Transamerica

06/30/2017*


Transamerica Floating Rate

Security Description % of Total Market Value
Dell, Inc., Term Loan A2, 3.48%, due 09/07/2021 0.83%
PSAV Holdings LLC, Term Loan B, 4.61%, due 04/27/2024 0.78%
Tempo Acquisition LLC, Term Loan, 4.06%, due 05/01/2024 0.77%
NEP / NCP Holdco, Inc., Term Loan, 4.47%, due 01/22/2020 0.70%
Flex Acquisition Co., Inc., 1st Lien Term Loan, 4.39%, due 12/29/2023 0.70%
Solera LLC, Term Loan B, 4.47%, due 03/03/2023 0.69%
Spin Holdco, Inc., Term Loan B, 4.96%, due 11/14/2022 0.69%
Varsity Brands, Inc., 1st Lien Term Loan, 4.55%, due 12/11/2021 0.68%
Reynolds Group Holdings, Inc., Term Loan, 4.22%, due 02/05/2023 0.66%
KIK Custom Products, Inc., Term Loan B, 5.79%, due 08/26/2022 0.64%
SPDR Blackstone / GSO Senior Loan ETF 0.63%
Hostess Brands LLC, Term Loan, 3.72%, due 08/03/2022 0.62%
Gardner Denver, Inc., Term Loan, 4.54%, due 07/30/2020 0.62%
Meter Readings Holding LLC, Term Loan B, 6.95%, due 08/29/2023 0.62%
Prime Security Services Borrower LLC, 1st Lien Term Loan, 3.97%, due 05/02/2022 0.62%
Ardent Legacy Acquisitions, Inc., Term Loan B, 6.79%, due 08/04/2021 0.62%
Accudyne Industries LLC, Term Loan, 4.22%, due 12/13/2019 0.61%
Quikrete Holdings, Inc., 1st Lien Term Loan, 3.97%, due 11/15/2023 0.61%
PowerShares Senior Loan Portfolio 0.60%
Calpine Corp., Term Loan B6, 4.05%, due 01/15/2023 0.60%
MoneyGram International, Inc., Term Loan B, 4.54%, due 03/27/2020 0.58%
Tribune Media Co., Term Loan C, 4.22%, due 01/27/2024 0.58%
American Bath Group LLC, Term Loan B, 6.54%, due 09/30/2023 0.57%
Tekni-Plex, Inc., Term Loan B, 4.72%, due 06/01/2022 0.57%
Nexstar Broadcasting, Inc., Term Loan B, 4.23%, due 01/17/2024 0.57%
Ortho-Clinical Diagnostics, Inc., Term Loan B, 5.04%, due 06/30/2021 0.56%
Wastequip LLC, Term Loan, 5.72%, due 08/09/2019 0.56%
Autoparts Holdings, Ltd., 1st Lien Term Loan, 7.97%, due 12/21/2021 0.56%
Rexnord LLC, Term Loan B, 3.97%, due 08/21/2023 0.56%
IASIS Healthcare LLC, Term Loan B2, 5.29%, due 05/03/2018 0.55%
Surgery Center Holdings, Inc., Term Loan B, TBD, due 06/06/2024 0.54%
Post Holdings Inc., Series A, Term Loan, 3.47%, due 05/24/2024 0.54%
William Morris Endeavor Entertainment LLC, 1st Lien Term Loan, 4.48%, due 05/06/2021 0.54%
Almonde, Inc., 1st Lien Term Loan, 4.73%, due 06/13/2024 0.54%
Dynegy, Inc., Term Loan C, 4.47%, due 02/07/2024 0.54%
Liberty Cablevision of Puerto Rico LLC, 1st Lien Term Loan, 4.65%, due 01/07/2022 0.53%
Filtration Group Corp., 1st Lien Term Loan, 4.47%, due 11/21/2020 0.53%
Valeant Pharmaceuticals International, Inc., Term Loan B F1, 5.83%, due 04/01/2022 0.53%
Garda World Security Corp., Term Loan, 5.22%, due 05/24/2024 0.53%
Coveris Holdings SA, Term Loan B1, 5.54%, due 05/08/2019 0.53%
