HomeMy WebLinkAboutStaff Report 330-05Attachment A
Consolidated Report
City of Palo Alto Cash and Investments
Fourth Quarter, Fiscal Year 2004-05
(Unaudited)
City Investment Portfolio (see Attachment B)
Other Funds Held by the City
Cash with Bank of America
(includes general and imprest accounts)
Cash with Wells Fargo Bank
(includes general and imprest accounts)
Petty/Working Cash (as of 06/30/05)
Total -Other Funds Held By City
Funds Under Management of Third Party Trustees *
(Debt Service Proceeds)
US Bank Trust Services **
1995 Utility Revenue Bonds
Debt Service Fund
1998 Golf Course Certificates of Participation
Lease Payment Fund
1999 Utility Revenue Bonds
Construction and Debt Service Funds
2002 Civic Center Certificates of Participation
Lease Payment and Reserve Funds
2002 Downtown Parking Impvt. Certificates of Participation
Lease Payment, Improvement, and Reserve Funds
Escrow Account for Partial Defeasance of Bonds
2002 Utility Revenue Bonds
Debt Service Funds
California Asset Management Program (CAMP) ***
1998 Golf Course Certificates of Participation
Reserve Fund
2001 University Ave. Parking Bonds
Improvement, Reserve, and Admin. Funds
2002 University Ave. Parking Bonds
Improvement, Reserve, and Admin. Funds
2002 Utility Revenue Bonds
Construction and Reserve Funds
Total Under Trustee Management
GRAND TOTAL
$
Book Value
355,618,028
106,870
6,313,868
15,695
6,436,433
254
19,887
140,469
348,675
331,041
992,197
20,047
732,364
867,198
4,012,231
1,752,090
9,216,453
$ 371,270,914
* These funds are subject to the requirements ofthe underlying debt indenture.
Market Value
$ 355,656,120
106,870
6,313,868
15,695
6,436,433
254
19,887
140,469
348,675
331,041
1,007,529
20,047
732,364
867,198
4,012,231
1,752,090
9,231,785
$ 371",324,338
** U.S. Bank investments are in money market mutual funds that exclusively invest in U.S. Treasury securities.
*** CAMP investments are in money market mutual fund which invest in bankers acceptance, certificate of deposit,
commercial paper, federal agency securities, and repurchase agreements.
Investment Report Attachments.xls AttachmQol A 711912005 4:24"PM
CUSIP Investment #
Managed Pool Accounts
SYS158 158
SYS159 159
Federal Agency Issues -Coupon
31315PHU6 521
31315PHU6 531
31315PJU4
31315PLG2
31331H2V8
31331H2V8
31331QHF7
31331 RYM1
31331QZ34
31331QZ42
31331QZ91
31331QKV8
31331QZR1
31331TPQ8
31331QZR1
31331TUG4
31331SGB3
31331SXW8
31331TKF7
31331SG56
3133M77K6
3133MCHS7
3133MBY92
3133M8X41
313395LC7
3133M9FD9
Run Date: 07/19/2005 -14:45
560
568
315
372
446
456
490 Callable
491 Callable
499 Callable
502
510
523 Callable
528
537 Callable
578 Callable
588
592
593
323
324
325
326
328
338
Issuer
Fidelity Investments
Local Agency Investment Fund
Federal Agricultural Mortgage
Federal Agricultural Mortgage
