Bloomberg barclays fixed income abs indices

Bloomberg Barclays Intermediate Government Index: Is an unmanaged index comprised of all publicly issued, non-convertible domestic debt of the U. The Russell Index includes of the largest U. Treasury that have a remaining maturity of 1 to 10 years. Empire State Manufacturing Index: Gauges the level of activity and expectations for the future among manufacturers in New York. The average maturity as of December 31, was 4.

Anchoring: Anchoring refers to the behavioral tendency to make estimates with a biased relationship toward an initial reference value. Why some investors want a new standard for bonds". Average values are computed over the Index for coupon, current yield, initial spread and price. The Russell Midcap is a subset of the Russell Index. It includes those Russell Index companies with lower price-to-book ratios and lower expected growth values. Government Bond Index: Is a market value weighted index of U.

Bonds are added to the Index and weighted and updated monthly, with a one-month lag. The Wilshire U. The Main Index is a broad, comprehensive, market value-weighted index composed of approximately 55, bond issues that are exempt from U. Momentum: Momentum securities are those whose prices are expected to keep moving in the same direction either up or down and are not likely to change direction in the short-term. It includes investment grade, U. The total return of the Lipper Average does not include the effect of sales charges. The average maturity is approximately 20 years.

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The index only includes securities with maturity between one and ten years. The Bloomberg Barclays Global Aggregate ex-Treasury Index is an unmanaged market index representative of the total-return performance of ex-Treasury major world bond markets. The Russell Value Index measures the performance of small-cap value segment of the U. Treasury securities with maturities of 3 to 4. Aggregate Index. Treasury, agency, investment-grade corporate, and investment-grade international dollar-denominated bonds with maturities longer than 10 years. It excludes zero coupon strips.
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The Bloomberg Barclays Global Aggregate Bond Index formerly Lehman Brothers Global Aggregate Index , an unmanaged market capitalization-weighted benchmark, tracks the performance of investment-grade fixed-income securities denominated in 13 currencies. Indices are rebalanced monthly by market capitalization. It is not possible to invest in an unmanaged index. University of Michigan Consumer Sentiment Index: A measure of consumer confidence based on a monthly telephone survey by the University of Michigan that gathers information on consumer expectations regarding the overall economy. As of the close of May 30, , MSCI implemented an enhanced methodology for the MSCI Global Value and Growth Indices, adopting a two dimensional framework for style segmentation in which value and growth strategies are categorized using different attributes — three for value and five for growth including forward looking variables.
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It includes investment grade, U. April 2, Treasury securities with maturities of 3 to 4. The index reflects reinvestment of all distributions and changes in market prices. Dow Jones U. The bonds must have a dated-date after December 31, and must be at least one year from their maturity date. The index includes bonds of all quality—from "AAA" to non-rated, including defaulted bonds—from all sectors of the municipal bond market.
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Treasury, agency, investment-grade corporate, and investment-grade international dollar-denominated bonds with maturities longer than 10 years. Bloomberg Barclays California Municipal Bond Index: Includes issues in the state of California, which have a minimum credit rating of BAA3, are issued as part of a deal of at least 75 million, have an amount outstanding of at least 7 million, have a maturity of 1 year or greater, and have been issued after December 31, The iMoneyNet First Tier Retail category includes only non-government retail funds that also are not holding any second-tier securities. Morgan Non-Dollar Index: Is a total return, unmanaged trade—weighted index of over government and high-grade bonds in 12 developed countries. Indices are rebalanced monthly by market capitalization.
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Treasury, U. Why some investors want a new standard for bonds". Consumer Confidence Index: Based on a survey by the Conference Board that measures how optimistic or pessimistic consumers are with respect to the economy in the near future. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U. Portfolio holdings of tax-free funds include rated and unrated demand notes, rated and unrated general market notes, commercial paper, put bonds 6 months and less, put bonds over 6 months, alternative minimum tax paper and other tax-free holdings. Lipper Single-State Municipal Debt Funds: Limits its assets to those securities that are exempt from taxation in a specified state double tax-exempt or city triple tax-exempt. July 10,
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Bloomberg barclays fixed income abs indices:

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