02 12 ASAP OPPRS 1 |
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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending February 29, 2012
Asset Class Allocation
Market Values
(000s)
% Asset
Class
% Total
Portfolio % Cash Policy %
Over/Under
Target
Large Cap Equity $307,558 26.3% 17.2% -- 15.0% 2.2%
Small / Mid Cap Equity $178,116 15.2% 10.0% 3.8% 5.0% 5.0%
Long / Short Equity $246,164 21.0% 13.8% -- 15.0% (1.2%)
International Developed $142,485 12.2% 8.0% -- 10.0% (2.0%)
Emerging Markets $77,000 6.6% 4.3% -- 5.0% (0.7%)
Private Equity $220,091 18.8% 12.3% -- 10.0% 2.3%
Total Equity Composite $1,171,415 100.0% 65.5% 0.6% 60.0% 5.5%
Global Fixed Income $364,814 70.0% 20.4% 1.8% 15.0% 5.4%
Low Volatility Strategies $155,473 29.8% 8.7% -- 10.0% (1.3%)
Fixed Income Composite1 $520,996 100.0% 29.1% 0.9% 25.0% 4.1%
Core Real Estate $48,522 65.5% 2.7% 0.9% 5.0% (2.3%)
Opportunistic Real Estate $2,725 3.7% 0.2% -- 5.0% (4.8%)
Commodities $22,848 30.8% 1.3% -- 5.0% (3.7%)
Real Assets Composite $74,095 100.0% 4.1% 0.6% 15.0% (10.9%)
Cash $22,740 100.0% 1.3% 96.2% 0.0% 1.3%
Securities Lending Liability ($358)
Total Portfolio1 $1,788,888
*Excludes Securities Lending Liability
1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners.
Current Asset Allocation
by Asset Class*
Global Fixed
Income
Core Real 20.4%
Estate
2.7%
Low Volatility
Strategies
8.7%
Large Cap
Equity
17.2%
Small / Mid
Cap Equity
10.0%
Long / Short
Equity
13.8%
Private Equity
12.3%
Emerging
Markets
4.3%
International
Developed
8.0%
Cash
1.3%
Opportunistic
Real Estate
0.2%
Commodities
1.3%
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%
Feb-03
Aug-03
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
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, 02/29/2012 |
| Authors |
Oklahoma Police Pension and Retirement Board. |
| Publication Date | 2012-02-29 |
| 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%2012%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 |
| Month/year uploaded | April 2012 |
| Date created | 2014-10-19 |
| Date modified | 2014-10-19 |
| OCLC number | 890218048 |
Description
| Title | 02 12 ASAP OPPRS 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending February 29, 2012 Asset Class Allocation Market Values (000s) % Asset Class % Total Portfolio % Cash Policy % Over/Under Target Large Cap Equity $307,558 26.3% 17.2% -- 15.0% 2.2% Small / Mid Cap Equity $178,116 15.2% 10.0% 3.8% 5.0% 5.0% Long / Short Equity $246,164 21.0% 13.8% -- 15.0% (1.2%) International Developed $142,485 12.2% 8.0% -- 10.0% (2.0%) Emerging Markets $77,000 6.6% 4.3% -- 5.0% (0.7%) Private Equity $220,091 18.8% 12.3% -- 10.0% 2.3% Total Equity Composite $1,171,415 100.0% 65.5% 0.6% 60.0% 5.5% Global Fixed Income $364,814 70.0% 20.4% 1.8% 15.0% 5.4% Low Volatility Strategies $155,473 29.8% 8.7% -- 10.0% (1.3%) Fixed Income Composite1 $520,996 100.0% 29.1% 0.9% 25.0% 4.1% Core Real Estate $48,522 65.5% 2.7% 0.9% 5.0% (2.3%) Opportunistic Real Estate $2,725 3.7% 0.2% -- 5.0% (4.8%) Commodities $22,848 30.8% 1.3% -- 5.0% (3.7%) Real Assets Composite $74,095 100.0% 4.1% 0.6% 15.0% (10.9%) Cash $22,740 100.0% 1.3% 96.2% 0.0% 1.3% Securities Lending Liability ($358) Total Portfolio1 $1,788,888 *Excludes Securities Lending Liability 1 Fixed Income Composite and Total Fund includes $709,117 for illiquid securities in terminated account with Overseas CAP Partners. Current Asset Allocation by Asset Class* Global Fixed Income Core Real 20.4% Estate 2.7% Low Volatility Strategies 8.7% Large Cap Equity 17.2% Small / Mid Cap Equity 10.0% Long / Short Equity 13.8% Private Equity 12.3% Emerging Markets 4.3% International Developed 8.0% Cash 1.3% Opportunistic Real Estate 0.2% Commodities 1.3% 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% Feb-03 Aug-03 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 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 | 2012-04-13 |
| Date modified | 2012-04-13 |
