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, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income 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 |
$7.86
06/30/20 |
Fund facts as of 05/31/21
Total net assets
$398.63M
$398.63M
Turnover (fiscal year end)
32%
32%
Dividend frequency (view rate)
Monthly
Monthly
Number of issues
217
217
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) |
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.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)
3.81%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 14.84% | 2.42% | 3.68% | 3.39% |
| After sales charge | 12.26% | 1.65% | 3.20% | 3.15% |
| S&P/LSTA Leveraged Loan Index | 20.71% | 4.14% | 5.28% | 4.25% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | 0.32% | -1.93% | |
| YTD as of 06/14/21 | 1.86% | -0.43% | |
Yield
| Distribution rate before sales charge as of 06/14/21 |
2.45% |
|---|---|
| Distribution rate after sales charge as of 06/14/21 |
2.40% |
| 30-day SEC yield as of 05/31/21 (after sales charge) |
2.41% |
Risk-adjusted performance as of 05/31/21
| Sharpe ratio (3 yrs.) | 0.17 |
|---|---|
| Information ratio (3 yrs.) | -1.17 |
Volatility as of 05/31/21
| Standard deviation (3 yrs.) | 7.61% |
|---|---|
| Beta | 0.87 |
| R-squared | 0.98 |
Fixed income statistics as of 05/31/21
| Average effective duration | 0.03 yrs. |
|---|
Lipper rankings as of 05/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 228/247 | 92% |
| 3 yrs. | 169/227 | 75% |
| 5 yrs. | 155/205 | 76% |
| 10 yrs. | 62/115 | 54% |
Morningstar Ratings™ as of 05/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 231 | |
| 3 yrs. | 231 | |
| 5 yrs. | 208 | |
| 10 yrs. | 116 |
Distributions
| Accrual days | 29 |
|---|---|
| Accrual start date | 05/03/21 |
| Accrual end date | 05/31/21 |
| Payable date | 05/28/21 |
| Income | $0.016795321 |
| 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
| Blackstone CQP Holdco LP | 1.24% |
|---|---|
| Transdigm | 1.09% |
| Altice Numericable | 1.06% |
| CRC Escrow Issuer LLC/CRC Finco | 0.96% |
| Scientific Games | 0.95% |
| UKG | 0.91% |
| Altice USA | 0.90% |
| American Airlines Group | 0.85% |
| Clarios global | 0.81% |
| Staples | 0.81% |
| Top 10 holdings, percent of portfolio | 9.58% |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Blackstone CQP Holdco LP | |
| Transdigm | |
| Altice Numericable | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Scientific Games | |
| UKG | |
| Altice USA | |
| American Airlines Group | |
| Clarios global | |
| Staples | |
| Holdings represent 9.58% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Transdigm | |
| Altice Numericable | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Scientific Games | |
| UKG | |
| Altice USA | |
| American Airlines Group | |
| Adt Corp/The | |
| Clarios global | |
| Staples | |
| Holdings represent 9.60% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| PG&E | |
| Transdigm | |
| Altice Numericable | |
| Charter Communications | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Scientific Games | |
| UKG | |
| Altice USA | |
| American Airlines Group | |
| DELL Technologies | |
| Holdings represent 10.54% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Bass Pro Group | |
| PG&E | |
| Transdigm | |
| Altice Numericable | |
| Charter Communications | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Scientific Games | |
| UKG | |
| Altice USA | |
| DELL Technologies | |
| Holdings represent 11.39% of portfolio | |
| CAESARS RESORT COLLECT L+275 02.8425 09/28/2024 | 0.96% |
|---|---|
| SCIENTIFIC GAMES CORP L+275 02.8425 08/14/2024 | 0.95% |
| CABLEVISION SYSTEMS TL L+225 02.3482 07/17/2025 | 0.90% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.85% |
| JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.81% |
| UNIVISION TLB L+375 04.7500 03/15/2026 | 0.77% |
| IGT HOLDING IV AB TLB L+375 04.2500 03/29/2028 | 0.76% |
| QUIKRETE TLB L+250 02.5925 02/01/2027 | 0.76% |
| BWAY CORP TLB L+325 03.3850 04/03/2024 | 0.75% |
| ORGANON & CO TLB L+300 03.5000 04/08/2028 | 0.75% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.75% |
| AHEAD DB HOLDINGS TLB L+375 04.5000 10/16/2027 | 0.75% |
| BMC SOFTWARE TLB L+375 03.8425 10/02/2025 | 0.75% |
| HUB INTERNATIONAL LTD L+275 02.9257 04/25/2025 | 0.75% |
| CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.74% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.74% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.73% |
| ROCKET SOFTWARE TLB L+425 04.3425 11/28/2025 | 0.72% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.72% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.72% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.72% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.72% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.71% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.71% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.71% |
| RACKSPACE TECH TLB L+275 03.5000 02/09/2028 | 0.70% |
| MESSER INDUST TLB L+250 02.7025 03/01/2026 | 0.70% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.70% |
| GRAY TELEVISION INC TL L+250 02.5913 11/02/2025 | 0.70% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.70% |
| CLUBCORP TLB L+275 02.9525 09/18/2024 | 0.69% |
| ADVISOR GROUP TLB L+450 04.5925 07/31/2026 | 0.69% |
| CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.69% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.68% |
| THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.68% |
| HERENS HOLDCO TLB L+400 04.7500 04/30/2028 | 0.67% |
| USI INC TLB L+300 03.2025 05/16/2024 | 0.67% |
| TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.67% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.67% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.66% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.66% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.66% |
| GARDA WORLD TLB 1L L+425 04.3500 10/30/2026 | 0.66% |
| TEMPO ACQUISITION LLC L+325 03.7500 10/01/2026 | 0.66% |
| PETSMART TLB L+375 04.5000 02/12/2028 | 0.65% |
| PLANTRONICS TLB L+250 02.6133 07/02/2025 | 0.65% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.65% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.65% |
| TAMKO BUILDING PRODUCT L+300 03.1291 05/03/2026 | 0.64% |
| BANIJAY GROUP TLB L+375 03.8359 03/04/2025 | 0.64% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.64% |
| SFR GROUP TLB11 L+275 02.9355 07/31/2025 | 0.64% |
| FOREST CITY ENTERPRISE L+350 03.5925 12/07/2025 | 0.64% |
