DOCSLIB.ORG

Index Definitions

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Index Definitions Index Definitions Contents 3 Month US Treasury Bill ................................................................................................................................................. 4 12 Month US Treasury Bill ............................................................................................................................................... 4 90 Day US Treasury Bill .................................................................................................................................................... 4 Alerian MLP ..................................................................................................................................................................... 4 Alerian MLP TR ................................................................................................................................................................ 4 Bank of America Merrill Lynch Convertible ex Mandatory ................................................................................................. 4 Bank of America Merrill Lynch Government / Corporate 1-5 Year ..................................................................................... 4 Bank of America Merrill Lynch High Yield Bond ................................................................................................................ 4 Bank of America Merrill Lynch High Yield Master II ........................................................................................................... 4 Bank of America Merrill Lynch Municipal 1-12 Year ......................................................................................................... 4 Bank of America Merrill Lynch Municipal Core California ................................................................................................. 5 Bank of America Merrill Lynch US Government / Corporate 1-3 Year ................................................................................ 5 Bank of America Merrill Lynch US Preferred Stock Fixed Rate ........................................................................................... 5 Bank of America Merrill Lynch US T-Bills 0-3 Months ........................................................................................................ 5 Barclays Capital 1-3 Year Government / Credit Bond ........................................................................................................ 5 Barclays Capital 1-3 Year Treasury ................................................................................................................................... 5 Barclays Capital 3 Year Municipal Bond ........................................................................................................................... 5 Barclays Capital 5 Year Municipal Bond ........................................................................................................................... 5 Barclays Capital 7 Year Municipal Bond ........................................................................................................................... 5 Barclays Capital 10 Year Municipal .................................................................................................................................. 5 Barclays Capital 20 Year Municipal Bond ......................................................................................................................... 5 Barclays Capital Aggregate Bond ..................................................................................................................................... 5 Barclays Capital Corporate High Yield .............................................................................................................................. 5 Barclays Capital Emerging Market USD Aggregate Bond .................................................................................................. 5 Barclays Capital Euro Aggregate Bond ............................................................................................................................. 5 Barclays Capital Global Aggregate Bond .......................................................................................................................... 6 Barclays Capital Global Aggregate Bond ex US ................................................................................................................. 6 Barclays Capital Government Bond .................................................................................................................................. 6 Barclays Capital Government / Credit Bond ...................................................................................................................... 6 Barclays Capital Government / Corporate A+ Bond .......................................................................................................... 6 Barclays Capital Government – Long Term ....................................................................................................................... 6 Barclays Capital Intermediate Government Bond .............................................................................................................. 6 Barclays Capital Intermediate Government / Credit Bond .................................................................................................. 6 Barclays Capital Long Government / Credit ...................................................................................................................... 6 Barclays Capital Mortgages Bond ..................................................................................................................................... 6 Barclays Capital Municipal 1 Year .................................................................................................................................... 6 Barclay's Capital Municipal Bond ..................................................................................................................................... 7 Barclays Capital US Aggregate Government / Credit Bond ................................................................................................ 7 Barclays Capital US Convertibles ...................................................................................................................................... 7 Barclays Capital US Corporate High Yield ......................................................................................................................... 7 Barclays Capital US Credit Bond ....................................................................................................................................... 7 1 Barclays Capital US Government Bond ............................................................................................................................. 7 Barclays Capital US Government / Credit Float Adjusted 1-5 Year Bond ............................................................................ 7 Barclays Capital US Government / Credit Float Adjusted 5-10 Year Bond .......................................................................... 7 Barclays Capital US Government Inflation Linked Bond ..................................................................................................... 7 Barclays Capital US Mortgage Backed Securities (MBS) ..................................................................................................... 7 Barclays Capital US Municipal Bond ................................................................................................................................. 7 Barclays Capital US Municipal High Yield ......................................................................................................................... 7 Barclays Capital US Treasury Bond 3-7 Year Term............................................................................................................. 8 Barclays Capital Yankee Bond .......................................................................................................................................... 8 Bloomberg Barclays 1-3 Month Treasury-Bill .................................................................................................................... 8 Bloomberg Precious Metals .............................................................................................................................................. 8 CBOE Buy/Write Monthly ................................................................................................................................................. 8 CBOE S&P 500 Put / Write ............................................................................................................................................... 8 Citigroup 30 day T-bill + 3% ........................................................................................................................................... 8 Citigroup 30 day T-bill ..................................................................................................................................................... 8 Citigroup World Government Bond ................................................................................................................................. 8 Credit Suisse Liquid Alternative Beta ................................................................................................................................ 8 Credit Suisse Long/Short Liquid .......................................................................................................................................
