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Optimizing Investment Strategies for Evolving Market Trends and Treasury Curve Changes

Explore the shifts in Credit Union investment allocations and durations, strategic considerations, and efficient frontier strategies in response to changing Treasury curve slopes. Casey Peterson offers expert insights on maximizing investment returns amidst market fluctuations.

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Optimizing Investment Strategies for Evolving Market Trends and Treasury Curve Changes

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Presentation Transcript

  1. Capitalizing on the Current Investment Market Casey Peterson Senior Advisory Catalyst Strategic Solutions

  2. Investment Trends

  3. Treasury Curve Slope of the Curve is Changing 10 Year 79 basis points 5 Year 63 basis points

  4. Credit Union Investment Allocations

  5. Credit Union Investment Durations Credit Union Portfolios Have Shifted to Longer Durations Total Investment Maturities – June 2006 Total Investment Maturities – June 2013 $186 Billon – June 2006 $389 Billon – June 2013

  6. Credit Union Investment Durations Credit Union Portfolios Have Shifted to Longer Durations With Rate Increase Total Investment Maturities – Dec 2012 Total Investment Maturities – June 2013 $373 Billon – Dec 2012 $389 Billon – June 2013

  7. Strategic Considerations

  8. Strategic Considerations

  9. Strategic Considerations

  10. Strategic Considerations

  11. Strategic Considerations

  12. Strategic Considerations Agency Bullets- April vs. Now Rolling the Curve

  13. Strategic Considerations Agency Bullets Rolling the Curve Break Even Moving from 2 to 3 Years

  14. Strategic Considerations Agency Bullets Rolling the Curve Break Even Moving From 3 to 4 Years

  15. Strategic Considerations Agency Bullets Rolling the Curve Break Even

  16. Strategic Considerations

  17. Strategic Considerations

  18. Mortgage Securities June 2012 Average Life 3.41 yr Principle Balance $985,879.60

  19. Mortgage Securities October 2013 Average life 5.89 yr Principle Balance $822,426.39

  20. Strategic Considerations

  21. Strategic Considerations Balancing Price Risk versus Returns (Relative Value)

  22. Performance versus Price Change Efficient Frontier Return Investment Peer 1.07% Return +300 Portfolio Price Change

  23. Investment Exposure What should an investment portfolio look like?

  24. Investment Duration What should an investment portfolio look like?

  25. Strategic Considerations

  26. Questions Casey PetersonSenior AdvisoryCatalyst Strategic Solutions

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