# EDGAR Filing Document

**Accession Number:** 0000052136
**File Stem:** 0001410368-26-039847
**Filing Date:** 2026-4
**Character Count:** 150933
**Document Hash:** 3c5c3e66eb4de6fb5a7f832ff8d41e1b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-039847.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0001410368-26-039847

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust II
- **CENTRAL INDEX KEY:** 0000052136

**ORGANIZATION NAME:**
- **EIN:** 041990692
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00242
- **FILM NUMBER:** 26888696

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 800-283-1155

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust II
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### Loomis Sayles Senior Floating Rate and Fixed Income Fund (Series ID: S000034097)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000105118 | Class A      | LSFAX           |
| C000105119 | Class C      | LSFCX           |
| C000105120 | Class Y      | LSFYX           |
| C000188118 | Class N      | LSFNX           |

## Nport-Ex

**Portfolio of Investments – as of February 28, 2026 (Unaudited)**

Loomis Sayles Senior Floating Rate and Fixed Income Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Senior Loans — 81.8% of Net Assets** | **Senior Loans — 81.8% of Net Assets** | **Senior Loans — 81.8% of Net Assets** |
|  | **Aerospace & Defense — 0.8%** | **Aerospace & Defense — 0.8%** |
| $3868305 | &nbsp;&nbsp; TransDigm, Inc., 2025 Term Loan M, 1 mo. USD <br> SOFR + 2.500%, 6.173%, 8/19/2032(a)(b)<br>| &nbsp;&nbsp; $3866061 |
|  | **Automotive — 1.2%** | **Automotive — 1.2%** |
| 2939000 | &nbsp;&nbsp; American Axle & Manufacturing, Inc., 2025 <br> Incremental Term Loan C, 1 mo. USD SOFR + <br> 3.250%, 6.911%, 2/24/2032(a)(b)<br>| &nbsp;&nbsp; 2922483 |
| 2025463 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, 10.786% <br> PIK, 3/30/2027(a)(c)(d)<br>| &nbsp;&nbsp; 4395 |
| 810980 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, <br> 13.671% PIK, 6/29/2026(a)(b)(d)<br>| &nbsp;&nbsp; 149017 |
| 2322952 | &nbsp;&nbsp; First Brands Group LLC, 2025 PIK DIP Roll-Up Term <br> Loan B, 10.671% PIK, 6/29/2026(a)(b)(d)<br>| &nbsp;&nbsp; 4646 |
| 2849596 | &nbsp;&nbsp; IXS Holdings, Inc., 2025 Repriced Term Loan B, <br> 3 mo. USD SOFR + 5.500%, 9.167%, 9/05/2029(a)(b)<br>| &nbsp;&nbsp; 2834151 |
|  |  | &nbsp;&nbsp; 5914692 |
|  | **Brokerage — 1.3%** | **Brokerage — 1.3%** |
| 3500000 | &nbsp;&nbsp; Edelman Financial Center LLC, 2024 2nd Lien Term <br> Loan, 1 mo. USD SOFR + 5.250%, <br> 8.923%, 10/06/2028(b)<br>| &nbsp;&nbsp; 3462095 |
| 467429 | &nbsp;&nbsp; June Purchaser LLC, Delayed Draw Term Loan, <br> 2.750%, 11/28/2031(e)<br>| &nbsp;&nbsp; 463535 |
| 2783537 | &nbsp;&nbsp; June Purchaser LLC, Term Loan, 3 mo. USD SOFR + <br> 2.750%, 6.422%, 11/28/2031(a)(b)<br>| &nbsp;&nbsp; 2760350 |
|  |  | &nbsp;&nbsp; 6685980 |
|  | **Building Materials — 1.8%** | **Building Materials — 1.8%** |
| 836948 | &nbsp;&nbsp; Chamberlain Group, Inc., 2025 Term Loan B, 1 mo. <br> USD SOFR + 2.750%, 6.423%, 9/08/2032(a)(b)<br>| &nbsp;&nbsp; 833525 |
| 3356276 | &nbsp;&nbsp; Kodiak Building Partners, Inc., 2024 Term Loan B, <br> 1 mo. USD SOFR + 3.750%, 7.423%, 12/04/2031(a)(b)<br>| &nbsp;&nbsp; 3353020 |
| 2549830 | &nbsp;&nbsp; Oscar AcquisitionCo LLC, Term Loan B, 3 mo. USD <br> SOFR + 4.250%, 7.922%, 4/27/2029(a)(b)<br>| &nbsp;&nbsp; 1690232 |
| 3313815 | &nbsp;&nbsp; White Cap Buyer LLC, 2024 Term Loan B, 1 mo. USD <br> SOFR + 3.250%, 6.923%, 10/19/2029(a)(b)<br>| &nbsp;&nbsp; 3271696 |
|  |  | &nbsp;&nbsp; 9148473 |
|  | **Cable Satellite — 1.2%** | **Cable Satellite — 1.2%** |
| 6139936 | &nbsp;&nbsp; DirecTV Financing LLC, 2024 Term Loan, 3 mo. USD <br> SOFR + 5.250%, 9.179%, 8/02/2029(a)(b)<br>| &nbsp;&nbsp; 6138033 |
|  | **Chemicals — 3.1%** | **Chemicals — 3.1%** |
| 4578736 | &nbsp;&nbsp; Chemours Co., 2023 EUR Term Loan B3, 1 mo. USD <br> SOFR + 3.250%, 5.180%, 8/18/2028, (EUR)(a)(b)<br>| &nbsp;&nbsp; 5414725 |
| 3272310 | &nbsp;&nbsp; GEON Performance Solutions LLC, 2021 Term Loan, <br> 3 mo. USD SOFR + 4.250%, 8.184%, 8/18/2028(a)(b)<br>| &nbsp;&nbsp; 2838729 |
| 2072513 | &nbsp;&nbsp; Innophos, Inc., 2020 Term Loan B, 1 mo. USD SOFR <br> + 4.250%, 8.038%, 3/16/2029(a)(b)<br>| &nbsp;&nbsp; 1998939 |
| 4982319 | &nbsp;&nbsp; SCIL IV LLC, USD Term Loan B, 6 mo. USD SOFR + <br> 4.000%, 7.788%, 11/08/2032(a)(b)<br>| &nbsp;&nbsp; 4973002 |
|  |  | &nbsp;&nbsp; 15225395 |
|  | **Consumer Cyclical Services — 8.0%** | **Consumer Cyclical Services — 8.0%** |
| 3115170 | &nbsp;&nbsp; BIFM U.S. Finance LLC, 2025 Repriced Term Loan <br> B, 1 mo. USD SOFR + 3.250%, <br> 6.923%, 5/31/2028(a)(b)<br>| &nbsp;&nbsp; 3121992 |
| 2905000 | &nbsp;&nbsp; Catawba Nation Gaming Authority, Term Loan B, <br> 3 mo. USD SOFR + 4.750%, 8.417%, 3/29/2032(a)(b)<br>| &nbsp;&nbsp; 2955838 |
| 3106472 | &nbsp;&nbsp; Ensemble RCM LLC, 2026 Term Loan B, 3 mo. USD <br> SOFR + 3.000%, 6.660%, 2/09/2033(a)(b)<br>| &nbsp;&nbsp; 2984791 |
| 3847130 | &nbsp;&nbsp; Galaxy U.S. Opco, Inc., Term Loan, 3.750% PIK <br> and/or 3 mo. USD SOFR + 2.000% Cash, <br> 7/31/2030(b)(d)<br>| &nbsp;&nbsp; 3452799 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Consumer Cyclical Services — continued** | **Consumer Cyclical Services — continued** |
| $2528662 | &nbsp;&nbsp; Grant Thornton Advisors LLC, 2025 Term Loan B, <br> 1 mo. USD SOFR + 2.750%, 6.423%, 6/02/2031(a)(b)<br>| &nbsp;&nbsp; $2340808 |
| 1007613 | &nbsp;&nbsp; Groundworks LLC, 2024 Term Loan, 3 mo. USD <br> SOFR + 3.000%, 6.673%, 3/14/2031(a)(b)<br>| &nbsp;&nbsp; 1006988 |
| 4978599 | &nbsp;&nbsp; Horizon U.S. Finco LP, Term Loan B, 6 mo. USD <br> SOFR + 4.500%, 8.198%, 10/31/2031(a)(b)<br>| &nbsp;&nbsp; 4854134 |
| 3473994 | &nbsp;&nbsp; Inmar, Inc., 2025 Repriced Term Loan B, USD SOFR <br> + 4.500%, 8.167%, 10/30/2031(a)(b)<br>| &nbsp;&nbsp; 3378459 |
| 686043 | &nbsp;&nbsp; Latham Pool Products, Inc., 2022 Term Loan B, <br> 2/23/2029(f)<br>| &nbsp;&nbsp; 682043 |
| 4033287 | &nbsp;&nbsp; Latham Pool Products, Inc., 2022 Term Loan B, <br> 3 mo. USD SOFR + 3.750%, 7.573%, 2/23/2029(b)<br>| &nbsp;&nbsp; 4009773 |
| 3377554 | &nbsp;&nbsp; PUG LLC, 2024 Extended Term Loan B, 1 mo. USD <br> SOFR + 4.750%, 8.423%, 3/15/2030(b)<br>| &nbsp;&nbsp; 3262143 |
| 257708 | &nbsp;&nbsp; Raven Acquisition Holdings LLC, Delayed Draw <br> Term Loan, 3.000%, 11/19/2031(e)<br>| &nbsp;&nbsp; 245191 |
| 3580854 | &nbsp;&nbsp; Raven Acquisition Holdings LLC, Term Loan B, <br> 1 mo. USD SOFR + 3.000%, 6.673%, 11/19/2031(a)(b)<br>| &nbsp;&nbsp; 3406932 |
| 4107999 | &nbsp;&nbsp; Vistage Worldwide, Inc., Term Loan, 3 mo. USD <br> SOFR + 3.750%, 7.422%, 7/13/2029(b)<br>| &nbsp;&nbsp; 4072054 |
|  |  | &nbsp;&nbsp; 39773945 |
|  | **Consumer Products — 1.7%** | **Consumer Products — 1.7%** |
| 2415271 | &nbsp;&nbsp; Champ Acquisition Corp., 2024 Term Loan B, 1 mo. <br> USD SOFR + 3.250%, 6.923%, 11/25/2031(a)(b)<br>| &nbsp;&nbsp; 2410755 |
| 1928069 | &nbsp;&nbsp; Hunter Douglas, Inc., 2025 USD Term Loan B, 3 mo. <br> USD SOFR + 3.000%, 6.672%, 1/20/2032(a)(b)<br>| &nbsp;&nbsp; 1926064 |
| 2107848 | &nbsp;&nbsp; Lavender Dutch BorrowerCo BV, USD Term Loan, <br> 3 mo. USD SOFR + 3.250%, 6.935%, 12/30/2032(a)(b)<br>| &nbsp;&nbsp; 2102578 |
| 2087933 | &nbsp;&nbsp; Recess Holdings, Inc., 2025 Repriced Term Loan, <br> 3 mo. USD SOFR + 3.750%, 7.418%, 2/20/2030(a)(b)<br>| &nbsp;&nbsp; 2091419 |
|  |  | &nbsp;&nbsp; 8530816 |
|  | **Diversified Manufacturing — 2.8%** | **Diversified Manufacturing — 2.8%** |
| 2235051 | &nbsp;&nbsp; DXP Enterprises, Inc., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 3.250%, 6.923%, 10/11/2030(a)(b)<br>| &nbsp;&nbsp; 2245108 |
| 2856910 | &nbsp;&nbsp; Dynamo Newco II GmbH, 2025 USD Term Loan B, <br> 1 mo. USD SOFR + 3.250%, 6.921%, 9/30/2031(a)(b)<br>| &nbsp;&nbsp; 2856910 |
| 1963221 | &nbsp;&nbsp; Infinite Bidco LLC, 2nd Lien Term Loan, 3 mo. USD <br> SOFR + 7.000%, 10.929%, 3/02/2029(b)<br>| &nbsp;&nbsp; 1820888 |
| 3171176 | &nbsp;&nbsp; Lsf12 Crown U.S. Commercial Bidco LLC, 2026 Term <br> Loan B, 1 mo. USD SOFR + 3.000%, <br> 6.671%, 12/02/2031(a)(b)<br>| &nbsp;&nbsp; 3168005 |
| 1287883 | &nbsp;&nbsp; Resilience Parent LLC, 1st Lien Term Loan, <br> 2/28/2033(f)<br>| &nbsp;&nbsp; 1284664 |
| 2623227 | &nbsp;&nbsp; TK Elevator Midco GmbH, 2025 USD Term Loan B, <br> 6 mo. USD SOFR + 2.750%, 6.377%, 4/30/2030(a)(b)<br>| &nbsp;&nbsp; 2622046 |
|  |  | &nbsp;&nbsp; 13997621 |
|  | **Electric — 2.1%** | **Electric — 2.1%** |
| 6329258 | &nbsp;&nbsp; Kohler Energy Co. LLC, 2026 USD Term Loan B, <br> 3 mo. USD SOFR + 3.000%, 6.661%, 5/01/2031(a)(b)<br>| &nbsp;&nbsp; 6323308 |
| 3890402 | &nbsp;&nbsp; Talen Energy Supply LLC, 2024-1 Incremental Term <br> Loan, 12/15/2031(f)<br>| &nbsp;&nbsp; 3897210 |
|  |  | &nbsp;&nbsp; 10220518 |
|  | **Environmental — 1.1%** | **Environmental — 1.1%** |
| 2526487 | &nbsp;&nbsp; Action Environmental Group, Inc., 2023 Term Loan <br> B, 3 mo. USD SOFR + 3.250%, 6.922%, 10/24/2030(b)<br>| &nbsp;&nbsp; 2523328 |
| 2784595 | &nbsp;&nbsp; Northstar Group Services, Inc., 2024 Term Loan B, <br> 3 mo. USD SOFR + 4.750%, 8.417%, 5/31/2030(a)(b)<br>| &nbsp;&nbsp; 2804310 |
|  |  | &nbsp;&nbsp; 5327638 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Financial Other — 0.9%** | **Financial Other — 0.9%** |
| $2159108 | &nbsp;&nbsp; Aragorn Parent Corp., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 3.500%, 7.173%, 12/15/2028(a)(b)<br>| &nbsp;&nbsp; $2154250 |
| 2722500 | &nbsp;&nbsp; Dragon Buyer, Inc., Term Loan B, 3 mo. USD SOFR <br> + 2.750%, 6.422%, 9/30/2031(a)(b)<br>| &nbsp;&nbsp; 2382188 |
| 2521320 | &nbsp;&nbsp; Luxembourg Investment Co. 428 SARL, Term Loan <br> B, 3 mo. USD SOFR + 5.000%, 10.391%, 1/03/2029(c)<br>| &nbsp;&nbsp; 50426 |
|  |  | &nbsp;&nbsp; 4586864 |
|  | **Food & Beverage — 1.5%** | **Food & Beverage — 1.5%** |
| 3937975 | &nbsp;&nbsp; Fiesta Purchaser, Inc., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 2.750%, 6.423%, 2/12/2031(a)(b)<br>| &nbsp;&nbsp; 3814913 |
| 546320 | Northeast Grocery, Inc., Term Loan B, 12/13/2028(f) | &nbsp;&nbsp; 547233 |
