# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001752724-23-046335
**Filing Date:** 2023-2
**Character Count:** 44953
**Document Hash:** 22784a26020b6117e250b55105b10c1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046335.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046335

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649
- **IRS NUMBER:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 23682167

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **DATE OF NAME CHANGE:** 20031119

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS
- **DATE OF NAME CHANGE:** 20031015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20030718

## Series and Classes Contracts Data

### Loomis Sayles Small/Mid Cap Growth Fund (Series ID: S000049859)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000157445 | Institutional Class | LSMIX           |
| C000216341 | Class N             | LSMNX           |

## Nport-Ex

**PORTFOLIO OF INVESTMENTS – as of December 31, 2022 (Unaudited)** 

**Loomis Sayles Small/Mid Cap Growth Fund**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – 96.9% of Net Assets** | **Common Stocks – 96.9% of Net Assets** |  |
|  | **Aerospace & Defense – 7.1%** | **Aerospace & Defense – 7.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19152 | Axon Enterprise, Inc.(a) | $3177891 |
| 20404 | HEICO Corp. | 3134871 |
| 39854 | Hexcel Corp. | 2345408 |
| &nbsp;&nbsp;&nbsp;&nbsp;30358 | Parsons Corp.(a) | 1404057 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;10062227 |
|  | **Air Freight & Logistics – 1.2%** | **Air Freight & Logistics – 1.2%** |
| 16571 | Forward Air Corp. | 1738132 |
|  | **Banks – 2.5%** | **Banks – 2.5%** |
| 37748 | Glacier Bancorp, Inc. | 1865506 |
| 54085 | Pacific Premier Bancorp, Inc. | 1706923 |
|  |  | 3572429 |
|  | **Biotechnology – 5.9%** | **Biotechnology – 5.9%** |
| 49552 | Halozyme Therapeutics, Inc.(a) | 2819509 |
| 34691 | PTC Therapeutics, Inc.(a) | 1324155 |
| 9338 | United Therapeutics Corp.(a) | 2596804 |
| 61042 | Xencor, Inc.(a) | 1589534 |
|  |  | 8330002 |
|  | **Capital Markets – 3.2%** | **Capital Markets – 3.2%** |
| 22496 | Hamilton Lane, Inc., Class A | 1437045 |
| 9881 | Morningstar, Inc. | 2140126 |
| 37285 | StepStone Group, Inc., Class A | 938836 |
|  |  | 4516007 |
|  | **Commercial Services & Supplies – 2.2%** | **Commercial Services & Supplies – 2.2%** |
| 37039 | Driven Brands Holdings, Inc.(a) | 1011535 |
| 14772 | Tetra Tech, Inc. | 2144747 |
|  |  | 3156282 |
|  | **Communications Equipment – 1.7%** | **Communications Equipment – 1.7%** |
| 48601 | Ciena Corp.(a) | 2477679 |
|  | **Construction & Engineering – 3.7%** | **Construction & Engineering – 3.7%** |
| 7626 | Valmont Industries, Inc. | 2521689 |
| 58906 | WillScot Mobile Mini Holdings Corp.(a) | 2660784 |
|  |  | 5182473 |
|  | **Distributors – 1.0%** | **Distributors – 1.0%** |
| 4774 | Pool Corp. | 1443323 |
|  | **Electronic Equipment, Instruments & Components – 3.9%** | **Electronic Equipment, Instruments & Components – 3.9%** |
| 21672 | Advanced Energy Industries, Inc. | 1859024 |
| 18049 | Coherent Corp.(a) | 633520 |
| 48548 | Napco Security Technologies, Inc.(a) | 1334099 |
| 32477 | Trimble, Inc.(a) | 1642037 |
|  |  | 5468680 |

