CAFR - sdcera
CAFR - sdcera
CAFR - sdcera
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I N V E S T M E N T S /<br />
P O R T F O L I O<br />
SUMMARY OF RETIREMENT PORTFOLIO BY MANAGER/ASSET TYPE<br />
AS OF JUNE 30, 2007<br />
Securities Description Asset Type Market Value<br />
Domestic Equity<br />
S&P 500 Enhanced S&P 500 Index 1,579,425,235<br />
Dimensional Fund Advisors Value-Small Cap 274,557,109<br />
Duncan Hurst Capital Management Growth-Small/Micro Cap 189,340,160<br />
Baillie Gifford Emerging Markets 81,543,275<br />
Zazove Associates Convertible Preferred 39,148,926<br />
Nicholas Applegate Convertible Bond Convertible Preferred 23,869,255<br />
Artisan Partners Large Cap Growth 20,967,421<br />
Mondrian Investment Partners Large Cap Value 9,941,911<br />
Pyramis Global Advisors Large Cap Growth 6,224,942<br />
Oaktree Capital Management LLC Convertible Preferred 3,919,664<br />
Unallocated Securities Other 100,528<br />
Total Domestic Equity 2,229,038,426<br />
International Equity<br />
Pyramis Global Advisors Core 489,130,239<br />
Mondrian Investment Partners Large Cap Value 430,771,900<br />
Artisan Partners Large Cap Growth 376,719,435<br />
Capital Guardian Trust Company Small Cap 368,697,647<br />
Genesis Emerging Markets 279,913,380<br />
Baillie Gifford Emerging Markets 179,005,546<br />
Beren’s Capital Emerging Markets 29,673,051<br />
Barclay’s Global Investors Currency Overlay 23,576,282<br />
Pimco Foreign Currency 821,667<br />
Unallocated Securities Foreign Currency 658<br />
Western Asset Management Foreign Exchange Contracts (13,066)<br />
Zazove Associates Exchange Contracts (66,237)<br />
Mellon Capital Currency Overlay (538,941)<br />
Colchester Global Exchange Contracts (27,356,716)<br />
Total International Equity 2,150,334,845<br />
Total Equity 4,379,373,271<br />
Fixed Income<br />
PIMCO Tips Inflation Protection 620,850,546<br />
Colchester Global Global 432,240,705<br />
Ashmore Emerging Markets Emerging Markets Debt 417,840,971<br />
PIMCO Domestic 218,191,874<br />
PIMCO Global Ex U.S. 172,576,487<br />
Oaktree Capital Management High Yield 129,201,387<br />
Nicholas Applegate Convertible Convertibles 109,710,020<br />
TCW Asset Management Company Strategic MBS 77,457,648<br />
Managed Futures Managed Futures 72,745,253<br />
Zazove Associates High Yield Convertible 67,344,696<br />
Goldentree High Yield 55,776,495<br />
TCW Asset Management Company Mortgage Backed 46,144,383<br />
Standish Mellon Excess Earnings Excess Earnings (2,855,225)<br />
Total Fixed Income 2,417,225,240<br />
Real Estate, Alternative Equity and Other<br />
Cash and Securities for Commodity Swaps Commodity Swaps 471,484,330<br />
Real Estate Real Estate 455,994,184<br />
Bridgewater All Weather All Weather 344,164,885<br />
Alternative Equity Alternative Equity 311,717,734<br />
Cash Cash 271,308,982<br />
Overlay Cash and Securities Overlay Cash and Securities 58,468,456<br />
Other Assets and Liabilities Other (265,231,941)<br />
Net Investment Portfolio 8,444,505,141<br />
54 COMPREHENSIVE ANNUAL FINANCIAL REPORT 2007