# EDGAR Filing Document

**Accession Number:** 0001282850
**File Stem:** 0000940400-25-005551
**Filing Date:** 2025-10
**Character Count:** 166293
**Document Hash:** 96ec48aab8d7fd207c866a1ca1fc5fbb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005551.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000940400-25-005551

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**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:** 251428741

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

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

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

## Nport-Ex

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

**Portfolio of Investments** 

**August 31, 2025 (Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 120.3%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 120.3%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 120.3%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 120.3%** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) – 120.3%** |
|  | **Advertising – 0.3%** |  |  |  |
| $820608 | &nbsp;&nbsp; WH Borrower LLC (WHP), Term Loan B, 3 Mo. CME Term <br> SOFR + 4.75%, 0.50% Floor<br>| 8.95<br> % <br>| 02/20/32 | $824711 |
|  | **Aerospace & Defense – 2.1%** |  |  |  |
| 380305 | &nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Term Loan B-1, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor <br>| 6.82<br> % <br>| 07/01/31 | 380359 |
| 27538 | &nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Term Loan B2, 1 Mo. CME Term SOFR + 2.75%, <br> 0.50% Floor <br>| 7.07<br> % <br>| 07/01/31 | 94238 |
| 93988 | &nbsp;&nbsp; BBA Aviation (Signature Aviation US Holdings, Inc./Brown Group <br> Holding LLC), Term Loan B2, 3 Mo. CME Term SOFR + 2.75%, <br> 0.50% Floor <br>| 6.95%-7.06% | 07/01/31 | 27612 |
| 572873 | &nbsp;&nbsp; Signia Aerospace LLC, Refi Term Loan B, 2 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor<br>| 7.06<br> % <br>| 12/11/31 | 575379 |
| 705815 | &nbsp;&nbsp; Spirit Aerosystems, Inc., Term Loan B, 3 Mo. CME Term SOFR + <br> 4.50%, 0.50% Floor<br>| 8.81<br> % <br>| 01/15/27 | 710227 |
| 2506833 | &nbsp;&nbsp; Transdigm, Inc., Term Loan I, 3 Mo. CME Term SOFR + 2.75%, <br> 0.00% Floor<br>| 7.05<br> % <br>| 08/24/28 | 2516045 |
| 1312539 | &nbsp;&nbsp; Transdigm, Inc., Term Loan K, 3 Mo. CME Term SOFR + 2.75%, <br> 0.00% Floor<br>| 7.05<br> % <br>| 03/22/30 | 1317251 |
|  |  |  |  | 5621111 |
|  | **Alternative Carriers – 0.8%** |  |  |  |
| 2138371 | &nbsp;&nbsp; Level 3 Financing, Inc., Term B-3 Refinancing Term Loan, 1 Mo. <br> CME Term SOFR + 4.25%, 0.50% Floor <br>| 8.57<br> % <br>| 03/31/32 | 2153521 |
|  | **Apparel Retail – 0.6%** |  |  |  |
| 1060878 | &nbsp;&nbsp; Authentic Brands Group (ABG Intermediate Holdings 2 LLC), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + 2.25%, 0.00% Floor <br>| 6.57<br> % <br>| 12/21/28 | 1060548 |
| 468966 | &nbsp;&nbsp; Hanesbrands, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.00% Floor<br>| 7.07<br> % <br>| 03/08/32 | 471386 |
|  |  |  |  | 1531934 |
|  | **Apparel, Accessories & Luxury Goods – 0.1%** |  |  |  |
| 310551 | &nbsp;&nbsp; Canada Goose Holdings, Inc., Term Loan B, 3 Mo. CME Term <br> SOFR + 3.50%, 0.50% Floor<br>| 7.71<br> % <br>| 08/23/32 | 312492 |
|  | **Application Software – 14.2%** |  |  |  |
| 615105 | &nbsp;&nbsp; Applied Systems, Inc., Term Loan B-2, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor<br>| 6.45<br> % <br>| 02/24/31 | 615201 |
| 1086670 | &nbsp;&nbsp; CCC Intelligent Solutions, Inc., 2032 Term Loan B, 1 Mo. CME <br> Term SOFR + 2.00%, 0.50% Floor<br>| 6.32<br> % <br>| 01/23/32 | 1088370 |
| 466101 | &nbsp;&nbsp; Clearwater Analytics LLC, Term Loan B, 6 Mo. CME Term SOFR <br> + 2.25%, 0.00% Floor<br>| 6.46<br> % <br>| 04/21/32 | 467851 |
| 2679116 | &nbsp;&nbsp; Cloud Software Group, Inc. (aka Citrix Software, Inc. or Tibco), <br> 2032 Term Loan, 1 Mo. CME Term SOFR + 3.25%, 0.00%<br> Floor <br>| 7.48<br> % <br>| 08/15/32 | 2686899 |
| 603906 | &nbsp;&nbsp; ConnectWise LLC, Term Loan B, 3 Mo. CME Term SOFR + CSA <br> + 3.50%, 0.50% Floor<br>| 8.06<br> % <br>| 09/30/28 | 606820 |
| 622213 | &nbsp;&nbsp; Darktrace PLC (Leia Finco US LLC), Second Lien Term Loan, 3 <br> Mo. CME Term SOFR + 5.25%, 0.00% Floor<br>| 9.57<br> % <br>| 10/09/32 | 625517 |
| 3244711 | &nbsp;&nbsp; Darktrace PLC (Leia Finco US LLC), Term Loan B, 3 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 10/09/31 | 3255873 |
| 376606 | &nbsp;&nbsp; Duck Creek Technologies (Disco Parent, Inc.), Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.48<br> % <br>| 08/08/32 | 379431 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Application Software (Continued)** |  |  |  |
| $906393 | &nbsp;&nbsp; Ellucian Holdings, Inc., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 3.00%, 0.50% Floor<br>| 7.07<br> % <br>| 10/07/29 | $908378 |
| 371979 | &nbsp;&nbsp; Envestnet, Inc. (BCPE Pequod Buyer, Inc.), Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 3.50%, 0.00% Floor <br>| 7.32<br> % <br>| 11/25/31 | 373007 |
| 3399339 | &nbsp;&nbsp; Epicor Software Corp., Term Loan B, 1 Mo. CME Term SOFR + <br> 3.25%, 0.75% Floor<br>| 6.82<br> % <br>| 05/30/31 | 3411882 |
| 656715 | &nbsp;&nbsp; Genesys Cloud Services Holding II LLC, Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 01/31/32 | 657946 |
| 845421 | &nbsp;&nbsp; Inmar, Inc., Refi Term Loan, 3 Mo. CME Term SOFR + 4.50%, <br> 0.00% Floor<br>| 8.80<br> % <br>| 10/30/31 | 848596 |
| 1500144 | &nbsp;&nbsp; Internet Brands, Inc. (Web MD/MH Sub I. LLC), 2023 New Term <br> Loan B, 1 Mo. CME Term SOFR + 4.25%, 0.50% Floor <br>| 8.57<br> % <br>| 05/03/28 | 1395974 |
| 2233908 | &nbsp;&nbsp; LogMeIn, Inc. (GoTo Group, Inc.), First Lien First Out TL, 3 Mo. <br> CME Term SOFR + CSA + 4.75%, 0.00% Floor <br>| 9.22<br> % <br>| 04/30/28 | 1943969 |
| 1990995 | &nbsp;&nbsp; LogMeIn, Inc. (GoTo Group, Inc.), First Lien Second Out TL, 3 <br> Mo. CME Term SOFR + CSA + 4.75%, 0.00% Floor (d)<br>| 9.22<br> % <br>| 04/30/28 | 724583 |
| 3204403 | &nbsp;&nbsp; McAfee Corp. (Condor Merger Sub, Inc.), Term Loan B-1, 1 Mo. <br> CME Term SOFR + 3.00%, 0.50% Floor<br>| 7.35<br> % <br>| 03/01/29 | 3069546 |
| 351141 | &nbsp;&nbsp; N-Able, Inc., Term Loan B, 3 Mo. CME Term SOFR + CSA + <br> 2.75%, 0.50% Floor<br>| 7.21<br> % <br>| 07/19/28 | 352458 |
| 1382132 | &nbsp;&nbsp; NCR Digital Banking (Dragon Buyer, Inc./Candescent), Term Loan <br> B, 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor <br>| 7.05<br> % <br>| 09/30/31 | 1385484 |
| 587466 | &nbsp;&nbsp; OSTTRA (Orion US Finco), 1st Lien Term Loan B, 1 Mo. CME <br> Term SOFR + 3.50%, 0.00% Floor<br>| 7.77<br> % <br>| 07/31/32 | 592084 |
| 430556 | &nbsp;&nbsp; Qlik Technologies (Project Alpha Intermediate Holding, Inc.), <br> Second Lien Term Loan, 3 Mo. CME Term SOFR + 5.00%, <br> 0.50% Floor <br>| 9.30<br> % <br>| 05/08/33 | 429751 |
| 1936852 | &nbsp;&nbsp; Qlik Technologies (Project Alpha Intermediate Holding, Inc.), Term <br> Loan B, 3 Mo. CME Term SOFR + 3.25%, 0.50% Floor <br>| 7.55<br> % <br>| 10/28/30 | 1945441 |
| 129928 | &nbsp;&nbsp; RealPage, Inc., Term Loan B, 3 Mo. CME Term SOFR + CSA + <br> 3.00%, 0.50% Floor<br>| 7.56<br> % <br>| 04/24/28 | 129906 |
| 719116 | &nbsp;&nbsp; SolarWinds Holdings, Inc. (Starlight Parent. LLC), Term Loan B, 1 <br> Mo. CME Term SOFR + 4.00%, 0.00% Floor <br>| 8.36<br> % <br>| 04/16/32 | 710803 |
| 2253039 | &nbsp;&nbsp; Solera Holdings, Inc. (Polaris Newco), Term Loan B, 3 Mo. CME <br> Term SOFR + CSA + 4.00%, 0.50% Floor<br>| 8.32<br> % <br>| 06/04/28 | 2149985 |
| 3426309 | &nbsp;&nbsp; Ultimate Software Group (UKG Inc.), Refi Term Loan, 3 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.81<br> % <br>| 02/10/31 | 3428605 |
| 3332564 | &nbsp;&nbsp; Veeam Software Holdings Ltd. (VS Buyer LLC), Refi Term Loan, <br> 1 Mo. CME Term SOFR + 2.25%, 0.00% Floor <br>| 6.56<br> % <br>| 04/14/31 | 3339512 |
| 658065 | X.AI LLC (Project Xerxes), Fixed Rate Term Loan | 12.50<br> % <br>| 06/30/30 | 659404 |
| 680000 | &nbsp;&nbsp; X.AI LLC (Project Xerxes), Floating Rate Term Loan B, 3 Mo. <br> CME Term SOFR + 7.25%, 0.00% Floor<br>| 11.55<br> % <br>| 06/30/30 | 653650 |
|  |  |  |  | 38836926 |
|  | **Asset Management & Custody Banks – 4.3%** |  |  |  |
| 1401318 | &nbsp;&nbsp; Alter Domus (Chrysaor Bidco SARL), Term Loan B, 3 Mo. CME <br> Term SOFR + 3.00%, 0.50% Floor<br>| 7.33<br> % <br>| 10/31/31 | 1410076 |
| 3454133 | &nbsp;&nbsp; Ascensus Holdings, Inc. (Mercury), Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor<br>| 7.32<br> % <br>| 08/02/28 | 3461421 |
| 1631198 | &nbsp;&nbsp; Edelman Financial Engines Center LLC, Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 7.32<br> % <br>| 04/07/28 | 1635317 |
| 1588689 | &nbsp;&nbsp; Edelman Financial Engines Center LLC, Second Lien Term Loan, <br> 1 Mo. CME Term SOFR + 5.25%, 0.00% Floor <br>| 9.57<br> % <br>| 10/06/28 | 1594654 |
| 207411 | &nbsp;&nbsp; IQ-EQ (Saphilux SARL), USD Term Loan B, 1 Mo. CME Term <br> SOFR + 3.00%, 0.50% Floor<br>| 7.29<br> % <br>| 07/27/28 | 208579 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Asset Management & Custody Banks (Continued)** |  |  |  |
| $2427804 | &nbsp;&nbsp; Jump Financial LLC, Refi Term Loan B, 1 Mo. CME Term SOFR <br> + 3.50%, 0.00% Floor<br>| 7.83<br> % <br>| 02/26/32 | $2452082 |
| 867223 | &nbsp;&nbsp; Osaic Holdings, Inc. (Advisor Group), Term Loan B, 1 Mo. CME <br> Term SOFR + 3.00%, 0.00% Floor<br>| 7.32<br> % <br>| 07/31/32 | 867887 |
|  |  |  |  | 11630016 |
|  | **Automotive Parts & Equipment – 1.5%** |  |  |  |
| 2005193 | &nbsp;&nbsp; Clarios Global, L.P. (Power Solutions), 2032 Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 7.07<br> % <br>| 01/31/32 | 2009263 |
| 1990000 | &nbsp;&nbsp; Clarios Global, L.P. (Power Solutions), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 05/06/30 | 1992985 |
|  |  |  |  | 4002248 |
|  | **Automotive Retail – 2.7%** |  |  |  |
| 2390227 | &nbsp;&nbsp; Highline Aftermarket Acquisition LLC, Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 3.50%, 0.75% Floor<br>| 7.70<br> % <br>| 02/19/30 | 2408166 |
| 182354 | &nbsp;&nbsp; Les Schwab Tire Centers (LS Group OpCo Acq. LLC), Refi Term <br> Loan B, 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.82<br> % <br>| 04/23/31 | 182412 |
