Section_J_Attachment_IV_REIT_Tables_-_FIRM_NAME.xlsx
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Pension Benefit Guaranty Corporation
About this file
Section J Attachment IV REIT Tables
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Other files
| File | Type | Posted |
|---|---|---|
| REIT_Industry_Questions_and_Answers_(Part_II).pdf | ||
| REIT_Industry_Questions_and_Answers_(Part_I).pdf | ||
| Section_J_Volume_I_-_Mandatory_Requirement__5_Documentation_-_FIRM_NAME.xlsx | XLSX spreadsheet | |
| PBGC01-RP-15-0028_(29JUL2015).pdf | ||
| Section_J_Attachment_III_-_REIT_July_13_2015.docx | DOCX document | |
| Section_J_Attachment_I_-_REIT_July_29_2015.docx | DOCX document | |
| Section_J_Attachment_II_-_REIT_July_29_2015.docx | DOCX document |
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Text version
Table 1
| Table 1 - Extent of Cash Holdings in the Portfolio by Year | |||||||
| Cash Holdings | Discretionary Guidelines | YTD 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
| Average % | |||||||
| Maximum % | |||||||
| Minimum % |
&A
Table 2
| Table 2 - Regional Exposure (%) of Portfolio and Benchmark by Quarter | |||||||||
| Portfolio or Benchmark | Quarter | Northeast | Mid-Atlantic | Southeast | Central | Northwest | Southwest | Alaska, HI, Other | **If these regional categories do not conform to your stated benchmark, you may alter the regional categories to fit the benchmark. |
| Portfolio | 6/30/15 | ||||||||
| Portfolio | 3/31/15 | ||||||||
| Portfolio | 12/31/14 | ||||||||
| Portfolio | 9/30/14 | ||||||||
| Portfolio | 6/30/14 | ||||||||
| Portfolio | 3/31/14 | ||||||||
| Portfolio | 12/31/13 | ||||||||
| Portfolio | 9/30/13 | ||||||||
| Portfolio | 6/30/13 | ||||||||
| Portfolio | 3/31/13 | ||||||||
| Portfolio | 12/31/12 | ||||||||
| Portfolio | 9/30/12 | ||||||||
| Portfolio | 6/30/12 | ||||||||
| Portfolio | 3/31/12 | ||||||||
| Portfolio | 12/31/11 | ||||||||
| Portfolio | 9/30/11 | ||||||||
| Portfolio | 6/30/11 | ||||||||
| Portfolio | 3/31/11 | ||||||||
| Portfolio | 12/31/10 | ||||||||
| Portfolio | 9/30/10 | ||||||||
| Portfolio | 6/30/10 | ||||||||
| Portfolio | 3/31/10 | ||||||||
| Portfolio | 12/31/09 | ||||||||
| Portfolio | 9/30/09 | ||||||||
| Portfolio | 6/30/09 | ||||||||
| Portfolio | 3/31/09 | ||||||||
| Portfolio | 12/31/08 | ||||||||
| Portfolio | 9/30/08 | ||||||||
| Portfolio | 6/30/08 | ||||||||
| Portfolio | 3/31/08 | ||||||||
| Portfolio | 12/31/07 | ||||||||
| Portfolio | 9/30/07 | ||||||||
| Portfolio | 6/30/07 | ||||||||
| Portfolio | 3/31/07 | ||||||||
| Portfolio | 12/31/06 | ||||||||
| Portfolio | 9/30/06 | ||||||||
| Portfolio | 6/30/06 | ||||||||
| Portfolio | 3/31/06 | ||||||||
| Portfolio | 12/31/05 | ||||||||
| Portfolio | 9/30/05 | ||||||||
| Benchmark | 6/30/15 | ||||||||
| Benchmark | 3/31/15 | ||||||||
| Benchmark | 12/31/14 | ||||||||
| Benchmark | 9/30/14 | ||||||||
| Benchmark | 6/30/14 | ||||||||
| Benchmark | 3/31/14 | ||||||||
| Benchmark | 12/31/13 | ||||||||
| Benchmark | 9/30/13 | ||||||||
| Benchmark | 6/30/13 | ||||||||
| Benchmark | 3/31/13 | ||||||||
| Benchmark | 12/31/12 | ||||||||
| Benchmark | 9/30/12 | ||||||||
| Benchmark | 6/30/12 | ||||||||
| Benchmark | 3/31/12 | ||||||||
| Benchmark | 12/31/11 | ||||||||
| Benchmark | 9/30/11 | ||||||||
| Benchmark | 6/30/11 | ||||||||
| Benchmark | 3/31/11 | ||||||||
| Benchmark | 12/31/10 | ||||||||
| Benchmark | 9/30/10 | ||||||||
| Benchmark | 6/30/10 | ||||||||
| Benchmark | 3/31/10 | ||||||||
| Benchmark | 12/31/09 | ||||||||
| Benchmark | 9/30/09 | ||||||||
| Benchmark | 6/30/09 | ||||||||
| Benchmark | 3/31/09 | ||||||||
| Benchmark | 12/31/08 | ||||||||
| Benchmark | 9/30/08 | ||||||||
| Benchmark | 6/30/08 | ||||||||
| Benchmark | 3/31/08 | ||||||||
| Benchmark | 12/31/07 | ||||||||
| Benchmark | 9/30/07 | ||||||||
| Benchmark | 6/30/07 | ||||||||
| Benchmark | 3/31/07 | ||||||||
| Benchmark | 12/31/06 | ||||||||
| Benchmark | 9/30/06 | ||||||||
| Benchmark | 6/30/06 | ||||||||
| Benchmark | 3/31/06 | ||||||||
| Benchmark | 12/31/05 | ||||||||
| Benchmark | 9/30/05 |
&A
Table 3
| Table 3 - Statistics of Portfolio and Benchmark by Quarter | |||||||
| Portfolio or Benchmark | Quarter | P/FFO | P/AFFO | Div Yield | Leverage Ratio | ROE | Wtd. Avg. Mkt. Cap |
| Portfolio | 6/30/15 | ||||||
| Portfolio | 3/31/15 | ||||||
| Portfolio | 12/31/14 | ||||||
| Portfolio | 9/30/14 | ||||||
| Portfolio | 6/30/14 | ||||||
| Portfolio | 3/31/14 | ||||||
| Portfolio | 12/31/13 | ||||||
| Portfolio | 9/30/13 | ||||||
| Portfolio | 6/30/13 | ||||||
| Portfolio | 3/31/13 | ||||||
