# EDGAR Filing Document

**Accession Number:** 0001282850
**File Stem:** 0001752724-23-010001
**Filing Date:** 2023-1
**Character Count:** 70953
**Document Hash:** 88a1ba863df926fd37565e8398697f2a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010001.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-010001

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST SENIOR FLOATING RATE INCOME FUND II
- **CENTRAL INDEX KEY:** 0001282850
- **IRS NUMBER:** 113716541
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21539
- **FILM NUMBER:** 23548956

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $373109064.06

**Total Liabilities:** $86402023.37

**Net Assets:** $286707040.69

**Cash Not Reported:** $8366198.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 2209.42553000 | **5-Year:** 1301.37258000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1.01869000 | **1-Year:** 38464.67678000 | **5-Year:** 34761.81051000 | **10-Year:** 75.36054000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -3.09%               | -0.89%               | 4.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1841076.85             | $-8569577.38                               |
| Month 2  | $-642736.95              | $4293083.55                                |
| Month 3  | $-85191.39               | $2457645.85                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MPH Acquisition Holdings LLC                 | MPH ACQUISITION HOLDINGS MLTPLN TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2293123 | PA      | $1963486.68   | 0.68%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                          | AssuredPartners Inc                                                | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480538.22    | 0.17%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)   | EDELMAN FINANCIAL CENTER Variable rate, due 07/20/2026             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3248900 | PA      | $2921995.50   | 1.02%             | 2026-07-20      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                       | ATHENAHEALTH INC ATHENA TL DD 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794455 | PA      | $723748.34    | 0.25%             | 2029-02-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC            | Alliant Holdings Intermediate LLC                                  | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   4509949 | PA      | $4414112.32   | 1.54%             | 2025-05-09      | Floating      | 7.32%                 | 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      | $977548.00    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AssuredPartners Inc.                         | ASSUREDPARTNERS INC ASSPAR TL B 1L USD                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475455 | PA      | $456080.17    | 0.16%             | 2027-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                          | Gray Television Inc                                                | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1841250.00   | 0.64%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                            | PHOENIX NEWCO INC PRXL TL 1L USD                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3811548 | PA      | $3660534.34   | 1.28%             | 2028-11-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                        | OPEN TEXT CORP OTEXCN TL B 1L USD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2209510 | PA      | $2163662.85   | 0.75%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercury Borrower Inc                         | ASCENSUS HOLDINGS INC ASCENS TL B 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1471918 | PA      | $1409361.55   | 0.49%             | 2028-08-02      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Azalea TopCo Inc                             | Azalea Topco Inc                                                   | CUSIP: 000000000<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1834006 | PA      | $1694162.73   | 0.59%             | 2026-07-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                        | Brightspring Health (Phoenix Guarantor Inc.)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    315285 | PA      | $299668.51    | 0.10%             | 2026-03-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                         | ASSUREDPARTNERS INC ASSPAR TL 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1818498 | PA      | $1744630.96   | 0.61%             | 2027-02-12      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                 | SCIENTIFIC GAMES HOLDIN SCGALO TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217409 | PA      | $207353.98    | 0.07%             | 2029-04-04      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                          | Sirius XM Radio Inc                                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2165175.80   | 0.76%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                 | UNIVISION COMMUNICATIONS UVN TL B 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11616 | PA      | $11398.54     | 0.00%             | 2026-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                 | REALPAGE INC Variable rate                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    912941 | PA      | $873575.12    | 0.30%             | 2029-04-23      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| HUB International Ltd                        | HUB International Ltd                                              | CUSIP: 000000000<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  13749986 | PA      | $13478973.74  | 4.70%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                 | US Foods Inc                                                       | CUSIP: 000000000<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    778611 | PA      | $767041.17    | 0.27%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                   | DaVita Inc                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    226000 | PA      | $166453.52    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6633305.00   | 2.31%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                  | CAMELOT FINANCE SA CCC TL B 1L USD                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4173518 | PA      | $4101774.90   | 1.43%             | 2026-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation             | GARDA WORLD SECURITY GWCN TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549406 | PA      | $526468.62    | 0.18%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.             | SS&C TECHNOLOGIES INC SSNC TL B5 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6804180 | PA      | $6671906.91   | 2.33%             | 2025-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                    | MILANO ACQUISITION CORP MILACQ TL 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4385854 | PA      | $4271822.04   | 1.49%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                            | CLARIOS GLOBAL LP POWSOL TL B 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    547253 | PA      | $537790.98    | 0.19%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                  | EPICOR SOFTWARE CORP EGLPT TL B 1L USD                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5118134 | PA      | $4936849.97   | 1.72%             | 2027-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC            | Alliant Holding 11/12/27                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2547300 | PA      | $2469301.69   | 0.86%             | 2027-11-05      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                  | PROJECT BOOST PURCHASER AUTDAT TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386835 | PA      | $372328.76    | 0.13%             | 2026-06-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                     | NAVICURE INC NAVCUR TL B 1L USD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1209782 | PA      | $1185586.74   | 0.41%             | 2026-10-22      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                       | TK ELEVATOR MIDCO GMBH THYELE TL B 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    618674 | PA      | $592380.20    | 0.21%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                               | Open Text Corp                                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $18585.60     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                       | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $505679.46    | 0.18%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.      | MALLINCKRODT INTERNATIONAL MNK TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5061 | PA      | $3964.05      | 0.00%             | 2027-09-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                        | Tenet Healthcare Corp                                              | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2356962.50   | 0.82%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                  | FOUR SEASONS HOTELS LTD FSHCN TL 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5926463 | PA      | $5915380.97   | 2.06%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc        | PETCO HEALTH & WELLNESS WOOF TL B 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2770775 | PA      | $2681888.58   | 0.94%             | 2028-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                | MH SUB I LLC INET TL 1L USD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8465749 | PA      | $8229384.81   | 2.87%             | 2024-09-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                      | UKG INC ULTI TL 1L USD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232552 | PA      | $224314.66    | 0.08%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                         | SRS DISTRIBUTION INC SRSDIS TL B 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2326073 | PA      | $2230122.05   | 0.78%             | 2028-06-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Flexera Software LLC                         | FLEXERA SOFTWARE LLC FLESOF TL 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82458 | PA      | $79297.07     | 0.03%             | 2028-03-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                  | DAVITA INC DVA 08/12/26                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2690425 | PA      | $2599623.41   | 0.91%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                  | ASURION LLC TL 01/29/28                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1698479 | PA      | $1306130.09   | 0.46%             | 2028-01-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                             | IRB HOLDING CORP ARGIHC TL B 1L USD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965000 | PA      | $1888365.00   | 0.66%             | 2027-12-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                     | RYAN SPECIALTY GROUP RYASPE TL B 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    453751 | PA      | $450234.37    | 0.16%             | 2027-09-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                             | IRB HOLDING CORP ARGIHC TL B 1L USD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7553655 | PA      | $7410664.32   | 2.58%             | 2025-02-05      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zelis Cost Management Buyer Inc              | ZELIS PAYMENTS BUYER INC STRATO TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7647683 | PA      | $7545280.56   | 2.63%             | 2026-09-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Marcel Bidco LLC                             | MARCEL LUX IV SARL SUSESO TERM LOAN                                | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   1282564 | PA      | $1260119.08   | 0.44%             | 2026-03-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1561710.00   | 0.54%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Idera Inc                                    | IDERA INC IDERA TL 1L USD                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    883272 | PA      | $835063.07    | 0.29%             | 2028-03-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                     | ALTERRA MOUNTAI 07/21/28                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460665 | PA      | $453754.72    | 0.16%             | 2028-08-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)   | EDELMAN FINANCIAL CENTER EDEFIN TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3789412 | PA      | $3611120.17   | 1.26%             | 2028-04-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                      | Zayo Group Holdings Inc                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    769000 | PA      | $552057.41    | 0.19%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mcafee Corp                                  | CONDOR MERGER SUB INC MCFE TL B 1L USD                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2177572 | PA      | $2064621.38   | 0.72%             | 2029-03-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Arch Coal Inc                                | ARCH COAL INC TL B 1L USD                                          | CUSIP: 000000000<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | LON              | CORP              | US        |     36248 | PA      | $35862.70     | 0.01%             | 2024-03-07      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hostess Brands LLC                           | Hostess Brands LLC                                                 | CUSIP: 000000000<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |   6502725 | PA      | $6457335.49   | 2.25%             | 2025-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                | TRANSDIGM INC TDG TL G 1L USD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4082724 | PA      | $4062677.90   | 1.42%             | 2024-08-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp                   | ONEX TSG INTERMEDIATE CO SCHGRO TL 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190480 | PA      | $169050.58    | 0.06%             | 2028-02-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                | CORELOGIC INC C 04/14/28                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975807 | PA      | $802601.64    | 0.28%             | 2028-06-02      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                     | IHEARTCOMMUNICATIONS INC IHRT TL B 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1199070 | PA      | $1121777.50   | 0.39%             | 2026-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ion Trading Finance Limited                  | ION TRADING FINANCE LTD IONTRA TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279886 | PA      | $267291.12    | 0.09%             | 2028-04-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                             | Finastra USA Inc                                                   | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1781852 | PA      | $1608531.15   | 0.56%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                 | NATIONAL MENTOR HOLDINGS MENTOR TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140140 | PA      | $98993.77     | 0.03%             | 2028-03-02      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                 | NATIONAL MENTOR HOLDINGS MENTOR TL C 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4102 | PA      | $2897.82      | 0.00%             | 2028-03-02      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                    | SBA SENIOR FINANCE II LLC SBAC TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7272834 | PA      | $7221924.11   | 2.52%             | 2025-04-11      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                        | Tenet Healthcare Corp                                              | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2398600.00   | 0.84%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                 | REALPAGE INC RP TL B 1L USD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5731488 | PA      | $5477181.73   | 1.91%             | 2028-04-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                  | ASURION LLC ASUCOR TL B8 1L USD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    926401 | PA      | $809053.46    | 0.28%             | 2026-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                             | AmWINS Group Inc                                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    359000 | PA      | $310638.00    | 0.11%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                     | iHeartCommunications Inc                                           | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49954.52     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                        | HUB INTERNATIONAL LTD HBGCN TL B 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    963050 | PA      | $946476.09    | 0.33%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                          | APPLIED SYSTEMS INC APPSYS TL B 1L USD                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7114966 | PA      | $7086648.07   | 2.47%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                 | PACTIV EVERGREE 02/05/26                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1598439 | PA      | $1573599.46   | 0.55%             | 2026-02-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                    | ADMI CORP ASPDEN TL B 1L USD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2512004 | PA      | $2292203.75   | 0.80%             | 2027-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| N-Able International Holdings II LLC         | N-ABLE LLC NABINC TL B 1L USD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361174 | PA      | $349887.27    | 0.12%             | 2028-07-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                        | VERSCEND HOLDING CORP VCVHHO TL B 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12343896 | PA      | $12240330.46  | 4.27%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                      | JAZZ FINANCING LUX SARL JAZZ TL B 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    972490 | PA      | $963981.20    | 0.34%             | 2028-05-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                            | POLARIS NEWCO LLC SLH TL B 1L USD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488794 | PA      | $445564.88    | 0.16%             | 2028-06-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                | MH SUB I LLC VARIABLE RATE DUE 02/12/2029                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1265863 | PA      | $1134529.97   | 0.40%             | 2029-02-23      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC         | CHARTER COMMUNICATIONS OPER CHTR TL B1 1L USD                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3537674 | PA      | $3478523.82   | 1.21%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                         | SRS DISTRIBUTION INC SRSDIS TL B 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113313 | PA      | $108249.31    | 0.04%             | 2028-06-02      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                       | AVEANNA HEALTHCARE LLC EPIHEA TL B-DD 1L USD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181205 | PA      | $139074.74    | 0.05%             | 2028-07-17      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                    | HUNTER DOUGLAS INC HDCINC TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264822 | PA      | $230538.56    | 0.08%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                         | ASSUREDPARTNERS INC ASSPAR TL B 1L USD                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6445471 | PA      | $6189005.24   | 2.16%             | 2027-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                 | VT TOPCO INC VE 08/10/25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334037 | PA      | $324433.33    | 0.11%             | 2025-08-01      | Floating      | 7.82%                 | 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      |
| Sunshine Luxembourg VII SARL                 | SUNSHINE LUXEMBOURG VII SUNLUX TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1088938 | PA      | $1032792.48   | 0.36%             | 2026-10-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                 | Wyndham Hotels & Resorts Inc                                       | CUSIP: 000000000<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    443489 | PA      | $441192.11    | 0.15%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)           | DUN & BRADSTREET CORP DNB TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    608895 | PA      | $600065.60    | 0.21%             | 2026-02-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                         | NUMERICABLE-SFR 07/31/25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3378830 | PA      | $3235230.16   | 1.13%             | 2025-07-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                          | MOZART BORROWER LP MEDIND TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5300957 | PA      | $5028540.47   | 1.75%             | 2028-10-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III LLC                         | TGP HOLDINGS III LLC TGPHLD TL 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    677143 | PA      | $541971.60    | 0.19%             | 2028-06-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| USI Inc                                      | USI INC/NY COMINV TL 1L USD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1729760 | PA      | $1699800.64   | 0.59%             | 2029-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                             | PG&E CORP PCG T 06/23/25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7175555 | PA      | $7057445.33   | 2.46%             | 2025-06-23      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)             | BOXER PARENT CO INC BMC TL B 1L USD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2689180 | PA      | $2575911.60   | 0.90%             | 2025-10-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $532801.25    | 0.19%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                             | BERRY GLOBAL IN 07/01/26                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497673 | PA      | $491202.92    | 0.17%             | 2026-07-01      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                    | ADMI CORP ASPDE 12/23/27                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2988859 | PA      | $2746014.08   | 0.96%             | 2027-12-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp            | PROJECT RUBY ULTIMATE PARE MEDW TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2266541 | PA      | $2150788.86   | 0.75%             | 2028-03-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Truck Hero Inc                               | TRUCK HERO INC TRUK TL 1L USD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    519374 | PA      | $437832.11    | 0.15%             | 2028-01-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                 | FILTRATION GROUP CORP FILGRO TL B 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255328 | PA      | $248497.57    | 0.09%             | 2028-10-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                 | GRAHAM PACKAGING/GPC CAP GRMPAC TL 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4669550 | PA      | $4558647.93   | 1.59%             | 2027-08-04      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Portillo's Holdings LLC                      | PORTILLO'S HOLDINGS LLC PORTIL TL 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3880000 | PA      | $3847679.60   | 1.34%             | 2024-09-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Electron Bidco Inc.                          | ELECTRON BIDCO INC EXAM TL 1L USD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2622038 | PA      | $2541515.67   | 0.89%             | 2028-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                        | GFL Environmental Inc                                              | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1554000 | PA      | $1456828.38   | 0.51%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                       | AVEANNA HEALTHCARE LLC EPIHEA TL B 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    771968 | PA      | $592485.56    | 0.21%             | 2028-07-17      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                 | FILTRATION GROU 03/29/25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213229 | PA      | $210218.48    | 0.07%             | 2025-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                  | CHG HEALTHCARE SERVICES INC COMHEA TL 1L USD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3289639 | PA      | $3220918.85   | 1.12%             | 2028-09-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc.         | PACTIV EVERGREEN GROUP REYNOL TL B 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3348833 | PA      | $3295988.34   | 1.15%             | 2028-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                        | OPEN TEXT CORP OTEXCN TL B 1L USD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2092956 | PA      | $2031046.08   | 0.71%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vistra Energy Corp                           | Vistra Energy Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106607 | NS      | $131499.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                            | Nexstar Media Inc                                                  | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $2873307.11   | 1.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Greeneden US Holdings II LLC                 | GREENEDEN US HOLDINGS II GCTI TL B 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3343529 | PA      | $3241150.16   | 1.13%             | 2027-12-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CINEWORLD WARRANT                            | CINEWORLD WARRANT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    315514 | NS      | $19013.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings Inc | MEDASSETS SOFTWARE INTER MEDSOF TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    995000 | PA      | $893012.50    | 0.31%             | 2028-12-18      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                          | Gray Television Inc                                                | CUSIP: 000000000<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   1719808 | PA      | $1669073.95   | 0.58%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company       | 1011778 BC ULC                                                     | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   5331116 | PA      | $5224494.13   | 1.82%             | 2026-11-19      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                          | GRAY TELEVISION INC GTN TL B2 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1519988 | PA      | $1516188.23   | 0.53%             | 2024-02-07      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc.                         | ASSUREDPARTNERS INC ASSPAR TL B 1L USD                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108172 | PA      | $106076.82    | 0.04%             | 2027-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                 | Univision Communications Inc                                       | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     21120 | PA      | $21067.61     | 0.01%             | 2024-03-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                     | Nexstar Media Inc                                                  | CUSIP: 000000000<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   5298604 | PA      | $5251128.11   | 1.83%             | 2026-09-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC            | Alliant Holdings Intermediate LLC                                  | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   7543348 | PA      | $7391273.78   | 2.58%             | 2025-05-09      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                 | VT TOPCO INC VE 08/10/25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22309 | PA      | $21667.57     | 0.01%             | 2025-08-01      | Floating      | 6.00%                 | 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      |
| LogMein Inc                                  | LOGMEIN INC LOGM TL B 1L USD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4805130 | PA      | $3073264.86   | 1.07%             | 2027-08-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                      | AHP HEALTH PARTNERS ARDT TL B 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495273 | PA      | $481445.23    | 0.17%             | 2028-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                    | EW SCRIPPS CO SSP TL B 1L USD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329625 | PA      | $319854.92    | 0.11%             | 2028-01-07      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC IHRT TL B 1L USD    | IHEARTCOMMUNICATIONS INC IHRT TL B 1L USD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3101009 | PA      | $2900404.94   | 1.01%             | 2026-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                        | GFL ENVIRONMENTAL INC GFLCN TL B 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5725622 | PA      | $5711308.23   | 1.99%             | 2025-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                        | GFL Environmental Inc                                              | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $262109.38    | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE AIMEGR TL B 1L USD   | GLOBAL MEDICAL RESPONSE AIMEGR TL B 1L USD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1990294 | PA      | $1573327.73   | 0.55%             | 2025-10-02      