A
Aggressive Growth Strategic Benchmark
This benchmark is a blended index consisting of 48% S&P 500 Index, 14% S&P Mid Cap 400 Index, 8% S&P Small Cap 600 Index, 20% MSCI EAFE Index, 1% Citigroup U.S. Treasury Index, 7% Bloomberg U.S. Aggregate Index and 2% BofAML All Convertibles Qualities Index.
B
Beta Advantage® International ESG Equity Income Index
The Beta Advantage® International ESG Equity Income Index tracks the performance of a subset of 100 equities from the MSCI EAFE Index with higher income and total return potential, as well as favorable ESG Materiality (ESGM) ratings based on Columbia Threadneedle’s proprietary ESG Materiality (ESGM) Ratings.
Beta Advantage® Multi-Sector Bond Index
The Beta Advantage® Multi-Sector Bond Index is rules-based multi-sector strategic beta approach to measuring the performance of the debt market through representation of six sectors, each focused on yield, quality, and liquidity of the particular eligible universe. The index will have exposure to the following six sectors of the debt market: U.S. Treasury securities; global ex-U.S. treasury securities; U.S. agency mortgage-backed securities; U.S. corporate investment-grade bonds; U.S. corporate high-yield bonds; and emerging markets sovereign debt.
Beta Advantage® Multi-Sector Municipal Bond Index
The Beta Advantage® Multi-Sector Municipal Bond Index (the index) features five segments of the municipal debt market: 1) Municipal Core General Obligations, 2) Municipal High Quality Revenue, 3) Municipal Core Revenue, 4) Municipal Healthcare and 5) Municipal High Yield. The first four segments derive component bonds from a subset index or indices of the Bloomberg Municipal Bond Index. Each of the five segments is assigned a predefined weight in the index. California bonds, Guam bonds, Puerto Rico bonds, U.S. Virgin Island bonds, other U.S. territories, commonwealths and possessions, pre-funded bonds, insured bonds, floaters, callable bonds with less than 1 year to call, tobacco bonds, and derivatives are excluded from the index. The fund uses a representative sampling approach, resulting in a smaller number of securities than are in the index. It is not possible to invest directly in an index.
Beta Advantage® Research Enhanced US Equity Index
The Beta Advantage® Research Enhanced U.S. Equity Index (the “Index”) aims to achieve stronger total return than the Russell 1000® Index through a rules-based strategic beta approach. The Index methodology leverages the results of Columbia Threadneedle Investment’s proprietary quantitative investment models to rate each company within the Russell 1000 Index based on quality, value and catalyst factors, and selects securities that are favorably rated. It is market cap-weighted and sector-neutral to the Russell 1000 Index.
Beta Advantage® Research Enhanced US Value Index
The Beta Advantage® Research Enhanced U.S. Value Index (the “Index”) aims to achieve stronger total return than the Russell 1000® Value Index through a rules-based strategic beta approach. The Index methodology leverages the results of Columbia Threadneedle Investment’s proprietary quantitative investment models to rate each company within the Russell 1000 Value Index based on quality, value and catalyst factors, and selects securities that are favorably rated. It is market cap-weighted and sector-neutral to the Russell 1000 Value Index.
Beta Advantage® Short Term Bond Index
The Beta Advantage® Short Term Bond Index is a fixed weight composite index that blends six custom sub-indices based off the following Bloomberg flagship indices: US Corporate, US High Yield, US MBS, US CMBS, US ABS, and the EM USD Aggregate.
Beta Advantage® Sustainable International Equity Income 100 Index
The Beta Advantage® Sustainable International Equity Income 100 Index applies a systematic, rules-based multi-factor model and provides exposure to companies that offer competitive and sustainable levels of income, as well as competitive total return. The index also screens companies based on environmental, social and governance (ESG) practices.
Beta Advantage® Sustainable U.S. Equity Income 100 Index
The Beta Advantage® Sustainable U.S. Equity Income 100 Index applies a systematic, rules-based multi-factor model and provides exposure to companies that offer competitive and sustainable levels of income, as well as competitive total return. The index also screens companies based on environmental, social and governance (ESG) practices.
Beta Advantage® U.S. ESG Equity Income Index
The Beta Advantage® U.S. ESG Equity Income Index tracks the performance of a subset of 100 equities from the MSCI USA Index with higher income and total return potential, as well as favorable ESG Materiality (ESGM) ratings based on Columbia Threadneedle’s proprietary ESG Materiality (ESGM) Ratings.
Beta Thematic Emerging Markets ex-China Index
The Beta Thematic Emerging Markets ex-China Index is a market capitalization-weighted index designed to provide broad, core emerging markets equity exposure by measuring the stock performance of up to 700 emerging markets companies, excluding companies listed or domiciled in China or Hong Kong.
Bloomberg California 3-15 Year Municipal Bond Index
The Bloomberg California 3-15 Year Municipal Bond Index is an unmanaged index that tracks investment grade bonds issued from the state of California and its municipalities. Bonds in the index have remaining maturities between 2 and 17 years.
Bloomberg Global Aggregate - Corporate USD Hedged Index
The Bloomberg Global Aggregate - Corporate Index is a flagship measure of global investment grade, fixed-rate corporate debt. This multi-currency benchmark includes bonds from developed and emerging markets issuers within the industrial, utility and financial sectors
Bloomberg Global Aggregate Index
The Bloomberg Global Aggregate Index is an unmanaged market capitalization weighted benchmark, tracks the performance of investment grade fixed income securities denominated in 13 currencies. The index reflects reinvestment of all distributions and changes in market prices.
Bloomberg Minnesota Municipal Bond Index
The Bloomberg Minnesota Municipal Bond Index is an unmanaged index that tracks investment grade bonds issued from the state of Minnesota and its municipalities. Bonds in the index have remaining maturities of one year or more.
Bloomberg Mortgage-backed Securities Index
The Bloomberg Mortgage-backed Securities Index is a market value-weighted index which covers the mortgage-backed securities component of the Bloomberg U.S. Aggregate Bond Index. The index is composed of agency mortgage-backed passthrough securities of the Government National Mortgage Association (Ginnie Mae), the Federal National Mortgage Association (Fannie Mae), and the Federal Home Loan Mortgage Corporation (Freddie Mac) with a minimum $150 million par amount outstanding and a weighted-average maturity of at least 1 year. The index includes reinvestment of income.
Bloomberg 1-3 Year Government/Credit Index
The Bloomberg 1-3 Year Government/Credit Index is an index consisting of Treasury or government agency securities and investment grade corporate debt securities with maturities of one to three years. It is unmanaged and unavailable for investment.
Bloomberg 1-10 Year Municipal Blend Index
The Bloomberg 1-10 Year Municipal Blend Index is a market value-weighted index which covers the short and intermediate components of the Bloomberg Municipal Bond Index—an unmanaged, market value-weighted index which covers the U.S. investment-grade tax-exempt bond market. The 1-10 Year Municipal Blend index tracks tax-exempt municipal General Obligation, Revenue, Insured, and Prerefunded bonds with a minimum $5 million par amount outstanding, issued as part of a transaction of at least $50 million, and with a remaining maturity from 1 up to (but not including) 12 years. The index includes reinvestment of income.
Bloomberg 3-15 Year Blend Municipal Bond Index
The Bloomberg 3–15 Year Blend Municipal Bond Index is an unmanaged index that tracks investment grade municipal bonds. Bonds in the index have remaining maturities between 2 and 17 years.
Bloomberg 3 Year Municipal Index
The Bloomberg 3 Year Municipal Index is a subset of the Bloomberg Municipal Bond Index covering those issues with remaining maturities of two to three years.
Bloomberg 1-5 Year Municipal Bond Index
The Bloomberg 1-5 Year Municipal Bond Index consists of a broad selection of investment grade general obligation and revenue municipal bonds of maturities ranging from one year to five years.
