LaPorte Asset Allocation
System
Index Database
Burlington Hall Asset Management, Inc.
37 Farview Drive
Hackettstown, New Jersey 07840
General: 941-361-1161
Support: 908-637-8694
Fax: 841-866-7302
Internet: http://www.laportesoft.com
E-Mail: support@laportesoft.com
Table of Contents
CLASS, SUB-TYPE, REFERENCE, CATEGORY FIELDS .................................................................... 3
DOW JONES ................................................................................................................................................. 5
FRANK RUSSELL COMPANY .................................................................................................................. 6
MERRILL LYNCH ...................................................................................................................................... 9
STANDARD & POORS .............................................................................................................................. 30
WILSHIRE ASSOCIATES INC. ............................................................................................................... 31
2
Class, Sub-type, Reference, Category Fields
The information below is meant to simplify the searching process. The text shown is the exact
text in the field specified.
Classes and Sub-Types
Below are the possible Class Names and their Sub-Types.
Class Names
BND-IDX
MM -IDX
STK-IDX
CUR-IDX
Sub-Types
AGENCY
ASSET BACK
COMPOSITE
CORP
EURO
GOVT
GOVT-CORP
GOVT-MULTI
MASTER
MTG
MUNI
PREFERRED
TREAS/AGENC
TREASURY
CD
DOMDEPOSIT
EURODEPOSIT
GENSAKI
LIBOR
T-BILL
WORLD
ALL COUNTRY
COMPOSITE
DEVELOPED
EMERGING
GROWTH
LG GROWTH
LG VALUE
MID CAP
MID GROWTH
MID VALUE
SM CAP
SM GROWTH
SM VALUE
VALUE
SPOT
Reference Field
The Reference field specifies the Issuing Country, an MSCI Code or an ISO Code.
ISSUED BY=Country Name
MSCI Code=######
ISO Code=XXX
Category
The Category field may contain one ormore of the following: one or more descriptive keywords,
the term, the currency the fund is issued in, any available S&P or Moody’s Ratings, a scale per US
Dollar.
Descriptive Keywords
Market Capitalization
3
Sector
Misc.
AGGREGATE
COMPOSITE
LARGE CAP
MID CAP
NEXT 1750
NEXT 4500
SMALL CAP
TOP 200
TOP 500
TOP 750
TOP 1000
TOP 2000
TOP 2500
TOP 3000
TOP 5000
AGENCY
ASSET BACKED
CORP
GOVT
GOVT-CORP
GOVT-MULTI
INDUSTRIALS
MORTGAGES
MUNICIPALS
SECURITIES
TREASURY
UTILITIES
BEFORE TAXES
CD
CURRENCY-HEDGED
DOMDEPOSIT
EURODEPOSIT
FIXED RATE
FREE
GENSAKI
GROWTH
HIGH YIELD
LIBOR
MASTER BOND
SOVEREIGN
SPOT
T-BILLS
TOTAL RETURN
VALUE
TERM= Time Frame
RATINGS= Rating
SCALE= Per US Dollar
CUR= ISO Currency Symbol
Country Name
ISO Symbol
ARS
AUD
ATS
BEF
BRL
CAD
CLP
CNY
COP
CZK
DKK
EGP
FIM
FRF
DEM
GRD
HKD
HUF
INR
IDR
IEP
ILS
ITL
JPY
JOD
KRW
Argentina
Australia
Austria
Belgium
Brazil
Canada
Chili
China
Columbia
Czech Republic
Denmark
Egypt
Finland
France
Germany
Greece
Hong Kong
Hungary
India
Indonesia
Ireland
Israel
Italy
Japan
Jordan
Korea
LOC
local currency
ISO
Symbol
LUF
MYR
MXN
MAD
NLG
NZD
NOK
PKR
PEN
PGK
PHP
PLN
PTE
RUR
SGD
ZAR
ESP
LKR
SEK
CHF
TWD
THB
TRL
GBP
USD
VEB
XEU
4
Country Name
Luxembourg
Malaysia
Mexico
Morocco
Netherlands
New Zealand
Norway
Pakistan
Peru
Papua New Guinea
Philippines
Poland
Portugal
Russia
Singapore
South Africa
Spain
Sri Lanka
Sweden
Switzerland
Taiwan
Thailand
Turkey
United Kingdom
USA
Venezuela
European Union
Dow Jones
DJIATR
The Dow Jones Industrial Average Total Return Index is price-weighted and based on the
average market price of 30 blue-chip (NYSE) stocks. The average is found by adding the prices
of the 30 stocks and dividing by a denominator that has been adjusted for stock splits, stock
dividends, and substitutions of stocks. It represents about 25% of the NYSE market
capitalization. This is a total return index with dividends reinvested.
5
Frank Russell Company
There are 18 Frank Russell Indexes. The indexes are value weighted and include only common
stocks domiciled in the US and its territories. All indexes are subsets of the Russell 3000 Index
(RUS3000). The Russell 3000 Index represents 98% of the investable US equity market. For
more information on these indices contact the Frank Russell Company or visit their website
WWW.RUSSELL.COM .
RUS1000
The Russell 1000 Stock Index measures the performance of the 1,000 largest US companies in
the Russell 3000 Index (RUS3000). This represents 90% of the total market capitalization of the
Russell 3000 Index. As of the latest reconstitution, the average market capitalization was
approximately $7.6 billion, the median market capitalization was approximately $3.0 billion. The
smallest had an approximate market capitalization of $1.1 billion. The Index represents the
universe of stocks from which most active money managers typically select.
