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GEAM provides an active bottom-up approach to managing a full range of U.S. Equity, International Equity, Fixed Income, Asset Allocation and Money Market products. GEAM offers these products as separate accounts, commingled accounts and mutual funds depending on client requirements.

Active Commodities
 Active Commodities

 Gross of Fees
 Net of Fees
 Dow Jones-UBS Commodity Index Total Return
Current Quarter

1.08
0.83
0.89
One Year

-14.25
-15.12
-16.28
Three Years

10.82
9.73
9.04
Five Years

-1.51
-2.49
-2.79
Ten Years

NA
NA
NA
Since Inception

0.05
-0.95
-2.15
Inception Date

06/01/2006
06/01/2006
06/01/2006
Fixed Income Strategies
 US Core Plus Fixed Income

 Gross of Fees
 Net of Fees
 Barclays U.S. Aggregate Bond Index
Current Quarter

1.42
1.34
0.30
One Year

8.60
8.22
7.71
Three Years

8.78
8.40
6.83
Five Years

5.64
5.28
6.24
Ten Years

NA
NA
5.80
Since Inception

5.46
NA
5.72
Inception Date

01/01/1990
01/01/1990
01/01/1990
International Equity Strategies
 Europe Select Equity

 Gross of Fees
 Net of Fees
 MSCI Europe
Current Quarter

14.76
14.55
10.66
One Year

-1.10
-1.84
-7.54
Three Years

24.93
24.02
17.57
Five Years

1.91
1.14
-3.99
Ten Years

NA
NA
NA
Since Inception

7.38
6.57
2.02
Inception Date

01/01/2006
01/01/2006
01/01/2006
 Japan Equity Select

 Gross of Fees
 Net of Fees
 MSCI Japan
Current Quarter

15.32
15.13
11.26
One Year

4.86
4.13
0.26
Three Years

13.04
12.26
11.93
Five Years

-4.50
-5.17
-5.20
Ten Years

4.17
3.45
3.94
Since Inception

5.09
4.36
2.15
Inception Date

08/01/1998
08/01/1998
08/01/1998
 International Equity

 Gross of Fees
 Net of Fees
 MSCI EAFE
Current Quarter

12.74
12.55
10.86
One Year

-7.39
-8.04
-5.77
Three Years

15.12
14.33
17.13
Five Years

-2.77
-3.45
-3.51
Ten Years

6.05
5.31
5.70
Since Inception

9.13
8.37
7.66
Inception Date

01/01/1986
01/01/1986
01/01/1986
 China A Share Equity

 Gross of Fees
 Net of Fees
 MSCI China A Share
Current Quarter

2.02
1.64
4.43
One Year

-21.07
-22.27
-21.69
Three Years

5.84
4.27
3.42
Five Years

NA
NA
NA
Ten Years

NA
NA
NA
Since Inception

1.46
-0.06
-4.37
Inception Date

06/01/2007
06/01/2007
06/01/2007
 Canadian Equity

 Gross of Fees
 Net of Fees
 S&P/TSX Capped Composite IDX
Current Quarter

8.47
8.35
6.35
One Year

-14.51
-14.90
-12.17
Three Years

23.66
23.12
24.81
Five Years

5.92
5.45
4.61
Ten Years

13.46
12.95
12.36
Since Inception

11.19
10.69
9.71
Inception Date

01/01/2001
01/01/2001
01/01/2001
 Emerging Markets Equity

 Gross of Fees
 Net of Fees
 MSCI Emerging Markets
Current Quarter

13.31
13.04
14.07
One Year

-12.83
-13.71
-8.81
Three Years

19.40
18.23
25.06
Five Years

2.74
1.72
4.67
Ten Years

13.15
12.03
14.13
Since Inception

8.19
7.12
7.14
Inception Date

07/01/1996
07/01/1996
07/01/1996
 India Equity

 Gross of Fees
 Net of Fees
 MSCI India Index Capped 10%
Current Quarter

19.08
18.65
20.07
One Year

-22.44
-23.63
-20.37
Three Years

21.30
19.51
24.53
Five Years

3.71
2.17
3.61
Ten Years

NA
NA
NA
Since Inception

17.03
15.30
16.88
Inception Date

09/01/2004
09/01/2004
09/01/2004
 Europe Equity

 Gross of Fees
 Net of Fees
 MSCI Europe
Current Quarter

13.24
13.05
10.66
One Year

-7.32
-7.97
-7.54
Three Years

17.53
16.73
17.57
Five Years

-2.77
-3.45
-3.99
Ten Years

7.08
6.34
5.43
Since Inception

5.78
5.04
2.77