Bloomberg 5 Year Municipal Bond Index
The Bloomberg 5 Year Municipal Bond Index is a capitalization weighted bond index created by Bloomberg intended to be representative of major municipal bonds of all quality ratings with an average maturity of approximately five years.
Bloomberg 10-Year U.S. Treasury Bellwethers Index
The Bloomberg 10-Year U.S. Treasury Bellwethers Index is a universe of Treasury bonds, and used as a benchmark against the market for long-term maturity fixed-income securities. The index assumes reinvestment of all distributions and interest payments.
Bloomberg Aggregate Bond Index
The Bloomberg Aggregate Bond Index is a market value-weighted index that tracks the daily price, coupon, pay-downs, and total return performance of fixed-rate, publicly placed, dollar-denominated, and non-convertible investment grade debt issues with at least $250 million par amount outstanding and with at least one year to final maturity.
Bloomberg California Municipal Bond Index
The Bloomberg California Municipal Bond Index is an unmanaged index that tracks investment grade bonds issued from the state of California and its municipalities. Bonds in the index have remaining maturities of one year or more.
Bloomberg General Obligation Bond Index
The Bloomberg General Obligation Bond Index is an index that represents average market-weighted performance of general obligations securities that have been issued in the last five years with maturities greater than one year.
Bloomberg Government Bond Index
The Bloomberg Government Bond Index is an index that measures the performance of all public U.S. government obligations with remaining maturities of one year or more.
Bloomberg Government/Credit Bond Index
The Bloomberg Government/Credit Bond Index is an index that tracks the performance of U.S. Government and corporate bonds rated investment grade or better, with maturities of at least one year.
Bloomberg High Yield Index
The Bloomberg High Yield Index covers the universe of fixed rate, non-investment grade debt. Pay-in-kind (PIK) bonds, Eurobonds, and debt issues from countries designated as emerging markets (e.g., Argentina, Brazil, Venezuela, etc.) are excluded, but Canadian and global bonds (SEC registered) of issuers in non-EMG countries are included. Original issue zeroes, step-up coupon structures, and 144-As are also included.
Bloomberg Insured Municipal Bond Index
The Bloomberg Insured Municipal Bond Index is a total return performance benchmark for municipal bonds that are backed by insurers with Aaa/AAA ratings and have maturities of at least one year.
Bloomberg Intermediate Credit Bond Index
The Bloomberg Intermediate Credit Bond Index is a group of fixed-income securities that may differ from the composition of the fund.
Bloomberg Intermediate Credit Index
The Bloomberg Intermediate Credit Index is the intermediate component of the U.S. Credit Index. The U.S. Credit Index includes publicly issued U.S. corporate and foreign debentures and secured notes that meet specified maturity, liquidity, and quality requirements.
Bloomberg Intermediate Government Index
The Bloomberg Intermediate Government Index tracks the performance of intermediate U.S. government securities.
Bloomberg Intermediate Government Bond Index
The Bloomberg Intermediate Government Bond Index is a sub-index of the Bloomberg Capital Government Bond Index covering issues with remaining maturities of between three and five years.
Bloomberg Intermediate Government/Corporate Bond Index
The Bloomberg Intermediate Government/Corporate Bond Index tracks all investment grade corporate and U.S. Government issues over $200 million with remaining maturities of between one and ten years.
Bloomberg Intermediate Government/Credit Index
The Bloomberg Intermediate Government/Credit Bond Index tracks the performance of intermediate term U.S. government and corporate bonds.
Bloomberg Municipal Bond Index
The Bloomberg Municipal Bond Index is an unmanaged index considered representative of the broad market for investment-grade municipal bonds. Bonds in the index have remaining maturities of at least one year.
Bloomberg Municipal Long Year Index
The Bloomberg Municipal Long Year Index is a subset of the Bloomberg Municipal Bond Index including maturities of 23 or more years.
Bloomberg 1 Year Municipal Bond Index
The Bloomberg 1 Year Municipal Bond Index is an unmanaged Index of municipal bonds with a remaining maturity of one to two years.
Bloomberg 1-3 Year Municipal Bond Index
The Bloomberg 1-3 Year Municipal Bond Index is an unmanaged index that tracks investment grade municipal bonds consisting of a representative list of general obligation, revenue, insured and pre-refunded bonds. The index is frequently used as a general measure of tax-exempt bond market performance.
Bloomberg Municipal High Yield Bond Index
The Bloomberg Municipal High Yield Bond Index is an unmanaged index that tracks non-investment grade and non-rated municipal bonds.
Bloomberg Municipal 3 Year Index
The Bloomberg Municipal 3 Year Index is a subset of the Bloomberg Municipal Bond Index that measures the performance of investment-grade issues with remaining maturities of two to three years.
Bloomberg Municipal 7 Year Index
The Bloomberg Municipal 7 Year Index is a subset of the Bloomberg Municipal Bond Index that measures the performance of investment-grade issues with remaining maturities of seven to eight years.
Bloomberg New York 3-15 Year Municipal Index
The Bloomberg New York 3-15 Year Municipal Index is an unmanaged index that tracks investment grade bonds issued from the state of New York and its municipalities. Bonds in the index have remaining maturities between 2 and 17 years.
Bloomberg New York Municipal Bond Index
The Bloomberg New York Municipal Bond Index is an unmanaged index that tracks investment grade bonds issued from the state of New York and its municipalities.
Bloomberg Quality Intermediate Municipal Bond Index
The Bloomberg Quality Intermediate Municipal Bond Index tracks the performance of municipal bonds issued after December 31, 1990 with remaining maturities between 2 and 12 years and at least $5 million in principal outstanding.
Bloomberg Short-Term Government/Corporate Index
The Bloomberg Short Term Government/Corporate Index represents securities that have fallen out of the U.S. Government/Corporate Index because of the standard minimum one year to maturity constraint.
Bloomberg U.S. Aggregate 1-3 Years Index
The Bloomberg U.S. Aggregate 1-3 Years Index is an unmanaged index of publicly issued investment grade corporate, US Treasury and government agency securities with remaining maturities of one to three years. Unlike mutual funds, indices are not managed and do not incur fees or expenses. It is not possible to invest directly in an index.
Bloomberg U.S. Corporate Bond Index
The Bloomberg U.S. Corporate Bond Index consists of publicly issued, fixed rate, non-convertible, investment grade debt securities.
Bloomberg U.S. Corporate High Yield Bond Index
The Bloomberg U.S. Corporate High Yield Bond Index is a market value-weighted index which covers the U.S. non-investment grade fixed-rate debt market. The index is composed of U.S. dollar-denominated corporate debt in Industrial, Utility, and Finance sectors with a minimum $150 million par amount outstanding and a maturity greater than 1 year. The index includes reinvestment of income.
Bloomberg U.S. Mortgage-Backed Securities Index
The Bloomberg U.S. Mortgage-Backed Securities Index includes 15-and 30-year fixed-rate securities backed by mortgage pools of the Government National Mortgage Association (GNMA), Federal Home Loan Mortgage Corporation (FHLMC), and Federal National Mortgage Association (FNMA).
Bloomberg U.S. Treasury Inflation Protected (TIPS) Index
The Bloomberg U.S. Treasury Inflation Protected (TIPS) Index measures the performance of the US Treasury Inflation Protected Securities ("TIPS") market. The index includes TIPS with one or more years remaining maturity with total outstanding issue size of $500m or more.
Bloomberg US Aggregate Govt & Credit - Long Index
The Bloomberg U.S. Aggregate Govt/Credit - Long Index is an unmanaged index that tracks performance of publicly issued U.S. Treasury debt, U.S. government agency debt, taxable debt issued by U.S. states and territories, debt issued by U.S. and non-U.S. corporations, non-U.S. government debt and supranational debt.
