CVC Cordatus Loan Fund III DAC

Trustee

Closing Date

Effective Date

08-May-2014

10-Oct-2014

20-Jun-2018

CVC Credit Partners Group Limited

Deutsche Trustee Company Limited Next Payment Date

Collateral Manager

Underwriter

18 June 2018

CVC Cordatus Loan Fund III DAC

Payment Date Report

HIGHLY CONFIDENTIAL AND TRADE SECRET

This report is prepared by Deutsche Bank AG, London Branch for information purposes only. Certain information included in this report is estimated,

approximated or projected. The report is provided without any representations or warranties as to the completeness or accuracy. None of CVC Credit

Partners Group Limited, CVC Cordatus Loan Fund III DAC, Deutsche Bank AG, London Branch or Deutsche Trustee Company Limited will have any

liability for such estimates, approximations or projections.

Payment Date Report Produced 20-Jun-2018Deutsche Bank - Trust & Agency Services

CVC Cordatus Loan Fund III DACTable Of Contents

Report Name Report Section

Portfolio Composition 1

Purchase and Sales 2

Loan Amortisations 3

Bond Amortisation/Prepayments 4

Notes Outstanding 5

Liquidity Facility 6

Defaulted Assets 7

Issuer Rating Changes 8

Account Balances 9

Cross Currency Swaps 10

Interest Rate Swaps 11

Discount Obligations 12

Par Coverage Test Detail 13

Interest Coverage Test Detail 14

Collateral Quality Tests 15

Concentration Limitation Tests 16

CounterParty Sub-Participation Exposure 17

Country Diversification / Obligor Count By Value 18

Assets by Moody's Industry 19

Assets by Fitch Industry 20

Rating Details 21

Unsettled Trades 22

Portfolio Market Value 23

Caa / CCC Obligations 24

Exchange Equity Obligations 25

Collateral Enhancement Obligations 26

Risk Retention Letter 27

Waterfall 28

Deutsche Bank - Trust & Agency Services Payment Date Report Produced 20-Jun-2018

Portfolio Composition as of 18-Jun-2018


Industry Class :Issuer

Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery

RateMoody's Industry

Fitch Industry

Fitch

Recovery

Rate

1908 ACQUISITION B.V. Mining, Steel, Iron and

Non-Precious Metals

Netherlands Transportation & Distribution

25-Sep-2021FACILITY B EUR 6,410,751.10 6,410,751.10 40.000 400.0 100.04 Shadow 0.000LX139672 4.000 87.000 Shadow

AENOVA HOLDING GMBH Personal, Food and

Miscellaneous Services

Germany Pharmaceuticals

29-Sep-2020SWISSCAPS

HOLDING

(LUXEMBOURG)

EUR 4,000,000.00 4,000,000.00 50.000 400.0 97.17 Shadow 1.000LX139191 5.000 43.000 Shadow

AI AVOCADO HOLDING

B.V.

Electronics

Netherlands Computers and Electronics

17-Sep-2021FACILITY B2 EUR 1,500,000.00 1,500,000.00 45.000 425.0 100.05 B2 0.000LX153243 4.250 59.000 Shadow

AI SIRONA LUXEMBOURG

ACQUISITION SARL

Healthcare, Education and

Childcare


29-May-2025TERM LOAN 1ST

LIEN - HYPO

EUR 2,000,000.00 2,000,000.00 50.000 400.0 99.33 B3 0.000LX173638 4.000 60.000 B-

ALL 3 MEDIA Leisure, Amusement and

Entertainment - Europe

United Kingdom Broadcasting and Media

30-Jun-2021GBP B FACILITY GBP 6,836,500.00 5,500,000.00 50.000 425.0 99.70 B3 1.000LX137655 5.250 58.000 Shadow

ALLNEX (LUXEMBOURG) &

CY S.C.A. (MONARCH)

Chemicals, Plastics and Rubber

Luxembourg Chemicals

13-Sep-2023FACILITY B1 EUR 3,168,433.51 3,168,433.51 45.000 325.0 99.38 B1 0.000LX152755 3.250 55.000 Shadow

13-Sep-2023FACILITY B1 EUR 8,085.47 8,085.47 45.000 325.0 99.38 B1 0.000LX152755 3.250 55.000 Shadow

ALTICE FINANCING SA Telecommunications

Luxembourg Telecommunications

15-Feb-2023ALTICE 5 1/4 EUR 1,000,000.00 1,000,000.00 35.000 0.0 103.25 B1 0.000XS1181246775 5.250 73.000 Shadow

Payment Date Report Produced 20-Jun-20181 - 1Deutsche Bank - Trust & Agency Services




Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

ALTICE LUXEMBOURG SA Telecommunications


15-Feb-2025ATCNA 6 1/4 EUR 1,000,000.00 1,000,000.00 15.000 0.0 96.69 B1 0.000XS1117300241 6.250 0.000 Shadow

ANACAP FINANCIAL

EUROPE S.A.

Banking

United Kingdom Banking & Finance

30-Jul-2024ANACAP FLOAT

07/30/24 CORP

EUR 1,500,000.00 1,500,000.00 35.000 500.0 92.17 B1 0.000XS1649046874 5.000 57.000 Shadow

ANTIN AUDE BIDCO GMBH Healthcare, Education and

Childcare

Germany Healthcare

19-Aug-2022FACILITY B EUR 1,995,025.89 1,995,025.89 45.000 475.0 99.28 Shadow 0.000LX146944 4.750 61.000 Shadow

APLEONA GROUP GMBH. Diversified/Conglomerate

Service

Germany Real Estate

01-Sep-2023FACILITY B5 EUR EUR 2,857,142.86 2,857,142.86 45.000 375.0 100.54 Shadow 0.000LX173239 3.750 64.000 Shadow

ARUBA INVESTMENTS INC

(ANGUS CHEMICAL)


United States Chemicals

02-Feb-2022EUR TLB 1 EUR 1,945,000.00 1,945,000.00 50.000 325.0 99.92 Shadow 0.500LX145177 3.750 83.000 Shadow

ARVOS HOLDING GMBH Machinery (Non-Agriculture,

Non-Construction and

Non-Electronic)

Germany Industrial/Manufacturing

30-Aug-2021EURO B2 TERM

LOAN


AURIS LUXEMBOURG III SA Home and Office Furnishings,

Housewares and Durable

Consumer Products

Luxembourg Healthcare

17-Jan-2022FACILITY B6 EUR 3,895,078.00 3,895,078.00 45.000 350.0 100.06 Shadow 0.000LX160224 3.500 88.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

AVAST SOFTWARE B.V. Personal, Food and



29-Sep-20232018 REFINANCING

EUR TERM

EUR 938,742.18 938,742.18 45.000 275.0 99.83 Ba3 0.000LX173190 2.750 62.000 Shadow

B2 HOLDING ASA Banking

Norway Banking & Finance

23-May-2023BTWO FLOAT CORP EUR 500,000.00 500,000.00 30.000 475.0 100.00 Shadow 0.000NO0010822646 4.750 45.000 Shadow

BARING PRIVATE EQUITY

ASIA VI HOLDING (1) LTD

Diversified/Conglomerate

Service

Hong Kong Banking & Finance

26-Oct-2022INITIAL EURO TERM

LOAN 1ST LIEN

EUR 2,925,008.30 2,925,008.30 45.000 325.0 99.88 B2 0.000LX146618 3.250 62.000 Shadow

BURGER KING FRANCE Beverage, Food and Tobacco

France Lodging and restaurants

01-May-2023GBRKNG GLOAT CO EUR 5,000,000.00 5,000,000.00 35.000 525.0 100.98 B3 0.000XS1600481821 5.250 54.000 B-

CAB Healthcare, Education and

Childcare

France Healthcare

14-Jun-2024FACILITY B EUR 1,000,000.00 1,000,000.00 45.000 350.0 100.03 Shadow 0.000LX164386 3.500 58.000 Shadow

CABOT FINANCIAL

LUXEMBOURG II SA

Banking


15-Nov-2021ECPG FLOAT EUR 2,000,000.00 2,000,000.00 35.000 587.5 101.76 B2 0.000XS1117279619 5.875 47.000 Shadow

CATALENT PHARMA

SOLUTIONS, INC (PTS)


Service

United States Pharmaceuticals

20-May-2024EXTENDED EURO

TERM LOAN






Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

CIDRON KUMA 2 SARL Healthcare, Education and

Childcare


26-Feb-2025FACILITY B EUR 2,000,000.00 2,000,000.00 50.000 350.0 99.63 Shadow 0.000LX171119 3.500 57.000 Shadow

COLOUROZ MIDCO Containers, Packaging and

Glass

Germany Packaging & Containers

07-Sep-2021EURO TERM B-5

LOANS

EUR 1,975,000.00 1,975,000.00 45.000 300.0 96.00 B3 0.750LX159976 3.750 50.000 Shadow

07-Sep-2021EURO TERM B-5

LOANS

EUR 5,000.00 5,000.00 45.000 300.0 96.00 B3 0.750LX159976 3.750 50.000 Shadow

06-Sep-2022INITIAL EURO TERM

LOAN SECOND LIEN

EUR 589,138.05 589,138.05 15.000 725.0 82.63 B3 1.000LX136884 8.250 0.000 Shadow

07-Sep-2021TERM LOAN EUR 9,143,749.99 9,143,749.99 45.000 300.0 96.00 B3 0.750LX136879 3.750 50.000 Shadow

07-Sep-2021TERM LOAN EUR 23,750.00 23,750.00 45.000 300.0 96.00 B3 0.750LX136879 3.750 50.000 Shadow

COMDATA S.P.A. Diversified/Conglomerate

Service

Italy Business Services


CONSTANTIN

INVESTISSEMENT 4 SAS


Service

France Healthcare

20-Apr-2024FACILITY B EUR 4,000,000.00 4,000,000.00 50.000 300.0 98.36 Shadow 0.000LX161320 3.000 45.000 Shadow

COOPER Healthcare, Education and

Childcare

France Pharmaceuticals

09-May-2025TERM LOAN HYPO EUR 2,000,000.00 2,000,000.00 45.000 325.0 99.77 B2 0.000LX173267 3.250 68.000 Shadow

CORIALIS GROUP LIMITED Mining, Steel, Iron and

Non-Precious Metals

United Kingdom Building and Materials

29-Mar-2024TERM FACILITY B1 EUR 3,000,000.00 3,000,000.00 50.000 350.0 98.75 B2 0.000LX159920 3.500 56.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

CTC ACQUICO GMBH Chemicals, Plastics and Rubber

Germany Industrial/Manufacturing

07-Mar-2025FACILITY B1 EUR 5,500,000.00 5,500,000.00 50.000 300.0 99.19 Shadow 0.000LX169716 3.000 65.000 Shadow

DELACHAUX (SODELHO

S.A.)

Mining, Steel, Iron and

Non-Precious Metals

France Industrial/Manufacturing

28-Oct-2021DELACHAUX S.A EUR 3,135,999.42 3,135,999.42 45.000 375.0 100.22 Shadow 0.000LX141055 3.750 63.000 Shadow

DIAMOND (BC) B.V. Chemicals, Plastics and Rubber



LOAN

EUR 3,743.73 3,743.73 60.000 325.0 98.25 Shadow 0.000LX167195 3.250 61.000 Shadow


LOAN


DIAVERUM HOLDING

S.A.R.L.


Childcare


04-Jul-2024FACILITY B EUR 1,000,000.00 1,000,000.00 50.000 325.0 98.11 Shadow 0.000LX164119 3.250 52.000 Shadow

04-Jul-2025SECOND LIEN EUR 500,000.00 500,000.00 30.000 800.0 98.50 Shadow 0.000LX164120 8.000 0.000 Shadow

DIEBOLD NIXDORF INC Electronics

United States Computers and Electronics

06-Nov-2023NEW EURO TERM

LOAN B

EUR 2,456,406.25 2,456,406.25 45.000 300.0 99.51 B1 0.000LX162900 3.000 78.000 Shadow

06-Nov-2023NEW EURO TERM

LOAN B

EUR 6,218.75 6,218.75 45.000 300.0 99.51 B1 0.000LX162900 3.000 78.000 Shadow

DRY MIX SOLUTIONS

INVESTISSEMENTS SAS


Manufacturing

France Building and Materials

06-Jun-2024FACILITY B EUR 9,000,000.00 9,000,000.00 45.000 350.0 99.78 B2 0.000LX161205 3.500 58.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

EG FINCO LIMITED Retail Store

United Kingdom Retail (General)

07-Feb-2025FACILITY B1 EUR 4,691,277.12 4,691,277.12 45.000 400.0 99.31 Shadow 0.000LX171054 4.000 48.000 Shadow

07-Feb-2025FACILITY B2 EUR 691,713.99 691,713.99 45.000 400.0 99.31 Shadow 0.000LX171338 4.000 48.000 Shadow

07-Feb-2025Unfunded

Commitment

EUR 790,476.19 790,476.19 45.000 99.33 ShadowLX171115 48.000 Shadow

EIGER ACQUISITION B.V. Electronics


12-Dec-2024FACILITY B EUR 3,000,000.00 3,000,000.00 45.000 375.0 100.06 Shadow 0.000LX169938 3.750 68.000 Shadow

EIRCOM FINANCE

DESIGNATED ACTIVITY

COMPANY

Telecommunications

Ireland Telecommunications

31-May-2022EIRCMF 4 05/31/22

CORP

EUR 625,000.00 625,000.00 35.000 0.0 102.01 B1 0.000XS1432395785 4.500 67.000 Shadow

EIRCOM FINCO S.A.R.L. Telecommunications


19-Apr-2024TERM LOAN B EUR 8,000,000.00 8,000,000.00 45.000 325.0 99.61 B1 0.000LX161434 3.250 67.000 Shadow

EVERGOOD 4 APS Diversified/Conglomerate

Service

Denmark Business Services

06-Feb-2025FACILITY B1E EUR 1,322,916.13 1,322,916.13 50.000 325.0 99.37 Shadow 0.000LX169648 3.250 74.000 Shadow

FILTRATION GROUP

CORPORATION


Service

United States Business Services

29-Mar-2025INITIAL EURO TERM

LOAN

EUR 2,000,000.00 2,000,000.00 45.000 350.0 99.73 B2 0.000LX172466 3.500 66.000 Shadow

FINANCIERE HOLDING CEP Banking

France Banking & Finance

16-Jan-2025TERM LOAN B EUR 3,500,000.00 3,500,000.00 45.000 425.0 98.20 Shadow 0.000LX170325 4.250 65.000 Shadow

16-Jan-2026TERM LOAN SECOND

LIEN






Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

FINANCIERE SUN SAS Hotels, Motels, Inns and Gaming

France Lodging and restaurants

14-Mar-2023NEW FACILITY B EUR 1,000,000.00 1,000,000.00 45.000 325.0 99.71 Shadow 0.000LX169489 3.250 81.000 Shadow

FINANCIERE VERDI I S.A.S Healthcare, Education and

Childcare

France Pharmaceuticals

21-Jul-2023FACILITY B EUR 1,000,000.00 1,000,000.00 45.000 350.0 100.17 Shadow 0.000LX160780 3.500 68.000 Shadow

FLORA Personal and Non-Durable

Consumer Products

(Manufacturing Only)

Netherlands Food, Beverage, & Tobacco

31-Mar-2025TERM LOAN HYPO EUR 6,000,000.00 6,000,000.00 45.000 350.0 98.73 Shadow 0.000LX171809 3.500 66.000 Shadow

FUGUE FINANCE B.V. Personal, Food and


Netherlands Business Services


LOAN


GARDNER DENVER INC Machinery (Non-Agriculture,

Non-Construction and

Non-Electronic)

United States Industrial/Manufacturing

30-Jul-2024TRANCHE B-1 EURO

TERM LOANS

EUR 2,941,771.00 2,941,771.00 45.000 300.0 99.71 B1 0.000LX168068 3.000 75.000 Shadow

GATES GLOBAL LLC Automobile

United States Automobiles

31-Mar-2024INITIAL B-2 EURO

TERM LOAN

EUR 4,756,184.76 4,756,184.76 50.000 300.0 99.64 B2 0.000LX169690 3.000 95.000 Shadow

GTT COMMUNICATIONS,

INC.

