Lehman Brothers Aggregate Bond Index

Lehman Brothers Aggregate Bond Index

A benchmark index made up of the Lehman Brothers Government/Corporate Bond Index, Mortgage-Backed Securities Index, and Asset-Backed Securities Index, including 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 $100 million.
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The Fund Investment Manager s performance will be measured against the performance of Standard and Poor s 500 Index for equities, against the Lehman Brothers Aggregate Bond Index for bonds and against any other relevant indices as described in Investment Policy Statement (see Attachment C); 6.
The company's lead attorney, Jeffrey Block of the Boston-based firm Berman DeValerio Pease Tabacco Burt & Pucillo, said State Street marketed the funds as having similar risk to a benchmark called the Lehman Brothers Aggregate Bond Index.
The funds will use a blended benchmark with an allocation to the Standard & Poor's(R) Composite 1500, Lehman Brothers Aggregate Bond Index and MSCI-EAFE Index(SM).
The Lehman Brothers Aggregate Bond index is a benchmark made up of several bond indices including the Government/Corporate Bond Index, the Mortgage-Backed Securities Index and the Asset Backed Securities Index.
bond market as represented by the Lehman Brothers Aggregate Bond Index, as well as to discrete segments of the market, as shown in the table below.
The fund, introduced in 1986, tracks the performance of the market-weighted Lehman Brothers Aggregate Bond Index and holds nearly 2,800 corporate, Treasury, agency, and mortgage securities.
By comparison, the S&P 500, Lehman Brothers Aggregate Bond Index, MSCI World Equity Index and FTSE 100 returned +2.
6% annualized rate of return since its inception on December 14, 1998, which outpaces the Lehman Brothers Aggregate Bond Index by 1.
In comparison, the S&P 500, NASDAQ, Nikkei 225 and the Lehman Brothers Aggregate Bond Index returned +2.
For comparison purposes, the Lehman Brothers Aggregate Bond Index, a broad market measure of domestic fixed income performance, increased 1.
This dynamic allowed the Fund's net asset value performance to outpace the broad-market Lehman Brothers Aggregate Bond Index by 0.
Barclays has also managed assets to the MSCI EAFE Index since 1981, as well as the Lehman Brothers Aggregate Bond Index since its inception in 1986.

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