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Monthly investment returns, 08/31/2012

08.12 ASAP OPPRS 1

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              Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending August 31, 2012
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 16.0% 15.0% 1.0%
Small / Mid Cap Equity 9.9% 5.0% 4.9%
Long / Short Equity 13.6% 15.0% (1.4%)
International Developed 9.0% 10.0% (1.0%)
Emerging Markets 4.1% 5.0% (0.9%)
Private Equity 12.8% 10.0% 2.8%
Total Equity Composite 65.3% 60.0% 5.3%
Global Fixed Income 20.7% 15.0% 5.7%
Low Volatility Strategies 8.6% 10.0% (1.4%)
Fixed Income Composite1 29.4% 25.0% 4.4%
Core Real Estate 2.8% 5.0% (2.2%)
Opportunistic Real Estate 0.3% 5.0% (4.7%)
Commodities 1.4% 5.0% (3.6%)
Real Assets Composite 4.5% 15.0% (10.5%)
Cash 0.9% 0.0% 0.9%
Securities Lending Liability
Total Portfolio1
*Excludes Securities Lending Liability
1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners.
$81,899
$15,563
($358)
$1,823,481
$74,626
$233,732
$1,191,175
Market Values
(000s)
$291,306
$180,041
$247,737
$377,135
$157,358
$535,202
$50,765
$5,203
$25,931
$163,733
Current Asset Allocation
by Asset Class*
Commodities
1.4%
Opportunistic
Real Estate
0.3%
Cash
0.9%
International
Developed
9.0% Emerging
Markets
4.1%
Private Equity
12.8%
Long / Short
Equity
13.6%
Small / Mid
Cap Equity
Large Cap 9.9%
Equity
16.0%
Low Volatility
Strategies
8.6%
Core Real
Estate
2.8%
Global Fixed
Income
20.7%
Policy Asset Allocation
Cash
0.0%
Opportunistic
Real Estate
5.0%
Core Real
Estate
5.0%
Low Volatility
Strategies
10.0%
Commodities
5.0%
Large Cap
Equity
15.0%
Global Fixed
Income
15.0%
Private Equity
10.0%
Emerging
Markets
5.0%
International
Developed
10.0%
Long / Short
Equity
15.0%
Small / Mid
Cap Equity
5.0%
0% 20% 40% 60% 80% 100%
Aug-03
Feb-04
Aug-04
Feb-05
Aug-05
Feb-06
Aug-06
Feb-07
Aug-07
Feb-08
Aug-08
Feb-09
Aug-09
Feb-10
Aug-10
Feb-11
Aug-11
Feb-12
Aug-12
Historical Asset Allocation*
Large Cap Equity Small/Mid Cap Equity
Long/Short Equity International Devloped
Emerging Markets Private Equity
Global Fixed Income Low Volatility Strategies
Real Assets Cash
© 2012 Asset Consulting Group All Rights Reserved. 1

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Okla State Agency	Police Pension and Retirement System, Oklahoma
Okla Agency Code	'557'
Title	Monthly investment returns, 08/31/2012
Authors	Oklahoma Police Pension and Retirement System.
Publication Date	2012-08-31
Publication type	Financial Report
For all issues click	P2000.6 M781i
Digital Format	PDF Adobe Reader required
ODL electronic copy	Downloaded from agency website: http://www.ok.gov/OPPRS/documents/09.12%20ASAP%20OPPRS.pdf
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
Date created	2012-10-19
Date modified	2012-10-19

Title	08.12 ASAP OPPRS 1
Full text	Preliminary Oklahoma Police Pension & Retirement System Periods Ending August 31, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 16.0% 15.0% 1.0% Small / Mid Cap Equity 9.9% 5.0% 4.9% Long / Short Equity 13.6% 15.0% (1.4%) International Developed 9.0% 10.0% (1.0%) Emerging Markets 4.1% 5.0% (0.9%) Private Equity 12.8% 10.0% 2.8% Total Equity Composite 65.3% 60.0% 5.3% Global Fixed Income 20.7% 15.0% 5.7% Low Volatility Strategies 8.6% 10.0% (1.4%) Fixed Income Composite1 29.4% 25.0% 4.4% Core Real Estate 2.8% 5.0% (2.2%) Opportunistic Real Estate 0.3% 5.0% (4.7%) Commodities 1.4% 5.0% (3.6%) Real Assets Composite 4.5% 15.0% (10.5%) Cash 0.9% 0.0% 0.9% Securities Lending Liability Total Portfolio1 Excludes Securities Lending Liability 1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners. $81,899 $15,563 ($358) $1,823,481 $74,626 $233,732 $1,191,175 Market Values (000s) $291,306 $180,041 $247,737 $377,135 $157,358 $535,202 $50,765 $5,203 $25,931 $163,733 Current Asset Allocation by Asset Class Commodities 1.4% Opportunistic Real Estate 0.3% Cash 0.9% International Developed 9.0% Emerging Markets 4.1% Private Equity 12.8% Long / Short Equity 13.6% Small / Mid Cap Equity Large Cap 9.9% Equity 16.0% Low Volatility Strategies 8.6% Core Real Estate 2.8% Global Fixed Income 20.7% Policy Asset Allocation Cash 0.0% Opportunistic Real Estate 5.0% Core Real Estate 5.0% Low Volatility Strategies 10.0% Commodities 5.0% Large Cap Equity 15.0% Global Fixed Income 15.0% Private Equity 10.0% Emerging Markets 5.0% International Developed 10.0% Long / Short Equity 15.0% Small / Mid Cap Equity 5.0% 0% 20% 40% 60% 80% 100% Aug-03 Feb-04 Aug-04 Feb-05 Aug-05 Feb-06 Aug-06 Feb-07 Aug-07 Feb-08 Aug-08 Feb-09 Aug-09 Feb-10 Aug-10 Feb-11 Aug-11 Feb-12 Aug-12 Historical Asset Allocation* Large Cap Equity Small/Mid Cap Equity Long/Short Equity International Devloped Emerging Markets Private Equity Global Fixed Income Low Volatility Strategies Real Assets Cash © 2012 Asset Consulting Group All Rights Reserved. 1
Date created	2012-10-19
Date modified	2012-10-19

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