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Data & statistics on Lehman Brothers Global Aggregate Bond Index – 10977 results
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Lehman Brothers Global Aggregate Bond Index
60 more results from this site ▶

Lehman Brothers Global Aggregate Bond Index

www2.standardandpoors.com/spf/pdf/index/Thematics_2009Jan.pdf

Cellulosa AB 4.64% Sw eden S&P Global Timber & Forestry Index Lehman Brothers Global Aggregate Bond Index S&P Global 1200 6 Month CD Dec-03 Jun-04 Dec-04 Jun-05 Dec-05 Jun ...
canada, finland, japan, united states, world ...
Tickers B l o o m b e rg S P GT T F S P GT T FT S P GT T FE S P GT T FT E S P GT T FN S P GT T FN E R e u te r s U SD PR U SD TR EU RO PR E U R O TR U SD NT R EU RO NT R U SD PR U SD TR EU RO PR EU RO T R U S D N TR EU RO NT

Jan 2008 | Standard and Poors – 60 more results from this site
Original Url: http://www2.standardandpoors.com/spf/pdf/index/Thematics_2009Jan.pdf
Lehman Brothers Global Aggregate Bond Index
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Lehman Brothers Global Aggregate Bond Index

www-eq.standardandpoors.com/spf/pdf/index/Alternative_Assets_2009Jan.pdf

The S&P Listed Private Equity Index is designed to provide tradable exposure to the leading private equity companies listed in developed market exchanges. Portfolio Statistics Portfolio Characteristics Lehman Brothers Global Aggregate Bond Index 6 Month ...
The S&P MLP Index is designed to provide exposure to leading energy related partnerships that trade on major U.S exchanges. The index includes both master limited ...
Energy Energy Energy Energy Energy Energy Energy Energy S&P MLP Index S&P Global 1200

Jan 2008 | www-eq.standardandpoors.com – 24 more results from this site
Original Url: http://www-eq.standardandpoors.com/spf/pdf/index/Alternative_Assets_2009Jan.pdf
Fannie Mae callable notes in the broad bond indexes The larger issue sizes of much of Fannie Mae’s callable issuance means that these issues are included in the agency components of the broad bond indexes such as the Lehman Brothers Bond Index, which has a minimum issue size requirement of $150 million. Figure 2 illustrates the breakdown of the agency component of the Lehman Index. It shows that Fannie ...
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Fannie Mae callable notes in the broad bond indexes The larger issue sizes of much of Fannie Mae’s callable issuance means that these issues are included in the agency components of the broad bond ...

www.fanniemae.com/markets/debt/pdf/fundingnotes_2_00.pdf

Aggregate Index than all other issuers combined. Agency Component of Lehman Aggregate Index Lehman Aggregate Index ABS CMBS MBS Other Agency Bullets Fannie Mae Callables Corporates US Treasury Fannie Mae Bullets Other Agency Callables Agency Source: Lehman ...
bond indexes. Typically, the minimum size that Fannie Mae is prepared to entertain ...
mum size requirement of $150 million for an issue to be included in the index. For these reasons, the funding group at Fannie Mae strongly encourages this type of coordination

Jan 2000 | Untitled Document – 160 more results from this site
Original Url: http://www.fanniemae.com/markets/debt/pdf/fundingnotes_2_00.pdf
Most financial assets are positively correlated. Even real estate investment trusts (“REITs”) exhibit positive correlation to the S&P 500 and the Lehman Brother Bond Index, based on correlation coefficients calculated on year-end changes in each index.

Most financial assets are positively correlated. Even real estate investment trusts (“REITs”) exhibit positive correlation to the S&P 500 and the Lehman Brother Bond Index, based on correlation ...

www.fivestates.com/articles/FiveStates_Overview2005.pdf

BONDS = Lehman Brother Composite Bond Index REIT = NAREIT Index ...
to react similarly to macroeconomic variables. For example, U.S. stocks and bonds both ...
rates. Oil prices rise in response to many negative world events and decline

Sep 2005 | Five States Energy Company LLC
Original Url: http://www.fivestates.com/articles/FiveStates_Overview2005.pdf
2The Bond Fund Policy Benchmark consists of the Lehman Brothers Aggregate Bond Index linked to the Lehman Brothers Long-Term Gov’t/Corp
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2The Bond Fund Policy Benchmark consists of the Lehman Brothers Aggregate Bond Index linked to the Lehman Brothers Long-Term Gov’t/Corp

www.universityofcalifornia.edu/regents/regmeet/nov04/512attach3.pdf

2The Bond Fund Policy Benchmark consists of the Lehman Brothers Aggregate Bond Index linked to the Lehman Brothers Long-Term Gov’t/Corp ...
Free Index, 15% Morgan Stanley Capital International All Country World Index (MSCI ...
in the Equity, Bond and TIPS funds. At June 30, 2004, the net assets of the Balanced Growth

Jan 2004 | University of California Systemwid – 28 more results from this site
Original Url: http://www.universityofcalifornia.edu/regents/regmeet/nov04/512attach3.pdf
The performance of the sectors that comprise the broad domestic bond market. The percentage below each bar indicates the sector's weight within the Lehman Brothers Aggregate Bond Index at quarter-end.
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The performance of the sectors that comprise the broad domestic bond market. The percentage below each bar indicates the sector's weight within the Lehman Brothers Aggregate Bond Index at quarter-end.

