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TMP-31833
| 1 | | | Discussion Item | INVESTMENT BOARD REVIEW - INVESTMENT PERFORMANCE, MARKET OUTLOOK, INVESTMENT POLICY STATEMENT AND INVESTMENT PLAN AND THE 2023 INVESTMENT MANAGEMENT REPORT
Thierry Rayaisse, Portfolio Manager and Jason Bayley, Investment Analyst provided a presentation concerning the City’s 2023 investment performance, the market outlook, and the review of the investment policy statement, investment plan and the 2023 investment management report.
Mr. Rayaisse and Mr. Bayley discussed slides concerning the following topics:
· The investment income for the money markets, fixed income, and equities, including;
o The total return by portfolio;
o The consolidated annualized performance - consolidated and benchmark;
o The annualized performance - prudent investor portfolio; and
o The total return attribution - consolidated portfolio and prudent investor portfolio.
· The asset allocation for the consolidated portfolio (prudent investor and operating portfolios);
· The Operating fund (OF) analysis including periodic total return and security allocation and Liquidity;
· Capital fund analysis, including:
| Received | |
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24-G-072
| 1 | | | Staff Report | 2023 INVESTMENT MANAGEMENT ANNUAL REPORT
That the Report to the Investment Board dated February 21, 2024, concerning the 2023 Investment Management Annual Report, approved by the Investment Board on February 21, 2024, be received for information. | recommended for consideration of adoption (Section "B") | |
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