11.12 ASAP OPPRS 1 |
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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending November 30, 2012
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 16.0% 15.0% 1.0%
Small / Mid Cap Equity 10.1% 5.0% 5.1%
Long / Short Equity 12.6% 15.0% (2.4%)
International Developed 9.1% 10.0% (0.9%)
Emerging Markets 4.3% 5.0% (0.7%)
Private Equity 12.6% 10.0% 2.6%
Total Equity Composite 64.7% 60.0% 4.7%
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 1.7% 0.0% 1.7%
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.
$383,316
$160,305
$544,330
$48,266
$10,019
$21,518
$169,037
$79,807
$233,161
$1,197,971
Market Values
(000s)
$296,090
$186,420
$233,458
$79,803
$30,986
($358)
$1,852,732
Current Asset Allocation
by Asset Class*
Commodities
1.2%
Opportunistic
Real Estate
0.5%
Cash
1.7%
International
Developed
9.1% Emerging
Markets
4.3%
Private Equity
12.6%
Long / Short
Equity
12.6%
Small / Mid
Cap Equity
Large Cap 10.1%
Equity
16.0%
Low Volatility
Strategies
8.7%
Core Real
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%
Nov-03
May-04
Nov-04
May-05
Nov-05
May-06
Nov-06
May-07
Nov-07
May-08
Nov-08
May-09
Nov-09
May-10
Nov-10
May-11
Nov-11
May-12
Nov-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, 11/30/2012 |
| Authors |
Oklahoma Police Pension and Retirement System. |
| Publication Date | 2012-11-30 |
| 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/11.12%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 |
Description
| Title | 11.12 ASAP OPPRS 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending November 30, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 16.0% 15.0% 1.0% Small / Mid Cap Equity 10.1% 5.0% 5.1% Long / Short Equity 12.6% 15.0% (2.4%) International Developed 9.1% 10.0% (0.9%) Emerging Markets 4.3% 5.0% (0.7%) Private Equity 12.6% 10.0% 2.6% Total Equity Composite 64.7% 60.0% 4.7% 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 1.7% 0.0% 1.7% 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. $383,316 $160,305 $544,330 $48,266 $10,019 $21,518 $169,037 $79,807 $233,161 $1,197,971 Market Values (000s) $296,090 $186,420 $233,458 $79,803 $30,986 ($358) $1,852,732 Current Asset Allocation by Asset Class* Commodities 1.2% Opportunistic Real Estate 0.5% Cash 1.7% International Developed 9.1% Emerging Markets 4.3% Private Equity 12.6% Long / Short Equity 12.6% Small / Mid Cap Equity Large Cap 10.1% Equity 16.0% Low Volatility Strategies 8.7% Core Real 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% Nov-03 May-04 Nov-04 May-05 Nov-05 May-06 Nov-06 May-07 Nov-07 May-08 Nov-08 May-09 Nov-09 May-10 Nov-10 May-11 Nov-11 May-12 Nov-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 |
