Monthly investment returns, 06/30/2014

              Asset Class
Market
Value
($000s)
Actual
Allocation
(%)
Target
Allocation
(%)
Over/
Under
(%)
Total Portfolio 2,228,994 100.00 100.00
Global Equity 1,461,080 65.57 60.00 5.57
US Large Cap Equity 427,096 19.17 15.00 4.17
Long/Short Equity 276,184 12.39 15.00 -2.61
Private Equity 209,558 9.40 10.00 -0.60
US Small/Mid Cap Equity 247,742 11.12 5.00 6.12
Emerging Markets Equity 83,957 3.77 5.00 -1.23
Int'l Developed Markets Equity 216,542 9.72 10.00 -0.28
Global Fixed Income 602,037 26.99 25.00 1.99
Low Volatility Strategies 194,031 8.71 10.00 -1.29
Global Fixed Income 407,414 18.28 15.00 3.28
Global Real Assets 140,284 6.30 15.00 -8.70
Commodities 24,992 1.12 5.00 -3.88
Core Real Estate 79,560 3.57 5.00 -1.43
Opportunistic Real Estate 35,732 1.60 5.00 -3.40
Cash and Equivalents 25,594 1.15 0.00 1.15
Oklahoma Police Pension & Retirement System
For the Periods Ending June 30, 2014
Actual Allocation
Opportunistic Real
Estate
1.6%
Cash and
Equivalents
1.1%
Commodities
1.1%
Core Real Estate
3.6%
Global Fixed
Income
18.3%
Low Volatility
Strategies
8.7% Int'l Developed
Markets Equity
9.7%
Emerging Markets
Equity
3.8%
US Small/Mid Cap
Equity
11.1%
Private Equity
9.4%
Long/Short Equity
12.4%
US Large Cap
Equity
19.2%
Target Allocation
Long/Short Equity
15.0%
Private Equity
10.0%
US Small/Mid Cap
Equity
5.0%
Emerging Markets
Equity
5.0%
Low Volatility
Strategies
10.0% Int'l Developed
Markets Equity
10.0%
US Large Cap
Equity
15.0%
Opportunistic Real
Estate
5.0%
Commodities
5.0%
Core Real Estate
5.0%
Global Fixed
Income
15.0%
© 2014 Asset Consulting Group All Rights Reserved
Market
Value
($000s)
Actual
Allocation
(%)
1
Month
(%)
3
Months
(%)
YTD
(%)
FYTD
(%)
3
Years
(%)
5
Years
(%)
10
Years
(%)
Total Portfolio 2,228,994 100.00 1.57 3.31 5.21 15.50 9.47 11.65 7.26
Total Portfolio Net of Fees 1.54 3.20 4.98 14.99 9.08 11.30 7.00
Total Fund Policy 1 1.43 4.18 5.79 17.30 10.69 13.40 6.90
Equity Composite 1,461,080 65.57 2.05 3.97 5.60 19.08 11.29 13.90 7.62
MSCI ACWI 1.93 5.22 6.50 23.57 10.85 14.87 8.02
Fixed Income Composite 2 602,037 26.99 0.70 2.02 4.83 9.48 6.10 8.19 6.46
Barclays Universal 0.15 2.19 4.18 5.20 4.21 5.57 5.26
Real Assets Composite 140,284 6.30 0.69 2.78 3.98 10.88 9.15 5.86 6.52
NFI ODCE Net as of 03/14 -- -- 2.29 8.82 11.99 6.31 6.18
OK Invest 16,449 0.74 -- -- -- -- -- -- --
Cash 9,145 0.41 -- -- -- -- -- -- --
1
2
Oklahoma Police Pension & Retirement System
For the Periods Ending June 30, 2014
The Policy Index is comprised of the following indices: 65% MSCI ACWI, 30% Barclays Capital Universal and 5% NFI ODCE (net) as of August 1, 2012. From November 1, 2007 to July 31, 2012 the Policy Index was comprised of 55%
Russell 3000, 10% MSCI EAFE, 30% Barclays Capital Universal, and 5% NFI ODCE (net) . From June 1, 2007 to October 31, 2007 the Policy Index was comprised of the following indices: 55% Russell 3000, 35% Barclays Capital
Universal, and 10% MSCI EAFE. Prior to that the Policy Index was comprised of the following indices: 55% Russell 3000, 35% Barclays Capital Aggregate, and 10% MSCI EAFE.
