HomeMy WebLinkAbout65545 (3)PORTFOLIO CHARACTERISTICS
August 2013
Dollars in Thousands
Maturities
<iM
< 2M
< 3M
< 6M
<1Y
Market Value
$ 194,831
< 2Y "
< 3Y "
< 4Y "
< 5Y '
Total: $ 194,831
Maturities Distribution
100
100
SO
�
0
0 60
�o
� 40
0
a 20
O <1M <2M <3M <6M <lY <2Y <3Y car <or
Ratin s Market Value
AAA or Aaa $ 115,634
AA or Aa "
A 4,001
Unrated 97,846
Total: $ 217,481
Credit C�uality AAA or Aa<
51%
Unrated
45%
AA or Aa
A 0%
io�a
Assets Market Value
County Pool 94,851
LAIF 49,784
WF/LAIF Bond Proceeds 25,407
City Loan to RDA 22,655
MTN 4,001
CAMP 3,094
W F/Bond Proceeds 1 �,6g9
Agencies '
Total: $ 217,481
Asset Allocation
County Pool
44%
LAIF
23%
W F/�AIF Bond
Proceeds
12%
_oan to
WF/Bond CAMP MTN RDA
Proceeds 10�0 2% 10 /o
g%
Agencies
0%
Performance
0.45
Month Citv Yield LAIF Yield Variance
Sep12 0.39 0.35 0.04
Oct 0.39 0.34 0.05
Nov 0.37 0.32 0.04
Dec 0.34 0.33 0.01
Jan13 0.35 0.30 0.05
Feb 0.34 0.29 0.05
Mar 0.34 0.29 0.06
Apr 0.33 0.26 0.06
May 0.32 0.25 0.08
Jun 0.32 0.24 0.08
Jul 0.32 0.27 0.05
Aug 0.31 0.27 0.04
�
�o
d
r
0.30
0.15
o.00
Sep120ct Nov DecJanl3Feb Mar Apr May Jun Jul Aug
OLAIFYield OCityYield