 Term Loan B, 3-month LIBOR + 3.750% 6.084 5/9/2025 12,646,963 0.31%

4,636,267 Engility Corp., Term Loan B2, 1-month LIBOR + 2.750% 4.827 8/12/2023 4,643,222 0.11%




Interest Rate


19,555,777

Engineered Machinery Holdings, Inc., USD 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 7/19/2024 19,531,332 0.48%

1,586,025

ExamWorks Group, Inc., 2017 Term Loan, 1-month LIBOR + 3.250% 5.327 7/27/2023 1,593,463 0.04%

6,049,951

EXC Holdings III Corp., USD 2017 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.834 12/2/2024 6,092,785 0.15%

11,229,849

Explorer Holdings, Inc., 2016 Term Loan B, 3-month LIBOR + 3.750% 6.084 5/2/2023 11,293,073 0.28%

1,731,220

Extreme Reach, Inc., 1st Lien Term Loan, 1-month LIBOR + 6.250% 8.330 2/7/2020 1,726,355 0.04%

14,278,000

Extreme Reach, Inc., 2nd Lien Term Loan, 1-month LIBOR + 10.000% 12.081 1/24/2021 13,840,808 0.34%

7,965,803

Eze Castle Software, Inc., New 2nd Lien Term Loan, 1-month LIBOR + 6.500% 8.577 4/5/2021 7,965,803 0.20%

4,662,030

Fastener Acquisition, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.475 3/28/2025 4,673,685 0.12%

10,451,736

FHC Health Systems, Inc., 2014 Term Loan, 1-month LIBOR + 4.000% 6.077 12/23/2021 9,197,527 0.23%

4,117,680

Filtration Group Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 3/29/2025 4,132,257 0.10%

23,566,948

Flex Acquisition Co., Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.751 6/29/2025 23,537,490 0.58%

15,987,677

Flynn Restaurant Group LP, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.592 6/27/2025 15,947,708 0.39%

5,439,066

Garda World Security Corp., 2017 Term Loan, 3-month LIBOR + 2.500% 5.800 5/24/2024 5,435,694 0.13%

2,038,940

Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, 3-month LIBOR + 3.000% 5.473 12/1/2023 2,044,670 0.05%

23,593,712

Gavilan Resources LLC, 2nd Lien Term Loan, 1-month LIBOR + 6.000% 8.079 3/1/2024 23,180,822 0.57%

2,379,000

Gentiva Health Services, Inc., 2018 2nd Lien Term Loan, 3-month LIBOR + 7.000% 9.375 7/2/2026 2,420,632 0.06%

13,954,700

GHX Ultimate Parent Corp., 2017 1st Lien Term Loan, 3-month LIBOR + 3.000% 5.334 6/28/2024 13,902,370 0.34%

10,929,501

GI Revelation Acquisition LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.079 4/16/2025 10,943,163 0.27%

19,521,945

Give & Go Prepared Foods Corp., 2017 1st Lien Add-On Term Loan, 3-month LIBOR + 4.250% 6.584 7/29/2023 17,862,580 0.44%

5,806,648

Global Appliance, Inc., Term Loan B, 1-month LIBOR + 4.000% 6.080 9/29/2024 5,821,164 0.14%

7,676,652

Global Brass & Copper, Inc., 2018 Term Loan B, 1-month LIBOR + 2.500% 4.625 5/29/2025 7,676,652 0.19%

3,180,625 GlobalLogic Holdings Inc., 2018 Add On 1st Lien Term Loan 8/27/2025 3,188,577 0.08% 454,375 GlobalLogic Holdings Inc., 2018 Delayed Draw Term Loan 8/27/2025 455,511 0.01%

3,301,160

Golden Nugget, Inc., 2017 Incremental Term Loan B, 1-month LIBOR + 2.750% 4.827 10/4/2023 3,309,875 0.08%

19,321,000

GrafTech Finance, Inc., 2018 Term Loan B, 1-month LIBOR + 3.500% 5.590 2/12/2025 19,296,849 0.48%

6,329,709

Greatbatch Ltd., 2017 1st Lien Term Loan B, 1-month LIBOR + 3.250% 5.330 10/27/2022 6,355,724 0.16%

18,913,286

Greeneden U.S. Holdings II LLC, 2018 USD Term Loan B, 1-month LIBOR + 3.500% 5.577 12/1/2023 19,001,044 0.47%

5,792,009

Grosvenor Capital Management Holdings, LLP, 2018 Term Loan B, 1-month LIBOR + 2.750% 4.827 3/31/2025 5,806,489 0.14%

14,383,144

GTCR Valor Cos., Inc., USD 2017 Term Loan B1, 3-month LIBOR + 3.250% 5.584 6/16/2023 14,446,142 0.36%

20,545,188

GTT Communications, Inc., 2018 USD Term Loan B, 1-month LIBOR + 2.750% 4.830 5/31/2025 20,325,559 0.50%

18,157,423

Harland Clarke Holdings Corp., Term Loan B7, 3-month LIBOR + 4.750% 7.084 11/3/2023 17,412,969 0.43%

14,794,379

Hayward Industries, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 8/5/2024 14,838,762 0.37%

17,604,696

HC Group Holdings III, Inc., Term Loan B, 1-month LIBOR + 3.750% 5.827 4/7/2022 17,681,805 0.44%

10,904,000

Hearthside Food Solutions LLC, 2018 Term Loan B, 3-month LIBOR + 3.000% 5.064 5/23/2025 10,814,042 0.27%

9,910,029

High Liner Foods, Inc., Refi Term Loan B, 3-month LIBOR + 3.250% 5.584 4/24/2021 9,563,178 0.24%

7,468,021

Highline Aftermarket Acquisition LLC, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.625 4/26/2025 7,454,056 0.18%

3,515,568 Hillman Group, Inc. (The), 2018 Delayed Draw Term Loan 5.834 5/31/2025 3,518,873 0.09% 11,292,432

Hillman Group, Inc. (The), 2018 Term Loan B, 3-month LIBOR + 3.500% 5.834 5/31/2025 11,303,047 0.28%

14,680,498

Houghton Mifflin Harcourt Publishing Co., 2015 Term Loan B, 1-month LIBOR + 3.000% 5.077 5/31/2021 13,660,203 0.34%




Interest Rate


2,801,520

Hudson's Bay Co., 2015 Term Loan B, 2-month LIBOR + 3.250% 5.419 9/30/2022 2,641,610 0.07%

5,312,391

Hyland Software, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 7/1/2022 5,325,672 0.13%

14,143,669

Hyland Software, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 7.000% 9.077 7/7/2025 14,296,845 0.35%

17,781,601

Hyperion Insurance Group Ltd., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.625 12/20/2024 17,837,257 0.44%

14,071,637

Imagine! Print Solutions, Inc., 2017 Term Loan, 1-month LIBOR + 4.750% 6.830 6/21/2022 13,156,981 0.33%

7,148,975

Informatica LLC, 2018 USD Term Loan, 1-month LIBOR + 3.250% 5.327 8/5/2022 7,178,357 0.18%

15,088,328

Information Resources, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.569 1/18/2024 15,154,415 0.37%

12,514,699

Inmar Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 5/1/2024 12,540,730 0.31%

12,067,796

Innovative Xcessories & Services LLC, Term Loan B, 1-month LIBOR + 4.750% 6.840 11/29/2022 12,037,626 0.30%

16,927,000

Interior Logic Group, Inc., 2018 Term Loan B, 3-month LIBOR + 4.000% 6.342 5/21/2025 16,927,000 0.42%

11,586,000

International Textile Group, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.092 5/1/2024 11,651,229 0.29%

7,828,000

International Textile Group, Inc., 2nd Lien Term Loan, 1-month LIBOR + 9.000% 11.092 5/1/2025 7,593,160 0.19%

9,289,347

IQOR U.S., Inc., 2nd Lien Term Loan, 3-month LIBOR + 8.750% 11.087 4/1/2022 8,834,169 0.22%

12,969,357 IQOR U.S., Inc., Term Loan B, 3-month LIBOR + 5.000% 7.337 4/1/2021 12,859,896 0.32% 5,194,980

IRB Holding Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.347 2/5/2025 5,225,267 0.13%

15,922,360

Janus International Group LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 2/12/2025 15,683,525 0.39%

14,142,450

K&N Engineering, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.750% 7.084 10/19/2023 14,089,416 0.35%

5,289,743

K-Mac Holdings Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.329 3/14/2025 5,286,463 0.13%

23,627,276

Kingpin Intermediate Holdings LLC, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.580 7/3/2024 23,686,344 0.59%

18,573,869

Klockner-Pentaplast of America, Inc., USD 2017 Term Loan B2, 1-month LIBOR + 4.250% 6.327 6/30/2022 17,734,702 0.44%

15,712,000 L&W, Inc., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.081 5/22/2025 15,672,720 0.39% 10,946,232

Laureate Education, Inc., 2017 Term Loan B, 1-month LIBOR + 3.500% 5.577 4/26/2024 10,955,317 0.27%

13,239,829

LBM Borrower LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 8/20/2022 13,270,148 0.33%

7,416,332

LegalZoom.com, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.831 11/21/2024 7,416,332 0.18%

15,186,120

Leslie's Poolmart, Inc., 2016 Term Loan, 1-month LIBOR + 3.500% 5.577 8/16/2023 15,163,948 0.37%

13,762,202 LifeMiles Ltd., Term Loan B, 3-month LIBOR + 5.500% 7.831 8/18/2022 13,899,824 0.34% 13,879,974

