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, Strategic Intermediate Municipal 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 and assets |
Yesterday’s close | 52-week high | 52-week low | Net assets and outstanding shares |
|---|---|---|---|---|
| Net asset value |
$7.63
0.00% | $0.00 |
$8.29
01/21/22 |
$7.63
07/01/22 |
Download CSV |
Net assets and outstanding shares
Fund facts as of 05/31/22
Total net assets
$466.63M
$466.63M
Turnover (fiscal year end)
42%
42%
Dividend frequency (view rate)
Monthly
Monthly
Number of issues
251
251
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
Head of Corporate and Tax-Exempt Credit
Portfolio Manager
Portfolio Manager
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) |
A look at leveraged loans and CLOs
A recent Active Insights podcast features a discussion of leveraged loans, and collateralized loan obligations (CLOs).U.S. recession ifs and whens
The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.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)
3.70%
Average 5-year annualized return
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -4.97% | -0.08% | 1.30% | 2.53% |
| After sales charge | -7.11% | -0.84% | 0.84% | 2.30% |
| S&P/LSTA Leveraged Loan Index | -2.78% | 2.10% | 2.91% | 3.74% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/22 | -2.84% | -5.03% | |
| YTD as of 07/01/22 | -6.01% | -8.12% | |
Yield
| Distribution rate before sales charge as of 07/01/22 |
4.44% |
|---|---|
| Distribution rate after sales charge as of 07/01/22 |
4.34% |
| 30-day SEC yield as of 06/30/22 (after sales charge) |
4.09% |
Risk-adjusted performance as of 05/31/22
| Sharpe ratio (3 yrs.) | 0.05 |
|---|---|
| Information ratio (3 yrs.) | -1.38 |
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 7.36% |
|---|---|
| Beta | 0.86 |
| R-squared | 0.99 |
Fixed income statistics as of 05/31/22
| Average effective duration | -0.01 yrs. |
|---|
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 148/235 | 63% |
| 3 yrs. | 178/227 | 79% |
| 5 yrs. | 151/210 | 72% |
| 10 yrs. | 86/139 | 62% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 232 | |
| 3 yrs. | 232 | |
| 5 yrs. | 213 | |
| 10 yrs. | 140 |
Distributions
| Accrual days | 30 |
|---|---|
| Accrual start date | 06/01/22 |
| Accrual end date | 06/30/22 |
| Payable date | 06/30/22 |
| Income | $0.02616774 |
| 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
| Filtration Group | 1.01% |
|---|---|
| ChampionX | 0.92% |
| UKG | 0.90% |
| Ascend Learning | 0.86% |
| Asurion | 0.85% |
| Proofpoint | 0.81% |
| Ancestry.Com | 0.81% |
| Clear Channel Outdoor Holdings | 0.79% |
| Bway Holding | 0.78% |
| Realpage | 0.77% |
| Top 10 holdings, percent of portfolio | 8.50% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Filtration Group | |
| ChampionX | |
| UKG | |
| Ascend Learning | |
| Asurion | |
| Proofpoint | |
| Ancestry.Com | |
| Clear Channel Outdoor Holdings | |
| Bway Holding | |
| Realpage | |
| Holdings represent 8.50% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Filtration Group | |
| UKG | |
| Transdigm | |
| Ascend Learning | |
| Asurion | |
| Clear Channel Outdoor Holdings | |
| Ancestry.Com | |
| Bausch Health | |
| Proofpoint | |
| BCP Renaissance Parent | |
| Holdings represent 8.18% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| UKG | |
| Ascend Learning | |
| Asurion | |
| Ancestry.Com | |
| Bausch Health | |
| Proofpoint | |
| BCP Renaissance Parent | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Realpage | |
| TK Elevator | |
| Holdings represent 7.95% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| UKG | |
| Ascend Learning | |
| Asurion | |
| Ancestry.Com | |
| Bausch Health | |
| Proofpoint | |
| BCP Renaissance Parent | |
| CRC Escrow Issuer LLC/CRC Finco | |
| Realpage | |
| USS Ultimate Holdings | |
| Holdings represent 7.99% of portfolio | |
| ANCESTRY.COM 1L TL L+325 04.3096 12/06/2027 | 0.81% |
|---|---|
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.80% |
| CLEAR CHANNEL OUTDOOR L+350 04.7384 08/21/2026 | 0.79% |
| REALPAGE TLB L+325 04.3096 02/18/2028 | 0.77% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.76% |
| VERTIV TLB L+275 03.5500 03/02/2027 | 0.75% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.74% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.74% |
| TAMKO BUILDING PRODUCT L+300 04.2667 05/03/2026 | 0.73% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.70% |
| MITCHELL INTL TLB L+375 04.6856 10/01/2028 | 0.70% |
| BMC SOFTWARE TLB L+375 04.8096 10/02/2025 | 0.70% |
| DIRECTV FINANCING TL L+500 06.0596 07/22/2027 | 0.69% |
| SLH TL B 1L USD L+400 05.0596 06/03/2028 | 0.67% |
| TERRIER MEDIA BUYER IN L+350 04.5596 12/17/2026 | 0.65% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.65% |
| SURGERY CENTER HOLDING L+375 04.5949 08/31/2026 | 0.65% |
| UNIVISION COMMUNICATIO L+325 04.3096 03/24/2026 | 0.63% |
| CHAMPIONX CORP TLB S+C+325 04.4891 05/13/2029 | 0.63% |
| ADIENT TLB L+325 04.3096 04/01/2028 | 0.63% |
| ARXADA TLB L+400 04.7500 04/30/2028 | 0.63% |
| INDUSTRIAL AND FINANCI L+350 04.5060 03/22/2028 | 0.63% |
| SCIENTIFIC GAMES S+C+300 03.5000 04/07/2029 | 0.63% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.63% |
| WR GRACE HOLDINGS TLB L+375 04.8125 08/12/2028 | 0.62% |
| PAREXEL PHOE NEW 1L TL L+325 04.3096 08/11/2028 | 0.62% |
| MOZART BORROWER LP L+325 04.3096 09/30/2028 | 0.62% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.62% |
| SCIENTIFIC GAMES LOTTERY TLB S+350 04.0000 02/04/2029 | 0.62% |
| CPG INTL TLB S+C+250 03.1460 04/29/2029 | 0.61% |
| DOTDASH MEREDITH TLB S+C+400 04.5000 11/23/2028 | 0.61% |
| SOLENIS TLB L+375 04.8125 09/21/2028 | 0.61% |
| ASCEND LEARNING LLC TL L+350 04.5596 11/18/2028 | 0.61% |
| OREGON TOOL TLB L+400 05.0596 10/07/2028 | 0.61% |
| MCGRAW-HILL EDUCATION L+475 05.5551 07/30/2028 | 0.61% |
| MADISON IAQ TL L+325 04.5244 06/15/2028 | 0.60% |
| ORGANON & CO TLB L+300 03.5625 04/08/2028 | 0.60% |
| THE CHAMBERLAIN GROUP L+350 04.5060 10/22/2028 | 0.60% |
| ROCKET SOFTWARE TLB L+425 05.3096 11/28/2025 | 0.60% |
| CAESARS RESORT COLLECT L+275 03.8096 09/28/2024 | 0.59% |
| JAZZ PHARMA TLB L+350 04.5596 05/31/2028 | 0.59% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.59% |
| DUN & BRADSTREET CORP L+325 04.2730 02/01/2026 | 0.59% |
| AMC ENT INC TLB L+300 03.8444 04/22/2026 | 0.59% |
| UNITED CONTINENTAL HOL L+375 04.7107 04/21/2028 | 0.59% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.59% |
| HUNTER DOUGLAS TLB S+350 04.0000 02/09/2029 | 0.58% |
| HUSKY INJECTION MOLDIN L+437 05.3760 03/28/2025 | 0.58% |
| CLUBCORP TLB L+275 03.7560 09/18/2024 | 0.57% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.57% |
| ADVISOR GROUP TLB L+450 05.5596 07/31/2026 | 0.56% |
| PLANTRONICS TLB L+250 03.5596 07/02/2025 | 0.56% |
| USI INC TLB L+300 04.0060 05/16/2024 | 0.56% |
| PLY GEM INDUSTRIES INC L+325 04.1247 04/12/2028 | 0.55% |
| BCP RENAISSANCE TLB3 S+350 04.5000 10/31/2026 | 0.55% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.55% |
| LBM ACQ LLC TLB L+375 04.5137 12/17/2027 | 0.55% |
| BRAND ENERGY & INFRAST L+425 05.3964 06/21/2024 | 0.55% |
| TEMPO ACQUISITION TLB S+300 03.5000 08/31/2028 | 0.54% |
| EPICOR SOFTWARE/EAGLE L+325 04.3096 07/30/2027 | 0.54% |
| WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.53% |
| BANIJAY GROUP TLB L+375 04.5533 03/04/2025 | 0.53% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.52% |
| GENESYS TELECOMMUNICAT L+400 05.0596 12/01/2027 | 0.52% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.52% |
| ATLANTIC BROADBAND FIN L+250 03.5596 07/28/2028 | 0.52% |
| GIP II BLUE HOLDINGS T L+450 05.5060 09/22/2028 | 0.52% |
| PETSMART TLB L+375 04.5000 01/29/2028 | 0.52% |
| ORYX SOUTHERN DELAWARE L+325 04.7050 09/29/2028 | 0.52% |