| Portfolio | 12/31/12 | ||||||
| Portfolio | 9/30/12 | ||||||
| Portfolio | 6/30/12 | ||||||
| Portfolio | 3/31/12 | ||||||
| Portfolio | 12/31/11 | ||||||
| Portfolio | 9/30/11 | ||||||
| Portfolio | 6/30/11 | ||||||
| Portfolio | 3/31/11 | ||||||
| Portfolio | 12/31/10 | ||||||
| Portfolio | 9/30/10 | ||||||
| Portfolio | 6/30/10 | ||||||
| Portfolio | 3/31/10 | ||||||
| Portfolio | 12/31/09 | ||||||
| Portfolio | 9/30/09 | ||||||
| Portfolio | 6/30/09 | ||||||
| Portfolio | 3/31/09 | ||||||
| Portfolio | 12/31/08 | ||||||
| Portfolio | 9/30/08 | ||||||
| Portfolio | 6/30/08 | ||||||
| Portfolio | 3/31/08 | ||||||
| Portfolio | 12/31/07 | ||||||
| Portfolio | 9/30/07 | ||||||
| Portfolio | 6/30/07 | ||||||
| Portfolio | 3/31/07 | ||||||
| Portfolio | 12/31/06 | ||||||
| Portfolio | 9/30/06 | ||||||
| Portfolio | 6/30/06 | ||||||
| Portfolio | 3/31/06 | ||||||
| Portfolio | 12/31/05 | ||||||
| Portfolio | 9/30/05 | ||||||
| Portfolio | 6/30/05 | ||||||
| Benchmark | 6/30/15 | ||||||
| Benchmark | 3/31/15 | ||||||
| Benchmark | 12/31/14 | ||||||
| Benchmark | 9/30/14 | ||||||
| Benchmark | 6/30/14 | ||||||
| Benchmark | 3/31/14 | ||||||
| Benchmark | 12/31/13 | ||||||
| Benchmark | 9/30/13 | ||||||
| Benchmark | 6/30/13 | ||||||
| Benchmark | 3/31/13 | ||||||
| Benchmark | 12/31/12 | ||||||
| Benchmark | 9/30/12 | ||||||
| Benchmark | 6/30/12 | ||||||
| Benchmark | 3/31/12 | ||||||
| Benchmark | 12/31/11 | ||||||
| Benchmark | 9/30/11 | ||||||
| Benchmark | 6/30/11 | ||||||
| Benchmark | 3/31/11 | ||||||
| Benchmark | 12/31/10 | ||||||
| Benchmark | 9/30/10 | ||||||
| Benchmark | 6/30/10 | ||||||
| Benchmark | 3/31/10 | ||||||
| Benchmark | 12/31/09 | ||||||
| Benchmark | 9/30/09 | ||||||
| Benchmark | 6/30/09 | ||||||
| Benchmark | 3/31/09 | ||||||
| Benchmark | 12/31/08 | ||||||
| Benchmark | 9/30/08 | ||||||
| Benchmark | 6/30/08 | ||||||
| Benchmark | 3/31/08 | ||||||
| Benchmark | 12/31/07 | ||||||
| Benchmark | 9/30/07 | ||||||
| Benchmark | 6/30/07 | ||||||
| Benchmark | 3/31/07 | ||||||
| Benchmark | 12/31/06 | ||||||
| Benchmark | 9/30/06 | ||||||
| Benchmark | 6/30/06 | ||||||
| Benchmark | 3/31/06 | ||||||
| Benchmark | 12/31/05 | ||||||
| Benchmark | 9/30/05 | ||||||
| Benchmark | 6/30/05 |
&A
Table 4
| Table 4 - Sector Exposure (%) of Portfolio and Benchmark by Quarter | ||||||||||||||
| Portfolio or Benchmark | Quarter | Apartment | Office | Industrial | Manufactured Housing | Health Care | Local Retail | Regional Retail | Hotel | Storage | Diversified | Other | Not Classified | **If these property sector categories do not conform to your stated benchmark, you may alter the property sector categories to fit the benchmark. |
| Portfolio | 6/30/15 | |||||||||||||
| Portfolio | 3/31/15 | |||||||||||||
| Portfolio | 12/31/14 | |||||||||||||
| Portfolio | 9/30/14 | |||||||||||||
| Portfolio | 6/30/14 | |||||||||||||
| Portfolio | 3/31/14 | |||||||||||||
| Portfolio | 12/31/13 | |||||||||||||
| Portfolio | 9/30/13 | |||||||||||||
| Portfolio | 6/30/13 | |||||||||||||
| Portfolio | 3/31/13 | |||||||||||||
| Portfolio | 12/31/12 | |||||||||||||
| Portfolio | 9/30/12 | |||||||||||||
| Portfolio | 6/30/12 | |||||||||||||
| Portfolio | 3/31/12 | |||||||||||||
| Portfolio | 12/31/11 | |||||||||||||
| Portfolio | 9/30/11 | |||||||||||||
| Portfolio | 6/30/11 | |||||||||||||
| Portfolio | 3/31/11 | |||||||||||||
| Portfolio | 12/31/10 | |||||||||||||
| Portfolio | 9/30/10 | |||||||||||||
| Portfolio | 6/30/10 | |||||||||||||
| Portfolio | 3/31/10 | |||||||||||||
| Portfolio | 12/31/09 | |||||||||||||
| Portfolio | 9/30/09 | |||||||||||||
| Portfolio | 6/30/09 | |||||||||||||
| Portfolio | 3/31/09 | |||||||||||||
| Portfolio | 12/31/08 | |||||||||||||
| Portfolio | 9/30/08 | |||||||||||||
| Portfolio | 6/30/08 | |||||||||||||
| Portfolio | 3/31/08 | |||||||||||||
| Portfolio | 12/31/07 | |||||||||||||
| Portfolio | 9/30/07 | |||||||||||||
| Portfolio | 6/30/07 | |||||||||||||
| Portfolio | 3/31/07 | |||||||||||||
| Portfolio | 12/31/06 | |||||||||||||
| Portfolio | 9/30/06 | |||||||||||||
| Portfolio | 6/30/06 | |||||||||||||
| Portfolio | 3/31/06 | |||||||||||||
| Portfolio | 12/31/05 | |||||||||||||
| Portfolio | 9/30/05 | |||||||||||||
| Portfolio | 6/30/05 | |||||||||||||
| Benchmark | 6/30/15 | |||||||||||||
| Benchmark | 3/31/15 | |||||||||||||
| Benchmark | 12/31/14 | |||||||||||||
| Benchmark | 9/30/14 | |||||||||||||
| Benchmark | 6/30/14 | |||||||||||||
| Benchmark | 3/31/14 | |||||||||||||
| Benchmark | 12/31/13 | |||||||||||||
| Benchmark | 9/30/13 | |||||||||||||
