Current and target asset allocation (FOI)

Request 

We would like to request for any documents you hold relating to the below. 

• both your current and target asset allocation dated and separated by asset class in percentage form ideally to, two decimal places
• details of all the investment managers and funds you invest in across all asset classes as of today, 30 September 2022.

A

I am looking for details including standard data such as: Management company and corresponding Investment (Fund) Name, committed values and current markets values and investment date for each fund.

B

Could you please provide the information broken by asset class including hedge fund/absolute return, real estate, and private credit/debt. 

Response

It has been assumed this request relates to the Public Employee Pension Fund and have answered accordingly.

The information has been provided in the table attached.

Table (pdf)

Valuations are not yet available for 30 September 2022, therefore the most recent valuations as of 31 August 2022 have been supplied.