
The University has developed policies to ensure the prudent investment of funds and outline practices for the distribution of investment income and endowment spending.
The Fixed Income Investment Pool (FIP) and Long Term Investment Pool (LTP) are similar to mutual funds as investors purchase units in the pools. Funds held in the FIP or LTP are allocated investment earnings on a pro-rata share of actual earnings based on the number of units owned.
Funds that are held on a short-term basis and which are eligible for investment earnings under university policy are allocated investment earnings based on the Government of Canada 30 day Treasury bill rate.
The Internal Investment Committee annually reviews the asset mix policy which will provide, over the long term, the best balance between investment returns and an acceptable level of risk for each pool. The asset allocation for the Investment Pools as at June 2010 is:
|
ASSET CLASS |
INVESTMENT MANAGER |
LONG TERM POOL ASSET BENCHMARK % |
FIXED INCOME POOL ASSET BENCHMARK % |
|
Equities |
|
|
|
|
Canadian equities |
Jarislowsky Fraser |
15.0% |
|
|
Small cap Canadian equities |
Hillsdale |
5.0% |
|
|
Global (ex-Canada) equities |
Franklin Templeton |
20.0% |
|
|
Global (ex-Canada) equities |
Pier 21 |
20.0% |
|
|
Total Equities |
|
60.0% |
|
|
Real Estate |
La Salle Real Estate |
5.0% |
|
|
Fixed Income |
|
|
|
|
Bonds (Universe Index) |
Barclays Global Investors |
35.0% |
|
|
Bonds (Universe Index) |
Baker Gilmore |
|
20.0% |
|
Short Term Bonds & Cash |
Baker Gilmore |
|
80.0% |
|
Cash |
|
|
|
|
Total Fixed Income |
|
100.0% |
100.0% |
Following are the Net Rates of Return for the Investment Pools for the fiscal period May 1 to April 30:
|
FISCAL YEAR |
1999 |
2000 |
2001 |
2002 |
2003 |
2004 |
2005 |
2006 |
2007 |
2008 |
2009 |
2010 |
|
Mid Term/Fixed Income Pool* |
4.7% |
5.1% |
6.4% |
4.7% |
5.5% |
5.5% |
3.3% |
1.0% |
4.3% |
5.3% |
6.5% |
4.7% |
|
Fixed Income Benchmark ** |
n/a |
n/a |
n/a |
n/a |
n/a |
n/a |
n/a |
n/a |
4.2% |
5.5% |
7.5% |
2.4% |
|
Long Term Investment Pool* |
5.4% |
6.1% |
8.6% |
5.4% |
-8.4% |
15.8% |
8.1% |
8.4% |
12.1% |
-4.2% |
-17.3% |
12.7% |
|
Benchmark** |
n/a |
10.2% |
5.2% |
2.9% |
-13.0% |
18.4% |
6.2% |
10.8% |
10.1% |
-1.4% |
-18.8% |
14.2% |
* Rates of return are net of administration and management fees.
** The benchmark is comprised of a weighted portfolio.
The spending rate for endowed funds is set annually by Financial Services Division based on the University Spending Policy approved in 2005. Each fiscal year the spending rate is increased by inflation (CPI at December 31) at the discretion of the Board of Governors.
Beginning in May 2006, endowed funds receive a monthly allocation to their spendable fund based on 1/12th of the annual spending rate and the fund’s number of units at the beginning of each month. The spending rates for fiscal years and unit values at May 1 are noted in the table below. Due to the severity of the economic downturn in 2008, the spending rate per unit was de-indexed to 4.50 on May 1, 2009.
|
|
SPENDING RATE PER UNIT |
MARKET VALUE PER UNIT AT MAY 1 |
|
2005-2006 |
4.500 |
100.000 |
|
2006-2007 |
4.617 |
109.500 |
|
2007-2008 |
4.719 |
117.532 |
|
2008-2009 |
4.855 |
107.842 |
|
2009-2010 |
4.500 |
86.140 |
| 2010-1011 | 4.500 |
93.525 |