b. Studio b. LMMI  ·  Lower Middle Market Direct Lending Index
LMMI Q1 2025 · US LMM Spread625 bps · UK LMM Recovery78% Live index
Spread — asset-weighted yield over 3M SOFR, current quarter, eligible LMM BDC universe.    Recovery — vintage anchor: Companies House LMM workouts initiated 2018–2022 with realized outcome.

Studio b. LMMI · Index Brief

The only open index for the lower middle market.

Quarterly spread, structure, and recovery data across the global lower middle market — sourced from SBA 7(a), Companies House workouts, and the LMM-eligible BDC universe. Market event commentary as it happens. We publish it because the benchmarks didn't exist — and LPs deserve the data before they commit capital.

Read the full methodology

§01 · Why we built this

The open index the segment didn't have.

Existing institutional benchmarks for the segment are subscription-only, built from the observable BDC universe. They are rigorous. They do not model below it.

Studio b. LMMI takes a different approach. Methodology is open and published. The headline quarterly print and weekly market commentary are free. The open methodology is auditable decision logic — the same model that underwrites the fund's strategy. Verified accredited LPs test it directly through the backtester at invest.b.studio. Detailed institutional data — full constituent universe, historical CSV, DD-grade brief — will be subscription-priced for researchers, journalists, and allocators.

Coverage extends beyond the BDC universe. SBA 7(a) loan data captures sub-BDC origination volume. UK Companies House workout records anchor cross-jurisdictional recovery rates. The methodology paper, the universe construction rules, and the calibration scope are all on lmmi.b.studio/methodology.

Read the full methodology paper →

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Q1 2026 issue — in production.

Studio b. LMMI is repositioning. Subscribe above to get the next index issue when it ships, and the live ticker above will reflect every quarterly update.