The Standard & Poor’s/Loan Syndications and Trading Association Leveraged Loan Index is a weekly total return index that uses Mark-to-Market Pricing to calculate market value change. The index tracks the current outstanding balance and spread over LIBOR for fully funded term loans. The facilities included represent a broad cross section of leveraged loans syndicated in the U.S., including dollar-denominated loans to overseas issuers. Please note an investor cannot invest directly in an index.