Source - Returns: Bloomberg and/or the ICE website and LCD website, 2023
- High Yield Index: ICE BofA US High Yield
- Bank Loans: Morningstar LSTA US Leveraged Loan
Treasury Yields, Spreads: Bloomberg, 2023
High Yield sectors: ICE website, 2023
Bank Loan sectors: LCD website, 2023
Flows, issuances, refinancings/re-pricings: JPMorgan Market Monitor, 2023
Default rate for High Yield: Moody’s, 2023
Default rate for Bank Loans: Morningstar LSTA Leveraged Loan, 2023
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