Total Fixed Income includes $591,993 for cash and illiquid securities in terminated account with Overseas CAP Partners.
© 2014 Asset Consulting Group All Rights Reserved
Market
Value
($000s)
Actual
Allocation
(%)
1
Month
(%)
3
Months
(%)
YTD
(%)
FYTD
(%)
3
Years
(%)
5
Years
(%)
10
Years
(%)
Equity Managers
Large Core
Mellon Cap Passive (08/98) 1 427,096 19.17 2.27 5.13 7.28 25.37 16.62 19.27 8.25
Russell 1000 2.27 5.11 7.28 25.37 16.63 19.25 8.19
Large Cap Equity Total 427,096 19.17 -- -- -- -- -- -- --
Small/Mid Value
Boston Partners (07/97) 138,988 6.24 3.27 3.99 6.21 26.91 17.72 21.88 10.99
Russell 2500 Value 4.33 4.19 7.86 24.94 16.02 21.59 9.41
Small/Mid Growth
Cortina (02/14) 47,650 2.14 5.29 -4.94 -- -- -- -- --
Russell 2000 Growth 6.20 1.73 2.22 24.74 14.48 20.49 9.04
Mellon Small Cap Growth Index Fund (02/14) 61,104 2.74 6.18 1.74 -- -- -- -- --
Russell 2000 Growth 6.20 1.73 2.22 24.74 14.48 20.49 9.04
Small/Mid Cap Equity Totay 247,742 11.12 -- -- -- -- -- -- --
Long/Short Equity
Grosvenor (11/03) 274,978 12.34 0.57 1.45 1.43 11.77 7.22 7.70 5.26
Attalus Capital (07/06) 2 1,205 0.05 -- -- -- -- -- -- --
MSCI ACWI 1.93 5.22 6.50 23.57 10.85 14.87 8.02
HFRI FOF Strategic 1.03 1.53 2.11 8.82 3.57 4.70 3.93
Long/Short Total 276,184 12.39 -- -- -- -- -- -- --
International Equity
Baring Focused Int'l Equity (03/12) 87,440 3.92 2.44 3.41 0.21 13.91 -- -- --
MSCI ACWI ex US 1.72 5.25 5.89 22.27 6.22 11.60 8.22
MSCI EAFE 0.99 4.34 5.14 24.08 8.59 12.26 7.42
Mondrian Int'l Value (05/04) 129,102 5.79 1.47 5.44 9.31 27.77 9.70 12.44 8.43
MSCI EAFE 0.99 4.34 5.14 24.08 8.59 12.26 7.42
Vontobel Emerging Markets (03/12) 55,904 2.51 3.33 7.77 10.23 9.70 -- -- --
MSCI Emerging Markets 2.70 6.70 6.30 14.66 -0.07 9.57 12.29
Wasatch EM Small Cap (09/12) 28,054 1.26 1.22 5.98 2.63 3.76 -- -- --
MSCI EM SC 1.83 5.31 9.10 14.54 0.90 11.80 13.67
International Equity Total 300,499 13.48 -- -- -- -- -- -- --
Private Equity Total 209,558 9.40 0.88 6.04 11.22 16.03 11.07 13.63 11.15
Total Equity Composite 1,461,080 65.57 2.05 3.97 5.60 19.08 11.29 13.90 7.62
MSCI ACWI 1.93 5.22 6.50 23.57 10.85 14.87 8.02
1
2
Oklahoma Police Pension & Retirement System
For the Periods Ending June 30, 2014
Due to contributions and withdrawals in this account, the returns may differ from the performance of the fund.
Market value reflects manager holdback amount.
