Benchmark Detail Export
Report as of January 04, 2024 03:24:23
| Benchmark Name | Short Name | Glossary Text |
| Alerian MLP Index PR | ALMLPP | The Alerian MLP Index is a market-cap weighted, float-adjusted index created to provide a comprehensive benchmark for investors to track the performance of the energy MLP sector. |
| Alerian MLP Index TR | ALMLP | The Alerian MLP Index is a market-cap weighted, float-adjusted index created to provide a comprehensive benchmark for investors to track the performance of the energy MLP sector. |
| BBA 3 Month LIBOR Index USD TR | BBALIB | This is the average interest rate at which a selection of banks in London are prepared to lend to one another in American dollars with a maturity of 3 months. |
| BBgBarc Global Aggregate TR Hdg | BGAGGH | The index measures the performance of global investment grade fixed-rate debt markets, including the U.S. Aggregate, the Pan-European Aggregate, the Asian-Pacific Aggregate, Global Treasury, Eurodollar, Euro-Yen, Canadian, and Investment Grade 144A index-eligible securities. This is the hedged index. |
| BBgBarc Global High Yield TR Hdg | BBGHYH | The index measures the performance of the global high-yield fixed income markets. It represents the union of the U.S. High-Yield, Pan-European High-Yield, U.S. Emerging Markets High-Yield, and Pan-European Emerging Market High-Yield Indices. The index is a component of the Multiverse Index, along with the Global Aggregate Index. |
| BBgBarc Municipal 1-3 Yr TR | BBM13T | The index measures the performance of USD-denominated long-term tax exempt bond market with maturities of 1-3 years, including state and local general obligation bonds, revenue bonds, insured bonds, and pre-refunded bonds. |
| BBgBarc Treasury 1-5 Yr TR USD | BBT15T | The index measures the performance of US treasuries with maturity of 1 to 4.9999 Years. |
| BBgBarc US Govt/Credit Interm Yld | BBUGCI | The index measures the performance of non-securitized component of the U.S. Aggregate Index with maturities of 1-10 years,including Treasuries, government-related issues and corporates. It is a subset of the U.S. Aggregate Index. |
| BBgBarc US Govt/Mortgage TR USD | BBGMTR | The index measures the performance of US government bonds and mortgage-related securities, including Ginnie Maes, Freddie Macs, Hybrid ARMs, Fannie Maes, US Treasurys and US Agencies only. It is a subset of US Aggregate index. |
| BBgBarc US Treasury 3-10 Yr TR | BBT310 | The Bloomberg Barclays U.S. 3-10 Year Treasury Bond Index measures the performance of the US government bond market and includes public obligations of the U.S. Treasury with a maturity between 3 and up to (but not including) 10 years. Certain special issues, such as state and local government series bonds (SLGs), as well as U.S. Treasury TIPS, are excluded. |
| BBgBarc US Universal TR | BBUSUT | The index measures the performance of USD-denominated, taxable bonds that are rated either investment grade or high-yield. It represents the union of the U.S. Aggregate Index, U.S. Corporate High Yield Index, Investment Grade 144A Index, Eurodollar Index, U.S. Emerging Markets Index, and the non-ERISA eligible portion of the CMBS Index. |
| Bloomberg 1-5 Year Municipal Bond Blend Index | LBM15B | An unmanaged index of investment grade(Baa3 or better) tax-exempt bonds with maturities of at least one year and less than six years. |
| Bloomberg 3-15 Year Municipal Blend Index | BCM115 | This index tracks the performance of municipal bonds issued after December 31, 1990 with remaining maturities between 2 and 17 years and at least $5 million in principal amount outstanding. |
| Bloomberg Aggregate Bond Index TR | BCAGG | An index composed of taxable bond issues rated BBB or higher, with one year or more to maturity and outstanding par value of $100 million or more. |
| Bloomberg Global Agg ex-US (unhedged) Index TR | BCAXUS | An unmanaged index used as a broad measure of the investment-grade bond index, excluding U.S. securities. |
| Bloomberg Global Aggregate Bond Index TR | BCGATR | Barclays Global Aggregate Bond Index provides a broad-based measure of the global investment grade fixed-rate debt markets. It is comprised of the U.S. Aggregate, Pan-European Aggregate, and the Asian-Pacific Aggregate Indexes. It also includes a wide range of standard and customized subindices by liquidity constraint, sector, quality and maturity. |
| Bloomberg Government 1-3yr Index TR | BCG13 | This index is composed of treasury bond and agency bond indices that have maturities of one to three years. |
| Bloomberg Govt/Credit A+ 1-5yr Index TR | BCA15 | This index is a subset of the Barclays Capital Govt/Credit Intermediate Bond Index (BCGCI) and only includes issues rated A or higher and maturities limited to a maximum of five years. |
| Bloomberg Govt/Credit A+ Index TR | BCGCA | This index is a subset of the Barclays Capital Govt/Credit Bond Index (BCGC) and only includes issues rated A or higher |
| Bloomberg Govt/Credit Bond Index TR | BCGC | An index that contains US Treasuries and agencies, Yankee and US corporate debentures and secured notes (publicly issued). |
| Bloomberg Govt/Credit Int. Bond Index TR | BCGCI | The Barclays Capital Govt/Credit Bond Index (BCGC) contains US Treasuries and agencies, Yankee and US corporate debentures and secured notes (publicly issued).This index is a subset of the Barclays Capital Govt/Credit Bond Index and includes issues with maturities between one and ten years. |
| Bloomberg High Yield Muni Index TR | BCHYMU | An unmanaged index consisting of noninvestment-grade, unrated or below Ba1 bonds. |
| Bloomberg Int Aggregate Bond Index TR | BCIAGG | An unmanaged index that covers the intermediate investment grade fixed rate bond market with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. The issues must be rated investment grade, be publicly traded, and meet certain maturity and issue size requirements. |
| Bloomberg Int Corporate Bond Index TR | BCINCP | This index includes dollar-denominated debt from U.S. and non-U.S. industrial, utility, and financial institutions issuers with a duration of 1-10 years. |
| Bloomberg Managed Money Int. Index TR | BCMMI | The Barclays Capital Managed Money Intermediate (1-17 year) Index is an unmanaged, tax-exempt bond market index that measures the 1-17 year duration component of Barclays Capital Managed-Money Municipal Bond Index |
| Bloomberg Managed Money Short Term Index TR | BCMMS | A rules-based, market valued-weighted index that includes fixed-rate, tax-exempt municipal bonds with at least $7 million outstanding, other than alternative minimum tax bonds and airline, hospital, housing, and tobacco bonds, which have maturities between one and five years and which were issued within the last five years in transactions of at least $75 million, are rated at least Aa3/AA- or higher and have at least one year until maturity. |
| Bloomberg Managed Money Short/Int Index TR | BCMSI | A rules-based, market valued-weighted index that includes fixed-rate, tax-exempt municipal bonds with at least $7 million outstanding, other than alternative minimum tax bonds and airline, hospital, housing, and tobacco bonds, which have maturities between one and ten years, and which were issued within the last five years in transactions of at least $75 million, are rated at least Aa3/AA- or higher and have at least one year until maturity. |
| Bloomberg Mun 1-15 YrBlend (1-17) TR USD | BBG115 | A rules-based market value-weighted index of bonds with maturities of one year to 16 years and 11 months engineered for the tax-exempt bond market |
| Bloomberg Muni Bond 1 yr Index TR | BCMUN1 | This index includes bonds with a minimum credit rating of BAA3, are issued as part of a deal of at least $50 million, have an amount outstanding of at least $5 million, and have maturities of 1 to 2 years. |
| Bloomberg Muni Bond 10 yr Index TR | BCM10 | An unmanaged index that includes investment grade tax-exempt bonds with maturities between 8-12 years. |
| Bloomberg Muni Bond 1-15 yr (1-17 Mat) Index TR | BCM117 | A rules-based market value-weighted index of bonds with maturities of one year to 16 years and 11 months engineered for the tax-exempt bond market. |
| Bloomberg Muni Bond 20+ yr Index TR | BCM20 | This index is the 20 Year (17-22) component of the Municipal Bond index. The Barclays Capital Municipal Bond Index includes approximately 40,000 bonds that are fixed-rate, tax-exempt and investment grade, are rated Baa or better, and have a year or more to maturity and outstanding par value of $3 million or more. |
