# EDGAR Filing Document

**Accession Number:** 0000052136
**File Stem:** 0001752724-23-016120
**Filing Date:** 2023-1
**Character Count:** 112193
**Document Hash:** e5bc35deaac508fd66825fa16519f653
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016120.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016120

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust II
- **CENTRAL INDEX KEY:** 0000052136
- **IRS NUMBER:** 041990692
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00242
- **FILM NUMBER:** 23561190

**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           |

## 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:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1086992650.59

**Total Liabilities:** $65880944.51

**Net Assets:** $1021111706.08

**Cash Not Reported:** $4687215.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13.86000000 | **1-Year:** -399.74000000 | **5-Year:** -2567.83000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1963.73000000 | **1-Year:** -53767.27000000 | **5-Year:** -260473.94000000 | **10-Year:** -35680.40000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105119 | -2.97%               | 0.06%                | 0.95%                |
| Class ID C000105118 | -2.78%               | 0.00%                | 1.14%                |
| Class ID C000188118 | -2.76%               | 0.03%                | 1.16%                |
| Class ID C000105120 | -2.76%               | 0.02%                | 1.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3755506.85             | $-36512743.54                              |
| Month 2  | $-5787142.63             | $-374866.58                                |
| Month 3  | $-7096221.65             | $12024245.71                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CMBF LLC                                                  | CMBF LLC Term Loan                                                                  | CUSIP: 29286JAB8<br>LEI: 254900VEJCW8TYEZ4290 | Long             | LON              | CORP              | US        |   4367952 | PA      | $3690919.80   | 0.36%             | 2028-08-02      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| IXS Holdings, Inc.                                        | IXS Holdings, Inc. 2020 Term Loan B                                                 | CUSIP: 45074HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5419960 | PA      | $4268218.24   | 0.42%             | 2027-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dodge Data & Analytics, LLC                               | Dodge Data & Analytics, LLC 2022 2nd Lien Term Loan                                 | CUSIP: 25646CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2190000.00   | 0.21%             | 2030-02-22      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                       | Endure Digital Inc. Term Loan                                                       | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   7164559 | PA      | $6483925.90   | 0.63%             | 2028-02-10      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.       | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |   1074316 | PA      | $1051937.79   | 0.10%             | 2029-07-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Physician Partners LLC                                    | Physician Partners LLC Term Loan                                                    | CUSIP: 71947JAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4843610 | PA      | $4640808.05   | 0.45%             | 2028-12-23      | Floating      | 8.19%                 | 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        |   5309150 | PA      | $4822460.22   | 0.47%             | 2028-03-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Illuminate Merger Sub Corp.                               | Illuminate Merger Sub Corp. Term Loan                                               | CUSIP: 000000000<br>LEI: 549300K4B21TSY42LF51 | Long             | LON              | CORP              | US        |   4179305 | PA      | $3831545.03   | 0.38%             | 2028-07-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                       | Allegiant Travel Co                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4096258.70   | 0.40%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                            | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   3710000 | PA      | $3055416.88   | 0.30%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dodge Data & Analytics, LLC                               | Dodge Data & Analytics, LLC 2022 Term Loan                                          | CUSIP: 25646CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5589458 | PA      | $4639250.16   | 0.45%             | 2029-02-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                            | Tory Burch LLC Term Loan B                                                          | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |   4583283 | PA      | $4252920.33   | 0.42%             | 2028-04-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                      | Olympus Water US Holding Corporation 2022 Incremental Term Loan                     | CUSIP: 68163YAD7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   3681500 | PA      | $3548045.63   | 0.35%             | 2028-11-09      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Pearl Intermediate Parent LLC                             | Pearl Intermediate Parent LLC 2018 2nd Lien Term Loan                               | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   1000000 | PA      | $934170.00    | 0.09%             | 2026-02-13      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                | Weber-Stephen Products LLC 2022 Incremental Term Loan B                             | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   2723315 | PA      | $2287584.60   | 0.22%             | 2027-10-30      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                              | Bausch Health Companies Inc. 2022 Term Loan B                                       | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   2967438 | PA      | $2202076.02   | 0.22%             | 2027-02-01      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                              | Aptean, Inc. 2019 Term Loan                                                         | CUSIP: 03834WAQ8<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |   5191216 | PA      | $4948941.88   | 0.48%             | 2026-04-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                           | LaserShip, Inc. 2021 Term Loan                                                      | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6554790 | PA      | $5079962.24   | 0.50%             | 2028-05-07      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Colibri Group LLC                                         | Colibri Group LLC 2022 Term Loan                                                    | CUSIP: 58175BAF9<br>LEI: 549300Y8K947LX22YC70 | Long             | LON              | CORP              | US        |   5067493 | PA      | $4871127.55   | 0.48%             | 2029-03-12      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                                    | Vision Solutions, Inc. 2021 Incremental Term Loan                                   | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6348810 | PA      | $5213960.58   | 0.51%             | 2028-04-24      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services, LLC                           | Conduent Business Services, LLC 2021 Term Loan B                                    | CUSIP: 20679MAG4<br>LEI: 54930026CNAIP718XD30 | Long             | LON              | CORP              | US        |   5899337 | PA      | $5545376.72   | 0.54%             | 2028-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc. 2021 First Lien Term Loan B                                     | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   5250000 | PA      | $5033437.50   | 0.49%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37100000 | PA      | $34363875.00  | 3.