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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 © 2014 Asset Consulting Group All Rights Reserved
Object Description
Okla State Agency |
Police Pension and Retirement System, Oklahoma |
Okla Agency Code | '557' |
Title | Monthly investment returns, 06/30/2014 |
Authors |
Oklahoma Police Pension and Retirement Board. |
Publication Date | 2014-06-30 |
Publication type | Financial Report |
For all issues click | P2000.6 M781i |
Digital Format | PDF, Adobe Reader required |
ODL electronic copy | Downloaded from Agency website 08/04/2014. |
Rights and Permissions | This Oklahoma State Government Publication is provided for educational purposes under US copyright law. Other usage requires permission of copyright holders. |
Language | English |
Month/year uploaded | August 2014 |
Date created | 2014-10-19 |
Date modified | 2014-10-19 |
OCLC number | 907093042 |
Description
Title | 06 14 ASAP OPPRS |
Full text | 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 © 2014 Asset Consulting Group All Rights Reserved |
Date created | 2014-10-19 |
Date modified | 2014-10-19 |