| 3189873 | &nbsp;&nbsp; Northeast Grocery, Inc., Term Loan B, USD SOFR + <br> 7.500%, 11.152%, 12/13/2028(a)(b)<br>| &nbsp;&nbsp; 3195200 |
|  |  | &nbsp;&nbsp; 7557346 |
|  | **Gaming — 0.7%** | **Gaming — 0.7%** |
| 3447697 | &nbsp;&nbsp; J&J Ventures Gaming LLC, 2025 Repriced Term <br> Loan B, 1 mo. USD SOFR + 3.500%, <br> 7.173%, 4/26/2030(a)(b)<br>| &nbsp;&nbsp; 3394913 |
|  | **Government Owned - No Guarantee — 0.4%** | **Government Owned - No Guarantee — 0.4%** |
| 2178724 | &nbsp;&nbsp; Element Materials Technology Group <br> U.S. Holdings, Inc., 2022 USD Term Loan, <br> 7/06/2029(f)<br>| &nbsp;&nbsp; 2184171 |
|  | **Healthcare — 8.7%** | **Healthcare — 8.7%** |
| 3113198 | &nbsp;&nbsp; Aveanna Healthcare LLC, 2025 Term Loan B, 1 mo. <br> USD SOFR + 3.750%, 7.423%, 9/17/2032(a)(b)<br>| &nbsp;&nbsp; 3099375 |
| 10444646 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1 mo. USD SOFR + 3.750%, 7.423%, 1/15/2031(a)(b)<br>| &nbsp;&nbsp; 10439424 |
| 4767375 | &nbsp;&nbsp; Dermatology Intermediate Holdings III, Inc., 2022 <br> Term Loan B, 3 mo. USD SOFR + 4.250%, <br> 7.917%, 3/30/2029(b)<br>| &nbsp;&nbsp; 4433659 |
| 153234 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 3.500%, 10/23/2031(e)<br>| &nbsp;&nbsp; 153552 |
| 219675 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, 1 mo. <br> USD SOFR + 3.500%, 7.173%, 10/23/2031(a)(b)<br>| &nbsp;&nbsp; 220132 |
| 2880950 | &nbsp;&nbsp; Hanger, Inc., 2024 Term Loan B, 1 mo. USD SOFR + <br> 3.500%, 7.173%, 10/23/2031(a)(b)<br>| &nbsp;&nbsp; 2886943 |
| 1414289 | &nbsp;&nbsp; Inception Holdco SARL, 2025 USD Repriced Term <br> Loan, 3 mo. USD SOFR + 3.250%, <br> 6.922%, 4/09/2031(a)(b)<br>| &nbsp;&nbsp; 1422067 |
| 2185188 | &nbsp;&nbsp; IVC Acquisition Ltd., 2025 USD Repriced Term Loan <br> B, 3 mo. USD SOFR + 3.750%, <br> 7.422%, 12/12/2028(a)(b)<br>| &nbsp;&nbsp; 2176448 |
| 3061328 | &nbsp;&nbsp; LifePoint Health, Inc., 2024 Incremental Term Loan <br> B1, 3 mo. USD SOFR + 3.500%, <br> 7.152%, 5/19/2031(a)(b)<br>| &nbsp;&nbsp; 3056123 |
| 3521144 | &nbsp;&nbsp; Onex TSG Intermediate Corp., 2026 Term Loan B, <br> 8/06/2032(f)<br>| &nbsp;&nbsp; 3518222 |
| 1248762 | &nbsp;&nbsp; Radiology Partners, Inc., 2025 Term Loan, 3 mo. <br> USD SOFR + 4.500%, 8.172%, 6/30/2032(a)(b)<br>| &nbsp;&nbsp; 1234189 |
| 3419489 | &nbsp;&nbsp; Team Services Group, 2026 Term Loan B, <br> 1/31/2033(f)<br>| &nbsp;&nbsp; 3200061 |
| 4864986 | &nbsp;&nbsp; TTF Holdings LLC, 2024 Term Loan, 6 mo. USD SOFR <br> + 3.750%, 7.376%, 7/18/2031(a)(b)<br>| &nbsp;&nbsp; 3551440 |
| 128490 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Delayed Draw <br> Term Loan, 12/30/2032(f)<br>| &nbsp;&nbsp; 128618 |
| 368153 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Delayed Draw <br> Term Loan, 7.167%, 12/30/2032(e)<br>| &nbsp;&nbsp; 368521 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Healthcare — continued** | **Healthcare — continued** |
| $848031 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Term Loan, <br> 12/30/2032(f)<br>| &nbsp;&nbsp; $848879 |
| 2429812 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Term Loan, 3 mo. <br> USD SOFR + 3.500%, 7.167%, 12/30/2032(a)(b)<br>| &nbsp;&nbsp; 2432241 |
|  |  | &nbsp;&nbsp; 43169894 |
|  | **Industrial Other — 3.9%** | **Industrial Other — 3.9%** |
| 402116 | &nbsp;&nbsp; Archkey Solutions LLC, 2024 Delayed Draw Term <br> Loan B, 4.250%, 11/01/2031(e)<br>| &nbsp;&nbsp; 402450 |
| 3458913 | &nbsp;&nbsp; Archkey Solutions LLC, 2024 Term Loan B, 3 mo. <br> USD SOFR + 4.250%, 7.922%, 11/01/2031(a)(b)<br>| &nbsp;&nbsp; 3461784 |
| 271335 | &nbsp;&nbsp; Azuria Water Solutions, Inc., 2026 Delayed Draw <br> Term Loan, 1/27/2033(f)<br>| &nbsp;&nbsp; 267436 |
| 2035015 | &nbsp;&nbsp; Azuria Water Solutions, Inc., 2026 Term Loan B, <br> 1/27/2033(f)<br>| &nbsp;&nbsp; 2005772 |
| 2260102 | &nbsp;&nbsp; Fluid-Flow Products, Inc., 2026 Term Loan B, <br> 3/04/2033(f)<br>| &nbsp;&nbsp; 2254452 |
| 2974545 | &nbsp;&nbsp; Gloves Buyer, Inc., 2025 Term Loan, 1 mo. USD <br> SOFR + 4.000%, 7.673%, 5/21/2032(a)(b)<br>| &nbsp;&nbsp; 2959672 |
| 3399024 | &nbsp;&nbsp; Mckissock Investment Holdings LLC, 2022 Term <br> Loan, 3 mo. USD SOFR + 5.000%, <br> 8.821%, 3/12/2029(a)(b)<br>| &nbsp;&nbsp; 2904058 |
| 2932649 | &nbsp;&nbsp; Michael Baker International LLC, 2025 Term Loan <br> B, 3 mo. USD SOFR + 4.000%, <br> 7.667%, 12/01/2028(a)(b)<br>| &nbsp;&nbsp; 2930215 |
| 2515578 | &nbsp;&nbsp; St. George's University Scholastic Services LLC, <br> 2022 Term Loan B, 1 mo. USD SOFR + 2.750%, <br> 6.423%, 2/10/2029(a)(b)<br>| &nbsp;&nbsp; 2394000 |
|  |  | &nbsp;&nbsp; 19579839 |
|  | **Leisure — 1.5%** | **Leisure — 1.5%** |
| 3713340 | &nbsp;&nbsp; EOC Borrower LLC, Term Loan B, 1 mo. USD SOFR <br> + 2.750%, 6.423%, 3/24/2032(a)(b)<br>| &nbsp;&nbsp; 3697558 |
| 4163097 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, 2025 Term Loan <br> B, 1 mo. USD SOFR + 3.250%, <br> 6.923%, 9/22/2032(a)(b)<br>| &nbsp;&nbsp; 3898741 |
|  |  | &nbsp;&nbsp; 7596299 |
|  | **Media Entertainment — 3.8%** | **Media Entertainment — 3.8%** |
| 5479710 | &nbsp;&nbsp; Cengage Learning, Inc., 2026 Term Loan B, USD <br> SOFR + 3.000%, 6.671%, 3/24/2031(a)(b)<br>| &nbsp;&nbsp; 5334607 |
| 2198490 | &nbsp;&nbsp; Dotdash Meredith, Inc., 2025 Term Loan B, 1 mo. <br> USD SOFR + 3.500%, 7.171%, 6/17/2032(a)(b)<br>| &nbsp;&nbsp; 2017114 |
| 2133447 | &nbsp;&nbsp; McGraw-Hill Global Education Holdings LLC, 2025 <br> 1st Lien Term Loan B, 1 mo. USD SOFR + 2.750%, <br> 6.423%, 8/06/2031(a)(b)<br>| &nbsp;&nbsp; 2126450 |
| 2666881 | &nbsp;&nbsp; Nexstar Broadcasting, Inc., 2025 Term Loan B5, <br> 1 mo. USD SOFR + 2.500%, 6.173%, 6/28/2032(a)(b)<br>| &nbsp;&nbsp; 2663547 |
| 3169052 | &nbsp;&nbsp; Plano HoldCo, Inc., Term Loan B, 3 mo. USD SOFR + <br> 3.500%, 7.172%, 10/02/2031(a)(b)<br>| &nbsp;&nbsp; 2693695 |
| 4218724 | &nbsp;&nbsp; Sweetwater Borrower LLC, 2026 Term Loan B, <br> 1 mo. USD SOFR + 4.000%, 7.660%, 2/17/2033(a)(b)<br>| &nbsp;&nbsp; 4223997 |
|  |  | &nbsp;&nbsp; 19059410 |
|  | **Metals & Mining — 0.5%** | **Metals & Mining — 0.5%** |
| 893022 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Delayed Draw Term <br> Loan, 3.750%, 12/21/2029(e)<br>| &nbsp;&nbsp; 860276 |
| 1562790 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 6.000%, 9.670%, 12/21/2029(a)(b)<br>| &nbsp;&nbsp; 1505482 |
|  |  | &nbsp;&nbsp; 2365758 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Oil Field Services — 1.1%** | **Oil Field Services — 1.1%** |
| $2203673 | &nbsp;&nbsp; Deep Blue Operating I LLC, Term Loan, 1 mo. USD <br> SOFR + 2.750%, 6.421%, 10/01/2032(a)(b)<br>| &nbsp;&nbsp; $2210570 |
| 3149137 | &nbsp;&nbsp; Star Holding LLC, 2024 1st Lien Term Loan B, 1 mo. <br> USD SOFR + 4.500%, 8.173%, 7/31/2031(a)(b)<br>| &nbsp;&nbsp; 3081557 |
|  |  | &nbsp;&nbsp; 5292127 |
|  | **Paper — 0.9%** | **Paper — 0.9%** |
| 4423784 | &nbsp;&nbsp; Schweitzer-Mauduit International, Inc., 2021 Term <br> Loan B, 1 mo. USD SOFR + 3.750%, <br> 7.538%, 4/20/2028(a)(b)<br>| &nbsp;&nbsp; 4385076 |
|  | **Property & Casualty Insurance — 5.3%** | **Property & Casualty Insurance — 5.3%** |
| 3258832 | &nbsp;&nbsp; Acrisure LLC, 2024 1st Lien Term Loan B6, 1 mo. <br> USD SOFR + 3.000%, 6.673%, 11/06/2030(a)(b)<br>| &nbsp;&nbsp; 3150476 |
| 2548303 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC, 2025 Term Loan <br> B, 1 mo. USD SOFR + 2.500%, <br> 6.173%, 9/19/2031(a)(b)<br>| &nbsp;&nbsp; 2486354 |
| 7805742 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.373%, 2/15/2031(a)(b)<br>| &nbsp;&nbsp; 7630113 |
| 1471912 | &nbsp;&nbsp; Asurion LLC, 2023 Term Loan B11, 1 mo. USD SOFR <br> + 4.250%, 8.023%, 8/19/2028(a)(b)<br>| &nbsp;&nbsp; 1470529 |
| 1840967 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, 2025 Term <br> Loan B2, 1 mo. USD SOFR + 2.500%, <br> 6.160%, 5/26/2031(a)(b)<br>| &nbsp;&nbsp; 1802620 |
| 292754 | &nbsp;&nbsp; BroadStreet Partners, Inc., 2024 Term Loan B4, <br> 1 mo. USD SOFR + 2.500%, 6.173%, 6/13/2031(a)(b)<br>| &nbsp;&nbsp; 279551 |
| 2228800 | &nbsp;&nbsp; Howden Group Holdings Ltd., 2025 USD Term Loan <br> B, 1 mo. USD SOFR + 2.750%, <br> 6.423%, 2/15/2031(a)(b)<br>| &nbsp;&nbsp; 2112902 |
| 3064357 | &nbsp;&nbsp; Hyperion Insurance Group Ltd., 2025 Term Loan B, <br> 1 mo. USD SOFR + 2.750%, 6.423%, 4/18/2030(a)(b)<br>| &nbsp;&nbsp; 2918371 |
| 2456571 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2024 Term Loan B, <br> 3 mo. USD SOFR + 2.750%, 6.422%, 5/06/2031(a)(b)<br>| &nbsp;&nbsp; 2406825 |
| 2260526 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2nd Lien Term Loan, <br> 3 mo. USD SOFR + 4.750%, 8.422%, 5/06/2032(a)(b)<br>| &nbsp;&nbsp; 2239797 |
|  |  | &nbsp;&nbsp; 26497538 |
|  | **Refining — 0.6%** | **Refining — 0.6%** |
| 2720219 | &nbsp;&nbsp; Delek U.S. Holdings, Inc., 2022 Term Loan B, 1 mo. <br> USD SOFR + 3.500%, 7.273%, 11/19/2029(a)(b)<br>| &nbsp;&nbsp; 2708087 |
|  | **Restaurants — 0.2%** | **Restaurants — 0.2%** |
| 1254731 | &nbsp;&nbsp; Dave & Buster's, Inc., 2024 Term Loan B, 3 mo. USD <br> SOFR + 3.250%, 6.938%, 6/29/2029(b)<br>| &nbsp;&nbsp; 1159372 |
|  | **Retailers — 8.5%** | **Retailers — 8.5%** |
| 4677000 | &nbsp;&nbsp; Boots Group Bidco Ltd., USD Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.956%, 8/30/2032(a)(b)<br>| &nbsp;&nbsp; 4678964 |
| 509701 | &nbsp;&nbsp; Container Store, Inc., 2025 Roll-Up Exit Term Loan, <br> 8.627% PIK, 7/30/2029(a)(b)(d)(g)<br>| &nbsp;&nbsp; 127425 |
| 296896 | &nbsp;&nbsp; Container Store, Inc., First Out Term Loan, 5.500% <br> PIK and/or 1 mo. USD SOFR + 1.000% Cash, <br> 4/30/2029(a)(b)(d)(g)<br>| &nbsp;&nbsp; 163293 |
| 6478554 | &nbsp;&nbsp; Evergreen Acqco 1 LP, 2025 Term Loan B, 3 mo. <br> USD SOFR + 3.000%, 6.701%, 9/17/2032(a)(b)<br>| &nbsp;&nbsp; 6476546 |
| 4211651 | &nbsp;&nbsp; Great Outdoors Group LLC, 2025 Term Loan B, <br> 1/23/2032(f)<br>| &nbsp;&nbsp; 4201122 |
| 3346918 | &nbsp;&nbsp; Harbor Freight Tools USA, Inc., 2024 Term Loan B, <br> 1 mo. USD SOFR + 2.250%, 5.923%, 6/11/2031(b)<br>| &nbsp;&nbsp; 3291929 |
