02 13 ASAP OPPRS 1 |
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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending February 28, 2013
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 16.6% 15.0% 1.6%
Small / Mid Cap Equity 10.7% 5.0% 5.7%
Long / Short Equity 12.1% 15.0% (2.9%)
International Developed 9.1% 10.0% (0.9%)
Emerging Markets 4.3% 5.0% (0.7%)
Private Equity 11.8% 10.0% 1.8%
Total Equity Composite 64.5% 60.0% 4.5%
Global Fixed Income 20.0% 15.0% 5.0%
Low Volatility Strategies 8.7% 10.0% (1.3%)
Fixed Income Composite1 28.7% 25.0% 3.7%
Core Real Estate 2.6% 5.0% (2.4%)
Opportunistic Real Estate 0.8% 5.0% (4.2%)
Commodities 1.2% 5.0% (3.8%)
Real Assets Composite 4.6% 15.0% (10.4%)
Cash 2.3% 0.0% 2.3%
Securities Lending Liability
Total Portfolio1
*Excludes Securities Lending Liability
1 Fixed Income Composite and Total Fund includes $5,585,152 for cash and illiquid securities in terminated account with Overseas CAP Partners. This figure was revised from $709,117 after receipt of proceeds from the Lehman Brothers bankruptcy
receivable in January 2013.
$87,931
$43,368
($358)
$1,932,244
$82,756
$227,427
$1,243,015
Market Values
(000s)
$319,593
$205,753
$232,585
$385,388
$167,314
$558,288
$49,907
$15,112
$22,912
$174,902
Current Asset Allocation
by Asset Class*
Commodities
1.2%
Opportunistic
Real Estate
0.8%
Cash
2.3%
International
Developed
9.1% Emerging
Markets
4.3%
Private Equity
11.8%
Long / Short
Equity
12.1%
Small / Mid
Cap Equity
Large Cap 10.7%
Equity
16.6%
Low Volatility
Strategies
Core Real 8.7%
Estate
2.6%
Global Fixed
Income
20.0%
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%
Feb-04
Aug-04
Feb-05
Aug-05
Feb-06
Aug-06
Feb-07
Aug-07
Feb-08
Aug-08
Feb-09
Aug-09
Feb-10
Aug-10
Feb-11
Aug-11
Feb-12
Aug-12
Feb-13
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
© 2013 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, 02/28/2013 |
| Authors |
Oklahoma Police Pension and Retirement System. |
| Publication Date | 2013-02-28 |
| 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/02%2013%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. |
| Date created | 2013-04-09 |
| Date modified | 2013-04-09 |
Description
| Title | 02 13 ASAP OPPRS 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending February 28, 2013 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 16.6% 15.0% 1.6% Small / Mid Cap Equity 10.7% 5.0% 5.7% Long / Short Equity 12.1% 15.0% (2.9%) International Developed 9.1% 10.0% (0.9%) Emerging Markets 4.3% 5.0% (0.7%) Private Equity 11.8% 10.0% 1.8% Total Equity Composite 64.5% 60.0% 4.5% Global Fixed Income 20.0% 15.0% 5.0% Low Volatility Strategies 8.7% 10.0% (1.3%) Fixed Income Composite1 28.7% 25.0% 3.7% Core Real Estate 2.6% 5.0% (2.4%) Opportunistic Real Estate 0.8% 5.0% (4.2%) Commodities 1.2% 5.0% (3.8%) Real Assets Composite 4.6% 15.0% (10.4%) Cash 2.3% 0.0% 2.3% Securities Lending Liability Total Portfolio1 *Excludes Securities Lending Liability 1 Fixed Income Composite and Total Fund includes $5,585,152 for cash and illiquid securities in terminated account with Overseas CAP Partners. This figure was revised from $709,117 after receipt of proceeds from the Lehman Brothers bankruptcy receivable in January 2013. $87,931 $43,368 ($358) $1,932,244 $82,756 $227,427 $1,243,015 Market Values (000s) $319,593 $205,753 $232,585 $385,388 $167,314 $558,288 $49,907 $15,112 $22,912 $174,902 Current Asset Allocation by Asset Class* Commodities 1.2% Opportunistic Real Estate 0.8% Cash 2.3% International Developed 9.1% Emerging Markets 4.3% Private Equity 11.8% Long / Short Equity 12.1% Small / Mid Cap Equity Large Cap 10.7% Equity 16.6% Low Volatility Strategies Core Real 8.7% Estate 2.6% Global Fixed Income 20.0% 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% Feb-04 Aug-04 Feb-05 Aug-05 Feb-06 Aug-06 Feb-07 Aug-07 Feb-08 Aug-08 Feb-09 Aug-09 Feb-10 Aug-10 Feb-11 Aug-11 Feb-12 Aug-12 Feb-13 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 © 2013 Asset Consulting Group All Rights Reserved. 1 |
| Date created | 2013-04-09 |
| Date modified | 2013-04-09 |
