07 13_ASAP_OPPRS 1 |
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Preliminary
Market Values
(000s)
% of Total
Portfolio
June 30,
FYTD
Three
Month YTD One Year
Three
Years
Five
Years
Ten
Years
Total Portfolio $2,022,827 100.0 % 2.80 % 2.54 % 8.72 % 14.42 % 10.23 % 5.49 % 7.44 %
Total Portfolio Net of Fees 2.77 % 2.47 % 8.55 % 14.11 % 9.90 % 5.23 % 7.20 %
Policy Index 1 3.23 % 0.30 % 7.10 % 13.68 % 11.76 % 6.39 % 6.93 %
Equity Composite $1,303,971 64.5 % 3.75 % 3.96 % 11.80 % 19.46 % 12.61 % 5.57 % 8.00 %
MSCI ACWI 4.82 % 1.61 % 11.52 % 21.17 % 11.78 % 4.37 % 8.41 %
Fixed Income Composite 2 $559,638 27.6 % 1.27 % (0.84)% 2.43 % 5.52 % 5.77 % 5.80 % 6.36 %
Barclays Capital Universal 0.33 % (3.11)% (1.97)% (0.91)% 3.75 % 5.62 % 5.22 %
Real Assets Composite $106,265 5.3 % 0.97 % 5.28 % 10.42 % 9.10 % 8.16 % 1.73 % 6.12 %
OK Invest $44,515 2.2 %
Cash $8,697 0.4 %
Securities Lending Liability ($258)
1
2
Oklahoma Police Pension & Retirement System
Periods Ending July 31, 2013
The Policy Index is comprised of the following indices: 65% MSCI ACWI, 30% Barclays Capital Universal and 5% NFI ODCE (net) as of August 1, 2012. From November 1, 2007 to July 31, 2012 the Policy Index was comprised of 55% Russell 3000, 10% MSCI EAFE, 30% Barclays Capital Universal, and
5% NFI ODCE (net) . From June 1, 2007 to October 31, 2007 the Policy Index was comprised of the following indices: 55% Russell 3000, 35% Barclays Capital Universal, and 10% MSCI EAFE. Prior to that the Policy Index was comprised of the following indices: 55% Russell 3000, 35% Barclays Capital
Aggregate, and 10% MSCI EAFE.
Total includes $591,993 for cash and illiquid securities in terminated account with Overseas CAP Partners and ($257,709) in securities lending.
17.7%
11.6% 12.0%
9.2%
3.9%
10.0%
18.9%
8.7%
2.6%
1.4% 1.2%
2.6%
15.0%
5.0%
15.0%
10.0%
5.0%
10.0%
15.0%
10.0%
5.0% 5.0% 5.0%
0.0%
0.0%
10.0%
20.0%
Large Cap Equity Small/Mid Cap
Equity
Long/Short Equity International
Developed Markets
Equity
Emerging Markets
Equity
Private Equity Global Fixed Income Low Volatility Core Real Estate Opportunistic Real
Estate
Commodities Cash and Equivalents
Actual Allocation Target Allocation
© 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, 07/31/2013 |
| Authors |
Oklahoma Police Pension and Retirement System. |
| Publication Date | 2013-07-31 |
| 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/07%2013_ASAP_OPPRS.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. |
| Language | English |
| Date created | 2013-08-29 |
| Date modified | 2013-08-29 |
Description
| Title | 07 13_ASAP_OPPRS 1 |
| Full text | Preliminary Market Values (000s) % of Total Portfolio June 30, FYTD Three Month YTD One Year Three Years Five Years Ten Years Total Portfolio $2,022,827 100.0 % 2.80 % 2.54 % 8.72 % 14.42 % 10.23 % 5.49 % 7.44 % Total Portfolio Net of Fees 2.77 % 2.47 % 8.55 % 14.11 % 9.90 % 5.23 % 7.20 % Policy Index 1 3.23 % 0.30 % 7.10 % 13.68 % 11.76 % 6.39 % 6.93 % Equity Composite $1,303,971 64.5 % 3.75 % 3.96 % 11.80 % 19.46 % 12.61 % 5.57 % 8.00 % MSCI ACWI 4.82 % 1.61 % 11.52 % 21.17 % 11.78 % 4.37 % 8.41 % Fixed Income Composite 2 $559,638 27.6 % 1.27 % (0.84)% 2.43 % 5.52 % 5.77 % 5.80 % 6.36 % Barclays Capital Universal 0.33 % (3.11)% (1.97)% (0.91)% 3.75 % 5.62 % 5.22 % Real Assets Composite $106,265 5.3 % 0.97 % 5.28 % 10.42 % 9.10 % 8.16 % 1.73 % 6.12 % OK Invest $44,515 2.2 % Cash $8,697 0.4 % Securities Lending Liability ($258) 1 2 Oklahoma Police Pension & Retirement System Periods Ending July 31, 2013 The Policy Index is comprised of the following indices: 65% MSCI ACWI, 30% Barclays Capital Universal and 5% NFI ODCE (net) as of August 1, 2012. From November 1, 2007 to July 31, 2012 the Policy Index was comprised of 55% Russell 3000, 10% MSCI EAFE, 30% Barclays Capital Universal, and 5% NFI ODCE (net) . From June 1, 2007 to October 31, 2007 the Policy Index was comprised of the following indices: 55% Russell 3000, 35% Barclays Capital Universal, and 10% MSCI EAFE. Prior to that the Policy Index was comprised of the following indices: 55% Russell 3000, 35% Barclays Capital Aggregate, and 10% MSCI EAFE. Total includes $591,993 for cash and illiquid securities in terminated account with Overseas CAP Partners and ($257,709) in securities lending. 17.7% 11.6% 12.0% 9.2% 3.9% 10.0% 18.9% 8.7% 2.6% 1.4% 1.2% 2.6% 15.0% 5.0% 15.0% 10.0% 5.0% 10.0% 15.0% 10.0% 5.0% 5.0% 5.0% 0.0% 0.0% 10.0% 20.0% Large Cap Equity Small/Mid Cap Equity Long/Short Equity International Developed Markets Equity Emerging Markets Equity Private Equity Global Fixed Income Low Volatility Core Real Estate Opportunistic Real Estate Commodities Cash and Equivalents Actual Allocation Target Allocation © 2013 Asset Consulting Group All Rights Reserved 1 |
| Date created | 2013-08-29 |
| Date modified | 2013-08-29 |