Telecommunications


30-Apr-2025TERM LOAN B

-HYPO

EUR 2,000,000.00 2,000,000.00 45.000 325.0 99.41 B2 0.000LX171876 3.250 95.000 B





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

GUALA CLOSURES SPA Containers, Packaging and

Glass

Italy Packaging & Containers

15-Nov-2021GCLIM FLOAT CORP EUR 1,000,000.00 1,000,000.00 35.000 475.0 99.60 B2 0.000XS1516322465 4.750 55.000 Shadow

GVC HOLDINGS PLC Hotels, Motels, Inns and Gaming

United Kingdom Gaming, Leisure & Entertainment

29-Mar-2024FACILITY B2 (EUR)

LOAN

EUR 2,000,000.00 2,000,000.00 45.000 275.0 99.61 Shadow 0.000LX172214 2.750 60.000 BB+

HEMA BONDCO I BV Retail Store

Netherlands Retail (General)

15-Jul-2022HEMABV FLOAT

COR

EUR 500,000.00 500,000.00 45.000 625.0 97.48 B3 0.000XS1647643110 6.250 45.000 Shadow

HNVR HOLDCO LIMITED Hotels, Motels, Inns and Gaming

Spain Gaming, Leisure & Entertainment

12-Sep-2023FACILITY B EUR 1,000,000.00 1,000,000.00 45.000 325.0 99.34 Shadow 0.000LX152965 3.250 65.000 Shadow

HOMEVI Healthcare, Education and

Childcare

France Healthcare

31-Oct-2024FACILITY B EUR 7,000,000.00 7,000,000.00 40.000 325.0 99.56 B1 0.000LX168858 3.250 67.000 Shadow

IGT HOLDING IV AB Electronics

Sweden Computers and Electronics

28-Jul-2024FACILITY B1 EUR 2,000,000.00 2,000,000.00 45.000 350.0 98.25 Shadow 0.000LX167063 3.500 49.000 Shadow

INDIGOCYAN HOLDCO 3

LIMITED


Service

Jersey Business Services

23-Jun-2024FACILITY B GBP 1,119,100.00 1,000,000.00 45.000 500.0 100.00 Shadow 0.611LX167058 5.611 56.000 Shadow

INEOS FINANCE PLC Chemicals, Plastics and Rubber

United Kingdom Chemicals

31-Mar-20242024 EURO TERM

LOAN

EUR 6,982,500.00 6,982,500.00 50.000 200.0 99.39 Ba2 0.500LX169196 2.500 80.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

INFINITAS LEARNING

HOLDING B.V.

Printing and Publishing

Netherlands Broadcasting and Media

03-May-2024FACILITY B3 EUR 3,000,000.00 3,000,000.00 45.000 375.0 99.61 Shadow 0.000LX162255 3.750 51.000 Shadow

INFOR US INC Electronics


01-Feb-2022EURO TRANCHE B-2

TERM LOAN

EUR 3,473,793.75 3,473,793.75 60.000 225.0 99.62 B3 1.000LX169633 3.250 95.000 B

INFORMATICA

CORPORATION (ITALIC

MERGER SUB INC)

Electronics


05-Aug-2022NEW EURO TERM B 1

FACILITY


INOVYN FINANCE PLC Chemicals, Plastics and Rubber

United Kingdom Chemicals

10-May-20242024 TRANCHE B2

NEW EURO TERM

EUR 1,995,000.00 1,995,000.00 45.000 225.0 99.69 B1 0.750LX169031 3.000 70.000 Shadow

ION TRADING

TECHNOLOGIES LTD

Electronics


21-Nov-2024INITIAL EURO TERM

LOANS

EUR 2,992,500.00 2,992,500.00 45.000 275.0 99.50 B2 1.000LX169484 3.750 53.000 Shadow

IPD 3 B.V. Diversified/Conglomerate

Service

France Broadcasting and Media

15-Jul-2022IPDEBV 4 07/15/22

CORP

EUR 2,000,000.00 2,000,000.00 35.000 0.0 101.79 B2 0.000XS1577954149 4.500 55.000 B

15-Jul-2022IPDEBV FLOAT

07/15/22 CORP

EUR 1,000,000.00 1,000,000.00 35.000 450.0 100.88 B2 0.000XS1577951988 4.500 55.000 B





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

IQVIA INC. Diversified/Conglomerate

Service

United States Healthcare

03-Mar-2024TERM B-1 EUR LOAN EUR 1,920,687.50 1,920,687.50 50.000 200.0 99.90 Ba2 0.750LX160895 2.750 100.000 Shadow

07-Jun-2025TERM LOAN B HYPO EUR 3,000,000.00 3,000,000.00 50.000 200.0 99.88 Ba2 0.000LX173965 2.000 95.000 Shadow

ITIVITI GROUP AB Electronics

Sweden Banking & Finance

14-Mar-2025FACILITY B EUR 2,000,000.00 2,000,000.00 50.000 450.0 97.57 Shadow 0.000LX171300 4.500 60.000 Shadow

KETER GROUP B.V Home and Office Furnishings,

Housewares and Durable

Consumer Products

Netherlands Consumer Products

31-Oct-2023FACILITY B1 EUR 2,000,000.00 2,000,000.00 45.000 425.0 98.52 B2 1.000LX155222 5.250 56.000 Shadow

31-Oct-2023FACILITY B3 EUR 2,000,000.00 2,000,000.00 45.000 425.0 98.52 B2 1.000 5.250 56.000 Shadow

KIWI VFS SUB II S.A.R.L Hotels, Motels, Inns and Gaming

Luxembourg Gaming, Leisure & Entertainment

29-Jul-2024FACILITY B2 LOAN EUR 4,000,000.00 4,000,000.00 45.000 325.0 100.09 Shadow 0.000LX165185 3.250 69.000 Shadow

LARY 4 AB Healthcare, Education and

Childcare

Sweden Healthcare


LECTA SA Diversified Natural Resources,

Precious Metals and Minerals

Luxembourg Paper & Forest Products

01-Aug-2023LECTA CORP EUR 2,500,000.00 2,500,000.00 35.000 0.0 99.91 B2 0.000XS1458413728 6.500 61.000 B-

01-Aug-2022LECTA FLOAT CORP EUR 2,500,000.00 2,500,000.00 35.000 637.5 99.66 B2 0.000XS1458414023 6.375 61.000 B-

LKQ EURO HOLDINGS BV Automobile

Netherlands Automobiles

01-Apr-2026LKQ 3 5/8 CORP EUR 1,000,000.00 1,000,000.00 30.000 0.0 101.09 Shadow 0.000XS1799640666 3.625 60.000 BB





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

LSF10 XL BIDCO S.C.A Diversified/Conglomerate

Manufacturing

Luxembourg Building and Materials

11-Apr-2024FACILITY B2 EUR 1,000,000.00 1,000,000.00 45.000 400.0 99.44 Shadow 0.000LX168886 4.000 42.000 Shadow

LSF10 XL INVESTMENTS

SARL


Manufacturing

Luxembourg Building and Materials


LSF9 ROBIN INVESTMENTS

LIMITED

Retail Store


14-Dec-2023FACILITY B4 EUR 2,000,000.00 2,000,000.00 45.000 300.0 99.90 Shadow 0.000LX165654 3.000 70.000 Shadow

LSFX FLAVUM HOLDCO,

S.L.U


Spain Building and Materials

03-Oct-2024FACILITY B HYPO EUR 1,000,000.00 1,000,000.00 45.000 450.0 98.07 Shadow 0.000LX168518 4.500 58.000 Shadow

LULLY FINANCE S.A.R.L. Electronics

France Industrial/Manufacturing

14-Oct-2022TERM B -4 FIRST

LIEN

EUR 2,000,000.00 2,000,000.00 50.000 375.0 99.99 B2 0.000LX157357 3.750 45.000 Shadow

MACDERMID FUNDING LLC Chemicals, Plastics and Rubber


07-Jun-2020TERM LOAN C - 6 EUR 1,668,400.02 1,668,400.02 45.000 250.0 100.04 B2 0.750LX168776 3.250 99.000 Shadow

MACDERMID INC.

(PLATFORM SPECIALTY)



07-Jun-2023EURO TRANCHE C5 EUR 3,689,017.83 3,689,017.83 45.000 275.0 100.08 B2 0.750LX162203 3.500 99.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

MASARIA INVESTMENTS

S.A.U

Retail Store

Spain Retail (General)

15-Sep-2024MASAIN FLOAT

09/15/24 COR

EUR 1,500,000.00 1,500,000.00 35.000 525.0 98.33 Shadow 0.000XS1681774888 5.250 40.000 Shadow

MATTERHORN TELECOM

HOLDING SA

Telecommunications

Switzerland Telecommunications

01-May-2023MATTER 4 EUR 3,500,000.00 3,500,000.00 15.000 0.0 101.18 B2 0.000XS1219475792 4.875 0.000 Shadow

MATTERHORN TELECOM

SA

Telecommunications


15-Nov-2027MATTER CORP EUR 500,000.00 500,000.00 35.000 0.0 94.61 Shadow 0.000XS1720690889 4.000 58.000 Shadow

01-Feb-2023MATTER FLOAT

CORP

EUR 428,571.43 428,571.43 35.000 325.0 100.04 Shadow 0.000XS1580388384 3.250 58.000 Shadow

MONITCHEM HOLDCO 3

S.A.


Germany Chemicals

15-Jun-2021CABBCO FLOAT EUR 7,000,000.00 7,000,000.00 45.000 475.0 99.20 B3-0.321XS1074935062 4.429 51.000 Shadow

MRH Retail Store


09-May-2025TERM LOAN HYPO EUR 1,500,000.00 1,500,000.00 50.000 350.0 99.31 B2 0.000LX173383 3.500 46.000 Shadow

NEMEAN BONDCO PLC Banking


01-Feb-2023NEMEANFLOAT

02/01/23 CORP

GBP 1,165,400.00 1,000,000.00 35.000 650.0 94.19 Shadow 0.706XS1554449089 7.206 29.000 Shadow

NEP EUROPE FINCO BV Diversified/Conglomerate

Service

United States Broadcasting and Media

03-Jan-2024EURO TERM LOAN EUR 987,537.50 987,537.50 45.000 300.0 100.25 Shadow 0.750LX157878 3.750 78.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

NIDDA HEALTHCARE

HOLDING


Childcare


30-Sep-2024STADAH CORP EUR 250,000.00 250,000.00 35.000 0.0 97.85 Shadow 0.000XS1690644668 3.500 68.000 Shadow

NIDDA HEALTHCARE

HOLDING AG


Childcare


21-Aug-2024DELAYED DRAW

LOAN FACILITY B1



LOAN FACILITY B2



LOAN FACILITY Term

C

EUR 550,445.36 550,445.36 45.000 350.0 99.52 Shadow 0.000 3.500 68.000 Shadow

21-Aug-2024Unfunded

Commitment

EUR 1,076,811.58 1,076,811.58 45.000 99.52 Shadow 68.000 Shadow

21-Aug-2024Unfunded

Commitment

EUR 566,555.59 566,555.59 45.000 99.52 ShadowLX168674 68.000 Shadow

NOMAD FOODS EUROPE

MIDCO LTD

Beverage, Food and Tobacco

United Kingdom Food, Beverage, & Tobacco

15-May-2024FACILITY B3 EUR 2,000,000.01 2,000,000.01 45.000 275.0 100.06 Shadow 0.000 2.750 75.000 Shadow

NOVACAP GROUP BIDCO Chemicals, Plastics and Rubber

France Chemicals

22-Jun-2023FACILITY B3 HYPO EUR 1,881,786.47 1,881,786.47 45.000 350.0 97.63 Shadow 0.000LX167661 3.500 52.000 Shadow

NUMERICABLE-SFR S.A./

U.S. LLC/ YPSO FRANCE

SAS

Telecommunications

France Telecommunications

02-Feb-2026TRANCHE B-12

LOAN

EUR 3,980,000.00 3,980,000.00 45.000 300.0 98.38 B1 0.000LX169001 3.000 80.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

OBOL FRANCE 3 SAS Personal, Food and


France Environmental Services


ONEX WIZARD

ACQUISITION COMPANY I

SARL (SIG COMBILOC)

Containers, Packaging and

Glass

Switzerland Packaging & Containers

11-Mar-2022INITIAL EURO TERM

LOAN


ORBITER GROUP S.A.R.L Personal and Non-Durable

Consumer Products


Luxembourg Consumer Products

11-Jul-2024FACILITY B1 EUR 2,000,000.00 2,000,000.00 45.000 350.0 99.88 Shadow 0.000LX166427 3.500 55.000 Shadow

OXEA HOLDING DREI

GMBH


Germany Chemicals

12-Oct-2024TRANCHE B-1 TERM

LOAN


PERTENTO S.A.R.L. Telecommunications

Spain Telecommunications

30-Jun-2023UFINET TELECOM

HODLING SL


PFLEIDERER GROUP S.A. Diversified Natural Resources,


Poland Building and Materials

01-Aug-2024FACILITY B LOAN EUR 1,000,000.00 1,000,000.00 45.000 325.0 100.19 Shadow 0.750LX161954 4.000 67.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

PI LUX FINCO SARL Diversified/Conglomerate

Service

Luxembourg Business Services

03-Jan-2025FACILITY B2 EUR 5,000,000.00 5,000,000.00 45.000 325.0 98.85 Shadow 0.000LX169668 3.250 74.000 Shadow

05-Jan-2026SECOND LIEN

FACILITY 2


RAIN CARBON Chemicals, Plastics and Rubber


16-Jan-2025INITIAL TERM LOANS EUR 3,000,000.00 3,000,000.00 50.000 300.0 99.72 Shadow 0.000LX169954 3.000 100.000 Shadow

RANPAK CORP. Diversified Natural Resources,


United States Packaging & Containers

01-Oct-2021EURO TERM LOAN EUR 3,860,600.00 3,860,600.00 40.000 325.0 100.13 Shadow 1.000LX144512 4.250 88.000 Shadow

REMEDCO HOLDING B.V. Healthcare, Education and

Childcare

Germany Healthcare

27-Oct-2022TERM B1 EUR 4,500,000.00 4,500,000.00 45.000 550.0 100.34 B3 0.000LX148262 5.500 81.000 Shadow

RIEMSER PHARMA GMBH Healthcare, Education and

Childcare



SCHUMANN SPA Hotels, Motels, Inns and Gaming

Italy Gaming, Leisure & Entertainment

31-Jul-2022SCHMAN FLOAT

CORP

EUR 2,000,000.00 2,000,000.00 35.000 662.5 99.77 B1 0.000XS1454976801 6.625 69.000 Shadow

SNAI SPA Hotels, Motels, Inns and Gaming

Italy Gaming, Leisure & Entertainment

07-Nov-2021SNAIM FLOAT

11/07/21 CORP

EUR 500,000.00 500,000.00 35.000 600.0 100.73 B1 0.000XS1513692357 6.000 51.000 Shadow





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

SOLENIS INTERNATIONAL,

L.P. (ASHLAND WATER)



31-Jul-2021TRANCHE C TERM

LOAN

EUR 1,960,000.00 1,960,000.00 50.000 400.0 100.00 B3 1.000LX152444 5.000 77.000 Shadow

31-Jul-2021TRANCHE C TERM

LOAN

EUR 5,000.00 5,000.00 50.000 400.0 100.00 B3 1.000LX152444 5.000 77.000 Shadow

SOPPA INVESTMENTS

S.A.R.L


Luxembourg Food, Beverage, & Tobacco

31-Dec-2023FIRST LIEN B

TRANCHE 1



TRANCHE 2



TRANCHE 3



TRANCHE 4


SPRINGER SCIENCE (

SPRINGER SBM ONE

GMBH)


Germany Broadcasting and Media

14-Aug-2020INITIAL TERM B12

LOAN

EUR 7,209,711.91 7,209,711.91 45.000 325.0 99.73 B1 0.500LX169368 3.750 71.000 Shadow

STAGE ENTERTAINMENT

B.V.

