Rate of Return vs Federal Indicies - Arlingtonva
Rate of Return vs Federal Indicies Total Rate of Return YTD
2.50%
T-Bill
Fed Fund
Agencies Bullet Structure 1-2 years
Date Apr-14 Mar-14 Feb-14 Jan-14 Dec-13 Nov-13 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Mar-13 FY13
2.00% 1.50% 1.00% 0.50%
0.00% Mar-13 Apr-13 May-13 Jun-13 -0.50%
Jul-13
Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14
-1.00% -1.50%
-2.00% -2.50% -3.00%
Total Rate of Return Monthly n/a 0.74% 0.79% 0.84% 0.83% 0.42% 0.50% 0.83% 0.89% -2.61% 0.70% 1.07% 0.39% 0.84% FY14
Total Rate of Return YTD n/a 0.37% 0.34% 0.28% 0.19% 0.04% -0.07% -0.32% -0.93% -2.61% 0.93% 0.95% 0.94% 1.00%
B o o k Valu e o f Po rtfo lio
323,221,031 369,540,189 412,391,966 460,383,782 496,955,686 556,062,487 551,272,329 523,215,781 392,859,496 413,879,441 445,538,556 337,804,879 253,506,550 306,404,152
ECR
ME B an k B alan ce
To tal Po rtfo lio B alan ce
Weig h ted Avg Po rt/B an k
0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40%
46,558,173 42,042,925 28,150,996 21,815,288 53,075,902 12,197,439 67,842,871 27,538,515 26,661,394 60,694,305 76,175,821 23,788,126 35,559,027 53,743,278
369,779,204 411,583,114 440,542,962 482,199,070 550,031,588 568,259,926 619,115,200 550,754,296 419,520,890 474,573,746 521,714,377 361,593,005 289,065,577 360,147,430
n/a 0.71% 0.77% 0.82% 0.79% 0.42% 0.49% 0.81% 0.86% -2.23% 0.66% 1.03% 0.39% 0.77%
Calls not exercised
FY 2009
650,000,000
FY 2010
Portfolio Balances by Month FY 2011
FY 2012
FY2013
FY2014
4-5 years, $79,185,000.00
0-1 month, $138,443,815.72
600,000,000 550,000,000 500,000,000 450,000,000
1-3 months, $535,000.00
400,000,000 350,000,000 300,000,000
3-6 months, $11,098,706.69 6-9 months, $9,159,953.35
3-4 years, $114,238,000.00
250,000,000 200,000,000 150,000,000
2-3 years, $5,075,000.00 Ch an g e in M ak eu p o f Po r tfo lio
0-1 month 1-3 months 3-6 months 6-9 months 9-12 months 1-2 years 2-3 years 3-4 years 4-5 years
138,443,815.72 535,000.00 11,098,706.69 9,159,953.35 7,596,883.29 5,666,295.87 5,075,000.00 114,238,000.00 79,185,000.00
08-Apr 36.38% 4.69% 1.53% 3.56% 1.90% 1.61% 0.77% 26.00% 23.54%
9-12 months, $7,596,883.29 1-2 years, $5,666,295.87
15-Apr 36.58% 2.75% 1.60% 3.72% 1.98% 1.68% 0.80% 27.11% 23.77%
29-Apr 37.59% 0.17% 2.97% 2.45% 2.03% 1.52% 1.36% 29.24% 22.67%
C:\Users\Sanderson\AppData\Local\Microsoft\W indows\Temporary Internet Files\Content.Outlook\NTGYHM0H\InvestME Graphs NEW
06-May %Change 37.32% 0.93% 0.14% -4.55% 2.99% 1.46% 2.47% -1.10% 2.05% 0.15% 1.53% -0.08% 1.37% 0.60% 30.79% 4.79% 21.34% -2.19%
T-B ill
Fed Fu n d
Ag en cies B u llet Stru ctu re 12 years
0.03% 0.03% 0.04% 0.01% 0.06% 0.06% 0.03% 0.01% 0.02% 0.04% 0.05% 0.04% 0.06% 0.09%
0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25%