Infor, Inc., Term Loan B6, 4.04%, due 02/01/2022 0.53%
Solenis International, LP, 1st Lien Term Loan, 4.45%, due 07/31/2021 0.52%
Granite Acquisition, Inc., Term Loan B, 5.29%, due 12/19/2021 0.52%
Berry Plastics Group, Inc., Term Loan J, 3.61%, due 01/19/2024 0.51%
Pre-Paid Legal Services, Inc., 1st Lien Term Loan, 6.50%, due 07/01/2019 0.51%
Caesars Entertainment Resort Properties LLC, Term Loan B, 4.72%, due 10/11/2020 0.50%
Dole Food Co., Inc., Term Loan B, 4.15%, due 04/06/2024 0.50%
Revlon Consumer Products Corp., Term Loan B, 4.72%, due 09/07/2023 0.50%
LTI Holdings, Inc., 1st Lien Term Loan, 5.92%, due 05/08/2024 0.50%
Global Tel*Link Corp., 1st Lien Term Loan, 5.04%, due 05/23/2020 0.49%
Xerium Technologies, Inc., 9.50%, due 08/15/2021 0.49%
DJO Finance LLC, Term Loan, 4.38%, due 06/08/2020 0.49%
Albertsons LLC, Term Loan B6, 4.25%, due 06/22/2023 0.48%
Cortes NP Acquisition Corp., Term Loan B, 5.22%, due 11/30/2023 0.47%
BWAY Holding Co., 5.50%, due 04/15/2024 0.47%
Realogy Corp., Term Loan B, 3.47%, due 07/20/2022 0.47%
DTZ U.S. Borrower LLC, 1st Lien Term Loan, 4.44%, due 11/04/2021 0.47%
Forterra Finance LLC, Term Loan B, 4.22%, due 10/25/2023 0.47%
LBM Borrower LLC, 1st Lien Term Loan, 6.47%, due 08/20/2022 0.47%
Utility One Source, LP, Term Loan B, 6.79%, due 04/07/2023 0.47%
WKI Holding Co., Term Loan B, 5.16%, due 05/01/2024 0.47%
Hargray Communications Group, Inc., Term Loan B, 4.22%, due 05/16/2024 0.47%
Radio Systems Corp., Term Loan B, 4.72%, due 05/02/2024 0.47%
Russell Investment Group, Term Loan B, 6.97%, due 06/01/2023 0.46%
Kronos, Inc., Term Loan B, 4.68%, due 11/01/2023 0.46%
Anchor Glass Container Corp., 1st Lien Term Loan, 4.38%, due 12/07/2023 0.46%
SPDR Bloomberg Barclays Short Term High Yield Bond ETF 0.46%
Give & Go Prepared Foods Corp., 1st Lien Term Loan, 6.72%, due 07/29/2023 0.46%
TruGreen, LP, 1st Lien Term Loan B, 6.62%, due 04/13/2023 0.46%
Xerox Business Services LLC, Delayed Draw Term Loan A, 3.47%, due 11/18/2021 0.46%
Expera Specialty Solutions LLC, Term Loan B, 5.97%, due 11/03/2023 0.46%
CenturyLink, Inc., Term Loan B, 1.37%, due 01/31/2025 0.46%
Surgery Center Holdings, Inc., 1st Lien Term Loan, 4.83%, due 11/03/2020 0.46%
VWR Funding, Inc., Term Loan, 3.21%, due 09/28/2020 0.45%
CPI Holdco LLC, 1st Lien Term Loan, 5.30%, due 03/21/2024 0.45%
PrimeLine Utility Services LLC, Term Loan, 6.62%, due 11/12/2022 0.45%
W/S Packaging Group, Inc., Term Loan B, 6.22%, due 08/09/2019 0.45%
Mallinckrodt International Finance SA, Term Loan B, 4.04%, due 09/24/2024 0.45%
Univision Communications Inc., Term Loan C5, 3.97%, due 03/15/2024 0.44%
RegionalCare Hospital Partners Holdings, Inc., 8.25%, due 05/01/2023 0.44%