Hotels, Motels, Inns and Gaming

Netherlands Gaming, Leisure & Entertainment

02-Aug-2024FACILITY B EUR 2,000,000.00 2,000,000.00 45.000 400.0 100.58 Shadow 0.000LX165734 4.000 67.000 Shadow

STARCIN FRANCE Diversified/Conglomerate

Manufacturing

France Building and Materials






Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

STONEPEAK SPEAR

NEWCO (UK) LTD

Telecommunications

United Kingdom Telecommunications

11-Jan-2025FACILITY B EUR 4,000,000.00 4,000,000.00 45.000 350.0 99.75 Shadow 0.000LX169939 3.500 60.000 Shadow

SWISSPORT GROUP SARL Personal, Food and


Switzerland Transportation & Distribution

10-Feb-2022NEW TERM FACILITY EUR 6,257,147.83 6,257,147.83 50.000 475.0 99.10 B3 0.000LX167747 4.750 66.000 Shadow

SYNLAB BONDCO PLC Healthcare, Education and

Childcare

France Healthcare

01-Jul-2022LABFP 6 1/4 EUR 2,750,000.00 2,750,000.00 35.000 0.0 103.08 Shadow 0.000XS1117292984 6.250 55.000 B

01-Jul-2022LABFP FLOAT CORP EUR 5,000,000.00 5,000,000.00 35.000 350.0 100.01 Shadow 0.000XS1516322200 3.500 55.000 B

SYNLAB UNSECURED

BONDCO PLC.


Childcare

Germany Healthcare

01-Jul-2023LABFP 8 EUR 1,000,000.00 1,000,000.00 15.000 0.0 106.15 Shadow 0.000XS1268471494 8.250 0.000 B

TACKLE SARL Hotels, Motels, Inns and Gaming

Luxembourg Gaming, Leisure & Entertainment

08-Aug-2022FACILITY B EUR 8,000,000.00 8,000,000.00 45.000 325.0 99.39 B2 0.000LX161574 3.250 47.000 Shadow

TAGHLEEF INDUSTRIES

HOLDCO LIMITED


Glass

United States Packaging & Containers

10-May-2023FACILITY B EUR 2,000,000.00 2,000,000.00 45.000 300.0 99.95 Shadow 0.000LX152515 3.000 50.000 Shadow

TDC A/S (EX-TELE

DANMARK AS)

Telecommunications

Denmark Telecommunications

07-Jun-2025TERM LOAN B -

HYPO

EUR 5,000,000.00 5,000,000.00 50.000 350.0 99.32 Shadow 0.000LX173747 3.500 100.000 B+





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

TEAMSYSTEM SPA Diversified/Conglomerate

Manufacturing

Italy Business Services

15-Apr-2023TITANL FLOAT CORP EUR 4,000,000.00 4,000,000.00 35.000 400.0 99.97 Shadow 0.000XS1799537904 4.000 52.000 Shadow

TECHEM GMBH Diversified/Conglomerate

Service

Luxembourg Utilities (Power)

02-Oct-2024FACILITY B EUR 4,250,000.00 4,250,000.00 45.000 300.0 99.85 Shadow 0.000LX167234 3.000 60.000 BB-

TECHNICOLOR S.A. Diversified/Conglomerate

Service

Luxembourg Computers and Electronics

06-Dec-2023EURO TERM LOANS EUR 2,000,000.00 2,000,000.00 45.000 300.0 94.42 B1 0.000LX162153 3.000 73.000 B+

TELE COLUMBUS AG Broadcasting and Entertainment

Germany Cable

15-Oct-2024FACILITY A EUR 2,496,670.20 2,496,670.20 45.000 300.0 98.97 B2 0.000LX162004 3.000 74.000 Shadow

02-May-2025TCGR CORP EUR 1,000,000.00 1,000,000.00 35.000 0.0 96.45 B2 0.000XS1814546013 3.875 80.000 Shadow

TMF GROUP Diversified/Conglomerate

Service

Netherlands Banking & Finance

08-Dec-2024TERM LOAN B -

HYPO

EUR 4,000,000.00 4,000,000.00 60.000 325.0 99.19 B3 0.000LX169930 3.250 59.000 Shadow

UNILABS DIAGNOSTICS

AB


Service

France Healthcare

30-Mar-2024EUR TERM LOAN B2 EUR 3,000,000.00 3,000,000.00 50.000 275.0 97.69 Shadow 0.000LX161584 2.750 54.000 Shadow

UNILABS SUBHOLDINGS

AB


Service

Switzerland Healthcare

15-May-2025UNILAB 5 05/15/25

CORP






Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

UNITED GROUP BV Broadcasting and Entertainment

Netherlands Telecommunications

01-Jul-2022DRBID 4 07/01/22

CORP


VEDICI Personal and Non-Durable

Consumer Products


France Healthcare

31-Oct-2022ELSAN SANTE MCO EUR 10,000,000.00 10,000,000.00 45.000 375.0 99.88 Shadow 0.000LX146849 3.750 60.000 Shadow

VERALLIA PACKAGING

SAS


Glass

France Packaging & Containers

28-Oct-2022FACILITY B4 EUR 1,390,909.09 1,390,909.09 45.000 275.0 99.04 B1 0.000LX164316 2.750 48.000 Shadow

29-Aug-2025TERM LOAN B -

HYPO

EUR 3,000,000.00 3,000,000.00 45.000 325.0 99.31 B1 0.000LX173753 3.250 48.000 Shadow

VERISURE HOLDING AB Diversified/Conglomerate

Service

Sweden Consumer Products

21-Oct-2022FACILITY B1E EUR 5,000,000.00 5,000,000.00 50.000 300.0 98.75 B2 0.000LX164262 3.000 61.000 Shadow

VIRGIN MEDIA SECURED

FINANCE

Broadcasting and Entertainment

United Kingdom Cable

15-Apr-2027VMED 5 04/15/27

CORP

GBP 1,172,500.00 1,000,000.00 35.000 0.0 98.91 Ba3 0.000XS1555173019 5.000 100.000 Shadow

VIRIDIAN POWER &

ENERGY

Oil and Gas

United Kingdom Energy (Oil & Gas)

15-Sep-2025VRDLN 4 09/15/25

CORP


VUE INTERNATIONAL

BIDCO


United Kingdom Gaming, Leisure & Entertainment

15-Jul-2020VEUCIN FLOAT EUR 4,000,000.00 4,000,000.00 35.000 525.0 100.11 Shadow-0.329XS1135437280 4.921 53.000 B





Country

Tranche MarginFinal

Maturity

Date

Base

Rate

(%)

All In

Interest

Rate (%)

Market

Price

Fitch

Rating

Moody's

Rating

Original

Currency

Current

Notional

Amount

(EUR)

Security ID Current

Notional

Amount

(CCY)

Moody's

Recovery


Fitch Industry

Fitch

Recovery

Rate

WIND TRE S.P.A Telecommunications

Italy Telecommunications

20-Jan-2023WINTRE COR EUR 1,000,000.00 1,000,000.00 35.000 0.0 87.00 B1 0.000XS1708450488 2.625 80.000 B+

20-Jan-2025WINTRE COR EUR 1,000,000.00 1,000,000.00 35.000 0.0 83.84 B1 0.000XS1708450561 3.125 80.000 B+

20-Jan-2024WINTRE FLOAT COR EUR 2,500,000.00 2,500,000.00 35.000 275.0 85.23 B1 0.000XS1708450215 2.750 80.000 B+

WOWMIDCO SAS Diversified/Conglomerate

Service

France Business Services

16-Mar-2023WOWBIDCO SAS

EurIBOR


WYNDHAM Hotels, Motels, Inns and Gaming

United Kingdom Lodging and restaurants

30-Apr-2025TERM LOAN HYPO EUR 2,500,000.00 2,500,000.00 50.000 450.0 99.63 Shadow 0.000LX173200 4.500 80.000 Shadow

YPSO FRANCE SAS /

NUMERICABLE GROUP -

SFR S.A.

Telecommunications

France Telecommunications

31-Jul-2025EUR TERM LOAN B

11

EUR 5,888,025.00 5,888,025.00 45.000 300.0 98.14 B1 0.000LX162008 3.000 80.000 Shadow

ZIGGO SECURED FINANCE

BV


Netherlands Cable

15-Apr-2025TERM LOAN F

FACILITY

ADVANCES

EUR 5,995,956.36 5,995,956.36 45.000 300.0 99.22 Ba3 0.000LX159376 3.000 80.000 Shadow

438,549,494.46


Purchase and Sales between 01-May-2018 and 18-Jun-2018


Settlement

Date

Net Amount

(CCY)

Trade

Quantity

(CCY)

Net AmountTrade Quantity

(EUR)

Trade

Date

Issuer Loan Facility PriceCurrency

Purchase

29-May-2018 TERM LOAN 1ST LIEN -

HYPO

1,990,000.00 2,000,000.00EUR 2,000,000.00 1,990,000.00 99.50AI SIRONA LUXEMBOURG

ACQUISITION SARL

10-May-2018 TERM LOAN HYPO 2,000,000.00 2,000,000.00EUR 2,000,000.00 2,000,000.00 100.00COOPER

08-Jun-2018 TERM LOAN B HYPO 2,992,500.00 3,000,000.00EUR 3,000,000.00 2,992,500.00 99.75IQVIA INC.

14-May-2018 TERM LOAN HYPO 1,500,000.00 1,500,000.00EUR 1,500,000.00 1,500,000.00 100.00MRH

11-Jun-2018 TERM LOAN B - HYPO 4,975,000.00 5,000,000.00EUR 5,000,000.00 4,975,000.00 99.50TDC A/S (EX-TELE DANMARK AS)

30-May-2018 TERM LOAN B - HYPO 2,985,000.00 3,000,000.00EUR 3,000,000.00 2,985,000.00 99.50VERALLIA PACKAGING SAS

16-May-2018 16-May-2018 FACILITY B5 EUR 2,857,142.86 2,857,142.86EUR 2,857,142.86 2,857,142.86 100.00APLEONA GROUP GMBH.

16-May-2018 16-May-2018 2018 REFINANCING EUR

TERM

938,742.18 938,742.18EUR 938,742.18 938,742.18 100.00AVAST SOFTWARE B.V.

16-May-2018 18-May-2018 MATTER CORP 485,000.00 500,000.00EUR 500,000.00 485,000.00 97.00MATTERHORN TELECOM SA

09-May-2018 23-May-2018 BTWO FLOAT CORP 500,000.00 500,000.00EUR 500,000.00 500,000.00 100.00B2 HOLDING ASA

29-May-2018 29-May-2018 DELAYED DRAW LOAN

FACILITY TERM C

1,627,256.94 1,627,256.94EUR 1,627,256.94 1,627,256.94 100.00NIDDA HEALTHCARE HOLDING

AG

22,923,141.98 22,850,641.98

Sale

15-May-2018 FACILITY B 970,000.00 1,000,000.00EUR 1,000,000.00 970,000.00 97.00AENOVA HOLDING GMBH

08-Jun-2018 SECOND LIEN 879,630.51 935,777.14EUR 935,777.14 879,630.51 94.00AENOVA HOLDING GMBH

16-May-2018 16-May-2018 REFINANCING EURO TERM 938,742.18 938,742.18EUR 938,742.18 938,742.18 100.00AVAST SOFTWARE B.V.

17-May-2018 21-May-2018 SCHMAN CORP 786,562.50 750,000.00EUR 750,000.00 786,562.50 104.88SCHUMANN SPA

10-May-2018 13-Jun-2018 FACILITY B 1,000,000.00 1,000,000.00EUR 1,000,000.00 1,000,000.00 100.00INTERNATIONAL PARK HOLDINGS

B.V

10-May-2018 14-Jun-2018 FACILITY B 997,500.00 1,000,000.00EUR 1,000,000.00 997,500.00 99.75INTERNATIONAL PARK HOLDINGS

B.V

5,624,519.32 5,572,435.19


Loan Amortisations between 01-May-2018 and 18-Jun-2018


Amortisation

Date

Issuer Facility CCY Amortisation Amount

(CCY)

Amortisation AmountSecurity ID

04-May-2018 1,503,329.80 1,503,329.80EURFACILITY ATELE COLUMBUS AG

04-May-2018 1,000,000.00 1,000,000.00EURFACILITY BTMF GROUP HOLDING BV

10-May-2018 29,668.37 29,668.37EURFACILITY B1ALLNEX (LUXEMBOURG) & CY S.C.A.

(MONARCH)

14-May-2018 742,852.17 742,852.17EURNEW TERM FACILITYSWISSPORT GROUP SARL

21-May-2018 4,974.11 4,974.11EURFACILITY BANTIN AUDE BIDCO GMBH

23-May-2018 19,547.76 19,547.76EURINITIAL TERM B12 LOANSPRINGER SCIENCE ( SPRINGER SBM ONE

GMBH)


GMBH)


GMBH)

29-May-2018 89,248.90 89,248.90EURFACILITY B1908 ACQUISITION B.V.

30-May-2018 82,704.62 82,704.62EURFACILITY BRIEMSER PHARMA GMBH

31-May-2018 1,000,000.00 1,000,000.00EURFACILITY BINTEROUTE COMMUNICATIONS LIMITED.

04-Jun-2018 2,000,000.00 2,000,000.00EURTERM LOAN AM FACILITY COMMITMENTTELENET GROUP HOLDING NV

6,506,052.97


Bond Amortisation/Prepayments between 01-May-2018 and 18-Jun-2018


ISIN / CUSIP Issuer Obligation Amortisation

Amount

CCY Outstanding

Principal at Start of

Reporting Period

Outstanding

Principal at End of

Reporting Period

Amortisation

Date

** Nothing to report **


Notes Outstanding as of 18-Jun-2018


Factor Principal

Balance

(EUR)

Coupon

Amount

(CCY)

Principal

Balance

(CCY)

Issuer Maturity

Date

Moodys

Rating

Rating

Fitch

Frequency Fixed /

Floating

Interest

Rate %

CCYObligation

Coupon Date Spread

(bps)

Current /

Original

Current /

Original

CVC Cordatus Loan Fund III DAC 235,500,000.00CLASS A -1 CM VOTING

NOTES

EUR 1.00000 235,500,000.0015-Jul-2027 Aaa AAA 6 Months Floating 883,125.00 0.870

87.020-Jun-2018Aaa AAA

CVC Cordatus Loan Fund III DAC 21,100,000.00CLASS A -2 CM VOTING

NOTES

EUR 1.00000 21,100,000.0015-Jul-2027 Aaa AAA 6 Months Fixed 99,381.00 1.100

0.020-Jun-2018Aaa AAA

CVC Cordatus Loan Fund III DAC 38,000,000.00CLASS B-1 CM VOTING

NOTES

EUR 1.00000 38,000,000.0015-Jul-2027 Aa2 AA 6 Months Floating 245,480.00 1.500

150.020-Jun-2018Aa2 AA

CVC Cordatus Loan Fund III DAC 14,500,000.00CLASS B-2 CM VOTING

NOTES

EUR 1.00000 14,500,000.0015-Jul-2027 Aa2 AA 6 Months Fixed 142,680.00 2.300

0.020-Jun-2018Aa2 AA

CVC Cordatus Loan Fund III DAC 14,700,000.00CLASS C-1 CM VOTING

NOTES

EUR 1.00000 14,700,000.0015-Jul-2027 A2 A+ 6 Months Floating 145,530.00 2.300

230.020-Jun-2018A2 A+

CVC Cordatus Loan Fund III DAC 9,400,000.00CLASS C-2 CM VOTING

NOTES

EUR 1.00000 9,400,000.0015-Jul-2027 A2 A+ 6 Months Fixed 120,602.00 3.000

0.020-Jun-2018A2 A+

CVC Cordatus Loan Fund III DAC 21,600,000.00CORDA 3X D EUR 1.00000 21,600,000.0008-Jul-2027 Baa2 BBB+ 6 Months Floating 316,224.00 3.400

340.020-Jun-2018Baa2 BBB+

CVC Cordatus Loan Fund III DAC 33,800,000.00CORDA 3X E EUR 1.00000 33,800,000.0008-Jul-2027 Ba2 BB 6 Months Floating 698,646.00 4.800

480.020-Jun-2018Ba2 BB

CVC Cordatus Loan Fund III DAC 13,500,000.00CORDA 3X F EUR 1.00000 13,500,000.0008-Jul-2027 B2 B- 6 Months Floating 348,705.00 6.000

600.020-Jun-2018B2 B-

CVC Cordatus Loan Fund III DAC 47,900,000.00CORDA 3X SUB EUR 1.00000 47,900,000.0008-Jul-2027 NR NR 6 Months Fixed 0.00 0.000

0.020-Jun-2018NR NR

450,000,000.00 3,000,373.00


Liquidity Facility as of 18-Jun-2018


Accrual Start

Date

Issue Name Accrual End

Date

Day

Basis

Accrual

Days

Outstanding

Amount (CCY)

Interest

Rate

Interest Amount

(CCY)