RUS1000GR
The Russell 1000 Growth Index contains stocks from the Russell 1000 Index (RUS1000) with a
greater than average growth orientation. They have higher price-to-book ratios and higher
forecasted growth values. It represents the universe of stocks from which Earnings Growth
managers typically select.
RUS1000VA
The Russell 1000 Value Index is a total return index that comprises stocks from the Russell 1000
Index (RUS1000) with a less than average growth orientation. They have lower price-to-book
ratios and lower forecasted growth values. It represents the universe of stocks from which Value
managers typically select.
RUS2000
The Russell 2000 Stock index measures the 2,000 smallest stocks in the Russell 3000 Index
(RUS3000). It represents approximately 10% of the Russell 3000 Index. As of the latest
reconstitution, the average market capitalization was approximately $467.3 million; the median
market capitalization was approximately $394.5 million. The largest company in the Index had an
approximate market capitalization of $1.1 billion.
RUS2000GR
The Russell 2000 Growth Index contains stocks from the Russell 2000 Index (RUS2000) with a
greater than average growth orientation. They have higher price-to-book ratios and higher
forecasted growth values. It represents the universe of stocks from which Earnings Growth
managers typically select.
RUS2000VA
The Russell 2000 Value Index is a total return index that comprises stocks from the Russell 2000
Index (RUS2000) with a less than average growth orientation. They have lower price-to-book
ratios and lower forecasted growth values. It represents the universe of stocks from which Value
managers typically select.
RUS2500
The Russell 2500 Index is composed of the 2500 smallest securities in the Russell 3000 Index
(RUS3000). It represents approximately 23% of the total market capitalization of the Russell 3000
Index. As of the latest reconstitution the average market capitalization was approximately $733.4
6
million, the median market capitalization was approximately $492.5 million. The largest company
in the Russell 2500 Index has a market capitalization of approximately $2.9 billion.
RUS2500GR
The Russell 2500 Growth Index contains stocks from the Russell 2500 Index (RUS2500) with a
greater than average growth orientation. They have higher price-to-book ratios and higher
forecasted growth values. It represents the universe of stocks from which Earnings Growth
managers typically select.
RUS2500VA
The Russell 2500 Value Index is a total return index that comprises stocks from the Russell 2500
Index (RUS2500) with a less than average growth orientation. They have lower price-to-book
ratios and lower forecasted growth values. It represents the universe of stocks from which Value
managers typically select.
RUS3000
The Russell 300 Index measures the performance of the 3000 largest US companies based on
total market capitalization. It represents 98% of the investable US equity market. As of the latest
reconstitution, the average market capitalization was approximately $2.8 billion, the median
market capitalization was approximately $639 million. The Index had a total market capitalization
range of approximately $198.3 billion to $171.7 million.
RUS3000GR
The Russell 3000 Growth Index contains stocks from the Russell 3000 Index (RUS3000) with a
greater than average growth orientation. They have higher price-to-book ratios and higher
forecasted growth values. The stocks in this Index are also members of either the Russell 1000
Growth (RUS1000GR) or the Russell 200 Growth (RUS2000GR) indexes. It represents the
universe of stocks from which Earnings Growth managers typically select.
RUS3000VA
The Russell 3000 Value Index is a total return index that comprises stocks from the Russell 3000
Index (RUS3000) with a less than average growth orientation. They have lower price-to-book
ratios and lower forecasted growth values. The stocks in this Index are also members of either
the Russell 1000 Value (RUS1000VA) or the Russell 200 Value (RUS2000VA) indexes. It
represents the universe of stocks from which Value managers typically select.
RUSMIDC
The Russell Midcap Index measures the performance of 800 smallest companies in the Russell
1000 Index (RUS1000). It represents approximately 35% of the total market capitalization of the
Russell 1000 Index. As of the latest reconstitution, the average market capitalization was
approximately $2.9 billion, the median market capitalization was approximately $2.3 billion. The
largest company in the index had an approximate market capitalization of $8.0 billion.
RUSMIDCGR
The Russell Midcap Growth Index contains stocks from the Russell Midcap Index (RUSMIDC)
with a greater than average growth orientation. They have higher price-to-book ratios and higher
forecasted growth values. The stocks are also members of the Russell 1000 Value Index
(RUS1000GR). It represents the universe of stocks from which Earnings Growth managers
typically select.
7
RUSMIDCVA
The Russell Midcap Value Index is a total return index that comprises stocks from the Russell
Midcap Index (RUSMIDC) with a less than average growth orientation. They have lower price-tobook ratios and lower forecasted growth values. The stocks are also members of the Russell
1000 Value Index (RUS1000VA). It represents the universe of stocks from which Value
managers typically select.
RUST200
The Russell Top 200 Stock Index measures the performance of the 200 largest companies in the
Russell 1000 Index (RUS1000). It represents approximately 65% of the total market capitalization
of the Russell 1000 Index. As of the latest reconstitution, the average market capitalization was
approximately $26.4 billion, the median market capitalization was approximately $15.5 billion. The
largest company in the index had an approximate market capitalization of $8.1 billion.