Bloomberg US Corporate - Long Index
The Bloomberg U.S. Corporate - Long Index consists of publicly issued, fixed rate, non-convertible, investment grade debt securities.
Bloomberg U.S. 1-5 Year Corporate Index
This Bloomberg U.S. 1-5 Year Corporate Index includes U.S. dollar-denominated, investment-grade, fixed-rate, taxable securities issued by industrial, utility, and financial companies, with maturities between 1 and 5 years.
Bloomberg U.S. Credit 1-5 Year Index
The Bloomberg U.S. Credit 1-5 Year Index measures the investment grade, U.S. dollar-denominated, fixed-rate, taxable corporate and government related bond markets with maturities of one to five years.
Bloomberg Commodity Index Total Return
The Bloomberg Commodity Index Total Return (formerly DJ UBS Commodity Index), is a broadly diversified index composed of commodities traded on U.S. exchanges, with the exception of aluminum, nickel and zinc, which trade on the London Metal Exchange (LME).
C
Capital Allocation Aggressive Blended Benchmark
The Capital Allocation Aggressive Blended Benchmark is a weighted custom composite consisting of 60% Russell 3000 Index, 15% Bloomberg U.S. Aggregate Bond Index, 14% MSCI EAFE Index (unhedged net), 6% MSCI Emerging Markets Index (net) and 5% Bloomberg High Yield Corporate Bond Index.
Capital Allocation Conservative Blended Benchmark
The Capital Allocation Conservative Blended Benchmark is a weighted custom composite consisting of 66% Bloomberg U.S. Aggregate Bond Index, 15% Russell 3000 Index, 10% Citi 3-Month T-Bill Index, 5% MSCI EAFE Index (unhedged net) and 4% Bloomberg High Yield Corporate Bond Index.
Capital Allocation Moderate Aggressive Blended Benchmark
The Capital Allocation Moderate Aggressive Blended Benchmark is a weighted custom composite consisting of 49% Russell 3000 Index, 28.5% Bloomberg U.S. Aggregate Bond Index, 12% MSCI EAFE Index (unhedged net), 6.5% Bloomberg High Yield Corporate Bond Index, and 4% MSCI Emerging Markets Index (net).
Capital Allocation Moderate Conservative Blended Benchmark
The Capital Allocation Moderate Conservative Blended Benchmark is a weighted custom composite consisting of 55.5% Bloomberg U.S. Aggregate Bond Index, 26% Russell 3000 Index, 9% MSCI EAFE Index (unhedged net), 5% Citi 3-Month T-Bill Index and 4.5% Bloomberg High Yield Corporate Bond Index.
Capital Allocation Moderate Blended Benchmark
The Capital Allocation Moderate Blended Benchmark is a weighted custom composite consisting of 42.5% Bloomberg U.S. Aggregate Bond Index, 37% Russell 3000 Index, 11% MSCI EAFE Index (unhedged net), 7.5% Bloomberg High Yield Corporate Bond Index and 2% MSCI Emerging Markets Index (net).
Chicago Board Options Exchange OEX Volatility Index
The Chicago Board Options Exchange OEX Volatility (VIX) Index reflects a market estimate of future volatility, based on the weighted average of the implied volatilities of 8 OEX calls & puts – the nearest in & out of the money call & put options from the 1st and 2nd month expirations.
College Strategic Benchmark
This benchmark is a blended index consisting of 13% Citigroup U.S. Treasury Index, 37% Bloomberg U.S. Aggregate Index and 50% BofAML U.S 3 Month T Bill.
Conference Board Consumer Confidence Index
The Conference Board Consumer Confidence Index is a proprietary monthly measure of the public’s confidence in the health of the U.S. economy.
Conservative Strategic Benchmark
This benchmark is a blended index consisting of 13% S&P 500 Index, 2% S&P Mid Cap 400 Index 7% Citigroup U.S. Treasury Index, 38% Bloomberg U.S. Aggregate Index and 40% BofAML U.S 3 Month T Bill.
Consumer Price Index
The Consumer Price Indexes (CPI) program produces monthly data on changes in the prices paid by urban consumers for a representative basket of goods and services (Source: U.S. Department of Labor).
Corporate Income Blended Benchmark
The Corporate Income Blended Benchmark consists of 85% Bloomberg U.S. Corporate Index and 15% ICE BofA Merrill Lynch U.S. High Yield Cash Pay Constrained Index.
Credit Suisse Leveraged Loan Index
The Credit Suisse Leveraged Loan Index is an unmanaged market value-weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market. The index reflects reinvestment of all distributions and changes in market prices.
CSFB Convertible Index
The Credit Suisse First Boston (CSFB) Convertible Index is a widely used index that measures the performance of convertible securities.
CSFB Global High Yield Index
The Credit Suisse First Boston (CSFB) Global High Yield Index is a trader-priced portfolio constructed to mirror the high yield debt market.
CSFB High Yield Index
The Credit Suisse First Boston (CSFB) High Yield Index is a broad-based index that tracks the performance of high-yield bonds.
CSFB Leveraged Loan Index
The Credit Suisse First Boston (CSFB) Leveraged Loan Index tracks the performance of senior floating rate bank loans.
D
Diversified Real Return Blended Benchmark
The Diversified Real Return Blended Benchmark is a weighted custom composite consisting of 35% Bloomberg Global Inflation Linked Index (Hedged)/30% Credit Suisse Leveraged Loan Index/20% Bloomberg U.S. Dollar Floating Rate Note (FRN) Index/15% Dow Jones-UBS Commodity Index.
Dow Jones 15 Utilities Index
The Dow Jones 15 Utilities Index tracks the performance of utility stocks.
Dow Jones Emerging Markets Consumer Titans Index
The Dow Jones Emerging Markets Consumer Titans Index is a free-float market capitalization-weighted index that measures the performance of 60 leading emerging market companies in the Consumer Discretionary, Consumer Staples, and Communication Services sectors as defined by the Global Industry Classification System (GICS).
Dow Jones Target 2020 Index
The Dow Jones Target 2020 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2025 Index
The Dow Jones Target 2025 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2030 Index
The Dow Jones Target 2030 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2035 Index
The Dow Jones Target 2035 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2040 Index
The Dow Jones Target 2040 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2045 Index
The Dow Jones Target 2045 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2050 Index
The Dow Jones Target 2050 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2055 Index
The Dow Jones Target 2055 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Target 2060 Index
The Dow Jones Target 2060 Index is designed to measure total portfolios of stocks, bonds, and cash that automatically adjust over time to reduce potential risk as an investor's target maturity date approaches.
Dow Jones Industrial Average Index
The most widely used indicator of the overall condition of the stock market, the Dow Jones Industrial Average Index is a price-weighted average of 30 actively traded blue chip stocks as selected by the editors of the Wall Street Journal.
F
Flexible Capital Income Blended Benchmark
The Flexible Capital Income Blended Benchmark is a weighted custom composite consisting of 1/3 Russell 1000 Value, 1/3 Bloomberg US Corporate Investment Grade & High Yield, and 1/3 Bloomberg US Convertible Composite Index.
FTSE 1-Month U.S. Treasury Bill Index
The FTSE 1-Month U.S. Treasury Bill Index is an unmanaged index that measures the rate of return for 30-day U.S. Treasury bills.
FTSE 3-Month U.S. Treasury Bill Index
The FTSE 3-Month U.S. Treasury Bill Index, an unmanaged index, represents the performance of three-month Treasury bills. The index reflects reinvestment of all distributions.
FTSE NAREIT Equity REIT Index
The FTSE NAREIT Equity REIT Index is a broad-based index consisting of real estate investment trusts (REITs).