| 665502 | &nbsp;&nbsp; International Textile Group, Inc., 2023 Last Out Term <br> Loan, 5.500% PIK and/or 3 mo. USD SOFR + 1.000% <br> Cash, 9/30/2027(a)(b)(d)<br>| &nbsp;&nbsp; 500790 |
| 2716064 | &nbsp;&nbsp; International Textile Group, Inc., 2023 Term Loan, <br> 3 mo. USD SOFR + 8.500%, 12.311%, 9/30/2027(b)<br>| &nbsp;&nbsp; 2717775 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Retailers — continued** | **Retailers — continued** |
| $2410650 | &nbsp;&nbsp; Peer Holding III BV, 2025 USD Term Loan B5B, <br> 3 mo. USD SOFR + 2.500%, 6.172%, 7/01/2031(a)(b)<br>| &nbsp;&nbsp; $2406431 |
| 7297022 | &nbsp;&nbsp; PetSmart, Inc., 2025 USD Term Loan B, 1 mo. USD <br> SOFR + 4.000%, 7.677%, 8/18/2032(a)(b)<br>| &nbsp;&nbsp; 7248351 |
| 1894133 | &nbsp;&nbsp; Restoration Hardware, Inc., 2022 Incremental Term <br> Loan, 1 mo. USD SOFR + 3.250%, <br> 7.023%, 10/20/2028(a)(b)<br>| &nbsp;&nbsp; 1882977 |
| 3209340 | &nbsp;&nbsp; S&S Holdings LLC, Term Loan, 1 mo. USD SOFR + <br> 5.000%, 8.773%, 3/11/2028(a)(b)<br>| &nbsp;&nbsp; 3141141 |
| 737420 | Tory Burch LLC, Term Loan B, 4/17/2028(f) | &nbsp;&nbsp; 735208 |
| 1308372 | &nbsp;&nbsp; Tory Burch LLC, Term Loan B, 1 mo. USD SOFR + <br> 3.250%, 7.038%, 4/17/2028(b)<br>| &nbsp;&nbsp; 1304447 |
| 1045512 | &nbsp;&nbsp; Varsity Brands, Inc., 2025 1st Lien Term Loan, <br> 8/26/2031(f)<br>| &nbsp;&nbsp; 1042250 |
| 2288500 | &nbsp;&nbsp; Varsity Brands, Inc., 2025 1st Lien Term Loan, 3 mo. <br> USD SOFR + 3.000%, 6.672%, 8/26/2031(a)(b)<br>| &nbsp;&nbsp; 2281360 |
|  |  | &nbsp;&nbsp; 42200009 |
|  | **Technology — 14.6%** | **Technology — 14.6%** |
| 4860000 | &nbsp;&nbsp; Altar Bidco, Inc., 2021 2nd Lien Term Loan, 1 yr. <br> USD SOFR + 5.600%, 9.108%, 2/01/2030(a)(b)<br>| &nbsp;&nbsp; 4556250 |
| 4761165 | &nbsp;&nbsp; Camelot U.S. Acquisition LLC, 2024 Term Loan B, <br> 1 mo. USD SOFR + 2.750%, 6.423%, 1/31/2031(b)<br>| &nbsp;&nbsp; 4007330 |
| 949000 | &nbsp;&nbsp; Camelot U.S. Acquisition LLC, 2025 Incremental <br> Term Loan B, 1 mo. USD SOFR + 3.250%, <br> 6.923%, 1/31/2031(a)(b)<br>| &nbsp;&nbsp; 798745 |
| 6059060 | &nbsp;&nbsp; Cotiviti Corp., 2024 Term Loan, 1 mo. USD SOFR + <br> 2.750%, 6.421%, 5/01/2031(b)<br>| &nbsp;&nbsp; 5356572 |
| 6695000 | &nbsp;&nbsp; Cyberswift U.S. Finco LLC, Term Loan B, 3 mo. USD <br> SOFR + 4.000%, 7.646%, 10/08/2032(a)(b)<br>| &nbsp;&nbsp; 6572281 |
| 460839 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.898%, 10/09/2031(b)<br>| &nbsp;&nbsp; 436645 |
| 3191819 | &nbsp;&nbsp; Darktrace PLC, 2nd Lien Term Loan, 3 mo. USD <br> SOFR + 5.250%, 8.898%, 10/09/2032(a)(b)<br>| &nbsp;&nbsp; 2934495 |
| 1323197 | Dayforce, Inc., 2026 Term Loan, 2/04/2033(f) | &nbsp;&nbsp; 1216402 |
| 4235000 | &nbsp;&nbsp; Dayforce, Inc., 2026 Term Loan, 3 mo. USD SOFR + <br> 3.000%, 6.663%, 2/04/2033(a)(b)<br>| &nbsp;&nbsp; 3893193 |
| 4827744 | &nbsp;&nbsp; First Advantage Holdings LLC, 2025 Repriced Term <br> Loan B, 1 mo. USD SOFR + 2.750%, <br> 6.423%, 10/31/2031(a)(b)<br>| &nbsp;&nbsp; 4612909 |
| 3283695 | &nbsp;&nbsp; Fortress Intermediate 3, Inc., 2025 Term Loan B, <br> 1 mo. USD SOFR + 3.000%, 6.668%, 6/27/2031(a)(b)<br>| &nbsp;&nbsp; 3185185 |
| 1677451 | &nbsp;&nbsp; Global Holdings International Co. LLC, Term Loan B, <br> 1 mo. USD SOFR + 5.500%, 9.276%, 3/16/2026(a)(b)<br>| &nbsp;&nbsp; 1610353 |
| 3148000 | &nbsp;&nbsp; Gryphon Acquire Newco LLC, Term Loan B, 6 mo. <br> USD SOFR + 3.000%, 6.879%, 9/13/2032(a)(b)<br>| &nbsp;&nbsp; 3146300 |
| 1663091 | IGT Holding IV AB, 2025 Term Loan B5, 9/01/2031(f) | &nbsp;&nbsp; 1617356 |
| 987500 | &nbsp;&nbsp; Imprivata, Inc., 2025 Term Loan B, 3 mo. USD SOFR <br> + 3.000%, 6.672%, 12/01/2027(a)(b)<br>| &nbsp;&nbsp; 980104 |
| 4281096 | &nbsp;&nbsp; Kaseya, Inc., 2025 1st Lien Term Loan B, 1 mo. USD <br> SOFR + 3.000%, 6.673%, 3/22/2032(a)(b)<br>| &nbsp;&nbsp; 3862148 |
| 5354903 | &nbsp;&nbsp; Loyalty Ventures, Inc., Term Loan B, PRIME + <br> 5.500%, 13.750%, 11/03/2027(c)(g)<br>| &nbsp;&nbsp; 481941 |
| 2366966 | &nbsp;&nbsp; McAfee LLC, 2024 USD 1st Lien Term Loan B, 1 mo. <br> USD SOFR + 3.000%, 6.673%, 3/01/2029(a)(b)<br>| &nbsp;&nbsp; 2053343 |
| 798548 | &nbsp;&nbsp; Physician Partners LLC, 2025 Second Out Term <br> Loan B1, 2.500% PIK and/or 3 mo. USD SOFR + <br> 1.500% Cash, 12/31/2029(a)(b)(d)<br>| &nbsp;&nbsp; 383303 |
| 501523 | &nbsp;&nbsp; Physician Partners LLC, 2025 Third Out Term Loan <br> C, 4.000% PIK and/or 3 mo. USD SOFR + 1.500% <br> Cash, 12/31/2030(a)(b)(d)<br>| &nbsp;&nbsp; 118359 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $2713121 | &nbsp;&nbsp; Press Ganey Holdings, Inc., 2025 Repriced Term <br> Loan B, 1 mo. USD SOFR + 3.000%, <br> 6.673%, 4/30/2031(a)(b)<br>| &nbsp;&nbsp; $2707477 |
| 1613114 | &nbsp;&nbsp; Project Alpha Intermediate Holding, Inc., 2025 2nd <br> Lien Incremental Term Loan, 3 mo. USD SOFR + <br> 5.000%, 8.672%, 5/09/2033(a)(b)<br>| &nbsp;&nbsp; 1201770 |
| 1345371 | &nbsp;&nbsp; Redstone Holdco 2 LP, 2026 Second Out Term Loan, <br> 3 mo. USD SOFR + 5.500%, 9.167%, 12/31/2030(a)(b)<br>| &nbsp;&nbsp; 690619 |
| 349797 | &nbsp;&nbsp; Redstone Holdco 2 LP, 2026 Tranche A2 First Out <br> Term Loan, 3 mo. USD SOFR + 5.250%, <br> 8.917%, 12/31/2030(a)(b)<br>| &nbsp;&nbsp; 302224 |
| 243800 | &nbsp;&nbsp; Sandisk Corp., Term Loan B, 3 mo. USD SOFR + <br> 3.000%, 6.669%, 2/20/2032(a)(b)<br>| &nbsp;&nbsp; 243800 |
| 563143 | &nbsp;&nbsp; Trio Bidco, Inc., 2025 Delayed Draw Term Loan, <br> 0.500%, 10/29/2032(e)<br>| &nbsp;&nbsp; 544841 |
| 5349857 | &nbsp;&nbsp; Trio Bidco, Inc., 2025 Term Loan B, 3 mo. USD SOFR <br> + 4.000%, 7.672%, 10/29/2032(a)(b)<br>| &nbsp;&nbsp; 5175987 |
| 3948615 | UKG, Inc., 2024 Term Loan B, 2/10/2031(f) | &nbsp;&nbsp; 3729466 |
| 3400000 | &nbsp;&nbsp; Vantor Holdings, Inc., 1st Lien Term Loan, <br> 3/03/2033(f)<br>| &nbsp;&nbsp; 3349000 |
| 3551538 | &nbsp;&nbsp; Virtusa Corp., 2024 Term Loan B, 1 mo. USD SOFR + <br> 3.250%, 6.923%, 2/15/2029(b)<br>| &nbsp;&nbsp; 3252605 |
|  |  | &nbsp;&nbsp; 73021003 |
|  | **Transportation Services — 1.9%** | **Transportation Services — 1.9%** |
| 4273501 | &nbsp;&nbsp; AIT Worldwide Logistics, Inc., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 4.000%, <br> 7.673%, 4/08/2030(a)(b)<br>| &nbsp;&nbsp; 4256791 |
| 3261730 | &nbsp;&nbsp; Rand Parent LLC, 2025 Term Loan B, 3 mo. USD <br> SOFR + 3.000%, 6.672%, 3/18/2030(a)(b)<br>| &nbsp;&nbsp; 3260100 |
| 1960718 | &nbsp;&nbsp; Worldwide Express Operations LLC, 2024 Term <br> Loan B, 3 mo. USD SOFR + 4.000%, <br> 7.672%, 7/26/2028(a)(b)<br>| &nbsp;&nbsp; 1953914 |
|  |  | &nbsp;&nbsp; 9470805 |
|  | **Wireless — 1.7%** | **Wireless — 1.7%** |
| 5011819 | &nbsp;&nbsp; Crown Subsea Communications Holding, Inc., 2026 <br> Term Loan B, 1 mo. USD SOFR + 3.000%, <br> 6.673%, 1/30/2031(a)(b)<br>| &nbsp;&nbsp; 5014976 |
| 3546977 | &nbsp;&nbsp; Voyage Digital (NZ) Ltd., 2024 Term Loan, 3 mo. USD <br> SOFR + 3.250%, 6.902%, 5/11/2029(a)(b)<br>| &nbsp;&nbsp; 3564712 |
|  |  | &nbsp;&nbsp; 8579688 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $432,018,357)<br>| &nbsp;&nbsp; 407637371 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Exchange-Traded Funds — 6.4%** | **Exchange-Traded Funds — 6.4%** | **Exchange-Traded Funds — 6.4%** |
| 1578187 | &nbsp;&nbsp; Invesco Senior Loan ETF <br>(Identified Cost$33,075,413)<br>| &nbsp;&nbsp; 31895159 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Collateralized Loan Obligations — 5.3%** | **Collateralized Loan Obligations — 5.3%** | **Collateralized Loan Obligations — 5.3%** |
| $3280000 | &nbsp;&nbsp; 720 East CLO VI Ltd., Series 2024-3A, Class E, 3 mo. <br> USD SOFR + 5.500%, 9.168%, 1/20/2038(b)(h)<br>| &nbsp;&nbsp; $3139324 |
| 2345000 | &nbsp;&nbsp; AGL CLO 35 Ltd., Series 2024-35A, Class E, 3 mo. <br> USD SOFR + 5.150%, 8.820%, 1/21/2038(b)(h)<br>| &nbsp;&nbsp; 2307792 |
| 2510000 | &nbsp;&nbsp; AGL CLO 44 Ltd., Series 2025-44A, Class E, 3 mo. <br> USD SOFR + 4.750%, 8.581%, 10/22/2037(b)(h)<br>| &nbsp;&nbsp; 2486599 |
| 1800000 | &nbsp;&nbsp; AGL CLO 45 Ltd., Series 2025-45A, Class E, 3 mo. <br> USD SOFR + 4.650%, 8.532%, 1/22/2039(b)(h)<br>| &nbsp;&nbsp; 1768061 |
| 2490000 | &nbsp;&nbsp; Benefit Street Partners CLO XXVIII Ltd., <br> Series 2022-28A, Class ER, 3 mo. USD SOFR + <br> 5.400%, 9.068%, 10/20/2037(b)(h)<br>| &nbsp;&nbsp; 2362136 |
| 2000000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2025-1A, Class E, 3 mo. <br> USD SOFR + 4.500%, 8.171%, 4/23/2038(b)(h)<br>| &nbsp;&nbsp; 1935062 |
| 3500000 | &nbsp;&nbsp; Garnet CLO 3 Ltd., Series 2025-3A, Class E, 3 mo. <br> USD SOFR + 4.950%, 8.733%, 10/20/2038(b)(h)<br>| &nbsp;&nbsp; 3500951 |
| 2735000 | &nbsp;&nbsp; OHA Credit Funding 2 Ltd., Series 2019-2A, <br> Class ER2, 3 mo. USD SOFR + 4.800%, <br> 8.470%, 1/21/2038(b)(h)<br>| &nbsp;&nbsp; 2595021 |
| 3275000 | &nbsp;&nbsp; OHA Credit Partners XVII Ltd., Series 2024-17A, <br> Class E, 3 mo. USD SOFR + 5.000%, <br> 8.668%, 1/18/2038(b)(h)<br>| &nbsp;&nbsp; 3153288 |
| 3300000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2022-4A, Class ER, <br> 3 mo. USD SOFR + 5.500%, 9.168%, 10/20/2037(b)(h)<br>| &nbsp;&nbsp; 3248916 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $27,231,070)<br>| &nbsp;&nbsp; 26497150 |
| **Bonds and Notes — 5.1%** | **Bonds and Notes — 5.1%** | **Bonds and Notes — 5.1%** |
| **Non-Convertible Bonds — 4.8%** | **Non-Convertible Bonds — 4.8%** | **Non-Convertible Bonds — 4.8%** |
|  | **Cable Satellite — 3.2%** | **Cable Satellite — 3.2%** |
| 7190000 | CSC Holdings LLC, 5.375%, 2/01/2028(h) | &nbsp;&nbsp; 5171716 |
| 4200000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(h)<br>| &nbsp;&nbsp; 4295644 |
| 3600000 | DISH DBS Corp., 5.250%, 12/01/2026(h) | &nbsp;&nbsp; 3496793 |
| 3000000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 2962838 |
|  |  | &nbsp;&nbsp; 15926991 |
|  | **Food & Beverage — 0.2%** | **Food & Beverage — 0.2%** |
| 1142000 | &nbsp;&nbsp; Viking Baked Goods Acquisition Corp., <br> 8.625%, 11/01/2031(h)<br>| &nbsp;&nbsp; 1156044 |
|  | **Media Entertainment — 0.9%** | **Media Entertainment — 0.9%** |
| 4650000 | Millennium Escrow Corp., 6.625%, 8/01/2026(h) | &nbsp;&nbsp; 4430942 |
|  | **Retailers — 0.1%** | **Retailers — 0.1%** |
