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HomeMy WebLinkAboutAgenda Bill 2.F 10/18/2010`~ ~ L a~ a '~ lg5$ ~l ~-evidcv Itevw #2 . ~ DATE: October 18, 2010 TO: Honorable Mayor and Members of the City Council through City Manager FROM: Sandra Sato, Interim Finance Director/City Treasurer SUBJECT: Resolution to Review and File the City Treasurer's Report for the Period Ending 6-30-10 RECOMMENDATION: It is recommended that the City Council adopt the attached Resolution to Review and File the City Treasurer's Report dated June 30, 2010. BACKGROUND: In compliance with the C•ity's Investment Policy and State law, the Finance Director/City Treasurer provides quarterly reports to the Council that. inchide detail of the City's cash, investments and investment. earnings. The Council is required to review the investments for compliance with the adopted City Investment Policy. This is the final report for the 2009-10 fiscal year. DISCUSSION: Quarterly City Treasurer's Reports contain information on the City's cash activity and ending balances in all City checking accounts. The report summarizes total beginning balances of all cash and investments, total quarterly activity and ending balances. The report also provides quarterly activity and .ending balances in the City's cash equivalent accounts and information about trustee account activities and ending balances. Investment portfolio activity, security type, maturity and value,. both book and fair value are. also included. Finally, a comparison of the City's quarterly investment earnings with the City's benchmark is also represented as part of the report. FINANCIAL IMPACTS: None associated with the recommended action. Agenda Review: Dept. D.irector~_ City Attorney Finance Director~~~ City Manager ATTACHMENT 1 RESOLUTION TO REVIEW AND FILE THE CITY TREASURER'S REPORT DATED JUNE 30, 2010 WHEREAS, the City Investment Policy requires that the City Council review the City's Treasurer's Report on a quarterly basis for compliance with the adopted City Investment Policy. NOW, THEREFORE BE IT RESOLVED that the City Council has reviewed the report dated June 30, 2010 and directs the City Clerk to file it. City of Petaluma Quarterly Investment Report April ~ 1, 2010 -June 3 0, 2010 ATTACHMENT 2 This report is presented ~in accordance with the City's investment policy and the California Government C.o.de. The: policy and Government Code requires the Treasurer to certify that sufficient cash flow is available for the next six months to meet the expected demand or provide an explanation as to why sufficient cash may not be available. Thee attached report