Canada Pension Plan Investment Board posted a net return of 2.3% for the quarter ended Sept. 30, the Toronto-based pension fund said in a news release Thursday.
CPPIB's investment portfolio was C$409.5 billion ($309.1 billion) as of Sept. 30, up 2.2% from June 30.
For the five and 10 years ended Sept. 30, CPPIB posted net annualized returns of 10.3% and 10.2%, respectively.
As of Sept. 30, CPPIB had an asset allocation of 32.5% fixed income, 31.9% public equity, 24.2% private equity, 23.8% real assets, -4.1% cash and absolute-return strategies and -8.3% external debt issuance.
The negative balance in cash and absolute-return strategies represents the net amount of financing through derivatives and repurchase agreements and the current net position from absolute-return strategies, the news release said.
The quarter ended Sept. 30 is the second quarter of the fund's fiscal year.