| 373000 | Michaels Cos., Inc., 8.500%, 3/15/2033(h) | &nbsp;&nbsp; 362819 |
|  | **Technology — 0.4%** | **Technology — 0.4%** |
| 1069000 | &nbsp;&nbsp; CACI International, Inc., Series MAR, <br> 6.375%, 6/15/2033(h)<br>| &nbsp;&nbsp; 1100527 |
| 1215000 | &nbsp;&nbsp; Sabre Financial Borrower LLC, <br> 11.125%, 6/15/2029(h)<br>| &nbsp;&nbsp; 1170690 |
|  |  | &nbsp;&nbsp; 2271217 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $24,984,094)<br>| &nbsp;&nbsp; 24148013 |
| **Convertible Bonds — 0.3%** | **Convertible Bonds — 0.3%** | **Convertible Bonds — 0.3%** |
|  | **Consumer Cyclical Services — 0.1%** | **Consumer Cyclical Services — 0.1%** |
| 37000 | Compass, Inc., 0.250%, 4/15/2031(h) | &nbsp;&nbsp; 35292 |
| 43000 | DoorDash, Inc., Zero Coupon, 5/15/2030(h) | &nbsp;&nbsp; 41431 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Consumer Cyclical Services — continued** | **Consumer Cyclical Services — continued** |
| $33000 | Lyft, Inc., Zero Coupon, 9/15/2030(h) | &nbsp;&nbsp; $31842 |
| 42000 | &nbsp;&nbsp; Uber Technologies, Inc., Series 2028, <br> 0.875%, 12/01/2028<br>| &nbsp;&nbsp; 51891 |
|  |  | &nbsp;&nbsp; 160456 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 24000 | &nbsp;&nbsp; Advanced Energy Industries, Inc., <br> 2.500%, 9/15/2028<br>| &nbsp;&nbsp; 59532 |
| 29000 | Bloom Energy Corp., Zero Coupon, 11/15/2030(h) | &nbsp;&nbsp; 34075 |
| 39000 | Itron, Inc., 1.375%, 7/15/2030 | &nbsp;&nbsp; 40609 |
|  |  | &nbsp;&nbsp; 134216 |
|  | **Electric — 0.0%** | **Electric — 0.0%** |
| 21000 | Evergy, Inc., 4.500%, 12/15/2027 | &nbsp;&nbsp; 28696 |
| 39000 | FirstEnergy Corp., 3.875%, 1/15/2031(h) | &nbsp;&nbsp; 45396 |
| 34000 | Pinnacle West Capital Corp., 4.750%, 6/15/2027 | &nbsp;&nbsp; 38896 |
|  |  | &nbsp;&nbsp; 112988 |
|  | **Environmental — 0.0%** | **Environmental — 0.0%** |
| 23000 | Tetra Tech, Inc., 2.250%, 8/15/2028 | &nbsp;&nbsp; 26176 |
|  | **Financial Other — 0.0%** | **Financial Other — 0.0%** |
| 40000 | IREN Ltd., Series 33, 1.000%, 6/01/2033(h) | &nbsp;&nbsp; 40120 |
|  | **Food & Beverage — 0.0%** | **Food & Beverage — 0.0%** |
| 24000 | Post Holdings, Inc., 2.500%, 8/15/2027 | &nbsp;&nbsp; 27120 |
|  | **Industrial Other — 0.0%** | **Industrial Other — 0.0%** |
| 33000 | Fluor Corp., 1.125%, 8/15/2029 | &nbsp;&nbsp; 43923 |
| 14000 | Granite Construction, Inc., 3.750%, 5/15/2028 | &nbsp;&nbsp; 41209 |
|  |  | &nbsp;&nbsp; 85132 |
|  | **Leisure — 0.0%** | **Leisure — 0.0%** |
| 36000 | NCL Corp. Ltd., 0.875%, 4/15/2030(h) | &nbsp;&nbsp; 43038 |
|  | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |
| 15000 | B2Gold Corp., 2.750%, 2/01/2030(h) | &nbsp;&nbsp; 30803 |
|  | **Midstream — 0.0%** | **Midstream — 0.0%** |
| 22000 | UGI Corp., 5.000%, 6/01/2028 | &nbsp;&nbsp; 31372 |
|  | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** |
| 25000 | &nbsp;&nbsp; Arrowhead Pharmaceuticals, Inc., Zero Coupon, <br> 1/15/2032<br>| &nbsp;&nbsp; 26325 |
| 24000 | Halozyme Therapeutics, Inc., 0.875%, 11/15/2032(h) | &nbsp;&nbsp; 24888 |
| 16000 | Ligand Pharmaceuticals, Inc., 0.750%, 10/01/2030(h) | &nbsp;&nbsp; 19422 |
| 18000 | Zoetis, Inc., 0.250%, 6/15/2029(h) | &nbsp;&nbsp; 18855 |
|  |  | &nbsp;&nbsp; 89490 |
|  | **Retailers — 0.0%** | **Retailers — 0.0%** |
| 34000 | Burlington Stores, Inc., 1.250%, 12/15/2027 | &nbsp;&nbsp; 53193 |
| 11000 | Freshpet, Inc., 3.000%, 4/01/2028 | &nbsp;&nbsp; 15096 |
|  |  | &nbsp;&nbsp; 68289 |
|  | **Technology — 0.1%** | **Technology — 0.1%** |
| 23000 | Cloudflare, Inc., Zero Coupon, 6/15/2030(h) | &nbsp;&nbsp; 24113 |
| 25000 | Guidewire Software, Inc., 1.250%, 11/01/2029 | &nbsp;&nbsp; 24913 |
| 10000 | InterDigital, Inc., 3.500%, 6/01/2027 | &nbsp;&nbsp; 47450 |
| 14000 | Lumentum Holdings, Inc., 0.375%, 3/15/2032(h) | &nbsp;&nbsp; 53529 |
| 13000 | &nbsp;&nbsp; Microchip Technology, Inc., Zero Coupon, <br> 2/15/2030(h)<br>| &nbsp;&nbsp; 13451 |
| 34000 | Nova Ltd., Zero Coupon, 9/15/2030(h) | &nbsp;&nbsp; 52921 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $30000 | Nutanix, Inc., 0.500%, 12/15/2029 | &nbsp;&nbsp; $27585 |
| 45000 | Rubrik, Inc., Zero Coupon, 6/15/2030(h) | &nbsp;&nbsp; 40050 |
| 11000 | Seagate HDD Cayman, 3.500%, 6/01/2028 | &nbsp;&nbsp; 54247 |
| 35000 | Snowflake, Inc., Zero Coupon, 10/01/2029 | &nbsp;&nbsp; 45850 |
|  |  | &nbsp;&nbsp; 384109 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $1,207,260)<br>| &nbsp;&nbsp; 1233309 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $26,191,354)<br>| &nbsp;&nbsp; 25381322 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 0.0%** | **Common Stocks— 0.0%** | **Common Stocks— 0.0%** |
|  | **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |
| 32299 | Resolute Topco, Inc.(i) | &nbsp;&nbsp; 64598 |
|  | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |
| 61854 | Ameriforge Group, Inc.(g)(i) | &nbsp;&nbsp; 5691 |
| 51 | Frontera Energy Corp. | &nbsp;&nbsp; 426 |
|  |  | &nbsp;&nbsp; 6117 |
|  | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** |
| 1737 | At Home Group, Inc.(i) | &nbsp;&nbsp; 42556 |
| 15696 | Container Store, Inc.(i) | &nbsp;&nbsp; 785 |
|  |  | &nbsp;&nbsp; 43341 |
|  | **Textiles, Apparel & Luxury Goods — 0.0%** | **Textiles, Apparel & Luxury Goods — 0.0%** |
| 53230 | Elevate Textiles Holding Corp.(i) | &nbsp;&nbsp; 76545 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $14,731,052)<br>| &nbsp;&nbsp; 190601 |
| **Warrants — 0.0%** | **Warrants — 0.0%** | **Warrants — 0.0%** |
| 55256 | &nbsp;&nbsp; Elevate Textiles Holding Corp., Expiration on <br> 6/21/2028(i) <br>(Identified Cost $2,333)<br>| &nbsp;&nbsp; 553 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>|  |  |
| **Short-Term Investments — 6.7%** | **Short-Term Investments — 6.7%** | **Short-Term Investments — 6.7%** |
| $33347616 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 2/27/2026 at <br> 2.150% to be repurchased at $33,353,591 on <br> 3/02/2026 collateralized by $33,345,800 <br> U.S. Treasury Note, 3.625% due 8/31/2027 valued at <br> $34,014,605 including accrued interest (j) <br>(Identified Cost $33,347,616)<br>| &nbsp;&nbsp; 33347616 |
|  | &nbsp;&nbsp; Total Investments — 105.3% <br>(Identified Cost $566,597,195)<br>| &nbsp;&nbsp; 524949772 |
|  | Other assets less liabilities — (5.3)% | &nbsp;&nbsp; (26262875)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $498686897 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Shares of <br> open-end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished <br> by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service <br> or bid prices obtained from broker-dealers. Senior loans and collateralized loan obligations ("CLOs") are fair valued at bid prices supplied by an <br> independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities, senior loans and CLOs where an <br> independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the <br> investment. Forward foreign currency contracts are fair valued utilizing interpolated rates determined based on information provided by an independent <br> pricing service. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior <br> to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of <br> the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market <br> disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, <br> among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related <br> market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by <br> the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV <br> may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may <br> not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; Stated interest rate has been determined in accordance with the provisions of the loan agreement and is subject to a minimum benchmark floor rate <br> which may range from 0.00% to 2.00%, to which the spread is added.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of February 28, 2026 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for <br> the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may not <br> indicate a reference rate and/or spread in their description.<br>|
| (c) | The issuer is in default with respect to interest and/or principal payments. Income is not being accrued. |
| (d) | Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. |
| (e) | &nbsp;&nbsp;&nbsp; Unfunded loan commitment. An unfunded loan commitment is a contractual obligation for future funding at the option of the borrower. The Fund receives <br> a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated rate in the loan agreement.<br>|
| (f) | &nbsp;&nbsp;&nbsp; Position is unsettled. Contract rate was not determined at February 28, 2026 and does not take effect until settlement date. Maturity date is not finalized <br> until settlement date.<br>|
| (g) | Level 3 security. Value has been determined using significant unobservable inputs. |
| (h) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At February 28, 2026, the value of Rule 144A holdings amounted to <br> $48,231,551 or 9.7% of net assets.<br>|
| (i) | Non-income producing security. |
| (j) | &nbsp;&nbsp;&nbsp; The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which the Fund acquires securities as <br> collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy that the market value of the <br> collateral for repurchase agreements be at least equal to 102% of the repurchase price, including interest. Certain repurchase agreements are tri-party <br> arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of the counterparty. Repurchase <br> agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Fund's <br> ability to dispose of the underlying securities. As of February 28, 2026, the Fund had an investment in a repurchase agreement for which the value of the <br> related collateral exceeded the value of the repurchase agreement.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| DIP | Debtor In Possession |
| ETF | Exchange-Traded Fund |
| PIK | Payment-in-Kind |
| SOFR | Secured Overnight Financing Rate |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| EUR | Euro |