Federa! Agricultural Mortgage
Federal Agricultural Mortgage
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Farm Credit Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
ATTACHMENT B
City of Palo Alto
Investments by Fund
June 30, 2005
Purchase
Date
07/01/2004
07/01/2004
Subtotal and Average
12130/2003
0210212004
05106/2004
07/29/2004
09/20/2000
08/2212001
12117/2002
02107/2003
07/09/2003
07/09/2003
07111/2003
07123/2003
08/28/2003
01/05/2004
01/27/2004
03/01/2004
11/16/2004
05/25/2005
06/14/2005
06/21/2005
1211212000
12126/2000
01/05/2001
01/17/2001
01/26/2001
03/2212001
Book Value
775,140.34
15,340,876.71
16,116,017.05
2,010,284.98
2,012,132.22
1,954,333.45
1,976,981.62
2,000,081.92
1,504,841.15
2,006,101.11
2,133,042.02
1,000,000.00
1,000,000.00
999,551.37
2,022,883.06
1,971,869.96
1,500,000.00
1,502,868.90
1,000,000.00
1,000,000.00
2,000,000.00
1,498,156.29
2,000,000.00
1,734,271.07
5,012,226.83
4,005,466.87
4,011,830.47
2,023,789.38
2,024,977.20
Par Value
775,140.34
15,340,876.71
16,116,017.05
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
1,500,000.00
2,000,000.00
2.000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
2,000,000.00
2,000,000.00
1,500,000.00
1,500,000.00
1,000,000.00
1,000,000.00
2,000,000.00
1,500,000.00
2,000,000.00
1,740,000.00
5,000,000.00
4,000,000.00
4,000,000.00
2,900,000.00
2,000,000.00
Current
Market Value Rate
775,140.34
15,306,322.20
16,081,462.54
1,971,220.00
1,971,220.00
1,962,460.00
2,016,428.00
2,013,120.00
1,509.840.00
1,988,120.00
2.117,000.00
979,380.00
988,130.00
984,690.00
1,990,000.00
1,962,500.00
1,493,910.00
1,471,875.00
996,560.00
999,380.00
2,005,000.00.
1,508,910.00
2,015,620.00
1,755,764.40
5.051,550.00
4,016,240.00
4,083.760.00
2,090,620.00
2,053,120.00
2.740
2.990
3.759
3.759
3.375
4.000
6.700
6.700
3.500
5.930
3.190
3.950
3.840
3.650
3.100
4.000
3.100
4.375
4.350
4.000
4.180
4.200
5.370
6.500
6.875
6.090
6.789
6.375
YTM
360
2.702
.2.949
2.937
3.540
3.511
4.018
4.260
6.583
4.832
3.274
3.500
3.146
3.895
3.797
3.097
3.649
3.945
2.978
4.315
4.290
3.946
4.147
4.142
5.986
5.656
5.512
5.631
5.810
5.017
..
YTM Maturity Days To
365 Date Maturity
2.740
2.990
2.978
3.590 11/10/2008. 1,228
3.560 11/10/2008 1.228
4.074 02115/2009 1,325
4.319 07/15/2009 1,475
6.675 09/13/2005 74
4.899 09/13/2005
3.320 05/04/2007
3.549 08/07/2008
3.190 '07/09/2008
3.950 07/09/2010
3.850 07/07/2010
3.140 1210312007
3.700 01/2212008
4.000 01/05/2009
3.020 01/2212008
4.375 03/01/2011
4.350 11/16/2009
74
672
1.133
1,104
1,834
1,832
885
935
1,284
935
2,069
1,599
4.001 09/25/2008 1.182 ~
4.205 11/05/2010
4.200 06/21/2010
6.070 01/20/2006
5.735 11/15/2005
5.588 08/15/2005
5.710 06/02/2006
5.891 0210512007
5.087 08/15/2006
1,953
1,816
203
137
45
336
584
410
Portfolio CPA
AP
FI (PRF JI) SymRept 6.41.202a
Report Ver. 5.00
