04 13 ASAP OPPRS 1 |
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Preliminary Oklahoma Police Pension & Retirement System Periods Ending April 30, 2013 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 17.0% 15.0% 2.0% Small / Mid Cap Equity 10.7% 5.0% 5.7% Long / Short Equity 12.8% 15.0% (2.2%) International Developed 9.4% 10.0% (0.6%) Emerging Markets 4.4% 5.0% (0.6%) Private Equity 10.6% 10.0% 0.6% Total Equity Composite 64.9% 60.0% 4.9% Global Fixed Income 19.8% 15.0% 4.8% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 28.4% 25.0% 3.4% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.8% 5.0% (4.2%) Commodities 1.1% 5.0% (3.9%) Real Assets Composite 4.5% 15.0% (10.5%) Cash 2.2% 0.0% 2.2% Securities Lending Liability Total Portfolio1 *Excludes Securities Lending Liability $392,078 $171,851 $564,488 $50,762 $15,019 $22,752 $185,923 $86,710 $210,112 $1,288,528 Market Values (000s) $337,934 $213,082 $254,768 1 Fixed Income Composite and Total Fund includes $558,515 for cash and illiquid securities in terminated account with Overseas CAP Partners. $88,533 $44,035 ($258) $1,985,326 Current Asset Allocation by Asset Class* Commodities 1.1% Opportunistic Real Estate 0.8% Cash 2.2% International Developed 9.4% Emerging Markets 4.4% Private Equity 10.6% Long / Short Equity 12.8% Small / Mid Cap Equity Large Cap 10.7% 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% 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 Apr-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, 04/30/2013 |
Authors |
Oklahoma Police Pension and Retirement System. |
Publication Date | 2013-04-30 |
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/04%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 | 2013-05-16 |
Date modified | 2013-05-16 |
OCLC number | 890223841 |
Description
Title | 04 13 ASAP OPPRS 1 |
Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending April 30, 2013 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 17.0% 15.0% 2.0% Small / Mid Cap Equity 10.7% 5.0% 5.7% Long / Short Equity 12.8% 15.0% (2.2%) International Developed 9.4% 10.0% (0.6%) Emerging Markets 4.4% 5.0% (0.6%) Private Equity 10.6% 10.0% 0.6% Total Equity Composite 64.9% 60.0% 4.9% Global Fixed Income 19.8% 15.0% 4.8% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 28.4% 25.0% 3.4% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.8% 5.0% (4.2%) Commodities 1.1% 5.0% (3.9%) Real Assets Composite 4.5% 15.0% (10.5%) Cash 2.2% 0.0% 2.2% Securities Lending Liability Total Portfolio1 *Excludes Securities Lending Liability $392,078 $171,851 $564,488 $50,762 $15,019 $22,752 $185,923 $86,710 $210,112 $1,288,528 Market Values (000s) $337,934 $213,082 $254,768 1 Fixed Income Composite and Total Fund includes $558,515 for cash and illiquid securities in terminated account with Overseas CAP Partners. $88,533 $44,035 ($258) $1,985,326 Current Asset Allocation by Asset Class* Commodities 1.1% Opportunistic Real Estate 0.8% Cash 2.2% International Developed 9.4% Emerging Markets 4.4% Private Equity 10.6% Long / Short Equity 12.8% Small / Mid Cap Equity Large Cap 10.7% 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% 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 Apr-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 | 2013-05-16 |
Date modified | 2013-05-16 |