Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Floating Rate Income Fund (Class A) (PFLRX)
An income fund that can benefit from higher interest rates
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Highlights
Objective
The fund seeks high current income. Preservation of capital is a secondary goal.
Strategy and process
- Floating-rate bank loans The fund primarily invests in bank loans with yields that are set at a margin above short-term interest rates and adjust when rates change.
- Guard against rising interest rates Bank loans have historically performed well amid rising interest rates because their yields adjust higher and become more attractive.
- Backed by team research The fund's experienced managers select a diverse range of loans using careful credit research.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$8.29
0.00% | $0.00 |
$8.31
01/20/21 |
$8.22
12/02/21 |
Fund facts as of 12/31/21
Total net assets
$466.65M
$466.65M
Turnover (fiscal year end)
32%
32%
Dividend frequency (view rate)
Monthly
Monthly
Number of issues
235
235
Fiscal year-end
February
February
CUSIP / Fund code
746763481 / 0057
746763481 / 0057
Inception date
08/04/04
08/04/04
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PFLRX
PFLRX
Management team
Co-Head of Corporate and Tax-exempt Credit
Portfolio Manager
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (R6 share) (PDF) |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
| Alternating Bond Market Leadership (PDF) |
| Floating rate loans offer a degree of protection from rising rates (PDF) |
| Floating rate bank loans for rising rates (PDF) |
How could the yield curve impact risk assets in 2022?
The Fed's policy changes will have implications for the U.S. Treasury market and other financial assets.The Fed’s conundrum — $7 lattes, $5 gas, 0% interest rates
We believe the Fed is likely behind the curve in containing inflation with ultra-low interest rates.$100 oil may be a pipe dream
Oil prices have risen to multi-year highs on surging demand, tight supply, and the crunch on natural gas. We believe it is time to question the current rally.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
12.52%
Best 5-year annualized return
(for period ending 12/31/13)
0.64%
Worst 5-year annualized return
(for period ending 03/31/20)
3.77%
Average 5-year annualized return
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 3.02% | 3.89% | 2.84% | 3.67% |
| After sales charge | 0.70% | 3.11% | 2.37% | 3.44% |
| S&P/LSTA Leveraged Loan Index | 5.20% | 5.63% | 4.27% | 4.69% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | 0.74% | -1.53% | |
| YTD as of 01/19/22 | 0.52% | -1.74% | |
Yield
| Distribution rate before sales charge as of 01/19/22 |
3.02% |
|---|---|
| Distribution rate after sales charge as of 01/19/22 |
2.96% |
| 30-day SEC yield as of 12/31/21 (after sales charge) |
2.77% |
Risk-adjusted performance as of 12/31/21
| Sharpe ratio (3 yrs.) | 0.40 |
|---|---|
| Information ratio (3 yrs.) | -1.20 |
Volatility as of 12/31/21
| Standard deviation (3 yrs.) | 7.41% |
|---|---|
| Beta | 0.87 |
| R-squared | 0.98 |
Fixed income statistics as of 12/31/21
| Average effective duration | 0.03 yrs. |
|---|
Lipper rankings as of 12/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 213/241 | 89% |
| 3 yrs. | 152/223 | 68% |
| 5 yrs. | 149/205 | 73% |
| 10 yrs. | 78/139 | 56% |
Morningstar Ratings™ as of 12/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 228 | |
| 3 yrs. | 228 | |
| 5 yrs. | 209 | |
| 10 yrs. | 140 |
Distributions
| Accrual days | 31 |
|---|---|
| Accrual start date | 12/01/21 |
| Accrual end date | 12/31/21 |
| Payable date | 12/31/21 |
| Income | $0.020413004 |
| Extra taxable income | -- |
| Dividend frequency | Monthly |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| UKG | 0.92% |
|---|---|
| Ascend Learning | 0.90% |
| Ancestry.Com | 0.86% |
| Proofpoint | 0.84% |
| CRC Escrow Issuer LLC/CRC Finco | 0.82% |
| Realpage | 0.81% |
| TK Elevator | 0.80% |
| USS Ultimate Holdings | 0.79% |
| Clarios global | 0.76% |
| Tamko Building Products | 0.76% |
| Top 10 holdings, percent of portfolio | 8.26% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| UKG | |
| Ascend Learning | |
| Ancestry.Com | |
| Proofpoint | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Realpage | |
| TK Elevator | |
| USS Ultimate Holdings | |
| Clarios global | |
| Tamko Building Products | |
| Holdings represent 8.26% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Ascend Learning | |
| Asurion | |
| UKG | |
| Ancestry.Com | |
| Quikrete | |
| Proofpoint | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Realpage | |
| TK Elevator | |
| USS Ultimate Holdings | |
| Holdings represent 9.15% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Solenis International | |
| Parexel | |
| Asurion | |
| Quikrete | |
| CRC Escrow Issuer LLC/CRC Finco | |
| TK Elevator | |
| UKG | |
| Tamko Building Products | |
| Clarios global | |
| Hub International | |
| Holdings represent 8.92% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Parexel | |
| Asurion | |
| Quikrete | |
| CRC Escrow Issuer LLC/CRC Finco | |
| TK Elevator | |
| UKG | |
| Hub International | |
| Clarios global | |
| Dun Bradstreet Corp/The | |
| Directv Financing | |
| Holdings represent 8.61% of portfolio | |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.86% |
|---|---|
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.84% |
| CAESARS RESORT COLLECT L+275 02.8543 09/28/2024 | 0.82% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.80% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.79% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.79% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.76% |
| TAMKO BUILDING PRODUCT L+300 03.1002 05/03/2026 | 0.76% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.73% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.73% |
| MITCHELL INTL TLB L+375 04.2500 10/01/2028 | 0.73% |
| BMC SOFTWARE TLB L+375 03.9738 10/02/2025 | 0.72% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.70% |
| CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.70% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.68% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.68% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.67% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.66% |
| INDUSTRIAL AND FINANCI L+350 04.0000 03/22/2028 | 0.65% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.64% |
| MOZART BORROWER LP L+325 03.7500 09/30/2028 | 0.64% |
| PAREXEL PHOE NEW 1L TL L+350 04.0000 08/11/2028 | 0.64% |
| WR GRACE HOLDINGS TLB L+375 04.2500 08/12/2028 | 0.64% |
| DOTDASH MEREDITH TLB S+C+400 04.5000 11/23/2028 | 0.64% |
| OREGON TOOL OT MERGER L+400 04.5000 10/07/2028 | 0.64% |
| THE CHAMBERLAIN GROUP L+350 04.0000 10/22/2028 | 0.64% |
| ASCEND LEARNING LLC TL L+350 04.0000 11/18/2028 | 0.64% |
| WATLOW ELECTRIC MANUFA L+375 4.250000 03/02/2028 | 0.64% |
| DIVERSEY DIAMOND TLB L+300 03.5000 09/14/2028 | 0.64% |
| SOLENIS TLB L+375 04.2500 09/21/2028 | 0.64% |
| MADISON IAQ TL L+325 03.7500 06/15/2028 | 0.64% |
| VERRA MOBILITY TLB L+325 03.3815 03/26/2028 | 0.64% |
| MCGRAW-HILL EDUCATION L+475 05.2500 07/30/2028 | 0.64% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.64% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.62% |
| ROCKET SOFTWARE TLB L+425 04.3543 11/28/2025 | 0.62% |
| ORGANON & CO TLB L+300 03.5000 04/08/2028 | 0.62% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.62% |
| ZAYO GROUP HLDG INC L+300 03.1043 03/09/2027 | 0.61% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.61% |
| DUN & BRADSTREET CORP L+325 03.3519 02/01/2026 | 0.61% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.61% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.61% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.60% |
