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 |
