File #: TMP-33206    Version: 1 Name:
Type: Discussion Item Status: To Be Introduced
File created: 11/5/2024 In control: Investment Board
On agenda: 11/12/2024 Final action:
Title: Q3 INVESTMENT PERFORMANCE REVIEW Thierry Rayaisse, Portfolio Manager, and Jason Bayley, Investment Analyst, reviewed the City's investment performance for the 2024 third quarter (Q3) ending September 30, 2024. Mr. Rayaisse and Mr. Bayley discussed slides concerning the following topics: * The asset allocations for the consolidated portfolio (prudent investor and operating) prudent investor portfolio and operating portfolio; * The year-to-date (YTD) investment performance as of September 30, 2024, for money market, fixed income, equity and consolidated portfolio; * The performance attributions for money market, fixed income, Canadian and US equities and total return; * The historical performance (annualized total return) over 7 years related to consolidated portfolio, benchmark and prudent investor; and * The performance by asset class for the operating fund (money market), capital fund (fixed income, and growth fund (equities). The Investment Board members asked a number of que...
Attachments: 1. Investment Board Presentation Q3 2024.pdf
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Title

Q3 INVESTMENT PERFORMANCE REVIEW

 

Thierry Rayaisse, Portfolio Manager, and Jason Bayley, Investment Analyst, reviewed the City’s investment performance for the 2024 third quarter (Q3) ending September 30, 2024.

 

Mr. Rayaisse and Mr. Bayley discussed slides concerning the following topics:

 

                     The asset allocations for the consolidated portfolio (prudent investor and operating) prudent investor portfolio and operating portfolio;

                     The year-to-date (YTD) investment performance as of September 30, 2024, for money market, fixed income, equity and consolidated portfolio;

 

                     The performance attributions for money market, fixed income, Canadian and US equities and total return;

                     The historical performance (annualized total return) over 7 years related to consolidated portfolio, benchmark and prudent investor; and

                     The performance by asset class for the operating fund (money market), capital fund (fixed income, and growth fund (equities).

 

The Investment Board members asked a number of questions to City staff and received responses.