FROM: Lisa Sorani, Manager of HR Employee Services LS -
FROM: Lisa Sorani, Manager of HR Employee Services LS -
FROM: Lisa Sorani, Manager of HR Employee Services LS -
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Q1 - 2013<br />
Preliminary<br />
Periods ending March 31, 2013<br />
(Gross <strong>of</strong> Fees)<br />
Asset Class Quarter 1 Year 3 Year 5 Year 10 Year 20 Year<br />
Total Portfolio 6.3 10.4 10.2 5.6 8.7 8.1<br />
Policy Benchmark^ 6.4 11.1 10.0 5.3 8.9 8.2<br />
Domestic Equity 10.2 13.0 12.6 6.4 9.1 8.3<br />
Russell 3000 (blend)* 11.1 14.6 13.0 6.3 9.6 9.2<br />
International Equity 3.2 8.4 6.3 1.1 11.2 ---<br />
MSCI ACWI x U.S.(blend)** 3.3 8.9 4.9 0.1 10.8 ---<br />
Fixed Income 0.4 6.0 7.3 6.8 5.7 6.7<br />
BC Universal (blend)*** 0.1 4.7 6.0 5.9 5.2 6.2<br />
Real Estate 5.7 12.5 17.2 -0.6 --- ---<br />
50/50 NCREIF/FTSE NAREIT All Equity**** 5.8 14.7 15.1 3.5 --- ---<br />
Cash 0.1 0.4 0.4 1.1 2.4 ---<br />
Citigroup T-bills 0.0 0.1 0.1 0.3 1.7 ---<br />
^Total Portfolio Benchmark consists <strong>of</strong> 50% Russell 3000 (blend), 20% MSCI ACWIxU.S. (blend), 25% Barclay’s Capital Universal (blend), 2.5% NCREIF (lagged), 2.5% FTSE<br />
NAREIT All Equity REITs index as <strong>of</strong> 11/1/11<br />
*Russell 3000 as <strong>of</strong> 10/1/05. Prior: 30% S&P500, 10% S&P400, 10% Russell 2000 (4/1/05-9/30/05); 33% S&P500, 10% S&P400, 10% Russell 2000 (9/1/98-3/31/05); 30% S&P500,<br />
15% Wilshire 5000 (4/1/96-8/31/98)<br />
**MSCI ACWIxU.S. as <strong>of</strong> 1/1/07; MSCI EAFE ND thru 12/31/06<br />
***BC Universal as <strong>of</strong> 1/1/08; BC Aggregate thru 12/31/07<br />
****50% NCREIF (lagged), 50% FTSE NAREIT All Equity REITs Index as <strong>of</strong> 11/1/11; NCREIF (lagged) thru 10/31/11<br />
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