Prime

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.  

FACT SHEET

Prime Senior Loan & Income CEF Index Factsheet

PDF

INDEX KEY FACTS

Base Date: February 03, 2017
Total number of holdings: 23
Launch date: February 06, 2017
Reconstitution: Annually (January)
Index calculation agent: Solactive AG
Weighting scheme: Factor-weighted by Prime Score™

INDEX SYMBOLS

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

INDEX COMPOSITION

Component Name Ticker Weight Market Cap
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND VTA 6.49% $5,371,800.76
FIRST EAGLE SENIOR LOAN FUND FSLF 6.49% $5,372,030.12
FIRST TRUST SENIOR FLOATING RATE INCOME FUND II FCT 6.40% $5,300,181.99
APOLLO SENIOR FLOATING RATE FUND INC AFT 6.02% $4,982,213.86
INVESCO SENIOR INCOME TRUST VVR 5.53% $4,583,376.63
HIGHLAND INCOME FUND HFRO 5.50% $4,555,178.29
EATON VANCE SENIOR FLOATING RATE FUND EFR 5.23% $4,335,433.87
EATON VANCE FLOATING-RATE INCOME TRUST EFT 4.86% $4,023,367.84
NUVEEN CREDIT STRATEGIES INCOME FUND JQC 4.78% $3,955,582.79
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND ETF JRO 4.65% $3,851,171.06
NUVEEN FLOATING RATE INCOME FUND JFR 4.42% $3,658,691.05
BLACKROCK FLOATING RATE INCOME TRUST BGT 4.40% $3,647,980.55
PIONEER FLOATING RATE TRUST PHD 4.34% $3,594,700.43
BLACKSTONE STRATEGIC CREDIT FUND BGB 4.30% $3,558,683.78
BLACKROCK FLOATING RATE INCOME STRAT FRA 3.92% $3,248,181.94
BLACKSTONE LONG-SHORT CREDIT INCOME FUND BGX 3.75% $3,105,900.15
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND JSD 3.71% $3,071,580.39
NUVEEN SENIOR INCOME FUND NSL 3.58% $2,967,888.50
BLACKSTONE SENIOR FLOATING RATE TERM FUND BSL 3.27% $2,711,857.25
EATON VANCE SENIOR INCOME TRUST EVF 3.19% $2,638,001.95
VOYA PRIME RATE TRUST PPR 2.34% $1,941,050.52
FIRST TRUST SENIOR FLOATING RA FIV 1.64% $1,355,407.52
EATON VANCE FLOATING-RATE 2022 TARGET TERM TRUST EFL 1.20% $990,384.46

Index Stats

Yield 8.73%

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