RUST200GR
The Russell Top 200 Growth Index contains stocks from the Russell Top 200 Index (RUST200)
with a greater than average growth orientation. They have higher price-to-book ratios and higher
forcasted growth values. The stocks are also members of the Russell 1000 Growth Index
(RUS1000GR).It represents the universe of stocks from which Earnings Growth managers
typically select.
RUST200VA
The Russell Top 200 Value Index is a total return index that comprises stocks from the Russell
Top 200 Index (RUST200) with a less than average growth orientation. They have lower-price-tobook ratios and lower forcasted growth values. The stocks are also members of the Russell 1000
Value Index (RUS1000VA). It represents the universe of stocks from which Value managers
typically select.
8
Merrill Lynch
MLABS1-3F
The Merrill Lynch Asset-Backed Securities Index measures the performance of fixed rate bonds
with a maturity of 1-3 years .
MLABS3-5F
The Merrill Lynch Asset-Backed Securities Index measures the performance of fixed rate bonds
with a maturity of 3-5 years.
MLABSM
The Merrill Lynch Asset-Backed Securities Master Index measures the performance of bonds of
all maturities.
MLAG1-10
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
1-10 years.
MLAG1-3
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
1-3 years.
MLAG1-5
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
1-5 years.
MLAG10+
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
10+ years.
MLAG10-15
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
10-15 years.
MLAG15+
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
15+ years.
MLAG3-5
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
3-5 years.
MLAG5-7
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
5-7 years.
9
MLAG7-10
The Merrill Lynch U.S. Agencies Index measures the performance of agencies with a maturity of
7-10 years.
MLAGM
The Merrill Lynch U.S. Agencies Master Index measures the performance of agencies of all
maturities.
MLC1-10
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 1-10 years.
MLC1-10AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 1-10 years.
MLC1-3
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 1-3 years.
MLC1-3AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 1-3 years.
MLC1-3AAA
The Merrill Lynch U.S. Corporate Index measures the performance of AAA rated corporate bonds
with a maturity of 1-3 years.
MLC1-5
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 1-5 years.
MLC1-5AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 1-5 years.
MLC1-5AAThe Merrill Lynch U.S. Corporate Index measures the performance of AA-AAA rated corporate
bonds with a maturity of 1-5 years.
MLC10+
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 10+ years.
MLC10+AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 10+ years.
10
MLC10+AAThe Merrill Lynch U.S. Corporate Index measures the performance of AA-AAA rated corporate
bonds with a maturity of 10+ years.
MLC10-15
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 10-15 years.
MLC10-15AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 10-15 years.
MLC10-15AA
The Merrill Lynch U.S. Corporate Index measures the performance of AA-AAA rated corporate
bonds with a maturity of 10-15 years.
MLC15+
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 15+ years.
MLC15+AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 15+ years.
MLC15+AAThe Merrill Lynch U.S. Corporate Index measures the performance of AA-AAA rated corporate
bonds with a maturity of 15+ years.
MLC3-5
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 3-5 years.
MLC3-5AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 3-5 years.
MLC3-5AAA
The Merrill Lynch U.S. Corporate Index measures the performance of AAA rated corporate bonds
with a maturity of 3-5 years.
MLC5-10
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 5-10 years.
MLC5-10AThe Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds with a maturity of 5-10 years.
11
MLC5-7
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 5-7 years.
MLC5-7AAA
The Merrill Lynch U.S. Corporate Index measures the performance of AAA rated corporate bonds
with a maturity of 5-7 years.
MLC7-10
The Merrill Lynch U.S. Corporate Index measures the performance of corporate bonds with a
maturity of 7-10 years.
MLC7-10AAA
The Merrill Lynch U.S. Corporate Index measures the performance of AAA rated corporate bonds
with a maturity of 7-10 years.
MLCA
The Merrill Lynch U.S. Corporate Index measures the performance of A rated corporate bonds of
all maturities.
MLCA-AAA
The Merrill Lynch U.S. Corporate Index measures the performance of A-AAA rated corporate
bonds of all maturities.
MLCAA
The Merrill Lynch U.S. Corporate Index measures the performance of AA rated corporate bonds
of all maturities.
MLCAA-AAA
The Merrill Lynch U.S. Corporate Index measures the performance of AA-AAA rated corporate
bonds of all maturities.
MLCAAA
The Merrill Lynch U.S. Corporate Index measures the performance of AAA rated corporate bonds
of all maturities.
MLCBBB
The Merrill Lynch U.S. Corporate Index measures the performance of BBB rated corporate bonds
of all maturities.
MLCBBB-A
The Merrill Lynch U.S. Corporate Index measures the performance of BBB-A rated corporate
bonds of all maturities.
MLCG1-10
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 1-10 years.
12
MLCG1-10A+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of A rated and
above corporate and government with a maturity of 1-10 years.
MLCG1-3
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 1-3 years.
MLCG1-5
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 1-5 years.
MLCG1-5A+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of A rated and
above corporate and government with a maturity of 1-5 years.
MLCG10+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 10+ years.
MLCG10+A+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of A rated and
above corporate and government with a maturity of 10+ years.
MLCG3-5
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 3-5 years.
MLCG5+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 5+ years.
MLCG5+A+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of A rated and
above corporate and government with a maturity of 5+ years.
MLCG5-10
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 5-10 years.
MLCG5-10A+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of A rated and
above corporate and government with a maturity of 5-10 years.
MLCG5-7
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 5-7 years.