H ~ ~ Z H
OJ
CUSIP Investment #
Federal Agency Issues· Coupon
3133MEU66
3133M8AT1
3133M9FD9
3133M04W8
3133MBKX4
3133MEU66
3133MOZP9
3133MBKX4
3133MEU66
3133MKED5
3133MKED5
3133MC3G8
3133MBT31
3133MTQB7
3133M3H32
3133M6TDO
3133MXGAl
3133M7FC5
3133M8D76
3133M8B29
3133M9CL4
3133MYUM7
31339XAV6
31339X6Vl
31339X6Vl
31339XVC5
31339XVM3
31339XU28
3133MKED5
3133MW2K6
3133MYRRO
3133MW2K6
3133MYRRO
Run Date: 07/19/2005 -14:45
347
353
356
364
365
373
374
375
382
383
384
385
389
444
447
455
457 Callable
462
464
465
466
472 Callable
473 Callable
475 Callable
478 Callable
480 Callable
481 Callable
482 Callable
483
485
486
487
489
Issuer
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Fund· All
Investments by Fund
June 30, 2005
Purchase
Date
05/15/2001
OS/21/2001
05/2212001
06/29/2001
06/29/2001
08/27/2001
08/27/2001
09/06/2001
11/19/2001
12106/2001
12114/2001
12114/2001
01/28/2002
1210312002
12117/2002
02104/2003
03/26/2003
03/20/2003
03/24/2003
04/08/2003
04/08/2003
OS/28/2003
06/17/2003
06/18/2003
06/18/2003
06/25/2003
06/30/2003
07/0212003
06/1212003
06/16/2003
06/16/2003
06/17/2003
06/17/2003
Book Value
2,998,100.30
1,501,348.48
3,021,778.83
4,080,005.81
4,123,587.90
2,004,240.93
1,336,112.16
1,555,804.83
2,011,293.12
3,000,591.47
2,994,410.07
1,028,823.13
2,001,839.20
1,989,245.93
2,110,842.09
2,108,479.07
2,000,000.00
2,115,253.28
3,204,984.47
2,502,854.17
779,582.66
3,000,000.00
2,000,000.00
2,000,000.00
1,500,000.00
1,500,000.00
1,000,000.00
1,000,000.00
2,082,317.31
1,524,714.87
2,024,644.77
1,522,802.59
1,010,776.61
Par Value
3,000,000.00
1,500,000.00
3,000,000.00
4,000,000.00
4,000,000.00
2,000,000.00
1,300,000.00
1,500,000.00
2,000,000.00
3,000,000.00
3,000,000.00
1,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
3,000,000.00
2,335,000.00
700,000.00
3,000,000.00
2,000,000.00
2,000,000.00
1,500,000.00
1,500,000.00
1,000,000.00
1,000,000.00
2,000,000.00
1,500,000.00
2,000,000.00
1,500,000.00
1,000,000.00
Current
Market Value Rate
3,041,250.00·
1,517,340.00
3,079,680.00
4,206,000.00
4,275,000.00
2,027,500.00
1,378,819.00
1,603,125.00
2,027,500.00
3,039,390.00
3,039,390.00
1,058,750.00
2,002,500.00
1,983,760.00
2,105,000.00
2,103,120.00
1,993,760.00
2,105,000.00
3,199,680.00
2,469,262.50
778,750.00
2,986,890.00
1,974,380.00
1,954,380.00
1,465,785.00
1,452,195.00
972,500.00
971,560.00
2,026,260.00
1,477,965.00
1,956,880.00
1,477,965.00
978,440.00
5.375
5.665
6.375
6.995
7.625
5.375
6.855
7.625
5.375
4.875
4.875
6.750
6.955
3.500
5.905
5.490
4.650
5.477
5.885
5.805
7.030
4.250
4.000
3.250
3.250
2.750
3.100
2.870
4.875
2.875
2.625
2.875
2.625
YTM
360
5.383
5.444
5.540
·5.562
5.582
5.026
5.237
5.222
4.586
4.792
4.960
5.093
4.319
3.698
3.609
3.684
4.586
3.619
3.773
3.592
3.780
4.191
3.945
3.205
3.205
2.712
3.057
2.830
1.745
1.795
1.911
1.873
1.995
Page 2
YTM Maturity Days To
365 Date Maturity
5.457 05/15/2006
5.520 03/2212006
5.617 08/15/2006
5.640 04/0212007
5.659 05/15/2007
5.096 05/15/2006
5.310 08/15/2007
5.295 05/15/2007
4.650 05/15/2006
4.858 11/15/2006
5.029 11/15/2006
5.164 08/15/2007
4.379 07/15/2005
3.749 11/15/2007
3.660 .03/27/2008
3.735 1212212008
4.650 03/26/2013
3.670 01/28/2009
3.826 03/30/2009
3.642 03/23/2009
3.833 07/14/2009
4.250 05/28/2010
4.000 12/17/2010
3.250 12118/2008
3.250 12118/2008
2.750 06/25/2008
3.100 12130/2008
2.870 07/02/2008
1.770 11/15/2006
1.820 0211512007
1.938 05/15/2007
1.900 0211512007
2.023 05/15/2007
318
264
410
640
683
318
775
683
318
502
502
775
14
867
1,000
1,270
2,825
1,307
1,368
1,361
1,474
1,792
1,995
1,266
1,266
1,090
1,278
1,097
502
594
683
594
683
Portfolio CPA
AP
FI (PRF JIJ SymRept 6.41.202a
Report Ver. 5.00
CUSIP Investment #
Federal Agency Issues· Coupon
31339YFV9
31339YJR4
31339YKSO
31339YMH2
31339YRS3
3133MYSQ1
3133M4ET6
3133XOE88
3133X1EE3
3133X1F77
3133XOLJ6
3133XOLJ6
3133XOLJ6
3133MEUC3
31339X5V2
31339YTD4
3133M1CY3
3133MABK4
3133X4HP9
3133X4H53
3133X5LCO
3133X5MQ8
3133X5QX9
3133MDAS2
3133X5VA3
3133X5V54
3133X6P83
3133MQSR6
3133X72TO
3133X73W2
3133MCLA1
3133X7SH8
3133MATQ2
Run Dale: 07/19/2005 -14:45
492 Callable
493 Callable
494 Callable
496 Callable
498 Callable
500 Callable
504
509
511 Callable
513 Callable
514
517
518
524
527
530
532
533
535 Callable
536 Callable
539 Callable
540 Callable
541 Callable
543
545 Callable
546 Callable
551 Callable
552
558 Callable
561
562
566
567
Issuer
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Fund -All
Investments by Fund
Jl,Ine 30, 2005
Purchase
Date
07/23/2003
07/14/2003
07/29/2003
07/21/2003
07/30/2003
07/15/2003
07/23/2003
08/25/2003
10/15/2003
10/06/2003
10/06/2003
10/16/2003
10/20/2003
01/06/2004
01/27/2004
01/29/2004
0210912004
02109/2004
03/11/2004
03/16/2004
04/19/2004
04/13/2004
04/23/2004
03/30/2004
04/14/2004
04/20/2004
04/28/2004
04/20/2004
05/1712004
05/15/2004
06/18/2004
07/30/2004
07/29/2004
Book Value
1,000,000.00
1,000,000.00
1,000,000.00
1,500,000.00
1,000,000.00
4,000,000.00
1,073,695.30
1,988,748.36
1,500,000.00
1,000,000.00
1,512,232.90
2,007,329.59
3,006,630.67
1,589,720.20
2,954,752.48
1,986,528.50
1,927,214.50
1,330,983.83
2,000,000.00
1,000,000.00
1,500,000.00
1,000,000.00
2,000,000.00
1,606,925.76
1,000,000.00
1,000,000.00
1,000,000.00
2,048,012.43
1,000,000.00
996,855.46
1,631,154.88
2,001,745.53
1,678,905.73
Par Value
1,000,000.00
1,000,000.00
1,000,000.00
1,500,000.00
1,000,000.00
4,000,000.00
1,000,000.00
2,000,000.00
1,500,000.00
1,000,000.00
1,500,000.00
2,000,000.00
3,000,000.00
1,500,000.00
3,000,000.00
2,000,000.00
1,750,000.00
1,200,000.00
2,000,000.00
1,000,000.00
1,500,000.00
1,000,000.00
2,000,000.00
1,500,000.00
1,000,000.00
1,000,000.00