outlines the current investments, weighted average and yields of-pooled investments. The month. end account statement of assets managed by Public Financial Management, LLC (PFM), the Local Agency Investment Funds (LAIF) quarterly statement, and the City's performance summary .of portfolio investments as compared to applicable benchmarks are included. The report also includes the Treasurer's certification of adequate cash flow. We respectfully submit the quarterly investment report for the quarter ending June, 2010. ~Y85 CITY OF PETALUMA, CA CITY TREASURER'S QUARTERLY REPORT For the quarter ending June 30,.2010 Cash activity for the fiscal year: Cash and Investments, Beginning of the Fiscal Year, 4/1/10 Cash Receipts Cash Disbursements Cash and Investments, End of the Fiscal Year, 6/30/10 $ 106,905,207 87,652,180 (93,659,482) $ 100,897,905 Cash and Investment Portfolio at June 30, 2010 Percent Investments Managed by City Treasurer: AssessmentDistricts Bonds Local Agency Investment Funds (LATE) CAMP Pool (CA Asset Management Prog) PFM Investments Securities ** Subtotal Investments Managed by Fiscal Agents: CAMP Debt Issue Accounts Trustee Money Market Accounts Subtotal Checking Accounts Total Cash ~andlnvestments Fair ~ Par Value of Value* (Cost) Portfolio 741,602 741,602 0.74% 38,456,719 38,444,980 38.10% 5,189,537 5,189,537 5.14% 24,873,361 24,768,402 24.55% 69,261,220 69,144,522 68.53%, 19,144,131 19,144,131 18.97% 29,766 29,766 0.03% 19,173,896 1;9,173,896 19.00% 12,579,488 12,579,488 12.47% 101,014,604 100,897,905 100.00% I certify that this report contains the-total amounts of cash and investments at June 30, 2010 The investments are in conformity with the Investment Policy. A copy of the Investment Policy is available for review in the Finance Department. The City Treasurer's cash management program provides sufficient liquidity to meet expenditure requirements for the next six months. ~Qih. a~/~, S~~ Sandra Sato, Interim Finance Director/Treasurer *Fair values furnished by the State of California, Local Agency Investments and California Asset Management Program, and are adjusted annually. ** See detail on pages 8-14. Page 2 of 18 CITY OF PETALUMA, CA CITY TREASURER'S QUARTERLY REPORT For the quarter ending June, 2010 Investments /Financial Institute Beginning of Quarter Increase*^ Decrease End of Month Investments Managed by City Treasurer: Assessment District Bond (AD) 2000-O1 697,872.91 43,729.:52 741,602.43 Sub-Total AssessmenYDistricts Bond (AD) Accounts 697,872.91 43,729:52 - 741,602.43 LA[F 31,351,508.58 11,042,100.17 (4,000,000.00) 38,393,608.75 LAIF accrued interest 42,100.17 51,371.04 (42,100.17) 51,371.04 Sub-Total LAIF 31,393;608:75 11,093,471.21 (4,042,100:17) 38,444,979.79 CAMP Pool-Treasurers Investment Money Market 28,890;402:43 7;301,104.70 (31,001,970:31) 5,189,536.82 CAMP Pool Managed Account Sub-Total 28,890,402.43 '7;301,104.70 (31,001,970.31) 5,189,536:82 Federal Agency Bonds/Notes 17,131,652.2] 5;710,011.80 (4,550,700.00) 18;290,964.01 Fed Agency accrued interest 80;996.39 15,436.35 (15,763.40) 80,669.34 Federal Agency Discount Note - 1,099,675.74 1,099,675.74 Federal Agency Discount Note accrued interest - US Treasury BondsMotes 4,094;005.27 :500,195.3.1 (.1,168,920.90) 3,425,279.68 US Treasury accrued interest 23,236.16 6,883.46 (24,897.90) 5,221.72 US Treasury Bill - 503,952.96 (503,952.96) - US Gov.~Support Corp Debt 1,202,870:40 _ (603,428:40) 599,442.00 US Gov.iSupport Corp Debt interest 11,343.89 3,038.54 (13,190.76) 1,191.67 Corporate Notes 2,246,967.50 (997,780.00) 1,249,187.50 Corporaie Notes accrued interest 26,250.00 11,458.33 (20,937.50) 16,770.83 PFM ,Securities Managed Account Sub-Total ** 24,817,321.82 7,850,652:49 (7,899,571.82) 24,768,402.49 ' Subtotal 85,799,205.91 26,288,957.92 (42,943,642.30) 69,144,521.53 Investments Managed by Trustees Fiscal Agents: CAMP-AD 23, 24, 25 Accounts Money Market 425,259.30 217.14 425,476.44 CAMP-FFA 2002 ARR Accounts 466,851.18 238:37 467,089.55 CAMP-2001B Water Rev, 2003 COP, 2007 .TAB 18,242,250.42 9,314.20 18,251,564.62 CAMP-Debt Issue Accounts Sub-Total ** 19,134,360.90 9,769.71 - 19,144,130.61 US Bank-ARR Accounts 27,872.89 - - 27,872.89 US Bank FirstAmerican Treas 1,228.83 - 1,228.83 Wells Fargo Govem MM 0.42 564,489.40 (564,186.88) 2.94 Union Bank Blackrock 667.54 191,805.73 (191,812.34) 660.93 Sub-Total Trustees Money Market Account 29,769.68 '755;995.13 (755,999.22) 29,765.59 Subtotal 19,164,130:58 765,764.84 (755,999.22) 19,173,896.20 Checking Accounts: Exchange-GeneraLOperating 1,909,755'.65 56;219;044'.14 (45,583,836:54) 12;544,963.25 Exchange-Payroll 9,708.29 4,376,404.98 (4,376,003:70) 10,109.57 Thomas Lee 2,067.38 2,067.38 Police Trust 20,339.17 2,008.36 - 22,347.53 Subtotal 1,941,870:49 60,597,457:48 (49,959;840.24) 12,579,487.73 Total Cash and Investments 106,905,206.98 87,652,180.24 (93,659,481.76) 100,897,905.46 ^ includes gain/loss on maturity/disposal • accrual basis Page 3 of 18 O ~ ~ O ~ N ~ .~ ~ ~ Oil O ,~ i~ O .~~~ ~ i ~ ~ ~lE~ ~ ~ ,~ ~ r~ ~ ~" ~ o;~ s ~h ~ v ~~ ~~ ,~ ~ ~° N s_ O 0 ~~~ 0 Q~°o o~ p M , ~ ~ ~ a~~ ~~ 00 0. ~ ~ G,: cti 00 ~ ~ _ ~ s Q 'v; ~~o Q~~ ~~~ ~ M M 69 N O d^ \° 0o v~ d' N N 69 w O 0. 