Mohegan Tribal Gaming Authority, Term Loan A, 4.97%, due 10/13/2023 0.44%
Eldorado Resorts LLC, Term Loan B, 3.37%, due 04/17/2024 0.44%
Halyard Health, Inc., Term Loan B, 3.97%, due 11/01/2021 0.44%
Quorum Health Corp., Term Loan B, 7.97%, due 04/29/2022 0.43%
Printpack Holdings, Inc., Term Loan, 4.25%, due 07/26/2023 0.43%
Ultra Resources, Inc., 1st Lien Term Loan, 4.11%, due 04/12/2024 0.42%
California Resources Corp., Term Loan A, 4.22%, due 10/01/2019 0.41%
Tenet Healthcare Corp., 4.74%, due 06/15/2020 0.41%
Packaging Coordinators Midco, Inc., 1st Lien Term Loan, 5.15%, due 06/30/2023 0.41%
Springleaf Finance Corp., 5.25%, due 12/15/2019 0.40%
Allied Universal Holdco LLC, Term Loan B, 5.04%, due 07/28/2022 0.40%
Guggenheim Partners LLC, Term Loan, 3.96%, due 07/21/2023 0.40%
Akorn, Inc., Term Loan B, 5.50%, due 04/16/2021 0.39%
RE/MAX International, Inc., Term Loan B, 4.04%, due 12/15/2023 0.39%
Hoffmaster Group, Inc., 1st Lien Term Loan, 5.79%, due 11/21/2023 0.39%
Clark Equipment Co., Term Loan B, 3.92%, due 05/18/2024 0.39%
American Traffic Solutions, Inc., 1st Lien Term Loan, 5.70%, due 05/24/2024 0.39%
BCP Raptor LLC, Term Loan B, 5.46%, due 06/06/2024 0.38%
Penn National Gaming, Inc., Term Loan A, 3.47%, due 01/13/2022 0.38%
Community Health Systems, Inc., Term Loan G, 3.96%, due 12/31/2019 0.38%
First Data Corp., Term Loan, 3.46%, due 07/08/2022 0.38%
Milacron LLC, Term Loan B, 4.22%, due 09/28/2023 0.38%
Electro Rent Corp., 1st Lien Term Loan, 6.22%, due 01/19/2024 0.37%
Jaguar Holding Co. II, Term Loan, 4.01%, due 08/18/2022 0.37%
Frontier Communications Corp., Delayed Draw Term Loan A, 3.98%, due 03/31/2021 0.36%
Men's Wearhouse, Inc., Term Loan, 5.00%, due 06/18/2021 0.36%
Duke Finance LLC, 1st Lien Term Loan, 6.29%, due 02/21/2024 0.36%
Scientific Games International, Inc., Term Loan B3, 5.10%, due 10/01/2021 0.36%
CSM Bakery Solutions LLC, 1st Lien Term Loan, 5.15%, due 07/03/2020 0.35%
Rite Aid Corp., 2nd Lien Term Loan, 5.98%, due 08/21/2020 0.35%
Sophia, LP, Term Loan B, 4.54%, due 09/30/2022 0.35%
CityCenter Holdings LLC, Term Loan B, 3.71%, due 04/18/2024 0.35%
Ceridian LLC, Term Loan, 4.72%, due 09/15/2020 0.35%
Digicel International Finance, Ltd., Term Loan B, 4.94%, due 05/28/2024 0.33%
Chef's Warehouse Leasing Co. LLC, 1st Lien Term Loan, 6.98%, due 06/22/2022 0.33%
Norbord, Inc., 6.25%, due 04/15/2023 0.33%
EWT Holdings III Corp., 1st Lien Term Loan, 5.04%, due 01/15/2021 0.33%
Minerals Technologies, Inc., Term Loan, 4.75%, due 05/09/2021 0.33%
Tenet Healthcare Corp., 4.75%, due 06/01/2020 0.32%
Blue Ribbon LLC, Term Loan, 5.14%, due 11/13/2021 0.32%
MEG Energy Corp., Term Loan B, 4.69%, due 12/31/2023 0.31%
PetSmart, Inc., Term Loan B2, 4.22%, due 03/11/2022 0.31%