| BASSPR TL B 1L USD L+425 05.0000 03/05/2028 | 0.63% |
| ENVISION HEALTHCARE TL L+375 03.8425 10/10/2025 | 0.62% |
| VIRGIN MEDIA FINANCE T L+250 02.6009 01/04/2028 | 0.62% |
| DUN & BRADSTREET CORP L+325 03.3400 02/01/2026 | 0.62% |
| SURGERY CENTER HOLDING L+375 04.2820 08/31/2026 | 0.61% |
| CETERA TL L+425 04.3591 10/01/2025 | 0.61% |
| GRIFOLS TLB L+200 02.0618 11/15/2027 | 0.61% |
| STAPLES TL L+500 05.1756 04/12/2026 | 0.60% |
| FILTRATION GROUP TLB L+300 03.0925 03/29/2025 | 0.60% |
| BY CROWN PARENT LLC L+300 04.0000 01/30/2026 | 0.60% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.59% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.59% |
| SOLERA TLB L+275 02.8425 03/03/2023 | 0.59% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.59% |
| VALEANT PHARMACEUTICAL L+300 03.0925 05/17/2025 | 0.58% |
| ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.58% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.57% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.56% |
| PAREXEL INTERNATIONAL L+275 02.8425 09/27/2024 | 0.56% |
| YUM! BRANDS TLB L+175 01.8475 03/15/2028 | 0.56% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.54% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.54% |
| AMC ENT INC TLB L+300 03.1073 04/22/2026 | 0.53% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.52% |
| ENTERCOM TLB1 L+250 02.5925 11/17/2024 | 0.51% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.51% |
| CERIDIAN CORPORATION T L+250 02.5618 04/30/2025 | 0.50% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 03/01/2028 | 0.50% |
| HILTON GRAND VCTNS TLB L+300 03.5000 05/20/2028 | 0.50% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.50% |
| INSULET CORP TLB L+325 03.7500 05/03/2028 | 0.50% |
| PITNEY BOWES TLB L+400 05.6061 03/19/2028 | 0.50% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.50% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.50% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 03/04/2028 | 0.50% |
| RESIDEO TECH TLB L+225 02.7500 02/12/2028 | 0.50% |
| AMERICAN TRAFFIC SOLUT L+325 03.3475 03/26/2028 | 0.50% |
| HARSCO TLB L+225 02.7500 03/10/2028 | 0.50% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.50% |
| TRINSEO 1L TLB L+250 02.6071 03/18/2028 | 0.50% |
| GENESEE & WYOMING INC L+200 02.2025 11/05/2026 | 0.50% |
| ELANCO ANIMAL HLTH TLB L+175 01.8421 02/04/2027 | 0.50% |
| BUCKEYE PARTNERS LP TL L+225 02.3421 11/01/2026 | 0.49% |
| ULTIMATE SOFTWARE GROU L+375 03.8425 04/05/2026 | 0.49% |
| BLACKSTONE CQP HOLDCO L+350 03.6551 09/30/2024 | 0.49% |
| TALLGRASS ENERGY PARTN L+475 04.8425 03/11/2026 | 0.49% |
| VOCUS TLB L+350 04.0000 05/27/2028 | 0.48% |
| VICI PROPERTIES TL L+175 01.8425 12/15/2024 | 0.47% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.46% |
| BOYD GAMING TLB L+225 02.3118 09/15/2023 | 0.45% |
| LIONS GATE ENTERTAINME L+225 02.3425 03/24/2025 | 0.45% |
| IRON MOUNTAIN TLB L+175 01.8425 01/02/2026 | 0.44% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.43% |
| REYNOLDS TL L+175 01.8425 01/29/2027 | 0.43% |
| GATEWAY CASINOS & ENTE L+650 07.7500 03/13/2025 | 0.43% |
| LPL HOLDINGS TL L+175 01.8425 11/12/2026 | 0.42% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.42% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.42% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.42% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.42% |
| SFR GROUP TLB12 L+369 03.8713 01/31/2026 | 0.41% |
| VISTRA OPERATIONS COMP L+175 01.8441 12/01/2025 | 0.41% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.41% |
| IHEARTMEDIA TLB L+300 03.0925 05/01/2026 | 0.41% |
| TRIDENT TPI HLDG INC L+300 04.0000 10/05/2024 | 0.41% |
| REYNOLDS GROUP HOLDING L+325 03.3633 02/05/2026 | 0.39% |
| TRANSDIGM INC TLE L+225 02.3425 05/30/2025 | 0.39% |
| CALPINE CONS FIN TL L+200 02.0925 01/15/2025 | 0.39% |
| COMMSCOPE TLB2 L+325 03.3425 04/04/2026 | 0.38% |
| WIDEOPENWEST FINANCE L L+325 04.2500 08/06/2023 | 0.38% |
| PREGIS TOPCO LLC 1L L+425 05.0000 08/01/2026 | 0.38% |
| PRETIUM PKG HLDG INC L+400 04.7500 11/05/2027 | 0.38% |
| US CONCRETE TLB L+275 03.2500 05/26/2028 | 0.38% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.38% |
| BEACON ROOFING TLB L+250 02.5975 04/23/2028 | 0.37% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.37% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.37% |
| GREYSTONE SELECT TLB L+500 05.7500 05/06/2028 | 0.37% |
| TRANSDIGM INC TLF L+225 02.3425 12/09/2025 | 0.37% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.36% |
| ENDO U.S. TLB L+500 05.7500 03/25/2028 | 0.36% |
| APOLLO 1L TLB L+350 04.0000 03/11/2028 | 0.36% |
| BJ'S WHOLESALE CLUB IN L+200 02.0938 02/03/2024 | 0.36% |
| GRANITE US HOLDINGS CO L+400 04.2025 09/30/2026 | 0.36% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.35% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.35% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.34% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.34% |
| RESTAURANT BRANDS INTE L+175 01.8425 11/19/2026 | 0.33% |
| PQ CORP TLB L+225 02.4355 02/07/2027 | 0.33% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.33% |
| STARS GROUP TLB L+350 03.7025 07/10/2025 | 0.33% |
| TTM TECH INC TL L+250 02.5921 09/28/2024 | 0.33% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.32% |
| GARDNER DENVER TLB L+175 01.8425 02/28/2027 | 0.32% |
| ADIENT TLB L+350 03.5925 04/01/2028 | 0.31% |
| EXTENDED STAY AMERICA L+200 02.0925 09/18/2026 | 0.31% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.30% |
| NIELSEN FIN TLB5 L+375 04.7500 06/04/2025 | 0.30% |
| CHARTER COMMUNICATIONS L+175 01.8500 02/01/2027 | 0.28% |
| ASURION CORPORATION TL L+300 03.0925 11/03/2023 | 0.28% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.28% |
| DELL INTERNATIONAL LLC L+175 02.0000 09/19/2025 | 0.27% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.27% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.26% |
| SINCLAIR BROADCAST GRO L+250 02.6200 07/18/2026 | 0.26% |
| SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 02.2000 07/21/2021 | 0.26% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.26% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.26% |
| DT MIDSTREAM TLB L+200 02.5000 05/25/2028 | 0.25% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.25% |
| GLOBAL HEALTHCARE EXCH L+325 04.2500 06/30/2024 | 0.25% |
| PACIFIC GAS & ELECTRIC 01.6695 06/16/2022 | 0.25% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.25% |
| SABRE GLBL INC TLB L+400 04.7500 12/17/2027 | 0.25% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.25% |
| WHEEL PROS TL L+450 05.2500 04/23/2028 | 0.25% |
| ACPRODUCTS INC TLB L+425 04.7500 06/30/2028 | 0.25% |
| CCM MERGER (MOTORCITY L+375 04.5000 11/04/2025 | 0.25% |
| EW SCRIPPS TLB L+300 03.7500 12/15/2027 | 0.25% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.25% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.25% |
| GARDNER DENVER INC TLB L+275 02.8425 03/01/2027 | 0.25% |
| MEREDITH CORPORATION T L+250 02.5925 01/31/2025 | 0.25% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/31/2027 | 0.25% |
| MATCH TLB L+175 01.9059 02/13/2027 | 0.25% |
| GENERAL ELECTRIC CO 03.5139 12/29/2049 | 0.24% |
| LEVEL 3 COMMUNICATIONS L+175 01.8425 03/01/2027 | 0.24% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.23% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.22% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.21% |
| SS&C TECHNOLOGIES INC L+175 01.8425 04/16/2025 | 0.21% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.21% |
| FORD MOTOR CREDIT CO LLC 05.5840 03/18/2024 | 0.20% |
| REYNOLDS GROUP HOLDING L+275 02.8425 02/05/2023 | 0.20% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.20% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.20% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.19% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.19% |
| MEREDITH CORPORATION T L+425 04.4525 01/31/2025 | 0.18% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.17% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.17% |
| PQ CORP TLB L+275 03.2500 06/03/2028 | 0.16% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.16% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.15% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.15% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.14% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.13% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.13% |
| CARNIVAL CORP TLB L+750 08.5000 06/30/2025 | 0.13% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 03/15/2022 | 0.13% |
| WASTEQUIP TLB L+350 04.5000 03/20/2025 | 0.12% |
| SS&C TECHNOLOGIES INC L+175 01.8425 04/16/2025 | 0.12% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.11% |
| TREASURY BILL 00.0000 07/06/2021 | 0.10% |
| ATLAS CC ACQ TLC L+425 05.0000 04/29/2028 | 0.08% |
| LBM AQUISITION DD L+267 03.1667 12/17/2027 | 0.08% |
| TREASURY BILL 00.0000 07/27/2021 | 0.08% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.05% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.05% |
| TXU TCEH RIGHTS | 0.03% |
| VOCUS TLDD L+350 04.0000 05/27/2028 | 0.02% |
| TRIBUNE CLASS 1C LITIGAT | 0.02% |
| CAESARS RESORT COLLECT L+275 02.8633 09/28/2024 | 1.00% |
|---|---|
| SCIENTIFIC GAMES CORP L+275 02.8633 08/14/2024 | 0.98% |
| CABLEVISION SYSTEMS TL L+225 02.3646 07/17/2025 | 0.95% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.89% |
| JOHNSON CONTROLS POWER L+325 03.3633 04/30/2026 | 0.85% |
| UNIVISION TLB L+375 04.7500 03/15/2026 | 0.81% |
| IGT HOLDING IV AB TLB L+375 04.2500 03/29/2028 | 0.80% |
| QUIKRETE TLB L+250 02.6133 02/01/2027 | 0.79% |
| ORGANON & CO TLB L+300 03.5000 04/08/2028 | 0.78% |
| BMC SOFTWARE TLB L+375 03.8633 10/02/2025 | 0.78% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.78% |
| HUB INTERNATIONAL LTD L+300 03.1757 04/25/2025 | 0.78% |
| ROCKET SOFTWARE TLB L+425 04.3633 11/28/2025 | 0.76% |
| CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.76% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.76% |
| UNITED AIRLINES TLB L+375 04.5000 04/14/2028 | 0.76% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.75% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.75% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.75% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.74% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.74% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.74% |
| MESSER INDUST TLB L+250 02.7025 03/01/2026 | 0.73% |
| RACKSPACE TECH TLB L+275 03.5000 02/09/2028 | 0.73% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.73% |
| GRAY TELEVISION INC TL L+250 02.6073 11/02/2025 | 0.73% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.73% |
| CLUBCORP TLB L+275 02.9525 09/18/2024 | 0.72% |
| CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.72% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.72% |
| THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.71% |
| USI INC TLB L+300 03.2025 05/16/2024 | 0.70% |
| TERRIER MEDIA BUYER IN L+350 03.6133 12/17/2026 | 0.70% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.69% |
| SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.69% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.69% |
| GARDA WORLD TLB 1L L+425 04.3600 10/30/2026 | 0.69% |
| PLANTRONICS TLB L+250 02.6133 07/02/2025 | 0.69% |
| TEMPO ACQUISITION LLC L+325 03.7500 10/01/2026 | 0.68% |
| PETSMART TLB L+375 04.5000 02/12/2028 | 0.68% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.68% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.68% |
| TAMKO BUILDING PRODUCT L+300 03.1581 05/03/2026 | 0.67% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.67% |
| BANIJAY GROUP TLB L+375 03.8601 03/04/2025 | 0.67% |
| SFR GROUP TLB11 L+275 02.9355 07/31/2025 | 0.66% |
| FOREST CITY ENTERPRISE L+350 03.6133 12/07/2025 | 0.66% |
| BASSPR TL B 1L USD L+425 05.0000 03/05/2028 | 0.66% |
| VIRGIN MEDIA FINANCE T L+250 02.6146 01/04/2028 | 0.65% |
| ENVISION HEALTHCARE TL L+375 03.8633 10/10/2025 | 0.65% |
| DUN & BRADSTREET CORP L+325 03.3610 02/01/2026 | 0.64% |
| GRIFOLS TLB L+200 02.0865 11/15/2027 | 0.64% |
| SURGERY CENTER HOLDING L+325 04.2500 09/02/2024 | 0.64% |
| STAPLES TL L+500 05.1756 04/12/2026 | 0.63% |
| FILTRATION GROUP TLB L+300 03.1133 03/29/2025 | 0.63% |
| BY CROWN PARENT LLC L+300 04.0000 01/30/2026 | 0.63% |
| NEXSTAR BROADCASTING G L+250 02.6101 06/19/2026 | 0.62% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.62% |
| SOLERA TLB L+275 02.8633 03/03/2023 | 0.61% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.61% |
| VALEANT PHARMACEUTICAL L+300 03.1133 05/17/2025 | 0.61% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 06/30/2025 | 0.60% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.60% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.59% |
| PAREXEL INTERNATIONAL L+275 02.8633 09/27/2024 | 0.58% |
| YUM! BRANDS TLB L+175 01.8650 03/15/2028 | 0.58% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.57% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.56% |
| SINCLAIR BROADCAST GRO L+325 03.3700 08/24/2026 | 0.55% |
| AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 0.55% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.53% |
| AMC ENT INC TLB L+300 03.1951 04/22/2026 | 0.53% |
| AHEAD DB HOLDINGS TLB L+375 04.5000 10/16/2027 | 0.53% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 03/01/2028 | 0.52% |
| INSULET CORP TLB L+325 03.7500 04/29/2028 | 0.52% |
| WW INTERNATIONAL TLB L+350 04.5000 04/13/2028 | 0.52% |
| CERIDIAN CORPORATION T L+250 02.5865 04/30/2025 | 0.52% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.52% |
| PITNEY BOWES TLB L+400 05.6061 03/19/2028 | 0.52% |
| RESIDEO TECH TLB L+225 02.7500 02/12/2028 | 0.52% |
| AMERICAN TRAFFIC SOLUT L+325 03.4451 03/26/2028 | 0.52% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.52% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 03/04/2028 | 0.52% |
| TRINSEO 1L TLB L+250 02.6071 03/18/2028 | 0.52% |
| GENESEE & WYOMING INC L+200 02.2025 11/05/2026 | 0.52% |
| HARSCO TLB L+225 02.7500 03/10/2028 | 0.52% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.52% |
| ADVISOR GROUP TLB L+450 04.6133 07/31/2026 | 0.52% |
| BUCKEYE PARTNERS LP TL L+225 02.3601 11/01/2026 | 0.52% |
| ULTIMATE SOFTWARE GROU L+375 03.8633 04/05/2026 | 0.52% |
| BLACKSTONE CQP HOLDCO L+350 03.6866 06/07/2024 | 0.52% |
| ELANCO ANIMAL HLTH TLB L+175 01.8601 02/04/2027 | 0.51% |
| TALLGRASS ENERGY PARTN L+475 04.8633 03/11/2026 | 0.51% |
| SINCLAIR BROADCAST GRO L+250 02.6200 07/18/2026 | 0.51% |
| VICI PROPERTIES TL L+175 01.8575 12/15/2024 | 0.49% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.49% |
| BOYD GAMING TLB L+225 02.3365 09/15/2023 | 0.47% |
| LIONS GATE ENTERTAINME L+225 02.3633 03/24/2025 | 0.46% |
| IRON MOUNTAIN TLB L+175 01.8633 01/02/2026 | 0.46% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.45% |
| REYNOLDS TL L+175 01.8633 01/29/2027 | 0.45% |
| GATEWAY CASINOS & ENTE L+350 07.5000 03/13/2025 | 0.45% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.44% |
| LPL HOLDINGS TL L+175 01.8633 11/12/2026 | 0.44% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.44% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.44% |
| SFR GROUP TLB12 L+369 03.8713 01/31/2026 | 0.43% |
| CETERA TL L+425 04.3591 10/01/2025 | 0.43% |
| BJ'S WHOLESALE CLUB IN L+200 02.1113 02/03/2024 | 0.43% |
| VISTRA OPERATIONS COMP L+175 01.8612 12/01/2025 | 0.43% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.43% |
| IHEARTMEDIA TLB L+300 03.1133 05/01/2026 | 0.42% |
| TRIDENT TPI HLDG INC L+300 04.0000 10/05/2024 | 0.42% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.41% |
| REYNOLDS GROUP HOLDING L+325 03.3603 02/05/2026 | 0.41% |
| TRANSDIGM INC TLE L+225 02.3633 05/30/2025 | 0.41% |
| CALPINE CONS FIN TL L+200 02.1133 01/15/2025 | 0.40% |
| COMMSCOPE TLB2 L+325 03.3633 04/04/2026 | 0.40% |
| PREGIS TOPCO LLC 1L L+425 05.0000 08/01/2026 | 0.40% |
| WIDEOPENWEST FINANCE L L+325 04.2500 08/06/2023 | 0.40% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.39% |
| PRETIUM PKG HLDG INC L+400 04.7500 11/05/2027 | 0.39% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.39% |
| BEACON SALES ACQUISITI L+225 02.3633 01/02/2025 | 0.39% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.39% |
| TRANSDIGM INC TLF L+225 02.3633 12/09/2025 | 0.38% |
| ENDO U.S. TLB L+500 05.7500 03/25/2028 | 0.38% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.38% |
| APOLLO 1L TLB L+375 03.9378 03/11/2028 | 0.38% |
| GRANITE US HOLDINGS CO L+400 04.2025 09/30/2026 | 0.38% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.37% |
| FTR TL DD-EXIT 1L USD L+375 04.5000 10/08/2027 | 0.37% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.37% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.36% |
| ULTIMATE SOFTWARE GROU L+325 04.0000 05/03/2026 | 0.36% |
| ENTERCOM TLB1 L+250 02.6110 11/17/2024 | 0.35% |
| RESTAURANT BRANDS INTE L+175 01.8633 11/19/2026 | 0.35% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.35% |
| PQ CORP TLB L+225 02.4615 02/07/2027 | 0.35% |
| STARS GROUP TLB L+350 03.7025 07/10/2025 | 0.34% |
| TTM TECH INC TL L+250 02.6066 09/28/2024 | 0.34% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.34% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.33% |
| GARDNER DENVER TLB L+175 01.8633 02/28/2027 | 0.33% |
| ADIENT TLB L+350 03.6085 04/08/2028 | 0.32% |
| EXTENDED STAY AMERICA L+200 02.1133 09/18/2026 | 0.32% |
| GLP CAPITAL LP / FIN II 05.3750 11/01/2023 | 0.32% |
| NIELSEN FIN TLB5 L+375 04.7500 06/04/2025 | 0.31% |
| CHARTER COMMUNICATIONS L+175 01.8700 02/01/2027 | 0.30% |
| NETFLIX INC 05.7500 03/01/2024 | 0.30% |
| SS&C TECHNOLOGIES INC L+175 01.8633 04/16/2025 | 0.29% |
| ASURION CORPORATION TL L+300 03.1133 11/03/2023 | 0.29% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.29% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.28% |
| DELL INTERNATIONAL LLC L+175 02.0000 09/19/2025 | 0.28% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.28% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.28% |
| TEVA PHARMACEUTICALS NE USD 02.2000 07/21/2021 | 0.27% |
| ALBERTSONS COS P/P 144A 03.5000 02/15/2023 | 0.27% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.27% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.27% |
| WESTERN DIGITAL CORP T L+175 01.8603 04/29/2023 | 0.27% |
| SPRINT CORP 07.2500 09/15/2021 | 0.27% |
| THE ADT SECURITY CORPORATION 03.5000 07/15/2022 | 0.27% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.26% |
| PACIFIC GAS & ELECTRIC 01.6695 06/16/2022 | 0.26% |
| SABRE GLBL INC TLB L+400 04.7500 12/17/2027 | 0.26% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.26% |
| WHEEL PROS TL L+450 05.2500 04/22/2028 | 0.26% |
| CCM MERGER (MOTORCITY L+375 04.5000 11/04/2025 | 0.26% |
| EW SCRIPPS TLB L+300 03.7500 12/15/2027 | 0.26% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.26% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/31/2027 | 0.26% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 03/03/2028 | 0.26% |
| GARDNER DENVER INC TLB L+275 02.8633 03/01/2027 | 0.26% |
| MATCH TLB L+175 01.9476 02/13/2027 | 0.26% |
| MEREDITH CORPORATION T L+250 02.6133 01/31/2025 | 0.26% |
| SS&C TECHNOLOGIES INC L+175 01.8633 04/16/2025 | 0.25% |
| LEVEL 3 COMMUNICATIONS L+175 01.8633 03/01/2027 | 0.25% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.24% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.23% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.22% |
| SS&C TECHNOLOGIES INC L+175 01.8633 04/16/2025 | 0.22% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.22% |
| FORD MOTOR CREDIT CO LLC 05.5840 03/18/2024 | 0.21% |