© 2014 Asset Consulting Group All Rights Reserved
Market
Value
($000s)
Actual
Allocation
(%)
1
Month
(%)
3
Months
(%)
YTD
(%)
FYTD
(%)
3
Years
(%)
5
Years
(%)
10
Years
(%)
Fixed Income Managers
Global Fixed Income
Agincourt (10/99) 172,220 7.73 0.06 2.19 4.10 5.11 4.37 6.24 5.37
Oaktree Cap Mgmt. (02/98) 138,939 6.23 0.82 1.84 5.01 11.98 9.01 12.55 8.42
Barclays US Aggregate 0.05 2.04 3.92 4.38 3.67 4.87 4.94
Loomis Sayles (06/08) 96,256 4.32 0.93 2.62 5.62 7.89 3.09 6.58 --
Citigroup World Govt Bond 0.80 2.28 5.00 6.85 1.57 3.60 4.82
Low Volatility Strategies
PAAMCO (10/02) 194,031 8.71 1.06 1.71 4.96 12.64 7.32 8.04 5.84
HFRI FOF Conservative 0.39 0.87 2.17 6.21 3.31 4.02 2.76
Fixed Income Composite 1 602,037 26.99 0.70 2.02 4.83 9.48 6.10 8.19 6.46
Barclays Universal 0.15 2.19 4.18 5.20 4.21 5.57 5.26
Real Assets
Core Real Estate
JP Morgan (12/07) 79,560 3.57 1.17 3.26 5.71 14.10 13.47 10.38 --
NFI ODCE Net as of 03/14 -- -- 2.29 8.82 11.99 6.31 6.18
Opportunistic Real Estate
Private Real Estate 31,744 1.42 0.00 4.80 9.70 11.78 -- -- --
Columbus Square (01/97) 3,989 0.18 1.04 3.55 7.33 16.71 16.76 17.11 15.93
Commodities
Mt. Lucas Composite 2 24,992 1.12 -0.03 -1.09 -6.00 1.62 0.53 -2.04 6.33
Real Assets Composite 140,284 6.30 0.69 2.78 3.98 10.88 9.15 5.86 6.52
NFI ODCE Net as of 03/14 -- 2.29 2.29 8.82 11.99 6.31 6.18
OK Invest 16,449 0.74 0.15 0.49 0.96 1.98 2.55 -- --
Cash 3 9,145 0.41 0.02 0.04 -0.09 0.10 0.74 1.40 2.05
1
2
3
Oklahoma Police Pension & Retirement System
For the Periods Ending June 30, 2014
Total includes $591,993 for cash and illiquid securities in terminated account with Overseas CAP Partners.
Performance results prior to June 2004 include previous strategy performance.
Cash includes holdings in miscellaneous equity securities.
© 2014 Asset Consulting Group All Rights Reserved
Oklahoma Police Pension & Retirement System
Cash Outflows Cash Inflows Net Cash Flow
($3,730,615.00) $6,071,095.00 $2,340,480.00
Investment
Type Fund Name Inception Date
Committed
Capital
Remaining
Commitment
Contributed
Capital Distributions Adjusted Ending Value Total Value
Multiple
to Cost
Distressed Oaktree Opportunities Fund II Feb-98 $ 3 ,000,000 $ - $ 3 ,000,000 $ 4 ,523,349 $ 2,797 $ 4 ,526,146 1.51
Oaktree Opportunities Fund III Sep-99 $ 5 ,000,000 $ - $ 5 ,000,000 $ 7 ,454,451 $ 5 5,385 $ 7 ,509,836 1.50
Oaktree Opportunities Fund IV Dec-01 $ 10,000,000 $ - $ 1 0,000,000 $ 1 6,774,041 $ 2 4,820 $ 16,798,861 1.68
Siguler Guff Dist Opp I Jan-03 $ 20,000,000 $ 7 41,414 $ 1 9,568,416 $ 2 8,977,707 $ 1,814,487 $ 30,792,194 1.57
Oaktree Opportunities Fund V Jun-04 $ 4 ,000,000 $ - $ 4 ,000,000 $ 6 ,243,994 $ 3 68,126 $ 6 ,612,120 1.65
Oaktree Opportunities Fund VI Aug-05 $ 4 ,000,000 $ - $ 4 ,000,000 $ 5 ,772,878 $ 5 90,045 $ 6 ,362,923 1.59