Currency

Commitment Fee

Commitment Fee

16-Jan-2018Commitment Fee 20-Jun-2018 Actual/360 64.00 EUR 0.6500% 1,281.22 1,108,743.99

21-Mar-2018Commitment Fee 20-Jun-2018 Actual/360 91.00 EUR 0.6500% 4,929.17 3,000,000.00


Defaulted Assets as of 18-Jun-2018



Country

Tranche

Moody's Industry

Fitch Industry

Loan X ID Default

Date

Fitch

Rating

Moody's

Rating

CCY Principal

Balance

(EUR)

Security ID Moody's

Recovery

Rate (%)

Fitch

Recovery

Rate (%)

Par Amount

(EUR)

Market

Value

(%)

**Nothing to report**


Issuer Rating Changes between 01-May-2018 and 18-Jun-2018


Issuer Rating

Agency

Prior

Rating

Prior Rating

Date

Prior Credit

Watch

Current

Rating

Current

Rating Date

Current Credit

Watch

Downgrade

B2 06-Mar-2017 09-May-2018Moody's B3 Stable OutlookCOLOUROZ MIDCO Stable Outlook

B3 11-May-2017 29-May-2018Moody's B2 Stable OutlookINFORMATICA CORPORATION (ITALIC MERGER SUB INC) Stable Outlook

Downgrade

B2 22-Sep-2016 12-Jun-2018Moody's WRTMF GROUP HOLDING BV


Account Balances as of 18-Jun-2018


CCY Account Name Starting Balance

(CCY)

Ending Balance

(CCY)

Starting Balance

(EUR)

Ending Balance

(EUR)

Others

EUR CVC CLF III EUR Principal Account 20,930,859.43 25,102,488.73 20,930,859.43 25,102,488.73

EUR CVC CLF III EUR Collateral Enhancement Account 0.00 0.00 0.00 0.00

EUR CVC CLF III EUR Collection Account 0.00 0.00 0.00 0.00

EUR CVC CLF III EUR Contributions Account 0.00 0.00 0.00 0.00

EUR CVC CLF III EUR Expense Reserve Account 0.00 34,038.33 0.00 34,038.33

EUR CVC CLF III EUR Interest Account 4,900,385.98 3,121,437.77 4,900,385.98 3,121,437.77

EUR CVC CLF III EUR Interest Reserve Account 0.00 0.00 0.00 0.00

EUR CVC CLF III EUR Issuer Sales Proceeds Account 0.00 0.00 0.00 0.00

EUR CVC CLF III EUR Payment Account 0.01-0.09 0.01-0.09

EUR CVC CLF III EUR Pre Funded Exposure Account 0.00 0.00 0.00 0.00

EUR CVC CLF III EUR Prefunded Collection Account 2,996,177.61 3,000,000.00 2,996,177.61 3,000,000.00

EUR CVC CLF III EUR Unfunded Reserve Account 1,851,072.22 2,402,862.67 1,851,072.22 2,402,862.67

EUR CVC CLF III EUR Unused Proceeds Account 0.00 0.00 0.00 0.00

EUR EUR Interest MM Account 0.00 0.00 0.00 0.00

EUR EUR Principal MM Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Collateral Enhancement Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Collection Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Contributions Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Expense Reserve Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Interest Account 90,793.63 202,442.46 103,486.21 230,782.56

GBP CVC CLF III GBP Interest Reserve Account 0.00 19.45 0.00 22.17

GBP CVC CLF III GBP Issuer Sale Proceeds Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Payment Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Pre Funded Exposure Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Prefunded Collection Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Principal Account 7,333.54 7,333.54 8,358.74 8,360.17

GBP CVC CLF III GBP Unfunded Reserve Account 0.00 0.00 0.00 0.00

GBP CVC CLF III GBP Unused Proceeds Account 0.00 0.00 0.00 0.00

GBP GBP Interest MM Account 0.00 0.00 0.00 0.00

GBP GBP Principal MM Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Collateral Enhancement Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Collection Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Contributions Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Expense Reserve Account 0.00-0.01 0.00-0.01

USD CVC CLF III USD Intereset Reserve Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Interest Account 0.00 576.76 0.00 477.61

USD CVC CLF III USD Issuer Sale Proceeds Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Payment Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Pre Funded Exposure Account 0.00 0.00 0.00 0.00


Account Balances as of 18-Jun-2018


CCY Account Name Starting Balance

(CCY)

Ending Balance

(CCY)

Starting Balance

(EUR)

Ending Balance

(EUR)

USD CVC CLF III USD Prefunded Collection Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Principal Account 5.81 5.81 5.00 4.81

USD CVC CLF III USD Unfunded Reserve Account 0.00 0.00 0.00 0.00

USD CVC CLF III USD Unused Proceeds Account 0.00 0.00 0.00 0.00

USD USD Interest MM Account 0.00 0.00 0.00 0.00

USD USD Principal MM Account 0.00 0.00 0.00 0.00

33,900,474.72 30,790,340.20

33,900,474.72 30,790,340.20


Cross Currency Swaps as of 18-Jun-2018


Receive Current

Notional

Receive

Rate

Receive Fixed /

Floating

Receive Index Receive Amount Scheduled

on Next Payment Date

Receive Date Receive

Currency

Long Term Rating Short Term Rating FX

RateFitchMoody's FitchMoody's

Counterparty

Pay Current

NotionalPay Rate Pay Fixed /

Floating

Pay Index Payment Date Pay

Currency

Pay Amount Scheduled on

Next Payment Date

Hedge Name

3.279 Floating EURIBOR (6 months) 6,836,499.99 02-Jul-2018 EURA3 A+ P-1 F1 112,707.11 JP MORGAN 1 GBP =

0.80450523

EUR

4.827 LIBOR (6 months) 5,500,000.00 02-Jul-2018Floating GBP 131,658.28 ALL 3 MEDIA

3.899 Floating EURIBOR (6 months) 1,119,100.00 02-Jul-2018 EURA3 A+ P-1 F1 21,938.06 JP MORGAN 1.1191 GBP

= 1 EUR

5.577 LIBOR (6 months) 1,000,000.00 02-Jul-2018Floating GBP 27,657.05 INDIGOCYAN HOLDCO 3

LIMITED


= 1 EUR

7.077 LIBOR (6 months) 1,000,000.00 03-Jul-2018Floating GBP 35,289.30 NEMEAN BONDCO PLC


= 1 EUR

5.000 Prime 1,000,000.00 03-Jul-2018Floating GBP 25,138.89 VIRGIN MEDIA SECURED

FINANCE

174,486.62 Total Scheduled Amount Receivable by Next Payment Date(EUR):

Monthly Report Produced 20-Jun-201810 - 1Deutsche Bank - Trust & Agency Services

Interest Rate Swaps as of 18-Jun-2018


Hedge Name Termination

Date

Receive Notional

Outstanding

Receive Rate Receive Fixed /

Floating

Receive Index Receive DateReceive Spread Receive

Currency

Scheduled Receivable Due By

Next Payment Date

Counterparty Pay Notional

Outstanding

Pay Rate Pay Fixed /

Floating

Pay Index Payment DatePay Spread Pay

Currency

Scheduled Payable Due By

Next Payment Date

** Nothing to report **


Discount Obligations as of 18-Jun-2018


Industry Class :

Country

Issuer Name Issue Name Maturity

Date

Fitch

Rating

Moody's

Rating

CCY Principal

Balance (EUR)

Security ID Market

Price

(%)

Price

(%)Moody's Industry

Fitch Industry



Par Coverage Test Detail as of 18-Jun-2018

CVC Cordatus Loan Fund III DACPayment Date Report

Test Description Numerator Denominator Trigger Current Result Pass/FailPrior Result

18-Jun-2018 30-Apr-2018

141.48% Pass>= 132.20%309,100,000.00437,314,600.57 141.48%Class A/B Par Value Test

131.25% Pass>= 124.00%333,200,000.00437,314,600.57 131.25%Class C Par Value Test

123.26% Pass>= 118.00%354,800,000.00437,314,600.57 123.26%Class D Par Value Test

112.54% Pass>= 108.30%388,600,000.00437,314,600.57 112.53%Class E Par Value Test

108.76% Pass>= 105.10%402,100,000.00437,314,600.57 108.76%Interest Diversion Test

Denominator Details

EUR

Class A/B Par Value Test

Principal Balance of Notes 309,100,000.00

Class C Par Value Test


Class D Par Value Test


Class E Par Value Test


Interest Diversion Test


Numerator Details

EUR

438,549,494.45(a) CDO Aggregate Principal Balance

-1,234,893.88(b) Account Balances (Principal and Unused Proceeds)

0.00(c) Defaulted Obligations

0.00(d) Minus Excess CCC/Caa Adjustment

CCC haircut 0.00

Discount haircut 0.00

437,314,600.57Adjusted Aggregate Collateral Balance (a+b+c-d)


Interest Coverage Test Detail as of 18-Jun-2018


Test Description Numerator Denominator Trigger Current Result Pass/FailPrior Result

30-Apr-201818-Jun-2018

Class A/B Interest Coverage Test 240.47%1,370,666.00 320.37% Pass>= 120.00%4,391,197.22

Class C Interest Coverage Test 201.31%1,636,798.00 268.28% Pass>= 110.00%4,391,197.22

Class D Interest Coverage Test 168.70%1,953,022.00 224.84% Pass>= 105.00%4,391,197.22

Class E Interest Coverage Test 124.23%2,651,668.00 165.60% Pass>= 102.00%4,391,197.22

EUR

Actual Interest Proceeds Collected 4,900,385.98

Projected Interest - Securities 0.00

Projected Interest - Eligible Investments 0.00

Projected Reinvestment Interest 0.00

Periodic Reserve Amount 0.00

Numerator Adjustment 0.00

Amounts payable pursuant to (A) - (F) -509,188.76

4,391,197.22

Denominator Details

EUR

Class A/B Interest Coverage Test

Projected Interest Payments on Notes 1,370,666.00

Class C Interest Coverage Test


Class D Interest Coverage Test


Class E Interest Coverage Test


Numerator Details

The Liquidity Facility was not included as available Interest proceeds in the calculation of the Interest Coverage Ratio for this period, as the original Liquidity Facility was repaid as part of the Re-Issuance


Collateral Quality Tests as of 18-Jun-2018


Test Description Trigger Current Result Prior Result Pass / Fail Comments

30-Apr-201818-Jun-2018

Moody's Maximum Weighted Average Rating Factor Test 2797.09<= 2990.00 2815.54 Pass

Moody's Minimum Weighted Average Coupon Test 6.3157%>= 5.0000% 6.6362% Pass

Moody's Minimum Weighted Average Floating Spread Test 4.06>= 3.96 4.08 Pass

Moody's Minimum Weighted Average Recovery Rate Test 44.2>= 41.0 44.1 Pass

Fitch Maximum Weighted Average Rating Factor Test 32.91<= 33.00 32.69 Pass

Fitch Minimum Weighted Average Recovery Rate Test 63.1>= 62.4 62.8 Pass

Fitch Minimum Weighted Average Coupon 4.96>= 5.00 5.03 Fail

Fitch Minimum Weighted Average Spread Test 4.05%>= 4.00% 4.08% Pass

Weighted Average Life Test 5.20<= 5.08 5.27 Fail

Moody's Diversity Score 48>= 39 47 Pass


Concentration Limitation Tests as of 18-Jun-2018


Test Description Trigger Current Result Prior Result Numerator Denominator Pass/Fail Comments

18-Jun-2018 30-Apr-2018

(a) not less than 90 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Secured Senior Obligations

437,314,600.5796.79%>= 90.00% 423,725,462.5296.89% Pass

(b) not more than 35 per cent. of the Aggregate Collateral Balance shall consist

of Senior Secured Bonds and High Yield Bond

437,314,600.5716.15%<= 35.00% 70,891,471.4316.21% Pass

(c) not more than 10 per cent. of the Aggregate Collateral Balance shall consist

of Unsecured Senior Loans, Second Lien Loans, Mezzanine Obligations and

High Yield Bonds

437,314,600.573.21%<= 10.00% 13,589,138.053.11% Pass

(d)(i) not less than 5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Fixed Rate Collateral Debt Obligations

437,314,600.576.64%>= 5.00% 28,797,500.006.59% Pass

(d)(ii) not more than 15 per cent. of the Aggregate Collateral Balance shall

consist of obligations which are Fixed Rate Collateral Debt Obligations

437,314,600.576.64%<= 15.00% 28,797,500.006.59% Pass

(e) not more than 20 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Asset Swap Obligations

437,314,600.572.35%<= 20.00% 10,293,499.992.35% Pass

(f) not more than 2.5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Unhedged Collateral Debt Obligations

437,314,600.570.00%<= 2.50% 0.000.00% Pass

(g) not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Unhedged Collateral Debt Obligations and Principal

Hedged Obligations

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(h)not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Swapped Non-Discount Obligations

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(i) not more than 10 per cent. of the Aggregate Collateral Balance shall consist

of Obligors who are Domiciled in countries or jurisdictions rated below "A-" by

Fitch

437,314,600.573.37%<= 10.00% 14,000,000.003.20% Pass

(j)(i) not more than 10 per cent. of the Aggregate Collateral Balance shall

consist of Obligors who are Domiciled in countries or jurisdictions with Moody's

risk ceiling between “A1” and “Baa3”

437,314,600.570.00%<= 10.00% 0.000.00% Pass

(j)(ii) not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of Obligors who are Domiciled in countries or jurisdictions with Moody's risk

ceiling between “Baa1” and “Baa3”

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(k) not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of Current Obligations

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(l) Not more than 5 per cent. of the Aggregate Collateral Balance may consist of

Unfunded Amounts and Funded Amounts under Revolving Obligations and/or

Delayed Drawdown Collateral Debt Obligations

437,314,600.570.87%<= 5.00% 3,286,904.760.75% Pass

(m)(i) not more than 5 per cent. of the Aggregate Collateral Balance shall

consist of Corporate Rescue Loans, provided that

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(m)(ii) no more than 2 per cent. shall consist of Corporate Rescue Loans of a

single Obligor

437,314,600.570.00%<= 2.00% 0.000.00% Pass

(n) not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are PIK Securities

437,314,600.570.00%<= 5.00% 0.000.00% Pass

Payment Date Report Produced 20-Jun-2018Deutsche Bank - Trust & Agency Services 16 - 1




18-Jun-2018 30-Apr-2018

(o) not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Annual Obligations

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(p) not more than 7.5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Caa Obligations

437,314,600.573.55%<= 7.50% 13,589,138.053.11% Pass

(q) not more than 7.5 per cent. of the Aggregate Collateral Balance shall consist

of obligations which are Fitch CCC Obligations

437,314,600.570.00%<= 7.50% 0.000.00% Pass

(r) not more than 10 per cent. of the Aggregate Collateral Balance shall consist

of obligations whose Moody's Rating is derived from an S&P rating

437,314,600.570.00%<= 10.00% 0.000.00% Pass

(s)(i) with respect to Senior Secured Loans and Senior Secured Bonds not

more than 2.5 per cent. of the Aggregate Collateral Balance shall be the

obligation of any single Obligor

437,314,600.572.06%<= 2.50% 9,000,000.002.06% Pass

(s)(ii)the Aggregate Principal Balance of obligations of 3 Obligors may each

represent up to 3 per cent. each

437,314,600.572.55%<= 3.00% 11,147,499.992.55% Pass

(t)(i) with respect to Senior Unsecured Obligations, Second Lien Loans,

Mezzanine Obligations and High Yield Bonds, in aggregate, not more than 1.5

per cent. of the Aggregate Collateral Balance shall be the obligation of any

single Obligor

437,314,600.570.23%<= 1.50% 1,000,000.000.23% Pass

(t)(ii) provided that up to 3 Obligors may represent up to 2 per cent. each 437,314,600.570.80%<= 2.00% 3,500,000.000.80% Pass

(u) not more than 3 per cent. of the Aggregate Collateral Balance shall be the

obligation of any single Obligor;

437,314,600.572.68%<= 3.00% 11,736,638.042.68% Pass

(v)(i) one Moody’s industry classification may comprise between up to 15 per

cent. of the Aggregate Collateral Balance

437,314,600.5713.65%<= 15.00% 61,694,991.1314.11% Pass

(v)(ii) any two Moody’s industry classifications may comprise up to 12 per cent.

