HomeMy WebLinkAboutQuarterly Investment Report 2017-Q4Overview of Main Portfolio
Blended 1 Core 2
60 60
520
Blended 1 Core 2
1.03% 1.39%
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 $ 70,422,386
0% 100% ‐$
43% 75% 90,923,543$
8% 75% 16,747,500$
15% 75% 31,482,542$
0% 25% ‐$
TOTAL INVESTMENTS 100% 209,575,970$
*Excluding Cash the portfolio distribution is 65% LGIP; 23% CD's; 12% 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 70,422,386 overnight 0.45% 0.15%70,422,386
US Treasury Securities
none 0% 100%‐ N/A N/A N/A ‐
Local Government Investment Pool
3920 State Investment Pool 43% 75%
90,923,543 10/1/2014 0.10% 0.55%
90,923,543
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% 0.03%
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% 0.02%
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% 0.04%
117204A First Savings Bank Northwest 5,175,781 10/29/2020 1.85% 0.05%
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)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
‐
209,575,970$ 209,575,970$
15,422,285
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
7%
15,000,000 7%
By Type
Current
December 31, 2017
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
16,747,500 75%8%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
Certificates of Deposit
Commercial Paper
Cash
34%
LGIP
43%
GSE's
8%
CD's
15%
Distribution by Type
0.00%
0.20%
0.40%
0.60%
0.80%
1.00%
1.20%
1.40%
1.60%
1.80%
2.00%
RENTON
CORE
RENTON
BLENDED
SIP FED FUNDS
RATE
2Y TREAS
1.39%
1.03%
1.29%1.30%
1.84%
How do we compare?
(see Performance Measures)
KLR: 2017 Q4 Investment Committee Report 1 of 56