Siguler Guff Dist Opp II Sep-05 $ 20,000,000 $ - $ 2 0,006,044 $ 2 4,357,589 $ 4,444,128 $ 28,801,717 1.44
Oaktree Opportunities VII A Mar-07 $ 7 ,500,000 $ - $ 7 ,554,219 $ 8 ,803,049 $ 1,660,678 $ 10,463,727 1.39
Oaktree Opportunities VII B May-08 $ 7 ,500,000 $ 7 50,000 $ 6 ,750,000 $ 1 0,274,272 $ 1,646,736 $ 11,921,008 1.77
Siguler Guff Dist Opp III Aug-08 $ 15,000,000 $ 1,050,000 $ 1 4,030,311 $ 1 0,777,546 $ 1 0,324,411 $ 21,101,957 1.50
Oaktree Opportunities VIII Nov-09 $ 7 ,500,000 $ 7 50,000 $ 6 ,750,000 $ 3 ,821,106 $ 6,258,454 $ 10,079,560 1.49
Oaktree Opportunities IX Jun-12 $ 7 ,500,000 $ 2,775,000 $ 4 ,725,000 $ - $ 5,026,262 $ 5 ,026,262 1.06
Oaktree European Dislocation Fund Oct-13 $ 7 ,500,000 $ 6,127,500 $ 1 ,372,500 $ 725,487 $ 6 93,156 $ 1 ,418,643 1.03
Total Distressed Feb-98 $ 1 18,500,000 $ 12,193,914 $ 1 06,756,490 $ 1 28,505,469 $ 3 2,909,485 $ 161,414,954 1.51
Venture Capital Weiss, Peck & Greer V, LLC Jul-99 $ 7 ,000,000 $ 6 7,594 $ 6 ,932,406 $ 4 ,342,924 $ 2 42,640 $ 4 ,585,564 0.66
Firstmark Venture Partners II (Pequot) Feb-00 $ 1 ,000,000 $ 4 5,000 $ 955,000 $ 276,774 $ 4 6,299 $ 3 23,073 0.34
Midtown Fund III (Firstmark III,Pequot) Oct-00 $ 15,000,000 $ 2 95,500 $ 1 4,738,625 $ 11,357,686 $ 9 73,233 $ 12,330,919 0.84
Lightspeed Venture Partners VI Oct-00 $ 12,000,000 $ 9 89,730 $ 1 1,010,270 $ 7 ,951,138 $ 2,789,194 $ 10,740,332 0.98
Venture Lending & Leasing Fund May-01 $ 6 ,000,000 $ - $ 4 ,500,000 $ 5 ,274,540 $ 4 50,450 $ 5 ,724,990 1.27
Accel Europe Jun-01 $ 10,000,000 $ - $ 1 0,000,000 $ 7 ,657,027 $ 5,517,093 $ 13,174,120 1.32
Knightsbridge Fund VI Dec-04 $ 12,000,000 $ 8 48,000 $ 1 1,152,000 $ 2 ,388,368 $ 1 1,535,351 $ 13,923,719 1.25
Firstmark I (Pequot, Firstmark IV) Nov-05 $ 5 ,000,000 $ 5 0,000 $ 4 ,950,000 $ 5 ,102,261 $ 1 6,083,637 $ 21,185,898 4.28
Weathergage Venture Capital Mar-07 $ 7 ,500,000 $ 6 37,500 $ 6 ,862,500 $ 2 ,144,773 $ 9,147,646 $ 11,292,419 1.65
Warburg Pincus Sep-07 $ 15,000,000 $ - $ 1 5,000,000 $ 7 ,576,281 $ 1 3,208,156 $ 20,784,437 1.39
Weathergage Venture Cap II Mar-11 $ 7 ,500,000 $ 2,325,000 $ 5 ,175,000 $ - $ 5,816,319 $ 5 ,816,319 1.12
Firstmark II (Firstmark V) Jul-11 $ 5 ,000,000 $ 2,027,635 $ 2 ,972,365 $ - $ 3,314,922 $ 3 ,314,922 1.12
Warburg Pincus XI Oct-12 $ 7 ,500,000 $ 4,125,000 $ 3 ,375,000 $ 200,227 $ 3,397,187 $ 3 ,597,414 1.07
Firstmark Capital Fund III Oct-13 $ 5 ,000,000 $ 4,800,000 $ 200,000 $ - $ 2 00,000 $ 2 00,000 1.00
Firstmark Capital Opportunity Fund I May-14 $ 5 ,000,000 $ 4,450,000 $ 550,000 $ - $ 5 50,000 $ 5 50,000 1.00
Total Venture Capital Jul-99 $ 1 20,500,000 $ 2 0,660,959 $ 98,373,166 $ 54,271,999 $ 7 3,272,127 $ 127,544,126 1.30
For the Periods Ending June 30, 2014
Private Equity Composite
Summary of Cash Flows for June 2014
Summary of Portfolio Inception to Date
© 2014 Asset Consulting Group All Rights Reserved
