Rate of Return vs Federal Indicies - Arlingtonva
Rate of Return vs Federal Indicies Total Rate of Return YTD
T-Bill
Fed Fund
Total Rate of Return Monthly Date n/a Current 08/20/14 0.71% Jul-14 0.75% Jun-14 0.88% May-14 0.87% Apr-14 0.74% Mar-14 0.79% Feb-14 0.84% Jan-14 0.83% Dec-13 0.42% Nov-13 0.50% Oct-13 0.83% Sep-13 0.89% Aug-13 -2.61% Jul-13 FY14 FY13
Agencies Bullet Structure 1-2 years
2.50%
2.00% 1.50% 1.00% 0.50% 0.00% -0.50%
Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14
-1.00% -1.50%
-2.00% -2.50% -3.00%
Total Rate of Return YTD n/a 0.71% 0.47% 0.44% 0.41% 0.37% 0.34% 0.28% 0.19% 0.04% -0.07% -0.32% -0.93% -2.61%
Book Value of Portfolio 427,219,297 457,306,103 491,334,566 427,963,458 323,221,031 369,540,189 412,391,966 460,383,782 496,955,686 556,062,487 551,272,329 523,215,781 392,859,496 413,879,441
ECR 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%
ME Bank Balance 21,727,788 77,197,647 107,476,947 40,584,359 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
Total Portfolio Balance 448,947,086 534,503,750 598,811,513 468,547,817 369,779,204 411,583,114 440,542,962 482,199,070 550,031,588 568,259,926 619,115,200 550,754,296 419,520,890 474,573,746
Weighted Avg Port/Bank n/a 0.67% 0.69% 0.84% 0.81% 0.71% 0.77% 0.82% 0.79% 0.42% 0.49% 0.81% 0.86% -2.23%
Portfolio Balances by Month FY 2009
650,000,000
FY 2010
FY 2011
FY 2012
FY2013
FY2014
FY2015
4-5 years, $82,395,000.00
0-1 month, $105,114,470.23
600,000,000 550,000,000 500,000,000 450,000,000 400,000,000 350,000,000
1-3 months, $35,110,363.80
3-4 years, $102,658,000.00 2-3 years, $8,705,000.00
300,000,000
6-9 months, $33,434,964.78 9-12 months, $125,000.00 1-2 years, $5,939,363.47
3-6 months, $83,419,946.12
250,000,000 200,000,000 150,000,000
Change in Makeup of Portfolio
105,114,470 35,110,364 83,419,946 33,434,965 125,000 5,939,363 8,705,000 102,658,000 82,395,000
23-Jul 32.80% 1.11% 16.01% 10.81% 0.15% 1.11% 0.92% 21.90% 15.19%
30-Jul 32.15% 1.88% 16.01% 10.20% 0.17% 1.10% 2.33% 20.78% 15.38%
6-Aug 25.48% 4.13% 16.70% 10.35% 0.03% 1.22% 2.57% 23.04% 16.48%
13-Aug 24.01% 5.25% 18.50% 8.04% 0.03% 1.24% 3.36% 22.76% 16.81%
C:\Users\Sanderson\AppData\Local\Microsoft\W indows\Temporary Internet Files\Content.Outlook\4QRUKNJF\InvestME Graphs NEW (2).xls
20-Aug %Change 1.01% -2.43% 0.24% 0.72% 0.00% -0.06% 1.45% 0.29% -1.23%
23.01% 7.68% 18.26% 7.32% 0.03% 1.30% 1.91% 22.47% 18.03%
T-Bill 0.02% 0.02% 0.02% 0.03% 0.02% 0.03% 0.04% 0.01% 0.06% 0.06% 0.03% 0.01% 0.02% 0.04%
Fed Fund 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%
Agencies Bullet Structure 12 years n/a -0.06% 0.61% 0.74% 0.72% 0.63% 0.69% 0.72% 0.59% 0.83% 0.86% 1.47% 0.55% 1.42%
