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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