| VERRA MOBILITY TLB L+325 03.3815 03/26/2028 | 0.52% |
| CLUB CAR TL L+400 05.5979 06/01/2028 | 0.51% |
| FILTRATION GROUP CORP L+350 04.5596 10/19/2028 | 0.51% |
| MESSER INDUST TLB L+250 03.5060 03/01/2026 | 0.51% |
| TWIN RIVER MANAGEMENT L+325 04.0500 08/06/2028 | 0.51% |
| WATLOW ELECTRIC MANUFA L+375 4.250000 03/02/2028 | 0.51% |
| MCAFEE TLB S+C+400 04.5000 02/02/2029 | 0.51% |
| GREAT OUTDOORS TLB1 L+375 04.5000 03/05/2028 | 0.50% |
| HUB INTERNATIONAL LTD L+300 04.2137 04/25/2025 | 0.50% |
| CROCS INC TLB S+C+350 4.0000 01/27/2029 | 0.50% |
| SOVOS COMPLIANCE LLC T L+450 05.5596 08/12/2028 | 0.50% |
| CETERA FINANCIAL GROUP L+425 05.3096 10/01/2025 | 0.50% |
| FILTRATION GROUP TLB L+300 04.0596 03/27/2025 | 0.49% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.49% |
| ATOTECH DEUTSCHLAND GM L+250 03.5596 03/05/2028 | 0.49% |
| ZOOMINFO TECHNOLOGIES L+300 04.0596 02/02/2026 | 0.49% |
| APPLOVIN CORPORATION T L+300 04.0596 10/21/2028 | 0.48% |
| ENTERCOM TLB1 L+250 03.5596 11/17/2024 | 0.48% |
| STAPLES TL L+500 06.2860 04/09/2026 | 0.48% |
| GRIFOLS TLB L+200 03.0596 11/15/2027 | 0.47% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.47% |
| AHEAD DB HOLDINGS TLB L+375 08.7500 10/16/2027 | 0.47% |
| FRONTIER COMMUNICATION L+375 04.8125 10/08/2027 | 0.47% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.46% |
| ARBY'S TLB L+275 03.7560 02/05/2025 | 0.44% |
| CABLEVISION SYSTEMS TL L+225 03.1247 07/17/2025 | 0.43% |
| INTERNET BRANDS INC-1L L+375 04.8096 09/15/2024 | 0.43% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.43% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.42% |
| CERIDIAN CORPORATION T L+250 03.5596 04/30/2025 | 0.42% |
| AMERICAN BATH GROUP TL L+375 04.8096 11/23/2027 | 0.42% |
| GO DADDY OPERATING COM L+200 03.6260 08/10/2027 | 0.42% |
| INGRAM MICRO TLB L+350 04.5060 04/01/2028 | 0.42% |
| INSULET CORP TLB L+325 04.3096 05/04/2028 | 0.41% |
| MEDALLION MIDLAND ACQU L+375 04.8096 10/14/2028 | 0.41% |
| NORTONLIFELOCK TLB S+200 02.5000 01/28/2029 | 0.41% |
| API GROUP DE INC L+275 03.8096 10/07/2028 | 0.41% |
| BROOKS AUTO 1L S+335 03.8500 11/17/2028 | 0.41% |
| MIRION TECH INC TL L+275 03.2500 10/20/2028 | 0.41% |
| VOYAGE AUSTRALIA PTY L L+350 04.5627 05/27/2028 | 0.41% |
| TRINSEO 1L TLB L+250 03.5596 03/18/2028 | 0.41% |
| MI WINDOWS AND DOORS TLB S+350 03.6021 12/18/2027 | 0.41% |
| TALLGRASS ENERGY PARTN L+475 05.8096 03/11/2026 | 0.41% |
| BUCKEYE PARTNERS LP TL L+225 03.3117 11/01/2026 | 0.41% |
| CULLIGAN INTER TLB1 S+375 04.25000 07/30/2028 | 0.41% |
| BENGAL TROPICANA 1L TLB S+C+325 03.7500 01/20/2029 | 0.41% |
| CARNIVAL CORPORATION T L+325 04.0000 10/08/2028 | 0.41% |
| ULTIMATE SOFTWARE GROU L+375 04.7560 04/05/2026 | 0.41% |
| DIVERSEY DIAMOND TLB L+275 03.9889 09/14/2028 | 0.40% |
| ROUGH COUNTRY 1L TL L+350 04.5060 07/29/2028 | 0.40% |
| SRS DSTRBUTION INC TLB L+350 04.4690 06/04/2028 | 0.40% |
| ALLIED UNIVER INC-TLB L+375 04.8096 05/05/2028 | 0.40% |
| LIFTOFF MOBILE TLB L+375 04.7560 09/30/2028 | 0.40% |
| PETCO ANIMAL SUPPLIES L+325 04.2560 03/04/2028 | 0.40% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.40% |
| ELANCO ANIMAL HEALTH T L+175 02.8117 02/04/2027 | 0.40% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.40% |
| STARS GROUP TLB L+225 03.2560 07/29/2025 | 0.40% |
| HARSCO TLB L+225 03.3125 03/05/2028 | 0.40% |
| TESSERA TECHNOLOGIES T L+350 04.5596 06/08/2028 | 0.40% |
| FOREST CITY ENTERPRISE L+350 04.5596 12/07/2025 | 0.39% |
| LANDSLIDE HOLDINGS INC L+425 05.8479 12/01/2027 | 0.39% |
| ACRISURE LLC TLB L+350 04.5596 02/15/2027 | 0.39% |
| AMERICAN TRAILER WORLD S+C+350 4.6535 03/03/2028 | 0.38% |
| PEDIATRIC ASSOCIAT TLB L+325 05.0763 02/08/2029 | 0.35% |
| DOMTAR PERSONAL CARE 1 L+425 05.2560 02/19/2028 | 0.35% |
| ATHENAHEALTH TLB S+350 04.0000 01/27/2029 | 0.35% |
| HERTZ CORP TLB L+325 04.3096 06/30/2028 | 0.34% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.34% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.34% |
| VISTRA OPERATIONS COMP L+175 02.7754 12/01/2025 | 0.34% |
| ATLAS CC ACQ TLB L+425 05.8249 04/29/2028 | 0.34% |
| WEIGHT WATCHERS INTERN L+350 04.5600 04/13/2028 | 0.34% |
| GRAHAM PKG 1L TL L+300 04.0596 08/04/2027 | 0.34% |
| SFR GROUP TLB12 L+369 04.7318 01/31/2026 | 0.33% |
| TRANSDIGM INC TLE L+225 03.3096 05/30/2025 | 0.33% |
| CALPINE CONS FIN TL L+200 03.0597 01/15/2025 | 0.32% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.32% |
| QUIKRETE TLB L+263 02.7013 02/01/2027 | 0.31% |
| GREAT CANADIAN GAMING L+400 04.9340 11/01/2026 | 0.31% |
| EINSTEIN MERGER ECHO G L+350 04.5596 11/04/2028 | 0.31% |
| HD SUPPLY WATERWORKS L L+250 03.5230 06/10/2028 | 0.31% |
| AMWINS TLB L+225 03.3096 02/19/2028 | 0.31% |
| COMMSCOPE TLB2 L+325 04.3096 02/07/2026 | 0.31% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.30% |
| PREGIS TOPCO TL L+400 05.0596 08/01/2026 | 0.30% |
| PRESS GANEY HLDS TLB L+350 04.7384 07/24/2026 | 0.30% |
| ALLEN MEDIA TLB S+550 06.3011 02/10/2027 | 0.30% |
| IHEARTMEDIA TLB L+300 04.0596 05/01/2026 | 0.30% |
| BROOKS AUTO 2L S+560 6.1000 11/17/2029 | 0.30% |
| GREYSTONE SELECT FINAN L+500 06.0443 05/06/2028 | 0.30% |
| GRANITE US HOLDINGS CO L+400 05.0625 09/30/2026 | 0.29% |
| ROBERTSHAW CONTROLS CO L+800 09.0625 02/28/2026 | 0.29% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.29% |
| PMHC II INC TL S+C+425 04.7500 02/02/2029 | 0.29% |
| ULTIMATE SOFTWARE GROU L+325 04.2116 05/03/2026 | 0.28% |
| SM ENERGY CO 05.6250 06/01/2025 | 0.28% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.27% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.27% |
| ARCLIN ARC FALCON TLB L+375 04.8096 09/22/2028 | 0.26% |
| ICON LUX SARL TLB L+225 03.3125 06/16/2028 | 0.26% |
| ISTAR INC 05.5000 02/15/2026 | 0.26% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.25% |
| ASURION CORP 2N TLB4 L+525 06.3096 01/30/2029 | 0.25% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.25% |
| ASCEND LEARNING LLC 2N L+575 06.8096 11/18/2029 | 0.25% |
| QUORUM HEALTH EXT TL L+775 08.7500 04/29/2025 | 0.24% |
| SYLVAMO CORPORATION TL L+450 05.5596 08/20/2028 | 0.24% |
| ENVISION HEALTHCARE TL L+375 04.8096 10/10/2025 | 0.24% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.24% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.23% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.23% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.22% |
| SOUTHWESTERN ENERGY COMPANY 05.9500 01/23/2025 | 0.22% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.22% |
| DELTA AIR LINE SKY L+375 04.8127 09/16/2027 | 0.22% |
| TRIVIUM PACK FIN P/P 144A 05.5000 08/15/2026 | 0.21% |
| II-VI INC TLB L+275 03.2500 12/08/2028 | 0.21% |
| TRONOX FINANCE TLB S+325 03.7500 03/03/2029 | 0.21% |
| GEON PERFORMANCE SOLUT L+450 06.1260 08/20/2028 | 0.21% |
| PQ PERFORMANCE CHEM TL L+350 04.5617 04/30/2028 | 0.21% |
| BAUSCH & LOMB TLB S+C+325 04.0480 05/05/2027 | 0.21% |
| QUIKRETE HOLDINGS INC L+300 03.0813 06/11/2028 | 0.21% |
| SMYRNA CONCRETE TLB S+C+425 5.215570 03/24/2029 | 0.21% |
| ACRISURE LLC TLB L+375 04.8096 02/15/2027 | 0.20% |
| ADDISION GROUP TLB S+425 04.7500 12/29/2028 | 0.20% |
| CONNECTWISE LLC TLB L+350 04.5596 09/30/2028 | 0.20% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.20% |
| TI GRP AUTOMOTIVE TLB L+325 04.2560 12/16/2026 | 0.20% |
| LOTUS MIDSTREAM TLB L+325 04.3096 09/26/2025 | 0.20% |
| IHEARTCOMMUNICATI L+325 04.3096 05/01/2026 | 0.20% |
| LEVEL 3 COMMUNICATIONS L+175 01.9958 03/01/2027 | 0.20% |
| QUEST SOFTWARE 1L TLB S+C+425 04.7500 01/20/2029 | 0.20% |
| BAUSCH HEALTH TLB S+C+525 05.7500 01/27/2027 | 0.20% |
| PRIMESOURCE BUILDING P L+325 04.2169 12/28/2027 | 0.20% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.19% |