| 1553331 | &nbsp;&nbsp; Les Schwab Tire Centers (LS Group OpCo Acq. LLC), Refi Term <br> Loan B, 3 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.70<br> % <br>| 04/23/31 | 1553820 |
| 3102701 | &nbsp;&nbsp; Mavis Tire Express Services Topco Corp., Refi Term Loan B, 3 <br> Mo. CME Term SOFR + 3.00%, 0.75% Floor<br>| 7.20<br> % <br>| 05/04/28 | 3113700 |
|  |  |  |  | 7258098 |
|  | **Broadline Retail – 0.2%** |  |  |  |
| 454998 | &nbsp;&nbsp; Peer Holding III B.V. (Action Holding), 2031 Term Loan B5B, 3 <br> Mo. CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.80<br> % <br>| 07/01/31 | 456476 |
|  | **Building Products – 2.3%** |  |  |  |
| 682920 | &nbsp;&nbsp; American Bath (CP Atlas Buyer, Inc.), Term Loan B, 1 Mo. CME <br> Term SOFR + 5.25%, 0.00% Floor<br>| 9.57<br> % <br>| 07/08/30 | 658335 |
| 1718013 | &nbsp;&nbsp; Miter Brands Acq. Holdco, Inc. (MIWD), Refi Term Loan, 1 Mo. <br> CME Term SOFR + 3.50%, 0.00% Floor<br>| 7.07<br> % <br>| 03/28/31 | 1727952 |
| 2354902 | &nbsp;&nbsp; TAMKO Building Products, Inc., Term Loan B, 3 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.95%-7.06% | 09/20/30 | 3312143 |
| 1401615 | &nbsp;&nbsp; TAMKO Building Products, Inc., Term Loan B, 6 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.79%-6.95% | 09/20/30 | 459625 |
|  |  |  |  | 6158055 |
|  | **Casinos & Gaming – 0.7%** |  |  |  |
| 669029 | &nbsp;&nbsp; Caesars Entertainment, Inc., 2031 Maturity Term Loan B1, 1 Mo. <br> CME Term SOFR + 2.75%, 0.50% Floor<br>| 6.57<br> % <br>| 02/06/31 | 668109 |
| 487051 | &nbsp;&nbsp; Flutter Entertainment PLC (Flutter Treasury DAC), Incremental <br> Term Loan, 3 Mo. CME Term SOFR + 2.00%, 0.50% Floor <br>| 6.30<br> % <br>| 06/04/32 | 486644 |
| 772390 | &nbsp;&nbsp; Golden Nugget, Inc. (Fertitta Entertainment LLC), Refi Term Loan, <br> 1 Mo. CME Term SOFR + 3.25%, 0.50% Floor <br>| 7.57<br> % <br>| 01/29/29 | 772923 |
|  |  |  |  | 1927676 |
|  | **Commercial Printing – 0.3%** |  |  |  |
| 883348 | &nbsp;&nbsp; Multi-Color Corp. (LABL, Inc.), Initial Dollar Term Loan, 1 Mo. <br> CME Term SOFR + CSA + 5.00%, 0.50% Floor <br>| 9.42<br> % <br>| 10/29/28 | 702907 |
|  | **Commodity Chemicals – 1.2%** |  |  |  |
| 3343858 | &nbsp;&nbsp; Charter Next Generation, Inc., Term Loan B, 1 Mo. CME Term <br> SOFR + 3.00%, 0.75% Floor<br>| 7.11<br> % <br>| 12/01/30 | 3361748 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Communications Equipment – 0.2%** |  |  |  |
| $612217 | &nbsp;&nbsp; Viavi Solutions, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.77<br> % <br>| 07/31/32 | $614323 |
|  | **Construction & Engineering – 0.4%** |  |  |  |
| 156827 | &nbsp;&nbsp; Azuria Water Solutions (f/k/a - Aegion Corp), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.75% Floor<br>| 7.27<br> % <br>| 05/31/28 | 157342 |
| 362398 | &nbsp;&nbsp; Centuri Group, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.25%, 0.00% Floor<br>| 6.57<br> % <br>| 07/09/32 | 363644 |
| 541296 | &nbsp;&nbsp; Construction Partners, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 11/01/31 | 543326 |
| 155714 | &nbsp;&nbsp; Socotec SAS (Socotec US Holdings), Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.75% Floor<br>| 7.52<br> % <br>| 06/02/31 | 157044 |
|  |  |  |  | 1221356 |
|  | **Construction Materials – 1.4%** |  |  |  |
| 342386 | &nbsp;&nbsp; Knife River Corp., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 6.31<br> % <br>| 03/07/32 | 343242 |
| 594510 | &nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B1 2031, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.57<br> % <br>| 04/14/31 | 595069 |
| 1591974 | &nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B2 2029, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.57<br> % <br>| 03/18/29 | 1594545 |
| 1178546 | &nbsp;&nbsp; Quikrete Holdings, Inc., Term Loan B3 2032, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.57<br> % <br>| 02/10/32 | 1179654 |
|  |  |  |  | 3712510 |
|  | **Consumer Electronics – 0.0%** |  |  |  |
| 114225 | &nbsp;&nbsp; Minimax Viking GmbH (MX Holdings/Igloo Holdings), Term Loan <br> B, 1 Mo. CME Term SOFR + 2.25%, 0.00% Floor <br>| 6.57<br> % <br>| 03/17/32 | 114618 |
|  | **Consumer Finance – 0.5%** |  |  |  |
| 1274100 | &nbsp;&nbsp; Creative Planning Group (CPI Holdco), Initial Term Loan, 1 Mo. <br> CME Term SOFR + 2.00%, 0.00% Floor<br>| 6.32<br> % <br>| 05/19/31 | 1273502 |
|  | **Data Processing & Outsourced Services – 1.1%** |  |  |  |
| 2015827 | &nbsp;&nbsp; Consilio (Skopima Consilio Parent LLC), Refi Term Loan B, 1 <br> Mo. CME Term SOFR + 3.75%, 0.50% Floor<br>| 8.07<br> % <br>| 05/17/28 | 1906035 |
| 1044472 | &nbsp;&nbsp; Paysafe Holdings (US) Corp., Facility B1 Loan, 1 Mo. CME Term <br> SOFR + CSA + 2.75%, 0.50% Floor<br>| 7.18<br> % <br>| 06/28/28 | 1043166 |
|  |  |  |  | 2949201 |
|  | **Distillers & Vintners – 0.4%** |  |  |  |
| 994843 | &nbsp;&nbsp; Sazerac Company, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.86<br> % <br>| 07/10/32 | 1001419 |
|  | **Diversified Metals & Mining – 1.0%** |  |  |  |
| 2705194 | &nbsp;&nbsp; SCIH Salt Holdings, Inc. (aka Morton Salt), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.75% Floor<br>| 7.20<br> % <br>| 01/31/29 | 2713878 |
|  | **Diversified Support Services – 1.1%** |  |  |  |
| 2172428 | &nbsp;&nbsp; First Advantage Corp., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 7.07<br> % <br>| 10/31/31 | 2180585 |
| 854397 | &nbsp;&nbsp; Vestis Corp., Term Loan B-1, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor<br>| 6.45<br> % <br>| 02/22/31 | 810964 |
|  |  |  |  | 2991549 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Drug Retail – 0.1%** |  |  |  |
| $192399 | &nbsp;&nbsp; Boots Group Finco, L.P., Term Loan B, 3 Mo. CME Term SOFR + <br> 3.50%, 0.00% Floor<br>| 7.70<br> % <br>| 09/30/32 | $193121 |
|  | **Education Services – 0.5%** |  |  |  |
| 745524 | &nbsp;&nbsp; Kindercare Learning Companies (KUEHG Corp.), Term Loan B, 3 <br> Mo. CME Term SOFR + 2.75%, 0.50% Floor<br>| 7.54<br> % <br>| 06/12/30 | 747388 |
| 485894 | &nbsp;&nbsp; Prometric Holdings, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 3.75%, 0.00% Floor<br>| 8.07<br> % <br>| 06/24/32 | 489235 |
|  |  |  |  | 1236623 |
|  | **Electric Utilities – 0.5%** |  |  |  |
| 1338452 | &nbsp;&nbsp; Alpha Generation LLC (AlphaGen), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.32<br> % <br>| 09/30/31 | 1338177 |
|  | **Electronic Equipment & Instruments – 0.7%** |  |  |  |
| 854711 | &nbsp;&nbsp; Chamberlain Group, Inc. (Chariot), Extended Term Loan, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 7.27<br> % <br>| 09/01/32 | 856100 |
| 253661 | &nbsp;&nbsp; Convergint Technologies (DG Investment Intermediate Holdingd 2, <br> Inc.), Term Loan B, 1 Mo. CME Term SOFR + 3.75%, 0.00% <br> Floor <br>| 8.10<br> % <br>| 07/10/32 | 255247 |
| 761680 | &nbsp;&nbsp; Verifone Systems, Inc., Extended Term Loan, 3 Mo. CME Term <br> SOFR + CSA + 5.50%, 0.00% Floor<br>| 10.07<br> % <br>| 08/21/28 | 727286 |
|  |  |  |  | 1838633 |
|  | **Environmental & Facilities Services – 0.6%** |  |  |  |
| 819630 | &nbsp;&nbsp; Allied Universal Holdco LLC, Extended Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.59<br> % <br>| 08/20/32 | 823401 |
| 295248 | &nbsp;&nbsp; Anticimex Global AB, Facility B6, Daily CME Term SOFR + <br> 3.40%, 0.50% Floor<br>| 7.76<br> % <br>| 11/16/28 | 296539 |
| 610671 | &nbsp;&nbsp; Interstate Waste Services (Action Environmental Group, Inc.), Term <br> Loan B, 2 Mo. CME Term SOFR + 3.25%, 0.50% Floor <br>| 7.55<br> % <br>| 10/24/30 | 612197 |
|  |  |  |  | 1732137 |
|  | **Food Distributors – 0.1%** |  |  |  |
| 347994 | &nbsp;&nbsp; C&S Wholesale Grocers LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 5.00%, 0.00% Floor<br>| 9.27<br> % <br>| 09/30/30 | 341253 |
|  | **Footwear – 0.2%** |  |  |  |
| 643437 | &nbsp;&nbsp; Skechers (Beach Acquisition Bidco LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.52<br> % <br>| 07/31/32 | 648263 |
|  | **Health Care Facilities – 4.5%** |  |  |  |
| 2514815 | &nbsp;&nbsp; Ardent Health Services, Inc. (AHP Health Partners, Inc.), 2024 <br> Refi Term Loan, 1 Mo. CME Term SOFR + 2.75%, 0.50%<br> Floor <br>| 7.07<br> % <br>| 08/24/28 | 2527917 |
| 1581844 | &nbsp;&nbsp; Ceva Sante (Financiere Mendel), USD Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.98<br> % <br>| 11/13/30 | 1587776 |
| 608701 | &nbsp;&nbsp; Concentra Health Services, Inc., Refi Term Loan B, 1 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor<br>| 6.32<br> % <br>| 07/26/31 | 612317 |
| 564351 | &nbsp;&nbsp; Hanger, Inc., Term Loan B, 1 Mo. CME Term SOFR + 3.50%, <br> 0.00% Floor<br>| 7.82<br> % <br>| 10/23/31 | 566233 |
| 3149890 | &nbsp;&nbsp; IVC Evidensia (VetStrategy Canada/IVC Acquisition Midco Ltd.), <br> Term Loan B-12, 3 Mo. CME Term SOFR + 3.75%, 0.50%<br> Floor <br>| 8.05<br> % <br>| 12/06/28 | 3173514 |
| 998389 | &nbsp;&nbsp; Select Medical Corp., Term Loan B-2, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 6.32<br> % <br>| 11/30/31 | 1002133 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Health Care Facilities (Continued)** |  |  |  |
| $2894735 | &nbsp;&nbsp; Southern Veterinary Partners LLC (Mission Pet), Refi Term Loan, <br> 3 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.82<br> % <br>| 12/04/31 | $2896689 |
|  |  |  |  | 12366579 |
|  | **Health Care Services – 4.8%** |  |  |  |
| 1938966 | &nbsp;&nbsp; Ensemble RCM LLC (Ensemble Health), 2024 Refi Loan, 3 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 7.31<br> % <br>| 08/01/29 | 1949766 |
| 3184686 | &nbsp;&nbsp; ExamWorks Group, Inc. (Electron Bidco), Refi Term Loan, 1 Mo. <br> CME Term SOFR + 2.75%, 0.50% Floor<br>| 7.07<br> % <br>| 11/01/28 | 3194638 |
| 870479 | &nbsp;&nbsp; Heartland Dental Care LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 3.75%, 0.00% Floor<br>| 8.07<br> % <br>| 08/25/32 | 871567 |
| 2846436 | &nbsp;&nbsp; Opella Healthcare Group (Opal U.S. LLC), Facility B2 (USD), 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.44<br> % <br>| 04/23/32 | 2866446 |
| 1255932 | &nbsp;&nbsp; Pacific Dental Services LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 7.09<br> % <br>| 03/17/31 | 1259505 |
| 2412557 | &nbsp;&nbsp; R1 RCM, Inc. (Raven Acq. Holdings LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.32<br> % <br>| 11/19/31 | 2421605 |
