Following the strong year for financial markets in 2023, 2024 began with more modest expectations for returns given concerns related to geopolitical risks and the prospects of stubborn inflation.

Geopolitical risks were present throughout the year. These were highlighted by continued global conflict, deteriorating political stability in Europe, and key regions of the world going to the polls including the closely-watched US presidential election that saw the return of Donald Trump to the Oval Office. Inflation concerns were an ongoing consideration as markets continued to assess the effectiveness of policymakers’ interest rate hiking cycle of 2022 and 2023.

However, solid economic growth emerged in many parts of the world and inflation expectations appeared to normalize. Central Banks from major developed markets started to reduce short-term interest rates and as a result, most equity markets delivered exceptional performance.

Driven by buoyant consumer spending and AI-driven private investment, the US economy was a pleasant surprise. US equities posted a second consecutive year of above 20% returns, driven by a heavy weighting to the technology sector and the underlying concentration to a handful of large cap stocks.

The interest rate cuts delivered by policymakers supported bond markets at the shorter end of the yield curve. However, long-duration yields rose as US growth numbers had investors revisit inflation concerns. Relative to the uneven performance in bond markets, credit markets fared well driven by low default rates and healthy base rates.

In summary, risky assets performed well in 2024. As a result, PSPP’s diversified portfolio experienced a very strong 1-year return of 14.8%. The same general risky asset theme has played out over an extended period, leading to a strong 4-year portfolio return of 8.5%.

“As a single person, to have a defined benefit pension has added an extra piece of mind before entering the next phase of my life.”

- Virginia D.

Implementation of Investment Policy

PSPP maintains a formal Statement of Investment Policy and Procedures (SIPP) inclusive of governing principles, a target mix of asset classes and allowable ranges, performance benchmarks and permissible investments to guide the implementation of the investment portfolio.

Asset Mix

The portfolio asset mix is the key consideration in meeting Plan funding objectives. As a long-term investor, PSPP seeks to build a portfolio that is resilient through economic cycles. Thus, the emphasis is on being highly diversified across asset classes and sources of income, growth, and inflation sensitivity.

Through the completion of an Asset Liability Study in the first half of 2024, the asset mix was further diversified primarily through modest increases to private market asset classes. The current SIPP features a policy allocation to the broad asset class categories of Fixed Income, Equities and Alternatives.

40% Alternatives

29% Fixed Income

31% Equities

Equities are the highest return and highest risk category in the portfolio. This asset class is expected to be the return driver within the pension funding model and is critical to meeting long-term objectives.

Fixed income are the least risky assets in the portfolio and, relative to equities, are expected to deliver lower but more stable returns. Typically having a relatively low correlation to equities, they are expected to provide the portfolio with an important element of downside protection during equity market drawdowns.

Alternatives exposure includes allocations to long-lived Real Estate and Infrastructure assets. Long-lived assets typically provide stable and predictable income while offering the potential for long-run capital appreciation. Along with portfolio diversification, Real Estate and Infrastructure assets are expected to give the pension funding model a desired element of long-run inflation protection.

Geographic Exposure

The portfolio asset mix targets being diversified across key drivers of investment return and risk including geographic considerations. Equity exposure is global in nature given its focus on sources of economic growth. Fixed income exposure is primarily Canadian in nature given the attention to total portfolio risk management and the matching of Canadian dollar-based liabilities.

The large allocation to US assets is reflective of the relative size of the US economy and the resultant availability of institutional quality publicly listed and privately held assets.

Investment Management

Alberta Investment Management Corporation (AIMCo) is PSPP’s legislated provider of investment management services. Established as a crown corporation in 2008, AIMCo provides a large-scale multi-client investment platform with a global reach to Alberta-based public entities, including pension plans, endowments and government funds.

AIMCo implements the SIPP in the financial marketplace and supports carrying out PSPP’s decision making, oversight and monitoring responsibilities.

Investment Results

To allow a comparison of actual investment performance to a relevant target, each asset class in the Policy Asset Mix is assigned an appropriate investment performance benchmark. As well, a total portfolio performance benchmark is constructed from underlying asset class performance benchmarks and policy weights.

AIMCo has discretion within its implementation of the Policy Asset Mix to seek investment returns beyond underlying policy benchmarks. All strategies implemented within each asset class are defined by AIMCo product descriptions, inclusive of investment guidelines along with risk and return targets.

Regular review of investment results versus performance benchmarks allows PSPP to monitor the effectiveness of AIMCo’s implementation of the SIPP.

Total Fund

Strong performance across broad asset classes in 2024, especially Equities, contributed to a Total Fund portfolio return of 14.8%. Driven by strong returns in three of the last four calendar years, 4-year portfolio performance was healthy at 8.5%.