Dollar Tree, Inc., Term Loan B2, 4.25%, due 07/06/2022 0.31%
Fieldwood Energy LLC, 1st Lien Term Loan, 4.17%, due 09/28/2018 0.31%
Fortress Investment Group LLC, Term Loan B, TBD, due 06/02/2022 0.31%
Kingpin Intermediate Holdings LLC, Term Loan B, TBD, due 06/28/2024 0.31%
Generac Power Systems, Inc., Term Loan B, 3.39%, due 05/31/2023 0.31%
NPC International, Inc., 1st Lien Term Loan, 4.71%, due 04/19/2024 0.31%
Power Products LLC, Term Loan, 5.65%, due 12/20/2022 0.31%
Terex Corp., Term Loan B, 3.72%, due 01/31/2024 0.31%
NAB Holdings LLC, Term Loan, TBD, due 06/15/2024 0.31%
Virgin Media Bristol LLC, Term Loan I, 3.90%, due 01/31/2025 0.31%
Learfield Communications, Inc., 1st Lien Term Loan, 4.48%, due 12/01/2023 0.31%
PKC Holding Corp., 1st Lien Term Loan, 4.67%, due 05/08/2024 0.31%
Builders FirstSource, Inc., Term Loan B, TBD, due 02/29/2024 0.31%
Change Healthcare Holdings, Inc., Term Loan B, 3.97%, due 03/01/2024 0.31%
Charter Communications Operating LLC, Term Loan F, 3.23%, due 01/03/2021 0.31%
CSC Holdings LLC, 1st Lien Term Loan, 3.45%, due 07/17/2025 0.31%
1011778 B.C. Unlimited Liability Co., Term Loan B3, 3.50%, due 02/16/2024 0.31%
Energy Transfer Equity, LP, Term Loan B, 3.82%, due 02/02/2024 0.31%
AMF Bowling Centers, Inc., Term Loan, 8.25%, due 08/17/2023 0.31%
Station Casinos LLC, Term Loan B, 3.71%, due 06/08/2023 0.31%
Quest Software US Holdings, Inc., Term Loan B, 7.22%, due 10/31/2022 0.31%
Hearthside Group Holdings LLC, Term Loan, 4.22%, due 06/02/2021 0.30%
GFL Environmental, Inc., Term Loan B, 4.04%, due 09/29/2023 0.30%
Wesco Aircraft Hardware Corp., Term Loan A, 4.23%, due 10/04/2021 0.30%
Affinity Gaming LLC, Term Loan, 4.72%, due 07/01/2023 0.30%
RadNet, Inc., Term Loan, 4.40%, due 06/30/2023 0.30%
CITGO Petroleum Corp., 6.25%, due 08/15/2022 0.30%
Associated Materials LLC / AMH New Finance, Inc., 9.00%, due 01/01/2024 0.30%
CITGO Holding, Inc., Term Loan B, 9.79%, due 05/12/2018 0.29%
DuBois Chemicals, Inc., 1st Lien Term Loan B, 4.90%, due 03/15/2024 0.29%
HCA, Inc., Term Loan B9, 3.22%, due 03/17/2023 0.29%
Husky Injection Molding Systems, Ltd., 1st Lien Term Loan, 4.47%, due 06/30/2021 0.29%
Team Health Holdings, Inc., 1st Lien Term Loan, 3.97%, due 02/06/2024 0.29%
Dunn Paper, Inc., 1st Lien Term Loan, 6.02%, due 08/31/2022 0.29%
Concordia International Corp., Term Loan, 5.50%, due 10/21/2021 0.28%
Quincy Newspapers, Inc., Term Loan B, 4.49%, due 10/13/2022 0.28%
SeaWorld Parks & Entertainment, Inc., Term Loan B5, 4.29%, due 03/31/2024 0.28%
Endo Luxembourg Finance Co. I SARL, Term Loan B, 5.50%, due 04/29/2024 0.28%
Del Monte Foods, Inc., 1st Lien Term Loan, 4.43%, due 02/18/2021 0.27%