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASP Blade Holdings, Inc                                   | ASP Blade Holdings, Inc Initial Term Loan                                           | CUSIP: 00217HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3899268 | PA      | $3197399.81   | 0.31%             | 2028-10-13      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                      | Redstone Holdco 2 LP 2021 Term Loan                                                 | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4356000 | PA      | $2963909.52   | 0.29%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                        | Infinite Bidco LLC 2nd Lien Term Loan                                               | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2745000.00   | 0.27%             | 2029-03-02      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                           | Quest Software US Holdings Inc. 2022 Term Loan                                      | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |   6114675 | PA      | $4622327.42   | 0.45%             | 2029-02-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                  | AI Aqua Merger Sub, Inc. 2022 Delayed Draw Term Loan                                | CUSIP: 000000000<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    483333 | PA      | $458359.50    | 0.04%             | 2028-07-31      | None          | 0.00%                 | 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        |   4591000 | PA      | $4183548.75   | 0.41%             | 2029-04-29      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Olaplex, Inc                                              | Olaplex, Inc 2022 Term Loan                                                         | CUSIP: 67936UAB7<br>LEI: 254900QYCAW2BUUZ1O97 | Long             | LON              | CORP              | US        |   3396930 | PA      | $3227083.50   | 0.32%             | 2029-02-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                            | National Mentor Holdings, Inc. 2021 Term Loan                                       | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   6496987 | PA      | $4589406.36   | 0.45%             | 2028-03-02      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                              | MPH Acquisition Holdings LLC 2021 Term Loan B                                       | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   7182450 | PA      | $6149972.81   | 0.60%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| LHS Borrower, LLC                                         | LHS Borrower, LLC 2022 Term Loan B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7462500 | PA      | $6016640.62   | 0.59%             | 2029-02-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Access CIG, LLC                                           | Access CIG, LLC 2018 2nd Lien Term Loan                                             | CUSIP: 00435CAL2<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |   6975000 | PA      | $6068250.00   | 0.59%             | 2026-02-27      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                         | Southern Veterinary Partners, LLC 2nd Lien Term Loan                                | CUSIP: 84410HAF7<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1000000 | PA      | $910000.00    | 0.09%             | 2028-10-05      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                | MAJORDRIVE HOLDINGS IV LLC TERM LOAN B                                              | CUSIP: 56085UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                     | Chamberlain Group Inc Term Loan B                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   5300000 | PA      | $4953857.00   | 0.49%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                             | Springs Windows Fashions, LLC 2021 Term Loan B                                      | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5248638 | PA      | $4098293.62   | 0.40%             | 2028-10-06      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| AqGen Ascensus, Inc.                                      | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                        | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |   3589449 | PA      | $3113846.66   | 0.30%             | 2029-08-02      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                             | PMHC II, Inc. 2022 Term Loan B                                                      | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   5600000 | PA      | $4691288.00   | 0.46%             | 2029-04-23      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                      | Townsquare Media Inc                                                                | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1711621.98   | 0.17%             | 2026-02-01      | Fixed         | 6.88%                 | 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      | $4058100.00   | 0.40%             | 2030-02-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                           | NCR Corporation 2019 Term Loan                                                      | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |   8854766 | PA      | $8566985.88   | 0.84%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                   | First Brands Group, LLC 2021 Term Loan                                              | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5552093 | PA      | $5348497.45   | 0.52%             | 2027-03-30      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                               | Fertitta Entertainment, LLC 2022 Term Loan B                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   5639625 | PA      | $5370445.70   | 0.53%             | 2029-01-27      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, LLC                                           | Wheel Pros, LLC 2021 Term Loan                                                      | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7386403 | PA      | $4871702.35   | 0.48%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                      | Dotdash Meredith Inc Term Loan B                                                    | CUSIP: 000000000<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |   7281134 | PA      | $6298180.58   | 0.62%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                         | Southern Veterinary Partners, LLC Term Loan                                         | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   4865878 | PA      | $4669198.87   | 0.46%             | 2027-10-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                        | Byju's Alpha, Inc. Term Loan B                                                      | CUSIP: 000000000<br>LEI: 254900EAJ040Y8AVVN71 | Long             | LON              | CORP              | US        |   6562410 | PA      | $5200709.93   | 0.51%             | 2026-11-24      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Syndigo LLC                                               | Syndigo LLC 2020 Term Loan                                                          | CUSIP: 87167XAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3053500 | PA      | $2748150.00   | 0.27%             | 2027-12-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                              | ViaSat, Inc. Term Loan                                                              | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   5020868 | PA      | $4866075.05   | 0.48%             | 2029-03-02      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                | Restoration Hardware, Inc. 2022 Incremental Term Loan                               | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |   4000000 | PA      | $3771240.00   | 0.37%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RLG Holdings, LLC                                         | RLG Holdings, LLC 2021 Term Loan                                                    | CUSIP: 74970AAB4<br>LEI: 254900Y6CDN3X5BPSO77 | Long             | LON              | CORP              | US        |   3495056 | PA      | $3286820.87   | 0.32%             | 2028-07-07      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                             | Castle US Holding Corporation USD Term Loan B                                       | CUSIP: 14852DAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4209396 | PA      | $2928182.47   | 0.29%             | 2027-01-29      | Floating      | 7.82%                 | 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      |
