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HomeMy WebLinkAbout2019 Q2 Investment Report OverviewOverview of Main Portfolio Blended 1 Core 2 60 60  216 Blended 1 Core 2 1.53% 1.98% 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) 44% N/A  $        119,811,204  0% 100%‐$                           42% 75% 114,269,295$          3% 75%7,750,000$              12% 75% 31,930,162$            0% 25%‐$                           TOTAL INVESTMENTS 100%273,760,660$          *Excluding Cash the portfolio distribution is 74% LGIP; 21% CD's; 5% 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 44% N/A 119,811,204 overnight 0.45% 0.20%119,811,204   US Treasury Securities none 0% 100% ‐                              N/A N/A N/A ‐                           Local Government Investment Pool 3920 State Investment Pool 42% 75% 114,269,295 10/1/2014 0.10% 1.05% 114,269,295       US Federal Agency Securities * 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% 0.04% 116214A First Savings Bank Northwest 5,154,418 2/3/2021 1.67% 0.03% 117204A First Savings Bank Northwest 5,175,781 10/29/2020 1.85% 0.03% 119211A Opus 5,152,411 2/25/2021 2.60% 0.05% 118201A Opus 5,135,911 12/21/2020 2.60% 0.05% 116191B Opus 5,000,000 12/21/2019 1.60% 0.03% 218213A Commencement Bank (CDARS)0%1,060,257 9/9/2021 2.85% 0.01%1,060,257             Commercial Paper none 0.00% 5% ‐                              N/A N/A N/A ‐                           273,760,660$        273,760,660$   7,750,000            75%3% Cash US Treasury Securities Local Government Investment Pool US Federal Agency Securities Certificates of Deposit Commercial Paper By Type Current June 30, 2019 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% 6% 15,288,322          6% Cash 44% LGIP 42% GSE's 3% CD's 11% Distribution by Type 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% RENTON  CORE RENTON  BLENDED SIP FED FUNDS  RATE 2Y TREAS 1.98% 1.53% 2.51%2.38% 1.81% How do we compare? (see Performance Measures) City of Renton, Washington 2019 Q2 Report to Investment Committee Page 1 of 9