Community Health Systems, Inc., Term Loan H, 4.16%, due 01/27/2021 0.27%
Idera, Inc., Term Loan B, TBD, due 06/26/2024 0.27%
USS Parent Holding Corp., Term Loan, 5.71%, due 07/26/2023 0.27%
VC GB Holdings, Inc., 1st Lien Term Loan, 4.97%, due 02/28/2024 0.26%
Catalent Pharma Solutions, Inc., Term Loan B, 3.97%, due 05/20/2021 0.26%
Proampac PG Borrower LLC, 1st Lien Term Loan, 5.19%, due 11/18/2023 0.26%
Shearer's Foods, Inc., Term Loan, 5.54%, due 06/30/2021 0.26%
API Heat Transfer ThermaSys Corp., Term Loan, 5.25%, due 05/03/2019 0.26%
Hilton Worldwide Finance LLC, Term Loan B2, 3.21%, due 10/25/2023 0.25%
Manitowoc Foodservice, Inc., Term Loan B, 4.22%, due 03/03/2023 0.25%
Commercial Barge Line Co., 1st Lien Term Loan, 9.97%, due 11/12/2020 0.25%
Atkore International, Inc., 1st Lien Term Loan, 4.30%, due 12/22/2023 0.25%
Ply Gem Industries, Inc., Term Loan, 4.29%, due 02/01/2021 0.24%
Affinity Gaming LLC, 2nd Lien Term Loan, 9.47%, due 03/10/2025 0.24%
Cablevision Systems Corp., 7.75%, due 04/15/2018 0.24%
SS&C Technologies, Inc., Term Loan B1, 3.47%, due 07/08/2022 0.24%
Onex Carestream Finance, LP, 1st Lien Term Loan, 5.27%, due 06/07/2019 0.24%
Everi Payments Inc., Term Loan B, 5.75%, due 05/09/2024 0.23%
Consolidated Container Co. LLC, 1st Lien Term Loan, 4.72%, due 05/22/2024 0.23%
Ashland, Inc., Term Loan B, 3.20%, due 05/24/2024 0.23%
Rite Aid Corp., 2nd Lien Term Loan, 5.10%, due 06/21/2021 0.23%
Berry Plastics Group, Inc., Term Loan K, 3.36%, due 02/08/2020 0.23%
MA Finance Co. LLC, Term Loan B2, 3.67%, due 11/19/2021 0.23%
Paragon Offshore Finance Co., Term Loan B, TBD, due 07/18/2021 0.23%
Securus Technologies Holdings, Inc., Term Loan, 4.75%, due 04/30/2020 0.23%
inVentiv Health, Inc., Term Loan B, 4.95%, due 11/09/2023 0.23%
Securus Technologies Holdings, Inc., Term Loan B2, 5.47%, due 04/30/2020 0.23%
Securus Technologies Holdings, Inc., 1st Lien Term Loan, TBD, due 08/25/2024 0.23%
Trinseo Materials Operating S.C.A., Term Loan B, 4.47%, due 11/05/2021 0.23%
THC Escrow Corp. III, 4.62%, due 07/15/2024 0.23%
Duff & Phelps Corp., Term Loan B, 5.04%, due 04/23/2020 0.23%
Shearer's Foods, Inc., 1st Lien Term Loan, 5.23%, due 06/30/2021 0.23%
American Rock Salt Holdings LLC, 1st Lien Term Loan, 4.97%, due 05/20/2021 0.23%
Otter Products LLC, Term Loan, 5.97%, due 06/03/2020 0.22%
Triumph Group, Inc., Term Loan A, 4.56%, due 04/30/2021 0.22%
WMG Acquisition Corp., 5.00%, due 08/01/2023 0.22%
Anchor Glass Container Corp., 2nd Lien Term Loan, 8.81%, due 12/07/2024 0.22%
Avaya, Inc., 7.00%, due 04/01/2019 0.21%
Weatherford International, Ltd., Term Loan, 3.53%, due 07/13/2020 0.21%
NBG Acquisition, Inc., Term Loan, 6.91%, due 04/26/2024 0.21%
Seattle Spinco, Inc., Term Loan B3, 4.03%, due 04/19/2024 0.20%
