Section_J_Attachment_4_EAFE_Tables_-_FIRM_NAME.xlsx
XLSX spreadsheet 129 KB Posted
- Attached to
- Active EAFE Investment Management Services Federal contract opportunity
- Solicitation number
- PBGC01-RP-16-0019
- Issued by
- Pension Benefit Guaranty Corporation
About this file
Attachment 4 - EAFE Tables
View the file
Other files for this federal contract opportunity
| File | Type | Posted |
|---|---|---|
| Solicitation_Amendment_01_-_PBGC01-RP-16-0019.pdf | ||
| Section_J_Attachment_5_Pricing_Schedule_-_FIRM_NAME.xlsx | XLSX spreadsheet | |
| Section_J_Attachment_3_Corporate_Experience.docx | DOCX document | |
| Original_Solicitation_-_PBGC01-RP-16-0019.pdf | ||
| Section_J_Attachment_2_Technical_Approach.docx | DOCX document | |
| Section_J_Attachment_1_Mandatory_Requirements.docx | DOCX document | |
| PBGC01-RP-16-0019.pdf |
On GovTribe
Work with this file on GovTribe
- Download the original file
- Contacts named in this file
- Similar government files
- Ask GovTribe AI about this file
Text version
Table 1
| Table 1 - Portfolio Annual Statistics | |||||
| Year | Number of Holdings in Fund | Number of Holdings in Benchmark | Tracking Error | Active Share | Portfolio Turnover |
| 2015 | |||||
| 2014 | |||||
| 2013 | |||||
| 2012 | |||||
| 2011 | |||||
| 2010 | |||||
| 2009 | |||||
| 2008 | |||||
| 2007 | |||||
| 2006 |
&A
Table 2
| Table 2 - Extent of Cash Holdings in the Portfolio by Year | ||||||
| Cash Holdings | Discretionary Guidelines | 2015 | 2014 | 2013 | 2012 | 2011 |
| Average % | ||||||
| Maximum % | ||||||
| Minimum % |
&A
Table 3
| Table 3 - Regional Exposure (%) of Portfolio and Benchmark by Quarter | Out of Benchmark | ||||||||||||||||||||||||||||||||||||||||||||||||
| Portfolio or Benchmark | Quarter | Australia | Austria | Belgium | Denmark | Finland | France | Germany | Hong Kong | Ireland | Israel | Italy | Japan | Netherlands | New Zealand | Norway | Portugal | Singapore | Spain | Sweden | Switzerland | United Kingdom | United States | Canada | Brazil | Chile | China | Colombia | Czech Republic | Egypt | Greece | Hungary | India | Indonesia | Korea | Malaysia | Mexico | Peru | Philippines | Poland | Qatar | Russia | South Africa | Taiwan | Thailand | Turkey | United Arab Emirates | Other Country 1 | Other Country … |
| Portfolio | 12/31/15 | ||||||||||||||||||||||||||||||||||||||||||||||||
| Portfolio | 9/30/15 | ||||||||||||||||||||||||||||||||||||||||||||||||
| 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 | ||||||||||||||||||||||||||||||||||||||||||||||||
| Benchmark | 12/31/15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 12/31/06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 9/30/06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 6/30/06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||||||||||||||
| Benchmark | 3/31/06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
&A
Table 4
| Table 4 - Statistics of Portfolio and Benchmark by Quarter | ||||||||||
| Portfolio or Benchmark | Quarter | P/E | P/S | P/B | Div Yield | Hist 3-Yr EPS Growth | 12 Mo Fwd EPS Growth | Leverage Ratio | ROE | Wtd. Avg. Mkt. Cap |