| Bloomberg Muni Bond 3 yr Index TR | BCMU3 | An unmanaged index of municipal bonds issued after January 1, 1991 with a minimum credit rating of at least Baa, been issued as part of a deal of at least $50 million, have a maturity value of at least $5 million and a maturity range of 1-5 years. As of January 1996, the index also includes zero coupon bonds and bonds subject to the Alternative Minimum Tax. |
| Bloomberg Muni Bond 5 yr Index TR | BCM05 | This Index is a market-value-weighted index representative of the medium term (4 to 6 years) tax-exempt bond market. |
| Bloomberg Muni Bond 7 yr Index TR | BCMU7 | This index is a subset of the Barclays Capital Municipal Bond Index (BCMUNI) and contains roughly 5000 component bonds with standard maturity of 6-8 years and outstanding par value of $5 million or more. |
| Bloomberg Muni Bond Index TR | BCMUNI | An index that includes approximately 40,000 bonds that are fixed-rate, tax-exempt and investment grade, are rated Baa or better, and have a year or more to maturity and outstanding par value of $3 million or more. |
| Bloomberg Muni California Index TR | BCMUCA | The Barclays California Municipal Bond Index is a market capitalization - weighted index of California Investment-grade bonds with maturities of one year or more. |
| Bloomberg Muni Custom Blend TR | BBGMCT | Index is designed to track the market of municipal bonds categorized as Green, Social and Sustainability |
| Bloomberg Muni Long Bond Index TR | BCMULT | A benchmark designed for long-term municipal assets. The index includes bonds with a minimum credit rating of BAA3, bonds issued as part of a deal of at least $50 million, with an amount outstanding of at least $5 million, a maturity of 22 years or greater and have been issued after 12/31/1990. |
| Bloomberg Muni New York Index TR | BCMUNY | An unmanaged index composed of New York investment grade municipal bonds. |
| Bloomberg Muni Short/Int 1-10 yr Index TR | BCST10 | A market-value-weighted index that includes investment-grade tax-exempt bonds with maturities of one to 10 years. |
| Bloomberg Treasury 1-3 yr Index TR | BCUSTR | An index that consists of securities in the Treasury Index with a maturity from one up to, but not including, three years with at least one year to final maturity and at least $250 million par amount outstanding. All issues in this index must be rated investment grade, dollar denominated and non-convertible. |
| Bloomberg US Agg Enhanced Yield TR USD | BBGENT | d Index uses a rules-based approach to reweight subcomponents of the flagship US Aggregate Index with the goal of achieving a higher yield, while broadly retaining the risk characteristics of the underlying benchmark. Yield can typically be increased by shifting exposure along any of a number of different risk dimensions, including sector exposure (i.e., Treasury, agency, credit, securitized), interest rate risk (i.e., duration) and credit risk (i.e., spread). |
| Bloomberg US Aggregate 7-10 year Index TR | BBA710 | The index measures the performance of investment grade, US dollar-denominated, fixed-rate taxable securities with maturity of 7-10 years. It includes Treasuries, government-related and corporate securities, MBS (agency fixed-rate and hybrid ARM pass-throughs), ABS and CMBS (agency and nonagency). Provided the necessary inclusion rules are met, US Aggregate-eligible securities also contribute to the multicurrency Global Aggregate Index and the US Universal Index, which includes high yield and emerging markets debt |
| Bloomberg US Corp 1-3 Year Index TR | BBCB13 | This index is designed to measure the performance of the short term U.S. corporate bond market. The index includes publicly issued U.S. dollar denominated corporate issues that have a remaining maturity of greater than or equal to 1 year and less than 3 years, are rated investment grade (must be Baa3/BBB- or higher using the middle rating of Moody's Investor Service, Inc., Standard & Poor's, and Fitch Rating), and have $250 million or more of outstanding face value. |
| Bloomberg US Corp 3-5 year Index TR | BBCB35 | This index is designed to measure the performance of the short term U.S. corporate bond market. The index includes publicly issued U.S. dollar denominated corporate issues that have a remaining maturity of greater than or equal to 3 year and less than 5 years. |
| Bloomberg US Corp A Intermediate Index TR | BCCAI | The Barclays Intermediate U.S. Corporate A Index is designed to measure the performance of U.S. corporate bonds rated A or better that have a maturity of greater than or equal to 1 year and less than 10 years. |
| Bloomberg US Corp High Yield Index TR | BCHIGH | An index that consists of fixed rate, non-investment grade debt. Pay-in-kind bonds, Eurobonds, and debt issues from countries designated as emerging markets are excluded, while Canadian and SEC registered global bonds of issuers in non-emerging markets countries are included. Original issue zeroes, step-up coupon structures, and 144-A securities are also included. All issues in this index must have at least one year to final maturity and at least $150 million par amount outstanding. |
| Bloomberg US Corp Invest Grade Bond Index TR | BCCIG | The Barclays US Corporate Investment Grade Bond Index represents primarily investment-grade corporate bonds within the Barclays US Aggregate Bond Index. |
| Bloomberg US Credit 1-5 yr Index TR | BCC15Y | The Barclays U.S. Credit 1-5 Year Index is a market value weighted performance benchmark which includes virtually every major investment-grade rated corporate bond with 1-5 years remaining until maturity that serves as a supplementary benchmark. |
| Bloomberg US Credit Index TR | BCUSCR | The index measures the performance of investment grade corporate debt and agency bonds that are dollar denominated and have a remaining maturity of greater than one year. |
| Bloomberg US Government Intermediate Index TR | BBUSGI | This index is an unmanaged index that tracks the performance of intermediate US government securities. |
| Bloomberg US Govt/Credit 1-3 yr Bond Index TR | BCGC13 | An unmanaged index of investment grade government and corporate bonds with maturities of one to three years. |
| Bloomberg US Govt/Credit 1-5 yr Bond Index TR | BC15GC | This index measures the performance primarily of U.S. Treasury and agency securities and corporate bonds with 1-5 year maturities. |
| Bloomberg US High Yield 2% Issuer Cap Index TR | BCHY2I | An unmanaged index of the 2% Issuer Cap component of the Barclays High Yield Corporate Bond Index, which is a market value-weighted index of fixed rate, non-investment grade debt. |
| Bloomberg US HY Ba/B 2% Issuer Cap Index TR | BBHBAB | This index measures the performance of fixed rate dollar denominated debt securities with rating Ba/B. The securities instruments are non-investment grade. There is a limit of 2% maximum exposure to any one issuer. |
| Bloomberg US Int Credit Index TR | BCCINT | An index that US corporate debentures and secured notes (publicly issued) and includes issues with maturities between one and ten years. |
| Bloomberg US TIPS Index TR | BCUTIP | This index consists of Inflation-Protected Securities, or TIPS, issued by the US Treasury with at least $250 million par amount outstanding. All issues in this index must be rated investment grade, dollar denominated and non-convertible. |
| Bloomberg US Treasury 20+ yr Index TR | BCT20 | Includes all publicly issued, US Treasury securities that have a remaining maturity greater than 20 years, have at least one year to final maturity regardless of call features, are non-convertible, are denominated in US dollars, are rated investment grade by at least two of the following ratings agencies: Moody's, S&P, Fitch. If only two of the three agencies rate the security, the lower rating is used to determine index eligibility. If only one of the three agencies rates a security, the rating must be investment-grade, are fixed rate, and have more than $250 million par outstanding. Excluded from the index are certain special issues, such as flower bonds, targeted investor notes, Treasury Inflation-Protected Securities, state and local government series bonds, and coupon issues that have been stripped from assets already included. |
