Binder1_all CID Exhibits.pdf
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- Attached to
- Custodian Banking Services Federal contract opportunity
- Solicitation number
- PBGC01-RP-14-0007
- Issued by
- Pension Benefit Guaranty Corporation
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RFP Attachment 3 (Part 2)
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Pension Benefit Guaranty Corporation Investment Performance Review as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30 9.52
PBGC INVESTMENT PERFORMANCE - Comparison with PPA Benchmark
Total Fund Composite
Total Fund Benchmark 1
Pension Protection Act of 2006 Benchmark 2 as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30 9.52
PBGC INVESTMENT PERFORMANCE REVIEW
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30 9.52
US PUBLICLY TRADED STOCKS
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30 9.52
Large Cap
Core Manager
Total Large Cap Core Public Stock
Total Large Cap Growth Public Stock
Value Manager
Total Large Cap Value Public Stock
Total Large Cap Public Stock as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite
Small Cap nd
Small Cap Manager
Total Small Cap Public Stock Total Small Cap Public Stock Benchmark3
Total Fund Composite
All Cap
All Cap Manager
Total All Cap Public Stock
Total Domestic Equity Benchmark4 as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total US REITs
Total US Public Stock Total US Public Stock Benchmark5 as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30 9.52
INTERNATIONAL STOCKS
Total Fund Composite
Developed Markets
EAFE Managers
Canada Manager
Total Fund Composite
Emerging Markets
Emerging Markets Manager as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total International Public Stock
Total Global Public Stock
Total Public Stock Transition
Total Public Stock
Total Fund Composite
PRIVATE EQUITY AND PRIVATE REAL ESTATE
Total Non-Fixed Income as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30 9.52
US BONDS
Treasuries Manager
Long Duration Bond Managers
Total Long Duration Bonds as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Core US Bond Managers
Total Core US Bonds
TIPS Manager
High Yield Bond Managers
Total US Bonds as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.87 -2.95 0.13 -1.21 3.90 6.61 8.47 7.35 6.30
INTERNATIONAL BONDS
Developed Market Bond Managers
Emerging Market Bond Managers as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Emerging Market Bonds
Total International Bonds
Total Global Bonds
Total Bond Transition
Total Bonds as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Total Fund Composite
MONEY MARKET SECURITIES
Money Market Securities13
Total Fixed Income
Total Fund Composite
Total Transition Acct. Composite15
Total Fund Comp. Incl. Transition Accts.
Inherited Private Market (PM) Assets
Total Fund Comp. Incl. Trans.& PM Assets
Special Situations Assets
Total Fund Composite
Note: The number beside a manager correspo as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
Additional Indices and Benchmarks:
as of June 30, 2013
Gross of Manager Fees Assets
$MM*
Assets
One Month
Three Months
Fiscal Year
Cal.
Year
One Year
Two Year
Three Year
Five Year
Ten Year
Since Incept.
* Totals may not add due to rounding.
4 Week Treasury Bill PBGC Liability Return
Gross of Manager Fees as of June 30, 2013
Endnotes
Gross of Manager Fees as of June 30, 2013
Endnotes - continued
Gross of Manager Fees as of June 30, 2013
Endnotes - continued
Gross of Manager Fees One Month Three Months One Year Three Years Since August 1, 2011
Total Fund Composite Total Fund Target Benchmark
Pension Benefit Guaranty Corporation X
Total Fund Performance versus Targets X as of as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.88 -2.97 0.07 -1.25 3.82
PBGC INVESTMENT PERFORMANCE - Comparison with PPA Benchmark
Total Fund Composite
Total Fund Benchmark 1
Pension Protection Act of 2006 Benchmark 2 as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.88 -2.97 0.07 -1.25 3.82
PBGC INVESTMENT PERFORMANCE REVIEW
Total Fund Composite 73,336 -2.88 -2.97 0.07 -1.25 3.82
US PUBLICLY TRADED STOCKS
Total Fund Composite
Large Cap
Core Manager
Total Large Cap Core Public Stock
Growth Managers
Total Large Cap Growth Public Stock
Value Manager
Total Large Cap Value Public Stock as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite
Small Cap
Small Cap Manager
Total Small Cap Public Stock Total Small Cap Public Stock Benchmark3
Total Fund Composite
All Cap
All Cap Manager
Total All Cap Public Stoc
Total Domestic Equity Total Domestic Equity Benchmark4 as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
US REITs
Total US REITs
Total US Public Stock Total US Public Stock Benchmark5 as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.88 -2.97 0.07 -1.25 3.82
INTERNATIONAL STOCKS
Total Fund Composite
Developed Markets
EAFE Managers
Canada Manager
Total Fund Composite
Emerging Markets
Emerging Markets Manager as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total International Public Stock
Total Global Public Stock
Total Public Stock Transition
Total Public Stock
Total Fund Composite
PRIVATE EQUITY AND PRIVATE REAL ESTATE
Total Non-Fixed Income as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite 73,336 -2.88 -2.97 0.07 -1.25 3.82
US BONDS
Treasuries Manager
Long Duration Bond Managers
Total Long Duration Bonds as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Core US Bond Managers
Total Core US Bonds
TIPS Manager
High Yield Bond Managers
Total US Bonds as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite
INTERNATIONAL BONDS
Developed Market Bond Managers
Emerging Market Bond Managers as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Emerging Market Bonds
Total International Bonds
Total Global Bonds
Total Bond Transition
Total Bonds as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Total Fund Composite
MONEY MARKET SECURITIES
Money Market Securities13
Total Fixed Income
Total Fund Composite Total Fund Benchmark1
Total Transition Acct. Composite15
Total Fund Comp. Incl. Transition Accts.
Inherited Private Market (PM) Assets
Total Fund Comp. Incl. Trans.& PM Assets
Special Situations Assets
Total Fund Composite 73,336 -2.88 -2.97 0.07 -1.25 3.82 as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
* Totals may not add due to rounding.
Additional Indices and Benchmarks:
as of June 30, 2013
Net of Manager Fees
Assets $MM* Assets % One Month Three
Months Fiscal Year Cal. Year One Year
4 Week Treasury Bill PBGC Liability Return
Net of Manager Fees as of June 30, 2013
Net of Manager Fees as of June 30, 2013
Net of Manager Fees as of June 30, 2013 wcsjv51 Typewritten Text
CID S
| SOW CID A 001 |
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| SOW CID C 007 |
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| SOW CID F Excel |
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| SOW CID I Excel |
| SOW CID J |
| SOW CID K |
| SOW CID L |
| SOW CID M |
| SOW CID N |
| SOW CID O |
| SOW CID P |
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| SOW CID R |
| SOW CID S |
| SOW CID T |
| SOW CID U Ad Hoc Benchmark Proofs |
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| CID F: CID G |
| Gross of Manager Fees: |
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| Text1: CID H |
| PRIVATE EQUITY AND PRIVATE REAL ESTATE: |
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