| EPICOR SOFTWARE/EAGLE L+775 08.8096 07/30/2028 | 0.18% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.18% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.17% |
| ATLANTIC AVIATIO 2L TL L+575 06.8096 07/13/2029 | 0.16% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.16% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.15% |
| CHAMPIONX HLDG INC TLB L+400 08.0000 06/03/2027 | 0.15% |
| APERGY TLB L+250 03.5625 05/09/2025 | 0.14% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.14% |
| SOTERA HEALTH HOLDINGS L+275 03.8096 12/13/2026 | 0.14% |
| PERRIGO TLB S+C+250 3.0000 04/05/2029 | 0.13% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.12% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.12% |
| TREASURY BILL 00.0000 06/14/2022 | 0.11% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.10% |
| TENABLE HOLDINGS INC T L+275 03.2687 07/07/2028 | 0.10% |
| BENGAL TROPICANA 2L S+C+600 06.5000 01/24/2030 | 0.10% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.10% |
| PHYSICIAN PARTNERS TL S+C+400 04.5000 02/01/2029 | 0.10% |
| PRESS GANEY TLB S+C+375 04.5000 07/25/2026 | 0.10% |
| REYNOLDS GROUP HOLDING L+350 04.5596 09/20/2028 | 0.10% |
| ASURION CORP TLB9 L+325 04.3096 07/31/2027 | 0.10% |
| TRANSDIGM INC TLF L+225 03.3096 12/09/2025 | 0.10% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.09% |
| DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.09% |
| SOVOS COMPLIANCE LLC L+450 04.5000 08/12/2028 | 0.09% |
| TREASURY BILL 00.0000 07/12/2022 | 0.09% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.08% |
| PERRIGO TLDD S+C+250 3.0000 04/05/2029 | 0.08% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.07% |
| PRO MACH GROUP TLDD L+400 04.2609 08/13/2028 | 0.07% |
| ATLAS CC ACQ TLC L+425 05.8249 04/29/2028 | 0.07% |
| HERTZ CORP TLC L+325 04.3096 06/30/2028 | 0.06% |
| INDIGO MERGER SUB TLB L+225 03.3125 06/16/2028 | 0.06% |
| ATHENAHEALTH TLDD S+350 04.0000 01/27/2029 | 0.06% |
| PEDIATRIC ASSOCIATES TLDD L+325 3.750000 02/08/2029 | 0.05% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.04% |
| CDX CDX.NA.HY.38 500.0 06/20/2027 | 0.03% |
| TXU TCEH RIGHTS | 0.03% |
| AOC LSF11 HOLDCO TLB S+350 4.2693 09/30/2028 | 0.00% |
| REYNOLDS TL L+175 02.8096 02/04/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| CLEAR CHANNEL OUTDOOR L+350 04.7389 08/21/2026 | 0.78% |
|---|---|
| ANCESTRY.COM 1L TL L+325 04.0137 12/06/2027 | 0.78% |
| BCP RENAISSANCE TLB3 S+350 04.5000 10/31/2026 | 0.76% |
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.76% |
| CAESARS RESORT COLLECT L+275 03.5137 09/28/2024 | 0.75% |
| REALPAGE TLB L+325 04.0137 02/18/2028 | 0.73% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.72% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.72% |
| VERTIV TLB L+275 03.5533 03/02/2027 | 0.72% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.70% |
| TAMKO BUILDING PRODUCT L+300 03.9999 05/03/2026 | 0.69% |
| MITCHELL INTL TLB L+375 04.2500 10/01/2028 | 0.67% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.66% |
| BMC SOFTWARE TLB L+375 04.5137 10/02/2025 | 0.66% |
| DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.66% |
| SLH TL B 1L USD L+400 04.7637 06/03/2028 | 0.64% |
| SURGERY CENTER HOLDING L+375 04.5000 08/31/2026 | 0.62% |
| TERRIER MEDIA BUYER IN L+350 04.2637 12/17/2026 | 0.62% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.62% |
| ADIENT TLB L+325 04.0137 04/01/2028 | 0.61% |
| ARXADA TLB L+400 04.7500 04/30/2028 | 0.61% |
| UNIVISION COMMUNICATIO L+325 04.0137 03/24/2026 | 0.60% |
| INDUSTRIAL AND FINANCI L+350 04.5060 03/22/2028 | 0.59% |
| SCIENTIFIC GAMES S+C+300 03.5000 04/07/2029 | 0.59% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.59% |
| PAREXEL PHOE NEW 1L TL L+350 04.2637 08/11/2028 | 0.59% |
| SCIENTIFIC GAMES LOTTERY TLB S+350 04.0000 02/04/2029 | 0.59% |
| WR GRACE HOLDINGS TLB L+375 04.8125 08/12/2028 | 0.59% |
| CPG INTL TLB S+C+250 03.1460 04/29/2029 | 0.59% |
| DOTDASH MEREDITH TLB S+C+400 04.5000 11/23/2028 | 0.59% |
| WATLOW ELECTRIC MANUFA L+375 4.250000 03/02/2028 | 0.59% |
| ASCEND LEARNING LLC TL L+350 04.2637 11/18/2028 | 0.58% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.58% |
| VERRA MOBILITY TLB L+325 03.3815 03/26/2028 | 0.58% |
| MOZART BORROWER LP L+325 04.0137 09/30/2028 | 0.58% |
| OREGON TOOL TLB L+400 04.7637 10/07/2028 | 0.58% |
| SOLENIS TLB L+375 04.7463 09/21/2028 | 0.58% |
| THE CHAMBERLAIN GROUP L+350 04.5060 10/22/2028 | 0.58% |
| MCGRAW-HILL EDUCATION L+475 05.5537 07/30/2028 | 0.58% |
| MADISON IAQ TL L+325 04.5244 06/15/2028 | 0.57% |
| ROCKET SOFTWARE TLB L+425 05.0137 11/28/2025 | 0.57% |
| ORGANON & CO TLB L+300 03.5625 04/08/2028 | 0.57% |
| HUNTER DOUGLAS TLB S+350 04.0000 02/09/2029 | 0.56% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.56% |
| DUN & BRADSTREET CORP L+325 03.9179 02/01/2026 | 0.56% |
| JAZZ PHARMA TLB L+350 04.2637 05/31/2028 | 0.56% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.56% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.55% |
| AMC ENT INC TLB L+300 03.4881 04/22/2026 | 0.55% |
| CLUBCORP TLB L+275 03.7560 09/18/2024 | 0.55% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.54% |
| ZAYO GROUP HLDG INC L+300 03.7637 03/09/2027 | 0.54% |
| BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.54% |
| PLY GEM INDUSTRIES INC L+325 03.8041 04/12/2028 | 0.54% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.54% |
| ADVISOR GROUP TLB L+450 05.2637 07/31/2026 | 0.54% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.52% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.52% |
| USI INC TLB L+300 04.0060 05/16/2024 | 0.52% |
| PLANTRONICS TLB L+250 03.2637 07/02/2025 | 0.52% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.51% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.51% |
| WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.51% |
| TEMPO ACQUISITION TLB S+300 03.5000 08/31/2028 | 0.51% |
| EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.51% |
| PETSMART TLB L+375 04.5000 01/29/2028 | 0.51% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.50% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.50% |
| BANIJAY GROUP TLB L+375 04.2020 03/04/2025 | 0.50% |
| GENESYS TELECOMMUNICAT L+400 04.7637 12/01/2027 | 0.50% |
| ORYX SOUTHERN DELAWARE L+325 03.7500 09/29/2028 | 0.49% |
| TWIN RIVER MANAGEMENT L+325 04.0500 08/06/2028 | 0.49% |
| ATLANTIC BROADBAND FIN L+250 03.2637 07/28/2028 | 0.49% |
| FILTRATION GROUP CORP L+350 04.2637 10/19/2028 | 0.49% |
| QUIKRETE TLB L+263 03.3887 02/01/2027 | 0.49% |
| MESSER INDUST TLB L+250 03.5060 03/01/2026 | 0.49% |
| GREAT OUTDOORS TLB1 L+375 04.5000 03/05/2028 | 0.48% |
| CROCS INC TLB S+C+350 4.0000 01/27/2029 | 0.48% |
| MCAFEE TLB S+C+400 04.5000 02/02/2029 | 0.48% |
| ENTERCOM TLB1 L+250 03.2487 11/17/2024 | 0.48% |
| CETERA FINANCIAL GROUP L+425 05.0137 10/01/2025 | 0.48% |
| SOVOS COMPLIANCE LLC T L+450 05.2637 08/12/2028 | 0.48% |
| HUB INTERNATIONAL LTD L+300 04.2137 04/25/2025 | 0.47% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.47% |
| FILTRATION GROUP TLB L+300 03.7637 03/27/2025 | 0.47% |
| STAPLES TL L+500 06.2860 04/09/2026 | 0.46% |
| ATOTECH DEUTSCHLAND GM L+250 03.2637 03/05/2028 | 0.46% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.46% |
| ZOOMINFO TECHNOLOGIES L+300 03.7637 02/02/2026 | 0.46% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.45% |
| APPLOVIN CORPORATION T L+300 03.7637 10/21/2028 | 0.45% |
| AHEAD DB HOLDINGS TLB L+375 03.9845 10/16/2027 | 0.45% |
| GRIFOLS TLB L+200 02.7637 11/15/2027 | 0.44% |
| FTR DIP-TL B 1L USD L+375 04.8125 10/08/2027 | 0.44% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.44% |
| PRIME SECURITY SERVICE L+275 04.0890 09/23/2026 | 0.44% |
| ARBY'S TLB L+275 03.7560 02/05/2025 | 0.42% |
