Tag Archives: S&P/LSTA U.S. Leveraged Loan 100

Nov 14, 2018

Leveraged Loan Market – Growing but Lower Protection?

In a prior blog,[1] we highlighted the return profile and yield of the S&P/LSTA U.S. Leveraged Loan 100 Index. We showed that carry is the dominant driver of returns. In this follow-up post, we review additional characteristics of the senior loan market and its evolution in recent years. The leveraged loan deal size has increased…


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