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CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND

CURRENT HOLDINGS AT NET ASSET VALUE

AS OF SEPTEMBER 2012

                % OF
INVESTMENT MGR Payroll EQUITIES FIXED INCOME REAL ESTATE HEDGE FUND PRIVATE EQUITY TOTALS TOTAL
% OF ACCT TOTAL Account             FUND
                 
SSGA BOND FUND-CORE BONDS 0.00 0.00 28,724,782.83 0.00   0.00 28,724,782.83 4.63%
% OF ACCOUNT TOTAL 0.00% 0.00% 4.63% 0.00%   0.00% 4.63%  
                 
WESTWOOD CAPITAL-LARGE CAP VALUE 0.00 39,296,996.93 0.00 0.00   0.00 39,296,996.93 6.33%
% OF ACCOUNT TOTAL 0.00% 6.33% 0.00% 0.00%   0.00% 6.33%  
                 
INTECH-LARGE CAP GROWTH 0.00 39,511,672.38 0.00 0.00   0.00 39,511,672.38 6.37%
% OF ACCOUNT TOTAL 0.00% 6.37% 0.00% 0.00%   0.00% 6.37%  
                 
INTECH-ENHANCED 0.00 53,082,445.86 0.00 0.00   0.00 53,082,445.86 8.55%
% OF ACCOUNT TOTAL 0.00% 8.55% 0.00% 0.00%   0.00% 8.55%  
                 
                 
WESTFIELD-SMALL CAP GROWTH 0.00 28,994,209.54 0.00 0.00   0.00 28,994,209.54 4.67%
% OF ACCOUNT TOTAL 0.00% 4.67% 0.00% 0.00%   0.00% 4.67%  
                 
MERCATOR-INT'L VALUE 0.00 35,200,512.67 0.00 0.00   0.00 35,200,512.67 5.67%
% OF ACCOUNT TOTAL 0.00% 5.67% 0.00% 0.00%   0.00% 5.67%  
                 
BALLIE GIFFORD - INT'L 0.00 44,191,147.88 0.00 0.00   0.00 44,191,147.88 7.12%
% OF ACCOUNT TOTAL 0.00% 7.12% 0.00% 0.00%   0.00% 7.12%  
                 
S&P 500 SS INDEX-LARGE CAP CORE 0.00 11,985,048.32 0.00 0.00   0.00 11,985,048.32 1.93%
% OF ACCOUNT TOTAL 0.00% 1.93% 0.00% 0.00%   0.00% 1.93%  
                 
ING CLARION - INDEX FUND 0.00 0.00 0.00 52,745,212.95   0.00 52,745,212.95 8.50%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 8.50%   0.00% 8.50%  
                 
STATE STREET-Payroll Account 714,673.92 0.00 0.00 0.00   0.00 714,673.92 0.12%
% OF ACCOUNT TOTAL 0.12% 0.00% 0.00% 0.00%   0.00% 0.12%  
                 
PIMCO 0.00 0.00 89,560,926.50 0.00   0.00 89,560,926.50 14.43%
% OF ACCOUNT TOTAL 0.00% 0.00% 14.43% 0.00%   0.00% 14.43%  
                 
HIGHCLERE - INT SMALL CAP 0.00 35,478,462.61 0.00 0.00   0.00 35,478,462.61 5.72%
% OF ACCOUNT TOTAL 0.00% 5.72% 0.00% 0.00%   0.00% 5.72%  
                 
DIMENSIONAL FUND ADVISORS-INT EQUITY 0.00 34,133,014.66 0.00 0.00   0.00 34,133,014.66 5.50%
% OF ACCOUNT TOTAL 0.00% 5.50% 0.00% 0.00%   0.00% 5.50%  
                 
PRIVATE EQUITY 0.00 0.00 0.00 0.00   1,981,506.99 1,981,506.99 0.32%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00%   0.32% 0.32%  
                 
PARTNERS REAL ESTATE 0.00 0.00 0.00 9,527,646.63   0.00 9,527,646.63 1.54%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 1.54%   0.00% 1.54%  
                 
PARTNER PRI EQUITY 0.00 3,799,626.91 0.00 0.00   0.00 3,799,626.91 0.61%
% OF ACCOUNT TOTAL 0.00% 0.61% 0.00% 0.00%   0.00% 0.61%  
                 
LGT CAPITAL 0.00 2,446,922.00 0.00 0.00   0.00 2,446,922.00 0.39%
% OF ACCOUNT TOTAL 0.00% 0.39% 0.00% 0.00%   0.00% 0.39%  
                 
