The Colorado Public Employee Retirement Association (PERA) 401k Plan funds in the scan were NSIUX, PTLAX, PTTRX, DODBX, VINIX, DODGX, TRGIX, FCNTX, AGTHX, AEPGX, NAESX, FFFAX, FFFCX, FFFFX where TRGIX was a proxy for a PERA growth & income stock fund and AGTHX was a proxy for GMGTX which does not yet have 5yr data.
The TRW Automotive 401k has company stock, TRW, as its fourth largest holding and that has significantly reduced Employee portfolio performance. The Balanced portfolio by rule has no money invested in any holding with a negative 5yr Sharpe ratio. The funds in the scan were; AEPGX, ARTMX, DODBX, DODFX, RRRAX, FDCAX, FFFAX, FRTXX, FSLCX, FFFCX, LAVLX, LRSCX, MSIQX, PTRAX, FUSEX, and TRW.
The funds in the scan were; FCNTX, FDGRX, FMAGX, JAVLX, FPPTX, VSCIX, TEMFX, VWILX, VGTSX, VINIX, VHCAX, DODGX, PTRAX, VBMFX, NMIRX where NMIRX is a proxy for a stable value fund.
The funds in the scan were CVGRX, MEIAX, AEPGX, SMVAX, SPY, NMIRX, WFCDX, SFD where SPY is a proxy for WFVEX which does not yet have 5yr data and NMIRX is a proxy for a Smithfield stable value fund. The employees make company stock, SFD, their third largest holding. As always the Balanced portfolio has money in only funds with positive 5yr Sharpe ratios, here they are MEIAX, AEPGX, and SMVAX.
The Burlington Northern Sante Fe employees are most invested in a T.Rowe Price Stable Value Common Trust and have a smaller amount in company stock, BNI, which still has a positive 5yr total return. The scan used NMIRX as a proxy for the stable value trust and SPY for an equity trust. The funds in the scan were NMIRX, SPY, RPBAX, BNI, TRBCX, PRFDX, BJBIX, PTTRX, TRRAX, LAUAX, and TRRBX.
