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CITY OF EVERETT
<br /> INVESTMENT DATA SHEET
<br /> 4/30/2019
<br /> Citywide Investments ( 04/30/19 I I 03/31/19 I
<br /> State Pool 56,900,766 26% 67,489,057 31%
<br /> Agencies(Face Value)
<br /> FFCB 44,970,000 21% 43,960,000 20%
<br /> FHLB 41,360,000 19% 39,360,000 18%
<br /> FHLMC 31,625,000 15% 23,000,000 11%
<br /> FNMA 41,000,000 19% 41,000,000 19%
<br /> Total Agencies(Face Value) 158,955,000 147,320,000
<br /> Total Citywide Investments 215,855,766 100% 214,809,057 100%
<br /> Fair Market Value Agencies 158,343,098 146,705,368
<br /> Cost of Agencies 159,955,212 148,322,702
<br /> Unrealized Gain/(Loss) (1,612,114) (1,617,334)
<br /> Effective Duration 0.88 0.80
<br /> 04/30/19 03/31/19
<br /> 2-Year Avg 5-Year Avg 2-Year Avg 5-Year Avg
<br /> Reference Yields 4/30/2019 Returns Returns 3/31/2019 Returns Returns
<br /> City Investment Portfolio 2.175% 1.825% 1.685% 2.164% 1.796% 1.683%
<br /> State Pool 2.544% 1.732% 0.853% 2.523% 1.660% 0.813%
<br /> US Treasuries:
<br /> 2-Year US Treasury 2.420% 2.203% 1.293% 2.491% 2.153% 1.259%
<br /> 5-Year US Treasury 2.310% 2.405% 1.859% 2.366% 2.384% 1.846%
<br /> 10-Year US Treasury 2.430% 2.637% 2.332% 2.470% 2.630% 2.336%
<br /> ' 04/30/19 I I 03/31/19 I
<br /> Pension Investment MARKET MARKET
<br /> (Managed by Dain Raucher) VALUE AVG YTM VALUE AVG YTM
<br /> Police Pension 14,378,076 2.5180% 14,360,374 2.4400%
<br /> Fire Pension 26,860,433 2.5280% 27,207,446 2.4420%
<br /> Total Pension Investments 41,238,510 41,567,819
<br /> Weighted Avg Maturity Police Pension 3.30 YEARS 3.31 YEARS
<br /> Weighted Avg Maturity Fire Pension 3.70 YEARS 3.50 YEARS
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