The Bloomberg 1-5 Year U. S. TIPS Index is an unmanaged index composed of U.S. Treasury Inflation-Protected Securities-rated investment grade and have at least $250 million par amount outstanding.
The Bloomberg Intermediate U.S. Aggregate Bond Index is an unmanaged index that measures the performance of the U.S. investment grade bond market while removing the longer maturity portions of the broad market benchmarks. The index invests in a wide spectrum of public, investment-grade, taxable, fixed-income securities in the United States—including government, corporate, and international dollar-denominated bonds, as well as mortgage-backed and asset-backed securities, all with maturities of more than one year.
The Bloomberg U.S. Aggregate Bond Index (formerly Lehman Brothers U.S. Aggregate Bond Index) is a benchmark index composed of U.S. securities in Treasury, government-related, corporate, and securitized sectors. It includes securities that are of investment-grade quality or better, have at least one year to maturity, and have an outstanding par value of at least $250 million.
The Bloomberg Short U.S. Treasury 9-12 Month Index measures the performance of U.S. Treasury securities that have a remaining maturity between one and 12 months.
The ICE BofA U.S. High Yield Constrained Index measures the performance of high-yield bonds.
The ICE BofA 1-3 Year U.S. Treasury Index is an unmanaged index that tracks the performance of the direct sovereign debt of the U. S. government having a maturity of at least one year and less than three years. It is not possible to invest directly in an unmanaged index.
The ICE BofA 3-Month Deposit Offer Rate Constant Maturity Index is based on the assumed purchase of a synthetic instrument having three months to maturity and with a coupon equal to the closing quote for 3-Month LIBOR. That issue is sold the following day (priced at a yield equal to the current day closing 3-Month LIBOR rate) and is rolled into a new 3-Month instrument. The index, therefore, will always have a constant maturity to exactly three months.
The ICE BofA U.S. 3-Month Treasury Bill Index is an unmanaged market index of U.S. Treasury securities maturing in 90 days that assumes reinvestment of all income.
The J.P. Morgan Collateralized Loan Obligation (CLO) Index is the first total return benchmark for broadly syndicated arbitrage U.S. CLO debt.
The J.P. Morgan EMBI Global Diversified Index tracks the performance of external debt instruments (including U.S. dollar-denominated and other external-currency-denominated Brady bonds, loans, Eurobonds, and local market instruments) in the emerging markets.
The J.P. Morgan GBI-EM Global Diversified Index tracks the performance of local-currency bonds issued by emerging-market governments.
The MSCI ACWI ex USA Investable Market Index (IMI) captures large-, mid-, and small-cap representation across 22 of 23 developed markets (DM) countries (excluding the United States) and 24 emerging markets (EM) countries. With 6,739 constituents, the index covers approximately 99% of the global equity opportunity set outside the U.S.
The MSCI All Country World ex U.S. Index includes both developed market and emerging market countries, excluding the United States.
The MSCI All Country World Index is a market capitalization weighted index composed of over 2,000 companies, and is representative of the market structure of 48 developed and emerging market countries in North and South America, Europe, Africa, and the Pacific Rim. The index is calculated with net dividends reinvested in U.S. dollars.
The MSCI Frontier Emerging Markets Index captures large- and mid-cap equities across more than 30 frontier emerging markets countries.
The MSCI KLD 400 Social Index is a capitalization weighted index of 400 U.S. securities that provides exposure to companies with outstanding environmental, social, and governance (ESG) ratings and excludes companies whose products have negative social or environmental impacts.
The MSCI USA ESG Leaders TR USD Index is a free float-adjusted market capitalization-weighted index designed to represent the performance of companies that are selected from the MSCI USA Index (“Parent Index”) based on environmental, social, and governance (ESG) criteria.
The MSCI USA Minimum Volatility (USD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the large and mid-cap USA equity universe. The index is calculated by optimizing the MSCI USA Index, its parent index, in USD for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI USA Index.
The MSCI World Minimum Volatility (USD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the MSCI large- and mid-cap equity universe across 23 developed markets countries. The index is calculated by optimizing the MSCI World Index, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI World Index.
The NCREIF Property Index (NPI) is a quarterly, unleveraged composite total return for private commercial real estate properties held for investment purposes only. All properties in the NPI have been acquired, at least in part, on behalf of tax-exempt institutional investors and held in a fiduciary environment.
The Russell Small Cap Completeness Index measures the performance of the Russell 3000® Index companies excluding S&P 500 constituents. The Russell Small Cap Completeness Index is constructed to provide a comprehensive and unbiased barometer of the extended broad market beyond the S&P 500 exposure. The index is completely reconstituted annually to ensure new and growing equities are reflected.
The Russell 1000 Index includes 1,000 of the largest U.S. equity securities based on market cap and current index membership; it is used to measure the activity of the U.S. large-cap equity market.
The Russell 1000 Growth Index measures the performance of the large-cap growth segment of the U.S. equity universe. It includes those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values.
The Russell 2000 Index includes 2,000 small-cap U.S. equity names and is used to measure the activity of the U.S. small-cap equity market.
The Russell 2500 Index measures the performance of the small- to mid-cap segment of the U.S. equity universe, commonly referred to as "smid" cap. The Russell 2500 is a subset of the Russell 3000 Index. It includes approximately 2,500 of the smallest securities based on a combination of their market cap and current index membership.
The Russell 3000 Index measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market.
The Russell 3000 Value Index is a market-capitalization weighted equity index maintained by the Russell Investment Group and based on the Russell 3000 Index
The SEI GPA V Private Equity Fund Index is a benchmark for the SEI GPA I Private Equity Fund.
The State Street Global All Cap Equity ex-US Index Fund seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of a broad-based index of world (ex-U.S.) equity markets over the long term.
The S&P 500 Index is a capitalization-weighted index made up of 500 widely held large-cap U.S. stocks.
