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 |
OCLC number | 890223297 |
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 |