# EDGAR Filing Document

**Accession Number:** 0001282850
**File Stem:** 0000940400-26-002446
**Filing Date:** 2026-1
**Character Count:** 109833
**Document Hash:** 8162ddd579a2038419089a227f1af039
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002446.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000940400-26-002446

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**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:** 26559825

**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

## 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:** 2025-11-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $328781921.71

**Total Liabilities:** $59715568.44

**Net Assets:** $269066353.27

**Cash Not Reported:** $1265189.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.16528000 | **1-Year:** 136.49395000 | **5-Year:** 59.14177000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 413.32787000 | **1-Year:** 33806.11453000 | **5-Year:** 14865.91576000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -1.20%               | -1.94%               | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $26207.44                | $-625999.32                                |
| Month 2  | $-100709.60              | $117386.78                                 |
| Month 3  | $-21272.11               | $-39567.07                                 |

**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: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    410131 | PA      | $412310.75    | 0.15%             | 2032-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | INVENERGY THERMAL OPERATING              | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     41547 | PA      | $41819.40     | 0.02%             | 2032-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                | FILTRATION GROUP CORP                    | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1855238 | PA      | $1868456.63   | 0.69%             | 2028-10-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                    | RYAN SPECIALTY                           | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   4214032 | PA      | $4225009.94   | 1.57%             | 2031-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    593016 | PA      | $594623.49    | 0.22%             | 2031-04-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                                                    | CCC INTELLIGENT SOLUTIONS INC            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1083939 | PA      | $1089358.98   | 0.40%             | 2032-01-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Med ParentCo LP                                                             | MED PARENTCO LP                          | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    371830 | PA      | $373981.04    | 0.14%             | 2031-04-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                                   | PING IDENTITY H 10/29/32                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735540 | PA      | $740137.63    | 0.28%             | 2032-11-13      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AMERICAN AIRLINES INC                    | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1998400.00   | 0.74%             | 2027-01-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | MI WINDOWS AND DOORS LLC                 | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1955897 | PA      | $1955378.74   | 0.73%             | 2031-03-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | ALLIANT HOLDINGS INTERMEDI               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    125223 | PA      | $125399.61    | 0.05%             | 2031-09-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                 | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    656419 | PA      | $677424.78    | 0.25%             | 2028-06-30      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT LLC                        | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    107256 | PA      | $107881.57    | 0.04%             | 2031-12-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                                           | INVENERGY THERMAL OPERATING              | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    685008 | PA      | $689505.40    | 0.26%             | 2032-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MENDEL SASU                   | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1577869 | PA      | $1590941.75   | 0.59%             | 2030-11-08      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                                                | PETSMART INC                             | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    518770 | PA      | $515309.82    | 0.19%             | 2032-08-18      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc                                                       | RADNET MANAGEMENT INC                    | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |    382303 | PA      | $384030.91    | 0.14%             | 2031-04-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | ALTERRA MOUNTAIN COMPANY                 | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    362422 | PA      | $364009.69    | 0.14%             | 2028-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORROWER LLC                  | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2762536 | PA      | $2790161.65   | 1.04%             | 2032-07-02      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Hershend Entertainment Co LLC                                               | HERSCHEND ENTERTAINMENT CO LLC           | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    360777 | PA      | $362988.13    | 0.13%             | 2032-05-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                                            | DISCO PARENT INC                         | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    376606 | PA      | $378960.09    | 0.14%             | 2032-08-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDING 01/30/32                | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1175592 | PA      | $1178372.78   | 0.44%             | 2032-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc.                                                          | DRAGON BUYER INC                         | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1378659 | PA      | $1386124.73   | 0.52%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                     | USI INC/NY                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    303695 | PA      | $304616.37    | 0.11%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                           | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   2228252 | PA      | $1943459.32   | 0.72%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LLC                         | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1934057 | PA      | $1945864.58   | 0.72%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.)                | QXO BUILDING PRODUCTS INC                | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   1104773 | PA      | $1109264.24   | 0.41%             | 2032-04-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                        | BOOTS GROUP FINCO LP                     | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    192399 | PA      | $193882.83    | 0.07%             | 2032-08-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1162378 | PA      | $1120241.97   | 0.42%             | 2031-05-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Veeam Software/ VS Buyer                                                    | VS BUYER LLC                             | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   2432326 | PA      | $2430805.34   | 0.90%             | 2031-04-14      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 INC                         | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    223575 | PA      | $223902.40    | 0.08%             | 2031-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                            | IRB HOLDING CORP                         | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3394004 | PA      | $3398552.46   | 1.26%             | 2030-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc (f/k/a KAR Auction Services Inc)                               | OPENLANE INC                             | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    244882 | PA      | $245494.24    | 0.09%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT LLC                        | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    696119 | PA      | $700177.32    | 0.26%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                           | PROJECT RUBY ULTIMATE PARENT CORP        | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   4553189 | PA      | $4570969.10   | 1.70%             | 2028-03-10      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                                          | ARDONAGH GROUP FINCO PTY LTD             | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   2543213 | PA      | $2541089.01   | 0.94%             | 2031-02-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                | FIRST ADVANTAGE HOLDINGS LLC             | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   2147043 | PA      | $2128321.01   | 0.79%             | 2031-10-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Proofpoint/Project Kafka Merger Sub                                         | PROOFPOINT INC                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    302362 | PA      | $304251.75    | 0.11%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C TECHNOLOGIES INC                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    159030 | PA      | $159841.53    | 0.06%             | 2031-05-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                          | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    952676 | PA      | $957106.25    | 0.36%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS L                                                    | BCP VI SUMMIT HOLDINGS L                 | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    243897 | PA      | $245543.77    | 0.09%             | 2032-01-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc.                                                        | VIAVI SOLUTIONS INC                      | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    612217 | PA      | $616425.81    | 0.23%             | 2032-10-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                    | PRO MACH GROUP INC                       | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1462300 | PA      | $1471022.62   | 0.55%             | 2032-10-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                   | EISNER ADVISORY GROUP LL                 | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    422800 | PA      | $425066.56    | 0.16%             | 2031-02-28      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                         | ACTION ENVIRONMENTAL GRO                 | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |   1698278 | PA      | $1701471.10   | 0.63%             | 2030-10-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2902852 | PA      | $2878961.03   | 1.07%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                  | BCP RENAISSANCE PARENT LLC               | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |     62600 | PA      | $62912.54     | 0.02%             | 2028-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                                            | PEX HOLDINGS LLC                         | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |   3068814 | PA      | $3075197.18   | 1.14%             | 2031-11-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | GRANT THORNTON ADVISORS                  | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   3410280 | PA      | $3411149.22   | 1.27%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                    | BOOST NEWCO BORROWER LLC                 | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1840667 | PA      | $1846648.69   | 0.69%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                      | SCIH SALT HOLDINGS INC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3050753 | PA      | $3057617.24   | 1.14%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP                                                        | EVERGREEN ACQCO 1 LP                     | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    409934 | PA      | $411727.39    | 0.15%             | 2032-09-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                             | Star Parent Inc                          | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $146994.15    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | WHATABRANDS LLC                          | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   5122346 | PA      | $5139787.82   | 1.91%             | 2028-08-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings, LLC                                           | GOOSEHEAD INSURANCE HOLD                 | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    971998 | PA      | $975643.18    | 0.36%             | 2032-01-08      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                    | CLEARWATER ANALYTICS LLC                 | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    466101 | PA      | $467557.62    | 0.17%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC                               | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     59472 | PA      | $58580.36     | 0.02%             | 2033-03-05      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                           | ENGINEERED MACHINERY HOL                 | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     60056 | PA      | $60374.97     | 0.02%             | 2032-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                           | DISH Network Corp                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1527855.79   | 0.57%             | 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 BUYER LLC                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1883918 | PA      | $1891651.92   | 0.70%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                          | JUMP FINANCIAL LLC                       | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2427803 | PA      | $2452081.52   | 0.91%             | 2032-02-26      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | SOUTHERN VETERINARY PARTNERS LLC         | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1815203 | PA      | $1814822.19   | 0.67%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                                  | ONEX TSG INTERMEDIATE CORP               | CUSIP: 000000000<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    244103 | PA      | $245658.22    | 0.09%             | 2032-08-06      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                    | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    520937 | PA      | $524573.18    | 0.19%             | 2032-02-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                    | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1587943 | PA      | $1591746.40   | 0.59%             | 2029-03-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    453854 | PA      | $455962.51    | 0.17%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | GARDA WORLD SECURITY                     | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   2579288 | PA      | $2581222.04   | 0.96%             | 2029-02-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                 | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    678300 | PA      | $657771.25    | 0.24%             | 2030-06-28      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)         | DECHRA FINANCE US                        | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1107991 | PA      | $1115398.15   | 0.41%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | Petco Health & Wellness Co Inc           | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   2189725 | PA      | $2159922.82   | 0.80%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                           | Polaris Newco LLC                        | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2247187 | PA      | $2126265.58   | 0.79%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HOWDEN GROUP HOLDINGS LTD                | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |   5145899 | PA      | $5169519.12   | 1.92%             | 2030-04-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                     | WINDSTREAM SERVICES LLC                  | CUSIP: 97381JAK9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    364769 | PA      | $364086.91    | 0.14%             | 2032-10-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TAMKO Building Products Inc                                                 | TAMKO BUILDING PRODUCTS LLC              | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |   3747078 | PA      | $3759555.99   | 1.40%             | 2030-09-20      | Floating      | 6.70%                 | 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      | $1332475.51   | 0.50%             | 2032-10-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | ALLIED UNIVERSAL HOLDCO                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    819630 | PA      | $823958.14    | 0.31%             | 2032-08-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                | VT TOPCO INC                             | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |   1042614 | PA      | $1030233.18   | 0.38%             | 2030-08-09      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Ltd.                                                          | FLEET US BIDCO INC                       | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243213 | PA      | $244124.56    | 0.09%             | 2031-02-21      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                 | EPICOR SOFTWARE CORP                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1173865 | PA      | $1178665.96   | 0.44%             | 2031-05-30      | 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        |   4719139 | PA      | $4653542.76   | 1.73%             | 2031-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LLP                         | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    808509 | PA      | $808614.22    | 0.30%             | 2032-08-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                 | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365703.21    | 0.14%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV             | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $432023.56    | 0.16%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORROWER LLC                  | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1448469 | PA      | $1450902.32   | 0.54%             | 2031-07-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                           | CP ATLAS BUYER INC                       | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   1012308 | PA      | $970044.31    | 0.36%             | 2030-07-08      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC (FKA GI Consilio)                               | SKOPIMA CONSILIO PARENT LLC              | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |   2010762 | PA      | $1842621.84   | 0.68%             | 2028-05-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                             | SOCOTEC US HOLDING INC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155714 | PA      | $157076.79    | 0.06%             | 2031-06-02      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | BELRON FINANCE 2019 LLC                  | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2619490 | PA      | $2637498.79   | 0.98%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| THE LIBERTY COMPANY INSURANCE BROKERS, LLC                                  | LIBERTY CO INSURANCE                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    844467 | PA      | $849745.38    | 0.32%             | 2032-10-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                                                 | MISTER CAR WASH HOLDINGS INC             | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |   1477715 | PA      | $1484763.34   | 0.55%             | 2031-03-27      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                    | Sinclair Television Group Inc            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    742000 | PA      | $773616.62    | 0.29%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc (f/k/a AAL Delaware Holdco Inc)                  | AAL DELAWARE HOLDCO INC                  | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1212577 | PA      | $1220695.59   | 