| REYNOLDS GROUP HOLDING L+275 02.8633 02/05/2023 | 0.21% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.21% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.21% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.20% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.19% |
| MEREDITH CORPORATION T L+425 04.4525 01/31/2025 | 0.18% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.18% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.18% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.17% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.17% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.17% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.15% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.14% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.14% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.14% |
| CARNIVAL CORP TLB L+750 08.5000 06/30/2025 | 0.13% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 03/15/2022 | 0.13% |
| ASPLUNDH TREE EXPERT T L+175 01.8633 09/04/2027 | 0.13% |
| WASTEQUIP TLB L+350 04.5000 03/20/2025 | 0.13% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.12% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.10% |
| FORD MOTOR CREDIT CO LLC 01.2556 08/03/2022 | 0.10% |
| LBM AQUISITION DD L+375 04.5000 12/17/2027 | 0.09% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.08% |
| ULTIMATE SOFTWARE GROU L+675 07.5000 05/03/2027 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.05% |
| TXU TCEH RIGHTS | 0.03% |
| TRIBUNE CLASS 1C LITIGAT | 0.02% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CAESARS RESORT TL L+275 02.8585 12/22/2024 | 1.04% |
|---|---|
| SCIENTIFIC GAMES TLB5 L+275 02.8585 08/14/2024 | 1.02% |
| CSC HOLDINGS TLB L+225 02.3560 07/17/2025 | 0.98% |
| AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 0.92% |
| CLARIOS TLB 1L L+325 03.3585 04/30/2026 | 0.89% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.85% |
| QUIKRETE TLB L+250 02.6085 02/01/2027 | 0.83% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.82% |
| BMC SOFTWARE TLB L+375 03.8585 10/02/2025 | 0.82% |
| HUB INTL TLB L+300 03.2153 04/25/2025 | 0.81% |
| PLY GEM TLB L+375 03.8559 04/12/2025 | 0.80% |
| ROCKET SOFTWARE TLB L+425 04.3585 11/28/2025 | 0.80% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.78% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.78% |
| MESSER INDUST TLB L+250 02.7025 03/01/2026 | 0.76% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.76% |
| GRAY TV TLC L+250 02.6151 11/02/2025 | 0.76% |
| AIR METHODS TLB L+350 04.5000 04/21/2024 | 0.75% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.74% |
| CLEAR CHANNEL TLB L+350 03.7115 08/21/2026 | 0.74% |
| THYELE TL B 1L USD L+425 04.4776 07/31/2027 | 0.74% |
| CLUBCORP TLB L+275 02.9525 09/18/2024 | 0.74% |
| PLANTRONICS TLB L+250 02.6145 07/02/2025 | 0.73% |
| USI INC TLB L+300 03.2025 05/16/2024 | 0.73% |
| COX MEDIA TL L+350 03.6085 12/17/2026 | 0.73% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.71% |
| TEMPO ACQUISITION TLB L+325 03.7500 10/01/2026 | 0.71% |
| PETSMART TLB +375 04.5000 01/29/2028 | 0.71% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.71% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.70% |
| TAMKO BUILDING TLB L+325 03.3645 05/31/2026 | 0.70% |
| SFR GROUP TLB11 L+275 02.8585 07/31/2025 | 0.70% |
| FOREST CITY TLB L+350 03.6085 12/07/2025 | 0.69% |
| ENVISION HEALTHCARE TL L+375 03.8585 10/10/2025 | 0.69% |
| FRONTIER COMM TLB L+475 05.7500 10/08/2027 | 0.68% |
| BASSPR TL B 1L USD L+425 05.0000 02/26/2028 | 0.68% |
| IGT HOLDING IV AB TLB L+375 04.2500 03/22/2028 | 0.68% |
| VIRGIN MEDIA TL L+250 02.5106 01/04/2028 | 0.68% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.67% |
| DUN & BRADSTREET TLB L+325 03.3591 02/01/2026 | 0.67% |
| GRIFOLS TLB L+200 02.0863 11/15/2027 | 0.66% |
| STAPLES TL L+500 05.2050 04/12/2026 | 0.66% |
| SURGERY CENTER HOLDING L+325 04.2500 09/02/2024 | 0.66% |
| FILTRATION GROUP TLB L+300 03.1145 03/29/2025 | 0.65% |
| BY CROWN PARENT LLC L+300 04.0000 01/30/2026 | 0.65% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.64% |
| ATOTECH TLB L+250 03.0000 03/05/2028 | 0.64% |
| NEXSTAR BROAD TLB L+250 02.6151 09/19/2026 | 0.64% |
| SOLERA TLB L+275 02.8585 03/03/2023 | 0.64% |
| BAUSCH HEALTH TLB L+300 03.1085 06/01/2025 | 0.64% |
| WEIGHT WATCHERS TLB L+475 05.5000 11/29/2024 | 0.63% |
| PRIME SECURITY TLB L+275 03.5000 09/23/2026 | 0.62% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.62% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.61% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.61% |
| YUM! BRANDS TLB L+175 01.8560 03/09/2028 | 0.60% |
| PAREXEL TLB L+275 02.8585 09/27/2024 | 0.60% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.58% |
| CHARTER COMM TLB2 L+175 01.8600 02/01/2027 | 0.58% |
| NEWELL BRANDS INC. 04.3500 04/01/2023 | 0.58% |
| AKZONOBEL TLB L+275 02.8603 10/01/2025 | 0.57% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.57% |
| DIAMOND SPORTS TLB L+325 03.3600 08/24/2026 | 0.56% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.56% |
| CHARTER COMM OPT LLC/CAP 01.8550 02/01/2024 | 0.56% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.56% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.56% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.55% |
| CERIDIAN TLB L+250 02.5863 04/30/2025 | 0.55% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 02/19/2028 | 0.55% |
| RESIDEO TECH TLB L+225 02.7500 02/12/2028 | 0.54% |
| PETCO HEALTH TLB L+325 04.0000 02/25/2028 | 0.54% |
| PITNEY BOWES TLB L+400 05.6061 03/12/2028 | 0.54% |
| DELL INTERNATIONAL TL L+175 02.0000 09/19/2025 | 0.54% |
| GENESEE & WYOMING TL L+200 02.2025 11/05/2026 | 0.54% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.54% |
| VERRA MOBILITY TLB L+325 03.3575 03/19/2028 | 0.54% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.54% |
| TRINSEO 1L TLB L+250 02.6071 03/18/2028 | 0.54% |
| ADVISOR GROUP TLB L+450 04.6145 07/31/2026 | 0.54% |
| BANIJAY GROUP TLB L+375 03.8535 03/04/2025 | 0.54% |
| BUCKEYE PARTNERS TL L+225 02.3585 11/01/2026 | 0.54% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.54% |
| ULTIMATE SOFTWARE TL L+375 03.8585 05/03/2026 | 0.54% |
| BLACKSTONE CQP TLB L+350 03.6866 06/20/2024 | 0.54% |
| SINCLAIR TV TLB2B L+250 02.6100 07/18/2026 | 0.53% |
| TALLGRASS ENERGY TL L+475 04.8585 03/11/2026 | 0.53% |
| VICI PROPERTIES TL L+175 01.8609 12/15/2024 | 0.51% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.51% |
