September 2018 TPIF

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

www.countytreasurer.org

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