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HomeMy WebLinkAbout2020 Q4 Investment Portfolio OverviewOverview of Main Portfolio Blended 1 Core 2 60 60  728 Blended 1 Core 2 0.53% 1.30% 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  $           71,352,534  0% 100%‐$                           50% 75% 146,334,899$          17% 75% 50,453,810$            8% 75% 22,090,002$            0% 25%‐$                           TOTAL INVESTMENTS 100% 290,231,245$          *Excluding Cash the portfolio distribution is 66% LGIP, 23% Agency Securities and  10% CDs 0.100923483 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 71,352,534 overnight 0.50% 0.12%71,352,534        US Treasury Securities none 0% 100%‐                                N/A N/A N/A ‐                             Local Government Investment Pool 3920 State Investment Pool 50% 75%146,334,899 10/1/2014 0.16% 0.08%146,334,899         US Federal Agency Securities * 319219A FHLB 4,999,000               12/20/2021 1.64% 0.03% 319229A FFCB 4,992,710               11/8/2022 1.65% 0.03% 319229B FHLB 5,030,850               12/9/2022 1.66% 0.03% 319249A FNMA 5,165,450               2/5/2024 1.69% 0.03% 319249B FFCB 5,000,000               3/11/2024 1.55% 0.03% 320239A FHLMC 10,002,950            9/8/2023 0.24% 0.01% 320259A FHLB 9,980,200               9/12/2025 0.42% 0.01% 319249C FHLB 5,282,650               12/13/2024 1.57% 0.03% Certificates of Deposit 118214A First Savings Bank Northwest 5,251,384 2/6/2021 1.96% 0.04% 116214A First Savings Bank Northwest 5,154,418 2/3/2021 1.67% 0.03% 12034A First Savings Bank Northwest 5,468,059 10/30/2023 0.50% 0.01% 119211A Opus 2%5,152,411 2/25/2021 2.60% 0.05%5,152,411             220203A Commencement Bank (CDARS) 63,731 9/11/2021 2.85% 0.00% 218213A Commencement Bank (CDARS)0%1,000,000 9/9/2021 2.81% 0.01%1,063,731             Commercial Paper none 0.00% 5%‐                                N/A N/A N/A ‐                             290,231,245$         290,231,245$    15,873,861           *Held in our safekeeping account at Wells Fargo Trust TOTAL CASH & INVESTMENTS 5% 20% By Type Current December 31, 2020 Weighted Average Maturity excluding Fire Pension Duration allowed by Policy Current Duration (in months) Weighted Average Yield excluding Fire Pension 50,453,810          75%17% Cash US Treasury Securities Local Government Investment Pool US Federal Agency Securities (GSE) Certificates of Deposit Commercial Paper Cash 25% LGIP 50% GSE's 17%CD's 8% 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 1.30% 0.53% 0.16%0.09%0.14% How do we compare? (see Performance Measures)