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CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND

CURRENT HOLDINGS AT NET ASSET VALUE

AS OF JULY 2016

                % 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 64,759,884.04 0.00 0.00 0.00 64,759,884.04 7.94%
% OF ACCOUNT TOTAL 0.00% 0.00% 7.94% 0.00% 0.00% 0.00% 7.94%  
                 
WESTWOOD CAPITAL-LARGE CAP VALUE 0.00 32,039,111.53 0.00 0.00 0.00 0.00 32,039,111.53 3.93%
% OF ACCOUNT TOTAL 0.00% 3.93% 0.00% 0.00% 0.00% 0.00% 3.93%  
                 
INTECH-LARGE CAP GROWTH 0.00 42,848,595.80 0.00 0.00 0.00 0.00 42,848,595.80 5.26%
% OF ACCOUNT TOTAL 0.00% 5.26% 0.00% 0.00% 0.00% 0.00% 5.26%  
                 
INTECH-ENHANCED 0.00 21,347,873.43 0.00 0.00 0.00 0.00 21,347,873.43 2.62%
% OF ACCOUNT TOTAL 0.00% 2.62% 0.00% 0.00% 0.00% 0.00% 2.62%  
                 
WESTFIELD-SMALL CAP GROWTH 0.00 32,477,990.08 0.00 0.00 0.00 0.00 32,477,990.08 3.98%
% OF ACCOUNT TOTAL 0.00% 3.98% 0.00% 0.00% 0.00% 0.00% 3.98%  
                 
SSGA - INT'L VALUE 0.00 23,872,432.95 0.00 0.00 0.00 0.00 23,872,432.95 2.93%
% OF ACCOUNT TOTAL 0.00% 2.93% 0.00% 0.00% 0.00% 0.00% 2.93%  
                 
BALLIE GIFFORD - INT'L 0.00 58,612,698.58 0.00 0.00 0.00 0.00 58,612,698.58 7.19%
% OF ACCOUNT TOTAL 0.00% 7.19% 0.00% 0.00% 0.00% 0.00% 7.19%  
                 
S&P 500 SS INDEX-LARGE CAP CORE 0.00 23,624,196.06 0.00 0.00 0.00 0.00 23,624,196.06 2.90%
% OF ACCOUNT TOTAL 0.00% 2.90% 0.00% 0.00% 0.00% 0.00% 2.90%  
                 
ING CLARION - INDEX FUND 0.00 0.00 0.00 51,643,513.00 0.00 0.00 51,643,513.00 6.34%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 6.34% 0.00% 0.00% 6.34%  
                 
STATE STREET-Payroll Account 4,360,856.52 0.00 0.00 0.00 0.00 0.00 4,360,856.52 0.53%
% OF ACCOUNT TOTAL 0.53% 0.00% 0.00% 0.00% 0.00% 0.00% 0.53%  
                 
LOOMIS SAYLES & TIPS 0.00 0.00 42,402,402.40 0.00 0.00 0.00 42,402,402.40 5.20%
% OF ACCOUNT TOTAL 0.00% 0.00% 5.20% 0.00% 0.00% 0.00% 5.20%  
                 
HIGHCLERE - INT SMALL CAP 0.00 35,094,461.13 0.00 0.00 0.00 0.00 35,094,461.13 4.31%
% OF ACCOUNT TOTAL 0.00% 4.31% 0.00% 0.00% 0.00% 0.00% 4.31%  
                 
DIMENSIONAL FUND ADVISORS-INT EQUITY 0.00 23,645,028.31 0.00 0.00 0.00 0.00 23,645,028.31 2.90%
% OF ACCOUNT TOTAL 0.00% 2.90% 0.00% 0.00% 0.00% 0.00% 2.90%  
                 
PRIVATE EQUITY 0.00 0.00 0.00 0.00 0.00 7,030,285.07 7,030,285.07 0.86%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.86% 0.86%  
                 
PARTNERS DISTRESSED REAL ESTATE 0.00 0.00 0.00 4,645,786.30 0.00 0.00 4,645,786.30 0.57%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.57% 0.00% 0.00% 0.57%  
                 
PARTNER DISTRESSED PE & EMERG MKT 0.00 0.00 0.00 0.00 0.00 6,430,749.74 6,430,749.74 0.79%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.79% 0.79%  
                 
LGT CROWN GLOBAL SEC II 0.00 0.00 0.00 0.00 0.00 805,774.00 805,774.00 0.10%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.10% 0.10%  
                 
METROPOLITIAN 0.00 0.00 0.00 5,872,817.29 0.00 0.00 5,872,817.29 0.72%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.72% 0.00% 0.00% 0.72%  
                 
BLACKSTONE 0.00 0.00 0.00 0.00 25,942,980.00 0.00 25,942,980.00 3.18%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 3.18% 0.00% 3.18%  
                 
EVANSTON 0.00 0.00 0.00 0.00 39,136,662.50 0.00 39,136,662.50 4.80%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.80% 0.00% 4.80%  
                 
SANDERSON 0.00 34,071,472.43 0.00 0.00 0.00 0.00 34,071,472.43 4.18%
% OF ACCOUNT TOTAL 0.00% 4.18% 0.00% 0.00% 0.00% 0.00% 4.18%  
                 
GREENSPRING CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 8,816,696.64 8,816,696.64 1.08%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.08% 1.08%  
                 
