Monday, February 27, 2012

Endowment Portfolio
Stocks
Name

Symbol

Sector

Shares

Current Price

Buy Price

Purchase Date

% of Portfolio

P/E

% Change YTD

ACCENTURE

ACN

SR

437

$59.41

Current Value
25,962.17

Cost Basis
17,930.35

$27.71

11/4/2004

3.17%

16.8

12.20%

% Change BTD
44.79%

ALTRIA GROUP

MO

CS

857

$29.70

25,452.90

20,853.61

$24.33

12/6/2010

3.11%

18.3

3.99%

22.06%

AMAZON

AMZN

CC

109

$178.89

19,499.01

23,587.72

$216.40

11/9/2011

2.38%

130.8

-0.08%

-17.33%

APPLE

AAPL

TC

47

$516.39

24,270.33

19,316.05

$329.93

6/8/2011

2.97%

14.9

25.57%

25.65%

CATERPILLAR

CAT

IN

212

$116.00

24,592.00

24,557.02

$115.84

2/21/2011

3.01%

15.7

23.43%

0.14%

EXXON MOBIL

XOM

EN

364

$87.02

31,675.28

31,975.61

$59.66

3/30/2001

3.87%

10.4

1.19%

-0.94%

GOOGLE

GOOG

TC

37

$606.11

22,426.07

27,960.56

$560.77

4/9/2010

2.74%

20.5

-8.91%

-19.79%

HEINZ

HNZ

CS

471

$53.76

25,320.96

21,532.99

$45.72

10/23/2002

3.09%

17.8

0.50%

17.59%

MASTERCARD

MA

FN

41

$406.10

16,650.10

15,479.45

$377.55

12/7/2011

2.04%

28.0

10.24%

7.56%

MCDONALDS

MCD

CS

257

$100.81

25,908.17

19,647.79

$76.45

1/4/2011

3.17%

19.0

1.99%

31.86%
21.48%

MCKESSON

MCK

HC

297

$81.10

24,086.70

19,828.20

$66.76

4/9/2010

2.94%

16.0

1.96%

NATIONAL GRID PLC

NGG

EN

420

$50.89

21,373.80

21,028.85

$49.82

7/22/2011

2.61%

10.4

3.60%

1.64%

NOBEL ENERGY INC

NBL

EN

249

$104.48

26,015.52

23,264.21

$22.22

12/7/2011

3.18%

41.2

6.87%

11.83%
6.01%

QUALCOMM

QCOM

TC

390

$63.51

24,768.90

23,364.44

$54.85

12/7/2011

3.03%

24.3

14.91%

SPDR SELECT FINANCIALS

XLF

FN

1142

$14.72

16,810.24

15,999.60

$14.01

1/30/2012

2.05%

11.0

10.34%

5.07%

SPDR SELECT INDUSTRIALS

XLI

IN

436

$37.49

16,345.64

15,793.72

$36.22

1/24/2012

2.00%

13.0

8.70%

3.49%

SPDR SELECT HEALTH CARE

XLV

HC

670

$36.01

24,126.70

23,962.61

$35.77

1/30/2012

2.95%

13.0

2.50%

0.68%

UNDER ARMOUR INC

UA

CC

335

$82.40

27,604.00

23,701.09

$70.75

4/26/2011

3.37%

46.4

14.16%

16.47%

VANGUARD CON STAPLES ETF

VDC

CS

293

$83.11

24,351.23

23,842.93

$81.38

1/24/2012

2.98%

15.0

1.99%

2.13%

VODAFONE

VOD

SR

933

$27.38

25,545.54

24,397.53

$26.15

10/19/2010

3.12%

12.6

-3.06%

4.71%

Alternative Investments
Name

Symbol

Sector/Type

Shares

Current Price

Buy Price

Purchase Date

% of Portfolio

P/E

% Change YTD

% Change BTD

IPATH DJ UBS GRAINS RETURN

JJG

ALT

502

$45.22

Current Value
22,700.44

Cost Basis
17,907.62

$35.67

4/9/2010

2.77%

N/A

-1.05%

26.76%

ISHARES GOLD TRUST ETF

IAU

ALT

2274

