# EDGAR Filing Document

**Accession Number:** 0001282850
**File Stem:** 0000940400-26-014240
**Filing Date:** 2026-4
**Character Count:** 166596
**Document Hash:** 3ebc2968a57464eca3bb8eadd2db7917
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014240.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000940400-26-014240

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST SENIOR FLOATING RATE INCOME FUND II
- **CENTRAL INDEX KEY:** 0001282850

**ORGANIZATION NAME:**
- **EIN:** 113716541
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21539
- **FILM NUMBER:** 26887834

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST TRUST FOUR CORNERS SENIOR FLOATING RATE INCOME FUND II
- **DATE OF NAME CHANGE:** 20040305

## Nport-Ex

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments** 

**February 28, 2026 (Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 99.6%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 99.6%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 99.6%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 99.6%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 99.6%** |
|  | **Advertising – 0.9%** |  |  |  |
| $1507281 | &nbsp;&nbsp; Authentic Brands Group (ABG Intermediate Holdings 2 LLC), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + 2.25%, 0.00% Floor <br>| 5.92<br> % <br>| 12/21/28 | $1504862 |
| 859692 | &nbsp;&nbsp; WH Borrower LLC (WHP), Term Loan B, 3 Mo. CME Term <br> SOFR + 4.75%, 0.50% Floor<br>| 8.16<br> % <br>| 02/20/32 | 860362 |
|  |  |  |  | 2365224 |
|  | **Aerospace & Defense – 3.0%** |  |  |  |
| 1653056 | &nbsp;&nbsp; Phoenix Aviation Capital Ltd. (PAC DAC LLC), Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 10/28/30 | 1637566 |
| 589056 | &nbsp;&nbsp; Signia Aerospace LLC, Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor<br>| 6.42%-6.44% | 12/11/31 | 590040 |
| 3809823 | &nbsp;&nbsp; Transdigm, Inc., Refi Term Loan K, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 03/22/30 | 3810718 |
| 1576491 | &nbsp;&nbsp; VistaJet Malta Finance PLC, Term Loan B, 2 Mo. CME Term <br> SOFR + 3.75%, 0.00% Floor<br>| 7.41<br> % <br>| 03/31/31 | 1580929 |
|  |  |  |  | 7619253 |
|  | **Airport Services – 0.2%** |  |  |  |
| 40030 | &nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Refi Term Loan B-2, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor <br>| 6.17<br> % <br>| 07/01/31 | 40166 |
| 139729 | &nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Refi Term Loan B-2, 3 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor <br>| 6.17<br> % <br>| 07/01/31 | 140200 |
| 379347 | &nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Term Loan B-1, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor <br>| 6.17<br> % <br>| 07/01/31 | 380533 |
|  |  |  |  | 560899 |
|  | **Alternative Carriers – 0.5%** |  |  |  |
| 1350550 | &nbsp;&nbsp; Level 3 Financing, Inc., Term Loan B-4, 1 Mo. CME Term SOFR <br> + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 03/29/32 | 1355783 |
|  | **Application Software – 9.9%** |  |  |  |
| 2665721 | &nbsp;&nbsp; Cloud Software Group, Inc. (aka Citrix Software, Inc. or Tibco), <br> 2032 Term Loan, 3 Mo. CME Term SOFR + 3.25%, 0.00%<br> Floor <br>| 6.92<br> % <br>| 08/15/32 | 2481786 |
| 277742 | &nbsp;&nbsp; ConnectWise LLC, Term Loan B, 3 Mo. CME Term SOFR + CSA <br> + 3.24%, 0.50% Floor<br>| 7.43<br> % <br>| 09/30/28 | 251218 |
| 622213 | &nbsp;&nbsp; Darktrace PLC (Leia Finco US LLC), Second Lien Term Loan, 3 <br> Mo. CME Term SOFR + 5.25%, 0.00% Floor<br>| 8.90<br> % <br>| 10/09/32 | 578273 |
| 3069505 | &nbsp;&nbsp; Darktrace PLC (Leia Finco US LLC), Term Loan B, 3 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor<br>| 6.90<br> % <br>| 10/09/31 | 2924793 |
| 1720577 | &nbsp;&nbsp; Dayforce, Inc. (Dawn Bidco), Term Loan B, 3 Mo. CME Term <br> SOFR + 3.00%, 0.00% Floor<br>| 6.66<br> % <br>| 02/04/33 | 1590312 |
| 653415 | &nbsp;&nbsp; Genesys Cloud Services Holding II LLC, Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 01/31/32 | 603429 |
| 1381233 | &nbsp;&nbsp; Internet Brands, Inc. (Web MD/MH Sub I. LLC), Term Loan B-3, <br> 1 Mo. CME Term SOFR + 4.25%, 0.50% Floor <br>| 7.92<br> % <br>| 05/03/28 | 1132037 |
| 1274032 | &nbsp;&nbsp; LogMeIn, Inc. (GoTo Group, Inc.), First Lien First Out TL, 3 Mo. <br> CME Term SOFR + CSA + 4.75%, 0.00% Floor <br>| 8.57<br> % <br>| 04/30/28 | 1058504 |
| 1860261 | &nbsp;&nbsp; LogMeIn, Inc. (GoTo Group, Inc.), First Lien Second Out TL, 3 <br> Mo. CME Term SOFR + CSA + 4.75%, 0.00% Floor (d)<br>| 8.57<br> % <br>| 04/30/28 | 583192 |
| 3188300 | &nbsp;&nbsp; McAfee Corp. (Condor Merger Sub, Inc.), Term Loan B-1, 1 Mo. <br> CME Term SOFR + 3.00%, 0.50% Floor<br>| 6.67<br> % <br>| 03/01/29 | 2795454 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Application Software (Continued)** |  |  |  |
| $263925 | &nbsp;&nbsp; NCR Digital Banking (Dragon Buyer, Inc./Candescent), Term Loan <br> B, 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor <br>| 6.42<br> % <br>| 09/30/31 | $233573 |
| 430556 | &nbsp;&nbsp; Qlik Technologies (Project Alpha Intermediate Holding, Inc.), <br> Second Lien Term Loan, 3 Mo. CME Term SOFR + 5.00%, <br> 0.50% Floor <br>| 8.67<br> % <br>| 05/08/33 | 329914 |
| 1927094 | &nbsp;&nbsp; Qlik Technologies (Project Alpha Intermediate Holding, Inc.), Term <br> Loan B, 3 Mo. CME Term SOFR + 3.25%, 0.50% Floor <br>| 6.92<br> % <br>| 10/28/30 | 1581017 |
| 717318 | &nbsp;&nbsp; SolarWinds Holdings, Inc. (Starlight Parent LLC), Term Loan B, 3 <br> Mo. CME Term SOFR + 4.00%, 0.00% Floor <br>| 7.70<br> % <br>| 04/16/32 | 620032 |
| 2241335 | &nbsp;&nbsp; Solera Holdings, Inc. (Polaris Newco), Term Loan B, 3 Mo. CME <br> Term SOFR + CSA + 4.00%, 0.50% Floor<br>| 7.68<br> % <br>| 06/04/28 | 1920353 |
| 3391079 | &nbsp;&nbsp; Ultimate Software Group (UKG, Inc.), Refi Term Loan, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 02/10/31 | 3218982 |
| 2376006 | &nbsp;&nbsp; Veeam Software Holdings Ltd. (VS Buyer LLC), Refi Term Loan, <br> 3 Mo. CME Term SOFR + 2.25%, 0.00% Floor <br>| 5.92<br> % <br>| 04/14/31 | 2305711 |
| 1141357 | &nbsp;&nbsp; X.AI LLC (Project Xerxes), Floating Rate Term Loan B, 3 Mo. <br> CME Term SOFR + 7.25%, 0.00% Floor<br>| 11.12<br> % <br>| 06/30/30 | 1184974 |
|  |  |  |  | 25393554 |
|  | **Asset Management & Custody Banks – 2.4%** |  |  |  |
| 1302000 | &nbsp;&nbsp; Ascensus Holdings, Inc. (Mercury), Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 11/25/32 | 1273786 |
| 372074 | &nbsp;&nbsp; Colonial First State (Superannuation and Investments US LLC), <br> Refi Term Loan B, 1 Mo. CME Term SOFR + 2.50%, 0.50% <br> Floor (d)<br>| 6.17<br> % <br>| 12/01/28 | 371494 |
| 1623001 | &nbsp;&nbsp; Edelman Financial Engines Center LLC, Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 04/07/28 | 1614975 |
| 1588689 | &nbsp;&nbsp; Edelman Financial Engines Center LLC, Second Lien Term Loan, <br> 1 Mo. CME Term SOFR + 5.25%, 0.00% Floor <br>| 8.92<br> % <br>| 10/06/28 | 1578100 |
| 1375080 | &nbsp;&nbsp; Osaic Holdings, Inc. (Advisor Group), Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.16<br> % <br>| 08/02/32 | 1334687 |
|  |  |  |  | 6173042 |
|  | **Automotive Parts & Equipment – 1.5%** |  |  |  |
| 2000180 | &nbsp;&nbsp; Clarios Global, L.P. (Power Solutions), 2032 Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 01/31/32 | 1998100 |
| 1980000 | &nbsp;&nbsp; Clarios Global, L.P. (Power Solutions), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 05/06/30 | 1978148 |
|  |  |  |  | 3976248 |
|  | **Automotive Retail – 1.9%** |  |  |  |
| 1827876 | &nbsp;&nbsp; Les Schwab Tire Centers (LS Group OpCo Acq. LLC), Refi Term <br> Loan B, 3 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.17<br> % <br>| 04/23/31 | 1829594 |
| 3087148 | &nbsp;&nbsp; Mavis Tire Express Services Topco Corp., Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 3.00%, 0.75% Floor<br>| 6.67<br> % <br>| 05/04/28 | 3084586 |
|  |  |  |  | 4914180 |
|  | **Broadline Retail – 0.2%** |  |  |  |
| 452711 | &nbsp;&nbsp; Peer Holding III B.V. (Action Holding), 2031 Term Loan B5B, 3 <br> Mo. CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 07/01/31 | 452994 |
| 121590 | &nbsp;&nbsp; Peer Holding III B.V. (Action Holding), 2032 USD Term Loan B8, <br> 3 Mo. CME Term SOFR + 2.25%, 0.00% Floor <br>| 5.92<br> % <br>| 10/14/32 | 121552 |
|  |  |  |  | 574546 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Building Products – 1.7%** |  |  |  |
| $1236172 | &nbsp;&nbsp; American Bath (CP Atlas Buyer, Inc.), Term Loan B, 1 Mo. CME <br> Term SOFR + 5.25%, 0.00% Floor<br>| 8.92<br> % <br>| 07/08/30 | $1201152 |
| 1950995 | &nbsp;&nbsp; Miter Brands Acq. Holdco, Inc. (MIWD), Refi Term Loan, 1 Mo. <br> CME Term SOFR + 3.50%, 0.00% Floor<br>| 6.42<br> % <br>| 03/28/31 | 1940752 |
| 537718 | &nbsp;&nbsp; US LBM Holdings, Term Loan B, 1 Mo. CME Term SOFR + CSA <br> + 3.75%, 0.75% Floor<br>| 7.53<br> % <br>| 06/06/31 | 448053 |
| 875956 | &nbsp;&nbsp; US LBM Holdings, Term Loan, 1 Mo. CME Term SOFR + 5.00%, <br> 0.75% Floor<br>| 8.68<br> % <br>| 06/06/31 | 770842 |
|  |  |  |  | 4360799 |
|  | **Casinos & Gaming – 0.2%** |  |  |  |
| 484615 | &nbsp;&nbsp; Flutter Entertainment PLC (Flutter Treasury DAC), Incremental <br> Term Loan, 3 Mo. CME Term SOFR + 2.00%, 0.50% Floor <br>| 5.67<br> % <br>| 06/04/32 | 479164 |
|  | **Commercial Printing – 0.2%** |  |  |  |
| 878771 | &nbsp;&nbsp; Multi-Color Corp. (LABL, Inc.), Initial Dollar Term Loan, 3 Mo. <br> CME Term SOFR + CSA + 5.00%, 0.50% Floor (d) (e) (f)<br>| 8.77<br> % <br>| 10/29/28 | 408998 |
|  | **Commodity Chemicals – 1.3%** |  |  |  |
| 3326351 | &nbsp;&nbsp; Charter Next Generation, Inc., Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 2.50%, 0.75% Floor<br>| 6.17<br> % <br>| 12/02/30 | 3328430 |
|  | **Communications Equipment – 0.2%** |  |  |  |