Altice US Finance I Corp., 5.37%, due 07/15/2023 0.20%
Associated Asphalt Partners LLC, Term Loan B, 6.47%, due 03/21/2024 0.19%
Venator Materials Corp., Term Loan B, TBD, due 06/20/2024 0.19%
Libbey Glass, Inc., Term Loan B, 4.09%, due 04/09/2021 0.19%
Riverbed Technology, Inc., Term Loan, 4.48%, due 04/24/2022 0.19%
Asurion LLC, Term Loan B5, 4.22%, due 11/03/2023 0.19%
SIG Combibloc US Acquisition, Inc., Term Loan, 4.22%, due 03/13/2022 0.19%
Aerial Merger Sub, Inc., Term Loan B2, TBD, due 02/28/2024 0.19%
Tenet Healthcare Corp., 4.62%, due 07/15/2024 0.18%
Bass Pro Group LLC, Term Loan B, 6.29%, due 12/16/2023 0.18%
BJ's Wholesale Club, Inc., 1st Lien Term Loan, 4.96%, due 02/03/2024 0.18%
Aristocrat Leisure, Ltd., Term Loan B, 3.40%, due 10/20/2021 0.18%
Diebold, Inc., Term Loan B, 3.87%, due 11/06/2023 0.18%
Cumulus Media Holdings, Inc., Term Loan, 4.48%, due 12/23/2020 0.17%
Augusta Sportswear Group, Inc., Term Loan B, 5.72%, due 10/26/2023 0.17%
PFS Holding Corp., 1st Lien Term Loan, 4.73%, due 01/31/2021 0.17%
First Data Corp., Term Loan, 3.71%, due 04/26/2024 0.17%
Avantor Performance Materials Holdings LLC, 1st Lien Term Loan, 5.23%, due 03/10/2024 0.16%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.16%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 4.65%, due 07/15/2021 0.16%
Proampac PG Borrower LLC, 2nd Lien Term Loan, 9.67%, due 11/18/2024 0.16%
CHS / Community Health Systems, Inc., 5.12%, due 08/01/2021 0.16%
FCA US LLC, Term Loan B, 3.16%, due 12/31/2018 0.15%
Amneal Pharmaceuticals LLC, Term Loan, 4.79%, due 11/01/2019 0.15%
INC Research LLC, Term Loan B, TBD, due 06/27/2024 0.15%
Istar, Inc., Term Loan B, 4.90%, due 07/01/2020 0.15%
CITGO Petroleum Corp., Term Loan B, TBD, due 07/29/2021 0.15%
Dell, Inc., Term Loan B, 3.73%, due 09/07/2023 0.15%
CommScope, Inc., Term Loan B5, 3.29%, due 12/29/2022 0.15%
American Airlines, Inc., Term Loan B, TBD, due 06/26/2020 0.15%
Nomad Foods Europe Midco, Ltd., Term Loan B, 3.90%, due 04/18/2024 0.15%
American Airlines, Inc., Term Loan B, 3.65%, due 12/14/2023 0.15%
Station Casinos LLC, Term Loan A3, TBD, due 06/08/2021 0.15%
WMG Acquisition Corp., Term Loan D, 3.71%, due 11/01/2023 0.15%
American Airlines, Inc., 1st Lien Term Loan, 3.11%, due 10/12/2021 0.15%
Altice US Finance I Corp., Term Loan, TBD, due 07/28/2025 0.15%
Envision Healthcare Corp., Term Loan B, 4.30%, due 12/01/2023 0.15%
Coveris Holdings SA, Term Loan B, TBD, due 06/07/2022 0.15%
ESH Hospitality, Inc., Term Loan B, 3.72%, due 08/30/2023 0.15%
Windstream Services LLC, Term Loan B6, 5.21%, due 03/29/2021 0.15%
Fly Funding II SARL, Term Loan B, 3.43%, due 02/09/2023 0.15%
First Data Corp., Term Loan A, 3.21%, due 06/02/2020 0.15%