| Benchmark | 6/30/13 | |||||||||||||
| Benchmark | 3/31/13 | |||||||||||||
| Benchmark | 12/31/12 | |||||||||||||
| Benchmark | 9/30/12 | |||||||||||||
| Benchmark | 6/30/12 | |||||||||||||
| Benchmark | 3/31/12 | |||||||||||||
| Benchmark | 12/31/11 | |||||||||||||
| Benchmark | 9/30/11 | |||||||||||||
| Benchmark | 6/30/11 | |||||||||||||
| Benchmark | 3/31/11 | |||||||||||||
| Benchmark | 12/31/10 | |||||||||||||
| Benchmark | 9/30/10 | |||||||||||||
| Benchmark | 6/30/10 | |||||||||||||
| Benchmark | 3/31/10 | |||||||||||||
| Benchmark | 12/31/09 | |||||||||||||
| Benchmark | 9/30/09 | |||||||||||||
| Benchmark | 6/30/09 | |||||||||||||
| Benchmark | 3/31/09 | |||||||||||||
| Benchmark | 12/31/08 | |||||||||||||
| Benchmark | 9/30/08 | |||||||||||||
| Benchmark | 6/30/08 | |||||||||||||
| Benchmark | 3/31/08 | |||||||||||||
| Benchmark | 12/31/07 | |||||||||||||
| Benchmark | 9/30/07 | |||||||||||||
| Benchmark | 6/30/07 | |||||||||||||
| Benchmark | 3/31/07 | |||||||||||||
| Benchmark | 12/31/06 | |||||||||||||
| Benchmark | 9/30/06 | |||||||||||||
| Benchmark | 6/30/06 | |||||||||||||
| Benchmark | 3/31/06 | |||||||||||||
| Benchmark | 12/31/05 | |||||||||||||
| Benchmark | 9/30/05 | |||||||||||||
| Benchmark | 6/30/05 |
&A
Table 5
| Table 5 - Market Capitaiization Exposure (%) of Portfolio and Benchmark by Quarter | |||||||||
| Portfolio or Benchmark | Quarter | $0-$2.5B | $2.5B - $7.5B | $7.5B - $15B | $15B - $25B | $25B- $50B | >$50B | Mean market cap | Median market cap |
| Portfolio | 6/30/15 | ||||||||
| Portfolio | 3/31/15 | ||||||||
| Portfolio | 12/31/14 | ||||||||
| Portfolio | 9/30/14 | ||||||||
| Portfolio | 6/30/14 | ||||||||
| Portfolio | 3/31/14 | ||||||||
| Portfolio | 12/31/13 | ||||||||
| Portfolio | 9/30/13 | ||||||||
| Portfolio | 6/30/13 | ||||||||
| Portfolio | 3/31/13 | ||||||||
| Portfolio | 12/31/12 | ||||||||
| Portfolio | 9/30/12 | ||||||||
| Portfolio | 6/30/12 | ||||||||
| Portfolio | 3/31/12 | ||||||||
| Portfolio | 12/31/11 | ||||||||
| Portfolio | 9/30/11 | ||||||||
| Portfolio | 6/30/11 | ||||||||
| Portfolio | 3/31/11 | ||||||||
| Portfolio | 12/31/10 | ||||||||
| Portfolio | 9/30/10 | ||||||||
| Portfolio | 6/30/10 | ||||||||
| Portfolio | 3/31/10 | ||||||||
| Portfolio | 12/31/09 | ||||||||
| Portfolio | 9/30/09 | ||||||||
| Portfolio | 6/30/09 | ||||||||
| Portfolio | 3/31/09 | ||||||||
| Portfolio | 12/31/08 | ||||||||
| Portfolio | 9/30/08 | ||||||||
| Portfolio | 6/30/08 | ||||||||
| Portfolio | 3/31/08 | ||||||||
| Portfolio | 12/31/07 | ||||||||
| Portfolio | 9/30/07 | ||||||||
| Portfolio | 6/30/07 | ||||||||
| Portfolio | 3/31/07 | ||||||||
| Portfolio | 12/31/06 | ||||||||
| Portfolio | 9/30/06 | ||||||||
| Portfolio | 6/30/06 | ||||||||
| Portfolio | 3/31/06 | ||||||||
| Portfolio | 12/31/05 | ||||||||
| Portfolio | 9/30/05 | ||||||||
| Portfolio | 6/30/05 | ||||||||
| Benchmark | 6/30/15 | ||||||||
| Benchmark | 3/31/15 | ||||||||
| Benchmark | 12/31/14 | ||||||||
| Benchmark | 9/30/14 | ||||||||
| Benchmark | 6/30/14 | ||||||||
| Benchmark | 3/31/14 | ||||||||
| Benchmark | 12/31/13 | ||||||||
| Benchmark | 9/30/13 | ||||||||
| Benchmark | 6/30/13 | ||||||||
| Benchmark | 3/31/13 | ||||||||
| Benchmark | 12/31/12 | ||||||||
| Benchmark | 9/30/12 | ||||||||
| Benchmark | 6/30/12 | ||||||||
| Benchmark | 3/31/12 | ||||||||
| Benchmark | 12/31/11 | ||||||||
| Benchmark | 9/30/11 | ||||||||
| Benchmark | 6/30/11 | ||||||||
| Benchmark | 3/31/11 | ||||||||
| Benchmark | 12/31/10 | ||||||||
| Benchmark | 9/30/10 | ||||||||
| Benchmark | 6/30/10 | ||||||||
| Benchmark | 3/31/10 | ||||||||
| Benchmark | 12/31/09 | ||||||||
| Benchmark | 9/30/09 | ||||||||
| Benchmark | 6/30/09 | ||||||||
| Benchmark | 3/31/09 | ||||||||
| Benchmark | 12/31/08 | ||||||||
| Benchmark | 9/30/08 | ||||||||
| Benchmark | 6/30/08 | ||||||||
| Benchmark | 3/31/08 | ||||||||
| Benchmark | 12/31/07 | ||||||||
| Benchmark | 9/30/07 | ||||||||
| Benchmark | 6/30/07 | ||||||||
| Benchmark | 3/31/07 | ||||||||
| Benchmark | 12/31/06 | ||||||||
| Benchmark | 9/30/06 | ||||||||
| Benchmark | 6/30/06 | ||||||||
| Benchmark | 3/31/06 | ||||||||
| Benchmark | 12/31/05 | ||||||||
| Benchmark | 9/30/05 | ||||||||
| Benchmark | 6/30/05 |
&A
Table 6
| Table 6 - Portfolio Holdings as of 6/30/2015 | ||||||
| Security Name | Ticker/CUSIP# | Number of Shares | Total Cost | Total Market Value | Percentage of Total Portfolio | Sector |
&A
Table 7
| Table 7 - Performance of Portfolio and Benchmark by Month, Quarter, Year and Annual Statistics | |||||||||||||||
| Monthly Returns | Quarterly Returns | Annual Returns | Additional Annual Statistics | ||||||||||||
| Month | Portfolio (gross of fees) | Benchmark | Alpha | Month | Portfolio (gross of fees) | Benchmark | Alpha | Month | Portfolio (gross of fees) | Benchmark | Alpha | Month | Number of Holdings in Fund | Number of Holdings in Benchmark | Portfolio Turnover |
| Jun-15 | 0.00% | 0.00% | 0.00% | Jun-15 | 0.00% | 0.00% | 0.00% | 2015 | 0.00% | 0.00% | 0.00% | 2015 | |||
| May-15 | 0.00% | 0.00% | 0.00% | Mar-15 | 0.00% | 0.00% | 0.00% | 2014 | 0.00% | 0.00% | 0.00% | 2014 | |||
| Apr-15 | 0.00% | 0.00% | 0.00% | Dec-14 | 0.00% | 0.00% | 0.00% | 2013 | 0.00% | 0.00% | 0.00% | 2013 | |||
| Mar-15 | 0.00% | 0.00% | 0.00% | Sep-14 | 0.00% | 0.00% | 0.00% | 2012 | 0.00% | 0.00% | 0.00% | 2012 | |||
| Feb-15 | 0.00% | 0.00% | 0.00% | Jun-14 | 0.00% | 0.00% | 0.00% | 2011 | 0.00% | 0.00% | 0.00% | 2011 | |||
| Jan-15 | 0.00% | 0.00% | 0.00% | Mar-14 | 0.00% | 0.00% | 0.00% | 2010 | 0.00% | 0.00% | 0.00% | 2010 | |||
| Dec-14 | 0.00% | 0.00% | 0.00% | Dec-13 | 0.00% | 0.00% | 0.00% | 2009 | 0.00% | 0.00% | 0.00% | 2009 | |||
| Nov-14 | 0.00% | 0.00% | 0.00% | Sep-13 | 0.00% | 0.00% | 0.00% | 2008 | 0.00% | 0.00% | 0.00% | 2008 | |||
| Oct-14 | 0.00% | 0.00% | 0.00% | Jun-13 | 0.00% | 0.00% | 0.00% | 2007 | 0.00% | 0.00% | 0.00% | 2007 | |||
| Sep-14 | 0.00% | 0.00% | 0.00% | Mar-13 | 0.00% | 0.00% | 0.00% | 2006 | 0.00% | 0.00% | 0.00% | 2006 | |||
| Aug-14 | 0.00% | 0.00% | 0.00% | Dec-12 | 0.00% | 0.00% | 0.00% | 2005 | 0.00% | 0.00% | 0.00% | 2005 | |||
| Jul-14 | 0.00% | 0.00% | 0.00% | Sep-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Jun-14 | 0.00% | 0.00% | 0.00% | Jun-12 | 0.00% | 0.00% | 0.00% | ||||||||
| May-14 | 0.00% | 0.00% | 0.00% | Mar-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Apr-14 | 0.00% | 0.00% | 0.00% | Dec-11 | 0.00% | 0.00% | 0.00% | ||||||||
| Mar-14 | 0.00% | 0.00% | 0.00% | Sep-11 | 0.00% | 0.00% | 0.00% | ||||||||
| Feb-14 | 0.00% | 0.00% | 0.00% | Jun-11 | 0.00% | 0.00% | 0.00% | ||||||||
| Jan-14 | 0.00% | 0.00% | 0.00% | Mar-11 | 0.00% | 0.00% | 0.00% | ||||||||
| Dec-13 | 0.00% | 0.00% | 0.00% | Dec-10 | 0.00% | 0.00% | 0.00% | ||||||||
| Nov-13 | 0.00% | 0.00% | 0.00% | Sep-10 | 0.00% | 0.00% | 0.00% | ||||||||
| Oct-13 | 0.00% | 0.00% | 0.00% | Jun-10 | 0.00% | 0.00% | 0.00% | ||||||||
| Sep-13 | 0.00% | 0.00% | 0.00% | Mar-10 | 0.00% | 0.00% | 0.00% | ||||||||
| Aug-13 | 0.00% | 0.00% | 0.00% | Dec-09 | 0.00% | 0.00% | 0.00% | ||||||||
| Jul-13 | 0.00% | 0.00% | 0.00% | Sep-09 | 0.00% | 0.00% | 0.00% | ||||||||
| Jun-13 | 0.00% | 0.00% | 0.00% | Jun-09 | 0.00% | 0.00% | 0.00% | ||||||||
| May-13 | 0.00% | 0.00% | 0.00% | Mar-09 | 0.00% | 0.00% | 0.00% | ||||||||
| Apr-13 | 0.00% | 0.00% | 0.00% | Dec-08 | 0.00% | 0.00% | 0.00% | ||||||||
| Mar-13 | 0.00% | 0.00% | 0.00% | Sep-08 | 0.00% | 0.00% | 0.00% | ||||||||
| Feb-13 | 0.00% | 0.00% | 0.00% | Jun-08 | 0.00% | 0.00% | 0.00% | ||||||||
| Jan-13 | 0.00% | 0.00% | 0.00% | Mar-08 | 0.00% | 0.00% | 0.00% | ||||||||
| Dec-12 | 0.00% | 0.00% | 0.00% | Dec-07 | 0.00% | 0.00% | 0.00% | ||||||||
| Nov-12 | 0.00% | 0.00% | 0.00% | Sep-07 | 0.00% | 0.00% | 0.00% | ||||||||
| Oct-12 | 0.00% | 0.00% | 0.00% | Jun-07 | 0.00% | 0.00% | 0.00% | ||||||||
| Sep-12 | 0.00% | 0.00% | 0.00% | Mar-07 | 0.00% | 0.00% | 0.00% | ||||||||
| Aug-12 | 0.00% | 0.00% | 0.00% | Dec-06 | 0.00% | 0.00% | 0.00% | ||||||||
| Jul-12 | 0.00% | 0.00% | 0.00% | Sep-06 | 0.00% | 0.00% | 0.00% | ||||||||
| Jun-12 | 0.00% | 0.00% | 0.00% | Jun-06 | 0.00% | 0.00% | 0.00% | ||||||||
| May-12 | 0.00% | 0.00% | 0.00% | Mar-06 | 0.00% | 0.00% | 0.00% | ||||||||
| Apr-12 | 0.00% | 0.00% | 0.00% | Dec-05 | 0.00% | 0.00% | 0.00% | ||||||||
| Mar-12 | 0.00% | 0.00% | 0.00% | Sep-05 | 0.00% | 0.00% | 0.00% | ||||||||
| Feb-12 | 0.00% | 0.00% | 0.00% | Jun-05 | 0.00% | 0.00% | 0.00% | ||||||||
| Jan-12 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jun-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| May-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Apr-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Mar-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Feb-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jan-11 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jun-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| May-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Apr-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Mar-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Feb-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jan-10 