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Pension Protection Fund

PRI reporting framework 2019

You are in Organisational Overview » Basic information

Basic information

OO 01. Signatory category and services

01.1. Select the type that best describes your organisation or the services you provide.

01.3. Additional information. [Optional]

The Pension Protection Fund (PPF) is a statutory fund run by the Board of the Pension Protection Fund, a statutory corporate established under the provisions of the Pensions Act 2004, and is classified as a public financial corporation.  It was established to pay compensation to members of eligible defined benefit pension schemes in the United Kingdom, when there is a qualifying insolvency event in relation to the employer and where there are insufficient assets in the pension scheme to cover Pension Protection Fund levels of compensation.  We are also responsible for the day-to-day running of the Financial Assistance Scheme (FAS) on behalf of the UK Government.

Over 130,000 people (31 March 2018) are now receiving compensation, and hundreds of thousands more will do so in the future. 

The money needed to pay compensation, and the cost of running the PPF is generated by:

  • charging a levy on eligible pension schemes;
  • taking of the assets of schemes that transfer to the PPF;
  • recovering money, and other assets, from the insolvent employers of the schemes we take on; and
  • investing all income and assets, as part of a prudent strategy. 

We have £30.0 billion in our investment portfolio (31 March 2018) which is continually growing, and is currently managed both internally and externally

Highlights as at 31 Mar 2018

  • As at 31st Mar 2018, the PPF had over 230,000 members, made up of over 100,000 deferred members and over 130,000 members receiving compensation;
  • By the end of our financial year, we were supporting 89 schemes in the assessment period, with assets of £6.4 billion and liabilities of £8.0 billion;
  • By the end of March 2018, the PPF had a funding level of 122.8 per cent -  an increase of 1.2 per cent on the previous year;
  • By 31 March 2018, the probability of success of being financially self-sufficient by 2030 is 91 per cent, confirming we continue on the right path.

Further details regarding the PPF's strategic objectives and investment strategy for the year under review can be found in its annual report which can be found here:

https://www.ppf.co.uk/sites/default/files/file-2018-11/annual_report_2017-2018_0.pdf 


OO 02. Headquarters and operational countries

02.1. Select the location of your organisation’s headquarters.

United Kingdom

02.2. Indicate the number of countries in which you have offices (including your headquarters).

02.3. Indicate the approximate number of staff in your organisation in full-time equivalents (FTE).

365 FTE

02.4. Additional information. [Optional]


OO 03. Subsidiaries that are separate PRI signatories

03.1. Indicate whether you have subsidiaries within your organisation that are also PRI signatories in their own right.

03.3. Additional information. [Optional]


OO 04. Reporting year and AUM

04.1. Indicate the year end date for your reporting year.

31/03/2018

04.2. Indicate your total AUM at the end of your reporting year.

Include the AUM of subsidiaries, but exclude advisory/execution only assets, and exclude the assets of your PRI signatory subsidiaries that you have chosen not to report on in OO 03.2
Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

04.5. Additional information. [Optional]


OO 06. How would you like to disclose your asset class mix

06.1. Select how you would like to disclose your asset class mix.

Internally managed (%)
Externally managed (%)

 

Listed equity 0 0 10-50% 10
Fixed income 10-50% 41 10-50% 19
Private equity 0 0 <10% 4
Property 0 0 <10% 5
Infrastructure 0 0 <10% 2
Commodities 0 0 0 0
Hedge funds 0 0 <10% 2
Fund of hedge funds 0 0 0 0
Forestry 0 0 <10% 1
Farmland 0 0 <10% 1
Inclusive finance 0 0 0 0
Cash <10% 5 0 0
Money market instruments 0 0 0 0
Other (1), specify 0 0 10-50% 10
Other (2), specify 0 0 0 0

'Other (1)' specified

          Relates to Hybrid Assets which are defined as illiquid UK Investment Grade assets with hedging characteristics that support our LDI book
        

06.2. Publish asset class mix as per attached image [Optional].

06.3. Indicate whether your organisation has any off-balance sheet assets [Optional].

06.5. Indicate whether your organisation uses fiduciary managers.

06.6. Provide contextual information on your AUM asset class split. [Optional]

The strategic asset allocation is set by taking into account the nature and timing of both actual and potential future liabilities, which are sensitive to interest rates, inflation, mortality and other financial and demographic factors. It is also set having regard to the Board's funding objectives. To meet these objectives the Board has set an investment return target, and risk appetite, consistent with the Board's low risk investment philosophy. 


OO 07. Fixed income AUM breakdown (Private)


OO 08. Segregated mandates or pooled funds (Private)


OO 09. Breakdown of AUM by market

09.1. Indicate the breakdown of your organisation’s AUM by market.

95 Developed Markets
5 Emerging Markets
0 Frontier Markets
0 Other Markets
Total 100% 100%

09.2. Additional information. [Optional]


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