Austin Fire Fighters Relief & Retirement Fund  
The PlanAbout UsYour RetirementNewsLinksMinutes and Agendas  
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 June 2017
INVESTMENT MGR - % OF ACCT TOTALPayrollEQUITIESFIXED INCOMEREAL ASSETSHEDGE FUNDPRIVATE EQUITYTOTALS% OF FUND
SSGA BOND FUND-CORE BONDS0.00 0.00 74,441,899.17 0.00 0.00 0.00 74,441,899.17 8.46%
% OF ACCOUNT TOTAL0.00%0.00%8.46%0.00%0.00%0.00%8.46% 
         
WESTWOOD CAPITAL-LARGE CAP VALUE0.00 35,942,676.57 0.00 0.00 0.00 0.00 35,942,676.57 4.09%
% OF ACCOUNT TOTAL0.00%4.09%0.00%0.00%0.00%0.00%4.09% 
         
INTECH-LARGE CAP GROWTH0.00 37,259,486.76 0.00 0.00 0.00 0.00 37,259,486.76 4.24%
% OF ACCOUNT TOTAL0.00%4.24%0.00%0.00%0.00%0.00%4.24% 
         
VAUGHAN NELSON0.00 21,333,239.53 0.00 0.00 0.00 0.00 21,333,239.53 2.43%
% OF ACCOUNT TOTAL0.00%2.43%0.00%0.00%0.00%0.00%2.43% 
         
         
WESTFIELD-SMALL CAP GROWTH0.00 37,956,247.85 0.00 0.00 0.00 0.00 37,956,247.85 4.32%
% OF ACCOUNT TOTAL0.00%4.32%0.00%0.00%0.00%0.00%4.32% 
         
SSGA - INT'L VALUE0.00 27,456,330.74 0.00 0.00 0.00 0.00 27,456,330.74 3.12%
% OF ACCOUNT TOTAL0.00%3.12%0.00%0.00%0.00%0.00%3.12% 
         
BALLIE GIFFORD - INT'L0.00 72,520,771.41 0.00 0.00 0.00 0.00 72,520,771.41 8.25%
% OF ACCOUNT TOTAL0.00%8.25%0.00%0.00%0.00%0.00%8.25% 
         
S&P 500 SS INDEX-LARGE CAP CORE0.00 21,927,743.16 0.00 0.00 0.00 0.00 21,927,743.16 2.49%
% OF ACCOUNT TOTAL0.00%2.49%0.00%0.00%0.00%0.00%2.49% 
         
ING CLARION - INDEX FUND0.00 0.00 0.00 53,363,548.01 0.00 0.00 53,363,548.01 6.07%
% OF ACCOUNT TOTAL0.00%0.00%0.00%6.07%0.00%0.00%6.07% 
         
STATE STREET-Payroll Account7,420,894.07 0.00 0.00 0.00 0.00 0.00 7,420,894.07 0.84%
% OF ACCOUNT TOTAL0.84%0.00%0.00%0.00%0.00%0.00%0.84% 
         
LOOMIS SAYLES & TIPS0.00 0.00 43,123,123.12 0.00 0.00 0.00 43,123,123.12 4.90%
% OF ACCOUNT TOTAL0.00%0.00%4.90%0.00%0.00%0.00%4.90% 
         
HIGHCLERE - INT SMALL CAP0.00 41,253,193.31 0.00 0.00 0.00 0.00 41,253,193.31 4.69%
% OF ACCOUNT TOTAL0.00%4.69%0.00%0.00%0.00%0.00%4.69% 
         
DIMENSIONAL FUND ADVISORS-INT EQUITY0.00 28,309,372.96 0.00 0.00 0.00 0.00 28,309,372.96 3.22%
% OF ACCOUNT TOTAL0.00%3.22%0.00%0.00%0.00%0.00%3.22% 
         
PRIVATE EQUITY0.00 0.00 0.00 0.00 0.00 6,786,047.47 6,786,047.47 0.77%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.77%0.77% 
         
PARTNERS DISTRESSED REAL ESTATE0.00 0.00 0.00 4,797,098.39 0.00 0.00 4,797,098.39 0.55%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.55%0.00%0.00%0.55% 
         
PARTNER CL4 & CL70.00 0.00 0.00 0.00 0.00 7,116,715.01 7,116,715.01 0.81%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.81%0.81%
         
LGT CROWN GLOBAL SEC II0.00 0.00 0.00 0.00 0.00 639,776.00 639,776.00 0.07%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.07%0.07%
         
METROPOLITIAN0.00 0.00 0.00 4,221,497.95 0.00 0.00 4,221,497.95 0.48%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.48%0.00%0.00%0.48%
         
BLACKSTONE0.000.000.00 0.00 28,222,652.50 0.00 28,222,652.50 3.21%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%3.21%0.00%3.21%
         
Crown Global Opp VI0.000.000.00 0.00 0.00 7,927,009.99 7,927,009.99 0.90%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.90%0.90%
         
SANDERSON0.0039,807,343.05 0.00 0.00 0.00 0.00 39,807,343.05 4.53%
% OF ACCOUNT TOTAL0.00%4.53%0.00%0.00%0.00%0.00%4.53%
         
GREENSPRING CAPITAL PARTNERS0.000.000.00 0.00 0.00 5,289,475.36 5,289,475.36 0.60%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.60%0.60%
         
CROSS CREEK CAPITAL PARTNERS0.000.000.00 0.00 0.00 4,610,479.13 4,610,479.13 0.52%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.52%0.52%
         
