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Home My WebLink AboutAgenda Report - August 2, 2000 E-03,t CITY OF LORI COUNCIL COMMUNICATION AGENDA TITLE: Investment Account Disclosure MEETING DATE: August 2, 2000 PREPARED BY: Deputy Treasurer RECOMMENDED ACTION: That the City Council by motion/action accept the quarterly report of the City of Lodi pooled money investment account as required by SB564. BACKGROUND INFORMATION: The investment report is currently included in the monthly executive report distributed to Council. SB564 required local agency treasurers to submit a report on investments at a public meeting. The City of Lodi has an investment policy, which is submitted to council for approval on an annual basis. Copies of the policy are available in the Finance Department. In addition to the quarterly report on investments in the City of Lodi pooled money investment account, a breakdown Treasury Inventory by type has been included in a chart format. Also included is the most current report of the Local Agency Summary of Investment Data and the State of California pooled money investment account market valuation. The City of Lodi maintains membership in the California Municipal Treasurers Association and conforms to guide lines set forth by the CMTA investment report committee. The Finance Department will continue to include the investment report monthly as part of the executive report. FUNDING: None. Vicky McAthie Finance Director/Treasurer City of Lodi Portfolio Management Portfolio Summary June 30, 2000 City of Lodi 212 W, Pine St. Lodi, CA 95240 (209)3336800 Marcella Maxine Cadwallader, Revenue Manager/Deputy Treas Portfolio CITY AP Run Date: 07/20/2000 -12:25 PM (PRF PMI) SymRept V5.01f Par Market Book % of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equly. Local Agency Investment funds 16,319,951.12 16,319,951.12 16,319,951.12 39.26 1 1 6.105 -6.190 Certificates of Deposit - Bank 4,200,000.00 4,200,000.00 4,200,000.00 10.10 351 171 5.646 5.724 Passbook/Checking Accounts 7,567,829.97 7,567,829.97 7,567,829.97 18.20 1 1 0.000 0.000 Corporate Medium Term Note 1,020,000.00 985,575.00 984,203.34 2.37 1,056 1,052 7.151 7.250 Federal Agency Issues - Coupon 11,500,000.00 11,301,755.00 11,500,000.00 27.66 1,049 659 5.949 6.031 Treasury securities - Coupon 1,000,000.00 998,280.00 999,264.28 2.40 626 456 6.342 6.430 Investments 41,607,781.09 41,373,391.09 41,571,248.71 100.00% 366 236 4.935 6.003 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 67,173.52 67,173.52 Subtotal 67,173.52 67,173.52 Total Cash and Investments 41,607,781.09 41,440,664.61 41,638,422.23 366 236 4.935 5.003 Total Earnings June 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 160,W5.97 1,803,008.12 1,803,008.12 Average Daily Balance 34,028,970.06 33,413,004.37 Effective Rate of Return 5.75% 5.38% Based on the approved budget and to the extent the budget is adhered to, liquidity is available for the next three to six months. Union Bank of Califomia is the source of market valuation. %h . `I')1a/� .1�Il�/(GH.•/la�lGv 7 -.Z [^ -cc, Marcella Maxine Cadwallader, Revenue Manager/Deputy Treas Portfolio CITY AP Run Date: 07/20/2000 -12:25 PM (PRF PMI) SymRept V5.01f City of Lodi Portfolio Management Portfolio Details - Investments June 30, 2000 Page 2 Average Purchase Bank of America Farmers 8 Merchants Subtotal and Average 1,848,657.84 07/01/1999 391,082.42 7,176,747.55 7,567,829.97 Stated YTM Days to Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 365 Maturity Date Local Agency Investment Funds 100,000.00 100,000.00 100,000.00 5.750 5.830 LAIF 1000 Local Agency Invest. Fund 11,219,951.12 11,219,951.12 11,219,951.12 6.190 6.190 1 LPIC 1001 Local Agency Inv Fund (LPIC) 5,100,000.00 51100,000.00 5,100,000.00 6.190 6.190 1 Subtotal and Average 14,383,284.46 18,319,961.12 16,319,951.12 16,319,961,12 1,000,000.00 6.190 1 Certificates of Deposit - Bank Bank of America Farmers 8 Merchants Subtotal and Average 1,848,657.84 07/01/1999 391,082.42 7,176,747.55 7,567,829.97 391,082.42 7,176,747.55 7,567,829.97 391,082.42 7,176,747.55 7,567,829.97 0.000 0,000 0.000 1 1 1 WEST 33 Bank of the West 04/17/2000 100,000.00 100,000.00 100,000.00 5.750 5.830 290 04/17/2001 FM03 19 Farmer and Merchants Bank 09/13/1999 1,000,000.00 11000,000.00 1,000,000.00 5.250 5.323 90 09/29/2000 F&04 20 Farmer and Merchants Bank 09/13/1999 1,000,000.00 1,000,000.00 1,000,000.00 5.250 5.323 181 12/29/2000 FM05 32 Farmers and Merchants Bank 03/31/2000 1,000,000.00 1,000,000.00 1,000,000.00 5.800 5.881 88 09/27/20DO FMO6 34 Farmers and Merchants Bank 05105/2000 11000,000.00 1,000,000.00 1,000,000.00 6.240 6.327 310 05/07/2001 GUAR 27 Guaranty Federal Bank 01111/2000 100,000.00 100,000.00 100,000.00 5.970 6.053 194 01/11/2001 06/09/1999 1,000,000.00 Subtotal and Average 6,166,666.67 1,000,000.00 4,200,000.00 4,200,000,00 