| CABLEVISION SYSTEMS TL L+225 02.8041 07/17/2025 | 0.41% |
| INTERNET BRANDS INC-1L L+375 04.7500 09/15/2024 | 0.41% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.41% |
| AMERICAN BATH GROUP TL L+375 04.5137 11/23/2027 | 0.40% |
| MEDALLION MIDLAND ACQU L+375 04.5137 10/14/2028 | 0.40% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.39% |
| VALEANT PHARMACEUTICAL L+300 03.7637 05/17/2025 | 0.39% |
| CERIDIAN CORPORATION T L+250 03.2637 04/30/2025 | 0.39% |
| INSULET CORP TLB L+325 04.0137 05/04/2028 | 0.39% |
| MI WINDOWS AND DOORS TLB S+350 03.6021 12/18/2027 | 0.39% |
| HILTON GRAND VCTNS TLB L+300 03.7637 06/30/2028 | 0.39% |
| INGRAM MICRO TLB L+350 04.5060 04/01/2028 | 0.39% |
| VOYAGE AUSTRALIA PTY L L+350 04.5627 05/27/2028 | 0.39% |
| GO DADDY OPERATING COM L+200 03.3633 08/10/2027 | 0.39% |
| BROOKS AUTO 1L S+335 03.8500 11/17/2028 | 0.39% |
| CULLIGAN INTER TLB1 S+375 04.25000 07/30/2028 | 0.39% |
| LIFTOFF MOBILE TLB L+375 04.7560 09/30/2028 | 0.39% |
| MIRION TECH INC L+275 03.2500 10/05/2028 | 0.39% |
| API GROUP DE INC L+275 03.5137 10/07/2028 | 0.39% |
| CARNIVAL CORPORATION T L+325 04.0000 10/08/2028 | 0.39% |
| NORTONLIFELOCK TLB S+200 02.5000 01/28/2029 | 0.39% |
| PETCO ANIMAL SUPPLIES L+325 04.2560 03/04/2028 | 0.39% |
| TALLGRASS ENERGY PARTN L+475 05.5137 03/11/2026 | 0.39% |
| TRINSEO 1L TLB L+250 02.7637 03/18/2028 | 0.39% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.39% |
| ALLIED UNIVER INC-TLB L+375 04.5137 05/05/2028 | 0.38% |
| BUCKEYE PARTNERS LP TL L+225 03.0500 11/01/2026 | 0.38% |
| LANDSLIDE HOLDINGS INC L+425 04.7730 12/01/2027 | 0.38% |
| ULTIMATE SOFTWARE GROU L+375 04.7560 04/05/2026 | 0.38% |
| BAUSCH HEALTH TLB S+C+525 05.7500 01/27/2027 | 0.38% |
| HARSCO TLB L+225 03.1250 03/05/2028 | 0.38% |
| DIVERSEY DIAMOND TLB L+275 03.9877 09/14/2028 | 0.38% |
| SRS DSTRBUTION INC TLB L+350 04.4690 06/04/2028 | 0.38% |
| ROUGH COUNTRY 1L TL L+350 04.5060 07/29/2028 | 0.38% |
| STARS GROUP TLB L+225 03.2560 07/29/2025 | 0.38% |
| TESSERA TECHNOLOGIES T L+350 04.2637 06/08/2028 | 0.38% |
| ELANCO ANIMAL HEALTH T L+175 02.5500 02/04/2027 | 0.38% |
| FOREST CITY ENTERPRISE L+350 04.2637 12/07/2025 | 0.37% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.37% |
| ACRISURE LLC TLB L+350 04.2637 02/15/2027 | 0.37% |
| DOMTAR PERSONAL CARE 1 L+425 05.2560 02/19/2028 | 0.37% |
| AMERICAN TRAILER WORLD S+C+350 4.6535 03/03/2028 | 0.37% |
| BENGAL TROPICANA 1L TLB S+C+325 03.7500 01/20/2029 | 0.37% |
| ENVISION HEALTHCARE TL L+375 04.5137 10/10/2025 | 0.35% |
| IRON MOUNTAIN TLB L+175 02.5137 01/02/2026 | 0.34% |
| LIONS GATE ENTERTAINME L+225 03.0137 03/24/2025 | 0.34% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.34% |
| PEDIATRIC ASSOCIAT TLB L+325 05.0763 02/08/2029 | 0.34% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.34% |
| WEIGHT WATCHERS INTERN L+350 04.2637 04/13/2028 | 0.34% |
| ATHENAHEALTH TLB S+350 04.0000 01/27/2029 | 0.33% |
| HERTZ CORP TLB L+325 04.0137 06/30/2028 | 0.33% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.32% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.32% |
| SFR GROUP TLB12 L+369 04.7318 01/31/2026 | 0.32% |
| GRAHAM PKG 1L TL L+300 03.7637 08/04/2027 | 0.32% |
| VISTRA OPERATIONS COMP L+175 02.4498 12/01/2025 | 0.32% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.31% |
| TRANSDIGM INC TLE L+225 03.0137 05/30/2025 | 0.30% |
| CALPINE CONS FIN TL L+200 02.7637 01/15/2025 | 0.30% |
| REYNOLDS GROUP HOLDING L+325 04.0137 02/05/2026 | 0.30% |
| GIP II BLUE HOLDINGS T L+450 05.5060 09/22/2028 | 0.30% |
| GREAT CANADIAN GAMING L+400 04.9340 11/01/2026 | 0.30% |
| ALLEN MEDIA TLB S+550 06.3011 02/10/2027 | 0.29% |
| BROOKS AUTO 2L S+560 6.1000 11/17/2029 | 0.29% |
| PRESS GANEY HLDS TLB L+350 03.6363 07/24/2026 | 0.29% |
| GREYSTONE SELECT FINAN L+500 06.0443 05/06/2028 | 0.29% |
| HD SUPPLY WATERWORKS L L+250 03.1980 06/10/2028 | 0.29% |
| PREGIS TOPCO TL L+400 04.7637 08/01/2026 | 0.29% |
| AMWINS TLB L+225 03.0116 02/19/2028 | 0.29% |
| EINSTEIN MERGER ECHO G L+375 04.5137 11/04/2028 | 0.29% |
| IHEARTMEDIA TLB L+300 03.7637 05/01/2026 | 0.29% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.29% |
| COMMSCOPE TLB2 L+325 04.0137 02/07/2026 | 0.29% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.29% |
| TRANSDIGM INC TLF L+225 03.0137 12/09/2025 | 0.28% |
| GFL ENVIRONMENTAL INC L+300 04.2389 05/31/2025 | 0.28% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.28% |
| GRANITE US HOLDINGS CO L+400 05.0625 09/30/2026 | 0.28% |
| PHMC II INC TL S+C+425 04.7500 02/02/2029 | 0.28% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.27% |
| ULTIMATE SOFTWARE GROU L+325 04.2116 05/03/2026 | 0.27% |
| AIR METHODS CORPORATIO L+350 04.5060 04/12/2024 | 0.26% |
| TTM TECH INC TL L+250 03.3000 09/28/2024 | 0.26% |
| ASURION CORP 2N TLB4 L+525 06.0137 01/30/2029 | 0.25% |
| ARCLIN ARC FALCON TLB L+375 04.5137 09/22/2028 | 0.25% |
| SYLVAMO CORPORATION TL L+450 05.2637 08/20/2028 | 0.25% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.24% |
| ICON LUX SARL TLB L+225 03.3125 06/16/2028 | 0.24% |
| ASCEND LEARNING LLC 2N L+575 06.5137 11/18/2029 | 0.24% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.24% |
| ISTAR INC 05.5000 02/15/2026 | 0.23% |
| QUORUM HEALTH EXT TL L+650 07.4999 04/29/2025 | 0.22% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.22% |
| ANTERO RESOURCES COR P/P 144A 08.3750 07/15/2026 | 0.21% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.21% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.20% |
| DELTA AIR LINE SKY L+375 04.8127 09/16/2027 | 0.20% |
| SOUTHWESTERN ENERGY COMPANY 05.9500 01/23/2025 | 0.20% |
| SINCLAIR BROADCAST GRO L+250 03.2700 07/18/2026 | 0.20% |
| PACIFIC GAS & ELECTRIC 02.3647 06/16/2022 | 0.20% |
| ADDISION GROUP TLB S+425 04.7500 12/29/2028 | 0.20% |
| II-VI INC TLB L+275 03.2500 12/08/2028 | 0.20% |
| TRONOX FINANCE TLB S+325 03.7500 03/03/2029 | 0.20% |
| CONNECTWISE LLC TLB L+350 04.2637 09/30/2028 | 0.20% |
| GEON PERFORMANCE SOLUT L+475 05.5137 08/20/2028 | 0.20% |
| PQ PERFORMANCE CHEM TL L+350 04.3000 04/30/2028 | 0.20% |
| ACRISURE LLC TLB L+375 04.5137 02/15/2027 | 0.20% |
| SMYRNA CONCRETE TLB S+C+425 5.215570 03/24/2029 | 0.20% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.20% |
| HAYWARD INDUSTRIES TLB L+250 03.2637 05/14/2028 | 0.19% |
| INEOS QUATTRO TLB L+275 03.5137 01/29/2026 | 0.19% |
| QUEST SOFTWARE 1L TLB S+C+425 04.7500 01/20/2029 | 0.19% |
| TI GRP AUTOMOTIVE TLB L+325 04.2560 12/16/2026 | 0.19% |
| LOTUS MIDSTREAM TLB L+325 04.0137 09/26/2025 | 0.19% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.19% |
| QUIKRETE HOLDINGS INC L+300 03.0813 06/11/2028 | 0.19% |
| TENNECO AUTOMOTIVE TL L+300 03.7637 10/01/2025 | 0.19% |
| IHEARTCOMMUNICATI L+325 04.0137 05/01/2026 | 0.19% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.19% |
| PRIMESOURCE BUILDING P L+325 04.2169 12/28/2027 | 0.19% |
| LEVEL 3 COMMUNICATIONS L+175 02.5137 03/01/2027 | 0.18% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.17% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.17% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.16% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.15% |
| ATLANTIC AVIATIO 2L TL L+575 06.5137 07/13/2029 | 0.15% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.14% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.14% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.14% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.14% |
| TUBE CITY IMS CORP TLB L+275 03.8811 08/14/2024 | 0.14% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.14% |
| APERGY TLB L+250 03.3125 05/09/2025 | 0.13% |
| SOTERA HEALTH HOLDINGS L+275 03.5137 12/13/2026 | 0.13% |
