10.12 ASAP OPPRS 1 |
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Preliminary Oklahoma Police Pension & Retirement System Periods Ending October 31, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 15.9% 15.0% 0.9% Small / Mid Cap Equity 10.0% 5.0% 5.0% Long / Short Equity 12.5% 15.0% (2.5%) International Developed 9.1% 10.0% (0.9%) Emerging Markets 4.2% 5.0% (0.8%) Private Equity 12.5% 10.0% 2.5% Total Equity Composite 64.3% 60.0% 4.3% Global Fixed Income 20.7% 15.0% 5.7% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 29.4% 25.0% 4.4% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.5% 5.0% (4.5%) Commodities 1.2% 5.0% (3.8%) Real Assets Composite 4.3% 15.0% (10.7%) Cash 2.0% 0.0% 2.0% 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. $382,284 $159,553 $542,546 $47,779 $9,586 $22,128 $168,427 $77,396 $230,836 $1,185,276 Market Values (000s) $293,755 $184,228 $230,634 $79,493 $36,504 ($358) $1,843,461 Current Asset Allocation by Asset Class* Commodities 1.2% Opportunistic Real Estate 0.5% Cash 2.0% International Developed 9.1% Emerging Markets 4.2% Private Equity 12.5% Long / Short Equity 12.5% Small / Mid Cap Equity Large Cap 10.0% Equity 15.9% Low Volatility Strategies Core Real 8.7% Estate 2.6% 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% Oct-03 Apr-04 Oct-04 Apr-05 Oct-05 Apr-06 Oct-06 Apr-07 Oct-07 Apr-08 Oct-08 Apr-09 Oct-09 Apr-10 Oct-10 Apr-11 Oct-11 Apr-12 Oct-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, 10/31/2012 |
Authors |
Oklahoma Police Pension and Retirement System. |
Publication Date | 2012-10-31 |
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/10.12%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 | 2012-12-27 |
Date modified | 2012-12-27 |
OCLC number | 890221209 |
Description
Title | 10.12 ASAP OPPRS 1 |
Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending October 31, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 15.9% 15.0% 0.9% Small / Mid Cap Equity 10.0% 5.0% 5.0% Long / Short Equity 12.5% 15.0% (2.5%) International Developed 9.1% 10.0% (0.9%) Emerging Markets 4.2% 5.0% (0.8%) Private Equity 12.5% 10.0% 2.5% Total Equity Composite 64.3% 60.0% 4.3% Global Fixed Income 20.7% 15.0% 5.7% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 29.4% 25.0% 4.4% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.5% 5.0% (4.5%) Commodities 1.2% 5.0% (3.8%) Real Assets Composite 4.3% 15.0% (10.7%) Cash 2.0% 0.0% 2.0% 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. $382,284 $159,553 $542,546 $47,779 $9,586 $22,128 $168,427 $77,396 $230,836 $1,185,276 Market Values (000s) $293,755 $184,228 $230,634 $79,493 $36,504 ($358) $1,843,461 Current Asset Allocation by Asset Class* Commodities 1.2% Opportunistic Real Estate 0.5% Cash 2.0% International Developed 9.1% Emerging Markets 4.2% Private Equity 12.5% Long / Short Equity 12.5% Small / Mid Cap Equity Large Cap 10.0% Equity 15.9% Low Volatility Strategies Core Real 8.7% Estate 2.6% 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% Oct-03 Apr-04 Oct-04 Apr-05 Oct-05 Apr-06 Oct-06 Apr-07 Oct-07 Apr-08 Oct-08 Apr-09 Oct-09 Apr-10 Oct-10 Apr-11 Oct-11 Apr-12 Oct-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 | 2012-12-27 |
Date modified | 2012-12-27 |