Cellulosa AB 4.64% Sw eden S&P Global Timber & Forestry IndexLehmanBrothersGlobalAggregateBondIndex 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
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 LehmanBrothersGlobalAggregateBondIndex 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
AggregateIndex than all other issuers combined. Agency Component of LehmanAggregateIndexLehmanAggregateIndex ABS CMBS MBS Other Agency Bullets Fannie Mae Callables Corporates US Treasury Fannie Mae Bullets Other Agency Callables Agency Source: Lehman ... bondindexes. 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
BONDS = LehmanBrother Composite BondIndex 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
2The Bond Fund Policy Benchmark consists of the LehmanBrothersAggregateBondIndex linked to the LehmanBrothers Long-Term Gov’t/Corp ... Free Index, 15% Morgan Stanley Capital International All Country WorldIndex (MSCI ... in the Equity, Bond and TIPS funds. At June 30, 2004, the net assets of the Balanced Growth
The LehmanBrothersAggregateBondIndex 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
index. The LehmanBrothersAggregateBondIndex is an unmanaged index composed of securities from the LehmanBrothers Government/Corporate BondIndex, Mortgage-Backed ... Materials Utilities Asset Allocation US Equities Non-US Equities USBonds Non-USBonds ... 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
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
year MSCI Bonds Interest Table 3 Asset returns 1997-2001 This table gives the yearly stock returns as measured by the MSCI worldindex, measured in local currency. Bonds is the LehmanBrothersAggregateBondIndex 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
of the LehmanBrothersAggregateBondIndex. 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% LehmanBrothersAggregateBondIndex ... stock segment is managed externally as part of a passively managed index fund