BNY Mellon Trust Universes
Master Trust Funds - Total Fund - Quarter Ending December 31, 2009
| Master Trust Funds - Total Fund - Asset Allocation |
| Quarter Ending December 31, 2009 |
| |
Total
% of
Market
Value |
5th |
25th |
Median |
75th |
95th |
| US Equity |
34% |
62.02% |
47.24% |
37.67% |
28.34% |
13.07% |
| Non-US Equity |
17% |
29.61% |
20.47% |
16.03% |
11.94% |
4.37% |
| US Fixed Income |
26% |
68.43% |
40.34% |
29.28% |
23.20% |
11.11% |
| Non-US Fixed Income |
2% |
17.90% |
5.08% |
3.13% |
0.90% |
0.00% |
| Real Estate |
2% |
10.29% |
7.59% |
5.56% |
3.04% |
0.80% |
| Alternative Investments |
9% |
56.73% |
31.50% |
15.99% |
7.69% |
2.67% |
| Cash |
1% |
40.61% |
9.96% |
4.63% |
2.03% |
0.00% |
| Other |
9% |
|
|
|
|
|
Total Funds - Corporate - Quarter Ending December 31, 2009
| Total Funds - Corporate - Asset Allocation |
| Quarter Ending December 31, 2009 |
| |
Total
% of
Market
Value |
5th |
25th |
Median |
75th |
95th |
| US Equity |
34% |
58.18% |
48.83% |
40.60% |
31.55% |
18.68% |
| Non-US Equity |
15% |
27.77% |
20.57% |
15.84% |
12.15% |
6.52% |
| US Fixed Income |
35% |
56.31% |
39.70% |
30.56% |
25.74% |
17.41% |
| Non-US Fixed Income |
0% |
6.55% |
3.87% |
1.69% |
0.00% |
0.00% |
| Real Estate |
1% |
9.48% |
5.49% |
2.97% |
2.09% |
0.57% |
| Alternative Investments |
5% |
33.87% |
17.20% |
8.85% |
6.33% |
2.31% |
| Cash |
0% |
19.19% |
6.67% |
5.07% |
2.13% |
0.00% |
| Other |
10% |
|
|
|
|
|
Total Funds - Public - Quarter Ending December 31, 2009
| Total Funds - Public - Asset Allocation |
| Quarter Ending December 31, 2009 |
| |
Total
% of
Market
Value |
5th |
25th |
Median |
75th |
95th |
| US Equity |
35% |
59.64% |
46.43% |
40.96% |
31.71% |
19.86% |
| Non-US Equity |
19% |
29.71% |
22.06% |
18.14% |
14.14% |
7.60% |
| US Fixed Income |
24% |
70.45% |
34.03% |
28.38% |
24.37% |
15.27% |
| Non-US Fixed Income |
3% |
17.14% |
5.46% |
4.16% |
1.50% |
0.00% |
| Real Estate |
3% |
10.38% |
7.17% |
5.96% |
4.74% |
2.75% |
| Alternative Investments |
7% |
23.04% |
11.62% |
9.03% |
6.00% |
1.95% |
| Cash |
1% |
19.78% |
6.78% |
2.60% |
1.01% |
0.00% |
| Other |
8% |
|
|
|
|
|
Total Funds - Foundation/Endowments - Quarter Ending December 31, 2009
| Total Funds - Foundation/Endowments - Asset Allocation |
| Quarter Ending December 31, 2009 |
| |
Total
% of
Market
Value |
5th |
25th |
Median |
75th |
95th |
| US Equity |
29% |
69.17% |
41.89% |
31.65% |
20.16% |
10.76% |
| Non-US Equity |
15% |
30.68% |
21.51% |
16.98% |
13.41% |
4.20% |
| US Fixed Income |
13% |
54.66% |
29.42% |
20.14% |
12.51% |
5.06% |
| Non-US Fixed Income |
1% |
24.17% |
9.68% |
2.76% |
1.95% |
0.71% |
| Real Estate |
1% |
12.29% |
7.02% |
4.78% |
2.99% |
2.79% |
| Alternative Investments |
29% |
65.91% |
48.89% |
31.79% |
22.77% |
8.84% |
| Cash |
1% |
33.86% |
9.01% |
5.47% |
2.61% |
0.71% |
| Other |
11% |
|
|
|
|
|
Manager Universes - Top 10
Sorted By Total Return on the Three Year Time Period Quarter Ending December 31, 2009
| LARGE VALUE EQUITY MANAGERS |
3 Yrs
Dec.
2009 |
2 Yrs
Dec.
2009 |
1 Yr
Dec.
2009 |
Qtr
Dec.
2009 |
3 Yrs
Std
Dev. |
| Knightsbridge Asset Management LLC |
1.97 |
2.19 |
40.75 |
2.41 |
20.21 |
| Marque Millennium Capital Management, LLC |
1.27 |
-2.91 |
51.65 |
7.62 |
25.27 |
| Atlanta Life Investment Advisors, Inc. |
0.76 |
-3.68 |
36.32 |
3.62 |
23.89 |
| Boston Partners Asset Management, L.P. |
0.07 |
-1.12 |
33.14 |
5.76 |
20.22 |
| W.H. Reaves & Co., Inc. |
-0.08 |
-9.81 |
24.89 |
8.64 |
22.63 |
| Chelsea Management Company |
-0.75 |
-7.24 |
17.49 |
4.93 |
15.44 |
| American Century Investment Management, Inc. |
-2.04 |
-4.34 |
13.33 |
5.73 |
12.49 |
| Becker Capital Management, Inc. |
-2.10 |
-4.80 |
28.25 |
4.87 |
20.61 |
| SKBA Capital Management, LLC |
-2.14 |
-5.19 |
19.65 |
5.42 |
20.04 |
| The Putnam Advisory Co., LLC |
-2.31 |
-5.51 |
28.61 |
2.92 |
20.42 |
| Russell 1000 Value Index |
-8.96 |
-13.06 |
19.69 |
4.22 |
|
| |
|
|
|
|
|
| LARGE GROWTH EQUITY MANAGERS |
3 Yrs
Dec.