| SCIENTIFIC GAMES CORP L+275 02.8543 08/14/2024 | 0.60% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.59% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.59% |
| CLUBCORP TLB L+275 02.9698 09/18/2024 | 0.59% |
| ADVISOR GROUP TLB L+450 04.6043 07/31/2026 | 0.58% |
| VERTIV TLB L+275 02.8519 03/02/2027 | 0.58% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.57% |
| LONZA SPECIALTY INGRED L+400 04.7500 04/30/2028 | 0.57% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.57% |
| USI INC TLB L+300 03.2238 05/16/2024 | 0.57% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.56% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.56% |
| PETSMART TLB L+375 04.5000 01/29/2028 | 0.56% |
| PLANTRONICS TLB L+250 02.6043 07/02/2025 | 0.56% |
| TEMPO ACQUISITION LLC L+325 03.7500 10/01/2026 | 0.56% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.55% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.55% |
| GENESYS TELECOMMUNICAT L+400 04.5440 12/01/2027 | 0.54% |
| BANIJAY GROUP TLB L+375 03.8519 03/04/2025 | 0.54% |
| QUIKRETE TLB L+250 02.6043 02/01/2027 | 0.54% |
| TWIN RIVER MANAGEMENT L+325 03.7500 08/06/2028 | 0.54% |
| GIP II BLUE HOLDINGS T L+450 05.0000 09/22/2028 | 0.53% |
| ATLANTIC BROADBAND FIN L+250 03.0000 07/28/2028 | 0.53% |
| BASSPR TL B 1L USD L+425 04.4738 02/26/2028 | 0.53% |
| ORYX SOUTHERN DELAWARE L+325 03.7500 09/29/2028 | 0.53% |
| MESSER INDUST TLB L+250 02.7238 03/01/2026 | 0.53% |
| CETERA FINANCIAL GROUP L+425 04.3543 10/01/2025 | 0.52% |
| SOVOS COMPLIANCE LLC T L+450 05.0000 08/12/2028 | 0.52% |
| SURGERY CENTER HOLDING L+375 03.8535 08/31/2026 | 0.52% |
| HUB INTERNATIONAL LTD L+275 02.8748 04/25/2025 | 0.52% |
| FILTRATION GROUP TLB L+300 03.1043 03/27/2025 | 0.51% |
| STAPLES TL L+500 05.1316 04/09/2026 | 0.51% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.50% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.50% |
| ENVISION HEALTHCARE TL L+375 03.8543 10/10/2025 | 0.50% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.50% |
| ZOOMINFO TECH LLC TL L+300 03.1043 02/02/2026 | 0.50% |
| APPLOVIN CORPORATION T L+300 03.5000 10/21/2028 | 0.49% |
| ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.49% |
| AHEAD DB HOLDINGS TLB L+375 04.4266 10/16/2027 | 0.49% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.49% |
| GRIFOLS TLB L+200 02.1043 11/15/2027 | 0.49% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.48% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.48% |
| FOREST CITY ENTERPRISE L+350 03.6013 12/07/2025 | 0.48% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.46% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.46% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.46% |
| CABLEVISION SYSTEMS TL L+225 02.3598 07/17/2025 | 0.45% |
| INTERNET BRANDS INC-1L L+375 04.7500 09/15/2024 | 0.45% |
| AMC ENT INC TLB L+300 03.1031 04/22/2026 | 0.44% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.44% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.43% |
| API GROUP DE INC L+275 02.8360 10/07/2028 | 0.43% |
| CERIDIAN CORPORATION T L+250 02.5765 04/30/2025 | 0.43% |
| HILTON GRAND VCTNS TLB L+300 03.5000 06/30/2028 | 0.43% |
| VOYAGE AUSTRALIA PTY L L+350 04.0000 05/27/2028 | 0.43% |
| BROOKS AUTO 1L S+335 03.8500 11/17/2028 | 0.43% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.43% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.43% |
| MIRION TECH INC L+275 03.2500 10/05/2028 | 0.43% |
| ROUGH COUNTRY 1L TL L+350 04.2500 07/26/2028 | 0.43% |
| DOMTAR PERSONAL CARE 1 L+425 05.5000 02/19/2028 | 0.43% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.43% |
| INSULET CORP TLB L+325 03.7500 05/04/2028 | 0.43% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.43% |
| VALEANT PHARMACEUTICAL L+300 03.1043 05/17/2025 | 0.43% |
| LIFTOFF MOBILE TLB L+375 04.2500 09/30/2028 | 0.42% |
| CARNIVAL CORPORATION T L+325 04.0000 10/08/2028 | 0.42% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.42% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 03/04/2028 | 0.42% |
| TRINSEO 1L TLB L+250 02.6043 03/18/2028 | 0.42% |
| BUCKEYE PARTNERS LP TL L+225 02.3543 11/01/2026 | 0.42% |
| TESSERA TECHNOLOGIES T L+350 03.6043 06/08/2028 | 0.42% |
| ULTIMATE SOFTWARE GROU L+375 03.8543 04/05/2026 | 0.42% |
| ELANCO ANIMAL HLTH TLB L+175 01.8519 02/04/2027 | 0.42% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.41% |
| TALLGRASS ENERGY PARTN L+475 04.8543 03/11/2026 | 0.41% |
| STARS GROUP TLB L+225 02.4738 07/29/2025 | 0.41% |
| ACRISURE LLC TLB L+350 03.7238 02/15/2027 | 0.40% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.40% |
| CULLIGAN INTERNATIONAL L+400 04.5000 06/17/2028 | 0.39% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.39% |
| LIONS GATE ENTERTAINME L+225 02.3543 03/24/2025 | 0.38% |
| IRON MOUNTAIN TLB L+175 01.8513 01/02/2026 | 0.37% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.37% |
| HERTZ CORP TLB L+325 03.7500 06/30/2028 | 0.36% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.36% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.35% |
| NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.35% |
| SFR GROUP TLB12 L+369 03.8113 01/31/2026 | 0.35% |
| VISTRA OPERATIONS COMP L+175 01.8551 12/01/2025 | 0.35% |
| REYNOLDS GROUP HOLDING L+325 03.3543 02/05/2026 | 0.34% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.33% |
| TRANSDIGM INC TLE L+225 02.3543 05/30/2025 | 0.33% |
| CALPINE CONS FIN TL L+200 02.1043 01/15/2025 | 0.33% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.32% |
| BROOKS AUTO 2L S+560 6.1000 11/17/2029 | 0.32% |
| GREAT CANADIAN GAMING L+400 04.7500 11/01/2026 | 0.32% |
| COMMSCOPE TLB2 L+325 03.3519 02/07/2026 | 0.32% |
| EINSTEIN MERGER ECHO G L+375 04.2500 11/04/2028 | 0.32% |
| GREYSTONE SELECT FINAN L+500 05.3015 05/06/2028 | 0.32% |
| PREGIS TOPCO TL L+400 04.5000 08/01/2026 | 0.32% |
| CORE & MAIN LP L+250 02.6019 06/10/2028 | 0.32% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.32% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.32% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.31% |
| IHEARTMEDIA TLB L+300 03.1043 05/01/2026 | 0.31% |
| TRANSDIGM INC TLF L+225 02.3543 12/09/2025 | 0.31% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.31% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.31% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.31% |
| SYLVAMO CORPORATION TL L+450 05.0000 08/20/2028 | 0.29% |
| ULTIMATE SOFTWARE GROU L+325 03.7500 05/03/2026 | 0.29% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.29% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.28% |
| ASURION CORP 2N TLB4 L+525 05.3543 01/30/2029 | 0.28% |
| ICON LUX SARL TLB L+225 02.7500 06/16/2028 | 0.28% |
| TTM TECH INC TL L+250 02.7114 09/28/2024 | 0.28% |
| GRANITE US HOLDINGS CO L+400 04.2238 09/30/2026 | 0.27% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.27% |
| ASCEND LEARNING LLC 2N L+575 06.2500 11/18/2029 | 0.26% |
| ENTERCOM TLB1 L+250 02.6019 11/17/2024 | 0.26% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.24% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.23% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.23% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.23% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.22% |
| SINCLAIR BROADCAST GRO L+250 02.6100 07/18/2026 | 0.22% |
| GEON PERFORMANCE SOLUT L+475 05.5000 08/20/2028 | 0.22% |
| CONNECTWISE LLC TLB L+350 04.0000 09/30/2028 | 0.21% |
| II-VI INC TLB L+275 03.2500 12/08/2028 | 0.21% |
| MADISON SAFETY 1L S+C+375 04.2500 12/14/2028 | 0.21% |
| PACIFIC GAS & ELECTRIC 01.6909 06/16/2022 | 0.21% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.21% |
