| Bloomberg US Corporate 10+ Year Index | -12.38% | 14.43% | -1.64% | 1.99% | 0.30% | 1.98% |
| Bloomberg US Long Treasury Index | n.a | 5.65% | -2.56% | 1.44% | -0.36% | 1.96% |
| ICE US Fallen Angel High Yield Constrained Index | n.a | 18.58% | 3.80% | 4.25% | -0.71% | 1.95% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | n.a | n.a | -9.31% | -5.54% | -5.26% | 1.93% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | -45.53% | -4.45% | -9.32% | -5.55% | -5.26% | 1.93% |
| Bloomberg US Treasury 10+ Year Bond Index | -27.10% | 5.59% | -2.49% | 1.51% | -0.35% | 1.85% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | -2.57% | 1.45% | -0.35% | 1.85% |
| Bloomberg US Treasury 25+Y Value Unhedged USD Index | n.a | n.a | -3.58% | 1.67% | -0.59% | 1.85% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | -2.55% | 1.46% | -0.34% | 1.85% |
| Bloomberg US Treasury 25+Y Value Unhedged USD Index | n.a | n.a | -3.58% | 1.67% | -0.60% | 1.85% |
|
| Bloomberg US Treasury 10+ Year Bond Index | -27.02% | 5.57% | -2.58% | 1.43% | -0.38% | 1.85% |
| ICE U.S. Treasury 20+ Year Bond Index | -31.10% | 3.80% | -3.58% | 1.54% | -0.61% | 1.85% |
| Bloomberg US Long Treasury Index | n.a | n.a | -2.71% | 1.31% | -0.41% | 1.85% |
| Bloomberg US High Yield Very Liquid Index ex 144A | 23.59% | 21.96% | 6.34% | 6.26% | 1.19% | 1.82% |
| FTSE Time-Weighted US Fallen Angel Bond Select Index | 12.90% | 17.97% | 3.42% | 4.28% | -0.47% | 1.80% |
| Bloomberg US Long Treasury Index | n.a | n.a | -2.56% | 1.44% | -0.37% | 1.79% |
| Bloomberg MSCI US High Yield Sustainable and SRI Index | n.a | 20.58% | 5.21% | 5.41% | 0.76% | 1.77% |
| ICE BofAML US High Yield Constrained Index | n.a | 22.00% | 6.19% | 6.33% | 1.39% | 1.76% |
| Bloomberg Euro Treasury 50bn 25+ Year Bond Index | -48.12% | 0.60% | -8.45% | -5.39% | -5.12% | 1.75% |
| Bloomberg MSCI ESG US Corporate High Yield Select Index | 20.60% | 21.24% | 5.16% | 5.36% | 0.67% | 1.74% |
| Markit iBoxx USD Liquid Investment Grade Index | -0.92% | 12.81% | 0.76% | 2.98% | 0.67% | 1.73% |
| Markit iBoxx Euro Eurozone 25+ Index | -47.57% | 0.50% | -8.77% | -5.73% | -5.34% | 1.73% |
| Solactive US Treasury 7-10 Year Q Series USD Index | -2.70% | 7.45% | 1.41% | 2.64% | 0.24% | 1.73% |
| Bloomberg USD Liquid Investment Grade Corporate Index | -0.23% | 13.51% | 0.97% | 3.01% | 0.66% | 1.73% |
| Bloomberg USD Liquid Investment Grade Corporate Index | -0.23% | 13.52% | 0.96% | 2.99% | 0.65% | 1.73% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate Sustainable and SRI Index | -1.99% | 13.05% | 0.68% | 2.79% | 0.59% | 1.72% |
| Bloomberg US Corporate Liquid Issuer Index | 2.14% | 11.89% | 0.98% | 3.00% | 0.70% | 1.72% |
| Bloomberg US Corporate Liquid Issuer Index | 2.14% | 11.89% | 0.98% | 3.00% | 0.70% | 1.72% |
| Markit iBoxx USD Liquid High Yield Capped Index | 23.67% | 20.02% | 5.75% | 5.96% | 1.17% | 1.67% |
| Bloomberg US Liquid Corporate Index | -0.07% | 11.91% | 1.40% | 3.05% | 0.81% | 1.67% |
| Bloomberg MSCI USD Liquid Corporate Climate Transition ESG Bond Index (CTB) | 3.12% | 12.31% | 2.03% | 3.82% | 1.08% | 1.66% |
| Bloomberg US Treasury 7-10 Year Bond Index | -2.83% | 7.50% | 1.45% | 2.81% | 0.28% | 1.63% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | 11.56% | 1.67% | 3.51% | 0.94% | 1.62% |
