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Author: stratton2 Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 35367  
Subject: Re: Obtaining Bond-Fund Diversification Date: 3/22/2009 11:02 PM
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Here's the Lehman Bros. Bond Indexes fact sheets for about 40+ different ones:

http://www.lehman.com/fi/indices/factsheets.htm

The US Aggragate Index is the Lehman Aggragate Bond Index. The US Universal Index is a superset of the aggragate index. The fact sheets will also show what is *not* included in an index.

Lehman Aggragate Index

Excluded:
 Bonds with equity-type features (e.g., warrants, convertibility)
 Private placements
 Floating-rate issues
 Strips
 Inflation-linked bonds
 Non-ERISA eligible CMBS issues
 Securities with both Regulation S and SEC Rule 144A without
Registration Rights tranches
 USD 25/ USD 50 par bonds


The US Universal Index

Excluded:
 Bonds with equity-type features (e.g., warrants, convertibility)
 Private placements
 Municipal debt
 Strips
 Inflation-linked bonds
 USD 25/ USD 50 par bonds
 CMBS High-Yield (as of January 1, 2007)


I'm not sure where USD denominated EM bonds would fit into this picture.

Paul
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