4,200,000.00 3133M4TB9 6.724 171 Passbook/Checking Accounts BACK 4003 4000 Bank of America Farmers 8 Merchants Subtotal and Average 1,848,657.84 07/01/1999 391,082.42 7,176,747.55 7,567,829.97 391,082.42 7,176,747.55 7,567,829.97 391,082.42 7,176,747.55 7,567,829.97 0.000 0,000 0.000 1 1 1 Corporate Medium Term Note 36962GSY1 35 Higgins Capital Management, In 06127/2000 1,020,000.00 985,575.00 984,203.34 5.880 7.250 1,052 05/191200.3 Subtotal and Average 131,220.22 1,020,000.00 966,576.00 984,203.34 7.260 1,052 Federal Agency Issues - Coupon 3133MAKW 28 FEDL HOME LOAN MTG CORP 01124/2000 1,000,000.00 993,130.00 1,000,000.00 7.010 7.010 937 01/24/2003 3133M7SOO 11 Federal Home Loan Bank 03/08/1999 1,000,000.00 977,970.00 1,000,000.00 6.570 5.570 615 03/08/2002 3133MBWC4 14 Federal Home Loan Bank 06/09/1999 1,000,000.00 975,780.00 1,000,000.00 6.040 6.040 891 12/09/2002 3133M4TB9 1 Feredal Home Loan Bank (call) 07/09/1998 500,000.00 494,765.00 500,000.00 5.910 5.910 373 07/09/2001 3133M7LKO 10 Fersdal Home Loan Bank (call) 02/26/1999 1,000,000.00 971,090.00 1,000,000.00 5.550 5.550 786 0826/2002 3133M93F7 15 Feredal Home Loan Bank (call) 06128/1999 1,000,000.00 982,660.00 1,000,000.00 6.175 6.175 727 062812002 3133M9WU2 23 Feredal Home Loan Bank (call) 09/28/1999 1,000,000.00 991,090.00 1,000,000.00 6.250 6.250 454 09282001 3133MAVS5 30 Feredal Home Loan Bank (call) 03/012000 1,000,000.00 997,500.00 1,000,000.00 7.120 7.120 608 03/012002 3133M6NQ7 5 Feredal Home Loan Bank (call) 12/03/1998 1,000,000.00 974,530.00 1,000,000.00 5.680 5.580 702 06/032002 31364GR43 12 Fannie Mae callable note 05/1711999 1,000,000.00 974,840.00 1,000,000.00 5.760 5.760 685 05/172002 31364OLG2060 6 Fannie Mae callable note 12115119% 1,000,000.00 978,120.00 1,000,000.00 5.350 5.350 534 12/172001 3136407GB 22 Fannie Mae Bullet 0922/1999 1,000,000.00 990,280.00 1,000,000.00 6.000 6.000 450 09242001 Subtotal and Average 11,600,000.00 11,500,000.00 11,301,766.00 11,600,000.00 6.031 669 Portfolio CITY AP Run Date: 07/201M -12:25 PM (PRF_PM2) SymRept V5.01f City of Lodi Run Date: 07!20!2000-12:25 Portfollo CITY AP PM (PRF PM2) SymRept V5.01f Portfolio Management Pages Portfolio Details - Investments June 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment 9 Issuer Balance Date Par Value Market Value Book Value Rate 365 Maturity Date Treasury Securities - Coupon 912827254 25 U. S. Treasury Notes 01/13/2000 1,000,000.00 998,280.00 999,264.28 6.375 6.430 456 09/30/2001 Subtotal and Average 999,240.89 1,000,000.00 998,280.00 999,264.28 6.430 466 Total Investments and Average 34,028,970.06 41,607,781.09 41,373,391.09 41,671,248.71 5.003 236 Run Date: 07!20!2000-12:25 Portfollo CITY AP PM (PRF PM2) SymRept V5.01f City of Lodi Portfolio Management Portfolio Details - Cash June 30, 2000 Average Purchase Stated YTM Days to CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 365 Maturity Accrued Interest at Purchase 67,173.52 67,173.52 Subtotal 67,173.52 67,173.52 Total Cash and Investments 34,028,970.06 41,607,781.09 41,440,564.61 41,638,42223 5.003 236 Page 4 Portfolio CITY AP Run Date: 07/20/2000 -1225 PM (PRP PM2) SymRept VS.Oit City of Lodi Portfolio CITY AP Run Date: 07/20/2000 -1 2:25 PM (PRF PM3) SyrnRept V5.01f Portfolio Management Page fi Investment Activity By Type June 1, 2000 through June 30, 2000 Stated Transaction Purchases Sales/Maturitles CUSIP Investment # Issuer Rate Date or Deposits or Withdrawals Balance Local Agency Investment Funds (Monthly Summary) LAW 1000 Local Agency Invest. Fund 6,180 0.00 1,000,000.00 LPIC 1001 Local Agency Inv Fund(LPIC) 6.180 5,600,000.00 2,000,000.00 Subtotal 5,600,000.00 3,000,000.00 16,319,961.12 Certificates of Deposit - Bank FM02 18 Farmers and Merchants Bank 5.250 06/30/2000 0.00 11000,000.00 Subtotal 0.00 1,000,000.00 4,200,000.00 Passbook/Checking Accounts (Monthly Summary) BACK 4003 Bank of America 772,748.16 566,905.38 4000 Farmers 8 Merchants 18,945.356.40 13.234,710.77 Subtotal 19,718,104.56 13,801,616.15 7,557,829.97 Corporate Medium Term Note 36962GSY1 35 Higgins Capital Management, In 5.880 06/27!2000 984.065.40 0.00 Subtotal 984,066.40 0.00 984,203.34 Federal Agency Issues - Coupon Subtotal 11,600,000•00 Treasury Securities - Coupon Subtotal 999,264.28 Total 26,302,169.96 17,801,616.16 41,671,248.71 Portfolio CITY AP Run Date: 07/20/2000 -1 2:25 PM (PRF PM3) SyrnRept V5.01f City of Lodi Portfolio Management Investment Activity Summary June 1999 through June 2000 Page 6 Run Date: 07/20/2000 -12:25 Average 21 33,223,163.64 5.191% 5.263% 5.507 1 1 371 277 Portfolio CITY AP PM (PRF PM4) SynnRept V5.01f Yield to Maturity Managed Number Number Month Number of Total 360 365 Pool of Securities of Securities Average Average End Year Securities Invested Equivalent Equivalent Rate Purchased Matured I Sold Term Days to Maturity June 1999 15 30,355,747.07 4.850 4.917 