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                           | RADIATE HOLDCO LLC RADIAT TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850305 | PA      | $743880.98    | 0.26%             | 2026-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                      | Global Medical Response Inc                                        | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    324000 | PA      | $244391.58    | 0.09%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                 | EMBECTA CORP EMBCTA TL B 1L USD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86399 | PA      | $82997.45     | 0.03%             | 2029-03-30      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                       | ATHENAHEALTH INC ATHENA TL 1L USD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4675565 | PA      | $4259439.92   | 1.49%             | 2029-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                             | Ensemble RCM LLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1808384 | PA      | $1752631.34   | 0.61%             | 2026-08-03      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc                          | Hyland Software Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2005649 | PA      | $1974320.42   | 0.69%             | 2024-07-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                               | PROOFPOINT INC PFPT TL B 1L USD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    885870 | PA      | $851267.99    | 0.30%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                         | VERIFONE SYSTEMS INC PAY TL 1L USD                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    870089 | PA      | $784307.34    | 0.27%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                               | GoTo Group Inc                                                     | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    560000 | PA      | $328677.85    | 0.11%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CT Technologies Intermediate Holdings Inc    | CT TECHNOLOGIES CTTECH TL 1L USD                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3892779 | PA      | $3587429.11   | 1.25%             | 2025-12-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                            | CHARIOT BUYER LLC CHAGRO TL B 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1368042 | PA      | $1278695.62   | 0.45%             | 2028-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Packers Holding LLC                          | PACKERS HOLDINGS LLC PCKHLD TL 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2089291 | PA      | $1817683.26   | 0.63%             | 2028-03-09      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                   | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   4647747 | PA      | $4443245.81   | 1.55%             | 2025-07-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Commscope Inc                                | CommScope Inc                                                      | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    855069 | PA      | $820600.86    | 0.29%             | 2026-04-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                   | PAYSAFE HOLDINGS(US) PSFE TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200204 | PA      | $185188.84    | 0.06%             | 2028-06-28      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                             | CONNECTWISE LLC CONNEC TL B 1L USD                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1527408 | PA      | $1464020.48   | 0.51%             | 2028-09-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                   | DaVita Inc                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    376000 | PA      | $304930.36    | 0.11%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings,Inc                      | FRONT RANGE BIDCO INC ZAYO TL 1L USD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3740009 | PA      | $2810542.21   | 0.98%             | 2027-02-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                        | SS&C Technologies Inc                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $964007.71    | 0.34%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                          | APPLIED SYSTEMS INC Variable rate due 09/19/2025                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1462693 | PA      | $1448065.99   | 0.51%             | 2025-09-19      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                | MH SUB I LLC INET TL 1L USD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4496968 | PA      | $4370512.85   | 1.52%             | 2024-09-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                          | Select Medical Corp                                                | CUSIP: 000000000<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1960620.00   | 0.68%             | 2025-03-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Surf Holdings Sarl                           | SURF HOLDINGS SARL SOPHLN TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1962470 | PA      | $1879889.13   | 0.66%             | 2027-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                   | FERTITTA ENTERTAINMENT L NUGGET TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4433940 | PA      | $4222307.63   | 1.47%             | 2029-01-26      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Hyland Software Inc                          | HYLAND SOFTWARE INC VARIABLE RATE DUE 07/10/2025                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    611678 | PA      | $576891.82    | 0.20%             | 2025-07-07      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                      | SOLARWINDS HOLDINGS INC SWI TL B 1L USD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3073448 | PA      | $3017756.63   | 1.05%             | 2027-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                      | ZAYO GROUP HOLD 03/09/27                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    751031 | PA      | $583505.65    | 0.20%             | 2027-03-09      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III LLC                         | TGP HOLDINGS III LLC TGPHLD TL DD 1L USD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89286 | PA      | $71462.50     | 0.02%             | 2028-06-29      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                     | BROADSTREET PARTNERS INC BROPAR TL B 1L USD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2786633 | PA      | $2681799.74   | 0.94%             | 2027-01-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                 | PETSMART INC PE 01/29/28                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1074628 | PA      | $1031256.40   | 0.36%             | 2028-02-11      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WCG Purchaser Corp.                          | WCG PURCHASER CORP WESINS TL B 1L USD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1942924 | PA      | $1821491.63   | 0.64%             | 2027-01-08      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                          | Gray Television Inc                                                | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922500.00    | 0.32%             | 2026-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

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

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

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