| QUIKRETE HOLDINGS TLB1 L+263 03.0813 06/11/2028 | 0.21% |
| ULTIMATE SOFTWARE GROU L+525 05.7500 05/03/2027 | 0.21% |
| ACRISURE LLC TLB L+375 04.2500 02/15/2027 | 0.21% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.21% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.21% |
| AMERICAN TRAILER WORLD L+375 04.5000 03/03/2028 | 0.21% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.21% |
| HAYWARD INDUSTRIES TLB L+250 03.0000 05/14/2028 | 0.21% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.21% |
| LOTUS MIDSTREAM TLB L+325 03.3404 09/26/2025 | 0.21% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.21% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/28/2027 | 0.21% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.21% |
| TENNECO AUTOMOTIVE TL L+300 03.1043 10/01/2025 | 0.21% |
| LEVEL 3 COMMUNICATIONS L+175 01.8543 03/01/2027 | 0.20% |
| BCP RENAISSANCE PARENT L+350 04.5000 10/31/2024 | 0.19% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.19% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.18% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.17% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.17% |
| ALLEN MEDIA TLB L+550 05.7238 02/10/2027 | 0.17% |
| ATLANTIC AVIATIO 2L TL L+575 06.2500 07/13/2029 | 0.16% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.16% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.15% |
| ALLEN MEDIA TLDD L+550 05.7238 02/10/2027 | 0.15% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.15% |
| TREASURY BILL 00.0000 04/21/2022 | 0.15% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.15% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.14% |
| SINCLAIR BROADCAST GRO L+325 03.3600 08/24/2026 | 0.14% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.14% |
| US LBM HOLDINGS LLC TL L+375 04.5000 12/18/2027 | 0.14% |
| TREASURY BILL 00.0000 03/03/2022 | 0.13% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.12% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.11% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.11% |
| REYNOLDS GROUP HOLDING L+350 03.6286 09/20/2028 | 0.11% |
| TENABLE HOLDINGS INC T L+275 03.2500 07/07/2028 | 0.11% |
| ASURION CORP TLB9 L+325 03.3543 07/31/2027 | 0.11% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.10% |
| ARCLIN ARC FALCON TLB L+375 04.2500 09/22/2028 | 0.09% |
| SOVOS COMPLIANCE LLC L+450 04.5000 08/12/2028 | 0.09% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.08% |
| ATLAS CC ACQ TLC L+425 05.0000 04/29/2028 | 0.07% |
| PRO MACH GROUP TLDD L+400 04.0000 08/13/2028 | 0.07% |
| US LBM TLB2-DD L+375 04.5000 12/18/2027 | 0.07% |
| INDIGO MERGER SUB TLB L+225 02.7500 06/16/2028 | 0.07% |
| HERTZ CORP TLC L+350 03.7500 06/30/2028 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| CULLIGAN TL DD L+400 04.5000 06/17/2028 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.01% |
| AOC LSF11 A5 HLDCO TLB L+375 04.2500 09/30/2028 | 0.00% |
| REYNOLDS TL L+175 01.8543 01/29/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.87% |
|---|---|
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.84% |
| CAESARS RESORT COLLECT L+275 02.8404 09/28/2024 | 0.83% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.81% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.80% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.80% |
| TAMKO BUILDING PRODUCT L+300 03.1287 05/03/2026 | 0.77% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.77% |
| DUN & BRADSTREET CORP L+325 03.3416 02/01/2026 | 0.77% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.76% |
| MITCHELL INTL TLB L+375 04.2500 10/01/2028 | 0.74% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.74% |
| BMC SOFTWARE TLB L+375 03.8815 10/02/2025 | 0.73% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.71% |
| CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.70% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.69% |
| TERRIER MEDIA BUYER IN L+350 03.5904 12/17/2026 | 0.69% |
| ADIENT TLB L+350 03.5904 04/01/2028 | 0.68% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.67% |
| INDUSTRIAL AND FINANCI L+350 04.0000 03/22/2028 | 0.66% |
| QUIKRETE TLB L+250 02.5904 02/01/2027 | 0.66% |
| BWAY CORP TLB L+325 03.3493 04/03/2024 | 0.65% |
| WR GRACE HOLDINGS TLB L+375 04.2500 08/12/2028 | 0.65% |
| MOZART BORROWER LP L+325 03.7500 09/30/2028 | 0.65% |
| OREGON TOOL OT MERGER L+400 04.0860 10/07/2028 | 0.65% |
| DIVERSEY DIAMOND TLB L+300 03.5000 09/14/2028 | 0.65% |
| PAREXEL PHOE NEW 1L TL L+350 03.8140 08/11/2028 | 0.65% |
| ASCEND LEARNING TL 1L L+350 04.0000 11/18/2028 | 0.65% |
| DOTDASH MEREDITH TLB S+C+400 04.5000 11/23/2028 | 0.65% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.65% |
| ORGANON & CO TLB L+300 03.5000 04/08/2028 | 0.65% |
| THE CHAMBERLAIN GROUP L+350 04.0000 10/22/2028 | 0.65% |
| WATLOW ELECTRIC MANUFA L+375 4.250000 03/02/2028 | 0.65% |
| SOLENIS TLB L+375 04.2500 09/21/2028 | 0.65% |
| VERRA MOBILITY TLB L+325 03.3815 03/26/2028 | 0.65% |
| AHEAD DB HOLDINGS TLB L+375 04.3140 10/16/2027 | 0.65% |
| MADISON IAQ TL L+325 03.7500 06/15/2028 | 0.65% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.64% |
| MCGRAW-HILL EDUCATION L+475 05.2500 07/30/2028 | 0.64% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.63% |
| ROCKET SOFTWARE TLB L+425 04.3404 11/28/2025 | 0.63% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.62% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.62% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.62% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.62% |
| ZAYO GROUP HLDG INC L+300 03.0904 03/09/2027 | 0.62% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.61% |
| SCIENTIFIC GAMES CORP L+275 02.8404 08/14/2024 | 0.60% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.60% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.60% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.60% |
| CLUBCORP TLB L+275 02.8815 09/18/2024 | 0.60% |
| ADVISOR GROUP TLB L+450 04.5904 07/31/2026 | 0.59% |
| VERTIV TLB L+275 02.8440 03/02/2027 | 0.59% |
| LONZA SPECIALTY INGRED L+400 04.7500 04/30/2028 | 0.58% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.58% |
| USI INC TLB L+300 03.1315 05/16/2024 | 0.58% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.58% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.57% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.57% |
| TEMPO ACQUISITION LLC L+325 03.7500 10/01/2026 | 0.56% |
| PETSMART TLB L+375 04.5000 01/29/2028 | 0.56% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.56% |
| PLANTRONICS TLB L+250 02.5870 07/02/2025 | 0.56% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.56% |
| FOREST CITY ENTERPRISE L+350 03.5904 12/07/2025 | 0.55% |
| BANIJAY GROUP TLB L+375 03.8440 03/04/2025 | 0.55% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.55% |
| TWIN RIVER MANAGEMENT L+325 03.7500 08/06/2028 | 0.54% |
| ATLANTIC BROADBAND FIN L+250 03.0000 07/28/2028 | 0.54% |
| ORYX SOUTHERN DELAWARE L+325 03.7500 09/29/2028 | 0.54% |
| GIP II BLUE HOLDINGS T L+450 05.5000 09/22/2028 | 0.54% |
| MESSER INDUST TLB L+250 02.6315 03/01/2026 | 0.54% |
| CETERA FINANCIAL GROUP L+425 04.3404 10/01/2025 | 0.53% |
| SOVOS COMPLIANCE LLC T L+450 05.0000 08/12/2028 | 0.53% |
| SURGERY CENTER HOLDING L+375 03.8309 08/31/2026 | 0.52% |
| GRIFOLS TLB L+200 02.0775 11/15/2027 | 0.52% |
| HUB INTERNATIONAL LTD L+275 02.8748 04/25/2025 | 0.52% |
| FILTRATION GROUP TLB L+300 03.0904 03/27/2025 | 0.52% |
| STAPLES TL L+500 05.1316 04/09/2026 | 0.51% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.51% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.51% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.51% |
