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Sunday, August 23, 2026The Morning Brief →Sign in
SRLNSPDR

SPDR Blackstone Senior Loan ETF

$40.55-0.05% today
404252-WK

The fund seeks to outperform the Markit iBoxx USD Liquid Leveraged Loan Index and the S&P/LSTA U.S. Leveraged Loan 100 Index by normally investing at least 80% of its net assets (plus any borrowings for investment purposes) in Senior Loans. For purposes of this 80% test, "Senior Loans" are first lien senior secured floating rate bank loans.

Price & daily flows
41.240.640.040.55DAILY NET FLOWAug 22Dec 18Apr 20Aug 20

SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN · NET −$1.4B OVER THIS RANGE

The desk’s read

Money keeps arriving — +$135M of net buying over the past month, about 2.5% of the fund's asset base, while the price has returned -1.8% so far this year. At 0.70% a year it is not the cheapest way in — LQD runs the same ground at 0.14%.

COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH

$5.5Bassets under management
0.70%expense ratio · $70 per $10,000 a year
+$135Mnet flow, trailing month
1.7Mavg daily volume, 30 days
525holdings · US-domiciled
2013listed April 2, 2013 · beta 0.14
The book at a glance
2.0%2.0%1.9%1.9%1.5%1.5%1.5%1.5%1.5%1.4%1.3%1.3%1.3%1.2%1.2%1.2%1.2%1.2%1.2%1.1%1.1%1.1%1.1%1.1%1.1%1.1%1.0%1.0%1.0%1.0%1.0%0.9%0.9%0.8%0.8%0.8%0.8%0.7%

CELL SIZE IS PORTFOLIO WEIGHT · COLOR IS TODAY’S MOVE · TOP 40 POSITIONS

HoldingsDownload CSV
#HoldingWeightPriceDay52-wk
1Dayforce Bidco LLC aka Dayforce 02/04/20332.04%
2Finastra USA Inc aka Misys/Almonde Inc. 09/15/20322.00%
3Neptune Bidco US Inc aka Nielsen/Nielsen Holdings 02/03/20331.95%
4UKG Inc aka Ultimate Kronos/UKG 02/10/20311.91%
5McAfee Corp 03/01/20291.52%
6Focus Financial Partners LLC 09/15/20311.52%
7Discovery Global Holdings Inc aka WarnerMedia Holdings Inc/WarnerMedia/Warner Brothers Discover 06/03/20331.51%
8Sword Purchaser LLC aka Sealed Air 04/09/20331.45%
9ProAmpac PG Borrower LLC aka ProAmpac 03/07/20331.45%
10Global Medical Response Inc aka Air Medical Group 10/01/20321.38%
11JetBlue Airways Corp 08/27/20291.35%
12TransDigm Inc 03/22/20301.32%
13athenahealth Group Inc. aka Minerva Merger Sub 02/16/20321.29%
14Cotiviti Inc aka Verscend 05/01/20311.24%
15Great Outdoors Group LLC aka Great American Outdoors/Bass Pro 01/23/20321.21%

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Sector weights
Other100%
Cash & Others100%
Communication Services90.7%
Loans77.11%
Mutual fund9.42%
Industrials8.38%
Miscellaneous6.59%
Corporate4.55%
Cash2.25%
Healthcare0.93%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
Other100%
United States100%
United Kingdom90.26%
Germany7.25%
Canada2.49%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
1 week-0.0%
1 month+0.6%
3 months+0.2%
6 months-0.3%
YTD-1.8%
1 year-2.4%
3 years

PRICE RETURN, DISTRIBUTIONS NOT REINVESTED

Net flows
1 week+$2M
1 month+$135M
3 months+$201M
YTD−$996M
1 year−$1.4B

CREATION/REDEMPTION DOLLARS, DAILY RECORDS

Monthly net flows
SepOctNovDecJanFebMarAprMayJunJulAug
DAILY CREATION/REDEMPTION RECORDS, TRAILING TWELVE MONTHS
The risk read
2%realized volatility, 30 days (annualized)
3%realized volatility, 1 year
-4.8%deepest fall from a peak, 1 year
-2.5%where it sits vs. that peak today

The top holding is 2.1% of the book; the top ten carry 17%. Spread across 250+ names, it behaves like roughly 106 equally-weighted positions.

VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK

Options tape
calls today
90puts today
put/call ratio
1.1Mshares traded
InstrumentsHarvest substitutesTrade cost at $1MClient tearsheetStress this fund
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