2018 Investment Reports Collier County Investment Portfolio
as of 06/30/2018 A B C D E F G
Weighted Weighted Bond Cont. Rate/Bond Cont. Rate/
FNBB Final Years Years O/N Equiv. /Coupon Equiv. /Weighted
Settlement First Call Market Amortized Maturity to to First Cont.Coupon Weighted Purchased Purchased
Instrument CUSIP Date Call Date Frequency Par Value Value Cost Date Maturity Call/Maturity Rate Rate Yield Yield Yield
FFCB 3133EFSW8 12/21/2015 12/21/2016 continuously 25,000,000.00$ 24,857,350.00$ 25,000,000.00$ 12/21/2018 0.02 0.02 1.38 0.05 1.38 0.06
FFCB 3133EFW52 4/1/2016 none N/A 40,000,000.00 39,430,760.00 39,990,988.87 7/1/2019 0.06 0.06 1.15 0.07 1.17 0.07
FNMA 3135G0L50 7/12/2016 1/12/2017 quarterly 25,000,000.00 24,603,075.00 25,000,000.00 7/12/2019 0.04 0.04 1.05 0.04 1.05 0.04
FNMA 3136G3XR1 7/27/2016 1/27/2017 quarterly 25,000,000.00 24,208,375.00 24,974,058.86 7/27/2020 0.08 0.08 1.13 0.04 1.18 0.04
FHLB 3130A8VQ3 8/23/2016 11/23/2016 quarterly 25,000,000.00 24,932,700.00 25,000,000.00 8/23/2018 0.01 0.01 1.13 0.04 1.13 0.05
FHLMC 3134GAFY5 8/31/2016 11/28/2016 quarterly 25,000,000.00 24,607,650.00 25,000,000.00 8/28/2019 0.04 0.04 1.30 0.05 1.30 0.05
FNMA 3135G0P49 9/2/2016 none N/A 15,000,000.00 14,722,380.00 14,990,897.61 8/28/2019 0.03 0.03 1.00 0.02 1.05 0.02
FHLMC 3134GAGF5 9/13/2016 12/13/2016 quarterly 25,000,000.00 24,914,800.00 25,000,000.00 9/13/2018 0.01 0.01 1.10 0.04 1.10 0.04
FHLB 3130A9JZ5 9/27/2016 12/27/2016 continuously 25,000,000.00 24,068,275.00 25,000,000.00 9/27/2021 0.12 0.12 1.60 0.06 1.60 0.06
FNMA 3136G4BS1 9/30/2016 3/30/2017 quarterly 25,000,000.00 23,774,275.00 25,000,000.00 9/30/2021 0.12 0.12 1.60 0.06 1.60 0.06
US Treasury Note 912828T59 10/27/2016 none N/A 25,000,000.00 24,497,075.00 24,994,892.66 10/15/2019 0.05 0.05 1.00 0.04 1.02 0.04
US Treasury Note 912828T83 10/31/2016 none N/A 25,000,000.00 24,835,950.00 24,990,456.44 10/31/2018 0.01 0.01 0.75 0.03 0.87 0.03
FHLMC 3134GABQ6 12/6/2016 8/15/2017 once 20,000,000.00 19,949,340.00 19,996,257.37 8/15/2018 0.00 0.00 1.00 0.03 1.15 0.04
FNMA 3135G0L68 12/12/2016 7/27/2017 once 50,000,000.00 49,842,400.00 49,986,773.65 7/27/2018 0.01 0.01 0.75 0.06 1.11 0.08
FFCB 3133EGW84 12/19/2016 none N/A 10,000,000.00 9,932,460.00 9,999,057.53 12/19/2018 0.01 0.01 1.20 0.02 1.22 0.02
FFCB 3133EGZ24 12/27/2016 12/27/2017 continuously 24,050,000.00 23,906,589.85 24,050,000.00 12/27/2018 0.02 0.02 1.37 0.05 1.37 0.05
FHLB 3130ACVH4 11/28/2017 11/28/2018 quarterly 25,000,000.00 24,226,075.00 25,000,000.00 11/28/2022 0.17 0.02 2.30 0.09 2.30 0.09
FHLMC 3134GB5A6 12/7/2017 12/7/2018 quarterly 25,000,000.00 24,214,475.00 25,000,000.00 12/7/2022 0.17 0.02 2.36 0.09 2.36 0.09
FFCB 3133EJBX6 2/8/2018 8/8/2018 continuously 25,000,000.00 24,798,575.00 25,000,000.00 2/8/2021 0.10 0.00 2.40 0.09 2.40 0.09
FFCB 3133EJEJ4 3/1/2018 6/1/2018 monthly 10,000,000.00 9,934,690.00 10,000,000.00 9/1/2021 0.05 0.05 2.75 0.04 2.75 0.04
US Treasury Bill 912796PT0-1 3/2/2018 none N/A 25,000,000.00 24,543,525.00 24,664,187.50 2/28/2019 0.03 0.03 2.05 0.08 2.05 0.08
US Treasury Bill 912796PT0-2 3/7/2018 none N/A 25,000,000.00 24,543,525.00 24,663,765.62 2/28/2019 0.03 0.03 2.05 0.08 2.05 0.08
FHLMC 3134GSEK7 3/8/2018 6/8/2018 quarterly 11,960,000.00 11,860,181.84 11,960,000.00 3/8/2023 0.09 0.09 3.00 0.05 3.00 0.05
FHLB 3130ADXE7 4/4/2018 none N/A 10,000,000.00 9,991,050.00 9,997,486.58 4/4/2019 0.01 0.01 2.13 0.03 2.16 0.03
FHLB 3130AAXX1 4/5/2018 none N/A 15,000,000.00 14,884,350.00 14,920,007.64 3/18/2019 0.02 0.02 1.38 0.03 2.13 0.05
FHLB 3130A8Y72 4/9/2018 none N/A 25,000,000.00 24,520,325.00 24,638,020.70 8/5/2019 0.04 0.04 0.88 0.03 2.22 0.08