| BOYD GAMING TLB L+225 02.3363 09/15/2023 | 0.49% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 0.49% |
| LIONS GATE TLB L+225 02.3585 03/24/2025 | 0.48% |
| IRON MOUNTAIN TLB L+175 01.8585 01/02/2026 | 0.48% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.47% |
| REYNOLDS TL L+175 01.8585 02/04/2027 | 0.47% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.47% |
| PACIFIC GAS & ELECTRIC 01.6695 06/16/2022 | 0.46% |
| GATEWAY CASINO TLB L+350 03.7025 03/13/2025 | 0.46% |
| LPL HOLDINGS TL L+175 01.8585 11/12/2026 | 0.46% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.46% |
| HCA INC 05.8750 05/01/2023 | 0.46% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.45% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.45% |
| SFR GROUP TLB12 L+369 03.7935 01/31/2026 | 0.45% |
| BJ'S WHOLESALE TLB L+200 02.1061 02/03/2024 | 0.45% |
| VISTRA ENERGY TLB3 L+175 01.8583 12/01/2025 | 0.44% |
| IHEARTMEDIA TLB L+300 03.1085 05/01/2026 | 0.44% |
| GARDA WORLD TLB L+475 05.7500 10/30/2026 | 0.44% |
| TRIDENT TPI HLDG INC L+300 04.0000 10/05/2024 | 0.44% |
| REYNOLDS GROUP TL L+325 03.4011 02/16/2026 | 0.43% |
| TRANSDIGM INC TLE L+225 02.3585 05/30/2025 | 0.42% |
| CALPINE CONS FIN TL L+200 02.1085 01/15/2025 | 0.42% |
| COMMSCOPE TLB2 L+325 03.3585 04/04/2026 | 0.41% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.41% |
| PREGIS TOPCO LLC 1L L+425 05.0000 08/01/2026 | 0.41% |
| LBM ACQ LLC TLB L+375 04.5000 12/08/2027 | 0.41% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.41% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.41% |
| BEACON ROOFING TLB L+225 02.3585 01/02/2025 | 0.40% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.40% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.40% |
| TRANSDIGM INC TLF L+225 02.3585 12/09/2025 | 0.40% |
| GRANITE US HOLDINGS CO L+400 04.1954 09/30/2026 | 0.39% |
| APOLLO 1L TLB L+375 03.9469 03/09/2028 | 0.39% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.39% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.39% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.38% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.38% |
| ULTIMATE SOFTWARE 1L L+325 04.0000 05/03/2026 | 0.37% |
| ENTERCOM TLB1 L+250 02.6091 11/17/2024 | 0.36% |
| RESTAURANT BRANDS TLB L+175 01.8585 11/19/2026 | 0.36% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.36% |
| PQ CORP TLB L+225 02.4615 02/07/2027 | 0.36% |
| STARS GROUP TLB L+350 03.6930 07/10/2025 | 0.36% |
| TTM TECH INC TL L+250 02.6151 09/28/2024 | 0.36% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.35% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.35% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.34% |
| GARDNER DENVER TLB L+175 01.8573 02/28/2027 | 0.34% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.34% |
| EXTENDED STAY TLB L+200 02.1085 09/18/2026 | 0.33% |
| GLP CAPITAL LP / FIN II 05.3750 11/01/2023 | 0.33% |
| NIELSEN FIN TLB5 L+375 04.7500 06/04/2025 | 0.32% |
| WESTERN DIGITAL TLB L+175 01.8651 04/29/2023 | 0.31% |
| NETFLIX INC 05.7500 03/01/2024 | 0.31% |
| SS&C TECH TLB3 L+175 01.8585 04/16/2025 | 0.31% |
| ASURION TLB6 L+300 03.1085 11/03/2023 | 0.30% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.30% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.30% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.29% |
| DELTA AIR LINE SKY L+375 04.7500 10/20/2027 | 0.29% |
| TEVA PHARMACEUTICALS NE USD 02.2000 07/21/2021 | 0.28% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.28% |
| MARRIOTT INTERNATIONAL 03.1250 02/15/2023 | 0.28% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.28% |
| SPRINT CORP 07.2500 09/15/2021 | 0.28% |
| ALBERTSONS COS P/P 144A 03.5000 02/15/2023 | 0.28% |
| THE ADT SECURITY CORPORATION 03.5000 07/15/2022 | 0.28% |
| SABRE GLBL INC TLB L+400 04.7500 12/10/2027 | 0.28% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.28% |
| GARDA WORLD TLB 1L L+425 04.3571 10/30/2026 | 0.27% |
| PRETIUM PKG HLDG INC L+400 04.7500 11/05/2027 | 0.27% |
| EW SCRIPPS TLB L+300 03.7500 12/15/2027 | 0.27% |
| INEOS QUATTRO TLB L+275 03.2500 01/20/2026 | 0.27% |
| MOTORCITY TLB L+375 04.5000 11/04/2025 | 0.27% |
| PRIMESOURCE TLB L+325 04.0000 12/31/2027 | 0.27% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 02/19/2028 | 0.27% |
| GARDNER DENVER INC TLB L+275 02.8573 03/01/2027 | 0.27% |
| MATCH TLB L+175 01.9476 02/13/2027 | 0.27% |
| MEREDITH TLB L+250 02.6085 01/31/2025 | 0.27% |
| SS&C TECH TLB5 L+175 01.8585 04/16/2025 | 0.26% |
| LEVEL 3 TLB L+175 01.8585 03/01/2027 | 0.26% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.25% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.24% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.24% |
| SS&C TECH TLB4 L+175 01.8585 04/16/2025 | 0.23% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.23% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.22% |
| FORD MOTOR CREDIT CO LLC 05.5840 03/18/2024 | 0.22% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.22% |
| REYNOLDS GROUP TL L+275 02.8585 02/05/2023 | 0.22% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.22% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.20% |
| MEREDITH TLB L+425 05.2500 01/31/2025 | 0.19% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.18% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.18% |
| SOTERA HEALTH TLB L+275 03.2500 12/13/2026 | 0.18% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.18% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.15% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.14% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.14% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.14% |
| CARNIVAL CORP TLB L+750 08.5000 06/30/2025 | 0.14% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 03/15/2022 | 0.14% |
| ASPLUNDH TLB L+175 01.8585 09/04/2027 | 0.14% |
| PRETIUM PKG HLDG TL L+400 04.7500 11/05/2027 | 0.14% |
| WASTEQUIP TLB L+350 04.5000 03/20/2025 | 0.13% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.12% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.11% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.10% |
| FORD MOTOR CREDIT CO LLC 01.2755 08/03/2022 | 0.10% |
| LBM AQUISITION DD L+375 04.5000 12/10/2027 | 0.09% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.08% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.05% |
| TXU TCEH RIGHTS | 0.03% |
| TRIBUNE CLASS 1C LITIGAT | 0.02% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CAESARS RESORT TL L+275 02.8645 12/22/2024 | 1.08% |
|---|---|
| SCIENTIFIC GAMES TLB5 L+275 02.8645 08/14/2024 | 1.06% |