---

**Forward Foreign Currency Contracts**

The Fund may enter into forward foreign currency contracts, including forward foreign cross currency contracts, to acquire exposure to foreign currencies or to hedge the Fund's investments against currency fluctuation. A contract can also be used to offset a previous contract. These contracts involve market risk in excess of the unrealized appreciation (depreciation). The U.S. dollar value of the currencies the Fund has committed to buy or sell represents the aggregate exposure to each currency the Fund has acquired or hedged through currency contracts outstanding at period end. Gains or losses are recorded for financial statement purposes as unrealized until settlement date. Contracts are traded over-the-counter directly with a counterparty. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar. Certain contracts may require the movement of cash and/or securities as collateral for the Fund's or counterparty's net obligations under the contracts.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: | At February 28, 2026, the Fund had the following open forward foreign currency contracts: |
| **Counterparty** | &nbsp;&nbsp; **Delivery** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | **Units** <br>**of** <br>**Currency**<br>| **In Exchange** <br>**for**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Goldman Sachs Bank USA | 3/04/2026 | EUR | &nbsp;&nbsp; B | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp; $5192718 | &nbsp;&nbsp; $5199292 | &nbsp;&nbsp; $6574 |
| Goldman Sachs Bank USA | 3/04/2026 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp; 5252434 | &nbsp;&nbsp; 5199292 | &nbsp;&nbsp; 53142 |
| Goldman Sachs Bank USA | 4/07/2026 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp; 5201073 | &nbsp;&nbsp; 5207814 | &nbsp;&nbsp; (6741)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; $52975 |