| 383271 | &nbsp;&nbsp; Radnet Management, Inc., Refi Term Loan, 3 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.45<br> % <br>| 04/18/31 | 384528 |
| 244103 | &nbsp;&nbsp; SCP Health (Onex TSG Intermediate Corp.), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.75%, 0.00% Floor<br>| 8.00<br> % <br>| 08/06/32 | 245171 |
|  |  |  |  | 13193226 |
|  | **Health Care Supplies – 1.2%** |  |  |  |
| 2674565 | &nbsp;&nbsp; Medline Borrower, L.P. (Mozart), Refi 2028 Term Loan, 1 Mo. <br> CME Term SOFR + 2.00%, 0.50% Floor<br>| 6.32<br> % <br>| 10/23/28 | 2677640 |
| 581687 | &nbsp;&nbsp; Performance Health, Inc., Term Loan B, 3 Mo. CME Term SOFR <br> + 3.75%, 0.00% Floor<br>| 7.95<br> % <br>| 03/19/32 | 571508 |
|  |  |  |  | 3249148 |
|  | **Health Care Technology – 6.4%** |  |  |  |
| 5251561 | &nbsp;&nbsp; athenahealth Group, Inc., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor<br>| 7.07<br> % <br>| 02/15/29 | 5254292 |
| 482271 | Cotiviti, Inc. (Verscend), Fixed Rate Term Loan | 7.63<br> % <br>| 05/01/31 | 489203 |
| 3326741 | &nbsp;&nbsp; Cotiviti, Inc. (Verscend), Term Loan B, 1 Mo. CME Term SOFR + <br> 3.25%, 0.00% Floor<br>| 7.10<br> % <br>| 05/01/31 | 3330916 |
| 4553189 | &nbsp;&nbsp; Mediware (Wellsky/Project Ruby Ultimate Parent Corp.), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + 2.75%, 0.00% Floor <br>| 7.18<br> % <br>| 03/10/28 | 4563639 |
| 252819 | &nbsp;&nbsp; PointClickCare Technologies, Inc., Refi Term Loan B, 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 7.08<br> % <br>| 11/03/31 | 253926 |
| 3479295 | &nbsp;&nbsp; Waystar Technologies, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 2.00%, 0.00% Floor<br>| 6.27<br> % <br>| 10/22/29 | 3487994 |
|  |  |  |  | 17379970 |
|  | **Home Furnishings – 0.2%** |  |  |  |
| 462495 | &nbsp;&nbsp; Restoration Hardware (RH), Term Loan B-2, 1 Mo. CME Term <br> SOFR + CSA + 3.25%, 0.50% Floor<br>| 7.67<br> % <br>| 10/20/28 | 449693 |
|  | **Hotels, Resorts & Cruise Lines – 0.2%** |  |  |  |
| 124644 | &nbsp;&nbsp; Alterra Mountain Company, 2030 Term Loan, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 05/31/30 | 125034 |
| 362422 | &nbsp;&nbsp; Alterra Mountain Company, Refi Term Loan B-6, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 08/17/28 | 363329 |
|  |  |  |  | 488363 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Human Resource & Employment Services – 0.2%** |  |  |  |
| $702518 | &nbsp;&nbsp; HireRight (Genuine Financial Holdings LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 09/27/30 | $662373 |
|  | **Independent Power Producers & Energy Traders – 0.4%** |  |  |  |
| 697087 | &nbsp;&nbsp; Cornerstone Generation LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor<br>| 7.48<br> % <br>| 08/11/32 | 702664 |
| 250886 | &nbsp;&nbsp; Talen Energy Supply, Inc., Incremental Term Loan B, 3 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.73<br> % <br>| 12/15/31 | 252073 |
|  |  |  |  | 954737 |
|  | **Industrial Machinery & Supplies & Components – 3.4%** |  |  |  |
| 244509 | &nbsp;&nbsp; BCP VI Summit Holdings, L.P. (Chemelex - f/k/a nVent), Refi <br> Term Loan B, 1 Mo. CME Term SOFR + 3.50%, 0.00% Floor <br>| 7.32<br> % <br>| 01/30/32 | 246075 |
| 1855238 | &nbsp;&nbsp; Filtration Group Corp., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.75%, 0.50% Floor<br>| 7.07<br> % <br>| 10/23/28 | 1865674 |
| 955157 | &nbsp;&nbsp; Madison IAQ LLC, 2025 Refi Term Loan B, 6 Mo. CME Term <br> SOFR + 2.75%, 0.50% Floor<br>| 6.70<br> % <br>| 06/21/28 | 957707 |
| 2992981 | &nbsp;&nbsp; Pro Mach Group, Inc., Refi Term Loan B, 1 Mo. CME Term SOFR <br> + 2.75%, 1.00% Floor<br>| 7.07<br> % <br>| 08/31/28 | 3004789 |
| 1067 | &nbsp;&nbsp; Service Logic Acq, Inc. (MSHC), Term Loan B, 1 Mo. CME Term <br> SOFR + 3.00%, 0.75% Floor<br>| 7.32<br> % <br>| 10/29/27 | 1071 |
| 423468 | &nbsp;&nbsp; Service Logic Acq, Inc. (MSHC), Term Loan B, 3 Mo. CME Term <br> SOFR + 3.00%, 0.75% Floor<br>| 7.31<br> % <br>| 10/29/27 | 425056 |
| 1936034 | &nbsp;&nbsp; SPX Flow, Inc., Term Loan B, 1 Mo. CME Term SOFR + 2.75%, <br> 0.50% Floor<br>| 7.07<br> % <br>| 04/05/29 | 1949837 |
| 711135 | &nbsp;&nbsp; TK Elevator Newco GMBH (Vertical U.S. Newco, Inc.), Term <br> Loan B, 6 Mo. CME Term SOFR + 3.00%, 0.50% Floor <br>| 7.20<br> % <br>| 04/30/30 | 714449 |
|  |  |  |  | 9164658 |
|  | **Insurance Brokers – 17.4%** |  |  |  |
| 1280245 | &nbsp;&nbsp; Acrisure LLC, Term Loan B-6 2030, 1 Mo. CME Term SOFR + <br> 3.00%, 0.00% Floor<br>| 7.32<br> % <br>| 11/06/30 | 1281250 |
| 6432432 | &nbsp;&nbsp; Acrisure LLC, Term Loan B-7, 1 Mo. CME Term SOFR + 3.25%, <br> 0.00% Floor<br>| 7.57<br> % <br>| 06/20/32 | 6439476 |
| 2890000 | &nbsp;&nbsp; Alera Group, Inc., 1st Lien Term Loan B, 1 Mo. CME Term SOFR <br> + 3.25%, 0.50% Floor<br>| 7.57<br> % <br>| 05/30/32 | 2905187 |
| 1060000 | &nbsp;&nbsp; Alera Group, Inc., Second Lien Term Loan, 1 Mo. CME Term <br> SOFR + 5.50%, 0.50% Floor<br>| 9.82<br> % <br>| 05/30/33 | 1101738 |
| 125537 | &nbsp;&nbsp; Alliant Holdings I LLC, 2025 Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 09/19/31 | 125403 |
| 1712692 | &nbsp;&nbsp; Amwins Group, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.25%, 0.75% Floor<br>| 6.57<br> % <br>| 01/30/32 | 1714011 |
| 2549587 | &nbsp;&nbsp; Ardonagh Midco 3 Ltd., Refi Term Loan B (USD), 3 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 6.95%-7.05% | 02/15/31 | 2551193 |
| 3836145 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, Refi Term Loan, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 7.37<br> % <br>| 05/24/31 | 3848938 |
| 346674 | &nbsp;&nbsp; BroadStreet Partners, Inc., Refi Term Loan B-4, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 7.07<br> % <br>| 06/16/31 | 346901 |
| 237996 | &nbsp;&nbsp; CFC Group Ltd., Term Loan B, 3 Mo. CME Term SOFR + 3.75%, <br> 0.00% Floor<br>| 8.04<br> % <br>| 07/01/32 | 237253 |
| 3456082 | &nbsp;&nbsp; CRC Insurance Group (f/k/a Truist Insurance), Second Lien Term <br> Loan, 3 Mo. CME Term SOFR + 4.75%, 0.00% Floor <br>| 9.05<br> % <br>| 05/06/32 | 3537439 |
| 724854 | &nbsp;&nbsp; CRC Insurance Group (f/k/a Truist Insurance), Term Loan B, 3 <br> Mo. CME Term SOFR + 2.75%, 0.00% Floor<br>| 7.05<br> % <br>| 05/06/31 | 726894 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Insurance Brokers (Continued)** |  |  |  |
| $971998 | &nbsp;&nbsp; Goosehead Insurance Holdings LLC, Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 7.36<br> % <br>| 01/08/32 | $978073 |
| 3494818 | &nbsp;&nbsp; Hub International Ltd., 2025 Refi Term Loan B, 3 Mo. CME Term <br> SOFR + 2.50%, 0.75% Floor<br>| 6.83<br> % <br>| 06/20/30 | 3505670 |
| 73087 | &nbsp;&nbsp; Hyperion Insurance Group Ltd. (aka - Howden Group), 2031 <br> Maturity Refi Loan, 1 Mo. CME Term SOFR + 2.75%, 0.50% <br> Floor <br>| 7.07<br> % <br>| 02/18/31 | 73191 |
| 5159094 | &nbsp;&nbsp; Hyperion Insurance Group Ltd. (aka - Howden Group), Term Loan <br> B, 1 Mo. CME Term SOFR + 3.50%, 0.50% Floor <br>| 7.82<br> % <br>| 04/18/30 | 5179653 |
| 2737153 | &nbsp;&nbsp; IMA Financial Group, Inc., Term Loan B, 1 Mo. CME Term SOFR <br> + 3.00%, 0.50% Floor<br>| 7.32<br> % <br>| 11/01/28 | 2743996 |
| 374063 | &nbsp;&nbsp; Jones DesLauriers Insurance Management, Inc. (NavaCord), Term <br> Loan B, 3 Mo. CME Term SOFR + 2.75%, 0.00% Floor <br>| 7.06<br> % <br>| 03/15/30 | 372584 |
| 2192875 | &nbsp;&nbsp; OneDigital Borrower LLC, Second Lien Term Loan, 1 Mo. CME <br> Term SOFR + 5.25%, 0.50% Floor<br>| 9.57<br> % <br>| 07/02/32 | 2221656 |
| 1452136 | &nbsp;&nbsp; OneDigital Borrower LLC, Term Loan B, 1 Mo. CME Term SOFR <br> + 3.00%, 0.50% Floor<br>| 7.32<br> % <br>| 07/02/31 | 1454575 |
| 4224647 | &nbsp;&nbsp; Ryan Specialty Group LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.32<br> % <br>| 09/13/31 | 4242602 |
| 1605715 | &nbsp;&nbsp; Trucordia Insurance Holdings LLC, Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 06/17/32 | 1614755 |
| 304462 | &nbsp;&nbsp; USI, Inc., 2029 Term Loan D, 3 Mo. CME Term SOFR + 2.25%, <br> 0.00% Floor<br>| 6.55<br> % <br>| 11/21/29 | 304390 |
|  |  |  |  | 47506828 |
|  | **Interactive Media & Services – 1.4%** |  |  |  |
| 1101750 | Twitter, Inc. (X Corp.), Fixed Rate Term Loan B-3 | 9.50<br> % <br>| 10/29/29 | 1084827 |
| 2715862 | &nbsp;&nbsp; Twitter, Inc. (X Corp.), Term Loan B-1, 3 Mo. CME Term SOFR + <br> CSA + 6.50%, 0.50% Floor<br>| 10.96<br> % <br>| 10/26/29 | 2658639 |
|  |  |  |  | 3743466 |
|  | **Internet Services & Infrastructure – 1.6%** |  |  |  |
| 4475988 | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc., Term Loan B, 1 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 6.82<br> % <br>| 07/31/31 | 4493243 |
|  | **IT Consulting & Other Services – 3.1%** |  |  |  |
| 2910471 | &nbsp;&nbsp; Gainwell Acquisition Corp. (f/k/a Milano), Term Loan B, 3 Mo. <br> CME Term SOFR + CSA + 4.00%, 0.75% Floor <br>| 8.40<br> % <br>| 10/01/27 | 2868997 |
| 5659810 | &nbsp;&nbsp; Informatica Corp., 2024 Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 2.25%, 0.00% Floor<br>| 6.57<br> % <br>| 10/30/28 | 5677497 |
|  |  |  |  | 8546494 |
|  | **Leisure Facilities – 0.1%** |  |  |  |
| 361681 | &nbsp;&nbsp; Herschend Entertainment Company LLC, Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 05/27/32 | 364639 |
| 161 | &nbsp;&nbsp; Life Time Fitness, Inc., Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 6.36<br> % <br>| 11/05/31 | 161 |
|  |  |  |  | 364800 |
|  | **Life Sciences Tools & Services – 1.7%** |  |  |  |
| 2202436 | &nbsp;&nbsp; Parexel International Corp. (Phoenix Newco), 2025 Refi Term <br> Loan, 1 Mo. CME Term SOFR + 2.50%, 0.50% Floor <br>| 6.82<br> % <br>| 11/15/28 | 2207028 |
| 2436063 | &nbsp;&nbsp; Syneos Health, Inc. (Star Parent), Term Loan B, 3 Mo. CME Term <br> SOFR + 4.00%, 0.00% Floor<br>| 8.30<br> % <br>| 09/30/30 | 2425101 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Life Sciences Tools & Services (Continued)** |  |  |  |
| $117937 | &nbsp;&nbsp; WCG Intermediate Corp. (WIRB-Copernicus Group), Term Loan <br> B, 1 Mo. CME Term SOFR + 3.00%, 0.00% Floor <br>| 7.32<br> % <br>| 02/28/32 | $118001 |
|  |  |  |  | 4750130 |
|  | **Managed Health Care – 0.2%** |  |  |  |
| 228092 | &nbsp;&nbsp; MedRisk (Bella Holding Company LLC), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.75% Floor<br>| 7.32<br> % <br>| 05/10/28 | 228805 |