US Treasury Bill 912796QC6 5/2/2018 none N/A 50,000,000.00 48,969,850.00 49,096,770.69 4/25/2019 0.06 0.06 2.24 0.17 2.24 0.17
Total long term investments 656,010,000.00$ 645,570,076.69$ 653,913,621.72$ 1.40 1.00 1.48 1.60
Balance
BoCC FFIB Concentration Account 22,023,130.65$ 1.62
BoCC FFIB O/N Investment Account 320,556.59$ 1.87
BoCC SBA Florida LGIP Account 17,378,024.04$ 2.11
BoCC FCB CD 101,010,454.57$ 1.96
Total Funds on Deposit 140,732,165.85$
Total managed portfolio 796,742,165.85$
A-Weighted Years to Maturity calculation is based on individual par value divided by total long term investment par value multiplied by the remaining number of year(s) to full maturity.
B-Weighted Years To First Call/Maturity calculation is based on individual par value divided by total long term investment par value multiplied by the remaining number of year(s) to full maturity, or to the first call date if applicable.
When an investment passes the first call date the calculation is adjusted based on date of final maturity.
C-An Overnight Contractual Rate is provided for overnight investments (BoCC Concentration and BoCC Investment Accounts) pursuant to contracts with First Florida Integrity Bank. Concentration Account Rate is indexed at 95% of the daily Effective Federal Funds Rate
with a floor (minimum) rate of .25%. The Investment Account Rate is the current Fed Funds Rate, as published in the Wall Street Journal. The SBA Florida LGIP rate is the current Participant Yield as published on the SBA Florida Prime website. A term rate is provided
for the certificate of deposit (CD) pursuant to a contract with Florida Community Bank (FCB). The rate is based on a term of 18 months, but the CD doesn't have an early withdrwal penalty.
D-Coupon Rate is taken from the respective investment trade tickets. Step coupons, if any, are shown at their current rate.
E-Coupon Weighted Yield calculation is based on individual par value divided by total long term investment par value multiplied by the coupon rate.
F-Bond Equivalent / Purchased Yield is taken from the respective investment trade tickets.
G-Weighted Purchased Yield calculation is based on individual par value divided by total long term investment par value multiplied by the Purchased Yield.
US Treasury Notes & T-Bills
$150,000,000.00
18.8%
BoCC Deposit Accounts
$22,343,687.24
2.8%
Federal Agencies / GSE
(FHLB,FNMA,FHLMC,FFCB)
$506,010,000.00
63.5%
BoCC Bank CDs
$101,010,454.57
12.7%BoCC SBA Florida LGIP
$17,378,024.04
2.2%
Collier County Portfolio Composition
as of June 30, 2018 (At Par Value)
$796,742,165.85
Sector Allowed (%)Current (%)
Sector Maximum
Total Cash Based Interest
Fiscal Year to Date
$7,787,511
Bank Deposit Accounts 100% 2.8%
U.S. Treasury Notes & T-Bills 100% 18.8%
Federal Agency / GSE 80% 63.5%
SBA Florida LGIP 50% 2.2%
Bank CDs 30% 12.7%
1.62%
1.99%
1.87%
0.75%
1.00%
1.25%
1.50%
1.75%
2.00%
2.25%
July. 2017 Aug. 2017 Sept. 2017 Oct. 2017 Nov. 2017 Dec. 2017 Jan. 2018 Feb. 2018 Mar. 2018 Apr. 2018 May. 2018 June. 2018
Collier County Short Term Sector Yields
Collier Short Term Portfolio Yield
vs.
S&P Rated GIP Government Index
Concentration Account (FFIB)Collier Short Term Portfolio Yield S&P Rated GIP Government Index
Combined Yield on FFIB O/N Investment,
SBA Florida Prime LGIP Account, & FCB CD
(as of July 2017)
1.60%
2.53%
0.75%
1.25%
1.75%
2.25%
2.75%
July. 2017 Aug. 2017 Sept. 2017 Oct. 2017 Nov. 2017 Dec. 2017 Jan. 2018 Feb. 2018 Mar. 2018 Apr. 2018 May. 2018 June. 2018
Collier County Long Term Sector Yields
Collier Long Term Portfolio Yield
vs.
B of A 1-3 Yr. Treas. Note Benchmark
Collier Long Term Portfolio Yield B of A 1-3 Yr Treasury Note Benchmark