HomeMy WebLinkAboutQuarterly Investment Report 2015-Q3Overview of Main Portfolio
Blended 1 Core 2
60 60
12 26
Blended 1 Core 2
0.76% 1.14%
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)
45% N/A $ 58,978,260
0% 100%‐$
8% 75%9,959,040$
34% 75% 44,600,755$
14% 75% 18,151,026$
0% 25%‐$
0% N/A 391,853$
TOTAL INVESTMENTS 100%132,080,934$
*Excluding Cash the portfolio distribution is 14% LGIP; 24% CD's; 61% GSE's; 1% internal
By Institution Current %
Blended
Allowed by
Policy
Current Portfolio
(principal value)Maturity Date APY
Weighted Yield
Blended
Cash US Bank ‐ Cash 45%N/A 58,978,260 overnight 0.45% 0.20%
GOLF '15 GOLF '15 0.3%391,853 12/1/2015 2.25% 0.01%
US Treasury Securities
none 0% 100%‐ N/A N/A N/A
Local Government Investment Pool
3920 State Investment Pool 8% 75%9,959,040 10/1/2014 0.10% 0.01%
US Federal Agency Securities *
314179A FHLB 1,996,920 8/11/2017 1.05%0.02%
315189A FHLB 5,000,000 3/29/2018 1.07%0.04%
314179F FHLB 2,400,000 10/16/2017 1.25%0.02%
314179E FHLB 5,000,000 10/16/2017 1.49%0.06%
314179G FHLB 5,009,485 10/17/2017 0.93%0.04%
315189B FHLMC 5,000,000 7/23/2018 1.25%0.05%
315209A FHLMC 1,600,000 5/26/2020 1.75%0.02%
315189C FHLMC 5,000,000 6/1/2018 1.12%0.04%
314179I FHLMC 5,000,000 10/30/2017 1.05%0.04%
314189A FNMA 3,745,000 2/15/2018 1.30%0.04%
314179C FNMA 4,849,350 11/28/2017 1.00%0.04%
Certificates of Deposit
115184A First Savings Bank Northwest 5,092,087 2/6/2018 1.03%0.04%
114174A First Savings Bank Northwest 5,000,000 10/29/2017 1.15%0.04%
113164A First Savings Bank Northwest 5,000,000 2/4/2016 1.02%0.04%
111167a Columbia Bank 2%2,015,400 11/9/2016 0.99%0.02%
214163A Commencement Bank (CDARS)1%1,043,540 9/15/2016 0.90%0.01%
Commercial Paper
none 0.00% 5%
‐ N/A N/A N/A
132,080,934$
75%34%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
INTERFUND INVESTMENT
By Type
Current
September 30, 2015
Golf Interfund Loan
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
Certificates of Deposit
Commercial Paper
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
11%
Cash
45%LGIP
7%
GSE's
34%CD's
14%
Distribution by Type
0.00%
0.20%
0.40%
0.60%
0.80%
1.00%
1.20%
RENTON
CORE
RENTON
BLENDED
SIP FED FUNDS
RATE
2Y TREAS
1.14%
0.76%
0.18%0.14%
0.71%
How do we compare?
(see Performance Measures)
KLR: 2015 Q3 Report to Investment Committee
November 2, 2015
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