HomeMy WebLinkAboutQuarterly Investment Report 2015-Q4Overview of Main Portfolio
Blended 1 Core 2
60 60
823
Blended 1 Core 2
0.66% 1.08%
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 $ 83,232,382
0% 100%‐$
7% 75%9,964,141$
22% 75%32,198,255$
13% 75%18,151,026$
0% 25%‐$
TOTAL INVESTMENTS 100%143,545,804$
*Excluding Cash the portfolio distribution is 17% LGIP; 30% CD's; 53% 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 83,232,382 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%9,964,141 10/1/2014 0.10% 0.02%
US Federal Agency Securities*
314179A FHLB 1,996,920 8/11/2017 1.05%0.01%
315189A FHLB 5,000,000 3/29/2018 1.07%0.04%
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%
114174A First Savings Bank Northwest 5,000,000 10/29/2017 1.15%0.04%
113164A First Savings Bank Northwest 5,000,000 2/4/2016 1.02%0.04%
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/AN/A
143,545,804$
*Held in our safekeeping account at BNY Trust and Custody
TOTAL CASH & INVESTMENTS
20%
11%
By Type
Current
December 31, 2015
Weighted Average Maturity
excluding Fire Pension
Duration allowed by Policy
Current Duration (in months)
Weighted Average Yield
excluding Fire Pension
75%22%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities
Certificates of Deposit
Commercial Paper
Cash
58%LGIP
7%
GSE's
22%
CD's
13%
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
1.08%
0.66%
0.25%0.24%
0.98%
How do we compare?
(see Performance Measures)
KLR 2015 Q4 Report to Investment Committee IC Report Page 2/16