of the Aggregate Collateral Balance

437,314,600.5712.12%<= 12.00% 47,921,596.4310.96% Pass

(v)(iii) not more than 10 per cent. of the Aggregate Collateral Balance shall be

obligations comprising any one Moody’s industry classification

437,314,600.579.34%<= 10.00% 41,412,321.279.47% Pass

(w)(i) not more than 20 per cent. of the Aggregate Collateral Balance shall be

obligations comprising any one Fitch industry category

437,314,600.5712.13%<= 20.00% 56,060,791.3912.82% Pass

(w)(ii) not more than 50 per cent in respect of the three Fitch industry

categories containing the most Collateral Debt Obligations

437,314,600.5732.31%<= 50.00% 147,779,361.1233.79% Pass

(x) not more than 5 per cent. of the Aggregate Collateral Balance shall consist

of Participations

437,314,600.570.00%<= 5.00% 0.000.00% Pass

(y) not more than 2.5 per cent. of the Aggregate Collateral Balance shall

consist of Bridge Loans

437,314,600.570.00%<= 2.50% 0.000.00% Pass

(z)(i) Aggregate Third Party Credit Exposure Risk Limitations AAA 437,314,600.570.00%<= 5.00% 0.000.00% Pass

(z)(ii) Individual Third Party Credit Exposure Risk Limitations AAA 438,549,494.450.00%<= 5.00% 0.000.00% Pass

(z)(iii) Aggregate Third Party Credit Exposure Risk Limitations AA+ 437,314,600.570.00%<= 5.00% 0.000.00% Pass

(z)(iv) Individual Third Party Credit Exposure Risk Limitations AA+ 438,549,494.450.00%<= 5.00% 0.000.00% Pass





18-Jun-2018 30-Apr-2018

(z)(v) Aggregate Third Party Credit Exposure Risk Limitations AA 437,314,600.570.00%<= 10.00% 0.000.00% Pass

(z)(vi) Individual Third Party Credit Exposure Risk Limitations AA 438,549,494.450.00%<= 5.00% 0.000.00% Pass

(z)(vii) Aggregate Third Party Credit Exposure Risk Limitations AA- 437,314,600.570.00%<= 10.00% 0.000.00% Pass

(z)(viii) Individual Third Party Credit Exposure Risk Limitations AA- 438,549,494.450.00%<= 10.00% 0.000.00% Pass

(z)(ix) Aggregate Third Party Credit Exposure Risk Limitations A+ 437,314,600.570.00%<= 5.00% 0.000.00% Pass

(z)(x) Individual Third Party Credit Exposure Risk Limitations A+ 438,549,494.450.00%<= 5.00% 0.000.00% Pass

(z)(xi) Aggregate Third Party Credit Exposure Risk Limitations A 437,314,600.570.00%<= 5.00% 0.000.00% Pass

(z)(xii) Individual Third Party Credit Exposure Risk Limitations A 438,549,494.450.00%<= 5.00% 0.000.00% Pass

(z)(xiii) Aggregate Third Party Credit Exposure Risk Limitations A- 437,314,600.570.00%<= 0.00% 0.000.00% Pass

(z)(xiv) Individual Third Party Credit Exposure Risk Limitations A- 438,549,494.450.00%<= 0.00% 0.000.00% Pass

(aa) not more than 20 per cent. of the Aggregate Collateral Balance shall

consist of Cov-Lite Loans

437,314,600.570.46%<= 20.00% 2,000,000.000.46% Pass

(bb) not more than 20 per cent. of the Aggregate Collateral Balance shall

consist of loans to an Obligor which is a Portfolio Company

437,314,600.570.00%<= 20.00% 0.000.00% Pass


CounterParty Sub-Participation Exposure as of 18-Jun-2018


Principal Balance

(EUR)

All In Interest

Rate (%)

Maturity Date Coupon

Margin

(bps)

ObligationCounterParty Name

Moody's

CounterParty Rating

S&P Fitch

Funded

Amount



Country Diversification / Obligor Count By Value as of 18-Jun-2018


0

10

20

30

40

50

60

2.50

5.00

7.50

10.0

0

12.5

0

Nu

mb

er

Of

Ob

lig

ors

The values are grouped within their band floor amount (mm) as shown on the x-axis

EUR Value Bands (mm's)

Obligor Count Split in 2.5 million EUR Bands

12.49%United States

11.02%Netherlands

3.69%Switzerland

3.19%Italy

2.51%Spain

2.51%Sweden

2.85%Others

19.05%France

15.78%Germany

14.41%Luxembourg

12.50%United Kingdom

Geographical Split By Country

Others Include

Denmark 1.44%

Hong Kong 0.67%

Jersey 0.26%

Poland 0.23%

Ireland 0.14%

Norway 0.11%

Top 10 Obligors

PortfolioBalance (mm's)

(EUR)

Obligor

11.7COLOUROZ MIDCO 2.68%

10.0VEDICI 2.29%

9.0DRY MIX SOLUTIONS INVESTISSEMENTS SAS 2.06%

8.0EIRCOM FINCO S.A.R.L. 1.83%

8.0PI LUX FINCO SARL 1.83%

8.0TACKLE SARL 1.83%

7.8SYNLAB BONDCO PLC 1.77%

7.5PERTENTO S.A.R.L. 1.71%

7.2SPRINGER SCIENCE ( SPRINGER SBM ONE

GMBH)

1.65%

7.0HOMEVI 1.60%

Deutsche Bank - Trust & Agency Services Payment Date Report Produced 20-Jun-201818 - 1

Assets by Moody's Industry as of 18-Jun-2018


0 2 4 6 8 10 12 14 16

Diversif ied/Conglomerate Service

Telecommunications


Healthcare, Education and Childcare


Containers, Packaging and Glass

Electronics

Diversif ied/Conglomerate Manufacturing

Personal and Non-Durable Consumer Products (Manufacturing Only)

Personal, Food and Miscellaneous Services


Mining, Steel, Iron and Non-Precious Metals


Retail Store


Diversif ied Natural Resources, Precious Metals and Minerals

Banking

Machinery (Non-Agriculture, Non-Construction and Non-Electronic)

Home and Off ice Furnishings, Housew ares and Durable Consumer

Products

Leisure, Amusement and Entertainment - Europe

Automobile

Oil and Gas

14.1

10.9

10.6

9.4

6.2

5.5

5.3

4.5

4.1

3.9

3.8

2.9

2.7

2.7

2.3

2.2

2.2

1.9

1.8

1.6

1.3

0.2

Value in Percentage


Assets by Fitch Industry as of 18-Jun-2018


0 2 4 6 8 10 12 14

Healthcare

Telecommunications

Chemicals

Packaging & Containers

Business Services

Computers and Electronics

Gaming, Leisure & Entertainment

Pharmaceuticals

Broadcasting and Media

Building and Materials

Industrial/Manufacturing

Banking & Finance

Food, Beverage, & Tobacco

Transportation & Distribution

Retail (General)

Consumer Products

Cable

Lodging and restaurants

Automobiles

Paper & Forest Products

Utilities (Pow er)

Real Estate

Environmental Services

Energy (Oil & Gas)

12.8

11.8

9.1

6.4

6.0

5.5

5.4

4.9

4.8

4.7

4.3

4.2

2.9

2.9

2.7

2.5

2.4

1.9

1.3

1.1

1.0

0.7

0.5

0.2

Value in Percentage


Rating Details as of 18-Jun-2018


Issuer Issue Name

Moody'sFitch Moody'sFitch

Principal

Balance

(EUR)Moody's

Rating at Acquistion Prior Rating Current Rating

Fitch

Rating

Seniority

FACILITY B Shadow 6,410,751.10 1908 ACQUISITION B.V. Shadow ShadowShadowShadow ShadowSenior Secured

TEMMLER WERKE HOLDING Shadow 4,000,000.00 AENOVA HOLDING GMBH Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B2 B2 1,500,000.00 AI AVOCADO HOLDING B.V. B2 ShadowShadowShadow ShadowSenior Secured

TERM LOAN 1ST LIEN - HYPO B3 2,000,000.00 AI SIRONA LUXEMBOURG

ACQUISITION SARL

B3 B-ShadowShadow B-Senior Secured

GBP B FACILITY B3 6,836,500.00 ALL 3 MEDIA B3 ShadowShadowShadow ShadowSenior Secured

FACILITY B1 B1 1,201,581.63 ALLNEX (LUXEMBOURG) & CY S.C.A.

(MONARCH)

B1 ShadowShadowShadow ShadowSenior Secured

FACILITY B1 B1 1,974,937.35 ALLNEX (LUXEMBOURG) & CY S.C.A.

(MONARCH)


ALTICE 5 1/4 B1 1,000,000.00 ALTICE FINANCING SA B1 ShadowShadowShadow ShadowSenior Secured

ATCNA 6 1/4 B1 1,000,000.00 ALTICE LUXEMBOURG SA B1 ShadowShadowShadow ShadowSenior Unsecured

ANACAP FLOAT 07/30/24

CORP

B1 1,500,000.00 ANACAP FINANCIAL EUROPE S.A. B1 ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 1,995,025.89 ANTIN AUDE BIDCO GMBH Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B5 EUR Shadow 2,857,142.86 APLEONA GROUP GMBH. Shadow ShadowShadowShadow ShadowSenior Secured

EUR TLB 1 Shadow 945,000.00 ARUBA INVESTMENTS INC (ANGUS

CHEMICAL)

Shadow ShadowShadowShadow ShadowSenior Secured

EUR TLB 1 Shadow 1,000,000.00 ARUBA INVESTMENTS INC (ANGUS

CHEMICAL)


EURO B2 TERM LOAN Shadow 5,248,454.47 ARVOS HOLDING GMBH Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B6 Shadow 3,895,078.00 AURIS LUXEMBOURG III SA Shadow ShadowShadowShadow ShadowSenior Secured

2018 REFINANCING EUR TERM Ba3 938,742.18 AVAST SOFTWARE B.V. Ba3 ShadowShadowShadow ShadowSenior Secured

BTWO FLOAT CORP Shadow 500,000.00 B2 HOLDING ASA Shadow ShadowShadowShadow ShadowSenior Unsecured

INITIAL EURO TERM LOAN 1ST

LIEN

B2 1,927,508.30 BARING PRIVATE EQUITY ASIA VI

HOLDING (1) LTD


INITIAL EURO TERM LOAN 1ST

LIEN

B2 997,500.00 BARING PRIVATE EQUITY ASIA VI

HOLDING (1) LTD


GBRKNG GLOAT CO B3 5,000,000.00 BURGER KING FRANCE B3 B-ShadowShadow B-Senior Secured




Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority

FACILITY B Shadow 1,000,000.00 CAB Shadow ShadowShadowShadow ShadowSenior Secured

ECPG FLOAT B2 1,000,000.00 CABOT FINANCIAL LUXEMBOURG II

SA


ECPG FLOAT B2 1,000,000.00 CABOT FINANCIAL LUXEMBOURG II

SA


EXTENDED EURO TERM LOAN Shadow 4,812,598.84 CATALENT PHARMA SOLUTIONS, INC

(PTS)


FACILITY B Shadow 2,000,000.00 CIDRON KUMA 2 SARL Shadow ShadowShadowShadow ShadowSenior Secured

EURO TERM B-5 LOANS B3 1,980,000.00 COLOUROZ MIDCO B3 ShadowShadowShadow ShadowSenior Secured

INITIAL EURO TERM LOAN

SECOND LIEN

B3 589,138.05 COLOUROZ MIDCO B3 ShadowShadowShadow ShadowMezzanine

TERM LOAN B3 4,825,000.01 COLOUROZ MIDCO B3 ShadowShadowShadow ShadowSenior Secured

TERM LOAN B3 4,342,499.98 COLOUROZ MIDCO B3 ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,000,000.00 COMDATA S.P.A. Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,000,000.00 CONSTANTIN INVESTISSEMENT 4 SAS Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,000,000.00 CONSTANTIN INVESTISSEMENT 4 SAS Shadow ShadowShadowShadow ShadowSenior Secured

TERM LOAN HYPO B2 2,000,000.00 COOPER B2 ShadowShadowShadow ShadowSenior Secured

TERM FACILITY B1 B2 3,000,000.00 CORIALIS GROUP LIMITED B2 ShadowShadowShadow ShadowSenior Secured

FACILITY B1 Shadow 4,000,000.00 CTC ACQUICO GMBH Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B1 Shadow 1,500,000.00 CTC ACQUICO GMBH Shadow ShadowShadowShadow ShadowSenior Secured

SODELHO S.A Shadow 2,192,183.12 DELACHAUX (SODELHO S.A.) Shadow ShadowShadowShadow ShadowSenior Secured

SODELHO S.A Shadow 943,816.30 DELACHAUX (SODELHO S.A.) Shadow ShadowShadowShadow ShadowSenior Secured

INITIAL EURO TERM LOAN Shadow 1,493,750.00 DIAMOND (BC) B.V. Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 1,000,000.00 DIAVERUM HOLDING S.A.R.L. Shadow ShadowShadowShadow ShadowSenior Secured

SECOND LIEN Shadow 500,000.00 DIAVERUM HOLDING S.A.R.L. Shadow ShadowShadowShadow ShadowSenior Unsecured

NEW EURO TERM LOAN B B1 2,462,625.00 DIEBOLD NIXDORF INC B1 ShadowShadowShadow ShadowSenior Secured

FACILITY B B2 9,000,000.00 DRY MIX SOLUTIONS

INVESTISSEMENTS SAS





Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority

FACILITY B1 Shadow 4,000,000.00 EG FINCO LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B1 Shadow 691,277.12 EG FINCO LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B2 Shadow 691,713.99 EG FINCO LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

Unfunded Commitment Shadow 790,476.19 EG FINCO LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 3,000,000.00 EIGER ACQUISITION B.V. Shadow ShadowShadowShadow ShadowSenior Secured

EIRCMF 4 05/31/22 CORP B1 625,000.00 EIRCOM FINANCE DESIGNATED

ACTIVITY COMPANY


TERM LOAN B B1 8,000,000.00 EIRCOM FINCO S.A.R.L. B1 ShadowShadowShadow ShadowSenior Secured

FACILITY B1E Shadow 1,322,916.13 EVERGOOD 4 APS Shadow ShadowShadowShadow ShadowSenior Secured

INITIAL EURO TERM LOAN B2 2,000,000.00 FILTRATION GROUP CORPORATION B2 ShadowShadowShadow ShadowSenior Secured

TERM LOAN B Shadow 3,500,000.00 FINANCIERE HOLDING CEP Shadow ShadowShadowShadow ShadowSenior Secured

TERM LOAN SECOND LIEN Shadow 1,000,000.00 FINANCIERE HOLDING CEP Shadow ShadowShadowShadow ShadowSenior Subordinate

NEW FACILITY B Shadow 1,000,000.00 FINANCIERE SUN SAS Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 1,000,000.00 FINANCIERE VERDI I S.A.S Shadow ShadowShadowShadow ShadowSenior Secured

TERM LOAN HYPO Shadow 6,000,000.00 FLORA Shadow ShadowShadowShadow ShadowSenior Secured

INITIAL EURO TERM LOAN Shadow 4,000,000.00 FUGUE FINANCE B.V. Shadow ShadowShadowShadow ShadowSenior Secured

TRANCHE B-1 EURO TERM

LOANS

B1 2,941,771.00 GARDNER DENVER INC B1 ShadowShadowShadow ShadowSenior Secured

INITIAL B-2 EURO TERM LOAN B2 4,756,184.76 GATES GLOBAL LLC B2 ShadowShadowShadow ShadowSenior Secured

TERM LOAN B -HYPO B2 2,000,000.00 GTT COMMUNICATIONS, INC. B2 BShadowShadow BSenior Secured

GCLIM FLOAT CORP B2 1,000,000.00 GUALA CLOSURES SPA B2 ShadowShadowB ShadowSenior Secured

FACILITY B2 (EUR) LOAN Shadow 2,000,000.00 GVC HOLDINGS PLC Shadow BB+ShadowShadow BB+Senior Secured

HEMABV FLOAT COR B3 500,000.00 HEMA BONDCO I BV B3 ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 1,000,000.00 HNVR HOLDCO LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B B1 5,000,000.00 HOMEVI B1 ShadowShadowShadow ShadowSenior Secured

FACILITY B B1 2,000,000.00 HOMEVI B1 ShadowShadowShadow ShadowSenior Secured




Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority

FACILITY B1 Shadow 2,000,000.00 IGT HOLDING IV AB Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 1,119,100.00 INDIGOCYAN HOLDCO 3 LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