| 510181 | &nbsp;&nbsp; Viavi Solutions, Inc., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 10/16/32 | 512943 |
|  | **Construction & Engineering – 1.0%** |  |  |  |
| 566876 | &nbsp;&nbsp; Azuria Water Solutions (f/k/a - Aegion Corp.), Term Loan B, 1 <br> Mo. CME Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 03/31/33 | 560501 |
| 279046 | &nbsp;&nbsp; Centuri Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 07/09/32 | 280198 |
| 538576 | &nbsp;&nbsp; Construction Partners, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 11/01/31 | 541858 |
| 947948 | &nbsp;&nbsp; Green Infrastructure Partners LLC, Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 09/24/32 | 948545 |
| 155714 | &nbsp;&nbsp; Socotec SAS (Socotec US Holdings), Refi Term Loan B, Daily <br> CME Term SOFR + 2.75%, 0.75% Floor<br>| 6.38%-6.48% | 06/02/31 | 156299 |
|  |  |  |  | 2487401 |
|  | **Construction Materials – 3.6%** |  |  |  |
| 340670 | &nbsp;&nbsp; Knife River Corp., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 5.74<br> % <br>| 03/07/32 | 343758 |
| 591523 | &nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B1 2031, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 04/14/31 | 591857 |
| 1583913 | &nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B-2 2029, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 03/18/29 | 1585647 |
| 1172639 | &nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B3 2032, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 02/10/32 | 1173372 |
| 1854093 | &nbsp;&nbsp; Smyrna Ready Mix Concrete LLC, Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 04/02/29 | 1861046 |
| 943848 | &nbsp;&nbsp; TAMKO Building Products, Inc., Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 09/20/30 | 945420 |
| 2793791 | &nbsp;&nbsp; TAMKO Building Products, Inc., Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 09/20/30 | 2798443 |
|  |  |  |  | 9299543 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Consumer Electronics – 0.3%** |  |  |  |
| $827939 | &nbsp;&nbsp; Pye-Barker Fire & Safety LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.21<br> % <br>| 12/16/32 | $829715 |
|  | **Data Processing & Outsourced Services – 0.6%** |  |  |  |
| 2005679 | &nbsp;&nbsp; Consilio (Skopima Consilio Parent LLC), Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 3.75%, 0.50% Floor<br>| 7.42<br> % <br>| 05/17/28 | 1602788 |
|  | **Diversified Capital Markets – 0.2%** |  |  |  |
| 587466 | &nbsp;&nbsp; OSTTRA (Orion US Finco), 1st Lien Term Loan B, 3 Mo. CME <br> Term SOFR + 3.50%, 0.00% Floor<br>| 7.15<br> % <br>| 10/10/32 | 578654 |
|  | **Diversified Metals & Mining – 1.2%** |  |  |  |
| 3050753 | &nbsp;&nbsp; SCIH Salt Holdings, Inc. (aka Morton Salt), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.75% Floor<br>| 6.52<br> % <br>| 01/31/29 | 3048053 |
|  | **Diversified Support Services – 1.0%** |  |  |  |
| 1610420 | &nbsp;&nbsp; Aggreko Holdings, Inc. (Albion), Extended Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.50% Floor<br>| 6.66<br> % <br>| 05/21/31 | 1614704 |
| 244882 | &nbsp;&nbsp; OpenLane, Inc. (KAR Auction Services, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.14<br> % <br>| 10/08/32 | 245190 |
| 849901 | &nbsp;&nbsp; Vestis Corp., Term Loan B-1, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor<br>| 5.92<br> % <br>| 02/22/31 | 815199 |
|  |  |  |  | 2675093 |
|  | **Drug Retail – 0.1%** |  |  |  |
| 192399 | &nbsp;&nbsp; Boots Group Finco, L.P., Term Loan B, 3 Mo. CME Term SOFR + <br> 3.50%, 0.00% Floor<br>| 6.96<br> % <br>| 08/28/32 | 192921 |
|  | **Electrical Components & Equipment – 0.1%** |  |  |  |
| 300293 | &nbsp;&nbsp; BCP VI Summit Holdings, L.P. (Chemelex - f/k/a nVent), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + 3.00%, 0.00% Floor <br>| 6.67<br> % <br>| 01/30/32 | 301514 |
|  | **Electronic Equipment & Instruments – 0.7%** |  |  |  |
| 850437 | &nbsp;&nbsp; Chamberlain Group, Inc. (Chariot), Extended Term Loan, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.42<br> % <br>| 09/08/32 | 848745 |
| 364639 | &nbsp;&nbsp; Convergint Technologies (DG Investment Intermediate Holdings 2, <br> Inc.), Refi Term Loan B, 1 Mo. CME Term SOFR + 3.75%, <br> 0.00% Floor <br>| 6.92<br> % <br>| 07/12/32 | 364640 |
| 523579 | &nbsp;&nbsp; Verifone Systems, Inc., Extended Term Loan, 3 Mo. CME Term <br> SOFR + CSA + 5.50%, 0.00% Floor<br>| 9.18<br> % <br>| 08/21/28 | 483751 |
|  |  |  |  | 1697136 |
|  | **Environmental & Facilities Services – 1.1%** |  |  |  |
| 817581 | &nbsp;&nbsp; Allied Universal Holdco LLC, Extended Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 08/20/32 | 818930 |
| 226514 | &nbsp;&nbsp; Anticimex Global AB, Facility B8 (USD), Daily CME Term SOFR <br> + 2.90%, 0.00% Floor<br>| 6.56<br> % <br>| 11/16/31 | 227199 |
| 1693968 | &nbsp;&nbsp; Interstate Waste Services (Action Environmental Group, Inc.), Refi <br> Term Loan B, 3 Mo. CME Term SOFR + 3.25%, 0.50% Floor <br>| 6.67<br> % <br>| 10/24/30 | 1698203 |
|  |  |  |  | 2744332 |
|  | **Food Distributors – 0.1%** |  |  |  |
| 347124 | &nbsp;&nbsp; C&S Wholesale Grocers LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 5.00%, 0.00% Floor<br>| 8.67<br> % <br>| 09/23/30 | 342351 |
|  | **Footwear – 0.3%** |  |  |  |
| 643437 | &nbsp;&nbsp; Skechers (Beach Acquisition Bidco LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 09/13/32 | 646455 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Gas Utilities – 0.1%** |  |  |  |
| $308013 | &nbsp;&nbsp; Cornerstone Generation LLC, Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 08/11/32 | $309278 |
|  | **Health Care Equipment – 0.1%** |  |  |  |
| 228029 | &nbsp;&nbsp; Resonetics LLC, Term Loan B, 1 Mo. CME Term SOFR + 2.75%, <br> 0.75% Floor<br>| 6.42<br> % <br>| 06/18/31 | 227332 |
| 117790 | &nbsp;&nbsp; Sebia (Argent Bidco SAS), USD Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 12/31/32 | 118527 |
|  |  |  |  | 345859 |
|  | **Health Care Facilities – 3.1%** |  |  |  |
| 2508528 | &nbsp;&nbsp; Ardent Health Services, Inc. (AHP Health Partners, Inc.), Extended <br> Term Loan, 1 Mo. CME Term SOFR + 2.25%, 0.50% Floor <br>| 5.92<br> % <br>| 09/18/32 | 2511977 |
| 605650 | &nbsp;&nbsp; Concentra Health Services, Inc., Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 07/26/31 | 609435 |
| 3133941 | &nbsp;&nbsp; IVC Evidensia (VetStrategy Canada/IVC Acquisition Midco Ltd.), <br> Term Loan B-12, 3 Mo. CME Term SOFR + 3.75%, 0.50%<br> Floor <br>| 7.42<br> % <br>| 12/06/28 | 3128457 |
| 1810666 | &nbsp;&nbsp; Southern Veterinary Partners LLC (Mission Pet), Refi Term Loan, <br> 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.18<br> % <br>| 12/04/31 | 1809081 |
|  |  |  |  | 8058950 |
|  | **Health Care Services – 2.8%** |  |  |  |
| 1580303 | &nbsp;&nbsp; Ensemble RCM LLC (Ensemble Health), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.66<br> % <br>| 01/28/33 | 1525980 |
| 475006 | &nbsp;&nbsp; ExamWorks Group, Inc. (Electron Bidco), Extended Term Loan B, <br> 1 Mo. CME Term SOFR + 2.50%, 0.50% Floor <br>| 6.17<br> % <br>| 02/06/33 | 474909 |
| 866126 | &nbsp;&nbsp; Heartland Dental Care LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 3.75%, 0.00% Floor<br>| 7.42<br> % <br>| 08/25/32 | 865338 |
| 1249652 | &nbsp;&nbsp; Pacific Dental Services LLC, Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.17<br> % <br>| 03/17/31 | 1250171 |
| 2400465 | &nbsp;&nbsp; R1 RCM, Inc. (Raven Acq. Holdings LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 11/19/31 | 2292444 |
| 381335 | &nbsp;&nbsp; Radnet Management, Inc., Refi Term Loan, 3 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 04/18/31 | 381602 |
| 244103 | &nbsp;&nbsp; SCP Health (Onex TSG Intermediate Corp.), Refi Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor<br>| 6.91<br> % <br>| 08/06/32 | 244790 |
| 308384 | &nbsp;&nbsp; US Fertility Enterprises LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.50%, 0.00% Floor<br>| 7.17<br> % <br>| 12/31/32 | 309540 |
|  |  |  |  | 7344774 |
|  | **Health Care Supplies – 0.3%** |  |  |  |
| 507269 | &nbsp;&nbsp; Medline Borrower, L.P. (Mozart), Refi 2028 Term Loan, 1 Mo. <br> CME Term SOFR + 2.00%, 0.50% Floor<br>| 5.42<br> % <br>| 10/23/28 | 508565 |
| 292810 | &nbsp;&nbsp; Sharp Services LLC, Term Loan E, 3 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 09/29/32 | 293908 |
|  |  |  |  | 802473 |
|  | **Health Care Technology – 3.3%** |  |  |  |
| 5225237 | &nbsp;&nbsp; athenahealth Group, Inc., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor<br>| 6.42<br> % <br>| 02/15/29 | 5103306 |
| 2601568 | &nbsp;&nbsp; Mediware (Wellsky/Project Ruby Ultimate Parent Corp.), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + CSA + 2.75%, 0.00% <br> Floor <br>| 6.54<br> % <br>| 03/10/28 | 2557666 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Health Care Technology (Continued)** |  |  |  |
| $756935 | &nbsp;&nbsp; Waystar Technologies, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 10/22/29 | $752204 |
|  |  |  |  | 8413176 |
|  | **Home Furnishings – 0.2%** |  |  |  |
| 460117 | &nbsp;&nbsp; Restoration Hardware (RH), Term Loan B-2, 1 Mo. CME Term <br> SOFR + CSA + 3.25%, 0.50% Floor<br>| 7.02<br> % <br>| 10/20/28 | 458926 |
|  | **Hotels, Resorts & Cruise Lines – 0.2%** |  |  |  |
| 124333 | &nbsp;&nbsp; Alterra Mountain Company, 2030 Term Loan B-8, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 05/31/30 | 124643 |
| 361516 | &nbsp;&nbsp; Alterra Mountain Company, Refi Term Loan B-6, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 08/17/28 | 362194 |
|  |  |  |  | 486837 |
|  | **Household Products – 0.2%** |  |  |  |
| 476311 | &nbsp;&nbsp; Essential Home (Lavender Dutch BorrowerCo BV), Term Loan B, <br> 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor<br>| 6.93<br> % <br>| 12/31/32 | 476906 |
|  | **Human Resource & Employment Services – 0.4%** |  |  |  |
| 1061515 | &nbsp;&nbsp; First Advantage Corp., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 10/31/31 | 1019585 |
