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Whats the difference between the broad LSTA Index, daily composite, and the L100 Index?

April 26, 2017broad Composite difference index l100 lsta

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Whats the difference between the broad LSTA Index, daily composite, and the L100 Index?

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(top) – The LSTA Index is the universe of all the loans (approximately 825 issuers with 1,100 facilities). – The Daily composite sheet provides stats for 1) Ratings: top 15 names in three ratings buckets (BB-/Ba3, B+/B1, and B/B2) 2) First-lien/second-lien: top 15 first-liens with a corresponding second-lien 3) Deals structured in 2009 – The L100 Index comprises of the largest 100 facilities in the Index.