13
MLCG7-10
The Merrill Lynch U.S. Corporate & Government Index measures the performance of corporate
and government with a maturity of 7-10 years.
MLCGA+
The Merrill Lynch U.S. Corporate & Government Index measures the performance of A rated and
above corporate and government of all maturities.
MLCGM
The Merrill Lynch U.S. Corporate & Government Master Index measures the performance of
corporate and government bonds of all maturities.
MLCHYB
The Merrill Lynch U.S. Corporate Index measures the performance of High Yield BB Rated
corporate bonds of all maturities.
MLCHYBB
The Merrill Lynch U.S. Corporate Index measures the performance of High Yield B Rated
corporate bonds of all maturities.
MLCHYC
The Merrill Lynch U.S. Corporate Index measures the performance of High Yield C Rated
corporate bonds of all maturities.
MLCHYM2
The Merrill Lynch U.S. Corporate Index measures the performance of High Yield Master II
corporate bonds of all maturities.
MLCM
The Merrill Lynch U.S. Corporate Master Index measures the performance of corporate bonds of
all maturities.
MLDMSA+
The Merrill Lynch U.S. Domestic Master Index measures the performance of Single A rated and
above domestic bonds of all maturities.
MLDOMM
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds of
all maturities.
MLDOMM1-10
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 1-10 years.
MLDOMM1-3
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 1-3 years.
14
MLDOMM1-5
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 1-5 years.
MLDOMM10+
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 10+ years.
MLDOMM1015
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 10-15 years.
MLDOMM15+
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 15+ years.
MLDOMM3-5
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 3-5 years.
MLDOMM5+
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 5+ years.
MLDOMM5-7
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 5-7 years.
MLDOMM7-10
The Merrill Lynch U.S. Domestic Master Index measures the performance of domestic bonds with
a maturity of 7-10 years.
MLFXATSSP
The Merrill Lynch Austrian Schilling Spot Currency Exchange Rate.
MLFXBEFSP
The Merrill Lynch Belgian Franc Spot Currency Exchange Rate.
MLFXCADSP
The Merrill Lynch Canadian Dollar Spot Currency Exchange Rate.
MLFXCHFSP
The Merrill Lynch Swiss Franc Spot Currency Exchange Rate.
MLFXDEMSP
The Merrill Lynch Deutsche Mark Spot Currency Exchange Rate.
MLFXDKKSP
The Merrill Lynch Danish Krone Spot Currency Exchange Rate.
15
MLFXESPSP
The Merrill Lynch Spanish Peseta Spot Currency Exchange Rate.
MLFXFIMSP
The Merrill Lynch Finnish Markka Spot Currency Exchange Rate.
MLFXFRFSP
The Merrill Lynch French Franc Spot Currency Exchange Rate.
MLFXGBPSP
The Merrill Lynch British Pound Spot Currency Exchange Rate.
MLFXHKDSP
The Merrill Lynch Hong Kong Dollar Spot Currency Exchange Rate.
MLFXIEPSP
The Merrill Lynch Irish Punt Spot Currency Exchange Rate.
MLFXITLSP
The Merrill Lynch Italian Lira Spot Currency Exchange Rate.
MLFXJPYSP
The Merrill Lynch Japanese Yen Spot Currency Exchange Rate.
MLFXMYRSP
The Merrill Lynch Malaysian Ringgit Spot Currency Exchange Rate.
MLFXNLGSP
The Merrill Lynch Dutch Guilder Spot Currency Exchange Rate.
MLFXNOKSP
The Merrill Lynch Norwegian Krone Spot Currency Exchange Rate.
MLFXNZDSP
The Merrill Lynch New Zealand Dollar Spot Currency Exchange Rate.
MLFXPTESP
The Merrill Lynch Portuguese Escudo Spot Currency Exchange Rate.
MLFXSARSP
The Merrill Lynch Saudi Riyal Spot Currency Exchange Rate.
MLFXSEKSP
The Merrill Lynch Swedish Krona Spot Currency Exchange Rate.
MLFXUSDSP
The Merrill Lynch U.S. Dollar Spot Currency Exchange Rate.
16
MLFXXEUSP
The Merrill Lynch Euro Currency Spot Currency Exchange Rate.
MLLIB0ATS
The Merrill Lynch Austrian Schilling LIBOR Index has an Overnight maturity.
MLLIB0AUD
The Merrill Lynch Australian Dollar LIBOR Index has an Overnight maturity.
MLLIB0BEF
The Merrill Lynch Belgian Franc LIBOR Index has an Overnight maturity.
MLLIB0CAD
The Merrill Lynch Canadian Dollar LIBOR Index has an Overnight maturity.
MLLIB0CHF
The Merrill Lynch Swiss Franc LIBOR Index has an Overnight maturity.
MLLIB0DEM
The Merrill Lynch Deutsche Mark LIBOR Index has an Overnight maturity.
MLLIB0DKK
The Merrill Lynch Danish Krone LIBOR Index has an Overnight maturity.
MLLIB0ESP
The Merrill Lynch Spanish Peseta LIBOR Index has an Overnight maturity.
MLLIB0FIM
The Merrill Lynch Finnish Markka LIBOR Index has an Overnight maturity.
MLLIB0FRF
The Merrill Lynch French Franc LIBOR Index has an Overnight maturity.
MLLIB0GBP
The Merrill Lynch British Pound LIBOR Index has an Overnight maturity.
