Wednesday, January 27, 2010

NYCERS Assets Classes and Investemt Fees for FY-2009

I have listed below the NYCERS investment asset classes. You can also see the June 30th closing balance, the annual rate of return, and the fees for FY-2009. NYCERS does not present investment expenses in this format but it connects investment decisions with their corresponding costs.

For the record NYCERS reported that it incurred $138.2M in investment expenses but actually paid out $143.7M in FY-2009. Particularly notice the fees for the unregistered asset classes at the end of the chart.

Assest ClassValue as of EOYRate of ReturnInvestment Fees
Domestic-Indexed $10,027.49M-26.44%$295,108
Domestic- Actively Managed $2,236.12M-25.11%$5,372,371
Domestic- Minority Managers $463.38M-27.66%$3,189,767
Global-Environmental $217.49M-26.93%$1,066,542
Global-Activist $497.64M-13.96%not reported
International-Indexed $713.11M-30.68%$121,603
International-Actively Managed $2,852.50M-32.20%$9,288,427
International-Minority Managers $30.32M-30.00%$463,969
International-Emerging Markets $823.56M-31.41%$2,989.974
Domestic-Government $994.67M7.04%$261,158
Domestic-Federal-TIPS-Active $647.43M-0.56%$828,230
Domestic-Federal-TIPS-Indexed $212.83M-1.24%$13,784
Domestic-Corporate $1,641.72M2.44%$1,211,612
Domestic-Mortgage $3,145.07M6.26%$2,200,054
Domestic-High Risk $1,875.83M-1.28%$5,238,162
Domestic-Minority Managers$82.18M7.86%$311,276
Domestic-Convertible $329.56M-13.19%$1,293,305
Domestic-Distressed $116.67MNRNR
Domestic-Targeted Housing $303.65M8.92%$656,432
International $45.9MNR$27,498
International-Dollar Based $594.49-5.62%$457,874
Private Equity-Partnerships $1,900.90MNR$58,232,565
P.E. Organization Costs NANA$23,508,327
Real Estate-Partnerships $885.68MNR$13,635,566
R.E. Organization Costs NANA$1,632,330
Cash-In House $267.05M2.68%NA
General NANA$844,821
Private Equity NANA$2,361,071
Real Estate NANA$355,326
Legal Costs NANA$622,026

No comments: