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Monthly investment returns, 04/30/2012

04 12 ASAP OPPRS 1

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              Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending April 30, 2012
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 17.5% 15.0% 2.5%
Small / Mid Cap Equity 10.0% 5.0% 5.0%
Long / Short Equity 13.8% 15.0% (1.2%)
International Developed 9.2% 10.0% (0.8%)
Emerging Markets 2.8% 5.0% (2.2%)
Private Equity 12.6% 10.0% 2.6%
Total Equity Composite 65.8% 60.0% 5.8%
Global Fixed Income 20.3% 15.0% 5.3%
Low Volatility Strategies 8.6% 10.0% (1.4%)
Fixed Income Composite1 29.0% 25.0% 4.0%
Core Real Estate 2.7% 5.0% (2.3%)
Opportunistic Real Estate 0.2% 5.0% (4.8%)
Commodities 1.2% 5.0% (3.8%)
Real Assets Composite 4.1% 15.0% (10.9%)
Cash 1.1% 0.0% 1.1%
Securities Lending Liability
Total Portfolio1
*Excludes Securities Lending Liability
1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners.
$367,503
$155,898
$524,109
$49,083
$3,247
$22,255
$165,581
$50,449
$227,095
$1,188,060
Values
(000s)
$315,365
$179,981
$249,588
$74,585
$20,407
($358)
$1,806,804
Current Asset Allocation
by Asset Class*
Commodities
1.2%
Opportunistic
Real Estate
0.2%
Cash
1.1%
International
Developed
9.2%
Emerging
Markets
2.8%
Private Equity
12.6%
Long / Short
Equity
13.8%
Small / Mid
Cap Equity
Large Cap 10.0%
Equity
17.5%
Low Volatility
Strategies
8.6%
Core Real
Estate
2.7%
Global Fixed
Income
20.3%
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%
Apr-03
Oct-03
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
Historical Asset Allocation*
Large Cap Equity Small/Mid Cap Equity
Long/Short Equity International Devloped
Private Equity Global Fixed Income
Low Volatility Strategies Real Assets
Cash Emerging Markets
© 2012 Asset Consulting Group All Rights Reserved. 1

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Okla State Agency	Police Pension and Retirement System, Oklahoma
Okla Agency Code	'557'
Title	Monthly investment returns, 04/30/2012
Authors	Oklahoma Police Pension and Retirement Board.
Publication Date	2012-04
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%2012%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.
Language	English
Date created	2012-06-11
Date modified	2012-06-11

Title	04 12 ASAP OPPRS 1
Full text	Preliminary Oklahoma Police Pension & Retirement System Periods Ending April 30, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 17.5% 15.0% 2.5% Small / Mid Cap Equity 10.0% 5.0% 5.0% Long / Short Equity 13.8% 15.0% (1.2%) International Developed 9.2% 10.0% (0.8%) Emerging Markets 2.8% 5.0% (2.2%) Private Equity 12.6% 10.0% 2.6% Total Equity Composite 65.8% 60.0% 5.8% Global Fixed Income 20.3% 15.0% 5.3% Low Volatility Strategies 8.6% 10.0% (1.4%) Fixed Income Composite1 29.0% 25.0% 4.0% Core Real Estate 2.7% 5.0% (2.3%) Opportunistic Real Estate 0.2% 5.0% (4.8%) Commodities 1.2% 5.0% (3.8%) Real Assets Composite 4.1% 15.0% (10.9%) Cash 1.1% 0.0% 1.1% Securities Lending Liability Total Portfolio1 Excludes Securities Lending Liability 1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners. $367,503 $155,898 $524,109 $49,083 $3,247 $22,255 $165,581 $50,449 $227,095 $1,188,060 Values (000s) $315,365 $179,981 $249,588 $74,585 $20,407 ($358) $1,806,804 Current Asset Allocation by Asset Class Commodities 1.2% Opportunistic Real Estate 0.2% Cash 1.1% International Developed 9.2% Emerging Markets 2.8% Private Equity 12.6% Long / Short Equity 13.8% Small / Mid Cap Equity Large Cap 10.0% Equity 17.5% Low Volatility Strategies 8.6% Core Real Estate 2.7% Global Fixed Income 20.3% 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% Apr-03 Oct-03 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 Historical Asset Allocation* Large Cap Equity Small/Mid Cap Equity Long/Short Equity International Devloped Private Equity Global Fixed Income Low Volatility Strategies Real Assets Cash Emerging Markets © 2012 Asset Consulting Group All Rights Reserved. 1
Date created	2012-06-11
Date modified	2012-06-11

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