|  | **Independent Power Producers & Energy Traders – 0.5%** |  |  |  |
| 658388 | &nbsp;&nbsp; Invenergy Thermal Operating, Term Loan B, Daily CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.38%-6.52% | 05/17/32 | 666105 |
| 41547 | &nbsp;&nbsp; Invenergy Thermal Operating, Term Loan C, Daily CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.38%-6.52% | 05/17/32 | 42034 |
| 249625 | &nbsp;&nbsp; Talen Energy Supply, Inc., Incremental Term Loan B, 3 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.15<br> % <br>| 12/15/31 | 250655 |
| 303027 | &nbsp;&nbsp; Talen Energy Supply, Inc., Term Loan B, 3 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 11/25/32 | 304125 |
|  |  |  |  | 1262919 |
|  | **Industrial Conglomerates – 0.2%** |  |  |  |
| 558065 | &nbsp;&nbsp; Hillenbrand, Inc. (LSF12 Helix Parent LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.50%, 0.00% Floor<br>| 7.17<br> % <br>| 02/10/33 | 558152 |
|  | **Industrial Machinery & Supplies & Components – 3.0%** |  |  |  |
| 467684 | &nbsp;&nbsp; Duravant (Engineered Machinery Holdings, Inc.), Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor <br>| 6.92<br> % <br>| 11/26/32 | 469840 |
| 1776713 | &nbsp;&nbsp; Filtration Group Corp., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.50% Floor<br>| 6.42<br> % <br>| 10/23/28 | 1780790 |
| 950195 | &nbsp;&nbsp; Madison IAQ LLC, 2025 Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor<br>| 6.13<br> % <br>| 06/21/28 | 952158 |
| 1635515 | &nbsp;&nbsp; Pro Mach Group, Inc., Extended Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 10/16/32 | 1636643 |
| 1936034 | SPX Flow, Inc., Term Loan B, Prime Rate + 1.75%, 0.50% Floor | 8.50<br> % <br>| 04/05/29 | 1938870 |
| 340153 | &nbsp;&nbsp; TK Elevator Newco GMBH (Vertical U.S. Newco Inc.), <br> Incremental Term Loan B, 6 Mo. CME Term SOFR + 2.75%, <br> 0.00% Floor <br>| 6.48<br> % <br>| 04/30/30 | 340578 |
| 707584 | &nbsp;&nbsp; TK Elevator Newco GMBH (Vertical U.S. Newco Inc.), Term Loan <br> B, 6 Mo. CME Term SOFR + 2.75%, 0.50% Floor <br>| 6.38<br> % <br>| 04/30/30 | 708593 |
|  |  |  |  | 7827472 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Insurance Brokers – 16.9%** |  |  |  |
| $1273812 | &nbsp;&nbsp; Acrisure LLC, Term Loan B-6 2030, 1 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 11/06/30 | $1237190 |
| 6400270 | &nbsp;&nbsp; Acrisure LLC, Term Loan B-7, 1 Mo. CME Term SOFR + 3.25%, <br> 0.00% Floor<br>| 6.92<br> % <br>| 06/20/32 | 6226951 |
| 2882775 | &nbsp;&nbsp; Alera Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.50% Floor<br>| 6.42<br> % <br>| 05/28/32 | 2752243 |
| 1060000 | &nbsp;&nbsp; Alera Group, Inc., Second Lien Term Loan, 1 Mo. CME Term <br> SOFR + 5.50%, 0.50% Floor<br>| 9.17<br> % <br>| 05/30/33 | 1046093 |
| 1704085 | &nbsp;&nbsp; Amwins Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR <br> + 2.00%, 0.75% Floor<br>| 5.67<br> % <br>| 01/30/32 | 1689175 |
| 123875 | &nbsp;&nbsp; Ardonagh Midco 3 Ltd., Refi Term Loan B (USD), 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 02/15/31 | 121397 |
| 2412980 | &nbsp;&nbsp; Ardonagh Midco 3 Ltd., Refi Term Loan B (USD), 6 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.37<br> % <br>| 02/15/31 | 2364720 |
| 3997301 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.16<br> % <br>| 05/27/31 | 3929027 |
| 237996 | &nbsp;&nbsp; CFC Group Ltd., Term Loan B, 3 Mo. CME Term SOFR + 3.75%, <br> 0.00% Floor<br>| 7.16<br> % <br>| 07/01/32 | 227881 |
| 3456083 | &nbsp;&nbsp; CRC Insurance Group LLC (f/k/a Truist Insurance), Second Lien <br> Term Loan, 3 Mo. CME Term SOFR + 4.75%, 0.00% Floor <br>| 8.42<br> % <br>| 05/06/32 | 3443122 |
| 724854 | &nbsp;&nbsp; CRC Insurance Group LLC (f/k/a Truist Insurance), Term Loan B, <br> 3 Mo. CME Term SOFR + 2.75%, 0.00% Floor <br>| 6.42<br> % <br>| 05/06/31 | 713256 |
| 969568 | &nbsp;&nbsp; Goosehead Insurance Holdings LLC, Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.66<br> % <br>| 01/08/32 | 947753 |
| 663468 | &nbsp;&nbsp; Hub International Ltd., 2025 Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.25%, 0.75% Floor<br>| 5.92<br> % <br>| 06/20/30 | 657278 |
| 4479000 | &nbsp;&nbsp; Hyperion Insurance Group Ltd. (aka - Howden Group), Refi Term <br> Loan 2030, 1 Mo. CME Term SOFR + 2.75%, 0.50% Floor <br>| 6.42<br> % <br>| 04/18/30 | 4289270 |
| 2776554 | &nbsp;&nbsp; IMA Financial Group, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 3.00%, 0.50% Floor<br>| 6.67<br> % <br>| 11/01/28 | 2754245 |
| 490553 | &nbsp;&nbsp; Jones DesLauriers Insurance Management, Inc. (NavaCord), <br> Incremental Term Loan B, 3 Mo. CME Term SOFR + 3.00%, <br> 0.00% Floor <br>| 6.66<br> % <br>| 02/02/33 | 472771 |
| 2762536 | &nbsp;&nbsp; OneDigital Borrower LLC, Second Lien Term Loan, 1 Mo. CME <br> Term SOFR + 5.25%, 0.50% Floor<br>| 8.92<br> % <br>| 07/02/32 | 2762550 |
| 1444802 | &nbsp;&nbsp; OneDigital Borrower LLC, Term Loan B, 1 Mo. CME Term SOFR <br> + 3.00%, 0.50% Floor<br>| 6.67<br> % <br>| 07/02/31 | 1396495 |
| 3806573 | &nbsp;&nbsp; Ryan Specialty Group LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.67<br> % <br>| 09/13/31 | 3806097 |
| 844467 | &nbsp;&nbsp; The Liberty Company Insurance Brokers LLC, Term Loan B, 6 <br> Mo. CME Term SOFR + 3.75%, 0.00% Floor<br>| 7.38<br> % <br>| 10/15/32 | 831800 |
| 1601701 | &nbsp;&nbsp; Trucordia Insurance Holdings LLC, Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 06/17/32 | 1541637 |
| 302928 | &nbsp;&nbsp; USI, Inc., 2029 Term Loan D, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor<br>| 5.92<br> % <br>| 11/21/29 | 302170 |
|  |  |  |  | 43513121 |
|  | **Integrated Telecommunication Services – 0.6%** |  |  |  |
| 1444013 | &nbsp;&nbsp; Numericable U.S. LLC (Altice France SAS or SFR), Term Loan <br> B-14, 3 Mo. CME Term SOFR + 6.88%, 0.00% Floor <br>| 10.55<br> % <br>| 05/15/31 | 1450872 |
|  | **Interactive Media & Services – 1.9%** |  |  |  |
| 1101750 | Twitter, Inc. (X Corp.), Fixed Rate Term Loan | 9.50<br> % <br>| 10/29/29 | 1157664 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Interactive Media & Services (Continued)** |  |  |  |
| $3657182 | &nbsp;&nbsp; Twitter, Inc. (X Corp.), Term Loan B-1, 3 Mo. CME Term SOFR + <br> CSA + 6.50%, 0.50% Floor<br>| 10.45<br> % <br>| 10/26/29 | $3671280 |
|  |  |  |  | 4828944 |
|  | **Internet Services & Infrastructure – 1.0%** |  |  |  |
| 2601203 | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc., Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.17<br> % <br>| 07/31/31 | 2527069 |
|  | **Investment Banking & Brokerage – 0.1%** |  |  |  |
| 225917 | &nbsp;&nbsp; Jane Street Group LLC, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 12/13/31 | 219422 |
|  | **IT Consulting & Other Services – 0.7%** |  |  |  |
| 738872 | &nbsp;&nbsp; Gainwell Acquisition Corp. (f/k/a Milano), Term Loan B, 3 Mo. <br> CME Term SOFR + CSA + 4.00%, 0.75% Floor <br>| 7.77<br> % <br>| 10/01/27 | 702852 |
| 1169978 | &nbsp;&nbsp; Peraton Corp., Term Loan B, 3 Mo. CME Term SOFR + CSA + <br> 3.75%, 0.75% Floor<br>| 7.52<br> % <br>| 02/01/28 | 1006181 |
|  |  |  |  | 1709033 |
|  | **Life Sciences Tools & Services – 1.9%** |  |  |  |
| 2551958 | &nbsp;&nbsp; Parexel International Corp. (Phoenix Newco), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.50% Floor<br>| 6.42<br> % <br>| 12/09/31 | 2525647 |
| 2423728 | &nbsp;&nbsp; Syneos Health, Inc. (Star Parent), Term Loan B, 3 Mo. CME Term <br> SOFR + 4.00%, 0.00% Floor<br>| 7.67<br> % <br>| 09/30/30 | 2353622 |
| 117347 | &nbsp;&nbsp; WCG Intermediate Corp. (WIRB- Copernicus Group), Refi Term <br> Loan B, 1 Mo. CME Term SOFR + 2.75%, 0.00% Floor <br>| 6.42<br> % <br>| 02/25/32 | 114902 |
|  |  |  |  | 4994171 |
|  | **Managed Health Care – 0.2%** |  |  |  |
| 489520 | &nbsp;&nbsp; MyEyeDr. (MED ParentCo, L.P.), Refi Term Loan, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 04/15/31 | 489772 |
|  | **Metal, Glass & Plastic Containers – 0.3%** |  |  |  |
| 845543 | &nbsp;&nbsp; ProAmpac PG Borrower LLC, 2024 Refi Term Loan B, 2 Mo. <br> CME Term SOFR + 4.00%, 0.75% Floor<br>| 7.65%-7.67% | 09/15/28 | 836030 |
|  | **Movies & Entertainment – 0.4%** |  |  |  |
| 1108439 | &nbsp;&nbsp; TKO Group Holdings, Inc. (UFC), Term Loan B-5, 3 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor<br>| 5.66<br> % <br>| 11/21/31 | 1110750 |
|  | **Office Services & Supplies – 0.0%** |  |  |  |
| 98000 | &nbsp;&nbsp; Summit Companies (Pinnacle Buyer LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.16<br> % <br>| 10/01/32 | 98225 |
|  | **Other Diversified Financial Services – 1.0%** |  |  |  |
| 2553247 | &nbsp;&nbsp; Gen II Fund Services (PEX Holdings LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 11/19/31 | 2495799 |
|  | **Other Specialty Retail – 1.0%** |  |  |  |
| 1566628 | &nbsp;&nbsp; Bass Pro Group LLC (Great Outdoors Group LLC), Term Loan <br> B-3, 1 Mo. CME Term SOFR + 3.25%, 0.75% Floor <br>| 6.92<br> % <br>| 01/23/32 | 1566870 |
| 518770 | &nbsp;&nbsp; Petsmart, Inc., Term Loan B, 1 Mo. CME Term SOFR + 4.00%, <br> 0.00% Floor<br>| 7.68<br> % <br>| 08/18/32 | 516607 |
| 399002 | &nbsp;&nbsp; Savers, Inc. (Evergreen AcqCo 1, L.P.), Term Loan B, 3 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor<br>| 6.70<br> % <br>| 09/15/32 | 400249 |
|  |  |  |  | 2483726 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Packaged Foods & Meats – 1.6%** |  |  |  |
| $1327769 | &nbsp;&nbsp; Nomad Foods Ltd., Term Loan B-2, 6 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.28<br> % <br>| 11/10/32 | $1311172 |
| 633647 | &nbsp;&nbsp; Sauer Brands, Inc. (Savor Acquisition, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 02/19/32 | 635364 |
| 2264511 | &nbsp;&nbsp; Utz Quality Foods LLC, Term Loan B, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 01/31/32 | 2264160 |
|  |  |  |  | 4210696 |