| 372762 | &nbsp;&nbsp; MyEyeDr. (MED ParentCo, L.P.), Term Loan B, 1 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 04/15/31 | 374422 |
|  |  |  |  | 603227 |
|  | **Metal, Glass & Plastic Containers – 1.1%** |  |  |  |
| 884818 | &nbsp;&nbsp; Magnera Corp. (Treasure Escrow/Glatfelter), Term Loan B, 3 Mo. <br> CME Term SOFR + 4.25%, 0.00% Floor<br>| 8.45<br> % <br>| 11/04/31 | 882977 |
| 849846 | &nbsp;&nbsp; ProAmpac PG Borrower LLC, 2024 Refi Term Loan B, 3 Mo. <br> CME Term SOFR + 4.00%, 0.75% Floor<br>| 8.19%-8.32% | 09/15/28 | 851545 |
| 1179470 | &nbsp;&nbsp; Tekni-Plex (Trident TPI Holdings, Inc.), Term Loan B7, 3 Mo. <br> CME Term SOFR + 3.75%, 0.50% Floor<br>| 8.05<br> % <br>| 09/18/28 | 1131661 |
|  |  |  |  | 2866183 |
|  | **Movies & Entertainment – 0.4%** |  |  |  |
| 994484 | &nbsp;&nbsp; TKO Group Holdings, Inc. (UFC), Term Loan B-4, 3 Mo. CME <br> Term SOFR + 2.25%, 0.00% Floor<br>| 6.46<br> % <br>| 11/21/31 | 998308 |
|  | **Office Services & Supplies – 0.2%** |  |  |  |
| 578515 | &nbsp;&nbsp; Shift4 Payments LLC (Harbortouch), Term Loan B, 2 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 7.05<br> % <br>| 07/03/32 | 584182 |
|  | **Oil & Gas Storage & Transportation – 0.0%** |  |  |  |
| 62600 | &nbsp;&nbsp; BCP Renaissance Parent LLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.00%, 1.00% Floor<br>| 6.80<br> % <br>| 10/31/28 | 62700 |
|  | **Other Diversified Financial Services – 1.1%** |  |  |  |
| 3076525 | &nbsp;&nbsp; Gen II Fund Services (PEX Holdings LLC), Term Loan B, 3 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 6.97<br> % <br>| 11/19/31 | 3082924 |
|  | **Other Specialty Retail – 1.4%** |  |  |  |
| 1574540 | &nbsp;&nbsp; Bass Pro Group LLC (Great Outdoors Group LLC), Term Loan <br> B-3, 1 Mo. CME Term SOFR + 3.25%, 0.75% Floor <br>| 7.57<br> % <br>| 01/23/32 | 1581035 |
| 2189725 | &nbsp;&nbsp; Petco Health and Wellness Company, Inc., Initial Term Loan B, 3 <br> Mo. CME Term SOFR + CSA + 3.25%, 0.75% Floor <br>| 7.81<br> % <br>| 03/04/28 | 2120847 |
|  |  |  |  | 3701882 |
|  | **Packaged Foods & Meats – 2.7%** |  |  |  |
| 1874732 | &nbsp;&nbsp; Froneri International Ltd., Incremental USD TL B-6, 1 Mo. CME <br> Term SOFR + 2.50%, 0.00% Floor<br>| 6.77<br> % <br>| 07/31/32 | 1873917 |
| 1341317 | &nbsp;&nbsp; Nomad Foods Ltd., Term Loan B-5, 6 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor<br>| 6.54<br> % <br>| 11/08/29 | 1345180 |
| 522243 | &nbsp;&nbsp; Sauer Brands, Inc. (Savor Acquisition Inc.), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor <br>| 7.32<br> % <br>| 02/19/32 | 525572 |
| 1432693 | &nbsp;&nbsp; Shearer's Foods LLC (Fiesta Purchaser, Inc.), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor <br>| 7.07<br> % <br>| 02/12/31 | 1434148 |
| 2264511 | &nbsp;&nbsp; Utz Quality Foods LLC, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 01/31/32 | 2269889 |
|  |  |  |  | 7448706 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Paper & Plastic Packaging Products & Materials – 1.8%** |  |  |  |
| $3990231 | &nbsp;&nbsp; Graham Packaging Company, L.P., 2024 Refi Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 08/04/27 | $3997533 |
| 838018 | &nbsp;&nbsp; Novolex (Clydesdale Acq. Holdings, Inc.), Term Loan B, 1 Mo. <br> CME Term SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 03/31/32 | 838131 |
|  |  |  |  | 4835664 |
|  | **Passenger Airlines – 0.9%** |  |  |  |
| 2000000 | &nbsp;&nbsp; American Airlines, Inc., Term Loan B 2027, 6 Mo. CME Term <br> SOFR + CSA + 1.75%, 0.00% Floor<br>| 5.98<br> % <br>| 01/29/27 | 1991040 |
| 346241 | &nbsp;&nbsp; American Airlines, Inc. (AAdvantage Loyalty IP Ltd.), 2032 Term <br> Loan, 3 Mo. CME Term SOFR + 3.25%, 0.00% Floor <br>| 7.58<br> % <br>| 05/31/32 | 348514 |
|  |  |  |  | 2339554 |
|  | **Passenger Ground Transportation – 0.4%** |  |  |  |
| 525735 | &nbsp;&nbsp; First Student Bidco, Inc., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.71<br> % <br>| 07/21/30 | 526852 |
| 96054 | &nbsp;&nbsp; First Student Bidco, Inc., Term Loan C, 3 Mo. CME Term SOFR + <br> 2.50%, 0.00% Floor<br>| 6.71<br> % <br>| 07/21/30 | 96219 |
| 457127 | &nbsp;&nbsp; Student Transportation of America Holdings, Inc., Term Loan B, 3 <br> Mo. CME Term SOFR + 3.25%, 0.00% Floor <br>| 7.57<br> % <br>| 06/24/32 | 459486 |
|  |  |  |  | 1082557 |
|  | **Pharmaceuticals – 0.4%** |  |  |  |
| 1110754 | &nbsp;&nbsp; Dechra Finance US LLC, USD Facility B1, 6 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor<br>| 7.45<br> % <br>| 01/27/32 | 1115614 |
|  | **Research & Consulting Services – 6.2%** |  |  |  |
| 1215632 | &nbsp;&nbsp; Acuren Holdings, Inc. (Acuren Delaware), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 7.07<br> % <br>| 07/30/31 | 1219619 |
| 3258509 | &nbsp;&nbsp; AlixPartners, LLP, 2025 Term Loan B, 1 Mo. CME Term SOFR + <br> 2.00%, 0.00% Floor<br>| 6.32<br> % <br>| 08/12/32 | 3250021 |
| 697864 | &nbsp;&nbsp; AmSpec Parent LLC, Refi Term Loan B, 3 Mo. CME Term SOFR <br> + 3.50%, 0.00% Floor<br>| 7.80<br> % <br>| 12/22/31 | 703206 |
| 6094866 | &nbsp;&nbsp; Clarivate Analytics PLC (Camelot), 2024 Term Loan B, 1 Mo. <br> CME Term SOFR + 2.75%, 0.00% Floor<br>| 7.07<br> % <br>| 01/31/31 | 6066677 |
| 423863 | &nbsp;&nbsp; Eisner Advisory Group LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 4.00%, 0.50% Floor<br>| 8.32<br> % <br>| 02/28/31 | 427086 |
| 3418827 | &nbsp;&nbsp; Grant Thornton Advisors LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 2.50%, 0.00% Floor<br>| 6.82<br> % <br>| 05/30/31 | 3415630 |
| 838153 | &nbsp;&nbsp; Ryan LLC, Term Loan B, 1 Mo. CME Term SOFR + 3.50%, <br> 0.50% Floor<br>| 7.82<br> % <br>| 11/14/30 | 841385 |
| 1045247 | &nbsp;&nbsp; Veritext Corp. (VT TopCo, Inc.), Refi Term Loan, 1 Mo. CME <br> Term SOFR + 3.00%, 0.50% Floor<br>| 7.36<br> % <br>| 08/12/30 | 1047369 |
|  |  |  |  | 16970993 |
|  | **Restaurants – 4.4%** |  |  |  |
| 6820301 | &nbsp;&nbsp; IRB Holding Corp. (Arby's/Inspire Brands), Term Loan B, 1 Mo. <br> CME Term SOFR + 2.50%, 0.75% Floor <br>| 6.82<br> % <br>| 12/15/27 | 6822450 |
| 5135249 | &nbsp;&nbsp; Whatabrands LLC, Term Loan B, 1 Mo. CME Term SOFR + <br> 2.50%, 0.50% Floor<br>| 6.82<br> % <br>| 08/03/28 | 5142053 |
|  |  |  |  | 11964503 |
|  | **Security & Alarm Services – 0.9%** |  |  |  |
| 2585785 | &nbsp;&nbsp; Garda World Security Corp., Refi Term Loan B, 1 Mo. CME Term <br> SOFR + 3.00%, 0.00% Floor<br>| 7.36<br> % <br>| 02/01/29 | 2589986 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Semiconductor Materials & Equipment – 0.5%** |  |  |  |
| $1457684 | &nbsp;&nbsp; Altera (Gryphon Debt Merger Sub, Inc./Acquire Newco), Term <br> Loan B, 1 Mo. CME Term SOFR + 3.00%, 0.00% Floor <br>| 7.27<br> % <br>| 09/30/32 | $1465431 |
|  | **Soft Drinks & Non-alcoholic Beverages – 0.9%** |  |  |  |
| 1012912 | &nbsp;&nbsp; Celsius Holdings, Inc., Term Loan B, 3 Mo. CME Term SOFR + <br> 3.25%, 0.00% Floor<br>| 7.54<br> % <br>| 03/31/32 | 1023148 |
| 1559602 | &nbsp;&nbsp; Primo Brands Corp., Term Loan B, 3 Mo. CME Term SOFR + <br> 2.25%, 0.50% Floor<br>| 6.55<br> % <br>| 03/31/28 | 1563337 |
|  |  |  |  | 2586485 |
|  | **Specialized Consumer Services – 1.8%** |  |  |  |
| 2626055 | &nbsp;&nbsp; Belron Finance US LLC, Refi Term Loan, 3 Mo. CME Term <br> SOFR + 2.50%, 0.50% Floor<br>| 6.74<br> % <br>| 10/16/31 | 2642139 |
| 228525 | &nbsp;&nbsp; Caliber Collision (Wand NewCo 3, Inc.), 2025 Refi Term Loan B, <br> 1 Mo. CME Term SOFR + 2.50%, 0.00% Floor <br>| 6.82<br> % <br>| 01/30/31 | 228340 |
| 1766757 | &nbsp;&nbsp; Mister Car Wash Holdings, Inc., Term Loan B, 1 Mo. CME Term <br> SOFR + 2.75%, 0.00% Floor<br>| 6.82<br> % <br>| 03/27/31 | 1772437 |
| 373062 | &nbsp;&nbsp; Wash MultiFamily Acquisition, Inc., Term Loan B, 1 Mo. CME <br> Term SOFR + 3.25%, 0.00% Floor<br>| 7.52<br> % <br>| 08/15/32 | 374346 |
|  |  |  |  | 5017262 |
|  | **Specialized Finance – 0.1%** |  |  |  |
| 373944 | &nbsp;&nbsp; Colonial First State (Superannuation and Investments US LLC), <br> Term Loan B, 1 Mo. CME Term SOFR + 3.00%, 0.50% Floor <br>| 7.32<br> % <br>| 12/01/28 | 375191 |
|  | **Systems Software – 3.8%** |  |  |  |
| 2645818 | &nbsp;&nbsp; Idera, Inc. (Flash Charm), 2024 Refi Term Loan, 3 Mo. CME Term <br> SOFR + 3.50%, 0.75% Floor<br>| 7.80<br> % <br>| 03/02/28 | 2463918 |
| 320701 | &nbsp;&nbsp; Idera, Inc. (Flash Charm), Second Lien Term Loan, 3 Mo. CME <br> Term SOFR + 6.75%, 0.75% Floor<br>| 11.20<br> % <br>| 03/02/29 | 275535 |
| 1456532 | &nbsp;&nbsp; Kaseya, Inc., First Lien Term Loan, 1 Mo. CME Term SOFR + <br> 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 03/20/32 | 1461288 |
| 59472 | &nbsp;&nbsp; Kaseya, Inc., Second Lien Term Loan, 1 Mo. CME Term SOFR + <br> 5.00%, 0.00% Floor<br>| 9.32<br> % <br>| 03/20/33 | 59751 |
| 1413000 | &nbsp;&nbsp; KnowBe4, Inc., Term Loan B, 3 Mo. CME Term SOFR + 3.75%, <br> 0.00% Floor<br>| 8.07<br> % <br>| 07/26/32 | 1420065 |
| 3903751 | &nbsp;&nbsp; Proofpoint, Inc., 2024 Refi Term Loan, 1 Mo. CME Term SOFR + <br> 3.00%, 0.50% Floor<br>| 7.32<br> % <br>| 08/31/28 | 3932209 |
| 302362 | &nbsp;&nbsp; Proofpoint, Inc., Incr Term Loan, 1 Mo. CME Term SOFR + <br> 3.00%, 0.50% Floor<br>| 7.32<br> % <br>| 08/31/28 | 304566 |
| 162964 | &nbsp;&nbsp; SS&C Technologies Holdings, Inc., Term Loan B8, 1 Mo. CME <br> Term SOFR + 2.00%, 0.00% Floor<br>| 6.32<br> % <br>| 05/09/31 | 163458 |
| 405808 | &nbsp;&nbsp; SUSE (Marcel Bidco LLC), Refi Term Loan B9, Daily CME Term <br> SOFR + 3.00%, 0.50% Floor<br>| 7.29%-7.40% | 11/13/30 | 407330 |
|  |  |  |  | 10488120 |
|  | **Trading Companies & Distributors – 3.7%** |  |  |  |
| 812263 | &nbsp;&nbsp; Aggreko Holdings, Inc. (Albion), Extended Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.50% Floor<br>| 7.21<br> % <br>| 05/25/31 | 816324 |
| 627684 | &nbsp;&nbsp; Azorra Aviation (Azorra Finance Ltd.), Term Loan B, 1 Mo. CME <br> Term SOFR + 2.75%, 0.00% Floor<br>| 7.00<br> % <br>| 10/18/29 | 631218 |
| 1354 | &nbsp;&nbsp; Foundation Building Materials, Inc., Term Loan B, 1 Mo. CME <br> Term SOFR + CSA + 3.25%, 0.50% Floor<br>| 7.68<br> % <br>| 01/31/28 | 1359 |
| 518646 | &nbsp;&nbsp; Foundation Building Materials, Inc., Term Loan B, 3 Mo. CME <br> Term SOFR + CSA + 3.25%, 0.50% Floor<br>| 7.82<br> % <br>| 01/31/28 | 520643 |

