HomeMy WebLinkAboutQuarterly Investment Report 2016-Q1Overview of Main Portfolio
Blended 1 Core 2
60 60
10 28
Blended 1 Core 2
0.68%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)
58%N/A $ 82,910,248
0%100%-$
7%75%9,974,544$
19%75%27,198,255$
16%75%23,305,444$
0%25%-$
TOTAL INVESTMENTS 100%143,388,492$
*Excluding Cash the portfolio distribution is 16% LGIP; 39% CD's; 45% GSE's
By Institution Current %
Blended
Allowed by
Policy
Current Portfolio
(principal value)Maturity Date APY Weighted Yield
Blended
Cash US Bank - Cash 58%N/A 82,910,248 overnight 0.45%0.26%
US Treasury Securities
none 0%100%- N/A N/A N/A
Local Government Investment Pool
3920 State Investment Pool 7%75%9,974,544 10/1/2014 0.10%0.02%
US Federal Agency Securities *
314179A FHLB 1,996,920 8/11/2017 1.05%0.01%
315189D FNMA 4,997,500 10/26/2018 1.03%0.04%
314179G FHLB 5,009,485 10/17/2017 0.93%0.03%
315209A FHLMC 1,600,000 5/26/2020 1.75%0.02%
315189C FHLMC 5,000,000 6/1/2018 1.12%0.04%
314189A FNMA 3,745,000 2/15/2018 1.30%0.03%
314179C FNMA 4,849,350 11/28/2017 1.00%0.03%
Certificates of Deposit
115184A First Savings Bank Northwest 5,092,087 2/6/2018 1.03%0.04%
116214A First Savings Bank Northwest 5,154,418 2/3/2021 1.67%0.06%
114174A First Savings Bank Northwest 5,000,000 10/29/2017 1.15%0.04%
116191A Opus 3%5,000,000 2/25/2019 1.00%0.03%
111167a Columbia Bank 1%2,015,400 11/9/2016 0.99%0.01%
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
143,388,492$
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
11%
By Type
Current
March 31, 2016
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
75%19%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
Certificates of Deposit
Commercial Paper
Cash
58%LGIP
7%
GSE's
19%
CD's
16%
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%
0.68%
0.46%0.36%
0.88%
How do we compare?
(see Performance Measures)