| PERRIGO TLB S+C+250 3.0000 04/05/2029 | 0.13% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.12% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.10% |
| TREASURY BILL 00.0000 06/14/2022 | 0.10% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.10% |
| BENGAL TROPICANA 2L S+C+600 06.5000 01/24/2030 | 0.10% |
| PHYSICIAN PARTNERS TL S+C+400 04.5000 02/01/2029 | 0.10% |
| TENABLE HOLDINGS INC T L+275 03.2687 07/07/2028 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| PRESS GANEY TLB S+C+375 04.5000 07/25/2026 | 0.10% |
| ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.10% |
| REYNOLDS GROUP HOLDING L+350 04.2637 09/20/2028 | 0.10% |
| DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.09% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.09% |
| SOVOS COMPLIANCE LLC L+450 04.5000 08/12/2028 | 0.08% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.07% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.07% |
| PERRIGO TLDD S+C+250 3.0000 04/05/2029 | 0.07% |
| 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% |
| HERTZ CORP TLC L+325 04.0137 06/30/2028 | 0.06% |
| INDIGO MERGER SUB TLB L+225 03.3125 06/16/2028 | 0.06% |
| TREASURY BILL 00.0000 05/03/2022 | 0.06% |
| ATHENAHEALTH TLDD S+350 04.0000 01/27/2029 | 0.06% |
| PEDIATRIC ASSOCIATES TLDD L+325 3.750000 02/08/2029 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| BENGAL TROPICANA 1L TLDD S+C+325 03.7500 01/20/2029 | 0.02% |
| AOC LSF11 HOLDCO TLB S+350 4.2693 09/30/2028 | 0.00% |
| REYNOLDS TL L+175 02.5137 02/04/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.80% |
|---|---|
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.78% |
| BCP RENAISSANCE TLB3 S+350 04.5000 10/31/2026 | 0.77% |
| CAESARS RESORT COLLECT L+275 03.2074 09/28/2024 | 0.76% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.74% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.73% |
| THYSSENKRUPP ELEVATOR L+350 04.0146 07/31/2027 | 0.73% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.71% |
| TAMKO BUILDING PRODUCT L+300 03.5219 05/03/2026 | 0.70% |
| MITCHELL INTL TLB L+375 04.2500 10/01/2028 | 0.68% |
| BMC SOFTWARE TLB L+375 04.7560 10/02/2025 | 0.68% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.67% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.67% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.65% |
| CLEAR CHANNEL OUTDOOR L+350 03.7990 08/21/2026 | 0.65% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.63% |
| TERRIER MEDIA BUYER IN L+350 03.9574 12/17/2026 | 0.63% |
| ADIENT TLB L+325 03.7074 04/01/2028 | 0.62% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.61% |
| BWAY CORP TLB L+325 03.7051 04/03/2024 | 0.60% |
| INDUSTRIAL AND FINANCI L+350 04.5060 03/22/2028 | 0.60% |
| DOTDASH MEREDITH TLB S+C+400 04.5000 11/23/2028 | 0.60% |
| PAREXEL PHOE NEW 1L TL L+350 04.0000 08/11/2028 | 0.60% |
| MOZART BORROWER LP L+325 03.7500 09/30/2028 | 0.60% |
| SCIENTIFIC GAMES LOTTERY TLB S+350 04.0000 02/04/2029 | 0.60% |
| ASCEND LEARNING LLC TL L+350 04.0000 11/18/2028 | 0.60% |
| WR GRACE HOLDINGS TLB L+375 04.8125 08/12/2028 | 0.60% |
| VERRA MOBILITY TLB L+325 03.3815 03/26/2028 | 0.60% |
| OREGON TOOL TLB L+400 04.5000 10/07/2028 | 0.59% |
| THE CHAMBERLAIN GROUP L+350 04.5060 10/22/2028 | 0.59% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.59% |
| MCGRAW-HILL EDUCATION L+475 05.5537 07/30/2028 | 0.59% |
| WATLOW ELECTRIC MANUFA L+375 4.250000 03/02/2028 | 0.59% |
| MADISON IAQ TL L+325 04.5244 06/15/2028 | 0.59% |
| SOLENIS TLB L+375 04.7463 09/21/2028 | 0.58% |
| ORGANON & CO TLB L+300 03.5625 04/08/2028 | 0.58% |
| ROCKET SOFTWARE TLB L+425 04.7074 11/28/2025 | 0.58% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.57% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.57% |
| DUN & BRADSTREET CORP L+325 03.6971 02/01/2026 | 0.57% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.57% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.57% |
| ZAYO GROUP HLDG INC L+300 03.4574 03/09/2027 | 0.57% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.56% |
| AMC ENT INC TLB L+300 03.3517 04/22/2026 | 0.56% |
| SCIENTIFIC GAMES CORP L+275 03.2074 08/14/2024 | 0.56% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.55% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.55% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.55% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.55% |
| ADVISOR GROUP TLB L+450 04.9574 07/31/2026 | 0.54% |
| CLUBCORP TLB L+275 03.7560 09/18/2024 | 0.54% |
| VERTIV TLB L+275 02.9914 03/02/2027 | 0.53% |
| USI INC TLB L+300 04.0060 05/16/2024 | 0.53% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.53% |
| PLANTRONICS TLB L+250 02.7086 07/02/2025 | 0.53% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.52% |
| ARXADA TLB L+400 04.7500 04/30/2028 | 0.52% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.52% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.52% |
| PETSMART TLB L+375 04.0490 01/29/2028 | 0.52% |
| WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.52% |
| TEMPO ACQUISITION TLB S+300 03.5000 08/31/2028 | 0.52% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.51% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.51% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.51% |
| BANIJAY GROUP TLB L+375 04.2020 03/04/2025 | 0.50% |
| GIP II BLUE HOLDINGS T L+450 05.5060 09/22/2028 | 0.50% |
| ATLANTIC BROADBAND FIN L+250 03.0000 07/28/2028 | 0.50% |
| MCAFEE TLB S+C+400 04.5000 02/02/2029 | 0.50% |
| ORYX SOUTHERN DELAWARE L+325 03.7500 09/29/2028 | 0.50% |
| TWIN RIVER MANAGEMENT L+325 03.7500 08/06/2028 | 0.50% |
| QUIKRETE TLB L+250 02.9574 02/01/2027 | 0.50% |
| GREAT OUTDOORS TLB1 L+375 04.5000 03/05/2028 | 0.49% |
| MESSER INDUST TLB L+250 03.5060 03/01/2026 | 0.49% |
| CROCS INC TLB S+C+350 4.0000 01/27/2029 | 0.49% |
| HUB INTERNATIONAL LTD L+300 03.2671 04/25/2025 | 0.48% |
| SOVOS COMPLIANCE LLC T L+450 05.0000 08/12/2028 | 0.48% |
| CETERA FINANCIAL GROUP L+425 04.7074 10/01/2025 | 0.48% |
| SURGERY CENTER HOLDING L+375 04.0391 08/31/2026 | 0.48% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.48% |
| FILTRATION GROUP TLB L+300 03.4574 03/27/2025 | 0.48% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.47% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.46% |
| STAPLES TL L+500 05.3166 04/09/2026 | 0.46% |
| ZOOMINFO TECHNOLOGIES L+300 03.4574 02/02/2026 | 0.46% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.46% |
| APPLOVIN CORPORATION T L+300 03.5000 10/21/2028 | 0.46% |
| AHEAD DB HOLDINGS TLB L+375 04.2867 10/16/2027 | 0.45% |
| GRIFOLS TLB L+200 02.4574 11/15/2027 | 0.45% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.45% |
| FTR DIP-TL B 1L USD L+375 04.8125 10/08/2027 | 0.45% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.45% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.43% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.42% |
| CABLEVISION SYSTEMS TL L+225 02.6466 07/17/2025 | 0.42% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.42% |
| INTERNET BRANDS INC-1L L+375 04.7500 09/15/2024 | 0.42% |
| CERIDIAN CORPORATION T L+250 02.9574 04/30/2025 | 0.40% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.40% |
| BAUSCH HEALTH TLB S+C+525 05.7500 01/27/2027 | 0.40% |
| CULLIGAN INTER TLB1 S+400 04.5000 07/30/2028 | 0.40% |
| VALEANT PHARMACEUTICAL L+300 03.4574 05/17/2025 | 0.40% |
| HILTON GRAND VCTNS TLB L+300 03.5000 06/30/2028 | 0.40% |
| MIRION TECH INC L+275 03.2500 10/05/2028 | 0.40% |
| NORTONLIFELOCK TLB S+200 02.5000 01/28/2029 | 0.40% |
| BROOKS AUTO 1L S+335 03.8500 11/17/2028 | 0.40% |
| INSULET CORP TLB L+325 03.7500 05/04/2028 | 0.40% |
| VOYAGE AUSTRALIA PTY L L+350 04.0000 05/27/2028 | 0.40% |
| INGRAM MICRO TLB L+350 04.5060 04/01/2028 | 0.40% |
| PETCO ANIMAL SUPPLIES L+325 04.2560 03/04/2028 | 0.40% |
