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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
Object Description
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 |
OCLC number | 815521270 |
Description
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 |