| Bloomberg USD Corp Bd 1-5 Yr TR USD | BUSCB1 | Index measure the investment grade, Fixed- rate, taxable Corporate bond market with one to five years left to maturity |
| BofAML 91 Day T-Bill Index TR | MLTBIL | An index comprised of a single Treasury Bill issue purchased at the beginning of the month and held for a full month. At the end of the month, that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, 3 months from the rebalancing date. |
| BofAML All Convertible Index TR | MLACNV | A market-capitalization-weighted index that includes domestic corporate preferred stocks and bonds that have original par value or market value of $50 million or more and are convertible only to common stock. |
| BofAML Fixed Rate Preferred Securities Index TR | MLFRP | An index that tracks the performance of fixed-rate U.S. dollar-denominated investment-grade preferred securities issued in the U.S. domestic market. |
| BofAML High Yield Cash Pay Index TR | MLHM | An unmanaged index used as a general measure of market performance consisting of fixed-rate, coupon-bearing bonds with an outstanding par which is greater than or equal to $50 million, a maturity range greater than or equal to one year and must be less than BBB/Baa3 rated but not in default. |
| BofAML High Yield Master II Constrained Index TR | MLHYMC | This index is a market-value- weighted index of all domestic and Yankee high-yield bonds, including deferred interest bonds and payment-in-kind securities. |
| BofAML High Yield Master II Index TR | MLHYM2 | The components of this capitalization-weighted index are US domestic, non-investment grade bonds that are US dollar pay with more than one year to maturity and have $100 million face or more outstanding and a fixed coupon schedule. |
| BofAML Muni California 1-3 yr Index TR | MLMC13 | ICE BofA 1-3 Year California Including Puerto Rico Municipal Securities Index is a subset of ICE BofA US Municipal Securities Index including all securities of California or Puerto Rico, and their political subdivisions and a remaining term to final maturity less than 3 years. |
| BofAML US High Yield BB-B Rated Const Index TR | MLHBBB | An index that tracks the performance of BB-B Rated U.S. Dollar-denominated corporate bonds publicly issued in the U.S. domestic market. |
| BofAML US Treasury 1-3 yr Index TR | MLT13 | An index that tracks the performance of the direct sovereign debt of the US Government. It includes all US. dollar-denominated U.S. Treasury Notes and Bonds having 1-3 years remaining term to maturity and a minimum amount outstanding of $1 billion. US Treasury Bills and inflation-linked securities do not qualify for the index. |
| BofAML US Treasury Inflation Linked Index TR | MLILTR | Tracks the performance of U.S. dollar denominated inflationlinked sovereign debt publicly issued by the U.S. government in its domestic market. Qualifying securities must have at least one year remaining term to final maturity, interest and principal payments tied to inflation and a minimum amount outstanding of $1 billion. Strips are excluded from the Index; however, original issue zero coupon bonds are included in the Index and the amounts outstanding of qualifying coupon securities are not reduced by any portions that have been stripped. |
| BofAML USD LIBOR 3 Mon Index TR | MLLIB3 | This index represents the London interbank offered rate (LIBOR) with a consistant 3-month average maturity. LIBOR is a composite of the rates of interest at which banks borrow from one another in the London market, and it is a widely used benchmark for short-term interest rates. |
| Citigroup Treasury 1-3 yr Index TR | CGTR13 | An unmanaged index comprised of US Treasury Notes with maturities of one year or greater, but less than three years. |
| Citigroup World Govt Bond Index TR | CGWGB | This market capitalization weighted index consists of the government bond markets of eligible countries determined based on market capitalization and investability criteria. All issues have a remaining maturity of at least one year. Index returns for the Citigroup World Government Bond Index are based on local base currency. |
| Citigroup World Govt Bond Non-USD Index TR | CGWGNU | An unmanaged, market capitalization-weighted index that tracks several government bond indices, excluding the United States. |
| CPI + 3% | CPI3 | This index is comprised of the Consumer Price Index plus 3% annually. The CPI, as it is called, measures the prices of consumer goods and services and is a measure of the pace of US inflation. |
| CPI + 5% | CPI5 | This index is comprised of the Consumer Price Index plus 5% annually. The CPI, as it is called, measures the prices of consumer goods and services and is a measure of the pace of US inflation. |
| CPI + 7% | CPI7 | This index is comprised of the Consumer Price Index plus 7% annually. The CPI, as it is called, measures the prices of consumer goods and services and is a measure of the pace of US inflation. |
| Credit Suisse Leveraged Loan Index TR | CSLLTR | An unmanaged market value-weighted index designed to represent the investable universe of the US dollar-denominated leverage loan market. |
| CRSP US Mega Cap Growth TR US | CRSPMG | The index measures the performance of US securities which are assigned to the mega cap index and classified as growth securities by using CRSP's multifactor model. CRSP classifies growth securities using the following factors: future long-term growth in earnings per share (EPS), future short-term growth in EPS, 3-year historical growth in EPS, 3-year historical growth in sales per share, current investment-to-assets ratio, and return on assets. |
| CRSP US Small Cap Growth TR USD | CRSPGT | The index measures the performance of US securities which are assigned to the small cap index and classified as growth securities by using CRSP's multifactor model. CRSP classifies growth securities using the following factors: future long-term growth in earnings per share (EPS), future short-term growth in EPS, 3-year historical growth in EPS, 3-year historical growth in sales per share, current investment-to-assets ratio, and return on assets. |
| CRSP US Small Cap TR USD | CRSPCT | The index measures the performance of US companies that fall between the bottom 2%-15% of the investable market capitalization. There is no lower limit in market capitalization, other than what is specified by investability screens. It includes securities traded on NYSE, NYSE Market, NANASDADAQ or ARCA. |
| CRSP US Small Cap Value TR USD | CRSPVT | The index measures the performance of US securities which are assigned to the small cap index and classified as value securities by using CRSP's multifactor model. CRSP classifies value securities using the following factors: book to price, forward earnings to price, historical earnings to price, dividend-to-price ratio and sales-to-price ratio. |
| DB EM US Balanced Liquid TR USD | DBEMLT | The Index tracks the potential returns of a theoretical portfolio of liquid emerging markets U.S. dollar-denominated government bonds issued by approximately 22 emerging-market countries |
| Dow Jones Global Ex US Select REIT Index TR | DJXUSR | A float-adjusted market capitalization weighted index that defines and measures the investable universe of publicly traded real estate securities in countries outside of the US. |
| Dow Jones Industrial Average Index PR | DJIAPR | The Dow Jones Industrial Average is a price-weighted average of 30 significant stocks traded on the New York Stock Exchange and the Nasdaq. |
| Dow Jones Industrial Average Index TR | DJIATR | The Dow Jones Industrial Average is a price-weighted average of 30 significant stocks traded on the New York Stock Exchange and the Nasdaq. |
| Dow Jones U.S. Select REIT Index TR | DJUSRE | A market capitalization-weighted index composed of publicly traded Real Estate Investment Trusts (REITs). |
| Dow Jones-UBS Commodity Index TR | DJUBS | A rolling commodities index composed of futures contracts on 19 physical commodities traded on US exchanges. The index serves as a liquid and diversified benchmark for the commodities' asset class. |
| FactSet Global Fintech TR USD | FSGFTR | The FactSet Global FinTech Index is designed to provide an equity benchmark for investors to measure and track the performance of companies engaged in Financial Technologies, primarily in the areas of software and consulting, data and analytics, digital payment processing and transfer, and payment transaction-related hardware. |