Load more

Recommended publications
  • Goldman Sachs Presentation to Bank of America Merrill Lynch Banking and Financial Services Conference
    Goldman Sachs Presentation to Bank of America Merrill Lynch Banking and Financial Services Conference Harvey M. Schwartz Chief Financial Officer November 17, 2015 Cautionary Note on Forward-Looking Statements Today’s presentation and any presentation summary on our website may include forward-looking statements. These statements are not historical facts, but instead represent only the Firm’s beliefs regarding future events, many of which, by their nature, are inherently uncertain and outside of the Firm’s control. It is possible that the Firm’s actual results and financial condition may differ, possibly materially, from the anticipated results and financial condition indicated in these forward-looking statements. For a discussion of some of the risks and important factors that could affect the Firm’s future results and financial condition, see “Risk Factors” in our Annual Report on Form 10-K for the year ended December 31, 2014. You should also read the forward-looking disclaimers in our Form 10-Q for the quarterly period ended September 30, 2015, particularly as it relates to capital and leverage ratios, and information on the calculation of non-GAAP financial measures that is posted on the Investor Relations portion of our website: www.gs.com. The statements in the presentation are current only as of its date, November 17, 2015. Investing & Lending Segment Debt and Equity Forward Overview Loans Investments Outlook Average Firmwide Net Revenues 2010 to 2015YTD1 Investing & Lending Includes lending to clients across the firm as well as
    [Show full text]
  • Vanguard Total Stock Market Index Fund
    Fact sheet | June 30, 2021 Vanguard® Vanguard Total Stock Market Index Fund Domestic stock fund | Institutional Plus Shares Fund facts Risk level Total net Expense ratio Ticker Turnover Inception Fund Low High assets as of 04/29/21 symbol rate date number 1 2 3 4 5 $269,281 MM 0.02% VSMPX 8.0% 04/28/15 1871 Investment objective Benchmark Vanguard Total Stock Market Index Fund seeks CRSP US Total Market Index to track the performance of a benchmark index that measures the investment return of the Growth of a $10,000 investment : April 30, 2015—D ecember 31, 2020 overall stock market. $20,143 Investment strategy Fund as of 12/31/20 The fund employs an indexing investment $20,131 approach designed to track the performance of Benchmark the CRSP US Total Market Index, which as of 12/31/20 represents approximately 100% of the 2011 2012 2013 2014 2015* 2016 2017 2018 2019 2020 investable U.S. stock market and includes large-, mid-, small-, and micro-cap stocks regularly traded on the New York Stock Exchange and Annual returns Nasdaq. The fund invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in the aggregate, approximates the full Index in terms of key characteristics. These key characteristics include industry weightings and market capitalization, as well as certain financial measures, such as Annual returns 2011 2012 2013 2014 2015* 2016 2017 2018 2019 2020 price/earnings ratio and dividend yield. Fund — — — — -3.28 12.69 21.19 -5.15 30.82 21.02 For the most up-to-date fund data, Benchmark — — — — -3.29 12.68 21.19 -5.17 30.84 20.99 please scan the QR code below.