|  | **Paper & Plastic Packaging Products & Materials – 0.6%** |  |  |  |
| 1467839 | &nbsp;&nbsp; Graham Packaging Company, L.P., Term Loan B, 1 Mo. CME <br> Term SOFR + 2.25%, 0.00% Floor<br>| 5.92<br> % <br>| 01/26/33 | 1467031 |
|  | **Passenger Airlines – 0.8%** |  |  |  |
| 1978947 | &nbsp;&nbsp; American Airlines, Inc., Term Loan B 2027, 3 Mo. CME Term <br> SOFR + CSA + 1.75%, 0.00% Floor<br>| 5.52<br> % <br>| 01/29/27 | 1979036 |
|  | **Passenger Ground Transportation – 0.4%** |  |  |  |
| 525614 | &nbsp;&nbsp; First Student Bidco, Inc., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.90<br> % <br>| 08/15/30 | 525780 |
| 96175 | &nbsp;&nbsp; First Student Bidco, Inc., Refi Term Loan C, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 5.90<br> % <br>| 08/15/30 | 96205 |
| 487330 | &nbsp;&nbsp; Student Transportation of America Holdings, Inc., Refi Term Loan <br> B, 3 Mo. CME Term SOFR + 2.75%, 0.00% Floor <br>| 6.40<br> % <br>| 06/24/32 | 490010 |
|  |  |  |  | 1111995 |
|  | **Pharmaceuticals – 2.1%** |  |  |  |
| 1573895 | &nbsp;&nbsp; Ceva Sante (Financiere Mendel), USD Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.39<br> % <br>| 11/13/30 | 1579553 |
| 1105207 | &nbsp;&nbsp; Dechra Finance US LLC, USD Facility B3, 6 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.39<br> % <br>| 01/27/32 | 1106589 |
| 2839320 | &nbsp;&nbsp; Opella Healthcare Group (Opal U.S. LLC), Refi Term Loan B4 <br> (USD), 3 Mo. CME Term SOFR + 3.00%, 0.00% Floor <br>| 6.69<br> % <br>| 04/23/32 | 2839675 |
|  |  |  |  | 5525817 |
|  | **Property & Casualty Insurance – 0.1%** |  |  |  |
| 286082 | &nbsp;&nbsp; MedRisk (Bella Holding Company LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.75% Floor<br>| 6.67<br> % <br>| 05/10/28 | 282805 |
|  | **Publishing – 0.1%** |  |  |  |
| 242604 | &nbsp;&nbsp; Argus Media Group (Fleet U.S. Bidco, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor <br>| 6.42<br> % <br>| 02/10/31 | 242301 |
|  | **Research & Consulting Services – 3.4%** |  |  |  |
| 400681 | &nbsp;&nbsp; AmSpec Parent LLC, Refi Term Loan B, 3 Mo. CME Term SOFR <br> + 3.50%, 0.00% Floor<br>| 7.17<br> % <br>| 12/22/31 | 402436 |
| 3169139 | &nbsp;&nbsp; Clarivate Analytics PLC (Camelot), 2024 Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 01/31/31 | 2699060 |
| 686599 | &nbsp;&nbsp; Corelogic, Inc., Term Loan B, 1 Mo. CME Term SOFR + CSA + <br> 3.50%, 0.50% Floor<br>| 7.29<br> % <br>| 06/02/28 | 653985 |
| 3401732 | &nbsp;&nbsp; Grant Thornton Advisors LLC, Term Loan B-1, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.42<br> % <br>| 05/30/31 | 3170891 |
| 1209523 | &nbsp;&nbsp; TIC Solutions (Acuren Holdings, Inc.), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 07/30/31 | 1212765 |
| 691580 | &nbsp;&nbsp; Veritext Corp. (VT TopCo, Inc.), Refi Term Loan, 3 Mo. CME <br> Term SOFR + 3.00%, 0.50% Floor<br>| 6.66<br> % <br>| 08/12/30 | 653325 |
|  |  |  |  | 8792462 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Restaurants – 3.5%** |  |  |  |
| $3793496 | &nbsp;&nbsp; IRB Holding Corp. (Arby's/Inspire Brands), Extended Term Loan <br> B, 1 Mo. CME Term SOFR + 2.50%, 0.75% Floor <br>| 6.17<br> % <br>| 12/16/30 | $3784809 |
| 243456 | &nbsp;&nbsp; Raising Cane's Restaurants LLC, First Amendment Term Loan B, 1 <br> Mo. CME Term SOFR + 2.00%, 0.00% Floor <br>| 5.67<br> % <br>| 10/31/32 | 243456 |
| 5109444 | &nbsp;&nbsp; Whatabrands LLC, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor<br>| 6.17<br> % <br>| 08/03/28 | 5105612 |
|  |  |  |  | 9133877 |
|  | **Security & Alarm Services – 1.2%** |  |  |  |
| 2572791 | &nbsp;&nbsp; Garda World Security Corp., Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.42<br> % <br>| 02/01/29 | 2571993 |
| 403247 | &nbsp;&nbsp; Kidde Home Safety LLC (LSF12 Crown US Commercial Bidco <br> LLC), Refi Term Loan B, 1 Mo. CME Term SOFR + 3.00%, <br> 0.00% Floor <br>| 6.67<br> % <br>| 12/02/31 | 403751 |
|  |  |  |  | 2975744 |
|  | **Semiconductor Materials & Equipment – 0.6%** |  |  |  |
| 1457684 | &nbsp;&nbsp; Altera (Gryphon Debt Merger Sub, Inc./Acquire Newco), Term <br> Loan B, 6 Mo. CME Term SOFR + 3.00%, 0.00% Floor <br>| 6.88<br> % <br>| 09/12/32 | 1460417 |
|  | **Soft Drinks & Non-alcoholic Beverages – 0.9%** |  |  |  |
| 785851 | &nbsp;&nbsp; Celsius Holdings, Inc., Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.17<br> % <br>| 03/31/32 | 792138 |
| 1551765 | &nbsp;&nbsp; Primo Brands Corp., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.25%, 0.50% Floor<br>| 5.92<br> % <br>| 03/31/28 | 1553083 |
|  |  |  |  | 2345221 |
|  | **Specialized Consumer Services – 1.8%** |  |  |  |
| 2612925 | &nbsp;&nbsp; Belron Finance US LLC, USD Term Loan B, 3 Mo. CME Term <br> SOFR + 2.00%, 0.50% Floor<br>| 5.66<br> % <br>| 10/16/31 | 2617275 |
| 222981 | &nbsp;&nbsp; Caliber Collision (Wand NewCo 3, Inc.), 2025 Refi Term Loan B, <br> 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.17<br> % <br>| 01/30/31 | 222053 |
| 980785 | &nbsp;&nbsp; Mister Car Wash Holdings, Inc., Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.17<br> % <br>| 03/27/31 | 968697 |
| 746125 | &nbsp;&nbsp; Wash MultiFamily Acquisition, Inc., Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 08/15/32 | 751370 |
|  |  |  |  | 4559395 |
|  | **Specialized Finance – 1.1%** |  |  |  |
| 1389281 | &nbsp;&nbsp; Creative Planning Group (CPI Holdco), Initial Term Loan, 1 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 05/19/31 | 1378118 |
| 848541 | &nbsp;&nbsp; Envestnet, Inc. (BCPE Pequod Buyer, Inc.), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.50%, 0.00% Floor<br>| 6.42<br> % <br>| 11/25/31 | 823353 |
| 750000 | &nbsp;&nbsp; EP Wealth Advisors LLC, Term Loan B, 3 Mo. CME Term SOFR <br> + 3.00%, 0.00% Floor<br>| 6.67<br> % <br>| 10/16/32 | 746250 |
|  |  |  |  | 2947721 |
|  | **Specialty Chemicals – 1.1%** |  |  |  |
| 2805281 | &nbsp;&nbsp; Highline Aftermarket Acquisition LLC, Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 3.50%, 0.75% Floor<br>| 7.17<br> % <br>| 02/19/30 | 2812308 |
|  | **Systems Software – 2.8%** |  |  |  |
| 1987827 | &nbsp;&nbsp; Idera, Inc. (Flash Charm), 2024 Refi Term Loan, 3 Mo. CME Term <br> SOFR + 3.50%, 0.75% Floor<br>| 7.16<br> % <br>| 03/02/28 | 1600201 |
| 309288 | &nbsp;&nbsp; Idera, Inc. (Flash Charm), Second Lien Term Loan, 3 Mo. CME <br> Term SOFR + 6.75%, 0.75% Floor<br>| 10.56<br> % <br>| 03/02/29 | 223202 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Systems Software (Continued)** |  |  |  |
| $59472 | &nbsp;&nbsp; Kaseya, Inc., Second Lien Term Loan, 1 Mo. CME Term SOFR + <br> 5.00%, 0.00% Floor<br>| 8.67<br> % <br>| 03/20/33 | $48668 |
| 1413000 | &nbsp;&nbsp; KnowBe4, Inc., Term Loan B, 3 Mo. CME Term SOFR + 3.75%, <br> 0.00% Floor<br>| 7.42<br> % <br>| 07/26/32 | 1225778 |
| 4185580 | &nbsp;&nbsp; Proofpoint, Inc., 2024 Refi Term Loan, 3 Mo. CME Term SOFR + <br> 3.00%, 0.50% Floor<br>| 6.67<br> % <br>| 08/31/28 | 4018805 |
| 151947 | &nbsp;&nbsp; SS&C Technologies Holdings, Inc., Term Loan B8, 1 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 05/09/31 | 150934 |
|  |  |  |  | 7267588 |
|  | **Trading Companies & Distributors – 2.5%** |  |  |  |
| 624526 | &nbsp;&nbsp; Azorra Aviation (Azorra Finance Ltd.), Refi Term Loan, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor (d)<br>| 6.14<br> % <br>| 10/18/29 | 626477 |
| 612635 | &nbsp;&nbsp; DXP Enterprises, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 3.25%, 1.00% Floor<br>| 6.92<br> % <br>| 10/13/30 | 616924 |
| 1221239 | &nbsp;&nbsp; PrimeSource Brands (aka Park River Holdings, Inc.), Term Loan B, <br> 3 Mo. CME Term SOFR + 4.50%, 0.75% Floor <br>| 8.16<br> % <br>| 03/15/31 | 1218461 |
| 1104773 | &nbsp;&nbsp; QXO/Beacon Roofing (Queen Mergerco), Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 2.00%, 0.00% Floor<br>| 5.67<br> % <br>| 04/30/32 | 1106210 |
| 398288 | &nbsp;&nbsp; Veritiv Corp. (Verde Purchaser LLC), Term Loan B, 3 Mo. CME <br> Term SOFR + 5.00%, 0.00% Floor<br>| 7.67<br> % <br>| 11/29/30 | 395824 |
| 2448612 | &nbsp;&nbsp; White Cap Supply Holdings LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor<br>| 6.92<br> % <br>| 10/29/29 | 2425656 |
|  |  |  |  | 6389552 |
|  | **Transaction & Payment Processing Services – 0.2%** |  |  |  |
| 577069 | &nbsp;&nbsp; Shift4 Payments LLC (Harbortouch), Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor<br>| 5.65<br> % <br>| 07/06/32 | 578512 |
|  | **Total Senior Floating-Rate Loan Interests** | **Total Senior Floating-Rate Loan Interests** | **Total Senior Floating-Rate Loan Interests** | 256673738 |
|  | (Cost $264,107,347) |  |  |  |
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (c) – 3.2%** | **CORPORATE BONDS AND NOTES (c) – 3.2%** | **CORPORATE BONDS AND NOTES (c) – 3.2%** | **CORPORATE BONDS AND NOTES (c) – 3.2%** | **CORPORATE BONDS AND NOTES (c) – 3.2%** |
|  | **Application Software – 0.7%** |  |  |  |
| 1312000 | Cloud Software Group, Inc. (g) | 9.00<br> % <br>| 09/30/29 | 1286212 |
| 366000 | Cloud Software Group, Inc. (g) | 6.63<br> % <br>| 08/15/33 | 345603 |
| 238000 | GoTo Group, Inc. (d) (g) | 5.50<br> % <br>| 05/01/28 | 72590 |
|  |  |  |  | 1704405 |
|  | **Broadcasting – 1.0%** |  |  |  |
| 1493550 | iHeartCommunications, Inc. (g) | 7.75<br> % <br>| 08/15/30 | 1189145 |
| 1456000 | Sinclair Television Group, Inc. (g) | 8.13<br> % <br>| 02/15/33 | 1517152 |
|  |  |  |  | 2706297 |
|  | **Cable & Satellite – 0.6%** |  |  |  |
| 1462000 | DISH Network Corp. (g) | 11.75<br> % <br>| 11/15/27 | 1514385 |
|  | **Insurance Brokers – 0.5%** |  |  |  |
| 1247000 | Panther Escrow Issuer LLC (g) | 7.13<br> % <br>| 06/01/31 | 1269534 |
|  | **Life Sciences Tools & Services – 0.0%** |  |  |  |
| 137000 | Star Parent, Inc. (g) | 9.00<br> % <br>| 10/01/30 | 139221 |
|  | **Other Specialty Retail – 0.1%** |  |  |  |
| 317000 | PetSmart LLC/PetSmart Finance Corp. (g) | 7.50<br> % <br>| 09/15/32 | 321004 |