LGT ASIA0.00 0.000.00 0.00 0.00 9,680,691.02 9,680,691.02 1.10%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.10%1.10%
         
BLUE BAY0.00 0.00 0.00 0.00 0.00 9,279,792.14 9,279,792.14 0.00%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.06%1.06%
         
PORTFOLIO ADVISORS0.00 0.00 0.00 0.00 0.00 10,441,600.94 10,441,600.94 0.00%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.19%1.19%
         
57 STARS GLOBAL OP0.00 0.000.00 0.00 0.00 7,542,950.29 7,542,950.29 0.86%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.86%0.86%
         
SSGA TIPS0.00 0.00 43,751,740.51 0.00 0.00 0.00 43,751,740.51 4.97%
% OF ACCOUNT TOTAL0.00%0.00%4.97%0.00%0.00%0.00%4.97%
         
LGT EUR SM BUYOUT II0.00 0.000.00 0.00 0.00 4,923,708.18 4,923,708.18 0.56%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.56%0.56%
         
LGT GLOBAL SEC III0.00 0.000.00 0.00 0.00 5,731,587.99 5,731,587.99 0.65%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.65%0.65%
         
PARTNERS GLOBAL REAL ESTATE0.00 0.000.00 5,684,671.24 0.00 0.00 5,684,671.24 0.65%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.65%0.00%0.00%0.65%
         
AETHER CAP REAL ASSETS II0.00 0.000.00 5,702,472.42 0.00 0.00 5,702,472.42 0.65%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.65%0.00%0.00%0.65% 
         
HARBOURVEST0.00 0.000.00 0.00 0.00 11,543,363.58 11,543,363.58 1.31%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.31%1.31%
         
PRIVATE ADVISORS III & V0.00%0.00%0.00%0.00%0.00%7,840,300.69 7,840,300.69 0.22%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.22%0.22%
         
PYRAMIS0.00 0.0024,200,000.00 0.00 0.00 0.00 24,200,000.00 2.75%
% OF ACCOUNT TOTAL0.00%0.00%2.75%0.00%0.00%0.00%2.75%
         
WESTERN ASSET MGMT0.00 0.000.00 0.00 0.00 16,862,831.37 16,862,831.37 1.92%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.92%1.92%
         
CROSS CREEK III0.00 0.000.00 0.00 0.00 13,631,736.29 13,631,736.29 1.55%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.55%1.55%
         
FLAG CAPITAL V & VI0.00 0.000.00 0.00 0.00 13,729,868.04 13,729,868.04 1.56%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.56%1.56%
         
AETHER CAPITAL RA III0.00 0.000.00 0.00 0.00 12,159,602.73 12,159,602.73 1.38%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%1.38%1.38%
         
GREENSPRING VI0.00%0.00%0.00%0.00%0.00%5,619,504.25 5,619,504.25 0.02%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.02%0.02%
         
Aberdeen Emer Mk0.00%0.00%0.00%0.00%0.00%45,977,117.38 45,977,117.38 0.00%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.00%0.00%
         
DEUT AL SEC OPP III0.00%0.00%0.00%0.00%0.00%4,604,185.77 4,604,185.77 0.00%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.02%0.02%
         
CCP IRONSIDES III0.00%0.00%0.00%0.00%0.00%8,880,187.38 8,880,187.38 0.00%
% OF ACCOUNT TOTAL0.00%0.00%0.00%0.00%0.00%0.02%0.02%
TOTALS7,420,894.07 363,766,405.34 185,516,762.80 73,769,288.01 28,222,652.50 220,818,531.00 879,514,533.72 100.00%
% OF ACCOUNT TOTAL0.84%41.36%21.09%8.39%3.21%25.11%100.00% 
       



CITY OF AUSTIN FIREFIGHTERS RETIREMENT AND RELIEF FUND
ASSET ALLOCATION
AS OF June 2017
ASSETMARKET VALUE% OF TOTAL ASSETSOP PROCED TARGETASSET CLASS %INV. POLICY RANGE
      
   
GLOBAL EQUITIES  22.00%23.97%30-55%
International Stocks218,656,465.21 24.29%   
      
US DOMESTIC EQUITIES 20.00%22.49%13.27%
Small Cap Stock    
Small Cap-Growth38,516,138.30 4.28%   
Small Cap-Core0.00 0.00%   
Small Cap-Value10,441,600.94 1.16%   
Micro Cap-Value9,639,769.11 1.07%   
Mid Cap Stock    
Mid Cap-Growth0.00 0.00%  
Mid Cap-Value0.00 0.00%   
Large Cap Stock    
Large Cap Stock-Growth38,249,702.91 4.25%   
Large Cap Stock-Core17,225,107.70 1.91%   
Large Cap Stock-Value36,642,152.05 4.07%   
Large Cap Enhanced23,868,267.62 2.65%   
      
DOMESTIC FIXED INCOME  30.00%12.07%20-40%
Core Bonds74,684,421.65 8.30%  0-10%
Loomis Sayles & TIPS86,924,103.98 9.66% 0-10%
Unconstrained/Bank Loan24,420,000.00 2.71%   
      
Aterntives    10-40%
REAL ASSETS    
Real Estate70,712,754.50 7.86%10.00%8.53%0-10%
Natural Resources5,796,530.55 0.64%3.00%0.76%0-5%
      
PRIVATE EQUITY201,999,135.48 22.44%15.00%26.90%5-25%
      
HEDGE FUND10,394,184.71 1.15%0.00%1.35%0-10%
      
Payroll Account31,955,142.07 3.55%0.00%3.93%0-100%
      
      
      
Total Assets $900,125,476.78 100.00%100.00%100.00%