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Below is a cache of http://www.stonm.org/files_uploads/865.pdf. It's a snapshot of the page taken as our search engine crawled the Web.
The web site itself may have changed. You can check the current page or check for previous versions at the Internet Archive. Yahoo! is not affiliated with the authors of this page or responsible for its content. NEW MEXICO STATE TREASURER'S EXECUTIVE SUMMARY OF INVESTMENT ACTIVITY NEW MEXICO STATE TREASURER'S EXECUTIVE SUMMARY OF INVESTMENT ACTIVITY As of July 31, 2007 N EW M EXI GROW L OCAL G OVERNMENT I NVESTMENT P OOL (LGIP) $600 $700 $800 $900 $1,000 $1,100 $1,200 $1,300 $1,400 $1,500 Jun- 04 Sep- 04 Dec -04 Mar -05 Jun-05 Sep-05Dec-05Mar-06 Jun-06 Sep-06Dec-06Mar-07 Jun-07 M
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s Market Value (y-o-y) The year-over-year market value of the
LGIP portfolio as of June 30 was $970 million, compared to a market value of $713 million at the same period last year and $1.38 billion at the same period two years ago. $600 $700 $800 $900 $1,000 $1,100 Jun- 06 Aug -06 Oct- 06 Dec -06 Feb- 07 Apr- 07 Jun- 07 M
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s LGIP Market Value (m-o-m) During the month the market value of the portfolio decreased .3%, from $973 million in May to $970 million. Participant contributions were $86.3 million and withdrawals were $90.8 million. LGIP-Yield and Term (m-o-m) 0 10 20 30 40 50 May -06Jun-06Jul-06Aug-06Sep-06Oct-06Nov-06Dec-06Jan-07Feb-07Mar-07Apr-07May-07Jun-07 D
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s 4.20 4.40 4.60 4.80 5.00 5.20 5.40 Y
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d Term Monthly Yield The gross yield was 5.33% at June 30, an
increase from May month-end of 5.30%. The weighted average maturity at June 30 was 38 days, up from the May 31 weighted average maturity of 33 days and within the S&P-set limit of 50 days. Asset Type Yield Market Value % of Portfolio Term (days) Agencies 5.30% $63,713,945 6.6% 318 Commercial Paper 5.38% $323,418,694 33.3% 49 Money Market Funds 5.30% $582,700,000 60% 1 LGIP Bank Account 4.94% $637,134 .1% 1 Total: 5.33% $970,469,773 100.0% 38 The month-end portfolio holdings were 6.6% in U.S. government agency securities, 33.3% in A-1+ commercial paper, 60% in
AAA money market funds, and 0.1% in the bank account balance. June investment activity in the LGIP portfolio was comprised of the purchase of
$187.6 million in A-1+ commercial paper with an annualized yield of 5.38% and average term of 74 days. LGIP - Total Earnings (m-o-m) $2.00 $2.50 $3.00 $3.50 $4.00 $4.50 June 06 July 06 Aug -06 Sep-06 Oct-06Nov-06Dec-06 Jan-07Feb-07Mar-07Apr-07May-07 Jun-07 M
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s LGIP earnings for June totaled $4.2 million,
a slight increase from May earnings of $4.1 million. Fiscal year-to-date earnings totaled $40.8 million compared to $31.8 million through the same period last fiscal year. Benchmark Yield Comparison New MexiGROW LGIP 0.00 1.00 2.00 3.00 4.00 5.00 6.00 Feb- 05 Apr- 05 Jun-05Aug-05Oct-05Dec-05Feb-06Apr-06Jun-06Aug-06Oct-06Dec-06Feb-07Apr-07Jun-07 P
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t S&P Rated GIP net yield LGIP net yield The 30-day net yield of the LGIP as of June
30 was 5.25%, outperforming the 30-day net S&P Rated Government Investment Pool (GIP) index (5.1%) by 15 basis points. The 30-day gross yield of the LGIP at month- end, 5.33%, matched the 30-day gross S&P Rated GIP index of 5.33%. The administrative fee assessed to participants for May was 4 basis points; fees collected
through June 30, the fiscal year-end, totaled $384,000.
The web site itself may have changed. You can check the current page or check for previous versions at the Internet Archive. Yahoo! is not affiliated with the authors of this page or responsible for its content. NEW MEXICO STATE TREASURER'S EXECUTIVE SUMMARY OF INVESTMENT ACTIVITY NEW MEXICO STATE TREASURER'S EXECUTIVE SUMMARY OF INVESTMENT ACTIVITY As of July 31, 2007 N EW M EXI GROW L OCAL G OVERNMENT I NVESTMENT P OOL (LGIP) $600 $700 $800 $900 $1,000 $1,100 $1,200 $1,300 $1,400 $1,500 Jun- 04 Sep- 04 Dec -04 Mar -05 Jun-05 Sep-05Dec-05Mar-06 Jun-06 Sep-06Dec-06Mar-07 Jun-07 M
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s Market Value (y-o-y) The year-over-year market value of the
LGIP portfolio as of June 30 was $970 million, compared to a market value of $713 million at the same period last year and $1.38 billion at the same period two years ago. $600 $700 $800 $900 $1,000 $1,100 Jun- 06 Aug -06 Oct- 06 Dec -06 Feb- 07 Apr- 07 Jun- 07 M
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s LGIP Market Value (m-o-m) During the month the market value of the portfolio decreased .3%, from $973 million in May to $970 million. Participant contributions were $86.3 million and withdrawals were $90.8 million. LGIP-Yield and Term (m-o-m) 0 10 20 30 40 50 May -06Jun-06Jul-06Aug-06Sep-06Oct-06Nov-06Dec-06Jan-07Feb-07Mar-07Apr-07May-07Jun-07 D
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s 4.20 4.40 4.60 4.80 5.00 5.20 5.40 Y
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d Term Monthly Yield The gross yield was 5.33% at June 30, an
increase from May month-end of 5.30%. The weighted average maturity at June 30 was 38 days, up from the May 31 weighted average maturity of 33 days and within the S&P-set limit of 50 days. Asset Type Yield Market Value % of Portfolio Term (days) Agencies 5.30% $63,713,945 6.6% 318 Commercial Paper 5.38% $323,418,694 33.3% 49 Money Market Funds 5.30% $582,700,000 60% 1 LGIP Bank Account 4.94% $637,134 .1% 1 Total: 5.33% $970,469,773 100.0% 38 The month-end portfolio holdings were 6.6% in U.S. government agency securities, 33.3% in A-1+ commercial paper, 60% in
AAA money market funds, and 0.1% in the bank account balance. June investment activity in the LGIP portfolio was comprised of the purchase of
$187.6 million in A-1+ commercial paper with an annualized yield of 5.38% and average term of 74 days. LGIP - Total Earnings (m-o-m) $2.00 $2.50 $3.00 $3.50 $4.00 $4.50 June 06 July 06 Aug -06 Sep-06 Oct-06Nov-06Dec-06 Jan-07Feb-07Mar-07Apr-07May-07 Jun-07 M
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s LGIP earnings for June totaled $4.2 million,
a slight increase from May earnings of $4.1 million. Fiscal year-to-date earnings totaled $40.8 million compared to $31.8 million through the same period last fiscal year. Benchmark Yield Comparison New MexiGROW LGIP 0.00 1.00 2.00 3.00 4.00 5.00 6.00 Feb- 05 Apr- 05 Jun-05Aug-05Oct-05Dec-05Feb-06Apr-06Jun-06Aug-06Oct-06Dec-06Feb-07Apr-07Jun-07 P
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t S&P Rated GIP net yield LGIP net yield The 30-day net yield of the LGIP as of June
30 was 5.25%, outperforming the 30-day net S&P Rated Government Investment Pool (GIP) index (5.1%) by 15 basis points. The 30-day gross yield of the LGIP at month- end, 5.33%, matched the 30-day gross S&P Rated GIP index of 5.33%. The administrative fee assessed to participants for May was 4 basis points; fees collected
through June 30, the fiscal year-end, totaled $384,000.
download NEW MEXICO STATE TREASURER'S EXECUTIVE SUMMARY OF INVESTMENT ACTIVITY