portal.countyofventura.org/pls/portal/docs/PAGE/VCERA/INVESTMENTS/4q05perfrpt.pdf

The Lehman Brothers Aggregate Bond Index is a broad measure of the U.S. fixed ...
Knupp + Associates MSCI ALL COUNTRY WORLD EX-U.S. INDEX GEOGRAPHIC ALLOCATION ...
and includes credit card, auto, and home equity loan-backed securities. U.S. TREASURY YIELD

Feb 2006 | portal.countyofventura.org – 62 more results from this site
Original Url: http://portal.countyofventura.org/pls/portal/docs/PAGE/VCERA/INVESTMENTS/4q05perfrpt.pdf
S&P 500 Index Lehman Brothers Aggregate Bond Index $37.1 billion

S&P 500 Index Lehman Brothers Aggregate Bond Index $37.1 billion

www6.ingretirementplans.com/SponsorExtranet/Pierce/PlanEnhancementBooklet.pdf

index. The Lehman Brothers Aggregate Bond Index is an unmanaged index composed of securities from the Lehman Brothers Government/Corporate Bond Index, Mortgage-Backed ...
Materials Utilities Asset Allocation US Equities Non-US Equities US Bonds Non-US Bonds ...
Average annual total returns † 1 Yr Inception Qtr 3 Yr 5 Yr 10 Yr Fund Index N/A N/A N/A Index † Return Not Annualized

Aug 2004 | ING
Original Url: http://www6.ingretirementplans.com/SponsorExtranet/Pierce/PlanEnhancementBooklet.pdf
T-stat of the Alpha of Time Series Momentum Trend Strategies with Different Look-Back and Holding Periods Reported are the t-statistics of the alphas (intercepts) from time series regressions of the returns of time series momentum or trend strategies over various look-back and holding periods on the following factor portfolios: MSCI World equity market index, Lehman Brothers bond market index, Goldman ...

T-stat of the Alpha of Time Series Momentum Trend Strategies with Different Look-Back and Holding Periods Reported are the t-statistics of the alphas (intercepts) from time series regressions of the ...

pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf

Holding Period (Months) Panel A: All Assets onths) Lookback Period (M Panel B: Commodity Futures onths) Lookback Period (M Panel C: Equity Index Futures onths) Lookback Period (M Panel D: Bond Futures onths) Lookback Period (M Panel E: Currency

Aug 2010 | Leonard N. Stern School of Business, NYU
Original Url: http://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf
Asset returns 1997-2001 This table gives the yearly stock returns as measured by the MSCI world index, measured in local currency. Bonds is the Lehman Brothers Aggregate Bond Index return. Interest is the 1-Year Treasury Constant Maturity Rate.

Asset returns 1997-2001 This table gives the yearly stock returns as measured by the MSCI world index, measured in local currency. Bonds is the Lehman Brothers Aggregate Bond Index return. Interest is ...

www.dnb.nl/en/binaries/wo0728_tcm47-146019.pdf

year MSCI Bonds Interest Table 3 Asset returns 1997-2001 This table gives the yearly stock returns as measured by the MSCI world index, measured in local currency. Bonds is the Lehman Brothers Aggregate Bond Index return. Interest is the 1-Year ...
– 19 – CONCLUSION In this paper I have introduced a simple mean-shortfall model for the investment decision of a defined benefit(DB) pension fund. Shortfall was measured relative to the real (indexed) value of the liabilities. A V-shaped policy was found ...
world

Jan 2001 | De Nederlandsche Bank
Original Url: http://www.dnb.nl/en/binaries/wo0728_tcm47-146019.pdf
60% Wilshire 5000 Investable/35% Lehman Brothers Aggregate Bond Index/ 5% 3 Month T-Bill Composite. Prior to July 1, 2001, the 60% equity portion of the benchmark was composed of the Wilshire 5000.
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60% Wilshire 5000 Investable/35% Lehman Brothers Aggregate Bond Index/ 5% 3 Month T-Bill Composite. Prior to July 1, 2001, the 60% equity portion of the benchmark was composed of the Wilshire 5000.

www.sbi.state.mn.us/publications/2002AnnualReport.pdf

of the Lehman Brothers Aggregate Bond Index. The Income Share Account provided a return ...
F i g u r e 2 6 . In c o m e S h a r e A c c o u n t F Y 1 9 9 8 - 2 0 0 2 Inc ome Share Compos ite* Percent 3 Y r. 5 Y r. Annualized 3 Yr. 5 Yr. Income Share Composite* * 60% Wilshire 5000 Investable/35% Lehman Brothers Aggregate Bond Index ...
stock segment is managed externally as part of a passively managed index fund

Jan 2001 | Minnesota State Board of Investmen – 36 more results from this site
Original Url: http://www.sbi.state.mn.us/publications/2002AnnualReport.pdf
Related searches: return fund versus the lehman brothers u.s. aggregate index, hit performance versus lehman aggregate bond index, discount retailers japan, alternative energy index, lehman brothers aggregate bond index

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