| Bloomberg US Treasury 7-10 Year Bond Index | n.a | n.a | 1.43% | 2.79% | 0.26% | 1.62% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | 11.56% | 1.67% | 3.51% | 0.94% | 1.62% |
| Bloomberg US Government Inflation-Linked Bond Index | 3.27% | 7.98% | 3.46% | 5.45% | 1.58% | 1.61% |
| Bloomberg US Government Inflation-Linked Bond Index | 3.40% | 7.93% | 3.40% | 5.40% | 1.57% | 1.61% |
| Bloomberg US Treasury 7-10 Year Bond Index | -3.36% | 7.18% | 1.34% | 2.73% | 0.24% | 1.61% |
| Bloomberg US Treasury 7-10 Year Index | n.a | n.a | n.a | 2.77% | 0.21% | 1.61% |
| Bloomberg US Treasury 7-10 Year Index | n.a | n.a | n.a | 2.77% | 0.21% | 1.61% |
| Bloomberg US Treasury 7-10Y Index | n.a | n.a | n.a | n.a | 0.22% | 1.61% |
| Bloomberg US Treasury 7-10 Year Bond Index | n.a | n.a | 1.23% | 2.64% | 0.20% | 1.61% |
| Bloomberg Barclays US Treasury 7-10 yr Index | n.a | 7.09% | 1.24% | 2.62% | 0.21% | 1.61% |
| Bloomberg US Government Inflation-Linked Bond Index | 3.60% | 8.10% | 3.46% | 5.45% | 1.57% | 1.60% |
| ICE U.S. Treasury 7-10 Year Bond Index | -2.99% | 7.35% | 1.34% | 2.89% | 0.23% | 1.60% |
| ICE U.S. Treasury 7-10 Year Bond Index | -3.02% | 7.30% | 1.35% | 2.88% | 0.23% | 1.60% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 3.19% | 12.28% | 2.29% | 3.84% | 1.03% | 1.59% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 3.23% | 12.34% | 2.28% | 3.84% | 1.03% | 1.58% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | 2.28% | 12.60% | 2.26% | 3.97% | 1.03% | 1.58% |
| Bloomberg MSCI ESG US Corporate Select Index | 3.17% | 12.40% | 2.44% | 3.97% | 1.00% | 1.58% |
| Markit iBoxx TIPS Inflation-Linked Index | n.a | 7.94% | 3.28% | 5.40% | 1.42% | 1.56% |
| Bloomberg US Aggregate Bond Index | 1.67% | 9.27% | 2.80% | 4.15% | 1.01% | 1.54% |
| Bloomberg US Aggregate Bond Index | 1.95% | 9.65% | 2.91% | 4.29% | 1.03% | 1.53% |
| JP Morgan Global Credit Index (GCI) ESG Investment Grade USD Custom Maturity Index | 6.44% | 13.14% | 3.24% | 4.71% | 1.26% | 1.53% |
| Bloomberg 2030 Maturity USD Corporate Bond Screened Index | n.a | n.a | 4.68% | 5.35% | 1.70% | 1.52% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 25.26% | 22.16% | 5.26% | 5.99% | 0.96% | 1.49% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | 29.24% | 17.56% | 6.99% | 7.21% | 1.91% | 1.47% |
| JP Morgan Government Bond United States Index | -0.77% | 6.58% | 2.65% | 4.25% | 1.13% | 1.44% |
| Bloomberg US Treasury Index | 0.53% | 6.69% | 3.00% | 4.41% | 1.27% | 1.43% |
| Bloomberg US Intermediate Corporate Bond Index | 13.21% | 12.87% | 4.39% | 5.08% | 1.36% | 1.42% |
| Bloomberg US Treasury Index | 0.64% | 6.64% | 2.94% | 4.49% | 1.24% | 1.42% |
| Bloomberg US Treasury Index | 0.28% | 6.69% | 3.01% | 4.42% | 1.25% | 1.42% |
| Bloomberg US Treasury Index | 0.64% | 6.64% | 2.94% | 4.49% | 1.23% | 1.42% |
| Bloomberg US Treasury Index | n.a | n.a | 2.92% | 4.35% | 1.22% | 1.42% |
| Bloomberg Global Aggregate US Treasury Float Adjusted Index | 0.30% | 6.55% | 2.89% | 4.41% | 1.22% | 1.41% |
| Bloomberg Global Aggregate US Treasury Float Adjusted Index | 0.30% | 6.55% | 2.89% | 4.41% | 1.22% | 1.41% |
