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 |
---|---|---|
HIGHLAND INCOME FUND | HFRO | 11.10% |
SABA CAPITAL INCOME & OPPORTUNITIES CEF | BRW | 9.14% |
INVESCO SENIOR INCOME TRUST | VVR | 9.12% |
NUVEEN CREDIT STRATEGIES INCOME FUND | JQC | 8.48% |
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND ETF | JRO | 6.04% |
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II | FCT | 5.99% |
NUVEEN SENIOR INCOME FUND | NSL | 5.81% |
BLACKROCK DEBT STRATEGIES FUND INC | DSU | 5.77% |
BLACKSTONE STRATEGIC CREDIT FUND | BGB | 5.76% |
NUVEEN FLOATING RATE INCOME FUND | JFR | 5.68% |
EATON VANCE SENIOR FLOATING RATE FUND | EFR | 5.36% |
BLACKSTONE LONG-SHORT CREDIT INCOME FUND | BGX | 5.05% |
BLACKROCK FLOATING RATE INCOME STRAT | FRA | 4.27% |
EATON VANCE FLOATING-RATE INCOME TRUST | EFT | 3.91% |
BLACKSTONE SENIOR FLOATING RATE TERM FUND | BSL | 3.29% |
PIONEER FLOATING RATE FUND INC | PHD | 2.24% |
BLACKROCK FLOATING RATE INCOME TRUST | BGT | 1.58% |
APOLLO SENIOR FLOATING RATE FUND INC | AFT | 1.40% |
Yield | 7.78% |