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HomeMy WebLinkAboutInvestment Report - October 2014 (3)Dollars in Thousands Maturities <1M < 2M < 3M < 6M < 1Y < 2Y < 3Y < 4Y < 5Y Total: Ratings AAA or Aaa A Unrated Total: Assets County Pool LAIF WF/LAIF Bond Proceeds City Loan to RDA Commercial Paper CAMP WF Treasury MMF Loan Receivable - EIP Total: Month Nov13 Dec Jan14 Feb March April May Jun Jul Aug Sep Oct PORTFOLIO CHARACTERISTICS October 2014 Market Value $ 158,840 9,987 2,500 $ 171,327 Market Value $ 83,872 9,987 100,123 $ 193,982 Market Value 77,667 49,924 25,044 22,655 9,987 1,840 4,365 2,500 $ 193,982 Citv Yield LAIF Yield Variance 0.30 0.26 0.04 0.28 0.26 0.02 0.29 0.24 0.05 0.29 0.24 0.05 0.31 0.24 0.07 0.29 0.23 0.06 0.30 0.23 0.07 0.31 0.23 0.08 0.31 0.24 0.07 0.32 0.26 0.06 0.41 0.25 0.16 0.42 0.26 0.15 i Maturities Distribution N 7 0 0 100 - 9 3 80 60 40 - 20 - 0 6 <1M <2M <3M <6M 0 0 0 0 0 0 1 <1Y <2Y <3Y <4Y <5Y Credit Quality N AAA or Aaa 51% Unrated 52% Asset Allocation N County Pool 40% Loan Receivable I' EIP 1% WFTreasuryCommercial MMF CAMP Paper 2% 1% 5% A 5% LAI F 26% WF/LAIF Bond Proceeds 13% City Loan to RDA 12% Performance I 0.42 0.28 - v m 0.14 Novl3DecJanl4 Feb MarchApril May Jun Jul Aug Sep Oct •LAIF Yield OCity Yield CITY OF PALM DESERT TREASURER'S OFFICE PAGE 2 OF 3