---

------

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** |  |
|  | **Energy Equipment & Services – 3.3%** | **Energy Equipment & Services – 3.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95862 | ChampionX Corp. | $2779039 |
| 92831 | NOV, Inc. | 1939240 |
|  |  | 4718279 |
|  | **Food & Staples Retailing – 5.0%** | **Food & Staples Retailing – 5.0%** |
| 45205 | BJ's Wholesale Club Holdings, Inc.(a) | 2990763 |
| 9600 | Casey's General Stores, Inc. | 2153760 |
| 33347 | Performance Food Group Co.(a) | 1947131 |
|  |  | 7091654 |
|  | **Food Products – 1.8%** | **Food Products – 1.8%** |
| 65214 | Simply Good Foods Co. (The)(a) | 2480088 |
|  | **Health Care Equipment & Supplies – 7.6%** | **Health Care Equipment & Supplies – 7.6%** |
| 34172 | Axonics, Inc.(a) | 2136775 |
| 18971 | CONMED Corp. | 1681590 |
| &nbsp;&nbsp;&nbsp;&nbsp;45305 | Envista Holdings Corp.(a) | 1525419 |
| 34368 | Globus Medical, Inc., Class A(a) | 2552511 |
| 6519 | Insulet Corp.(a) | 1919128 |
| 18214 | LivaNova PLC(a) | 1011606 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;10827029 |
|  | **Health Care Providers & Services – 2.0%** | **Health Care Providers & Services – 2.0%** |
| 34430 | Acadia Healthcare Co., Inc.(a) | 2834278 |
|  | **Health Care Technology – 0.7%** | **Health Care Technology – 0.7%** |
| 37192 | Evolent Health, Inc., Class A(a) | 1044351 |
|  | **Hotels, Restaurants & Leisure – 5.6%** | **Hotels, Restaurants & Leisure – 5.6%** |
| 10735 | Churchill Downs, Inc. | 2269701 |
| 20952 | Light & Wonder, Inc.(a) | 1227787 |
| 25444 | Planet Fitness, Inc., Class A(a) | 2004987 |
| 26250 | Texas Roadhouse, Inc. | 2387438 |
|  |  | 7889913 |
|  | **Insurance – 2.9%** | **Insurance – 2.9%** |
| 8047 | Kinsale Capital Group, Inc. | 2104451 |
| 13861 | Palomar Holdings, Inc.(a) | 625963 |
| 9996 | Reinsurance Group of America, Inc. | 1420332 |
|  |  | 4150746 |
|  | **IT Services – 4.7%** | **IT Services – 4.7%** |
| 7888 | Concentrix Corp. | 1050366 |
| 18401 | Endava PLC, Sponsored ADR(a) | 1407677 |
| 13537 | ExlService Holdings, Inc.(a) | 2293574 |
| 11490 | WEX, Inc.(a) | 1880338 |
|  |  | 6631955 |
|  | **Machinery – 3.5%** | **Machinery – 3.5%** |
| 33092 | Ingersoll Rand, Inc. | 1729057 |
| 10443 | Middleby Corp. (The)(a) | 1398318 |