CROSS CREEK CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 3,227,644.13 3,227,644.13 0.40%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.40% 0.40%  
                 
LGT ASIA 0.00 0.00 0.00 0.00 0.00 9,161,125.99 9,161,125.99 1.12%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.12% 1.12%  
                 
BLUE BAY 0.00 0.00 0.00 0.00 0.00 6,248,837.07 6,248,837.07 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.77% 0.77%  
                 
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 5,733,140.96 5,733,140.96 0.70%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.70% 0.70%  
                 
SSGA TIPS 0.00 0.00 33,762,949.69 0.00 0.00 0.00 33,762,949.69 4.14%
% OF ACCOUNT TOTAL 0.00% 0.00% 4.14% 0.00% 0.00% 0.00% 4.14%  
                 
LGT EUR SM BUYOUT II 0.00 0.00 0.00 0.00 0.00 3,778,801.08 3,778,801.08 0.46%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.46% 0.46%  
                 
LGT GLOBAL SEC III 0.00 0.00 0.00 0.00 0.00 5,233,915.01 5,233,915.01 0.64%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.64% 0.64%  
                 
PARTNERS GLOBAL REAL ESTATE 0.00 0.00 0.00 5,212,338.70 0.00 0.00 5,212,338.70 0.64%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.64% 0.00% 0.00% 0.64%  
                 
AETHER CAP REAL ASSETS II 0.00 0.00 0.00 6,111,660.22 0.00 0.00 6,111,660.22 0.75%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.75% 0.00% 0.00% 0.75%  
                 
HARBOURVEST 0.00 0.00 0.00 0.00 0.00 9,930,390.58 9,930,390.58 1.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.22% 1.22%  
                 
PRIVATE ADVISORS III & V 0.00% 0.00% 0.00% 0.00% 0.00% 12,015,932.23 12,015,932.23 0.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.22% 0.22%  
                 
PYRAMIS 0.00 0.00 23,000,000.00 0.00 0.00 0.00 23,000,000.00 2.82%
% OF ACCOUNT TOTAL 0.00% 0.00% 2.82% 0.00% 0.00% 0.00% 2.82%  
                 
WESTERN ASSET MGMT 0.00 0.00 0.00 0.00 0.00 15,976,790.23 15,976,790.23 1.96%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.96% 1.96%  
                 
CROSS CREEK III 0.00 0.00 0.00 0.00 0.00 12,835,316.43 12,835,316.43 1.57%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.57% 1.57%  
                 
FLAG CAPITAL V & VI 0.00 0.00 0.00 0.00 0.00 8,691,839.28 8,691,839.28 1.07%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.07% 1.07%  
                 
AETHER CAPITAL RA III 0.00 0.00 0.00 0.00 0.00 9,240,881.26 9,240,881.26 1.13%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.13% 1.13%  
                 
GREENSPRING VI 0.00% 0.00% 0.00% 0.00% 0.00% 5,075,916.75 5,075,916.75 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% 42,848,387.14 42,848,387.14 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% 2,112,985.21 2,112,985.21 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% 5,518,748.82 5,518,748.82 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.02% 0.02%  
                 
TOTALS 4,360,856.52 327,633,860.30 163,925,236.13 73,486,115.51 65,079,642.50 180,714,157.62 815,199,868.58 100.00%
% OF ACCOUNT TOTAL 0.53% 40.19% 20.11% 9.01% 7.98% 22.17% 100.00%  
 
CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF JULY 2016
    % OF Op Proced ASSET  INV. POLICY
ASSET MARKET VALUE   TOTAL ASSETS TARGET CLASS  % RANGE
           
           
GLOBAL EQUITIES     22.00% 23.97% 30-55%
     International Stocks 175,296,093.40 21.50%      
           
US DOMESTIC EQUITIES     20.00% 22.49% 13.27%
Small Cap Stock          
     Small Cap-Growth 32,477,990.08 3.98%      
     Small Cap-Core 0.00 0.00%      
     Small Cap-Value 0.00 0.00%      
     Micro Cap-Value 6,248,837.07 0.77%      
Mid Cap Stock          
     Mid Cap-Growth 0.00 0.00%      
     Mid Cap-Value 0.00 0.00%      
Large Cap Stock          
     Large Cap Stock-Growth 42,848,595.80 5.26%      
     Large Cap Stock-Core 23,624,196.06 2.90%      
     Large Cap Stock-Value 32,039,111.53 3.93%      
     Large Cap Enhanced 21,347,873.43 2.62%      
           
DOMESTIC FIXED INCOME     30.00% 12.07% 20-40%
     Core  Bonds 64,759,884.04 7.94%     0-10%
     Loomis Sayles & TIPS 76,165,352.09 9.34%     0-10%
     Unconstrained/Bank Loan 23,000,000.00 2.82%      
           
Aterntives         10-40%
REAL ASSETS          
    Real Estate 67,374,455.29 8.26% 10.00% 8.53% 0-10%
    Natural Resources 6,111,660.22 0.75% 3.00% 0.76% 0-5%
           
PRIVATE EQUITY 174,465,320.55 21.40% 15.00% 26.90% 5-25%
           
HEDGE FUND 65,079,642.50 7.98% 0.00% 1.35% 0-10%
           
Payroll Account 4,360,856.52 0.53% 0.00% 3.93% 0-100%
           
Total Assets  $ 815,199,868.58 100.00% 100.00% 100.00%