Convertibles Capabilities

Source: Bloomberg and Morningstar. Past performance is no guarantee of future returns.

• Convertible bonds are represented by the ICE BofA All US Convertibles Index (VXA0), a gauge of the performance of the US convertible market.
• US aggregate bonds are represented by the Bloomberg US Aggregate Bond Index, covers the US-denominated, investment grade, fixed rate, taxable bond market of SEC-registered securities.
• High yield bonds are represented by the Credit Suisse US High Yield Index, an unmanaged index of high yield debt securities.
• US government bonds are represented by the Bloomberg US Government Index, an unmanaged index considered representative of fixed income obligations issued by the US Treasury, government agencies and quasi-federal corporations.
• Treasury bills are represented by the Bloomberg US Treasury Bill 1-3 Month Index, is a component of the Short Treasury Index and includes aged US Treasury bills, notes and bonds with a remaining maturity from 1 up to (but not including) 12 months.
• US investment grade bonds are represented by the Bloomberg US Corporate Investment Grade Index, consists of publicly issued, fixed rate, nonconvertible, investment grade debt securities.
• Global asset-backed securities are represented by the Bloomberg Global Asset Backed Index, a fixed income index that focuses on asset-backed securities and includes pass-through, controlled-amortization and bullet-structured securities, which have a minimum average life of one year.
• Government bonds ex. US are represented by the ICE BofA Global Government Bond Index, excluding US, tracks the performance of investment grade sovereign debt publicly issued and denominated in the issuer's own domestic market and currency.