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June 27, 2013 - Public Employees Retirement Association of New ...

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PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF NEW MEXICO<br />

PORTFOLIO CHARACTERISTICS<br />

As <strong>of</strong> May 31, <strong>2013</strong><br />

Median Market<br />

Capitalization ($ Billions)<br />

Weighted Median Market<br />

Capitalization ($ Billions)<br />

<strong>New</strong> Mexico<br />

3.2<br />

3.3<br />

Russell 2500 <br />

Growth Index<br />

1.0<br />

3.2<br />

Weighted Average Market<br />

Capitalization ($ Billions)<br />

3.8<br />

3.7<br />

P/E (FY1 Forecast) 1 17.4x<br />

19.1x<br />

L.T. Earnings Growth Forecast 1 15.6%<br />

17.3%<br />

Number <strong>of</strong> Holdings<br />

98<br />

1,376<br />

Active Share<br />

86%<br />

-<br />

¹ Source: FactSet Estimates<br />

23

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