T-Bill
Fed Fund
Total Rate of Return Monthly Date n/a Current 08/20/14 0.71% Jul-14 0.75% Jun-14 0.88% May-14 0.87% Apr-14 0.74% Mar-14 0.79% Feb-14 0.84% Jan-14 0.83% Dec-13 0.42% Nov-13 0.50% Oct-13 0.83% Sep-13 0.89% Aug-13 -2.61% Jul-13 FY14 FY13
Agencies Bullet Structure 1-2 years
2.50%
2.00% 1.50% 1.00% 0.50% 0.00% -0.50%
Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14
-1.00% -1.50%
-2.00% -2.50% -3.00%
Total Rate of Return YTD n/a 0.71% 0.47% 0.44% 0.41% 0.37% 0.34% 0.28% 0.19% 0.04% -0.07% -0.32% -0.93% -2.61%
Book Value of Portfolio 427,219,297 457,306,103 491,334,566 427,963,458 323,221,031 369,540,189 412,391,966 460,383,782 496,955,686 556,062,487 551,272,329 523,215,781 392,859,496 413,879,441
ECR 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%
ME Bank Balance 21,727,788 77,197,647 107,476,947 40,584,359 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
Total Portfolio Balance 448,947,086 534,503,750 598,811,513 468,547,817 369,779,204 411,583,114 440,542,962 482,199,070 550,031,588 568,259,926 619,115,200 550,754,296 419,520,890 474,573,746
Weighted Avg Port/Bank n/a 0.67% 0.69% 0.84% 0.81% 0.71% 0.77% 0.82% 0.79% 0.42% 0.49% 0.81% 0.86% -2.23%
Portfolio Balances by Month FY 2009
650,000,000
FY 2010
FY 2011
FY 2012
FY2013
FY2014
FY2015
4-5 years, $82,395,000.00
0-1 month, $105,114,470.23
600,000,000 550,000,000 500,000,000 450,000,000 400,000,000 350,000,000
1-3 months, $35,110,363.80
3-4 years, $102,658,000.00 2-3 years, $8,705,000.00
300,000,000
6-9 months, $33,434,964.78 9-12 months, $125,000.00 1-2 years, $5,939,363.47
3-6 months, $83,419,946.12
250,000,000 200,000,000 150,000,000
Change in Makeup of Portfolio
105,114,470 35,110,364 83,419,946 33,434,965 125,000 5,939,363 8,705,000 102,658,000 82,395,000
23-Jul 32.80% 1.11% 16.01% 10.81% 0.15% 1.11% 0.92% 21.90% 15.19%
30-Jul 32.15% 1.88% 16.01% 10.20% 0.17% 1.10% 2.33% 20.78% 15.38%
6-Aug 25.48% 4.13% 16.70% 10.35% 0.03% 1.22% 2.57% 23.04% 16.48%
13-Aug 24.01% 5.25% 18.50% 8.04% 0.03% 1.24% 3.36% 22.76% 16.81%
C:\Users\Sanderson\AppData\Local\Microsoft\W indows\Temporary Internet Files\Content.Outlook\4QRUKNJF\InvestME Graphs NEW (2).xls
20-Aug %Change 1.01% -2.43% 0.24% 0.72% 0.00% -0.06% 1.45% 0.29% -1.23%
23.01% 7.68% 18.26% 7.32% 0.03% 1.30% 1.91% 22.47% 18.03%
T-Bill 0.02% 0.02% 0.02% 0.03% 0.02% 0.03% 0.04% 0.01% 0.06% 0.06% 0.03% 0.01% 0.02% 0.04%
Fed Fund 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%
Agencies Bullet Structure 12 years n/a -0.06% 0.61% 0.74% 0.72% 0.63% 0.69% 0.72% 0.59% 0.83% 0.86% 1.47% 0.55% 1.42%