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jun-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| May-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Apr-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Mar-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Feb-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jan-09 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jun-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| May-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Apr-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Mar-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Feb-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jan-08 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jun-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| May-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Apr-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Mar-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Feb-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jan-07 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jun-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| May-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Apr-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Mar-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Feb-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jan-06 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Dec-05 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Nov-05 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Oct-05 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Sep-05 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Aug-05 | 0.00% | 0.00% | 0.00% | ||||||||||||
| Jul-05 | 0.00% | 0.00% | 0.00% |
&A
Table 8
| Table 8 - Annualized Returns of Portfolio and Benchmark | ||||
| 3 Years Ended 06/30/15 | 5 Years Ended 06/30/15 | 10 Years Ended 06/30/15 | Since Inception | |
| Subject Product | ||||
| Benchmark | ||||
| Difference | ||||
| Tracking Error |
&A
Table 9
| Table 9 - Annualized Returns of Best and Worst performing portfolios in the relevant composite | |||
| Period | High | Low | Difference |
| YTD 2015 | |||
| 2014 | |||
| 2013 | |||
| 2012 | |||
| 2011 | |||
| 2010 | |||
| 2009 | |||
| 2008 | |||
| 2007 | |||
| 2006 | |||
| 2005 | |||
| 2004 |
&A
Table 10 Table 10 - Rolling 36 Month Information Ratio Calculation
| In Percents | In Percent | In Percent | In Percent | |||||
| Monthly | Monthly | 36 month | 36 month | Information | ||||
| Portfolio | Benchmark | Excess Return (C) | Geometric Excess (D) | Annualized Excess (E) | T.E. (Std Dev of Alpha) (F) | Ratio | ||
| Period Ending | (A) | (B) | ((1+A/100)/(1+B/100))-1 | (1+C/100) | ((1+D1/100)*(1+D2/100)*… | |||
| *(1+D35/100)*(1+D36/100))^(1/3)-1 | STDEV(C1:C36)*SQRT(12) | (E/F) | ||||||
| 7/31/02 | -5.06 | -5.41 | 0.37 | 1.0037 | ||||
| 8/31/02 | 0.35 | 0.09 | 0.26 | 1.0026 | ||||
| 9/30/02 | -4.56 | -3.96 | -0.62 | 0.9938 | ||||
| 10/31/02 | -4.58 | -5.37 | 0.83 | 1.0083 | ||||
| 11/30/02 | 4.81 | 4.78 | 0.03 | 1.0003 | ||||
| 12/31/02 | 0.54 | 1.36 | -0.81 | 0.9919 | ||||
| 1/31/03 | -3.10 | -2.91 | -0.19 | 0.9981 | ||||
| 2/28/03 | 1.38 | 1.82 | -0.43 | 0.9957 | ||||
| 3/31/03 | 1.95 | 2.43 | -0.47 | 0.9953 | ||||
| 4/30/03 | 4.22 | 3.85 | 0.35 | 1.0035 | ||||
| 5/31/03 | 5.86 | 5.66 | 0.19 | 1.0019 | ||||
| 6/30/03 | 2.11 | 2.16 | -0.05 | 0.9995 | ||||
| 7/31/03 | 5.35 | 5.32 | 0.03 | 1.0003 | ||||
| 8/31/03 | 0.52 | 0.83 | -0.31 | 0.9969 | ||||
| 9/30/03 | 3.12 | 3.52 | -0.38 | 0.9962 | ||||
| 10/31/03 | 1.98 | 1.48 | 0.49 | 1.0049 | ||||
| 11/30/03 | 4.30 | 4.41 | -0.10 | 0.9990 | ||||
| 12/31/03 | 3.58 | 3.00 | 0.56 | 1.0056 | ||||
| 1/31/04 | 4.19 | 4.00 | 0.18 | 1.0018 | ||||
| 2/29/04 | 2.07 | 1.66 | 0.40 | 1.0040 | ||||
| 3/31/04 | 5.34 | 6.01 | -0.63 | 0.9937 | ||||
| 4/30/04 | -15.11 | -14.64 | -0.55 | 0.9945 | ||||
| 5/31/04 | 7.00 | 7.59 | -0.55 | 0.9945 | ||||
| 6/30/04 | 2.86 | 2.99 | -0.13 | 0.9987 | ||||
| 7/31/04 | 0.15 | 0.50 | -0.35 | 0.9965 | ||||
| 8/31/04 | 8.20 | 8.26 | -0.05 | 0.9995 | ||||
| 9/30/04 | -0.11 | -0.48 | 0.37 | 1.0037 | ||||
| 10/31/04 | 4.79 | 5.57 | -0.74 | 0.9926 | ||||
| 11/30/04 | 4.43 | 4.45 | -0.02 | 0.9998 | ||||
| 12/31/04 | 5.14 | 5.19 | -0.05 | 0.9995 | ||||
| 1/31/05 | -8.05 | -8.82 | 0.84 | 1.0084 | ||||
| 2/28/05 | 2.58 | 3.23 | -0.63 | 0.9937 | ||||
| 3/31/05 | -2.16 | -1.51 | -0.65 | 0.9935 | ||||
| 4/30/05 | 5.63 | 6.00 | -0.35 | 0.9965 | ||||
| 5/31/05 | 3.56 | 3.31 | 0.24 | 1.0024 | ||||
| 6/30/05 | 4.47 | 5.21 | -0.71 | 0.9929 | ||||
