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
Object Description
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 |
Month/year uploaded | June 2012 |
Date created | 2014-10-19 |
Date modified | 2014-10-19 |
OCLC number | 890218908 |
Description
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 |