---

------

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** |  |
|  | **Machinery – continued** | **Machinery – continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9058 | RBC Bearings, Inc.(a) | 1896292 |
|  |  | 5023667 |
|  | **Oil, Gas & Consumable Fuels – 2.6%** | **Oil, Gas & Consumable Fuels – 2.6%** |
| 83346 | Magnolia Oil & Gas Corp., Class A | 1954464 |
| 30364 | Matador Resources Co. | 1738035 |
|  |  | 3692499 |
|  | **Pharmaceuticals – 0.9%** | **Pharmaceuticals – 0.9%** |
| 32771 | Pacira BioSciences, Inc.(a) | 1265288 |
|  | **Professional Services – 3.5%** | **Professional Services – 3.5%** |
| 14278 | FTI Consulting, Inc.(a) | 2267346 |
| 51528 | KBR, Inc. | 2720679 |
|  |  | 4988025 |
|  | **Semiconductors & Semiconductor Equipment – 4.5%** | **Semiconductors & Semiconductor Equipment – 4.5%** |
| 3440 | Monolithic Power Systems, Inc. | 1216418 |
| 16304 | Nova Ltd.(a) | 1331711 |
| 18948 | Power Integrations, Inc. | 1358951 |
| 27074 | Semtech Corp.(a) | 776753 |
| 12279 | Silicon Laboratories, Inc.(a) | 1665892 |
|  |  | 6349725 |
|  | **Software – 4.3%** | **Software – 4.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;76990 | Box, Inc., Class A(a) | 2396699 |
| 11593 | Paylocity Holding Corp.(a) | 2252056 |
| 4676 | Tyler Technologies, Inc.(a) | 1507589 |
|  |  | 6156344 |
|  | **Specialty Retail – 2.8%** | **Specialty Retail – 2.8%** |
| 14186 | Five Below, Inc.(a) | 2509078 |
| 36091 | National Vision Holdings, Inc.(a) | 1398887 |
|  |  | 3907965 |
|  | **Technology Hardware, Storage & Peripherals – 2.7%** | **Technology Hardware, Storage & Peripherals – 2.7%** |
| 39887 | Avid Technology, Inc.(a) | 1060596 |
| 105166 | Pure Storage, Inc., Class A(a) | 2814242 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874838 |
|  | **Textiles, Apparel & Luxury Goods – 3.9%** | **Textiles, Apparel & Luxury Goods – 3.9%** |
| 17670 | Columbia Sportswear Co. | 1547539 |
| 6921 | Deckers Outdoor Corp.(a) | 2762586 |
| 29130 | Skechers U.S.A., Inc., Class A(a) | 1222004 |
|  |  | 5532129 |
|  | **Thrifts & Mortgage Finance – 1.1%** | **Thrifts & Mortgage Finance – 1.1%** |
| 39557 | Axos Financial, Inc.(a) | 1511869 |
|  | **Trading Companies & Distributors – 1.1%** | **Trading Companies & Distributors – 1.1%** |
| 13174 | SiteOne Landscape Supply, Inc.(a) | 1545574 |

---

------

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** |  |
|  | Total Common Stocks<br>(Identified Cost $145,170,740) | $137463450 |
| **Principal<br>Amount** |  |  |
| **Short-Term Investments – 3.2%** | **Short-Term Investments – 3.2%** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522899 | Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation, dated 12/30/2022 at 1.800% to be repurchased at $4,523,804 on 1/03/2023 collateralized by $5,272,900 U.S. Treasury Note, 1.250% due 3/31/2028 valued at $4,613,376 including accrued interest(b)<br>(Identified Cost $4,522,899) | 4522899 |
|  | Total Investments – 100.1%<br>(Identified Cost $149,693,639) | 141986349 |
|  | Other assets less liabilities – (0.1)% | (103368) |
|  | Net Assets – 100.0% | $141882981 |

---

---

| | |
|:---|:---|
| (†) | Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the Board's oversight.  |

---

Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Shares of open-end investment companies are valued at net asset value per share.

Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished by an independent pricing service, if available.

Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service or bid prices obtained from broker-dealers. Broker-dealer bid prices may be used to fair value debt and unlisted equities where an independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the investment.

The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's net asset value ("NAV") is calculated. Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund.

The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period.

(a) Non-income producing security.

------

(b) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which
the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to
102% of the repurchase price, including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of
the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of
December 31, 2022, the Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

ADR An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. The values of ADRs may be significantly influenced by trading on exchanges not located in the United States.

------

**Fair Value Measurements** 

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

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

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

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

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

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

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

------

The following is a summary of the inputs used to value the Fund's investments as of December 31, 2022, at value:

**Asset Valuation Inputs** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Level 1 | Level 2 | Level 3 | Total |
|  Common Stocks\* | $137463450 | $— | $– $| 137463450 |
|  Short-Term Investments |  | 4522899 | – | 4522899 |
|  Total | $137463450 | $4522899 | $– $| 141986349 |

---

\* Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

------

Industry Summary at December 31, 2022 (Unaudited)