Investment
Type Fund Name Inception Date
Committed
Capital
Remaining
Commitment
Contributed
Capital Distributions Adjusted Ending Value Total Value
Multiple
to Cost
Mezzanine TCW Crescent II Mar-99 $ 7 ,000,000 $ - $ 6 ,726,192 $ 9 ,793,612 $ - $ 9 ,793,612 1.46
TCW Crescent Mezzanine Partner III Jul-01 $ 10,000,000 $ 2 00,324 $ 1 0,188,852 $ 20,545,737 $ 8 26,339 $ 21,372,076 2.10
TCW Crescent IV Jun-06 $ 10,000,000 $ 1,921,076 $ 9 ,873,180 $ 10,113,776 $ 2,339,323 $ 12,453,099 1.26
Newstone Capital Partners Oct-06 $ 5 ,000,000 $ 1 81,383 $ 5 ,456,586 $ 5 ,483,699 $ 9 74,007 $ 6 ,457,706 1.18
TCW Mezzanine Fund V Jan-08 $ 1 0,000,000 $ 2,814,536 $ 7 ,185,464 $ 5 ,873,704 $ 3,866,723 $ 9 ,740,427 1.36
Newstone Capital Partners II Jan-10 $ 7 ,500,000 $ 1,453,376 $ 6 ,046,624 $ 3 ,087,329 $ 3,595,009 $ 6 ,682,338 1.11
Total Mezzanine Mar-99 $ 49,500,000 $ 6,570,695 $ 45,476,898 $ 54,897,857 $ 1 1,601,401 $ 66,499,258 1.46
Buyout Marathon IV Apr-99 $ 7 ,000,000 $ - $ 7 ,462,426 $ 10,188,872 $ 3 1,702 $ 10,220,574 1.37
Hicks, Muse Oct-01 $ 15,000,000 $ - $ 1 6,211,210 $ 28,272,306 $ - $ 28,272,306 1.74
Calera Capital (Fremont III) Jan-02 $ 10,000,000 $ 2 78,302 $ 1 0,991,221 $ 4 ,557,930 $ 6,892,112 $ 11,450,042 1.04
Arsenal Capital Partners Jan-03 $ 1 5,000,000 $ 1,688,741 $ 1 6,112,892 $ 28,507,987 $ 2 81,439 $ 28,789,426 1.79
Levine Leichtman Jan-03 $ 10,000,000 $ 4 39,719 $ 1 0,612,096 $ 9 ,921,561 $ 5,542,943 $ 15,464,504 1.46
Marathon Fund Limited Partnership V Dec-04 $ 10,000,000 $ 2 9,711 $ 1 0,537,174 $ 11,631,280 $ 7,298,870 $ 18,930,150 1.80
Arsenal Capital Partners II Sep-06 $ 15,000,000 $ 4 83,145 $ 1 4,355,644 $ 7 ,407,563 $ 1 9,328,911 $ 26,736,474 1.86
Thompson Street C.P. II Dec-06 $ 10,000,000 $ 6 1,847 $ 9 ,961,189 $ 13,722,937 $ 3,984,684 $ 17,707,621 1.78
Sun Capital Partners V Apr-07 $ 1 2,500,000 $ 2,864,427 $ 1 1,727,908 $ 4 ,623,807 $ 1 1,374,535 $ 15,998,342 1.36
HM Capital Sector Performance Fund May-07 $ 15,000,000 $ 6 47,720 $ 1 5,604,226 $ 14,690,140 $ 6,391 $ 14,696,531 0.94
Calera Capital Fund IV Jan-08 $ 1 0,000,000 $ 1,465,509 $ 8 ,534,491 $ 3 ,557,015 $ 7,726,567 $ 11,283,582 1.32
Levine Leichtman IV Aug-08 $ 10,000,000 $ 1,892,996 $ 8 ,321,863 $ 7 ,330,981 $ 6,997,624 $ 14,328,605 1.72
Thompson Street Capital III Aug-11 $ 7 ,500,000 $ 4,811,272 $ 2 ,688,728 $ - $ 3,098,209 $ 3 ,098,209 1.15
Arsenal Capital Partners III Apr-12 $ 7 ,500,000 $ 4,465,710 $ 4 ,745,214 $ 587,978 $ 4,088,211 $ 4 ,676,189 0.99
Apollo Investment Fund VIII Oct-13 $ 7 ,500,000 $ 7,167,942 $ 332,058 $ - $ 2 71,170 $ 2 71,170 0.82
Total Buyout Apr-99 $ 1 62,000,000 $ 2 6,297,041 $ 1 48,198,340 $ 1 45,000,357 $ 7 6,923,368 $ 2 21,923,725 1.50
Secondary Fund
of Funds Lexington VI Dec-05 $ 20,000,000 $ 1 45,896 $ 2 1,225,247 $ 16,161,975 $ 1 2,018,115 $ 28,180,090 1.33
Total Secondary Fund of Funds Dec-05 $ 20,000,000 $ 145,896 $ 21,225,247 $ 1 6,161,975 $ 1 2,018,115 $ 2 8,180,090 1.33
Other EnCap Energy Fund IX Jan-13 $ 6 ,500,000 $ 5,274,279 $ 1 ,225,721 $ 85,469 $ 1,201,728 $ 1 ,287,197 1.05
Total Other Jan-13 $ 6 ,500,000 $ 5,274,279 $ 1,225,721 $ 8 5,469 $ 1 ,201,728 $ 1 ,287,197 1.05
Emerging
Markets
Focused Actis EM IV Jan-12 $ 7 ,500,000 $ 5,742,152 $ 1 ,757,848 $ 121,122 $ 1,631,910 $ 1 ,753,032 1.00
Total Emerging Markets Focused Jan-12 $ 7 ,500,000 $ 5 ,742,152 $ 1,757,848 $ 121,122 $ 1,631,910 $ 1,753,032 1.00
Total $ 484,500,000 $ 7 6,884,936 $ 4 23,013,710 $ 399,044,248 $ 209,558,134 $ 6 08,602,382 1.44
Summary of Portfolio Inception to Date
© 2014 Asset Consulting Group All Rights Reserved
Activity for the Month of June
Distressed
Siguler Guff Dist Opp I
Siguler Guff Dist Opp II
Siguler Guff Dist Opp III
Oaktree European Dislocation Fund
Venture Capital
Knightsbridge Fund VI
Weathergage Venture Capital
Warburg Pincus
Weathergage Venture Cap II
Warburg Pincus XI
Firstmark Capital Opportunity Fund I
Mezzanine
TCW Crescent IV
Newstone Capital Partners II
Buyout
Levine Leichtman
Thompson Street C.P. II
HM Capital Sector Performance Fund
Levine Leichtman IV
Arsenal Capital Partners III
Secondary Fund of Funds
Lexington VI
Other
EnCap Energy Fund IX
Emerging Markets Focused
Actis EM IV
On June 30, 2014 this fund made a distribution- $69,818
On June 4, 2014 this fund made a capital call with fees- $855,462
On June 27, 2014 this fund made a capital call - $849,243
On June 27, 2014 this fund made a distribution - $2,409
On June 4, 2014 this fund made a distribution $36,166
On June 30, 2014 this fund made a distribution- $84,794
On June 27, 2014 this fund made a capital call- $93,566
On June 27, 2014 this fund made a distribution - $85,469
On June 27, 2014 this fund made a capital call- $111,094
On June 30, 2014 this fund made a distribution- $51,430
On June 10, 2014 this fund made a distribution- $2,196,914
On June 24, 2014 this fund made final distribution of - $350,627
On June 17, 2014 this fund made a capital call - $550,000
On June 12, 2014 this fund made a distribution- $417,482
On June 10, 2014 this fund made a capital call- $468,750
On June 24, 2014 this fund made a distribution - $67,500
On June 5, 2014 this fund made a distribution- $217,905
On June 3, 2014 this fund made a distribution- $258,389
On June 11, 2014 this fund made a capital call- $225,000
On June 17, 2014 this fund made a capital call- $577,500
On June 26, 2014 this fund made a special distribution- $1,500
On June 30, 2014 this fund made a distribution- $1,058,825
On June 10, 2014 this fund made a distribution- $39,237
On June 30, 2014 this fund made a distribution- $762,188
Private Equity Composite
On June 30, 2014 this fund made a distribution- $369,256
