09.12 ASAP OPPRS 1 |
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Preliminary Oklahoma Police Pension & Retirement System Periods Ending September 30, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 16.2% 15.0% 1.2% Small / Mid Cap Equity 10.1% 5.0% 5.1% Long / Short Equity 13.5% 15.0% (1.5%) International Developed 9.1% 10.0% (0.9%) Emerging Markets 4.2% 5.0% (0.8%) Private Equity 12.6% 10.0% 2.6% Total Equity Composite 65.7% 60.0% 5.7% Global Fixed Income 20.6% 15.0% 5.6% Low Volatility Strategies 8.6% 10.0% (1.4%) Fixed Income Composite1 29.3% 25.0% 4.3% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.5% 5.0% (4.5%) Commodities 1.3% 5.0% (3.7%) Real Assets Composite 4.4% 15.0% (10.6%) Cash 0.7% 0.0% 0.7% 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. $381,042 $158,371 $540,122 $47,590 $9,553 $23,768 $168,394 $77,712 $231,739 $1,212,063 Market Values (000s) $298,792 $185,555 $249,870 $80,911 $13,219 ($358) $1,845,957 Current Asset Allocation by Asset Class* Commodities 1.3% Opportunistic Real Estate 0.5% Cash 0.7% International Developed 9.1% Emerging Markets 4.2% Private Equity 12.6% Long / Short Equity 13.5% Small / Mid Cap Equity Large Cap 10.1% Equity 16.2% Low Volatility Strategies 8.6% Core Real Estate 2.6% Global Fixed Income 20.6% 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% Sep-03 Mar-04 Sep-04 Mar-05 Sep-05 Mar-06 Sep-06 Mar-07 Sep-07 Mar-08 Sep-08 Mar-09 Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-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, 09/30/2012 |
Authors |
Oklahoma Police Pension and Retirement System. |
Publication Date | 2012-09-30 |
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/09.12%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 | 2012-11-07 |
Date modified | 2012-11-08 |
OCLC number | 819810905 |
Description
Title | 09.12 ASAP OPPRS 1 |
Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending September 30, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 16.2% 15.0% 1.2% Small / Mid Cap Equity 10.1% 5.0% 5.1% Long / Short Equity 13.5% 15.0% (1.5%) International Developed 9.1% 10.0% (0.9%) Emerging Markets 4.2% 5.0% (0.8%) Private Equity 12.6% 10.0% 2.6% Total Equity Composite 65.7% 60.0% 5.7% Global Fixed Income 20.6% 15.0% 5.6% Low Volatility Strategies 8.6% 10.0% (1.4%) Fixed Income Composite1 29.3% 25.0% 4.3% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.5% 5.0% (4.5%) Commodities 1.3% 5.0% (3.7%) Real Assets Composite 4.4% 15.0% (10.6%) Cash 0.7% 0.0% 0.7% 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. $381,042 $158,371 $540,122 $47,590 $9,553 $23,768 $168,394 $77,712 $231,739 $1,212,063 Market Values (000s) $298,792 $185,555 $249,870 $80,911 $13,219 ($358) $1,845,957 Current Asset Allocation by Asset Class* Commodities 1.3% Opportunistic Real Estate 0.5% Cash 0.7% International Developed 9.1% Emerging Markets 4.2% Private Equity 12.6% Long / Short Equity 13.5% Small / Mid Cap Equity Large Cap 10.1% Equity 16.2% Low Volatility Strategies 8.6% Core Real Estate 2.6% Global Fixed Income 20.6% 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% Sep-03 Mar-04 Sep-04 Mar-05 Sep-05 Mar-06 Sep-06 Mar-07 Sep-07 Mar-08 Sep-08 Mar-09 Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-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 | 2012-11-07 |
Date modified | 2012-11-07 |