---

| | |
|:---|:---|
|  Health Care Equipment & Supplies | 7.6% |
|  Aerospace & Defense | 7.1 |
|  Biotechnology | 5.9 |
|  Hotels, Restaurants & Leisure | 5.6 |
|  Food & Staples Retailing | 5.0 |
|  IT Services | 4.7 |
|  Semiconductors & Semiconductor Equipment | 4.5 |
|  Software | 4.3 |
|  Textiles, Apparel & Luxury Goods | 3.9 |
|  Electronic Equipment, Instruments & Components | 3.9 |
|  Construction & Engineering | 3.7 |
|  Machinery | 3.5 |
|  Professional Services | 3.5 |
|  Energy Equipment & Services | 3.3 |
|  Capital Markets | 3.2 |
|  Insurance | 2.9 |
|  Specialty Retail | 2.8 |
|  Technology Hardware, Storage & Peripherals | 2.7 |
|  Oil, Gas & Consumable Fuels | 2.6 |
|  Banks | 2.5 |
|  Commercial Services & Supplies | 2.2 |
|  Health Care Providers & Services | 2.0 |
|  Other Investments, less than 2% each | 9.5 |
|  Short-Term Investments | 3.2 |
|  Total Investments | 100.1 |
|  Other assets less liabilities | (0.1) |
|  Net Assets | 100.0% |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS II

- **b. Investment Company Act file number:** 811-06241

- **c. CIK number of Registrant:** 0000872649

- **d. LEI of Registrant:** 5493007QOEDY6IHOTU14

- **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 Small/Mid Cap Growth Fund

