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CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND

CURRENT HOLDINGS AT NET ASSET VALUE

AS OF NOVEMBER 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 64,647,715.83 0.00 0.00 0.00 64,647,715.83 7.81%
% OF ACCOUNT TOTAL 0.00% 0.00% 7.81% 0.00% 0.00% 0.00% 7.81%  
                 
WESTWOOD CAPITAL-LARGE CAP VALUE 0.00 31,120,102.05 0.00 0.00 0.00 0.00 31,120,102.05 3.76%
% OF ACCOUNT TOTAL 0.00% 3.76% 0.00% 0.00% 0.00% 0.00% 3.76%  
                 
INTECH-LARGE CAP GROWTH 0.00 31,987,715.66 0.00 0.00 0.00 0.00 31,987,715.66 3.87%
% OF ACCOUNT TOTAL 0.00% 3.87% 0.00% 0.00% 0.00% 0.00% 3.87%  
                 
INTECH-ENHANCED 0.00 20,423,313.12 0.00 0.00 0.00 0.00 20,423,313.12 2.47%
% OF ACCOUNT TOTAL 0.00% 2.47% 0.00% 0.00% 0.00% 0.00% 2.47%  
                 
WESTFIELD-SMALL CAP GROWTH 0.00 31,183,317.46 0.00 0.00 0.00 0.00 31,183,317.46 3.77%
% OF ACCOUNT TOTAL 0.00% 3.77% 0.00% 0.00% 0.00% 0.00% 3.77%  
                 
SSGA - INT'L VALUE 0.00 24,193,459.94 0.00 0.00 0.00 0.00 24,193,459.94 2.92%
% OF ACCOUNT TOTAL 0.00% 2.92% 0.00% 0.00% 0.00% 0.00% 2.92%  
                 
BALLIE GIFFORD - INT'L 0.00 61,919,871.80 0.00 0.00 0.00 0.00 61,919,871.80 7.48%
% OF ACCOUNT TOTAL 0.00% 7.48% 0.00% 0.00% 0.00% 0.00% 7.48%  
                 
S&P 500 SS INDEX-LARGE CAP CORE 0.00 23,080,273.36 0.00 0.00 0.00 0.00 23,080,273.36 2.79%
% OF ACCOUNT TOTAL 0.00% 2.79% 0.00% 0.00% 0.00% 0.00% 2.79%  
                 
ING CLARION - INDEX FUND 0.00 0.00 0.00 51,643,513.00 0.00 0.00 51,643,513.00 6.24%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 6.24% 0.00% 0.00% 6.24%  
                 
STATE STREET-Payroll Account 8,022,744.92 0.00 0.00 0.00 0.00 0.00 8,022,744.92 0.97%
% OF ACCOUNT TOTAL 0.97% 0.00% 0.00% 0.00% 0.00% 0.00% 0.97%  
                 
LOOMIS SAYLES & TIPS 0.00 0.00 42,672,672.67 0.00 0.00 0.00 42,672,672.67 5.16%
% OF ACCOUNT TOTAL 0.00% 0.00% 5.16% 0.00% 0.00% 0.00% 5.16%  
                 
HIGHCLERE - INT SMALL CAP 0.00 35,973,178.68 0.00 0.00 0.00 0.00 35,973,178.68 4.35%
% OF ACCOUNT TOTAL 0.00% 4.35% 0.00% 0.00% 0.00% 0.00% 4.35%  
                 
DIMENSIONAL FUND ADVISORS-INT EQUITY 0.00 24,407,162.06 0.00 0.00 0.00 0.00 24,407,162.06 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 6,963,677.69 6,963,677.69 0.84%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.84% 0.84%  
                 
PARTNERS DISTRESSED REAL ESTATE 0.00 0.00 0.00 4,621,445.94 0.00 0.00 4,621,445.94 0.56%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.56% 0.00% 0.00% 0.56%  
                 
PARTNER DISTRESSED PE & EMERG MKT 0.00 0.00 0.00 0.00 0.00 7,332,973.19 7,332,973.19 0.89%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.89% 0.89%  
                 
LGT CROWN GLOBAL SEC II 0.00 0.00 0.00 0.00 0.00 686,059.14 686,059.14 0.08%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.08% 0.08%  
                 
METROPOLITIAN 0.00 0.00 0.00 5,158,794.02 0.00 0.00 5,158,794.02 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 26,624,657.50 0.00 26,624,657.50 3.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 3.22% 0.00% 3.22%  
                 
EVANSTON 0.00 0.00 0.00 0.00 40,428,570.00 0.00 40,428,570.00 4.89%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 4.89% 0.00% 4.89%  
                 