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal**<br> **Value**<br>| **Description** | **Rate (a)** | **Stated**<br> **Maturity (b)**<br>| **Value** |
| **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** | **SENIOR FLOATING-RATE LOAN INTERESTS (c) (Continued)** |
|  | **Trading Companies & Distributors (Continued)** |  |  |  |
| $803 | &nbsp;&nbsp; Foundation Building Materials, Inc., Term Loan B2, 1 Mo. CME <br> Term SOFR + 4.00%, 0.00% Floor<br>| 8.32<br> % <br>| 01/29/31 | $807 |
| 316265 | &nbsp;&nbsp; Foundation Building Materials, Inc., Term Loan B2, 6 Mo. CME <br> Term SOFR + 4.00%, 0.00% Floor<br>| 8.31<br> % <br>| 01/29/31 | 317886 |
| 1104773 | &nbsp;&nbsp; QXO/Beacon Roofing (Queen Mergerco), Term Loan B, 3 Mo. <br> CME Term SOFR + 3.00%, 0.00% Floor<br>| 7.30<br> % <br>| 04/30/32 | 1115876 |
| 878152 | &nbsp;&nbsp; US LBM Holdings, Term Loan, 1 Mo. CME Term SOFR + 5.00%, <br> 0.75% Floor<br>| 9.36<br> % <br>| 06/06/31 | 872224 |
| 2298176 | &nbsp;&nbsp; Veritiv Corp. (Verde Purchaser LLC), Term Loan B, 3 Mo. CME <br> Term SOFR + 5.00%, 0.00% Floor<br>| 8.30<br> % <br>| 11/29/30 | 2275826 |
| 1592415 | &nbsp;&nbsp; VistaJet Malta Finance PLC, Term Loan B, 3 Mo. CME Term <br> SOFR + 3.75%, 0.00% Floor<br>| 8.04<br> % <br>| 03/31/31 | 1604358 |
| 1888676 | &nbsp;&nbsp; White Cap Supply Holdings LLC, Term Loan B, 1 Mo. CME Term <br> SOFR + 3.25%, 0.00% Floor<br>| 7.57<br> % <br>| 10/29/29 | 1891906 |
|  |  |  |  | 10048427 |
|  | **Transaction & Payment Processing Services – 0.7%** |  |  |  |
| 1845291 | &nbsp;&nbsp; Worldpay (GTCR W Merger Sub LLC/Boost Newco LLC), Term <br> Loan B, 3 Mo. CME Term SOFR + 2.00%, 0.00% Floor <br>| 6.30<br> % <br>| 01/31/31 | 1849443 |
|  | **Total Senior Floating-Rate Loan Interests** | **Total Senior Floating-Rate Loan Interests** | **Total Senior Floating-Rate Loan Interests** | 328089532 |
|  | (Cost $328,948,625) |  |  |  |
| **Principal**<br> **Value**<br>| **Description** | **Stated**<br> **Coupon**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CORPORATE BONDS AND NOTES (c) – 1.9%** | **CORPORATE BONDS AND NOTES (c) – 1.9%** | **CORPORATE BONDS AND NOTES (c) – 1.9%** | **CORPORATE BONDS AND NOTES (c) – 1.9%** | **CORPORATE BONDS AND NOTES (c) – 1.9%** |
|  | **Application Software – 0.2%** |  |  |  |
| 366000 | Cloud Software Group, Inc. (e) | 6.63<br> % <br>| 08/15/33 | 371372 |
| 238000 | GoTo Group, Inc. (d) (e) | 5.50<br> % <br>| 05/01/28 | 81515 |
|  |  |  |  | 452887 |
|  | **Broadcasting – 0.4%** |  |  |  |
| 1493550 | iHeartCommunications, Inc. (e) | 7.75<br> % <br>| 08/15/30 | 1190666 |
|  | **Cable & Satellite – 0.6%** |  |  |  |
| 1462000 | DISH Network Corp. (e) | 11.75<br> % <br>| 11/15/27 | 1546640 |
|  | **Insurance Brokers – 0.5%** |  |  |  |
| 1247000 | Panther Escrow Issuer LLC (e) | 7.13<br> % <br>| 06/01/31 | 1294904 |
|  | **Life Sciences Tools & Services – 0.0%** |  |  |  |
| 137000 | Star Parent, Inc. (e) | 9.00<br> % <br>| 10/01/30 | 145206 |
|  | **Metal, Glass & Plastic Containers – 0.1%** |  |  |  |
| 250000 | Magnera Corp. (e) | 4.75<br> % <br>| 11/15/29 | 220971 |
|  | **Other Specialty Retail – 0.1%** |  |  |  |
| 317000 | PetSmart LLC/PetSmart Finance Corp. (e) | 7.50<br> % <br>| 09/15/32 | 314502 |
|  | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | **Total Corporate Bonds and Notes** | 5165776 |
|  | (Cost $5,220,625) |  |  |  |
| **FOREIGN CORPORATE BONDS AND NOTES (c) – 0.1%** | **FOREIGN CORPORATE BONDS AND NOTES (c) – 0.1%** | **FOREIGN CORPORATE BONDS AND NOTES (c) – 0.1%** | **FOREIGN CORPORATE BONDS AND NOTES (c) – 0.1%** | **FOREIGN CORPORATE BONDS AND NOTES (c) – 0.1%** |
|  | **Metal, Glass & Plastic Containers – 0.1%** |  |  |  |
| 410000 | Trivium Packaging Finance B,V. (e) | 8.25<br> % <br>| 07/15/30 | 435861 |
|  | (Cost $414,026) |  |  |  |

