003 · Benchmarks
Oklahoma PERS.
Targets, ranges and benchmarks as the document states them — the OPERS portfolio, one of 2 in the document. Our copy of the IPS.
| Asset class | Bucket | Target | Range | Benchmark |
|---|---|---|---|---|
| U.S. Equities | Public Equity | 40% | — | — |
| International Equities | Public Equity | 28% | — | — |
| Domestic Fixed Income | Fixed Income | 32% | — | — |
| Cash | Cash | 0% | — | — |
| U.S. Large Cap Equity | Public Equity | — | 31.2–36.8% | — |
| U.S. Small Cap Equity | Public Equity | — | 3.2–8.8% | — |
| International Equity | Public Equity | — | 25–31% | — |
| U.S. Fixed Income | Fixed Income | — | 27.5–36.5% | — |
| US Fixed Income - Core | Fixed Income | — | — | Bloomberg Aggregate BondBloomberg Aggregate Bond Index |
| US Fixed Income - Core Plus | Fixed Income | — | — | Bloomberg Aggregate BondBloomberg Aggregate Bond Index |
| US Fixed Income - Constrained Core | Fixed Income | — | — | Bloomberg Aggregate BondBloomberg Aggregate Bond Index |
| US Fixed Income - Rate Anticipation | Fixed Income | — | — | Bloomberg UST 20+ Year TreasuryBloomberg UST 20+ Year Treasury Index |
| US Fixed Income - TIPS | Fixed Income | — | — | Bloomberg US TIPSBloomberg US TIPS Index |
| US Equity - Large Cap (Passive) | Public Equity | — | — | Russell 1000Russell 1000 Index |
| US Equity - Large Cap Value (Passive) | Public Equity | — | — | Russell 1000 ValueRussell 1000 Value Index |
| US Equity - Large Cap (Enhanced) | Public Equity | — | — | Russell 1000Russell 1000 Index |
| US Equity - Large Cap (Active) | Public Equity | — | — | Russell 1000Russell 1000 Index |
| US Equity - Large Cap Growth (Active) | Public Equity | — | — | Russell 1000 GrowthRussell 1000 Growth Index |
| US Equity - Small Cap (Active) | Public Equity | — | — | Russell 2000Russell 2000 Index |
| US Equity - Small Cap Growth (Active) | Public Equity | — | — | Russell 2000 GrowthRussell 2000 Growth Index |
| US Equity - Small Cap Value (Active) | Public Equity | — | — | Russell 2000 ValueRussell 2000 Value Index |
| US Equity - Total (OPERS) | Public Equity | — | — | 85% Russell 1000 / 15% Russell 2000 |
| US Equity - Total (URSJJ) | Public Equity | — | — | 85% Russell 1000 / 15% Russell 2000 |
| International Equity - Passive Core | Public Equity | — | — | MSCI ACWI ex-USMSCI ACWI ex-U.S. Index |
| International Equity - Passive Growth | Public Equity | — | — | MSCI ACWI ex-US GrowthMSCI ACWI ex-U.S. Growth Index |
| International Equity - Active Growth | Public Equity | — | — | MSCI ACWI ex-US GrowthMSCI ACWI ex-U.S. Growth Index |
| International Equity - Active Value | Public Equity | — | — | MSCI ACWI ex-US ValueMSCI ACWI ex-U.S. Value Index |
| International Equity - Total (OPERS) | Public Equity | — | — | MSCI ACWI ex-USMSCI ACWI ex-U.S. Index |
| International Equity - Total (URSJJ) | Public Equity | — | — | MSCI ACWI ex-USMSCI ACWI ex-U.S. Index |