1,000,000.00
2,000,000.00
1,000,000.00
1,000,000.00
1,500,000.00
2,000,000.00
1,500,000.00
Current
Market Value Rate
974,380.00
979,690.00
973,130.00
1,484,070.00
982,810.00
3,937,520.00
1,058,440.00
1,969,380.00
1,500,000.00
1,000,000.00
1,490,625.00
1,987,500.00
2,981,250.00
1,575,465.00
2,894,070.00
1,962,500.00
1,912,977.50
1,319,256.00
1,998,120.00
996,560.00
1,485,465.00
987,810.00
1,983,120.00
1,565,160.00
993,130.00
995,630.00
1,000,000.00
2,036,260.00
1,009,060.00
1,001,250.00
1,679,535.00
2,018,760.00
1,710,465.00
3.000
3.190
3.125
4.000
3.320
3.830
6.185
3.125
4.700
4.600
3.750
3.750
3.750
5.750
2.625
3.100
6.400
6.500
4.550
4.160
4.180
4.000
4.000
5.625
4.100
4.400
4.850
4.500
5.000
4.000
6.625
4.250
7.375
YTM
360
2.958
3.146
3.082
'3.945
3.274
3.776
3.313
3.363
4.635
4.536
3.415
3.570
3.620
3.438
3.146
3.294
3.599
3.649
4.487
4.103
4.122
3.945
3.944
2.702
4.043
4.339
4.783
3.796
4.931
4.034
4.654
4.167
4.370
Page 3
YTM Maturity Days To
365 Date Maturity
3.000 07/23/2008
3.190 07/14/2008
3.125 01/29/2009
4.000 07/21/2010
3.320 07/30/2008
3.829 11/28/2008
3.359 05/06/2008
3.410 08/15/2007
4.700 10/15/2010
4.600 10106/2010
3.462 08/15/2008
3.619 08/15/2008
3.671 08/15/2008
3.486 05/15/2008
1,118
1,109
1,308
1,846
1,125
1,246
1,040
775
1,932
1,923
1,141
1,141
1,141
1,049
3.190 . 05/15/2008' 1,049
3.340 07/16/2008 1,111
3.649 08/06/2009 1,497
3.700 11/13/2009 1,596
4.550 03/11/2011 2,079
4.160 09/16/2009
4.180 04/19/2011
4.000 10/13/2010
3.999 01/25/2010
2.740 0211512008
4.100 04/14/2010
4.400 04/20/2011
4.850 04/28/2011
3.849 08/14/2009
5.000 05/17/2011
4.090 05/15/2009
4.718 11/15/2010
4.224 05/15/2009
4.431 0211212010
1,538
2,118
1,930
1,669
959
1,748
2,119
2,127
1,505
2,146
1,414
1,963
1,414
1,687
Portfolio CPA
AP
FI (PRF JI) SymRept 6.41.202a
Report VeT. 5.00
CUSIP Investment #
Federal Agency Issues -Coupon
3133MYYZ4
3133MRCM2
3133MWBM2
3133MATQ2
3133X06Q7
3133X9NS5
3133X9NUO
31339XMX9
3133MRCM2
3133X2BX2
3133X2BX2
3133XAUY1
3133XAUY1
3134AOJFO
3134A1KC3
3134A1QR4
3134A34Q6
3134A022
3134AOY22
3134A1AZ3
3134A1AZ3
3134A1GX2
3134AOS78
3134A1RG7
3128XOB32
3128X07J2
3128X1HU4
3128X1JDO
312924UM3
3134A3M78
3134A2DT2
3128X3AW3
3134A4UQ5
Run Date: 07/19/2005 -14:45
569
570
572
573
574
580 Callable
581 Callable
582
584
585
586
589
590
318
327
329
330
331
332
334
341
350
358
361
452 Callable
467 Callable
476 Callable
477 Callable
479
534
542
550 Callable
553
Issuer
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Bank
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loah Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Fund -All
Investments by Fund
June 30, 2005
Purchase
Date
08/25/2004
10105/2004
10105/2004
10108/2004
10108/2004
1210812004
12110/2004
01/20/2005
01/27/2005
01/27/2005
03/01/2005
05/20/2005
05/27/2005
10/17/2000