FTSE Non-USD World Government Bond Index (USD)
The FTSE Non-USD World Government Bond Index (unhedged) is calculated on a market-weighted basis and includes all fixed-rate bonds with a remaining maturity of one year or longer and with amounts outstanding of at least the equivalent of U.S. $25 million. The index excludes floating or variable rate bonds, securities aimed principally at noninstitutional investors and private placement-type securities.
FTSE USBIG Treasury Index
The FTSE USBIG Treasury Index tracks the performance of U.S. dollar-denominated bonds issued in the U.S. investment-grade bond market. The index includes U.S. Treasury, government-sponsored, collateralized and corporate debt, providing a reliable representation of the U.S. investment-grade bond market.
FTSE USBIG Treasury/Agency Index
The FTSE USBIG Treasury/Agency Index is composed of all U.S. Treasury and Agency notes and bonds with remaining maturities of at least one year.
FTSE World Government Bond Index (USD)
The FTSE World Government Bond Index (WGBI) measures the performance of fixed-rate, local currency, investment-grade sovereign bonds. The WGBI is a widely used benchmark that currently includes sovereign debt from over 20 countries, denominated in a variety of currencies. The WGBI provides a broad benchmark for the global sovereign fixed-income market.
G
Growth Strategic Benchmark
This benchmark is a blended index consisting of 46% S&P 500 Index 12% S&P Mid Cap 400 Index, 6% S&P Small Cap600 Index, 16% MSCI EAFE Index, 3% Citigroup U Treasury Index, 14% Bloomberg U.S. Aggregate Index, 3% and BofAML All Convertibles All Qualities Index.
H
Hang Seng Index
The Hang Seng Stock Index tracks the performance of approximately 70% of the total market capitalization of the stock exchange of Hong Kong.
HFRI Fund of Funds Index
Hedge Fund Research Inc. (HFRI) Fund of Funds Index is an equally-weighted index comprised of domestic and offshore hedge fund of funds. The HFRI Indices are based on information self-reported by hedge fund managers that decide, on their own, at any time, whether or not they want to provide, or continue to provide, information to HFR Asset Management, L.L.C. ("HFR"). Results for funds that go out of business are included in the index until the date that they cease operations. Therefore, these indices may not be complete or accurate representations of the hedge fund universe, and may be biased in several ways.
HFRX Equity Hedge Index
HFRX Equity Hedge Index maintains positions in both long and short in primarily equity and equity derivative securities. Equity Hedge managers would typically maintain at least 50%, and may in some cases be substantially entirely invested in equities, both long and short.
HFRX Global Hedge Fund Index
The HFRX Global Hedge Fund Index is designed to be representative of the overall composition of the hedge fund universe. It is not possible to invest directly in an index.
High Yield Municipal Blended Benchmark
The High Yield Municipal Blended Benchmark, which is a weighted custom composite consisting of 80% Bloomberg Municipal High Yield Bond Index and a 20% Bloomberg Municipal Bond Index.
I
ICE BofA Merrill Lynch U.S. High Yield Cash Pay BB-B Rated Constrained Index
The ICE BofA Merrill Lynch U.S. High Yield Cash Pay BB-B Rated Constrained Index is an unmanaged index of high yield bonds. The index is subject to a 2% cap on allocation to any one issuer. The 2% cap is intended to provide broad diversification and better reflect the overall character of the high yield market. The index reflects reinvestment of all distributions and changes in market prices.
ICE BofA Merrill Lynch U.S. Cash Pay High Yield Constrained Index
The ICE BofA Merrill Lynch U.S. Cash Pay High Yield Constrained Index is an unmanaged index that measures the performance of high yield bonds.
ICE BofA US All Convertible Index
ICE BofA US All Convertible Index tracks the performance of publicly issued US dollar denominated convertible securities of US companies.
iMoneyNet Inc. Money Market Fund Tax-Free National Retail Index
The iMoneyNet Inc. Money Market Fund Tax-Free National Retail Index is an arithmetic average of performance for all money market mutual funds tracked within this category. The category includes all tax-free and municipal, institutional, and retail money funds.
Indxx India Consumer Index
The Indxx India Consumer Index is a maximum 30-stock free-float adjusted market capitalization-weighted index designed to measure the market performance of companies in the consumer industry in India as defined by Indxx's proprietary methodology. The index consists of common stocks listed on the primary exchange of India.
Indxx India Infrastructure Index
The Indxx India Infrastructure Index is a maximum 30-stock free-float adjusted market capitalization-weighted index designed to measure the market performance of companies in the infrastructure industry in India, as defined by Indxx's proprietary methodology. The index consists of ADRs, GDRs, and common stocks listed on the primary exchange of India.
Indxx India Small Cap Index
The Indxx India Small Cap Index is a maximum 75-stock free-float adjusted market capitalization-weighted index designed to measure the market performance of companies in the small cap segment in India. The index consists of securities listed on the primary stock exchange of India.
J
JPMorgan Developed BB High Yield Index
The JPMorgan Developed BB High Yield Index is an unmanaged index designed to mirror the investable universe of the U.S. dollar developed, BB-rated, high yield corporate debt market.
JPMorgan Emerging Markets Bond Index Global
The JPMorgan Emerging Markets Bond Index Global ("EMBI Global") tracks total returns for traded external debt instruments in the emerging markets, and is an expanded version of the JPMorgan EMBI+. As with the EMBI+, the EMBI Global includes U.S. dollar-denominated Brady bonds, loans, and Eurobonds with an outstanding face value of at least $500 million. It covers more of the eligible instruments than the EMBI+ by relaxing somewhat the strict EMBI+ limits on secondary market trading liquidity.
JPMorgan Emerging Markets Bond Index Plus
The JPMorgan Emerging Markets Bond Index Plus is a market capitalization weighted total return index of U.S. dollar and other external currency denominated Brady bonds, loans, Eurobonds, and local market debt instruments traded in emerging markets.
JPMorgan Global Bond Index
The JPMorgan Global Bond Index is a total return index that tracks the traded sovereign issues of 13 international markets. Each market is weighted according to its traded market capitalization in U.S. dollar terms and all issues included in the index are liquid with remaining maturity of greater than 13 months.
JPMorgan Global Government Bond Index
The JPMorgan Global Government Bond Index is a broad measure of bond performance in developed countries, including the United States.
JPMorgan Global High Yield Index
The JPMorgan Global High Yield Index is designed to mirror the investable universe of the U.S. dollar global high yield corporate debt market, including domestic and international issues.
M
MAAP Fixed Income Blended Benchmark
The benchmark is 100% Bloomberg US Aggregate Bond Index.
MAAP Conservative Income Blended Benchmark
The benchmark is a blend of 80% Bloomberg US Aggregate Bond Index, 14% Russell 3000 Index, 6% MSCI ACWI ex-US Index.
MAAP Moderate Blended Benchmark
The benchmark is a blend of 60% Bloomberg US Aggregate Bond Index, 28% Russell 3000 Index, 12% MSCI ACWI ex-US Index.
MAAP Balanced Blended Benchmark
The benchmark is a blend of 60% Bloomberg US Aggregate Bond Index, 28% Russell 3000 Index, 12% MSCI ACWI ex-US Index.
MAAP Growth Blended Benchmark
The benchmark is a blend of 20% Bloomberg US Aggregate Bond Index, 56% Russell 3000 Index, 24% MSCI ACWI ex-US Index.
MAAP Aggressive Blended Benchmark
The benchmark is a blend of 70% Russell 3000 Index, 30% MSCI ACWI ex-US Index.
MAAP Fixed Income Tax-Advantaged Blended Benchmark
The benchmark is 100% Bloomberg Municipal Bond Index.
MAAP Conservative Income Tax-Advantaged Blended Benchmark
The benchmark is a blend of 80% Bloomberg Municipal Bond Index, 14% Russell 3000 Index, 6% MSCI ACWI ex-US Index.
