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02. BDC Baby Bond / Debt Index

Data as of

About the Index

This is an index for all the traded debt or leverage for publicly listed Business Development Companies (BDCs). We will rebalance this index quarterly with any new offerings in the sector as well as remove any that are called or matured, if this occurs during the quarter, we will allocate the called/matured bonds equal weight into the remaining bonds in the index The index constituents will be rebalanced each quarter.

Index Performance

Current($) Previous Day(%) 1 Week(%) 1 Month(%) 3 Month(%) 6 Month(%) 1 Year(%) 3 Year(%) 5 Year(%) MTD(%) QTD(%) YTD(%)
Price 1,103.92 0.11 0.03 -0.21 -0.19 1.68 3.42 0.21 0.03 3.04
* Periods greater than 1 Year are annualized.      ** On Inception Date (12/30/16), Index Price was $1,000
2018 - Monthly Performance (%)
Jan Feb Mar Q1 Apr May Jun Q2 1H Jul Aug Sep Q3 Oct Nov Dec Q4 2H 2018
Price -0.88 -0.35 1.23 -0.01 0.90 0.15 1.01 2.08 2.07 0.52 0.64 -0.23 0.94 0.30 -0.48 - - - 2.83
2017 - Monthly Performance (%)
Jan Feb Mar Q1 Apr May Jun Q2 1H Jul Aug Sep Q3 Oct Nov Dec Q4 2H 2017
Price 0.88 0.62 1.19 2.71 -0.03 1.34 1.02 2.34 5.05 0.74 -0.16 -0.07 0.51 0.75 0.13 0.51 1.39 1.89 6.94

Performance Chart

Constituents


30 Funds

Ticker Name Parent Type Allocation Price Coupon Par Value Outstanding $ Avg Volume (3mo) Issuance Date Call Date Maturity Date Accrued Interest($) YTM YTC YTW
HTFA 2022 Notes HRZN Baby Bond 3.33 25.50 6.250 25.00 37M 1,722 9/29/17 9/15/19 9/15/22 0.017 5.67 3.63 3.63
MCV 2023 Notes MCC Baby Bond 3.36 25.00 6.125 25.00 89M 2,476 3/18/13 3/30/16 3/30/23 0.080 6.21 0.32 0.32
MCX 2021 Notes MCC Baby Bond 3.34 24.99 6.500 25.00 74M 1,790 12/17/15 1/30/19 1/30/21 0.223 7.00 0.94 0.94
HTGX July 2024 Notes HTGC Baby Bond 3.35 25.00 6.250 25.00 81M 5,029 7/14/14 4/2/18 7/30/24 0.214 6.44 0.86 0.86
HCAPZ Unsecured Notes due 2022 HCAP Baby Bond 3.30 25.00 6.125 25.00 27M 2,175 8/24/17 9/15/19 9/15/22 0.017 6.15 6.22 6.15
AFC 2047 Notes ARCC Baby Bond 3.37 25.34 6.875 25.00 183M 11,134 3/23/07 11/28/16 4/15/47 0.165 6.82 -0.70 -0.70
NEWTZ Notes 2022 NEWT Baby Bond 3.38 25.73 7.500 25.00 7M 1,320 9/16/15 9/23/18 9/30/22 0.103 6.74 -2.45 -2.45
TCRZ 2022 Notes TCRD Baby Bond 3.36 25.41 6.752 25.00 60M 1,953 12/10/15 12/30/18 12/30/22 0.088 6.38 -1.27 -1.27
GLADN Series 2024 Term Preferred GLAD Preferred Stock 3.31 25.00 6.000 25.00 50M 3,354 9/27/17 9/30/24 9/30/24 0.082 6.07 6.07 6.07
AIY 2043 Notes AINV Baby Bond 3.42 25.28 6.875 25.00 150M 9,153 6/17/13 7/15/18 7/15/43 0.165 6.84 -0.46 -0.46
SCA 2022 Notes SCM Baby Bond 3.32 24.97 5.750 25.00 47M 1,954 8/21/17 9/15/19 9/15/22 0.016 5.80 6.00 5.80
GAINM Series D GAIN Preferred Stock 3.40 25.50 6.250 25.00 57M 3,618 9/26/16 9/30/18 9/30/23 0.086 5.85 -1.63 -1.63
PBB 2024 Notes PSEC Baby Bond 3.29 24.68 6.250 25.00 209M 19,639 12/10/15 12/15/18 6/15/24 0.017 6.54 1.37 1.37
OCSLL 2028 Notes OCSL Baby Bond 3.22 23.98 6.125 25.00 84M 3,919 3/27/13 4/30/18 4/30/28 0.210 6.85 5.17 5.17
OSLE 2024 Notes OCSL Baby Bond 3.35 24.99 5.875 25.00 73M 2,663 10/18/12 10/30/17 10/30/24 0.201 6.05 0.85 0.85
GECCL 2022 Notes GECC Baby Bond 3.29 24.96 6.500 25.00 31M 3,597 9/13/17 9/18/19 9/18/22 0.227 6.83 7.98 6.83
OXSQL Unsecured Notes due 2024 OXSQ Baby Bond 3.35 25.22 6.500 25.00 62M 8,852 1/13/17 3/30/20 3/30/24 0.085 6.38 6.05 6.05
CPTAL 2022 Notes CPTA Baby Bond 3.30 24.35 6.000 25.00 72M 3,883 5/16/17 5/31/19 5/31/22 0.325 7.36 22.47 7.36
SAB 2023 Notes SAR Baby Bond 3.36 25.90 6.750 25.00 74M 4,743 12/21/16 12/21/19 12/30/23 0.018 5.93 3.15 3.15
TPVY 2022 Notes TPVG Baby Bond 3.37 24.96 5.750 25.00 72M 4,458 4/26/17 7/15/19 7/15/22 0.138 5.98 7.21 5.98
KCAPL 2022 Notes KCAP Baby Bond 3.32 25.14 6.125 25.00 75M 4,349 9/20/17 9/30/19 9/30/22 0.080 6.05 5.79 5.79
MVCD 2022 Notes MVC Baby Bond 3.35 25.15 6.250 25.00 111M 4,391 9/28/17 11/30/19 11/30/22 0.150 6.25 6.25 6.25
CSWCL December 2022 Notes CSWC Baby Bond 3.29 25.15 5.950 25.00 73M 8,988 12/12/17 12/15/19 12/15/22 0.016 5.80 5.40 5.40
GECCM Notes due 2025 GECC Baby Bond 3.33 25.05 6.750 25.00 44M 2,535 1/19/18 1/31/21 1/31/25 0.092 6.78 6.84 6.78
HCXZ 2025 Notes HTGC Baby Bond 3.27 23.40 5.250 25.00 72M 10,903 4/26/18 4/30/21 4/30/25 0.180 6.65 8.77 6.65
OFSSL Notes Due 2025 OFS Baby Bond 3.30 24.58 6.375 25.00 48M 3,029 4/11/18 4/30/20 4/30/25 0.223 6.88 8.57 6.88
FDUSL Notes Due 2023 FDUS Baby Bond 3.35 25.50 5.880 25.00 48M 2,225 2/2/18 2/1/20 2/1/23 0.209 5.55 4.68 4.68
NEWTI Notes due 2023 NEWT Baby Bond 3.36 25.50 6.250 25.00 55M 2,410 2/21/18 3/1/20 3/1/23 0.342 6.07 5.60 5.60
CMFNL Unsecured Notes due 2023 CMFN Baby Bond 3.36 25.00 6.125 25.00 34M 3,597 6/27/18 7/1/20 7/1/23 0.088 6.22 6.37 6.22
GAINL Preferred Series E GAIN Preferred Stock 3.31 24.94 6.380 25.00 74M 6,955 8/22/18 9/30/18 8/31/25 0.087 6.49 0.59 0.59