01/23/2001
01/26/2001
0210112001
02123/2001
02123/2001
03/07/2001
03/26/2001
05/16/2001
05/31/2001
06/2212001
02120/2003
04/30/2003
06/19/2003
06/11/2003
05/30/2003
0210912004
03/30/2004
05/03/2004
04/20/2004
Book Value
1,936,452.69
1,029,237.82
1,493,095.69
2,274,721.11
1,500,013.13
1,000,000.00
1,000,000.00
1,955,448.65
1,542,808.73
2,009,077.20
1,988,588.08
1,985,814.67
1,987,535.15
500,088.36
4,049,564.44
2,029,070.85
2,001,099.40
3,035,665.22
2,023,7-76.94
2,545,939.17
2,551,446.87
2,522,062.11
2,126,626.86
2,043,271.15
1,500,000.00
2,000,000.00
3,000,000.00
2,000,000.00
3,121,865.71
1,670,088.44
2,155.,147.33
800,000.00
989,133.59
Par Value
2,000,000.00
1,000,000.00
1,500,000.00
2,000,000.00
1,500,000.00
1,000,000.00
1,000,000.00
2,000,000.00
1,500,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
500,000.00
4,000,000.00
2,000,000.00
2,000,000.00
3,000,000.00
2,000,000.00
2,500,000.00
2,500,000.00
2,500,000.00
2,100,000.00
2,000,000.00
1,500,000.00
2,000,000.00
3,000,000.00
2,000,000.00
3,000,000.00
1,500,000.00
2,000,000.00
800,000.00
1,000,000.00
Current
Market Value Rate
1,943,120.00
1,030,630.00
1,491,570.00
2,280,620.00
1,503,285.00
998,440.00
999,690.00
1,960,620.00
1,545,945.00
2,006,880.00
2,006,880.00
1,998,760.00
1,998,760.00
502,500.00
4,168,760.00
2,098,760.00
2,002,500.00
3,096,570.00
2,064,380.00
2,599,225.00
2,599,225.00
2,590,625.00
2,168,250.00
2,103,760.00
1,497,525.00
1,990,520.00
2,932,380.00
1,951,400.00
3,048,750.00
1,651,410.00
2,099,380.00
800,120.00
986,880.00
3.375
4.750
3.875
7.375
4.125
4.300
4.400
3.660
4.750
4.250
4.250
4.000
4.000
6.790
6.700
6.800
7.000
6.990
'6.990
7.140
7.140
6.400
7.220
6.943
4.130
4.000
3.375
3.030
5.000
6.625
5.750
5.000
3.375
YTM
360
4.056
4.044
3.931
'3.978
4.067
4.241
4.339
4.081
4.063
4.096
4.310
4.112
4.092
6.558
5.641
5.700
5.316
5.533
5.533
5.277
5.079
5.602
5.593
5.385
4.073
3.945
3.328
2.988
1.933
3.571
2.750
4.931
3.639
Page 4
YTM Maturity Days To
365 Date Maturity
4.113 05/14/2010
4.100 08/13/2010
3.986 0211212010
4.034 0211212010
4.123 08/13/2010
4.300 06/08/2010
4.400 12110/2009
4.137 09/30/2010
4.120 08/13/2010
4.153 11/15/2010
4.370 11/15/2010
4.169 0211212010
4.149 0211212010
6.649 08/26/2005
5.720 .01/05/2007
5.779 03/19/2007
5.390 07/15/2005
5.610 07/05/2006
5.610 07/05/2006
5.351 09/13/2006
5.150 09/13/2006
5.680 12113/2006
5.670 06/14/2006
5.460 03/21/2007
4.130 0212012009
4.000 04/30/2009
3.375 06/19/2009
3.030 06/11/2008
1.960 11/21/2006
3.620 09/15/2009
2.789 04/15/2008
5.000 11/03/2011
3.690 04/15/2009
1,778
1,869
1,687
1,687
1,869
1,803
1,623
1,917
1,869
1,963
1,963
1,687
1,687
56
553
626
14
369
369
439
439
530
348
628
1,330
1,399
1,449
1,076
508
1,537
1,019
2,316
1,384
Portfolio CPA
AP
FI (PRF ]1) SymRept 6.41.202a
Report Ver. 5.00
CUSIP Investment #
