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AgdaPkt 2017-02-27 Closed and Joint
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AgdaPkt 2017-02-27 Closed and Joint
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Last modified
5/11/2017 11:28:53 AM
Creation date
2/23/2017 4:46:28 PM
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Template:
CC Index
CC Index - Document Type
Agenda Packet
Meeting Type
Regular
Agency Type
City Council and Successor Agency and Public Financing Authority
Date
2/27/2017
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•The most recent Federal Open Market Committee “dot plot” projections anticipate three Fed rate hikes in 2017 and <br />another three hikes in 2018. Market expectations are more conservative, expecting only two hikes over the next year. <br />–Through reinvestment of called securities and active trading, the por tfolio diversification has increased since <br />February 2016. <br />–As 2017 starts with the highest yields in several years, we plan to initially position the portfolios duration to be <br />aligned with the benchmark. <br />© PFM Asset Management LLC <br />REDWOOD CITY <br />For the Quarter Ended December 31, 2016 <br />Strategy Recap <br />Fourth Quarter 2016 –PFMAM’s Strategy Recap <br />Callable securities are shown to their maturity date. <br />2% <br />63% <br />35% <br />0%0% <br />21% <br />34% <br />24% <br />12%9% <br />0% <br />25% <br />50% <br />75% <br />0-1 Years 1-2 Years 2-3 Years 3-4 Years 4-5 YearsPercentage of PortfolioPortfolio Maturity Distribution <br />February 29, 2016 <br />December 31, 2016 <br />0% <br />100% <br />0%0% <br />27% <br />68% <br />4%1% <br />0% <br />20% <br />40% <br />60% <br />80% <br />100% <br />U.S. Treasuries Federal <br />Agencies <br />Commerical <br />Paper <br />Medium-Term <br />Corporate NotesPercentage of PortfolioPortfolio Sector Allocation <br />February 29, 2016 <br />December 31, 2016 <br />76.1.A. - Page 13
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