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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending July 31, 2012
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 14.4% 15.0% (0.6%)
Small / Mid Cap Equity 9.6% 5.0% 4.6%
Long / Short Equity 13.6% 15.0% (1.4%)
International Developed 8.8% 10.0% (1.2%)
Emerging Markets 2.7% 5.0% (2.3%)
Private Equity 13.0% 10.0% 3.0%
Total Equity Composite 62.1% 60.0% 2.1%
Global Fixed Income 20.9% 15.0% 5.9%
Low Volatility Strategies 8.7% 10.0% (1.3%)
Fixed Income Composite1 29.6% 25.0% 4.6%
Core Real Estate 2.8% 5.0% (2.2%)
Opportunistic Real Estate 0.3% 5.0% (4.7%)
Commodities 1.4% 5.0% (3.6%)
Real Assets Composite 4.5% 15.0% (10.5%)
Cash 3.8% 0.0% 3.8%
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.
$80,444
$69,028
($358)
$1,795,252
$49,170
$232,615
$1,115,125
Market Values
(000s)
$259,411
$172,314
$243,335
$374,687
$155,616
$531,013
$50,180
$4,806
$25,457
$158,279
Current Asset Allocation
by Asset Class*
Commodities
1.4%
Opportunistic
Real Estate
0.3%
Cash
3.8%
International
Developed
8.8%
Emerging
Markets
2.7%
Private Equity
13.0%
Long / Short
Equity
13.6%
Small / Mid
Cap Equity
Large Cap 9.6%
Equity
14.5%
Low Volatility
Strategies
Core Real 8.7%
Estate
2.8%
Global Fixed
Income
20.9%
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%
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
Jul-12
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
© 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, 07/31/2012 |
| Authors |
Oklahoma Police Pension and Retirement System. |
| Publication Date | 2012-07-31 |
| 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/07.12%20ASAP%20OPPRS.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 | 2012-08-24 |
| Date modified | 2012-08-24 |
Description
| Title | 07.12 ASAP OPPRS 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending July 31, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 14.4% 15.0% (0.6%) Small / Mid Cap Equity 9.6% 5.0% 4.6% Long / Short Equity 13.6% 15.0% (1.4%) International Developed 8.8% 10.0% (1.2%) Emerging Markets 2.7% 5.0% (2.3%) Private Equity 13.0% 10.0% 3.0% Total Equity Composite 62.1% 60.0% 2.1% Global Fixed Income 20.9% 15.0% 5.9% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 29.6% 25.0% 4.6% Core Real Estate 2.8% 5.0% (2.2%) Opportunistic Real Estate 0.3% 5.0% (4.7%) Commodities 1.4% 5.0% (3.6%) Real Assets Composite 4.5% 15.0% (10.5%) Cash 3.8% 0.0% 3.8% 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. $80,444 $69,028 ($358) $1,795,252 $49,170 $232,615 $1,115,125 Market Values (000s) $259,411 $172,314 $243,335 $374,687 $155,616 $531,013 $50,180 $4,806 $25,457 $158,279 Current Asset Allocation by Asset Class* Commodities 1.4% Opportunistic Real Estate 0.3% Cash 3.8% International Developed 8.8% Emerging Markets 2.7% Private Equity 13.0% Long / Short Equity 13.6% Small / Mid Cap Equity Large Cap 9.6% Equity 14.5% Low Volatility Strategies Core Real 8.7% Estate 2.8% Global Fixed Income 20.9% 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% 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 Jul-12 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 © 2012 Asset Consulting Group All Rights Reserved. 1 |
| Date created | 2012-08-24 |
| Date modified | 2012-08-24 |