| Dermatology Intermediate Holdings III, Inc.               | Dermatology Intermediate Holdings III, Inc. 2022 Term Loan B                        | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |   3678950 | PA      | $3589294.44   | 0.35%             | 2029-03-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                           | CoreLogic, Inc. Term Loan                                                           | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   4811901 | PA      | $3957788.41   | 0.39%             | 2028-06-02      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| GT Polaris, Inc.                                          | GT Polaris, Inc. 2021 Term Loan                                                     | CUSIP: 68627BAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4572613 | PA      | $4109636.24   | 0.40%             | 2027-09-24      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                               | Mariner Wealth Advisors LLC Delayed Draw Term Loan                                  | CUSIP: 56846TAB2<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |       619 | PA      | $591.80       | 0.00%             | 2028-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                          | GVC Holdings (Gibraltar) Limited 2022 Term Loan B                                   | CUSIP: 36270BAB8<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |   2717789 | PA      | $2685855.00   | 0.26%             | 2029-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                            | Sinclair Television Group Inc. 2022 Term Loan B4                                    | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   4987500 | PA      | $4739671.13   | 0.46%             | 2029-04-21      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3801040.00   | 0.37%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                     | Del Monte Foods, Inc. 2022 Term Loan                                                | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   3032000 | PA      | $2934733.44   | 0.29%             | 2029-05-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                  | iHeartCommunications Inc                                                            | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4895000.00   | 0.48%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                  | AP Core Holdings II, LLC Amortization Term Loan B1                                  | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   2713200 | PA      | $2401182.00   | 0.24%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Watlow Electric Manufacturing Company                     | Watlow Electric Manufacturing Company 2022 Incremental Term Loan B                  | CUSIP: 000000000<br>LEI: 54930089QP6NQUHLU558 | Long             | LON              | CORP              | US        |   1807000 | PA      | $1770860.00   | 0.17%             | 2028-03-02      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Emerald Expositions Holding, Inc.                         | Emerald Expositions Holding, Inc. 2017 Term Loan B                                  | CUSIP: 29088UAF4<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |   2983644 | PA      | $2884825.83   | 0.28%             | 2024-05-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| International Textile Group, Inc                          | International Textile Group, Inc 2nd Lien Term Loan                                 | CUSIP: 46049BAD3<br>LEI: M4ZRS7E9USM0DKM0N876 | Long             | LON              | CORP              | US        |   7828000 | PA      | $1996140.00   | 0.20%             | 2025-05-01      | Floating      | 12.74%                | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp.                               | Onex TSG Intermediate Corp. 2021 Term Loan B                                        | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |   5787322 | PA      | $5136248.36   | 0.50%             | 2028-02-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                         | Spa Holdings 3 Oy USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 254900HXD0I72WZYIT06 | Long             | LON              | CORP              | US        |   4332246 | PA      | $4115633.43   | 0.40%             | 2028-02-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                                         | Corel Corporation 2019 Term Loan                                                    | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5680658 | PA      | $5311415.69   | 0.52%             | 2026-07-02      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                   | PUG LLC USD Term Loan                                                               | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10030200 | PA      | $8575820.97   | 0.84%             | 2027-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Project Castle, Inc.                                      | Project Castle, Inc. Term Loan B                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4740000 | PA      | $3880875.00   | 0.38%             | 2029-06-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Zacapa S.A.R.L                                            | Zacapa S.A.R.L 2022 Term Loan                                                       | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |   4534215 | PA      | $4350579.29   | 0.43%             | 2029-03-22      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                             | Autokiniton US Holdings, Inc. 2021 Term Loan B                                      | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-06      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| WEBHELP                                                   | WebHelp 2021 USD Term Loan                                                          | CUSIP: 000000000<br>LEI: 984500CA7D8859589F79 | Long             | LON              | CORP              | FR        |   4320533 | PA      | $4082903.33   | 0.40%             | 2028-08-04      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                  | Vertiv Group Corporation 2021 Term Loan B                                           | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   4465038 | PA      | $4347830.34   | 0.43%             | 2027-03-02      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                   | First Brands Group, LLC 2021 2nd Lien Term Loan                                     | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4000000 | PA      | $3580000.00   | 0.35%             | 2028-03-30      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| McAfee, LLC                                               | McAfee, LLC 2022 USD Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   7621390 | PA      | $7226068.50   | 0.71%             | 2029-03-01      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Resolute Investment Managers, Inc.                        | Resolute Investment Managers, Inc. 2020 Term Loan C                                 | CUSIP: 04635WAH7<br>LEI: 5493000DRVCSZDWGPC49 | Long             | LON              | CORP              | US        |   5050808 | PA      | $4204797.26   | 0.41%             | 2024-04-30      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                    | Energizer Holdings Inc                                                              | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7575691.04   | 0.74%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                                  | Sweetwater Borrower, LLC Term Loan B                                                | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |   3355035 | PA      | $3103407.59   | 0.30%             | 2028-08-07      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                           | Naked Juice LLC 2nd Lien Term Loan                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4343750.00   | 0.43%             | 2030-01-24      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure, LLC 2021 First Lien Term Loan B                                           | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   3044990 | PA      | $2919384.16   | 0.29%             | 2027-02-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2021 2nd Lien Term Loan B3                                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4686000 | PA      | $3603534.00   | 0.35%             | 2028-01-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings, LLC                              | RVR Dealership Holdings, LLC Term Loan B                                            | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4187370 | PA      | $3789569.57   | 0.37%             | 2028-02-08      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER, INC.                                     | Charlotte Buyer, Inc. 1st Lien Term Loan                                            | CUSIP: 12568YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3500000 | PA      | $3313345.00   | 0.32%             | 2028-02-11      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                          | Nomad Foods Europe Midco Limited 2022 Term Loan B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    775000 | PA      | $769024.75    | 0.08%             | 2029-11-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                        | Finastra USA, Inc. USD 1st Lien Term Loan                                           | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   6810264 | PA      | $6147829.40   | 0.60%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2000000 | PA      | $1789320.24   | 0.18%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  15298222 | PA      | $15298222.31  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Client Solutions LLC                               | Global Client Solutions LLC Term Loan B                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1958116 | PA      | $1870000.95   | 0.18%             | 2026-03-16      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Canada Goose Inc.                                         | Canada Goose Inc. 2021 Term Loan                                                    | CUSIP: 000000000<br>LEI: 5493005JT54IX5MZ9P52 | Long             | LON              | CORP              | CA        |   2779392 | PA      | $2699484.05   | 0.26%             | 2027-10-07      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORPORATION                                        | Domtar Corporation 2021 Term Loan B                                                 | CUSIP: 25755FAK6<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | LON              | CORP              | US        |   5684817 | PA      | $5533202.93   | 0.54%             | 2028-11-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                         | Cornerstone Building Brands, Inc. 2021 Term Loan B                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   2693165 | PA      | $2388917.76   | 0.23%             | 2028-04-12      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                   | Astra Acquisition Corp. 2021 1st Lien Term Loan                                     | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4482325 | PA      | $4049018.46   | 0.40%             | 2028-10-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                   | Park River Holdings Inc Term Loan                                                   | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4206022 | PA      | $3643466.90   | 0.36%             | 2027-12-28      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Teneo Holdings LLC                                        | Teneo Holdings LLC Term Loan                                                        | CUSIP: 88033CAH2<br>LEI: 254900JYFK02V3OP5U96 | Long             | LON              | CORP              | US        |   7153468 | PA      | $6838286.44   | 0.67%             | 2025-07-11      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 S.a r.l.                | Luxembourg Investment Company 428 S.a r.l. Term Loan B                              | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   6184920 | PA      | $4968531.78   | 0.49%             | 2029-01-03      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                            | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1200000 | PA      | $989640.00    | 0.10%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of California, Inc. | St. George Warehousing & Trucking Co. of California, Inc. 2022 Term Loan            | CUSIP: 75620FAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4574015 | PA      | $4322444.18   | 0.42%             | 2028-03-24      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                      | NAPA Management Services Corporation Term Loan B                                    | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   4880091 | PA      | $4224353.14   | 0.41%             | 2029-02-23      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.       | Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |   2327684 | PA      | $2279198.55   | 0.22%             | 2029-07-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                            | National Mentor Holdings, Inc. 2021 Term Loan C                                     | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    177172 | PA      | $125152.54    | 0.01%             | 2028-03-02      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                             | DISH DBS Corp                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4188000.00   | 0.41%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco, Inc.                                  | Bakelite US Holdco, Inc. 2022 Term Loan                                             | CUSIP: 05710LAB9<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |   5105205 | PA      | $4747840.65   | 0.46%             | 2029-05-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                                  | Coty Inc                                                                            | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3103750.00   | 0.30%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                           | CWGS Group, LLC 2021 Term Loan B                                                    | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2703750.00   | 0.26%             | 2028-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                              | AIT Worldwide Logistics, Inc 2021 Term Loan                                         | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4485690 | PA      | $4081977.90   | 0.40%             | 2028-04-06      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                | Weber-Stephen Products LLC Term Loan B                                              | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   3348475 | PA      | $2799324.74   | 0.27%             | 2027-10-30      | Floating      | 7.32%                 | 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        |   3000000 | PA      | $2722500.00   | 0.27%             | 2029-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                   | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   9595000 | PA      | $9528218.80   | 0.93%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Liberty Tire Recycling Holdco, LLC                        | Liberty Tire Recycling Holdco, LLC 2021 Term Loan                                   | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |   4331067 | PA      | $3922343.89   | 0.38%             | 2028-05-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                  | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3142525.00   | 0.31%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                        | Groupe Solmax Inc. Term Loan                                                        | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |   6644686 | PA      | $5249302.11   | 0.51%             | 2028-05-29      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Voyage Digital (NZ) Limited                               | Voyage Digital (NZ) Limited USD Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3863052 | PA      | $3766476.19   | 0.37%             | 2029-05-11      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services, INC.                            | Northstar Group Services, INC. 2020 Term Loan B                                     | CUSIP: 66707RAC1<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |   3106969 | PA      | $3047408.72   | 0.30%             | 2026-11-12      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                               | Amynta Agency Borrower Inc. 2018 1st Lien Term Loan                                 | CUSIP: 57810JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5198939 | PA      | $4874005.09   | 0.48%             | 2025-02-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                     | Hyland Software, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8380829 | PA      | $7904210.99   | 0.77%             | 2025-07-07      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                            | U.S. Anesthesia Partners, Inc. 2021 Term Loan                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   2275710 | PA      | $2174372.63   | 0.21%             | 2028-10-01      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                     | Dave & Buster's, Inc. 2022 Term Loan B                                              | CUSIP: 23833EAV6<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   6900705 | PA      | $6836873.48   | 0.67%             | 2029-06-29      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Akorn, Inc.                                               | Akorn, Inc. 2020 Take Back Term Loan                                                | CUSIP: 00972HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    818508 | PA      | $772122.97    | 0.08%             | 2025-10-01      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                | USI Inc/NY                                                                          | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6010000 | PA      | $5890466.03   | 0.58%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                    | Millennium Escrow Corp                                                              | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4650000 | PA      | $3348000.00   | 0.33%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                                  | Michaels Companies, Inc. 2021 Term Loan B                                           | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   3926347 | PA      | $2958934.42   | 0.29%             | 2028-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                | iHeartCommunications, Inc. 2020 Term Loan                                           | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |   2750000 | PA      | $2572735.00   | 0.25%             | 2026-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                             | Starwood Property Trust, Inc. 2022 Term Loan B                                      | CUSIP: 000000000<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |   4124000 | PA      | $4062140.00   | 0.40%             | 2027-11-18      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                        | Gloves Buyer, Inc. 2021 Term Loan                                                   | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   3412259 | PA      | $3099457.54   | 0.30%             | 2027-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                           | Go Daddy Operating Company, LLC 2022 Term Loan B5                                   | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    743000 | PA      | $740317.77    | 0.07%             | 2029-10-21      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Mattress Firm Inc                                         | Mattress Firm Inc 2021 Term Loan B                                                  | CUSIP: 57723CAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6015052 | PA      | $5076703.94   | 0.50%             | 2028-09-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                            | GoTo Group Inc                                                                      | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $4387498.05   | 0.43%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                       | Kobe US Midco 2 Inc                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3405000 | PA      | $2501142.75   | 0.24%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1948002.75   | 0.19%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                  | AP Core Holdings II, LLC High-Yield Term Loan B2                                    | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   2856000 | PA      | $2525189.52   | 0.25%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| City Brewing Company, LLC                                 | City Brewing Company, LLC Closing Date Term Loan                                    | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7014448 | PA      | $4305117.66   | 0.42%             | 2028-04-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                            | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   4091797 | PA      | $3947560.79   | 0.39%             | 2029-02-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                 | Hub International Limited 2022 Term Loan B                                          | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    904000 | PA      | $889310.00    | 0.09%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                         | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   5110000 | PA      | $4675650.00   | 0.46%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                          | ACProducts, Inc. 2021 Term Loan B                                                   | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4512299 | PA      | $3266588.93   | 0.32%             | 2028-05-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| SurveyMonkey Inc.                                         | SurveyMonkey Inc. 2018 Term Loan B                                                  | CUSIP: 86901UAD4<br>LEI: 549300ZHYZVBTZKNCN97 | Long             | LON              | CORP              | US        |   6659809 | PA      | $6426715.48   | 0.63%             | 2025-10-10      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Global Education Holdings, LLC                | McGraw-Hill Global Education Holdings, LLC 2021 Term Loan                           | CUSIP: 58063DAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5592934 | PA      | $5332862.43   | 0.52%             | 2028-07-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                    | DirecTV Financing, LLC Term Loan                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13217187 | PA      | $12640388.52  | 1.24%             | 2027-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                             | Univision Communications Inc. 2022 First Lien Term Loan B                           | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1965075 | PA      | $1935598.88   | 0.19%             | 2029-06-24      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l                              | Summer (BC) Holdco B S.a r.l 2021 USD Term Loan B2                                  | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |   5845950 | PA      | $5369154.32   | 0.53%             | 2026-12-04      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                    | HighTower Holdings LLC 2021 Term Loan B                                             | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4733682 | PA      | $4414158.76   | 0.43%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                      | Ineos US Finance LLC 2022 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3611000 | PA      | $3559109.93   | 0.35%             | 2027-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS, INC.                                    | Vision Solutions, Inc. 2021 2nd Lien Term Loan                                      | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2343750.00   | 0.23%             | 2029-04-23      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| Container Store, Inc. (The)                               | Container Store, Inc. (The) 2020 Term Loan B3                                       | CUSIP: 21075BAM3<br>LEI: RU4H3CU9QRX4TIC35822 | Long             | LON              | CORP              | US        |   3633030 | PA      | $3306057.29   | 0.32%             | 2026-01-31      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER                                     | Cheever Escrow Issuer LLC                                                           | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4675000.00   | 0.46%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                             | Edelman Financial Center, LLC 2018 2nd Lien Term Loan                               | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   8852045 | PA      | $7961351.86   | 0.78%             | 2026-07-20      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                     | United Airlines, Inc. 2021 Term Loan B                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   6067150 | PA      | $5982634.60   | 0.59%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                            | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5728824 | PA      | $5497608.53   | 0.54%             | 2028-02-11      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Matador Bidco S.a.r.l.                                    | Matador Bidco S.a.r.l. Term Loan                                                    | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |   6841704 | PA      | $6704869.68   | 0.66%             | 2026-10-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                    | SPIRIT AEROSYSTEMS INC                                                              | CUSIP: 000000000<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    617000 | PA      | $608775.39    | 0.06%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Midwest Veterinary Partners, LLC                          | Midwest Veterinary Partners, LLC Term Loan                                          | CUSIP: 59841VAC4<br>LEI: 549300A8XURDFONMWN62 | Long             | LON              | CORP              | US        |   3300129 | PA      | $3069119.84   | 0.30%             | 2028-04-27      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                  | Crown Subsea Communications Holding,Inc. 2021 Term Loan                             | CUSIP: 22860EAE2<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |   3576368 | PA      | $3484741.53   | 0.34%             | 2027-04-27      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                            | Service Logic Acquisition, Inc Term Loan                                            | CUSIP: 81759AAC4<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |   4459851 | PA      | $4259157.89   | 0.42%             | 2027-10-29      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings, LLC                 | Specialty Building Products Holdings, LLC 2021 Term Loan B                          | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |   4464296 | PA      | $3935544.50   | 0.39%             | 2028-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                   | Aveanna Healthcare, LLC 2021 2nd Lien Term Loan                                     | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   8500000 | PA      | $5525000.00   | 0.54%             | 2029-12-10      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Inmar Holdings, Inc.                                      | Inmar Holdings, Inc. 2017 2nd Lien Term Loan                                        | CUSIP: 45763FAR9<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2300000.00   | 0.23%             | 2025-05-01      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                                         | Iris Holdings Inc                                                                   | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2537250.00   | 0.25%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                   | Aruba Investments, Inc. 2020 2nd Lien Term Loan                                     | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |   3275000 | PA      | $2958405.75   | 0.29%             | 2028-11-24      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| WW International, Inc.                                    | WW International, Inc. 2021 Term Loan B                                             | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |  11338759 | PA      | $6987510.04   | 0.68%             | 2028-04-13      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                                     | Heartland Dental, LLC 2021 Incremental Term Loan                                    | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   3740338 | PA      | $3461682.36   | 0.34%             | 2025-04-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                  | Arcline FM Holdings, LLC 2021 1st Lien Term Loan                                    | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4078700 | PA      | $3925748.75   | 0.38%             | 2028-06-23      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LLC                                 | Eisner Advisory Group LLC Term Loan                                                 | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   5635558 | PA      | $5297424.92   | 0.52%             | 2028-07-28      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Carestream Dental Equipment, Inc                          | Carestream Dental Equipment, Inc 2021 Term Loan                                     | CUSIP: 14173MAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    936374 | PA      | $902430.36    | 0.09%             | 2024-09-01      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                          | GoTo Group, Inc. Term Loan B                                                        | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   8187010 | PA      | $5236247.55   | 0.51%             | 2027-08-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                          | GATES GLOBAL LLC                                                                    | CUSIP: 000000000<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   1506000 | PA      | $1478892.00   | 0.14%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                  | AI Aqua Merger Sub, Inc. 2022 Term Loan B                                           | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   2126667 | PA      | $2016781.80   | 0.20%             | 2028-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Inmar Holdings, Inc.                                      | Inmar Holdings, Inc. 2017 1st Lien Term Loan                                        | CUSIP: 45763FAN8<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |   5269761 | PA      | $4763863.78   | 0.47%             | 2024-05-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Hyperion Materials & Technologies, Inc.                   | Hyperion Materials & Technologies, Inc. 2021 Term Loan B                            | CUSIP: 44915KAG2<br>LEI: 254900G04G2BDNO0XY89 | Long             | LON              | CORP              | US        |   3151586 | PA      | $3029462.23   | 0.30%             | 2028-08-30      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Holley Purchaser, Inc.                                    | Holley Purchaser, Inc. 2021 Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-17      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| U.S. Silica Company                                       | U.S. Silica Company 2018 Term Loan B                                                | CUSIP: 90343KAR3<br>LEI: 549300LB0THBBEFBXE82 | Long             | LON              | CORP              | US        |   3397004 | PA      | $3344622.05   | 0.33%             | 2025-05-01      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                 | Great Outdoors Group, LLC 2021 Term Loan B1                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   4900375 | PA      | $4703134.85   | 0.46%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                | Cornerstone OnDemand, Inc. 2021 Term Loan                                           | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   4769500 | PA      | $4259163.50   | 0.42%             | 2028-10-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                            | Service Logic Acquisition, Inc Delayed Draw Term Loan                               | CUSIP: 81759AAB6<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    242025 | PA      | $231133.43    | 0.02%             | 2027-10-29      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Verifone Systems, Inc.                                    | Verifone Systems, Inc. 2018 1st Lien Term Loan                                      | CUSIP: 92346NAB5<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |   3904665 | PA      | $3519703.71   | 0.34%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Playpower, Inc.                                           | Playpower, Inc. 2019 Term Loan                                                      | CUSIP: 72813NAU9<br>LEI: 549300SUBBD4NQQD2G45 | Long             | LON              | CORP              | US        |   1848476 | PA      | $1409462.74   | 0.14%             | 2026-05-08      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CCI Buyer, Inc.                                           | CCI Buyer, Inc. Term Loan                                                           | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   4410394 | PA      | $4257132.56   | 0.42%             | 2027-12-17      | Floating      | 7.55%                 | 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        |   7215201 | PA      | $6728174.94   | 0.66%             | 2028-04-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS, LLC                                     | EyeCare Partners, LLC 2021 Incremental Term Loan                                    | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   4685075 | PA      | $4045890.22   | 0.40%             | 2028-11-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc. 2022 Term Loan B                                            | CUSIP: 000000000<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |   4322000 | PA      | $4141902.26   | 0.41%             | 2029-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings, Inc.                                       | LSCS Holdings, Inc. 2021 1st Lien Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5302815 | PA      | $5061536.92   | 0.50%             | 2028-12-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                      | Evergreen Acqco 1 LP 2021 USD Term Loan                                             | CUSIP: 30015FAG1<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |   7585128 | PA      | $7332315.82   | 0.72%             | 2028-04-26      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| At Home Group Inc.                                        | At Home Group Inc. Term Loan B                                                      | CUSIP: 04651BAB5<br>LEI: 549300LGPR0P05O30I24 | Long             | LON              | CORP              | US        |   5909310 | PA      | $4680173.52   | 0.46%             | 2028-07-24      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG USD Term Loan B                                                      | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   1913125 | PA      | $1752422.07   | 0.17%             | 2028-07-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5319267.50   | 0.52%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Farathane, LLC                                       | U.S. Farathane, LLC 2021 Term Loan B                                                | CUSIP: 90350DAF5<br>LEI: 549300HLVY1RVM0MPI20 | Long             | LON              | CORP              | US        |   4139375 | PA      | $3725437.50   | 0.36%             | 2024-12-23      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                      | Constant Contact Inc Term Loan                                                      | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5640654 | PA      | $4949673.91   | 0.48%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Thunder Finco Pty Limited                                 | Thunder Finco Pty Limited Term Loan B                                               | CUSIP: 000000000<br>LEI: 5493003SMRN7SBZN9N79 | Long             | LON              | CORP              | AU        |   7429500 | PA      | $7119912.74   | 0.70%             | 2026-11-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                           | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      4013 | PA      | $3890.02      | 0.00%             | 2027-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                  | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B                                  | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   2623425 | PA      | $2487872.63   | 0.24%             | 2028-07-31      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                         | Advantage Sales & Marketing, Inc. 2021 Term Loan                                    | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |   8401058 | PA      | $6739748.39   | 0.66%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services, LLC            | Midwest Physician Administrative Services, LLC 2021 Term Loan                       | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |    910286 | PA      | $848386.44    | 0.08%             | 2028-03-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                                         | Mermaid BidCo Inc 2021 USD Term Loan                                                | CUSIP: 000000000<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   2114839 | PA      | $1977374.64   | 0.19%             | 2027-12-22      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2020 Term Loan B8                                                       | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    750000 | PA      | $654997.50    | 0.06%             | 2026-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CT Technologies Intermediate Holdings, Inc.               | CT Technologies Intermediate Holdings, Inc. 2021 Term Loan B                        | CUSIP: 12650JAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4537183 | PA      | $4181286.12   | 0.41%             | 2025-12-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| LifeMiles Ltd.                                            | LifeMiles Ltd. 2021 Term Loan B                                                     | CUSIP: 000000000<br>LEI: 254900CGQFLUG99LJ840 | Long             | LON              | CORP              | BM        |   4791499 | PA      | $4318338.07   | 0.42%             | 2026-08-30      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                    | Cengage Learning, Inc. 2021 Term Loan B                                             | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   5626226 | PA      | $5156435.72   | 0.50%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| AKORN                                                     | AKORN                                                                               | CUSIP: 000000000<br>LEI: 549300REUQNNF5W5TA64 | Long             | EC               | CORP              | US        |    192793 | NS      | $1108559.75   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MH Sub I, LLC                                             | MH Sub I, LLC 2021 2nd Lien Term Loan                                               | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7400000 | PA      | $6632250.00   | 0.65%             | 2029-02-23      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                       | LBM Acquisition LLC Term Loan B                                                     | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   3331594 | PA      | $2859107.06   | 0.28%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                      | CP Atlas Buyer, Inc. 2021 Term Loan B                                               | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   5050478 | PA      | $4438107.82   | 0.43%             | 2027-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                     | CMG Media Corporation 2021 Term Loan                                                | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4000000 | PA      | $3710000.00   | 0.36%             | 2026-12-17      | Floating      | 7.57%                 | 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        |   1928520 | PA      | $1863432.46   | 0.18%             | 2028-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER, INC.                                  | Carriage Purchaser, Inc. 2021 Term Loan B                                           | CUSIP: 14445BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4211504 | PA      | $3816675.62   | 0.37%             | 2028-09-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MDVIP, Inc.                                               | MDVIP, Inc. 2021 2nd Lien Term Loan                                                 | CUSIP: 56150KAE5<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |   1000000 | PA      | $900000.00    | 0.09%             | 2029-10-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                    | Radiology Partners Inc 2018 1st Lien Term Loan B                                    | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-07-09      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Bill                                                         | CUSIP: 912796ZA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  66000000 | PA      | $65814576.96  | 6.45%             | 2022-12-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foley Products Company, LLC                               | Foley Products Company, LLC 2021 Term Loan                                          | CUSIP: 34430CAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3500868 | PA      | $3319277.55   | 0.33%             | 2028-12-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| The Knot Worldwide Inc.                                   | The Knot Worldwide Inc. 2022 Term Loan                                              | CUSIP: 94847DAG6<br>LEI: 5493008BZQSUX5N9Q439 | Long             | LON              | CORP              | US        |   5079430 | PA      | $4965142.83   | 0.49%             | 2025-12-19      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                 | Mileage Plus Holdings LLC 2020 Term Loan B                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2375000 | PA      | $2440312.50   | 0.24%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                               | Mariner Wealth Advisors LLC Term Loan B                                             | CUSIP: 56846TAD8<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-08-18      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO, LLC                                      | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   4750000 | PA      | $4550500.00   | 0.45%             | 2029-09-21      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Shape Technologies Group, Inc.                            | Shape Technologies Group, Inc. Term Loan                                            | CUSIP: 81946HAB5<br>LEI: 549300HHIRJ2GWDAN995 | Long             | LON              | CORP              | US        |   2626860 | PA      | $2402474.07   | 0.24%             | 2025-04-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                            | VT Topco, Inc. 2021 Incremental Term Loan                                           | CUSIP: 39355YAJ3<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-08-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                     | WASH Multifamily Acquisition Inc                                                    | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3280620.00   | 0.32%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                               | Solis IV BV USD Term Loan B1                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   8190208 | PA      | $7129903.24   | 0.70%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| KAMC Holdings, Inc.                                       | KAMC Holdings, Inc. 2019 Term Loan                                                  | CUSIP: 48238YAC2<br>LEI: 549300XJEBQG5WGJBZ22 | Long             | LON              | CORP              | US        |   5074068 | PA      | $4084624.43   | 0.40%             | 2026-08-14      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Portillo's Holdings, LLC                                  | Portillo's Holdings, LLC 2019 1st Lien Term Loan B3                                 | CUSIP: 73641VAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5999792 | PA      | $5949813.35   | 0.58%             | 2024-09-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc                                        | Signal Parent, Inc Term Loan B                                                      | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7989892 | PA      | $5050730.49   | 0.49%             | 2028-04-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.               | Dermatology Intermediate Holdings III, Inc. 2022 Delayed Draw Term Loan             | CUSIP: 24982LAD7<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    649750 | PA      | $633915.53    | 0.06%             | 2029-03-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Company                                     | Callaway Golf Company Term Loan B                                                   | CUSIP: 13119DAF9<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   1817523 | PA      | $1812415.94   | 0.18%             | 2026-01-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                   | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2051588 | PA      | $1970817.40   | 0.19%             | 2027-03-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2018 Term Loan B7                                                       | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4786450.00   | 0.47%             | 2024-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Syndigo LLC                                               | Syndigo LLC 2020 2nd Lien Term Loan                                                 | CUSIP: 87167XAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1647250 | PA      | $1186020.00   | 0.12%             | 2028-12-15      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                                  | Oscar AcquisitionCo, LLC Term Loan B                                                | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |   6492000 | PA      | $5972640.00   | 0.58%             | 2029-04-29      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Refficiency Holdings LLC                                  | Refficiency Holdings LLC 2021 Term Loan                                             | CUSIP: 75865HAJ7<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                          | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                          | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   3065667 | PA      | $3106286.75   | 0.30%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| LSCS Holdings, Inc.                                       | LSCS Holdings, Inc. 2021 2nd Lien Term Loan                                         | CUSIP: 50219NAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1780000.00   | 0.17%             | 2029-12-17      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                | Broadstreet Partners, Inc. 2021 Term Loan B2                                        | CUSIP: 11132VAR0<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                     | OPEN TEXT CORPORATION                                                               | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   4514000 | PA      | $4380475.88   | 0.43%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                            | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     50000 | PA      | $36948.32     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Novae LLC                                                 | Novae LLC 1st Lien Term Loan                                                        | CUSIP: 66988QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5492400 | PA      | $4943160.00   | 0.48%             | 2028-12-22      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                        | Vaco Holdings, LLC 2022 Term Loan                                                   | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |   4989756 | PA      | $4755886.46   | 0.47%             | 2029-01-21      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| DRW Holdings, LLC                                         | DRW Holdings, LLC 2021 Term Loan                                                    | CUSIP: 23343HAD2<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   3574750 | PA      | $3479804.64   | 0.34%             | 2028-03-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                          | CDK Global, Inc. 2022 USD Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3938000 | PA      | $3887436.08   | 0.38%             | 2029-07-06      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                         | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                       | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7586021 | PA      | $6808454.02   | 0.67%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                               | Crocs, Inc. Term Loan B                                                             | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |   4213350 | PA      | $4060616.06   | 0.40%             | 2029-02-20      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| LOYALTY VENTURES INC                                      | Loyalty Ventures Inc Term Loan B                                                    | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   5793681 | PA      | $2288504.09   | 0.22%             | 2027-11-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                                | Triton Water Holdings, Inc Term Loan                                                | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   6422806 | PA      | $5908981.36   | 0.58%             | 2028-03-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                      | Seattle Spinco, Inc. 2022 USD Term Loan B5                                          | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |   6170372 | PA      | $6062390.98   | 0.59%             | 2027-02-26      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                           | ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan                             | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   6191000 | PA      | $5695720.00   | 0.56%             | 2029-12-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Lucky Bucks, LLC                                          | Lucky Bucks, LLC Term Loan                                                          | CUSIP: 54951EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-30      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-29

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer