03 13 ASAP OPPRS 1 |
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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending March 31, 2013
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 17.0% 15.0% 2.0%
Small / Mid Cap Equity 10.9% 5.0% 5.9%
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 10.8% 10.0% 0.8%
Total Equity Composite 64.8% 60.0% 4.8%
Global Fixed Income 19.8% 15.0% 4.8%
Low Volatility Strategies 8.7% 10.0% (1.3%)
Fixed Income Composite1 28.5% 25.0% 3.5%
Core Real Estate 2.6% 5.0% (2.4%)
Opportunistic Real Estate 0.8% 5.0% (4.2%)
Commodities 1.2% 5.0% (3.8%)
Real Assets Composite 4.5% 15.0% (10.5%)
Cash 2.3% 0.0% 2.3%
Securities Lending Liability
Total Portfolio1
*Excludes Securities Lending Liability
$386,901
$169,509
$561,995
$50,330
$14,796
$22,797
$177,418
$84,067
$212,093
$1,266,149
Market Values
(000s)
$331,934
$213,974
$246,662
1 Fixed Income Composite and Total Fund includes $5,585,152 for cash and illiquid securities in terminated account with Overseas CAP Partners. This figure was revised from $709,117 after receipt of proceeds from the Lehman Brothers bankruptcy
receivable in January 2013.
$87,923
$44,469
($258)
$1,960,278
Current Asset Allocation
by Asset Class*
Commodities
1.2%
Opportunistic
Real Estate
0.8%
Cash
2.3%
International
Developed
9.1% Emerging
Markets
4.3%
Private Equity
10.8%
Long / Short
Equity
12.6%
Small / Mid
Cap Equity
Large Cap 10.9%
Equity
17.0%
Low Volatility
Strategies
Core Real 8.7%
Estate
2.6%
Global Fixed
Income
19.8%
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%
Mar-04
Sep-04
Mar-05
Sep-05
Mar-06
Sep-06
Mar-07
Sep-07
Mar-08
Sep-08
Mar-09
Sep-09
Mar-10
Sep-10
Mar-11
Sep-11
Mar-12
Sep-12
Mar-13
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
© 2013 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, 03/31/2013 |
| Authors |
Oklahoma Police Pension and Retirement System. |
| Publication Date | 2013-03-31 |
| 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/03%2013%20ASAP%20OPPRS.pdf |
| Rights and Permissions | This Oklahoma state government publication is provided for educational purposes under U.S. copyright law. Other usage requires permission of copyright holders. |
| Date created | 2013-04-24 |
| Date modified | 2013-04-24 |
Description
| Title | 03 13 ASAP OPPRS 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending March 31, 2013 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 17.0% 15.0% 2.0% Small / Mid Cap Equity 10.9% 5.0% 5.9% 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 10.8% 10.0% 0.8% Total Equity Composite 64.8% 60.0% 4.8% Global Fixed Income 19.8% 15.0% 4.8% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 28.5% 25.0% 3.5% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.8% 5.0% (4.2%) Commodities 1.2% 5.0% (3.8%) Real Assets Composite 4.5% 15.0% (10.5%) Cash 2.3% 0.0% 2.3% Securities Lending Liability Total Portfolio1 *Excludes Securities Lending Liability $386,901 $169,509 $561,995 $50,330 $14,796 $22,797 $177,418 $84,067 $212,093 $1,266,149 Market Values (000s) $331,934 $213,974 $246,662 1 Fixed Income Composite and Total Fund includes $5,585,152 for cash and illiquid securities in terminated account with Overseas CAP Partners. This figure was revised from $709,117 after receipt of proceeds from the Lehman Brothers bankruptcy receivable in January 2013. $87,923 $44,469 ($258) $1,960,278 Current Asset Allocation by Asset Class* Commodities 1.2% Opportunistic Real Estate 0.8% Cash 2.3% International Developed 9.1% Emerging Markets 4.3% Private Equity 10.8% Long / Short Equity 12.6% Small / Mid Cap Equity Large Cap 10.9% Equity 17.0% Low Volatility Strategies Core Real 8.7% Estate 2.6% Global Fixed Income 19.8% 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% Mar-04 Sep-04 Mar-05 Sep-05 Mar-06 Sep-06 Mar-07 Sep-07 Mar-08 Sep-08 Mar-09 Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13 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 © 2013 Asset Consulting Group All Rights Reserved. 1 |
| Date created | 2013-04-24 |
| Date modified | 2013-04-24 |
