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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 947.77 2.41 -4.45 -22.12 -22.32 -20.72 -17.80 -2.60 -4.89 -4.89 -22.91
* Periods greater than 1 Year are annualized.      ** On Inception Date (12/30/16), Index Price was $1,000
2020 - Monthly Performance (%)
Jan Feb Mar Q1 Apr May Jun Q2 1H Jul Aug Sep Q3 Oct Nov Dec Q4 2H 2020
Price 0.68 -0.96 -17.78 -18.02 - - - - - - - - - - - - - - -18.02
2019 - Monthly Performance (%)
Jan Feb Mar Q1 Apr May Jun Q2 1H Jul Aug Sep Q3 Oct Nov Dec Q4 2H 2019
Price 3.25 0.35 0.78 4.42 1.14 0.49 0.23 1.86 6.28 1.11 0.22 0.89 2.23 0.32 0.05 1.31 1.68 3.91 10.20
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 -0.20 -0.38 0.56 2.63
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


46 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 2.18 19.93 6.250 25.00 37M 4,023 9/29/17 9/15/19 9/15/22 0.300 18.08 27.35 18.08
MCV 2023 Notes MCC Baby Bond 2.23 15.82 6.125 25.00 76M 7,463 3/18/13 3/30/16 3/30/23 0.357 25.96 61.67 25.96
MCX 2021 Notes MCC Baby Bond 2.29 18.50 6.500 25.00 73M 7,614 12/17/15 1/30/19 1/30/21 0.107 51.10 35.92 35.92
HCAPZ Unsecured Notes due 2022 HCAP Baby Bond 2.20 17.35 6.125 25.00 28M 3,651 8/24/17 9/15/19 9/15/22 0.294 25.02 46.57 25.02
AFC 2047 Notes ARCC Baby Bond 2.22 22.73 6.875 25.00 184M 26,671 3/23/07 11/28/16 4/15/47 0.042 7.69 10.19 7.69
TCRZ 2022 Notes TCRD Baby Bond 2.19 20.10 6.752 25.00 60M 8,230 12/10/15 12/30/18 12/30/22 0.393 17.37 26.86 17.37
GLADN Series 2024 Term Preferred GLAD Preferred Stock 2.29 25.00 6.000 25.00 50M 9/27/17 9/30/24 9/30/24 0.123 6.11 6.11 6.11
SCA 2022 Notes SCM Baby Bond 2.08 18.00 5.750 25.00 47M 8,622 8/21/17 9/15/19 9/15/22 0.276 22.61 41.05 22.61
GAINM Series D GAIN Preferred Stock 2.24 22.78 6.250 25.00 57M 9,056 9/26/16 9/30/18 9/30/23 0.103 9.44 10.24 9.44
PBB 2024 Notes PSEC Baby Bond 2.20 19.90 6.250 25.00 230M 27,661 12/10/15 12/15/18 6/15/24 0.300 13.30 27.55 13.30
OCSLL 2028 Notes OCSL Baby Bond 2.29 25.14 6.125 25.00 84M 8,789 3/27/13 4/30/18 4/30/28 0.206 6.17 0.26 0.26
OSLE 2024 Notes OCSL Baby Bond 2.29 25.63 5.875 25.00 74M 2,455 10/18/12 10/30/17 10/30/24 0.362 5.62 -1.06 -1.06
GECCL 2022 Notes GECC Baby Bond 2.07 16.10 6.500 25.00 31M 7,690 9/13/17 9/18/19 9/18/22 0.107 28.81 56.32 28.81
OXSQL Notes due 2024 OXSQ Baby Bond 2.22 18.26 6.500 25.00 62M 12,214 1/13/17 3/30/20 3/30/24 0.378 16.91 39.81 16.91
CPTAL 2022 Notes CPTA Baby Bond 2.04 16.50 6.000 25.00 73M 9,069 5/16/17 5/31/19 5/31/22 0.226 29.79 53.62 29.79
SAB 2023 Notes SAR Baby Bond 2.29 25.62 6.750 25.00 72M 6,990 12/21/16 12/21/19 12/30/23 0.310 6.38 -1.23 -1.23
TPVY 2022 Notes TPVG Baby Bond 2.10 20.00 5.750 25.00 73M 6,965 4/26/17 7/15/19 7/15/22 0.035 16.67 25.22 16.67
KCAPL 6.125% Notes Due 2022 PTMN Baby Bond 1.83 17.85 6.125 25.00 75M 7,435 9/20/17 9/30/19 9/30/22 0.357 23.73 42.91 23.73
MVCD 2022 Notes MVC Baby Bond 2.17 20.90 6.250 25.00 112M 12,665 9/28/17 11/30/19 11/30/22 0.039 14.24 19.84 14.24
CSWCL December 2022 Notes CSWC Baby Bond 2.27 21.83 5.950 25.00 75M 8,753 12/12/17 12/15/19 12/15/22 0.285 12.47 16.04 12.47
GECCM Notes due 2025 GECC Baby Bond 1.99 16.06 6.750 25.00 45M 4,259 1/19/18 1/31/21 1/31/25 0.393 18.81 76.74 18.81
HCXZ 2025 Notes HTGC Baby Bond 2.15 23.00 5.250 25.00 72M 7,852 4/26/18 4/30/21 4/30/25 0.086 7.25 14.36 7.25