| CSC HOLDINGS TLB L+225 02.3610 07/17/2025 | 1.02% |
| POWER SOLUTIONS TLB L+350 03.6145 04/30/2026 | 0.93% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.88% |
| QUIKRETE TLB L+250 02.6145 02/01/2027 | 0.86% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.86% |
| HUB INTL TLB L+275 02.9651 04/25/2025 | 0.84% |
| ROCKET SOFTWARE TLB L+425 04.3645 11/28/2025 | 0.83% |
| PLY GEM TLB L+375 03.8595 04/12/2025 | 0.83% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.82% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.81% |
| YUM BRANDS TLB L+175 01.8583 04/03/2025 | 0.80% |
| GRAY TV TLC L+250 02.6151 11/02/2025 | 0.79% |
| PLANTRONICS TLB L+250 02.6145 07/02/2025 | 0.78% |
| AIR METHODS TLB L+350 04.5000 04/21/2024 | 0.78% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.78% |
| THYELE TL B 1L USD L+425 04.5384 07/31/2027 | 0.77% |
| CLUBCORP TLB L+275 03.0039 09/18/2024 | 0.77% |
| BEACON ROOFING TLB L+225 02.3645 01/02/2025 | 0.76% |
| COX MEDIA TL L+350 03.6145 12/17/2026 | 0.76% |
| USI INC TLB L+300 03.2539 05/16/2024 | 0.76% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.74% |
| PETSMART TLB +375 04.5000 01/29/2028 | 0.74% |
| TEMPO ACQUISITION TLB L+325 03.7500 10/01/2026 | 0.74% |
| FOREST CITY TLB L+350 03.6145 12/07/2025 | 0.74% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.73% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.73% |
| TAMKO BUILDING TLB L+325 03.3645 05/31/2026 | 0.73% |
| SFR GROUP TLB11 L+275 02.8645 07/31/2025 | 0.72% |
| ENVISION HEALTHCARE TL L+375 03.8645 10/10/2025 | 0.71% |
| FRONTIER COMM TLB L+475 05.7500 10/08/2027 | 0.71% |
| VIRGIN MEDIA TL L+250 02.6123 01/04/2028 | 0.70% |
| DUN & BRADSTREET TLB L+325 03.3645 02/01/2026 | 0.70% |
| GRIFOLS TLB L+200 02.0903 11/15/2027 | 0.69% |
| BMC TLB L+375 03.8981 10/02/2025 | 0.69% |
| BASS PRO TLB L+500 05.7500 09/25/2024 | 0.68% |
| STAPLES TL L+500 05.2050 04/12/2026 | 0.68% |
| FILTRATION GROUP TLB L+300 03.1145 03/29/2025 | 0.68% |
| BY CROWN PARENT LLC L+300 04.0000 01/30/2026 | 0.68% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.68% |
| NEXSTAR BROAD TLB L+275 02.8651 09/19/2026 | 0.67% |
| SOLERA TLB L+275 02.8645 03/03/2023 | 0.66% |
| WEIGHT WATCHERS TLB L+475 05.5000 11/29/2024 | 0.66% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.66% |
| BAUSCH HEALTH TLB L+300 03.1145 06/01/2025 | 0.66% |
| PRIME SECURITY TLB L+275 03.5000 09/23/2026 | 0.65% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.65% |
| ALTRA INDUSTIAL TLB L+200 02.1145 10/01/2025 | 0.64% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.64% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.64% |
| DIAMOND SPORTS TLB L+325 03.3700 08/24/2026 | 0.64% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.64% |
| CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.62% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.62% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.61% |
| CHARTER COMM TLB2 L+175 01.8700 02/01/2027 | 0.60% |
| AKZONOBEL TLB L+300 03.1110 10/01/2025 | 0.60% |
| NEWELL BRANDS INC. 04.3500 04/01/2023 | 0.59% |
| ANCESTRY.COM 1L L+325 04.2500 11/24/2027 | 0.59% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.58% |
| CHARTER COMM OPT LLC/CAP 01.8550 02/01/2024 | 0.58% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.58% |
| CERIDIAN TLB L+250 02.5903 04/30/2025 | 0.57% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.57% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.57% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 02/19/2028 | 0.57% |
| GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.56% |
| RESIDEO TECH TLB L+225 02.7500 02/09/2028 | 0.56% |
| DELL INTERNATIONAL TL L+175 02.0000 09/19/2025 | 0.56% |
| PETCO HEALTH TLB L+325 04.0000 02/25/2028 | 0.56% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.56% |
| BANIJAY GROUP TLB L+375 03.8735 03/04/2025 | 0.56% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.56% |
| ULTIMATE SOFTWARE TL L+375 03.8645 05/03/2026 | 0.56% |
| BUCKEYE PARTNERS TL L+225 02.3651 11/01/2026 | 0.56% |
| THE ADVISOR GROUP TL L+500 05.1208 08/01/2026 | 0.56% |
| DIVERSEY TL L+500 06.0000 09/06/2024 | 0.56% |
| BLACKSTONE CQP TLB L+350 03.7358 06/20/2024 | 0.56% |
| BERRY PLASTICS TLY L+200 02.1205 07/01/2026 | 0.56% |
| SINCLAIR TV TLB2B L+250 02.6200 07/18/2026 | 0.56% |
| TALLGRASS ENERGY TL L+475 04.8645 03/11/2026 | 0.55% |
| VICI PROPERTIES TL L+175 01.8611 12/15/2024 | 0.53% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.53% |
| BOYD GAMING TLB L+225 02.3403 09/15/2023 | 0.51% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.51% |
| LIONS GATE TLB L+225 02.3645 03/24/2025 | 0.50% |
| IRON MOUNTAIN TLB L+175 01.8645 01/02/2026 | 0.50% |
| REYNOLDS TL L+175 01.8645 02/04/2027 | 0.49% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.49% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.49% |
| SURGERY CENTER HOLDING L+325 04.2500 09/02/2024 | 0.49% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.49% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.48% |
| GATEWAY CASINO TLB L+350 04.5000 03/13/2025 | 0.48% |
| PACIFIC GAS & ELECTRIC 01.6993 06/16/2022 | 0.48% |
| LPL HOLDINGS TL L+175 01.8676 11/12/2026 | 0.48% |
| HCA INC 05.8750 05/01/2023 | 0.48% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.47% |
| GRAHAM PACKAGING TL L+375 03.7500 08/04/2027 | 0.47% |
| SFR GROUP TLB12 L+369 03.7998 01/31/2026 | 0.47% |
| BJ'S WHOLESALE TLB L+200 02.1123 02/03/2024 | 0.46% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.46% |
| VISTRA ENERGY TLB3 L+175 01.8631 12/01/2025 | 0.46% |
| IHEARTMEDIA TLB L+300 03.1145 05/01/2026 | 0.46% |
| TRIDENT TPI HLDG INC L+300 04.0000 10/05/2024 | 0.46% |
| GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.46% |
| REYNOLDS GROUP TL L+325 03.4011 02/16/2026 | 0.45% |
| TRANSDIGM INC TLE L+225 02.3645 05/30/2025 | 0.44% |
| CALPINE CONS FIN TL L+200 02.1145 01/15/2025 | 0.44% |
| COMMSCOPE TLB2 L+325 03.3645 04/04/2026 | 0.43% |
| PAREXEL TLB L+275 02.8645 09/27/2024 | 0.43% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.43% |
| PREGIS TOPCO LLC 1L L+425 05.0000 08/01/2026 | 0.43% |
| LBM ACQ LLC TLB L+375 04.5000 12/08/2027 | 0.42% |
| NIELSEN FIN TLB5 L+375 04.7500 06/04/2025 | 0.42% |
| ENTERCOM TLB1 L+250 02.6180 11/17/2024 | 0.42% |
| PACIFIC GAS & L+300 03.5000 06/18/2025 | 0.42% |
| UNIVAR TLB5 L+200 02.1145 11/22/2026 | 0.42% |