7 CITY OF PETALUMA, CA CITY TREASURER'S QUARTERLY REPORT For the quarter ending June, 2010 Cost vs. Fair Market Value Cost FV Gain/(Loss) US Treasury Bond/Note 3,425,279.68 3,425,142.04 (137.64) w/o acc int US Treasury Bill - - - w/o acc int Federal Agency BondMote 18,290,964.01 ~ 18,434,183.15 143,219.14 w/o acc int Federal Agency Discount Note 1,099,675.74 1,101,958.10 2,282.36 w/o acc int US Gov Support Corp Debt 599,442.00 621,838.20 22,396.20 w/o acc int Corporate Note 1,249,187.50 1,290,240.00 41,052.50 w/o acc int. , Sub-Total PFM Treasurer's Invest. Securities 24,664,548.93 24,873.,361.49 208,812.56 CAMP Pool Money Market Fund 5,189,536.82 5,189,536.82 Sub-Total CAMP Treasurer's Investments 29,854,085.75 30,062,898.31 208,812.56 Accrued Interest 103,853.56 CAMP Total Investment Managed Securities Held 30,166,75.1,87 CAMP Debt Issue Managed Accounts 19,144, li 0'.61 19,144,130.61 PF1VI CAMP Total Treasurer's Investments ** 48,998,216.36 49,207,028.92 208,812'.56 w/o Accrued Interest LAIF LAIF amortized cost rate ** See detail on pages 7 - 14. 38,393,608.75 ~8,45b,719.24 63,110.49 1.001643 77600 Page 5 of 18 ~ O - ~. ~ _ ~~:. 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N. t N N ~ O U ~. ~, a L ~ .Y ~ d i ' V ~ i L ~ Q w a+ i ~ ~ G V m yqI C ~ V i ~ '~ U 0 w~ ' W .~ ~ ~ qV I ~ R ,Ww II ~ Vl O ~,. _ ~ d ~J' 'Q i/ LC1 IC 10 r- i ~ ~ ri ® Ln ~~~ y Of Li ~ ~ C ~ v`Oj~~ U ~ a ~ '~ ir, ~ ~ ~ ~ ~p (~ L ,~ ~ a L :.. L w ~, ~~ ~~ w, ~ cr' _-_ ~ ~ ~ ~~ ~ . w' L~ Yi _,_. I I-__ ~I f L ~_, Q ;° '~ g 'a `'~ -'i' ~~. T. J y V F~ d ~ W : \ id f ~ d \ cl o. ~ A LL ~-'~ 10 /1---i . V :: ~ ..... V.. {A ,~ .. o., . ,. In ~ o (~ ~ '.v) '. '. N M ~D l0 :f~ O '•r f". •M :M •, .: O :f~, lil 01 M fJ t ~ 7 7 L. ~ 1 00 - O~ f~ 1 i N ~ O --~ M ~ O ~ O N ~D Cq ~ O O O >.V W O O of M i:7 M ~ . o v) vi N CO ':O CO f~ N N N M " M - ~ u'i N N V1 O - O N ! O t0 O M t\ ~ ~ m O O H N U 0~0' O W .'J ~o ! rn ui` o `co '. in ~c ~ o .. . .. vi Oi ti O V '.~D :. n: O ~ ~ ~ ~ / . ~ ~ ~ tD ~ V' O - ~ . r t0 ::0 ~ i~ In N n Q~ O r-i ' • .1 V' ul : M t0 N C 7 - I~ v1.::. N O 1~ ~ : f~ N .~ ~ "oJ ~D ~r O ': O . I~ !n N t0 a: O .--1 - M O n. t0 .~ .--I M O '. n. O. v, M W 1!1 ~ 7 :;~- lA d' ~ -, 1~ .. _~ ~ t0 n a ~ - In ~. ~ ,r;- io '. ui ~L m r, o - o - n f, r- ,- .-i ti .~ .--i .-i - .-~ N - O : O : O O~ .--~ O M . M .-1 r i N O~ L : 07 Qi : O M ~ r W I O f~ '1 O O f\ O. 111 I/'1 N N O t\ Q IX V' O - '-I ~ '-J o _ O .--~ O rl N M V' `r -t ~ l!1 -: O ~ Q~ O~ M u-~ V' rl ` ::O \ ` - M \ \ N O ^ ! N ~ N M N •7- 01 ltl In ~1 N M y N 'O ~ N O ~ N \ ~ ti rl N \ ` O N ~f 1 r~ ~ ~ ~ i O 7 I~ - M O ' C- _ ~- O ~ O = O ~ (p ~ i. ~~ r0 ~ ~ ~ 1D N r6 to ~: ,16 ld lO m ~ f0 N n a R ~ a i . a _. O a ~Z, s a " ¢ a a a a i :a a v o O o 'O , o O - o ^- - O o O o ~ O o O o - O 0 O 0 ` O 0 O o~ ' O o ~ o - ~ vi ;o o ..