---

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (c) (Continued)** | **CORPORATE BONDS AND NOTES (c) (Continued)** | **CORPORATE BONDS AND NOTES (c) (Continued)** | **CORPORATE BONDS AND NOTES (c) (Continued)** | **CORPORATE BONDS AND NOTES (c) (Continued)** |
|  | **Research & Consulting Services – 0.3%** |  |  |  |
| $755000 | Neptune Bidco US, Inc. (g) | 9.29<br> % <br>| 04/15/29 | $757137 |
|  | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | 8411983 |
|  | (Cost $8,635,403) |  |  |  |
| **FOREIGN CORPORATE BONDS AND NOTES – 0.8%** | **FOREIGN CORPORATE BONDS AND NOTES – 0.8%** | **FOREIGN CORPORATE BONDS AND NOTES – 0.8%** | **FOREIGN CORPORATE BONDS AND NOTES – 0.8%** | **FOREIGN CORPORATE BONDS AND NOTES – 0.8%** |
|  | **Insurance Brokers – 0.6%** |  |  |  |
| 200000 | Ardonagh Finco Ltd. (g) | 7.75<br> % <br>| 02/15/31 | 204916 |
| 1362000 | &nbsp;&nbsp; Howden UK Refinance PLC/Howden UK Refinance 2 <br> PLC/Howden US Refinance LLC (g)<br>| 7.25<br> % <br>| 02/15/31 | 1381509 |
|  |  |  |  | 1586425 |
|  | **Metal, Glass & Plastic Containers – 0.2%** |  |  |  |
| 370000 | Trivium Packaging Finance B.V. (g) | 8.25<br> % <br>| 07/15/30 | 396597 |
|  | **Total Foreign Corporate Bonds and Notes** | **Total Foreign Corporate Bonds and Notes** | **Total Foreign Corporate Bonds and Notes** | 1983022 |
|  | (Cost $1,978,375) |  |  |  |

---

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

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** |
|  | **Pharmaceuticals – 0.0%** |  |
| 150392 | Akorn, Inc. (e) (h) (i) | 6016 |
|  | (Cost $1,724,086) |  |
| **MONEY MARKET FUNDS (c) – 0.6%** | **MONEY MARKET FUNDS (c) – 0.6%** | **MONEY MARKET FUNDS (c) – 0.6%** |
| 1490168 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 3.54% (j) | 1490168 |
|  | (Cost $1,490,168) |  |
|  | **Total Investments – 104.2%** | 268564927 |
|  | (Cost $277,935,379)  |  |
|  | **Outstanding Loans – (9.3)%** | (24000000)<br>|
|  | **Net Other Assets and Liabilities – 5.1%** | 13129400 |
|  | **Net Assets – 100.0%** | $257694327 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Senior Floating-Rate Loan Interests ("Senior Loans") in which the Fund invests pay interest at rates which are periodically predetermined by reference to a base lending rate plus a premium. These base lending
 rates are generally (i) the SOFR obtained from the U.S. Department of the Treasury's Office of Financial Research or another major financial institution, (ii) the lending rate offered by one or more major European banks, (iii) the prime rate offered by
 one or more United States banks or (iv) the certificate of deposit rate. Certain Senior Loans are subject to a SOFR floor that
 establishes a minimum SOFR rate. When a range of rates is disclosed, the Fund holds more than one contract within the same tranche
 with identical SOFR period, spread and floor, but different SOFR reset dates.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Senior Loans generally are subject to mandatory and/or optional prepayment. As a result,
 the actual remaining maturity of Senior Loans may be substantially less than the stated maturities shown.

&nbsp;&nbsp;&nbsp;&nbsp;(c) All or a portion of these securities serve as collateral for the outstanding loan
 unless otherwise indicated. At February 28, 2026, the segregated value of these securities amounts to $266,496,160.

&nbsp;&nbsp;&nbsp;&nbsp;(d) This security does not serve as collateral for the outstanding loan.

&nbsp;&nbsp;&nbsp;&nbsp;(e) This issuer has filed for protection in bankruptcy court.

&nbsp;&nbsp;&nbsp;&nbsp;(f) This issuer is in default and interest is not being accrued by the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(g) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the "1933 Act"), and may be resold in transactions exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Fund's Board of Trustees, this security has been determined to be liquid by First Trust Advisors L.P. (the "Advisor"). Although market instability can result in periods of increased overall market illiquidity, liquidity for each security is determined
 based on security specific factors and assumptions, which require subjective judgment. At February 28, 2026, securities noted
 as such amounted to $10,395,005 or 4.0% of net assets.

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) Security received in a transaction exempt from registration under the 1933 Act. The
 security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional
 buyers (see Restricted Securities table).

&nbsp;&nbsp;&nbsp;&nbsp;(i) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Rate shown reflects yield as of February 28, 2026.

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

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| CME | – Chicago Mercantile Exchange |
| CSA | – Credit Spread Adjustment |
| SOFR | – Secured Overnight Financing Rate |
| USD | – United States Dollar |

---

------

**Valuation Inputs**

The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in pricing the investment.

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

A summary of the inputs used to value the Fund's investments as of February 28, 2026 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total**<br> **Value at**<br> **2/28/2026**<br>| &nbsp;&nbsp;&nbsp; **Level 1**<br> **Quoted**<br> **Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2**<br> **Significant**<br> **Observable**<br> **Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3**<br> **Significant**<br> **Unobservable**<br> **Inputs**<br>|
| Senior Floating-Rate Loan Interests\* | &nbsp;&nbsp; $256673738 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $256673738 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Corporate Bonds and Notes\* | &nbsp;&nbsp; 8411983 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8411983 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Foreign Corporate Bonds and Notes\* | &nbsp;&nbsp; 1983022 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1983022 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Common Stocks\* | &nbsp;&nbsp; 6016 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6016 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Funds | &nbsp;&nbsp; 1490168 | &nbsp;&nbsp;&nbsp;&nbsp; 1490168 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $268564927 | &nbsp;&nbsp;&nbsp;&nbsp; $1490168 | &nbsp;&nbsp;&nbsp;&nbsp; $267074759 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

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

\* See Portfolio of Investments for industry breakout.