| TRANSDIGM INC TLF L+225 02.3645 12/09/2025 | 0.41% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.41% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.40% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.40% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.39% |
| ULTIMATE SOFTWARE 1L L+325 04.0000 05/03/2026 | 0.39% |
| RESTAURANT BRANDS TLB L+175 01.8645 11/19/2026 | 0.38% |
| PQ CORP TLB L+225 02.4615 02/07/2027 | 0.37% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.37% |
| STARS GROUP TLB L+350 03.7539 07/10/2025 | 0.37% |
| TTM TECH INC TL L+250 02.6151 09/28/2024 | 0.37% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.36% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.36% |
| GARDNER DENVER TLB L+175 01.8645 02/28/2027 | 0.36% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/04/2026 | 0.36% |
| PACIFIC GAS & ELECTRIC 01.7500 06/16/2022 | 0.35% |
| EXTENDED STAY TLB L+200 02.1145 09/18/2026 | 0.35% |
| GLP CAPITAL LP / FIN II 05.3750 11/01/2023 | 0.34% |
| ZOETIS INC 00.6224 08/20/2021 | 0.34% |
| WESTERN DIGITAL TLB L+175 01.8645 04/29/2023 | 0.32% |
| SS&C TECH TLB3 L+175 01.8645 04/16/2025 | 0.32% |
| NETFLIX INC 05.7500 03/01/2024 | 0.32% |
| ASURION TLB6 L+300 03.1145 11/03/2023 | 0.31% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.31% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.31% |
| BOEING CO 04.5080 05/01/2023 | 0.30% |
| DELTA AIR LINE SKY L+375 04.7500 10/20/2027 | 0.30% |
| TEVA PHARMACEUTICALS NE USD 02.2000 07/21/2021 | 0.29% |
| MARRIOTT INTERNATIONAL 03.1250 02/15/2023 | 0.29% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.29% |
| SPRINT CORP 07.2500 09/15/2021 | 0.29% |
| ALBERTSONS COS P/P 144A 03.5000 02/15/2023 | 0.29% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.29% |
| SABRE GLBL INC TLB L+400 04.7500 12/10/2027 | 0.28% |
| MOTORCITY TLB L+375 04.5000 11/04/2025 | 0.28% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.28% |
| THE ADT SECURITY CORPORATION 03.5000 07/15/2022 | 0.28% |
| EW SCRIPPS TLB L+300 03.7500 12/15/2027 | 0.28% |
| PRETIUM PKG HLDG INC L+400 04.7500 10/29/2027 | 0.28% |
| PRIMESOURCE TLB L+325 04.0000 12/31/2027 | 0.28% |
| SPECTRUM BRANDS 1L TLB L+200 02.5000 02/19/2028 | 0.28% |
| INEOS QUATTRO TLB L+275 03.2500 01/20/2026 | 0.28% |
| GARDNER DENVER INC TLB L+275 02.8645 03/01/2027 | 0.28% |
| MATCH TLB L+175 01.9476 02/13/2027 | 0.28% |
| MEREDITH TLB L+250 02.6145 01/31/2025 | 0.28% |
| SS&C TECH TLB5 L+175 01.8645 04/16/2025 | 0.28% |
| LEVEL 3 TLB L+175 01.8645 03/01/2027 | 0.27% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.26% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.25% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.25% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.25% |
| SS&C TECH TLB4 L+175 01.8645 04/16/2025 | 0.24% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.24% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.23% |
| FORD MOTOR CREDIT CO LLC 05.5840 03/18/2024 | 0.23% |
| REYNOLDS GROUP TL L+275 02.8645 02/05/2023 | 0.22% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.22% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.22% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.21% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.21% |
| MEREDITH TLB L+425 05.2500 01/31/2025 | 0.20% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.20% |
| APERGY TLB L+250 02.6250 05/09/2025 | 0.19% |
| SOTERA HEALTH TLB L+275 03.2500 12/13/2026 | 0.19% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.18% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.16% |
| 1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 | 0.15% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.15% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.15% |
| CARNIVAL CORP TLB L+750 08.5000 06/30/2025 | 0.14% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 03/15/2022 | 0.14% |
| PRETIUM PKG HLDG TL L+400 04.7500 11/05/2027 | 0.14% |
| ASPLUNDH TLB L+250 02.6145 09/04/2027 | 0.14% |
| WASTEQUIP TLB L+350 04.5000 03/20/2025 | 0.14% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.13% |
| ICAHN ENTERPRISES/FI 06.2500 02/01/2022 | 0.11% |
| FORD MOTOR CREDIT CO LLC 01.2755 08/03/2022 | 0.10% |
| HILLMAN TLB1 L+275 03.2500 02/24/2028 | 0.10% |
| LBM AQUISITION DD L+375 04.5000 12/10/2027 | 0.09% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.09% |
| ULTIMATE SOFTWARE 2L L+675 07.5000 05/03/2027 | 0.07% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.06% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.06% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.05% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.04% |
| TXU TCEH RIGHTS | 0.04% |
| HILLMAN TL DD L+275 03.2500 02/24/2028 | 0.02% |
| HILLMAN TLB2 L+275 03.2500 02/24/2028 | 0.02% |
| TRIBUNE CLASS 1C LITIGAT | 0.02% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
Fixed income statistics as of 05/31/21
| Average effective maturity | 5.03 yrs. |
|---|---|
| Average effective duration | 0.03 yrs. |
| Average yield to maturity | 4.29% |
| Average coupon | 3.89% |
Sector weightings as of 05/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Bank loans | 91.37% | 4.02 | 0.00% | 0.00 | 91.37% | 4.02 |
| High-yield corporate bonds | 3.34% | 0.05 | 3.86% | 0.17 | 7.20% | 0.22 |
| Investment-grade corporate bonds | 0.49% | 0.04 | 0.00% | 0.00 | 0.49% | 0.04 |
| Emerging-market bonds | 0.26% | 0.00 | 0.00% | 0.00 | 0.26% | 0.00 |
| Equity investments | 0.05% | 0.00 | 0.00% | 0.00 | 0.05% | 0.00 |
| Net cash | 4.49% | 0.00 | 0.00% | 0.00 | 4.49% | 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 05/31/21
| 0 - 1 yr. | 2.77% |
|---|---|
| 1 - 5 yrs. | 47.03% |
| 5 - 10 yrs. | 49.96% |
| Over 15 yrs. | 0.24% |
Quality rating as of 05/31/21
| BBB | 7.88% |
|---|---|
| BB | 32.97% |
| B | 51.77% |
| CCC and Below | 2.33% |
| Not Rated | 0.56% |
| Net cash | 4.49% |
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 05/31/21
| Consumer cyclicals | 25.21% |
|---|---|
| Technology | 13.00% |
| Capital goods | 11.95% |
| Basic materials | 10.79% |
| Health care | 9.89% |
| Communication services | 6.25% |
| Financials | 6.18% |
| Consumer staples | 5.06% |
| Net Cash | 4.49% |
| Other | 11.03% |
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 05/31/21
| United States | 96.83% |
|---|---|
| Luxembourg | 1.22% |
| Sweden | 0.76% |
| Australia | 0.50% |
| Canada | 0.43% |
| Israel | 0.26% |
0
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 1.03% | 1.23% | 1.78% | 1.28% | 0.70% | 0.78% |
| What you pay | 1.03% | 1.23% | 1.78% | 1.28% | 0.70% | 0.78% |
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.