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Foreign Delegated Management Performance Reports -The Second Mandate
December 31th, 2007
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Unit:US Dollar
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Foreign Delegated Management ( Funding in 2007)
Oct. 01, 2007 - Dec. 31, 2007
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| Total funding amount |
865,000,000
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| Quarterly-End Net Asset Value |
869,133,252
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| Accumulated Gain and Loss |
4,133,252
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| Return Since Inception |
0.48%
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Unit:US Dollar
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Investment Manager
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Funding Amount
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Net Asset Value
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Return Since Inception
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| European Equity |
| Alliance Bernstein |
100,000,000
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93,165,681
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-6.83%
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| US Equity |
| Janus |
150,000,000
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146,924,090
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-2.05% |
| Japan Equity |
| Invesco |
65,000,000
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58,832,473
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-9.49% |
| Global Emerging Market Equity |
| Vontobel |
150,000,000
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158,563,675
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5.71% |
| Total amount of equity mandate |
465,000,000
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457,485,919
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-1.62% |
| Passive Global Fixed Income |
| SSgA |
200,000,000
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207,779,668
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3.89% |
| Vanguard |
200,000,000
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203,867,665
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1.93% |
| Total amount of fixed income mandate |
400,000,000
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411,647,333
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2.91% |
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| Footnotes: |
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1.
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The net asset value is stated in the fair value. |
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2.
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The funding date of the second mandate is 10/01/07, only the funding date of Vanguard is 11/01/07. |
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3.
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The benchmark of European Equity mandate is FTSE AW Europe Index.
The benchmark return since inception (10/01/07-12/31/07) is 0.228%. |
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4.
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The benchmark of US Equity mandate is FTSE AW US Index.
The benchmark return since inception (10/01/07-12/31/07) is -3.214%. |
| 5. |
The benchmark of Japan Equity mandate is 0.6*FTSE AW Japan Index+0.4*FTSE Japan Small Cap Index.
The benchmark return since inception (10/01/07-12/31/07) is -6.659%. |
| 6. |
The benchmark of the Global Emerging Market Equity mandate is FTSE AW Emerging Markets Index ex the People’s Republic of China (PRC) ex Taiwan
The benchmark return since inception (10/01/07-12/31/07) is 7.016%. |
| 7. |
The benchmark of the Passive Global Fixed Income mandate is the Lehman Brother Global Treasury Index. |
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The benchmark return since inception (10/01/07-12/31/07) is 3.731% for SSgA ; The benchmark return since inception (11/01/07-12/31/07) is 2.057% for Vanguard. |