MLLIB0HKD
The Merrill Lynch Hong Kong Dollar LIBOR Index has an Overnight maturity.
MLLIB0IEP
The Merrill Lynch Irish Punt LIBOR Index has an Overnight maturity.
MLLIB0ITL
The Merrill Lynch Italian Lira LIBOR Index has an Overnight maturity.
MLLIB0JPY
The Merrill Lynch Japanese Yen LIBOR Index has an Overnight maturity.
17
MLLIB0MYR
The Merrill Lynch Malaysian Ringgit LIBOR Index has an Overnight maturity.
MLLIB0NLG
The Merrill Lynch Dutch Guilder LIBOR Index has an Overnight maturity.
MLLIB0NOK
The Merrill Lynch Norwegian Krone LIBOR Index has an Overnight maturity.
MLLIB0NZD
The Merrill Lynch New Zealand Dollar LIBOR Index has an Overnight maturity.
MLLIB0PTE
The Merrill Lynch Portuguese Escudo LIBOR Index has an Overnight maturity.
MLLIB0SEK
The Merrill Lynch Swedish Krona LIBOR Index has an Overnight maturity.
MLLIB0USD
The Merrill Lynch U.S. Dollar LIBOR Index has an Overnight maturity.
MLLIB0XEU
The Merrill Lynch Euro Currency LIBOR Index has an Overnight maturity.
MLLIB1ATS
The Merrill Lynch Austrian Schilling LIBOR Index has a 1-month Constant Maturity.
MLLIB1AUD
The Merrill Lynch Australian Dollar LIBOR Index has a 1-month Constant Maturity.
MLLIB1BEF
The Merrill Lynch Belgian Franc LIBOR Index has a 1-month Constant Maturity.
MLLIB1CAD
The Merrill Lynch Canadian Dollar LIBOR Index has a 1-month Constant Maturity.
MLLIB1CHF
The Merrill Lynch Swiss Franc LIBOR Index has a 1-month Constant Maturity.
MLLIB1DEM
The Merrill Lynch Deutsche Mark LIBOR Index has a 1-month Constant Maturity.
MLLIB1DKK
The Merrill Lynch Danish Krone LIBOR Index has a 1-month Constant Maturity.
MLLIB1ESP
The Merrill Lynch Spanish Peseta LIBOR Index has a 1-month Constant Maturity.
18
MLLIB1FIM
The Merrill Lynch Finnish Markka LIBOR Index has a 1-month Constant Maturity.
MLLIB1FRF
The Merrill Lynch French Franc LIBOR Index has a 1-month Constant Maturity.
MLLIB1GBP
The Merrill Lynch British Pound LIBOR Index has a 1-month Constant Maturity.
MLLIB1HKD
The Merrill Lynch Hong Kong Dollar LIBOR Index has a 1-month Constant Maturity.
MLLIB1IEP
The Merrill Lynch Irish Punt LIBOR Index has a 1-month Constant Maturity.
MLLIB1ITL
The Merrill Lynch Italian Lira LIBOR Index has a 1-month Constant Maturity.
MLLIB1JPY
The Merrill Lynch Japanese Yen LIBOR Index has a 1-month Constant Maturity.
MLLIB1MYR
The Merrill Lynch Malaysian Ringgit LIBOR Index has a 1-month Constant Maturity.
MLLIB1NLG
The Merrill Lynch Dutch Guilder LIBOR Index has a 1-month Constant Maturity.
MLLIB1NOK
The Merrill Lynch Norwegian Krone LIBOR Index has a 1-month Constant Maturity.
MLLIB1NZD
The Merrill Lynch New Zealand Dollar LIBOR Index has a 1-month Constant Maturity.
MLLIB1PTE
The Merrill Lynch Portuguese Escudo LIBOR Index has a 1-month Constant Maturity.
MLLIB1SEK
The Merrill Lynch Swedish Krona LIBOR Index has a 1-month Constant Maturity.
MLLIB1USD
The Merrill Lynch U.S. Dollar LIBOR Index has a 1-month Constant Maturity.
MLLIB1XEU
The Merrill Lynch Euro Currency LIBOR Index has a 1-month Constant Maturity.
MLLIB3ATS
The Merrill Lynch Austrian Schilling LIBOR Index has a 3-month Constant Maturity.
19
MLLIB3AUD
The Merrill Lynch Australian Dollar LIBOR Index has a 3-month Constant Maturity.
MLLIB3BEF
The Merrill Lynch Belgian Franc LIBOR Index has a 3-month Constant Maturity.
MLLIB3CAD
The Merrill Lynch Canadian Dollar LIBOR Index has a 3-month Constant Maturity.
MLLIB3CHF
The Merrill Lynch Swiss Franc LIBOR Index has a 3-month Constant Maturity.
MLLIB3DEM
The Merrill Lynch Deutsche Mark LIBOR Index has a 3-month Constant Maturity.
MLLIB3DKK
The Merrill Lynch Danish Krone LIBOR Index has a 3-month Constant Maturity.
MLLIB3ESP
The Merrill Lynch Spanish Peseta LIBOR Index has a 3-month Constant Maturity.
MLLIB3FIM
The Merrill Lynch Finnish Markka LIBOR Index has a 3-month Constant Maturity.
MLLIB3FRF
The Merrill Lynch French Franc LIBOR Index has a 3-month Constant Maturity.
