2012-01 Monthly Investment Returns Revised 1 |
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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending January 31, 2012
Asset Class Allocation
Market Values
(000s)
% Asset
Class
% Total
Portfolio % Cash Policy %
Over/Under
Target
Large Cap Equity $342,606 30.2% 19.6% -- 15.0% 4.6%
Small / Mid Cap Equity $171,437 15.1% 9.8% 3.6% 5.0% 4.8%
Long / Short Equity $239,340 21.1% 13.7% -- 15.0% (1.3%)
International Developed $162,541 14.3% 9.3% -- 10.0% (0.7%)
Emerging Markets $0 0.0% 0.0% -- 5.0% (5.0%)
Private Equity $219,841 19.4% 12.6% -- 10.0% 2.6%
Total Equity Composite $1,135,765 100.0% 64.9% 0.5% 60.0% 4.9%
Global Fixed Income $361,982 70.1% 20.7% 1.6% 15.0% 5.7%
Low Volatility Strategies $153,380 29.7% 8.8% -- 10.0% (1.2%)
Fixed Income Composite1 $516,071 100.0% 29.5% 0.8% 25.0% 4.5%
Core Real Estate $48,157 66.2% 2.8% 0.8% 5.0% (2.2%)
Opportunistic Real Estate $2,725 3.7% 0.2% -- 5.0% (4.8%)
Commodities $21,893 30.1% 1.3% -- 5.0% (3.7%)
Real Assets Composite $72,775 100.0% 4.2% 0.5% 15.0% (10.8%)
Cash $26,806 100.0% 1.5% 96.3% 0.0% 1.5%
Securities Lending Liability ($358)
Total Portfolio1 $1,751,059
*Excludes Securities Lending Liability
1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners.
Current Asset Allocation
by Asset Class*
Global Fixed
Income
Core Real 20.7%
Estate
2.8%
Low Volatility
Strategies
8.8%
Large Cap
Equity
19.6%
Small / Mid
Cap Equity
9.8%
Long / Short
Equity
13.7%
Private Equity
12.6%
Emerging
Markets
0.0%
International
Developed
9.3%
Cash
1.5%
Opportunistic
Real Estate
0.2%
Commodities
1.3%
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%
Jan-03
Jul-03
Jan-04
Jul-04
Jan-05
Jul-05
Jan-06
Jul-06
Jan-07
Jul-07
Jan-08
Jul-08
Jan-09
Jul-09
Jan-10
Jul-10
Jan-11
Jul-11
Jan-12
Historical Asset Allocation*
Large Cap Equity Small/Mid Cap Equity
Long/Short Equity International Equity
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, 01/2012 |
| Authors |
Oklahoma Police Pension and Retirement Board. |
| Publication Date | 2012-01 |
| Publication type | Financial Report |
| Purpose | monthly report detailing asset investment and returns |
| 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/01%2012%20ASAP%20OPPRS%20revised.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 | 2012-03-06 |
| Date modified | 2012-05-17 |
Description
| Title | 2012-01 Monthly Investment Returns Revised 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending January 31, 2012 Asset Class Allocation Market Values (000s) % Asset Class % Total Portfolio % Cash Policy % Over/Under Target Large Cap Equity $342,606 30.2% 19.6% -- 15.0% 4.6% Small / Mid Cap Equity $171,437 15.1% 9.8% 3.6% 5.0% 4.8% Long / Short Equity $239,340 21.1% 13.7% -- 15.0% (1.3%) International Developed $162,541 14.3% 9.3% -- 10.0% (0.7%) Emerging Markets $0 0.0% 0.0% -- 5.0% (5.0%) Private Equity $219,841 19.4% 12.6% -- 10.0% 2.6% Total Equity Composite $1,135,765 100.0% 64.9% 0.5% 60.0% 4.9% Global Fixed Income $361,982 70.1% 20.7% 1.6% 15.0% 5.7% Low Volatility Strategies $153,380 29.7% 8.8% -- 10.0% (1.2%) Fixed Income Composite1 $516,071 100.0% 29.5% 0.8% 25.0% 4.5% Core Real Estate $48,157 66.2% 2.8% 0.8% 5.0% (2.2%) Opportunistic Real Estate $2,725 3.7% 0.2% -- 5.0% (4.8%) Commodities $21,893 30.1% 1.3% -- 5.0% (3.7%) Real Assets Composite $72,775 100.0% 4.2% 0.5% 15.0% (10.8%) Cash $26,806 100.0% 1.5% 96.3% 0.0% 1.5% Securities Lending Liability ($358) Total Portfolio1 $1,751,059 *Excludes Securities Lending Liability 1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners. Current Asset Allocation by Asset Class* Global Fixed Income Core Real 20.7% Estate 2.8% Low Volatility Strategies 8.8% Large Cap Equity 19.6% Small / Mid Cap Equity 9.8% Long / Short Equity 13.7% Private Equity 12.6% Emerging Markets 0.0% International Developed 9.3% Cash 1.5% Opportunistic Real Estate 0.2% Commodities 1.3% 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% Jan-03 Jul-03 Jan-04 Jul-04 Jan-05 Jul-05 Jan-06 Jul-06 Jan-07 Jul-07 Jan-08 Jul-08 Jan-09 Jul-09 Jan-10 Jul-10 Jan-11 Jul-11 Jan-12 Historical Asset Allocation* Large Cap Equity Small/Mid Cap Equity Long/Short Equity International Equity Private Equity Global Fixed Income Low Volatility Strategies Real Assets Cash © 2012 Asset Consulting Group All Rights Reserved. 1 |
| Date created | 2012-03-06 |
| Date modified | 2012-03-06 |
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