Communications Sales & Leasing, Inc., Term Loan B, 4.22%, due 10/24/2022 0.15%
Trojan Battery Co. LLC, Term Loan, 5.99%, due 06/11/2021 0.15%
Windstream Services LLC, Term Loan B7, 4.46%, due 02/17/2024 0.15%
Wesco Aircraft Hardware Corp., Term Loan B, 3.80%, due 02/28/2021 0.15%
Blucora, Inc., Term Loan B, 5.03%, due 04/19/2024 0.15%
Advantage Sales & Marketing, Inc., 1st Lien Term Loan, 4.54%, due 07/23/2021 0.15%
Columbus McKinnon Corp., Term Loan B, 4.29%, due 01/31/2024 0.15%
Univision Communications, Inc., 6.75%, due 09/15/2022 0.14%
Hoffmaster Group, Inc., 2nd Lien Term Loan, 10.79%, due 11/21/2024 0.14%
Lonestar Generation LLC, Term Loan B, 5.45%, due 02/22/2021 0.14%
Jason, Inc., 1st Lien Term Loan, 5.79%, due 06/30/2021 0.14%
Southeast PowerGen LLC, Term Loan B, 4.80%, due 12/02/2021 0.14%
Valeant Pharmaceuticals International, Inc., 6.50%, due 03/15/2022 0.13%
Avolon TLB Borrower SARL, Term Loan B2, 3.96%, due 03/20/2022 0.13%
Go Daddy Operating Co. LLC, Term Loan B1, 3.72%, due 02/15/2024 0.12%
TricorBraun Holdings, Inc., 1st Lien Term Loan, 5.04%, due 11/30/2023 0.12%
Calpine Corp., Term Loan B5, 4.05%, due 01/15/2024 0.12%
CHS / Community Health Systems, Inc., 6.25%, due 03/31/2023 0.12%
Planet Fitness Holdings LLC, Term Loan B, 4.24%, due 05/22/2021 0.12%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.25%, due 09/15/2022 0.11%
Asurion LLC, Term Loan B4, 4.47%, due 08/04/2022 0.11%
Vestcom Parent Holdings, Inc., 1st Lien Term Loan, TBD, due 12/19/2023 0.11%
Sinclair Television Group, Inc., Term Loan B2, 3.48%, due 01/03/2024 0.11%
William Morris Endeavor Entertainment LLC, 2nd Lien Term Loan, 8.47%, due 05/06/2022 0.10%
United Airlines, Inc., Term Loan B, 3.42%, due 04/01/2024 0.10%
Ancestry.com Operations, Inc., 1st Lien Term Loan, 4.34%, due 10/19/2023 0.10%
Zebra Technologies Corp., Term Loan B, 3.72%, due 10/27/2021 0.10%
B&G Foods, Inc., Term Loan B, 3.47%, due 11/02/2022 0.10%
Gartner, Inc., Term Loan A, 3.22%, due 03/20/2022 0.09%
Waste Industries USA, Inc., Term Loan, 4.04%, due 02/27/2020 0.09%
Advanced Disposal Services, Inc., Term Loan B3, 3.93%, due 11/10/2023 0.09%
Belmond Interfin, Ltd., Term Loan B, TBD, due 06/21/2024 0.09%
CSC Holdings LLC, 6.75%, due 11/15/2021 0.09%
Sprint Communications, Inc., 1st Lien Term Loan B, 3.75%, due 02/02/2024 0.08%
Scientific Games International, Inc., 7.00%, due 01/01/2022 0.08%
Cincinnati Bell, Inc., Term Loan B, 4.05%, due 09/10/2020 0.08%
Infor US, Inc., 5.75%, due 08/15/2020 0.08%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.08%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.08%
Harsco Corp., Term Loan B, 6.25%, due 11/02/2023 0.08%
Pike Corp., 1st Lien Term Loan, 4.98%, due 03/10/2024 0.08%
