HomeMy WebLinkAboutQuarterly Investment Report 2017-Q2Overview of Main Portfolio
Blended 1 Core 2
60 60
520
Blended 1 Core 2
0.88% 1.27%
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)
34% N/A $ 64,387,155
0% 100%‐$
40%75% 75,433,080$
10% 75% 19,753,905$
16% 75% 31,306,761$
0% 25%‐$
TOTAL INVESTMENTS 100%190,880,902$
*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 34% N/A 64,387,155 overnight 0.45% 0.15%64,387,155
US Treasury Securities
none 0% 100%‐N/A N/A N/A ‐
Local Government Investment Pool
3920 State Investment Pool 40% 75%75,433,080 10/1/2014 0.10% 0.39%75,433,080
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% 0.02%
317209A FHLMC 2,750,000 4/27/2020 1.58% 0.02%
317209B FHLMC 1,950,000 4/27/2020 1.63% 0.02%
317209C FHLMC 3,050,000 5/22/2020 1.63% 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% 0.04%
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
‐
190,880,902$ 190,880,902$
15,246,504
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
8%
15,000,000 8%
By Type
Current
June 30, 2017
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
19,753,905 75%10%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
Certificates of Deposit
Commercial Paper
Cash
34%
LGIP
40%
GSE's
10%
CD's
16%
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
1.27%
0.88%0.99%1.04%
1.34%
How do we compare?
(see Performance Measures)
KLR: 2017 Q2 Investment Committee Report Report Page 1 of 39