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02-04-1997 - Statement of Treasurer's Accountability - 12/31/96
CITY OF WEST COVINA` a STATEMENT OF TREASURER'S,ACCOUNTABILITY „. ' DEGEMBER31,1896; r C-6 � f',i.1 Y �:_..._.,-__�-..�_---- TYPES OF DEPOSITS; NOVEMBER 30 DEPOSITS WITHDRAWALS DECEMBER 31 ���i:.. February .4, 1997 ---- CHECKING ACCOUNTS WELLS FARGO GENERAL CHECKING $ 87,345.22 $ 11,189,122.16 $ 10,736,010.16 $ 538,457.22 % OF PORTFOLIO WELLS FARGO GENERAL AUTO & LIABILITY r 11,693.71 76,530.25 7 73,27 73,277.68 14,946.28 28 WELLS FARGO WORKERS' COMPENSATION . WELLS FARGO PAYROLL, 11,693.71 ,530.2 .68 14,946.67 WELLS FARGO CDBG DEFERRED LOAN PROGRAM 37,977.84 2,994,228.45 1,997,806.00 , 1,034,400.29 WELLS FARGO BAIL/FINE245;00 - 78,388.83 125,876.11 147,506.70 56,752.24 - 750:00 0.00 995.00 SUB -TOTAL $ 228,577.03 $ 14,428,125.78" $ 12,996,202.11 $ 1,660,500.70 -..2.53% OTHERINVESTMENTS FEDERAL HOME LOAN BANK (FHLB) FEDERAL FARM CREDIT BANK (FFCB) 14,000,000.00 0.00 1,000,000.00 13,000,000.00 19.83°.b FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) 2,444,688.24 0.00 18,804,926.56 1,000,000.00 1,444,688.24 2.20% FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) 0.00 15,720,053.75 0.00 0.00 18;1304,926.56 28.69"% ' STATE & LOCAL GOVERNMENT CERT. OF INDEBTEDNESS (SLG) 151,000.00 0.00 0.00 18,804,926.56 23.69% CORPORATE MEDIUM TERM NOTES (MTN) 5,984,280.00 0.00 0.00 151,000.00 0.23°.6 LOCAL AGENCY INVESTMENT FUND -CITY (LAIF) LOCAL AGENCY INVESTMENT FUND-W.C.P.F.A. (LAIF) 4,037,981.47 5,500,000.00 0.00 . 900,000.00 5,951,000.00 5,984,281.00 9.13% 13.18% LOS ANGELES COUNTY POOL (LACIP) ', 107,028.01 0.00 37,688.29 0.00 107,028.01 . 0.16% 130.47 0.00 37,818.76 0.06% SUB -TOTAL $ 61,287,646.32 $ 5,500,130.47 $ 4900,000.00 $ 63,887,776.79 100.00°/, TOTAL $ 61,516,223.35 $ 19,928,256.25 $ 15,896,202.11 $ 65,548,277.49 It has been verified that this investment portfolio is in conformity with the City of The investment portfolio provides sufficient cash flow liquidity to meet estimated West Covina's'investment policy.which was approved by City Council on December 16, 1995. expenditures for the next six months. This report is ectlt'ate with respect to all information received as of January 28, 1997. EARNED INTEREST YIELD THIS PERIOD: 6.003% .""SIX -MO TH TREASU y ILL YIELD: 5.250% ' REVIEWED BY 01,1 Abraham _1 PREPARE BY: " Koniarsky, Fi a Director Judy Vick , Der APP14 U BY: Controller V. Smithpfi, City Treasurer Page 1 TRESRPT.XLS City of West Covina Portfolio Details December 31, 1996 INVESTMENT INVESTMENT