2024 EURO TERM LOAN Ba2 6,982,500.00 INEOS FINANCE PLC Ba2 ShadowShadowShadow ShadowSenior Secured

FACILITY B3 Shadow 3,000,000.00 INFINITAS LEARNING HOLDING B.V. Shadow ShadowShadowShadow ShadowSenior Secured

EURO TRANCHE B-2 TERM

LOAN

B3 3,473,793.75 INFOR US INC B3 BShadowShadow BSenior Secured

NEW EURO TERM B 1 FACILITY Shadow 3,803,377.98 INFORMATICA CORPORATION (ITALIC

MERGER SUB INC)


2024 TRANCHE B2 NEW EURO

TERM

B1 1,995,000.00 INOVYN FINANCE PLC B1 ShadowShadowShadow ShadowSenior Secured

INITIAL EURO TERM LOANS B2 2,992,500.00 ION TRADING TECHNOLOGIES LTD B2 ShadowShadowShadow ShadowSenior Secured

IPDEBV 4 07/15/22 CORP B2 2,000,000.00 IPD 3 B.V. B2 BShadowShadow BSenior Secured

IPDEBV FLOAT 07/15/22 CORP B2 1,000,000.00 IPD 3 B.V. B2 BShadowShadow BSenior Secured

TERM B-1 EUR LOAN Ba2 1,920,687.50 IQVIA INC. Ba2 ShadowShadowShadow ShadowSenior Secured

TERM LOAN B HYPO Ba2 3,000,000.00 IQVIA INC. Ba2 ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,000,000.00 ITIVITI GROUP AB Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B1 B2 1,000,000.00 KETER GROUP B.V B2 ShadowShadowShadow ShadowSenior Secured



FACILITY B2 LOAN Shadow 2,000,000.00 KIWI VFS SUB II S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B2 LOAN Shadow 2,000,000.00 KIWI VFS SUB II S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,000,000.00 LARY 4 AB Shadow ShadowShadowShadow ShadowSenior Secured

LECTA CORP B2 1,000,000.00 LECTA SA B2 B-ShadowShadow B-Senior Secured

LECTA CORP B2 1,000,000.00 LECTA SA B2 B-ShadowShadow B-Senior Secured

LECTA CORP B2 500,000.00 LECTA SA B2 B-ShadowShadow B-Senior Secured

LECTA FLOAT CORP B2 1,000,000.00 LECTA SA B2 B-ShadowShadow B-Senior Secured

LECTA FLOAT CORP B2 500,000.00 LECTA SA B2 B-ShadowShadow B-Senior Secured




Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority



LKQ 3 5/8 CORP Shadow 1,000,000.00 LKQ EURO HOLDINGS BV Shadow BBShadowShadow BBSenior Unsecured

FACILITY B2 Shadow 1,000,000.00 LSF10 XL BIDCO S.C.A Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,666,091.36 LSF10 XL INVESTMENTS SARL Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B4 Shadow 2,000,000.00 LSF9 ROBIN INVESTMENTS LIMITED Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B HYPO Shadow 1,000,000.00 LSFX FLAVUM HOLDCO, S.L.U Shadow ShadowShadowShadow ShadowSenior Secured

TERM B -4 FIRST LIEN B2 2,000,000.00 LULLY FINANCE S.A.R.L. B2 ShadowShadowShadow ShadowSenior Secured

TERM LOAN C - 6 B2 1,668,400.02 MACDERMID FUNDING LLC B2 ShadowShadowShadow ShadowSenior Secured

EURO TRANCHE C5 B2 3,689,017.83 MACDERMID INC. (PLATFORM

SPECIALTY)


MASAIN FLOAT 09/15/24 COR Shadow 1,500,000.00 MASARIA INVESTMENTS S.A.U Shadow ShadowShadowShadow ShadowSenior Secured

MATTER 4 B2 2,000,000.00 MATTERHORN TELECOM HOLDING SA B2 ShadowShadowShadow ShadowSenior Unsecured

MATTER 4 B2 1,000,000.00 MATTERHORN TELECOM HOLDING SA B2 ShadowShadowShadow ShadowSenior Unsecured

MATTER 4 B2 500,000.00 MATTERHORN TELECOM HOLDING SA B2 ShadowShadowShadow ShadowSenior Unsecured

MATTER CORP Shadow 500,000.00 MATTERHORN TELECOM SA Shadow ShadowShadowShadow ShadowSenior Secured

MATTER FLOAT CORP Shadow 428,571.43 MATTERHORN TELECOM SA Shadow ShadowShadowShadow ShadowSenior Secured

CABBCO FLOAT B3 4,000,000.00 MONITCHEM HOLDCO 3 S.A. B3 ShadowShadowShadow ShadowSenior Secured



CABBCO FLOAT B3 500,000.00 MONITCHEM HOLDCO 3 S.A. B3 ShadowShadowShadow ShadowSenior Secured

TERM LOAN HYPO B2 1,500,000.00 MRH B2 ShadowShadowShadow ShadowSenior Secured

NEMEANFLOAT 02/01/23 CORP Shadow 1,165,400.00 NEMEAN BONDCO PLC Shadow ShadowShadowShadow ShadowSenior Secured

EURO TERM LOAN Shadow 987,537.50 NEP EUROPE FINCO BV Shadow ShadowShadowShadow ShadowSenior Secured

STADAH CORP Shadow 250,000.00 NIDDA HEALTHCARE HOLDING Shadow ShadowShadowShadow ShadowSenior Secured




Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority

DELAYED DRAW LOAN

FACILITY B2

Shadow 503,571.43 NIDDA HEALTHCARE HOLDING AG Shadow ShadowShadowShadow ShadowSenior Secured

Unfunded Commitment Shadow 869,171.63 NIDDA HEALTHCARE HOLDING AG Shadow ShadowShadowShadow ShadowSenior Secured

Unfunded Commitment Shadow 1,627,256.94 NIDDA HEALTHCARE HOLDING AG Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B3 Shadow 2,000,000.01 NOMAD FOODS EUROPE MIDCO LTD Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B3 HYPO Shadow 1,881,786.47 NOVACAP GROUP BIDCO Shadow ShadowShadowShadow ShadowSenior Secured

TRANCHE B-12 LOAN B1 3,980,000.00 NUMERICABLE-SFR S.A./ U.S. LLC/

YPSO FRANCE SAS


FACILITY B Shadow 2,000,000.00 OBOL FRANCE 3 SAS Shadow ShadowShadowShadow ShadowSenior Secured

INITIAL EURO TERM LOAN Shadow 1,924,615.38 ONEX WIZARD ACQUISITION

COMPANY I SARL (SIG COMBILOC)


INITIAL EURO TERM LOAN Shadow 3,000,000.00 ONEX WIZARD ACQUISITION

COMPANY I SARL (SIG COMBILOC)


FACILITY B1 Shadow 2,000,000.00 ORBITER GROUP S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

TRANCHE B-1 TERM LOAN Shadow 5,000,000.00 OXEA HOLDING DREI GMBH Shadow ShadowShadowShadow ShadowSenior Secured

UFINET TELECOM HODLING SL Shadow 3,500,000.00 PERTENTO S.A.R.L. Shadow ShadowShadowShadow ShadowSenior Secured



FACILITY B LOAN Shadow 1,000,000.00 PFLEIDERER GROUP S.A. Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B2 Shadow 5,000,000.00 PI LUX FINCO SARL Shadow ShadowShadowShadow ShadowSenior Secured

SECOND LIEN FACILITY 2 Shadow 2,000,000.00 PI LUX FINCO SARL Shadow ShadowShadowShadow ShadowSenior Subordinate

SECOND LIEN FACILITY 2 Shadow 1,000,000.00 PI LUX FINCO SARL Shadow ShadowShadowShadow ShadowSenior Subordinate

INITIAL TERM LOANS Shadow 3,000,000.00 RAIN CARBON Shadow ShadowShadowShadow ShadowSenior Secured

EURO TERM LOAN Shadow 3,860,600.00 RANPAK CORP. Shadow ShadowShadowShadow ShadowSenior Secured

TERM B1 B3 2,500,000.00 REMEDCO HOLDING B.V. B3 ShadowShadowShadow ShadowSenior Secured

TERM B1 B3 2,000,000.00 REMEDCO HOLDING B.V. B3 ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 2,417,295.38 RIEMSER PHARMA GMBH Shadow ShadowShadowShadow ShadowSenior Secured




Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority



SCHMAN FLOAT CORP B1 1,500,000.00 SCHUMANN SPA B1 ShadowShadowShadow ShadowSenior Secured

SCHMAN FLOAT CORP B1 250,000.00 SCHUMANN SPA B1 ShadowShadowShadow ShadowSenior Secured

SCHMAN FLOAT CORP B1 250,000.00 SCHUMANN SPA B1 ShadowShadowShadow ShadowSenior Secured

SNAIM FLOAT 11/07/21 CORP B1 500,000.00 SNAI SPA B1 ShadowShadowShadow ShadowSenior Secured

TRANCHE C TERM LOAN B3 1,965,000.00 SOLENIS INTERNATIONAL, L.P.

(ASHLAND WATER)


FIRST LIEN B TRANCHE 1 Shadow 2,656,875.26 SOPPA INVESTMENTS S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

FIRST LIEN B TRANCHE 2 Shadow 516,717.54 SOPPA INVESTMENTS S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

FIRST LIEN B TRANCHE 3 Shadow 455,702.60 SOPPA INVESTMENTS S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

FIRST LIEN B TRANCHE 4 Shadow 1,148,831.79 SOPPA INVESTMENTS S.A.R.L Shadow ShadowShadowShadow ShadowSenior Secured

INITIAL TERM B12 LOAN B1 7,209,711.91 SPRINGER SCIENCE ( SPRINGER SBM

ONE GMBH)


FACILITY B Shadow 2,000,000.00 STAGE ENTERTAINMENT B.V. Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 3,000,000.00 STARCIN FRANCE Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 4,000,000.00 STONEPEAK SPEAR NEWCO (UK) LTD Shadow ShadowShadowShadow ShadowSenior Secured

NEW TERM FACILITY B3 6,257,147.83 SWISSPORT GROUP SARL B3 ShadowShadowShadow ShadowSenior Secured

LABFP 6 1/4 Shadow 1,500,000.00 SYNLAB BONDCO PLC Shadow BShadowShadow BSenior Secured

LABFP 6 1/4 Shadow 1,250,000.00 SYNLAB BONDCO PLC Shadow BShadowShadow BSenior Secured

LABFP FLOAT CORP Shadow 5,000,000.00 SYNLAB BONDCO PLC Shadow BShadowB+ BSenior Secured

LABFP 8 Shadow 1,000,000.00 SYNLAB UNSECURED BONDCO PLC. Shadow BShadowShadow BSenior Unsecured

FACILITY B B2 5,000,000.00 TACKLE SARL B2 ShadowShadowShadow ShadowSenior Secured



FACILITY B Shadow 2,000,000.00 TAGHLEEF INDUSTRIES HOLDCO

LIMITED





Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority

TERM LOAN B - HYPO Shadow 5,000,000.00 TDC A/S (EX-TELE DANMARK AS) Shadow B+ShadowShadow B+Senior Secured

TITANL FLOAT CORP Shadow 4,000,000.00 TEAMSYSTEM SPA Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B Shadow 3,000,000.00 TECHEM GMBH Shadow BB-ShadowShadow BB-Senior Secured

FACILITY B Shadow 1,250,000.00 TECHEM GMBH Shadow BB-ShadowShadow BB-Senior Secured

EURO TERM LOANS B1 2,000,000.00 TECHNICOLOR S.A. B1 B+ShadowShadow B+Senior Secured

FACILITY A B2 2,496,670.20 TELE COLUMBUS AG B2 ShadowShadowShadow ShadowSenior Secured

TCGR CORP B2 1,000,000.00 TELE COLUMBUS AG B2 ShadowShadowShadow ShadowSenior Secured

TERM LOAN B - HYPO B3 4,000,000.00 TMF GROUP B3 ShadowShadowShadow ShadowSenior Secured

EUR TERM LOAN B2 Shadow 1,500,000.00 UNILABS DIAGNOSTICS AB Shadow ShadowShadowShadow ShadowSenior Secured

EUR TERM LOAN B2 Shadow 1,500,000.00 UNILABS DIAGNOSTICS AB Shadow ShadowShadowShadow ShadowSenior Secured

UNILAB 5 05/15/25 CORP Shadow 1,000,000.00 UNILABS SUBHOLDINGS AB Shadow ShadowShadowShadow ShadowSenior Unsecured

UNILAB 5 05/15/25 CORP Shadow 500,000.00 UNILABS SUBHOLDINGS AB Shadow ShadowShadowShadow ShadowSenior Unsecured

DRBID 4 07/01/22 CORP Shadow 6,000,000.00 UNITED GROUP BV Shadow ShadowShadowShadow ShadowSenior Secured

MEDIPOLE PARTENAIRES Shadow 10,000,000.00 VEDICI Shadow ShadowShadowShadow ShadowSenior Secured

FACILITY B4 B1 1,390,909.09 VERALLIA PACKAGING SAS B1 ShadowShadowShadow ShadowSenior Secured

TERM LOAN B - HYPO B1 3,000,000.00 VERALLIA PACKAGING SAS B1 ShadowShadowShadow ShadowSenior Secured

FACILITY B1E B2 4,000,000.00 VERISURE HOLDING AB B2 ShadowShadowShadow ShadowSenior Secured

FACILITY B1E B2 1,000,000.00 VERISURE HOLDING AB B2 ShadowShadowShadow ShadowSenior Secured

VMED 5 04/15/27 CORP Ba3 1,172,500.00 VIRGIN MEDIA SECURED FINANCE Ba3 ShadowShadowShadow ShadowSenior Secured

VRDLN 4 09/15/25 CORP Shadow 1,000,000.00 VIRIDIAN POWER & ENERGY Shadow ShadowShadowShadow ShadowSenior Secured

VEUCIN FLOAT Shadow 4,000,000.00 VUE INTERNATIONAL BIDCO Shadow BShadowShadow BSenior Secured

WINTRE COR B1 1,000,000.00 WIND TRE S.P.A B1 B+ShadowShadow B+Senior Secured

WINTRE COR B1 1,000,000.00 WIND TRE S.P.A B1 B+ShadowShadow B+Senior Secured

WINTRE FLOAT COR B1 2,500,000.00 WIND TRE S.P.A B1 B+ShadowShadow B+Senior Secured

WOWBIDCO SAS EurIBOR Shadow 4,000,000.00 WOWMIDCO SAS Shadow ShadowShadowShadow ShadowSenior Secured




Issuer Issue Name


Principal

Balance

(EUR)Moody's


Fitch

Rating

Seniority

TERM LOAN HYPO Shadow 2,500,000.00 WYNDHAM Shadow ShadowShadowShadow ShadowSenior Secured

EUR TERM LOAN B 11 B1 5,888,025.00 YPSO FRANCE SAS / NUMERICABLE

GROUP - SFR S.A.