| FTSE Developed ex US All Cap NR | FTACEU | The FTSE Developed All Cap ex US Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization. |
| FTSE EPRA Nareit Global REITs NR USD | FTSNGR | The FTSE EPRA Nareit Global Real Estate Index Series is designed to represent general trends ineligible real estate equities worldwide. Relevant activities are defined as the ownership, trading and development of income-producing real estate. The index series now covers Global,Developed and Emerging indices. |
| FTSE EPRA/NAREIT Developed Ex US Index NR | FENAXX | An unmanaged portfolio of approximately 183 constituents from 19 countries and is net of dividend withholding taxes. |
| FTSE EPRA/NAREIT Developed Ex US Index TR | FENAXU | An unmanaged portfolio of approximately 183 constituents from 19 countries and is net of dividend withholding taxes. |
| FTSE EPRA/NAREIT Developed Index TR | FENARD | The Index is designed to measure the stock performance of companies engaged in specific real estate activities of the North American, European and Asian real estate markets. Relevant real estate activities are defined as the ownership, trading and development of income-producing real estate. |
| FTSE NAREIT All Equity Index TR | FNAREI | A capitalization-weighted index composed of tax-qualified REITs with common shares listed on NASDAQ, AMEX and NYSE. |
| HFRI Equity Hedge Index | HFREHI | This index represents strategies which maintain positions both long and short in primarily equity and equity derivative securities, typically maintaining at least 50% exposure to, and in some cases may be entirely invested in, equities. A wide variety of investment processes can be employed to arrive at an investment decision, including both quantitative and fundamental techniques. Strategies can be broadly diversified or narrowly focused on specific sectors and can range broadly in terms of levels of net exposure, leverage employed, holding period, concentrations of market capitalizations and valuation ranges of typical portfolios. HFRI performance is an estimate for up to four months. |
| HFRI Fund of Funds Index | HFRFOF | An index that represents investment with multiple managers through funds or managed accounts. The strategy presents a diversified group of managers in an attempt to significantly reduce the risk of investing with any one individual manager. HFRI performance is an estimate for up to four months. |
| HFRI Fund Weighted Composite Index | HFRFWC | This equal-weighted index accounts for over 2000 funds listed on the internal HFR Database, with the exception of the HFRI Fund of Funds Index. It includes both domestic and offshore funds. HFRI performance is an estimate for up to four months. |
| HFRX Global Hedge Fund Index | HFXGHF | An index designed to be representative of the overall composition of the hedge fund universe. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, distressed securities, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. The strategies are asset weighted based on the distribution of assets in the hedge fund industry. |
| ICE BofA 1-10 Year AAA-A US Corporate TR USD | IC10AA | The index is a subset of BofA Merrill Lynch US Corporate Index including all securities with a remaining term to final maturity less than 10 years and rated AAA through A3, inclusive. The BofA Merrill Lynch US Corporate Index tracks the performance of US dollar denominated investment grade corporate debt publicly issued in the US domestic market. |
| ICE BofA SOFR Overnight Offer TR | SOFRTR | This index measures the performance of synthetic asset paying Libor to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that days fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day fixing rate) and rolled into a new instrument. |
| ICE BofA US 1-Year Treasury Bill Index Total Return in USD | ICE1YT | The index measures the performance of a single issue of outstanding treasury bill which matures closest to, but not beyond, one year from the rebalancing date. The issue is purchased at the beginning of the month and held for a full month; at the end of the month that issue is sold and rolled into a newly selected issue. |
| ICE BofA US Treasury Bill TR | IBUSTB | The index measures the performance of US dollar denominated US Treasury Bills publicly issued in the US domestic market. Qualifying securities must have at least one month remaining term to final maturity and a minimum amount outstanding of $1 billion. It is capitalization-weighted. |
| ICE BofAML US All Capital Securities TR | ICEACT | The index measures the performance of fixed rate, US dollar denominated hybrid corporate and preferred securities publicly issued in the US domestic market. It is market capitalization-weighted. |
| ICE Ex-Listed Fx & Adj Rt Pfd Sec TR USD | ICEFAS | Index tracks the performance of exchange-listed U.S. dollar denominated hybrid debt, preferred stock and convertible preferred stock publicly issued by non-financial corporations in the U.S. domestic market. |
| ICE Short AMT-Free Brd Nat Muni TR USD | ICEAMB | Index tracks the performance ofexchange-listed U.S. dollar denominated hybrid debt, preferred stock and convertible preferred stock publicly issued by non-financial corporations in the U.S. domestic market. |
| ICE U.S. Treasury Short Bond TR | ICETSB | The ICE U.S. Treasury Short Bond Index is part of a series of indices intended to assess the U.S. Treasury market. The Index is market value weighted and is designed to include U.S. dollar denominated, fixed rate securities with minimum term to maturity greater than or equal to one month and less than one year. |
| JP Morgan EM Global Bond Index TR | JPEMGL | An unmanaged index that tracks total returns for dollar-denominated Brady Bonds, Eurobonds, traded loans and local market debt instruments issued by sovereign and quasi-sovereign entities of emerging markets countries. |
| JP Morgan EM Global Diversified Bond Index TR | JPEMGD | The EMBI (Emerging Market Bond Index) is JP Morgan's index of dollar-denominated sovereign bonds issued by a selection of emerging market countries. The Global Diversified limits the weights of countries with larger debt stocks by only including a specified portion of these countries' eligible current face amounts of debt outstanding. |
| JPM CEMBI Broad Diversified TR | JCEMBI | The index tracks USD denominated corporate debt issued in emerging market countries. |
| JPM US Quality Factor TR USD | JPMUSQ | Tracks the JP Morgan US Quality Factor Index. Utilizes a rules-based approach that matches Russell 1000 sector weights and selects stocks based on quality and profitability characteristics. Aims to provide exposure to higher quality stocks while mitigating stock specific risk |
| Morningstar Aggressive Target Risk Index | MOAGTR | The Morningstar Target Risk Index series consists of five asset allocation indexes that span the risk spectrum from conservative to aggressive. The family of asset allocation indexes can serve as benchmarks to help with target-risk mutual fund selection and evaluation by offering an objective yardstick for performance comparison. The Aggressive Index has a 95% Global equity exposure. |
| Morningstar Cons Target Risk Index | MOCOTR | The Morningstar Target Risk Index series consists of five asset allocation indexes that span the risk spectrum from conservative to aggressive. The family of asset allocation indexes can serve as benchmarks to help with target-risk mutual fund selection and evaluation by offering an objective yardstick for performance comparison. The Conservative Index has a 20% Global equity exposure. |
| Morningstar Global Allocation Index TR | MORNGA | The Morningstar Global Allocation Index represents a multi-asset-class portfolio of 60% global equities and 40% global bonds. The allocation within each class is driven by Morningstar asset allocation methodology. |