METROPOLITIAN 0.00 4,850,764.38 0.00 0.00   0.00 4,850,764.38 0.78%
% OF ACCOUNT TOTAL 0.00% 0.78% 0.00% 0.00%   0.00% 0.78%  
                 
BLACKSTONE 0.00 0.00 0.00 0.00 28,435,440.00 0.00 28,435,440.00 4.58%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.58% 0.00% 4.58%  
                 
EVANSTON 0.00 0.00 0.00 0.00 27,727,562.50 0.00 27,727,562.50 4.47%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.47% 0.00% 4.47%  
                 
GREENSPRING 0.00 0.00 0.00 0.00 1,502,008.43 0.00 1,502,008.43 0.24%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.24% 0.00% 0.24%  
                 
CROSS CREEK 0.00 0.00 0.00 0.00 1,592,487.96 0.00 1,592,487.96 0.26%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.26% 0.00% 0.26%  
                 
LGT ASIA 0.00 0.00 0.00 0.00 1,918,653.16 0.00 1,918,653.16 0.31%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.31% 0.00% 0.31%  
                 
DRZ 0.00 9,926,792.11 0.00 0.00 0.00 0.00 9,926,792.11 1.60%
% OF ACCOUNT TOTAL 0.00% 1.60% 0.00% 0.00% 0.00% 0.00% 1.60%  
                 
PARNASUS 0.00 22,147,399.42 0.00 0.00 0.00 0.00 22,147,399.42 3.57%
% OF ACCOUNT TOTAL 0.00% 3.57% 0.00% 0.00% 0.00% 0.00% 3.57%  
                 
57 Stars 0.00 1,576,155.39 0.00 0.00 0.00 0.00 1,576,155.39 0.25%
% OF ACCOUNT TOTAL 0.00% 0.25% 0.00% 0.00% 0.00% 0.00% 0.25%  
                 
PIMCO REAL RETURN 0.00 0.00 9,639,888.66 0.00 0.00 0.00 9,639,888.66 1.55%
% OF ACCOUNT TOTAL 0.00% 0.00% 1.55% 0.00% 0.00% 0.00% 1.55%  
TOTALS 714,673.92 366,621,171.06 127,925,597.99 62,272,859.58 61,176,152.05 1,981,506.99 620,691,961.59 100.00%
% OF ACCOUNT TOTAL 0.12% 59.07% 20.61% 10.03% 9.86% 0.32% 100.00%  
 

 

CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF SEPTEMBER 2012
 
    % OF Op Proced ASSET  INV. POLICY
ASSET MARKET VALUE   TOTAL ASSETS TARGET CLASS  % RANGE
           
Total Equities       57.02% 40-60%
GLOBAL EQUITIES     25.00% 24.01%  
     International Stocks 149,003,137.82 24.01%      
           
US DOMESTIC EQUITIES          
Small Cap Stock     6.275% 9.84%  
     Small Cap-Growth 28,994,209.54 4.67%      
     Small Cap-Core 0.00 0.00%      
     Small Cap-Value 22,147,399.42 3.57%      
     Micro Cap-Value 9,926,792.11 1.60%      
Mid Cap Stock     0.00% 0.00%  
     Mid Cap-Growth 0.00 0.00%      
     Mid Cap-Value 0.00 0.00%      
Large Cap Stock     18.725% 23.18%  
     Large Cap Stock-Growth 39,511,672.38 6.37%      
     Large Cap Stock-Core 11,985,048.32 1.93%      
     Large Cap Stock-Value 39,296,996.93 6.33%      
     Large Cap Enhanced 53,082,445.86 8.55%      
           
DOMESTIC FIXED INCOME     20.00% 20.61% 10-30%
     Core  Bonds 28,724,782.83 4.63%      
     PIMCO 99,200,815.16 15.98%      
           
Aterntives         0-40%
REAL ESTATE          
    Commercial-Core 52,745,212.95 8.50% 5.00% 10.03%  
    Distressed 9,527,646.63 1.54% 5.00%    
           
PRIVATE EQUITY 17,749,472.06 2.86% 10.00% 2.86%  
           
HEDGE FUND 58,081,655.66 9.36% 10.00% 9.36%  
           
Payroll Account 714,673.92 0.12% 0.00% 0.12% 0-100%
           
           
Total Assets  $  620,691,961.59 100.00% 100.00% 100.00%