Austin Fire Fighters Relief & Retirement Fund  
The PlanAbout UsYour RetirementNewsLinks  
Austin Fire Fighters Relief & Retirement FundNews Capitol (photo)  
Pension NotesHome Page > NEWS > FINANCIALS  
Newsletter
Financial Snapshot
Archives
Financial Statements


CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND

CURRENT HOLDINGS AT NET ASSET VALUE

AS OF OCTOBER 2015

                % OF
INVESTMENT MGR Payroll EQUITIES FIXED INCOME REAL ASSETS HEDGE FUND PRIVATE EQUITY TOTALS TOTAL
% OF ACCT TOTAL Account             FUND
                 
SSGA BOND FUND-CORE BONDS 0.00 0.00 46,903,342.95 0.00 0.00 0.00 46,903,342.95 6.11%
% OF ACCOUNT TOTAL 0.00% 0.00% 6.11% 0.00% 0.00% 0.00% 6.11%  
                 
WESTWOOD CAPITAL-LARGE CAP VALUE 0.00 40,186,507.94 0.00 0.00 0.00 0.00 40,186,507.94 5.23%
% OF ACCOUNT TOTAL 0.00% 5.23% 0.00% 0.00% 0.00% 0.00% 5.23%  
                 
INTECH-LARGE CAP GROWTH 0.00 2,256.13 0.00 0.00 0.00 0.00 2,256.13 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%  
                 
INTECH-ENHANCED 0.00 50,781,003.38 0.00 0.00 0.00 0.00 50,781,003.38 6.61%
% OF ACCOUNT TOTAL 0.00% 6.61% 0.00% 0.00% 0.00% 0.00% 6.61%  
                 
WESTFIELD-SMALL CAP GROWTH 0.00 41,577,470.28 0.00 0.00 0.00 0.00 41,577,470.28 5.41%
% OF ACCOUNT TOTAL 0.00% 5.41% 0.00% 0.00% 0.00% 0.00% 5.41%  
                 
SSGA - INT'L VALUE 0.00 22,651,445.35 0.00 0.00 0.00 0.00 22,651,445.35 2.95%
% OF ACCOUNT TOTAL 0.00% 2.95% 0.00% 0.00% 0.00% 0.00% 2.95%  
                 
BALLIE GIFFORD - INT'L 0.00 51,317,770.70 0.00 0.00 0.00 0.00 51,317,770.70 6.68%
% OF ACCOUNT TOTAL 0.00% 6.68% 0.00% 0.00% 0.00% 0.00% 6.68%  
                 
S&P 500 SS INDEX-LARGE CAP CORE 0.00 30,109,354.16 0.00 0.00 0.00 0.00 30,109,354.16 3.92%
% OF ACCOUNT TOTAL 0.00% 3.92% 0.00% 0.00% 0.00% 0.00% 3.92%  
                 
ING CLARION - INDEX FUND 0.00 0.00 0.00 59,687,185.98 0.00 0.00 59,687,185.98 7.77%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 7.77% 0.00% 0.00% 7.77%  
                 
STATE STREET-Payroll Account 1,231,987.05 0.00 0.00 0.00 0.00 0.00 1,231,987.05 0.16%
% OF ACCOUNT TOTAL 0.16% 0.00% 0.00% 0.00% 0.00% 0.00% 0.16%  
                 
LOOMIS SAYLES & TIPS 0.00 0.00 39,099,099.10 0.00 0.00 0.00 39,099,099.10 5.09%
% OF ACCOUNT TOTAL 0.00% 0.00% 5.09% 0.00% 0.00% 0.00% 5.09%  
                 
HIGHCLERE - INT SMALL CAP 0.00 37,620,824.86 0.00 0.00 0.00 0.00 37,620,824.86 4.90%
% OF ACCOUNT TOTAL 0.00% 4.90% 0.00% 0.00% 0.00% 0.00% 4.90%  
                 