| Morningstar Lifetime Moderate 2010 Index | MOLM10 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is near retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2015 Index | MOLM15 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about five years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2020 Index | MOLM20 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about ten years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2025 Index | MOLM25 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 15 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2030 Index | MOLM30 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 20 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2035 Index | MOLM35 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 25 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2040 Index | MOLM40 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 30 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2045 Index | MOLM45 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 35 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2050 Index | MOLM50 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 40 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate 2055 Index | MOLM55 | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is about 45 years away from retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Lifetime Moderate Income Index | MOLMIN | This index represents a portfolio of global equities, bonds and traditional inflation hedges such as commodities and TIPS. This portfolio is held in proportions appropriate for a U.S. investor who is at least ten years into retirement. The Moderate risk profile is for investors who are comfortable with average exposure to equity market volatility. |
| Morningstar Mod Aggr Target Risk Index | MOMATR | The Morningstar Target Risk Index series consists of five asset allocation indexes that span the risk spectrum from conservative to aggressive. The family of asset allocation indexes can serve as benchmarks to help with target-risk mutual fund selection and evaluation by offering an objective yardstick for performance comparison. The Moderately Aggressive Index has an 80% Global equity exposure. |
| Morningstar Mod Cons Target Risk Index | MOMCTR | The Morningstar Target Risk Index series consists of five asset allocation indexes that span the risk spectrum from conservative to aggressive. The family of asset allocation indexes can serve as benchmarks to help with target-risk mutual fund selection and evaluation by offering an objective yardstick for performance comparison. The Moderately Conservative Index has a 40% Global equity exposure. |
| Morningstar Mod Target Risk Index | MOMOTR | The Morningstar Target Risk Index series consists of five asset allocation indexes that span the risk spectrum from conservative to aggressive. The family of asset allocation indexes can serve as benchmarks to help with target-risk mutual fund selection and evaluation by offering an objective yardstick for performance comparison. The Moderate Index has a 60% Global equity exposure. |
| MSCI ACWI All Cap GR USD | MSCACG | The index measures the performance of large, mid, small and micro cap segment of both developed and emerging markets equity securities. It covers approximately 99% of the global equity investment opportunity set across 23 developed markets and 21 emerging markets. The index is free float-adjusted market capitalization weighted. |
| MSCI ACWI ex USA Gross Return in USD | M1WDU | The MSCI ACWI ex USA Index captures large and mid cap representation across 22 of 23 Developed Markets (DM) countries (excluding the US) and 24 Emerging Markets (EM) countries*. With 2,321 constituents, the index covers approximately 85% of the global equity opportunity set outside the US. |
| MSCI ACWI GR USD | MSCICG | The index measures the performance of the large and mid cap segments of all country markets. It is free float-adjusted market-capitalization weighted. |
| MSCI ACWI Growth NR USD | MSCIAG | The MSCI ACWI Growth Index captures large and mid-cap securities exhibiting overall growth style characteristics across 23 Developed Markets (DM) countries* and 24 Emerging Markets (EM) countries*. The growth investment style characteristics for index construction are defined using five variables: long-term forward EPS growth rate, short-term forward EPS growth rate, current internal growth rate |
| MSCI ACWI Value Net Return USD | ACWIRV | The MSCI ACWI Value Index captures large and mid cap securities exhibiting overall value style characteristics across 23 Developed Markets countries* and 24 Emerging Markets (EM) countries*. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield. |
| MSCI ACWI/Information Technology GR | MSITGR | The MSCI ACWI Information Technology Index includes large and mid cap securities across 23 Developed Markets (DM) countries and 27 Emerging Markets (EM) countries. All securities in the index are classified in the Information Technology as per the Global Industry Classification Standard (GICS®). |
| MSCI All Country Asia Ex Japan Index NR | MSAAXJ | A free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of Asia, excluding Japan. As of January 2009 the MSCI AC Asia ex Japan Index consisted of the following 10 developed and emerging market country indices: China, Hong Kong, India, Indonesia, Korea, Malaysia, Philippines, Singapore, Taiwan, and Thailand. |
| MSCI All Country Asia Pacific ex Japan Index NR | MSAPXJ | This index captures large and mid cap representation across 4 of 5 Developed Markets countries (excluding Japan) and 9 Emerging Markets countries in the Asia Pacific region. With 710 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. |
| MSCI All Country Asia Pacific Index NR | MSACAP | This index captures large and mid cap representation across 5 Developed Markets countries and 9 Emerging Markets countries in the Asia Pacific region With 1031 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. |
| MSCI All Country World Ex US Index NR | MSAWUS | A free float-adjusted market capitalization index that is designed to measure equity market performance in the global developed and emerging markets excluding the US. |
| MSCI All Country World Index NR | MSACW | A free float-adjusted market capitalization weighted index that is designed to measure the global equity market performance of developed and emerging markets. |
| MSCI China Index NR | MSCHNA | An index designed to measure the performance of the top 85% of equity securities by market capitalization in the Chinese equity markets. |
| MSCI EAFE ESG | CCIESG | The MSCI EAFE ESG Leaders Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. MSCI EAFE ESG Leaders Index consists of large and mid cap companies across Developed Markets countries* around the world, excluding the US and Canada. |
| MSCI EAFE ex Fossil Fuels NR USD | MSCIFN | ndex is based on the MSCI EAFE Index, its parent index, and includes large and mid-cap stocks across 21 Developed Markets (DM) countries*. The index represents the performance of the broad market while excluding companies that own oil, gas and coal reserves. It is a benchmark for investors who aim to eliminate fossil fuel reserves exposure from their investments due to concerns about the contribution of these reserves to climate change. |
| MSCI EAFE Growth Index NR | MSEAFG | The index measures the performance of the growth large and mid cap segments of equity securities in developed markets, excluding the US & Canada. It is free float-adjusted market-capitalization weighted. |
| MSCI EAFE High Div Yld NR USD | MSCIHD | The index is designed to reflect the performance of equities in the parent index (excluding REITs) with higher dividend income and quality characteristics than average dividend yields that are both sustainable and persistent. The index also applies quality screens and reviews 12-month past performance to omit stocks with potentially deteriorating fundamentals that could force them to cut or reduce dividends. |
| MSCI EAFE Index NR | MSEAFE | An index composed of individually constituted country indices and is based on share prices of listed companies of developed countries (excluding North America). |
| MSCI EAFE Small Cap Index NR | MSEAFS | This index measures the performance of small cap stocks in European, Australasian, and Far Eastern markets. |
| MSCI EAFE Value Index NR | MSEAFV | The MSCI EAFE Value Index captures large and mid-cap securities exhibiting overall value style characteristics across Developed Markets countries* around the world, excluding the US and Canada. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield. |