5.119 2 0 304 267 July 1999 15 27,455,406.40 4.814 4.881 5.060 1 0 336 286 August 1999 15 27,264,657.01 4.920 4.989 5.080 0 0 33B 278 September 1999 21 35,308,057.59 5.042 5.112 5.225 6 0 341 284 October 1999 21 35,749,728.66 4.972 5.041 5.391 0 0 337 268 November 1999 21 35,474,829.64 5.131 5.202 5.391 0 0 339 258 December 1999 21 36,762,625.85 5.294 5.367 5.498 1 1 327 244 January 2000 22 33,716,360.45 5.513 5.590 5.639 4 3 397 297 February 2000 22 32,434,508.18 5.423 5.498 5.639 0 0 413 294 March 2000 23 30,996,478.69 5.488 5.564 5.639 2 1 455 321 April 2000 23 32,740,970.53 5.571 5.649 5.851 1 1 431 289 May 2000 24 33,070,506.56 5.530 5.607 5.851 1 0 437 281 June 2000 24 41,571,248.71 4.935 5,003 6.190 1 1 366 236 Run Date: 07/20/2000 -12:25 Average 21 33,223,163.64 5.191% 5.263% 5.507 1 1 371 277 Portfolio CITY AP PM (PRF PM4) SynnRept V5.01f City of Lodi Portfolio Management Page Distribution of Investments By Type June 1999 through June 2000 June July August September October November December January February March April May June Average Investment Type 1999 1999 1999 1999 1999 1999 1999 2000 2000 2000 2000 2000 2000 by Period Local Agency Investment Funds 63.6 60.3 62.6 52.6 51.2 53.8 55.4 51.3 47.8 42.3 45.0 41.5 39.3 51.3% Certificates of Deposit - Bank 4.0 4.4 4.4 14.7 14.6 14.7 14.5 12.5 13.0 13.6 12.8 15.7 10.1 11.5% Certificates of Deposit - S & L PassbookfChecking Accounts 7.8 8.0 5.5 5.8 7.7 4.7 3.5 2.1 3.8 3.9 4.0 5.0 18.2 6.2% Corporate Medium Term Note 2.4 0.2% Commercial Paper - Interest Bearing _ Repurchase Agreements Federal Agency Issues - Coupon 24.7 27.3 27.5 26.9 26.6 26.8 26.6 31.1 32.4 37.1 35.1 34.8 27.7 29.6% Treasury Securities - Coupon 3.0 3.1 3.2 3.1 3.0 2.4 1.4% Mortaaae Backed Securities Bankers Acceptances -Ar Commercial Paper Disc. Federal Agency Disc. An Treasury Discounts -Amc Miscellaneous Discounts Run Date 07r2Of2000 -12.25 Portfolio CITY AP PM (PRF PM5) SymRept V5.01f City of Lodi Portfolio Management Page Interest Earnings Summary June 30, 2000 June 30 Month Ending Fiscal Year To Date CD/Coupon/Discount Investments: Interest Collected 128,850.00 720,639.29 Plus Accrued Interest at End of Period 173,977.61 173,977.61 Less Accrued Interest at Beginning of Period ( 215,146.64) ( 69,900.78) Less Accrued Interest at Purchase During Period ( 0.00) ( 0.00) Interest Earned during Period 87,680.97 824,716.12 Adjusted by Premiums and Discounts 186.34 412.22 Adjusted by Capital Gains or Losses 0.00 0.00 Earnings during Period 87,867.31 825,128.34 Pass Through Securities: Interest Collected 0.00 0.00 Plus Accrued Interest at End of Period 0.00 0.00 Less Accrued Interest at Beginning of Period ( 0.00) ( 0.00) Less Accrued Interest at Purchase During Period ( 0.00) ( 0.00) Interest Earned during Period 0.00 0.00 Adjusted by Premiums and Discounts 0.00 0.00 Adjusted by Capital Gains or Losses 0.00 0.00 Earnings during Period 0.00 0.00 CashlChecking Accounts: Interest Collected 0.00 1,021,314.57 Plus Accrued Interest at End of Period 221,058.24 221,058.24 Less Accrued Interest at Beginning of Period ( 148,230.58) ( 264,493.03) Interest Earned during Period 72,818.66 977,879.78 Total Interest Earned during Period 160,499.63 1,802,595.90 Total Adjustments from Premiums and Discounts 186.34 412.22 Total Capital Gains or Losses 0.00 0.00 Total Earnings during Period Run Date: 07120rM -12:25 160,685.97 1,803,008.12 Portfolio CITY AP PM (PRF_PM6) SyrnRept V5.01 f CUSIP City of Lodi City of Lodi 212 W, Pine St. Accrued Interest Lodi, CA 95240 June 1, 2000 - June 30, 2000 (2M)M3-680 Adjusted Acc'd Int. Investment Par Maturity Current Beginning at Purchase Interest Interest Ending Investment # Type Value Date Rate Accrued Interest During Period Earned Received Accrued Interest Bank of the West WEST 33 BCD 100,000.00 04/17/2001 5.750 0.00 0.00 479.16 0.00 479.16 3133MBWC4 14 Subtotal 100,000.00 12/09/2002 6.040 0.00 0.00 479.16 0.00 479.16 Bank of America Subtotal 2,000,000,00 41,699.72 0.00 9,676.00 30,200.00 21,174.72 BACK 4003 PAI 391,082.42 0.00 0.00 0.00 0.00 0.00 3133M4TB9 1 Subtotal 391,08242 07/09/2001 5.910 0.00 0.00 0.00 o.00 0.00 Farmers and Merchants Bank FAC 1,000,000.00 08/26/2002 5.550 14,645.83 0.00 4,625.00 0.00 19,270.83 FM02 18 BCD 0.00 06/30/2000 5.250 8,895.83 0.00 4,229.17 13,125.00 0.00 FM03 19 BCD 1,000,000.00 09!29/2000 5.250 8,895.83 0.00 4,375.00 0.00 13,270,83 FM04 20 BCD 1,000,000.00 12/29/2000 5.250 8,895.83 0.00 4,375.00 0.00 13,270.83 FMOS 32 BCD 1,000,000.00 09/27/2000 5.800 9,988.89 0.00 4,833.33 0.00 14,822.22 FM06 34 BCD 1,000,000.00 05/07/2001 6.240 4,660.00 0.00 6,200.00 0.00 9,880.00 Subtotal 4,000,000.00 41,366.38 0.00 23,012.60 13,126.00 51,243.88 FEDL HOME LOAN MTG CORP AP 3133MAKW 28 FAC 1,000,000.00 01/24/2003 7.010 24,729.72 0.00 5,841.67 0.00 30,571.39 Subtotal 1,000,000.00 24,729,72 0.00 6,841.67 0.00 30,671.39 