Old Mutual Asset Managers Ltd

Summary of Investments as at 31/03/2011
INVESTMENT
CASH & DEMAND DEP.
TERM DEPOSITS
CORPORATE NOTES & CP
KENYA GOVERN. PAPER
KENYA QUOTED EQUITY
OFFSHORE INVESTMENTS
REAL PROPERTIES
KPA PENSION FD

ACQUISITION COST
57,206,817.12
55,000,000.00
290,713,000.00
764,251,572.26
480,296,371.25
0.00
25,000,000.00
1,672,467,760.63

CURRENT VALUE AS AT 31/03/2011
RATIO %
57,221,201.00
3.01
55,732,192.00
2.93
300,691,236.00
15.81
875,365,900.00
46.02
588,061,526.00
30.92
0.00
0
25,000,000.00
1.31
1,902,072,055.00
100.00

Security Name
Equities Totals
Fixed income instruments
Deposits
CP & Corporate Bonds
Treasury Bills and Bonds

Fixed income Totals
Cash
Dividends Pending
Cash Balance At Stanbic
Call Deposits

Cash Totals
Offshore Totals
Unquoted securities

Market Value as at 31/03/2011
840,914,746.50
300,901,068.49
245,683,874.11
1,556,891,091.89

2,103,476,034.49
10,326,926.25
25,637,124.68
42,720,356.16

78,684,407.09
116,191,727.34

KPA Bandari Properties

Unquoted Securities Totals
Totals

0.00

Total Cost as at 31/03/2011
770,060,504.53
293,000,000.00
236,578,200.00
1,380,150,000.00

1,909,728,200.00
10,326,926.25
25,637,124.68
42,500,000.00

78,464,050.93
95,294,438.15

PINE BRIDGE INVESTMENTS VALUATION REPORT
ASSET DESCRIPTION
CASH
COMMERCIAL PAPER
CORPORATE FIXED BONDS
CORPORATE FLOAT BONDS
FIXED DEPOSITS
GOVERNMENT BONDS
OFFSHORE SECURITIES
PROPERTY
STOCKS & SHARES

PORTFOLIO TOTALS

Market Value as from 31.03.2011

Cost as at 31.03.2011

66,352,633.55
29,985,906.59
284,511,183.43
43,007,995.40
265,445,479.45

66,352,633.55
29,572,500.00
266,804,200.00
42,000,000.00
260,000,000.00

1,260,007,861.36

1,079,717,729.00

435,535,052.88
0.00

261,355,955.47
0.00

874,139,729.87

805,276,945.12

3,258,985,842.53

2,811,079,963.14

% of entire poprtfolio

Appendix 1
KPA STAFF PENSION ASSET ALLOCATION
Old Mutual

Old Mutual

Market

Cost

%

Genesis

Genesis

Market

Cost

%

PINE BRIDGE
Market

Equities

588,061,526

480,296,371

31%

840,914,747

770,060,505

27%

874,139,729.87

Government

875,365,900

764,251,572

47%

1,556,891,092

1,380,150,000

50%

1,260,007,861.36

356,423,428

345,713,000

19%

546,584,943

529,578,200

17%

622,950,564.87

57,206,817.12

3%

78,684,407

78,464,051

0

0%

116,191,727

95,294,438

4%

1,260,007,861.36

1,647,467,761 100%

3,139,266,915

2,853,547,194

97%

4,083,458,651.01

Securities

Fixed
Income

Cash

Offshore

SUBTOTAL

Property

TOTAL

PERCENTAGE

57,221,201

0

1,877,072,055

25,000,000

25,000,000

25,000,000

25,000,000

65,000,000.00

1,902,072,055

1,672,467,761

3,164,266,915

2,878,547,194

4,148,458,651.01

21%

20%

34%

35%

0.45

KPA STAFF PENSION ASSET ALLOCATION

Equities

2,303,116,002

Government Securities
3,692,264,853
Fixed Income
Cash

66,352,633.55

1,525,958,935
202,258,242

Offshore

1,376,199,589

Property

3,429,491,253

12,529,288,874

KPA STAFF PENSION ASSET ALLOCATION
PINE BRIDGE

%

Cost

Total

Total

Ex

Cum

Market

Cost

Property

Property

RBA

805,276,945

21%

2,303,116,002

2,055,633,821

25%

25%

70%

1,079,717,729

31%

3,692,264,853

3,224,119,301

41%

40%

70%

598,376,700

15%

1,525,958,935

1,473,667,900

17%

17%

30%

66,352,634

2%

202,258,242

202,023,502

2%

2%

5%

1,079,717,729

31%

1,376,199,589

1,175,012,167

15%

15%

5%

3,629,441,737 100%

9,099,797,621

8,130,456,691

65,000,000

115,000,000

115,000,000

3,694,441,737

9,214,797,621

8,245,456,691

45%

100%

99% 180%