| Portfolio | 12/31/15 | |||||||||
| Portfolio | 9/30/15 | |||||||||
| 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 | |||||||||
| Benchmark | 12/31/15 | |||||||||
| Benchmark | 9/30/15 | |||||||||
| 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 |
&A
Table 5
| Table 5 - Sector Exposure (%) of Portfolio and Benchmark by Quarter | |||||||||||||
| Portfolio or Benchmark | Quarter | Consumer Discretionary | Consumer Staples | Energy | Financials | Health Care | Industrials | Information Technology | Materials | Telecommunication Services | Utilities | Other | Not Classified |
| Portfolio | 12/31/15 | ||||||||||||
| Portfolio | 9/30/15 | ||||||||||||
| 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 | ||||||||||||
| Benchmark | 12/31/15 | ||||||||||||
| Benchmark | 9/30/15 | ||||||||||||
| 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 |
&A
Table 6
| Table 6 - 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-$100B | >$100B | Mean market cap | Median market cap | Out of Benchmark %, portion of stocks out of benchmark due to small market capitalization |
| Portfolio | 12/31/15 | ||||||||||
| Portfolio | 9/30/15 | ||||||||||
| 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 | ||||||||||
| Benchmark | 12/31/15 | 0 | |||||||||
| Benchmark | 9/30/15 | 0 | |||||||||
| Benchmark | 6/30/15 | 0 | |||||||||
| Benchmark | 3/31/15 | 0 | |||||||||
| Benchmark | 12/31/14 | 0 | |||||||||
| Benchmark | 9/30/14 | 0 | |||||||||
| Benchmark | 6/30/14 | 0 | |||||||||
| Benchmark | 3/31/14 | 0 | |||||||||
| Benchmark | 12/31/13 | 0 | |||||||||
| Benchmark | 9/30/13 | 0 | |||||||||
| Benchmark | 6/30/13 | 0 | |||||||||
| Benchmark | 3/31/13 | 0 | |||||||||
| Benchmark | 12/31/12 | 0 | |||||||||
| Benchmark | 9/30/12 | 0 | |||||||||
| Benchmark | 6/30/12 | 0 | |||||||||
| Benchmark | 3/31/12 | 0 | |||||||||
| Benchmark | 12/31/11 | 0 | |||||||||
| Benchmark | 9/30/11 | 0 | |||||||||
| Benchmark | 6/30/11 | 0 | |||||||||
| Benchmark | 3/31/11 | 0 | |||||||||
| Benchmark | 12/31/10 | 0 | |||||||||
| Benchmark | 9/30/10 | 0 | |||||||||
| Benchmark | 6/30/10 | 0 | |||||||||
| Benchmark | 3/31/10 | 0 | |||||||||
| Benchmark | 12/31/09 | 0 | |||||||||
| Benchmark | 9/30/09 | 0 | |||||||||
| Benchmark | 6/30/09 | 0 | |||||||||
| Benchmark | 3/31/09 | 0 | |||||||||
| Benchmark | 12/31/08 | 0 | |||||||||
| Benchmark | 9/30/08 | 0 | |||||||||
| Benchmark | 6/30/08 | 0 | |||||||||
| Benchmark | 3/31/08 | 0 | |||||||||
| Benchmark | 12/31/07 | 0 | |||||||||
| Benchmark | 9/30/07 | 0 | |||||||||
| Benchmark | 6/30/07 | 0 | |||||||||
| Benchmark | 3/31/07 | 0 | |||||||||
| Benchmark | 12/31/06 | 0 | |||||||||
| Benchmark | 9/30/06 | 0 | |||||||||
| Benchmark | 6/30/06 | 0 | |||||||||
| Benchmark | 3/31/06 | 0 |
&A
Table 7
| Table 7 - Out of Benchmark Exposure (%) of Portfolio by Quarter | ||||||||||||||||||||||||||||||