- **b. EDGAR series identifier (if any):** S000049859

- **c. LEI of Series:** 549300LZDGL4AL9M6C37

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $143080204.86

**Total Liabilities:** $1225109.25

**Net Assets:** $141855095.61

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216341 | 8.12%                | 3.22%                | -5.71%               |
| Class ID C000157445 | 8.12%                | 3.22%                | -5.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1886347.73             | $14365470.22                               |
| Month 2  | $-3435987.21             | $8861626.68                                |
| Month 3  | $714671.79               | $-7983664.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Parsons Corp                       | Parsons Corp                       | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     30358 | NS      | $1404057.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                   | Pure Storage Inc                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    105166 | NS      | $2814242.16   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                           | Nova Ltd                           | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |     16304 | NS      | $1331710.72   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                 | Evolent Health Inc                 | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     37192 | NS      | $1044351.36   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                          | Pool Corp                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      4774 | NS      | $1443323.42   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                   | RBC Bearings Inc                   | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9058 | NS      | $1896292.30   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                  | Hamilton Lane Inc                  | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     22496 | NS      | $1437044.48   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc             | Pacira BioSciences Inc             | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32771 | NS      | $1265288.31   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp         | FIXED INC CLEARING CORP.REPO       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4522899 | PA      | $4522899.35   | 3.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp                       | Semtech Corp                       | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     27074 | NS      | $776753.06    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc   | Reinsurance Group of America Inc   | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      9996 | NS      | $1420331.64   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc       | SiteOne Landscape Supply Inc       | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     13174 | NS      | $1545573.68   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc            | ExlService Holdings Inc            | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     13537 | NS      | $2293573.91   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                 | Planet Fitness Inc                 | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     25444 | NS      | $2004987.20   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                            | KBR Inc                            | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     51528 | NS      | $2720678.40   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc             | Power Integrations Inc             | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     18948 | NS      | $1358950.56   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                        | Axonics Inc                        | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     34172 | NS      | $2136775.16   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                | Avid Technology Inc                | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     39887 | NS      | $1060595.33   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                   | Forward Air Corp                   | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13775 | NS      | $1444859.75   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc       | National Vision Holdings Inc       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     36091 | NS      | $1398887.16   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc         | Casey's General Stores Inc         | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      9600 | NS      | $2153760.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                     | Tetra Tech Inc                     | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     14772 | NS      | $2144746.68   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc     | Advanced Energy Industries Inc     | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     21672 | NS      | $1859024.16   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                | Churchill Downs Inc                | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     10735 | NS      | $2269701.05   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp | WillScot Mobile Mini Holdings Corp | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     58906 | NS      | $2660784.02   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                      | Coherent Corp                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     18049 | NS      | $633519.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                 | Axos Financial Inc                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     39557 | NS      | $1511868.54   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc          | Halozyme Therapeutics Inc          | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     49552 | NS      | $2819508.80   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                        | CONMED Corp                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     18971 | NS      | $1681589.44   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc   | BJ's Wholesale Club Holdings Inc   | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     45205 | NS      | $2990762.80   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp           | United Therapeutics Corp           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      9338 | NS      | $2596804.42   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                     | ChampionX Corp                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     95862 | NS      | $2779039.38   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                            | NOV Inc                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     92831 | NS      | $1939239.59   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc             | Tyler Technologies Inc             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      4676 | NS      | $1507589.16   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                       | Insulet Corp                       | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      6519 | NS      | $1919128.41   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                | Axon Enterprise Inc                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     19152 | NS      | $3177891.36   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                        | Trimble Inc                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     32477 | NS      | $1642037.12   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The           | Simply Good Foods Co/The           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65214 | NS      | $2480088.42   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                       | LivaNova PLC                       | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     18214 | NS      | $1011605.56   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                            | Box Inc                            | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     76990 | NS      | $2396698.70   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                 | Globus Medical Inc                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     34368 | NS      | $2552511.36   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                | Texas Roadhouse Inc                | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     26250 | NS      | $2387437.50   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                   | Skechers USA Inc                   | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     29130 | NS      | $1222003.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                         | HEICO Corp                         | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     20404 | NS      | $3134870.56   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp             | Paylocity Holding Corp             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     11593 | NS      | $2252056.18   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp              | Envista Holdings Corp              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     45305 | NS      | $1525419.35   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                         | Ciena Corp                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     48601 | NS      | $2477678.98   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                  | Middleby Corp/The                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     10443 | NS      | $1398317.70   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Endava PLC                         | Endava PLC                         | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |     18401 | NS      | $1407676.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co             | Columbia Sportswear Co             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     17670 | NS      | $1547538.60   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc    | Napco Security Technologies Inc    | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     46454 | NS      | $1276555.92   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                            | WEX Inc                            | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     11490 | NS      | $1880338.50   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc               | Palomar Holdings Inc               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     13861 | NS      | $625962.76    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp            | Magnolia Oil & Gas Corp            | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83346 | NS      | $1954463.70   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                    | Concentrix Corp                    | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7888 | NS      | $1050366.08   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc           | Acadia Healthcare Co Inc           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     34430 | NS      | $2834277.60   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc        | Pacific Premier Bancorp Inc        | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     54085 | NS      | $1706922.60   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc         | Driven Brands Holdings Inc         | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37039 | NS      | $1011535.09   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                 | Ingersoll Rand Inc                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     33092 | NS      | $1729057.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc       | Monolithic Power Systems Inc       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3440 | NS      | $1216418.40   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                     | Five Below Inc                     | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     14186 | NS      | $2509077.82   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc           | Silicon Laboratories Inc           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     12279 | NS      | $1665891.93   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc          | Kinsale Capital Group Inc          | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      8047 | NS      | $2104451.44   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co               | Matador Resources Co               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     30364 | NS      | $1738035.36   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                | Glacier Bancorp Inc                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     37748 | NS      | $1865506.16   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                        | Hexcel Corp                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     39854 | NS      | $2345407.90   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp               | Deckers Outdoor Corp               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6921 | NS      | $2762586.36   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co          | Performance Food Group Co          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     33347 | NS      | $1947131.33   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc             | Valmont Industries Inc             | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7626 | NS      | $2521689.42   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                | StepStone Group Inc                | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37285 | NS      | $938836.30    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc               | PTC Therapeutics Inc               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     34691 | NS      | $1324155.47   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                    | Morningstar Inc                    | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      9881 | NS      | $2140125.79   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                 | Light & Wonder Inc                 | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     20952 | NS      | $1227787.20   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                 | FTI Consulting Inc                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     14278 | NS      | $2267346.40   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                         | Xencor Inc                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     61042 | NS      | $1589533.68   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** LOOMIS SAYLES FUNDS II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer