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CPEV Caisse de Pension de l'Etat de Vaud

Pension Fund Name

CPEV Caisse de Pension de l'Etat de Vaud

Address Contact

Rue Caroline 11 Tel +41 21 348 2443

Case postale 288
www.cpev.ch

1001 Lausanne

Facts and Figures

Description Pension Fund of the Canton of Vaud

Category Public Pension Fund

Membership 36’625 active, 18’348 retired

Assets 12’025 million

Performance
-2.80%

Funded Ratio 68.50%

Senior Contacts

Asset Management

Les Retraites Populaires

Assets Breakdown (31.12.2018)

Assets
Allocation
Performance

Liquidity 1.80%

Bonds CHF 3.70%

Bonds non-CHF 10.40%

Mortgages 6.30%

Convertible Bonds 4.40%

Equity Domestic 13.30%

Equity Foreign 15.20%

Real Estate Domestic 20.70%

Real Estate Foreign Indirect 3.30%

Alternative Investments (Hedge Funds) 7.50%

Private Placements 4.80%

Commodities 2.90%

Infrastructure 2.10%

Loan to the Canton 2.70%

Currency Overlay 0.00%

Equity Overlay 0.90%

100%
-2.80%

Assets Breakdown (31.12.2017)

Assets
Allocation
Performance

Liquidity 1.40%

Bonds CHF 3.70%

Bonds non-CHF 9.20%

Mortgages 6.00%

Convertible Bonds 4.60%

Equity Domestic 13.80%

Equity Foreign 17.20%

Real Estate Domestic 19.60%

Real Estate Foreign Indirect 3.00%

Alternative Investments (Hedge Funds) 7.80%

Private Placements 4.00%

Commodities 3.20%

Infrastructure 1.20%

Loan to the Canton 4.10%

Currency Overlay -0.10%

Equity Overlay 1.50%

100%
8.10%

Assets Breakdown (31.12.2016)

Assets
Allocation
Performance

Liquidity 1.50%

Bonds CHF 4.10%

Bonds non-CHF 9.40%

Mortgages 6.40%

Convertible Bonds 4.10%

Equity Domestic 12.40%

Equity Foreign 16.30%

Real Estate Domestic 20.80%

Real Estate Foreign Indirect 2.80%

Alternative Investments (Hedge Funds) 7.40%

Private Placements 3.40%

Commodities 3.40%

Infrastructure 0.50%

Loan to the Canton 6.20%

Currency Overlay -0.10%

Equity Overlay 1.40%

100%
3.10%

Assets Breakdown (31.12.2015)

Assets
Allocation
Performance

Liquidity   2.50%

Bonds CHF   4.20%

Bonds non-CHF 10.40%

Mortgages 6.60%

Convertible Bonds 3.30%

Equity Domestic 11.60%

Equity Foreign 14.90%

Real Estate Domestic 20.90%

Real Estate Foreign   2.10%

Alternative Investments 7.10%

Private Placements 3.30%

Commodities 3.30%

Loan to the Canton 7.90%

Others 0.90%

100%
3.20%

Lausanne

27.12.2011