HomeMy WebLinkAbout2018 Q1 Investment Report OverviewOverview of Main Portfolio
Blended 1 Core 2
60 60
520
Blended 1 Core 2
1.21% 1.49%
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)
31% N/A $ 66,789,738
0% 100% ‐$
47% 75% 101,286,203$
8% 75% 16,747,500$
15% 75% 31,641,840$
0% 25% ‐$
TOTAL INVESTMENTS 100% 216,465,281$
*Excluding Cash the portfolio distribution is 68% LGIP; 21% CD's; 11% 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 31% N/A
66,789,738 overnight 0.45% 0.14%66,789,738
US Treasury Securities
none 0% 100%
‐ N/A N/A N/A
‐
Local Government Investment Pool
3920 State Investment Pool 47% 75%
101,286,203 10/1/2014 0.10% 0.74%
101,286,203
US Federal Agency Securities *
317189A FCCB 4,000,000 9/14/2018 1.25% 0.02%
315189D FNMA 4,997,500 10/26/2018 1.06% 0.02%
317209A FHLMC 2,750,000 4/27/2020 1.58% 0.02%
317209B FHLMC 1,950,000 4/27/2020 1.63% 0.01%
317209C FHLMC 3,050,000 5/22/2020 1.63% 0.02%
Certificates of Deposit
118214A First Savings Bank Northwest 5,251,384 2/6/2021 1.96% 0.05%
116214A First Savings Bank Northwest 5,154,418 2/3/2021 1.67% 0.04%
117204A First Savings Bank Northwest 5,175,781 10/29/2020 1.85% 0.04%
116191A Opus 5,000,000 2/25/2019 1.00% 0.02%
116181A Opus 5,000,000 12/21/2018 1.35% 0.03%
116191B Opus 5,000,000 12/21/2019 1.60% 0.04%
216183A Commencement Bank (CDARS)0%1,060,257 9/16/2018 1.00% 0.00%1,060,257
Commercial Paper
none 0.00% 5%
‐ N/A N/A N/A
‐
216,465,281$ 216,465,281$
16,747,500 75%8%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
Certificates of Deposit
Commercial Paper
By Type
Current
March 31, 2018
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
15,581,583
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
7%
15,000,000 7%
Cash
31%
LGIP
47%
GSE's
8%
CD's
14%
Distribution by Type
0.00%
0.50%
1.00%
1.50%
2.00%
2.50%
RENTON
CORE
RENTON
BLENDED
SIP FED FUNDS
RATE
2Y TREAS
1.49%
1.21%
1.58%1.51%
2.28%
How do we compare?
(see Performance Measures)
KLR: 2018 Q1 Report to Investment Commitee 1/38