B Rating

The US Leveraged Loan Relative Value Snapshot looks at the top 15 most liquid names by par amount and ratings category. This report provides a statistical summary of BB-/Ba3, B+/B-, B/B2, first-lien and second-lien levels at year-end going back to 2016. For each composite, the average bid, spread to maturity, yield to maturity, yield to four-year call, average loan outstanding, nominal spread, discounted spread, and price range are listed.