Portfolio Data cont’d
Asset Maturity Distribution (Par Value, 000’s)
2,000,000
28.99% 1,758,518.00
22.50% 1,364,819.04
1,500,000
16.19% 982,074.00
13.85% 840,254.00
1,000,000
11.09% 672,960.00
7.37% 447,128.00
500,000
-
0-1 Mos
1-3 Mos
3-12 Mos
1-2 Yr
2-3 Yr
3-5 Yr
Asset Allocation (000’s)
Assets
Scheduled Book Scheduled Market Mkt/ Sch Book
Yield
WAL (Yr.)
Mat (Yr.)
TREAS
193,953.58 193,726.97
99.88%
1.84% 0.47 0.47
AGENCIES
3,059,637.48 3,017,593.26
98.63%
1.80% 1.93 1.99
MMKT
88,994.51 88,994.51
100.00%
2.05% 0.00 0.00
CASH
770,000.00 770,000.00
100.00%
2.11% 0.00 0.00
CALTRUST FND
24,000.00 24,000.00
100.00%
2.19% 0.00 0.00
COMM PAPER
767,139.82 773,109.40
100.78%
2.37% 0.26 0.26
NCDS
723,931.28 723,931.28
100.00%
2.39% 0.28 0.28
MEDIUM TERM NOTES
212,505.21 212,451.18
99.97%
2.47% 1.27 1.29
MUNI
206,651.08 206,651.08
100.00%
1.73% 1.16 1.16
LOCAL AGCY OBLIG
160.00 160.00
100.00% 99.40%
2.46% 1.71 1.71
Totals:
6,046,972.95 6,010,617.67
2.01%
1.14
1.17
* For details on the Pool’s composition see Month End Portfolio Holdings, pages 9 to 13.
TIMMI
2.50%
Pool Yield
TIMMI
1.88% 1.92% 1.96% 2.01%
2.17%
2.08% 2.07% 2.06%
1.63% 1.75% 1.82%
1.80% 1.88% 1.93%
2.00%
1.47% 1.53%
1.39%
1.51% 1.54%
1.25% 1.27% 1.32% 1.22% 1.23% 1.25%
1.45%
1.50%
1.00%
The Treasurer’s Institutional Money Market Index (TIMMI) is a composite index of four AAA rated prime institutional money market funds.
Their aggregate yield is compared to the yield of the Treasurer’s Pooled Investment Fund in the above graph.
COUNTY OF RIVERSIDE TREASURER-TAX COLLECTOR
7
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