    [Show full text]
  • Gauging Your Investments with Performance Benchmarks
    Gauging Your Investments with Performance Benchmarks One way to evaluate your investments objectively is to use industry-standard performance benchmarks. A benchmark is a market index or average that allows you to compare the performance of your stocks, bonds, or mutual funds against similar investments. Here are some of the most well-known and widely used investment benchmarks: Stock Benchmarks Dow Jones Industrial Average (DJIA). The oldest and most widely quoted market indicator. It reflects the price-weighted average of 30 actively traded blue chip stocks, mostly industrials, that generally represent 15% to 20% of the New York Stock Exchange (NYSE) total market value. (In a price- weighted index, higher priced stocks carry more weight than lower priced issues.) The mix of individual stocks changes occasionally. Standard and Poor’s 500 Index (S&P 500). A market value-weighted index that reflects changes in the aggregate market value of 500 stocks compared to the base period of 19411943. The S&P 500 consists mainly of New York Stock Exchange industrials, although it also includes transportation, utility, and financial stocks traded on the American Stock Exchange (AMEX), as well as over-the-counter (OTC). National Association of Securities Dealers Automated Quotation (NASDAQ) Composite Index. A broader measure of market activity than the DJIA or the S&P 500, this market value-weighted index tracks the prices of all securities traded on the NASDAQ Stock Market. The NASDAQ specializes in emerging companies, such as technology, telecommunications, and even electronic commerce. Market values are computed by multiplying the most recent sale price of the stock with the total number of outstanding shares.
    [Show full text]
  • OTP Morning Brief
    22 JUNE 2021 OTP Morning Brief • Western Europe's stock markets picked up, benefiting from Christine Lagarde's words • The sentiment improved in the USA, despite Fed officials' continued hints at monetary tightening • The EUR/HUF sank near 353 yesterday, when the MNB governor's hawkish article was published. • The MNB is expected to raise interest rates today; its size may determine the HUF's exchange rate. • Most of Asia's indices headed higher today; Brent climbed to USD 75 www.otpresearch.com 1 22 JUNE 2021 Western Europe's stock exchanges shifted into higher gear on Christine Lagarde’s words Western Europe's stock markets started the week with gains: Germany's DAX jumped 1.0%, reversing Friday's fall, the UK's FTSE rose by 0.6%, and the Stoxx600 closed 0.7% higher. It was the words of Christine Lagarde, the ECB's President, that set markets in motion. Speaking at a hearing in the European Parliament, she spoke about maintaining loose monetary conditions and dispelled fears about the spill-over effects of US inflation in Europe. Cyclical sectors have risen; the winners of the day in the Stoxx600 were vehicle manufacturers, chemical, and materials stocks. Retail companies also did well: the UK-based Morrisons food chain skyrocketed 35% after rejecting a GBP 5.5bn takeover bid from Clayton, Dubilier & Rice. Their rivals also jumped: Tesco advanced 1.7%, and Sainbury’s surged 3.8%. The Stoxx600 Health Sector Index stagnated, even though CureVac plummeted more than 10% on suspicion of insider trading; last week, the biopharmaceutical's stock price of fell as clinical trials pointed to low efficacy of its covid vaccine.
    [Show full text]
  • Market Preview Domestic Indices Market
    24-AUG-2021 Domestic Indices Market wrap up Domestic indices The domestic equity benchmarks managed to close with decent index Close Prv close %Chg gains after a volatile session on Monday. The Nifty closed just NIFTY 50 16,496.5 16,450.5 0.28 NIFTY SMALLCAP 50 4820.55 4928.35 -2.19 shy of the 16,500 mark. IT stocks climbed while auto and metal NIFTY MIDCAP 50 7,186.8 7,238.4 -0.71 shares tumbled.The barometer index, the S&P BSE Sensex, NIFTY SMALLCAP 250 8350.15 8518.7 -1.98 advanced 226.47 points or 0.41% to 55,555.79. The Nifty 50 NIFTY BANK 35,124.4 35,033.9 0.26 index gained 45.95 points or 0.28% to 16,496.45.Bajaj Finserv , NIFTY NEXT 50 39220.15 39381.85 -0.41 NIFTY METAL 5,291.3 5,336.0 -0.84 Nestle India , Bharti Airtel, Bajaj Finance and Reliance Industries INDIA VIX 13.69 14.02 -2.35 supported the indices.Mahindra & Mahindra , Bajaj Auto , Global indices UltraTech Cement and ITC were major drags. In th broader market, the BSE Mid-Cap index fell 0.90% index Close Prv close %Chg Global Market NASDAQ 13,192.0 13,119.0 0.56% Wall Street rallied on Monday, and the Nasdaq reached an all- DOW 28,323.4 28,391.4 -0.24% time closing high as sentiment was boosted by full FDA approval CAC 40 5,769.0 5,765.0 1.16% DAX 13,884.0 13,786.0 0.71% of a COVID-19 vaccine and market participants looked ahead to NIKKEI 29,452.0 28,966.0 2.41% the Jackson Hole Symposium expected to convene later this HANG SENG 26,016.2 25,709.2 1.18% week.The Dow Jones Industrial Average rose 215.63 points, or NYSE 2,072.2 2,077.2 -0.24% 0.61%, to 35,335.71, the S&P 500 gained 37.86 points, or 0.85%, FTSE 6,553.0 6,483.0 1.07% to 4,479.53 and the Nasdaq Composite added 227.99 points, or As on 8.00 IST 1.55%, to 14,942.65.Shares in Asia-Pacific largely rose in NiftyMarket Watch Snapshot Tuesday morning trade .