On June 26, 2014 this fund made a special distribution- $1,186
© 2014 Asset Consulting Group All Rights Reserved
Oklahoma Police Pension & Retirement System
Cash Outflows Cash Inflows Net Cash Flow
($201,910.00) $0.00 ($201,910.00)
Fund Name Inception Date Committed Capital
Remaining
Commitment Contributed Capital Distributions
Adjusted Ending
Value Total Value
Multiple
to Cost
Siguler Guff Dist. Real Estate Opp. Jul-11 $ 1 0,000,000 $ 2 ,078,434 $ 7,921,566 $ 1 ,081,404 $ 8 ,927,048 $ 1 0,008,452 1.26
TA Associates Realty X Nov-12 $ 2 0,000,000 $ 7 ,000,000 $ 13,000,000 $ 514,602 $ 1 3,425,632 $ 1 3,940,234 1.07
Cerberus Real Estate Fund III May-13 $ 2 0,000,000 $ 1 1,065,346 $ 8 ,934,654 $ - $ 9 ,391,026 $ 9 ,391,026 1.05
Hall Capital Fund III Feb-14 $ 7,500,000 $ 7 ,500,000 $ - $ - $ - $ - 0.00
Total $ 5 7,500,000 $ 2 7,643,780 $ 29,856,220 $ 1 ,596,006 $ 3 1,743,706 $ 3 3,339,712 1.12
Activity for the Month of June
2013 Funds
Cerberus Real Estate Fund III
For the Periods Ending June 30, 2014
Real Estate
Summary of Cash Flows for June 2014
Summary of Portfolio Inception to Date
On June 2, 2014 the fund made a capital call- $201,910
© 2014 Asset Consulting Group All Rights Reserved
1
Month
(%)
3
Months
(%)
YTD
(%)
1
Year
(%)
2
Years
(%)
3
Years
(%)
4
Years
(%)
5
Years
(%)
10
Years
(%)
Equity Markets - Core
S&P 500 2.07 5.24 7.14 24.62 22.59 16.58 19.96 18.83 7.78
Russell 1000 2.27 5.11 7.28 25.37 23.28 16.63 20.28 19.25 8.19
Russell 2000 5.32 2.04 3.18 23.63 23.91 14.57 19.89 20.21 8.70
Russell 2500 4.78 3.56 5.94 25.57 25.60 15.51 21.05 21.63 9.77
Russell Mid Cap 3.29 4.98 8.68 26.87 26.13 16.08 21.32 22.07 10.43
Equity Markets - Growth
Russell 1000 Growth 1.95 5.13 6.31 26.93 21.89 16.26 20.69 19.24 8.20
Russell 2000 Growth 6.20 1.73 2.22 24.74 24.20 14.48 21.13 20.49 9.04
Russell 2500 Growth 5.27 2.89 3.97 26.26 25.13 14.88 21.70 21.65 9.94
Russell Mid Cap Growth 3.13 4.38 6.52 26.06 24.46 14.54 21.13 21.16 9.83
Equity Markets - Value
Russell 1000 Value 2.61 5.10 8.27 23.81 24.57 16.92 19.81 19.23 8.02
Russell 2000 Value 4.42 2.38 4.20 22.53 23.64 14.64 18.61 19.87 8.23
Russell 2500 Value 4.33 4.19 7.86 24.94 25.90 16.02 20.40 21.59 9.41
Russell Mid Cap Value 3.46 5.62 11.13 27.74 27.69 17.54 21.53 22.97 10.65
International Markets
MSCI EAFE 0.99 4.34 5.14 24.08 21.59 8.59 13.79 12.26 7.42
MSCI EAFE Value 1.23 5.02 6.44 27.51 23.29 9.08 14.00 11.86 7.31
MSCI EAFE Growth 0.76 3.68 3.88 20.77 19.92 8.08 13.54 12.61 7.46
MSCI ACWI ex US 1.72 5.25 5.89 22.27 18.14 6.22 11.78 11.60 8.22
Fixed Income
BofA ML High Yield Cash Pay 0.85 2.49 5.56 11.72 10.58 9.24 10.73 13.81 8.82
Barclays US Aggregate 0.05 2.04 3.92 4.38 1.82 3.67 3.74 4.87 4.94
Market Overview
For the Periods Ending June 30, 2014
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