HomeMy WebLinkAbout2020 Q3 Investment Portfolio OverviewOverview of Main Portfolio
Blended 1 Core 2
60 60
727
Blended 1 Core 2
0.62% 1.48%
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)
21% N/A $ 58,876,218
0% 100%‐$
52% 75% 146,272,974$
18% 75% 50,453,810$
10% 75% 26,933,636$
0% 25%‐$
TOTAL INVESTMENTS 100% 282,536,638$
*Excluding Cash the portfolio distribution is 62% LGIP, 25% Agency Securities and 13% CDs 0.120422002
By Institution Current %
Blended
Allowed by
Policy
Current Portfolio
(principal value)Maturity Date APY
Weighted Yield
Blended
Current
Principal
Balance
Cash US Bank ‐ Cash 21% N/A 58,876,218 overnight 0.50% 0.10%58,876,218
US Treasury Securities
none 0% 100%‐ N/A N/A N/A ‐
Local Government Investment Pool
3920 State Investment Pool 52% 75%146,272,974 10/1/2014 0.21% 0.11%146,272,974
US Federal Agency Securities *
319219A FHLB 4,999,000 12/20/2021 1.64% 0.03%
319229A FFCB 4,992,710 11/8/2022 1.65% 0.03%
319229B FHLB 5,030,850 12/9/2022 1.66% 0.03%
319249A FNMA 5,165,450 2/5/2024 1.69% 0.03%
319249B FFCB 5,000,000 3/11/2024 1.55% 0.03%
320239A FHLMC 10,002,950 9/8/2023 0.24% 0.01%
320259A FHLB 9,980,200 9/12/2025 0.42% 0.01%
319249C FHLB 5,282,650 12/13/2024 1.57% 0.03%
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%
220203A Commencement Bank (CDARS) 63,731 9/11/2021 2.85% 0.00%
218213A Commencement Bank (CDARS)0%1,000,000 9/9/2021 2.81% 0.01%1,063,731
Commercial Paper
none 0.00% 5%
‐ N/A N/A N/A
‐
282,536,638$ 282,536,638$
50,453,810 75%18%
Cash
US Treasury Securities
Local Government Investment Pool
US Federal Agency Securities (GSE)
Certificates of Deposit
Commercial Paper
By Type
Current
September 30, 2020
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 Wells Fargo Trust
TOTAL CASH & INVESTMENTS
20%
6%
10,288,322 4%
Cash
21%
LGIP
52%
GSE's
18%CD's
9%
Distribution by Type
0.00%
0.20%
0.40%
0.60%
0.80%
1.00%
1.20%
1.40%
1.60%
RENTON
CORE
RENTON
BLENDED
SIP FED FUNDS
RATE
2Y TREAS
1.48%
0.62%
0.21%0.09%0.13%
How do we compare?
(see Performance Measures)