MLLIB3GBP
The Merrill Lynch British Pound LIBOR Index has a 3-month Constant Maturity.
MLLIB3HKD
The Merrill Lynch Hong Kong Dollar LIBOR Index has a 3-month Constant Maturity.
MLLIB3IEP
The Merrill Lynch Irish Punt LIBOR Index has a 3-month Constant Maturity.
MLLIB3ITL
The Merrill Lynch Italian Lira LIBOR Index has a 3-month Constant Maturity.
MLLIB3JPY
The Merrill Lynch Japanese Yen LIBOR Index has a 3-month Constant Maturity.
MLLIB3MYR
The Merrill Lynch Malaysian Ringgit LIBOR Index has a 3-month Constant Maturity.
MLLIB3NLG
The Merrill Lynch Dutch Guilder LIBOR Index has a 3-month Constant Maturity.
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MLLIB3NOK
The Merrill Lynch Norwegian Krone LIBOR Index has a 3-month Constant Maturity.
MLLIB3NZD
The Merrill Lynch New Zealand Dollar LIBOR Index has a 3-month Constant Maturity.
MLLIB3PTE
The Merrill Lynch Portuguese Escudo LIBOR Index has a 3-month Constant Maturity.
MLLIB3SEK
The Merrill Lynch Swedish Krona LIBOR Index has a 3-month Constant Maturity.
MLLIB3USD
The Merrill Lynch U.S. Dollar LIBOR Index has a 3-month Constant Maturity.
MLLIB3XEU
The Merrill Lynch Euro Currency LIBOR Index has a 3-month Constant Maturity.
MLM1-12
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 1-12 years.
MLM1-22
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 1-22 years.
MLM1-3
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 1 -3 years.
MLM12-22
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 12-22 years.
MLM22-52
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 22-52 years.
MLM3-7
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 3-7 years.
MLM7-12
The Merrill Lynch Municipals Index measures the performance of municipal bonds with a maturity
of 7-12 years.
MLMA
The Merrill Lynch Municipals Index measures the performance of A rated municipal bonds.
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MLMAA
The Merrill Lynch Municipals Index measures the performance of AA rated municipal bonds.
MLMAAA
The Merrill Lynch Municipals Index measures the performance of AAA rated municipal bonds.
MLMBBB
The Merrill Lynch Municipals Index measures the performance of BBB rated municipal bonds.
MLMC
The Merrill Lynch Municipals Index measures the performance of County municipal bonds.
MLME
The Merrill Lynch Municipals Index measures the performance of Education municipal bonds.
MLMGO
The Merrill Lynch Municipals Index measures the performance of general obligation municipal
bonds of all maturities.
MLMGO1-3
The Merrill Lynch Municipals Index measures the performance of general obligation municipal
bonds with a maturity of 1-3 years.
MLMGO12-22
The Merrill Lynch Municipals Index measures the performance of general obligation municipal
bonds with a maturity of 12-22 years.
MLMGO22-52
The Merrill Lynch Municipals Index measures the performance of general obligation municipal
bonds with a maturity of 22-52 years.
MLMGO3-7
The Merrill Lynch Municipals Index measures the performance of general obligation municipal
bonds with a maturity of 3-7 years.
MLMGO7-12
The Merrill Lynch Municipals Index measures the performance of general obligation municipal
bonds with a maturity of 7-12 years.
MLMGOA
The Merrill Lynch Municipals Index measures the performance of general obligation A Rated
municipal bonds.
MLMGOAA
The Merrill Lynch Municipals Index measures the performance of general obligation AA Rated
municipal bonds.
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MLMGOAAA
The Merrill Lynch Municipals Index measures the performance of general obligation AAA Rated
municipal bonds.
MLMGOBBB
The Merrill Lynch Municipals Index measures the performance of general obligation BBB Rated
municipal bonds.
MLMM
The Merrill Lynch Municipals Master Index measures the performance of municipal bonds of all
maturities.
MLMPR
The Merrill Lynch Municipals Index measures the performance of prerefunded municipal bonds.
MLMS
The Merrill Lynch Municipals Index measures the performance of state municipal bonds of all
maturities.
MLMS1-3
The Merrill Lynch Municipals Index measures the performance of state municipal bonds with a
maturity of 1-3 years.
MLMS12-22
The Merrill Lynch Municipals Index measures the performance of state municipal bonds with a
maturity of 12-22 years.
MLMS22+
The Merrill Lynch Municipals Index measures the performance of state municipal bonds with a
maturity of 22+ years.
MLMS3-7
The Merrill Lynch Municipals Index measures the performance of state municipal bonds with a
maturity of 3-7 years.
MLMS7-12
The Merrill Lynch Municipals Index measures the performance of state municipal bonds with a
maturity of 7-12 years.
MLMSFH
The Merrill Lynch Municipals Index measures the performance of single Family Housing municipal
bonds of all maturities.
MLMT
The Merrill Lynch Municipals Index measures the performance of transportation municipal bonds
of all maturities.
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MLMTG0-10
The Merrill Lynch Mortgages Index measures the performance of mortgages with a maturity of 010 years.
MLMTG0-5
The Merrill Lynch Mortgages Index measures the performance of mortgages with a maturity of 0-5
years.
MLMTG30
The Merrill Lynch Mortgages Master Index measures the performance of mortgages all 30 Year.
MLMTG5-7
The Merrill Lynch Mortgages Index measures the performance of mortgages with a maturity of 57 years.
MLMTG7-10
The Merrill Lynch Mortgages Index measures the performance of mortgages with a maturity of 710 years.
MLMTGBM
The Merrill Lynch Mortgages Master Index measures the performance of Balloon mortgages .
MLMTGFN15
The Merrill Lynch Mortgages Index measures the performance of FNMA mortgages with a
maturity of 15 years.
MLMTGFN30
The Merrill Lynch Mortgages Index measures the performance of FNMA mortgages with a
maturity of 30 years.
MLMTGFNM
The Merrill Lynch Mortgages Index measures the performance of FNMA Master mortgages .
MLMTGGNM
The Merrill Lynch Mortgages Index measures the performance of GNMA Master mortgages .
MLMTGGNS15
The Merrill Lynch Mortgages Index measures the performance of GNMA Single Family mortgages
with a maturity of 15 years.
MLMTGGNS30
The Merrill Lynch Mortgages Index measures the performance of GNMA Single Family mortgages
with a maturity of 30 years.
MLMTGM
The Merrill Lynch Mortgages Master Index measures the performance of mortgages of all
maturities.
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MLMTGM0-3
The Merrill Lynch Mortgages Master Index measures the performance of mortgages with a
maturity of 0-3 year weighted avg life.
MLMTGM15
The Merrill Lynch Mortgages Master Index measures the performance of mortgages with a
maturity of 15 years.
MLMTGM3-5
The Merrill Lynch Mortgages Master Index measures the performance of mortgages with a
maturity of 3-5 year weighted avg life.
MLPSADJ
The Merrill Lynch Preferred Stock Index measures the performance of adjustable rate stocks.
MLPSDR
The Merrill Lynch Preferred Stock Index measures the performance of DRD eligible stocks.
MLPSNDR
The Merrill Lynch Preferred Stock Index measures the performance of Non-DR. eligible stocks.
MLPSP
The Merrill Lynch Preferred Stock Index measures the performance of perpetual stocks.
MLTR03-4
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 3.5-4.5 years.
MLTR04-5
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 4.5-5.5 years.
MLTR1-10
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 1-10 years.
MLTR1-3
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 1-3 years.
MLTR1-5
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 1-5 years.
MLTR10+
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 10+ years.
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MLTR10-15
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 10-15 years.
MLTR15+
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 15+ years.
MLTR3-5
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 3-5 years.
MLTR5-10
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 5-10 years.
MLTR5-7
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 5-7 years.
MLTR7-10
The Merrill Lynch U.S. Treasuries Index measures the performance of treasuries with a maturity
of 7-10 years.
MLTRAG1-10
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 1-10 years.
MLTRAG1-3
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 1-3 years.
MLTRAG1-5
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 1-5 years.
MLTRAG10+
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 10+ years.
MLTRAG5-10
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 5-10 years.
MLTRAG5-7
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 5-7 years.
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MLTRAG7-10
The Merrill Lynch U.S. Treasuries/Agencies Index measures the performance of treasuries and
agencies with a maturity of 7-10 years.
MLTRAGM
The Merrill Lynch U.S. Treasuries/Agencies Master Index measures the performance of
treasuries and agencies of all maturities.
MLTRBILL
The Merrill Lynch U.S. Treasury Bills Index measures the performance of treasury bills of all
maturities.
MLTRBILL1
The Merrill Lynch U.S. Treasury Bills Index measures the performance of treasury bills with a
maturity of 1 year.
MLTRBILL3
The Merrill Lynch U.S. Treasury Bills Index measures the performance of treasury bills with a
maturity of 3 months.
MLTRBILL6
The Merrill Lynch U.S. Treasury Bills Index measures the performance of treasury bills with a
maturity of 6 months.
MLTRC10
The Merrill Lynch U.S. Treasury Index measures the performance of treasuries with a Current 10
year maturity.
MLTRC2
The Merrill Lynch U.S. Treasury Index measures the performance of treasuries with a Current 2
year maturity.
MLTRC3
The Merrill Lynch U.S. Treasury Index measures the performance of treasuries with a Current 3
year maturity.
MLTRC30
The Merrill Lynch U.S. Treasury Index measures the performance of treasuries with a Current 30
year maturity.
MLTRC5
The Merrill Lynch U.S. Treasury Index measures the performance of treasuries with a Current 5
year maturity.
MLTRM
The Merrill Lynch U.S. Treasury Master Index measures the performance of treasuries of all
maturities.
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MLTRNB0-1
The Merrill Lynch U.S. Treasury Notes & Bonds Index measures the performance of treasury
notes and bonds with a maturity of 0-1 year.
MLTRNB0-3
The Merrill Lynch U.S. Treasury Notes & Bonds Index measures the performance of treasury
notes and bonds with a maturity of 0-3 months.
MLTRNB3-6
The Merrill Lynch U.S. Treasury Notes & Bonds Index measures the performance of treasury
notes and bonds with a maturity of 3-6 months.
MLTRNB6-9
The Merrill Lynch U.S. Treasury Notes & Bonds Index measures the performance of treasury
notes and bonds with a maturity of 6-9 months.
MLTRNB9-12
The Merrill Lynch U.S. Treasury Notes & Bonds Index measures the performance of treasury
notes and bonds with a maturity of 9-12 months.
