2022-23 SGI CANADA Annual Report slide image

2022-23 SGI CANADA Annual Report

Bonds and debentures The carrying value and average effective interest rates are shown in the following chart by contractual maturity. Actual maturity may differ from contractual maturity because certain borrowers have the right to call or prepay obligations with or without call or prepayment penalties. Term to maturity (years) Government of Canada: After one through five After five Canadian provincial and municipal: After one through five (thousands of $) 2023 2022 Carrying value Average effective rates (%) Carrying value Average effective rates (%) $ 359,516 3.5 $ 257,889 2.4 7,308 2.8 142,091 3.7 112,013 2.7 Canadian corporate: One or less 24,742 2.4 After one through five 177,937 4.7 204,784 3.2 After five 86,109 3.8 98,701 2.9 Total bonds and debentures $ 765,653 $ 705,437 Investment funds The Corporation owns units in equity funds, a mortgage investment fund and a real estate investment fund. These investment funds have no fixed distribution rate. Fund returns are based on the success of the fund managers. Securities lending program At March 31, 2023, the Corporation held collateral of $486.9 million (2022 - $379.1 million) for the loaned securities, which represents approximately 105.0% of the fair value of the loaned securities. 2022-23 SGI CANADA Annual Report 53
View entire presentation