| 7/31/05 | 6.63 | 7.63 | -0.93 | 0.9907 | -1.64 | 1.62 | -1.01 | |
| 8/31/05 | -4.21 | -3.84 | -0.39 | 0.9961 | -1.85 | 1.61 | -1.15 | |
| 9/30/05 | -0.21 | 0.43 | -0.64 | 0.9936 | -1.86 | 1.61 | -1.15 | |
| 10/31/05 | -2.45 | -2.12 | -0.33 | 0.9967 | -2.24 | 1.50 | -1.49 | |
| 11/30/05 | 4.46 | 4.64 | -0.18 | 0.9982 | -2.31 | 1.50 | -1.54 | |
| 12/31/05 | -0.32 | 0.10 | -0.42 | 0.9958 | -2.18 | 1.46 | -1.49 | |
| 1/31/06 | 6.98 | 7.84 | -0.80 | 0.9920 | -2.38 | 1.50 | -1.58 | |
| 2/28/06 | 1.81 | 2.14 | -0.32 | 0.9968 | -2.34 | 1.50 | -1.56 | |
| 3/31/06 | 5.42 | 5.12 | 0.29 | 1.0029 | -2.09 | 1.51 | -1.38 | |
| 4/30/06 | -3.27 | -3.78 | 0.53 | 1.0053 | -2.03 | 1.54 | -1.32 | |
| … | … | … | … | … | … | … | … | |
| … | … | … | … | … | … | … | … | |
| 5/31/06 | -3.12 | -2.77 | -0.36 | 0.9964 | -2.21 | 1.53 | -1.45 | |
| 6/30/06 | 5.10 | 5.69 | -0.56 | 0.9944 | -2.38 | 1.54 | -1.55 | |
| 7/31/06 | 2.97 | 3.55 | -0.56 | 0.9944 | -2.57 | 1.55 | -1.66 | |
| 8/31/06 | 3.14 | 3.36 | -0.21 | 0.9979 | -2.54 | 1.55 | -1.64 | |
| 9/30/06 | 2.33 | 1.95 | 0.38 | 1.0038 | -2.29 | 1.58 | -1.45 | |
| 10/31/06 | 6.56 | 6.30 | 0.24 | 1.0024 | -2.38 | 1.55 | -1.53 | |
| 11/30/06 | 4.52 | 4.77 | -0.24 | 0.9976 | -2.42 | 1.55 | -1.56 | |
| 12/31/06 | -1.19 | -2.26 | 1.10 | 1.0110 | -2.25 | 1.66 | -1.35 | |
| 1/31/07 | 8.64 | 8.91 | -0.24 | 0.9976 | -2.39 | 1.65 | -1.45 | |
| 2/28/07 | -2.99 | -2.24 | -0.77 | 0.9923 | -2.77 | 1.64 | -1.68 | |
| 3/31/07 | -2.48 | -2.56 | 0.08 | 1.0008 | -2.53 | 1.63 | -1.55 | |
| 4/30/07 | 0.19 | -0.04 | 0.23 | 1.0023 | -2.28 | 1.64 | -1.39 | |
| 5/31/07 | 0.05 | 0.07 | -0.02 | 0.9998 | -2.10 | 1.63 | -1.29 | |
| 6/30/07 | -8.93 | -9.39 | 0.51 | 1.0051 | -1.90 | 1.68 | -1.13 | |
| 7/31/07 | -8.33 | -7.85 | -0.52 | 0.9948 | -1.95 | 1.69 | -1.16 | |
| 8/31/07 | 4.66 | 5.91 | -1.18 | 0.9882 | -2.33 | 1.78 | -1.30 | |
| 9/30/07 | 4.19 | 3.91 | 0.27 | 1.0027 | -2.36 | 1.77 | -1.33 | |
| 10/31/07 | 0.54 | 1.14 | -0.60 | 0.9940 | -2.31 | 1.76 | -1.31 | |
| 11/30/07 | -8.97 | -9.72 | 0.83 | 1.0083 | -2.03 | 1.86 | -1.10 | |
| 12/31/07 | -4.63 | -5.32 | 0.73 | 1.0073 | -1.78 | 1.93 | -0.93 | |
| 1/31/08 | -0.45 | -0.48 | 0.03 | 1.0003 | -2.05 | 1.84 | -1.11 | |
| 2/29/08 | -4.05 | -3.77 | -0.29 | 0.9971 | -1.94 | 1.82 | -1.07 | |
| 3/31/08 | 4.28 | 6.65 | -2.22 | 0.9778 | -2.46 | 2.16 | -1.14 | |
| 4/30/08 | 5.89 | 6.16 | -0.26 | 0.9974 | -2.42 | 2.16 | -1.12 | |
| 5/31/08 | 0.83 | 0.22 | 0.60 | 1.0060 | -2.31 | 2.19 | -1.05 | |
| 6/30/08 | -11.53 | -11.08 | -0.51 | 0.9949 | -2.24 | 2.18 | -1.03 | |
| 7/31/08 | 2.35 | 2.89 | -0.52 | 0.9948 | -2.11 | 2.14 | -0.98 | |
| 8/31/08 | 2.06 | 2.27 | -0.20 | 0.9980 | -2.05 | 2.14 | -0.96 | |
| 9/30/08 | -1.12 | -0.42 | -0.70 | 0.9930 | -2.07 | 2.14 | -0.97 | |
| 10/31/08 | -31.20 | -32.38 | 1.75 | 1.0175 | -1.39 | 2.41 | -0.58 | |
| 11/30/08 | -22.60 | -24.55 | 2.59 | 1.0259 | -0.49 | 2.87 | -0.17 | |
| 12/31/08 | 15.92 | 17.70 | -1.51 | 0.9849 | -0.86 | 2.99 | -0.29 | |
| 1/31/09 | -16.58 | -18.08 | 1.83 | 1.0183 | 0.01 | 3.15 | 0.00 | |
| 2/28/09 | -19.61 | -21.85 | 2.87 | 1.0287 | 1.07 | 3.55 | 0.30 | |
| 3/31/09 | 4.42 | 3.22 | 1.16 | 1.0116 | 1.36 | 3.60 | 0.38 | |
| 4/30/09 | 29.52 | 32.86 | -2.51 | 0.9749 | 0.33 | 3.90 | 0.08 | |
| 5/31/09 | 1.99 | 2.63 | -0.63 | 0.9937 | 0.24 | 3.91 | 0.06 | |
| 6/30/09 | -2.48 | -3.44 | 1.00 | 1.0100 | 0.76 | 3.93 | 0.19 | |
| 7/31/09 | 10.57 | 10.39 | 0.16 | 1.0016 | 1.00 | 3.92 | 0.26 | |
| 8/31/09 | 12.98 | 14.55 | -1.37 | 0.9863 | 0.61 | 4.00 | 0.15 | |
| 9/30/09 | 6.19 | 7.09 | -0.84 | 0.9916 | 0.20 | 4.03 | 0.05 | |
| 10/31/09 | -5.18 | -4.50 | -0.71 | 0.9929 | -0.12 | 4.05 | -0.03 | |
| 11/30/09 | 7.36 | 6.91 | 0.42 | 1.0042 | 0.10 | 4.06 | 0.03 | |
| 12/31/09 | 6.84 | 6.91 | -0.07 | 0.9993 | -0.28 | 4.00 | -0.07 | |
| 1/31/10 | -5.33 | -5.62 | 0.31 | 1.0031 | -0.10 | 4.01 | -0.03 | |
| 2/28/10 | 5.54 | 5.64 | -0.10 | 0.9990 | 0.12 | 3.98 | 0.03 | |
| 3/31/10 | 9.44 | 10.15 | -0.64 | 0.9936 | -0.12 | 4.00 | -0.03 | |
| 4/30/10 | 6.35 | 6.94 | -0.55 | 0.9945 | -0.38 | 4.01 | -0.09 | |
| 5/31/10 | -5.52 | -5.34 | -0.19 | 0.9981 | -0.44 | 4.01 | -0.11 | |
| 6/30/10 | -4.87 | -5.39 | 0.55 | 1.0055 | -0.42 | 4.01 | -0.10 | |
| 7/31/10 | 9.57 | 9.87 | -0.28 | 0.9972 | -0.34 | 4.00 | -0.08 | |
| 8/31/10 | -1.30 | -1.32 | 0.02 | 1.0002 | 0.07 | 3.94 | 0.02 | |
| 9/30/10 | 4.65 | 4.54 | 0.10 | 1.0010 | 0.01 | 3.94 | 0.00 | |
| 10/31/10 | 3.91 | 4.70 | -0.76 | 0.9924 | -0.04 | 3.95 | -0.01 | |
| 11/30/10 | -1.69 | -1.63 | -0.06 | 0.9994 | -0.34 | 3.92 | -0.09 | |
| 12/31/10 | 4.57 | 4.74 | -0.16 | 0.9984 | -0.63 | 3.89 | -0.16 | |