---

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

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** |
|  | **Pharmaceuticals – 0.0%** |  |
| 150392 | Akorn, Inc. (f) (g) (h) | $6016 |
|  | (Cost $1,724,086) |  |
| **RIGHTS – 0.0%** | **RIGHTS – 0.0%** | **RIGHTS – 0.0%** |
|  | **Life Sciences Tools & Services – 0.0%** |  |
| 1 | New Millennium Holdco, Inc., Corporate Claim Trust, no expiration date (h) (i) (j) (k) | 0 |
| 1 | New Millennium Holdco, Inc., Lender Claim Trust, no expiration date (h) (i) (j) (k) | 0 |
|  | **Total Rights** | 0 |
|  | (Cost $0) |  |
| **MONEY MARKET FUNDS (c) – 0.8%** | **MONEY MARKET FUNDS (c) – 0.8%** | **MONEY MARKET FUNDS (c) – 0.8%** |
| 1991553 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.13% (l) | 1991553 |
|  | (Cost $1,991,553) |  |
|  | **Total Investments – 123.1%** | 335688738 |
|  | (Cost $338,298,915)  |  |
|  | **Outstanding Loans – (19.8)%** | (54000000)<br>|
|  | **Net Other Assets and Liabilities – (3.3)%** | (8907976)<br>|
|  | **Net Assets – 100.0%** | $272780762 |