MLTRO1-2
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 1.5-2.5 years.
MLTRO11-13
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 11.0-13.0 years.
MLTRO13-17
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 13.0-17.5 years.
MLTRO17-22
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 17.5-22.5 years.
MLTRO2-3
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 2.5-3.5 years.
MLTRO22-27
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 22.5-27.5 years.
MLTRO27+
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 27.5+ years.
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MLTRO5-6
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 5.5-6.5 years.
MLTRO6-7
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 6.5-7.5 years.
MLTRO7-8
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 7.5-8.5 years.
MLTRO8-9
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 8.5-9.5 years.
MLTRO9-11
The Merrill Lynch U.S. Treasuries Index measures the performance of off-the-run treasuries with
a maturity of 9.5-11.0 years.
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Standard & Poors
There are 2 indexes calculated by Standard & Poor’s (S&P).
S&P500TR
The S&P500 Total Return Index is calculated by Standard & Poor’s, is a total return index with
dividends reinvested. It is composed of 500 widely held common stocks, consisting of four broad
sectors (industrials, utilities, financial, and transportation). It is a market-value weighted index
(stock price times shares outstanding), with each stock affecting the Index in proportion to its
market value. Construction of the S&P 500 proceeds from industry groups to the whole. Since
some industries are characterized by companies of relatively small stock capitalization, the Index
is not comprised of the 500 largest companies on the New York Stock Exchange. However, the
total market value of the S&P 500 as of April 30, 1992, represented 77% of the aggregate
market value of common stocks traded on the New York Stock Exchange.
S&PMID40TR
The S&PMID40 Total Return Index is calculated by Standard & Poor’s, is a total return index with
dividends reinvested.
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Wilshire Associates Inc.
There are 13 Wilshire Indexes. For more information regarding these indices contact Wilshire
Associates Inc. or visit their website at WWW.WILSHIRE.COM .
WIL4500
The Wilshire 4500 Equity Index is a market value-weighted index of all US common equity
securities with readily available price data excluding the S&P 500 securities. These 6500 equities
plus the S&P 500 securities comprise the Wilshire 5000 (WIL5000). Over 6500 capitalization
weighted returns provide an excellent benchmark for “extended” fund managers. The capital
value of the index is about 55% of the New York Stock Exchange stock issues, 4% of the
American Stock Exchange stock issues and 41% of the Over the Counter. It is a Total Return
index with dividends reinvested.
WIL5000
The Wilshire 5000 Equity Index is a market value-weighted index of all U.S. common equity
securities with readily available price data. Over 7,000 market value-weighted security returns are
used to adjust the index. The capital value of the index is composed of approximately 86% of
New York Stock Exchange issues; 3% of American Stock Exchange stock issues; and 11% of
NASDAQ over the counter issues. It is a total return index with dividends reinvested.
WILLARGGR
The Wilshire Large Cap Growth Index is composed from the top 750 large companies of the
Wilshire 2500 universe (the top 2500 companies and 99% of the market capitalization of the
Wilshire 5000). These companies have market capitalizations of at least $725 million. Wilshire
excludes companies with less than five years of history, high payout, low growth, low price/book
issues, or low return on equity. The portfolio contains from 125 - 500 securities.
WILLARGVA
The Wilshire Large Cap Value Index is composed from the top 750 large companies of the
Wilshire 2500 universe (the top 2500 companies and 99% of the market capitalization of the
Wilshire 5000). These companies have market capitalizations of at least $725 million. Wilshire
excludes companies with high price/earnings ratios, low yields, or high price/book ratios. The
portfolio contains from 125 - 500 securities.
WILMID750
The Wilshire Mid Cap 750 overlaps both the top 750 and the next 1750 of the Wilshire 2500
universe (the top 2500 companies and 99% of the market capitalization of the Wilshire 5000.
Wilshire includes companies that have market capitalizations ranging from $3.0 billion to $826
million.
WILMIDGR
The Wilshire Mid Cap Growth Portfolio overlaps both the top 750 and the next 1750 of the
Wilshire 2500 universe (the top 2500 companies and 99% of the market capitalization of the
Wilshire 5000). Wilshire includes companies that have market capitalizations ranging from $300
million to $1.3 billion.
WILMIDVA
The Wilshire Mid Cap Value Portfolio overlaps both the top 750 and the next 1750 of the Wilshire
2500 universe (the top 2500 companies and 99% of the market capitalization of the Wilshire
31
5000). Wilshire includes companies that have market capitalizations ranging from $300 million to
$1.3 billion.
WILNXT1750
The Wilshire Next 1750 Index includes the small companies of the Wilshire 2500. They have 10
percent of the market value of the Wilshire 2500. The market capitalization of the smallest
company in the group is $244 million.
WILSMLCAP
The Wilshire Small Cap Index measures the performance of 250 companies with an average
market capitalization of $933 million..
WILSMLGR
The Wilshire Small Cap Growth Stock Index
WILSMLVA
The Wilshire Small Cap Value Stock Index
WILTOP2500
The Wilshire Top 2500 Stock Index includes the 2500 largest companies from the Wilshire 5000.
WILTOP750
The Wilshire Top 750 Index includes the 750 largest companies from the Wilshire Top 2500.
They have 90 percent of the market capitalization of the Wilshire Top 2500. The market
capitalization of the smallest company in the group is $1.8 billion.
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