Average asset allocation of pension schemes by asset size

Opinion

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December 2010_issue_01

The results of the asset allocation survey by the Pension Protection Fund and the Pensions Regulator in the 2010 Purple Book shows the share of assets held in gilts and fi xed interest increases with scheme size. The smallest schemes, those with under £5m AUM, make far greater use of insurance policies than even those within the next size bracket, of between £5m-£10m. Meanwhile, allocations to alternatives, including hedge funds and property, are still tiny for schemes of all sizes when compared to traditional equity and fi xed interest allocations. The biggest schemes, those with over £100m in assets hold the least proportion of their assets in cash and deposits.

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