------

**First Trust Senior Floating Rate Income Fund II (FCT)**

**Portfolio of Investments (Continued)**

**February 28, 2026 (Unaudited)**

------

**Unfunded Loan Commitments**

As of February 28, 2026, the Fund had the following unfunded loan commitments, which are categorized as Level 2 within the fair value hierarchy:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Borrower** | **Principal Value** | **Commitment**<br> **Amount**<br>| **Value** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Azuria Water Solutions (f/k/a Aegion Corp.), Term Loan | &nbsp;&nbsp; $75583 | &nbsp;&nbsp; $75394 | &nbsp;&nbsp; $74733 | &nbsp;&nbsp; $(661)<br>|
| Pye-Barker Fire & Safety LLC, Term Loan | &nbsp;&nbsp; 123715 | &nbsp;&nbsp; 124064 | &nbsp;&nbsp; 123981 | &nbsp;&nbsp; (83)<br>|
| R1 RCM, Inc. (Raven Acq. Holdings LLC), Term Loan | &nbsp;&nbsp; 172757 | &nbsp;&nbsp; 172738 | &nbsp;&nbsp; 164983 | &nbsp;&nbsp; (7755)<br>|
| Sauer Brands, Inc. (Savor Acquisition, Inc.), Term Loan | &nbsp;&nbsp; 49268 | &nbsp;&nbsp; 49424 | &nbsp;&nbsp; 49402 | &nbsp;&nbsp; (22)<br>|
| Signia Aerospace LLC, Term Loan | &nbsp;&nbsp; 28715 | &nbsp;&nbsp; 28715 | &nbsp;&nbsp; 28763 | &nbsp;&nbsp; 48 |
| Summit Companies (Pinnacle Buyer LLC), Term Loan | &nbsp;&nbsp; 18893 | &nbsp;&nbsp; 18894 | &nbsp;&nbsp; 18937 | &nbsp;&nbsp; 43 |
| US Fertility Enterprises LLC, Term Loan | &nbsp;&nbsp; 46725 | &nbsp;&nbsp; 46495 | &nbsp;&nbsp; 46900 | &nbsp;&nbsp; 405 |
|  |  | &nbsp;&nbsp; $515724 | &nbsp;&nbsp; $507699 | &nbsp;&nbsp; $(8025)<br>|

---

------

**Restricted Securities**

As of February 28, 2026, the Fund held a restricted security as shown in the following table that the Advisor deemed illiquid pursuant to procedures adopted by the Fund's Board of Trustees:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Security** | &nbsp;&nbsp; **Acquisition**<br> **Date**<br>| **Shares** | **Current Price** | **Carrying**<br> **Cost**<br>| **Value** | **% of**<br> **Net**<br> **Assets**<br>|
| Akorn, Inc. | 10/15/2020 | &nbsp;&nbsp; 150392 | &nbsp;&nbsp; $0.04 | &nbsp;&nbsp; $1724086 | &nbsp;&nbsp; $6016 | 0.00<br> %\*<br>|
| \* Amount is less than 0.01%. |  |  |  |  |  |  |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Senior Floating Rate Income Fund II

- **b. Investment Company Act file number:** 811-21539

- **c. CIK number of Registrant:** 0001282850

- **d. LEI of Registrant:** 549300188EQ1UO018C30

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Senior Floating Rate Income Fund II

- **c. LEI of Series:** 549300188EQ1UO018C30

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-27

**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:** $291304826.60

**Total Liabilities:** $32839074.56

**Net Assets:** $258465752.04

**Cash Not Reported:** $877170.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.03635000 | **1-Year:** 363.48443000 | **5-Year:** 185.72627000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 70.00907000 | **1-Year:** 25722.68078000 | **5-Year:** 23383.03039000 | **10-Year:** 13.06110000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 4.82%                | 1.27%                | -1.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-62385.69               | $556752.56                                 |
| Month 2  | $-137400.86              | $-2709018.99                               |
| Month 3  | $-704338.57              | $-4051552.17                               |

