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Monthly investment returns, 09/30/2012

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

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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

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

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