Report of the Treasurer for the Year Ended December 31, 2011 (2012)
Chapter: SCHEDULE 2-A Endowment, Trust, and Other Long-term Investments Pool - Change in Valuation and Market Value Summary
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SCHEDULE 2 Endowment, Trust, and Other Long-term Investments Pool Asset Allocation as of December 31, 2011
Next Chapter: II. Private Contributions
Suggested Citation:
"SCHEDULE 2-A Endowment, Trust, and Other Long-term Investments Pool - Change in Valuation and Market Value Summary." National Academy of Sciences. 2012. Report of the Treasurer for the Year Ended December 31, 2011. Washington, DC: The National Academies Press.
doi: 10.17226/13445.
Change in Valuation from 12/31/10 to 12/31/11
(Dollars in Thousands)
| Market Value at 12/31/10 | $ | 383,929 |
| Realized Capital Gains | 4,486 | |
| Unrealized Capital Gains | (40,448) | |
| Reinvested Income | 13,687 | |
| Contributions | 5,987 | |
| Expenditures and Transfers | (15,465) | |
| Market Value at 12/31/11 | $ | 352,176 |
Holdings and Market Value Summary as of 12/31/11
(Dollars in Thousands)
| U.S. Large Cap Equities | ||
| Berkshire Hathaway A | $ | 19,279 |
| Berkshire Hathaway B | 34 | |
| Oil Service Holders Trust | 3,183 | |
| Vanguard Institutional Index | 804 | |
| Vanguard Precious Metals & Mining | 5,713 | |
| Materials Select Sector SPDR | 5,872 | |
| Powershares Water Portfolio | 2,764 | |
| Vanguard Energy Fund | 3,811 | |
| Wisdomtree Large Cap Dividend | 6,534 | |
| Subtotal | $ | 47,994 |
| U.S. Small - Mid Cap Equities | ||
| Guggenheim Solar Energy | $ | 136 |
| First Trust NASDAQ Clean Edge | 337 | |
| First Trust Global Wind Energy | 278 | |
| ISHARES S&P Glbl Clean Energy | 187 | |
| Powershares Cleantech Portfolio | 503 | |
| Powershares Wilderhill Clean Energy | 254 | |
| SPDR S&P Biotech ETF | 6,374 | |
| Vanguard Extended Market Index | 7,179 | |
| Vanguard Small Cap Index | 5,557 | |
| Other | 188 | |
| Subtotal | $ | 20,993 |
| Non-U.S. Developed Equities | ||
| Dodge & Cox International | $ | 7,396 |
| Driehaus International Discovery | 9,877 | |
| Templeton Institutional | 8,876 | |
| Vanguard European Stock Index | 693 | |
| Vanguard Pacific Stock Index | 4 440 | |
| Vanguard International Growth | 8,721 | |
| Vanguard International Value | 8,385 | |
| Matthews Asia Dividend Fund | 2,648 | |
| Subtotal | $ | 51,036 |
| Non-U.S. Emerging Equities | ||
| Capital Int’l Emerging Market | $ | 19,684 |
| Templeton Emerging Market | 17,689 | |
| Wisdomtree Emerging Markets | 5,727 | |
| Subtotal | $ | 43,100 |
| Real Estate Equities | ||
| iShares Dow Jones RE Index | $ | 5,955 |
| Third Avenue RE Fund | 4,894 | |
| Subtotal | $ | 10,849 |
| U.S. Fixed Income | ||
| PIMCO Funds Total Return | $ | 16,958 |
| Cash Equivalents | 28,429 | |
| Other | 80 | |
| Subtotal | $ | 45,467 |
| Non-U.S. Fixed Income | ||
| PIMCO Foreign Bond | $ | 15,984 |
| PIMCO Developing | 5,880 | |
| Subtotal | $ | 21,864 |
| Hedge Funds | ||
| Goldman Sachs Princeton | $ | 26,540 |
| Tactician Windward | 2 448 | |
| Makena Capital Associates | 11,224 | |
| Maverick Fund Ltd | 7,725 | |
| Platinum Fund | 7 963 | |
| Tiedmann Global Emerging Markets | 3,141 | |
| Renaissance Inst’l Equities | 14,438 | |
| Renaissance Inst’l Futures | 11,839 | |
| Subtotal | $ | 85,318 |
| Other Alternative Investments | $ | 25,555 |
| GRAND TOTAL | $ | 352,176 |
Suggested Citation:
"SCHEDULE 2-A Endowment, Trust, and Other Long-term Investments Pool - Change in Valuation and Market Value Summary." National Academy of Sciences. 2012. Report of the Treasurer for the Year Ended December 31, 2011. Washington, DC: The National Academies Press.
doi: 10.17226/13445.
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