| APPLOVIN CORPORATION T L+300 03.5000 10/21/2028 | 0.50% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.50% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.49% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.49% |
| ENVISION HEALTHCARE TL L+375 03.8404 10/10/2025 | 0.48% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.47% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.46% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.46% |
| CABLEVISION SYSTEMS TL L+225 02.3393 07/17/2025 | 0.46% |
| INTERNET BRANDS INC-1L L+375 04.7500 09/15/2024 | 0.46% |
| AMC ENT INC TLB L+300 03.0896 04/22/2026 | 0.45% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.44% |
| ROUGH COUNTRY 1L TL L+350 04.2500 07/26/2028 | 0.44% |
| VOYAGE AUSTRALIA PTY L L+350 04.0000 05/27/2028 | 0.44% |
| API GROUP DE INC L+275 02.8324 10/07/2028 | 0.43% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.43% |
| INSULET CORP TLB L+325 03.7500 05/04/2028 | 0.43% |
| BROOKS AUTO 1L S+335 03.8500 11/17/2028 | 0.43% |
| MIRION TECH INC L+275 03.2500 10/05/2028 | 0.43% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.43% |
| CERIDIAN CORPORATION T L+250 02.5775 04/30/2025 | 0.43% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 02/19/2028 | 0.43% |
| LIFTOFF MOBILE TLB L+375 04.2500 09/30/2028 | 0.43% |
| HILTON GRAND VCTNS TLB L+300 03.5000 06/30/2028 | 0.43% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 03/04/2028 | 0.43% |
| VALEANT PHARMACEUTICAL L+300 03.0904 05/17/2025 | 0.43% |
| CORE & MAIN LP L+250 02.5916 06/10/2028 | 0.43% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.43% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.43% |
| TRINSEO 1L TLB L+250 02.5904 03/18/2028 | 0.43% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.43% |
| CARNIVAL CORPORATION T L+325 04.0000 10/08/2028 | 0.43% |
| TESSERA TECHNOLOGIES T L+350 03.5904 06/08/2028 | 0.43% |
| BUCKEYE PARTNERS LP TL L+225 02.3493 11/01/2026 | 0.43% |
| ULTIMATE SOFTWARE GROU L+375 03.8404 04/05/2026 | 0.42% |
| ELANCO ANIMAL HLTH TLB L+175 01.8493 02/04/2027 | 0.42% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.42% |
| TALLGRASS ENERGY PARTN L+475 04.8404 03/11/2026 | 0.42% |
| STARS GROUP TLB L+225 02.3818 07/29/2025 | 0.42% |
| ACRISURE LLC TLB L+350 03.6315 02/15/2027 | 0.40% |
| CULLIGAN INTERNATIONAL L+400 04.5000 06/17/2028 | 0.39% |
| LIONS GATE ENTERTAINME L+225 02.3404 03/24/2025 | 0.38% |
| IRON MOUNTAIN TLB L+175 01.8404 01/02/2026 | 0.38% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.38% |
| HERTZ CORP TLB L+325 03.7500 06/30/2028 | 0.36% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.36% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.36% |
| NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.36% |
| SFR GROUP TLB12 L+369 03.8113 01/31/2026 | 0.36% |
| VISTRA OPERATIONS COMP L+175 01.8405 12/01/2025 | 0.35% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.35% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.34% |
| REYNOLDS GROUP HOLDING L+325 03.3404 02/05/2026 | 0.34% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.34% |
| TRANSDIGM INC TLE L+225 02.3404 05/30/2025 | 0.34% |
| CALPINE CONS FIN TL L+200 02.0904 01/15/2025 | 0.33% |
| BROOKS AUTO 2L S+560 6.1000 11/17/2029 | 0.33% |
| GREAT CANADIAN GAMING L+400 04.7500 11/01/2026 | 0.33% |
| EINSTEIN MERGER ECHO G L+375 04.2500 11/04/2028 | 0.32% |
| GREYSTONE SELECT FINAN L+500 05.7500 05/06/2028 | 0.32% |
| PREGIS TOPCO TL L+400 04.5000 08/01/2026 | 0.32% |
| COMMSCOPE TLB2 L+325 03.3404 02/07/2026 | 0.32% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.32% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.32% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.32% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.32% |
| IHEARTMEDIA TLB L+300 03.0904 05/01/2026 | 0.32% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.32% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.32% |
| TRANSDIGM INC TLF L+225 02.3404 12/09/2025 | 0.32% |
| ICON LUX SARL TLB L+250 03.0000 06/16/2028 | 0.31% |
| SYLVAMO CORPORATION TL L+450 05.0000 08/20/2028 | 0.31% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.31% |
| GRANITE US HOLDINGS CO L+400 04.1315 09/30/2026 | 0.31% |
| GATES GLOBAL 1L TL L+250 03.2500 03/31/2027 | 0.30% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.30% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.29% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.29% |
| ASURION CORP 2N TLB4 L+525 05.3404 01/30/2029 | 0.28% |
| TTM TECH INC TL L+250 02.5993 09/28/2024 | 0.28% |
| ASCEND LEARNING TL 2L L+575 06.2500 11/18/2029 | 0.27% |
| ENTERCOM TLB1 L+250 02.5870 11/17/2024 | 0.26% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.25% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.23% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.23% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.23% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.23% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.22% |
| SINCLAIR BROADCAST GRO L+250 02.6000 07/18/2026 | 0.22% |
| GEON PERFORMANCE SOLUT L+475 05.5000 08/20/2028 | 0.22% |
| PACIFIC GAS & ELECTRIC 01.5980 06/16/2022 | 0.22% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.22% |
| DT MIDSTREAM TLB L+200 02.5000 05/25/2028 | 0.22% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.22% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.22% |
| ACRISURE LLC TLB L+375 04.2500 02/15/2027 | 0.22% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.22% |
| CONNECTWISE LLC TLB L+350 04.0000 09/30/2028 | 0.22% |
| GLOBAL HEALTHCARE EXCH L+325 04.2500 06/28/2024 | 0.22% |
| QUIKRETE HOLDINGS TLB1 L+300 03.0813 06/11/2028 | 0.22% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.22% |
| AMERICAN TRAILER WORLD L+375 04.5000 03/03/2028 | 0.22% |
| HAYWARD INDUSTRIES TLB L+250 03.0000 05/14/2028 | 0.22% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/28/2027 | 0.22% |
| LOTUS MIDSTREAM TLB L+325 03.3404 09/26/2025 | 0.21% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.21% |
| TENNECO AUTOMOTIVE TL L+300 03.0904 10/01/2025 | 0.21% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.21% |
| LEVEL 3 COMMUNICATIONS L+175 01.8404 03/01/2027 | 0.20% |
| BCP RENAISSANCE PARENT L+350 04.5000 10/31/2024 | 0.20% |
| ASURION CORPORATION TL L+313 03.2154 11/03/2023 | 0.20% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.19% |
| CCM MERGER (MOTORCITY L+375 04.5000 11/04/2025 | 0.19% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.18% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.18% |
| ALLEN MEDIA TLB L+550 05.6266 02/10/2027 | 0.17% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.17% |
| ATLANTIC AVIATIO 2L TL L+575 06.2500 07/13/2029 | 0.16% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.16% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.16% |
| ALLEN MEDIA TLDD L+550 05.6266 02/10/2027 | 0.15% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.15% |
| MEREDITH CORPORATION T L+425 05.2500 01/31/2025 | 0.15% |
| TREASURY BILL 00.0000 04/21/2022 | 0.15% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.15% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.15% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.14% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.14% |
| US LBM HOLDINGS LLC TL L+375 03.8786 12/18/2027 | 0.14% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.14% |
| SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.13% |
| TREASURY BILL 00.0000 03/03/2022 | 0.13% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.12% |
| WIDEOPENWEST FINANCE L L+325 04.2500 08/06/2023 | 0.11% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.11% |
| REYNOLDS GROUP HOLDING L+350 04.0000 09/20/2028 | 0.11% |
| TENABLE HOLDINGS INC T L+275 03.2500 07/07/2028 | 0.11% |