- iri o j : vi .o: , o in ~ o .o._ . o L/l . N : W O : O ,.N : N ., ; !b - ,t\ N N .--I O - O : O ' ^ .~ ~ l0 In N N to ip , 0 Q~ ~ In O -. .~-1 } m z~ a I: ¢ M ' u a . . a w ', O `~° ' ui ~' c ~ ,r r ¢n w ~: w ~ ~ > > '' C7 i il ~ , w ~-aw' . ` ~ x x . m I . ¢ : t !i - I~ ~ M .:r , .Ma :M ~-. M ,. M-i -' M . X M '. .M1 M - V' M M Oi .M-, 'M I~ ti - M . O f.-y M : Q1 M : M M .M1 M M ti M ... Q. •y '.M n M M N N N N N~ N N N -I N i N .-i N r-1 N .-~ N .- ~ M .-1 M r-1 .~ O O O O :O '. . W O . O r O .: O: -. O O': O O ' '. O W N : N N N w.:N : J N N N N N N., N .' N N `m 0 N. : M . N C1 N ~ 7' N J ~~ d ] " N ~ O g .--I to N : In +-i N N : N N N-- ~ N '- O .ti N N : 17 '-I .-1 f~l C7 V a a J ~ J 1\A L!l . .. l\D ~ lp ~ O N : d\' Q o ' o o o Q~ o V o o - o o ~~~ o o~ -~ o : o o 0 0 0 ~'o o w o o a o o v o 0 o ~ O vl ' ~ ~ W N ~ .ti ~/ ~ W ' N F'- .-+ - o u) N ~ V1 N Q ~D N 0 W O F- M 0~ amQ O' J M ~ N 0 W 1(1 I- n 0 Ul u) W N 0 l!1 v) w N 0, Cr) Lfl Q I~ ~ Vl N Q ~O o ~ vl ~ ~ u'f W N ~ O O N ..O N ~_ N Z .--~ ~ .ti J .-1 ~ ~..~ '-' O 1"'. ~ Z ,-~ Z V' ti ~ •--I Z OO J ". Jo Q Zo Q o m.O ZO Q O 40 .,J O~ Q . Z O. J 'ZO J mOi - mn O :.~O -J - O ' Q O m,.N O m N O m N O : l// N _I :O" a.:N . . ~1 N O ,,~ N O ' m N O Q' N „O Q-;.N . J O Q N:. J O ' Q N O ¢ N . O : m N ~'o , ~ rn =~ rn -~ v m ~ - ~ o i~ In ~ ti ~: m ~ 'm 'm m-' ' m In .~ in _ ~~ J \ : .-I l7 N .-I . C7 ~ N p O N J .-1 - C7 : Q N V N l7 \ J_ .-y J ~--i -\ O N -1 O O J J .-1 ~ \ O C7 \ ~ O V O N V O . m N O O O ~ Jn V O Z l 0 v1 V O V, `~' O ~ cj O ~ n' O O O '+ _ ~ O M V O .r O O ~ ~ O m D ~ O a ~ ~ ~ O Q: ~: ~ Q ~ O m ~ m 0 Q ~ :~ O F- . J = F- ~ = F= .; V I- _ f S ~ z H -~ = F- ~ Z' F Z E- = H - 2 H .:' ~ E- = F" ~ D < aL O :lJ_..0 W ..: W O tJ_ .O ll_ O . ; W.. ~. : tL O ti. ~ ~. W O . .:t>_ ~ ~ O '. li O W O tp N QI a 0 M C O U ' Q ^~^' (rV ;. /~ 4,t.' ~: ~' !~ ~~.i~ `Af ' ~. U3 p~p - "• w. ~ P~ /.6 Page 13 of 18, ~ G ~ r ~ . , ~ y M M W ~ ~ et r,,. N .--i ~ j . ^ , '~~, L y ~~ C :,~i,i L W I y N pa~ o ~ N ~ H c ! t' O '~ = M + ; ~ ?: p O V ~ ~ s ~'' i ~~ti _ r. of ~ g ~C.,- ~ ' ~ a N , '-i. . ~ ' ~ ry ~ LL }'~ K ~ y. ~. ~ d y ' ' ~ a M. m y r n ~ L 0l ~ ~ - ~ ~ ~~~, ~ n ~ a~ ~ O ~ ~~ y; ~-' O ~~ ~ L N lC t V CT' y R ~ ~ rd IA ri i.,. N '.t~1 M ' ~ ~ i`, O u~ . ~ ~ ~ ~ ao _ ~ ~ O , ~ ~ N ~ ~ ~ N .-~ _ 'I N ® I , d .~~~ ~ f ' k 15~ r ~ H~ +a O n iii. N ~ I ~ ~~ 4 ~ !A VI - ~ F O ~ *~7 7 O ` - 1 L! - 01 ~ r-i. ! I~~. ~ ' ~i' ~ ~ N ~~ ~ ~O ~ ~~ 1 Q ~ + w~ y ; lei ` . O d C ~ ,r . + r,~ dS ++ _'~ ~ Cr7 ; ~ ~ ~ ~.' t . ~~ ,J ~, B1 O 41 u~ ~ ~ f ~ O ~ o ° ~-- d " . 