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Alternatives boost sets China’s CIC on path to becoming world’s largest SWF

For the $1.35 trillion alternative-heavy China Investment Corporation, it could be just a matter of time before it surpasses the world's largest sovereign wealth fund Norwegian Government Pension Fund Global.
Alternatives boost sets China’s CIC on path to becoming world’s largest SWF

Industry experts believe China Investment Corporation’s (CIC) will remain in good shape during a volatile 2022 and will continue to post positive investment returns supported by a private market-oriented overseas portfolio structure.

The remarks came as the Chinese sovereign wealth fund reported a 14.27% overseas investment return for 2021, with total assets under management (AUM) reaching $1.35 trillion as of the end of 2021.

Source: CIC

As a result, its annualised cumulative 10-year return reached 8.73%, beating its 10-year performance target by 296 base points. This is higher than Scandinavian fund giant Norwegian Government Pension Fund Global’s 7.51% accumulated annualised return over the same period.

ALTERNATIVE DRIVE

The 2021 annual report released on November 11 showed that 47% of CIC’s overseas investment went into the private market, while stocks only accounted for 35.4%.

“A key takeaway from CIC’s latest annual report is the drop in public equity allocation, and the further rise in alternative assets in its overseas investment,” said Pan Yanjun, Asia institutional analyst at Cerulli Associates.

Compared with 2020, CIC’s overseas alternative allocation grew from 43% to 47% in 2021. CIC has been adding exposure to the private market over the past five years, up from 38.1% in 2017, with an accelerated pace following the pandemic.

Peng Chun, CIC

“We stepped up our investments in private markets, optimised the structure of our private market investments, and continued to expand our network of high-quality managers," CIC Chairman and Chief Executive Officer Peng Chun said in the 2021 annual report. 

“New private market commitments continued to grow by double digits,” he noted.

ESG IN PLAY

Cerulli’s Pan believes in the current market environment - with rate hikes and a slump in the public market - CIC will continue to add exposure to alternative assets as an inflation hedge.

“The alternative allocation could grow to as much as 50% of AUM by the end of 2022,” Pan told AsianInvestor.

Meanwhile, public equity exposure will continue to decrease, especially US stocks, which accounted for 61.5% of the equity portfolio by end-2021, Pan said.

Source: CIC

Pan expects CIC’s alternative investments to continue to add to infrastructure in the Asia Pacific, as well as to digital infrastructure, power, renewable energy, and public utilities sectors, as summarised in the 2021 report.

Pan Yanjun, Cerulli

“ESG is frequently mentioned in the 2021 report…I believe it will be one of the main investment themes for alternative investment in 2022,” Pan said.

In May this year, CIC announced its guidelines on achieving net zero by 2060 in line with the Chinese government’s commitment.

ALSO READ: Chinese asset owners adopting a more systematic roadmap towards net zero

Agreeing with Pan, Cerulli’s Asia Institutional Research Analyst Joanne Peng Xuan noted that CIC’s private equity exposure, although smaller compared with real assets, would remain stable through partnerships and co-investments in sectors including technology, media, and telecom (TMT), healthcare, consumer services, advanced manufacturing, fintech, and financial services.

They expected CIC’s overseas investment return rate to remain solid at double digits in 2022.

CIC’s overseas investment accounts for about 42% of the total AUM, managed by subsidiaries CIC International and CIC Capital.

The remaining 58%, or Rmb5.58 trillion yuan ($784.3 billion), managed by subsidiary Central Huijin Investment, goes into shares of 17 Chinese financial institutions, including state-owned banks, securities companies, and insurance companies.

CIC does not disclose the investment return of its domestic holdings. The Rmb5.58 trillion yuan in assets by the end of 2021 were up 7% from 2020.

Daniel Brett,
Global SWF

“While CIC will not escape the market rout [in 2022] – with 68% of AUM devoted to domestic and overseas public equities – indications are that its investments in alternatives will temper the decline in portfolio value,” said Daniel Brett, head of research and data of Global SWF.

“Given the lower exposure to bearish public markets, it seems highly likely that, by end-2022, CIC will be bigger than its Norwegian counterpart, becoming the world’s biggest sovereign wealth fund,” Brett said in a recent report.

A KNOWN NO 1?

In the January-September period, the Norwegian Government Pension Fund Global, managed by Norges Bank Investment Management (NBIM), recorded -18.2% return with its AUM dropping to $1.18 trillion, hit by losses from its 68.3% exposure to stocks and 28.5% in fixed income.

Source: Global SWF

Unlike CIC, NBIM only allocated 3.2% to the private market, including 3.1% in real estate and 0.1% in renewable energy infrastructure as of the end of September.

Joanne Peng Xuan, Cerulli

“With its low exposure to overseas public equities and more alternative investment, CIC should be able to surpass NBIM in AUM in 2022,” Cerulli’s Peng echoed.

However, as CIC usually releases annual reports in the second half of the following year, with the 2021 report coming as late as November 2022, whether CIC can surpass NBIM remains uncertain.

As of the end of 2021, NBIM's AUM were 12.34 trillion kroner, equivalent to $1.36 trillion under the exchange rate at the time, higher than CIC’s $1.35 trillion. 

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