MAAP Moderate Tax-Advantaged Blended Benchmark
The benchmark is a blend of 60% Bloomberg Municipal Bond Index, 28% Russell 3000 Index, 12% MSCI ACWI ex-US Index.
MAAP Balanced Tax-Advantaged Blended Benchmark
The benchmark is a blend of 40% Bloomberg Municipal Bond Index, 42% Russell 3000 Index, 18% MSCI ACWI ex-US Index.
MAAP Growth Tax-Advantaged Balended Benchmark
The benchmark is a blend of 20% Bloomberg Municipal Bond Index, 56% Russell 3000 Index, 24% MSCI ACWI ex-US Index.
MAAP Strategic Balanced Blended Benchmark
The benchmark is a blend of 65% Bloomberg US Aggregate Bond Index, 29.5.5% MSCI ACWI ex-US Index, 5.5% Russell 2000 Index.
MAAP Strategic Balanced Tax-Advantaged Blended Benchmark
The benchmark is a blend of 65% Bloomberg Municipal Bond Index, 29.5.5% MSCI ACWI ex-US Index, 5.5% Russell 2000 Index.
MAAP Strategic Stock Blended Benchmark
The benchmark is a blend of 84% MSCI ACWI ex-US Index, 16% Russell 2000 Index.
MAAP-ETF Conservative Growth Blended Benchmark
The benchmark is a blend of 38% MSCI ACWI Index, 62% Bloomberg US Aggregate Bond Index.
MAAP-ETF Balanced Blended Benchmark
The benchmark is a blend of 60% MSCI ACWI Index, 40% Bloomberg US Aggregate Bond Index.
MAAP-ETF Capital Growth Blended Benchmark
The benchmark is a blend of 75% MSCI ACWI Index, 25% Bloomberg US Aggregate Bond Index.
MAAP-ETF Maximum Growth Blended Benchmark
The benchmark is a blend of 90% MSCI ACWI Index, 10% Bloomberg US Aggregate Bond Index.
MAAP-ETF Conservative Growth Tax-Advantaged Blended Benchmark
The benchmark is a blend of 38% MSCI ACWI Index, 62% Bloomberg Municipal Bond Index.
MAAP-ETF Balanced Tax-Advantaged Blended Benchmark
The benchmark is a blend of 60% MSCI ACWI Index, 40% Bloomberg Municipal Bond Index.
MAAP-ETF Capital Growth Tax-Advantaged Blended Benchmark
The benchmark is a blend of 75% MSCI ACWI Index, 25% Bloomberg Municipal Bond Index.
MAAP-ETF Maximum Growth Tax-Advantaged Blended Benchmark
The benchmark is a blend of 90% MSCI ACWI Index, 10% Bloomberg Municipal Bond Index.
Merrill Lynch All Convertibles All Qualities Index
The Merrill Lynch All Convertibles All Qualities Index is a widely used index that measures convertible securities’ performance. It measures the performance of U.S. dollar-denominated convertible securities not currently in bankruptcy with a total market value greater than $50 million at issuance.
Merrill Lynch High Yield Cash Pay Only Index
The Merrill Lynch High Yield Cash Pay Only Index tracks fixed-rate, coupon-bearing bonds with an outstanding par that is greater or equal to $100 million, a maturity range greater than one year, and a rating less than BBB/Baa3 rated, but not in default. The Cash Pay Only Index excludes pay-in-kind bonds and deferred interest bonds that are not yet accruing a coupon.
Merrill Lynch High Yield Master Index
The Merrill Lynch High Yield Master Index tracks fixed-rate, coupon-bearing bonds with an outstanding par that is greater or equal to $50 million, a maturity range greater than one year, and a rating less than BBB/Baa3 rated, but not in default.
Merrill Lynch High Yield Master II Index
High yield bonds are represented by the Merrill Lynch High Yield Master II Index, a broad based index consisting of all U.S. dollar-denominated high-yield bonds with a minimum outstanding amount of $100 million and maturing over one year.
Merrill Lynch Municipals 1-12 Years Bond Index
The Merrill Lynch Municipals 1-12 Years Bond Index measures the performance of U.S. municipal bond issues with maturities from 1 up to (but not including) 12 years. The index is comprised of municipal securities selected and priced by Merrill Lynch traders. The index weights are derived from a municipal bond matrix, as each matrix block has a specific weight assigned to it. Individual securities within the blocks have equal weighting. By using this method, Merrill Lynch is able to model the performance and characteristics of the municipal market while capturing only a small portion of the municipal universe. Index total returns are computed by aggregating the returns of the matrix blocks based on the previously determined block weights. Cash flows and accrued interest are assumed to be reinvested daily in the market. Transaction costs are not included in the calculation of total returns. The index includes reinvestment of income.
Merrill Lynch 1-3 Year Municipal Index
The Merrill Lynch 1-3 Year Municipal Index is an unmanaged index that tracks the performance of investment grade U.S. tax exempt bonds with remaining terms to final maturities of at least one year and less than three years.
Merrill Lynch 1-3 Year Treasury Index
The Merrill Lynch 1-3 Year Treasury Index measures the return of Treasury bills with maturities of 1-3 years.
Merrill Lynch 1-5 Year Government/Corporate Index
The Merrill Lynch 1-5 Year Government/Corporate Index includes all U.S. government and investment-grade corporate debt with at least $100 million face value outstanding, with a maturity between 1 and 5 years.
Merrill Lynch 3-Month U.S. Treasury Bill Index
The Merrill Lynch 3-Month U.S. Treasury Bill Index is an unweighted index which measures the performance of three-month maturity U.S. Treasury Bills. Each month a one-bill portfolio containing the shortest-term bill having not less than three months to maturity is constructed. To measure holding period returns for the one-bill portfolio, the bill is priced as of the last trading day of the previous month-end and as of the last trading day of the current month.
Merrill Lynch 100 Technology Index
The Merrill Lynch 100 Technology Index is an equally-weighted index of 100 leading technology stocks.
Merrill Lynch U.S. High Yield, Cash Pay Index
The Merrill Lynch U.S. High Yield, Cash Pay Index tracks the performance of non-investment-grade corporate bonds.
MSCI AC ASIA ex-Japan Index
The MSCI All Country (AC) Asia ex Japan Index tracks the performance of equity securities in eleven countries in Asia, excluding Japan and taking into account local market restrictions on share ownership by foreigners.
MSCI AC Asia Pacific Index
The MSCI All Country (AC) Asia Pacific Free Index tracks the performance of stock traded on stock exchanges in Pacific Basin countries, including Australia, China, Hong Kong, Indonesia, Japan, Korea, Malaysia, New Zealand, Philippines, Singapore, Taiwan, and Thailand.
MSCI AC Europe Small Cap Index Net
The MSCI AC Europe Small Cap Index captures small cap representation across 21 Markets countries in Europe.
MSCI ACWI Index
The MSCI All Country World Index (ACWI) is a free float-adjusted market capitalization index that is designed to measure equity market performance in the global developed and emerging markets.
MSCI AC World ex-U.S. Index
The MSCI All Country (AC) World ex U.S. Index tracks global stock market performance that includes developed and emerging markets but excludes the U.S.
MSCI AC World ex USA Small Cap Growth Index - Net
The MSCI ACWI ex US Small Cap Growth Index Net captures small cap securities exhibiting overall growth style characteristics across 22 Developed Markets (DM) countries and 26 Emerging Markets (EM) countries.
MSCI AC World ex USA Small Mid Growth Index - Net
The MSCI ACWI ex US Small Mid Growth Index Net captures mid and small cap securities exhibiting overall growth style characteristics across 22 Developed Markets (DM) countries and 26 Emerging Markets (EM) countries.