TYPE ISSUER E =DAHTES MATURITY CUSIP RATE YIELD COST PURCHASED PARNUMBER 5376 FHLMC U.S. GOVERNMENT AGENCY 03/07/94 DATE 02/24/97 31340OB51 5.0300 5.6699 INTEREST VALUE INTEREST 5378 5106 FHLB U.S. GOVERNMENT AGENCY 04/11/94 04/11/97 313390AZ9 5.3130 5.3130 888,060.00 1,000,000.0 1,000,000.00 999,375.00 17.744.72 2863 FHLB U.S. GOVERNMENT AGENCY 07/16/93 07/16/97 313389PP7 5.2500 5.2500 1,000,000.00 1,000,000.0 998,437.50 14,062.50 5154 SLGS U.S. GOVERNMENT AGENCY 10/24/84 08/01/97 11.1569 11.1569 151,000.00 1,00,00.0 997,187.50 24,062.50 4987 FNMA U.S. GOVERNMENT AGENCY 08/31/93 02/17/98 31364AWU2 5.5000 4.8007 1,010,000.0 151,00.00 151,000.00 7,004.29 5155 FNMA U.S. GOVERNMENT AGENCY 03/23/93 03/11/98 3135866C8 5.300 5.4520 2,980,312.50 1,000,000.00 5095 FNMA U.S. GOVERNMENT AGENCY 08/03/93 05/13/98 3135867U7 5.2500 5.2930 998,125.00 3,00,0 0.0 2,977,50.0 48,583.33 5097 MTN MTN WACHOVIA BANK SO CAL EDISON CO. 06/02/93 05/15/98 92976QCG2 5,5000 5.6400 993,990.00 1,000,00.00 1,000,000.00 993,593.75 989,843.75 7,027.78 5105 MTN WISCONSIN PUBLIC SERVICE CORP. 06/17/93 07/15/93 06/15/98 07/01/98 84240ODD2 976843AW2 5.4500 5.5300 996,540.00 1,000,00.00 987,968.75 7,422.22 5361 MTN SHEARSON LEHMAN 07/06/93 07/06/98 82087KRSO 5.2500 6.0200 5.3170 6.0470 997,090.00 1,000,000.00 991,093.75 6,250.00 22,742.22 5107 5153 FNMA U.S.GOVERNMENTAGENCY 07/22/93 07/22/98 3135867Y9 5.1000 5.1110 998,850.00 999,531.05 1,000,000.00 98 ,437.50 22,742.22 5186 FHLB FHLB U.S. GOVERNMENT AGENCY U.S.GOVERNMENTAGENCY 08/03/93 08/03/98 313389RM2 5.3700 5.3700 1,500,000.00 1,500,00.0 1,500,000.00 487,812.50 1,487,812.50 5412 FNMA U.S. GOVERNMENT AGENCY 09/01/93 01/05/96 08/24/98 09/23l98 313389SY5 313648LC2 4.6500 4.6500 1,00,000.00 1,000,000.0 985,312.50 33,115.00 33,115.00 4,779.17 5187 FNMA U.S. GOVERNMENT AGENCY 09/28/93 09/28/98 31364AE65 6.2400 4.9200 6.0709 4.9030 1.000,000.00 1,000,000.00 1,983,750.00 12,710.00 5213 MTN NEW ENGLAND TELEPHONE CO. 10/05/93 10/01/98 644239BG9 5.0500 5.1000 1,000,625.00 1,000,00.0 981,875.00 12,625.00 5212 MTN ASSOC. CORP. OF NORTH AMERICA 10/29/93 10/29/98 0459032L4 5.2300 5.2300 997,810.00 1,000,000.0 981,156.25 18,716.63 5241 FFILB U.S. GOVERNMENT AGENCY 11/18/93 11/18/98 313389C89 5.3000 5.3000 1,000,000.00 1,500,000.00 5418 FNMA U.S. GOVERNMENT AGENCY 03/20/96 11/26/98 31364AJ29 5.2300 6.1040 1,500,000,00 1,500,000.00 481,718.75 1,461,718.75 9,4 5.83 9,495.83 .5274 5275 FHLB FHLB U.S. GOVERNMENT AGENCY 12/10/93 12/10/98 313389E95 3.4730 3.4730 489,296.88 2,000,000.00 500,000.00 493,593.75 2.615.00 5416 FNMA U.S. GOVERNMENT AGENCY 12/29/93 12/29/98 313389K98 5.4700 5.4700 1,000,000.00 2,000,000.00 1,896,250.00 4,051.83 5371 FFCB U.S. GOVERNMENT AGENCY U.S. GOVERNMENT AGENCY 03/08/96 02/18/99 31364BWCO 5.2000 5.6710 987,343.75 1,000,000.00 1, 984,062.50. 