Public Employees Pension Plan
Fund Performance Bulletin
The Public Employees Pension Plan (PEPP, the Plan) is pleased to announce that it has engaged a new liquid alternative manager: Rokos Capital Management LLC to manage Global Macro investments on behalf of the Plan. Alternative strategies such as this provides diverse exposure across multiple asset classes and employs a combination of macroeconomic analysis and relative value trading strategies. This mandate invests in liquid financial instruments within various markets such as fixed income, foreign currency, and equity indices. The Plan holds investments in liquid alternatives such as Rokos through pooled funds.