USAGM HoldCo LLC, Delayed Draw Term Loan, 3.75%, due 07/28/2022 0.08%
RPI Finance Trust, Term Loan B6, 3.29%, due 03/27/2023 0.08%
Mediacom Illinois LLC, Term Loan K, 3.44%, due 02/15/2024 0.08%
Aramark Services, Inc., Term Loan B, 3.22%, due 03/28/2024 0.08%
MGM Growth Properties Operating Partnership, LP, Term Loan B, 3.47%, due 04/25/2023 0.08%
K&N Engineering, Inc., 1st Lien Term Loan, 5.97%, due 10/19/2023 0.08%
U.S. Security Associates Holdings, Inc., Term Loan, 6.29%, due 07/14/2023 0.08%
Huntsman International LLC, Term Loan B2, 4.12%, due 04/01/2023 0.08%
Nielsen Finance LLC, Term Loan B4, 3.09%, due 10/04/2023 0.08%
Boyd Gaming Corp., Term Loan B3, 3.68%, due 09/15/2023 0.08%
EWT Holdings III Corp., 1st Lien Term Loan, 5.79%, due 01/15/2021 0.08%
Duff & Phelps Corp., Term Loan B1, 5.04%, due 04/23/2020 0.08%
MGM Resorts International, Term Loan A, 3.47%, due 04/25/2021 0.08%
Bass Pro Group LLC, Term Loan, 6.04%, due 06/09/2018 0.07%
DuBois Chemicals, Inc., Delayed Draw Term Loan, 4.00%, due 03/15/2024 0.07%
GFL Environmental, Inc., 5.62%, due 05/01/2022 0.07%
Otter Products LLC, Term Loan B, TBD, due 04/29/2019 0.07%
Xerox Business Services LLC, Term Loan B, 5.22%, due 12/07/2023 0.07%
Terra-Gen Finance Co. LLC, Term Loan B, 5.48%, due 12/09/2021 0.07%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.00%, due 02/15/2025 0.06%
Aerial Merger Sub, Inc., Term Loan B1, TBD, due 08/28/2019 0.06%
Asurion LLC, Term Loan B2, TBD, due 07/08/2020 0.06%
Pike Corp., 2nd Lien Term Loan, 9.23%, due 09/02/2024 0.06%
Donnelley Financial Solutions, Inc., Term Loan B, 5.07%, due 09/30/2023 0.06%
Mission Broadcasting, Inc., Term Loan B2, 4.24%, due 01/17/2024 0.06%
WG Partners Acquisition LLC, Term Loan B, 5.29%, due 11/15/2023 0.06%
Prestige Brands, Inc., Term Loan B4, 3.97%, due 01/26/2024 0.06%
Spectrum Brands, Inc., Term Loan B, 3.17%, due 06/23/2022 0.05%
Tribune Media Co., Term Loan, 4.22%, due 12/27/2020 0.05%
USS Parent Holding Corp., Delayed Draw Term Loan, 4.68%, due 07/26/2023 0.04%
SeaWorld Parks & Entertainment, Inc., Term Loan B2, TBD, due 05/14/2020 0.04%
MA Finance Co. LLC, Term Loan B3, 3.96%, due 04/29/2024 0.03%
Minerals Technologies, Inc., Term Loan B, 3.52%, due 02/14/2024 0.02%
Granite Acquisition, Inc., Term Loan C, 5.29%, due 12/19/2021 0.02%
Valitas Health Services, Inc., 2nd Lien Term Loan, 9.75%, due 04/14/2022 0.02%
Millenium HoldCo, Inc., Term Loan, 7.72%, due 12/21/2020 0.01%
SS&C Technologies, Inc., Term Loan B2, 3.47%, due 07/08/2022 0.01%
TricorBraun Holdings, Inc., 1st Lien Delayed Draw Term Loan, 3.75%, due 11/30/2023 0.01%
Valitas Holdings, Inc. 0.00%**
Millennium Health Equity 0.00%**
Net Other Assets (Liabilities) 5.78%