DISCLOSURES:

These indexes were created and developed by Closed-End Fund Advisors, Inc. CEF Advisors launched these indexes in January 2017 based on December 31, 2016 data and began pricing on January 1, 2017. CEF Advisors does not guarantee the accuracy or the completeness of the index or any data included therein and CEF Advisors shall have no liability for any errors, omissions or interruptions therein. CEF Advisors makes no warranty, express or implied, as to results to be obtained by any person or entity from the use of the index or any data included therein. CEF Advisors makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the index or any data included therein. Without limiting any of the foregoing, in no event shall CEF Advisors have any liability for any special, punitive, direct, indirect or consequential damages (including lost profits) arising out of matters relating to the use of the index, even if notified of the possibility of such damages.

The historical values above have not been verified by an independent third party. The historical performance data is for illustrative purposes only and does not represent the actual performance of any investment product. No representation is being made that any investment will achieve performance similar to that shown. The index does not charge management fees or brokerage expenses, and no such fees or expenses were deducted from the historical performance shown. The index is unmanaged and an investor cannot invest directly in the index.

Performance information for the index is for illustrative purposes only and does not represent the performance of any actual investment. The historical performance of the price and NAV of the index should not be taken as an indication of future performance, and no assurance can be given as to the index's value on any date. The data for the historical performance of the index was calculated on materially the same basis on which the performance of the index is now calculated. Discounts are the result of a closed-end fund’s market price deviating from its Net Asset Value (NAV).

In case any constituents of the index experience a liquidation, merger, open-ending or are no longer a closed-end fund, we will remove them as of their last day of existence. For mergers, if the merged fund is in the same sub-grouping inside CEFdata.com, then we will replace the merged fund with it's replacement in equal dollar terms. If a fund is liquidated, open-ended, etc, we will remove the fund and its allocation from the index. In this case, for example. If a fund was 2% of the index then future pricing would assume a full allocation was 98%. The 2% is adsorbed on a pro-rata basis by all surviving funds.

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Class E Units       8% PIK             8.00 %   11/6/2021     4,055,099       4,055,099       4,055,099       2.32 %