Federal Agency Issues -Coupon
3134A35H5
3128X06KO
3128X3M34
31334A33L8
31364BVS6
31364BYP9
31364BQW3
31364CBY3
31364BYFl
31364BYFl
31359MGM9
31364C2QO
31364C5H7
31364BGV6
31359MGM9
31359MGM9
31359MLH4
31364FAEl
31359MDU4
31359MEK5
313364GCB3
3136F3VG8
31359MMP5
3136F3R99
3136F3V86
31364FDU2
31364FKV2
31359MNP4
31364GCB3
31359MSBO
3136F45H3
3136F5KG5
31359MEY5
Run Date: 07/19/2005 -14:45
563
576
579 Callable
587
319
320
322
333
354
355
366
376
378
387
399
400
443
445
450
469
470
474 Callable
488
495 Callable
497 Callable
503
505
506
515
525
529 Callable
538 Callable
544
Issuer
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal Home Loan Mortgage Cor
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Federal National Mortgage Asso
Fund -All
Investments by Fund
June 30, 2005
Purchase
Date
06/18/2004
11/09/2004
11/19/2004
03/10/2005
10/17/2000
11/15/2000
1211212000
03101/2001
05/21/2001
05/2212001
07/13/2001
09/06/2001
09/10/2001
01/04/2002
04/24/2002
05/09/2002
1210312002
12116/2002
01/10/2003
04/23/2003
04/23/2003
06/0212003
06/17/2003
07/21/2003
07/23/2003
07/23/2003
07/30/2003
07/30/2003
10/06/2003
01/06/2004
02120/2004
03/30/2004
03/30/2004
Book Value
1,647,744.51
1,514,858.73
1,000,000.00
2,220,923.88
3,984,802.96
1,996,079.42
999,580.51
1,516,610.05
1,005,237.49
1,004,801.19
3,008,095.62
2,042,852.94
2,570,270.07
3,505,776.95
3,018,548.52
3,019,218.75
2,025,060.00
3,341,895.99
2,122,952.00
2,108,741.03
1,054,843.10
3,000,000.00
2,114,312.34
1,000,000.00
1,000,000.00
2,136,277.22
2,124,978.19
1,532,265.09
1,776,116.76
974,035.47
3,000,000.00
1,500,000.00
2,250,222.21
Par Value
1,500,000.00
1,500,000.00
1,000,000.00
2,000,000.00
4,000,000.00
2,000,000.00
1,000,000.00
1,500,000.00
1,000,000.00
1,000,000.00
3,000,000.00
2,000,000.00
2,500,000.00
3,500,000.00
3,000,000.00
3,000,000.00
2,000,000.00
3,145,000.00
2,000,000.00
2,000,000.00
1,000,000.00
3,000,000.00
2,000,000.00
1,000,000.00
1,000,000.00
2,000,000.00
2,000,000.00
1,500,000.00
1,685,000.00
1,000,000.00
3,000,000.00
1,500,000.00
2,000,000.00
Current
Market Value Rate
1,697,820.00
1,514,025.00
1,002,800.00
2,255,620.00
4,049,760.00
2,033,980.00
1,010,400.00
1,537,440.00
1,017,960.00
1,017,960.00
3,031,890.00
2,104,140.00
2,639,525.00
3,509,170.00
3,031,890.00
3,031,890.00
2,016,260.00
3,321,937.70
2,114,380.00
2,086,880.00
1,037,520.00
2,925,930.00
2,048,760.00
977,190.00
979,690.00
2,108,380.00
2,107,220.00
1,513,125.00
1,748,221.20
961,250.00
2,998,140.00
1,486,410.00
2,203,760.00
6.875
4.250
4.400
7.000
5.875
6.220 -
5.940
6.890
6.410
6.410
6.000
6.500
6.580
6.720
6.000
6.000
4.375
6.540
6.000
5.250
5.300
3.300
5.250
3.100
3.210
6.340
6.160
4.250
5.300
2.500
4.250
4.000'
6.625
YTM
360
4.606
3.964
4.339
4.301
6.519
6.463
5.967
5.247
5.452
5.523
5.253
5.192
4.970
4.487
4.449
