UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              Washington, DC 20549

                                    FORM N-PX

         ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT
                               INVESTMENT COMPANY

                    Investment Company Act File No. 811-21842


                      First Trust Strategic High Income Fund II
          -------------------------------------------------------------
          Exact Name of Registrant as Specified in Declaration of Trust


            120 East Liberty Drive, Suite 400, Wheaton, Illinois 60187
 ------------------------------------------------------------------------------
 Address of Principal Executive Offices (Number, Street, City, State, Zip Code)


                                W. Scott Jardine
                          First Trust Portfolios L.P.
                        120 East Liberty Drive, Suite 400
                             Wheaton, Illinois 60187
  -----------------------------------------------------------------------------
  Name and Address (Number, Street, City, State, Zip Code) of Agent for Service


                                 (630) 765-8000
               --------------------------------------------------
               Registrant's Telephone Number, including Area Code


                      Date of fiscal year end: October 31
                                               -----------


             Date of reporting period: July 1, 2017 - June 30, 2018
                                       ----------------------------


Form N-PX is to be used by a registered management investment company, other
than a small business investment company registered on Form N-5 (ss.ss. 239.24
and 274.5 of this chapter), to file reports with the Commission, not later than
August 31 of each year, containing the registrant's proxy voting record for the
most recent twelve-month period ended June 30, pursuant to section 30 of the
Investment Company Act of 1940 and rule 30b1-4 thereunder (17 CFR 270.30b1-4).
The Commission may use the information provided on Form N-PX in its regulatory,
disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-PX, and
the Commission will make this information public. A registrant is not required
to respond to the collection of information contained in Form N-PX unless the
Form displays a currently valid Office of Management and Budget ("OMB") control
number. Please direct comments concerning the accuracy of the information
collection burden estimate and any suggestions for reducing the burden to the
Secretary, Securities and Exchange Commission, 100 F Street, N.E., Washington
D.C. 20549. The OMB has reviewed this collection of information under the
clearance requirements of 44 U.S.C. Section 3507.


Item 1.  Proxy Voting Record


================== First Trust Strategic High Income Fund II ==================
==================     (PFPC Trust Company is custodian)     ==================


VISTRA ENERGY CORP.

Ticker:       VST            Security ID:  92840M102
Meeting Date: MAR 02, 2018   Meeting Type: Special
Record Date:  JAN 19, 2018

#     Proposal                                Mgt Rec   Vote Cast    Sponsor
1     Approve Merger Agreement                For       For          Management
2     Issue Shares in Connection with         For       For          Management
      Acquisition
3     Adjourn Meeting                         For       For          Management


--------------------------------------------------------------------------------

VISTRA ENERGY CORP.

Ticker:       VST            Security ID:  92840M102
Meeting Date: MAY 01, 2018   Meeting Type: Annual
Record Date:  MAR 23, 2018

#     Proposal                                Mgt Rec   Vote Cast    Sponsor
1.1   Elect Director Hilary E. Ackermann      For       For          Management
1.2   Elect Director Brian K. Ferraioli       For       Withhold     Management
1.3   Elect Director Jeff D. Hunter           For       Withhold     Management
2.1   Elect Director Brian K. Ferraioli       For       Withhold     Management
2.2   Elect Director Jeff D. Hunter           For       Withhold     Management
3     Advisory Vote to Ratify Named           For       For          Management
      Executive Officers' Compensation
4     Advisory Vote on Say on Pay Frequency   One Year  One Year     Management
5     Ratify Deloitte & Touche LLP as         For       For          Management
      Auditors







                                  SIGNATURES

Pursuant to the requirements of the Investment Company Act of 1940, the
registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.


(Registrant)               FIRST TRUST STRATEGIC HIGH INCOME FUND II
                           -----------------------------------------


By (Signature and Title)*  /s/ James M. Dykas
                           -----------------------------------
                           James M. Dykas, President and
                           Chief Executive Officer

Date                       July 24, 2018
                           -------------------------

* Print the name and title of each signing officer under his or her signature.