SANDERSON 0.00 34,667,995.66 0.00 0.00 0.00 0.00 34,667,995.66 4.19%
% OF ACCOUNT TOTAL 0.00% 4.19% 0.00% 0.00% 0.00% 0.00% 4.19%  
                 
GREENSPRING CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 9,312,675.92 9,312,675.92 1.13%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.13% 1.13%  
                 
CROSS CREEK CAPITAL PARTNERS 0.00 0.00 0.00 0.00 0.00 3,629,925.00 3,629,925.00 0.44%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.44% 0.44%  
                 
LGT ASIA 0.00 0.00 0.00 0.00 0.00 9,041,743.99 9,041,743.99 1.09%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.09% 1.09%  
                 
BLUE BAY 0.00 0.00 0.00 0.00 0.00 8,079,222.87 8,079,222.87 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.98% 0.98%  
                 
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 6,160,668.46 6,160,668.46 0.74%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.74% 0.74%  
                 
SSGA TIPS 0.00 0.00 33,799,351.28 0.00 0.00 0.00 33,799,351.28 4.08%
% OF ACCOUNT TOTAL 0.00% 0.00% 4.08% 0.00% 0.00% 0.00% 4.08%  
                 
LGT EUR SM BUYOUT II 0.00 0.00 0.00 0.00 0.00 3,834,309.73 3,834,309.73 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 5,309,531.00 5,309,531.00 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 5,358,482.78 0.00 0.00 5,358,482.78 0.65%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.65% 0.00% 0.00% 0.65%  
                 
AETHER CAP REAL ASSETS II 0.00 0.00 0.00 5,296,636.09 0.00 0.00 5,296,636.09 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 10,139,567.13 10,139,567.13 1.23%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.23% 1.23%  
                 
PRIVATE ADVISORS III & V 0.00% 0.00% 0.00% 0.00% 0.00% 18,652,761.75 18,652,761.75 0.22%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.22% 0.22%  
                 
PYRAMIS 0.00 0.00 23,560,000.00 0.00 0.00 0.00 23,560,000.00 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 0.00 0.00 0.00 16,251,512.48 16,251,512.48 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 13,023,345.11 13,023,345.11 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 9,611,919.89 9,611,919.89 1.16%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.16% 1.16%  
                 
AETHER CAPITAL RA III 0.00 0.00 0.00 0.00 0.00 10,303,607.46 10,303,607.46 1.25%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 1.25% 1.25%  
                 
GREENSPRING VI 0.00% 0.00% 0.00% 0.00% 0.00% 5,702,007.06 5,702,007.06 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% 43,942,978.95 43,942,978.95 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% 6,130,409.31 6,130,409.31 0.00%
% OF ACCOUNT TOTAL 0.00% 0.00% 0.00% 0.00% 0.00% 0.02% 0.02%  
                 
TOTALS 8,022,744.92 318,956,389.79 164,679,739.78 72,078,871.83 67,053,227.50 196,630,401.50 827,421,375.32 100.00%
% OF ACCOUNT TOTAL 0.97% 38.55% 19.90% 8.71% 8.10% 23.76% 100.00%  
 

CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF NOVEMBER 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 181,161,668.14 21.89%      
           
US DOMESTIC EQUITIES     20.00% 22.49% 13.27%
Small Cap Stock          
     Small Cap-Growth 31,183,317.46 3.77%      
     Small Cap-Core 0.00 0.00%      
     Small Cap-Value 0.00 0.00%      
     Micro Cap-Value 8,079,222.87 0.98%      
Mid Cap Stock          
     Mid Cap-Growth 0.00 0.00%      
     Mid Cap-Value 0.00 0.00%      
Large Cap Stock          
     Large Cap Stock-Growth 31,987,715.66 3.87%      
     Large Cap Stock-Core 23,080,273.36 2.79%      
     Large Cap Stock-Value 31,120,102.05 3.76%      
     Large Cap Enhanced 20,423,313.12 2.47%      
           
DOMESTIC FIXED INCOME     30.00% 12.07% 20-40%
     Core  Bonds 64,647,715.83 7.81%     0-10%
     Loomis Sayles & TIPS 76,472,023.95 9.24%     0-10%
     Unconstrained/Bank Loan 23,560,000.00 2.85%      
           
Aterntives         10-40%
REAL ASSETS          
    Real Estate 66,782,235.74 8.07% 10.00% 8.53% 0-10%
    Natural Resources 5,296,636.09 0.64% 3.00% 0.76% 0-5%
           
PRIVATE EQUITY 188,551,178.63 22.79% 15.00% 26.90% 5-25%
           
HEDGE FUND 67,053,227.50 8.10% 0.00% 1.35% 0-10%
           
Payroll Account 8,022,744.92 0.97% 0.00% 3.93% 0-100%
           
Total Assets  $ 827,421,375.32 100.00% 100.00% 100.00%