2009 |
2 Yrs
Dec.
2009 |
1 Yr
Dec.
2009 |
Qtr
Dec.
2009 |
3 Yrs
Std
Dev. |
| Janus Capital Management LLC |
6.97 |
-3.70 |
54.25 |
5.93 |
28.15 |
| Fred Alger Management, Inc. |
4.31 |
-7.94 |
51.56 |
7.52 |
26.37 |
| Zevenbergen Capital, Inc. |
4.30 |
-4.63 |
58.16 |
8.97 |
27.50 |
| Riverbridge Partners |
2.84 |
-2.24 |
34.62 |
6.04 |
19.89 |
| AMI Asset Management Corporation |
2.82 |
-2.42 |
22.03 |
7.26 |
16.02 |
| Montag & Caldwell, Inc. |
2.82 |
-5.69 |
30.94 |
7.23 |
20.04 |
| Ashland Management, Incorporated |
2.76 |
-4.18 |
27.53 |
8.41 |
17.03 |
| Sands Capital Management, Inc. |
2.10 |
-5.71 |
72.22 |
10.88 |
29.57 |
| Winslow Capital Management |
1.96 |
-6.90 |
41.03 |
8.32 |
22.53 |
| BlackRock Financial Management |
1.70 |
-6.06 |
37.85 |
7.12 |
21.80 |
| Russell 1000 Growth Index |
-1.89 |
-8.09 |
37.21 |
7.94 |
|
| |
|
|
|
|
|
| SMALL VALUE EQUITY MANAGERS |
3 Yrs
Dec.
2009 |
2 Yrs
Dec.
2009 |
1 Yr
Dec.
2009 |
Qtr
Dec.
2009 |
3 Yrs
Std
Dev. |
| NewSouth Capital Management, Inc. |
6.02 |
6.84 |
61.34 |
7.22 |
33.82 |
| Kennedy Capital Management, Inc. |
3.85 |
2.62 |
45.41 |
7.20 |
27.55 |
| Vaughan Nelson Investment Management |
3.13 |
1.09 |
30.32 |
5.51 |
20.40 |
| Atlanta Capital Management Company, LLC |
3.04 |
1.20 |
27.13 |
4.57 |
18.62 |
| Transamerica Investment Management, LLC |
3.02 |
-6.18 |
44.58 |
4.97 |
29.81 |
| Rutabaga Capital Management LLC |
2.16 |
5.36 |
67.53 |
5.35 |
39.64 |
| Neuberger Berman, LLC |
1.76 |
-6.53 |
25.64 |
6.42 |
23.11 |
| First Pacific Advisors, LLC |
1.62 |
2.91 |
52.01 |
5.78 |
26.37 |
| Barrow, Hanley, Mewhinney & Strauss, Inc. |
1.55 |
2.49 |
76.69 |
6.71 |
35.28 |
| Metropolitan West Capital Management, LLC |
1.30 |
2.38 |
42.80 |
4.67 |
31.11 |
| Russell 2000 Value |
-8.22 |
-7.43 |
20.58 |
3.63 |
|
| |
|
|
|
|
|
| |
|
|
|
|
|
| SMALL GROWTH EQUITY MANAGERS |
3 Yrs
Dec.
2009 |
2 Yrs
Dec.
2009 |
1 Yr
Dec.
2009 |
Qtr
Dec.
2009 |
3 Yrs
Std
Dev. |
| Brown Capital Management, Inc. |
8.92 |
2.90 |
49.88 |
7.37 |
23.46 |
| Columbus Circle Investors |
7.92 |
-6.44 |
34.84 |
5.71 |
24.30 |
| TCW Asset Management Company |
7.05 |
0.92 |
65.16 |
5.34 |
29.48 |
| Lee Munder Investments Ltd. |
3.63 |
-10.46 |
49.34 |
5.49 |
27.33 |
| Wells Capital Management |
3.07 |
-5.88 |
40.64 |
7.13 |
26.76 |
| TimesSquare Capital Management, LLC |
2.95 |
-3.15 |
44.61 |
8.49 |
22.79 |
| Westfield Capital Management Company, LLC |
2.43 |
-7.38 |
43.24 |
6.37 |
25.56 |
| MFS Investment Management, Inc. |
1.39 |
0.34 |
64.60 |
5.72 |
29.42 |
| T. Rowe Price Associates, Inc. |
1.35 |
-2.82 |
46.92 |
6.31 |
23.87 |
| Riverbridge Partners |
1.32 |
-5.21 |
36.18 |
6.23 |
23.84 |
| Russell 2000 Growth |
-4.00 |
-9.09 |
34.47 |
4.14 |
|
These Investment Manager Universes include 1,500 manager-supplied GIPS® compliant composite accounts, and over 60 composite universe classifications, including asset classes (US Equity, Non-US Equity, US Fixed, Non-US Fixed). All style classifications are performed by our data analysts, along with manager input, who are responsible for overseeing the quality of the database.
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