Financial

REITs

Quarterly Summary as of 9/30/2016
Total Market Value: $695 million
5.80% of OPERS HC Fund
Quarter Return: -1.20%
Benchmark Return: -1.24%
Year To Date Return: 9.42%
Benchmark Return: 9.42%

Strategy

The internal active REITs Portfolio is a blend of quantitative and fundamental disciplines combined to create a low turnover, diversified core portfolio that is able to produce consistent risk-adjusted returns. REITs sub-asset class has a targeted allocation of 6% in the Health Care fund

The portfolio utilizes a proprietary dynamic weighted quintile ranking stock selection system.

The portfolio is managed with a relative value orientation and is focused on companies with conservative balance sheets, credible management teams, and consistent earnings.