| 1/31/11 | 3.70 | 3.52 | 0.17 | 1.0017 | -0.58 | 3.90 | -0.15 | |
| 2/28/11 | 4.55 | 4.59 | -0.04 | 0.9996 | -0.50 | 3.89 | -0.13 | |
| 3/31/11 | -1.21 | -1.43 | 0.22 | 1.0022 | 0.32 | 3.67 | 0.09 | |
| 4/30/11 | 4.72 | 5.83 | -1.05 | 0.9895 | 0.05 | 3.72 | 0.01 | |
| 5/31/11 | 0.94 | 1.56 | -0.61 | 0.9939 | -0.35 | 3.72 | -0.09 | |
| 6/30/11 | -2.95 | -3.35 | 0.42 | 1.0042 | -0.04 | 3.72 | -0.01 | |
| 7/31/11 | 0.07 | 1.75 | -1.65 | 0.9835 | -0.42 | 3.83 | -0.11 | |
| 8/31/11 | -5.25 | -5.64 | 0.42 | 1.0042 | -0.22 | 3.84 | -0.06 | |
| 9/30/11 | -10.75 | -11.09 | 0.38 | 1.0038 | 0.14 | 3.82 | 0.04 | |
| 10/31/11 | 13.46 | 14.71 | -1.09 | 0.9891 | -0.80 | 3.73 | -0.21 | |
| 11/30/11 | -3.75 | -3.93 | 0.19 | 1.0019 | -1.58 | 3.39 | -0.47 | |
| 12/31/11 | 4.04 | 4.74 | -0.66 | 0.9934 | -1.29 | 3.30 | -0.39 | |
| 1/31/12 | 6.62 | 6.47 | 0.14 | 1.0014 | -1.84 | 3.10 | -0.59 | |
| 2/29/12 | -0.73 | -1.12 | 0.40 | 1.0040 | -2.63 | 2.56 | -1.03 | |
| 3/31/12 | 4.50 | 5.24 | -0.70 | 0.9930 | -3.24 | 2.43 | -1.33 | |
| 4/30/12 | 2.57 | 2.93 | -0.35 | 0.9965 | -2.53 | 2.04 | -1.24 | |
| 5/31/12 | -4.21 | -4.56 | 0.37 | 1.0037 | -2.20 | 2.05 | -1.07 | |
| 6/30/12 | 5.56 | 5.57 | -0.01 | 0.9999 | -2.53 | 1.93 | -1.31 | |
| 7/31/12 | 2.15 | 1.90 | 0.25 | 1.0025 | -2.50 | 1.94 | -1.29 | |
| 8/31/12 | 0.14 | -0.18 | 0.32 | 1.0032 | -1.95 | 1.83 | -1.06 | |
| 9/30/12 | -0.99 | -1.83 | 0.86 | 1.0086 | -1.39 | 1.88 | -0.74 | |
| 10/31/12 | -0.54 | -0.90 | 0.37 | 1.0037 | -1.04 | 1.87 | -0.56 | |
| 11/30/12 | -0.61 | -0.39 | -0.22 | 0.9978 | -1.25 | 1.84 | -0.68 | |
| 12/31/12 | 3.05 | 3.82 | -0.74 | 0.9926 | -1.47 | 1.88 | -0.78 | |
| 1/31/13 | 3.92 | 3.54 | 0.37 | 1.0037 | -1.45 | 1.88 | -0.77 | |
| 2/28/13 | 1.16 | 0.95 | 0.21 | 1.0021 | -1.35 | 1.89 | -0.72 | |
| 3/31/13 | 3.00 | 2.78 | 0.21 | 1.0021 | -1.07 | 1.88 | -0.57 | |
| 4/30/13 | 5.65 | 6.56 | -0.85 | 0.9915 | -1.17 | 1.91 | -0.61 | |
| 5/31/13 | -6.52 | -5.89 | -0.67 | 0.9933 | -1.33 | 1.94 | -0.69 | |
| 6/30/13 | -2.41 | -1.66 | -0.76 | 0.9924 | -1.76 | 1.93 | -0.91 | |
| 7/31/13 | 0.23 | 0.82 | -0.58 | 0.9942 | -1.86 | 1.95 | -0.96 | |
| 8/31/13 | -6.34 | -6.86 | 0.56 | 1.0056 | -1.69 | 1.99 | -0.85 | |
| 9/30/13 | 3.29 | 3.26 | 0.03 | 1.0003 | -1.71 | 1.99 | -0.86 | |
| 10/31/13 | 3.83 | 4.06 | -0.22 | 0.9978 | -1.53 | 1.95 | -0.78 | |
| 11/30/13 | -4.73 | -5.27 | 0.57 | 1.0057 | -1.32 | 1.99 | -0.66 | |
| 12/31/13 | 0.95 | 0.61 | 0.34 | 1.0034 | -1.16 | 2.01 | -0.58 | |
| 1/31/14 | 3.58 | 3.88 | -0.29 | 0.9971 | -1.31 | 2.01 | -0.65 | |
| 2/28/14 | 4.68 | 5.04 | -0.34 | 0.9966 | -1.41 | 2.01 | -0.70 | |
| 3/31/14 | 0.14 | 0.93 | -0.78 | 0.9922 | -1.74 | 2.04 | -0.85 | |
| 4/30/14 | 2.98 | 3.55 | -0.55 | 0.9945 | -1.57 | 1.98 | -0.79 | |
| 5/31/14 | 2.77 | 2.52 | 0.24 | 1.0024 | -1.29 | 1.97 | -0.66 | |
| 6/30/14 | 1.07 | 1.00 | 0.07 | 1.0007 | -1.41 | 1.95 | -0.72 | |
| 7/31/14 | -0.18 | 0.10 | -0.28 | 0.9972 | -0.95 | 1.73 | -0.55 | |
| 8/31/14 | 3.43 | 2.83 | 0.58 | 1.0058 | -0.90 | 1.75 | -0.51 | |
| 9/30/14 | -5.82 | -5.83 | 0.01 | 1.0001 | -1.02 | 1.73 | -0.59 | |
| 10/31/14 | 8.42 | 10.71 | -2.07 | 0.9793 | -1.34 | 1.99 | -0.67 | |
| 11/30/14 | 2.64 | 2.07 | 0.56 | 1.0056 | -1.22 | 2.02 | -0.60 | |
| 12/31/14 | 0.76 | 1.89 | -1.11 | 0.9889 | -1.37 | 2.08 | -0.66 | |
| 1/31/15 | 6.84 | 6.52 | 0.30 | 1.0030 | -1.32 | 2.09 | -0.63 | |
| 2/28/15 | -10.75 | -11.09 | 0.38 | 1.0038 | -1.32 | 2.09 | -0.63 | |
| 3/31/15 | 13.46 | 14.71 | -1.09 | 0.9891 | -1.45 | 2.14 | -0.68 | |
| 4/30/15 | -3.75 | -3.93 | 0.19 | 1.0019 | -1.27 | 2.14 | -0.60 | |
| 5/31/15 | 4.04 | 4.74 | -0.66 | 0.9934 | -1.61 | 2.14 | -0.75 | |
| 6/30/15 | 6.62 | 6.47 | 0.14 | 1.0014 | -1.56 | 2.15 | -0.73 | |
| AVERAGE | -1.31 | 2.49 | -0.71 |
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Table 11
| Table 11 - Risk Statistics for 3, 5, 10 year and Since Inception Time Frames | ||||
| Statistics | 3 Years Ended 06/30/15 | 5 Years Ended 06/30/15 | 10 Years Ended 06/30/15 | Since Inception |
| Alpha | ||||
| Beta | ||||
| R2 | ||||
| Up-Market Capture | ||||
| Down-Market Capture | ||||
| Standard Deviation - Portfolio | ||||
| Standard Deviation - Benchmark | ||||
| Tracking Error | ||||
| Information Ratio | ||||
| Sharpe Ratio | ||||
| "Batting Average" |
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Table 12
| Table 12 - Employee Count by Employee Type | ||
| Employee Type | Total Firm-wide | U.S. REIT Team Only |
| Portfolio Managers | ||
| Research Analysts | ||
| Quantitative Analysts | ||
| Economists | ||
| Traders | ||
| Administration, Operations | ||