| MSCI EM Extended ESG Focus Index NR USD | MSCIEM | The MSCI Emerging Markets Extended ESG Focus Index is based on MSCI Emerging Markets Index, its parent index, which includes securities across Emerging Markets (EM) countries*. The Index is designed to maximize exposure to positive environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI Emerging Markets Index. The index is constructed by selecting constituents from MSCI Emerging Markets Index through an optimization process that aims to maximize exposure to ESG factors for a target tracking error budget set to 50bps under certain constraints. The index is sector-diversified and targets companies with high ESG ratings in each sector. Tobacco and Controversial Weapons companies and Producers of or ties with Civilian Firearms are not eligible for inclusion. |
| MSCI Emerging Markets Index NR | MSEMF | A free float-adjusted market capitalization index that is designed to measure equity market performance in the global emerging markets. |
| MSCI Europe Index USD NR | MSEUNR | The MSCI Europe Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of the developed markets in Europe. The MSCI Europe Index consists of the following 15 developed market country indexes: Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom. |
| MSCI India IMI NR | MSIIMI | The MSCI India Investable Market Index (IMI) is designed to measure the performance of the large, mid and small cap segments of the Indian market. With 328 constituents, the index covers approximately 99% of the free float-adjusted market capitalization of the Indian equity universe. |
| MSCI Japan Index NR | MSJPNR | The MSCI Japan Index is a free-float adjusted market capitalization weighted index that is designed to track the equity market performance of Japanese securities listed on Tokyo Stock Exchange, Osaka Stock Exchange, JASDAQ and Nagoya Stock Exchange. It is constructed based on the MSCI Global Investable Market Indices Methodology, targeting a free-float market capitalization coverage of 85% |
| MSCI KLD 400 Social Index GR | MSKLD4 | The MSCI KLD 400 Social Index is a free float-adjusted market capitalization index designed to provide exposure to US companies that have positive Environmental, Social and Governance (ESG) characteristics. It consists of 400 companies selected from the MSCI USA Investable Market Index (IMI). |
| MSCI Pacific Ex Japan Index NR | MSPAXJ | The MSCI Pacific ex Japan Index captures large and mid cap representation across 4 of 5 Developed Markets (DM) countries in the Pacific region (excluding Japan). With 146 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. |
| MSCI US REIT Index NR | MSREIT | The MSCI US REIT Index is a free float-adjusted market capitalization weighted index that is comprised of equity REITs that are included in the MSCI US Investable Market 2500 Index, with the exception of specialty equity REITs that do not generate a majority of their revenue and income from real estate rental and leasing operations. The index represents approximately 85% of the US REIT universe. |
| MSCI USA Mid Cap ESG | CCMESG | The MSCI USA Mid Cap ESG Leaders Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. MSCI USA Mid Cap ESG Leaders Index consists of mid cap companies in the US market. |
| MSCI USA NR USD | MSCIUS | The MSCI USA Index is designed to measure the performance of the large and mid cap segments of the US market. With 620 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the US. |
| MSCI USA Small Cap ESG | CCSESG | The MSCI USA Small Cap ESG Leaders Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. MSCI USA Small Cap ESG Leaders Index consists of small cap companies in the US market. |
| MSCI World Energy NR USD | MCSWEN | The index measures the performance of the large and mid cap energy (sector) segments of world equity securities. It is constructed using GICS-Global Industry Classification Standard. The index is free float-adjusted market-capitalization weighted. |
| MSCI World Ex US Index NR | MSEXUS | A free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of 22 developed market countries (excluding the US) in Canada, Europe and the Asia/Pacific region. |
| MSCI World ex-US ESG Index | CCXESG | The MSCI World ex USA ESG Leaders Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers.MSCI World ex USA ESG Leaders Index consists of large and mid cap companies in 22 developed markets countries. |
| MSCI World Growth NR | MSCIWG | The index measures the performance of the growth large and mid cap segments of world equity securities. It is free float-adjusted market-capitalization weighted. |
| MSCI World Index NR | MSWLD | A free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of 23 developed market countries in North America, Europe and the Asia/Pacific region. |
| MSCI World Infrastructure NR USD | MSCIIF | The MSCI World Infrastructure Index captures the global opportunity set of companies that are owners or operators of infrastructure assets. Constituents are selected from the equity universe of MSCI World, the parent index, which covers mid and large cap securities across the 23 Developed Markets (DM) countries* |
| MSCI World/Health Care GR USD | MSCWCG | The index measures the performance of the large and mid cap health care (sector) segments of world equity securities. It is constructed using GICS-Global Industry Classification Standard. The index is free float-adjusted market-capitalization weighted. |
| MSCI World/Health Care NR USD | MSCWCN | The index measures the performance of the large and mid cap health care (sector) segments of world equity securities. It is constructed using GICS-Global Industry Classification Standard. The index is free float-adjusted market-capitalization weighted. |
| MSCI World/Metals & Mining NR USD | MSCMMN | The index measures the performance of the large and mid cap metals and mining (industry) segments of world equity securities. It is constructed using GICS-Global Industry Classification Standard. The index is free float-adjusted market-capitalization weighted. |
| MSCI World/Real Estate NR USD | MCSREN | The index measures the performance of the large and mid cap real estate (industry group) segments of world equity securities. It is constructed using GICS-Global Industry Classification Standard. The index is free float-adjusted market-capitalization weighted. |
| NASDAQ 100 Index TR | NAS100 | This index includes 100 of the largest domestic and international non-financial securities listed on The Nasdaq Stock Market based on market capitalization. The Index reflects companies across major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology. It does not contain securities of financial companies including investment companies. |
| NASDAQ Bank Index | NASDBI | The NASDAQ Bank Index is a broad-based capitalization-weighted index of domestic and foreign common stocks of banks that are traded on the NASDAQ National Market System (National/NMS) as well as the SmallCap market. The index was developed with a base level of 100 as of February 5, 1971. The parent index is CCMP. |
| NASDAQ-100 Equal Weighted TR USD | NAS10T | The NASDAQ-100 Equal Weighted Index (NETR) includes 100 of the largest non-financial securities listed on NASDAQ, but instead of being weighted by market capitalization, each of the constituents is initially set at 1.00%. |
| NYSE Composite Index PR | NYSEPR | The NYSE Composite Index is an index that measures the performance of all stocks listed on the New York Stock Exchange. The NYSE Composite Index includes more than 1,900 stocks, of which over 1,500 are U.S. companies. The weights of the index constituents are calculated on the basis of their free-float market capitalization. |
| Russell 1000 EW Technology TR | R1EWTR | The index measures the performance of Russell 1000 index with the Russell equal weight methodology which equal weights the each sector within the index (technology) and then equally weights the companies within each sector (technology). Compare to the Russell 1000 index, it prevents a few large companies from driving the indexs performance. This index is re-weighted quarterly and reconstituted annually. |
| Russell 1000 Growth Index TR | R1000G | An index that tracks the performance of Russell 1000 companies with higher price-to-book ratios and higher forecasted growth values. |
| Russell 1000 Index TR | R1000 | An index that tracks performance of the Russell 3000's 1000 largest firms. |
| Russell 1000 Value Index TR | R1000V | An index that tracks the performance of the 1000 largest of the 3000 largest US-domiciled companies (based on total market capitalization) with lower price-to-book ratios and lower forecasted growth values. |
