17
Monthly Investment Report 01/05/2020 to 31/05/2020 Appendix "A"
Monthly Investment Report01/05/2020 to 31/05/2020
Appendix "A"
Page 2 / 17
Portfolio Valuation as at 31/05/2020
Issuer Rating Type Alloc Interest Purchase Maturity Rate Value Accrued Accrued MTD
AMP Bank A-2 TD GENERAL At Maturity 04/12/2019 03/06/2020 1.9000 2,000,000.00 18,739.73 3,227.40
Defence Bank A-2 TD GENERAL At Maturity 30/06/2019 29/06/2020 2.0500 2,000,000.00 37,854.79 3,482.19
Defence Bank A-2 TD GENERAL At Maturity 30/08/2019 31/08/2020 1.7000 2,000,000.00 25,709.59 2,887.67
Central Murray Credit Union Unrated TD GENERAL At Maturity 31/08/2019 31/08/2020 1.8500 2,000,000.00 27,876.71 3,142.47
Bendigo and Adelaide A-2 TD GENERAL At Maturity 13/09/2019 11/09/2020 1.4500 2,000,000.00 20,816.44 2,463.01
Bendigo and Adelaide A-2 TD GENERAL At Maturity 26/09/2019 25/09/2020 1.6000 2,000,000.00 21,830.14 2,717.81
AMP Bank A-2 TD GENERAL At Maturity 17/10/2019 19/10/2020 1.6000 2,000,000.00 19,989.04 2,717.81
NAB A-1+ TD GENERAL At Maturity 20/11/2019 19/11/2020 1.4500 2,000,000.00 15,413.70 2,463.01
AMP Bank A-2 TD GENERAL At Maturity 26/05/2020 24/11/2020 1.6500 1,000,000.00 271.23 271.23
Defence Bank A-2 TD GENERAL At Maturity 11/01/2020 11/01/2021 1.7000 2,000,000.00 13,227.40 2,887.67
AMP Bank A-2 TD GENERAL At Maturity 23/03/2020 23/03/2021 1.7500 2,000,000.00 6,712.33 2,972.60
G&C Mutual Bank A-3 TD GENERAL At Maturity 06/04/2020 06/04/2021 1.7000 2,000,000.00 5,216.44 2,887.67
Defence Bank A-2 TD GENERAL At Maturity 04/04/2020 06/04/2021 1.6500 2,000,000.00 5,243.84 2,802.74
Goulburn Murray Credit Union Unrated TD GENERAL At Maturity 13/05/2020 13/05/2021 1.3000 2,000,000.00 1,353.42 1,353.42
NAB A-1+ CASH GENERAL Monthly 31/05/2020 31/05/2020 0.0000 5,025,971.06 3,413.83 3,413.83
Bendigo and Adelaide A-2 CASH GENERAL Monthly 31/05/2020 31/05/2020 0.0000 6,187,610.49 - -
TOTALS 38,213,581.55 223,668.62 39,690.54
Appendix "A"
Page 3 / 17
Counterparty Compliance as at 31/05/2020
Short Term Investments
Compliant Bank Group Term Rating Invested Invested (%) Limit (%) Limit ($) Available
NAB Short A-1+ 7,025,971.06 18.39 40.00 - 8,259,461.56
Bendigo and Adelaide Short A-2 10,187,610.49 26.66 25.00 - -634,215.10
Defence Bank Short A-2 8,000,000.00 20.93 25.00 - 1,553,395.39
AMP Bank Short A-2 7,000,000.00 18.32 25.00 - 2,553,395.39
G&C Mutual Bank Short A-3 2,000,000.00 5.23 15.00 - 3,732,037.23
Central Murray Credit Union Short Unrated 2,000,000.00 5.23 10.00 - 1,821,358.16
Goulburn Murray Credit Union Short Unrated 2,000,000.00 5.23 10.00 - 1,821,358.16
TOTALS 38,213,581.55 100.00
Appendix "A"
Page 4 / 17
Counterparty Compliance - Short Term Investments
NA
B
BE
NA
DL
DE
F
AM
P
GC
M
CM
C
GM
C
0
5
10
15
20
25
30
35
40
45
Appendix "A"
Page 5 / 17
Credit Quality Compliance as at 31/05/2020
Short Term Investments
Compliant Rating Invested ($) Invested (%) Limit (%) Available
A-1+ 7,025,971.06 18.39 100.00 31,187,610.49
A-2 25,187,610.49 65.91 80.00 5,383,254.75
A-3 2,000,000.00 5.23 20.00 5,642,716.31
