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(a) ICE BofAML US Corp Master Total Return Index Value, Index, Not Seasonally Adjusted (BAMLCC0A0CMTRIV)
This data represents the ICE BofAML US Corporate Master Index value, which tracks the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security must have greater than 1 year of remaining maturity, a fixed coupon schedule, and a minimum amount outstanding of $250 million. Original issue zero coupon bonds, "global" securities (debt issued simultaneously in the eurobond and US
domestic bond markets), 144a securities and pay-in-kind securities, including toggle notes, qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Fixed-to-floating rate securities also qualify provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. DRD-eligible and defaulted securities are excluded from the Index

ICE BofAML Explains the Construction Methodology of this series as:
Index constituents are capitalization-weighted based on their current amount outstanding. With the exception of U.S. mortgage pass-throughs and U.S. structured products (ABS, CMBS and CMOs), accrued interest is calculated assuming next-day settlement. Accrued interest for U.S. mortgage pass-through and U.S. structured products is calculated assuming same-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the Index. The Index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month remain in the Index until the next month-end rebalancing at which point they are removed from the Index.

When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.

The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.

Copyright, 2017, ICE Benchmark Administration. Reprinted with permission."

ICE BofAML US Corp Master Total Return Index Value

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(a) Russell 3000® Total Market Index, Index, Not Seasonally Adjusted (RU3000TR)
The Russell 3000® Index measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. The Russell 3000® Index is constructed to provide a comprehensive, unbiased and stable barometer of the broad market and is completely reconstituted annually to ensure new and growing equities are reflected.

This series is a total market index, which assumes that all cash distributions are reinvested, in addition to tracking the price movements.

For more information, go to the source at: https://russellinvestments.com/us/. Copyright 2017, FTSE Russell.

Russell 3000® Total Market Index

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(a) Home Price Index (High Tier) for Los Angeles, California, Index Jan 2000=100, Seasonally Adjusted (LXXRHTSA)
For more information regarding the index, please visit, http://us.spindices.com/index-family/real-estate/sp-corelogic-case-shiller. There is more information about home price sales pairs in the Methodology section. Copyright, 2016, Standard & Poor's Financial Services LLC. Reprinted with permission.

Home Price Index (High Tier) for Los Angeles, California

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(a) Wilshire US Real Estate Investment Trust Total Market Index (Wilshire US REIT), Index, Not Seasonally Adjusted (WILLREITIND)
The total market indexes are total market returns, which do include reinvested dividends. Copyright, 2016, Wilshire Associates Incorporated. Reprinted with permission. More information about the various indexes from Wilshire Associates can be found at http://www.wilshire.com/Indexes/.

Wilshire US Real Estate Investment Trust Total Market Index (Wilshire US REIT)

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NOTES

Source: ICE Benchmark Administration Limited (IBA)  

Release: ICE BofAML Indices  

Units:  Index, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

This data represents the ICE BofAML US Corporate Master Index value, which tracks the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. To qualify for inclusion in the index, securities must have an investment grade rating (based on an average of Moody's, S&P, and Fitch) and an investment grade rated country of risk (based on an average of Moody's, S&P, and Fitch foreign currency long term sovereign debt ratings). Each security must have greater than 1 year of remaining maturity, a fixed coupon schedule, and a minimum amount outstanding of $250 million. Original issue zero coupon bonds, "global" securities (debt issued simultaneously in the eurobond and US
domestic bond markets), 144a securities and pay-in-kind securities, including toggle notes, qualify for inclusion in the Index. Callable perpetual securities qualify provided they are at least one year from the first call date. Fixed-to-floating rate securities also qualify provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. DRD-eligible and defaulted securities are excluded from the Index

ICE BofAML Explains the Construction Methodology of this series as:
Index constituents are capitalization-weighted based on their current amount outstanding. With the exception of U.S. mortgage pass-throughs and U.S. structured products (ABS, CMBS and CMOs), accrued interest is calculated assuming next-day settlement. Accrued interest for U.S. mortgage pass-through and U.S. structured products is calculated assuming same-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the Index. The Index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month remain in the Index until the next month-end rebalancing at which point they are removed from the Index.

When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.

The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use.

Copyright, 2017, ICE Benchmark Administration. Reprinted with permission."

Suggested Citation:

ICE Benchmark Administration Limited (IBA), ICE BofAML US Corp Master Total Return Index Value [BAMLCC0A0CMTRIV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLCC0A0CMTRIV, May 24, 2018.

Source: FTSE Russell  

Release: Russell Indexes  

Units:  Index, Not Seasonally Adjusted

Frequency:  Daily

Notes:

The Russell 3000® Index measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. The Russell 3000® Index is constructed to provide a comprehensive, unbiased and stable barometer of the broad market and is completely reconstituted annually to ensure new and growing equities are reflected.

This series is a total market index, which assumes that all cash distributions are reinvested, in addition to tracking the price movements.

For more information, go to the source at: https://russellinvestments.com/us/. Copyright 2017, FTSE Russell.

Suggested Citation:

FTSE Russell, Russell 3000® Total Market Index [RU3000TR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/RU3000TR, May 24, 2018.

Source: S&P Dow Jones Indices LLC  

Release: S&P/Case-Shiller Home Price Indices  

Units:  Index Jan 2000=100, Seasonally Adjusted

Frequency:  Monthly

Notes:

For more information regarding the index, please visit, http://us.spindices.com/index-family/real-estate/sp-corelogic-case-shiller. There is more information about home price sales pairs in the Methodology section. Copyright, 2016, Standard & Poor's Financial Services LLC. Reprinted with permission.

Suggested Citation:

S&P Dow Jones Indices LLC, Home Price Index (High Tier) for Los Angeles, California [LXXRHTSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/LXXRHTSA, May 24, 2018.

Source: Wilshire Associates  

Release: Wilshire Indexes  

Units:  Index, Not Seasonally Adjusted

Frequency:  Daily, Close

Notes:

The total market indexes are total market returns, which do include reinvested dividends. Copyright, 2016, Wilshire Associates Incorporated. Reprinted with permission. More information about the various indexes from Wilshire Associates can be found at http://www.wilshire.com/Indexes/.

Suggested Citation:

Wilshire Associates, Wilshire US Real Estate Investment Trust Total Market Index (Wilshire US REIT) [WILLREITIND], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WILLREITIND, May 24, 2018.

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