Limetree Bay Terminals LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.067 2/15/2024 13,758,524 0.34%

10,332,000

Loparex Holding B.V., 2018 Term Loan, 3-month LIBOR + 4.250% 6.584 4/11/2025 10,409,490 0.26%

16,497,336

LSC Communications, Inc., 2017 Term Loan B, 1-month LIBOR + 5.500% 7.577 9/30/2022 16,487,108 0.41%

5,125,202

LSF9 Atlantis Holdings LLC, 2017 Term Loan, 1-month LIBOR + 6.000% 8.100 5/1/2023 4,971,446 0.12%

11,029,194

LTI Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.827 5/16/2024 11,015,407 0.27%

3,198,983

LTI Holdings, Inc., 2018 Term Loan, 1-month LIBOR + 2.500% 5.577 5/16/2024 3,194,984 0.08%

16,395,638

Lucid Energy Group II LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.079 2/17/2025 15,883,274 0.39%

1,106,747

MA FinanceCo. LLC, USD Term Loan B3, 1-month LIBOR + 2.500% 4.577 6/21/2024 1,100,173 0.03%

7,075,599

Mannington Mills, Inc., Term Loan B, 3-month LIBOR + 3.750% 6.084 10/1/2021 7,110,977 0.18%

16,454,000

Mayfield Agency Borrower, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.577 2/28/2025 16,474,567 0.41%

12,292,000

McAfee LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.572 9/29/2025 12,558,368 0.31%

9,530,000

McAfee LLC, 2017 USD Term Loan B, 1-month LIBOR + 4.500% 6.572 9/30/2024 9,589,562 0.24%

22,149,209

McGraw-Hill Global Education Holdings LLC, 2016 Term Loan B, 1-month LIBOR + 4.000% 6.077 5/4/2022 21,765,585 0.54%




Interest Rate


11,188,958

Men's Wearhouse, Inc. (The), 2018 Term Loan B2, 1-month LIBOR + 3.500% 5.592 4/9/2025 11,251,951 0.28%

19,468,208 Meredith Corp., Term Loan B, 1-month LIBOR + 3.000% 5.077 1/31/2025 19,514,152 0.48% 15,044,530

Merrill Communications LLC, 2015 Term Loan, 3-month LIBOR + 5.250% 7.592 6/1/2022 15,194,975 0.38%

19,843,271

MH Sub I LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.829 9/13/2024 19,885,736 0.49%

8,830,000

MH Sub I LLC, 2017 2nd Lien Term Loan, 1-month LIBOR + 7.500% 9.579 9/15/2025 8,940,375 0.22%

11,143,748

MHVC Acquisition Corp., 2017 Term Loan, 3-month LIBOR + 5.250% 7.590 4/29/2024 11,115,888 0.27%

14,893,079

Mirion Technologies, Inc., Term Loan B, 3-month LIBOR + 4.750% 6.976 3/31/2022 14,790,764 0.37%

13,891,421

Mister Car Wash Holdings, Inc., Term Loan B, 3-month LIBOR + 3.250% 5.703 8/20/2021 13,931,984 0.34%

5,662,581

NAB Holdings LLC, 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.334 7/1/2024 5,655,502 0.14%

7,244,000

National CineMedia LLC, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.086 10/31/2021 7,248,564 0.18%

16,247,316

National Intergovernmental Purchasing Alliance Co., 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 5/23/2025 16,186,388 0.40%

10,189,394

Neiman Marcus Group Ltd. LLC, 2020 Term Loan, 1-month LIBOR + 3.250% 5.336 10/25/2020 8,980,422 0.22%

9,948,067

NES Global Talent Finance U.S. LLC, 2018 1st Lien Term Loan B, 3-month LIBOR + 5.500% 7.842 5/11/2023 9,948,067 0.25%

20,496,755

NeuStar, Inc., 2018 Term Loan B4, 1-month LIBOR + 3.500% 5.572 8/8/2024 20,567,263 0.51%

12,838,048

NeuStar, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 8/8/2025 12,442,251 0.31%

8,521,469

NMSC Holdings, Inc., 1st Lien Term Loan, 6-month LIBOR + 5.000% 7.501 4/19/2023 8,521,469 0.21%

10,526,424 NN, Inc., 2016 Term Loan B, 1-month LIBOR + 3.750% 5.827 10/19/2022 10,513,266 0.26% 6,842,966

Oasis Outsourcing Holdings, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 6/30/2023 6,862,947 0.17%

17,902,546

Oberthur Technologies S.A., 2016 USD Term Loan B1, 3-month LIBOR + 3.750% 6.084 1/10/2024 17,851,345 0.44%

13,741,163

Ocean Bidco, Inc., USD Term Loan B, 3-month LIBOR + 5.000% 7.334 3/21/2025 13,784,172 0.34%

15,477,415

Onex TSG Holdings II Corp., 1st Lien Term Loan, 1-month LIBOR + 4.000% 6.077 7/31/2022 15,400,028 0.38%

3,266,549 Onsite Rental Group Pty Ltd., Notes 6.100 10/26/2023 2,515,243 0.06% 2,389,195

Onsite Rental Group Pty Ltd., Term Loan B, 3-month LIBOR + 4.500% 6.564 10/26/2022 2,341,411 0.06%

6,955,650

Oxbow Carbon LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 3.750% 5.827 1/4/2023 7,012,199 0.17%

12,083,607

Ozark Holdings LLC, Term Loan B, 1-month LIBOR + 3.250% 5.327 7/1/2023 12,015,697 0.30%

1,618,496

P2 Upstream Acquisition Co., 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.370 10/30/2020 1,602,311 0.04%

11,532,999

Patterson Medical Holdings, Inc., 1st Lien Term Loan, LIBOR + 4.750% 7.092 8/28/2022 11,114,928 0.27%

15,970,000

Pelican Products, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.592 5/1/2025 16,003,218 0.40%

10,217,840 PetSmart, Inc., Term Loan B2, 1-month LIBOR + 3.000% 5.100 3/11/2022 8,475,596 0.21% 7,827,327

Phoenix Services International LLC, Term Loan, 1-month LIBOR + 3.750% 5.850 3/1/2025 7,869,751 0.19%

9,863,279

Plaskolite, Inc., 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.577 11/3/2022 9,850,950 0.24%

9,063,743

PLZ Aeroscience Corp., USD Term Loan, 3-month LIBOR + 3.500% 5.836 7/31/2022 9,067,550 0.22%

16,393,159

Polyconcept Investments BV, USD 2016 Term Loan B, 1-month LIBOR + 3.750% 5.827 8/16/2023 16,454,633 0.41%

12,600,000 Polymer Additives, Inc., 2018 1st Lien Term Loan 6/1/2025 12,348,000 0.31% 14,387,630

Portillo's Holdings LLC, 1st Lien Term Loan, 3-month LIBOR + 4.500% 6.834 8/2/2021 14,399,571 0.36%

12,504,000

Portillo's Holdings LLC, 2nd Lien Term Loan, 3-month LIBOR + 8.000% 10.334 8/1/2022 12,504,000 0.31%

15,212,259

Power Products, LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.347 12/20/2022 15,212,259 0.38%

6,144,723

Presidio, Inc., 2017 Refinanced Term Loan B, 3-month LIBOR + 2.750% 5.082 2/2/2024 6,152,403 0.15%

11,855,142

PricewaterhouseCoopers LLP, 2018 Term Loan, 1-month LIBOR + 3.250% 5.342 5/1/2025 11,869,961 0.29%

15,751,363

Prince Minerals, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.899 3/20/2025 15,817,046 0.39%




Interest Rate


18,881,678

Pro Mach Group, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.097 3/7/2025 18,740,065 0.46%

14,588,904

Proampac PG Borrower LLC, 2016 1st Lien Term Loan, LIBOR + 3.500% 5.631 11/18/2023 14,602,617 0.36%

9,962,813

Project Sunshine IV PTY Limited, 2017 Term Loan B, 1-month LIBOR + 7.000% 9.077 8/21/2022 9,962,813 0.25%

6,042,865

Prometric Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.080 1/29/2025 6,017,666 0.15%

4,501,410

ProQuest LLC, New Term Loan B, 2-month LIBOR + 3.750% 5.919 10/24/2021 4,526,752 0.11%

19,638,840

Quest Software U.S. Holdings, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.576 5/16/2025 19,534,558 0.48%

3,941,078

Radio Systems Corp., Term Loan B, 1-month LIBOR + 2.750% 4.827 5/2/2024 3,936,151 0.10%

2,863,481

Recess Holdings, Inc., 2017 1st Lien Term Loan, 6-month LIBOR + 3.750% 6.203 9/29/2024 2,870,639 0.07%

389,881(‡) Recess Holdings, Inc., 2017 Delayed Draw Term Loan 3.750 9/29/2024 390,856 0.01% 21,203,415

Red Lobster Management LLC, Term Loan B, 3-month LIBOR + 5.250% 7.327 7/28/2021 21,123,902 0.52%

13,010,790

Resolute Investment Managers, Inc., 2017 1st Lien Term Loan B, 3-month LIBOR + 3.250% 5.584 4/30/2022 13,059,580 0.32%

11,554,197

Riverbed Technology, Inc., 2016 Term Loan, 1-month LIBOR + 3.250% 5.330 4/24/2022 11,486,143 0.28%

15,847,540

Robertshaw U.S. Holding Corp., 2018 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.625 2/28/2025 15,768,302 0.39%