| Portfolio or Benchmark | Quarter | % of Portfoliio out of Benchmark | Out of Benchmark %, portion of stocks out of benchmark due to smaller than EAFE market capitalization | United States | Canada | Brazil | Chile | China | Colombia | Czech Republic | Egypt | Greece | Hungary | India | Indonesia | Korea | Malaysia | Mexico | Peru | Philippines | Poland | Qatar | Russia | South Africa | Taiwan | Thailand | Turkey | United Arab Emirates | Other Country 1 | Other Country …. |
| Portfolio | 12/31/15 | |||||||||||||||||||||||||||||
| Portfolio | 9/30/15 | |||||||||||||||||||||||||||||
| 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 |
&A
Table 8
| Table 8 - Portfolio Holdings as of 12/31/2015 | |||||||
| Security Name | Ticker/CUSIP# | Number of Shares | Total Market Value | Percentage of Total Portfolio | Country | Sector | Out of Benchmark Y/N |
&A
Table 9
| Table 9 - Performance of Portfolio and Benchmark by Month, Quarter, Year and Annual Statistics | |||||||||||
| Monthly Returns | Quarterly Returns | Annual Returns | |||||||||
| Month | Portfolio (gross of fees) | Benchmark | Alpha | Month | Portfolio (gross of fees) | Benchmark | Alpha | Year | Portfolio (gross of fees) | Benchmark | Alpha |
| Dec-15 | 0.00% | 0.00% | 0.00% | Dec-15 | 0.00% | 0.00% | 0.00% | 2015 | 0.00% | 0.00% | 0.00% |
| Nov-15 | 0.00% | 0.00% | 0.00% | Sep-15 | 0.00% | 0.00% | 0.00% | 2014 | 0.00% | 0.00% | 0.00% |
| Oct-15 | 0.00% | 0.00% | 0.00% | Jun-15 | 0.00% | 0.00% | 0.00% | 2013 | 0.00% | 0.00% | 0.00% |
| Sep-15 | 0.00% | 0.00% | 0.00% | Mar-15 | 0.00% | 0.00% | 0.00% | 2012 | 0.00% | 0.00% | 0.00% |
| Aug-15 | 0.00% | 0.00% | 0.00% | Dec-14 | 0.00% | 0.00% | 0.00% | 2011 | 0.00% | 0.00% | 0.00% |
| Jul-15 | 0.00% | 0.00% | 0.00% | Sep-14 | 0.00% | 0.00% | 0.00% | 2010 | 0.00% | 0.00% | 0.00% |
| Jun-15 | 0.00% | 0.00% | 0.00% | Jun-14 | 0.00% | 0.00% | 0.00% | 2009 | 0.00% | 0.00% | 0.00% |
| May-15 | 0.00% | 0.00% | 0.00% | Mar-14 | 0.00% | 0.00% | 0.00% | 2008 | 0.00% | 0.00% | 0.00% |
| Apr-15 | 0.00% | 0.00% | 0.00% | Dec-13 | 0.00% | 0.00% | 0.00% | 2007 | 0.00% | 0.00% | 0.00% |
| Mar-15 | 0.00% | 0.00% | 0.00% | Sep-13 | 0.00% | 0.00% | 0.00% | 2006 | 0.00% | 0.00% | 0.00% |
| Feb-15 | 0.00% | 0.00% | 0.00% | Jun-13 | 0.00% | 0.00% | 0.00% | ||||
| Jan-15 | 0.00% | 0.00% | 0.00% | Mar-13 | 0.00% | 0.00% | 0.00% | ||||
| Dec-14 | 0.00% | 0.00% | 0.00% | Dec-12 | 0.00% | 0.00% | 0.00% | ||||
| Nov-14 | 0.00% | 0.00% | 0.00% | Sep-12 | 0.00% | 0.00% | 0.00% | ||||
| Oct-14 | 0.00% | 0.00% | 0.00% | Jun-12 | 0.00% | 0.00% | 0.00% | ||||
| Sep-14 | 0.00% | 0.00% | 0.00% | Mar-12 | 0.00% | 0.00% | 0.00% | ||||
| Aug-14 | 0.00% | 0.00% | 0.00% | Dec-11 | 0.00% | 0.00% | 0.00% | ||||
| Jul-14 | 0.00% | 0.00% | 0.00% | Sep-11 | 0.00% | 0.00% | 0.00% | ||||
| Jun-14 | 0.00% | 0.00% | 0.00% | Jun-11 | 0.00% | 0.00% | 0.00% | ||||
| May-14 | 0.00% | 0.00% | 0.00% | Mar-11 | 0.00% | 0.00% | 0.00% | ||||
| Apr-14 | 0.00% | 0.00% | 0.00% | Dec-10 | 0.00% | 0.00% | 0.00% | ||||
| Mar-14 | 0.00% | 0.00% | 0.00% | Sep-10 | 0.00% | 0.00% | 0.00% | ||||
| Feb-14 | 0.00% | 0.00% | 0.00% | Jun-10 | 0.00% | 0.00% | 0.00% | ||||
| Jan-14 | 0.00% | 0.00% | 0.00% | Mar-10 | 0.00% | 0.00% | 0.00% | ||||
| Dec-13 | 0.00% | 0.00% | 0.00% | Dec-09 | 0.00% | 0.00% | 0.00% | ||||
| Nov-13 | 0.00% | 0.00% | 0.00% | Sep-09 | 0.00% | 0.00% | 0.00% | ||||