0.45%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLD 07/01/31                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    121220 | PA      | $121933.93    | 0.05%             | 2031-07-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | ATHENAHEALTH GROUP INC                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   5238399 | PA      | $5237875.37   | 1.95%             | 2029-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1988721.88   | 0.74%             | 2030-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1101750 | PA      | $1093602.56   | 0.41%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Highline AfterMarket Acquisition LLC                                        | HIGHLINE AFTERMARKET ACQUISITION LLC     | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |   2384222 | PA      | $2402103.50   | 0.89%             | 2030-02-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC                                | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    320701 | PA      | $259467.94    | 0.10%             | 2029-03-02      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Sharp Services LLC (f/k/a Sharp Midco LLC)                                  | SHARP SERVICES LLC                       | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    292810 | PA      | $293907.99    | 0.11%             | 2032-09-29      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                 | MCAFEE CORP                              | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   3196352 | PA      | $2966054.51   | 1.10%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                    | GREAT OUTDOORS GROUP LLC                 | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1570584 | PA      | $1576944.44   | 0.59%             | 2032-01-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                | DAYFORCE INC                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    844467 | PA      | $843217.65    | 0.31%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                       | SAZERAC CO INC                           | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    994843 | PA      | $1001403.80   | 0.37%             | 2032-07-09      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Raising Canes Restaurants LLC                                               | RAISING CANE'S RESTAURAN                 | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    243456 | PA      | $243811.63    | 0.09%             | 2032-11-03      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                                   | C&S WHOLESALE GROCERS INC                | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    347994 | PA      | $344078.77    | 0.13%             | 2030-09-20      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                                                 | AVALARA INC                              | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    467325 | PA      | $469516.43    | 0.17%             | 2032-03-26      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                 | CORNERSTONE GENERATION L                 | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    697087 | PA      | $704601.92    | 0.26%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | CHARIOT BUYER LLC                        | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    852574 | PA      | $855639.11    | 0.32%             | 2032-09-08      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITION HOLDINGS LLC           | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2406511 | PA      | $2415728.08   | 0.90%             | 2031-11-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PARENT LLC                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    719116 | PA      | $714470.74    | 0.27%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                             | STAR PARENT INC                          | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   2429896 | PA      | $2435860.98   | 0.91%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC                             | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    408754 | PA      | $400451.99    | 0.15%             | 2031-05-01      | Floating      | 7.62%                 | 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      |
| Spirit Aerosystems Inc                                                      | Spirit AeroSystems Inc                   | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    704001 | PA      | $705028.69    | 0.26%             | 2027-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                                                    | WAYSTAR TECHNOLOGIES INC                 | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   3470529 | PA      | $3480420.24   | 1.29%             | 2029-10-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                             | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1496317 | PA      | $1356545.94   | 0.50%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Student Transportation Of America, Inc.                                     | STUDENT TRANSPORTATION                   | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    488555 | PA      | $491928.10    | 0.18%             | 2032-06-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                               | CHARTER NEXT GENERATION INC              | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   3335105 | PA      | $3352146.96   | 1.25%             | 2030-12-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB FInance Limited                                             | AZORRA SOAR TLB FINANCE LTD              | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    626337 | PA      | $633383.71    | 0.24%             | 2029-10-18      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                                                     | PACIFIC DENTAL SERVICES                  | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   1252792 | PA      | $1256982.48   | 0.47%             | 2031-03-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc                                  | JONES DESLAURIERS INSURA                 | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    373123 | PA      | $373823.02    | 0.14%             | 2030-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                       | Panther Escrow Issuer LLC                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1290516.07   | 0.48%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                       | ELLUCIAN HOLDINGS INC                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1073010 | PA      | $1077329.28   | 0.40%             | 2029-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3456082 | PA      | $3509012.36   | 1.30%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                     | PARK RIVER HOLDINGS INC                  | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   1221239 | PA      | $1226514.99   | 0.46%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | GENESYS CLOUD SERVICES                   | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    655065 | PA      | $646401.87    | 0.24%             | 2032-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV Sarl                                                          | MARCEL BIDCO LLC                         | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    404793 | PA      | $405805.10    | 0.15%             | 2030-11-11      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                              | SPX FLOW INC                             | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1936034 | PA      | $1949343.96   | 0.72%             | 2029-04-05      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITION HOLDINGS LLC           | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172757 | PA      | $173419.11    | 0.06%             | 2031-11-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                  | SELECT MEDICAL CORP                      | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    995881 | PA      | $989656.58    | 0.37%             | 2031-12-03      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC                            | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3819372 | PA      | $3828041.73   | 1.42%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                    | LABL Inc                                 | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    881060 | PA      | $611094.13    | 0.23%             | 2028-10-29      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | ASCENSUS HOLDINGS INC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1302000 | PA      | $1302527.31   | 0.48%             | 2032-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER LLC                       | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18893 | PA      | $19005.61     | 0.01%             | 2032-10-01      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                       | SUPERANNUATION AND INVES                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373009 | PA      | $375418.79    | 0.14%             | 2028-12-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                         | APPLIED SYSTEMS INC                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    613567 | PA      | $616580.09    | 0.23%             | 2031-02-24      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | ALTERRA MOUNTAIN COMPANY                 | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    124644 | PA      | $125111.49    | 0.05%             | 2030-05-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                                 | POINTCLICKCARE TECHNOLOGIES INC          | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    252819 | PA      | $253767.07    | 0.09%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | ABG INTERMEDIATE HLDGS 2                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1511097 | PA      | $1515909.41   | 0.56%             | 2028-12-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                                                         | EXAMWORKS BIDCO INC                      | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3176704 | PA      | $3193953.64   | 1.19%             | 2028-11-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                            | TRUCORDIA                                | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1605715 | PA      | $1611062.18   | 0.60%             | 2032-06-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | SEDGWICK CLAIMS MANAGEMENT SERVICES INC  | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   2607738 | PA      | $2615235.71   | 0.97%             | 2031-07-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INTERMEDIATE                 | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   2890000 | PA      | $2905606.00   | 1.08%             | 2032-05-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Canada Goose Inc                                                            | CANADA GOOSE INC                         | CUSIP: 000000000<br>LEI: 5493005JT54IX5MZ9P52 | Long             | LON              | CORP              | CA        |    310551 | PA      | $310827.08    | 0.12%             | 2032-08-23      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCING BV                     | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    485833 | PA      | $485429.84    | 0.18%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                          | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    602341 | PA      | $603416.44    | 0.22%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AADVANTAGELOYALTYIPLTD                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    345373 | PA      | $347013.67    | 0.13%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH                                       | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    461306 | PA      | $452195.64    | 0.17%             | 2028-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                     | FIRST STUDENT BIDCO INC                  | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    525614 | PA      | $527125.22    | 0.20%             | 2030-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1555683 | PA      | $1560637.92   | 0.58%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                 | KUEHG CORP                               | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    743660 | PA      | $707213.22    | 0.26%             | 2030-06-12      | Floating      | 6.75%                 | 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      | $418715.84    | 0.16%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ima Financial Group, Inc.                                                   | IMA FINANCIAL GROUP                      | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |   2730259 | PA      | $2739773.65   | 1.02%             | 2028-11-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                      | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2667878 | PA      | $2674334.52   | 0.99%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                                 | PAC AVIATION INTERNATION                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1653055 | PA      | $1640145.04   | 0.61%             | 2030-10-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                    | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     49268 | PA      | $49612.05     | 0.02%             | 2032-02-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Knife River Corporation                                                     | KNIFE RIVER HOLD CO                      | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341528 | PA      | $343662.48    | 0.13%             | 2032-03-08      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3395275 | PA      | $3406208.19   | 