DIMENSIONAL FUND ADVISORS-INT EQUITY 0.00 23,707,503.01 0.00 0.00 0.00 0.00 23,707,503.01 3.09%
% OF ACCOUNT TOTAL 0.00% 3.09% 0.00% 0.00% 0.00% 0.00% 3.09%  
                 
PRIVATE EQUITY 0.00 0.00 0.00 0.00 0.00 7,699,531.02 7,699,531.02 1.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.00% 1.00%  
                 
PARTNERS DISTRESSED REAL ESTATE 0.00 0.00 0.00 5,632,518.56 0.00 0.00 5,632,518.56 0.73%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.73% 0.00% 0.00% 0.73%  
                 
PARTNER DISTRESSED PRIVATE EQUITY 0.00 0.00 0.00 0.00 0.00 3,060,320.30 3,060,320.30 0.40%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.40% 0.40%  
                 
LGT CROWN GLOBAL SEC II 0.00 0.00 0.00 0.00 0.00 1,218,831.86 1,218,831.86 0.16%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.16% 0.16%  
                 
METROPOLITIAN 0.00 0.00 0.00 6,820,577.41 0.00 0.00 6,820,577.41 0.89%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.89% 0.00% 0.00% 0.89%  
                 
BLACKSTONE 0.00 0.00 0.00 0.00 26,328,225.00 0.00 26,328,225.00 3.43%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 3.43% 0.00% 3.43%  
                 
EVANSTON 0.00 0.00 0.00 0.00 41,247,862.50 0.00 41,247,862.50 5.37%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 5.37% 0.00% 5.37%  
                 
SANDERSON 0.00 36,583,444.64 0.00 0.00 0.00 0.00 36,583,444.64 4.76%
% OF ACCOUNT TOTAL 0.00% 4.76% 0.00% 0.00% 0.00% 0.00% 4.76%  
                 
GREENSPRING CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 7,834,621.42 7,834,621.42 1.02%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.02% 1.02%  
                 
CROSS CREEK CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 12,237,817.08 12,237,817.08 1.59%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.59% 1.59%  
                 
LGT ASIA 0.00 0.00 0.00 0.00 0.00 7,828,881.96 7,828,881.96 1.02%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.02% 1.02%  
                 
BLUE BAY 0.00 0.00 0.00 0.00 0.00 4,522,810.28 4,522,810.28 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.59% 0.59%  
                 
PARNASUS 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%  
                 
57 STARS GLOBAL OP 0.00 0.00 0.00 0.00 0.00 4,118,837.02 4,118,837.02 0.54%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.54% 0.54%  
                 
SSGA TIPS 0.00 0.00 31,734,112.96 0.00 0.00 0.00 31,734,112.96 4.13%
% OF ACCOUNT TOTAL 0.00% 0.00% 4.13% 0.00% 0.00% 0.00% 4.13%  
                 
LGT EUR SM BUYOUT II 0.00 0.00 0.00 0.00 0.00 2,701,501.13 2,701,501.13 0.35%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.35% 0.35%  
                 
LGT GLOBAL SEC III 0.00 0.00 0.00 0.00 0.00 4,314,947.99 4,314,947.99 0.56%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.56% 0.56%  
                 
PARTNERS GLOBAL REAL ESTATE 0.00 0.00 0.00 5,449,717.10 0.00 0.00 5,449,717.10 0.71%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.71% 0.00% 0.00% 0.71%  
                 
AETHER CAP REAL ASSETS II 0.00 0.00 0.00 4,894,563.14 0.00 0.00 4,894,563.14 0.64%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.64% 0.00% 0.00% 0.64%  
                 
HARBOURVEST 0.00 0.00 0.00 0.00 0.00 5,840,221.09 5,840,221.09 0.76%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.76% 0.76%  
                 
PRIVATE ADVISORS III & V 0.00% 0.00% 0.00% 0.00% 0.00% 9,531,039.85 9,531,039.85 0.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.22% 0.22%  
                 