TERM LOAN F FACILITY

ADVANCES

Ba3 5,995,956.36 ZIGGO SECURED FINANCE BV Ba3 ShadowShadowShadow ShadowSenior Secured

438,549,494.46


Unsettled Trades as of 18-Jun-2018


Trade Date Issuer Facility Original

Trade

Quantity

(CCY)

Amended

Trade

Quantity

(CCY)

Currency Original

Trade

Quantity

(EUR)

Principal

Transaction

Trade (CCY)

Principal

Transaction

Trade (EUR)

Amended

Trade

Quantity

(EUR)

Price Net

Amount

(CCY)

Net

Amount

(EUR)

Premium/

Discount

Purchase

08-Dec-2017 TMF GROUP TERM LOAN B - HYPO EUR 4,000,000.00 4,000,000.00 4,000,000.00 4,000,000.00 0.00 0.00 100.000 4,000,000.00 4,000,000.00 0.00

12-Mar-2018 FLORA TERM LOAN HYPO EUR 6,000,000.00 5,970,000.00 6,000,000.00 5,970,000.00 0.00 0.00 99.500 6,000,000.00 6,000,000.00 -30,000.00

12-Mar-2018 KIWI VFS SUB II S.A.R.L FACILITY B2 LOAN EUR 2,000,000.00 2,005,000.00 2,000,000.00 2,005,000.00 0.00 0.00 100.250 2,000,000.00 2,000,000.00 5,000.00

27-Apr-2018 GTT COMMUNICATIONS, INC. TERM LOAN B -HYPO EUR 2,000,000.00 1,990,000.00 2,000,000.00 1,990,000.00 0.00 0.00 99.500 2,000,000.00 2,000,000.00 -10,000.00

30-Apr-2018 WYNDHAM TERM LOAN HYPO EUR 2,500,000.00 2,475,000.00 2,500,000.00 2,475,000.00 0.00 0.00 99.000 2,500,000.00 2,500,000.00 -25,000.00

10-May-2018 COOPER TERM LOAN HYPO EUR 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 0.00 0.00 100.000 2,000,000.00 2,000,000.00 0.00

14-May-2018 MRH TERM LOAN HYPO EUR 1,500,000.00 1,500,000.00 1,500,000.00 1,500,000.00 0.00 0.00 100.000 1,500,000.00 1,500,000.00 0.00

29-May-2018 AI SIRONA LUXEMBOURG

ACQUISITION SARL

TERM LOAN 1ST LIEN -

HYPO

EUR 2,000,000.00 1,990,000.00 2,000,000.00 1,990,000.00 0.00 0.00 99.500 2,000,000.00 2,000,000.00 -10,000.00

30-May-2018 VERALLIA PACKAGING SAS TERM LOAN B - HYPO EUR 3,000,000.00 2,985,000.00 3,000,000.00 2,985,000.00 0.00 0.00 99.500 3,000,000.00 3,000,000.00 -15,000.00

08-Jun-2018 IQVIA INC. TERM LOAN B HYPO EUR 3,000,000.00 2,992,500.00 3,000,000.00 2,992,500.00 0.00 0.00 99.750 3,000,000.00 3,000,000.00 -7,500.00

11-Jun-2018 TDC A/S (EX-TELE

DANMARK AS)

TERM LOAN B - HYPO EUR 5,000,000.00 4,975,000.00 5,000,000.00 4,975,000.00 0.00 0.00 99.500 5,000,000.00 5,000,000.00 -25,000.00

33,000,000.00 0.00 33,000,000.00 32,882,500.00

Sale

14-Feb-2018 ALTRAN TECHNOLOGIES FACILITY B EUR 2,000,000.00 2,002,500.00 2,000,000.00 2,002,500.00 531,914.89 531,914.89 100.125 1,468,085.11 1,468,085.11 2,500.00

15-Feb-2018 AENOVA HOLDING GMBH SECOND LIEN EUR 2,414,887.07 2,010,393.49 2,414,887.07 2,010,393.49 0.00 0.00 83.250 2,414,887.07 2,414,887.07 -404,493.58

23-Mar-2018 AENOVA HOLDING GMBH SECOND LIEN EUR 1,649,335.79 1,393,688.74 1,649,335.79 1,393,688.74 0.00 0.00 84.500 1,649,335.79 1,649,335.79 -255,647.05

27-Apr-2018 SOPPA INVESTMENTS

S.A.R.L

FIRST LIEN B TRANCHE 3 EUR 143,059.19 143,989.07 143,059.19 143,989.07 0.00 0.00 100.650 143,059.19 143,059.19 929.88


S.A.R.L

FIRST LIEN B TRANCHE 2 EUR 162,213.60 163,267.99 162,213.60 163,267.99 0.00 0.00 100.650 162,213.60 162,213.60 1,054.39


S.A.R.L



S.A.R.L


15-May-2018 AENOVA HOLDING GMBH TEMMLER WERKE

HOLDING

EUR 1,000,000.00 970,000.00 1,000,000.00 970,000.00 0.00 0.00 97.000 1,000,000.00 1,000,000.00 -30,000.00

08-Jun-2018 AENOVA HOLDING GMBH SECOND LIEN EUR 935,777.14 879,630.51 935,777.14 879,630.51 0.00 0.00 94.000 935,777.14 935,777.14 -56,146.63

9,500,000.00 531,914.89 8,968,085.11 8,765,962.74


Portfolio Market Value as of 18-Jun-2018


Market

Price (%)

Market Value

(EUR)

CCY Principal Balance

(EUR)

ObligationIssuerLoan X ID Principal Balance

(CCY)

EURFACILITY BLX139672 6,413,443.621908 ACQUISITION B.V. 6,410,751.10 100.042 6,410,751.10

EURSWISSCAPS HOLDING (LUXEMBOURG)LX139191 3,886,680.00AENOVA HOLDING GMBH 4,000,000.00 97.167 4,000,000.00

EURFACILITY B2LX153243 1,500,810.00AI AVOCADO HOLDING B.V. 1,500,000.00 100.054 1,500,000.00

EURTERM LOAN 1ST LIEN - HYPOLX173638 1,986,660.00AI SIRONA LUXEMBOURG ACQUISITION SARL 2,000,000.00 99.333 2,000,000.00

GBPGBP B FACILITYLX137655 6,816,195.59ALL 3 MEDIA 5,500,000.00 99.703 6,836,500.00

EURFACILITY B1LX152755 3,148,630.80ALLNEX (LUXEMBOURG) & CY S.C.A. (MONARCH) 3,168,433.51 99.375 3,168,433.51

EURFACILITY B1LX152755 8,034.94ALLNEX (LUXEMBOURG) & CY S.C.A. (MONARCH) 8,085.47 99.375 8,085.47

EURALTICE 5 1/4XS1181246775 1,032,513.30ALTICE FINANCING SA 1,000,000.00 103.251 1,000,000.00

EURATCNA 6 1/4XS1117300241 966,927.80ALTICE LUXEMBOURG SA 1,000,000.00 96.693 1,000,000.00

EURANACAP FLOAT 07/30/24 CORPXS1649046874 1,382,562.45ANACAP FINANCIAL EUROPE S.A. 1,500,000.00 92.171 1,500,000.00

EURFACILITY BLX146944 1,980,741.50ANTIN AUDE BIDCO GMBH 1,995,025.89 99.284 1,995,025.89

EURFACILITY B5 EURLX173239 2,872,457.15APLEONA GROUP GMBH. 2,857,142.86 100.536 2,857,142.86

EUREUR TLB 1LX145177 1,943,385.65ARUBA INVESTMENTS INC (ANGUS CHEMICAL) 1,945,000.00 99.917 1,945,000.00

EUREURO B2 TERM LOANLX137858 5,228,772.77ARVOS HOLDING GMBH 5,248,454.47 99.625 5,248,454.47

EURFACILITY B6LX160224 3,897,531.90AURIS LUXEMBOURG III SA 3,895,078.00 100.063 3,895,078.00

EUR2018 REFINANCING EUR TERMLX173190 937,108.77AVAST SOFTWARE B.V. 938,742.18 99.826 938,742.18

EURBTWO FLOAT CORPNO0010822646 500,000.00B2 HOLDING ASA 500,000.00 100.000 500,000.00

EURINITIAL EURO TERM LOAN 1ST LIENLX146618 2,921,352.04BARING PRIVATE EQUITY ASIA VI HOLDING (1) LTD 2,925,008.30 99.875 2,925,008.30

EURGBRKNG GLOAT COXS1600481821 5,048,833.50BURGER KING FRANCE 5,000,000.00 100.977 5,000,000.00

EURFACILITY BLX164386 1,000,250.00CAB 1,000,000.00 100.025 1,000,000.00

EURECPG FLOATXS1117279619 2,035,100.00CABOT FINANCIAL LUXEMBOURG II SA 2,000,000.00 101.755 2,000,000.00

EUREXTENDED EURO TERM LOANLX137091 4,825,833.49CATALENT PHARMA SOLUTIONS, INC (PTS) 4,812,598.84 100.275 4,812,598.84

EURFACILITY BLX171119 1,992,500.00CIDRON KUMA 2 SARL 2,000,000.00 99.625 2,000,000.00

EUREURO TERM B-5 LOANSLX159976 1,896,000.00COLOUROZ MIDCO 1,975,000.00 96.000 1,975,000.00

EUREURO TERM B-5 LOANSLX159976 4,800.00COLOUROZ MIDCO 5,000.00 96.000 5,000.00

EURTERM LOANLX136879 8,777,999.99COLOUROZ MIDCO 9,143,749.99 96.000 9,143,749.99

EURTERM LOANLX136879 22,800.00COLOUROZ MIDCO 23,750.00 96.000 23,750.00

EURINITIAL EURO TERM LOAN SECOND

LIEN

LX136884 486,775.31COLOUROZ MIDCO 589,138.05 82.625 589,138.05

EURFACILITY BLX162454 1,978,340.00COMDATA S.P.A. 2,000,000.00 98.917 2,000,000.00




Market

Price (%)

Market Value

(EUR)


(EUR)


(CCY)

EURFACILITY BLX161320 3,934,440.00CONSTANTIN INVESTISSEMENT 4 SAS 4,000,000.00 98.361 4,000,000.00

EURTERM LOAN HYPOLX173267 1,995,420.00COOPER 2,000,000.00 99.771 2,000,000.00

EURTERM FACILITY B1LX159920 2,962,500.00CORIALIS GROUP LIMITED 3,000,000.00 98.750 3,000,000.00

EURFACILITY B1LX169716 5,455,340.00CTC ACQUICO GMBH 5,500,000.00 99.188 5,500,000.00

EURDELACHAUX S.ALX141055 3,142,867.26DELACHAUX (SODELHO S.A.) 3,135,999.42 100.219 3,135,999.42

EURINITIAL EURO TERM LOANLX167195 3,678.21DIAMOND (BC) B.V. 3,743.73 98.250 3,743.73

EURINITIAL EURO TERM LOANLX167195 1,463,931.16DIAMOND (BC) B.V. 1,490,006.27 98.250 1,490,006.27

EURFACILITY BLX164119 981,090.00DIAVERUM HOLDING S.A.R.L. 1,000,000.00 98.109 1,000,000.00

EURSECOND LIENLX164120 492,500.00DIAVERUM HOLDING S.A.R.L. 500,000.00 98.500 500,000.00

EURNEW EURO TERM LOAN BLX162900 2,444,468.12DIEBOLD NIXDORF INC 2,456,406.25 99.514 2,456,406.25

EURNEW EURO TERM LOAN BLX162900 6,188.53DIEBOLD NIXDORF INC 6,218.75 99.514 6,218.75

EURFACILITY BLX161205 8,980,020.00DRY MIX SOLUTIONS INVESTISSEMENTS SAS 9,000,000.00 99.778 9,000,000.00

EURFACILITY B1LX171054 4,659,048.05EG FINCO LIMITED 4,691,277.12 99.313 4,691,277.12

EURFACILITY B2LX171338 686,961.91EG FINCO LIMITED 691,713.99 99.313 691,713.99

EURUnfunded CommitmentLX171115 785,203.71EG FINCO LIMITED 790,476.19 99.333 790,476.19

EURFACILITY BLX169938 3,001,890.00EIGER ACQUISITION B.V. 3,000,000.00 100.063 3,000,000.00

EUREIRCMF 4 05/31/22 CORPXS1432395785 637,581.25EIRCOM FINANCE DESIGNATED ACTIVITY COMPANY 625,000.00 102.013 625,000.00

EURTERM LOAN BLX161434 7,968,640.00EIRCOM FINCO S.A.R.L. 8,000,000.00 99.608 8,000,000.00

EURFACILITY B1ELX169648 1,314,515.61EVERGOOD 4 APS 1,322,916.13 99.365 1,322,916.13

EURINITIAL EURO TERM LOANLX172466 1,994,500.00FILTRATION GROUP CORPORATION 2,000,000.00 99.725 2,000,000.00

EURTERM LOAN BLX170325 3,437,000.00FINANCIERE HOLDING CEP 3,500,000.00 98.200 3,500,000.00

EURTERM LOAN SECOND LIEN 982,000.00FINANCIERE HOLDING CEP 1,000,000.00 98.200 1,000,000.00

EURNEW FACILITY B 997,140.00FINANCIERE SUN SAS 1,000,000.00 99.714 1,000,000.00

EURFACILITY BLX160780 1,001,670.00FINANCIERE VERDI I S.A.S 1,000,000.00 100.167 1,000,000.00

EURTERM LOAN HYPOLX171809 5,924,040.00FLORA 6,000,000.00 98.734 6,000,000.00

EURINITIAL EURO TERM LOANLX165624 3,976,920.00FUGUE FINANCE B.V. 4,000,000.00 99.423 4,000,000.00

EURTRANCHE B-1 EURO TERM LOANSLX168068 2,933,328.12GARDNER DENVER INC 2,941,771.00 99.713 2,941,771.00

EURINITIAL B-2 EURO TERM LOAN 4,738,824.69GATES GLOBAL LLC 4,756,184.76 99.635 4,756,184.76

EURTERM LOAN B -HYPOLX171876 1,988,120.00GTT COMMUNICATIONS, INC. 2,000,000.00 99.406 2,000,000.00




Market

Price (%)

Market Value

(EUR)


(EUR)


(CCY)

EURGCLIM FLOAT CORPXS1516322465 996,020.00GUALA CLOSURES SPA 1,000,000.00 99.602 1,000,000.00

EURFACILITY B2 (EUR) LOAN 1,992,280.00GVC HOLDINGS PLC 2,000,000.00 99.614 2,000,000.00

EURHEMABV FLOAT CORXS1647643110 487,416.65HEMA BONDCO I BV 500,000.00 97.483 500,000.00

EURFACILITY BLX152965 993,390.00HNVR HOLDCO LIMITED 1,000,000.00 99.339 1,000,000.00

EURFACILITY BLX168858 6,969,410.00HOMEVI 7,000,000.00 99.563 7,000,000.00

EURFACILITY B1LX167063 1,965,000.00IGT HOLDING IV AB 2,000,000.00 98.250 2,000,000.00

GBPFACILITY B 1,119,100.00INDIGOCYAN HOLDCO 3 LIMITED 1,000,000.00 100.000 1,119,100.00

EUR2024 EURO TERM LOANLX169196 6,939,627.45INEOS FINANCE PLC 6,982,500.00 99.386 6,982,500.00

EURFACILITY B3LX162255 2,988,270.00INFINITAS LEARNING HOLDING B.V. 3,000,000.00 99.609 3,000,000.00

EUREURO TRANCHE B-2 TERM LOANLX169633 3,460,454.38INFOR US INC 3,473,793.75 99.616 3,473,793.75

EURNEW EURO TERM B 1 FACILITYLX170850 3,806,230.51INFORMATICA CORPORATION (ITALIC MERGER SUB

INC)

3,803,377.98 100.075 3,803,377.98

EUR2024 TRANCHE B2 NEW EURO TERMLX169031 1,988,775.60INOVYN FINANCE PLC 1,995,000.00 99.688 1,995,000.00

EURINITIAL EURO TERM LOANSLX169484 2,977,537.50ION TRADING TECHNOLOGIES LTD 2,992,500.00 99.500 2,992,500.00

EURIPDEBV 4 07/15/22 CORPXS1577954149 2,035,744.00IPD 3 B.V. 2,000,000.00 101.787 2,000,000.00

EURIPDEBV FLOAT 07/15/22 CORPXS1577951988 1,008,781.30IPD 3 B.V. 1,000,000.00 100.878 1,000,000.00

EURTERM B-1 EUR LOANLX160895 1,918,689.99IQVIA INC. 1,920,687.50 99.896 1,920,687.50

EURTERM LOAN B HYPOLX173965 2,996,250.00IQVIA INC. 3,000,000.00 99.875 3,000,000.00

EURFACILITY B 1,951,420.00ITIVITI GROUP AB 2,000,000.00 97.571 2,000,000.00

EURFACILITY B1LX155222 1,970,460.00KETER GROUP B.V 2,000,000.00 98.523 2,000,000.00

EURFACILITY B3 1,970,460.00KETER GROUP B.V 2,000,000.00 98.523 2,000,000.00

EURFACILITY B2 LOANLX165185 4,003,560.00KIWI VFS SUB II S.A.R.L 4,000,000.00 100.089 4,000,000.00

EURFACILITY BLX154407 2,000,000.00LARY 4 AB 2,000,000.00 100.000 2,000,000.00

EURLECTA CORPXS1458413728 2,497,664.00LECTA SA 2,500,000.00 99.907 2,500,000.00

EURLECTA FLOAT CORPXS1458414023 2,491,395.75LECTA SA 2,500,000.00 99.656 2,500,000.00

EURLKQ 3 5/8 CORPXS1799640666 1,010,863.00LKQ EURO HOLDINGS BV 1,000,000.00 101.086 1,000,000.00

EURFACILITY B2LX168886 994,380.00LSF10 XL BIDCO S.C.A 1,000,000.00 99.438 1,000,000.00

EURFACILITY BLX159274 2,653,134.16LSF10 XL INVESTMENTS SARL 2,666,091.36 99.514 2,666,091.36

EURFACILITY B4LX165654 1,997,920.00LSF9 ROBIN INVESTMENTS LIMITED 2,000,000.00 99.896 2,000,000.00

EURFACILITY B HYPO 980,690.00LSFX FLAVUM HOLDCO, S.L.U 1,000,000.00 98.069 1,000,000.00




Market

Price (%)