| UKG INC TL 2L L+525 05.7500 05/03/2027 | 0.11% |
| ASURION CORP TLB9 L+325 03.3404 07/31/2027 | 0.11% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.10% |
| ARCLIN ARC FALCON TLB L+375 04.2500 09/22/2028 | 0.09% |
| SOVOS COMPLIANCE LLC L+225 02.2500 08/12/2028 | 0.09% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.08% |
| INDIGO MERGER SUB TLB L+250 03.0000 06/16/2028 | 0.08% |
| ATLAS CC ACQ TLC L+425 05.0000 04/29/2028 | 0.07% |
| PRO MACH GROUP TLDD L+80 01.0000 08/13/2028 | 0.07% |
| LBM AQUISITION DD L+375 04.7500 12/17/2027 | 0.07% |
| US LBM TLB2-DD L+375 04.5000 12/18/2027 | 0.07% |
| HERTZ CORP TLC L+350 03.7500 06/30/2028 | 0.07% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.06% |
| CULLIGAN TL DD L+400 04.5000 06/17/2028 | 0.05% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.01% |
| REYNOLDS TL L+175 01.8404 01/29/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CAESARS RESORT COLLECT L+275 02.8370 09/28/2024 | 0.84% |
|---|---|
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.78% |
| HUB INTERNATIONAL LTD L+275 02.8748 04/25/2025 | 0.78% |
| TAMKO BUILDING PRODUCT L+300 03.1013 05/31/2026 | 0.78% |
| DUN & BRADSTREET CORP L+325 03.3378 02/08/2026 | 0.77% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.76% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.75% |
| BMC SOFTWARE TLB L+375 03.8815 10/02/2025 | 0.74% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.72% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.71% |
| CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.71% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.70% |
| TERRIER MEDIA BUYER IN L+350 03.5870 12/17/2026 | 0.69% |
| ADIENT TLB L+350 03.5870 04/01/2028 | 0.68% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.68% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.67% |
| INDUSTRIAL AND FINANCI L+375 04.2500 03/22/2028 | 0.66% |
| QUIKRETE TLB L+250 02.5870 02/01/2027 | 0.66% |
| WR GRACE HOLDINGS TLB L+375 04.2500 08/12/2028 | 0.66% |
| MOZART BORROWER LP L+325 03.7500 09/30/2028 | 0.66% |
| OREGON TOOL OT MERGER L+400 04.5000 10/07/2028 | 0.66% |
| PAREXEL PHOE NEW 1L TL L+350 04.0000 08/11/2028 | 0.66% |
| ORGANON & CO TLB L+300 03.5000 04/08/2028 | 0.66% |
| CHARIOT BUYER LLC L+350 04.0000 10/22/2028 | 0.65% |
| DIVERSEY DIAMOND TLB L+300 03.5000 09/14/2028 | 0.65% |
| SOLENIS TLB L+375 04.2500 09/21/2028 | 0.65% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.65% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.65% |
| AHEAD DB HOLDINGS TLB L+375 04.3301 10/16/2027 | 0.65% |
| MADISON IAQ TL L+325 03.7500 06/15/2028 | 0.65% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.65% |
| BWAY CORP TLB L+325 03.3370 04/03/2024 | 0.65% |
| MCGRAW-HILL EDUCATION L+475 05.2500 07/30/2028 | 0.65% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.64% |
| ROCKET SOFTWARE TLB L+425 04.3370 11/28/2025 | 0.64% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.63% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.63% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.62% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.62% |
| ZAYO GROUP HLDG INC L+300 03.0870 03/09/2027 | 0.62% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.62% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.62% |
| SCIENTIFIC GAMES CORP L+275 02.8370 08/14/2024 | 0.61% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.61% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.61% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.61% |
| ADVISOR GROUP TLB L+450 04.5870 07/31/2026 | 0.60% |
| VERTIV TLB L+275 02.8375 03/02/2027 | 0.59% |
| CLUBCORP TLB L+275 02.8815 09/18/2024 | 0.59% |
| THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.59% |
| LONZA SPECIALTY INGRED L+400 04.7500 04/30/2028 | 0.58% |
| USI INC TLB L+300 03.1315 05/16/2024 | 0.58% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.58% |
| GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.57% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.57% |
| TEMPO ACQUISITION LLC L+325 03.7500 10/01/2026 | 0.57% |
| PETSMART TLB L+375 04.5000 01/29/2028 | 0.57% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.57% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/31/2027 | 0.56% |
| PLANTRONICS TLB L+250 02.5870 07/02/2025 | 0.56% |
| FOREST CITY ENTERPRISE L+350 03.5870 12/07/2025 | 0.56% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.56% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.56% |
| BANIJAY GROUP TLB L+375 03.8375 03/04/2025 | 0.55% |
| TWIN RIVER MANAGEMENT L+325 03.7500 08/06/2028 | 0.55% |
| ORYX SOUTHERN DELAWARE L+325 03.7500 09/29/2028 | 0.54% |
| BASSPR TL B 1L USD L+425 05.0000 02/26/2028 | 0.54% |
| ATLANTIC BROADBAND FIN L+250 03.0000 07/28/2028 | 0.54% |
| MITCHELL INTL TLB L+375 04.2500 10/01/2028 | 0.54% |
| MESSER INDUST TLB L+250 02.6315 03/01/2026 | 0.54% |
| SOVOS COMPLIANCE LLC T L+450 05.0000 08/12/2028 | 0.53% |
| SURGERY CENTER HOLDING L+375 03.8303 08/31/2026 | 0.53% |
| CETERA FINANCIAL GROUP L+425 04.3370 10/01/2025 | 0.53% |
| GRIFOLS TLB L+200 02.0738 11/15/2027 | 0.53% |
| ENVISION HEALTHCARE TL L+375 03.8370 10/10/2025 | 0.52% |
| FILTRATION GROUP TLB L+300 03.0878 03/27/2025 | 0.52% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.52% |
| STAPLES TL L+500 05.1316 04/09/2026 | 0.52% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.51% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.50% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.50% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.49% |
| PAREXEL INTERNATIONAL L+275 02.8370 09/27/2024 | 0.49% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.47% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.47% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.47% |
| AMC ENT INC TLB L+300 03.0858 04/22/2026 | 0.46% |
| CABLEVISION SYSTEMS TL L+225 02.3403 07/17/2025 | 0.46% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.44% |
| HILTON GRAND VCTNS TLB L+300 03.5000 06/30/2028 | 0.44% |
| VOYAGE AUSTRALIA PTY L L+350 04.0000 05/27/2028 | 0.44% |
| API GROUP DE INC L+275 02.8324 10/07/2028 | 0.44% |
| CERIDIAN CORPORATION T L+250 02.5738 04/30/2025 | 0.44% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.44% |
| ROUGH COUNTRY 1L TL L+350 04.2500 07/26/2028 | 0.44% |
| CARNIVAL CORP L+325 04.0000 10/08/2028 | 0.44% |
| INSULET CORP TLB L+325 03.7500 05/04/2028 | 0.44% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.44% |
| VALEANT PHARMACEUTICAL L+300 03.0870 06/01/2025 | 0.44% |
| LIFTOFF MOBILE TLB L+375 04.2500 09/30/2028 | 0.44% |
| MIRION TECH INC L+275 03.2500 10/05/2028 | 0.44% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 02/25/2028 | 0.44% |
| AMERICAN TRAFFIC SOLUT L+325 03.3815 03/19/2028 | 0.43% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 02/19/2028 | 0.43% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.43% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.43% |
| CORE & MAIN LP L+250 02.5878 06/10/2028 | 0.43% |
| TRINSEO 1L TLB L+250 02.5870 03/18/2028 | 0.43% |
| SOLENIS 1STL L+400 04.0870 06/26/2025 | 0.43% |
| TESSERA TECHNOLOGIES T L+350 03.5870 06/08/2028 | 0.43% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.43% |
| ULTIMATE SOFTWARE GROU L+375 03.8370 04/05/2026 | 0.43% |
| BUCKEYE PARTNERS LP TL L+225 02.3364 11/01/2026 | 0.43% |
| ELANCO ANIMAL HLTH TLB L+175 01.8364 02/04/2027 | 0.43% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.43% |
| TALLGRASS ENERGY PARTN L+475 04.8370 03/11/2026 | 0.42% |
| STARS GROUP TLB L+225 02.3818 07/29/2025 | 0.42% |
| ENTERCOM TLB1 L+250 02.5870 11/17/2024 | 0.41% |
| CULLIGAN INTERNATIONAL L+400 04.5000 06/17/2028 | 0.39% |
| BOYD GAMING TLB L+225 02.3238 09/15/2023 | 0.39% |