Unrated 4,000,000.00 10.47 15.00 1,732,037.23
TOTALS 38,213,581.55 100.00
Credit Quality Compliance - Short Term Investments
A-1+ A-2 A-3 Unrated0
20
40
60
80
100
120
Appendix "A"
Page 6 / 17
Maturity Compliance as at 31/05/2020
Compliant Term Invested Invested (%) Min Limit (%) Max Limit (%) Available
0 - 90 days 15,213,581.55 39.81 10.00 100.00 23,000,000.00
91 - 365 days 23,000,000.00 60.19 20.00 100.00 15,213,581.55
1 - 2 years - 0.00 0.00 70.00 26,749,507.09
2 - 5 years - 0.00 0.00 50.00 19,106,790.78
5 - 10 years - 0.00 0.00 25.00 9,553,395.39
TOTALS 38,213,581.55 100.00
Maturity Compliance
0 - 90 days 91 - 365 days 1 - 2 years 2 - 5 years 5 - 10 years0
20
40
60
80
100
120
Appendix "A"
Page 7 / 17
Portfolio ComparisonFrom: 30/04/2020 To: 31/05/2020
Issuer Rating Type Rate Purchase Maturity Interest 30/04/2020 31/05/2020 Difference
Goulburn Murray Credit Union Unrated TD 2.6500 14/05/2019 13/05/2020 At Maturity 2,000,000.00 - -2,000,000.00
AMP Bank A-2 TD 1.9000 27/11/2019 26/05/2020 At Maturity 1,000,000.00 - -1,000,000.00
AMP Bank A-2 TD 1.9000 04/12/2019 03/06/2020 At Maturity 2,000,000.00 2,000,000.00 -
Defence Bank A-2 TD 2.0500 30/06/2019 29/06/2020 At Maturity 2,000,000.00 2,000,000.00 -
Central Murray Credit Union Unrated TD 1.8500 31/08/2019 31/08/2020 At Maturity 2,000,000.00 2,000,000.00 -
Defence Bank A-2 TD 1.7000 30/08/2019 31/08/2020 At Maturity 2,000,000.00 2,000,000.00 -
Bendigo and Adelaide A-2 TD 1.4500 13/09/2019 11/09/2020 At Maturity 2,000,000.00 2,000,000.00 -
Bendigo and Adelaide A-2 TD 1.6000 26/09/2019 25/09/2020 At Maturity 2,000,000.00 2,000,000.00 -
AMP Bank A-2 TD 1.6000 17/10/2019 19/10/2020 At Maturity 2,000,000.00 2,000,000.00 -
NAB A-1+ TD 1.4500 20/11/2019 19/11/2020 At Maturity 2,000,000.00 2,000,000.00 -
AMP Bank A-2 TD 1.6500 26/05/2020 24/11/2020 At Maturity - 1,000,000.00 1,000,000.00
Defence Bank A-2 TD 1.7000 11/01/2020 11/01/2021 At Maturity 2,000,000.00 2,000,000.00 -
AMP Bank A-2 TD 1.7500 23/03/2020 23/03/2021 At Maturity 2,000,000.00 2,000,000.00 -
G&C Mutual Bank A-3 TD 1.7000 06/04/2020 06/04/2021 At Maturity 2,000,000.00 2,000,000.00 -
Defence Bank A-2 TD 1.6500 04/04/2020 06/04/2021 At Maturity 2,000,000.00 2,000,000.00 -
Goulburn Murray Credit Union Unrated TD 1.3000 13/05/2020 13/05/2021 At Maturity - 2,000,000.00 2,000,000.00
Bendigo and Adelaide A-2 CASH 0.0000 30/04/2020 30/04/2020 Monthly 3,441,615.43 6,187,610.49 2,745,995.06
Appendix "A"
Page 8 / 17
Issuer Rating Type Rate Purchase Maturity Interest 30/04/2020 31/05/2020 Difference
NAB A-1+ CASH 1.0000 30/04/2020 30/04/2020 Monthly 4,450,164.85 5,025,971.06 575,806.21
TOTALS 34,891,780.28 38,213,581.55 3,321,801.27
Appendix "A"
Page 9 / 17
Trades in PeriodFrom: 01/05/2020 To: 31/05/2020
New Trades
Issuer Rating Type Alloc Interest Purchase Maturity Rate Value Ref
Goulburn Murray Credit Union Unrated TD GENERAL At Maturity 13/05/2020 13/05/2021 1.3000 2,000,000.00 TD 124/16
AMP Bank A-2 TD GENERAL At Maturity 26/05/2020 24/11/2020 1.6500 1,000,000.00 133/17
TOTALS 3,000,000.00
Appendix "A"