| LANDSLIDE HOLDINGS INC L+425 04.7730 12/01/2027 | 0.39% |
| LIFTOFF MOBILE TLB L+375 04.7560 09/30/2028 | 0.39% |
| HUNTER DOUGLAS TLB S+350 04.0000 02/09/2029 | 0.39% |
| API GROUP DE INC L+275 03.2074 10/07/2028 | 0.39% |
| CARNIVAL CORPORATION T L+325 04.0000 10/08/2028 | 0.39% |
| DIVERSEY DIAMOND TLB L+275 03.2500 09/14/2028 | 0.39% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.39% |
| TALLGRASS ENERGY PARTN L+475 05.2074 03/11/2026 | 0.39% |
| TRINSEO 1L TLB L+250 02.9574 03/18/2028 | 0.39% |
| BUCKEYE PARTNERS LP TL L+225 02.7074 11/01/2026 | 0.39% |
| ROUGH COUNTRY 1L TL L+350 04.5060 07/29/2028 | 0.39% |
| ULTIMATE SOFTWARE GROU L+375 04.7560 04/05/2026 | 0.39% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.39% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.39% |
| ENVISION HEALTHCARE TL L+375 04.2074 10/10/2025 | 0.38% |
| AMERICAN TRAILER WORLD S+C+375 04.5000 03/03/2028 | 0.38% |
| ELANCO ANIMAL HEALTH T L+175 01.9806 02/04/2027 | 0.38% |
| STARS GROUP TLB L+225 03.2560 07/29/2025 | 0.38% |
| TESSERA TECHNOLOGIES T L+350 03.9574 06/08/2028 | 0.38% |
| DOMTAR PERSONAL CARE 1 L+425 05.2560 02/19/2028 | 0.38% |
| FOREST CITY ENTERPRISE L+350 03.9574 12/07/2025 | 0.38% |
| ACRISURE LLC TLB L+350 03.9574 02/15/2027 | 0.37% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.36% |
| LIONS GATE ENTERTAINME L+225 02.7074 03/24/2025 | 0.35% |
| IRON MOUNTAIN TLB L+175 02.2074 01/02/2026 | 0.35% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.35% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.34% |
| PEDIATRIC ASSOCIAT TLB L+325 03.7500 02/08/2029 | 0.34% |
| ATHENAHEALTH TLB S+350 04.0000 01/27/2029 | 0.34% |
| HERTZ CORP TLB L+325 03.7074 06/30/2028 | 0.33% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.33% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.33% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.32% |
| SFR GROUP TLB12 L+369 03.9266 01/31/2026 | 0.32% |
| VISTRA OPERATIONS COMP L+175 02.2043 12/01/2025 | 0.32% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.31% |
| TRANSDIGM INC TLE L+225 02.7074 05/30/2025 | 0.31% |
| REYNOLDS GROUP HOLDING L+325 03.7074 02/05/2026 | 0.31% |
| CALPINE CONS FIN TL L+200 02.4574 01/15/2025 | 0.30% |
| GREAT CANADIAN GAMING L+400 04.9340 11/01/2026 | 0.30% |
| EINSTEIN MERGER ECHO G L+375 04.2500 11/04/2028 | 0.30% |
| ALLEN MEDIA TLB L+550 06.3011 02/10/2027 | 0.30% |
| BROOKS AUTO 2L S+560 6.1000 11/17/2029 | 0.30% |
| HD SUPPLY WATERWORKS L L+250 02.9471 06/10/2028 | 0.30% |
| PRESS GANEY HLDS TLB L+350 03.5969 07/24/2026 | 0.30% |
| GREYSTONE SELECT FINAN L+500 05.7500 05/06/2028 | 0.30% |
| COMMSCOPE TLB2 L+325 03.7074 02/07/2026 | 0.30% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.29% |
| IHEARTMEDIA TLB L+300 03.4574 05/01/2026 | 0.29% |
| PREGIS TOPCO TL L+400 04.4574 08/01/2026 | 0.29% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.29% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.29% |
| TRANSDIGM INC TLF L+225 02.7074 12/09/2025 | 0.29% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.29% |
| PHMC II INC TL S+C+425 04.7500 02/02/2029 | 0.29% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.29% |
| GRANITE US HOLDINGS CO L+400 05.0564 09/30/2026 | 0.28% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.28% |
| ULTIMATE SOFTWARE GROU L+325 04.2116 05/03/2026 | 0.27% |
| SYLVAMO CORPORATION TL L+450 05.0000 08/20/2028 | 0.27% |
| AIR METHODS CORPORATIO L+350 04.5060 04/12/2024 | 0.27% |
| ICON LUX SARL TLB L+225 03.3125 06/16/2028 | 0.26% |
| TTM TECH INC TL L+250 02.9551 09/28/2024 | 0.26% |
| ASURION CORP 2N TLB4 L+525 05.7074 01/30/2029 | 0.26% |
| ARCLIN ARC FALCON TLB L+375 04.2500 09/22/2028 | 0.26% |
| QUORUM HEALTH EXT TL L+775 08.7478 04/29/2025 | 0.25% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.24% |
| ISTAR INC 05.5000 02/15/2026 | 0.24% |
| ASCEND LEARNING LLC 2N L+575 06.2500 11/18/2029 | 0.24% |
| ENTERCOM TLB1 L+250 02.9471 11/17/2024 | 0.24% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.23% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.21% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.21% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.21% |
| SINCLAIR BROADCAST GRO L+250 02.9600 07/18/2026 | 0.20% |
| PACIFIC GAS & ELECTRIC 02.3647 06/16/2022 | 0.20% |
| ADDISION GROUP TLB S+425 04.7500 12/29/2028 | 0.20% |
| II-VI INC TLB L+275 03.2500 12/08/2028 | 0.20% |
| TRONOX FINANCE TLB S+325 03.7500 03/03/2029 | 0.20% |
| CONNECTWISE LLC TLB L+350 04.0000 09/30/2028 | 0.20% |
| GEON PERFORMANCE SOLUT L+475 05.5000 08/20/2028 | 0.20% |
| ACRISURE LLC TLB L+375 04.2500 02/15/2027 | 0.20% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.20% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.20% |
| QUEST SOFTWARE 1L TLB S+C+425 04.7500 01/20/2029 | 0.20% |
| SMYRNA CONCRETE TLB S+C+425 5.215570 03/24/2029 | 0.20% |
| ULTIMATE SOFTWARE GROU L+525 06.2116 05/03/2027 | 0.20% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.20% |
| HAYWARD INDUSTRIES TLB L+250 03.0000 05/14/2028 | 0.20% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.20% |
| QUIKRETE HOLDINGS INC L+300 03.0813 06/11/2028 | 0.20% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.20% |
| TENNECO AUTOMOTIVE TL L+300 03.4574 10/01/2025 | 0.20% |
| TI GRP AUTOMOTIVE TLB L+325 04.2560 12/16/2026 | 0.20% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.20% |
| LOTUS MIDSTREAM TLB L+325 03.7074 09/26/2025 | 0.20% |
| PRIMESOURCE BUILDING P L+325 04.2169 12/28/2027 | 0.20% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.19% |
| LEVEL 3 COMMUNICATIONS L+175 02.2074 03/01/2027 | 0.19% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.18% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.18% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.16% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.16% |
| ATLANTIC AVIATIO 2L TL L+575 06.2500 07/13/2029 | 0.15% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.15% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.14% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.14% |
| TREASURY BILL 00.0000 04/21/2022 | 0.14% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.14% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.14% |
| APERGY TLB L+250 03.0000 05/09/2025 | 0.13% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.13% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.13% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.10% |
| BENGAL TROPICANA 2L S+C+600 06.5000 01/24/2030 | 0.10% |
| CASH MGMT BILL 00.0000 06/14/2022 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.10% |
| PHYSICIAN PARTNERS TL S+C+400 04.5000 02/01/2029 | 0.10% |
| PRESS GANEY TLB S+C+375 04.5000 07/25/2026 | 0.10% |
| TENABLE HOLDINGS INC T L+275 03.2687 07/07/2028 | 0.10% |
| ASURION CORP TLB9 L+325 03.7074 07/31/2027 | 0.10% |
| DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.10% |
| REYNOLDS GROUP HOLDING L+350 04.0000 09/20/2028 | 0.10% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.09% |
| SOVOS COMPLIANCE LLC L+450 04.5000 08/12/2028 | 0.08% |
| 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% |
| INDIGO MERGER SUB TLB L+225 03.2560 06/16/2028 | 0.06% |
| HERTZ CORP TLC L+325 03.7500 06/30/2028 | 0.06% |
| TREASURY BILL 00.0000 05/03/2022 | 0.06% |
| ATHENAHEALTH TLDD S+350 04.0000 01/27/2029 | 0.06% |
| PEDIATRIC ASSOCIATES TLDD L+325 3.750000 02/08/2029 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| TREASURY BILL 00.0000 04/26/2022 | 0.02% |
| AOC LSF11 HOLDCO TLB S+375 04.2500 09/30/2028 | 0.00% |
| REYNOLDS TL L+175 02.2074 01/29/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.80% |
|---|---|
| PROOFPOINT INC TLB L+325 03.7500 06/10/2028 | 0.78% |
