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CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND

CURRENT HOLDINGS AT NET ASSET VALUE

AS OF AUGUST 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 64,690,857.45 0.00 0.00 0.00 64,690,857.45 7.92%
% OF ACCOUNT TOTAL 0.00% 0.00% 7.92% 0.00% 0.00% 0.00% 7.92%  
                 
WESTWOOD CAPITAL-LARGE CAP VALUE 0.00 31,996,873.52 0.00 0.00 0.00 0.00 31,996,873.52 3.92%
% OF ACCOUNT TOTAL 0.00% 3.92% 0.00% 0.00% 0.00% 0.00% 3.92%  
                 
INTECH-LARGE CAP GROWTH 0.00 32,732,989.89 0.00 0.00 0.00 0.00 32,732,989.89 4.01%
% OF ACCOUNT TOTAL 0.00% 4.01% 0.00% 0.00% 0.00% 0.00% 4.01%  
                 
INTECH-ENHANCED 0.00 21,669,237.72 0.00 0.00 0.00 0.00 21,669,237.72 2.65%
% OF ACCOUNT TOTAL 0.00% 2.65% 0.00% 0.00% 0.00% 0.00% 2.65%  
                 
WESTFIELD-SMALL CAP GROWTH 0.00 32,950,317.52 0.00 0.00 0.00 0.00 32,950,317.52 4.03%
% OF ACCOUNT TOTAL 0.00% 4.03% 0.00% 0.00% 0.00% 0.00% 4.03%  
                 
SSGA - INT'L VALUE 0.00 23,891,688.55 0.00 0.00 0.00 0.00 23,891,688.55 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 59,812,235.93 0.00 0.00 0.00 0.00 59,812,235.93 7.32%
% OF ACCOUNT TOTAL 0.00% 7.32% 0.00% 0.00% 0.00% 0.00% 7.32%  
                 
S&P 500 SS INDEX-LARGE CAP CORE 0.00 33,636,868.91 0.00 0.00 0.00 0.00 33,636,868.91 4.12%
% OF ACCOUNT TOTAL 0.00% 4.12% 0.00% 0.00% 0.00% 0.00% 4.12%  
                 
ING CLARION - INDEX FUND 0.00 0.00 0.00 51,643,513.00 0.00 0.00 51,643,513.00 6.32%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 6.32% 0.00% 0.00% 6.32%  
                 
STATE STREET-Payroll Account 2,590,671.65 0.00 0.00 0.00 0.00 0.00 2,590,671.65 0.32%
% OF ACCOUNT TOTAL 0.32% 0.00% 0.00% 0.00% 0.00% 0.00% 0.32%  
                 
LOOMIS SAYLES & TIPS 0.00 0.00 42,702,702.70 0.00 0.00 0.00 42,702,702.70 5.23%
% OF ACCOUNT TOTAL 0.00% 0.00% 5.23% 0.00% 0.00% 0.00% 5.23%  
                 
HIGHCLERE - INT SMALL CAP 0.00 34,956,364.32 0.00 0.00 0.00 0.00 34,956,364.32 4.28%
% OF ACCOUNT TOTAL 0.00% 4.28% 0.00% 0.00% 0.00% 0.00% 4.28%  
                 
DIMENSIONAL FUND ADVISORS-INT EQUITY 0.00 24,074,756.21 0.00 0.00 0.00 0.00 24,074,756.21 2.95%
% OF ACCOUNT TOTAL 0.00% 2.95% 0.00% 0.00% 0.00% 0.00% 2.95%  
                 
PRIVATE EQUITY 0.00 0.00 0.00 0.00 0.00 2,146,007.65 2,146,007.65 0.26%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.26% 0.26%  
                 
PARTNERS DISTRESSED REAL ESTATE 0.00 0.00 0.00 4,969,833.10 0.00 0.00 4,969,833.10 0.61%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.61% 0.00% 0.00% 0.61%  
                 
PARTNER DISTRESSED PE & EMERG MKT 0.00 0.00 0.00 0.00 0.00 7,050,911.89 7,050,911.89 0.86%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.86% 0.86%  
                 