    [Show full text]
  • Merrill Edge Select Funds1 Listing Created As of April 26, 2013
    Merrill Edge SelectTM Funds Merrill Edge Select Funds1 Listing created as of April 26, 2013. To help simplify your investing experience, Merrill Lynch investment professionals have developed a proprietary screening process based on quantitative analyses for mutual funds offered through Merrill Edge. Each quarter we take into account risk and performance measures to highlight up to five no-load and load waived funds with no transaction fees for each fund category. Generally, no one metric determines the outcome of any selection, and metrics may have different weights in the filtering process. The Merrill Edge Select Funds are ranked by information ratio and displayed alphabetically. Visit merrilledge.com for details on Merrill Edge Select Funds selection criteria. Domestic Equity Fund Name Security Symbol Asset Class Large-Cap Growth JOHN HANCOCK US GLOBAL LEADERS USGLX Domestic Equity GROWTH FD T ROWE PRICE BLUE CHIP GROWTH FD TRBCX Domestic Equity TCW SELECT EQUITIES FUND TGCNX Domestic Equity T ROWE PRICE GROWTH STOCK FUND PRGFX Domestic Equity ALGER SPECTRA FUND SPECX Domestic Equity Large-Cap Value T ROWE PRICE VALUE FUND TRVLX Domestic Equity NUVEEN DIVIDEND VALUE FUND FFEIX Domestic Equity AMERICAN CENTURY INCOME & GROWTH BIGRX Domestic Equity FD NLD JOHN HANCOCK DISCIPLINED VALUE FUND JVLAX Domestic Equity RIDGEWORTH LARGE CAP VALUE EQUITY SVIIX Domestic Equity FUND © 2013 Bank of America Corporation. All rights reserved. I ARD6A740 I 4/2013 Domestic Equity cont. Fund Name Security Symbol Asset Class Mid-Cap Growth HIGHMARK GENEVA
    [Show full text]
  • Current Fact Sheet
    Quarter 2, 2021 Mondrian U.S. Small Cap Equity Fund MPUSX Fund Objective Fund Performance The Fund seeks long-term total return. Since Quarter YTD 1 Year Inception * Fund Strategy Mondrian U.S. Small Cap Equity Fund 0.65%14.50% 44.76% 10.85% The Fund invests primarily in equity securities of U.S. Russell 2000 4.29%17.54% 62.03% 23.05% small-capitalization companies. Mondrian applies a Russell 2000 Value 4.56%26.69% 73.28% 18.77% defensive, value-oriented process that seeks to * Fund Inception December 17, 2018. Periods over one year are annualized identify undervalued securities that we believe will The performance data quoted represents past performance. Past performance is provide strong excess returns over a full market no guarantee of future results. The investment return and principal value of an cycle. investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost and current performance may be lower or higher than performance quoted. For performance data current to the most Fundamental research is strongly emphasized. recent month end, please call 888-832-4386. Extensive contact with companies enhances Sector Allocation qualitative and quantitative desk research, both prior to the purchase of a stock and after its 37.9% Industrials inclusion in the portfolio. 14.3% Information 23.6% The Fund is subject to market risks. Mondrian’s Technology 13.6% 11.8% approach focuses on providing a rate of return Materials meaningfully greater than the client’s domestic rate 3.8% 11.1% of inflation.
