SPBDLL S&P/LSTA U.S. Leveraged Loan 100 Index

The Index is designed to track the market-weighted performance of the 100 largest institutional leveraged loans based on market weightings, spreads and interest payments. To be eligible for the Index, the loans must be a senior secured loan with an initial funding amount of at least $50 million. The Fund and the Index are rebalanced and reconstituted bi-annually, in June and December. Constituent facilities are capped at 2% of the index at the weekly rebalancing. When a loan facility exceeds the 2% cap, the weight is reduced to 1.90% and the proceeds are invested in the other index components on a relative-weight basis.

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As of 12/07/2021


Index Information
Provider:     S&P Dow Jones
Category1:  US Fixed Income
Category2:  Bank loans
Category3:  Broad market
Country:      USA
Currency:    USD
Inception date:  10/20/2008
Backtesting data exists:   Yes
Weighting methodology:   Market capitalization
Number of holdings:  100
Rebalanced:  Bi-annually
Reconstituted:  Bi-annually

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