KBRA DLD Default Indices Source: KBRA DLD, by volume. The Direct Lending Index comprises $300 billion (3,000 borrowers); the LMM Index includes $20 billion (800 borrowers). Shifts to PIK and covenant violations are excluded. The non-accruals direct lending and lower middle market rates are at 2.4% and 1.7%, respectively. The KBRA DLD Leveraged Loan Index […]
KBRA DLD Default Indices (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 6/16/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 6/9/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 6/2/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 5/26/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 5/19/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 5/12/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com
KBRA DLD Default Indices(TTM 5/5/26) (Past performance is no guarantee of future results.) Contact: Eric Rosenthaleric.rosenthal@kbra.com