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Stock Analysis & ValuationFirst Trust Senior Floating Rate Income Fund II (FCT)

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$10.10
Sector Valuation Confidence Level
High
Valuation methodValue, $Upside, %
Artificial intelligence (AI)42.30319
Intrinsic value (DCF)21.82116
Graham-Dodd Methodn/a
Graham Formulan/a

Strategic Investment Analysis

Company Overview

First Trust Senior Floating Rate Income Fund II (NYSE: FCT) is a closed-end fixed income mutual fund managed by First Trust Advisors L.P., specializing in senior secured floating rate corporate loans. The fund primarily invests in U.S. fixed income markets, targeting high-yield, low-duration debt instruments that benefit from rising interest rates due to their floating rate nature. Benchmarking against the S&P/LSTA Leveraged Loan Index, FCT provides investors with exposure to leveraged loans, offering potential for higher income with reduced interest rate risk compared to traditional fixed-rate bonds. Operating in the Financial Services sector under Asset Management - Income, FCT appeals to income-focused investors seeking diversification and yield enhancement in a rising rate environment. With a market cap of approximately $256 million, the fund emphasizes capital preservation while delivering consistent dividends, currently yielding around 9.3% (based on a $1.164 annual dividend). Its strategy aligns with institutional and retail investors hedging against inflation and interest rate volatility.

Investment Summary

FCT presents an attractive option for income-seeking investors, particularly in a rising rate environment, due to its focus on floating rate senior loans that mitigate duration risk. The fund’s 9.3% dividend yield and consistent net income ($32.1M in FY 2024) underscore its income-generating capability. However, risks include exposure to credit quality deterioration in leveraged loans and reliance on refinancing markets. The fund’s low beta (0.41) suggests lower volatility relative to equities, but its narrow focus on leveraged loans limits diversification. With no capital expenditures and strong operating cash flow ($43.9M), FCT maintains liquidity, though its debt-to-equity ratio (~12%) warrants monitoring. Investors should weigh the high yield against potential defaults in the leveraged loan space.

Competitive Analysis

FCT’s competitive edge lies in its niche focus on senior secured floating rate loans, which are typically higher in the capital structure and offer better recovery rates in defaults compared to unsecured debt. This positions FCT favorably against broader fixed-income funds during economic downturns. The fund’s active management by First Trust Advisors provides access to curated leveraged loan portfolios, differentiating it from passive ETFs like BKLN. However, FCT faces competition from larger closed-end funds (e.g., PFLT) with broader mandates and lower expense ratios. Its small size ($256M AUM) may limit scalability but allows for agility in loan selection. The fund’s outperformance hinges on First Trust’s credit analysis capabilities and the broader health of the leveraged loan market, which is sensitive to macroeconomic conditions. While FCT’s floating rate feature is a strength in rising rate environments, it could underperform if rates stabilize or decline.

Major Competitors

  • Invesco Senior Loan ETF (BKLN): BKLN is a passive ETF tracking the S&P/LSTA Leveraged Loan Index, offering lower fees (0.65% expense ratio) and liquidity advantages over FCT. However, it lacks active management and may underperform in credit selection. Its $5.8B AUM provides scale but less flexibility than FCT’s concentrated approach.
  • PennantPark Floating Rate Capital (PFLT): PFLT is a BDC with a similar floating rate loan focus but invests in smaller middle-market companies, offering higher yield potential (11.5% dividend) at greater credit risk. Its $1.1B AUM and diversified portfolio contrast with FCT’s tighter loan selection, but PFLT’s structure allows direct origination.
  • Sixth Street Specialty Lending (TSLX): TSLX is a BDC with a robust track record in senior secured loans, leveraging its origination platform for higher-yielding deals. Its $2.2B portfolio and lower leverage ratio (0.9x) provide stability, but its focus on larger deals may limit upside compared to FCT’s niche strategy.
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