4.399
3.284
3.373
3.575
3.489
3.425
3.254
1.893
3.057
3.166
3.096
3.360
3.077
3.462
3.407
4.191
3.945
3.299
PageS
YTM Maturity Days To
365 Date Maturity
4.670 09/15/2010
4.020 05/05/2010
4.400 11/19/2010
4.360 03/15/2010
6.610 0211412006
6.553 03/13/2006
6.050 1211212005
5.319 04/25/2006
5.527 03/08/2006
5.599 03/08/2006
5.326 1211512005
5.264 07116/2007
5.040 08/20/2007
4.550 08/01/2005
4.511 ·12/15/2005
4.460 1211512005
3.329 10/15/2006
3.420 09/10/2007
3.625 05/15/2008
3.538 01/15/2009
3.473 10/28/2008
3.300 06/0212009
1.920 04/15/2007
3.100 07/21/2008
3.210 07/23/2008
3.140 10/16/2007
3.407 1211812007
3.119 07/15/2007
3.510 10/28/2008
3.454 06/15/2008
4.250 08/20/2009
4.000 03/30/2010
3.345 09/15/2009
1,902
1,769
1,967
1,718
228
255
164
298
250
250
167
745
780
31
167
167
471
801
1,049
1,294
1,215
1,432
653
1,116
1,118
837
900
744
1,215
1,080
1,511
1,733
1,537
Portfolio CPA
AP
FI (PRF JI) SymRept 6.41.202a
Report Ver. 5.00
7 ,
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Investment Policy Compliance
AS'of Jun~ 30,2005
------
Short-Term Repurchase Agreement (REPO):
a) Not to exceed 1 year.
b) Market value of securities that underlay a repurchase agreement shall be valued at 102 percent or
greater of the funds borrowed against those securities.
-------
Mutual Funds: -
a) No more than 20 percent of the par value of the portfolio.
b) No more than 10 percent of the par value with anyone institution.
Negotiable Certificates of Deposit (NCD):
a) No more than 10 percent of the par value of the portfolio.
b) No more than $5 million in anyone institution.
Medium-Term Corporate Notes:
a) No more than 10 percent of the par value of the portfolio.
b) Not to exceed 5 years maturity.
c) Securities eligible for investment shall have a minimum rating of AA from a nationally recognized
rating service.
d) No more than $5 million of the par value may be invested in securities of any single issuer, other
than the U.S: Government, its agencies and instrumentality.
e) If securities owned by the City are downgraded by either rating agencies to a level below AA it
shall be the City's policy to review the credit situation and make a determination as to whether
to sell or retain such securities.
Prohibited Investments:
a) Reverse Repurchase Agreements
b) Derivatives as defined in Appendix B of the Investment Policy
All securities shall be delivered to the City's safekeeping custodian, and held in the name of the
City, with the exception of :
-Certificates of Deposit, Mutual Funds, and LAIF
L-
Inve$lmenl Reporl AI1aehmenls.l<1s AI1aehmenl C (New)
Attachment C
,--
I None Held
,
I I i I I --L I
I None Held
I
I
! ~ I None Held
I i
i
I None Held
I
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--
Full Compliance
None Held
I Full Compliance
I
7/19120052:21 PM