00 ~ o fC LJJ ~ r o "`~ o N n O ~ _ ~ ~~ . .-~ ~ I O '" - W taxi r 3y i',;~ 'X N C_L = ~ ~i t.' ~. ~ Qi w V - . m x .f~~~, r~i ~- ~, r ~_ ~ 1' 1 L ~ 6'~ ` W CL 3 ~ ~;:., ~. ~ ~" O N ~+; _- ~ ~ gyp. ~ .-, JA ,F ~ ~ z ,~ ~ ~, C a~ N '. i\ ~ ~ ~ Q N ~. -~ Q~ o c ~ ~r ~, [~ M g o .; ;; m M ,o ~ y ! O d\ ~-- G41 . _~ -~ ~ ~ W p o ~ ~ ~ ~ U O d d N ~ ~ , ~ O z N l ~, ~ i CL ~ p o J .-1 , ~-+ rn ° ~ Q o a o w - ,' {, ~ y a ~ nl f W M 'i p .~2 in ~ ~ co 1 ~ V ~ _ ~ ~ V • ~ w z. ~ Q~ O O N O N P'~ O~ O Oi a' a N rl M O O n, ~. N N M M O n O N rl O 0 0 0 O O M N i f 3 d a V d N 6~ ~' ' N N tt 2 : CO W rl M b M ~ . ~ . ; PD- , 00 v-i rl N ~ ~ ' t.. N rv N N ' ~ 00 ~ ; ~ 4~ ~ ~ ~ . . ~ ~ ~ ~ ~ ~ IA N N ~ Yf N 1~. iD o r p It1 ` ~ O ° O M r~ 4 ~; M `li tp rl O~ ~ ~ ~ ~ ~ ~ ri m ~ ~ t0 N Y ~ `~ ~ N O M N 6i O C . ,~.. 4 E ~ ~. O ° ,~ ~ N O `' `° 0 "' M 0 u i ,: ' ~ Of , W 1 ~ ti N ~ Y y 0 F~ v~ - ~ ~ O 7 y a+ C 7 ~~ ~ N Y U R rn ° ' _ o . a > cc C _ N ~ M If 00 K 0~0 ~ OC O M ~. a O b 'i N a n Oi N b N'7 M O .~ 0 M ' rl N n O O Oi N N w e M Q~i o+' N Vf Y H N d ~L U d n . N .~ O C d 3n'' m c 0 H n N CT d O O ri M C i o a ~~`` W ~!S JJJ '~ . ~.: ;:~. City of Petaluma Performance Suninaaa-ies ,. Annualized Returns as of ` ~ ^~' June 30;2010 ` - } ~ City of Petaluma ~~ _ - 5 `' ~~'ftfft_ 1-3 Year'UST Index ° ` Past Quarter ' 4.41 ~ - - 4 ; 3°io - ~Past6 Months .- ~ 3 7r ;' ~:~3.81%, . Paat Year.... 3.26°i~ ` _ 2.69°% Past:2 Year. 4:51 % 3 5~%,' Past:3 Years...: 4.01 ~i~ 4.77%, `: Past 4 Years"~, `5.305' 4.85°/, PasfS Years ~~.67%~ ~ 4.24`50: 'Since~,IncEpt,ori~ 401`h ~-:3.59%. Effectide Duration ' `< : ' 1.49: •7.82 Yield at,~[diarket .~ r.- ~ ~ ,,, 0.86% ~: . ~ Q 60~/0 . ...., . Notes: , 1. Merrill Lynch Indices;provided by Bloomberg Financial Markets. 2. CAMP Cash Reserve Pool holdings excluded from performance, yield and duration calculations. 3. Performance numbers. are presented on an annualized basis. - 4. Inception date is 12/31/01. / U Page 15 of`18 Untitled Page Page 1 of 1 ~, 4 ~ `~ J~ JOLT CI~IAN(~ California State Controller LOCAL AGENCY INVESTMENT FUND REMITTANCE ADVICE Agency Name Account Number PETALUMA 98-49-650 As of 07/15/2010, your Local Agency Investment Fund account has been directly credited with the interest earned on your deposits for the quarter ending 06/30/2010. Earnings Ratio Interest Rate Dollar Day Total Quarter End Principal Balance Quarterly Interest Earned http://laif: sco.ca.gov/Result.aspx .00001523807623153 0.56% $ 3,371,228,013.03 $ 38,393,597.97 $ 51,371.03 `9 9/2(P/~i ~6 of 18 Untitled Page Page 1 of 1 . -n_'{.. ~ ' 1; ~` ~~ ~ 10\' . k{ + r'R ~n,_ r ~ - r~ r -1 } I:, ~ ~ r i- t~~ y ' Trr`. ~C n 'r L F ®1 Yl \ ~~ll 11 \ t9 California State Controller LOCAL AGENCY INVESTMENT FUND REMITTANCE ADVICE Agency Name Account Number PETALUMA COMMNTY DEVELOP COMMN 65-49-001 As of 07/1 S/2010, your Local Agency Investment Fund account has been directly credited with the interest earned on your deposits for the quarter ending 06/30/2010. Earnings Ratio .00001523807623153 Interest Rate 0.56% Dollar Day Total $ 980.84 Quarter End Principal Balance $ 10.78 Quarterly .Interest Earned $ .O1 http://lai£sco.ca.gov/Result.aspx 9/20%~~~~~ of`18 ~$~~~ ®~ C~IB~®~'t~l~ OOI~d O~~y ~~'1~i~S~~@1'1$ d4CC®U61~ 6/30/2010 Description Ca€°Pying Cost P9us accrued lnterest Piarch. Amortized Cost Fair Value Accrued Interest United States Treasu Bills $ 25,723;85Q,496.54 $ 25,768;990,-114.47 $ 25,789,125,900.00 NA Notes $ 6,652,333,782.46 $ 6,652,151,462.02 $ 6,707,940,500.00 $ 10,971,765.50 Federal A enc SBA $ 553,637,055.79: $ 553,637.,055.79 $ ~~548,176,923.45 $ 601,009.04 MBS-REMICs $ 650,242,1.08.58 $' 650,242,108.58 $ 689,811,108.29 $ 3,070,608.31 Debentures $ 349,948;369.05 $ 349,948:,369.05 $ 351;422,500.00 $ 959,799.50 Debentures FR $ .200,000,000.00 $ 200;000,000.00 $ 200,150,000'.00' $ 81,966.89 Discount Notes $ 7,471,882,059.69 $ 7,480,057,498.58 $ 7,482,012,.100.00 NA GNMA $ 71,094.71 $ 71;094.71 $' 79,244.92 $ 703.39 IBRD Deb FR $ 300,000;000.00 $ 300,000.;000.00: $ 300,852,000.00 $ 297,429.00 .CDs and YCDs FR $ - $ - $ ~ - $ - Bank Notes $ 400,000,000.00 $ 400,000,000.00` $ 400.,0.13,706.00 $ 157,500.00 CDs and YCDs $ 7,:565,022,999:42 $ 7,565,012;999.42. $ 7,564,826,146.55 $ 1,717,588.91 'Commercial Pa er $ 7,763;4'58',330.82 $ 7,765,999,127.47 $ 7,765,904,501.10 NA Cor orate: Bonds FR $ 125,119,550.90 $ 125,11.9,550..90 $ 125,061,250.00 $ 43,494.81 .Bonds $ - $ - $ - $ - Re urchase A reement $ - $ - $ - NA Reverse Re urchase $ - $ - $ - $ - Time De osi4s $ 4,146,150,000.00 $ 4,146,1'50,000.00 $ 4,146,1''50,000.00'. NA AB 55 & GF Loans $ 7,484,250,710.44 $ 7,484,250,710.44 $ 7,484,250,710.44 NA TOTAL $ 69,385,966;558.40 $ 69,441,630,091.42 $ 69,555,776,590:75 $ 17,901,865.35 Fair Value Inclutling Accrued Interest $ 69,573,678,456.10 Repurchase Agreements,'Time Deposits, AB 55 & General Fund: loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). Thevalue~of each.particpating dollar equals the fairvalue divided by the amortized cost (1.001643776). As an example: if an agehcy has an account balance of $20,000,000.00, then the agency would. report its participatiori in the LAIF valued of $20;032,875.52 or $20,000;000.00 x 1,00164377,6.. Z Page 18 of 18 ~~