The Total Fund portfolio underperformed its benchmark by 0.3% in 2024, primarily driven by poor relative performance in the Real Estate asset class. The portfolio outperformed its benchmark by 1.4% over the 4-year period, driven by strong relative performance in 2021 and 2022.

“I know I will have a strong pension in my retirement regardless of when I retire or leave.”

- Lindsay M.

Fixed Income

Healthy performance across all underlying asset classes in 2024 contributed to a Fixed Income portfolio return of 5.9%. Driven by poor returns in 2021 and 2022, the portfolio performance was muted at 0.4%.

The Fixed Income portfolio outperformed its benchmark by 0.4% in 2024, driven by healthy relative performance in the Universe Bond and Private Debt asset classes. These asset classes also contributed to the portfolio outperforming its benchmark by 0.6% over the 4-year period.

Asset Classes

The Fixed Income portfolio has over $6 Billion allocated across underlying public and private market asset classes.

Given the floating interest rate feature underlying most of its assets, the Private Debt & Loan portfolio exhibited strong 1-year and 4-year absolute and relative returns. Other asset classes have performed as expected against the prevailing macroeconomic backdrop. Of note, Canadian Long Bonds re-entered the portfolio following the completion of the 2024 Asset Liability Study.

Equities

Very strong performance across most global equity markets in 2024 contributed to an Equity portfolio return of 26.9%. Driven by strong returns in three of the last four calendar years, 4-year portfolio performance was 13.5%.

The Equity portfolio outperformed its benchmark by 0.3% in 2024, driven by a mix of strong relative performance in Global Equities and poor relative performance in Emerging Market equities. These asset classes both contributed to the portfolio outperforming its benchmark by a healthy 1.6% over the 4-year period.

Asset Classes

The Equity portfolio has over $7.5 Billion allocated across underlying developed and emerging market asset classes. Over 85% of the exposure is in developed markets.

Driven primarily by US equities, the developed market portfolio significantly outperformed the emerging market portfolio over 1-year and 4-year periods.

Alternatives

Mixed performance in 2024, strength in Infrastructure and Private Equity and weakness in Real Estate and Renewable Resources, contributed to the Alternatives portfolio return of 6.4%. Driven by solid returns in three of the last four calendar years, 4-year portfolio performance was strong at 7.7%.

The Alternatives portfolio underperformed its benchmark by 1.2% in 2024, driven by poor relative performance in Real Estate and Renewable Resources. The portfolio outperformed its benchmark by 1.9% over the 4-year period, driven primarily by strong relative performance in Infrastructure and Private Equity.

Asset Classes

The Alternatives portfolio has over $7 Billion allocated across underlying illiquid private market asset classes.

The recent 4-year period featured significant volatility of absolute and relative returns in each asset class. However, apart from Real Estate, very strong 4-year absolute and relative returns were experienced in each asset class.

“PSPP means stability, reliability, security, and peace of mind”

- Amar B.

Responsible Investing

Framework

PSPP’s Responsible Investment Policy guides the integration of environmental, social and governance (ESG) factors across the investment process. Plan assets are managed exclusively in the financial interest of Plan beneficiaries; however, ESG factors, including environmental and climate impact, social practices, and governance structures, can represent significant long-term risks to the financial health of the Plan.

PSPP has adopted the United Nations-led Principles for Responsible Investment (PRI) as a practical framework to manage responsible investment considerations. PSPP delegates the implementation of its Responsible Investment Policy and proxy voting process to its asset manager, AIMCo. AIMCo must uphold the PRI and integrate ESG factors into its investment decision-making and stewardship activities accordingly.

Active Ownership: Proxy Voting & Engagements

Proxy voting is a fundamental tenet of shareholder rights, providing a mechanism for shareholders of publicly traded companies to affect important corporate governance and ESG matters at annual general meetings (AGMs) or special shareholder meetings. For the annual 2024 proxy voting season (12-months ending June 30, 2024), AIMCo, on behalf of all clients including PSPP, voted at/on:

  • 4,277 meetings and 47,490 ballot items; and
  • 890 shareholder proposals where governance was a prominent theme - with a 10% year-over-year increase in proposals.

Shareholder engagement complements proxy voting. As our investment manager, AIMCo conducted 112 engagements (a 9% year-over-year increase) in 2024 to spur ongoing, constructive dialogue with investee company boards, management teams, and external managers across public and private market holdings. When investee companies better understand the views of asset owners and managers on material ESG issues, they are more likely to drive positive change that enhances the long-term value of our investments, consistent with our fiduciary duty.

Management Discussion and Analysis