| CAESARS RESORT COLLECT L+275 02.9586 09/28/2024 | 0.76% |
| REALPAGE TLB L+325 03.7500 02/18/2028 | 0.75% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.74% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.74% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.71% |
| TAMKO BUILDING PRODUCT L+300 03.2548 05/03/2026 | 0.71% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.69% |
| MITCHELL INTL TLB L+375 04.2500 10/01/2028 | 0.68% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.68% |
| BMC SOFTWARE TLB L+375 03.9738 10/02/2025 | 0.68% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.66% |
| CLEAR CHANNEL OUTDOOR L+350 03.7988 08/21/2026 | 0.65% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.64% |
| TERRIER MEDIA BUYER IN L+350 03.7086 12/17/2026 | 0.63% |
| ADIENT TLB L+325 03.4586 04/01/2028 | 0.63% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.61% |
| INDUSTRIAL AND FINANCI L+350 04.0000 03/22/2028 | 0.61% |
| BWAY CORP TLB L+325 03.4806 04/03/2024 | 0.60% |
| OREGON TOOL TLB L+400 04.5000 10/07/2028 | 0.60% |
| WR GRACE HOLDINGS TLB L+375 04.2500 08/12/2028 | 0.60% |
| BCP RENAISSANCE TLB3 S+350 04.5000 10/31/2026 | 0.60% |
| DOTDASH MEREDITH TLB S+C+400 04.5000 11/23/2028 | 0.60% |
| SCIENTIFIC GAMES LOTTERY TLB S+350 04.0000 02/04/2029 | 0.60% |
| PAREXEL PHOE NEW 1L TL L+350 04.0000 08/11/2028 | 0.60% |
| MOZART BORROWER LP L+325 03.7500 09/30/2028 | 0.60% |
| THE CHAMBERLAIN GROUP L+350 04.0000 10/22/2028 | 0.60% |
| MCGRAW-HILL EDUCATION L+475 05.5529 07/30/2028 | 0.60% |
| VERRA MOBILITY TLB L+325 03.3815 03/26/2028 | 0.60% |
| ASCEND LEARNING LLC TL L+350 04.0000 11/18/2028 | 0.60% |
| WATLOW ELECTRIC MANUFA L+375 4.250000 03/02/2028 | 0.60% |
| DIVERSEY DIAMOND TLB L+300 03.5000 09/14/2028 | 0.60% |
| SOLENIS TLB L+375 04.2500 09/21/2028 | 0.60% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.60% |
| MADISON IAQ TL L+325 03.7500 06/15/2028 | 0.59% |
| ROCKET SOFTWARE TLB L+425 04.4586 11/28/2025 | 0.58% |
| ORGANON & CO TLB L+300 03.5625 04/08/2028 | 0.58% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.57% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.57% |
| ALLIANT HOLD TLB L+325 3.395500 05/10/2025 | 0.57% |
| AMC ENT INC TLB L+300 03.1247 04/22/2026 | 0.57% |
| DUN & BRADSTREET CORP L+325 03.4586 02/01/2026 | 0.57% |
| ZAYO GROUP HLDG INC L+300 03.2086 03/09/2027 | 0.57% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.57% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.57% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.56% |
| LBM ACQ LLC TLB L+375 04.5000 12/17/2027 | 0.56% |
| SCIENTIFIC GAMES CORP L+275 02.9586 08/14/2024 | 0.56% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.56% |
| CLUBCORP TLB L+275 02.9698 09/18/2024 | 0.55% |
| ADVISOR GROUP TLB L+450 04.7086 07/31/2026 | 0.55% |
| RACKSPACE TECH TLB L+275 03.5000 02/03/2028 | 0.55% |
| PRO MACH GROUP TLB L+400 05.0000 08/13/2028 | 0.54% |
| ARXADA TLB L+400 04.7500 04/30/2028 | 0.53% |
| USI INC TLB L+300 03.2238 05/16/2024 | 0.53% |
| VERTIV TLB L+275 02.9914 03/02/2027 | 0.53% |
| CLUB CAR TL L+400 04.5625 06/01/2028 | 0.53% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.52% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.52% |
| PETSMART TLB L+375 04.0490 01/29/2028 | 0.52% |
| PLANTRONICS TLB L+250 02.7086 07/02/2025 | 0.52% |
| TEMPO ACQUISITION TLB S+300 03.5000 08/31/2028 | 0.52% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.51% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.51% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.51% |
| BANIJAY GROUP TLB L+375 03.8569 03/04/2025 | 0.51% |
| QUIKRETE TLB L+250 02.7086 02/01/2027 | 0.50% |
| TWIN RIVER MANAGEMENT L+325 03.7500 08/06/2028 | 0.50% |
| GIP II BLUE HOLDINGS T L+450 05.5000 09/22/2028 | 0.50% |
| ORYX SOUTHERN DELAWARE L+325 03.7500 09/29/2028 | 0.50% |
| ATLANTIC BROADBAND FIN L+250 03.0000 07/28/2028 | 0.50% |
| CROCS INC TLB S+C+350 4.0000 01/27/2029 | 0.50% |
| MCAFEE TLB S+C+400 04.5000 02/02/2029 | 0.50% |
| BASSPR TL B 1L USD L+425 04.4738 02/26/2028 | 0.50% |
| MESSER INDUST TLB L+250 02.7238 03/01/2026 | 0.50% |
| CETERA FINANCIAL GROUP L+425 04.4586 10/01/2025 | 0.49% |
| SOVOS COMPLIANCE LLC T L+450 05.0000 08/12/2028 | 0.49% |
| HUB INTERNATIONAL LTD L+275 03.0169 04/25/2025 | 0.48% |
| SURGERY CENTER HOLDING L+375 04.5000 08/31/2026 | 0.48% |
| ASURION CORP TLB8 L+325 03.4869 12/23/2026 | 0.48% |
| FILTRATION GROUP TLB L+300 03.2086 03/27/2025 | 0.48% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.47% |
| NEXSTAR BROADCASTING G L+275 02.6101 06/19/2026 | 0.47% |
| STAPLES TL L+500 05.3166 04/09/2026 | 0.47% |
| ZOOMINFO TECHNOLOGIES L+300 03.2086 02/02/2026 | 0.46% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.46% |
| AHEAD DB HOLDINGS TLB L+375 04.4122 10/16/2027 | 0.46% |
| APPLOVIN CORPORATION T L+300 03.5000 10/21/2028 | 0.46% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.46% |
| FTR DIP-TL B 1L USD L+375 04.5000 10/08/2027 | 0.46% |
| GRIFOLS TLB L+200 02.2086 11/15/2027 | 0.45% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.45% |
| PRIME SECURITY SERVICE L+275 03.5000 09/23/2026 | 0.45% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.43% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.43% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.43% |
| ENVISION HEALTHCARE TL L+375 03.9586 10/10/2025 | 0.42% |
| INTERNET BRANDS INC-1L L+375 04.7500 09/15/2024 | 0.42% |
| CABLEVISION SYSTEMS TL L+225 02.4411 07/17/2025 | 0.42% |
| API GROUP DE INC L+275 02.9586 10/07/2028 | 0.40% |
| CERIDIAN CORPORATION T L+250 02.7086 04/30/2025 | 0.40% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.40% |
| VOYAGE AUSTRALIA PTY L L+350 04.0000 05/27/2028 | 0.40% |
| BAUSCH HEALTH TLB S+C+525 05.7500 01/27/2027 | 0.40% |
| BROOKS AUTO 1L S+335 03.8500 11/17/2028 | 0.40% |
| HILTON GRAND VCTNS TLB L+300 03.5000 06/30/2028 | 0.40% |
| INGRAM MICRO TLB L+350 04.0000 04/01/2028 | 0.40% |
| INSULET CORP TLB L+325 03.7500 05/04/2028 | 0.40% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.40% |
| LIFTOFF MOBILE TLB L+375 04.2500 09/30/2028 | 0.40% |
| VALEANT PHARMACEUTICAL L+300 03.2086 05/17/2025 | 0.40% |
| CARNIVAL CORPORATION T L+325 04.0000 10/08/2028 | 0.40% |
| NORTONLIFELOCK TLB S+200 02.5000 01/28/2029 | 0.40% |
| HUNTER DOUGLAS TLB S+350 04.0000 02/09/2029 | 0.40% |
| MIRION TECH INC L+275 03.2500 10/05/2028 | 0.40% |
| PETCO ANIMAL SUPPLIES L+325 04.0000 03/04/2028 | 0.40% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.40% |
| PITNEY BOWES TLB L+400 04.0841 03/12/2028 | 0.40% |
| ROUGH COUNTRY 1L TL L+350 04.2500 07/26/2028 | 0.40% |
| TRINSEO 1L TLB L+250 02.7086 03/18/2028 | 0.40% |
| AMERICAN TRAILER WORLD S+C+375 04.5000 03/03/2028 | 0.40% |
| LANDSLIDE HLDG INC TLB L+475 05.7210 12/01/2027 | 0.40% |
| BUCKEYE PARTNERS LP TL L+225 02.4806 11/01/2026 | 0.39% |
| TALLGRASS ENERGY PARTN L+475 04.9586 03/11/2026 | 0.39% |
| ULTIMATE SOFTWARE GROU L+375 03.9586 04/05/2026 | 0.39% |
| TESSERA TECHNOLOGIES T L+350 03.7086 06/08/2028 | 0.39% |
| STARS GROUP TLB L+225 02.4738 07/29/2025 | 0.38% |
| ELANCO ANIMAL HEALTH T L+175 01.8563 02/04/2027 | 0.38% |
| DOMTAR PERSONAL CARE 1 L+425 05.0000 02/19/2028 | 0.38% |
| FOREST CITY ENTERPRISE L+350 03.7086 12/07/2025 | 0.38% |
| ACRISURE LLC TLB L+350 03.7238 02/15/2027 | 0.38% |
| INTERIOR LOGIC HOLDING TLB L+350 04.2500 04/01/2028 | 0.38% |
| CULLIGAN INTER TLB1 L+400 04.5000 06/17/2028 | 0.37% |
| IRON MOUNTAIN TLB L+175 01.9586 01/02/2026 | 0.35% |
| LIONS GATE ENTERTAINME L+225 02.4586 03/24/2025 | 0.35% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.35% |
| PEDIATRIC ASSOCIAT TLB L+325 03.7500 02/08/2029 | 0.35% |
| ATHENAHEALTH TLB S+350 04.0000 01/27/2029 | 0.34% |