| Oct-13 | 0.00% | 0.00% | 0.00% | Jun-09 | 0.00% | 0.00% | 0.00% | ||||
| Sep-13 | 0.00% | 0.00% | 0.00% | Mar-09 | 0.00% | 0.00% | 0.00% | ||||
| Aug-13 | 0.00% | 0.00% | 0.00% | Dec-08 | 0.00% | 0.00% | 0.00% | ||||
| Jul-13 | 0.00% | 0.00% | 0.00% | Sep-08 | 0.00% | 0.00% | 0.00% | ||||
| Jun-13 | 0.00% | 0.00% | 0.00% | Jun-08 | 0.00% | 0.00% | 0.00% | ||||
| May-13 | 0.00% | 0.00% | 0.00% | Mar-08 | 0.00% | 0.00% | 0.00% | ||||
| Apr-13 | 0.00% | 0.00% | 0.00% | Dec-07 | 0.00% | 0.00% | 0.00% | ||||
| Mar-13 | 0.00% | 0.00% | 0.00% | Sep-07 | 0.00% | 0.00% | 0.00% | ||||
| Feb-13 | 0.00% | 0.00% | 0.00% | Jun-07 | 0.00% | 0.00% | 0.00% | ||||
| Jan-13 | 0.00% | 0.00% | 0.00% | Mar-07 | 0.00% | 0.00% | 0.00% | ||||
| Dec-12 | 0.00% | 0.00% | 0.00% | Dec-06 | 0.00% | 0.00% | 0.00% | ||||
| Nov-12 | 0.00% | 0.00% | 0.00% | Sep-06 | 0.00% | 0.00% | 0.00% | ||||
| Oct-12 | 0.00% | 0.00% | 0.00% | Jun-06 | 0.00% | 0.00% | 0.00% | ||||
| Sep-12 | 0.00% | 0.00% | 0.00% | Mar-06 | 0.00% | 0.00% | 0.00% | ||||
| Aug-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Jul-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Jun-12 | 0.00% | 0.00% | 0.00% | ||||||||
| May-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Apr-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Mar-12 | 0.00% | 0.00% | 0.00% | ||||||||
| Feb-12 | 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% |
&A
Table 10
| Table 10 - Annualized Returns of Portfolio and Benchmark | ||||
| 3 Years Ended 12/31/15 | 5 Years Ended 12/31/15 | 10 Years Ended 12/31/15 | Since Inception to 12/31/2015 | |
| Subject Product | ||||
| Benchmark | ||||
| Alpha | ||||
| Tracking Error |
&A
Table 11
| Table 11 - Annualized Returns of Best and Worst performing portfolios in the relevant composite | ||||
| Period | High | Low | Difference | Reasons for Large Differences |
| 2015 | ||||
| 2014 | ||||
| 2013 | ||||
| 2012 | ||||
| 2011 | ||||
| 2010 | ||||
| 2009 | ||||
| 2008 | ||||
| 2007 | ||||
| 2006 |
&A
Table 12
| Table 12 - Rolling 36 Month Information Ratio Calculation | |||||||
| Portfolio (in %) | Benchmark (in %) | Monthly Excess Return (C) (in %) | Monthly Geometric Excess (D) | 36 Month Annualized Excess (E) (in %) | 36 Month T.E. (Std Dev of Alpha) (F) (in %) | Information 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) | |||||||
| 1/31/03 | 2.25 | 1.73 | 0.51 | 1.0051 | ||||
| 2/28/03 | 0.85 | -0.01 | 0.86 | 1.0086 | ||||
| 3/31/03 | 0.35 | 0.09 | 0.26 | 1.0026 | ||||
| 4/30/03 | -4.56 | -3.96 | -0.62 | 0.9938 | ||||
| 5/31/03 | -4.58 | -5.37 | 0.83 | 1.0083 | ||||
| 6/30/03 | 4.81 | 4.78 | 0.03 | 1.0003 | ||||
| 7/31/03 | 1.26 | 1.36 | -0.10 | 0.9990 | ||||
| 8/31/03 | -3.10 | -2.91 | -0.19 | 0.9981 | ||||
| 9/30/03 | 2.41 | 1.82 | 0.58 | 1.0058 | ||||
| 10/31/03 | 1.95 | 2.43 | -0.47 | 0.9953 | ||||
| 11/30/03 | 4.22 | 3.85 | 0.35 | 1.0035 | ||||
| 12/31/03 | 5.86 | 5.66 | 0.19 | 1.0019 | ||||
| 1/31/04 | 2.11 | 2.16 | -0.05 | 0.9995 | ||||
| 2/29/04 | 6.25 | 5.32 | 0.89 | 1.0089 | ||||
| 3/31/04 | 0.52 | 0.83 | -0.31 | 0.9969 | ||||
