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 |