| GATEWAY CASINOS & ENTE L+650 07.5000 03/13/2025 | 0.39% |
| LIONS GATE ENTERTAINME L+225 02.3370 03/24/2025 | 0.38% |
| IRON MOUNTAIN TLB L+175 01.8370 01/02/2026 | 0.38% |
| NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.38% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.38% |
| HERTZ CORP TLB L+350 04.0000 06/30/2028 | 0.37% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.36% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.36% |
| SFR GROUP TLB12 L+369 03.8113 01/31/2026 | 0.36% |
| VISTRA OPERATIONS COMP L+175 01.8368 12/01/2025 | 0.35% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.35% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.35% |
| GRAY TELEVISION INC TL L+250 02.5864 01/02/2026 | 0.35% |
| REYNOLDS GROUP HOLDING L+325 03.3370 02/05/2026 | 0.34% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.34% |
| TRANSDIGM INC TLE L+225 02.3370 05/30/2025 | 0.34% |
| CALPINE CONS FIN TL L+200 02.0870 01/15/2025 | 0.34% |
| GREAT CANADIAN GAMING L+400 04.1293 11/01/2026 | 0.33% |
| GREYSTONE SELECT FINAN L+500 05.7500 05/06/2028 | 0.33% |
| GIP II BLUE TLB L+450 05.5000 09/22/2028 | 0.33% |
| PREGIS TOPCO TL L+400 04.5000 08/01/2026 | 0.33% |
| COMMSCOPE TLB2 L+325 03.3370 02/07/2026 | 0.33% |
| SYLVAMO CORPORATION TL L+450 05.0000 08/20/2028 | 0.33% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.32% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.32% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.32% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.32% |
| IHEARTMEDIA TLB L+300 03.0870 05/01/2026 | 0.32% |
| TRANSDIGM INC TLF L+225 02.3370 12/09/2025 | 0.32% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.32% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.32% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.31% |
| BJ'S WHOLESALE CLUB IN L+200 02.0836 02/03/2024 | 0.31% |
| ICON LUX SARL TLB L+250 03.0000 06/16/2028 | 0.31% |
| GRANITE US HOLDINGS CO L+400 04.1315 09/30/2026 | 0.31% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.30% |
| GATES GLOBAL 1L TL L+250 03.2500 03/31/2027 | 0.30% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.30% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.29% |
| ASURION CORP 2N TLB4 L+525 05.3370 01/30/2029 | 0.29% |
| TTM TECH INC TL L+250 02.5864 09/28/2024 | 0.28% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.27% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.26% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.25% |
| CHARTER COMMUNICATIONS L+175 01.8400 02/01/2027 | 0.25% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.24% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.24% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.23% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.22% |
| SINCLAIR BROADCAST GRO L+250 02.5900 07/18/2026 | 0.22% |
| GEON PERFORMANCE SOLUT L+475 05.5000 08/20/2028 | 0.22% |
| PACIFIC GAS & ELECTRIC 01.5980 06/16/2022 | 0.22% |
| ACRISURE LLC TLB L+375 04.2500 02/15/2027 | 0.22% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.22% |
| CONNECTWISE LLC TLB L+350 04.0000 09/30/2028 | 0.22% |
| DT MIDSTREAM TLB L+200 02.5000 05/25/2028 | 0.22% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.22% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.22% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.22% |
| QUIKRETE HOLDINGS TLB1 L+300 03.0813 06/11/2028 | 0.22% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.22% |
| ACPRODUCTS INC TLB L+425 04.7500 05/17/2028 | 0.22% |
| AMERICAN TRAILER WORLD L+375 04.5000 03/05/2028 | 0.22% |
| GLOBAL HEALTHCARE EXCH L+325 04.2500 06/28/2024 | 0.22% |
| HAYWARD INDUSTRIES TLB L+250 03.0000 05/14/2028 | 0.22% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.22% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/28/2027 | 0.22% |
| LOTUS MIDSTREAM TLB L+325 03.3370 09/26/2025 | 0.22% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.21% |
| TENNECO AUTOMOTIVE TL L+300 03.0870 10/01/2025 | 0.21% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.21% |
| ASURION CORPORATION TL L+313 03.2120 11/03/2023 | 0.21% |
| LEVEL 3 COMMUNICATIONS L+175 01.8370 03/01/2027 | 0.21% |
| BCP RENAISSANCE PARENT L+350 04.5000 10/31/2024 | 0.21% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.19% |
| EW SCRIPPS TLB L+300 03.7500 12/15/2027 | 0.19% |
| CCM MERGER (MOTORCITY L+375 04.5000 11/04/2025 | 0.19% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.19% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.18% |
| ALLEN MEDIA TLB L+550 05.6266 02/10/2027 | 0.17% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.17% |
| ATLANTIC AVIATIO 2L TL L+575 06.2500 07/13/2029 | 0.17% |
| SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.17% |
| WIDEOPENWEST FINANCE L L+325 04.2500 08/06/2023 | 0.17% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.16% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.16% |
| ALLEN MEDIA TLDD L+550 05.6266 02/10/2027 | 0.16% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.16% |
| MEREDITH CORPORATION T L+425 04.3815 01/31/2025 | 0.15% |
| TREASURY BILL 00.0000 04/21/2022 | 0.15% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.15% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.14% |
| US LBM HOLDINGS LLC TL L+375 03.8786 12/18/2027 | 0.14% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.14% |
| TREASURY BILL 00.0000 03/03/2022 | 0.13% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.12% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.11% |
| REYNOLDS GROUP HOLDING L+350 04.0000 09/20/2028 | 0.11% |
| TENABLE HOLDINGS INC T L+275 03.2500 07/07/2028 | 0.11% |
| ACRISURE LLC TLB L+350 03.5141 02/15/2027 | 0.11% |
| ASURION CORP TLB9 L+325 03.3370 07/31/2027 | 0.11% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.11% |
| SOLENIS 2NDL L+850 08.5870 06/26/2026 | 0.10% |
| ARCLIN ARC FALCON TLB L+375 04.2500 09/22/2028 | 0.10% |
| PRO MACH GROUP TLDD L+80 01.0000 08/13/2028 | 0.09% |
| SOVOS COMPLIANCE LLC L+225 02.2500 08/12/2028 | 0.09% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.08% |
| INDIGO MERGER SUB TLB L+250 03.0000 06/16/2028 | 0.08% |
| ATLAS CC ACQ TLC L+425 05.0000 04/29/2028 | 0.07% |
| LBM AQUISITION DD L+375 04.7500 12/17/2027 | 0.07% |
| US LBM TLB2-DD L+375 04.5000 12/18/2027 | 0.07% |
| HERTZ CORP TLC L+350 04.0000 06/14/2028 | 0.07% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.06% |
| CULLIGAN TL DD L+400 04.5000 06/17/2028 | 0.05% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.01% |
| REYNOLDS TL L+175 01.8370 01/29/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CAESARS RESORT COLLECT L+275 02.8341 09/28/2024 | 0.84% |
|---|---|
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.79% |
| HUB INTERNATIONAL LTD L+275 02.8753 04/25/2025 | 0.79% |
| DUN & BRADSTREET CORP L+325 03.3360 02/01/2026 | 0.79% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.77% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.75% |
| BMC SOFTWARE TLB L+375 03.8815 10/02/2025 | 0.75% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.73% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.72% |
| CLEAR CHANNEL OUTDOOR L+350 03.6285 08/21/2026 | 0.72% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.71% |
| TERRIER MEDIA BUYER IN L+350 03.5841 12/17/2026 | 0.70% |
| ADIENT TLB L+350 03.5841 04/01/2028 | 0.69% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.69% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.68% |
| INDUSTRIAL AND FINANCI L+375 04.2500 03/22/2028 | 0.67% |
| QUIKRETE TLB L+250 02.5841 02/01/2027 | 0.67% |
| MCGRAW-HILL EDUCATION L+475 05.2500 07/30/2028 | 0.66% |
| WR GRACE HOLDINGS TLB L+375 04.2500 08/12/2028 | 0.66% |
| DIVERSEY DIAMOND TLB L+300 03.5000 09/14/2028 | 0.66% |
