Loan Index
Daily Index as of 01/06/2009
Loan Segment Number of Facilities Total Par Amount Total Market Value Average Bid Price Level Total Return Market Value Return
Daily MTD QTD YTD Daily MTD QTD YTD
All Loans 1125$594.4B$378.4B63.661276.322.49%3.22%3.22%3.22%2.47%3.08%3.08%3.08%
Performing Loans 1029$547.6B$351.2B64.141277.512.58%3.37%3.37%3.37%2.55%3.22%3.22%3.22%
BB 369$242.9B$177.0B72.881354.482.77%3.49%3.49%3.49%2.75%3.37%3.37%3.37%
B 345$197.5B$116.3B58.881107.442.65%3.71%3.71%3.71%2.62%3.55%3.55%3.55%