| Russell 2000 Growth Index TR | R2000G | An index that tracks the performance of Russell 2000 companies with higher price-to-book ratios and higher forecasted growth values. |
| Russell 2000 Index TR | R2000 | An index that tracks performance of the Russell 3000's 2000 smallest firms. |
| Russell 2000 Value Index TR | R2000V | An index that tracks the performance of Russell 2000 companies with lower price-to-book ratios and lower forecasted growth values. |
| Russell 2500 Growth Index TR | R2500G | An index that tracks the performance of Russell 2500 companies with higher price-to-book ratios and higher forecasted growth values. |
| Russell 2500 Index TR | R2500 | An index that tracks performance of the Russell 3000's 2500 smallest firms and is typically used to measure the relative performance of small-mid capitalization equity portfolios. |
| Russell 2500 Value Index TR | R2500V | An index that tracks the performance of Russell 2500 companies with lower price-to-book ratios and lower forecasted growth values. |
| Russell 3000 Growth Index TR | R3000G | An index that tracks the performance of Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. |
| Russell 3000 Index TR | R3000 | An index that tracks performance of the 3000 largest publicly listed US companies, representing about 98% of the total capitalization of the entire US stock market. |
| Russell 3000 Value Index TR | R3000V | An index that tracks the performance of Russell 3000 Index companies with lower price-to-book ratios and lower forecasted growth values. |
| Russell Microcap Index TR | RMICRO | A capitalization weighted index that includes 1000 of the smallest securities in the small-cap Russell 2000 Index based on a combination of their market cap and current index membership and it includes the next 1,000 securities. The Russell Microcap Index is constructed to provide a comprehensive and unbiased barometer for the microcap segment trading on national exchanges, while excluding lesser-regulated OTC bulletin board securities and pink-sheet stocks due to their failure to meet national exchange listing requirements. The Russell Microcap Index is completely reconstituted annually to ensure larger stocks do not distort performance and characteristics of the true microcap opportunity set. |
| Russell Midcap Growth Index TR | RMIDG | An index that tracks the performance of Russell Midcap companies with higher price-to-book ratios and higher forecasted growth values. |
| Russell Midcap Index TR | RMIDCP | An index that tracks performance of the Russell 1000 Index's 800 smallest companies (roughly 26% of the Russell 1000 Index's total market capitalization). |
| Russell Midcap Value Index TR | RMIDV | An index that tracks the performance of Russell Midcap companies with lower price-to-book ratios and lower forecasted growth values. |
| Russell Top 200 GR | RRST20 | The Russell Top 200® Growth Index offers measures the performance of the especially large cap segment of the US equity universe represented by stocks in the largest 200 by market cap. It includes Russell Top 200 Index companies with relatively higher price-to-book ratios, higher I/B/E/Sforecast medium term (2 year) growth and higher sales per share historicalgrowth (5 years). |
| S&P 100 Index TR | SP100 | This index, a sub-set of the S&P 500, measures the performance of large cap companies in the United States. Constituents of the S&P 100 are selected for sector balance and represent about 57% of the market capitalization of the S&P 500 and almost 45% of the market capitalization of the U.S. equity markets. The stocks in the S&P 100 tend to be the largest and most established companies in the S&P 500. |
| S&P 400 Mid Cap Growth Index TR | SP400G | This index is a subset of the S&P 400 Mid Cap Index using stocks measured by three factors: sales growth, the ratio of earnings change to price, and momentum. S&P Style Indices divide the complete market capitalization of each parent index into growth and value segments. Constituents are drawn from the S&P MidCap 400. |
| S&P 400 Mid Cap Index TR | SP400 | The S&P MidCap 400 provides investors with a benchmark for mid-sized companies. The index, which is distinct from the large-cap S&P 500, measures the performance of mid-sized companies, reflecting the distinctive risk and return characteristics of this market segment. |
| S&P 400 Mid Cap Value Index TR | SP400V | This index is a subset of the S&P 400 Mid Cap Index using stocks measured by three factors: the ratios of book value, earnings, and sales to price. S&P Style Indices divide the complete market capitalization of each parent index into growth and value segments. Constituents are drawn from the S&P MidCap 400. |
| S&P 500 Dividend Aristocrats Index TR | SPDARI | Companies in the S&P 500 who have increased their dividends for at least 25 consecutive years. The S&P 500 Dividend Aristocrats index tracks their performance, and is mainly comprised of large, well-known blue-chip companies. Standard & Poors will remove companies from the index if they fail to increase their dividends from the previous year. |
| S&P 500 Equal Weighted Index TR | SP500E | This index is the equal-weight version of the S&P 500. The index includes the same constituents as the capitalization weighted S&P 500, but each company in the S&P 500 EWI is allocated a fixed weight - or 0.2% of the index total at each quarterly rebalance. |
| S&P 500 Equal Weighted Materials TR USD | CP5WMT | Index is the equal-weight version of the widely-used S&P 500. The index includes the same constituents as the capitalization weighted S&P 500, but each company in the S&P 500 EWI is allocated a fixed weight - or 0.2% of the index total at each quarterly rebalance |
| S&P 500 Growth Index TR | SP500G | Contains approximately half of the market capitalization of the S&P 500 index and is typically used as a benchmark comparison for managers and funds that employ a growth oriented investment discipline. Stocks in the S&P 500 are given a growth-value rating based on a multi-factor model looking at three growth factors (earnings per share growth rate, sales per share growth rate, and internal growth rate) and four value factors (book value to price ratio, cash flow to price ratio, sales to price ratio and dividend yield). One-third of the stocks are classified as growth, one-third are classified as value and the remaining third are classified as both growth and value. The index is rebalanced annually. |
| S&P 500 Index NR | SP5NET | The index measures the performance of 500 widely held stocks in US equity market. Standard and Poor's chooses member companies for the index based on market size, liquidity and industry group representation. Included are the stocks of industrial, financial, utility, and transportation companies. Since mid-1989, this composition has been more flexible and the number of issues in each sector has varied. It is market capitalization-weighted. |
| S&P 500 Index PR | SPX | An index of 500 stocks chosen for market size, liquidity and industry grouping, among other factors. The S&P 500 is designed to be a leading indicator of U.S. equities and is meant to reflect the risk/return characteristics of the large cap universe. |
| S&P 500 Index TR | SP500 | A market-value-weighted index that contains 500 U.S. stocks selected on the basis of liquidity, size and representativeness of industry sector. |
| S&P 500 Sec/Real Estate TR | SP5RET | The S&P 500® Real Estate comprises stocks included in the S&P 500 that are classified as members of the GICS® real estate sector. |
| S&P 500 Value Index TR | SP500V | Contains approximately half of the market capitalization of the S&P 500 index and is typically used as a benchmark comparison for managers and funds that employ a value oriented investment discipline. Stocks in the S&P 500 are given a growth-value rating based on a multi-factor model looking at three growth factors (earnings per share growth rate, sales per share growth rate, and internal growth rate) and four value factors (book value to price ratio, cash flow to price ratio, sales to price ratio and dividend yield). One-third of the stocks are classified as growth, one-third are classified as value and the remaining third are classified as both growth and value. The index is rebalanced annually. |