    [Show full text]
  • Natwest, Lloyds Bank and Barclays Pilot UK's First Business Banking Hubs
    NatWest, Lloyds Bank and Barclays pilot UK’s first business banking hubs NatWest, Lloyds Bank and Barclays have announced that they will pilot the UK’s first shared business banking hubs. The first hub will open its door in Perry Barr, Birmingham today. The pilot will also see five other shared hubs open across the UK in the coming weeks The hubs have been specifically designed to enable businesses that manage cash and cheque transactions to pay in large volumes of coins, notes and cheques and complete cash exchange transactions. They will be available on a trial basis to pre-selected business clients in each local area and will offer extended opening times (8am to 8pm) 7 days a week, providing business and corporate customers more flexibility to manage their day-to-day finances. The hubs will be branded Business Banking Hub and they have been designed to enable business customers from Natwest, Lloyds Bank and Barclays to conduct transactions through a shared facility. Commenting on the launch of the pilot, Deputy CEO of NatWest Holdings and CEO of NatWest Commercial and Private Banking Alison Rose said: “We have listened to what our business customers really want from our cash services. It is now more important than ever that we continue to offer innovative services, and we are creating an infrastructure that allows small business owners and entrepreneurs to do what they do best - run their business. I look forward to continued working with fellow banks to ensure the UK's businesses are getting the support they deserve." Commenting on the support this will provide businesses, Paul Gordon, Managing Director of SME and Mid Corporates at Lloyds Bank Commercial Banking said: “SMEs are the lifeblood of the UK economy.
    [Show full text]
  • Does International Diversification Pay?
    Does International Diversification Pay? Vivek Bhargava1, Daniel K. Konku2, and D. K. Malhotra3 Advances in computer and telecommunications technology have contributed to the emergence of more integrated global financial markets, allowing for the dissemination of information and the execution of transactions on a real-time basis around the clock and around the globe. To determine if an investor can gain additional diversification benefits by investing in today’s increasingly integrated global financial markets, returns on four different indexes—Standard & Poor’s Composite 500 (S&P 500); Morgan Stanley Capital International (MSCI) World Index; Europe, Australia, and Far East (EAFE) Index; and the MSCI Europe Index—are analyzed for a 22-year period, from 1978 to 2000. Although the benefits from international diversification are decreasing, an investor is better off investing a portion of his or her portfolio in international markets, especially the European markets. Keywords: Diversification, Mutual fund selection, Risk reduction Introduction The objective of this paper is to determine whether an Globalization of financial markets is one of the most investor today can still gain diversification benefits significant economic developments over the last by investing in international markets. The monthly decade. Advances in computer and returns of four different indexes--Standard & Poor’s telecommunications technology contributed to the 500 (S&P 500); Morgan Stanley Capital International emergence of global financial markets, permitting the (MSCI) World Index; the Europe, Australia and Far dissemination of information and execution of East (EAFE) Index; and the MSCI Europe Index— transactions on a real-time basis around the clock and are analyzed over a 22-year period, from 1978 to around the globe.
    [Show full text]
  • Invest in Your Retirement—And Yourself—Today, with Help from Comcast Corporation Retirement-Investment Plan and Fidelity
    Comcast Corporation Retirement-Investment Plan Invest in your retirement—and yourself—today, with help from Comcast Corporation Retirement-Investment Plan and Fidelity. YOUR GUIDE TO GETTING STARTED Invest some of what you earn today for what you plan to accomplish tomorrow. Dear Comcaster: It is our pleasure to offer you the opportunity to participate in the Comcast Corporation Retirement- Investment Plan (the ’Comcast Plan’). Your retirement savings plan offers a convenient, tax-deferred way to save for retirement. As an eligible employee of Comcast Corporation, you will be automatically enrolled in the Plan at a contribution rate of 3% of your pretax eligible earnings. Benefit from: Matching contributions. Comcast helps your contributions grow by matching your 401(k) contributions. Convenience. Your contributions are automatically deducted regularly from your paycheck. Tax-deferred savings opportunities. You pay no taxes on any earnings until you withdraw them from your account, enabling you to keep more of your money working for you now. Tax savings now. Your pretax contributions are deducted from your pay before income taxes are taken out. This means that you can actually lower the amount of current income taxes withheld each period. It could mean more money in your take-home pay versus saving money in a taxable account. Portability. You can roll over eligible savings from a previous employer into this Plan. You can also take your vested account balance with you if you leave the company. Automatic annual increases. Save a little more each year, the easy way — the Annual Increase Program automatically increases your contribution rate by 1% each year up to 10% of your pretax eligible earnings.
    [Show full text]
  • MSCI EAFE All Cap Index (USD)
    MSCI EAFE All Cap Index (USD) The MSCI EAFE All Cap Index is an equity index which captures large, mid, small and micro cap representation across Developed Markets countries* around the world, excluding the US and Canada. With 8,088 constituents, the index covers approximately 99% of the free float-adjusted market capitalization in each country. CUMULATIVE INDEX PERFORMANCE — NET RETURNS (USD) ANNUAL PERFORMANCE (%) (NOV 2007 – AUG 2021) MSCI EAFE MSCI World Year All Cap MSCI EAFE All Cap 300 MSCI EAFE All Cap 2020 8.67 7.82 15.97 2019 22.38 22.01 27.40 MSCI EAFE 262.28 MSCI World All Cap 2018 -14.50 -13.79 -9.52 2017 26.35 25.03 22.51 200 2016 1.29 1.00 8.24 2015 0.62 -0.81 -0.78 158.80 2014 -4.86 -4.90 4.44 149.91 2013 23.62 22.78 27.45 2012 17.56 17.32 16.03 100 2011 -12.62 -12.14 -6.13 2010 9.55 7.75 13.74 2009 33.47 31.78 31.83 2008 -43.83 -43.38 -40.97 0 Nov 07 Jan 09 Mar 10 May 11 Jun 12 Aug 13 Oct 14 Dec 15 Jan 17 Mar 18 May 19 Jul 20 Aug 21 INDEX PERFORMANCE — NET RETURNS (%) (AUG 31, 2021) FUNDAMENTALS (AUG 31, 2021) ANNUALIZED Since 1 Mo 3 Mo 1 Yr YTD 3 Yr 5 Yr 10 Yr Nov 30, 2007 Div Yld (%) P/E P/E Fwd P/BV MSCI EAFE All Cap 1.94 1.59 27.30 12.03 9.20 10.09 7.74 3.42 2.35 20.82 na 1.82 MSCI EAFE 1.76 1.38 26.12 11.58 9.00 9.72 7.34 2.99 2.43 20.10 15.76 1.93 MSCI World All Cap 2.48 5.30 31.25 17.81 14.48 14.65 12.10 7.26 1.64 24.91 na 3.04 INDEX RISK AND RETURN CHARACTERISTICS (AUG 31, 2021) ANNUALIZED STD DEV (%) 2 SHARPE RATIO 2 , 3 MAXIMUM DRAWDOWN Turnover Since 1 3 Yr 5 Yr 10 Yr 3 Yr 5 Yr 10 Yr Nov 30, (%) Period YYYY-MM-DD
    [Show full text]
  • Web Updation FAQ's Version 3
    FAQ’S for Barclaycard customers 1. Customer: How do I know when my Standard Chartered Bank Credit Card will become active? There is an Instructions letter with your new card that instructs the date on which your new Standard Chartered Bank Credit Card will become active and your Barclaycard will become inactive. A sms will also be sent to you before the activation of your new Standard Chartered Bank Credit Card. 2. Customer: I not received any card from Standard Chartered Bank after I received the Welcome Letter at the end of February 2012? We are dispatching cards in batches. You will receive an SMS from Standard Chartered Bank when your card is dispatched to you. The SMS will contain details of the Airway Bill No. of the courier which you can use to track your card. In case, you do not receive this SMS or your card by the 1st week of June, please write to Customer Care at [email protected] or call Standard Chartered Bank phone banking at the following numbers http://www.standardchartered.co.in/personal/ways-to-bank/en/phone-banking12.html 3. Customer: Do I need to give details about my account again or will it be transferred automatically? You do not need to do anything as all the information that is currently with Barclays bank will be transferred to Standard Chartered Bank in order to have your new card account set up. However if you have set up ECS/SI instructions on your current Barclaycard, then once you have received the new Standard Chartered Bank Credit Card please call the number at the back of your new Standard Chartered Bank Credit Card to provide ECS/SI instructions.
    [Show full text]