| ICE U.S. Treasury Core Bond Index | -1.34% | 6.65% | 2.94% | 4.48% | 1.23% | 1.41% |
| Bloomberg US Intermediate Credit Bond Index | 12.52% | 11.96% | 4.32% | 4.99% | 1.37% | 1.41% |
| Markit iBoxx USD Treasuries Index | -0.07% | 6.91% | 2.82% | 4.38% | 1.18% | 1.41% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -38.84% | 3.10% | -7.75% | -5.33% | -4.86% | 1.41% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -38.84% | 3.10% | -7.75% | -5.33% | -4.86% | 1.41% |
| Bloomberg US Treasury 3-7 Year Bond Index | 6.15% | 7.02% | 3.43% | 4.21% | 1.22% | 1.41% |
| Bloomberg US Treasury 3-7Y Index | n.a | n.a | n.a | n.a | 1.18% | 1.39% |
| Bloomberg US Treasury 3-7 Year Bond Index | 3.71% | 4.78% | 1.35% | 2.12% | -0.85% | 1.39% |
| Bloomberg US Treasury 3-7 Year Index | n.a | n.a | n.a | 4.20% | 1.18% | 1.38% |
| Bloomberg US Treasury 3-7 Year Index | n.a | n.a | n.a | 4.20% | 1.18% | 1.38% |
| Bloomberg US Treasury 3-7 Year Bond Index | n.a | n.a | 3.33% | 4.12% | 1.17% | 1.38% |
| JP Morgan Government Bond Global Index | n.a | 4.44% | 2.75% | 4.40% | 1.19% | 1.38% |
| ICE U.S. Treasury 3-7 Year Bond Index | 6.26% | 7.11% | 3.44% | 4.27% | 1.21% | 1.38% |
| iBoxx EUR Sovereigns Eurozone Index | -1.23% | 6.50% | 2.82% | 4.23% | -0.05% | 1.38% |
| ICE U.S. Treasury 3-7 Year Bond Index | 6.27% | 7.12% | 3.44% | 4.27% | 1.20% | 1.38% |
| FTSE Japanese Government Bond Index | -42.05% | -22.90% | -6.72% | 0.04% | 6.23% | 1.38% |
| Bloomberg US Treasury 3-7 Year Bond Index | n.a | n.a | 3.40% | 4.18% | 1.19% | 1.37% |
| Markit iBoxx Euro Eurozone 15-30 Index | -36.34% | 3.75% | -7.83% | -5.45% | -4.81% | 1.35% |
| Bloomberg Euro Government Bond 30 Year Index | -36.56% | 3.87% | -7.65% | -5.26% | -4.61% | 1.35% |
| JP Morgan Saudi Arabia Aggregate Index | n.a | n.a | 1.79% | 3.65% | 0.42% | 1.35% |
| ICE Global Fallen Angel High Yield 10% Constrained Index | 17.05% | 21.82% | 4.98% | 5.97% | -0.40% | 1.34% |
| Bloomberg US Liquid Corporate 1-5 Year Index | 15.82% | 10.74% | 5.09% | 5.63% | 1.81% | 1.33% |
| FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index | 9.35% | 7.05% | 4.30% | 5.11% | 1.49% | 1.32% |
| Bloomberg Global Aggregate Corporate Index | n.a | n.a | 3.32% | 4.73% | 1.06% | 1.32% |
| Bloomberg Global Aggregate Corporate Index | n.a | n.a | 3.32% | 4.73% | 1.06% | 1.32% |
| Bloomberg Global Aggregate Treasuries Index | n.a | n.a | 3.49% | 5.14% | 1.59% | 1.31% |
| Bloomberg Global Aggregate Bond USD Hedged Index | 6.47% | 8.79% | 3.89% | 5.34% | 1.43% | 1.31% |
| Bloomberg MSCI USD Corporate and Agency Green Bond Index | 5.62% | 11.81% | 3.74% | 4.98% | 1.31% | 1.31% |
| Bloomberg Global Aggregate Bond USD Hedged Index | 6.39% | 8.92% | 3.90% | 5.35% | 1.44% | 1.31% |
| Bloomberg US Treasury 7-10 Year Bond Index | -2.32% | 8.32% | 4.37% | 5.08% | 1.64% | 1.30% |
| Bloomberg U.S. Treasury: Intermediate Index | -2.27% | 8.35% | 4.38% | 5.09% | 1.64% | 1.30% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 13.87% | 18.68% | 3.51% | 3.53% | -0.33% | 1.30% |
| Refinitiv Qualified Global Convertible Monthly Hedged (USD) Index | n.a | 54.46% | 17.76% | 17.53% | 0.11% | 1.30% |
| Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral Index | n.a | 6.33% | 2.89% | 4.51% | 1.09% | 1.30% |