| Compliance | ||
| Client Service | ||
| Marketing, Sales | ||
| Other (Specify) |
&A
Table 13
| Table 13 - Experience and Credentials of REIT Investment Staff | |||||||||
| Name | Title Responsibilities1 | Total Years of Experience | Years With Firm | Years With Subject Product | Undergraduate Education/ Degree/Year | School | Post Graduate Education/ Degree/Year | School | Professional Designation |
Note 1 Indicate whether individual has responsibilities for products other than the subject products.
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Table 14
| Table 14 - New and Departed Personnel for the REIT Investment Team | |||||||||
| Status | Date (MM/YY) | Name | Title | Responsibilites | Location | Years Experience | Products | Reason for Departure | Replaced by (name/title) |
| Joined | N/A | N/A | |||||||
| Joined | N/A | N/A | |||||||
| Joined | N/A | N/A | |||||||
| Joined | N/A | N/A | |||||||
| Joined | N/A | N/A | |||||||
| Departed | |||||||||
| Departed | |||||||||
| Departed | |||||||||
| Departed | |||||||||
| Departed |
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Table 15
| Table 15 - Annual Gains and Losses in Number of Accounts and AUM for all Assets, Equity Assets, REIT Strategies, and US Tex Exempt investors in REIT | ||||||||
| Category | SubCategory | 6/30/15 | 12/31/14 | 12/31/13 | 12/31/12 | 12/31/11 | 12/31/10 | |
| Total | AUM | (a) Total assets under management (all products, $ in mils.) | ||||||
| Total | AUM - Retail | Total retail assets under management ($ in mils.) | ||||||
| Total | AUM - Institutional | Total institutional assets under management ($ in mils.) | ||||||
| Equity | AUM | (b) Total equity assets under management (all products, $ in mils) | ||||||
| Equity | Accounts | Total # of Accounts | ||||||
| Equity | Average Account Size | Average Account Size | ||||||
| Equity | Accounts Gained | # Accounts gained | ||||||
| Equity | Account $ Gained | $ Gained | ||||||
| Equity | Accounts Lost | # Accounts lost | ||||||
| Equity | Account $ Lost | $ Lost | ||||||
| REIT | AUM | (c) Total assets managed in all REIT strategies, global and domestic ($ in mils) | ||||||
| REIT | Accounts | Total # of Accounts | ||||||
| REIT | Average Account Size | Average Account Size | ||||||
| REIT | Accounts Gained | # Accounts gained | ||||||
| REIT | Account $ Gained | $ Gained | ||||||
| REIT | Accounts Lost | # Accounts lost | ||||||
| REIT | Account $ Lost | $ Lost | ||||||
| REIT - Proposed Strategy | AUM | (d) Total assets managed in the proposed REIT strategy ($ in mils.) | ||||||
| REIT - Proposed Strategy | Accounts | Total # of Accounts | ||||||
| REIT - Proposed Strategy | Average Account Size | Average Account Size | ||||||
| REIT - Proposed Strategy | Accounts Gained | # Accounts gained | ||||||
| REIT - Proposed Strategy | Account $ Gained | $ Gained | ||||||
| REIT - Proposed Strategy | Accounts Lost | # Accounts lost | ||||||
| REIT - Proposed Strategy | Account $ Lost | $ Lost | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | AUM | (e) Total assets managed in the proposed REIT strategy for U.S. tax-exempt clients ($ in mils.) | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | Accounts | Total # of Accounts | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | Average Account Size | Average Account Size | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | Accounts Gained | # Accounts gained | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | Account $ Gained | $ Gained | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | Accounts Lost | # Accounts lost | ||||||
| REIT - Proposed Strategy, U.S. Tax Exempt Clients | Account $ Lost | $ Lost |
&A
Table16
| Table 16 - Client AUM of largest investors in proposed product | |||||
| U.S. Tax-exempt Clients | Insurance Clients | Other Clients | Date of Inception | Market Value (6/30/15) | Commingled Fund or Separate Account |
&A
GIPS
| GIPS Perfromance | |||||||
| Calendar Year | Calendar Year Return (Gross of Fee) (in %) | Calendar Year Return (Net of Fee)(in %) | Product Benchmark Calendar Year Return (in%) | Number of Portfolios | Tracking Error (%) | Total Composite Assets ($Millions) | Total Firm Assets ($Millions) |
| (Since Inception) | |||||||
| YTD 2015 | |||||||
| 2014 | |||||||
| 2013 | |||||||
| 2012 | |||||||
| 2011 | |||||||
| 2010 | |||||||
| 2009 | |||||||
| 2008 | |||||||
| 2007 | |||||||
| 2006 | |||||||
| 2005 | |||||||
| 2004 |
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File details come from the government source that posted it. Updated .