---

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(c) All or a portion of these securities serve as collateral for the outstanding loan
 unless otherwise indicated. At August 31, 2025, the segregated value of these securities amounts to $334,876,624.

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

&nbsp;&nbsp;&nbsp;&nbsp;(e) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the "1933 Act"), and may be resold in transactions exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Fund's Board of Trustees, this security has been determined to be liquid by First Trust Advisors L.P. (the "Advisor"). Although market instability can result in periods of increased overall market illiquidity, liquidity for each security is determined
 based on security specific factors and assumptions, which require subjective judgment. At August 31, 2025, securities noted
 as such amounted to $5,601,637 or 2.0% of net assets.

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(i) This security is fair valued by the Advisor's Pricing Committee in accordance with procedures approved by the Fund's Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940
 and rules thereunder, as amended. At August 31, 2025, securities noted as such are valued at $0 or 0.0% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Pursuant to procedures adopted by the Fund's Board of Trustees, this security has been determined to be illiquid by the Advisor.

&nbsp;&nbsp;&nbsp;&nbsp;(k) This security's value was determined using significant unobservable inputs (see Valuation Inputs section).

&nbsp;&nbsp;&nbsp;&nbsp;(l) Rate shown reflects yield as of August 31, 2025.

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

---

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

---

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

------

**Valuation Inputs**

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

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

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

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

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

A summary of the inputs used to value the Fund's investments as of August 31, 2025 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total**<br> **Value at**<br> **8/31/2025**<br>| &nbsp;&nbsp;&nbsp; **Level 1**<br> **Quoted**<br> **Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2**<br> **Significant**<br> **Observable**<br> **Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3**<br> **Significant**<br> **Unobservable**<br> **Inputs**<br>|
| Senior Floating-Rate Loan Interests\* | &nbsp;&nbsp; $328089532 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $328089532 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Corporate Bonds and Notes\* | &nbsp;&nbsp; 5165776 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5165776 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Foreign Corporate Bonds and Notes\* | &nbsp;&nbsp; 435861 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 435861 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Common Stocks\* | &nbsp;&nbsp; 6016 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6016 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Rights\* | &nbsp;&nbsp; —<br> \*\*<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; —<br> \*\*<br>|
| Money Market Funds | &nbsp;&nbsp; 1991553 | &nbsp;&nbsp;&nbsp;&nbsp; 1991553 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $335688738 | &nbsp;&nbsp;&nbsp;&nbsp; $1991553 | &nbsp;&nbsp;&nbsp;&nbsp; $333697185 | &nbsp;&nbsp;&nbsp;&nbsp; $—<br> \*\*<br>|

---

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

\* See Portfolio of Investments for industry breakout.

\*\* Investments are valued at $0.

Level 3 investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. All Level 3 values are based on unobservable inputs.

------

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

**Portfolio of Investments (Continued)**

**August 31, 2025 (Unaudited)**

------

**Unfunded Loan Commitments**

As of August 31, 2025, the Fund had the following unfunded loan commitments, which are categorized as Level 2 within the fair value hierarchy:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Borrower** | **Principal Value** | **Commitment**<br> **Amount**<br>| **Value** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Alter Domus (Chrysaor Bidco SARL), Term Loan | &nbsp;&nbsp; $104083 | &nbsp;&nbsp; $104604 | &nbsp;&nbsp; $104734 | &nbsp;&nbsp; $130 |
| AmSpec Parent LLC, Term Loan | &nbsp;&nbsp; 107364 | &nbsp;&nbsp; 107364 | &nbsp;&nbsp; 108186 | &nbsp;&nbsp; 822 |
| Azuria Water Solutions (f/k/a Aegion Corp.), Term Loan | &nbsp;&nbsp; 23466 | &nbsp;&nbsp; 23248 | &nbsp;&nbsp; 23543 | &nbsp;&nbsp; 295 |
| Hanger, Inc., Term Loan | &nbsp;&nbsp; 72818 | &nbsp;&nbsp; 72489 | &nbsp;&nbsp; 73061 | &nbsp;&nbsp; 572 |
| Novolex (Clydesdale Acq. Holdings LLC), Term Loan | &nbsp;&nbsp; 14651 | &nbsp;&nbsp; 14651 | &nbsp;&nbsp; 14653 | &nbsp;&nbsp; 2 |
| R1 RCM, Inc. (Raven Acq. Holdings, Inc.), Term Loan | &nbsp;&nbsp; 172757 | &nbsp;&nbsp; 172737 | &nbsp;&nbsp; 173405 | &nbsp;&nbsp; 668 |
| Sauer Brands, Inc. (Savor Acquisition), Inc.), Term Loan | &nbsp;&nbsp; 49268 | &nbsp;&nbsp; 49435 | &nbsp;&nbsp; 49582 | &nbsp;&nbsp; 147 |
| Signia Aerospace LLC, Term Loan | &nbsp;&nbsp; 47859 | &nbsp;&nbsp; 47859 | &nbsp;&nbsp; 48068 | &nbsp;&nbsp; 209 |
| Student Transportation of America Holdings, Inc., Term Loan | &nbsp;&nbsp; 32652 | &nbsp;&nbsp; 32490 | &nbsp;&nbsp; 32820 | &nbsp;&nbsp; 330 |
|  |  | &nbsp;&nbsp; $624877 | &nbsp;&nbsp; $628052 | &nbsp;&nbsp; 3175 |

---

------

**Restricted Securities**

As of August 31, 2025, the Fund held a restricted security as shown in the following table that the Advisor deemed illiquid pursuant to procedures adopted by the Fund's Board of Trustees:

---

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

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-08-29

**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:** $349178227.13

**Total Liabilities:** $76397680.89

**Net Assets:** $272780546.24

**Cash Not Reported:** $1133781.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.05363000 | **1-Year:** 137.87659000 | **5-Year:** 79.92061000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 365.20323000 | **1-Year:** 34635.32369000 | **5-Year:** 13793.95820000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 3.53%                | 1.85%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2552.23                 | $581037.78                                 |
| Month 2  | $36249.09                | $416232.93                                 |
| Month 3  | $59916.30                | $-449670.27                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cotiviti Inc                                                                | COTIVITI INC                             | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    482271 | PA      | $489203.29    | 0.18%             | 2031-05-01      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                     | USI INC/NY                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    304462 | PA      | $304390.02    | 0.11%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AMERICAN AIRLINES INC                    | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1991040.00   | 0.73%             | 2027-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | ALLIANT HOLDINGS INTERMEDI               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    125537 | PA      | $125403.19    | 0.05%             | 2031-09-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                 | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    658065 | PA      | $659403.68    | 0.24%             | 2028-06-30      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| N-Able International Holdings II LLC                                        | N-ABLE INTERNATIONAL HO                  | CUSIP: 62878KAB0<br>LEI: 254900A8E99QCJOGAZ34 | Long             | LON              | CORP              | US        |    351141 | PA      | $352458.08    | 0.13%             | 2028-07-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MENDEL SASU                   | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1581844 | PA      | $1587775.49   | 0.58%             | 2030-11-08      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc                                                       | RADNET MANAGEMENT INC                    | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |    383271 | PA      | $384527.89    | 0.14%             | 2031-04-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | ALTERRA MOUNTAIN COMPANY                 | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    362422 | PA      | $363328.34    | 0.13%             | 2028-08-18      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                     | ONEDIGITAL BORROWER LLC                  | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2192875 | PA      | $2221656.38   | 0.81%             | 2032-07-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                           | FOUNDATION BUILDING M                    | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    520000 | PA      | $522002.00    | 0.19%             | 2028-01-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | FERTITTA ENTERTAINMENT L                 | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    772391 | PA      | $772923.62    | 0.28%             | 2029-01-27      | Floating      | 7.57%                 | 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      | $4563638.47   | 1.67%             | 2028-03-10      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Hershend Entertainment Co LLC                                               | HERSCHEND ENTERTAINMENT CO LLC           | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    361681 | PA      | $364639.32    | 0.13%             | 2032-05-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                                            | DISCO PARENT INC                         | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    376606 | PA      | $379430.85    | 0.14%             | 2032-08-02      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDING 01/30/32                | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1178546 | PA      | $1179654.08   | 0.43%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc.                                                          | DRAGON BUYER INC                         | CUSIP: 26143FAD1<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1382132 | PA      | $1385483.66   | 0.51%             | 2031-09-30      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                           | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   2233908 | PA      | $1943968.82   | 0.71%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LLC                         | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1938966 | PA      | $1949765.97   | 0.71%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| The Boots Group                                                             | BOOTS GROUP FINCO LP                     | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    192399 | PA      | $193120.93    | 0.07%             | 2032-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                | COTIVITI INC                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   3326741 | PA      | $3330916.27   | 1.22%             | 2031-05-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Veeam Software/ VS Buyer                                                    | VS BUYER LLC                             | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   3332564 | PA      | $3339512.11   | 1.22%             | 2031-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 INC                         | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    228525 | PA      | $228339.94    | 0.08%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2910471 | PA      | $2868996.33   | 1.05%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT LLC                        | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    697864 | PA      | $703205.76    | 0.26%             | 2031-12-22      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                                          | ARDONAGH GROUP FINCO PTY LTD             | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   2549587 | PA      | $2551192.80   | 0.94%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                | FIRST ADVANTAGE HOLDINGS LLC             | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   2172428 | PA      | $2180585.01   | 0.80%             | 2031-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Proofpoint/Project Kafka Merger Sub                                         | PROOFPOINT INC                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    302362 | PA      | $304566.21    | 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        |    171034 | PA      | $171551.85    | 0.06%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                          | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    955157 | PA      | $957707.51    | 0.35%             | 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        |    244509 | PA      | $246074.81    | 0.09%             | 2032-01-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions                                                             | VIAVI SOLUTIONS INC                      | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    612217 | PA      | $614322.85    | 0.23%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                   | EISNER ADVISORY GROUP LL                 | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    423863 | PA      | $427086.14    | 0.16%             | 2031-02-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                  | BCP RENAISSANCE PARENT LLC               | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |     62600 | PA      | $62700.01     | 0.02%             | 2028-10-31      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC                               | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     59472 | PA      | $59751.38     | 0.02%             | 2033-03-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                                            | PEX HOLDINGS LLC                         | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |   3076525 | PA      | $3082923.81   | 1.13%             | 2031-11-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | GRANT THORNTON ADVISORS                  | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   3418827 | PA      | $3415630.06   | 1.25%             | 2031-06-02      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                    | BOOST NEWCO BORROWER LLC                 | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1845291 | PA      | $1849443.23   | 0.68%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                    | RYAN LLC                                 | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    838154 | PA      | $841384.65    | 0.31%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                             | Star Parent Inc                          | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $145205.62    | 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        |   5135249 | PA      | $5142053.06   | 1.89%             | 2028-08-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                    | CLEARWATER ANALYTICS LLC                 | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    466101 | PA      | $467851.26    | 0.17%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings, LLC                                           | GOOSEHEAD INSURANCE HOLD                 | CUSIP: 000000000<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    971998 | PA      | $978073.18    | 0.36%             | 2032-01-08      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                           | DISH Network Corp                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1546640.37   | 0.57%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Action Environmental Group Inc, The                                         | ACTION ENVIRONMENTAL GRO                 | CUSIP: 000000000<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    610671 | PA      | $612197.50    | 0.22%             | 2030-10-24      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| The Baldwin Insurance Group Holdings, LLC                                   | BALDWIN INSURANCE GROUP HOLDINGS LLC/THE | CUSIP: 05825HAG9<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |   3836145 | PA      | $3848938.16   | 1.41%             | 2031-05-26      | Floating      | 7.37%                 | 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        |   1888676 | PA      | $1891905.45   | 0.69%             | 2029-10-19      | Floating      | 7.57%                 | 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   | 0.90%             | 2032-02-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | SOUTHERN VETERINARY PARTNERS LLC         | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   2894736 | PA      | $2896689.48   | 1.06%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                                                  | ONEX TSG INTERMEDIATE CORP               | CUSIP: 000000000<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |    244103 | PA      | $245171.23    | 0.09%             | 2032-08-06      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc)                    | ASCENSUS HOLDINGS INC                    | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3454133 | PA      | $3461421.04   | 1.27%             | 2028-08-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                    | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1591974 | PA      | $1594544.63   | 0.58%             | 2029-03-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                    | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    522243 | PA      | $525571.94    | 0.19%             | 2032-02-04      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    454998 | PA      | $456476.31    | 0.17%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | GARDA WORLD SECURITY                     | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   2585785 | PA      | $2589986.41   | 0.95%             | 2029-02-01      | Floating      | 7.36%                 | 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      | $2120847.18   | 0.78%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                  | XAI CORP                                 | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    680000 | PA      | $653650.00    | 0.24%             | 2030-06-28      | Floating      | 11.55%                | 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        |   1110754 | PA      | $1115613.79   | 0.41%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                           | Polaris Newco LLC                        | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2253039 | PA      | $2149984.77   | 0.79%             | 2028-06-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HIG Finance 2 Limited                                                       | HOWDEN GROUP HOLDINGS LTD                | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |   5159094 | PA      | $5179653.04   | 1.90%             | 2030-04-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TAMKO Building Products Inc                                                 | TAMKO BUILDING PRODUCTS LLC              | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |   3756517 | PA      | $3771768.16   | 1.38%             | 2030-09-20      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                     | AHP HEALTH PARTNERS                      | CUSIP: 00130MAK0<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   2514815 | PA      | $2527917.47   | 0.93%             | 2028-08-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | ALLIED UNIVERSAL HOLDCO                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    819630 | PA      | $823400.79    | 0.30%             | 2032-08-06      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                | VT TOPCO INC                             | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |   1045247 | PA      | $1047368.94   | 0.38%             | 2030-08-09      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance S.A R.L.                                                 | HYPERION REFINANCE SARL                  | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     73087 | PA      | $73190.95     | 0.03%             | 2031-02-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                 | CAMELOT US ACQUISITION LLC               | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   6094866 | PA      | $6066677.58   | 2.22%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LLP                         | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   3258509 | PA      | $3250020.69   | 1.19%             | 2032-07-29      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                 | EPICOR SOFTWARE CORP                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   3399339 | PA      | $3411882.11   | 1.25%             | 2031-05-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                 | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    366000 | PA      | $371372.24    | 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      | $435861.16    | 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        |   1452136 | PA      | $1454575.49   | 0.53%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| American Bath/CP Atlas Buyer Inc.                                           | CP ATLAS BUYER INC                       | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    682920 | PA      | $658334.51    | 0.24%             | 2030-07-08      | Floating      | 9.57%                 | 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        |   2015827 | PA      | $1906034.63   | 0.70%             | 2028-05-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                             | SOCOTEC US HOLDING INC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155714 | PA      | $157044.09    | 0.06%             | 2031-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | BELRON FINANCE 2019 LLC                  | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2626055 | PA      | $2642139.53   | 0.97%             | 2031-10-16      | Floating      | 6.74%                 | 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        |   1215632 | PA      | $1219619.00   | 0.45%             | 2031-07-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLD 07/01/31                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    121698 | PA      | $121850.34    | 0.04%             | 2031-07-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | ATHENAHEALTH GROUP INC                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   5251561 | PA      | $5254291.82   | 1.93%             | 2029-02-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                                                 | MISTER CAR WASH HOLDINGS INC             | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |   1766757 | PA      | $1772437.05   | 0.65%             | 2031-03-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1990000 | PA      | $1992985.00   | 0.73%             | 2030-05-06      | Floating      | 6.82%                 | 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      | $1084827.12   | 0.40%             | 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        |   2390227 | PA      | $2408166.10   | 0.88%             | 2030-02-13      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                       | FOUNDATION BUILDING MATERIALS INC        | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    317067 | PA      | $318692.25    | 0.12%             | 2031-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC                                | CUSIP: 45168RAS2<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    320701 | PA      | $275535.06    | 0.10%             | 2029-03-02      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                                 | OPAL US LLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2846436 | PA      | $2866446.62   | 1.05%             | 2032-04-28      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                                                 | MCAFEE CORP                              | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   3204403 | PA      | $3069545.61   | 1.13%             | 2029-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                       | SAZERAC CO INC                           | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    994843 | PA      | $1001418.72   | 0.37%             | 2032-07-09      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                             | INFORMATICA LLC                          | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   5659810 | PA      | $5677497.29   | 2.08%             | 2028-10-27      | Floating      | 6.57%                 | 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      | $341253.06    | 0.13%             | 2030-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                    | GREAT OUTDOORS GROUP LLC                 | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1574540 | PA      | $1581034.69   | 0.58%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco S.A R.L.                                                     | CHRYSAOR BIDCO SARL                      | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    104083 | PA      | $104733.56    | 0.04%             | 2031-10-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                 | CORNERSTONE GENERATION L                 | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    697087 | PA      | $702664.02    | 0.26%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group/Chariot Buyer                                             | CHARIOT BUYER LLC                        | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    854711 | PA      | $856099.79    | 0.31%             | 2032-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings, LLC                                             | RAVEN ACQUISITION HOLDINGS LLC           | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2412558 | PA      | $2421604.73   | 0.89%             | 2031-11-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                      | SCIH SALT HOLDINGS INC                   | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2705194 | PA      | $2713878.09   | 0.99%             | 2029-01-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Performance Health Holdings, Inc.                                           | PERFORMANCE HEALTH HOLD                  | CUSIP: 71377KAD3<br>LEI: 254900ZAQ0N9AHY1Q982 | Long             | LON              | CORP              | US        |    581687 | PA      | $571507.64    | 0.21%             | 2032-03-19      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                                        | STARLIGHT PARENT LLC                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    719116 | PA      | $710803.25    | 0.26%             | 2032-04-16      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                                                 | PACIFIC DENTAL SERVICES                  | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   1255932 | PA      | $1259504.87   | 0.46%             | 2031-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                             | STAR PARENT INC                          | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   2436063 | PA      | $2425100.56   | 0.89%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                | RealPage Inc                             | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    129928 | PA      | $129906.12    | 0.05%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                     | MX HOLDINGS US INC                       | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    114225 | PA      | $114618.04    | 0.04%             | 2032-03-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                                      | Spirit AeroSystems Inc                   | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    705815 | PA      | $710226.64    | 0.26%             | 2027-01-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH SUB I LLC                             | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1500144 | PA      | $1395973.82   | 0.51%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Student Transportation Of America, Inc.                                     | STUDENT TRANSPORTATION                   | CUSIP: 000000000<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    457127 | PA      | $459485.92    | 0.17%             | 2032-06-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                                   | INMAR INC                                | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    845421 | PA      | $848595.99    | 0.31%             | 2031-10-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | LEVEL 3 FINANCING INC                    | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   2138371 | PA      | $2153520.95   | 0.79%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB FInance Limited                                             | AZORRA SOAR TLB FINANCE LTD              | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    627684 | PA      | $631218.33    | 0.23%             | 2029-10-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                               | CHARTER NEXT GENERATION INC              | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   3343858 | PA      | $3361747.78   | 1.23%             | 2030-12-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc                                  | JONES DESLAURIERS INSURA                 | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    374063 | PA      | $372583.85    | 0.14%             | 2030-03-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                       | Panther Escrow Issuer LLC                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1294903.51   | 0.47%             | 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        |    906393 | PA      | $908378.18    | 0.33%             | 2029-10-09      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                                                  | PAYSAFE HOLDINGS(US)                     | CUSIP: 70451NAB2<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |   1044472 | PA      | $1043166.40   | 0.38%             | 2028-06-28      | Floating      | 7.18%                 | 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      |
| Hanger Inc                                                                  | HANGER INC                               | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     72818 | PA      | $73060.82     | 0.03%             | 2031-10-23      | Floating      | 7.82%                 | 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        |    656715 | PA      | $657946.49    | 0.24%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV Sarl                                                          | MARCEL BIDCO LLC                         | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    405808 | PA      | $407329.42    | 0.15%             | 2030-11-11      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                              | SPX FLOW INC                             | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1936034 | PA      | $1949837.65   | 0.71%             | 2029-04-05      | Floating      | 7.07%                 | 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      | $173405.29    | 0.06%             | 2031-11-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Life Time Inc (f/k/a Life Time Fitness Inc)                                 | LIFE TIME INC                            | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |       161 | PA      | $161.02       | 0.00%             | 2031-11-05      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                  | SELECT MEDICAL CORP                      | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    998389 | PA      | $1002133.32   | 0.37%             | 2031-12-03      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                    | LABL Inc                                 | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    883348 | PA      | $702906.56    | 0.26%             | 2028-10-29      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                         | APPLIED SYSTEMS INC                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    615105 | PA      | $615200.57    | 0.23%             | 2031-02-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Student Transportation Of America, Inc.                                     | STUDENT TRANSPORTATION                   | CUSIP: 000000000<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |     32652 | PA      | $32820.42     | 0.01%             | 2032-06-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3456082 | PA      | $3537438.64   | 1.30%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                                 | POINTCLICKCARE TECHNOLOGIES INC          | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    252819 | PA      | $253926.35    | 0.09%             | 2031-11-03      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                             | ABG INTERMEDIATE HLDGS 2                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1060878 | PA      | $1060548.71   | 0.39%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Examworks Bidco Inc.                                                        | EXAMWORKS BIDCO INC                      | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3184686 | PA      | $3194637.95   | 1.17%             | 2028-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                            | TRUCORDIA                                | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1605715 | PA      | $1614755.33   | 0.59%             | 2032-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | SEDGWICK CLAIMS MANAGEMENT SERVICES INC  | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   4475988 | PA      | $4493242.84   | 1.65%             | 2031-07-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Canada Goose Inc                                                            | CANADA GOOSE INC                         | CUSIP: 000000000<br>LEI: 5493005JT54IX5MZ9P52 | Long             | LON              | CORP              | CA        |    310551 | PA      | $312491.63    | 0.11%             | 2032-08-14      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INTERMEDIATE                 | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   2890000 | PA      | $2905186.95   | 1.07%             | 2032-05-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCING BV                     | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    487051 | PA      | $486644.02    | 0.18%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AADVANTAGELOYALTYIPLTD                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    346241 | PA      | $348513.99    | 0.13%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                  | RH                                       | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    462495 | PA      | $449693.50    | 0.16%             | 2028-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                       | SUPERANNUATION AND INVES                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373944 | PA      | $375191.11    | 0.14%             | 2028-12-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                     | FIRST STUDENT BIDCO INC                  | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    525735 | PA      | $526852.08    | 0.19%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1559602 | PA      | $1563336.92   | 0.57%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                 | KUEHG CORP                               | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    745524 | PA      | $747387.62    | 0.27%             | 2030-06-12      | Floating      | 7.54%                 | 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      | $429750.99    | 0.16%             | 2033-05-09      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Ima Financial Group, Inc.                                                   | IMA FINANCIAL GROUP                      | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |   2737153 | PA      | $2743996.26   | 1.01%             | 2028-11-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                      | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2674565 | PA      | $2677640.41   | 0.98%             | 2028-10-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                                                       | SAVOR ACQUISITION INC                    | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     49268 | PA      | $49582.24     | 0.02%             | 2032-02-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                    | ALTERRA MOUNTAIN CO                      | CUSIP: 000000000<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    124644 | PA      | $125034.21    | 0.05%             | 2030-05-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                                           | LEIA FINCO US LLC                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3244711 | PA      | $3255872.90   | 1.19%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                             | WH BORROWER LLC                          | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    820608 | PA      | $824711.24    | 0.30%             | 2032-02-20      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                                          | PRO MACH GROUP INC                       | CUSIP: 74273JAK9<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   2992982 | PA      | $3004788.83   | 1.10%             | 2028-08-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | PROAMPAC PG BORROWER LLC                 | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    849846 | PA      | $851545.37    | 0.31%             | 2028-09-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                | GRAHAM PACKAGING CO INC                  | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |   3990231 | PA      | $3997533.58   | 1.47%             | 2027-08-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                                                   | BELLA HOLDING CO LLC                     | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228092 | PA      | $228804.71    | 0.08%             | 2028-05-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                   | DG INVESTMENT INTERMEDI                  | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253662 | PA      | $255246.92    | 0.09%             | 2032-07-09      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                              | GoTo Group Inc                           | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    238000 | PA      | $81515.00     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | SHIFT4PAYMENTSLLC                        | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    578515 | PA      | $584181.69    | 0.21%             | 2032-06-30      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                        | VERITIV OPERATING CO                     | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   2298176 | PA      | $2275826.40   | 0.83%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                               | KNOWBE4 INC                              | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   1413000 | PA      | $1420065.00   | 0.52%             | 2032-07-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                      | PROMETRIC HOLDINGS INC                   | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    485895 | PA      | $489235.05    | 0.18%             | 2032-06-18      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP INC                         | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1712692 | PA      | $1714010.55   | 0.63%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                          | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    603906 | PA      | $606819.63    | 0.22%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                        | ALPHA GENERATION LLC                     | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1338452 | PA      | $1338177.15   | 0.49%             | 2031-09-30      | Floating      | 6.32%                 | 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      | $625517.15    | 0.23%             | 2032-10-09      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                             | ALERA GROUP INTERMEDIATE                 | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1060000 | PA      | $1101737.50   | 0.40%             | 2033-05-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | CONSTRUCTION PARTNERS INC                | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    541296 | PA      | $543325.70    | 0.20%             | 2031-11-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Knife River Corporation                                                     | KNIFE RIVER HOLD CO                      | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342386 | PA      | $343242.01    | 0.13%             | 2032-03-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| WASH BIDCO INC                                                              | WASH BIDCO INC                           | CUSIP: 93710RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373062 | PA      | $374345.70    | 0.14%             | 2032-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC      | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     14651 | PA      | $14652.64     | 0.01%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE GRP INC                   | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2679116 | PA      | $2686898.92   | 0.99%             | 2032-08-13      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                     | FIRST STUDENT BIDCO INC                  | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     96053 | PA      | $96218.69     | 0.04%             | 2030-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altera Corporation                                                          | GRYPHON DEBT MERGER SUB                  | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1457684 | PA      | $1465431.19   | 0.54%             | 2032-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                                       | UTZ QUALITY FOODS LLC                    | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   2264511 | PA      | $2269889.16   | 0.83%             | 2032-01-29      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                    | TRIDENT TPI HOLDINGS INC                 | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1179471 | PA      | $1131660.79   | 0.41%             | 2028-09-15      | Floating      | 8.05%                 | 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        |   1631198 | PA      | $1635316.98   | 0.60%             | 2028-04-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                            | IRB HOLDING CORP                         | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   6820301 | PA      | $6822449.53   | 2.50%             | 2027-12-15      | Floating      | 6.82%                 | 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        |   2202436 | PA      | $2207028.50   | 0.81%             | 2028-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC                           | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   3903751 | PA      | $3932209.24   | 1.44%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MSILF Treasury Portfolio                                                    | MSILF Treasury Portfolio                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |    536383 | NS      | $536383.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanger Inc                                                                  | HANGER INC                               | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    564351 | PA      | $566232.79    | 0.21%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                 | KASEYA INC                               | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1456532 | PA      | $1461287.49   | 0.54%             | 2032-03-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC                            | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1312539 | PA      | $1317251.18   | 0.48%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                             | IDERA INC                                | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |   2645818 | PA      | $2463918.12   | 0.90%             | 2028-03-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                     | AZURIA WATER SOLUTIONS INC               | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     23466 | PA      | $23542.90     | 0.01%             | 2028-05-17      | Floating      | 7.32%                 | 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        |   1936852 | PA      | $1945441.53   | 0.71%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                             | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   6432432 | PA      | $6439475.94   | 2.36%             | 2032-06-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                                        | VERIFONE SYSTEMS INC                     | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    761680 | PA      | $727286.18    | 0.27%             | 2028-08-18      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | CELSIUS HOLDINGS INC                     | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1012912 | PA      | $1023147.87   | 0.38%             | 2032-03-21      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SUPPLY LLC                  | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    250886 | PA      | $252072.76    | 0.09%             | 2031-12-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | CAESARS ENTERTAIN INC                    | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    669029 | PA      | $668108.76    | 0.24%             | 2031-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                    | iHeartCommunications Inc                 | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1493550 | PA      | $1190666.42   | 0.44%             | 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        |   3149890 | PA      | $3173513.92   | 1.16%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                        | HEARTLAND DENTAL LLC                     | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    870479 | PA      | $871566.96    | 0.32%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco S.A R.L.                                                     | CHRYSAOR BIDCO SARL                      | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |   1401318 | PA      | $1410076.47   | 0.52%             | 2031-10-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC                            | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2506833 | PA      | $2516045.18   | 0.92%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                      | FIESTA PURCHASER INC                     | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1432694 | PA      | $1434147.82   | 0.53%             | 2031-02-12      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Saphilux S.A.R.L.                                                           | SAPHILUX SARL                            | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    207411 | PA      | $208579.05    | 0.08%             | 2028-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                     | UKG INC                                  | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3426309 | PA      | $3428605.03   | 1.26%             | 2031-02-10      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDINGS INC                     | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    812263 | PA      | $816324.38    | 0.30%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                           | CENTURI GROUP INC                        | CUSIP: 15643XAD0<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |    362398 | PA      | $363644.59    | 0.13%             | 2032-07-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB INTERNATIONAL LTD                    | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3494818 | PA      | $3505669.53   | 1.29%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724854 | PA      | $726894.30    | 0.27%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc (f/k/a Advisor Group Holdings Inc)                       | OSAIC HOLDINGS INC                       | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    867223 | PA      | $867886.57    | 0.32%             | 2032-07-30      | Floating      | 7.32%                 | 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      | $1594654.20   | 0.58%             | 2028-10-06      | Floating      | 9.57%                 | 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      | $2009263.46   | 0.74%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                                    | WAYSTAR TECHNOLOGIES INC                 | CUSIP: 63939WAP8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   3479296 | PA      | $3487993.78   | 1.28%             | 2029-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anticimex Inc                                                               | ANTICIMEX GLOBAL AB                      | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    295248 | PA      | $296539.23    | 0.11%             | 2028-11-16      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| LS Group OPCO Acquisition LLC                                               | LS GROUP OPCO ACQUISTION LLC             | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1735685 | PA      | $1736231.63   | 0.64%             | 2031-04-23      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                      | TREASURE HOLDCO INC                      | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    884818 | PA      | $882977.24    | 0.32%             | 2031-11-04      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                                              | GOTO GROUP INC                           | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1990996 | PA      | $724582.99    | 0.27%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                | Magnera Corp                             | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220970.43    | 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      | $810964.13    | 0.30%             | 2031-02-22      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPACE LLC                     | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     47859 | PA      | $48068.40     | 0.02%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition Inc                                               | SERVICE LOGIC ACQUISITION INC            | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    424534 | PA      | $426126.38    | 0.16%             | 2027-10-29      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                               | VISTA MANAGEMENT HOLDING INC             | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   1592415 | PA      | $1604358.16   | 0.59%             | 2031-03-18      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc (f/k/a Beacon Roofing Supply Inc.)                | QXO INC                                  | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   1104773 | PA      | $1115876.31   | 0.41%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                                       | BCPE PEQUOD BUYER INC                    | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    371979 | PA      | $373007.11    | 0.14%             | 2031-11-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                     | BEACH ACQUISITION BIDCO                  | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    643437 | PA      | $648263.18    | 0.24%             | 2032-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp                                                       | WCG INTERMEDIATE CORP                    | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    117936 | PA      | $118000.77    | 0.04%             | 2032-02-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B, LLC                                                           | CREATIVE PLANNING LLC                    | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1274100 | PA      | $1273501.58   | 0.47%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                         | LBM ACQUISITION LLC                      | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    878152 | PA      | $872224.05    | 0.32%             | 2031-06-06      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                             | HANESBRANDS INC                          | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |    468966 | PA      | $471385.80    | 0.17%             | 2032-03-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLDING LLC                  | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    380305 | PA      | $380358.59    | 0.14%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                    | BROADSTREET PARTNERS INC                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    346674 | PA      | $346901.11    | 0.13%             | 2031-06-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                             | CONCENTRA HEALTH SERVICE                 | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    608701 | PA      | $612316.85    | 0.22%             | 2031-07-26      | Floating      | 6.32%                 | 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      |
| Nomad Foods Europe Midco Limited                                            | NOMAD FOODS US LLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1341317 | PA      | $1345180.23   | 0.49%             | 2029-11-12      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Limited                                                      | CFC USA 2025 LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237996 | PA      | $237253.01    | 0.09%             | 2032-07-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                        | SIGNIA AEROSPACE LLC                     | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    572872 | PA      | $575378.78    | 0.21%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                                              | HIRERIGHT HOLDINGS CORP                  | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    702518 | PA      | $662372.72    | 0.24%             | 2030-09-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                 | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    711135 | PA      | $714449.34    | 0.26%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                             | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1280245 | PA      | $1281250.11   | 0.47%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                                                  | AEGION CORP                              | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    156827 | PA      | $157342.04    | 0.06%             | 2028-05-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Osttra Group Ltd.                                                           | ORION US FINCO                           | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    587466 | PA      | $592083.90    | 0.22%             | 2032-05-20      | None          | 0.00%                 | 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      | $314502.10    | 0.12%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                                  | X CORP                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2715862 | PA      | $2658639.01   | 0.97%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                           | AMSPEC PARENT LLC                        | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    107364 | PA      | $108185.50    | 0.04%             | 2031-12-22      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                               | FRONERI US INC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1874732 | PA      | $1873916.52   | 0.69%             | 2032-07-16      | None          | 0.00%                 | 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        |   3102701 | PA      | $3113700.09   | 1.14%             | 2028-05-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC      | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    838018 | PA      | $838130.71    | 0.31%             | 2032-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                | FILTRATION GROUP CORP                    | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1855238 | PA      | $1865673.77   | 0.68%             | 2028-10-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                    | RYAN SPECIALTY                           | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   4224647 | PA      | $4242601.84   | 1.56%             | 2031-09-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    594510 | PA      | $595069.00    | 0.22%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Med ParentCo LP                                                             | MED PARENTCO LP                          | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    372762 | PA      | $374422.55    | 0.14%             | 2031-04-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                                                    | CCC INTELLIGENT SOLUTIONS INC            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1086670 | PA      | $1088370.25   | 0.40%             | 2032-01-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                            | UFC HOLDINGS LLC                         | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    994484 | PA      | $998307.98    | 0.37%             | 2031-11-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | MI WINDOWS AND DOORS LLC                 | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1718013 | PA      | $1727951.99   | 0.63%             | 2031-03-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-16

**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