MSCI ACWI All Cap - Net Index
The MSCI AC World Index is a free float-adjusted market capitalization index that is designed to measure equity market performance in the global developed and emerging markets.
MSCI ACWI ex US Small Cap Index Net
The MSCI ACWI ex US Small Cap Index Net captures small cap representation across 22 of 23 Developed Markets (DM) countries (excluding the US) and 26 Emerging Markets (EM) countries.
MSCI ACWI ex US Small Mid Index Net
The MSCI ACWI ex US Small Mid Index Net captures mid and small cap representation across 22 of 23 Developed Market countries (excluding the US) and 26 Emerging Markets countries.
MSCI ACWI ex USA Index Net
The MSCI ACWI ex USA Index Net captures large and mid cap representation across 22 of 23 Developed Markets countries (excluding the US) and 26 Emerging Markets countries.
MSCI ACWI exUSA Growth Index - Net
The MSCI ACWI ex USA Growth Index Net captures large and mid cap securities exhibiting overall growth style characteristics across 22 Developed Markets (DM) countries and 26 Emerging Markets (EM) countries.
MSCI ACWI Growth - Net Index
The MSCI ACWI Growth - Net Index captures large and mid cap securities exhibiting overall growth style characteristics across 23 Developed Markets countries and 23 Emerging Markets countries.
MSCI ACWI High Dividend Yield Index Net
The MSCI ACWI High Dividend Yield Index includes large and mid cap stocks across 23 developed market countries. The index is designed to reflect the performance of equities selected from the MSCI World Index with higher than average dividend yields that are both sustainable and persistent.
MSCI ACWI Small Mid Index - Net
The MSCI ACWI SMID Cap Index (Net), captures mid- and small-cap representation across 23 developed markets and 26 emerging markets countries. With 7,408 constituents, the index covers approximately 28% of the free float-adjusted market capitalization in each country.
MSCI China Index
The MSCI China Index is designed to broadly and fairly represent the full diversity of business activities in China. This index aims to capture 85% of the free float adjusted market capitalization in each industry group.
MSCI Emerging Markets Small Mid Cap Index Net
The MSCI Emerging Markets Small Mid Cap Index captures mid and small cap representation across 26 Emerging Markets countries.
MSCI EMF Index
The MSCI Emerging Market Free (EMF) Index is a capitalization-weighted index that tracks stocks traded in 27 emerging market countries. It does not include shares not readily purchased by non-local investors.
MSCI EMI Index
The MSCI Emerging Markets Index (EMI) is a free float-adjusted market capitalization index that is designed to measure equity market performance in the global emerging markets. As of June 2006, the MSCI Emerging Markets Index consisted of the following 25 emerging market country indices: Argentina, Brazil, Chile, China, Colombia, Czech Republic, Egypt, Hungary, India, Indonesia, Israel, Jordan, Korea, Malaysia, Mexico, Morocco, Pakistan, Peru, Philippines, Poland, Russia, South Africa, Taiwan, Thailand and Turkey.
MSCI Europe Index
The MSCI Europe Index is a broad-based index that tracks the performance of European stocks.
MSCI EAFE Index
The MSCI Europe, Australasia, Far East (EAFE) Index is a capitalization-weighted index that tracks the total return of common stocks in 21 developed-market countries within Europe, Australasia and the Far East.
MSCI EAFE (GDP) Index
The MSCI Europe, Australasia, Far East (EAFE) Index is a free float-adjusted market capitalization index that is designed to measure developed market equity performance, excluding the U.S. and Canada.
MSCI EAFE Growth Index
The MSCI Europe, Australasia, Far East (EAFE) Growth Index is a subset of the MSCI EAFE Index, and constituents of the index include securities from Europe, Australasia and the Far East. The index generally represents approximately 50% of the free float-adjusted market capitalization of the MSCI EAFE Index, and consists of those securities classified by MSCI, as most representing the growth style, such as higher forecasted growth rates, lower book value-to-price ratios, lower forward earnings-to-price ratios and lower dividend yields than securities representing the value style.
MSCI EAFE Value Index
The MSCI Europe, Australasia, Far East (EAFE) Value Index is a subset of the MSCI EAFE Index, and constituents of the index include securities from Europe, Australasia and the Far East. The index generally represents approximately 50% of the free float-adjusted market capitalization of the underlying MSCI EAFE Index, and consists of those securities classified by MSCI as most representing the value style, such as higher book value-to-price ratios, higher forward earnings-to-price ratios, higher dividend yields and lower forecasted growth rates than securities representing the growth style.
MSCI EAFE Value Index Net
The MSCI EAFE Value Index Net is a subset of the MSCI EAFE Index, and constituents of the index include securities from Europe, Australasia and the Far East. The index generally represents approximately 50% of the free float-adjusted market capitalization of the underlying MSCI EAFE Index, and consists of those securities classified by MSCI as most representing the value style, such as higher book value-to-price ratios, higher forward earnings-to-price ratios, higher dividend yields and lower forecasted growth rates than securities representing the growth style.
MSCI India Index - Net
The MSCI India Index - Net is designed to measure the performance of the large and mid cap segments of the Indian market. With 84 constituents, the index covers approximately 85% of the Indian equity universe.
MSCI Value and Growth Index
The MSCI EAFE Value & Growth Indices cover the full range of developed, emerging and All Country MSCI Equity Indices. As of the close of May 30, 2003, 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 securities are categorized using different attributes - three for value and five for growth including forward looking variables.
MSCI Far East ex-Japan Free Index
The MSCI Far East ex-Japan Free Index is a capitalization-weighted index that tracks seven countries, and represents only those securities that are available for investment by international investors; many issues are still restricted to domestic investors in certain Pacific Basin countries.
MSCI Japan Index
The MSCI Japan Index is a broad-based index that tracks Japanese stocks.
MSCI USA High Dividend Yield Index - Net
The MSCI USA High Dividend Yield Index - Net is designed to reflect the performance of equities in the index (excluding REITs) with higher dividend income and quality characteristics than average dividend yields that are both sustainable and persistent. The index also applies quality screens and reviews 12-month past performance to omit stocks with potentially deteriorating fundamentals that could force them to cut or reduce dividends.
MSCI USA Value Gross Index
The MSCI USA Value Index captures large and mid cap US securities exhibiting overall value style characteristics. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.
MSCI World ex USA Value Index Net
The MSCI AC World Index is a free float-adjusted market capitalization index that is designed to measure equity market performance in the global developed and emerging markets.
MSCI World Index
The MSCI World Index is an index that tracks the performance of global stocks.
MSCI World Index Information Technology Index Net
The MSCI World Index Information Technology Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance for the Information Technology sector of developed markets.
MSCI World Index Value - Net
The MSCI World Index Value Net captures large and mid cap securities exhibiting overall value style characteristics across representative Developed Markets countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield. The index targets 50% coverage of the free float-adjusted market capitalization of the MSCI World Index.
N
NAREIT Equity Index
The National Association of Real Estate Investment Trusts (NAREIT) Index is an index that reflects performance of all publicly-traded equity REITs.
NASDAQ Composite Index
The NASDAQ Composite Index is a market capitalization price-only index that tracks the performance of domestic common stocks traded on the regular NASDAQ market as well as National Market System-traded foreign common stocks and America Depository Receipts.
P
PHLX Semiconductor Sector Index
The PHLX Semiconductor Sector Index is a modified capitalization-weighted index composed of the 30 largest companies primarily involved in the design, distribution, manufacture, and sale of semiconductors.
R
Russell 1000 Index
The Russell 1000 Index tracks the performance of 1000 of the largest U.S. companies, based on market capitalization.
Russell 1000 Growth Index
The Russell 1000 Growth Index measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values.
Russell 1000 Value Index
The Russell 1000 Value Index measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values.
