AR Investments Highlights

Page 1

INVESTMENT HIGHLIGHTS WHOLE FUND RETURNS

(CURRENT VALUE OF OUR INVESTMENTS)

60%

7.3%

OF OUR ASSETS

1 Year

1.6%

3 Years

Net Return

are now pooled through the Brunel Pension Partnership

5.7%

5.5%

0.4%

1.2%

6.7%

8.1%

8.5%

to 31 March 2022

£3.2bn

SUSTAINABLE EQUITIES, RENEWABLE INFRASTRUCTURE,

5 Years

Combined Benchmark

Return Against Benchmark

and

LONG TERM STRATEGIC ASSET ALLOCATION 5%

IMPACT AFFORDABLE HOUSING

Paris-aligned passive equities

12%

5%

During the year, we made new allocations to

Global High Alpha active equities 5%

5%

Sustainable Global active equities 5%

8%

7% 8%

5%

Private equity Emerging Markets active equity

Private debt

Private infrastructure

Secured income

Multi-asset credit

Impact affordable housing Renewable infrastructure

Emerging Markets debt

Passive gilts

Property 8%

15% 5%

5%

Our private markets portfolios are growing! During 2021/22, we funded

We have set

DECARBONISATION TARGETS

55 PRIVATE MARKET CAPITAL CALLS at a value of

£193.9M

for our investment portfolios:

1

2

3

4

We commit to a whole Fund carbon reduction target of 50% by 2030

We commit to a listed equities carbon reduction target of 43% by 2025 and 69% by 2030

We commit to allocating 30% of the Fund to sustainable/ low carbon green assets by 2025 and 35% by 2030 (as measured by the long-term strategic asset allocation).

We will expand specific net zero target setting and monitoring of metrics for other asset classes over 2022, starting with property and infrastructure.

50 WILTSHIRE PENSION FUND ANNUAL REPORT AND ACCOUNTS 2022


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