| 4/30/04 | 3.12 | 3.52 | -0.38 | 0.9962 | ||||
| 5/31/04 | 1.98 | 1.48 | 0.49 | 1.0049 | ||||
| 6/30/04 | 4.30 | 4.41 | -0.10 | 0.9990 | ||||
| 7/31/04 | 3.58 | 3.00 | 0.56 | 1.0056 | ||||
| 8/31/04 | 4.19 | 4.00 | 0.18 | 1.0018 | ||||
| 9/30/04 | 2.07 | 1.66 | 0.40 | 1.0040 | ||||
| 10/31/04 | 5.34 | 6.01 | -0.63 | 0.9937 | ||||
| 11/30/04 | -13.56 | -14.64 | 1.27 | 1.0127 | ||||
| 12/31/04 | 7.00 | 7.59 | -0.55 | 0.9945 | ||||
| 1/31/05 | 2.86 | 2.99 | -0.13 | 0.9987 | ||||
| 2/28/05 | 0.15 | 0.50 | -0.35 | 0.9965 | ||||
| 3/31/05 | 8.20 | 8.26 | -0.05 | 0.9995 | ||||
| 4/30/05 | -0.11 | -0.48 | 0.37 | 1.0037 | ||||
| 5/31/05 | 4.79 | 5.57 | -0.74 | 0.9926 | ||||
| 6/30/05 | 4.43 | 4.45 | -0.02 | 0.9998 | ||||
| 7/31/05 | 5.14 | 5.19 | -0.05 | 0.9995 | ||||
| 8/31/05 | -8.05 | -8.82 | 0.84 | 1.0084 | ||||
| 9/30/05 | 2.58 | 3.23 | -0.63 | 0.9937 | ||||
| 10/31/05 | -2.16 | -1.51 | -0.65 | 0.9935 | ||||
| 11/30/05 | 6.24 | 6.00 | 0.22 | 1.0022 | ||||
| 12/31/05 | 3.56 | 3.31 | 0.24 | 1.0024 | 1.01 | 1.78 | 0.57 | |
| 1/31/06 | 6.23 | 5.21 | 0.97 | 1.0097 | 1.16 | 1.83 | 0.63 | |
| 2/28/06 | 6.63 | 7.63 | -0.93 | 0.9907 | 0.56 | 1.87 | 0.30 | |
| 3/31/06 | -4.21 | -3.84 | -0.39 | 0.9961 | 0.34 | 1.88 | 0.18 | |
| 4/30/06 | -0.21 | 0.43 | -0.64 | 0.9936 | 0.33 | 1.88 | 0.18 | |
| 5/31/06 | -1.54 | -2.12 | 0.60 | 1.0060 | 0.26 | 1.85 | 0.14 | |
| 6/30/06 | 4.46 | 4.64 | -0.18 | 0.9982 | 0.19 | 1.86 | 0.10 | |
| 7/31/06 | 0.81 | 0.10 | 0.71 | 1.0071 | 0.46 | 1.90 | 0.24 | |
| 8/31/06 | 6.98 | 7.84 | -0.80 | 0.9920 | 0.25 | 1.95 | 0.13 | |
| 9/30/06 | 1.81 | 2.14 | -0.32 | 0.9968 | -0.05 | 1.94 | -0.02 | |
| 10/31/06 | 5.84 | 5.12 | 0.69 | 1.0069 | 0.34 | 1.96 | 0.17 | |
| 11/30/06 | -3.27 | -3.78 | 0.53 | 1.0053 | 0.40 | 1.97 | 0.20 | |
| 12/31/06 | 0.15 | -0.18 | 0.33 | 1.0033 | 0.45 | 1.97 | 0.23 | |
| 1/31/07 | 1.65 | 0.84 | 0.80 | 1.0080 | 0.73 | 2.02 | 0.36 | |
| 2/28/07 | -4.05 | -3.77 | -0.29 | 0.9971 | 0.34 | 1.97 | 0.17 | |
| 3/31/07 | 7.04 | 6.65 | 0.37 | 1.0037 | 0.57 | 1.97 | 0.29 | |
| 4/30/07 | 5.89 | 6.16 | -0.26 | 0.9974 | 0.61 | 1.96 | 0.31 | |
| 5/31/07 | 0.83 | 0.22 | 0.60 | 1.0060 | 0.64 | 1.97 | 0.33 | |
| 6/30/07 | 7.04 | 6.65 | 0.37 | 1.0037 | 0.80 | 1.98 | 0.41 | |
| 7/31/07 | 5.89 | 6.16 | -0.26 | 0.9974 | 0.53 | 1.96 | 0.27 | |
| 8/31/07 | 0.83 | 0.22 | 0.60 | 1.0060 | 0.67 | 1.99 | 0.34 | |
| 9/30/07 | -9.77 | -11.08 | 1.47 | 1.0147 | 1.02 | 2.14 | 0.48 | |
| 10/31/07 | 2.35 | 2.89 | -0.52 | 0.9948 | 1.06 | 2.13 | 0.50 | |
| 11/30/07 | 2.06 | 2.27 | -0.20 | 0.9980 | 0.57 | 2.02 | 0.28 | |
| 12/31/07 | 1.00 | -0.42 | 1.42 | 1.0142 | 1.23 | 2.14 | 0.58 | |
| 1/31/08 | -31.20 | -32.38 | 1.75 | 1.0175 | 1.86 | 2.33 | 0.80 | |
| 2/29/08 | -22.60 | -24.55 | 2.59 | 1.0259 | 2.85 | 2.70 | 1.06 | |
| 3/31/08 | 15.92 | 17.70 | -1.51 | 0.9849 | 2.35 | 2.88 | 0.82 | |
| 4/30/08 | -16.58 | -18.08 | 1.83 | 1.0183 | 2.85 | 3.03 | 0.94 | |
| 5/31/08 | -19.61 | -21.85 | 2.87 | 1.0287 | 4.08 | 3.33 | 1.22 | |
| 6/30/08 | 4.42 | 3.22 | 1.16 | 1.0116 | 4.49 | 3.36 | 1.34 | |
| 7/31/08 | 30.83 | 32.86 | -1.53 | 0.9847 | 3.97 | 3.53 | 1.13 | |
| 8/31/08 | 1.99 | 2.63 | -0.63 | 0.9937 | 3.46 | 3.55 | 0.97 | |