---

**Fair Value Measurements**

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of February 28, 2026, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Senior Loans |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Retailers | $— | $41909291 | $290718 | $42200009 |
| &nbsp;&nbsp;&nbsp; Technology |  | 72539062 | 481941 | 73021003 |
| &nbsp;&nbsp;&nbsp; All Other Senior Loans(a) |  | 292416359 |  | 292416359 |
| Total Senior Loans |  | 406864712 | 772659 | 407637371 |
| Exchange-Traded Funds | 31895159 |  |  | 31895159 |
| Collateralized Loan Obligations |  | 26497150 |  | 26497150 |
| Bonds and Notes(a) |  | 25381322 |  | 25381322 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Capital Markets |  | 64598 |  | 64598 |
| &nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | 426 |  | 5691 | 6117 |
| &nbsp;&nbsp;&nbsp; Specialty Retail |  | 43341 |  | 43341 |
| &nbsp;&nbsp;&nbsp; Textiles, Apparel & Luxury Goods |  | 76545 |  | 76545 |
| Total Common Stocks | 426 | 184484 | 5691 | 190601 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Warrants | $— | $553 | $— | $553 |
| Short-Term Investments |  | 33347616 |  | 33347616 |
| Total Investments | 31895585 | 492275837 | 778350 | 524949772 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 59716 |  | 59716 |
| Total | $31895585 | $492335553 | $778350 | $525009488 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Forward Foreign Currency Contracts (unrealized depreciation) | $— | $(6741)<br>| $— | $(6741)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of November 30, 2025 and/or February 28, 2026:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>November 30, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>February 28, <br>2026<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>February 28, <br>2026<br>|
| Senior Loans |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Technology | $401618 | $2672 | $— | $77651 | $— | $— | $— | $— | $481941 | $77651 |
| &nbsp;&nbsp;&nbsp; Retailers |  | 3514 |  | (229406)<br>| 4090 |  | 512520 |  | 290718 | (229406)<br>|
| Common Stocks |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | 5691 |  |  |  |  |  |  |  | 5691 |  |
| Total | $407309 | $6186 | $— | $(151755)<br>| $4090 | $— | $512520 | $— | $778350 | $(151755)<br>|

---

Debt securities valued at $512,520 were transferred from Level 2 to Level 3 during the period ended February 28, 2026. At November 30, 2025, these securities were fair valued based on evaluated bids furnished to the Fund by an independent pricing service in accordance with the Fund's valuation policies. At February 28, 2026, these securities were fair valued as determined by the Fund's valuation designee as an independent pricing service was unable to price the securities.

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Natixis Funds Trust II

- **b. Investment Company Act file number:** 811-00242

- **c. CIK number of Registrant:** 0000052136

- **d. LEI of Registrant:** R4B5ZXLI2IMIOWT67V76

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

**Item A.2. Information about the Series.**

- **a. Name of Series:** Loomis Sayles Senior Floating Rate and Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000034097

