Financial Highlights Historical information on the performance of assets available to the Canada Pension Plan, and financial statements of the CPP Investment Board, can be found under Quarterly Reports and Annual Reports.
2nd QUARTER FISCAL 2012 - NEWS RELEASE
2nd QUARTER FISCAL 2012 - FINANCIAL STATEMENTS
The CPP Fund holdings summarized below are stated at fair value. Holdings are based on the Consolidated Statement of Investment Asset Mix contained in the CPP Investment Board's financial statements. These investments have been grouped based on the risk/return characteristics of the investment strategies of the underlying portfolios after allocating derivative contracts, associated money market securities and other investment receivables and liabilities to the asset classes to which they relate.
| For the year ended March 31 |
Financial Overview
($ billions) |
YTD
2012* |
2011 |
2010 |
2009 |
2008 |
2007 |
2006 |
| CPP Fund** |
152.3 |
148.2 |
127.6 |
105.5 |
122.7 |
116.6 |
98.0 |
| Net contributions |
4.2 |
5.4 |
6.1 |
6.6 |
6.5 |
5.6 |
3.6 |
| Investment income net of operating expenses**** |
-0.1 |
15.2 |
16.0 |
(23.8) |
(0.4) |
13.0 |
13.1 |
Investment Performance
(%) *** |
YTD
2012* |
2011 |
2010 |
2009 |
2008 |
2007 |
2006 |
| Annual |
0.1 |
11.9 |
14.9 |
(18.6) |
(0.3) |
12.9 |
15.5 |
Five-year
annualized
rate of return |
3.1 |
3.3 |
4.0
|
2.8
|
10.7
|
10.4
|
8.6
|
Ten-year
annualized
rate of return |
5.9 |
5.9 |
5.5 |
4.3 |
- |
- |
- |
Investment Portfolio
($ billions) |
YTD
2012* |
2011 |
2010 |
2009 |
2008 |
2007 |
2006 |
| Equities |
|
|
|
|
|
|
|
| Canada |
20.1 |
21.0 |
18.5 |
15.6 |
28.9 |
29.2 |
29.0 |
Foreign developed
markets |
48.7 |
50.8 |
46.2 |
40.4 |
47.5 |
46.1 |
32.7 |
| Emerging markets |
6.8 |
7.6 |
6.5 |
4.6 |
0.7 |
- |
- |
| Fixed income |
|
|
|
|
|
|
|
| Bonds |
38.3 |
37.6 |
35.4 |
28.4 |
30.2 |
29.2 |
27.2 |
| Other debt |
7.5 |
6.1 |
3.5 |
1.8 |
1.1 |
- |
- |
Money market
securities |
5.6 |
2.3 |
1.7 |
(0.8) |
- |
0.4 |
0.6 |
Debt financing
liabilities |
(1.4) |
(1.4) |
(1.3) |
- |
- |
- |
- |
Inflation-sensitive
assets |
|
|
|
|
|
|
|
| Real estate |
13.9 |
10.9 |
7.0 |
6.9 |
6.9 |
5.7 |
4.2 |
| Infrastructure |
8.7 |
9.5 |
5.8 |
4.6 |
2.8 |
2.2 |
0.3 |
Inflation-linked
bonds |
4.2 |
3.9 |
4.4 |
4.1 |
4.7 |
3.8 |
4.0 |
Investment
Portfolio |
152.4 |
148.3 |
127.7 |
105.6 |
122.8 |
116.6 |
98.0 |
|
|
* YTD 2012 = April 1- September 30, 2011
** Includes non-investment assets such as premises and equipment and non-investment liabilities.
*** Commencing in fiscal 2007, the rate of return reflects the performance of the investment portfolio, which excludes the Cash for Benefits portfolio.
**** The CPP Fund includes the non-marketable government bonds that predate the creation of the CPP Investment Board. We take these bonds into account when making investment decisions. Accordingly this financial highlights table for the CPP Fund includes the performance of these non-marketable government bonds.
|
Financial Highlights:
2000 :: 2001 :: 2002 :: 2003 :: 2004 :: 2005 |