| ORGANON & CO TLB L+300 03.5000 04/08/2028 | 0.66% |
| PAREXEL PHOE NEW 1L TL L+350 04.0000 08/11/2028 | 0.66% |
| BWAY CORP TLB L+325 03.3341 04/03/2024 | 0.66% |
| MADISON IAQ TL L+325 03.7500 06/15/2028 | 0.66% |
| SOLENIS TLB L+375 04.2500 09/21/2028 | 0.66% |
| AHEAD DB HOLDINGS TLB L+375 04.3137 10/16/2027 | 0.66% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.66% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.66% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.66% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.65% |
| ROCKET SOFTWARE TLB L+425 04.3341 11/28/2025 | 0.64% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.64% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.63% |
| ZAYO GROUP HLDG INC L+300 03.0841 03/09/2027 | 0.63% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.63% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.63% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.63% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.63% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.62% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.62% |
| SCIENTIFIC GAMES CORP L+275 02.8341 08/14/2024 | 0.62% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.62% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.61% |
| ADVISOR GROUP TLB L+450 04.5841 07/31/2026 | 0.60% |
| VERTIV TLB L+275 02.8303 03/02/2027 | 0.60% |
| THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.60% |
| CLUBCORP TLB L+275 02.8815 09/18/2024 | 0.59% |
| LONZA SPECIALTY INGRED L+400 04.5637 04/30/2028 | 0.59% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.59% |
| USI INC TLB L+300 03.1315 05/16/2024 | 0.59% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.58% |
| GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.58% |
| PETSMART TLB L+375 04.5000 01/29/2028 | 0.58% |
| TEMPO ACQUISITION LLC L+325 03.7500 10/01/2026 | 0.57% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.57% |
| PLANTRONICS TLB L+250 02.5846 07/02/2025 | 0.57% |
| ENVISION HEALTHCARE TL L+375 03.8341 10/10/2025 | 0.57% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.57% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.57% |
| FOREST CITY ENTERPRISE L+350 03.5841 12/07/2025 | 0.56% |
| TAMKO BUILDING PRODUCT L+300 03.1122 05/03/2026 | 0.56% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.56% |
| BANIJAY GROUP TLB L+375 03.8303 03/04/2025 | 0.56% |
| BALLY'S CORP TLB L+325 03.7500 08/06/2028 | 0.55% |
| BASSPR TL B 1L USD L+425 05.0000 02/26/2028 | 0.55% |
| ATLANTIC BROADBAND FIN L+250 03.0000 07/28/2028 | 0.55% |
| MESSER INDUST TLB L+250 02.6315 03/01/2026 | 0.55% |
| SOVOS COMPLIANCE LLC T L+450 05.0000 07/29/2028 | 0.54% |
| SURGERY CENTER HOLDING L+375 04.5000 08/31/2026 | 0.54% |
| CETERA FINANCIAL GROUP L+425 04.3341 10/01/2025 | 0.54% |
| FILTRATION GROUP TLB L+300 03.0841 03/29/2025 | 0.53% |
| GRIFOLS TLB L+200 02.0719 11/15/2027 | 0.53% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.52% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.52% |
| STAPLES TL L+500 05.1258 04/09/2026 | 0.52% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.51% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.50% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.50% |
| PAREXEL INTERNATIONAL L+275 02.8341 09/27/2024 | 0.49% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.48% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.48% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.47% |
| AMC ENT INC TLB L+300 03.0829 04/22/2026 | 0.47% |
| CABLEVISION SYSTEMS TL L+225 02.3338 07/17/2025 | 0.47% |
| ENTERCOM TLB1 L+250 02.5851 11/17/2024 | 0.45% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.45% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.45% |
| HILTON GRAND VCTNS TLB L+300 03.5000 06/30/2028 | 0.44% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.44% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 02/19/2028 | 0.44% |
| INSULET CORP TLB L+325 03.7500 05/04/2028 | 0.44% |
| VOYAGE AUSTRALIA PTY L L+350 04.0000 05/27/2028 | 0.44% |
| WHEEL PROS TL L+450 05.2500 04/22/2028 | 0.44% |
| CERIDIAN CORPORATION T L+250 02.5719 04/30/2025 | 0.44% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.44% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.44% |
| PITNEY BOWES TLB L+400 04.0127 03/12/2028 | 0.44% |
| ROUGH COUNTRY 1L TL L+350 04.0637 07/26/2028 | 0.44% |
| VALEANT PHARMACEUTICAL L+300 03.0841 05/17/2025 | 0.44% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.44% |
| AMERICAN TRAFFIC SOLUT L+325 03.3815 03/19/2028 | 0.44% |
| HD SUPPLY WATERWORKS L L+250 02.5860 06/10/2028 | 0.44% |
| LIFTOFF MOBILE TLB L+375 04.2500 09/30/2028 | 0.44% |
| MODA MIDSTREAM TLB L+325 05.7430 09/25/2025 | 0.44% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 02/25/2028 | 0.44% |
| TRINSEO 1L TLB L+250 02.5841 03/18/2028 | 0.44% |
| SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.44% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.44% |
| TESSERA TECHNOLOGIES T L+350 03.5841 06/08/2028 | 0.44% |
| ULTIMATE SOFTWARE GROU L+375 03.8341 04/05/2026 | 0.43% |
| BUCKEYE PARTNERS LP TL L+225 02.3341 11/01/2026 | 0.43% |
| ELANCO ANIMAL HLTH TLB L+175 01.8324 02/04/2027 | 0.43% |
| TALLGRASS ENERGY PARTN L+475 04.8341 03/11/2026 | 0.43% |
| STARS GROUP TLB L+225 02.3818 07/29/2025 | 0.42% |
| BOYD GAMING TLB L+225 02.3219 09/15/2023 | 0.39% |
| CULLIGAN INTERNATIONAL L+400 04.5000 06/17/2028 | 0.39% |
| LIONS GATE ENTERTAINME L+225 02.3341 03/24/2025 | 0.39% |
| IRON MOUNTAIN TLB L+175 01.8341 01/02/2026 | 0.39% |
| NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.39% |
| GATEWAY CASINOS & ENTE L+650 06.6318 03/13/2025 | 0.38% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.38% |
| HERTZ CORP TLB L+350 03.8137 06/30/2028 | 0.37% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.37% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.37% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.37% |
| SFR GROUP TLB12 L+369 03.8136 01/31/2026 | 0.36% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.36% |
| VISTRA OPERATIONS COMP L+175 01.8341 12/01/2025 | 0.36% |
| GRAY TELEVISION INC TL L+250 02.5824 01/02/2026 | 0.35% |
| REYNOLDS GROUP HOLDING L+325 03.3341 02/05/2026 | 0.35% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.34% |
| TRANSDIGM INC TLE L+225 02.3341 05/30/2025 | 0.34% |
| CALPINE CONS FIN TL L+200 02.0841 01/15/2025 | 0.34% |
| COMMSCOPE TLB2 L+325 03.3341 02/07/2026 | 0.33% |
| GREAT CANADIAN GAMING L+400 04.7500 11/01/2026 | 0.33% |
| GREYSTONE SELECT FINAN L+500 05.1484 05/06/2028 | 0.33% |
| PREGIS TOPCO TL L+400 04.5000 08/01/2026 | 0.33% |
| GIP II BLUE TLB L+450 05.5000 09/22/2028 | 0.33% |
| ORYX MIDSTREAM TLB L+400 04.1783 05/22/2026 | 0.33% |
| SYLVAMO CORP TLB L+450 05.0000 08/20/2028 | 0.33% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.33% |
| PRETIUM PKG HLDG INC L+400 04.7500 11/05/2027 | 0.33% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.33% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.32% |
| IHEARTMEDIA TLB L+300 03.0841 05/01/2026 | 0.32% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.32% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.32% |
| TRANSDIGM INC TLF L+225 02.3341 12/09/2025 | 0.32% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.32% |
| ICON LUX SARL TLB L+250 03.0000 06/16/2028 | 0.32% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.32% |
| BJ'S WHOLESALE CLUB IN L+200 02.0826 02/03/2024 | 0.32% |
| GRANITE US HOLDINGS CO L+400 04.1315 09/30/2026 | 0.32% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.31% |
| GATES GLOBAL 1L TL L+250 03.2500 03/31/2027 | 0.31% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.30% |
| ASURION CORP 2N TLB4 L+525 05.3341 01/30/2029 | 0.29% |