Russell 2000 Index
The Russell 2000 Index measures the performance of the 2,000 smallest companies in the Russell 3000 Index, which represents approximately 8% of the total market capitalization of the Russell 3000 Index.
Russell 2000 Growth Index
The Russell 2000 Growth Index measures the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values.
Russell 2000 Value Index
The Russell 2000 Value Index tracks the performance of those Russell 2000 Index companies with lower price-to-book ratios and lower forecasted growth values.
Russell 2500 Growth Index
The Russell 2500 Growth Index an unmanaged index, measures the performance of the small- to mid-cap growth segment of the U.S. equity universe. It includes those Russell 2500 companies with higher price-to-book ratios and higher forecasted growth values.
Russell 2500 Index
The Russell 2500 Index measures the performance of the 2,500 smallest companies in the Russell 3000 Index, which represents approximately 17% of the total market capitalization of the Russell 3000 Index.
Russell 2500 Value Index
The Russell 2500 Value Index measures the performance of the small to mid-cap value segment of the U.S. equity universe. It includes those Russell 2500 companies that are considered more value oriented relative to the overall market as defined by Russell’s leading style methodology. The Russell 2500 Value Index is constructed to provide a comprehensive and unbiased barometer of the small to mid-cap growth market. The Index is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true small to mid-cap opportunity set and that the represented companies continue to reflect value characteristics.
Russell 3000 Index
The Russell 3000 Index measures the performance of the 3,000 largest U.S. companies based on total market capitalization, which represents approximately 98% of the investable U.S. equity market.
Russell 3000 Growth Index
The Russell 3000 Growth Index measures the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The stocks in this index are also members of either the Russell 1000 Growth or the Russell 2000 Growth indexes.
Russell 3000 Value Index
The Russell 3000 Value Index measures the performance of those Russell 3000 Index companies with lower price-to-book ratios and lower forecasted growth values. The stocks in this index are also members of either the Russell 1000 Value or the Russell 2000 Value indexes.
Russell MidCap Index
The Russell MidCap Index measures the performance of the 800 smallest companies in the Russell 1000 Index, which represent approximately 25% of the total market capitalization of the Russell 1000 Index.
Russell MidCap Growth Index
The Russell MidCap Growth Index measures the performance of those Russell Midcap companies with higher price-to-book ratios and higher forecasted growth values. The stocks are also members of the Russell 1000 Growth index.
Russell MidCap Value Index
The Russell MidCap Value Index measures the performance of those Russell Midcap companies with lower price-to-book ratios and lower forecasted growth values. The stocks are also members of the Russell 1000 Value index.
S
S&P BARRA Growth Index
The S&P BARRA Growth Index is a market-capitalization weighted index comprised of a subset of stocks of the S&P 500 Composite Stock Price Index with higher price-to-book ratios relative to the S&P 500 as a whole.
S&P BARRA SmallCap Growth Index
The S&P BARRA SmallCap Growth Index is a market-capitalization weighted index comprised of a subset of stocks of the S&P 500 Composite Stock Price Index with higher price-to-book ratios relative to the S&P 500 as a whole.
S&P BARRA SmallCap Value Index
The S&P BARRA SmallCap Value Index is a market-capitalization weighted index comprised of a subset of stocks of the S&P SmallCap 600 Index with low price-to-book ratios relative to the S&P SmallCap 600 as a whole.
S&P Barra Value Index
The S&P Barra Value Index is a market capitalization weighted index comprised of stocks in the S&P 500 Index with relatively lower price-to-book ratios.
S&P/BoNY Mellon Classic ADR Index
The S&P/BoNY Mellon Classic ADR Index tracks the performance of U.S. Exchange-listed Depositary Receipts in American (ADR) or Global (GDR) form, New York Shares, and Global Registered Shares that are listed for trading on the New York Stock Exchange (NYSE), the NYSE MKT and NASDAQ Stock Market (NASDAQ).
S&P/Citigroup EMI Global ex-U.S. Index
The S&P/Citigroup EMI Global ex-U.S. is an unmanaged index consisting of the bottom 20% of institutionally investable capital of developed and emerging countries, outside the United States.
S&P 1500 Index
The S&P 1500 Index tracks the performance of 1500 widely held, large, mid and small-capitalization U.S. stocks.
S&P 500 Index
The S&P 500 Index tracks the performance of 500 widely held, large-capitalization U.S. stocks.
S&P 500 Composite Stock Price Index
The S&P 500 Composite Stock Price Index tracks the performance of 500 widely held common stocks.
S&P Global 1200 Information Technology Index - Net
The S&P Global 1200 Information Technology Index is a float-adjusted, market-cap-weighted index consisting of all members of the S&P Global 1200 that are classified within the GICS Information Technology sector.
S&P Global Infrastructure Index - Net
The S&P Global Infrastructure Index is comprised of 75 companies around the world that represent the listed infrastructure universe. To create diversified exposure, the index includes three distinct infrastructure clusters: utilities, transportation, and energy.
S&P IFC Investables Index
The S&P IFC (International Finance Corporation) Investables Index is a capitalization-weighted index which tracks more than 1,400 stocks in 23 emerging markets in Asia, Latin America, Eastern Europe, Africa and the Middle East.
S&P MidCap 400 Index
The S&P MidCap 400 Index is a market value-weighted index that tracks the performance of 400 mid-cap U.S. companies.
S&P North American Natural Resources Sector Index
The S&P North American Natural Resources Sector Index is a modified capitalization weighted equity index designed as a benchmark for U.S. traded stocks in the natural resources sector. The index includes companies involved in the following categories: extractive industries, energy companies, owners and operators of timber tracts, forestry services, producers of pulp and paper and owners of plantations. It is unmanaged and unavailable for investment.
S&P North American Technology Sector Index
The S&P North American Technology Sector Index is a modified-capitalization-weighted index of technology-related stocks.
S&P SmallCap 600 Index
The S&P SmallCap 600 Index tracks the performance of 600 domestic companies traded on the New York Stock Exchange, the American Stock Exchange and NASDAQ. The S&P SmallCap 600 is heavily weighted with the stocks of companies with small market capitalizations.
S&P SmallCap 600/BARRA Value Index
The S&P SmallCap 600/BARRA Value Index is a market-capitalization weighted index comprised of a subset of stocks of the S&P SmallCap 600 Index with low price-to-book ratios relative to the S&P SmallCap 600 as a whole.
S&P SmallCap 600 Composite Index
The S&P SmallCap 600 Composite Index tracks the performance of 600 domestic companies traded on major stock exchanges. The S&P Small Cap 600 is heavily weighted with the stocks of companies with small market capitalizations.
S&P Telecom Index
The S&P Telecom Index is a market capitalization weighted index that tracks the performance of telecommunications companies.
S&P Utilities Index
The S&P Utilities Index is a market cap-weighted index of natural gas and electric companies.
U
Ultra-Short Municipal Blended Benchmark
The Ultra-Short Municipal Blended Benchmark, which is a weighted custom composite consisting of 50% Bloomberg 1 Year Municipal Bond Index and 50% iMoneyNet, Inc. Money Market Fund Tax-Free National Retail Index.
U.S. Treasury Index
The U.S. Treasury Index is composed of all U.S. Treasury notes and bonds with remaining maturities of at least one year and outstanding principal of at least $25 million that are included in the Citigroup Bond U.S. Treasury Index.
W
Wilshire 5000 Index
The Wilshire 5000 Index includes all publicly traded stocks headquartered in the U.S. and holds over 7,000 stocks.
Wilshire REIT Index
The Wilshire REIT Index measures U.S. publicly traded Real Estate Investment Trusts. The companies participating in the index are equity owners and operators of commercial real estate. Security types excluded from consideration for inclusion in the Index are mortgage REITs, health care REITs, net lease REITs, real estate finance companies, home builders, large land owners and sub-dividers and hybrid REITs (companies with more than 25% of their assets in direct mortgage investments will not be included). The companies must have a book value of real estate assets of at least $100 million and a market capitalization of at least $100 million.