**Designated Index Information**

- **Index Name:** The Fund relies on the Absolute VaR Test

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Engineered Machinery Holdings Inc                                           | ENGINEERED MACHINERY HOL                                                                                | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    467684 | PA      | $469840.37    | 0.18%             | 2032-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                           | PROJECT RUBY ULTIMATE PARENT CORP                                                                       | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   2601567 | PA      | $2557666.04   | 0.99%             | 2028-03-10      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | Alterra Mountain Co (Intrawest) Term Loan B-8 250 2028-08-01                                            | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    361516 | PA      | $362194.06    | 0.14%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | OneDigital Health and Benefits Second-lien Term Loan 525 2032-06-02                                     | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2762536 | PA      | $2762550.10   | 1.07%             | 2032-07-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                                       | Envestnet Inc Term Loan B 300 2031-10-01                                                                | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    848541 | PA      | $823352.26    | 0.32%             | 2031-11-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | Quikrete Term Loan B-3 (Incremental) 225 2032-01-23                                                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1172639 | PA      | $1173371.65   | 0.45%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc.                                                          | DRAGON BUYER INC                                                                                        | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    263925 | PA      | $233573.36    | 0.09%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                                                                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1274032 | PA      | $1058504.38   | 0.41%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                        | BOOTFN L 08/30/32 3                                                                                     | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    192399 | PA      | $192920.83    | 0.07%             | 2032-08-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.)                | QXO Term Loan B 200 2032-04-01                                                                          | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   1104773 | PA      | $1106209.55   | 0.43%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Veeam Software/ VS Buyer                                                    | Veeam Software Term Loan B 225 2031-04-01                                                               | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   2736001 | PA      | $2655056.78   | 1.03%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 INC                                                                                        | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    222981 | PA      | $222052.55    | 0.09%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) First-lien Term Loan 400 2027-08-03 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738872 | PA      | $702851.57    | 0.27%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc (f/k/a KAR Auction Services Inc)                               | Openlane Inc (fka KAR Auction Services) Term Loan B 250 2032-09-21                                      | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    244882 | PA      | $245189.36    | 0.09%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                            | IRB HOLDING CORP                                                                                        | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3793496 | PA      | $3784809.03   | 1.46%             | 2030-12-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AmSpec Term Loan B 350 2031-12-01                                                                       | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    400681 | PA      | $402436.05    | 0.16%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                                | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01                | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   2536855 | PA      | $2486117.48   | 0.96%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                | First Advantage Term Loan B 275 2031-10-01                                                              | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1061515 | PA      | $1019585.18   | 0.39%             | 2031-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C Technologies Term Loan B-8 200 2031-04-28                                                          | CUSIP: 78466DBJ2<br>LEI: 529900POY8H7NPPNKK71 | Long             | LON              | CORP              | US        |    151948 | PA      | $150934.04    | 0.06%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | Madison IAQ Term Loan B 325 2028-05-31                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    950195 | PA      | $952157.53    | 0.37%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS LP                                                   | BCP VI SUMMIT HOLDINGS L                                                                                | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    300293 | PA      | $301514.05    | 0.12%             | 2032-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc.                                                        | VIAVI SOLUTIONS INC                                                                                     | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    510181 | PA      | $512943.31    | 0.20%             | 2032-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                                                          | AZURIA WATER SOLUTIONS INC                                                                              | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    566876 | PA      | $560501.21    | 0.22%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | Kaseya Second-lien Term Loan 500 2033-02-22                                                             | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     59472 | PA      | $48668.39     | 0.02%             | 2033-03-05      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                    | Pro Mach Term Loan B 275 2032-10-04                                                                     | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1635515 | PA      | $1636643.53   | 0.63%             | 2032-10-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | Shift4 Payments (fka Lighthouse Network) Term Loan B 200 2032-05-01                                     | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    577069 | PA      | $578511.51    | 0.22%             | 2032-07-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                         | ARDGRP 7.75 02/15/31 144A                                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $204916.04    | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                                            | Gen II Fund Services (PEX Holdings) Term Loan B 275 2031-11-07                                          | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |   2553247 | PA      | $2495798.61   | 0.97%             | 2031-11-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | Grant Thornton Term Loan B 275 2031-06-01                                                               | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   3401733 | PA      | $3170890.97   | 1.23%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                      | Morton Salt (fka Kissner) Term Loan B 275 2029-01-31                                                    | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3050753 | PA      | $3048053.13   | 1.18%             | 2029-01-31      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP                                                        | EVERGREEN ACQCO 1 LP                                                                                    | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    399002 | PA      | $400249.24    | 0.15%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLDING LLC                                                                                 | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    179759 | PA      | $180365.68    | 0.07%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                            | SYNH 9 10/01/30 144A                                                                                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139221.46    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | Whataburger Term Loan B 250 2028-08-01                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   5109444 | PA      | $5105611.52   | 1.98%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | X.AI Corp Term Loan B 725 2030-06-01                                                                    | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1799043 | PA      | $1867793.25   | 0.72%             | 2030-06-28      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                       | SUPERANNUATION AND INVES                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372074 | PA      | $371493.85    | 0.14%             | 2028-12-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings, LLC                                           | Goosehead Insurance Term Loan B 300 2032-01-01                                                          | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    969568 | PA      | $947752.91    | 0.37%             | 2032-01-08      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                    | DISH 11.75 11/15/27 144A                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1514384.92   | 0.59%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                    | White Cap Term Loan B 325 2029-10-01                                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2448612 | PA      | $2425656.31   | 0.94%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC                                                              | Resonetics Term Loan B 275 2031-06-01                                                                   | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |    228029 | PA      | $227332.05    | 0.09%             | 2031-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                           | Centuri Group Term Loan B 200 2032-07-01                                                                | CUSIP: 15643XAE8<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |    279046 | PA      | $280197.49    | 0.11%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | Mission Pet (fka Southern Veterinary Partners) Term Loan B 250 2031-12-01                               | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1810665 | PA      | $1809081.04   | 0.70%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | Quikrete Term Loan B-1 225 2029-03-01                                                                   | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1583913 | PA      | $1585647.35   | 0.61%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                                                                                   | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    633647 | PA      | $635364.31    | 0.25%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    452711 | PA      | $452994.09    | 0.18%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash                                                             | Mister Car Wash Term Loan B 300 2031-03-12                                                              | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |    980785 | PA      | $968696.93    | 0.37%             | 2031-03-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                           | Polaris Newco LLC                                                                                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2241335 | PA      | $1920353.11   | 0.74%             | 2028-06-02      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TAMKO Building Products Inc                                                 | TAMKO Building Products Term Loan B 275 2030-09-01                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |   3737640 | PA      | $3743862.91   | 1.45%             | 2030-09-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                                            | NOMAD FOODS US LLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1327769 | PA      | $1311171.46   | 0.51%             | 2032-10-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Term Loan B 325 2032-07-29                                                             | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    817581 | PA      | $818930.42    | 0.32%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                | Veritext Term Loan B 300 2030-08-01                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    691580 | PA      | $653325.02    | 0.25%             | 2030-08-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Ltd.                                                          | Argus Media Term Loan B 275 2031-02-01                                                                  | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242604 | PA      | $242301.22    | 0.09%             | 2031-02-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                 | CAMELOT US ACQUISITION LLC                                                                              | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   3169139 | PA      | $2699060.43   | 1.04%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                     | HWDGRP 7.25 02/15/31 144A                                                                               | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   1362000 | PA      | $1381509.29   | 0.53%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                   | TIBX 6.625 08/15/33 144A                                                                                | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    366000 | PA      | $345603.30    | 0.13%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                | TRIVIU 8.25 07/15/30 144A                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $396597.45    | 0.15%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton (fka Magnolia) Term Loan B 375 2028-02-07                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1169978 | PA      | $1006181.45   | 0.39%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | OneDigital Health and Benefits Term Loan B 300 2031-07-01                                               | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1444802 | PA      | $1396494.93   | 0.54%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC (FKA GI Consilio)                               | Consilio Term Loan B 375 2028-05-01                                                                     | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |   2005679 | PA      | $1602788.09   | 0.62%             | 2028-05-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                           | CP ATLAS BUYER INC                                                                                      | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   1236172 | PA      | $1201151.48   | 0.46%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| THE LIBERTY COMPANY INSURANCE BROKERS, LLC                                  | Liberty Company Term Loan B 375 2032-09-27                                                              | CUSIP: 53036XAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    844467 | PA      | $831800.45    | 0.32%             | 2032-10-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc (f/k/a AAL Delaware Holdco Inc)                  | Acuren Term Loan B 275 2031-07-01                                                                       | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1209523 | PA      | $1212764.55   | 0.47%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | SBGI 8.125 02/15/33 144A                                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1517152.00   | 0.59%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | athenahealth Term Loan B 300 2029-02-01                                                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   5225237 | PA      | $5103306.50   | 1.97%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | N/A                                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1978148.70   | 0.77%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | Twitter Inc                                                                                             | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   1101750 | PA      | $1157663.81   | 0.45%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Highline AfterMarket Acquisition LLC                                        | Highline Warren (Highline Aftermarket) Term Loan B 350 2030-02-04                                       | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |   2805281 | PA      | $2812308.09   | 1.09%             | 2030-02-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                    | Great American Outdoors (Bass Pro Shops) Term Loan B 325 2032-01-12                                     | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1566627 | PA      | $1566870.28   | 0.61%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | Idera Second-lien Term Loan 675 2029-01-20                                                              | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    309288 | PA      | $223202.24    | 0.09%             | 2029-03-02      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Sharp Services LLC (f/k/a Sharp Midco LLC)                                  | Sharp Services (fka Sharp Packaging) Term Loan B 300 2032-09-06                                         | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    292810 | PA      | $293907.99    | 0.11%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                 | McAfee Term Loan B 300 2029-03-01                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   3188300 | PA      | $2795453.96   | 1.08%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22                                                      | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1720577 | PA      | $1590312.07   | 0.62%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Raising Canes Restaurants LLC                                               | Raising Cane's Restaurants Term Loan B (Incremental) 200 2032-10-18                                     | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    243456 | PA      | $243456.18    | 0.09%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                | GRAHAM PACKAGING/GPC CAP                                                                                | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |   1467839 | PA      | $1467031.47   | 0.57%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                                   | C&S WHOLESALE GROCERS INC                                                                               | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    347124 | PA      | $342350.77    | 0.13%             | 2030-09-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | Chamberlain Group Term Loan B 300 2032-07-12                                                            | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    850437 | PA      | $848744.96    | 0.33%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITION HOLDINGS LLC                                                                          | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2400465 | PA      | $2292443.73   | 0.89%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                               | CoreLogic Term Loan B 350 2028-03-28                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    686599 | PA      | $653985.43    | 0.25%             | 2028-06-02      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                | US Fertility Term Loan B 350 2032-11-29                                                                 | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    308384 | PA      | $309540.26    | 0.12%             | 2032-12-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PARENT LLC                                                                                    | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    717318 | PA      | $620032.13    | 0.24%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                             | STAR PARENT INC                                                                                         | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   2423728 | PA      | $2353622.00   | 0.91%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | Garda World Security Term Loan B 275 2029-02-01                                                         | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   2572791 | PA      | $2571993.06   | 1.00%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Student Transportation Of America Holdings, Inc.                            | Student Transportation of America Term Loan B (Add-on) 275 2032-06-01                                   | CUSIP: 86388BAE6<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    487330 | PA      | $490010.50    | 0.19%             | 2032-06-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                                                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1381232 | PA      | $1132037.44   | 0.44%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                                                    | Waystar (Navicure) Term Loan B 200 2029-10-01                                                           | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   1091021 | PA      | $1084202.15   | 0.42%             | 2029-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                                         | ExamWorks Term Loan B 250 2033-01-24                                                                    | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475007 | PA      | $474909.15    | 0.18%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services                                                     | Pacific Dental Services Term Loan B 325 2031-02-26                                                      | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   1249652 | PA      | $1250170.66   | 0.48%             | 2031-03-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC & Panther Co-Issuer Inc.                      | TIHLLC 7.125 06/01/31 144A                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1269534.54   | 0.49%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                     | PrimeSource Term Loan B 450 2031-09-17                                                                  | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   1221239 | PA      | $1218460.92   | 0.47%             | 2031-03-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Akorn Operating Company LLC                                                 | Akorn Operating Company LLC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150392 | NS      | $6015.68      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | Genesys Telecommunications Laboratories Term Loan B 250 2032-01-01                                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    653415 | PA      | $603428.82    | 0.23%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                              | SPX Flow Term Loan B 275 2029-04-01                                                                     | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1936034 | PA      | $1938870.02   | 0.75%             | 2029-04-05      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RCM L 11/20/31 2                                                                                        | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172757 | PA      | $164983.36    | 0.06%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Term Loan K 225 2030-03-01                                                                    | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3809823 | PA      | $3810718.64   | 1.47%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | Ascensus Term Loan B 300 2028-08-01                                                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1302000 | PA      | $1273785.66   | 0.49%             | 2032-11-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                    | LABL Inc                                                                                                | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    878771 | PA      | $408997.66    | 0.16%             | 2028-10-29      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | SUITCI L 10/01/32 1                                                                                     | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     18893 | PA      | $18936.74     | 0.01%             | 2032-10-01      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                         | Interstate Waste Services Term Loan B 300 2030-10-01                                                    | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |   1693968 | PA      | $1698202.90   | 0.66%             | 2030-10-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | Alterra Mountain Co (Intrawest) Term Loan B-9 250 2030-05-01                                            | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    124332 | PA      | $124643.29    | 0.05%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                                 | PointClickCare Term Loan B 275 2031-11-01                                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    252187 | PA      | $250612.04    | 0.10%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | Truist Insurance Holdings Second-lien Term Loan 475 2032-02-28                                          | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3456082 | PA      | $3443122.15   | 1.33%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | Authentic Brands Term Loan B 225 2028-12-01                                                             | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1507281 | PA      | $1504861.48   | 0.58%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                            | Trucordia Term Loan B 325 2032-06-07                                                                    | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1601701 | PA      | $1541637.08   | 0.60%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc                                                         | DXP Enterprises Term Loan B 325 2030-10-01                                                              | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612635 | PA      | $616923.55    | 0.24%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | Parexel Term Loan B 275 2031-12-01                                                                      | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   2551958 | PA      | $2525647.25   | 0.98%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | Sedgwick CMS Term Loan B 250 2031-07-01                                                                 | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   2601203 | PA      | $2527068.50   | 0.98%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | Flutter Entertainment Term Loan B (Incremental) 200 2032-05-17                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | NL        |    484615 | PA      | $479163.53    | 0.19%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH (fka Restoration Hardware) Term Loan B-2 (Incremental) 325 2028-10-01                                | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    460118 | PA      | $458925.81    | 0.18%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                                  | SCP Health (Schumacher Group) Term Loan B 325 2032-08-01                                                | CUSIP: 68276QAP1<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    244103 | PA      | $244790.43    | 0.09%             | 2032-08-06      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 225 2028-03-01                             | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1551764 | PA      | $1553083.47   | 0.60%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA INTERMEDIATE HOLDING INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430556 | PA      | $329913.63    | 0.13%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                       | NLSN 9.29 04/15/29 144A                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    755000 | PA      | $757136.65    | 0.29%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise Term Loan B 350 2028-09-07                                                                  | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    277742 | PA      | $251218.04    | 0.10%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Ima Financial Group, Inc.                                                   | IMA Financial Group Term Loan B 375 2028-09-25                                                          | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |   2776554 | PA      | $2754244.74   | 1.07%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Industries Term Loan B 200 2028-10-01                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    507269 | PA      | $508565.02    | 0.20%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc                                  | JONES DESLAURIERS INSURA                                                                                | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    490553 | PA      | $472770.55    | 0.18%             | 2033-02-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                                 | Phoenix Aviation Capital Term Loan B 325 2030-09-30                                                     | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1653055 | PA      | $1637566.27   | 0.63%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAUERB L 02/19/32 2                                                                                     | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     49268 | PA      | $49401.68     | 0.02%             | 2032-02-19      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp                                                       | WCG Purchaser (fka WIRB-Copernicus Group) Term Loan B 275 2032-02-01                                    | CUSIP: 23343FAG9<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    117347 | PA      | $114901.89    | 0.04%             | 2032-02-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                                                                                       | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3069504 | PA      | $2924792.68   | 1.13%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                             | WHP Global Term Loan B 475 2032-01-30                                                                   | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    859692 | PA      | $860362.47    | 0.33%             | 2032-02-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | ProAmpac Term Loan B 400 2028-09-01                                                                     | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    845543 | PA      | $836030.31    | 0.32%             | 2028-09-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HYPERION REFINANCE SARL                                                                                 | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   4479000 | PA      | $4289269.90   | 1.66%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Knife River Corporation                                                     | Knife River Term Loan B 200 2032-02-12                                                                  | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340670 | PA      | $343757.99    | 0.13%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AmWINS Group Term Loan B 200 2032-01-01                                                                 | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1704085 | PA      | $1689174.53   | 0.65%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                                                   | BELLA HOLDING CO LLC                                                                                    | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    286083 | PA      | $282805.44    | 0.11%             | 2028-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Goto Group Inc.                                                             | LOGM 5.5 05/01/28 144a                                                                                  | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    238000 | PA      | $72590.00     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION L                                                    | CORNERSTONE GENERATION LLC                                                                              | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    308013 | PA      | $309277.76    | 0.12%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete Term Loan B 300 2029-04-01                                                    | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |   1854093 | PA      | $1861045.70   | 0.72%             | 2029-04-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                                         | Veritiv Corp Term Loan B 400 2030-11-01                                                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    398288 | PA      | $395824.41    | 0.15%             | 2030-11-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                               | KnowBe4 First-lien Term Loan 375 2032-07-05                                                             | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   1413000 | PA      | $1225777.50   | 0.47%             | 2032-07-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                       | Osaic Term Loan B 250 2032-08-01                                                                        | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1375080 | PA      | $1334686.97   | 0.52%             | 2032-07-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Convergint Technologies LLC                                                 | DG INVESTMENT INTERMEDI                                                                                 | CUSIP: 23344MAM0<br>LEI: 5493000K4943E6XIGE81 | Long             | LON              | CORP              | US        |    364638 | PA      | $364640.28    | 0.14%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                                                                                       | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    622213 | PA      | $578272.50    | 0.22%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent, Inc.                                               | Wash Multifamily Acquisition Inc Term Loan B 325 2032-07-26                                             | CUSIP: 93710RAB2<br>LEI: 549300AS7PRY5PHG6L12 | Long             | LON              | CORP              | US        |    746125 | PA      | $751370.00    | 0.29%             | 2032-09-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | Alera Group Second-lien Term Loan 550 2033-05-12                                                        | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1060000 | PA      | $1046092.80   | 0.40%             | 2033-05-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | Construction Partners Term Loan B 250 2031-10-20                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    538576 | PA      | $541858.38    | 0.21%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | Alera Group Term Loan B 275 2032-05-01                                                                  | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   2882775 | PA      | $2752242.95   | 1.06%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | Cloud Software Group (Citrix/TIBCO) Term Loan B (Incremental) 325 2032-08-04                            | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2665721 | PA      | $2481785.79   | 0.96%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | PYFISA L 12/16/32 2                                                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    123715 | PA      | $123980.32    | 0.05%             | 2032-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                                       | Utz Quality Foods Term Loan B 250 2032-01-20                                                            | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   2264511 | PA      | $2264159.95   | 0.88%             | 2032-01-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | Belron Term Loan B 200 2031-10-01                                                                       | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2612925 | PA      | $2617275.18   | 1.01%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | Edelman Financial Center/Financial Engines Term Loan B 300 2028-04-01                                   | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   1623001 | PA      | $1614975.48   | 0.62%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | Proofpoint Term Loan B 300 2028-08-01                                                                   | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   4185580 | PA      | $4018805.21   | 1.55%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | Idera Term Loan B 350 2028-03-01                                                                        | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |   1987827 | PA      | $1600200.70   | 0.62%             | 2028-03-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                | Morgan Stanley Institutional Liquidity Funds TREAS PTF INST                                             | CUSIP: 61747C582<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |    363563 | PA      | $363563.32    | 0.14%             | 2099-12-01      | Floating      | 0.00%                 | No            |                  1 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRUCTURE PARTNERS INC                                                                       | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    947948 | PA      | $948545.07    | 0.37%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB (f/k/a Seren Bidco AB)                                  | Anticimex Term Loan B 300 2031-11-01                                                                    | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    226514 | PA      | $227198.74    | 0.09%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)         | Dechra Term Loan B 275 2032-01-01                                                                       | CUSIP: 24343EAC9<br>LEI: 213800J4UVB5OWG8VX82 | Long             | LON              | CORP              | US        |   1105207 | PA      | $1106588.85   | 0.43%             | 2032-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER LLC                                                                                      | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     98000 | PA      | $98224.86     | 0.04%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                      | PROJECT ALPHA INTERMEDIATE HOLDING INC                                                                  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1927094 | PA      | $1581016.95   | 0.61%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure Term Loan B 325 2032-05-31                                                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   6400270 | PA      | $6226950.95   | 2.41%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                        | PAY L 08/21/28 2                                                                                        | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    523579 | PA      | $483750.47    | 0.19%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                               | Charter NEXT Generation (fka Charter NEX) Term Loan B 250 2030-12-01                                    | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   3326351 | PA      | $3328429.99   | 1.29%             | 2030-11-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US COMMERCIA                                                                                | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    403247 | PA      | $403751.03    | 0.16%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                   | GRYPHON DEBT MERGER SUB                                                                                 | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1457684 | PA      | $1460416.76   | 0.57%             | 2032-09-10      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply Term Loan B (Incremental) 250 2031-12-04                                            | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    249625 | PA      | $250655.03    | 0.10%             | 2031-12-12      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER USA LLC                                                                                            | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    121590 | PA      | $121551.99    | 0.05%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                | Pye-Barker Fire & Safety Term Loan B 250 2032-11-29                                                     | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    827939 | PA      | $829714.50    | 0.32%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                    | IHRT 7.75 08/15/30 144A                                                                                 | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1493550 | PA      | $1189144.78   | 0.46%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                         | IVC Evidensia (Independent Vetcare) Term Loan B 375 2028-12-01                                          | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   3133941 | PA      | $3128456.53   | 1.21%             | 2028-12-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                        | Heartland Dental Term Loan B (Add-on) 450 2028-04-01                                                    | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    866126 | PA      | $865338.28    | 0.33%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | Aggreko Term Loan B 300 2031-05-01                                                                      | CUSIP: 01330EAD0<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |   1610420 | PA      | $1614704.02   | 0.62%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG Term Loan B 350 2031-01-20                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3391079 | PA      | $3218981.79   | 1.25%             | 2031-02-10      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | Hub International Term Loan B 250 2030-06-01                                                            | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    663468 | PA      | $657277.74    | 0.25%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Argent Finco LLC                                                            | ARGENT FINCO LLC                                                                                        | CUSIP: 000000000<br>LEI: 25490056WY4KUA3JI752 | Long             | LON              | CORP              | US        |    117790 | PA      | $118527.00    | 0.05%             | 2032-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                     | First Student/First Transit Term Loan B 225 2030-08-01                                                  | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    525614 | PA      | $525779.65    | 0.20%             | 2030-08-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | Truist Insurance Holdings Term Loan B 275 2031-05-01                                                    | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724854 | PA      | $713256.18    | 0.28%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                             | SOCOTEC US HOLDING INC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155714 | PA      | $156299.00    | 0.06%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | Edelman Financial Center/Financial Engines Second-lien Term Loan 525 2028-10-01                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   1588689 | PA      | $1578100.06   | 0.61%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings LLC                                    | Baldwin Risk Partners Term Loan B 250 2031-05-01                                                        | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   3997301 | PA      | $3929027.37   | 1.52%             | 2031-05-26      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2000180 | PA      | $1998099.75   | 0.77%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LS Group OPCO Acquisition LLC                                               | Les Schwab Tire Centers Term Loan B 250 2031-04-01                                                      | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1827876 | PA      | $1829594.02   | 0.71%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                                                                                          | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1860261 | PA      | $583191.88    | 0.23%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                   | TIBX 9 09/30/29 144A                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1286211.49   | 0.50%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                          | Vestis Term Loan B 225 2031-01-29                                                                       | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    849901 | PA      | $815199.15    | 0.32%             | 2031-02-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | NUMERICABLE US LLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1444013 | PA      | $1450872.48   | 0.56%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LLC                                                                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1108439 | PA      | $1110749.62   | 0.43%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | Level 3 Term Loan B-4 325 2032-03-01                                                                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1350550 | PA      | $1355783.23   | 0.52%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                     | AHP HEALTH PARTNERS                                                                                     | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   2508528 | PA      | $2511977.46   | 0.97%             | 2032-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                | USFEEN L 12/30/32 9                                                                                     | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |     46725 | PA      | $46900.04     | 0.02%             | 2032-12-10      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply Term Loan B (Incremental) 200 2032-10-04                                            | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    303027 | PA      | $304125.52    | 0.12%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | US LBM Term Loan B (Incremental) 375 2031-05-16                                                         | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    537718 | PA      | $448053.21    | 0.17%             | 2031-06-06      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | FALBUY L 12/11/31 +5                                                                                    | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     28715 | PA      | $28763.37     | 0.01%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | SKX L 09/13/32 1                                                                                        | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    643437 | PA      | $646455.12    | 0.25%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B, LLC                                                           | Creative Planning Term Loan B 200 2031-05-05                                                            | CUSIP: 1261MAAE0<br>LEI: 254900A9E6SC2CI8V842 | Long             | LON              | CORP              | US        |   1389281 | PA      | $1378118.24   | 0.53%             | 2031-05-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | US LBM Term Loan B (Incremental) 500 2031-06-01                                                         | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    875956 | PA      | $770841.45    | 0.30%             | 2031-06-06      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrowerco B.V.                                              | Essential Home Term Loan B 325 2032-09-15                                                               | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |    476311 | PA      | $476906.17    | 0.18%             | 2032-12-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                               | VistaJet Term Loan B 375 2031-03-17                                                                     | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1576491 | PA      | $1580928.72   | 0.61%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LLC                                                                                        | CUSIP: 000000000<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1580303 | PA      | $1525979.65   | 0.59%             | 2033-01-28      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLDING LLC                                                                                 | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    379347 | PA      | $380532.86    | 0.15%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                             | Concentra Term Loan B 200 2031-07-01                                                                    | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    605650 | PA      | $609435.34    | 0.24%             | 2031-07-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                      | CFC Group Term Loan B 375 2032-05-18                                                                    | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237996 | PA      | $227880.75    | 0.09%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                       | Jane Street Group Term Loan B 200 2031-12-01                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    225917 | PA      | $219422.04    | 0.08%             | 2031-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | Signia Aerospace Term Loan B 275 2031-12-01                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    589056 | PA      | $590039.70    | 0.23%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                                                                                | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    707584 | PA      | $708592.53    | 0.27%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                              | Opella (Sanofi consumer healthcare) Term Loan B 300 2032-04-01                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2839320 | PA      | $2839675.00   | 1.10%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure Term Loan B 300 2030-11-01                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1273812 | PA      | $1237189.63   | 0.48%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EP Wealth Advisors LLC                                                      | EP Wealth Advisors Term Loan B 300 2032-09-22                                                           | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |    750000 | PA      | $746250.00    | 0.29%             | 2032-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | INVENERGY THERMAL OPERATING                                                                             | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     41547 | PA      | $42033.58     | 0.02%             | 2032-05-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Med ParentCo LP                                                             | MyEyeDr Term Loan B 300 2031-04-01                                                                      | CUSIP: 58401DAP9<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    489520 | PA      | $489772.42    | 0.19%             | 2031-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Osttra Group Ltd.                                                           | ORION US FINCO                                                                                          | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | BM        |    587466 | PA      | $578654.41    | 0.22%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                | PETM 7.5 09/15/32                                                                                       | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321003.71    | 0.12%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | Celsius Term Loan B 250 2032-04-01                                                                      | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    785851 | PA      | $792138.01    | 0.31%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                                                                                  | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   3657182 | PA      | $3671280.45   | 1.42%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Azorra Soar TLB FInance Limited                                             | Azorra Term Loan B 250 2029-10-01                                                                       | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    624526 | PA      | $626477.49    | 0.24%             | 2029-10-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                      | Mavis Tire Express Term Loan B 300 2028-05-01                                                           | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   3087149 | PA      | $3084586.32   | 1.19%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                | Filtration Group Term Loan B 275 2028-10-01                                                             | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1776713 | PA      | $1780790.33   | 0.69%             | 2028-10-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                    | Ryan Specialty Group Term Loan B 225 2031-09-04                                                         | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   4203418 | PA      | $4202892.26   | 1.63%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | Quikrete Term Loan B 225 2031-04-01                                                                     | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    591523 | PA      | $591856.89    | 0.23%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                     | USI Inc Term Loan B 225 2029-11-01                                                                      | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    302928 | PA      | $302170.43    | 0.12%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                             | Hillenbrand Term Loan B 350 2033-01-07                                                                  | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    558065 | PA      | $558151.75    | 0.22%             | 2033-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCC Information Services                                                    | CCC Information Services Term Loan B 200 2032-01-12                                                     | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1081842 | PA      | $1068995.32   | 0.41%             | 2032-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aegion Corporation                                                          | AZURIA WATER SOLUTIONS INC                                                                              | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     75583 | PA      | $74733.49     | 0.03%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | American Airlines Term Loan B 175 2027-01-11                                                            | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1978947 | PA      | $1979036.42   | 0.77%             | 2027-01-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | Miter Brands (MI Windows and Doors) Term Loan B 300 2031-03-01                                          | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1950995 | PA      | $1940752.34   | 0.75%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | INVENERGY THERMAL OPERATING                                                                             | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    658388 | PA      | $666104.77    | 0.26%             | 2032-05-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MENDEL SASU                                                                                  | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1573895 | PA      | $1579552.77   | 0.61%             | 2030-11-08      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                                                | PetSmart Term Loan B 400 2032-08-02                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    518770 | PA      | $516606.75    | 0.20%             | 2032-08-18      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc                                                       | Radnet Term Loan B 225 2031-04-01                                                                       | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |    381335 | PA      | $381601.97    | 0.15%             | 2031-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                     | FRSTST L 08/15/30 16                                                                                    | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     96174 | PA      | $96204.58     | 0.04%             | 2030-08-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** First Trust Senior Floating Rate Income Fund II

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer