8/3/2019 GTSF Investment Committee Portfolio - 11/21/2011

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Nam e Sym bo l Sect or Shares Cu rrent Pr ice Cu rrent Value Co st Basis Bu y Pr ice Pu rchase Dat e % o f Po r t f o l io P/ E % Change YTD % Change BTD

ACCENTURE ACN SR 437 $54.03 23,611.11$ 17,930.35$ $27.71 11/ 4/ 2004 3.12% 15.9 11.20% 31.68%

ALTRIA GROUP M O CS 857 $27.44 23,516.08$ 20,853.61$ $24.33 12/ 6/ 2010 3.11% 16.4 12.00% 12.77%

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n owment ort o oStocks

Monday, November 21, 2011

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APPLE AAPL TC 58 $367.99 21,343.42$ 19,316.05$ $329.93 6/ 8 / 2011 2.82% 13.3 10.50% 10.50%

DISCOVER FINANCIAL SERVICES DFS FN 683 $22.55 15,401.65$ 15,672.57$ $22.95 3/ 1 / 2011 2.04% 6.0 -1.73% -1.73%

EXXON M OBIL XOM EN 536 $76.43 40,966.48$ 31,975.61$ $59.66 3/ 30/ 2001 5.42% 9.2 2.52% 28.12%GILEAD SCIENCES INC GILD HC 622 $35.60 22,143.20$ 24,800.79$ $39.87 3/ 16/ 2011 2.93% 10.4 -10.72% -10.72%

GOOGLE GOOG TC 58 $578.41 33,547.78$ 32,494.77$ $560.77 4/ 9 / 2010 4.44% 19.7 -4.29% 3.24%

HEINZ HNZ CS 471 $50.61 23,837.31$ 21,532.99$ $45.72 10/ 23/ 2002 3.15% 16.8 2.00% 10.70%

M CDONALDS M CD CS 257 $91.67 23,559.19$ 19,647.79$ $76.45 1/ 4 / 2011 3.12% 18.0 19.91% 19.91%

M CKESSON M CK HC 297 $78.52 23,320.44$ 19,828.20$ $66.76 4/ 9 / 2010 3.08% 17.3 10.27% 17.61%

NATIONAL GRID PLC NGG EN 420 49.76 20,899.20 21,028.85 49.82 7/ 22/ 2011 2.76% 9.9 -0.62% -0.62%

NRG ENERGY NRG EN 1047 $20.22 21,170.34$ 23,264.21$ $22.22 4/ 16/ 2010 2.80% 17.7 1.97% -9.00%

UNDER ARM OUR INC UA CC 335 $75.66 25,346.10$ 23,701.09$ $70.75 4/ 26/ 2011 3.35% 45.2 6.94% 6.94%

VODAFONE VOD SR 933 $26.51 24,733.83$ 24,397.53$ $26.15 10/ 19/ 2010 3.27% 12.3 0.38% 1.38%

Nam e Sym bo l Sect o r / Typ e Shares Cu rrent Pr ice Cu rrent Value Co st Basis Bu y Pr ice Pu rchase Dat e % o f Po r t f o l io P/ E % Change YTD % Change BTD

IPATH DJ UBS GRAINS RETURN JJG ALT 502 $42.46 21,314.92$ 17,907.62$ $35.67 4/ 9 / 2010 2.82% N/ A -19.38% 19.03%

ISHARES GOLD TRUST ETF IAU ALT 2274 $16.61 37,771.14$ 36,333.50$ $15.88 7/ 28/ 2011 5.00% N/ A 3.96% 3.96%

Al t e r na t i v e I nv e s t me nt s

M ARKET VECTORS INDONESIA ETF IDX ALT 795 $27.48 21,846.60$ 24,635.00$ $30.99 6/ 8 / 2011 2.89% N/ A -11.32% -11.32%

Nam e Sym bo l Sect o r / Typ e Shares Cu rrent Pr ice Cu rrent Value Co st Basis Bu y Pr ice Pu rchase Dat e % o f Po r t f o l io P/ E % Change YTD % Change BTD

ANNALY CAPITAL M ANAGEM ENT INC NLY RT 1284 $16.06 20,621.04$ 22,875.86$ $17.82 9/ 23/ 2011 2.73% N/ A -9.86% -9.86%

DIGITAL REALITY TRUSTS,INC. DLR RT 360 $63.32 22,795.20$ 23,248.21$ $64.58 11/ 16/ 2011 3.02% N/ A -1.95% -1.95%

VENTAS VTR RT 605 $51.35 31,066.75$ 28,706.30$ $47.45 3/ 15/ 2010 4.11% N/ A 186.55% 8.22%

Fi x e d I nc ome

Real Esta te Investment Trusts

Nam e Sym bo l Sect o r / Typ e Shares Cu rrent Pr ice Cu rrent Value Co st Basis Bu y Pr ice Pu rchase Dat e % o f Po r t f o l io P/ E % Change YTD % Change BTD

FIDELITY FLOATING RATE FFRIX FI 2101.335 $9.68 20,340.92$ 20,251.46$ $9.68 4/ 16/ 2010 2.69% N/ A -1.22% 0.44%

SPDR BARCLAYS HIGH YIELD ETF JNK FI 569 $37.33 21,240.77$ 21,822.17$ $38.35 11/ 4/ 2009 2.81% N/ A -6.37% -2.66%

SPDR INTL GOVT INFLATION PROTC. BND W IP FI 415 $56.88 23,605.20$ 23,639.90$ $56.96 11/ 4/ 2009 3.12% N/ A -1.76% -0.15%

St at S& P 5 0 0

Secur it y Value at M at ur it y Co st Basis % o f Por t fo lio Va lue 1 ,1 9 5 .7 0

Ot her Cash $171,676.94 $171,676.94 22.71% YTD % Change -4.93%

$ 7 5 5 , 9 4 9 . 6 1

-8.50%

Port fol io Sta t ist ics

* The Fixed Income Hold ings are ETF's, and the re turns in th is sect ion o f t he por t fo l io do not re f lect coupon d istr ibut ions. Pure cap i ta l ga in / loss.

Cash & Cash Equiva len tsType

0.00%

Annual Yield

CASH

GT Endowme nt

Average P/ E 1 3 .0

Tot a l s Avg. T ime Held

Type Co un t o f To t al

Equ it ies 15

Alt ern at ive In vest m ent s 3

REITs 1

Fixed In com e 3

Cash & Cash Eq uivalent s 1

T o t al 2 3

2.26 Years

4 . 7 0 %

0 . 1 7

1 . 7 2

Standard Deviat ion

Treynor Rat io

Sharpe Ratio

$74,482.99 9.85%

GT Endowm entStatistic

0 . 4 7

0 . 4 4

Beta

R-Squared

$65,186.89 8.62%

$171,676.94 22.71%

$ 7 5 5 , 9 4 9 . 6 1 1 0 0 . 0 0 %

$363,670.13

$80,932.66

Cur rent Value Percent age of To tal

48.11%

10.71%

3 Ye a r Tr a i l i ng Per i od

15.6

Thi s Por t f o l i o wa s Upda t e d a t t he Fo l l owi ng Da t e : 1 1 / 2 1 / 2 0 1 1Questions or Comments Please e-mail Geoffrey Horton ( g t hor t on1 3 @ga t e c h . e du)

* Several Securit ies were pu rchased over the span of a few weeks rather t han all at once. The date r ef lects the day the trade w as f irst entered in to.

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