9,362,790

Rocket Software, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 10/14/2023 9,401,833 0.23%

5,657,835

Rocket Software, Inc., 2016 2nd Lien Term Loan, 3-month LIBOR + 9.500% 11.834 10/14/2024 5,657,835 0.14%

2,858,981

Rodan & Fields LLC, 2018 Term Loan B, 1-month LIBOR + 4.000% 6/6/2025 2,876,849 0.07%

5,030,393

Safe Fleet Holdings LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.100 2/1/2025 4,980,089 0.12%

9,584,428

Sage Automotive Interiors, Inc., 2016 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.077 10/27/2022 9,608,389 0.24%

19,401,000 Savage Enterprises LLC, 2018 1st Lien Term Loan B 6/26/2025 19,437,474 0.48% 15,311,604 SciQuest, Inc., 2017 Term Loan, 1-month LIBOR + 4.000% 6.077 12/28/2024 15,235,046 0.38% 7,474,133

Seattle Spinco, Inc., USD Term Loan B3, 1-month LIBOR + 2.500% 4.577 6/21/2024 7,429,737 0.18%

24,157,462

Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan, 3-month LIBOR + 5.750% 7.879 2/28/2022 24,308,446 0.60%

4,300,608

Serta Simmons Bedding LLC, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.591 11/8/2023 3,589,675 0.09%

16,335,507

Serta Simmons Bedding LLC, 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.097 11/8/2024 11,040,025 0.27%

6,006,963

Sesac Holdco II LLC, 2017 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 2/23/2024 5,939,504 0.15%

4,355,000

Shape Technologies Group, Inc., Term Loan, 6-month LIBOR + 3.000% 5.148 4/21/2025 4,355,000 0.11%

8,718,000 Sigma Bidco BV, 2018 USD Term Loan B 7/2/2025 8,685,307 0.21% 18,270,851

Sirius Computer Solutions, Inc., 2016 Term Loan, 1-month LIBOR + 4.250% 6.327 10/30/2022 18,328,039 0.45%

6,323,368

SiteOne Landscape Supply, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.830 4/29/2022 6,343,160 0.16%

20,199,000

SIWF Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.322 6/15/2025 20,249,497 0.50%

4,455,833

SMG Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 1/23/2025 4,461,402 0.11%

12,547,244 Solera LLC, USD Term Loan B, 1-month LIBOR + 2.750% 4.827 3/3/2023 12,557,031 0.31% 5,000,000 Sophia LP, 2017 Term Loan B 9/30/2022 5,003,550 0.12%

13,768,713

Sotera Health Holdings LLC, 2017 Term Loan, 3-month LIBOR + 3.000% 5.334 5/15/2022 13,760,176 0.34%

14,751,929

Southern Graphics, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.327 12/31/2022 14,756,502 0.36%

10,997,438

Spectrum Holdings III Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 1/31/2025 10,965,325 0.27%

6,397,558 SRAM LLC, 2018 Term Loan B 3/15/2024 6,413,552 0.16% 8,218,034

St. Georges University, 2018 1st Lien Term Loan B, 1-month LIBOR + 3.500% 5.580 6/21/2025 8,259,125 0.20%

2,556,722(‡) St. Georges University, 2018 Delayed Draw Term Loan 0.500 6/21/2025 2,569,505 0.06% 27,444,031 Staples, Inc., 2017 Term Loan B, 3-month LIBOR + 4.000% 6.358 9/12/2024 27,177,550 0.67% 8,684,000

Stars Group Holdings B.V. (The), 2018 USD Incremental Term Loan, 3-month LIBOR + 3.500% 5.831 7/10/2025 8,757,553 0.22%




Interest Rate


5,251,950

Sterling Infosystems, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 6/20/2022 5,225,690 0.13%

4,565,076

STG-Fairway Acquisitions, Inc., 2015 1st Lien Term Loan, 3-month LIBOR + 5.250% 7.592 6/30/2022 4,553,663 0.11%

1,892,161

Stiphout Finance LLC, USD 1st Lien Term Loan, 1-month LIBOR + 3.000% 5.077 10/26/2022 1,892,161 0.05%

15,933,092

Strategic Partners, Inc., 2016 Term Loan, 1-month LIBOR + 3.750% 5.827 6/30/2023 15,953,009 0.39%

14,425,134

Surgery Center Holdings, Inc., 2017 Term Loan B, 1-month LIBOR + 3.250% 5.330 9/2/2024 14,422,105 0.36%

12,319,630

SurveyMonkey, Inc., 2017 Term Loan, 1-month LIBOR + 4.500% 6.580 4/13/2024 12,335,029 0.31%

7,453,026 Tacala LLC, 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.327 1/31/2025 7,464,205 0.18% 7,377,196

Tecomet Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.600 5/1/2024 7,404,860 0.18%

7,453,506

The Talbots, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.500% 6.577 3/19/2020 7,304,435 0.18%

8,040,607

The Talbots, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.500% 10.577 3/19/2021 7,779,287 0.19%

17,869,215

Titan Acquisition Ltd., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.077 3/28/2025 17,559,005 0.43%

11,575,819

TMK Hawk Parent Corp., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.580 8/28/2024 11,572,231 0.29%

15,780,405

Transcendia, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.577 5/30/2024 15,740,954 0.39%

17,549,950

Transplace Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.822 10/7/2024 17,599,266 0.44%

15,869,925

Trico Group LLC, 2018 Term Loan, 3-month LIBOR + 6.500% 8.807 2/2/2024 15,830,250 0.39%

1,356,706

TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.750% 6.080 11/30/2023 1,356,706 0.03%

13,464,532

TricorBraun Holdings, Inc., 2016 1st Lien Term Loan, 3-month Prime + 2.750% 6.084 11/30/2023 13,464,532 0.33%

19,702,540

Truck Hero, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.831 4/21/2024 19,697,614 0.49%

10,039,327 TruGreen LP, 2017 Term Loan, 1-month LIBOR + 4.000% 6.078 4/13/2023 10,089,524 0.25% 3,090,833

TwentyEighty, Inc., PIK Term Loan B, 3-month LIBOR + 4.00% 6.334 3/31/2020 3,052,197 0.08%

2,269,055

TwentyEighty, Inc., PIK Term Loan C, 3-month LIBOR + 8.75% 2.584 3/31/2020 2,240,691 0.06%

5,513,966

U.S. Anesthesia Partners, Inc., 2017 Term Loan, 1-month LIBOR + 3.000% 5.077 6/23/2024 5,512,808 0.14%

9,783,433

U.S. Farathane LLC, 2017 Term Loan B4, 3-month LIBOR + 3.500% 5.834 12/23/2021 9,758,975 0.24%

13,234,627

U.S. Security Associates Holdings, Inc., 2016 Term Loan, 3-month LIBOR + 3.500% 5.834 7/14/2023 13,241,244 0.33%

14,203,403

U.S. Silica Co., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.125 5/1/2025 14,192,324 0.35%

31,183,211

Uber Technologies, 2018 Incremental Term Loan, 1-month LIBOR + 3.500% 5.574 7/13/2023 31,274,266 0.77%

12,473,301

Uber Technologies, 2018 Term Loan, 1-month LIBOR + 4.000% 6.100 4/4/2025 12,539,534 0.31%

4,566,525

Unifrax Corp., 2017 USD Term Loan B, 3-month LIBOR + 3.500% 5.834 4/4/2024 4,591,641 0.11%

1,892,234

USI, Inc., 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.334 5/16/2024 1,886,084 0.05%

4,245,915

USS Ultimate Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.827 8/25/2024 4,272,452 0.11%

6,579,379

Utility One Source LP, Term Loan B, 1-month LIBOR + 5.500% 7.577 4/18/2023 6,743,863 0.17%

10,023,598

UTZ Quality Foods LLC, 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.564 11/21/2024 10,073,716 0.25%

5,305,000

Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 5.092 6/1/2025 5,309,721 0.13%

4,485,600

VC GB Holdings, Inc., 2nd Lien Term Loan, 1-month LIBOR + 8.000% 10.077 2/28/2025 4,485,600 0.11%

17,900,640

Veritas Bermuda Ltd., USD Repriced Term Loan B, 3-month LIBOR + 4.500% 6.641 1/27/2023 16,587,986 0.41%

14,583,354

Verra Mobility Corporation, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.822 2/28/2025 14,619,812 0.36%

15,223,949

Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan, 1-month Prime + 4.000% 6.077 12/19/2023 15,185,889 0.38%

6,699,891

Victory Capital Holdings, Inc., 2018 Term Loan B, 3-month LIBOR + 2.750% 5.084 2/12/2025 6,708,266 0.17%

14,662,836

Wall Street Systems Delaware, Inc., 2017 Term Loan B, 1-month LIBOR + 3.000% 5.077 11/21/2024 14,442,894 0.36%




Interest Rate


13,859,091

Wand Intermediate I LP, 2nd Lien Term Loan, 2-month LIBOR + 7.250% 9.423 9/19/2022 13,911,063 0.34%

14,506,050

Weight Watchers International, Inc., 2017 Term Loan B, 3-month LIBOR + 4.750% 7.050 11/29/2024 14,664,746 0.36%

14,641,852

Wellness Merger Sub, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.827 6/30/2024 14,708,911 0.36%

12,544,285 West Corp., 2017 Term Loan, 1-month LIBOR + 4.000% 6.077 10/10/2024 12,541,149 0.31% 3,240,000 West Corp., 2018 Term Loan B1, 1-month LIBOR + 3.500% 5.577 10/10/2024 3,221,111 0.08%

10,361,502

William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, 2-month LIBOR + 2.750% 4.930 5/18/2025 10,314,047 0.26%

15,160,832

Wilsonart LLC, 2017 Term Loan B, 3-month LIBOR + 3.250% 5.590 12/19/2023 15,196,308 0.38%

9,124,919

WireCo WorldGroup, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.077 9/30/2023 9,221,917 0.23%

8,562,032

WP CPP Holdings LLC, 2018 Term Loan, 6-month LIBOR + 3.750% 6.280 4/30/2025 8,558,436 0.21%

6,295,136

Xerox Business Services LLC, USD Term Loan B, 1-month LIBOR + 2.500% 4.577 12/7/2023 6,300,361 0.16%

21,535,391

York Risk Services Holding Corp., Term Loan B, 1-month LIBOR + 3.750% 5.827 10/1/2021 20,831,615 0.52%

15,718,000

Zacapa LLC, 2018 1st Lien Term Loan B, 3-month LIBOR + 5.000% 7.337 7/3/2025 15,796,590 0.39%

9,772,300

Zep, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.334 8/12/2024 9,454,701 0.23% ______________ _________

Total 3,657,588,099 90.47%

Bonds and Notes

3,000,000 ARD Finance S.A., PIK 7.125 9/15/2023 3,030,000 0.07% 14,090,000 Ardonagh Midco 3 PLC 8.625 7/15/2023 14,419,847 0.36% 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 11,646,700 0.29% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 7,264,978 0.18% 7,540,000 Blackboard, Inc. 9.750 10/15/2021 5,956,600 0.15%

10,900,000 Clear Channel Worldwide Holdings, Inc., Series B 7.625 3/15/2020 10,923,980 0.27% 9,000,000 FMG Resources August 2006 Pty Ltd. 5.125 3/15/2023 8,752,500 0.22%

13,580,000 GFL Environmental, Inc. 5.375 3/1/2023 12,659,276 0.31% 4,860,000 GFL Environmental, Inc. 5.625 5/1/2022 4,617,000 0.11%

14,085,000 Hertz Corp. (The) 7.625 6/1/2022 13,715,269 0.34% 7,560,000 Iridium Communications, Inc. 10.250 4/15/2023 8,174,250 0.20%

14,035,000 iStar, Inc. 6.000 4/1/2022 14,070,087 0.35% 2,137,000 Men's Wearhouse, Inc. (The) 7.000 7/1/2022 2,195,981 0.05%

23,930,000

Midas Intermediate Holdco II LLC/Midas Intermediate Holdco II Finance, Inc. 7.875 10/1/2022 22,075,425 0.55%

9,573,952

Motel 6 Trust, Series 2017-M6MZ, Class M, 1-month LIBOR + 6.927% 8.998 8/15/2019 9,667,787 0.24%

6,410,000 Northwest Acquisitions ULC/Dominion Finco, Inc. 7.125 11/1/2022 6,393,975 0.16% 11,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 10,863,125 0.27% 5,625,000 Petroleum Geo-Services ASA 7.375 12/15/2020 5,639,063 0.14% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,267,250 0.11% 8,205,000 Tenet Healthcare Corp. 8.125 4/1/2022 8,738,325 0.22%

15,130,000 Vizient, Inc. 10.375 3/1/2024 16,605,175 0.41% 18,440,000 Wand Merger Corp. 8.125 7/15/2023 19,179,444 0.47% 42,798,000 Windstream Services LLC/Windstream Finance Corp. 8.750 12/15/2024 27,602,998 0.68% ______________ _________

Total 248,459,035 6.15%

Common Stocks 61,854 Ameriforge Group, Inc. 3,525,678 0.09%

456,710 Blue Ridge Mountain Resource, Inc. 2,443,399 0.06% 1,790,825 Onsite Rental Group Pty Ltd. — 0.00%

20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________

Total 5,969,077 0.15%

Short-Term Investments 385,365,188

Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation 1.100 8/1/2018 385,365,188 9.53% ______________ _________

Total Investments 4,297,381,399 106.30% Other assets less liabilities (254,767,557) (6.30%) Net Assets 4,042,613,842 100.00%

(‡) 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.


Investments as of June 30, 2018 (Unaudited)


Interest Rate




636,000(‡)

ABG Intermediate Holdings 2 LLC, Delayed Draw Term Loan B-DD 9/29/2024 633,348 0.02%

16,380,918


10,385,715


483,039(‡)

Access CIG LLC, 2018 2nd Lien Delayed Draw Term Loan, 3-month LIBOR + 7.750% 7.750 2/27/2026 482,638 0.01%

8,991,961


1,297,256(‡) Access CIG LLC, 2018 Delayed Draw Term Loan 3.750 2/27/2025 1,296,932 0.03% 3,329,000 Access CIG LLC, 2018 Incremental Term Loan 2/27/2025 3,328,168 0.09%

10,929,501

Advanced Discovery, 2018 1st Lien Term Loan, 1-month LIBOR + 5.000% 7.085 4/16/2025 10,993,220 0.28%

12,222,406


35,996,740


11,481,972


4,750,394


12,650,863



Allflex Holdings III, Inc., New 1st Lien Term Loan, 6-month LIBOR + 3.250% 5.138 7/20/2020 1,483,188 0.04%

6,691,384


14,209,985


9,147,846


23,247,169


14,980,000

Almonde, Inc., USD 2nd Lien Term Loan, 3-month LIBOR +

7.250% 9.557 6/13/2025 14,404,169 0.37% 6,775,564

Alpha Media LLC, 2016 Term Loan, 1-month LIBOR + 6.000% 8.097 2/25/2022 6,369,030 0.16%

7,029,091


11,567,081

American Rock Salt Co. LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 3/21/2025 11,552,622 0.30%

8,758,985


4,506,884

AmWINS Group, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.844 1/25/2025 4,522,658 0.12%

7,575,222


6,993,700


7,100,000


15,504,738


1,297,748

AqGen Ascensus, Inc., 2017 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.500% 5.834 12/5/2022 1,296,125 0.03%

10,337,400


1,235,625(‡)

AqGen Ascensus, Inc., 2018 Delayed Draw Term Loan, 3-month LIBOR + 0.5% 0.500 12/5/2022 1,234,080 0.03%

2,054,227

AqGen Ascensus, Inc., 2018 Incremental Term Loan, 1-month LIBOR + 3.500% 5.834 12/5/2022 2,051,659 0.05%

4,366,242


11,664,765




11,070,423





Interest Rate


1,242,218


3,030,000


955,317


6,057,693


33,587,391


10,950,314


8,685,704


12,856,939


2,139,250

Atkore International, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 2.750% 5.090 12/22/2023 2,133,367 0.05%

13,318,354

ATS Consolidated, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.844 2/28/2025 13,351,650 0.34%

15,484,954


11,549,055


15,375,052 Avaya, Inc., 2018 Term Loan B 12/15/2024 15,384,738 0.39% 15,504,963


8,530,169

BBB Industries U.S. Holdings, Inc., 2018 1st Lien Term Loan 6/26/2025 8,466,193 0.22%

9,807,454




21,198,438

BDF Acquisition Corp., 1st Lien Term Loan, 1-month LIBOR + 4.750% 2/12/2021 20,906,959 0.53%

15,189,814 BI-LO Holding LLC, Exit Term Loan B 5/15/2024 14,610,778 0.37% 9,475,662

Big Jack Holdings LP, 2018 Term Loan B, 1-month LIBOR + 3.500% 5.600 4/5/2024 9,451,973 0.24%

13,975,225


5,920,667


19,531,000


6,341,617

Brickman Group Ltd. LLC, Initial Term Loan (Second Lien), 1-month LIBOR + 6.500% 8.585 12/17/2021 6,369,901 0.16%

13,017,387

Bright Bidco B.V., 2018 Term Loan B, 3-month LIBOR + 3.500% 5.757 6/30/2024 12,906,740 0.33%

7,203,315

Broadstreet Partners, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.344 11/8/2023 7,149,290 0.18%

17,670,000


6,160,000


14,755,996


17,489,253


14,666,243


7,269,756 CareerBuilder, LLC, Term Loan, 3-month LIBOR + 6.750% 9.084 7/31/2023 7,257,616 0.19% 14,533,687

Carestream Dental Equipment, Inc, 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.584 9/1/2024 14,515,520 0.37%

12,312,156


4,420,915


20,232,948


8,595,269

Chesapeake Energy Corp., Term Loan, 1-month LIBOR + 7.500% 9.594 8/23/2021 8,983,861 0.23%

3,311,740


13,564,393

CIBT Holdings, Inc., 2017 Term Loan, 3-month LIBOR + 2.750% 6.084 6/3/2024 13,581,349 0.35%




Interest Rate


14,187,000 Clarion Events Ltd., 2018 USD Term Loan B 10/31/2024 13,678,680 0.35% 6,562,987


1,646,530

Concentra, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.740 6/1/2022 1,644,472 0.04%

6,295,136 Conduent Business Services LLC, 2018 Term Loan B 12/7/2023 6,274,173 0.16% 19,719,213

Confie Seguros Holding II Co., 2016 Term Loan B, 3-month LIBOR + 5.250% 7.557 4/19/2022 19,497,372 0.50%