| 9/30/08 | -4.05 | -3.77 | -0.29 | 0.9971 | 3.58 | 3.53 | 1.01 | |
| 10/31/08 | 7.04 | 6.65 | 0.37 | 1.0037 | 3.93 | 3.48 | 1.13 | |
| 11/30/08 | 5.89 | 6.16 | -0.26 | 0.9974 | 3.76 | 3.50 | 1.08 | |
| 12/31/08 | 0.83 | 0.22 | 0.60 | 1.0060 | 3.89 | 3.50 | 1.11 | |
| 1/31/09 | -9.77 | -11.08 | 1.47 | 1.0147 | 4.06 | 3.55 | 1.14 | |
| 2/28/09 | 2.35 | 2.89 | -0.52 | 0.9948 | 4.20 | 3.51 | 1.20 | |
| 3/31/09 | 2.06 | 2.27 | -0.20 | 0.9980 | 4.27 | 3.49 | 1.22 | |
| 4/30/09 | 1.00 | -0.42 | 1.42 | 1.0142 | 4.98 | 3.50 | 1.43 | |
| 5/31/09 | -31.20 | -32.38 | 1.75 | 1.0175 | 5.38 | 3.58 | 1.50 | |
| 6/30/09 | -22.60 | -24.55 | 2.59 | 1.0259 | 6.35 | 3.77 | 1.69 | |
| 7/31/09 | 15.92 | 17.70 | -1.51 | 0.9849 | 5.56 | 3.94 | 1.41 | |
| 8/31/09 | -22.60 | -24.55 | 2.59 | 1.0259 | 6.74 | 4.06 | 1.66 | |
| 9/30/09 | 15.92 | 17.70 | -1.51 | 0.9849 | 6.32 | 4.20 | 1.50 | |
| 10/31/09 | -16.58 | -18.08 | 1.83 | 1.0183 | 6.72 | 4.27 | 1.58 | |
| 11/30/09 | -19.61 | -21.85 | 2.87 | 1.0287 | 7.54 | 4.47 | 1.69 | |
| 12/31/09 | 4.42 | 3.22 | 1.16 | 1.0116 | 7.84 | 4.48 | 1.75 | |
| 1/31/10 | 30.83 | 32.86 | -1.53 | 0.9847 | 7.00 | 4.65 | 1.51 | |
| 2/28/10 | 1.99 | 2.63 | -0.63 | 0.9937 | 6.88 | 4.67 | 1.47 | |
| 3/31/10 | -2.48 | -3.44 | 1.00 | 1.0100 | 7.10 | 4.68 | 1.52 | |
| 4/30/10 | 10.57 | 10.39 | 0.16 | 1.0016 | 7.25 | 4.66 | 1.56 | |
| 5/31/10 | 15.88 | 14.55 | 1.16 | 1.0116 | 7.45 | 4.67 | 1.60 | |
| 6/30/10 | 6.19 | 7.09 | -0.84 | 0.9916 | 7.02 | 4.74 | 1.48 | |
| 7/31/10 | -5.18 | -4.50 | -0.71 | 0.9929 | 6.86 | 4.78 | 1.43 | |
| 8/31/10 | 7.36 | 6.91 | 0.42 | 1.0042 | 6.79 | 4.78 | 1.42 | |
| 9/30/10 | 6.84 | 6.91 | -0.07 | 0.9993 | 6.25 | 4.76 | 1.31 | |
| 10/31/10 | -5.33 | -5.62 | 0.31 | 1.0031 | 6.54 | 4.72 | 1.39 | |
| 11/30/10 | 5.54 | 5.64 | -0.10 | 0.9990 | 6.58 | 4.72 | 1.40 | |
| 12/31/10 | 9.44 | 10.15 | -0.64 | 0.9936 | 5.85 | 4.73 | 1.24 | |
| 1/31/11 | 6.35 | 6.94 | -0.55 | 0.9945 | 5.05 | 4.71 | 1.07 | |
| 2/28/11 | -5.52 | -5.34 | -0.19 | 0.9981 | 4.09 | 4.54 | 0.90 | |
| 3/31/11 | -4.87 | -5.39 | 0.55 | 1.0055 | 4.81 | 4.41 | 1.09 | |
| 4/30/11 | 9.57 | 9.87 | -0.28 | 0.9972 | 4.09 | 4.34 | 0.94 | |
| 5/31/11 | -1.30 | -1.32 | 0.02 | 1.0002 | 3.12 | 4.07 | 0.77 | |
| 6/30/11 | 4.65 | 4.54 | 0.10 | 1.0010 | 2.76 | 4.04 | 0.68 | |
| 7/31/11 | 3.91 | 4.70 | -0.76 | 0.9924 | 3.02 | 3.95 | 0.77 | |
| 8/31/11 | -1.69 | -1.63 | -0.06 | 0.9994 | 3.22 | 3.92 | 0.82 | |
| 9/30/11 | 4.57 | 4.74 | -0.16 | 0.9984 | 3.26 | 3.91 | 0.83 | |
| 10/31/11 | 3.70 | 3.52 | 0.17 | 1.0017 | 3.20 | 3.91 | 0.82 | |
| 11/30/11 | 4.55 | 4.59 | -0.04 | 0.9996 | 3.27 | 3.91 | 0.84 | |
| 12/31/11 | -1.21 | -1.43 | 0.22 | 1.0022 | 3.14 | 3.90 | 0.80 | |
| 1/31/12 | 6.16 | 5.83 | 0.31 | 1.0031 | 2.74 | 3.83 | 0.72 | |
| 2/29/12 | 0.94 | 1.56 | -0.61 | 0.9939 | 2.71 | 3.84 | 0.71 | |
| 3/31/12 | -2.95 | -3.35 | 0.42 | 1.0042 | 2.92 | 3.83 | 0.76 | |
| 4/30/12 | 2.88 | 1.75 | 1.11 | 1.0111 | 2.82 | 3.81 | 0.74 | |
| 5/31/12 | -5.25 | -5.64 | 0.42 | 1.0042 | 2.37 | 3.70 | 0.64 | |
| 6/30/12 | -10.75 | -11.09 | 0.38 | 1.0038 | 1.63 | 3.42 | 0.48 | |