- **c. LEI of Series:** 549300W7BN27J2YVE215

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $541144748.68

**Total Liabilities:** $43273521.35

**Net Assets:** $497871227.33

**Cash Not Reported:** $49111.12

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -3.35000000 | **1-Year:** -79.17000000 | **5-Year:** -1038.46000000 | **10-Year:** -323.01000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -965.93000000 | **1-Year:** -28029.66000000 | **5-Year:** -131252.12000000 | **10-Year:** -20882.63000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105119 | 0.51%                | -0.05%               | -1.15%               |
| Class ID C000105118 | 0.58%                | 0.01%                | -1.09%               |
| Class ID C000188118 | 0.60%                | -0.09%               | -1.07%               |
| Class ID C000105120 | 0.60%                | 0.04%                | -1.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-64440.85               | $-117930.39                                |
| Month 2  | $-3122482.67             | $-604668.28                                |
| Month 3  | $-2570929.51             | $-5836494.94                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TK Elevator Midco GmbH                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   2623227 | PA      | $2622046.53   | 0.53%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Innophos Inc                                        | Innophos Inc 2020 Term Loan B                                              | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |   2072513 | PA      | $1998938.88   | 0.40%             | 2029-03-16      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                          | FIXED INC CLEARING CORP.REPO                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  33347616 | PA      | $33347616.21  | 6.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.            | Project Alpha Intermediate Holding Inc 2025 2nd Lien Incremental Term Loan | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1613114 | PA      | $1201769.86   | 0.24%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| S&S Holdings LLC                                    | S&S Holdings LLC Term Loan                                                 | CUSIP: 78524HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3209340 | PA      | $3141141.43   | 0.63%             | 2028-03-11      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                            | Broadstreet Partners Inc 2024 Term Loan B4                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    292754 | PA      | $279551.11    | 0.06%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Imprivata Inc                                       | Imprivata Inc 2025 Term Loan B                                             | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987500 | PA      | $980103.62    | 0.20%             | 2027-12-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                | Fiesta Purchaser Inc 2025 Repriced Term Loan                               | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3937975 | PA      | $3814913.38   | 0.77%             | 2031-02-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                               | RESILIENCE PARENT LLC TERM LOAN B                                          | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1287883 | PA      | $1284663.70   | 0.26%             | 2033-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                          | Camelot US Acquisition LLC 2024 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   4761165 | PA      | $4007329.64   | 0.80%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                          | Rubrik Inc                                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40050.00     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                              | Aveanna Healthcare LLC 2025 Term Loan B                                    | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   3113198 | PA      | $3099374.90   | 0.62%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                      | Tory Burch LLC Term Loan B                                                 | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |   2045792 | PA      | $2039654.70   | 0.41%             | 2028-04-17      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                               | Boots Group Bidco Ltd USD Term Loan                                        | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   4677000 | PA      | $4678964.34   | 0.94%             | 2032-08-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                 | Recess Holdings Inc 2025 Repriced Term Loan                                | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2087933 | PA      | $2091419.41   | 0.42%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                    | Gloves Buyer Inc 2025 Term Loan                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2974545 | PA      | $2959672.28   | 0.59%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                              | Radiology Partners Inc 2025 Term Loan                                      | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1248762 | PA      | $1234188.62   | 0.25%             | 2032-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                           | Deep Blue Operating I LLC Term Loan                                        | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2203673 | PA      | $2210570.29   | 0.44%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Mckissock Investment Holdings LLC                   | Mckissock Investment Holdings LLC 2022 Term Loan                           | CUSIP: 58175BAF9<br>LEI: 254900B3MAPBGA9FOO88 | Long             | LON              | CORP              | US        |   3399024 | PA      | $2904058.37   | 0.58%             | 2029-03-12      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| International Textile Group Inc                     | International Textile Group Inc 2023 Term Loan                             | CUSIP: 000000000<br>LEI: M4ZRS7E9USM0DKM0N876 | Long             | LON              | CORP              | US        |   2716064 | PA      | $2717775.01   | 0.55%             | 2027-09-30      | Floating      | 12.31%                | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                         | SCIL IV LLC USD Term Loan B                                                | CUSIP: 80881LAC3<br>LEI: 984500E0P46NA78BDF93 | Long             | LON              | CORP              | US        |   4982319 | PA      | $4973002.05   | 1.00%             | 2032-11-08      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                     | Benefit Street Partners CLO XXVIII Ltd                                     | CUSIP: 08181RAE4<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   2490000 | PA      | $2362136.01   | 0.47%             | 2037-10-20      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                    | Star Holding LLC 2024 1st Lien Term Loan B                                 | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |   3149138 | PA      | $3081557.01   | 0.62%             | 2031-07-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                       | Truist Insurance Holdings LLC 2nd Lien Term Loan                           | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2260526 | PA      | $2239797.29   | 0.45%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                  | Infinite Bidco LLC 2nd Lien Term Loan                                      | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |   1963221 | PA      | $1820887.86   | 0.37%             | 2029-03-02      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                  | Galaxy US Opco Inc Term Loan                                               | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3847130 | PA      | $3452799.24   | 0.69%             | 2030-07-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                         | B2Gold Corp                                                                | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $30802.50     | 0.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                | Redstone Holdco 2 LP 2026 Tranche A2 First Out Term Loan                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349796 | PA      | $302224.13    | 0.06%             | 2030-12-31      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                        | Edelman Financial Center LLC 2024 2nd Lien Term Loan                       | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3462095.00   | 0.70%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                   | Worldwide Express Operations LLC 2024 Term Loan B                          | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |   1960718 | PA      | $1953914.17   | 0.39%             | 2028-07-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                  | The Action Environmental Group Inc 2023 Term Loan B                        | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |   2526487 | PA      | $2523328.45   | 0.51%             | 2030-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2366966 | PA      | $2053343.01   | 0.41%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                 | Peer Holding III BV 2025 USD Term Loan B5B                                 | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   2410650 | PA      | $2406431.36   | 0.48%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                 | Virtusa Corporation 2024 Term Loan B                                       | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   3551538 | PA      | $3252605.19   | 0.65%             | 2029-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES GROUP                                 | TEAM SERVICES GROUP 2026 TERM LOAN B                                       | CUSIP: 87821RAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3419489 | PA      | $3200060.65   | 0.64%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                        | First Advantage Holdings LLC 2025 Repriced Term Loan B                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   4827744 | PA      | $4612909.47   | 0.93%             | 2031-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                             | SWEETWATER BORROWER LLC 2026 TERM LOAN B                                   | CUSIP: 000000000<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |   4218724 | PA      | $4223996.98   | 0.85%             | 2033-02-17      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings Inc                            | Press Ganey Holdings Inc 2025 Repriced Term Loan B                         | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   2713121 | PA      | $2707477.34   | 0.54%             | 2031-04-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                      | Garnet CLO 3 Ltd                                                           | CUSIP: 36626UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500951.30   | 0.70%             | 2038-10-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp                                        | Sandisk Corp Term Loan B                                                   | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243800 | PA      | $243800.00    | 0.05%             | 2032-02-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                    | Rand Parent LLC 2025 Term Loan B                                           | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3261730 | PA      | $3260099.54   | 0.65%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ELEVATE TEXT HLD WTS A                              | ELEVATE TEXT HLD WTS A                                                     | CUSIP: 000000000<br>LEI: M4ZRS7E9USM0DKM0N876 | N/A              | DE               |  | US        |     55256 | NS      | $552.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics Inc                         | AIT Worldwide Logistics Inc 2025 Repriced Term Loan                        | CUSIP: 00145AAE3<br>LEI: 254900VTA1PQ24OMBP16 | Long             | LON              | CORP              | US        |   4273500 | PA      | $4256791.04   | 0.85%             | 2030-04-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                     | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   1840967 | PA      | $1802620.01   | 0.36%             | 2031-05-26      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                 | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                       | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   3171176 | PA      | $3168004.73   | 0.64%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                     | Altar Bidco Inc 2021 2nd Lien Term Loan                                    | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4860000 | PA      | $4556250.00   | 0.92%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                     | Groundworks LLC 2024 Term Loan                                             | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |   1007613 | PA      | $1006988.00   | 0.20%             | 2031-03-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                              | First Brands Group LLC 2021 Term Loan                                      | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   2006776 | PA      | $4354.70      | 0.00%             | 2027-03-30      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                        | Lavender Dutch BorrowerCo BV USD Term Loan                                 | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |   2107848 | PA      | $2102577.89   | 0.42%             | 2032-12-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                          | Camelot US Acquisition LLC 2025 Incremental Term Loan B                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    949000 | PA      | $798744.83    | 0.16%             | 2031-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    373000 | PA      | $362818.92    | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                            | Restoration Hardware Inc 2022 Incremental Term Loan                        | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |   1894133 | PA      | $1882976.51   | 0.38%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                        | Focus Financial Partners LLC 2025 Incremental Term Loan B                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                | GrafTech Finance Inc 2024 Delayed Draw Term Loan                           | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    893023 | PA      | $860275.59    | 0.17%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP, INC                               | AMERIFORGE GROUP, INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61854 | NS      | $5690.57      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                | Evergreen Acqco 1 LP 2025 Term Loan B                                      | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |   6478554 | PA      | $6476545.63   | 1.30%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc           | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                 | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   4767375 | PA      | $4433658.84   | 0.89%             | 2029-03-30      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                | GrafTech Finance Inc 2024 Term Loan                                        | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |   1562790 | PA      | $1505482.27   | 0.30%             | 2029-12-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                               | Archkey Solutions LLC 2024 Term Loan B                                     | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |   3458913 | PA      | $3461783.93   | 0.70%             | 2031-11-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc 2025 Term Loan M                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3868305 | PA      | $3866061.38   | 0.78%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                       | Champ Acquisition Corporation 2024 Term Loan B                             | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2415271 | PA      | $2410754.66   | 0.48%             | 2031-11-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                            | OHA Credit Funding 2 LTD                                                   | CUSIP: 67707FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2735000 | PA      | $2595021.06   | 0.52%             | 2038-01-21      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                                 | Dave & Buster's Inc 2024 Term Loan B                                       | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   1254731 | PA      | $1159371.51   | 0.23%             | 2029-06-29      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                            | Lyft Inc                                                                   | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31842.30     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                            | Viking Baked Goods Acquisition Corp                                        | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1156044.32   | 0.23%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4295644.42   | 0.86%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                | LifePoint Health Inc 2024 Incremental Term Loan B1                         | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   3061327 | PA      | $3056123.22   | 0.61%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                      | Raven Acquisition Holdings LLC Delayed Draw Term Loan                      | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257708 | PA      | $245191.24    | 0.05%             | 2031-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                           | Itron Inc                                                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40608.75     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                      | Trio Bidco Inc 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |   5349857 | PA      | $5175986.78   | 1.04%             | 2032-10-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                        | DoorDash Inc                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41430.50     | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                               | Lumentum Holdings Inc                                                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $53529.00     | 0.01%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                    | EOC Borrower LLC Term Loan B                                               | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3713340 | PA      | $3697558.31   | 0.74%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                            | IREN Ltd                                                                   | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $40120.00     | 0.01%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                      | Trio Bidco Inc 2025 Delayed Draw Term Loan                                 | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |    563143 | PA      | $544840.72    | 0.11%             | 2032-10-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                          | Evergy Inc                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $28696.50     | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                | Cengage Learning Inc 2026 Term Loan B                                      | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   5479710 | PA      | $5334606.84   | 1.07%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Global Holdings Interco LLC                         | Global Holdings Interco LLC Term Loan B                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1677451 | PA      | $1610353.00   | 0.32%             | 2026-03-16      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Voyage Digital (NZ) Limited                         | Voyage Digital (NZ) Limited 2024 Term Loan                                 | CUSIP: 000000000<br>LEI: 89450014YCEFUBAZJM38 | Long             | LON              | CORP              | NZ        |   3546977 | PA      | $3564711.53   | 0.72%             | 2029-05-11      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                                | KOHLER ENERGY CO LLC 2026 USD REPRICED TERM LOAN B                         | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   6329258 | PA      | $6323308.46   | 1.27%             | 2031-05-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 Sa rl             | Luxembourg Investment Company 428 Sa rl Term Loan B                        | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   2521320 | PA      | $50426.40     | 0.01%             | 2029-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                             | Arrowhead Pharmaceuticals Inc                                              | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26325.00     | 0.01%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc                        | Kodiak Building Partners Inc 2024 Term Loan B                              | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |   3356276 | PA      | $3353020.01   | 0.67%             | 2031-12-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc.               | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                 | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   2939000 | PA      | $2922482.82   | 0.59%             | 2032-02-24      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                               | Chamberlain Group Inc 2025 Term Loan B                                     | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    836948 | PA      | $833525.19    | 0.17%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                               | Archkey Solutions LLC 2024 Delayed Draw Term Loan B                        | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    402116 | PA      | $402449.95    | 0.08%             | 2031-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                       | Truist Insurance Holdings LLC 2024 Term Loan B                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2456570 | PA      | $2406824.92   | 0.48%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                          | AZURIA WATER SOLUTIONS INC 2026 DELAYED DRAW TERM LOAN                     | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    271335 | PA      | $267436.24    | 0.05%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                       | Darktrace PLC 2nd Lien Term Loan                                           | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3191819 | PA      | $2934494.77   | 0.59%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962838.10   | 0.60%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                           | Howden Group Holdings Ltd 2025 USD Term Loan B                             | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   2228800 | PA      | $2112902.40   | 0.42%             | 2031-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Global Education Holdings, LLC          | McGraw-Hill Global Education Holdings LLC 2025 1st Lien Term Loan B        | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |   2133447 | PA      | $2126449.62   | 0.43%             | 2031-08-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Vistage Worldwide Inc                               | Vistage Worldwide Inc Term Loan                                            | CUSIP: 92919LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4107999 | PA      | $4072053.91   | 0.82%             | 2029-07-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CORP                          | ONEX TSG INTERMEDIATE CORP 2026 TERM LOAN B                                | CUSIP: 68276QAP1<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |   3521144 | PA      | $3518221.70   | 0.71%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                          | Zoetis Inc                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18855.00     | 0.00%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                   | Bloom Energy Corp                                                          | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     29000 | PA      | $34075.00     | 0.01%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Latham Pool Products Inc                            | Latham Pool Products Inc 2022 Term Loan B                                  | CUSIP: 51822LAE2<br>LEI: 5493003BF0K8YNW6X153 | Long             | LON              | CORP              | US        |   4719330 | PA      | $4691815.87   | 0.94%             | 2029-02-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                      | Cloudflare Inc                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24113.20     | 0.00%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                            | Nova Ltd                                                                   | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     34000 | PA      | $52921.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                              | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                    | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   2322952 | PA      | $4645.90      | 0.00%             | 2026-06-29      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| FRESHPET INC                                        | Freshpet Inc                                                               | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     11000 | PA      | $15096.15     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Physician Partners LLC                              | Physician Partners LLC 2025 Third Out Term Loan C                          | CUSIP: 71947JAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    501523 | PA      | $118359.44    | 0.02%             | 2030-12-31      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                            | Halozyme Therapeutics Inc                                                  | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24888.00     | 0.00%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                   | 720 East CLO VI Ltd                                                        | CUSIP: 81800VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3280000 | PA      | $3139324.08   | 0.63%             | 2038-01-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3496792.68   | 0.70%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                              | Millennium Escrow Corp                                                     | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4430941.48   | 0.89%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                             | PUG LLC 2024 Extended Term Loan B                                          | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   3377554 | PA      | $3262142.83   | 0.66%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP EQUITY                                | AT HOME GROUP EQUITY                                                       | CUSIP: 000000000<br>LEI: 549300LGPR0P05O30I24 | Long             | EC               | CORP              | US        |      1737 | NS      | $42556.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc                                          | Kaseya Inc 2025 1st Lien Term Loan B                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   4281096 | PA      | $3862148.29   | 0.78%             | 2032-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                                | Frontera Energy Corp                                                       | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |        51 | NS      | $426.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                          | AZURIA WATER SOLUTIONS INC 2026 TERM LOAN B                                | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   2035015 | PA      | $2005771.80   | 0.40%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                             | UKG Inc 2024 Term Loan B                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3948615 | PA      | $3729466.47   | 0.75%             | 2031-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                            | Microchip Technology Inc                                                   | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13451.44     | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                               | Qnity Electronics Inc Term Loan B                                          | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                                 | Advanced Energy Industries Inc                                             | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     24000 | PA      | $59532.00     | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Container Store, Inc. (The)                         | Container Store Inc (The) First Out Term Loan                              | CUSIP: 000000000<br>LEI: RU4H3CU9QRX4TIC35822 | Long             | LON              | CORP              | US        |    296896 | PA      | $163292.86    | 0.03%             | 2029-04-30      | Floating      | 5.50%                 | No            |                  3 | On Loan: No      |