10,959,300


19,046,015


13,489,516


9,036,000

Corel Corp., 2018 1st Lien Term Loan B, 3-month LIBOR + 5.000% 7.321 6/3/2024 9,058,590 0.23%

17,378,362


19,661,868


4,320,353


9,716,239


4,579,333


15,643,793


469,000

Cypress Intermediate Holdings III, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.844 4/27/2025 467,438 0.01%

13,948,696


11,065,327 DBRS Ltd., Term Loan, 3-month LIBOR + 5.250% 7.557 3/4/2022 11,065,327 0.28% 13,081,965 Deliver Buyer, Inc., Term Loan B, 3-month LIBOR + 5.000% 7.307 5/1/2024 13,057,501 0.33%

1,180,892(‡)

DexKo Global Inc., 2018 USD Incremental Term Loan, 1-month LIBOR + 3.500% 4.284 7/24/2024 1,180,892 0.03%

11,144,070


6,706,804


1,890,000


720,387(‡)


16,051,350

Diamond (BC) B.V., USD Term Loan, 2-month LIBOR + 3.000% 5.097 9/6/2024 15,730,323 0.40%

11,806,000


9,143,675


4,073,000


19,227,352


22,637,992


30,255,259


2,887,457


16,842,151


2,350,000


9,089,076

Edelman Financial Group (The), 2017 Term Loan B, 6-month LIBOR + 4.250% 6.732 11/11/2024 9,096,620 0.23%

1,903,000 Edelman Financial Group (The), 2018 2nd Lien Term Loan 6/8/2026 1,913,714 0.05% 7,943,000 Edelman Financial Group (The), 2018 Term Loan B 6/8/2027 7,928,147 0.20% 2,114,700

EG Finco Ltd., 2018 USD Term Loan, 3-month LIBOR + 4.00% 6.334 2/7/2025 2,094,082 0.05%

13,123,413

EG Group Ltd., 2018 USD Term Loan B, 3-month LIBOR + 4.00% 6.338 2/6/2025 12,995,459 0.33%

20,688,649

EIG Investors Corp., 2018 1st Lien Term Loan, 3-month LIBOR + 3.75% 6.075 2/9/2023 20,645,616 0.53%

1,671,000





Interest Rate


3,375,519

Element Materials Technology Group U.S. Holdings, Inc., 2017 USD Term Loan B 6/28/2024 3,371,299 0.09%

5,963,055


17,804,409

Endo Luxembourg Finance Co. I S.a.r.l., 2017 Term Loan B, 1-month LIBOR + 4.250% 6.375 4/29/2024 17,759,898 0.45%

12,552,817


4,676,724 Engility Corp., Term Loan B2, 1-month LIBOR + 2.750% 4.844 8/12/2023 4,664,283 0.12% 16,933,905


1,586,025


6,049,951


11,229,849


1,731,220


14,278,000


7,965,803


4,662,030

Fastener Acquisition, Inc., 2018 1st Lien Term Loan, 3-month LIBOR + 4.250% 6.482 3/28/2025 4,656,202 0.12%

10,451,736


4,117,680


8,566,948 Flex Acquisition Co., Inc., 2018 1st Lien Term Loan 12/29/2023 8,541,933 0.22% 13,577,677 Flynn Restaurant Group LP, 1st Lien Term Loan 6/1/2025 13,543,733 0.35% 5,452,836


2,038,940


23,593,712


2,379,000 Gentiva Health Services, Inc., 2018 2nd Lien Term Loan 6/2/2026 2,402,790 0.06% 13,954,700


19,521,945


7,272,048


7,676,652

Global Brass & Copper, Inc., 2018 Term Loan B, 1-month LIBOR + 2.500% 4.625 5/24/2025 7,609,481 0.19%

3,301,160

Golden Nugget, Inc., 2017 Incremental Term Loan B, 1-month LIBOR + 2.750% 4.823 10/4/2023 3,294,755 0.08%

19,321,000


7,416,180


18,913,286


5,792,009


14,383,144


20,545,188

GTT Communications, Inc., 2018 USD Term Loan B, 3-month LIBOR + 2.750% 4.875 5/31/2025 20,221,601 0.52%

18,157,423


14,794,379


10,904,000

Hearthside Food Solutions, LLC, 2018 Term Loan B, 1-month LIBOR + 3.000% 5.091 5/23/2025 10,790,598 0.28%

9,910,029


7,468,021


3,515,568 Hillman Group, Inc. (The), 2018 Delayed Draw Term Loan 5/31/2025 3,500,205 0.09% 11,292,432

Hillman Group, Inc. (The), 2018 Term Loan B, 3-month LIBOR + 3.500% 5.834 5/31/2025 11,243,084 0.29%

14,680,498





Interest Rate


2,964,324


547,391

Hyland Software, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.344 7/1/2022 547,960 0.01%

14,143,669


17,781,601


14,071,637


7,148,975

Informatica Corp., 2018 USD Term Loan, 1-month LIBOR + 3.250% 5.344 8/5/2022 7,152,836 0.18%

15,088,328


12,514,699


12,067,796


13,129,000

Interior Logic Group, Inc., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.094 5/21/2025 13,129,000 0.34%

11,586,000


7,828,000


9,289,347


13,003,044 IQOR U.S., Inc., Term Loan B, 3-month LIBOR + 5.000% 7.308 4/1/2021 12,957,533 0.33% 5,194,980

IRB Holding Corp., 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.266 2/5/2025 5,199,292 0.13%

13,422,360


5,935,368

Jill Acquisition LLC, 2015 Term Loan, 3-month LIBOR + 5.000% 7.360 5/8/2022 5,831,499 0.15%

14,142,450


5,289,743


20,594,582

Kingpin Intermediate Holdings LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 4.250% 6.350 6/28/2024 20,543,096 0.53%

20,627,276 Kingpin Intermediate Holdings LLC, 2018 Term Loan B 7/3/2024 20,575,708 0.53% 18,573,869




13,239,829


7,416,332


15,186,120




10,332,000


16,497,336


8,464,384


11,029,194


3,198,983


16,395,638


1,109,527


7,075,599


16,454,000


12,292,000


22,149,209





Interest Rate


11,188,958

Men's Wearhouse, Inc. (The), 2018 Term Loan B2, 1-month LIBOR + 3.500% 5.483 4/9/2025 11,235,615 0.29%



19,843,271


8,830,000


11,143,748


14,893,079


13,891,421


10,831,619 Morsco, Inc., Term Loan B, 3-month LIBOR + 6.000% 11.000 10/31/2023 10,939,935 0.28% 5,662,581


7,244,000 National CineMedia LLC, 2018 Term Loan B 6/15/2025 7,239,509 0.19% 15,602,316


10,216,068


9,973,000


20,496,755


12,838,048


8,521,469


10,467,315 NN, Inc., 2016 Term Loan B, 1-month LIBOR + 3.750% 5.844 10/19/2022 10,441,146 0.27% 571,557

NPC International, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.594 4/19/2024 574,174 0.01%

6,842,966


17,902,546


13,772,513


15,477,415


3,266,549

Onsite Rental Group Pty Ltd., Notes, 6-month LIBOR + 6.100% 6.100 10/26/2023 2,515,243 0.06%

2,389,195


17,604,696 Option Care, Term Loan B, 3-month LIBOR + 3.750% 5.844 6/1/2025 17,626,702 0.45% 6,955,650


12,083,607


1,618,496


11,532,999

Patterson Medical Holdings, Inc., 1st Lien Term Loan, 3-month LIBOR + 4.750% 7.109 8/28/2022 10,985,182 0.28%

4,970,000


10,160,696

Petroleum Geo-Services ASA, New Term Loan B, 3-month LIBOR + 2.500% 4.834 3/19/2021 9,774,589 0.25%



9,887,999


9,063,743

PLZ Aeroscience Corp., USD Term Loan, 3-month LIBOR + 3.500% 5.834 7/31/2022 9,071,266 0.23%

13,043,317

Polycom, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.250% 7.340 9/27/2023 13,043,317 0.33%

16,393,159


14,387,630


12,504,000


15,212,259

Power Products, LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.362 12/20/2022 15,259,873 0.39%




Interest Rate


6,144,723

Presidio, Inc., 2017 Refinanced Term Loan B, 3-month LIBOR + 2.750% 5.054 2/2/2024 6,131,942 0.16%

6,287,000


6,751,363


18,881,678


14,588,904

Proampac PG Borrower LLC, 2016 1st Lien Term Loan, 3-month LIBOR + 3.500% 5.610 11/18/2023 14,493,200 0.37%

9,962,813

Project Sunshine IV PTY Ltd., 2017 Term Loan B, 1-month LIBOR + 7.000% 9.094 8/21/2022 9,962,813 0.25%

3,644,865


4,501,410


18,638,840


3,941,078


2,863,481


389,881(‡)

Recess Holdings, Inc., 2017 Delayed Draw Term Loan, 3-month LIBOR + 3.750% 3.750 9/29/2024 389,394 0.01%

21,203,415


13,010,790


11,554,197


14,555,040


9,359,790


5,657,835


5,030,393


9,584,428


15,350,075 SciQuest, Inc., 2017 Term Loan, 1-month LIBOR + 4.000% 6.094 12/28/2024 15,273,325 0.39% 7,492,913


24,157,462

Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan, 3-month LIBOR + 5.750% 7.892 2/28/2022 24,233,075 0.62%

4,311,524

Serta Simmons Bedding LLC, 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.747 11/8/2023 3,664,795 0.09%

16,335,507


6,006,963




6,323,368


18,199,000

SIWF Holdings, Inc., 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.323 6/15/2025 18,267,246 0.47%

4,455,833


12,547,244 Solera LLC, USD Term Loan B, 1-month LIBOR + 2.750% 4.844 3/3/2023 12,475,098 0.32% 13,768,713

Sotera Health Holdings LLC, 2017 Term Loan, 3-month LIBOR + 3.000% 5.334 5/15/2022 13,717,080 0.35%

14,751,929

Southern Graphics, Inc., 2018 Term Loan B, 1-month LIBOR + 3.250% 5.344 12/31/2022 14,701,182 0.38%

10,997,438


1,090,000(‡)

Spectrum Holdings III Corp., Delayed Draw Term Loan, 3-month LIBOR + 1.000% 1.000 1/31/2025 1,084,550 0.03%

6,543,845 SRAM LLC, 2018 Term Loan B 3/15/2024 6,519,305 0.17% 8,218,034 St. Georges University, 2018 1st Lien Term Loan B 6/21/2025 8,197,489 0.21% 2,556,722 St. Georges University, 2018 Delayed Draw Term Loan 6/21/2025 2,550,330 0.07%

27,444,031 Staples, Inc., 2017 Term Loan B, 3-month LIBOR + 4.000% 6.358 9/12/2024 27,058,168 0.69% 8,684,000

Stars Group Holdings B.V. (The), 2018 USD Incremental Term Loan 7/28/2025 8,684,000 0.22%




Interest Rate


5,251,950


4,565,076


1,892,161


13,083,092


14,425,134


12,319,630



Tecomet Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.511 5/1/2024 7,354,179 0.19%

7,453,506


8,040,607


17,869,215


11,598,319


13,780,405


17,549,950


9,869,925


1,356,706

TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.750% 6.080 11/30/2023 1,353,599 0.03%

13,498,706

TricorBraun Holdings, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.084 11/30/2023 13,467,794 0.34%

14,202,540

Truck Hero, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.838 4/21/2024 14,178,822 0.36%

10,039,327 TruGreen LP, 2017 Term Loan, 1-month LIBOR + 4.000% 6.046 4/13/2023 10,139,720 0.26% 3,090,833

TwentyEighty, Inc., PIK Term Loan B, 3-month LIBOR + 4.00% 6.334 3/31/2020 3,052,197 0.08%

2,269,055

TwentyEighty, Inc., PIK Term Loan C, 3-month LIBOR + 8.75% 2.584 3/31/2020 2,240,691 0.06%

5,513,966


9,783,433


13,234,627


14,203,403

U.S. Silica Co., 2018 Term Loan B, 1-month LIBOR + 4.000% 6.125 5/1/2025 14,182,097 0.36%

24,179,118

Uber Technologies, 2018 Incremental Term Loan, 1-month LIBOR + 3.500% 5.547 7/13/2023 24,194,350 0.62%

10,777,395


4,566,525


23,600,000 Unimin Corp., Term Loan, 3-month LIBOR + 3.750% 6.050 6/1/2025 23,585,368 0.60% 1,892,234


2,260,915


6,579,379


10,048,783


5,305,000

Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, 1-month LIBOR + 3.000% 4.983 6/1/2025 5,283,462 0.14%

4,485,600


17,900,640


9,030,949

Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan, 1-month Prime + 4.000% 6.094 12/19/2023 8,985,794 0.23%

15,246,870 Vestcom Parent Holdings, Inc., 2018 Term Loan B 12/19/2023 15,170,636 0.39% 7,911,755

VF Holding Corp., Reprice Term Loan, 1-month LIBOR + 3.250% 5.344 6/30/2023 7,858,351 0.20%

7,052,517

Victory Capital Management Inc., 2018 Term Loan B, 3-month LIBOR + 2.750% 5.084 2/12/2025 7,034,885 0.18%




Interest Rate


14,662,836


13,859,091


4,355,000

Waterjet Holdings, Inc., Term Loan, 6-month LIBOR + 3.000% 5.153 4/3/2025 4,333,225 0.11%

14,506,050


14,641,852


9,544,285 West Corp., 2017 Term Loan, 1-month LIBOR + 4.000% 6.094 10/10/2024 9,501,336 0.24% 3,240,000 West Corp., 2018 Term Loan B1, 1-month LIBOR + 3.500% 5.594 10/10/2024 3,211,650 0.08% 5,361,502


15,160,832


9,124,919


5,667,964


6,295,136

Xerox Business Services LLC, USD Term Loan B, 1-month LIBOR + 3.000% 12/7/2023 6,274,173 0.16%

21,535,391


11,718,000 Zacapa LLC, 2018 1st Lien Term Loan B 7/3/2025 11,659,410 0.30% 9,772,300

Zep, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.334 8/12/2024 9,503,562 0.24%

8,768,748

Zodiac Pool Solutions LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 3.000% 8.000 12/20/2023 8,757,787 0.22% ______________ _________

Total 3,543,565,973 90.60%

Bonds and Notes 14,090,000 Ardonagh Midco 3 PLC 8.625 7/15/2023 14,388,144 0.37% 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 11,594,000 0.30% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 7,093,858 0.18% 12,678,000 Blackboard, Inc. 9.750 10/15/2021 9,318,330 0.24% 10,900,000 Clear Channel Worldwide Holdings, Inc., Series B 7.625 3/15/2020 10,835,036 0.28% 9,000,000 FMG Resources August 2006 Pty Ltd. 5.125 3/15/2023 8,730,000 0.22%

13,580,000 GFL Environmental, Inc. 5.375 3/1/2023 12,561,500 0.32% 4,860,000 GFL Environmental, Inc. 5.625 5/1/2022 4,677,750 0.12%


14,035,000 iStar, Inc. 6.000 4/1/2022 14,035,000 0.36% 11,800,000 MEG Energy Corp. 6.375 1/30/2023 10,974,000 0.28% 2,137,000 Men's Wearhouse, Inc. (The) 7.000 7/1/2022 2,195,768 0.06%

23,930,000


9,600,052


6,410,000 Northwest Acquisitions ULC/Dominion Finco, Inc. 7.125 11/1/2022 6,393,975 0.16% 4,258,000 Oasis Petroleum, Inc. 6.875 3/15/2022 4,331,280 0.11% 9,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 9,035,156 0.23% 5,625,000 Petroleum Geo-Services ASA 7.375 12/15/2020 5,639,062 0.14% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,282,566 0.11%

13,270,000 SM Energy Co. 6.500 1/1/2023 13,402,700 0.34% 8,205,000 Tenet Healthcare Corp. 8.125 4/1/2022 8,578,492 0.22%

15,130,000 Vizient, Inc. 10.375 3/1/2024 16,680,825 0.43% 16,505,000 Wand Merger Corp. 8.125 7/15/2023 16,752,575 0.43% 42,798,000 Windstream Services LLC/Windstream Finance Corp. 8.750 12/15/2024 27,179,726 0.69% ______________ _________

Total 273,134,880 6.98%

Common Stocks

61,854 Ameriforge Group, Inc. 3,896,802 0.10% 456,710 Blue Ridge Mountain Resource, Inc. 2,549,812 0.07%

1,790,825 Onsite Rental Group Pty Ltd. — 0.00% 20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________

Total 6,446,614 0.17%




Investments as of May 31, 2018 (Unaudited)


Interest Rate




636,000

ABG Intermediate Holdings 2 LLC, Delayed Draw Term Loan B-DD 9/29/2024 639,180 0.02%

16,426,378


10,411,744


483,039(‡) Access CIG LLC, 2018 2nd Lien Delayed Draw Term Loan 3.875 2/27/2026 484,551 0.01% 8,991,961


1,297,256(‡) Access CIG LLC, 2018 Delayed Draw Term Loan 0.500 2/27/2025 1,302,134 0.03% 10,929,501

Advanced Discovery, 2018 1st Lien Term Loan, 1-month LIBOR + 5.000% 6.934 4/16/2025 11,052,458 0.29%

12,253,349


35,996,740


11,481,972


4,750,394


12,682,890



Allflex Holdings III, Inc., New 1st Lien Term Loan, 6-month LIBOR + 3.250% 5.138 7/20/2020 1,493,274 0.04%

6,691,384


14,246,327


9,147,846


18,192,169


14,980,000

Almonde, Inc., USD 2nd Lien Term Loan, 3-month LIBOR + 7.250% 9.557 6/13/2025 14,484,761 0.38%

6,879,864 Alpha Media LLC, 2016 Term Loan, LIBOR + 6.000% 8.095 2/25/2022 6,467,072 0.17%

12,864,259


11,596,071

American Rock Salt Co. LLC, 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.730 3/21/2025 11,661,357 0.31%

8,780,993


4,506,884

AmWINS Group, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.730 1/25/2025 4,546,319 0.12%

7,860,507


7,279,157


7,100,000


15,543,990


1,297,748

AqGen Ascensus, Inc., 2017 1st Lien Delayed Draw Term Loan, 3-month LIBOR + 3.500% 5.802 12/3/2022 1,300,992 0.03%

10,337,400


4,377,212


11,694,000




11,098,308


1,245,371


3,030,000





Interest Rate


957,742


6,072,991


28,717,391


9,956,388


8,707,861


12,881,786


2,144,625

Atkore International, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 2.750% 5.060 12/22/2023 2,149,601 0.06%

13,351,733

ATS Consolidated, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 3.750% 5.659 2/28/2025 13,451,871 0.36%

15,527,147


11,578,000


11,498,183 Avaya, Inc., Exit Term Loan B, 1-month LIBOR + 4.750% 6.684 12/15/2024 11,558,893 0.31% 15,544,018


9,833,348




18,010,234

BDF Acquisition Corp., 1st Lien Term Loan, 1-month LIBOR + 4.750% 6.726 2/12/2021 17,875,157 0.47%

15,189,814 BI-LO Holding LLC, Exit Term Loan B 5/15/2024 14,683,537 0.39% 9,652,952 Big Jack Holdings LP, 2018 Term Loan B 4/5/2024 9,689,151 0.26%

13,975,225


5,920,667


10,787,000


6,341,617

Brickman Group Ltd. LLC, Initial Term Loan (Second Lien), 1-month LIBOR + 6.500% 8.435 12/17/2021 6,369,901 0.17%

13,050,013 Bright Bidco B.V., 2018 Term Loan B, LIBOR + 3.500% 5.746 6/30/2024 13,004,337 0.34% 7,221,597 Broadstreet Partners, Inc., 2018 Term Loan B 11/8/2023 7,221,597 0.19%

17,670,000


6,160,000


12,793,164


17,489,253


14,666,243


7,269,756 CareerBuilder LLC, Term Loan, 3-month LIBOR + 6.750% 9.052 7/31/2023 7,257,616 0.19% 14,570,296

Carestream Dental Equipment, Inc., 2017 1st Lien Term Loan, 3-month LIBOR + 3.250% 5.552 9/1/2024 14,552,083 0.38%

12,343,247


3,931,000


20,232,948


8,595,269

Chesapeake Energy Corp., Term Loan, 1-month LIBOR + 7.500% 9.468 8/23/2021 9,023,227 0.24%

3,311,740


13,598,647

CIBT Holdings, Inc., 2017 Term Loan, 3-month LIBOR + 3.750% 6.052 6/3/2024 13,632,644 0.36%

14,187,000 Clarion Events Ltd., 2018 USD Term Loan B 10/31/2024 13,820,550 0.37% 6,579,644


1,646,530

Concentra, Inc., 2018 1st Lien Term Loan, 1-month LIBOR + 2.750% 4.660 6/1/2022 1,650,647 0.04%

19,769,262

Confie Seguros Holding II Co., 2016 Term Loan B, LIBOR + 5.250% 7.556 4/19/2022 19,769,262 0.52%




Interest Rate


10,986,975


17,046,015


13,489,516


17,378,362


19,711,645


4,331,235


9,722,028


4,579,333


15,683,000


469,000

Cypress Intermediate Holdings III, Inc., 2017 2nd Lien Term Loan, 1-month LIBOR + 6.750% 8.730 4/27/2025 471,054 0.01%

13,948,696


11,065,327 DBRS Ltd., Term Loan, 3-month LIBOR + 5.250% 7.557 3/4/2022 11,106,822 0.29% 13,115,000 Deliver Buyer, Inc., 2018 Term Loan B 5/8/2024 13,065,819 0.35%

1,182,000(‡)

DexKo Global, Inc., 2018 USD Incremental Term Loan, 3-month LIBOR + 3.500% 4.363 7/24/2024 1,188,655 0.03%

11,172,000


6,723,613


1,890,000


720,387(‡)


16,091,680 Diamond (BC) B.V., USD Term Loan, LIBOR + 3.000% 5.097 9/6/2024 15,924,005 0.42% 11,806,000


9,166,591


4,073,000


15,675,888


19,945,656


30,333,236


2,894,711


16,884,362


2,350,000


9,111,913

Edelman Financial Group (The), 2017 Term Loan B, 6-month LIBOR + 4.250% 6.732 11/11/2024 9,148,907 0.24%

875,000 EG Finco Ltd., 2018 USD Term Loan 2/7/2025 872,086 0.02% 13,135,000 EG Group Ltd., 2018 USD Term Loan B 2/6/2025 13,091,260 0.35% 21,019,867 EIG Investors Corp., 2017 Term Loan, LIBOR + 4.000% 6.318 2/9/2023 21,098,692 0.56% 1,671,000


5,978,000


17,849,370

Endo Luxembourg Finance Co. I S.a r.l., 2017 Term Loan B, 1-month LIBOR + 4.250% 6.250 4/29/2024 17,642,139 0.47%

6,485,362


4,717,180 Engility Corp., Term Loan B2, 1-month LIBOR + 2.750% 4.730 8/12/2023 4,714,255 0.12% 16,976,452


3,338,005

EWT Holdings III Corp., 2017 Repriced Term Loan, 3-month LIBOR + 3.000% 5.302 12/20/2024 3,358,868 0.09%

1,590,000





Interest Rate


3,744,335


11,258,496


1,771,569


14,278,000


7,965,803


4,673,714

Fastener Acquisition, Inc., 2018 1st Lien Term Loan, LIBOR + 4.250% 6.415 3/28/2025 4,685,399 0.12%

12,188,743


4,128,000


5,452,836


2,038,940


23,593,712


2,213,275


19,571,119


7,290,365


7,696,186 Global Brass & Copper, Inc., 2018 Term Loan B 5/24/2025 7,696,186 0.20% 3,309,566

Golden Nugget, Inc., 2017 Incremental Term Loan, 1-month LIBOR + 2.750% 4.708 10/4/2023 3,327,503 0.09%

16,412,000


7,516,611


18,960,807


5,806,525


14,566,533


20,545,188 GTT Communications, Inc., 2018 USD Term Loan B 4/28/2025 20,280,976 0.54% 18,422,268


14,831,644


17,604,696

HC Group Holdings III, Inc., Term Loan B, 1-month LIBOR + 5.000% 6.980 4/7/2022 17,714,726 0.47%

10,904,000

Hearthside Food Solutions LLC, 2018 Term Loan B, 1-month LIBOR + 3.000% 4.961 5/23/2025 10,852,860 0.29%

9,910,029


7,468,021


3,515,568 Hillman Group, Inc. (The), 2018 Delayed Draw Term Loan 5/23/2025 3,515,568 0.09% 11,292,432 Hillman Group, Inc. (The), 2018 Term Loan B 5/23/2025 11,292,432 0.30% 14,718,334


5,332,379


548,777

Hyland Software, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 3.250% 5.230 7/1/2022 552,503 0.01%

14,143,669


17,826,278


14,107,262


7,166,988

Informatica Corp., 2018 USD Term Loan, 1-month LIBOR + 3.250% 5.230 8/5/2022 7,211,781 0.19%

15,126,526


12,546,302


12,098,347





Interest Rate


10,664,000 Interior Logic Group, Inc., 2018 Term Loan B 5/21/2025 10,637,340 0.28% 11,586,000


4,728,000


9,289,347


13,003,044 IQOR U.S., Inc., Term Loan B, 3-month LIBOR + 5.000% 7.308 4/1/2021 12,990,041 0.34% 5,208,000 IRB Holding Corp., 1st Lien Term Loan, LIBOR + 3.250% 5.215 2/5/2025 5,224,926 0.14%

13,456,000


6,719,741

Jill Acquisition LLC, 2015 Term Loan, 3-month LIBOR + 5.000% 7.360 5/8/2022 6,585,346 0.17%

14,142,450


5,303,000


20,646,588

Kingpin Intermediate Holdings LLC, 2017 1st Lien Term Loan B, 1-month LIBOR + 4.250% 6.230 6/28/2024 20,827,246 0.55%

18,620,655




13,239,829


7,435,365


12,999,276




10,332,000


17,214,611


8,518,642


11,057,046


3,207,000


16,436,730


1,109,527


7,095,480


16,454,000


12,292,000


22,205,717


11,188,958

Men's Wearhouse, Inc. (The), 2018 Term Loan, 1-month LIBOR + 3.500% 5.407 4/9/2025 11,258,888 0.30%



19,893,254


8,830,000


11,171,889


14,931,562


13,927,579


10,978,362 Morsco, Inc., Term Loan B, 1-month LIBOR + 7.000% 8.980 10/31/2023 11,088,146 0.29% 5,676,773


7,796,000





Interest Rate


10,216,068


9,973,000


20,548,384


9,840,268


8,521,469


10,526,424 NN, Inc., 2016 Term Loan B, 1-month LIBOR + 3.750% 5.726 10/19/2022 10,513,266 0.28% 573,000

NPC International, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 4/19/2024 578,375 0.02%

5,097,938


17,957,324


9,665,000


15,477,415


3,266,549 Onsite Rental Group Pty Ltd., PIK Term Loan B 6.100 10/26/2023 2,515,243 0.07% 2,389,195


7,044,825


12,113,968


1,622,753


11,562,571

Patterson Medical Holdings, Inc., 1st Lien Term Loan, LIBOR + 4.750% 7.108 8/28/2022 10,955,536 0.29%

4,970,000


10,187,225

Petroleum Geo-Services ASA, New Term Loan B, 3-month LIBOR + 2.500% 4.802 3/19/2021 9,840,859 0.26%



9,887,999


9,063,743 PLZ Aeroscience Corp., USD Term Loan, LIBOR + 3.500% 5.762 7/31/2022 9,093,925 0.24% 13,153,244

Polycom, Inc., 1st Lien Term Loan, 1-month LIBOR + 5.250% 7.211 9/27/2023 13,186,128 0.35%

16,434,348


14,425,000


12,504,000


15,212,259

Power Products LLC, 2017 Term Loan B, 3-month LIBOR + 4.000% 6.362 12/20/2022 15,278,888 0.40%

6,189,468

Presidio, Inc., 2017 Refinanced Term Loan B, LIBOR + 2.750% 5.051 2/2/2024 6,198,753 0.16%

6,287,000


6,768,283


11,829,000


14,625,931

Proampac PG Borrower LLC, 2016 1st Lien Term Loan, LIBOR + 3.500% 5.514 11/18/2023 14,689,993 0.39%

11,460,491

Project Sunshine IV Pty Ltd., 2017 Term Loan B, 1-month LIBOR + 7.000% 8.980 8/21/2022 11,460,491 0.30%

3,654,000


4,513,295


18,638,840


5,951,030


2,870,693





Interest Rate


389,881(‡) Recess Holdings, Inc., 2017 Delayed Draw Term Loan 3.750 9/29/2024 391,830 0.01% 21,258,489


13,045,648


11,554,197


6,584,000


9,386,255


5,657,835


5,043,000


9,608,754


13,940,075 SciQuest, Inc., 2017 Term Loan, 1-month LIBOR + 4.000% 5.980 12/28/2024 13,905,225 0.37% 7,492,913


10,125,984

Sedgwick Claims Management Services, Inc., 2nd Lien Term Loan, LIBOR + 5.750% 7.805 2/28/2022 10,125,984 0.27%

14,031,478

Sedgwick Claims Management Services, Inc., Incremental 2nd Lien Term Loan, 3-month LIBOR + 5.750% 8.057 2/28/2022 14,031,478 0.37%

4,311,524

Serta Simmons Bedding LLC, 1st Lien Term Loan, LIBOR + 3.500% 5.724 11/8/2023 3,791,985 0.10%

16,335,507


6,022,170




6,339,296


9,203,000 SIWF Holdings, Inc., 1st Lien Term Loan 5/17/2025 9,226,008 0.24% 4,467,000


12,547,244 Solera LLC, USD Term Loan B, 1-month LIBOR + 2.750% 4.730 3/3/2023 12,578,612 0.33% 13,803,570

Sotera Health Holdings LLC, 2017 Term Loan B, 1-month LIBOR + 3.000% 4.980 5/15/2022 13,833,800 0.37%

8,115,029

Southern Graphics, Inc., 1st Lien Term Loan, 1-month LIBOR + 3.500% 5.480 12/31/2022 8,118,437 0.21%

11,025,000


1,090,000(‡) Spectrum Holdings III Corp., Delayed Draw Term Loan 1.000 1/31/2025 1,089,095 0.03% 6,557,337 SRAM LLC, 2018 Term Loan B 3/15/2024 6,573,731 0.17%

24,574,031 Staples, Inc., 2017 Term Loan B, 3-month LIBOR + 4.000% 6.358 9/12/2024 24,021,115 0.64% 5,265,212


4,565,076


1,897,000


13,115,882


14,461,469


12,350,740



Tecomet, Inc., 2017 Repriced Term Loan, 1-month LIBOR + 3.500% 5.414 5/1/2024 7,432,804 0.20%

7,472,966


8,040,607


17,914,000


11,287,340

TKC Holdings, Inc., 2017 1st Lien Term Loan, 1-month LIBOR + 4.250% 6.230 2/1/2023 11,343,777 0.30%

2,648,974





Interest Rate


13,135,836


17,593,935


9,932,000


1,360,123

TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3-month Prime + 2.750% 5.973 11/30/2023 1,364,095 0.04%

13,498,706

TricorBraun Holdings, Inc., 2016 1st Lien Term Loan, 3-month LIBOR + 3.750% 6.052 11/30/2023 13,538,122 0.36%

14,238,405 Truck Hero, Inc., 2018 1st Lien Term Loan 4/22/2024 14,256,203 0.38% 10,064,615 TruGreen LP, 2017 Term Loan, 1-month LIBOR + 4.000% 5.929 4/13/2023 10,165,261 0.27% 3,059,894 TwentyEighty, Inc., PIK Term Loan B 4.000 3/31/2020 2,937,498 0.08% 2,219,953 TwentyEighty, Inc., PIK Term Loan C 0.250 3/31/2020 2,131,155 0.06% 5,527,891


9,910,491


13,268,047


14,239,000

U.S. Silica Co., 2018 Term Loan B, 1-week LIBOR + 4.000% 5.813 5/1/2025 14,336,964 0.38%

10,777,395


20,729,133

Uber Technologies, Term Loan B, 1-month LIBOR + 4.000% 5.980 7/13/2023 20,763,750 0.55%

4,578,027


19,408,000 Unimin Corp., Term Loan 4/9/2025 19,408,000 0.51% 1,897,000


2,266,610


6,595,993


10,048,783


5,305,000

Valeant Pharmaceuticals International, Inc., 2018 Term Loan B 5/17/2025 5,313,647 0.14%

4,485,600


17,945,958


9,053,870

Vestcom Parent Holdings, Inc., 2016 1st Lien Term Loan, Prime + 3.000% 5.985 12/19/2023 9,053,870 0.24%

7,931,887

VF Holding Corp., Reprice Term Loan, 1-month LIBOR + 3.250% 5.230 6/30/2023 7,934,346 0.21%

7,170,059

Victory Capital Management, Inc., 2018 Term Loan B, 3-month LIBOR + 2.750% 5.052 2/12/2025 7,187,984 0.19%

14,699,678


13,859,091


4,355,000 Waterjet Holdings, Inc., Term Loan, LIBOR + 3.000% 5.041 4/3/2025 4,365,888 0.12% 14,692,025


14,678,826


9,568,266 West Corp., 2017 Term Loan, 1-month LIBOR + 4.000% 5.980 10/10/2024 9,549,512 0.25% 3,240,000 West Corp., 2018 Term Loan B1, 1-month LIBOR + 3.500% 5.480 10/10/2024 3,210,484 0.09% 5,361,502


15,199,117


9,148,137


5,667,964


6,311,113

Xerox Business Services LLC, USD Term Loan B, 1-month LIBOR + 3.000% 4.980 12/7/2023 6,347,907 0.17%

20,341,328





Interest Rate


12,696,916

Zep, Inc., 2017 1st Lien Term Loan, 2-month LIBOR + 4.000% 6.056 8/12/2024 12,379,493 0.33%

8,790,948

Zodiac Pool Solutions LLC, 2017 1st Lien Term Loan, 3-month LIBOR + 4.000% 6.302 12/20/2023 8,779,959 0.23% ______________ _________

Total 3,305,262,435 87.39%

Bonds and Notes 14,090,000 Ardonagh Midco 3 PLC 8.625 7/15/2023 14,596,817 0.39% 10,540,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 10.000 4/1/2022 11,356,850 0.30% 10,675,000 Bellatrix Exploration Ltd. 8.500 5/15/2020 8,083,217 0.21% 12,678,000 Blackboard, Inc. 9.750 10/15/2021 7,923,750 0.21% 10,900,000 Clear Channel Worldwide Holdings, Inc., Series B 7.625 3/15/2020 10,900,000 0.29% 9,000,000 FMG Resources August 2006 Pty Ltd. 5.125 3/15/2023 8,876,250 0.23%

17,475,000 Frontier Communications Corp. 8.125 10/1/2018 17,693,437 0.47% 13,580,000 GFL Environmental, Inc. 5.375 3/1/2023 12,723,102 0.34% 4,860,000 GFL Environmental, Inc. 5.625 5/1/2022 4,726,350 0.13%


14,035,000 iStar, Inc. 6.000 4/1/2022 14,035,000 0.37% 11,800,000 MEG Energy Corp. 6.375 1/30/2023 10,649,500 0.28% 3,775,000 Men's Wearhouse, Inc. (The) 7.000 7/1/2022 3,878,813 0.10%

23,930,000


9,606,249


6,410,000 Northwest Acquisitions ULC/Dominion Finco, Inc. 7.125 11/1/2022 6,490,125 0.17% 4,258,000 Oasis Petroleum, Inc. 6.875 3/15/2022 4,321,870 0.11% 9,375,000 Petra Diamonds U.S. Treasury PLC 7.250 5/1/2022 9,300,000 0.25% 5,625,000 Petroleum Geo-Services ASA 7.375 12/15/2020 5,596,875 0.15% 4,225,000 Select Medical Corp. 6.375 6/1/2021 4,283,094 0.11%

13,270,000 SM Energy Co. 6.500 1/1/2023 13,469,050 0.36% 8,205,000 Tenet Healthcare Corp. 8.125 4/1/2022 8,584,481 0.23%

15,130,000 Vizient, Inc. 10.375 3/1/2024 16,643,000 0.44% 42,798,000 Windstream Services LLC/Windstream Finance Corp. 8.750 12/15/2024 26,215,487 0.69% ______________ _________

Total 275,301,335 7.28%

Common Stocks 61,854 Ameriforge Group, Inc. 3,556,605 0.09%

456,710 Blue Ridge Mountain Resource, Inc. 3,303,383 0.09% 1,790,825 Onsite Rental Group Pty Ltd. — 0.00%

20,609 TwentyEighty, Inc., Class A — 0.00% ______________ _________

Total 6,859,988 0.18%






Loomis Sayles Senior Floating Rate and Fixed … · Loomis Sayles Senior Floating Rate and Fixed...

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Transcript of Loomis Sayles Senior Floating Rate and Fixed … · Loomis Sayles Senior Floating Rate and Fixed...