| 7/31/12 | 13.46 | 14.71 | -1.09 | 0.9891 | 1.77 | 3.36 | 0.53 | |
| 8/31/12 | -3.75 | -3.93 | 0.19 | 1.0019 | 0.97 | 3.03 | 0.32 | |
| 9/30/12 | 4.04 | 4.74 | -0.66 | 0.9934 | 1.26 | 2.92 | 0.43 | |
| 10/31/12 | 6.62 | 6.47 | 0.14 | 1.0014 | 0.70 | 2.73 | 0.26 | |
| 11/30/12 | -0.73 | -1.12 | 0.40 | 1.0040 | -0.11 | 2.18 | -0.05 | |
| 12/31/12 | 4.50 | 5.24 | -0.70 | 0.9930 | -0.73 | 2.10 | -0.35 | |
| 1/31/13 | 2.57 | 2.93 | -0.35 | 0.9965 | -0.34 | 1.92 | -0.18 | |
| 2/28/13 | -4.21 | -4.56 | 0.37 | 1.0037 | -0.01 | 1.90 | -0.00 | |
| 3/31/13 | 5.56 | 5.57 | -0.01 | 0.9999 | -0.34 | 1.80 | -0.19 | |
| 4/30/13 | 2.15 | 1.90 | 0.25 | 1.0025 | -0.31 | 1.81 | -0.17 | |
| 5/31/13 | 0.14 | -0.18 | 0.32 | 1.0032 | -0.59 | 1.68 | -0.35 | |
| 6/30/13 | -0.99 | -1.83 | 0.86 | 1.0086 | -0.03 | 1.69 | -0.02 | |
| 7/31/13 | -0.54 | -0.90 | 0.37 | 1.0037 | 0.33 | 1.65 | 0.20 | |
| 8/31/13 | -0.61 | -0.39 | -0.22 | 0.9978 | 0.12 | 1.64 | 0.07 | |
| 9/30/13 | 3.05 | 3.82 | -0.74 | 0.9926 | -0.11 | 1.69 | -0.06 | |
| 10/31/13 | 3.92 | 3.54 | 0.37 | 1.0037 | -0.09 | 1.70 | -0.05 | |
| 11/30/13 | 1.16 | 0.95 | 0.21 | 1.0021 | 0.01 | 1.70 | 0.01 | |
| 12/31/13 | 3.00 | 2.78 | 0.21 | 1.0021 | 0.30 | 1.66 | 0.18 | |
| 1/31/14 | 7.38 | 6.56 | 0.77 | 1.0077 | 0.74 | 1.68 | 0.44 | |
| 2/28/14 | -4.55 | -5.89 | 1.43 | 1.0143 | 1.28 | 1.85 | 0.70 | |
| 3/31/14 | -2.41 | -1.66 | -0.76 | 0.9924 | 0.84 | 1.89 | 0.45 | |
| 4/30/14 | 0.23 | 0.82 | -0.58 | 0.9942 | 0.74 | 1.92 | 0.38 | |
| 5/31/14 | -6.34 | -6.86 | 0.56 | 1.0056 | 0.92 | 1.94 | 0.47 | |
| 6/30/14 | 3.29 | 3.26 | 0.03 | 1.0003 | 0.90 | 1.94 | 0.46 | |
| 7/31/14 | 3.83 | 4.06 | -0.22 | 0.9978 | 1.08 | 1.89 | 0.57 | |
| 8/31/14 | -4.73 | -5.27 | 0.57 | 1.0057 | 1.29 | 1.90 | 0.68 | |
| 9/30/14 | 0.95 | 0.61 | 0.34 | 1.0034 | 1.46 | 1.90 | 0.77 | |
| 10/31/14 | 3.58 | 3.88 | -0.29 | 0.9971 | 1.30 | 1.92 | 0.68 | |
| 11/30/14 | 4.68 | 5.04 | -0.34 | 0.9966 | 1.20 | 1.93 | 0.62 | |
| 12/31/14 | 0.14 | 0.93 | -0.78 | 0.9922 | 0.86 | 2.00 | 0.43 | |
| 1/31/15 | 2.98 | 3.55 | -0.55 | 0.9945 | 0.58 | 2.02 | 0.28 | |
| 2/28/15 | 2.77 | 2.52 | 0.24 | 1.0024 | 0.86 | 1.99 | 0.43 | |
| 3/31/15 | 1.07 | 1.00 | 0.07 | 1.0007 | 0.75 | 1.98 | 0.38 | |
| 4/30/15 | -0.18 | 0.10 | -0.28 | 0.9972 | 0.28 | 1.88 | 0.15 | |
| 5/31/15 | 3.43 | 2.83 | 0.58 | 1.0058 | 0.34 | 1.90 | 0.18 | |
| 6/30/15 | -5.82 | -5.83 | 0.01 | 1.0001 | 0.21 | 1.89 | 0.11 | |
| 7/31/15 | 9.83 | 10.71 | -0.79 | 0.9921 | 0.31 | 1.83 | 0.17 | |
| 8/31/15 | 2.64 | 2.07 | 0.56 | 1.0056 | 0.44 | 1.86 | 0.24 | |
| 9/30/15 | 0.76 | 1.89 | -1.11 | 0.9889 | 0.29 | 1.93 | 0.15 | |
| 10/31/15 | 6.84 | 6.52 | 0.30 | 1.0030 | 0.34 | 1.94 | 0.18 | |
| 11/30/15 | -10.75 | -11.09 | 0.38 | 1.0038 | 0.33 | 1.94 | 0.17 | |
| 12/31/15 | 13.46 | 14.71 | -1.09 | 0.9891 | 0.20 | 2.00 | 0.10 | |
| AVERAGE | 2.36 | 2.86 | 0.66 |
&A
Table 13
| Table 13 - Risk Statistics for 3, 5, 10 year and Since Inception Time Frames | ||||
| Statistics | 3 Years Ended 12/31/15 | 5 Years Ended 12/31/15 | 10 Years Ended 12/31/15 | 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" |
&A
Table 14