Market Value

(EUR)


(EUR)


(CCY)

EURTERM B -4 FIRST LIENLX157357 1,999,760.00LULLY FINANCE S.A.R.L. 2,000,000.00 99.988 2,000,000.00

EURTERM LOAN C - 6LX168776 1,669,000.64MACDERMID FUNDING LLC 1,668,400.02 100.036 1,668,400.02

EUREURO TRANCHE C5LX162203 3,691,895.26MACDERMID INC. (PLATFORM SPECIALTY) 3,689,017.83 100.078 3,689,017.83

EURMASAIN FLOAT 09/15/24 CORXS1681774888 1,474,875.00MASARIA INVESTMENTS S.A.U 1,500,000.00 98.325 1,500,000.00

EURMATTER 4XS1219475792 3,541,125.00MATTERHORN TELECOM HOLDING SA 3,500,000.00 101.175 3,500,000.00

EURMATTER CORPXS1720690889 473,072.60MATTERHORN TELECOM SA 500,000.00 94.615 500,000.00

EURMATTER FLOAT CORPXS1580388384 428,742.86MATTERHORN TELECOM SA 428,571.43 100.040 428,571.43

EURCABBCO FLOATXS1074935062 6,944,000.00MONITCHEM HOLDCO 3 S.A. 7,000,000.00 99.200 7,000,000.00

EURTERM LOAN HYPOLX173383 1,489,695.00MRH 1,500,000.00 99.313 1,500,000.00

GBPNEMEANFLOAT 02/01/23 CORPXS1554449089 1,097,661.13NEMEAN BONDCO PLC 1,000,000.00 94.188 1,165,400.00

EUREURO TERM LOANLX157878 990,006.34NEP EUROPE FINCO BV 987,537.50 100.250 987,537.50

EURSTADAH CORPXS1690644668 244,635.43NIDDA HEALTHCARE HOLDING 250,000.00 97.854 250,000.00

EURDELAYED DRAW LOAN FACILITY B1LX168674 301,166.51NIDDA HEALTHCARE HOLDING AG 302,616.04 99.521 302,616.04

EURDELAYED DRAW LOAN FACILITY B2LX168991 501,159.32NIDDA HEALTHCARE HOLDING AG 503,571.43 99.521 503,571.43

EURDELAYED DRAW LOAN FACILITY Term

C

547,808.73NIDDA HEALTHCARE HOLDING AG 550,445.36 99.521 550,445.36

EURUnfunded Commitment 1,071,653.65NIDDA HEALTHCARE HOLDING AG 1,076,811.58 99.521 1,076,811.58

EURUnfunded CommitmentLX168674 563,841.79NIDDA HEALTHCARE HOLDING AG 566,555.59 99.521 566,555.59

EURFACILITY B3 2,001,160.01NOMAD FOODS EUROPE MIDCO LTD 2,000,000.01 100.058 2,000,000.01

EURFACILITY B3 HYPOLX167661 1,837,094.04NOVACAP GROUP BIDCO 1,881,786.47 97.625 1,881,786.47

EURTRANCHE B-12 LOANLX169001 3,915,325.00NUMERICABLE-SFR S.A./ U.S. LLC/ YPSO FRANCE

SAS

3,980,000.00 98.375 3,980,000.00

EURFACILITY BLX161834 1,997,860.00OBOL FRANCE 3 SAS 2,000,000.00 99.893 2,000,000.00

EURINITIAL EURO TERM LOANLX168891 4,919,986.24ONEX WIZARD ACQUISITION COMPANY I SARL (SIG

COMBILOC)

4,924,615.38 99.906 4,924,615.38

EURFACILITY B1LX166427 1,997,500.00ORBITER GROUP S.A.R.L 2,000,000.00 99.875 2,000,000.00

EURTRANCHE B-1 TERM LOANLX168813 4,996,350.00OXEA HOLDING DREI GMBH 5,000,000.00 99.927 5,000,000.00

EURUFINET TELECOM HODLING SLLX162321 7,483,950.00PERTENTO S.A.R.L. 7,500,000.00 99.786 7,500,000.00

EURFACILITY B LOANLX161954 1,001,880.00PFLEIDERER GROUP S.A. 1,000,000.00 100.188 1,000,000.00

EURFACILITY B2LX169668 4,942,500.00PI LUX FINCO SARL 5,000,000.00 98.850 5,000,000.00

EURSECOND LIEN FACILITY 2LX169669 2,982,510.00PI LUX FINCO SARL 3,000,000.00 99.417 3,000,000.00




Market

Price (%)

Market Value

(EUR)


(EUR)


(CCY)

EURINITIAL TERM LOANSLX169954 2,991,570.00RAIN CARBON 3,000,000.00 99.719 3,000,000.00

EUREURO TERM LOANLX144512 3,865,425.75RANPAK CORP. 3,860,600.00 100.125 3,860,600.00

EURTERM B1LX148262 4,515,480.00REMEDCO HOLDING B.V. 4,500,000.00 100.344 4,500,000.00

EURFACILITY BLX153882 4,364,862.08RIEMSER PHARMA GMBH 4,417,295.38 98.813 4,417,295.38

EURSCHMAN FLOAT CORPXS1454976801 1,995,388.80SCHUMANN SPA 2,000,000.00 99.769 2,000,000.00

EURSNAIM FLOAT 11/07/21 CORPXS1513692357 503,625.00SNAI SPA 500,000.00 100.725 500,000.00

EURTRANCHE C TERM LOANLX152444 1,960,000.00SOLENIS INTERNATIONAL, L.P. (ASHLAND WATER) 1,960,000.00 100.000 1,960,000.00

EURTRANCHE C TERM LOANLX152444 5,000.00SOLENIS INTERNATIONAL, L.P. (ASHLAND WATER) 5,000.00 100.000 5,000.00

EURFIRST LIEN B TRANCHE 1LX157881 2,655,626.53SOPPA INVESTMENTS S.A.R.L 2,656,875.26 99.953 2,656,875.26

EURFIRST LIEN B TRANCHE 2LX159205 516,474.68SOPPA INVESTMENTS S.A.R.L 516,717.54 99.953 516,717.54

EURFIRST LIEN B TRANCHE 3LX159206 455,488.42SOPPA INVESTMENTS S.A.R.L 455,702.60 99.953 455,702.60

EURFIRST LIEN B TRANCHE 4LX159207 1,148,291.84SOPPA INVESTMENTS S.A.R.L 1,148,831.79 99.953 1,148,831.79

EURINITIAL TERM B12 LOANLX169368 7,190,029.40SPRINGER SCIENCE ( SPRINGER SBM ONE GMBH) 7,209,711.91 99.727 7,209,711.91

EURFACILITY BLX165734 2,011,660.00STAGE ENTERTAINMENT B.V. 2,000,000.00 100.583 2,000,000.00

EURFACILITY BLX162175 2,996,250.00STARCIN FRANCE 3,000,000.00 99.875 3,000,000.00

EURFACILITY BLX169939 3,990,000.00STONEPEAK SPEAR NEWCO (UK) LTD 4,000,000.00 99.750 4,000,000.00

EURNEW TERM FACILITYLX167747 6,200,833.50SWISSPORT GROUP SARL 6,257,147.83 99.100 6,257,147.83

EURLABFP 6 1/4XS1117292984 2,834,660.68SYNLAB BONDCO PLC 2,750,000.00 103.079 2,750,000.00

EURLABFP FLOAT CORPXS1516322200 5,000,350.00SYNLAB BONDCO PLC 5,000,000.00 100.007 5,000,000.00

EURLABFP 8XS1268471494 1,061,540.00SYNLAB UNSECURED BONDCO PLC. 1,000,000.00 106.154 1,000,000.00

EURFACILITY BLX161574 7,951,280.00TACKLE SARL 8,000,000.00 99.391 8,000,000.00

EURFACILITY BLX152515 1,999,060.00TAGHLEEF INDUSTRIES HOLDCO LIMITED 2,000,000.00 99.953 2,000,000.00

EURTERM LOAN B - HYPOLX173747 4,966,150.00TDC A/S (EX-TELE DANMARK AS) 5,000,000.00 99.323 5,000,000.00

EURTITANL FLOAT CORPXS1799537904 3,998,954.00TEAMSYSTEM SPA 4,000,000.00 99.974 4,000,000.00

EURFACILITY BLX167234 4,243,625.00TECHEM GMBH 4,250,000.00 99.850 4,250,000.00

EUREURO TERM LOANSLX162153 1,888,340.00TECHNICOLOR S.A. 2,000,000.00 94.417 2,000,000.00

EURFACILITY ALX162004 2,471,004.43TELE COLUMBUS AG 2,496,670.20 98.972 2,496,670.20

EURTCGR CORPXS1814546013 964,453.40TELE COLUMBUS AG 1,000,000.00 96.445 1,000,000.00

EURTERM LOAN B - HYPOLX169930 3,967,520.00TMF GROUP 4,000,000.00 99.188 4,000,000.00




Market

Price (%)

Market Value

(EUR)


(EUR)


(CCY)

EUREUR TERM LOAN B2LX161584 2,930,640.00UNILABS DIAGNOSTICS AB 3,000,000.00 97.688 3,000,000.00

EURUNILAB 5 05/15/25 CORPXS1602515733 1,454,177.55UNILABS SUBHOLDINGS AB 1,500,000.00 96.945 1,500,000.00

EURDRBID 4 07/01/22 CORPXS1647814968 6,167,644.20UNITED GROUP BV 6,000,000.00 102.794 6,000,000.00

EURELSAN SANTE MCOLX146849 9,987,500.00VEDICI 10,000,000.00 99.875 10,000,000.00

EURFACILITY B4LX164316 1,377,500.73VERALLIA PACKAGING SAS 1,390,909.09 99.036 1,390,909.09

EURTERM LOAN B - HYPOLX173753 2,979,390.00VERALLIA PACKAGING SAS 3,000,000.00 99.313 3,000,000.00

EURFACILITY B1ELX164262 4,937,500.00VERISURE HOLDING AB 5,000,000.00 98.750 5,000,000.00

GBPVMED 5 04/15/27 CORPXS1555173019 1,159,693.13VIRGIN MEDIA SECURED FINANCE 1,000,000.00 98.908 1,172,500.00

EURVRDLN 4 09/15/25 CORPXS1684813493 938,787.50VIRIDIAN POWER & ENERGY 1,000,000.00 93.879 1,000,000.00

EURVEUCIN FLOATXS1135437280 4,004,550.00VUE INTERNATIONAL BIDCO 4,000,000.00 100.114 4,000,000.00

EURWINTRE CORXS1708450488 869,980.20WIND TRE S.P.A 1,000,000.00 86.998 1,000,000.00

EURWINTRE CORXS1708450561 838,382.30WIND TRE S.P.A 1,000,000.00 83.838 1,000,000.00

EURWINTRE FLOAT CORXS1708450215 2,130,657.00WIND TRE S.P.A 2,500,000.00 85.226 2,500,000.00

EURWOWBIDCO SAS EurIBORLX159174 4,001,000.00WOWMIDCO SAS 4,000,000.00 100.025 4,000,000.00

EURTERM LOAN HYPOLX173200 2,490,625.00WYNDHAM 2,500,000.00 99.625 2,500,000.00

EUREUR TERM LOAN B 11LX162008 5,778,566.62YPSO FRANCE SAS / NUMERICABLE GROUP - SFR

S.A.

5,888,025.00 98.141 5,888,025.00

EURTERM LOAN F FACILITY ADVANCESLX159376 5,949,127.94ZIGGO SECURED FINANCE BV 5,995,956.36 99.219 5,995,956.36

435,362,671.69 438,549,494.46


Caa / CCC Obligations as of 18-Jun-2018



Country

Tranche Margin

Fitch Industry

Final

Maturity

Date

Base

Rate %

All In

Interest

Rate %

Fitch

Rating

Moody's

Rating

Original

Currency

Current Notional

Amount (EUR)

ISIN / CUSIP Market

PriceMoody's Industry

AENOVA HOLDING GMBH

Germany

Pharmaceuticals

Personal, Food and Miscellaneous

Services

EUR 5.00029-Sep-2020TEMMLER WERKE HOLDING 400.0 1.000 97.167 353,181.32LX139191 Shadow Shadow

EUR 5.00029-Sep-2020TEMMLER PHARMA GMBH &

CO

400.0 1.000 97.167 102,818.68LX139191 Shadow Shadow

EUR 5.00029-Sep-2020DRAGENOPHARM

APOTHEKER PUESCHL

400.0 1.000 97.167 766,966.37LX139191 Shadow Shadow

EUR 5.00029-Sep-2020AENOVA HOLDING CMBH 400.0 1.000 97.167 2,313,000.00LX139191 Shadow Shadow

EUR 5.00029-Sep-2020SWISSCAPS HOLDING

(LUXEMBOURG)

400.0 1.000 97.167 464,033.63LX139191 Shadow Shadow

COLOUROZ MIDCO

Germany

Packaging & Containers

Containers, Packaging and Glass

EUR 8.25006-Sep-2022INITIAL EURO TERM LOAN

SECOND LIEN

725.0 1.000 82.625 589,138.05LX136884 Shadow B3

MATTERHORN TELECOM HOLDING SA

Switzerland

Telecommunications

Telecommunications

EUR 4.87501-May-2023MATTER 4 0.0 0.000 101.175 3,500,000.00XS1219475792 Shadow B2

PI LUX FINCO SARL

Luxembourg

Business Services

Diversified/Conglomerate Service

EUR 7.00005-Jan-2026SECOND LIEN FACILITY 2 700.0 0.000 99.417 3,000,000.00LX169669 Shadow Shadow

SYNLAB UNSECURED BONDCO PLC.

Germany

Healthcare

Healthcare, Education and Childcare

EUR 8.25001-Jul-2023LABFP 8 0.0 0.000 106.154 1,000,000.00XS1268471494 B Shadow


Caa / CCC Obligations as of 18-Jun-2018



Country

Tranche Margin

Fitch Industry

Final

Maturity

Date

Base

Rate %

All In

Interest

Rate %

Fitch

Rating

Moody's

Rating

Original

Currency

Current Notional

Amount (EUR)

ISIN / CUSIP Market

PriceMoody's Industry

UNILABS SUBHOLDINGS AB

Switzerland

Healthcare

Diversified/Conglomerate Service

EUR 5.75015-May-2025UNILAB 5 05/15/25 CORP 0.0 0.000 96.945 1,500,000.00XS1602515733 Shadow Shadow

13,589,138.05


Exchange Equity Obligations as of 18-Jun-2018


Issuer Country Tranche Final Maturity

Date

Interest Rate

(%)

Currency Share Units


Payment Date Report Produced 20-Jun-2018 Deutsche Bank - Trust & Agency Services 25 - 1

Collateral Enhancement Obligations as of 18-Jun-2018


Issue Country Principal Balance

(EUR)

Moody's Industry Principal Balance

(CCY)

Interest Rate

CurrencyFitch IndustryCollateral Enhancement TypeIssuer Maturity Date



Risk Retention Letter as of 18-Jun-2018


“The Retention Holder has confirmed, as of the date of this Monthly Report, its compliance with the covenants set out in paragraph (a) and (b) of the Risk Retention Letter, namely that it has retained a material net economic

interest in the transaction of not less than 5 % of the nominal value of each Class of Notes within the meaning of paragraph 1(a) of the CRD Retention Requirements and Art. 51(a) of the AIFMD Requirements and it agrees not

to sell, hedge or otherwise mitigate its credit risk under or associated with the Retention Notes or the underlying portfolio of Collateral Obligations, except to the extent required or permitted in accordance with the Retention

Requirements. The Retention Holder is the originator of the Required Percentage of all Collateral Debt Obligations acquired, or committed to be acquired, by the Retention Holder.””


CVC Cordatus Loan Fund III DAC

Documents

Transcript of CVC Cordatus Loan Fund III DAC