| S&P 500 VIX Mid Term Futures Index TR | SPVIXM | S&P500 VIX Mid-Term Futures Index is an investable index that tracks the outcome of holding a long position in mid-term VIX futures. Long positions are held in the fourth, fifth, sixth, and seventh VIX futures contract months. As the time to expiration of the futures shortens, the position in the fourth month is being constantly rolled over to the seventh month, maintaining constant maturity of 5 months. |
| S&P 500 VIX Short Term Futures Index TR | SPVIXS | The S&P 500® VIX Short-Term Futures Index utilizes prices of the next two near-term VIX futures contracts to replicate a position that rolls the nearest month VIX futures to the next month on a daily basis in equal fractional amounts. This results in a constant one-month rolling long position in first and second month VIX futures contracts. |
| S&P 600 Small Cap Growth Index TR | SP600G | This index is a subset of the S&P 600 Small Cap Index using stocks measured by three factors: sales growth, the ratio of earnings change to price, and momentum. S&P Style Indices divide the complete market capitalization of each parent index into growth and value segments. Constituents are drawn from the S&P 600. |
| S&P 600 Small Cap Index TR | SP600 | The S&P SmallCap 600® measures the small-cap segment of the U.S. equity market. The index is designed to track companies that meet specific inclusion criteria to ensure that they are liquid and financially viable. |
| S&P 600 Small Cap Value Index TR | SP600V | This index is a subset of the S&P 600 Small Cap Index using stocks measured by three factors: the ratios of book value, earnings, and sales to price. S&P Style Indices divide the complete market capitalization of each parent index into growth and value indices. Constituents are drawn from the S&P SmallCap 600. |
| S&P Cmmdity Prdcers Agrbusz Index NR USD | SPCPAN | The S&P Commodity Producers Agribusiness Index includes the largest publicly traded companies involved in agriculture businesses around the world that meet specific investability requirements. |
| S&P Developed Ex US Property Index TR | SPINRE | An unmanaged float adjusted index which defines and measures the investable universe of publicly traded property companies domiciled in developed countries, outside of the United States, that derive more than half of their revenue from property-related activities, such as property ownership, management, development, rental and investment. |
| S&P Developed Property Index TR | SPGLRE | Market capitalization weighted index that aims to present accurate measures of the property and REIT markets around the world, reflecting the risk and return characteristics of this broad universe of stocks on an on-going basis. It includes more than 450 stocks from 24 countries, and provides investors with a comprehensive benchmark that can be used for active or passive management. |
| S&P Emerging BMI NR USD | SPEMNR | Index is a market capitalization weighted index that defines and measures the investable universe of publicly traded companies domiciled in emerging markets. Firms are included within the S&P GlobalBMIif they have a float-adjusted market capitalization of at least US$ 100 million and a minimum annual trading liquidity of US$ 50 million. |
| S&P Global Natural Resources Index | SPGNR | This index includes 90 of the largest publicly-traded companies in natural resources and commodities businesses that meet specific investability requirements, offering investors diversified and investable equity exposure across 3 primary commodity-related sectors: agribusiness, energy, and metals & mining. |
| S&P GSCI TR | SPGSCI | The index measures the performance of general price movements and inflation in the world economy. It is designed to be investable by including the most liquid commodity futures, and provides diversification with low correlations to other asset classes. |
| S&P High Yield Dividend Aristcrts TR USD | SPHYDA | The S&P High Yield Dividend Aristocrats® index is designed to measure the performance of companies within the S&P Composite 1500® that have followed a managed-dividends policy of consistently increasing dividends every year for at least 20 years. |
| S&P LSTA Leveraged Loan Index TR | SPLSTA | The S&P/LSTA U.S. Leveraged Loan Index is designed to reflect the performance of the largest facilities in the leveraged loan market. |
| S&P Municipal Yield TR USD Index | SPMUNY | This index provides a measure of an investing strategy that allocates a specific percentage to bonds rated both above and below investment grade. |
| S&P North American Natural Resources Index TR | SPNANR | A modified cap-weighted index designed as a benchmark for U.S.-traded securities in the natural resources sector. |
| S&P North American Technology PR | SPNATP | The index measures the performance of US traded securities classified under the Global Industry Classification Standard (GICS) technology (sector) and internet retail (sub-industry). |
| S&P North American Technology TR | SPNATT | The index measures the performance of US traded securities classified under the Global Industry Classification Standard (GICS) technology (sector) and internet retail (sub-industry). |
| S&P Preferred Stock Index | SPPREF | The S&P U.S. Preferred Stock Index is designed to serve the investment community's need for an investable benchmark representing the U.S. preferred stock market. Preferred stocks are a class of capital stock that pays dividends at a specified rate and has a preference over common stock in the payment of dividends and the liquidation of assets. |
| S&P S/T National AMT Free Muni Index TR | SPNAMT | The S&P Short Term National AMT-Free Municipal Bond Index includes all bonds in the National Index that have an effective maturity of 1 month to 5 years. Bonds issued by U.S. territories, including Puerto Rico, are excluded from this index. |
| S&P TARGET DATE 2065+ INDEX Total Return in USD | SPT206 | The S&P Target Date 2065+ Index is designed to represent a broadly derived consensus of asset class exposure and glide path for target date year 2065 or later. The index allocates to equities and fixed income at varying levels, according to a pre-determined schedule related to the respective target date. |
| S&P Target Risk Growth TR | SPTRGT | The index measures the performance of fixed income and Equity based on a review of the relative market capitalization of certain benchmark indices as of the rebalancing reference date. It is risk weighted and determined by 60% Equity and 40% Fixed income. |
| S&P US TMI TR USD | SPUTTU | The index measures the performance of all large, mid, small nad micro cap companies and other common equities listed on NYSE (including NYSE Arca), the NYSE Alternext, the NASDAQ Global Select Market, the NASDAQ Global Market and the NASDAQ Capital Market. It is market-capitalisation weighted. |
| Solactive Global Copper Miners | SOLCMT | The Solactive Global Copper Miners Index includes international companies active in exploration, mining and/or refining of copper. The index includes a minimum of 20 and a maximum of 40 members |
| UBS Bloomberg CMCI Composite TR USD | UBCMCI | The index measures the performance of commodity prices and is the first to use up to five constant maturities as well as maintaining broad-based diversification across 27 commodity futures contracts. It reflects the complete pricing picture and all market opinions while, at the same time, reducing negative roll returns. |
| Wells Fargo Hybrid&Pref Secs Finc TR | WAGG | The Wells Fargo® Hybrid and Preferred Securities Index is designed to track the performance of non-convertible, $25 par preferred securities listed on US exchanges. The index is composed of preferred stock and securities that, in Wells Fargos judgment, are functionally equivalent to preferred stock including, but not limited to, depositary preferred securities, perpetual subordinated debt and certain securities issued by banks and other financial institutions that are eligible for capital treatment with respect to such instruments akin to that received for issuance of straight preferred stock. |
| Wilshire 5000 Total Market Index TR | W5000T | A market capitalization-weighted index composed of more than 6,700 publicly-traded companies that meet the following criteria: The companies are headquartered in the United States; The stocks are actively traded on an American stock exchange, and; The stocks have pricing information that is widely available to the public. |
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