HomeMy WebLinkAbout69611 (3)PORTFOLIO CHARACTERISTtCS
December 2013
Dollars in Thousands
Maturities Market Value
< 1 M $ 172,320 � Maturities Distribution
< 2M - 100
< 3M -
100 __. _ _ _.
< 6M - 80
< 1 Y - 0 60
< 2Y - �o
< 3Y - 0 40
< 4Y - a 20
< 5Y -
Total: $ �72�320 O <1M <2M <3M <6M <tY <2Y �3Y <4Y �5Y
Credit Quality
Ratin s Market Value
AAA or Aaa $ 103,997
AA or Aa -
A -
Unrated 90,978
Totai: $ 194,975
Assets Market Value
County Pooi 91,933
LAI F 43,314
WF/LAIF Bond Proceeds 25,009
City Loan to RDA 22,655
MTN -
CAMP 5,096
W F/Bond Proceeds 6,968
Agencies -
Total: $ 194,975
AA or Aa
0%
Unrated
47%
4AA or Aaa
51%
A
I%
Asset Aliocation
County Pool
47%
MTN
0%
Agencie:
0%
.AIF
?2%
WF/LAIF Bond
Proceeds
13%
Month Citv Yield LAIF Yield Variance
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
Sep 0.30 0.26 0.04
Oct 0.31 027 0.04
Nov 0.30 0.26 0.04
Dec 0.28 0.26 0.02
0.40
0.30
0.20
0.10
0.00
Janl3Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
mLAIF Yield GCity Yield
CITY OF PALM DESERT TREASURER'S OFFICE PAGE 2 OF 3 I
WF/Bond City Loan to
Proceeds CAMP RDA
3% 3 % 12%