|
|
|
|
|
| PORTFOLIO EVALUATION - PERIOD 3 FY 2003/2004 (8/31/2003 -9/27/2003) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| DESCRIPTION |
DOLLAR AMOUNT |
FY 03/04 PERIOD 3 (8/31/03 -9/27/03) |
FY 03/04 PERIOD 2 (8/3/03 -8/30/03) |
FY 02/03 PERIOD 3 (8/18/02- 9/14/02) |
|
|
|
|
|
|
|
|
|
|
| TOTAL PORTFOLIO MARKET VALUE |
|
$214,322,546.78 |
$218,666,733.71 |
$230,165,744.57 |
| AVERAGE LIFE OF PORTFOLIO (DAYS) |
435 |
442 |
640 |
| CITY - WEIGHTED YIELD (Current Period) |
3.85% |
3.85% |
4.75% |
| STATE POOL YIELD |
|
1.62% |
1.62% |
2.58% |
| 90 DAY T-BILL RATE (Current Period) |
|
0.95% |
0.96% |
1.65% |
| VARIANCE FROM CITY YIELD |
|
2.90% |
2.89% |
3.10% |
| 1 YEAR TREASURY RATE (Current Period) |
1.24% |
1.31% |
1.78% |
| VARIANCE FROM CITY YIELD |
|
2.61% |
2.54% |
2.97% |
| TREASURY YIELD WITH SAME AVG LIFE AS PORTFOLIO |
1.30% |
1.47% |
2.06% |
| VARIANCE FROM CITY YIELD |
|
2.55% |
2.38% |
2.69% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL INVESTMENTS MATURING WITHIN 0 TO 1 YEAR |
$106,892,357.39 |
49.87% |
50.64% |
33.11% |
|
|
|
|
|
|
|
|
|
|
| TOTAL INVESTMENTS MATURING WITHIN 1 TO 3 YEARS |
$92,352,959.54 |
43.09% |
42.55% |
45.99% |
|
|
|
|
|
|
|
|
|
|
| TOTAL INVESTMENTS MATURING WITHIN 3 TO 5 YEARS |
$14,975,625.00 |
6.99% |
6.76% |
20.84% |
|
|
|
|
|
|
|
|
|
|
| TOTAL INVESTMENTS MATURING OVER 5 YEARS |
$101,604.85 |
0.05% |
0.05% |
0.06% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL |
$214,322,546.78 |
100.0% |
100.0% |
100.0% |
|
|
|
|
|
|
|
|
|
|
| ** In accordance with Government Code 53601, the City Council, as part of the City’s investment program, granted express authority to invest in US Treasury and US Agency securities with final stated maturities up to seven years. No investment shall be made in any other security type that at the time of investment has a term remaining to maturity in excess of five years unless granted express authority by the City Council to do so. |
|
|
|
|
|