529
Aggressive Growth Blended Benchmark (SC 529)
A blended index consisting of 48% S&P 500 Index, 14% Russell Mid Cap Index, 8% Russell 2000 Index, 20% MSCI EAFE Index, 1% Citigroup U.S. Treasury Index, 7% Bloomberg U.S. Aggregate Index and 2% BofAML All Convertibles All Qualities Index.
Conservative Blended Benchmark (SC 529)
A blended index consisting of 13% S&P 500 Index, 2% Russell Mid 7% Citigroup U.S. Treasury Index, 38% Bloomberg U.S. Aggregate Index and 40% BofAML U.S 3 Month T Bill.
College Blended Benchmark (SC 529)
A blended index consisting of 13% Citigroup U.S. Treasury Index, 37% Bloomberg U.S. Aggregate Index and 50% BofAML U.S 3 Month T Bill.
Growth Blended Benchmark (SC 529)
A blended index consisting of 46% S&P 500 Index, 12% Russell Mid Cap Index, 6% Russell 2000 Index, 16% MSCI EAFE Index, 3% Citigroup U.S. Treasury Index, 14% Bloomberg U.S. Aggregate Index, 3% and BofAML All Convertibles All Qualities Index.
Moderate Growth Blended Benchmark (SC 529)
A blended index consisting of 33% S&P 500 Index, 10% Russell Mid Cap Index, 5% Russell 2000 Index, 12% MSCI EAFE Index, 6% Citigroup U.S. Treasury Index, 31% Bloomberg U.S. Aggregate Index and 3% BofAML All Convertibles All Qualities Index.
Moderate Blended Benchmark (SC 529)
A blended index consisting of 29% S&P 500 Index, 8% Russell Mid Cap Index, 4% Russell 2000 Index, 9% MSCI EAFE Index, 7% Citigroup U.S. Treasury Index, 38% Bloomberg U.S. Aggregate Index and 5% BofAML U.S 3 Month T Bill.
Moderately Conservative Blended Benchmark (SC 529)
A blended index consisting of 18% S&P 500 Index, 4% Russell Mid Cap Index, 3% Russell 2000 Index, 5% MSCI EAFE Index, 8% Citigroup U.S. Treasury Index, 42% Bloomberg U.S. Aggregate Index and 20% BofAML U.S 3 Month T Bill.
Disclosures
Source: MSCI. The MSCI information may only be used for your internal use, may not be reproduced or redisseminated in any form and may not be used as a basis for or a component of any financial instruments or products or indices. None of the MSCI information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. Historical data and analysis should not be taken as an indication or guarantee of any future performance analysis, forecast or prediction. The MSCI information is provided on an "as is" basis and the user of this information assumes the entire risk of any use made of this information. MSCI, each of its affiliates and each other person involved in or related to compiling, computing or creating any MSCI information (collectively, the "MSCI Parties") expressly disclaims all warranties (including, without limitation, any warranties of originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to this information. Without limiting any of the foregoing, in no event shall any MSCI Party have any liability for any direct, indirect, special, incidental, punitive, consequential (including, without limitation, lost profits) or any other damages.
The S&P Dow Jones Index is a product of S&P Dow Jones Indices LLC ("S&P DJI") and/or its affiliates and has been licensed for use by CMIA, LLC or its Affiliates. Copyright © 2023 by S&P Dow Jones Indices LLC, a subsidiary of McGraw Hill Financial, Inc. All rights reserved. Redistribution or reproduction in whole or in part are prohibited without written permission of S&P Dow Jones Indices LLC. S&P Dow Jones Indices LLC, its affiliates, and their third party licensors shall have any liability for any errors, omissions, or interruptions of any index or the data included therein. Any blended benchmarks included in this report that include one or more S&P DJI indices [and other third party index or indices] have been calculated by CMIA, LLC or its Affiliates.
Source for ICE data: "ICE" Index data referenced herein is the property of ICE Data Indices LLC, its affiliates and/or its third party suppliers (collectively, "ICE Data"). Source for Bloomberg data: "BLOOMBERG®" is a trademark and service mark of Bloomberg Finance L.P. and its affiliates. Source for FTSE/Russell data: London Stock Exchange Group plc and its undertakings (collectively, the "LSE Group"). Source for J.P. Morgan data: Information has been obtained from sources believed to be reliable, but J.P. Morgan does not warrant its completeness or accuracy. These indices have been licensed for use by Columbia Threadneedle Investments. The fund is not sponsored, endorsed, sold or promoted by ICE, Bloomberg, FTSE/Russell or J.P. Morgan and ICE, Bloomberg, FTSE/Russell and JP Morgan make no representation regarding the advisability of investing in the fund. For more complete information about ICE, Bloomberg, FTSE/Russell and J.P. Morgan: https://www.columbiathreadneedleus.com/indexattrib
The Beta Advantage Sustainable Equity Income Indices are custom indexes owned and calculated by MSCI, based on the MSCI USA Index, the MSCI World ex-US Index and the MSCI World Index, and aim to reflect the performance of a Columbia Management Investment Advisers, LLC investment approach.
The funds referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or any index on which such funds are based. The Prospectus contains a more detailed description of the limited relationship MSCI has with Columbia Management Investment Advisers, LLC and any related funds.
The Dow Jones Emerging Markets Consumer Titans Index is a product of S&P Dow Jones Indices LLC ("SPDJI"), and has been licensed for use by Columbia Management Investment Advisers, LLC (CMIA). Standard & Poor's® and S&P® are registered trademarks of Standard & Poor's Financial Services LLC ("S&P"); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC ("Dow Jones"); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by CMIA. The Columbia Emerging Markets Consumer ETF is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates and none of such parties make any representation regarding the advisability of investing in such product(s) nor do they have any liability for any errors, omissions, or interruptions of the Dow Jones Emerging Markets Consumer Titans Index.
"Indxx" is a service mark of Indxx Inc. and have been licensed for use for certain purposes by Columbia Management Investment Advisers, LLC (CMIA). The Fund is not sponsored, endorsed, sold or promoted by Indxx. Indxx, Inc. makes no representation or warranty, express or implied, to the owners of the Fund or any member of the public regarding the advisability of investing in securities generally or in the Fund particularly. Indxx Inc's only relationship to CMIA is the licensing of certain trademarks, trade names and service marks of Indxx and of the Underlying Indices, which are determined, composed and calculated by Indxx Inc. without regard to CMIA or the Fund. Indxx has no obligation to take the needs of CMIA or the shareholders of the Fund into consideration in determining, composing or calculating the Underlying Indices. Indxx Inc. is not responsible for and has not participated in the determination of the timing, amount or pricing of the Fund shares to be issued or in the determination or calculation of the equation by which the Fund shares are to be converted into cash. Indxx Inc. has no obligation or liability in connection with the administration, marketing or trading of the Fund. One cannot invest directly in an index
Indxx Inc. does not guarantee the accuracy and/or the completeness of the Underlying Indices or any data included therein and Indxx Inc. shall have no liability for any errors, omissions, or interruptions therein. Indxx Inc. makes no warranty, express or implied, as to results to be obtained by CMIA, shareholders of the Fund, or any other person or entity from the use of the Underlying Indices or any data included therein. Indxx Inc. makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the Underlying Indices or any data included therein. Without limiting any of the foregoing, in no event shall Indxx Inc. have any liability for any lost profits or indirect, punitive, special or consequential damages or losses, even if notified of the possibility thereof. There are no third party beneficiaries of any agreements or arrangements between Indxx Inc. and CMIA. Shares of the Fund are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Brokerage commissions will reduce returns.
One cannot directly invest in an index.