PYRAMIS 0.00 0.00 21,500,000.00 0.00 0.00 0.00 21,500,000.00 2.80%
% OF ACCOUNT TOTAL 0.00% 0.00% 2.80% 0.00% 0.00% 0.00% 2.80%  
                 
WESTERN ASSET MGMT 0.00 0.00 0.00 0.00 0.00 15,529,644.70 15,529,644.70 2.02%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 2.02% 2.02%  
                 
CROSS CREEK III 0.00 0.00 0.00 0.00 0.00 2,115,056.25 2,115,056.25 0.28%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.28% 0.28%  
                 
FLAG CAPITAL V & VI 0.00 0.00 0.00 0.00 0.00 6,016,285.73 6,016,285.73 0.78%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.78% 0.78%  
                 
AETHER CAPITAL RA III 0.00 0.00 0.00 0.00 0.00 4,738,016.22 4,738,016.22 0.62%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.62% 0.62%  
                 
GREENSPRING VI 0.00% 0.00% 0.00% 0.00% 0.00% 4,289,723.37 4,289,723.37 0.02%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.02% 0.02%  
                 
Aberdeen Emer Mk 0.00% 0.00% 0.00% 0.00% 0.00% 36,710,424.14 36,710,424.14 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%  
                 
DEUT AL SEC OPP III 0.00% 0.00% 0.00% 0.00% 0.00% 1,252,950.66 1,252,950.66 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.02% 0.02%  
                 
CCP IRONSIDES III 0.00% 0.00% 0.00% 0.00% 0.00% 1,581,017.87 1,581,017.87 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.02% 0.02%  
                 
TOTALS 1,231,987.05 334,537,580.45 139,236,555.01 82,484,562.19 67,576,087.50 143,142,479.94 768,209,252.14 100.00%
% OF ACCOUNT TOTAL 0.16% 43.55% 18.12% 10.74% 8.80% 18.63% 100.00%  
 
CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF OCTOBER 2015
 
    % OF Op Proced ASSET  INV. POLICY
ASSET MARKET VALUE   TOTAL ASSETS TARGET CLASS  % RANGE
           
Total Equities          
GLOBAL EQUITIES     22.00% 23.97% 30-55%
     International Stocks 171,880,988.56 22.37%      
           
US DOMESTIC EQUITIES     20.00% 22.49% 13.27%
Small Cap Stock          
     Small Cap-Growth 41,577,470.28 5.41%      
     Small Cap-Core 0.00 0.00%      
     Small Cap-Value 0.00 0.00%      
     Micro Cap-Value 4,522,810.28 0.59%      
Mid Cap Stock          
     Mid Cap-Growth 0.00 0.00%      
     Mid Cap-Value 0.00 0.00%      
Large Cap Stock          
     Large Cap Stock-Growth 2,256.13 0.00%      
     Large Cap Stock-Core 30,109,354.16 3.92%      
     Large Cap Stock-Value 40,186,507.94 5.23%      
     Large Cap Enhanced 50,781,003.38 6.61%      
           
DOMESTIC FIXED INCOME     30.00% 12.07% 20-40%
     Core  Bonds 46,903,342.95 6.11%     0-10%
     PIMCO & TIPS 70,833,212.06 9.22%     0-10%
     Unconstrained/Bank Loan 21,500,000.00 2.80%      
           
Aterntives         10-40%
REAL ASSETS          
    Real Estate 77,589,999.05 10.10% 10.00% 8.53% 0-10%
    Natural Resources 4,894,563.14 0.64% 3.00% 0.76% 0-5%
           
PRIVATE EQUITY 138,619,669.66 18.04% 15.00% 26.90% 5-25%
           
HEDGE FUND 67,576,087.50 8.80% 0.00% 1.35% 0-10%
           
Payroll Account 1,231,987.05 0.16% 0.00% 3.93% 0-100%
           
Total Assets  $ 768,209,252.14 100.00% 100.00% 100.00%