BofA Global Research-High Yield Energy Relative Value-105621473

AccessibleversionHighYieldEnergyRelativeValueWeeklyHighYieldEnergyRelativeValue29December2023WeprovidepricingasofDecember28th,2023,andcomparablecompanydatafortheHighYieldCreditindividualbondsandloansofeachissuerwithintheICEBofAUSHighYieldEnergyUnitedStatesIndex.Thisdocumentprovidescurrentprice,yieldandspreadlevels,totalreturnandEnergypricechange(1week,QTD,andYTD)foreachissueintheICEBofAUSHYEnergyIndex.GreggBrodyExhibit1:USHighYieldEnergySubsector&RatingsPerformanceResearchAnalystHYEnergyperformedin-linewiththemarketthisweek,bothreturning0.5%.BofAS+16468556410ICEBofAUSAvg.$CurrentLevelsHYMVHYFV%TotalReturngregg.brody@bofa.comHYSectorIndicesValueWeightWeightYTDQTDWTDEuniceGuoSTWYTWResearchAnalystUSHYEnergy$98.312.1%11.4%12.8%5.2%0.5%BofASUSHYMasterII$92.92997.1%13.5%7.1%0.5%eunice.guo@bofa.com5yrUSTreasury$102.33.7%4.4%0.2%10yrUSTreasury$105.43607.6%3.2%6.9%0.4%30yrUSTreasury$113.22.2%13.3%0.8%n.a.3.9%n.a.3.8%n.a.4.0%ICEBofAUSHYEnergySubsectorIndicesE&PMidstream&Distribution$99.72807.0%4.2%3.9%12.3%4.6%0.4%OilfieldServices$97.5Refining$98.22776.9%4.9%4.7%12.9%6.3%0.5%$97.44388.5%1.8%1.7%14.9%3.2%0.6%2566.7%1.2%1.1%12.3%5.4%0.3%ICEBofAUSHYbyRating$93.81325.4%n.a.n.a.9.7%8.4%0.6%CashPay-BBB$95.4CashPay-BB$94.22326.3%48%47%11.5%7.4%0.4%CashPay-B$80.0CashPay-C3687.7%40%40%14.0%6.8%0.5%85012.6%11%13%20.0%6.6%0.8%Ene...