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CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND

CURRENT HOLDINGS AT NET ASSET VALUE

AS OF NOVEMBER 2013

                % 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 3,259,719.71 0.00 0.00 0.00 3,259,719.71 0.46%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.46% 0.00% 0.00% 0.00% 0.46%  
                 
WESTWOOD CAPITAL-LARGE CAP VALUE 0.00 47,816,218.94 0.00 0.00 0.00 0.00 47,816,218.94 6.71%
% OF ACCOUNT TOTAL 0.00% 6.71% 0.00% 0.00% 0.00% 0.00% 6.71%  
                 
INTECH-LARGE CAP GROWTH 0.00 29,180,735.71 0.00 0.00 0.00 0.00 29,180,735.71 4.09%
% OF ACCOUNT TOTAL 0.00% 4.09% 0.00% 0.00% 0.00% 0.00% 4.09%  
                 
INTECH-ENHANCED 0.00 45,069,068.36 0.00 0.00 0.00 0.00 45,069,068.36 6.32%
% OF ACCOUNT TOTAL 0.00% 6.32% 0.00% 0.00% 0.00% 0.00% 6.32%  
                 
WESTFIELD-SMALL CAP GROWTH 0.00 41,207,513.82 0.00 0.00 0.00 0.00 41,207,513.82 5.78%
% OF ACCOUNT TOTAL 0.00% 5.78% 0.00% 0.00% 0.00% 0.00% 5.78%  
                 
SSGA - INT'L VALUE 0.00 24,625,055.76 0.00 0.00 0.00 0.00 24,625,055.76 3.45%
% OF ACCOUNT TOTAL 0.00% 3.45% 0.00% 0.00% 0.00% 0.00% 3.45%  
                 
BALLIE GIFFORD - INT'L 0.00 33,444,572.79 0.00 0.00 0.00 0.00 33,444,572.79 4.69%
% OF ACCOUNT TOTAL 0.00% 4.69% 0.00% 0.00% 0.00% 0.00% 4.69%  
                 
S&P 500 SS INDEX-LARGE CAP CORE 0.00 33,854,680.58 0.00 0.00 0.00 0.00 33,854,680.58 4.75%
% OF ACCOUNT TOTAL 0.00% 4.75% 0.00% 0.00% 0.00% 0.00% 4.75%  
                 
ING CLARION - INDEX FUND 0.00 0.00 0.00 55,634,338.00 0.00 0.00 55,634,338.00 7.81%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 7.81% 0.00% 0.00% 7.81%  
                 
STATE STREET-Payroll Account 1,609,424.13 0.00 0.00 0.00 0.00 0.00 1,609,424.13 0.23%
% OF ACCOUNT TOTAL 0.23% 0.00% 0.00% 0.00% 0.00% 0.00% 0.23%  
                 
PIMCO 0.00 0.00 80,068,116.32 0.00 0.00 0.00 80,068,116.32 11.23%
% OF ACCOUNT TOTAL 0.00% 0.00% 11.23% 0.00% 0.00% 0.00% 11.23%  
                 
HIGHCLERE - INT SMALL CAP 0.00 48,319,892.15 0.00 0.00 0.00 0.00 48,319,892.15 6.78%
% OF ACCOUNT TOTAL 0.00% 6.78% 0.00% 0.00% 0.00% 0.00% 6.78%  
                 
DIMENSIONAL FUND ADVISORS-INT EQUITY 0.00 37,791,183.03 0.00 0.00 0.00 0.00 37,791,183.03 5.30%
% OF ACCOUNT TOTAL 0.00% 5.30% 0.00% 0.00% 0.00% 0.00% 5.30%  
                 
PRIVATE EQUITY 0.00 0.00 0.00 0.00 0.00 2,752,813.43 2,752,813.43 0.39%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.39% 0.39%  
                 
PARTNERS DISTRESSED REAL ESTATE 0.00 0.00 0.00 10,895,139.94 0.00 0.00 10,895,139.94 1.53%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 1.53% 0.00% 0.00% 1.53%  
                 
PARTNER DISTRESSED PRIVATE EQUITY 0.00 0.00 0.00 0.00 0.00 2,505,470.30 2,505,470.30 0.35%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.35% 0.35%
                 
LGT CROWN GLOBAL SEC II 0.00 0.00 0.00 0.00 0.00 2,175,743.99 2,175,743.99 0.31%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.31% 0.31%
                 
METROPOLITIAN 0.00 0.00 0.00 7,138,496.10 0.00 0.00 7,138,496.10 1.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 1.00% 0.00% 0.00% 1.00%
                 
BLACKSTONE 0.00 0.00 0.00 0.00 32,579,717.50 0.00 32,579,717.50 4.57%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.57% 0.00% 4.57%
                 
EVANSTON 0.00 0.00 0.00 0.00 31,840,930.00 0.00 31,840,930.00 4.47%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.47% 0.00% 4.47%
                 
SANDERSON 0.00 28,750,841.69 0.00 0.00 0.00 0.00 28,750,841.69 4.03%
% OF ACCOUNT TOTAL 0.00% 4.03% 0.00% 0.00% 0.00% 0.00% 4.03%
                 