n/a 0.63% 0.69% 0.72% 0.59% 0.83% 0.86% 1.47% 0.55% 1.42% 0.43% 0.46% 0.60% 0.56%
2.50%
T-Bill
Fed Fund
Agencies Bullet Structure 1-2 years
Date Apr-14 Mar-14 Feb-14 Jan-14 Dec-13 Nov-13 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Mar-13 FY13
2.00% 1.50% 1.00% 0.50%
0.00% Mar-13 Apr-13 May-13 Jun-13 -0.50%
Jul-13
Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14
-1.00% -1.50%
-2.00% -2.50% -3.00%
Total Rate of Return Monthly n/a 0.74% 0.79% 0.84% 0.83% 0.42% 0.50% 0.83% 0.89% -2.61% 0.70% 1.07% 0.39% 0.84% FY14
Total Rate of Return YTD n/a 0.37% 0.34% 0.28% 0.19% 0.04% -0.07% -0.32% -0.93% -2.61% 0.93% 0.95% 0.94% 1.00%
B o o k Valu e o f Po rtfo lio
323,221,031 369,540,189 412,391,966 460,383,782 496,955,686 556,062,487 551,272,329 523,215,781 392,859,496 413,879,441 445,538,556 337,804,879 253,506,550 306,404,152
ECR
ME B an k B alan ce
To tal Po rtfo lio B alan ce
Weig h ted Avg Po rt/B an k
0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40% 0.40%
46,558,173 42,042,925 28,150,996 21,815,288 53,075,902 12,197,439 67,842,871 27,538,515 26,661,394 60,694,305 76,175,821 23,788,126 35,559,027 53,743,278
369,779,204 411,583,114 440,542,962 482,199,070 550,031,588 568,259,926 619,115,200 550,754,296 419,520,890 474,573,746 521,714,377 361,593,005 289,065,577 360,147,430
n/a 0.71% 0.77% 0.82% 0.79% 0.42% 0.49% 0.81% 0.86% -2.23% 0.66% 1.03% 0.39% 0.77%
Calls not exercised
FY 2009
650,000,000
FY 2010
Portfolio Balances by Month FY 2011
FY 2012
FY2013
FY2014
4-5 years, $79,185,000.00
0-1 month, $138,443,815.72
600,000,000 550,000,000 500,000,000 450,000,000
1-3 months, $535,000.00
400,000,000 350,000,000 300,000,000
3-6 months, $11,098,706.69 6-9 months, $9,159,953.35
3-4 years, $114,238,000.00
250,000,000 200,000,000 150,000,000
2-3 years, $5,075,000.00 Ch an g e in M ak eu p o f Po r tfo lio
0-1 month 1-3 months 3-6 months 6-9 months 9-12 months 1-2 years 2-3 years 3-4 years 4-5 years
138,443,815.72 535,000.00 11,098,706.69 9,159,953.35 7,596,883.29 5,666,295.87 5,075,000.00 114,238,000.00 79,185,000.00
08-Apr 36.38% 4.69% 1.53% 3.56% 1.90% 1.61% 0.77% 26.00% 23.54%
9-12 months, $7,596,883.29 1-2 years, $5,666,295.87
15-Apr 36.58% 2.75% 1.60% 3.72% 1.98% 1.68% 0.80% 27.11% 23.77%
29-Apr 37.59% 0.17% 2.97% 2.45% 2.03% 1.52% 1.36% 29.24% 22.67%
C:\Users\Sanderson\AppData\Local\Microsoft\W indows\Temporary Internet Files\Content.Outlook\NTGYHM0H\InvestME Graphs NEW
06-May %Change 37.32% 0.93% 0.14% -4.55% 2.99% 1.46% 2.47% -1.10% 2.05% 0.15% 1.53% -0.08% 1.37% 0.60% 30.79% 4.79% 21.34% -2.19%
T-B ill
Fed Fu n d
Ag en cies B u llet Stru ctu re 12 years
0.03% 0.03% 0.04% 0.01% 0.06% 0.06% 0.03% 0.01% 0.02% 0.04% 0.05% 0.04% 0.06% 0.09%
0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25% 0.25%
n/a 0.63% 0.69% 0.72% 0.59% 0.83% 0.86% 1.47% 0.55% 1.42% 0.43% 0.46% 0.60% 0.56%