$17.35

39,453.90

36,333.50

$15.88

7/28/2011

4.82%

N/A

10.93%

8.59%

MARKET VECTORS INDONESIA ETF

IDX

ALT

795

$29.35

23,333.25

24,635.00

$30.99

6/8/2011

2.85%

N/A

0.86%

-5.28%

Real Estate Investment Trusts

Name

Symbol

Sector/Type

Shares

Current Price

Buy Price

Purchase Date

% of Portfolio

P/E

% Change YTD

% Change BTD

ANNALY CAPITAL MANAGEMENT INC

NLY

RT

1284

$16.63

Current Value
21,352.92

Cost Basis
22,875.86

$17.82

9/23/2011

2.61%

N/A

3.48%

-6.66%

DIGITAL REALITY TRUSTS,INC.

DLR

RT

360

$70.90

25,524.00

23,248.21

$64.58

11/16/2011

3.12%

N/A

6.86%

9.79%

VANGUARD REIT ETF

VNQ

RT

390

$61.62

24,031.80

23,991.97

$61.52

1/30/2012

2.94%

N/A

5.35%

0.17%

VENTAS

VTR

RT

547

$56.77

31,053.19

28,706.30

$47.45

3/15/2010

3.80%

N/A

2.12%

8.18%

Fixed Income
Name

Symbol

Sector/Type

Shares

Current Price

Buy Price

Purchase Date

% of Portfolio

P/E

% Change YTD

% Change BTD

FIDELITY FLOATING RATE

FFRIX

FI

2101.335

$9.79

Current Value
20,572.07

Cost Basis
20,251.46

$9.68

4/16/2010

2.51%

N/A

1.45%

1.58%

SPDR BARCLAYS HIGH YIELD ETF

JNK

FI

569

$39.92

22,714.48

21,822.17

$38.35

11/4/2009

2.78%

N/A

3.26%

4.09%

SPDR INTL GOVT INFLATION PROTC. BND

WIP

FI

415

$60.06

24,924.90

23,639.90

$56.96

11/4/2009

3.05%

N/A

4.89%

5.44%

VANGUARD TOTAL BOND MKT ETF

BND

FI

285

$83.78

23,877.30

23,850.88

$83.69

1/24/2012

2.92%

N/A

0.60%

0.11%

* The Fixed Income Holdings are ETF's, and the returns in this section of the portfolio do not reflect coupon distributions. Pure capital gain/loss.

Portfolio Statistics
Cash & Cash Equivalents

GT Endowment

S&P 500

Security

Annual Yield

Type

Value at Maturity

Cost Basis

% of Portfolio

Value

$818,160.51

1,366.30

Other Cash

0.00%

CASH

$65,837.00

$65,837.00

8.05%

YTD % Change

5.37%

8.64%

Average P/E

24.0

13.0

Avg. Time Held

1.93 Years

Totals

Stat

3 Year Trailing Period

Type

Current Value

Percentage of Total

Count of Total

Equities

$472,785.26

57.79%

20

Statistic

GT Endowment

Alternative Investments

$85,487.59

10.45%

Beta

0.38

REITs

$101,961.91

12.46%

R-Squared

0.22

Fixed Income

$92,088.75

11.26%

Standard Deviation

4.70%

Cash & Cash Equivalents

$65,837.00

8.05%

Treynor Ratio

0.10

Total

$818,160.51

100.00%

28

Sharpe Ratio

0.80

* Several Securities were purchased over the span of a few weeks rather than all at once. The date reflects the day the trade was first entered in to.

Questions or Comments Please e-mail Geoffrey Horton (gthorton13@gatech.edu)

This Portfolio was Updated at the Following Date:

2/27/2012