Federal Home Loan Bank 3133M7SQ0 11 FAC 1,000,000.00 03108/2002 5.570 12,841.94 0.00 4,641.67 0.00 17,483.61 3133MBWC4 14 FAC 1,000,000.00 12/09/2002 6.040 28,857.78 0.00 5,033.33 30,200.00 3,691.11 Subtotal 2,000,000,00 41,699.72 0.00 9,676.00 30,200.00 21,174.72 Feredal Home Loan Bank (call) 3133M4TB9 1 FRC 500,000.00 07/09/2001 5.910 11,655.83 0.00 2,462.50 0.00 14,118.33 3133M7LKO 10 FAC 1,000,000.00 08/26/2002 5.550 14,645.83 0.00 4,625.00 0.00 19,270.83 3133M93F7 15 FAC 1.000.000.00 06128!2002 6.175 26,243.75 0.00 5,145.83 30,875.00 514.58 3133M9WU2 23 FAC 1,000,000.00 09/28/2001 6.250 10,937.50 0.00 5,208.33 0.00 16,145.83 3133MAVSS 30 FAC 1,000,000.00 03/01/2002 7.120 17,800.00 0.00 5,933.33 0.00 23,733.33 3133MSN07 5 FAC 1,000.D00.00 06/03/2002 5.580 27,590.00 0.00 4,650.00 27,900.00 4,340.00 Subtotal 5,600,000.00 108,87291 0.00 28,024.99 68,775.00 78,122.90 Portfolio CITY AP Run Date: 07/2012000.12:28 Al (PRF AI) SymRept V5.01f City of Lodi Accrued Interest Fannie Mae Bullet June 1, 2000 - June 30, 2000 Page 2 31364G7G8 22 FAC 1,000,000.00 09/2412001 6.000 Adjusted Acc'd Int. 0.00 5,000.00 0.00 16,166.67 Investment Par Maturity Current Beginning at Purchase Interest Interest Ending CUSIP Investment # Type Value Date Rate Accrued Interest During Period Earned Received Accrued Interest Farmers & Merchants 36962GSY1 35 MTN 1,020,000.00 05119/2003 5.880 0.00 0.00 666.40 0.00 4000 PA1 7,176,747.55 1,020,000.00 -119.14 0.00 0.00 0.00 -119.14 666.40 Subtotal 7,176,747.56 -119.14 0.00 0.00 0.00 -119.14 Fannie Mae callable note GUAR 27 BCD 100,000.00 01/11/2001 5.970 22.29 0.00 497.50 0.00 31364GR43 12 FAC 1,000,000.00 05/17/2002 5.760 2,240.00 0.00 4,800.00 0.00 7,040.00 31364OLG2060 6 FAC 1,000,000.00 12/1712001 5.350 24,372.22 0.00 4,458.34 26,750.00 2,080.56 Subtotal 2,000,000.00 11,219,951.12 26,612.22 0.00 9,258.34 26,760.00 9,120.66 Fannie Mae Bullet 31364G7G8 22 FAC 1,000,000.00 09/2412001 6.000 11,166.67 0.00 5,000.00 0.00 16,166.67 Subtotal 1,000,000.00 11,166.67 0.00 6,000.00 0.00 16,166.67 Higgins Capital Management, In 36962GSY1 35 MTN 1,020,000.00 05119/2003 5.880 0.00 0.00 666.40 0.00 666.40 Subtotal 1,020,000.00 0.00 0.00 666.40 0.00 666.40 Guaranty Federal Bank GUAR 27 BCD 100,000.00 01/11/2001 5.970 22.29 0.00 497.50 0.00 519.79 Subtotal 100,000.00 22.29 0.00 497.60 0.00 519.79 Local Agency Invest. Fund LAIF 1000 LA1 11,219,951.12 6.190 125,312.24 0.00 61,191.26 0.00 186,503.50 Subtotal 11,219,951.12 125,312.24 0.00 61,191.26 0.00 166,603.60 Local Agency Inv Fund (LPIC) LPIC 1001 LA1 5,100,000.00 6,190 23,046.48 0.00 11,627.40 0.00 34,673.88 Subtotal 5,100,000.00 23,046.48 0.00 11,627.40 0.00 34,673.88 U. S. Treasury Notes 912827254 25 TRC 1,000,000.00 09/30/2001 6.375 -39,381.14 0.00 5,225.41 0.00 -34,155.73 Subtotal 1,000,000.00 39,381.14 0.00 6,225.41 0.00 34,155.73 Total 41,607,781.09 363,318.35 0.00 160,499.63 Run Date: 0712012000-1 2:28 128,860.00 394,967.98 Portfolio CITY AP Al (PRF AI) SyrnRept V5.011' City of Lodi ' City OT Lodi 212 W. Pine St. r. GL Journal Transactions Sorted By Investment Number L(Y09�62800 From 06/01/2000 To 06/30/2000 Investment Purchase Transactions Transaction Debit Credit Issuer Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description Investment Number 35 Journal ID 00000760 1062 10 1221 Accrued Interest Rec 06127/2000 16,993.20 GECC 36962GSY1 Investment Purchase 1062 10 1062 Other Investments 06/27/2000 984,065.40 GECC 36962GSY1 Investment Purchase 1062 10 1031 F & M 06/27/2000 1,001,058.60 GECC 36962GSYI Investment Purchase Subtotal for Investment Number 35 1,001,058.60 1,00f,058.60 Grand Total 1,001,058.60 1,001,058.60 Run Date: 07120(2000 - 08'40 Page 1 Portfolio CITY AP GED (GRF_ged) GL 5.02d City OT Lodi GL Journal Transactions Sorted By Investment Number From 06/01/2000 To 06/30/2000 Maturity/Sale Transactions Transaction Debit Credit Issuer Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description Investment Number 18 Journal ID 00000796 1065 10 1031 F & M 06/30/2000 1,000,000.00 F & M FM02 Maturity/Sale 1065 10 1055 CD's 06/30/2000 1,000,000.00 F & M FM02 Maturity/Sale Subtotal for Investment Number 18 1,000,000.00 1,000,000 00 Grand Total Run We: 07M2000 - 08'42 Page 1 1,000,000.00 1,000,000.00 City of Lodi 212 W. Pine St. Lodi, CA 95240 (209)333-6800 Portfolio CITY AP GED (GRF_7ed) GL 5.02d City of Lodi ' City of Lodi Lo�di CA 85240 GL Journal Transactions Sorted By Investment Number (2M)333 -68M From 06/01/2000 To 06/30/2000 Transaction Debit Credit Issuer Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description Investment Number 1 Investment Number 1000 1051 10 1221 Journal ID 00000836 1068 1051 10 1031 1051 10 1051 1062 10 1221 Accrued Interest Rec 06/30/2000 2,462.50 10 FHLBC 3133M4T139 Investment Earnings 1062 10 1068 Interest Holding 06!30/2000 1052 2,462.50 FHLBC 3133M4TB9 Investment Earnings LAIF - LPIC 06/15/2000 Subtotal for Investment Number 1 2,462.50 2,462.50 LPIC Deposit F & M Investment Number 10 800,000.00 LAIF LPIC Deposit Journal ID 00000832 Journal ID 00000837 LAIF - LPIC 06/29/2000 2,500,000.00 1062 10 1221 Accrued Interest Rec 06/30/2000 4,625.00 06/29/2000 FHLBC 3133M7LKO Investment Earnings 1062 10 1065 Interest Holding 06!30/2000 4,625_00 FHLBC 3133M7LKO Investment Earnings LAIF -LPIC 06/30/2000 1,500,000.00 Subtotal for Investment Number 10 4,625.00 4,625.00 Deposit F & M 06/30/2000 Investment Number 1000 1051 10 1221 1051 10 1068 1051 10 1031 1051 10 1051 Investment Number 1001 1052 10 1052 1052 10 1031 1052 10 1052 1052 10 1031 1052 10 1052 1052 10 1031 1052 10 1052 1052 10 1031 Journal ID 00000838 00000830 Accrued Interest Rec 06/30/2000 61,191.26 LAI LAIF Investment Earnings Interest Holding 06/30/2000 61,191.26 LAI LAIF Investment Earnings Journal ID 00000866 Deposit F & M 06/09/2000 F & M 06/27/2000 1,000,000.00 LAI LAIF Withdrawal LAIF -City of Lodi 06/27/2000 1,000,000.00 LAI LAIF Withdrawal Subtotal for Investment Number 1000 1,061,191.26 1,061,191.26 Journal ID 00000830 LAIF - LPIC 06109r2000 800,000.00 LAIF LPIC Deposit F & M 06/09/2000 800,000.00 LAIF LPIC Deposit Journal ID 00000831 LAIF - LPIC 06/15/2000 800,000.00 LAIF LPIC Deposit F & M 06/15r2000 800,000.00 LAIF LPIC Deposit Journal ID 00000832 LAIF - LPIC 06/29/2000 2,500,000.00 LAIF LPIC Deposit F & M 06/29/2000 2,500,000.00 LAIF LPIC Deposit JournallD 00000833 LAIF -LPIC 06/30/2000 1,500,000.00 LAIF LPIC Deposit F & M 06/30/2000 1,500,000.00 LAIF LPIC Deposit Run Date: 0712012000 -1 2:32 Page 1 Portfolio CITY AP GED (GRF_ged) GL 5.02d GL Journal Transactions Sorted By Investment Number From 0610112000 To 06/30/2000 Investment Number 11 Transaction Debit Credit Issuer Accrued Interest Rec 06r30/2000 Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description 1062 10 1068 Journal ID 00000839 1221 4,641.67 FHLB 3133M7SQO Investment Earnings 1052 10 1221 Accrued Interest Rec 06/30/2000 11,627.40 4,641.67 LAIF LPIC Investment Earnings 1052 10 1066 Interest Holding 06/30/2000 11,627.40 LAIF LPIC Investment Earnings Journal ID 00000841 Journal ID 00000866 1062 10 1052 10 1031 F & M 06123/2000 1,000,000.00 31364GR43 LAIF LPIC Withdrawal 1052 10 1052 LAIF - LPIC 06/2312000 FNMA 1,000,000.00 LAIF LPIC Withdrawal Subtotal for Investment Number 12 4,800.00 Journal ID 00000867 Investment Number 14 1052 10 1031 F & M 06/26/2000 1,000,000.00 LAIF LPIC Withdrawal 1052 10 1052 LAIF - LPIC 06/26/2000 1,000,000.00 LAIF LPIC Withdrawal 5,033.33 FHLB Subtotal for Investment Number 1001 7,611,627.40 7,611,627.40 10 1068 Interest Holding 06!30!2000 Investment Number 11 Investment Number 15 Journal ID 00000840 1062 10 1221 Accrued Interest Rec 06r30/2000 1062 1062 10 1221 Accrued Interest Rec 06/30/2000 4,641.67 FHLB 3133M7SQ0 Investment Earnings 1062 10 1068 Interest Holding 06r3011000 1221 4,641.67 FHLB 3133M7SQO Investment Earnings Subtotal for Investment Number 15 Subtotal for Investment Number 11 4,641.67 4,641.67 Investment Number 12 Journal ID 00000841 1062 10 1221 Accrued Interest Rec 06/30/2000 4,800.00 FNMA 31364GR43 Investment Earnings 1062 10 1068 Interest Holding 06/30/2000 4,800.00 FNMA 31364GR43 Investment Earnings Subtotal for Investment Number 12 4,800.00 4,800.00 Investment Number 14 Journal ID 00000842 1062 10 1221 Accrued Interest Rec 06/30/2000 5,033.33 FHLB 3133M8WC4 Investment Earnings 1062 10 1068 Interest Holding 06!30!2000 5,033.33 FHLB 3133MBWC4 Investment Earnings Journal ID 00000843 1062 10 1031 F & M 06/30/2000 30,200.00 FHLB 3133MBWC4 Total income Received 1062 10 1221 Accrued Interest Rec 06/3011000 30,200.00 FHLB 3133MBWC4 Total income Received Subtotal for Investment Number 14 36,233.33 35,233.33 Investment Number 15 Investment Number 18 Run Date: 07/2012000 -12:32 Page 2 5,145.83 FHLBC 3133M93F7 Investment Earnings 5,145.83 FHLBC 3133M93F7 Investment Earnings 30,875.00 FHLBC 3133M93F7 Total income Received 30,875.00 FHLBC 3133M93F7 Total income Received 36,020.83 36,020.83 Portfolio CITY AP GED (GRF_ged) GL 5.02d Journal ID, 00000844 1062 10 1221 Accrued Interest Rec 06r30/2000 1062 10 1068 Interest Holding 06!30/2000 Journal ID 00000845 1062 10 1031 F & M 06/3011000 1062 10 1221 Accrued Interest Rec 06/3011000 Subtotal for Investment Number 15 Investment Number 18 Run Date: 07/2012000 -12:32 Page 2 5,145.83 FHLBC 3133M93F7 Investment Earnings 5,145.83 FHLBC 3133M93F7 Investment Earnings 30,875.00 FHLBC 3133M93F7 Total income Received 30,875.00 FHLBC 3133M93F7 Total income Received 36,020.83 36,020.83 Portfolio CITY AP GED (GRF_ged) GL 5.02d GL Journal Transactions Sorted By Investment Number From 06/01/2000 To 06/3012000 Investment Number 19 JournallD 00000848 1065 10 1221 Accrued Interest Rec 06130/2000 4,375.00 F & M FMO3 Investment Earnings 1065 10 1068 Interest