1.27%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                             | WH BORROWER LLC                          | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    818557 | PA      | $820856.82    | 0.31%             | 2032-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | PROAMPAC PG BORROWER LLC                 | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    847694 | PA      | $850131.29    | 0.32%             | 2028-09-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                | GRAHAM PACKAGING CO INC                  | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |   3990231 | PA      | $4003778.30   | 1.49%             | 2027-08-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                                                   | BELLA HOLDING CO LLC                     | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227519 | PA      | $228728.08    | 0.09%             | 2028-05-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                   | DG INVESTMENT INTERMEDI                  | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364638 | PA      | $366538.23    | 0.14%             | 2032-07-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                              | GoTo Group Inc                           | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    238000 | PA      | $85680.00     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | SMYRNA READY MIX CONCRETE LLC            | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |   1858763 | PA      | $1863800.36   | 0.69%             | 2029-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | SHIFT4PAYMENTSLLC                        | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    578515 | PA      | $583036.23    | 0.22%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                        | VERITIV OPERATING CO                     | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    399296 | PA      | $396650.81    | 0.15%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent, Inc.                                               | WASH BIDCO INC                           | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |    746125 | PA      | $752034.05    | 0.28%             | 2032-09-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                               | KNOWBE4 INC                              | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   1413000 | PA      | $1417422.69   | 0.53%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                      | PROMETRIC HOLDINGS INC                   | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    485895 | PA      | $489478.00    | 0.18%             | 2032-06-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP INC                         | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1708389 | PA      | $1714427.68   | 0.64%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                        | ALPHA GENERATION LLC                     | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1335080 | PA      | $1339325.67   | 0.50%             | 2031-09-30      | Floating      | 5.92%                 | 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      | $619425.68    | 0.23%             | 2032-10-09      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INTERMEDIATE                 | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1060000 | PA      | $1090914.90   | 0.41%             | 2033-05-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | CONSTRUCTION PARTNERS INC                | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    539936 | PA      | $542748.87    | 0.20%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                  | SOTERA HEALTH HLDGS LLC                  | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    234248 | PA      | $236152.40    | 0.09%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE GRP INC                   | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2672418 | PA      | $2669638.98   | 0.99%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                                       | UTZ QUALITY FOODS LLC                    | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   2264511 | PA      | $2266922.65   | 0.84%             | 2032-01-29      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                     | FIRST STUDENT BIDCO INC                  | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     96174 | PA      | $96450.79     | 0.04%             | 2030-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                                                  | PAYSAFE HOLDINGS(US)                     | CUSIP: 70451NAB2<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |   1283421 | PA      | $1231551.43   | 0.46%             | 2028-06-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                    | TRIDENT TPI HOLDINGS INC                 | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    779830 | PA      | $755737.17    | 0.28%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | EDELMAN FINANCIAL ENGINES CENTER LLC/THE | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   1627100 | PA      | $1636797.22   | 0.61%             | 2028-04-07      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | PHOENIX NEWCO INC                        | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   2196903 | PA      | $2208711.01   | 0.82%             | 2028-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MSILF Treasury Portfolio                                                    | MSILF Treasury Portfolio                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   1652850 | NS      | $1652850.42   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC                           | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   3893868 | PA      | $3918204.65   | 1.46%             | 2028-08-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC                               | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1452881 | PA      | $1456629.88   | 0.54%             | 2032-03-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRUCTURE PARTNERS INC        | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    947948 | PA      | $952393.74    | 0.35%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                     | AZURIA WATER SOLUTIONS INC               | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     23466 | PA      | $23622.68     | 0.01%             | 2028-05-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Anticimex/All-Star Bidco AB/Seren Bidco                                     | ANTICIMEX GLOBAL AB                      | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    227081 | PA      | $228749.15    | 0.09%             | 2031-11-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer, LLC                                                         | PINNACLE BUYER LLC                       | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98246 | PA      | $98829.14     | 0.04%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC                                | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |   2639095 | PA      | $2385702.16   | 0.89%             | 2028-03-02      | Floating      | 7.50%                 | 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        |   1931973 | PA      | $1932571.78   | 0.72%             | 2030-10-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                             | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   6416351 | PA      | $6427740.37   | 2.39%             | 2032-06-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                        | VERIFONE SYSTEMS INC                     | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    524898 | PA      | $498839.40    | 0.19%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SUPPLY LLC                  | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    250256 | PA      | $251194.16    | 0.09%             | 2031-12-12      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER USA LLC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121590 | PA      | $121931.35    | 0.05%             | 2032-09-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                    | iHeartCommunications Inc                 | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1493550 | PA      | $1280668.69   | 0.48%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                         | VETSTRATEGY CANADA HOLDINGS INC          | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |   3141915 | PA      | $3161159.57   | 1.17%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                        | HEARTLAND DENTAL LLC                     | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    868303 | PA      | $872826.52    | 0.32%             | 2032-08-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                      | FIESTA PURCHASER INC                     | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1429112 | PA      | $1427411.26   | 0.53%             | 2031-02-12      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Saphilux S.A.R.L.                                                           | SAPHILUX SARL                            | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    206891 | PA      | $208281.10    | 0.08%             | 2028-07-18      | Floating      | 6.73%                 | 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      | $1466794.12   | 0.55%             | 2032-09-10      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG INC                                  | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2521273 | PA      | $2523075.44   | 0.94%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                           | CENTURI GROUP INC                        | CUSIP: 15643XAD0<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |    362398 | PA      | $364853.19    | 0.14%             | 2032-07-09      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDINGS INC                     | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    810232 | PA      | $816438.78    | 0.30%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB INTERNATIONAL LTD                    | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3484557 | PA      | $3501613.46   | 1.30%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Argent Finco LLC                                                            | ARGENT FINCO LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117790 | PA      | $118231.93    | 0.04%             | 2040-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724854 | PA      | $726133.21    | 0.27%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                       | OSAIC HOLDINGS INC                       | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    867223 | PA      | $869972.24    | 0.32%             | 2032-07-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                  | EDELMAN FINANCIAL ENGINES CENTER LLC/THE | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   1588689 | PA      | $1593256.15   | 0.59%             | 2028-10-06      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings LLC                                    | BALDWIN INSURANCE GROUP                  | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   2820853 | PA      | $2838483.81   | 1.05%             | 2031-05-26      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II LLC                                        | N-ABLE INTERNATIONAL HO                  | CUSIP: 000000000<br>LEI: 254900A8E99QCJOGAZ34 | Long             | LON              | CORP              | US        |    117781 | PA      | $118370.40    | 0.04%             | 2032-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Millennium Lender Claim                                                 | New Millennium Lender Claim              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2005193 | PA      | $2015218.88   | 0.75%             | 2032-01-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LS Group OPCO Acquisition LLC                                               | LS GROUP OPCO ACQUISTION LLC             | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1731335 | PA      | $1733498.98   | 0.64%             | 2031-04-23      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                      | TREASURE HOLDCO INC                      | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    573736 | PA      | $564412.68    | 0.21%             | 2031-11-04      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                 | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    778000 | PA      | $803334.01    | 0.30%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                           | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1985955 | PA      | $794094.04    | 0.30%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                | Magnera Corp                             | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226349.33    | 0.08%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                          | VESTIS TL B 1L USD                       | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    854397 | PA      | $777501.65    | 0.29%             | 2031-02-22      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | NUMERICABLE US LLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900831 | PA      | $904677.17    | 0.34%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                     | AHP HEALTH PARTNERS                      | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   2514815 | PA      | $2516776.84   | 0.94%             | 2032-09-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | LEVEL 3 FINANCING INC                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1350550 | PA      | $1354939.14   | 0.50%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LLC                         | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1111224 | PA      | $1116062.93   | 0.41%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SUPPLY LLC                  | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    303027 | PA      | $303548.26    | 0.11%             | 2032-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM ACQUISITION LLC                      | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    312140 | PA      | $295134.77    | 0.11%             | 2031-06-06      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition Inc                                               | SERVICE LOGIC ACQUISITION INC            | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    423468 | PA      | $424261.71    | 0.16%             | 2027-10-29      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPACE LLC                     | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     28715 | PA      | $28844.93     | 0.01%             | 2031-12-11      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                                       | BCPE PEQUOD BUYER INC                    | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    371979 | PA      | $373518.58    | 0.14%             | 2031-11-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | BEACH ACQUISITION BIDCO                  | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    643437 | PA      | $648665.33    | 0.24%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp                                                       | WCG INTERMEDIATE CORP                    | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    117642 | PA      | $118021.04    | 0.04%             | 2032-02-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B, LLC                                                           | CREATIVE PLANNING LLC                    | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1392798 | PA      | $1395026.76   | 0.52%             | 2031-05-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                             | HANESBRANDS INC                          | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |    467791 | PA      | $470129.54    | 0.17%             | 2032-03-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM ACQUISITION LLC                      | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    878152 | PA      | $871293.21    | 0.32%             | 2031-06-06      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| New Millennium Corp Claim                                                   | New Millennium Corp Claim                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lavender Dutch Borrowerco B.V.                                              | LAVENDER US HOLDCO 1 INC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476311 | PA      | $478246.98    | 0.18%             | 2032-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                             | CONCENTRA HEALTH SERVICE                 | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    607176 | PA      | $610590.96    | 0.23%             | 2031-07-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLDING LLC                  | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    380305 | PA      | $382290.54    | 0.14%             | 2031-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                    | BROADSTREET PARTNERS INC                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    345899 | PA      | $347268.76    | 0.13%             | 2031-06-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                      | CFC USA 2025 LLC                         | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237996 | PA      | $232491.91    | 0.09%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPACE LLC                     | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    590536 | PA      | $593199.34    | 0.22%             | 2031-12-11      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                                              | HIRERIGHT HOLDINGS CORP                  | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700753 | PA      | $610226.22    | 0.23%             | 2030-09-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | LUMEN TECHNOLOGIES INC                   | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    850000 | PA      | $846655.25    | 0.31%             | 2029-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US COMMERCIAL BIDCO LLC      | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    404285 | PA      | $405295.35    | 0.15%             | 2031-12-02      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                 | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    709358 | PA      | $714383.41    | 0.27%             | 2030-04-30      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                               | VISTA MANAGEMENT HOLDING INC             | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   1576491 | PA      | $1591908.98   | 0.59%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                              | OPAL US LLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2846436 | PA      | $2868681.07   | 1.07%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                             | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1277028 | PA      | $1277960.65   | 0.47%             | 2030-11-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                                                  | AEGION CORP                              | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    393658 | PA      | $396289.99    | 0.15%             | 2028-05-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EP Wealth Advisors LLC                                                      | EP WEALTH ADVISORS INC                   | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |    750000 | PA      | $752816.25    | 0.28%             | 2032-10-18      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Osttra Group Ltd.                                                           | ORION US FINCO                           | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    587466 | PA      | $590403.74    | 0.22%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                    | PetSmart LLC / PetSmart Finance Corp     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $320220.09    | 0.12%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | CELSIUS HOLDINGS INC                     | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787821 | PA      | $793646.68    | 0.29%             | 2032-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                               | FRONERI US INC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1874732 | PA      | $1877750.35   | 0.70%             | 2032-08-02      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2708898 | PA      | $2642191.85   | 0.98%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                      | MAVIS TIRE EXPRESS SERVICES TOPCO CORP   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   3094925 | PA      | $3106731.97   | 1.15%             | 2028-05-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

**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