Office of the Treasurer
Endowment Funds
September 30, 2005 Asset Allocation ($ thousands)
Endowment Fund (Balanced Pool) (1) (2)
| |
Asset Allocation |
|
| Sector |
|
U.S. |
Int'l |
Total |
% |
| Equity |
Alliance Capital |
$88,173 |
$1,882 |
$90,055 |
12.3% |
| AllianceBernstein |
59,578 |
2,691 |
62,269 |
8.5% |
| American Century |
56,977 |
2,939 |
59,916 |
8.2% |
| Artisan Partners |
38,520 |
0 |
38,520 |
5.3% |
| EARNEST Partners |
61,042 |
0 |
61,042 |
8.3% |
| TCW Asset Mgmt |
32,427 |
0 |
32,427 |
4.4% |
| Capital Guardian- Int'l |
0 |
98,898 |
98,898 |
13.5% |
| JP Morgan |
0 |
49,715 |
49,715 |
6.8% |
| Cap Guardian- Emerg |
0 |
27,984 |
27,984 |
3.8% |
| Templeton Inv- Emerg |
0 |
28,566 |
28,566 |
3.9% |
| Total |
$336,717 |
$212,675 |
$549,392 |
|
| % |
45.9% |
29.0% |
74.9% |
|
| Target Range |
37.5 - 47.5% |
15 - 35% |
52.5 - 82.5% |
|
| |
| Alternatives: Hedge Fds |
DKR Capital |
|
|
7,302 |
1.0% |
| Ramius Capital |
|
|
7,586 |
1.0% |
| Total |
|
|
$14,888 |
|
| % |
|
|
2.0% |
|
| Target Range |
|
|
0 - 5% |
|
| |
| Alternatives: Private Eq |
Quadrangle Cap II |
|
|
91 |
0.0% |
| Vectis Life Sci I |
|
|
319 |
0.0% |
| Total |
|
|
$410 |
|
| % |
|
|
0.1% |
|
| Target Range |
|
|
0 - 5% |
|
| |
| Real Estate |
RREEF America II |
|
|
25,826 |
3.5% |
| TA Realty Fund III |
|
|
1,290 |
0.2% |
| TA Realty Fund IV |
|
|
1,400 |
0.2% |
| TA Realty Fund V |
|
|
12,661 |
1.7% |
| Total |
|
|
$41,177 |
|
| % |
|
|
5.6% |
|
| Target Range |
|
|
0 - 10% |
|
| |
| Fixed Income |
Capital Guardian |
|
|
63,035 |
8.6% |
| Pacific Investment |
|
|
64,698 |
8.8% |
| Total |
|
|
$127,733 |
|
| % |
|
|
17.4% |
|
| Target Range |
|
|
17.5 - 27.5% |
|
| Fund |
|
|
$733,600 |
100.0% |
| Gifts- to be allocated |
|
|
21,717 |
|
| |
| |
Total Fund |
|
|
$755,317 |
|
Notes:
- All amounts are U.S. Dollars; all amounts are market value.
- Percentages shown are on the base of invested assets; i.e., they do not include the gift funds to be allocated.