Holding 06/30/1000 4,375.00 F & M FMO3 Investment Earnings Subtotal for Investment Number 19 4,375.00 4,375.00 Investment Number 20 Transaction Debit Credit Issuer Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description 1055 10 1068 Journal ID 00000846 4,375.00 F & M FMO4 Investment Earnings 1065 10 1221 Accrued Interest Rec 060=000 4,229.17 4,375.00 F & M FMO2 Investment Earnings 1065 10 1068 Interest Holding 06130/2000 4,229.17 F & M FMO2 Investment Earnings JournallD 00000850 JournallD 00000847 1062 10 1065 10 1031 F & M 06/30/'1000 13,125.00 31364G7G8 F & M FMO2 Total income Received 1065 10 1221 Accrued Interest Rec 06/30/2000 FNMAB 13,125.00 F & M FMO2 Total income Received Subtotal for Investment Number 22 51000.00 JournallD 00000864 1065 10 1031 F & M 06!3012000 1,000,000.00 F & M FM02 Maturity/Sale 1065 10 1065 CD's 06r-K)I DD 1,000,000.00 F & M FM02 MaturityfSale Subtotal for Investment Number 18 1,017,354.17 1,017,364.17 Investment Number 19 JournallD 00000848 1065 10 1221 Accrued Interest Rec 06130/2000 4,375.00 F & M FMO3 Investment Earnings 1065 10 1068 Interest Holding 06/30/1000 4,375.00 F & M FMO3 Investment Earnings Subtotal for Investment Number 19 4,375.00 4,375.00 Investment Number 20 Investment Number 23 JournallD 00000851 1062 10 1221 Accrued Interest Rec 0813012000 5,208.33 FHLBC 3133M9WU2 Investment Earnings 1062 10 1068 Interest Holding 0813012000 5,208.33 FHLBC 3133M9WU2 Investment Earnings Subtotal for Investment Number 23 5,208.33 5,208.33 Investment Number 25 Journal ID 00000852 1062 10 1221 Accrued Interest Rec 06/30/2000 5,225.41 USTNO 912827Z54 Investment Earnings 1062 10 1069 Amort of Prem/Disc 06/30/1000 48.40 USTNO 912827Z54 Investment Earnings 1062 10 1068 Interest Holding 08/30/2000 5,273.81 USTNO 912827254 Investment Earnings Subtotal for Investment Number 25 5,273.81 5,273.81 Investment Number 27 Portfolio CITY AP Run Date: 07120!2000-12:32 Page 3 GED (GRF_ged) GL 5.02d JournallD 00000849 1065 10 1221 Accrued Interest Rec 06/30/1000 4,375.00 F & M FM04 Investment Earnings 1055 10 1068 Interest Holding 06/30/2000 4,375.00 F & M FMO4 Investment Earnings Subtotal for Investment Number 20 4,376.00 4,375.00 Investment Number 22 JournallD 00000850 1062 10 1221 Accrued Interest Rec 06!30/1000 5,000.00 FNMAB 31364G7G8 Investment Earnings 1062 10 1068 Interest Holding 06/30/1000 5,000.00 FNMAB 31354G7G8 Investment Earnings Subtotal for Investment Number 22 51000.00 61000.00 Investment Number 23 JournallD 00000851 1062 10 1221 Accrued Interest Rec 0813012000 5,208.33 FHLBC 3133M9WU2 Investment Earnings 1062 10 1068 Interest Holding 0813012000 5,208.33 FHLBC 3133M9WU2 Investment Earnings Subtotal for Investment Number 23 5,208.33 5,208.33 Investment Number 25 Journal ID 00000852 1062 10 1221 Accrued Interest Rec 06/30/2000 5,225.41 USTNO 912827Z54 Investment Earnings 1062 10 1069 Amort of Prem/Disc 06/30/1000 48.40 USTNO 912827Z54 Investment Earnings 1062 10 1068 Interest Holding 08/30/2000 5,273.81 USTNO 912827254 Investment Earnings Subtotal for Investment Number 25 5,273.81 5,273.81 Investment Number 27 Portfolio CITY AP Run Date: 07120!2000-12:32 Page 3 GED (GRF_ged) GL 5.02d GL Journal Transactions Sorted By Investment Number From 06101/2000 To 06/30/2000 Transaction Debit Credit Issuer Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description Journal ID 00000863 1221 Accrued Interest Rec 06r30PZ000 4,833.33 1062 10 1221 106.5 10 1221 Accrued Interest Rec 06)30/2000 487.50 Investment Earnings GUAR GUAR Investment Earnings 1065 10 1068 Interest Holding 06/30/2000 1052 10 1069 497.50 GUAR GUAR Investment Earnings Subtotal for Investment Number 27 497.50 497.50 1052 10 1221 Subtotal for Investment Number 28 investment Number 28 Journal ID 00000868 Accrued Interest Rec 0664012000 Interest Holding 06/3012000 Subtotal for Investment Number 34 5,200.00 5,200.00 Journal ID 00000856 F & M F & M FMO6 FM06 Investment Earnings Investment Earnings Investment Number 35 Journal ID 00000854 1065 10 1221 Accrued Interest Rec 06r30PZ000 4,833.33 1062 10 1221 Accrued Interest Rec 06r30r2000 5,841.67 Investment Earnings FEDL 3133MAKW Investment Earnings 1052 10 1069 Interest Holding 06/30/2000 4,833.33 5,841.67 FEDL 3133MAKW Investment Earnings 1052 10 1221 Subtotal for Investment Number 28 5,841.67 5,841.67 4,833.33 36962GSYI Investment Purchase investment Number 30 Investment Number 33 1,001,058.60 GECC 3WWGSY1 Investment Purchase Journal 10 00000855 Journal ID 00000857 1062 10 1221 Accrued Interest Rec 06/3012000 5,93;3.33 1065 FHLBC 3133MAVS5 Investment Earnings 1062 10 1068 Interest Holding 06Mr200(} WEST 5,933.33 FHLBC 3133MAVS5 Investment Earnings 10613 Subtotal for Investment Number 30 6,933.33 5,933.33 WEST WEST Investment Earnings Investment Number 32 Investment Number 34 1065 10 1221 1065 10 1068 Journal ID 00000868 Accrued Interest Rec 0664012000 Interest Holding 06/3012000 Subtotal for Investment Number 34 5,200.00 5,200.00 Journal ID 00000856 F & M F & M FMO6 FM06 Investment Earnings Investment Earnings Investment Number 35 1065 10 1221 Accrued Interest Rec 06r30PZ000 4,833.33 F & M FMO5 Investment Earnings 1065 10 1068 Interest Holding 06rd0/2000 Other Investments 06/27/2000 4,833.33 F & M FMO5 Investment Earnings Investment Purchase 1052 10 1221 Accrued Interest Rec 06/27/2000 Subtotal for Investment Number 32 4,833.33 4,833.33 36962GSYI Investment Purchase 1062 10 1031 Investment Number 33 1,001,058.60 GECC 3WWGSY1 Investment Purchase JournallD 00000859 Journal ID 00000857 1062 10 1221 Accrued Interest Rec 0613012000 666.40 1065 10 1221 Accrued Interest Rec 06/30/2000 479.16 Amort of Prem/Disc 06/30/2000 WEST WEST Investment Earnings 1065 10 10613 Interest Holding 06/3012000 479.16 WEST WEST Investment Earnings Subtotal for Investment Number 33 479.16 479.16 AP Run Date: 07/20/2000- 12:32 Investment Number 34 1065 10 1221 1065 10 1068 Journal ID 00000868 Accrued Interest Rec 0664012000 Interest Holding 06/3012000 Subtotal for Investment Number 34 5,200.00 5,200.00 5,200.00 5,200.00 F & M F & M FMO6 FM06 Investment Earnings Investment Earnings Investment Number 35 Journal ID 00000829 1062 10 1062 Other Investments 06/27/2000 984,065.40 GECC 3WWGSY1 Investment Purchase 1052 10 1221 Accrued Interest Rec 06/27/2000 16,993.20 GECC 36962GSYI Investment Purchase 1062 10 1031 F & M 06/27f2000 1,001,058.60 GECC 3WWGSY1 Investment Purchase JournallD 00000859 1062 10 1221 Accrued Interest Rec 0613012000 666.40 GECC 36962GSY1 Investment Earnings 1062 10 1069 Amort of Prem/Disc 06/30/2000 137.94 GECC 369WGSY1 Investment Eamings Portfolio CITY AP Run Date: 07/20/2000- 12:32 Page 4 GED (GRF_94 GL 5.02d GL Journal Transactions Sorted By Investment Number From 06101/2000 To 06IM2000 Transaction Debit Credit Issuer Transaction Fund Department Account Description Date Amount Amount Code CUSIP Description Journal ID 00000859 1062 10 1068 Interest Holding 06/30/2000 804.34 GECC 36962GSY1 Investment Earnings Subtotal for Investment Number 35 1,001,862.94 1,001,862.94 Investment Number 4000 Investment Number 4003 Journal ID 00000834 1031 10 1031 F & M 06!30/2000 18,945,356,40 772,748.16 FM Deposit 1031 10 1031 F & M 06/30/2000 1033 18,945,356.40 FM Deposit BKA BACK Deposit Journal ID 00000868 Interest Holding 06!30/2000 Journal ID 00000869 FHLBC 1031 10 1031 F & M 06/30/2000 13,234,710.77 10 FM Withdrawal 1031 10 1031 F & M _ 06fd0Y1000 Withdrawal 13,234,710.77 FM Withdrawal B of A 06030/2000 FHLBC 566,905.38 Subtotal for Investment Number 4000 32,180,067.17 32,180,067.17 1221 Accrued Interest Rea 06030/2000 Investment Number 4003 Investment Number 5 Journal ID 00000835 1033 10 1033 B of A 06/30/2000 772,748.16 BKA BACK Deposit 1033 10 1033 B of A 06/30/2000 FHLBC 772,748.16 BKA BACK Deposit 1068 Interest Holding 06!30/2000 Journal ID 00000869 FHLBC 3133M6NQ7 Investment Earnings 1033 10 1033 B of A 06/30/1000 566,905.38 BKA BACK Withdrawal 1033 10 1033 B of A 06030/2000 FHLBC 566,905.38 BKA BACK Withdrawal 1221 Accrued Interest Rea 06030/2000 Subtotal for Investment Number 4003 1,339,653.54 1,339,653.54 Total income Received Investment Number 5 Journal ID 00000860 1062 10 1221 Accrued Interest Rea 06/30/2000 4,650.00 FHLBC 3133M6NQ7 Investment Earnings 1062 10 1068 Interest Holding 06!30/2000 4,650.00 FHLBC 3133M6NQ7 Investment Earnings Journal ID 00000861 1062 10 1031 F & M 06!3012000 27,900.00 FHLBC 3133M6NQ7 Total income Received 1062 10 1221 Accrued Interest Rea 06030/2000 27,900.00 FHLBC 3133M6NQ7 Total income Received Subtotal for Investment Number 5 32,560.00 32,550.00 Investment Number 6 Journal ID 00000862 1062 10 1221 Accrued Interest Rea 06f3dC2000 4,456.34 FNMA 31364GLG20 Investment Earnings 1062 10 1068 Interest Holding 06!30/2000 4,456.34 FNMA 31364GLG20 Investment Earnings Journal ID 00000663 1062 10 1031 F & M 06/30/2000 26,750.00 FNMA 31364GLG20 Total income Received 1062 10 1221 Accrued Interest Rea 06!30/2000 26,750.00 FNMA 31364GLG20 Total income Received Subtotal for Investment Number 6 31,208.34 31,208.34 Grand Total 44,410,315.28 Run Date: 0712012000-12.32 Page 5 44,410,315.28 Portfolio CITY AP GED (GRF ged) GL 5.02d Type of Security Local Agency Investment Fund Certificates of Deposit - Bank Passbook/Chercking Accounts Corporate Medium Term Note Treasury Securities - Coupon Federal Agency Issues - Coupon $11,500,000.00 Federal Agency Issues - Coupon 28% $1,020,000.0( Corporate Medium Note 2% $1,000,000. Treasury Seoul Coupon 2% Passbook/Checking Accounts 4% BREAKDOWN OF TREASURY INVENTORY BY TYPE June 30, 2000 Amount Percent of Portfolio $16,319,951.12 39.223315% $4,200,000.00 10.094266% $7,567,829.97 18,188497% $1,020,000.00 2.451465% $1,000,000.00 2.403397% $11,500,000.00 27.639061% $41,607,781.09 100.00% ■ $16,319,951.12 Local Agency Investment Fund M$1,020,000.00 Corporate Medium Term Note Maximum Maturity Indefinite 5 years Indefinite 5 years 5 years $16,319,951.12 Local Agency Investment Fund 40% Certificates of Deposit - Bank 10% ■ $4,200,000.00 Certificates of Deposit - Bank ■ $1,000,000.00 Treasury Securities - Coupon 0$7,567,829.97 Passbook/Chercking Accounts 0 $11,500,000.00 Federal Agency Issues - Coupon POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF INVESTMENT DATA A COMPARISON OF MAY 2000 WITH MAY 1999 (DOLLARS IN THOUSANDS) �'CHAN*G'1E**'—' .1600: :j:., ... . MAY MAY1.999--.- .. .... . .. .... .... Average Daily Portfolio $ 41,986,849 $ 37.503,123 +4,483,726 Accrued Earnings $ 220.132 $ 162,008 Effective Yield 6.190 5-096 Average Life -Month End (in Days) 187 199 Total Security Transactions Amount $ 26,013,152 $ 14,332,864 Number 559 327 Total Time Deposit Transactions Amount $ 1,989,900 $ 1,098,200 Number 109 54 Average Workday Investment Activity $ 1,272,866 $ 771,553 Prescribed Demand Account Balances For Services $ 171,822 $ 179,416 For Uncollected Funds $ 271,243 $ 263,852 1 +58,124 +1-104 -12 +11,680,288 +232 +891,700 +55 +501.313 4,594 +7,391 PHILIP ANGELIDES TREASURER STATE OF CALIFORNIA INVESTMENT DIVISION SELECTED INVESTMENT DATA ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO (000 OMITTED) PMIA Monthly Average Effective Yield Year to Date Yield Last Day of Month 2 6.190 5.638 6.014 5.568 MAY 31, 2000 PERCENTAGE CHANGE FROM TYPE OF SECURITY AMOUNT PERCENT PRIOR MONTH Government Bills $ 1,604,021 3.82 -0.11 Bonds 0 0.00 0.00 Notes 2,123,271 5.05 -0.66 Strips 0 0.00 0.00 Total Government $ 3,727,292 8.87 -0.77 Federal Agency Coupons $ 3,183,171 7.57 -.51 Certificates of Deposit 7,648,214 18.20 +.39 Bank Notes 2,275,008 5.41 -.30 Bankers' Acceptances $ 36,707 0.09 0.00 Repurchases 0 0.00 0.00 Federal Agency Discount Notes 6,572,324 15.64 -.13 Time Deposits 3,424,190 8.15 +.34 GNMAs 1,315 0.00 0.00 Commercial Paper 11,788,945 28.05 +.89 FHLMC 12,922 0.03 0.00 Corporate Bonds 2,444,016 5.82 +.12 Pooled Loans 1,519,863 3.62 -0.63 GF Loans 0 0.00 0.00 Reversed Repurchases (609,402) -1.45 -.60 Total (All Types) $ 42,024,565 100.00 INVESTMENT ACTIVITY MAY 2000 APRIL 2000 NUMBER AMOUNT NUMBER AMOUNT Pooled Money 559 $ 26,013,152 533 $ 24,394,195 Other 36 693,464 18 30,483 Time Deposits 109 11989,900 100 1,406,390 Totals 704 $ 28,696,516 651 $ 25,831,068 PMIA Monthly Average Effective Yield Year to Date Yield Last Day of Month 2 6.190 5.638 6.014 5.568 Commercial Paper 28.05% Bai Accet"-..--- 0.09% Pooled Money Investment Account Portfolio Composition $42.0 Billion Reverses Loans _1 45% Treasuries Corporate 3.62% 8.87% CD's/BN's 23.61% 3 aosits YO )rtgages 0.03% Agencies 23.21% 5/31/00 STreasuries STime Deposits ■ Mortgages 8 Agencies ■ CD's/BN's 113 Bankers Acceptances ■ Repo El Commercial Paper ® Corporate Bonds ❑ Loans 0 Reverses DewfhAw ... ... State of California Pooled Money Investment Account Market Valuation 6/30/00 Carrying Coat Plus :Acarued:lnf x"-t Purah Am�[ Coat Fair Vaiuo ;::: Adcruod MienesC United States Treasury: Bills $ 2,223,184,982.00 $ 2,256,574,315.30 $ 2,258,929,500.00 NA Notes $ 2,322,572,542.64 $ 2,316,997,645.42 $ 2,309,085,000.00 $ 29,825,856.00 $ 2,428,896,053.37 $ 2,419,311,369.30 $ 32,899,941.42 Federal Agency: Bonds $ 2,431,185,517.25 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 100,000,000.00 $ 991,910.00 MBS $ 432,815,262.66 $ 432,815,262.66 $ 412,507,903.64 $ 2,347,295.62 GNMA $ 1,305,638.09 $ 1,305,638.09 $ 1,441,319.64 $ 12,888.23 SBA $ 323 993,907.49 $ 323,880,696.10 $ 322,327,002.65 $ 2,983,605.62 FHLMC PC $ 12,643,250.06 $ 12,643,250.06 $ 13,024,860.68 $ 203,215.38 Discount Notes $ 7,296,606,695.27 $ 7,432,907,756.75 $ 7,429,212,358.89 NA Bankers Acceptances $ 36,707,467.51 $ 37,131,886.06 $ 37,095,317.85 NA Corporate: Bonds $ 695,104,747.48 $ 694,613,993.31 $ 686,206,986.30 $ 12,609,828.24 Floaters $ 1,769,780,584.20 $ 1,769,667,649.83 $ 1,778,457,657.44 $ 14,521,729.54 CDs $ 7,220,204,874.62 $ 7,218,570,202.01 $ 7,212,186,224.31 $ 93,940,208.30 Bank Notes $ 1,920,007,565.22 $ 1,920,007,565.22 $ 1,917,956,404.85 $ 36,258,177.62 Repurchase Agreements $ - $ $ - 3,648,440,000.00 S $ 3,648,440,000.00 NA NA Time Deposits $ 3,648,440,000.00 AB 55 & GF Loans $ 2,147,797,752.96 $ 2,147,797,752.96 $ 2,147,797,752.96 NA Commercial Paper $ 10,447,950,806.65 $ 10,534,200,566.99 $ 10,533,375,848.44 NA Reverse Repurchase $ - $ - $ - $ TOTAL $ 43,030,301,594.10 1 $ 43,276,450,234.13 $ 43,227,355,506.95 $ 226,594,655.97 Fair Value Including Accrued Interest $ 43,453,950,162.92 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (.998865556). As an example: if an agency has an account balance of $20,000,000.00, then the agency would report its participation in the LAIF valued at $19,977,311.11 or $20,000,000.00 x.998865556.