OFSSL Notes Due 2025 OFS Baby Bond 2.13 17.50 6.375 25.00 48M 5,916 4/11/18 4/30/20 4/30/25 0.105 15.16 43.72 15.16
FDUSL Notes Due 2023 FDUS Baby Bond 2.22 20.15 5.880 25.00 48M 4,064 2/2/18 2/1/20 2/1/23 0.101 14.77 24.69 14.77
NEWTI Notes due 2023 NEWT Baby Bond 2.24 20.60 6.250 25.00 56M 5,802 2/21/18 3/1/20 3/1/23 0.240 14.56 22.79 14.56
CMFNL Unsecured Notes due 2023 ICMB Baby Bond 2.24 15.00 6.125 25.00 51M 10,111 6/27/18 7/1/20 7/1/23 0.361 26.61 70.77 26.61
GAINL Preferred Series E GAIN Preferred Stock 2.20 20.74 6.380 25.00 74M 7,314 8/22/18 9/30/18 8/31/25 0.105 10.69 21.15 10.69
SAF 2025 Notes SAR Baby Bond 2.24 19.85 6.250 25.00 57M 7,539 8/28/18 8/28/21 8/31/25 0.235 11.81 27.15 11.81
HCXY 2033 Notes HTGC Baby Bond 2.06 20.95 6.250 25.00 38M 3,879 9/24/18 10/30/23 10/30/33 0.103 8.31 12.15 8.31
OFSSZ Notes Due 2025 OFS Baby Bond 2.17 18.99 6.500 25.00 47M 2,624 10/16/18 10/31/20 10/31/25 0.107 12.76 68.30 12.76
MRCCL Notes due 2023 MRCC Baby Bond 1.97 17.10 5.750 25.00 109M 8,215 9/12/18 10/31/20 10/31/23 0.095 18.33 92.71 18.33
PBY 2028 Notes PSEC Baby Bond 2.26 19.66 6.250 25.00 M 8,022 6/7/18 6/15/28 N/A N/A N/A N/A
NMFX 2023 Unsecured Notes NMFC Baby Bond 2.11 19.50 5.750 25.00 48M 4,866 9/21/18 10/1/20 10/1/23 0.351 14.98 129.71 14.98
GLADD Notes Due 2023 GLAD Baby Bond 2.06 20.02 6.125 25.00 55M 4,951 11/1/18 11/1/20 11/1/23 0.105 13.51 55.44 13.51
WHFBZ Notes Due 2025 WHF Baby Bond 2.34 22.01 6.500 25.00 33M 3,476 11/8/18 11/30/21 11/30/25 0.245 9.55 16.41 9.55
PBC 2029 Unsecured Notes PSEC Baby Bond 2.21 19.34 6.875 25.00 66M 10,010 11/28/18 12/15/21 12/15/29 0.330 10.97 26.79 10.97
FDUSZ Notes Due 2024 FDUS Baby Bond 1.94 20.00 6.000 25.00 66M 6,548 2/11/19 2/15/21 2/15/24 0.160 13.05 39.06 13.05
TCRW 2023 Notes TCRD Baby Bond 2.27 20.00 6.125 25.00 51M 3,903 10/5/18 10/30/21 10/30/23 0.357 13.97 23.48 13.97
OXSQZ Notes Due 2026 OXSQ Baby Bond 2.19 18.00 6.250 25.00 43M 2,257 3/25/19 4/30/22 4/30/26 0.103 13.17 24.67 13.17
CPTAG 5.75% Convertible Notes Due 2022 CPTA Baby Bond 2.18 16.60 5.750 25.00 M 5,608 5/23/17 5/31/22 N/A N/A N/A N/A
GECCN Notes Due 2024 GECC Baby Bond 2.14 16.85 6.500 25.00 42M 4,055 6/11/19 6/30/21 6/30/24 0.378 18.83 52.49 18.83
NEWTL Notes due 2024 NEWT Baby Bond 2.18 20.52 5.750 25.00 61M 11,475 7/29/19 8/1/21 8/1/24 0.098 11.23 23.03 11.23
FDUSG Notes Due 2024 FDUS Baby Bond 2.42 19.30 5.380 25.00 61M 8,654 10/23/19 11/1/21 11/1/24 0.092 12.14 24.27 12.14
OFSSI Notes Due 2026 OFS Baby Bond 2.23 17.77 5.950 25.00 54M 5,747 10/9/19 10/31/21 10/31/26 0.098 12.63 31.15 12.63
GLADL Notes Due 2024 GLAD Baby Bond 2.04 19.98 5.375 25.00 37M 4,836 10/7/19 11/1/21 11/1/24 0.092 11.23 21.71 11.23
PNNTG Unsecured Notes Due 2024 PNNT Baby Bond 2.16 17.00 5.500 25.00 83M 6,187 9/27/19 10/15/21 10/15/24 0.034 15.56 33.66 15.56

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, 2019. 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.

© Closed-End Fund Advisors Inc.(CEFadvisors) and CEFdata.com 2019. All rights reserved. Any copying, republication or redistribution of CEFadvisors, CEFdata.com, content, including by caching, framing or similar means, is expressly prohibited without the prior written consent of CEFAdvisors. CEFAdvisors shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.

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