| Table 14 - Employee Count by Employee Type as of 12/31/2015 | ||
| Employee Type | Total Firm-wide | EAFE Team Only |
| Portfolio Managers | ||
| Research Analysts | ||
| Quantitative Analysts | ||
| Economists | ||
| Traders | ||
| Administration, Operations | ||
| Compliance | ||
| Client Service | ||
| Marketing, Sales | ||
| Other (Specify) |
&A
Table 15
| Table 15 - Experience and Credentials of EAFE Investment Staff as of 12/31/2015 | |||||||||
| 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.
&A
Table 16
| Table 16 - New and Departed Personnel for the EAFE Investment Team as of 12/31/2015 | |||||||||
| 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 |
&A
Table 17
| Table 17 - Annual Gains and Losses in Number of Accounts and AUM for all Assets, Equity Assets, EAFE Strategies, and US Tax Exempt investors in EAFE | |||||||
| Category | SubCategory | 12/31/15 | 12/31/14 | 12/31/13 | 12/31/12 | 12/31/11 | |
| 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 | |||||
| EAFE | AUM | (c) Total assets managed in all EAFE strategies ($ in mils) | |||||
| EAFE | Accounts | Total # of Accounts | |||||
| EAFE | Average Account Size | Average Account Size | |||||
| EAFE | Accounts Gained | # Accounts gained | |||||
| EAFE | Account $ Gained | $ Gained | |||||
| EAFE | Accounts Lost | # Accounts lost | |||||
| EAFE | Account $ Lost | $ Lost | |||||
| EAFE - Proposed Strategy | AUM | (d) Total assets managed in the proposed EAFE strategy ($ in mils.) | |||||
| EAFE - Proposed Strategy | Accounts | Total # of Accounts | |||||
| EAFE - Proposed Strategy | Average Account Size | Average Account Size | |||||
| EAFE - Proposed Strategy | Accounts Gained | # Accounts gained | |||||
| EAFE - Proposed Strategy | Account $ Gained | $ Gained | |||||
| EAFE - Proposed Strategy | Accounts Lost | # Accounts lost | |||||
| EAFE - Proposed Strategy | Account $ Lost | $ Lost | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | AUM | (e) Total assets managed in the proposed EAFE strategy for U.S. tax-exempt clients ($ in mils.) | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | Accounts | Total # of Accounts | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | Average Account Size | Average Account Size | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | Accounts Gained | # Accounts gained | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | Account $ Gained | $ Gained | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | Accounts Lost | # Accounts lost | |||||
| EAFE - Proposed Strategy, U.S. Tax Exempt Clients | Account $ Lost | $ Lost |
&A
Table 18
| Table 18 - Client AUM of largest investors in proposed product | |||||
| U.S. Tax-exempt Clients | Insurance Clients | Other Clients | Date of Inception | Market Value (12/31/15) | 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) | |||||||
| To date 03/31/2016 | |||||||
| 2015 | |||||||
| 2014 | |||||||
| 2013 | |||||||
| 2012 | |||||||
| 2011 | |||||||
| 2010 | |||||||
| 2009 | |||||||
| 2008 | |||||||
| 2007 | |||||||
| 2006 |
&A
File details come from the government source that posted it. Updated .