Inception Date

01/01/1999
01/01/1999
01/01/1999
 Euroland Equity

 Gross of Fees
 Net of Fees
 MSCI EMU
Current Quarter

14.07
13.88
12.56
One Year

-10.25
-10.88
-15.56
Three Years

17.70
16.89
12.24
Five Years

-2.84
-3.52
-6.90
Ten Years

8.05
7.30
3.99
Since Inception

8.57
7.81
4.46
Inception Date

02/01/2002
02/01/2002
02/01/2002
 China H Share Equity

 Gross of Fees
 Net of Fees
 MSCI China Index Capped 10%
Current Quarter

7.89
7.49
9.94
One Year

-17.47
-18.72
-12.82
Three Years

16.19
14.48
15.14
Five Years

3.60
2.06
5.03
Ten Years

NA
NA
NA
Since Inception

18.46
16.71
17.70
Inception Date

07/01/2002
07/01/2002
07/01/2002
 Global Equity

 Gross of Fees
 Net of Fees
 MSCI World
Current Quarter

14.20
14.01
11.56
One Year

-4.02
-4.69
0.56
Three Years

17.32
16.52
20.23
Five Years

-0.66
-1.36
-0.70
Ten Years

5.20
4.46
4.72
Since Inception

7.81
7.06
6.75
Inception Date

01/01/1988
01/01/1988
01/01/1988
 Global Select Equity

 Gross of Fees
 Net of Fees
 MSCI All Country World Index
Current Quarter

13.85
13.64
11.88
One Year

-1.02
-1.76
-0.73
Three Years

16.84
15.98
20.75
Five Years

NA
NA
NA
Ten Years

NA
NA
NA
Since Inception

-2.68
-3.41
-0.32
Inception Date

03/01/2008
03/01/2008
03/01/2008
U.S Equity Strategies
 US Equity Yield

 Gross of Fees
 Net of Fees
 S&P 500
Current Quarter

9.40
9.24
12.59
One Year

10.63
9.97
8.54
Three Years

20.83
20.13
23.41
Five Years

4.96
4.34
2.01
Ten Years

NA
NA
NA
Since Inception

9.02
8.37
6.71
Inception Date

09/01/2002
09/01/2002
09/01/2002
 US Research Select Equity

 Gross of Fees
 Net of Fees
 S&P 500
Current Quarter

15.14
14.99
12.59
One Year

5.83
5.25
8.54
Three Years

19.33
18.69
23.41
Five Years

3.31
2.74
2.01
Ten Years

4.15
3.58
4.12
Since Inception

3.72
3.16
3.43
Inception Date

07/01/1998
07/01/1998
07/01/1998
 Research Enhanced US Equity

 Gross of Fees
 Net of Fees
 S&P 500
Current Quarter

13.17
13.09
12.59
One Year

8.10
7.77
8.54
Three Years

22.15
21.79
23.41
Five Years

3.62
3.31
2.01
Ten Years

4.56
4.25
4.12
Since Inception

8.97
8.65
8.35
Inception Date

01/01/1992
01/01/1992
01/01/1992
 US Equity Select

 Gross of Fees
 Net of Fees
 S&P 500
Current Quarter

14.94
14.77
12.59
One Year

9.22
8.57
8.54
Three Years

20.93
20.22
23.41
Five Years

4.25
3.63
2.01
Ten Years

4.42
3.80
4.12
Since Inception

9.59
8.94
7.90
Inception Date

06/01/1995
06/01/1995
06/01/1995
 US Select Value Equity

 Gross of Fees
 Net of Fees
 Russell 1000 Value
Current Quarter

12.26
12.08
11.12
One Year

5.00
4.32
4.78
Three Years

22.40
21.62
22.81
Five Years

3.10
2.43
-0.81
Ten Years

5.59
4.91
4.57
Since Inception

5.68
5.00
4.32
Inception Date

05/01/2000
05/01/2000
05/01/2000
 US Value Equity

 Gross of Fees
 Net of Fees
 Russell 1000 Value
Current Quarter

12.66
12.50
11.12
One Year

2.90
2.29
4.78
Three Years

20.27
19.56
22.81
Five Years

1.40
0.79
-0.81
Ten Years

NA
NA
NA
Since Inception

2.87
2.26
0.89
Inception Date

10/01/2006
10/01/2006
10/01/2006
 US Disciplined Growth Equity

 Gross of Fees
 Net of Fees
 S&P 500 Russell 1000 Jan 2011 linked
Current Quarter

16.43
16.26
14.69
One Year

7.04
6.41
11.03
Three Years

21.57
20.86
24.39
Five Years

1.66
1.05
2.50
Ten Years

2.76
2.15
4.37
Since Inception

8.65
8.00
8.47
Inception Date

01/01/1992
01/01/1992
01/01/1992
 US Mid Cap Core Equity

 Gross of Fees
 Net of Fees
 Russell Mid Cap