| TTM TECH INC TL L+250 02.5841 09/28/2024 | 0.29% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.28% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.26% |
| CHARTER COMMUNICATIONS L+175 01.8400 02/01/2027 | 0.25% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.24% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.24% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.24% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.23% |
| SINCLAIR BROADCAST GRO L+250 02.5900 07/18/2026 | 0.23% |
| GEON PERFORMANCE SOLUT L+475 05.5000 08/20/2028 | 0.22% |
| ACPRODUCTS INC TLB L+425 04.7500 05/17/2028 | 0.22% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.22% |
| CONNECTWISE LLC TLB L+350 04.0000 09/24/2028 | 0.22% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.22% |
| PACIFIC GAS & ELECTRIC 01.5980 06/16/2022 | 0.22% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.22% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.22% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.22% |
| ACRISURE LLC TLB L+375 03.8818 02/15/2027 | 0.22% |
| AMERICAN TRAILER WORLD L+375 04.5000 03/05/2028 | 0.22% |
| DT MIDSTREAM TLB L+200 02.5000 05/25/2028 | 0.22% |
| GLOBAL HEALTHCARE EXCH L+325 04.2500 06/28/2024 | 0.22% |
| HAYWARD INDUSTRIES TLB L+250 03.0000 05/14/2028 | 0.22% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/28/2027 | 0.22% |
| QUIKRETE HOLDINGS TLB1 L+300 03.0813 06/11/2028 | 0.22% |
| GARDNER DENVER INC TLB L+275 02.8346 03/01/2027 | 0.22% |
| TENNECO AUTOMOTIVE TL L+300 03.0841 10/01/2025 | 0.22% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.22% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.22% |
| LOTUS MIDSTREAM TLB L+325 04.2394 09/26/2025 | 0.22% |
| LEVEL 3 COMMUNICATIONS L+175 01.8341 03/01/2027 | 0.21% |
| ASURION CORPORATION TL L+313 03.2096 11/03/2023 | 0.21% |
| BCP RENAISSANCE PARENT L+350 04.5000 10/31/2024 | 0.21% |
| SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.20% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.19% |
| EW SCRIPPS TLB L+300 03.7500 12/15/2027 | 0.19% |
| CCM MERGER (MOTORCITY L+375 04.5000 11/04/2025 | 0.19% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.19% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.18% |
| ALLEN MEDIA TLB L+550 05.5958 02/10/2027 | 0.17% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.17% |
| ATLANTIC AVIATIO 2L TL L+575 06.2500 07/13/2029 | 0.17% |
| WIDEOPENWEST FINANCE L L+325 04.2500 08/06/2023 | 0.17% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.16% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.16% |
| ALLEN MEDIA TLDD L+550 05.5958 02/10/2027 | 0.16% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.16% |
| MEREDITH CORPORATION T L+425 04.3973 01/31/2025 | 0.16% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.15% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.15% |
| US LBM HOLDINGS LLC TL L+375 04.5000 12/18/2027 | 0.15% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.14% |
| TREASURY BILL 00.0000 03/03/2022 | 0.13% |
| TREASURY BILL 00.0000 10/19/2021 | 0.13% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.12% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.12% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.11% |
| PACTIV EVERGREEN TLB L+350 04.0000 09/20/2028 | 0.11% |
| TENABLE HOLDINGS INC T L+275 03.2500 07/07/2028 | 0.11% |
| WHEEL PROS 1L TL L+450 05.2500 05/11/2028 | 0.11% |
| ASURION CORP TLB9 L+325 03.3341 07/31/2027 | 0.11% |
| CARNIVAL CORP TLB L+300 03.7500 06/30/2025 | 0.11% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.11% |
| SOLENIS 2NDL L+850 08.5841 06/26/2026 | 0.10% |
| ARCLIN ARC FALCON TLB L+375 04.2500 09/22/2028 | 0.10% |
| PRO MACH GROUP TLDD L+400 05.0000 08/13/2028 | 0.09% |
| SOVOS COMPLIANCE TLDD L+450 05.0000 07/29/2028 | 0.09% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.08% |
| INDIGO MERGER SUB TLB L+250 03.0000 06/16/2028 | 0.08% |
| ATLAS CC ACQ TLC L+425 05.0000 04/29/2028 | 0.08% |
| LBM AQUISITION DD L+375 04.5000 12/17/2027 | 0.07% |
| US LBM TLB2-DD L+375 04.5000 12/18/2027 | 0.07% |
| HERTZ CORP TLC L+350 03.8137 06/14/2028 | 0.07% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.06% |
| CULLIGAN TL DD L+400 04.5000 06/17/2028 | 0.05% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| TREASURY BILL 00.0000 04/21/2022 | 0.02% |
| ARCLIN ARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.01% |
| REYNOLDS TL L+175 01.8341 01/29/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
Fixed income statistics as of 12/31/21
| Average effective maturity | 5.00 yrs. |
|---|---|
| Average effective duration | 0.03 yrs. |
| Average yield to maturity | 4.77% |
| Average coupon | 3.90% |
Sector weightings as of 12/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Bank loans | 90.67% | 3.95 | 0.00% | 0.00 | 90.67% | 3.95 |
| High-yield corporate bonds | 1.75% | 0.02 | 3.25% | 0.14 | 5.00% | 0.16 |
| Investment-grade corporate bonds | 0.43% | 0.03 | 0.00% | 0.00 | 0.43% | 0.03 |
| Equity investments | 0.03% | 0.00 | 0.00% | 0.00 | 0.03% | 0.00 |
| Net cash | 7.12% | 0.00 | 0.00% | 0.00 | 7.12% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 12/31/21
| 0 - 1 yr. | 5.32% |
|---|---|
| 1 - 5 yrs. | 37.33% |
| 5 - 10 yrs. | 57.14% |
| Over 15 yrs. | 0.21% |
Quality rating as of 12/31/21
| BBB | 4.86% |
|---|---|
| BB | 32.13% |
| B | 53.39% |
| CCC and Below | 2.04% |
| Not Rated | 0.46% |
| Net cash | 7.12% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Floating-rate loans may reduce, but not eliminate, interest-rate risk. These loans are typically secured by specific collateral or assets of the issuer (so that holders of the loan, such as the fund, have a priority claim on those assets in the event of the issuer's default or bankruptcy). The value of collateral may be insufficient to meet the issuer's obligations, and the fund's access to collateral may be limited by bankruptcy or other insolvency laws. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.
Top industry sectors as of 12/31/21
| Consumer cyclicals | 23.14% |
|---|---|
| Technology | 16.90% |
| Capital goods | 12.11% |
| Basic materials | 9.35% |
| Health care | 8.42% |
| Net Cash | 7.12% |
| Financials | 5.32% |
| Communication services | 5.02% |
| Consumer staples | 4.96% |
| Other | 10.91% |
0
Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Sectors will vary over time.
Country allocation as of 12/31/21
| United States | 99.64% |
|---|---|
| Canada | 0.36% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 1.04% | 1.24% | 1.79% | 1.29% | 0.70% | 0.79% |
| What you pay | 1.04% | 1.24% | 1.79% | 1.29% | 0.70% | 0.79% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% | 0.00% | 0.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% | 0.00% | 0.00% | -- | -- | -- |
| $100,000-$249,999 | 1.75% | -- | 0.00% | -- | -- | -- |
| $250,000-$499,999 | 1.25% | -- | 0.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
The S&P/LSTA Leveraged Loan Index is an unmanaged index of U.S. leveraged loans. You cannot invest directly in an index.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Floating-rate loans may reduce, but not eliminate, interest-rate risk. These loans are typically secured by specific collateral or assets of the issuer (so that holders of the loan, such as the fund, have a priority claim on those assets in the event of the issuer's default or bankruptcy). The value of collateral may be insufficient to meet the issuer's obligations, and the fund's access to collateral may be limited by bankruptcy or other insolvency laws. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. Ratings and portfolio credit quality will vary over time. Net cash, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.