| COMPASS INCORP                                      | Compass Inc                                                                | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35292.11     | 0.01%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                | Cotiviti Corporation 2024 Term Loan                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   6059060 | PA      | $5356572.15   | 1.08%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                          | Hanger Inc 2024 Term Loan B                                                | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |   2880950 | PA      | $2886942.51   | 0.58%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                               | Burlington Stores Inc                                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $53193.00     | 0.01%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Container Store, Inc. (The)                         | Container Store Inc (The) 2025 Roll-Up Exit Term Loan                      | CUSIP: 000000000<br>LEI: RU4H3CU9QRX4TIC35822 | Long             | LON              | CORP              | US        |    509700 | PA      | $127425.11    | 0.03%             | 2029-07-30      | Floating      | 8.63%                 | No            |                  3 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                        | US Fertility Enterprises LLC 2025 Term Loan                                | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |   3277843 | PA      | $3281120.88   | 0.66%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                 | Horizon US Finco LP Term Loan B                                            | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4978599 | PA      | $4854134.20   | 0.97%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Northeast Grocery Inc                               | Northeast Grocery Inc Term Loan B                                          | CUSIP: 66417AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3736193 | PA      | $3742432.21   | 0.75%             | 2028-12-13      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                      | Raven Acquisition Holdings LLC Term Loan B                                 | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3580854 | PA      | $3406932.18   | 0.68%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RESOLUTE TOPCO INC                                  | RESOLUTE TOPCO INC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32299 | NS      | $64598.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                               | DXP Enterprises Inc 2025 Repriced Term Loan B                              | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2235051 | PA      | $2245108.49   | 0.45%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                            | Granite Construction Inc                                                   | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     14000 | PA      | $41209.00     | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                         | Asurion LLC 2023 Term Loan B11                                             | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1471912 | PA      | $1470528.60   | 0.30%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                        | DAYFORCE INC 2025 TERM LOAN                                                | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   5558197 | PA      | $5109594.93   | 1.03%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE LTD                         | AZORRA SOAR TLB FINANCE LTD 2026 TERM LOAN B                               | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |   2814794 | PA      | $2814794.21   | 0.57%             | 2029-10-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                         | Nutanix Inc                                                                | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27585.00     | 0.01%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                        | PetSmart Inc 2025 USD Term Loan B                                          | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   7297022 | PA      | $7248351.17   | 1.46%             | 2032-08-18      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                             | OHA Credit Partners XVII Ltd                                               | CUSIP: 67120NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3275000 | PA      | $3153287.90   | 0.63%             | 2038-01-18      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                       | Acrisure LLC 2024 1st Lien Term Loan B6                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   3258832 | PA      | $3150475.77   | 0.63%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                              | Chemours Company (The) 2023 EUR Term Loan B3                               | CUSIP: 16384YAK3<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   4578736 | PA      | $5414725.18   | 1.09%             | 2028-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                            | Nexstar Broadcasting Inc 2025 Term Loan B5                                 | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   2666881 | PA      | $2663547.21   | 0.53%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                  | Varsity Brands Inc 2025 1st Lien Term Loan                                 | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   3334012 | PA      | $3323609.97   | 0.67%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                              | CACI International Inc                                                     | CUSIP: 127190AG1<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1100527.27   | 0.22%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HYPERION INSURANCE GROUP LTD                        | Hyperion Insurance Group Ltd 2025 Term Loan B                              | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   3064357 | PA      | $2918370.68   | 0.59%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                          | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     24000 | PA      | $27120.00     | 0.01%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                   | Kingpin Intermediate Holdings LLC 2025 Term Loan B                         | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |   4163097 | PA      | $3898740.67   | 0.78%             | 2032-09-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC                        | Graham Packaging Company Inc 2026 Term Loan B                              | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                        | Harbor Freight Tools USA Inc 2024 Term Loan B                              | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   3346918 | PA      | $3291928.47   | 0.66%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $5171715.88   | 1.04%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco LLC                             | Cyberswift US Finco LLC Term Loan B                                        | CUSIP: 23252DAB4<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |   6695000 | PA      | $6572280.65   | 1.32%             | 2032-10-08      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                    | ENSEMBLE RCM LLC 2026 TERM LOAN B                                          | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   3106472 | PA      | $2984791.14   | 0.60%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                          | Fluor Corp                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     33000 | PA      | $43923.00     | 0.01%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                | Redstone Holdco 2 LP 2026 Second Out Term Loan                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1345371 | PA      | $690619.28    | 0.14%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                | Schweitzer-Mauduit International Inc 2021 Term Loan B                      | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   4423784 | PA      | $4385076.14   | 0.88%             | 2028-04-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CONTAINER STORE                                     | CONTAINER STORE                                                            | CUSIP: 000000000<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     15696 | NS      | $784.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     36000 | PA      | $43038.00     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                      | Tetra Tech Inc                                                             | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     23000 | PA      | $26176.30     | 0.01%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 45 Ltd                                                             | CUSIP: 00122QAA3<br>LEI: 254900MVCHR9RPZJKC22 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1768060.80   | 0.36%             | 2039-01-22      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                          | Hanger Inc 2024 Delayed Draw Term Loan                                     | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    372909 | PA      | $373684.92    | 0.08%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 44 Ltd                                                             | CUSIP: 00122AAA8<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |   2510000 | PA      | $2486598.77   | 0.50%             | 2037-10-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ELEVATE TEXTILES HLD CORP                           | ELEVATE TEXTILES HLD CORP                                                  | CUSIP: 000000000<br>LEI: M4ZRS7E9USM0DKM0N876 | Long             | EC               | CORP              | US        |     53230 | NS      | $76544.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                 | BIFM US Finance LLC 2025 Repriced Term Loan B                              | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |   3115170 | PA      | $3121991.74   | 0.63%             | 2028-05-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                               | DirecTV Financing LLC 2024 Term Loan                                       | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6139936 | PA      | $6138032.50   | 1.23%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                    | Plano HoldCo Inc Term Loan B                                               | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |   3169052 | PA      | $2693694.63   | 0.54%             | 2031-10-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                             | Talen Energy Supply LLC 2024-1 Incremental Term Loan                       | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   3890402 | PA      | $3897209.90   | 0.78%             | 2031-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUID FLOW PRODUCTS INC                             | FLUID FLOW PRODUCTS INC 2026 TERM LOAN B                                   | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    938000 | PA      | $935655.00    | 0.19%             | 2033-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                    | InterDigital Inc                                                           | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $47450.00     | 0.01%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 35 Ltd                                                             | CUSIP: 00852LAA0<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |   2345000 | PA      | $2307791.89   | 0.46%             | 2038-01-21      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ARGENT FINCO LLC                                    | ARGENT FINCO LLC TERM LOAN B                                               | CUSIP: 000000000<br>LEI: 25490056WY4KUA3JI752 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-11-12      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                               | Pinnacle West Capital Corp                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     34000 | PA      | $38896.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Textile Group Inc                     | International Textile Group Inc 2023 Last Out Term Loan                    | CUSIP: 28622DAB6<br>LEI: M4ZRS7E9USM0DKM0N876 | Long             | LON              | CORP              | US        |    665502 | PA      | $500790.46    | 0.10%             | 2027-09-30      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2025-I Ltd                                                    | CUSIP: 12572EAA0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1935062.00   | 0.39%             | 2038-04-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent Corporation                          | Aragorn Parent Corporation 2025 Repriced Term Loan B                       | CUSIP: 37610GAH1<br>LEI: 549300YXME0U2XYD7K47 | Long             | LON              | CORP              | US        |   2159108 | PA      | $2154249.61   | 0.43%             | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                 | White Cap Buyer LLC 2024 Term Loan B                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   3313815 | PA      | $3271696.37   | 0.66%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                        | Fortress Intermediate 3 Inc 2025 Term Loan B                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   3283695 | PA      | $3185184.56   | 0.64%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                              | PURCHASED USD / SOLD EUR                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $53142.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                        | US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan                   | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    496643 | PA      | $497139.53    | 0.10%             | 2032-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                                    | IXS Holdings Inc 2025 Repriced Term Loan B                                 | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |   2849596 | PA      | $2834150.81   | 0.57%             | 2029-09-05      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| St George's University Scholastic Services          | St George's University Scholastic Services 2022 Term Loan B                | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2515578 | PA      | $2393999.97   | 0.48%             | 2029-02-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Inception Holdco Sarl                               | Inception Holdco Sarl 2025 USD Repriced Term Loan                          | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |   1414288 | PA      | $1422067.08   | 0.29%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                    | FirstEnergy Corp                                                           | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     39000 | PA      | $45396.00     | 0.01%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                 | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                          | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |   2185188 | PA      | $2176447.50   | 0.44%             | 2028-12-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                            | UGI Corp                                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     22000 | PA      | $31372.00     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEON Performance Solutions LLC                      | GEON Performance Solutions LLC 2021 Term Loan                              | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3272310 | PA      | $2838729.34   | 0.57%             | 2028-08-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                 | Hunter Douglas Inc 2025 USD Term Loan B                                    | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1928069 | PA      | $1926064.09   | 0.39%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                | Dynamo Newco II GmbH 2025 USD Term Loan B                                  | CUSIP: 26806DAC6<br>LEI: 391200FDSPYB8FKV7F97 | Long             | LON              | CORP              | US        |   2856910 | PA      | $2856909.82   | 0.57%             | 2031-09-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services Inc                        | Northstar Group Services Inc 2024 Term Loan B                              | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |   2784595 | PA      | $2804309.93   | 0.56%             | 2030-05-31      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                     | Catawba Nation Gaming Authority Term Loan B                                | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2905000 | PA      | $2955837.50   | 0.59%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                            | Ligand Pharmaceuticals Inc                                                 | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |     16000 | PA      | $19422.40     | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                            | Sabre Financial Borrower LLC                                               | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1170689.75   | 0.24%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.            | CROWN SUBSEA COMUNS HOLING INC 2026 REPRICED TERM LOAN B                   | CUSIP: 22860EAL6<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   5011819 | PA      | $5014976.33   | 1.01%             | 2031-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Michael Baker International, LLC                    | Michael Baker International LLC 2025 Term Loan B                           | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2932649 | PA      | $2930214.77   | 0.59%             | 2028-12-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                            | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                          | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |   3447697 | PA      | $3394912.62   | 0.68%             | 2030-04-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                | Dotdash Meredith Inc 2025 Term Loan B                                      | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |   2198490 | PA      | $2017114.58   | 0.41%             | 2032-06-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                   | Dragon Buyer Inc Term Loan B                                               | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   2722500 | PA      | $2382187.50   | 0.48%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                  | Seagate HDD Cayman                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     11000 | PA      | $54246.50     | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                             | First Brands Group LLC 2025 DIP Term Loan                                  | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    810980 | PA      | $149017.61    | 0.03%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                           | Sunoco LP                                                                  | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1793721.34   | 0.36%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                              | Guidewire Software Inc                                                     | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24912.50     | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                  | June Purchaser LLC Delayed Draw Term Loan                                  | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467429 | PA      | $463534.90    | 0.09%             | 2031-11-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                    | TTF Holdings LLC 2024 Term Loan                                            | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   4864986 | PA      | $3551440.02   | 0.71%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                             | Invesco Senior Loan ETF                                                    | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |   1578187 | NS      | $31895159.27  | 6.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2022-4 Ltd                                               | CUSIP: 69700YAE3<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3248916.00   | 0.65%             | 2037-10-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                           | Bausch & Lomb Corporation 2025 Repriced Term Loan                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |  10444646 | PA      | $10439423.86  | 2.10%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                         | Grant Thornton Advisors LLC 2025 Term Loan B                               | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   2528662 | PA      | $2340808.16   | 0.47%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                             | Oscar AcquisitionCo LLC Term Loan B                                        | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   2549830 | PA      | $1690231.63   | 0.34%             | 2029-04-27      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                          | Gryphon Acquire Newco LLC Term Loan B                                      | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3148000 | PA      | $3146300.08   | 0.63%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                  | Alliant Holdings Intermediate LLC 2025 Term Loan B                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2548303 | PA      | $2486354.04   | 0.50%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                               | Delek US Holdings Inc 2022 Term Loan B                                     | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |   2720219 | PA      | $2708087.02   | 0.54%             | 2029-11-19      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                  | June Purchaser LLC Term Loan                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2783537 | PA      | $2760350.27   | 0.55%             | 2031-11-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                       | Darktrace PLC 1st Lien Term Loan                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460839 | PA      | $436645.14    | 0.09%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                       | Snowflake Inc                                                              | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $45850.00     | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc. | Element Materials Technology Group US Holdings Inc. 2026 USD Term Loan B   | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |   2178724 | PA      | $2186894.59   | 0.44%             | 2029-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                   | IGT HOLDING IV AB 2026 FUNGIBLE Add-On Term Loan                           | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   1663090 | PA      | $1617355.48   | 0.32%             | 2031-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                | Loyalty Ventures Inc Term Loan B                                           | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   5354903 | PA      | $481941.31    | 0.10%             | 2027-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ardonagh Midco 3 PLC                                | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                  | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   7805742 | PA      | $7630112.76   | 1.53%             | 2031-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     42000 | PA      | $51891.00     | 0.01%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Physician Partners LLC                              | Physician Partners LLC 2025 Second Out Term Loan B1                        | CUSIP: 71947JAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    798548 | PA      | $383303.22    | 0.08%             | 2029-12-31      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Inmar, Inc.                                         | Inmar Inc 2025 Repriced Term Loan B                                        | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |   3473994 | PA      | $3378459.27   | 0.68%             | 2031-10-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** Natixis Funds Trust II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer