06.12 ASAP OPPRS 1 |
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Preliminary
Oklahoma Police Pension & Retirement System
Periods Ending June 30, 2012
Asset Class Allocation
% Total
Portfolio Policy %
Over/Under
Target
Large Cap Equity 16.1% 15.0% 1.1%
Small / Mid Cap Equity 9.8% 5.0% 4.8%
Long / Short Equity 13.8% 15.0% (1.2%)
International Developed 9.0% 10.0% (1.0%)
Emerging Markets 2.8% 5.0% (2.2%)
Private Equity 13.0% 10.0% 3.0%
Total Equity Composite 64.5% 60.0% 4.5%
Global Fixed Income 21.0% 15.0% 6.0%
Low Volatility Strategies 8.8% 10.0% (1.2%)
Fixed Income Composite1 29.9% 25.0% 4.9%
Core Real Estate 2.8% 5.0% (2.2%)
Opportunistic Real Estate 0.2% 5.0% (4.8%)
Commodities 1.3% 5.0% (3.7%)
Real Assets Composite 4.3% 15.0% (10.7%)
Cash 1.3% 0.0% 1.3%
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.
$76,176
$22,176
($358)
$1,752,180
$48,665
$228,302
$1,130,654
Market Values
(000s)
$281,408
$172,567
$242,380
$368,512
$154,310
$523,531
$49,899
$4,106
$22,171
$157,332
Current Asset Allocation
by Asset Class*
Commodities
1.3%
Opportunistic
Real Estate
0.2%
Cash
1.3%
International
Developed
9.0%
Emerging
Markets
2.8%
Private Equity
13.0%
Long / Short
Equity
13.8%
Small / Mid
Cap Equity
Large Cap 9.9%
Equity
16.1%
Low Volatility
Strategies
8.8%
Core Real
Estate
2.8%
Global Fixed
Income
21.0%
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%
Jun-03
Dec-03
Jun-04
Dec-04
Jun-05
Dec-05
Jun-06
Dec-06
Jun-07
Dec-07
Jun-08
Dec-08
Jun-09
Dec-09
Jun-10
Dec-10
Jun-11
Dec-11
Jun-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, 06/30/2012 |
| Authors |
Oklahoma Police Pension and Retirement System. |
| Publication Date | 2012-06-30 |
| 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/06.12%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 |
| OCLC number | 890220249 |
Description
| Title | 06.12 ASAP OPPRS 1 |
| Full text | Preliminary Oklahoma Police Pension & Retirement System Periods Ending June 30, 2012 Asset Class Allocation % Total Portfolio Policy % Over/Under Target Large Cap Equity 16.1% 15.0% 1.1% Small / Mid Cap Equity 9.8% 5.0% 4.8% Long / Short Equity 13.8% 15.0% (1.2%) International Developed 9.0% 10.0% (1.0%) Emerging Markets 2.8% 5.0% (2.2%) Private Equity 13.0% 10.0% 3.0% Total Equity Composite 64.5% 60.0% 4.5% Global Fixed Income 21.0% 15.0% 6.0% Low Volatility Strategies 8.8% 10.0% (1.2%) Fixed Income Composite1 29.9% 25.0% 4.9% Core Real Estate 2.8% 5.0% (2.2%) Opportunistic Real Estate 0.2% 5.0% (4.8%) Commodities 1.3% 5.0% (3.7%) Real Assets Composite 4.3% 15.0% (10.7%) Cash 1.3% 0.0% 1.3% 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. $76,176 $22,176 ($358) $1,752,180 $48,665 $228,302 $1,130,654 Market Values (000s) $281,408 $172,567 $242,380 $368,512 $154,310 $523,531 $49,899 $4,106 $22,171 $157,332 Current Asset Allocation by Asset Class* Commodities 1.3% Opportunistic Real Estate 0.2% Cash 1.3% International Developed 9.0% Emerging Markets 2.8% Private Equity 13.0% Long / Short Equity 13.8% Small / Mid Cap Equity Large Cap 9.9% Equity 16.1% Low Volatility Strategies 8.8% Core Real Estate 2.8% Global Fixed Income 21.0% 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% Jun-03 Dec-03 Jun-04 Dec-04 Jun-05 Dec-05 Jun-06 Dec-06 Jun-07 Dec-07 Jun-08 Dec-08 Jun-09 Dec-09 Jun-10 Dec-10 Jun-11 Dec-11 Jun-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 |