Page 10 / 17
Sell Trades
Issuer Rating Type Alloc Interest Purchase Maturity Sell Rate Value Ref
No entries for this item
Appendix "A"
Page 11 / 17
Matured Trades
Issuer Rating Type Alloc Interest Purchase Maturity Rate Value Ref
Goulburn Murray Credit Union Unrated TD GENERAL At Maturity 14/05/2019 13/05/2020 2.6500 2,000,000.00
AMP Bank A-2 TD GENERAL At Maturity 27/11/2019 26/05/2020 1.9000 1,000,000.00
TOTALS 3,000,000.00
Appendix "A"
Page 12 / 17
Interest Received in PeriodFrom: 01/05/2020 To: 31/05/2020
Periodic Interest
Issuer Rating Type Alloc Frequency Value Purchase Maturity Coupon Date Type Rate Received
Goulburn Murray Credit Union Unrated TD GENERAL At Maturity 2,000,000.00 14/05/2019 13/05/2020 13/05/2020 Maturity 2.6500 53,000.00
AMP Bank A-2 TD GENERAL At Maturity 1,000,000.00 27/11/2019 26/05/2020 26/05/2020 Maturity 1.9000 9,421.92
TOTALS 3,000,000.00 62,421.92
Appendix "A"
Page 13 / 17
Maturity Cashflow as at 31/05/2020
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2020 - - - - - 15,213,581 - 4,000,000 4,000,000 2,000,000 3,000,000 - 28,213,581.55
2021 2,000,000 - 2,000,000 4,000,000 2,000,000 - - - - - - - 10,000,000.00
TOTALS 38,213,581.55
jun/20 oct/20 feb/21 jun/21 oct/210.0
2.5
5.0
7.5
10.0
12.5
15.0
17.5
Appendix "A"
Page 14 / 17
Historical Portfolio Balances (in MM) as at 31/05/2020
30/06/2019 31/07/2019 31/08/2019 30/09/2019 31/10/2019 30/11/2019 31/12/2019 31/01/2020 29/02/2020 31/03/2020 30/04/2020 31/05/2020
35.37 34.84 36.66 36.29 35.06 35.06 34.60 34.37 35.00 34.89 34.89 38.21
30/06/2019 31/07/2019 31/08/2019 30/09/2019 31/10/2019 30/11/2019 31/12/2019 31/01/2020 29/02/2020 31/03/2020 30/04/2020 31/05/202034.0
34.5
35.0
35.5
36.0
36.5
37.0
37.5
38.0
38.5
Appendix "A"
Page 15 / 17
Historical Ratios as at 31/05/2020
30/06/2019 31/07/2019 31/08/2019 30/09/2019 31/10/2019 30/11/2019 31/12/2019 31/01/2020 29/02/2020 31/03/2020 30/04/2020 31/05/2020
WAM 131 108 121 150 152 155 144 141 117 114 133 123
WAY 2.3707 2.3840 2.1959 2.0624 2.0165 1.9266 1.9006 1.8363 1.8303 1.6196 1.5032 1.1789
WAM WAY
30/06/2019 31/07/2019 31/08/2019 30/09/2019 31/10/2019 30/11/2019 31/12/2019 31/01/2020 29/02/2020 31/03/2020 30/04/2020 31/05/2020100
110
120
130
140
150
160
1.00
1.25
1.50
1.75
2.00
2.25
2.50
Appendix "A"
Page 16 / 17
Asset Class as at 31/05/2020
Code Number of Trades Invested Invested (%)
TD 14 27,000,000.00 70.66
CASH 2 11,213,581.55 29.34
TOTALS 16 38,213,581.55 100.0
TD CASH0 %
10 %
20 %
30 %
40 %
50 %
60 %
70 %
80 %
Appendix "A"
Page 17 / 17
ADIs funding fossil fuels as at 31/05/2020
Number of Trades Invested Invested (%)
Not funding fossil fuels 10 24,187,610.49 63.3
Funding fossil fuels 6 14,025,971.06 36.7
Not Funding 63%
Funding 37%
Appendix "A"
![Wing On Eng. & Flooring Ltd. - Alloc Environmental 07 · 2010. 1. 27. · Prepared by Mark Brunelle 1 August 2007 ALLOC AND ENVIRONMENTAL STEWARDSHIP [continued] • Installation](https://static.documents.pub/doc/80x56/5fdb1cac619d9f496d64f5d8/wing-on-eng-flooring-ltd-alloc-environmental-07-2010-1-27-prepared.jpg)