GREENSPRING CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 3,207,691.00 3,207,691.00 0.45%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.45% 0.45%
                 
CROSS CREEK CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 3,611,929.83 3,611,929.83 0.51%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.51% 0.51%
                 
LGT ASIA 0.00 0.00 0.00 0.00 0.00 3,357,000.00 3,357,000.00 0.47%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.47% 0.47%
                 
DRZ 0.00 13,559,892.77 0.00 0.00 0.00 0.00 13,559,892.77 1.90%
% OF ACCOUNT TOTAL 0.00% 1.90% 0.00% 0.00% 0.00% 0.00% 1.90%
                 
PARNASUS 0.00 29,883,032.99 0.00 0.00 0.00 0.00 29,883,032.99 4.19%
% OF ACCOUNT TOTAL 0.00% 4.19% 0.00% 0.00% 0.00% 0.00% 4.19%
                 
57 STARS GLOBAL OP 0.00 0.00 0.00 0.00 0.00 2,367,852.00 2,367,852.00 0.33%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.33% 0.33%
                 
PIMCO REAL RETURN 0.00 0.00 9,062,724.53 0.00 0.00 0.00 9,062,724.53 1.27%
% OF ACCOUNT TOTAL 0.00% 0.00% 1.27% 0.00% 0.00% 0.00% 1.27%
                 
LGT EUR SM BUYOUT II 0.00 0.00 0.00 0.00 0.00 1,410,559.22 1,410,559.22 0.20%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.20% 0.20%
                 
LGT GLOBAL SEC III 0.00 0.00 0.00 0.00 0.00 1,161,856.99 1,161,856.99 0.16%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.16% 0.16%
                 
PARTNERS GLOBAL REAL ESTATE 0.00 0.00 0.00 4,724,203.38 0.00 0.00 4,724,203.38 0.66%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.66% 0.00% 0.00% 0.66%
                 
AETHER CAP REAL ASSETS II 0.00 0.00 0.00 2,504,900.15 0.00 0.00 2,504,900.15 0.35%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.35% 0.00% 0.00% 0.35%  
                 
HARBOURVEST 0.00 0.00 0.00 0.00 0.00 1,829,603.00 1,829,603.00 0.26%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.26% 0.26%
                 
PRIVATE ADVISORS III 0.00% 0.00% 0.00% 0.00% 0.00% 152960300.00% 152960300.00% 0.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.22% 0.22%
                 
PYRAMIS 0.00 0.00 20,320,000.00 0.00 0.00 0.00 20,320,000.00 2.85%
% OF ACCOUNT TOTAL 0.00% 0.00% 2.85% 0.00% 0.00% 0.00% 2.85%
                 
WESTERN ASSET MGMT 0.00 0.00 15,226,872.73 0.00 0.00 0.00 15,226,872.73 2.14%
% OF ACCOUNT TOTAL 0.00% 0.00% 2.14% 0.00% 0.00% 0.00% 2.14%
                 
TOTALS 1,609,424.13 413,502,688.59 127,937,433.29 80,897,077.57 64,420,647.50 24,380,519.76 712,747,790.84 100.00%
% OF ACCOUNT TOTAL 0.23% 58.02% 17.95% 11.35% 9.04% 3.42% 100.00%  
 

 

CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF NOVEMBER 2013
 
    % OF Op Proced ASSET  INV. POLICY
ASSET MARKET VALUE   TOTAL ASSETS TARGET CLASS  % RANGE
           
Total Equities       58.02% 40-60%
GLOBAL EQUITIES     25.00% 24.26%  
     International Stocks 172,931,545.42 24.26%      
           
US DOMESTIC EQUITIES          
Small Cap Stock     6.275% 11.88%  
     Small Cap-Growth 41,207,513.82 5.78%      
     Small Cap-Core 0.00 0.00%      
     Small Cap-Value 29,883,032.99 4.19%      
     Micro Cap-Value 13,559,892.77 1.90%      
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% 21.88%  
     Large Cap Stock-Growth 29,180,735.71 4.09%      
     Large Cap Stock-Core 33,854,680.58 4.75%      
     Large Cap Stock-Value 47,816,218.94 6.71%      
     Large Cap Enhanced 45,069,068.36 6.32%      
           
DOMESTIC FIXED INCOME     20.00% 17.95% 10-30%
     Core  Bonds 3,259,719.71 0.46%      
     PIMCO 89,130,840.85 12.51%      
     Unconstrained/Bank Loan 35,546,872.73 4.99%      
           
Aterntives         0-40%
REAL ASSETS          
    Real Estate 78,392,177.42 11.00% 5.00% 11.35%  
    Natural Resources 2,504,900.15 0.35% 5.00%    
           
PRIVATE EQUITY 24,380,519.76 3.42% 10.00% 3.42%  
           
HEDGE FUND 64,420,647.50 9.04% 10.00% 9.04%  
           
Payroll Account 1,609,424.13 0.23% 0.00% 0.23% 0-100%
           
           
Total Assets  $ 712,747,790.84 100.00% 100.00% 100.00%