HomeMy WebLinkAboutQuarterly Investment Report 2016-Q4Overview of Main Portfolio
Blended 1 Core 2
60 60
723
Blended 1 Core 2
0.76% 1.21%
1 Blended = Liquid (Cash+LGIP) plus Fixed Income Portfolio
2 Core = Main investments of the City defined maturities (Fire Pension is Excluded)
Current %
Blended
Allowed per
policy
Current Portfolio
(principal value)
25% N/A $ 41,122,577
0% 100%‐$
45% 75% 75,144,187$
11% 75% 18,453,255$
19% 75% 31,306,761$
0% 25%‐$
TOTAL INVESTMENTS 100% 166,026,780$
*Excluding Cash the portfolio distribution is 60% LGIP; 25% CD's; 15% GSE's
By Institution Current %
Blended
Allowed by
Policy
Current Portfolio
(principal value)Maturity Date APY
Weighted Yield
Blended
Current
Principal
Balance
Cash US Bank ‐ Cash 25% N/A 41,122,577 overnight 0.45% 0.11%41,122,577
US Treasury Securities
none 0% 100%
‐ N/A N/A N/A
‐
Local Government Investment Pool
3920 State Investment Pool 45% 75%75,144,187 10/1/2014 0.10% 0.29%75,144,187
US Federal Agency Securities*
314179A FHLB 1,996,920 8/11/2017 1.05% 0.01%
315189D FNMA 4,997,500 10/26/2018 1.06% 0.03%
314179G FHLB 5,009,485 10/17/2017 0.93% 0.03%
315209A FHLMC 1,600,000 5/26/2020 1.75% 0.02%
314179C FNMA 4,849,350 11/28/2017 1.00% 0.03%
Certificates of Deposit
115184A First Savings Bank Northwest 5,092,087 2/6/2018 1.03% 0.03%
116214A First Savings Bank Northwest 5,154,418 2/3/2021 1.67% 0.05%
114174A First Savings Bank Northwest 5,000,000 10/29/2017 1.15% 0.03%
116191A Opus 5,000,000 2/25/2019 1.00% 0.03%
116181A Opus 5,000,000 12/21/2018 1.35% 0.04%
116191B Opus 5,000,000 12/21/2019 1.60% 0.05%
216183A Commencement Bank (CDARS)1%1,060,257 9/16/2018 1.00% 0.01%1,060,257
Commercial Paper
none 0.00% 5%
‐ N/A N/A N/A
‐
166,026,780$ 166,026,780$
15,246,504
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
9%
15,000,000 9%
By Type
Current
December 31, 2016
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
18,453,255 75%11%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
Certificates of Deposit
Commercial Paper
Cash
25%
LGIP
45%
GSE's
11%
CD's
19%
Distribution by Type
0.00%
0.20%
0.40%
0.60%
0.80%
1.00%
1.20%
1.40%
RENTON
CORE
RENTON
BLENDED
SIP FED FUNDS
RATE
2Y TREAS
1.21%
0.76%0.64%0.54%
1.20%
How do we compare?
(see Performance Measures)
KLR: 2016 Q4 Report to Investment Committee 1 of 48