Current Quarter

15.23
15.01
12.94
One Year

-0.11
-0.91
3.31
Three Years

25.24
24.27
29.12
Five Years

5.67
4.84
3.03
Ten Years

7.01
6.17
7.85
Since Inception

6.30
5.46
7.83
Inception Date

10/01/1997
10/01/1997
10/01/1997
 US Core Value Equity

 Gross of Fees
 Net of Fees
 S&P 500
Current Quarter

12.31
12.15
12.59
One Year

4.81
4.18
8.54
Three Years

21.30
20.59
23.41
Five Years

3.41
2.79
2.01
Ten Years

5.05
4.42
4.12
Since Inception

11.19
10.52
9.61
Inception Date

01/01/1989
01/01/1989
01/01/1989
 US Multi-Style Equity

 Gross of Fees
 Net of Fees
 S&P 500
Current Quarter

14.52
14.39
12.59
One Year

5.97
5.44
8.54
Three Years

21.04
20.45
23.41
Five Years

2.83
2.32
2.01
Ten Years

4.01
3.49
4.12
Since Inception

10.32
9.77
9.61
Inception Date

01/01/1989
01/01/1989
01/01/1989
 US Mid Cap Growth Equity

 Gross of Fees
 Net of Fees
 Russell Mid Cap Growth
Current Quarter

13.27
13.06
14.52
One Year

-0.01
-0.81
4.42
Three Years

25.83
24.85
29.15
Five Years

6.73
5.89
4.44
Ten Years

NA
NA
NA
Since Inception

7.22
6.36
5.00
Inception Date

01/01/2007
01/01/2007
01/01/2007
 US Premier Growth Equity

 Gross of Fees
 Net of Fees
 S&P 500 Russell 1000 Growth Linked
Current Quarter

16.46
16.28
14.69
One Year

10.90
10.19
11.03
Three Years

23.71
22.93
25.13
Five Years

4.97
4.29
2.86
Ten Years

4.50
3.82
4.55
Since Inception

8.18
7.48
6.47
Inception Date

01/01/1997
01/01/1997
01/01/1997

Total returns, which include reinvestment of capital gains and income, were calculated monthly and geometrically linked to get annual results. The returns for multiyear periods are presented on a compounded annualized basis. Gross of fee investment performance does not reflect the deduction of investment management fees, custodian fees or other expenses. Actual returns will be reduced by such fees. Net of Fee Returns were calculated by subtracting the highest Model Fee on a monthly basis from the gross composite return. Model Fee means (1) for the periods prior to November 2011, the highest fee paid by any separate account managed by GEAM in the relevant strategy during November 2011; (2) for the periods commencing November 2011 and afterwards, the highest fee paid by any separate account managed by GEAM in the relevant strategy during the applicable month. Actual fees and expenses vary. Certain composites include mutual fund assets which pay operating expenses that other accounts would not bear. GE Asset Management fees are available upon request and also are described in Part II of GEAM's Form ADV. The index(s) against which the composite is benchmarked are unmanaged and does not reflect the actual cost of investing in the instruments that comprise each index. It is not possible to invest directly in the index(s).

Past performance is not necessarily a guide to future performance. The value of your investment may fall as well as rise and the investor may not get back the amount invested.

This information is provided as supplemental to the complete composite performance presentation, which can be accessed by clicking on the view charts section of each strategy.

Russell Investment Group is the source and owner of the trademarks, service marks and copyrights related to the Russell Indexes. Russell® is a trademark of Russell Investment Group.


 
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