| WEIGHT WATCHERS INTERN L+350 04.0000 04/13/2028 | 0.34% |
| HERTZ CORP TLB L+325 03.7500 06/30/2028 | 0.34% |
| ATLAS CC ACQ TLB L+425 05.0000 04/29/2028 | 0.33% |
| GRAHAM PKG 1L TL L+300 03.7500 08/04/2027 | 0.33% |
| NOURYON USA TLB L+300 03.2086 10/01/2025 | 0.33% |
| SFR GROUP TLB12 L+369 03.9266 01/31/2026 | 0.33% |
| VISTRA OPERATIONS COMP L+175 01.9411 12/01/2025 | 0.32% |
| REYNOLDS GROUP HOLDING L+325 03.4586 02/05/2026 | 0.31% |
| TRANSDIGM INC TLE L+225 02.4586 05/30/2025 | 0.31% |
| SFR GROUP SA TLB11 L+275 02.8785 07/31/2025 | 0.31% |
| CALPINE CONS FIN TL L+200 02.2086 01/15/2025 | 0.31% |
| BROOKS AUTO 2L S+560 6.1000 11/17/2029 | 0.30% |
| GREAT CANADIAN GAMING L+400 04.7500 11/01/2026 | 0.30% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.30% |
| ALLEN MEDIA TLB L+550 05.7238 02/10/2027 | 0.30% |
| PREGIS TOPCO TL L+400 04.5000 08/01/2026 | 0.30% |
| EINSTEIN MERGER ECHO G L+375 04.2500 11/04/2028 | 0.30% |
| COMMSCOPE TLB2 L+325 03.4586 02/07/2026 | 0.30% |
| PHMC II INC TL S+C+425 04.7500 02/02/2029 | 0.30% |
| GREYSTONE SELECT FINAN L+500 05.7500 05/06/2028 | 0.30% |
| HD SUPPLY WATERWORKS L L+250 02.7086 06/10/2028 | 0.30% |
| PRESS GANEY HLDS TLB L+350 03.5522 07/24/2026 | 0.30% |
| AMWINS TLB L+225 03.0000 02/19/2028 | 0.30% |
| IHEARTMEDIA TLB L+300 03.2086 05/01/2026 | 0.29% |
| PACIFIC GAS & L+300 03.5000 06/23/2025 | 0.29% |
| TRANSDIGM INC TLF L+225 02.4586 12/09/2025 | 0.29% |
| ENDO U.S. TLB L+500 05.7500 03/11/2028 | 0.29% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.29% |
| APOLLO 1L TLB1 L+350 04.0000 03/11/2028 | 0.29% |
| GRANITE US HOLDINGS CO L+400 04.2238 09/30/2026 | 0.28% |
| SYLVAMO CORPORATION TL L+450 05.0000 08/20/2028 | 0.27% |
| ULTIMATE SOFTWARE GROU L+325 03.7500 05/03/2026 | 0.27% |
| ASURION CORP 2N TLB4 L+525 05.4586 01/30/2029 | 0.26% |
| TTM TECH INC TL L+250 02.7306 09/28/2024 | 0.26% |
| ICON LUX SARL TLB L+225 02.7500 06/16/2028 | 0.26% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.26% |
| ARCLIN ARC FALCON TLB L+375 04.2500 09/22/2028 | 0.26% |
| QUORUM HEALTH EXT TL L+775 08.7478 04/29/2025 | 0.26% |
| ISTAR INC 05.5000 02/15/2026 | 0.25% |
| ASCEND LEARNING LLC 2N L+575 06.2500 11/18/2029 | 0.24% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.24% |
| ENTERCOM TLB1 L+250 02.7086 11/17/2024 | 0.24% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.23% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.22% |
| DELTA AIR LINE SKY L+375 04.7500 09/16/2027 | 0.21% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.21% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.21% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.20% |
| PACIFIC GAS & ELECTRIC 01.6909 06/16/2022 | 0.20% |
| SINCLAIR BROADCAST GRO L+250 02.7100 07/18/2026 | 0.20% |
| ADDISION GROUP TLB S+425 04.7500 12/29/2028 | 0.20% |
| CONNECTWISE LLC TLB L+350 04.0000 09/30/2028 | 0.20% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.20% |
| GEON PERFORMANCE SOLUT L+475 05.5000 08/20/2028 | 0.20% |
| II-VI INC TLB L+275 03.2500 12/08/2028 | 0.20% |
| PQ PERFORMANCE CHEM TL L+350 04.2500 04/30/2028 | 0.20% |
| QUIKRETE HOLDINGS TLB1 L+263 03.0813 06/11/2028 | 0.20% |
| ULTIMATE SOFTWARE GROU L+525 05.7500 05/03/2027 | 0.20% |
| ACRISURE LLC TLB L+375 04.2500 02/15/2027 | 0.20% |
| HAYWARD INDUSTRIES TLB L+250 03.0000 05/14/2028 | 0.20% |
| QUEST SOFTWARE 1L TLB S+C+425 04.7500 01/20/2029 | 0.20% |
| TENNECO AUTOMOTIVE TL L+300 03.2086 10/01/2025 | 0.20% |
| TI GRP AUTOMOTIVE TLB L+325 03.7500 12/16/2026 | 0.20% |
| ALLIED UNIVER INC-TLB L+375 04.2500 05/05/2028 | 0.20% |
| INEOS QUATTRO TLB L+275 03.2500 01/29/2026 | 0.20% |
| LOTUS MIDSTREAM TLB L+325 03.4586 09/26/2025 | 0.20% |
| PRIMESOURCE BUILDING P L+325 04.0000 12/28/2027 | 0.20% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.20% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.19% |
| LEVEL 3 COMMUNICATIONS L+175 01.9586 03/01/2027 | 0.19% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.18% |
| BCP RENAISSANCE PARENT L+350 03.9687 10/31/2024 | 0.18% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.18% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.16% |
| MGM RESORTS INTL 06.0000 03/15/2023 | 0.16% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.15% |
| ATLANTIC AVIATIO 2L TL L+575 06.2500 07/13/2029 | 0.15% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.15% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.15% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.14% |
| TREASURY BILL 00.0000 04/21/2022 | 0.14% |
| TUBE CITY IMS CORP TLB L+275 03.7500 08/14/2024 | 0.14% |
| APERGY TLB L+250 02.7500 05/09/2025 | 0.14% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.14% |
| SOTERA HEALTH HOLDINGS L+275 03.2500 12/13/2026 | 0.13% |
| TREASURY BILL 00.0000 03/03/2022 | 0.12% |
| SINCLAIR BROADCAST GRO L+225 05.5000 08/24/2026 | 0.11% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.10% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.10% |
| BENGAL TROPICANA 2L S+C+600 06.5000 01/24/2030 | 0.10% |
| AIR CANADA TLB L+350 04.2500 07/27/2028 | 0.10% |
| PHYSICIAN PARTNERS TL S+C+400 04.5000 02/01/2029 | 0.10% |
| PRESS GANEY TLB S+C+375 04.5000 07/25/2026 | 0.10% |
| REYNOLDS GROUP HOLDING L+350 04.0000 09/20/2028 | 0.10% |
| TENABLE HOLDINGS INC T L+275 03.2687 07/07/2028 | 0.10% |
| ASURION CORP TLB9 L+325 03.4586 07/31/2027 | 0.10% |
| WASTEQUIP TLB L+375 04.7500 03/20/2025 | 0.10% |
| SOVOS COMPLIANCE LLC L+450 04.5000 08/12/2028 | 0.08% |
| 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% |
| INDIGO MERGER SUB TLB L+225 02.7500 06/16/2028 | 0.06% |
| HERTZ CORP TLC L+325 03.7500 06/30/2028 | 0.06% |
| CASH MGMT BILL 00.0000 05/03/2022 | 0.06% |
| ATHENAHEALTH TLDD S+350 04.0000 01/27/2029 | 0.06% |
| PEDIATRIC ASSOCIATES TLDD L+325 3.750000 02/08/2029 | 0.05% |
| GOLDEN NUGGET TL L+1200 13.0000 10/04/2023 | 0.04% |
| ARCLINARC FALCON TLDD L+375 04.2500 09/22/2028 | 0.04% |
| TMS INTERNATIONAL TLB L+275 03.7500 08/14/2024 | 0.04% |
| TXU TCEH RIGHTS | 0.03% |
| CULLIGAN INTER TLDD1 L+400 04.5000 06/17/2028 | 0.03% |
| AOC LSF11 HOLDCO TLB S+375 04.2500 09/30/2028 | 0.00% |
| INTELSAT JACKSON TLB4 L+450 08.7500 01/02/2024 | 0.00% |
| REYNOLDS TL L+175 01.9586 01/29/2027 | 0.00% |
| TRIBUNE CLASS 1C LITIGAT | 0.00% |
Fixed income statistics as of 05/31/22
| Average effective maturity | 4.95 yrs. |
|---|---|
| Average effective duration | -0.01 yrs. |
| Average yield to maturity | 7.22% |
| Average coupon | 4.40% |
Sector weightings as of 05/31/22
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Bank loans | 89.47% | 3.64 | 0.00% | 0.00 | 89.47% | 3.64 |
| High-yield corporate bonds | 4.56% | 0.11 | 1.97% | 0.08 | 6.53% | 0.19 |
| Investment-grade corporate bonds | 0.65% | 0.03 | 0.00% | 0.00 | 0.65% | 0.03 |
| Equity investments | 0.03% | 0.00 | 0.00% | 0.00 | 0.03% | 0.00 |
| Net cash | 5.29% | 0.00 | 0.00% | 0.00 | 5.29% | 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 05/31/22
| 0 - 1 yr. | 3.75% |
|---|---|
| 1 - 5 yrs. | 38.39% |
| 5 - 10 yrs. | 57.66% |
| 10 - 15 yrs. | 0.00% |
| Over 15 yrs. | 0.20% |
Quality rating as of 05/31/22
| BBB | 5.90% |
|---|---|
| BB | 34.70% |
| B | 52.35% |
| CCC and Below | 1.73% |
| Not Rated | 0.03% |
| Net cash | 5.29% |
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 05/31/22
| Consumer cyclicals | 23.43% |
|---|---|
| Technology | 17.20% |
| Capital goods | 12.00% |
| Basic materials | 9.66% |
| Health care | 8.21% |
| Energy | 5.80% |
| Financials | 5.32% |
| Net Cash | 5.29% |
| Consumer staples | 5.20% |
| Other | 9.86% |
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 05/31/22
| United States | 99.54% |
|---|---|
| Canada | 0.24% |
| Netherlands | 0.22% |
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.