Senior Loan & Income
Closed End Fund Index
The index is designed to benefit from a rising interest rate environment. It seeks to achieve this by selecting senior loan and floating rate Closed-End Funds (“CEF’s”) that have a substantial allocation to floating rate senior loans or other floating rate instruments.
Version | Bloomberg | Reuters | ISIN |
---|---|---|---|
Prime Senior Loan and Income CEF Index GTR | PFCEF Index | .PFCEF | DE000SLA2258 |
Prime Senior Loan and Income CEF Index NTR | N/A | .PFCEFN | DE000SLA2266 |
Prime Senior Loan and Income CEF Index PR | N/A | .PFCEFP | DE000SLA2274 |
Component Name | Ticker | Weight |
---|---|---|
PIONEER FLOATING RATE TRUST | PHD | 6.16% |
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND | VTA | 5.43% |
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND ETF | JRO | 5.43% |
APOLLO SENIOR FLOATING RATE FUND INC | AFT | 5.40% |
INVESCO SENIOR INCOME TRUST | VVR | 5.22% |
NUVEEN FLOATING RATE INCOME FUND | JFR | 5.07% |
VOYA PRIME RATE TRUST | PPR | 5.05% |
BLACKSTONE / GSO STRATEGIC CREDIT FUND | BGB | 4.94% |
BLACKSTONE/GSO LONG-SHORT CREDIT INCOME FUND | BGX | 4.54% |
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | FCT | 4.50% |
NUVEEN SENIOR INCOME FUND | NSL | 4.44% |
EATON VANCE SENIOR INCOME TRUST | EVF | 4.31% |
EATON VANCE FLOATING-RATE INCOME TRUST | EFT | 4.22% |
EATON VANCE FLOATING-RATE INCOME PLUS FUND | EFF | 4.21% |
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND | JSD | 4.16% |
BLACKROCK FLOATING RATE INCOME TRUST | BGT | 4.11% |
THL CREDIT SENIOR LOAN FUND | TSLF | 3.90% |
BLACKROCK FLOATING RATE INCOME STRAT | FRA | 3.75% |
EATON VANCE SENIOR FLOATING RATE FUND | EFR | 3.70% |
BLACKSTONE / GSO SENIOR FLOATING RATE TERM FUND | BSL | 3.29% |
HIGHLAND FLOATING RATE OPPORTUNITIES FUND | HFRO | 3.05% |
NUVEEN CREDIT STRATEGIES INCOME FUND | JQC | 2.93% |
FIRST TRUST SENIOR FLOATING RA | FIV | 1.31% |
EATON VANCE FLOATING-RATE 2022 TARGET TERM TRUST | EFL | 0.88% |
Yield | 6.70% |
Est. Avg. Modified Duration | 0.43 years |
Avg. CEF Prem./Disc. | -8.78% |
Avg. CEF Leverage | 32.41% |