LGT CROWN GLOBAL SEC II 0.00 0.00 0.00 0.00 0.00 767,527.00 767,527.00 0.09%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.09% 0.09%  
                 
METROPOLITIAN 0.00 0.00 0.00 5,059,486.79 0.00 0.00 5,059,486.79 0.62%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.62% 0.00% 0.00% 0.62%  
                 
BLACKSTONE 0.00 0.00 0.00 0.00 26,188,592.50 0.00 26,188,592.50 3.21%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 3.21% 0.00% 3.21%  
                 
EVANSTON 0.00 0.00 0.00 0.00 39,749,905.00 0.00 39,749,905.00 4.87%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.87% 0.00% 4.87%  
                 
SANDERSON 0.00 34,728,613.62 0.00 0.00 0.00 0.00 34,728,613.62 4.25%
% OF ACCOUNT TOTAL 0.00% 4.25% 0.00% 0.00% 0.00% 0.00% 4.25%  
                 
GREENSPRING CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 9,116,696.63 9,116,696.63 1.12%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.12% 1.12%  
                 
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 9,052,802.99 9,052,802.99 1.11%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.11% 1.11%  
                 
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 33,612,007.56 0.00 0.00 0.00 33,612,007.56 4.12%
% OF ACCOUNT TOTAL 0.00% 0.00% 4.12% 0.00% 0.00% 0.00% 4.12%  
                 
LGT EUR SM BUYOUT II 0.00 0.00 0.00 0.00 0.00 3,824,724.29 3,824,724.29 0.47%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.47% 0.47%  
                 
LGT GLOBAL SEC III 0.00 0.00 0.00 0.00 0.00 5,247,524.01 5,247,524.01 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 5,358,482.80 0.00 0.00 5,358,482.80 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 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% 12,968,342.20 12,968,342.20 0.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.22% 0.22%  
                 
PYRAMIS 0.00 0.00 23,440,000.00 0.00 0.00 0.00 23,440,000.00 2.87%
% OF ACCOUNT TOTAL 0.00% 0.00% 2.87% 0.00% 0.00% 0.00% 2.87%  
                 
WESTERN ASSET MGMT 0.00 0.00 0.00 0.00 0.00 16,110,439.89 16,110,439.89 1.97%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.97% 1.97%  
                 
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 1.06%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.06% 1.06%  
                 
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% 5,450,916.00 5,450,916.00 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% 43,738,567.47 43,738,567.47 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% 2,521,505.37 2,521,505.37 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% 6,270,362.10 6,270,362.10 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.02% 0.02%  
                 
TOTALS 2,590,671.65 330,449,946.19 164,445,567.71 73,142,975.91 65,938,497.50 180,174,377.20 816,742,036.16 100.00%
% OF ACCOUNT TOTAL 0.32% 40.46% 20.13% 8.96% 8.07% 22.06% 100.00%  
 
CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF AUGUST 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 177,463,658.63 21.73%      
           
US DOMESTIC EQUITIES     20.00% 22.49% 13.27%
Small Cap Stock          
     Small Cap-Growth 32,950,317.52 4.03%      
     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 32,732,989.89 4.01%      
     Large Cap Stock-Core 33,636,868.91 4.12%      
     Large Cap Stock-Value 31,996,873.52 3.92%      
     Large Cap Enhanced 21,669,237.72 2.65%      
           
DOMESTIC FIXED INCOME     30.00% 12.07% 20-40%
     Core  Bonds 64,690,857.45 7.92%     0-10%
     Loomis Sayles & TIPS 76,314,710.26 9.34%     0-10%
     Unconstrained/Bank Loan 23,440,000.00 2.87%      
           
Aterntives         10-40%
REAL ASSETS          
    Real Estate 67,031,315.69 8.21% 10.00% 8.53% 0-10%
    Natural Resources 6,111,660.22 0.75% 3.00% 0.76% 0-5%
           
PRIVATE EQUITY 173,925,540.13 21.30% 15.00% 26.90% 5-25%
           
HEDGE FUND 65,938,497.50 8.07% 0.00% 1.35% 0-10%
           
Payroll Account 2,590,671.65 0.32% 0.00% 3.93% 0-100%
           
Total Assets  $ 816,742,036.16 100.00% 100.00% 100.00%