5377 FHLB U.S. GOVERNMENT AGENCY 03/10/94 03/08/94 03/01/99 03/08/99 31331HCB1 3133894F2 5.7900 5.9660 453,125.74 456,. 52174 453,6848 1211. 11 8,8.87 5372 FHLB U.S. GOVERNMENT AGENCY 03/15/94 03/15/99 31338941-9 5.7700 5.3300 5.7700 5.3300 1,000,000.00 1,000,000.00 994,375.00 18,111.39 5421 5410 FHLMC FHLMC U.S. GOVERNMENT AGENCY 04/15/96 04/15/99 3134AOB68 6.650 6.6500 2,000,000.00 1,000,000.00 1,00 ,312,50 4,038.89 5424 FHLMC U.S. GOVERNMENT AGENCY U.S. GOVERNMENT AGENCY 12/12/95 12/13/99 3134AORYO 6.1800 6:1800 1,000,000.00 1,000,000.00 1,000,00.0 1,005,312,50 14,038,89 5405 FFCB U.S. GOVERNMENT AGENCY 05/02/96 07/07/95 04/03/00 06/12/00 3134AOA36 6.360 . 6.7123 987,968.75 1,000,000.00 1,006,250.00 15,546.67 FNMA U.S.GOVERNMENTAGENCY 12/26/95 12/26/00 .31331NQJ6 31364BRT9 5.890 6.1900 6.0894 6.1900 991,562,50 ,000,000.00 1230,000.00 989,375.005409 3,108.61 5411 5414 5414 FNMA FNMA FNMA U.S. GOVERNMENT AGENCY 01/04/96 12/27/00 31364BSA9 6.250 6.2221 230,000.00 1.176,363.00 227,700.00 197.74 5415 FNMA U.S. GOVERNMENT AGENCY U.S. GOVERNMENT AGENCY 02/27/96 02/27/96 01/25/01 01/25/01 31364BTZ3 31364BTZ3 5.6700 5.6700 5.8502 5.8502 496,171.88 496,171.88 1 1500,00.00 1,164,718.75 815.97 5419 FNMA U.S. GOVERNMENT AGENCY U.S. GOVERNMENT AGENCY 03/05/96 03/05/01 31364BXU9 6.0100 ' 6.0400 998,720.00 500,000.00 1,000,000.00 488.125.00 991,687.50 12,285.00. 5420 FNMA U.S. GOVERNMENT AGENCY, 04/15/96 04/18/96 03/14/01 04/18/01 31364BYV6 31364CAW8 6.3100 6.5303 990,781.25 1,20,00.00 999,687.50 18,754.72 18,754.72 5429 FHLMC U.S. GOVERNMENT AGENCY 09/20/96 05/01101 3134AOF80 7.140 7.0000 7.1400 7.1505. 250,000.00 250,00.0 251,250.00 3,619.58 5425 FNMA U.S. GOVERNMENT AGENCY 05/03/96 05/04/01 31364CCF3 6.8500. 6.8500 994,062.50 1,00,00.0 1,006,250.00 11,666.67 5423 '5426 FHLMC U.S. GOVERNMENT AGENCY 05/29/96 05/29/01 3134AOM33 7.000 7.000 1,000,000.00 1,000,000.00 1,008,750.00 10,845.83 FNMA U.S. GOVERNMENT AGENCY 05/29/96 05/29/01 31364CDNS 7.000 7.0000 550,000.00., 0,00. 0 5413 2454 FHLB FNMA U.S. GOVERNMENT AGENCY 01/18/96 12/18/01 3133921.183 6.3700 6.3700 505,000,00 1,000,000.0 550,00.0 1,00,00.00 556,187.50 3,142.22 4770 FHLMC U.S. GOVERNMENT AGENCY 02/26/87 12/10/15 313586UB3 10.3500 8.2490 3,688,593.75 985,312.50 2,30.28 3914 LAIF U.S. GOVERNMENT AGENCY 07/30/92 06/01/16. 31340MC4 8.2500 7.6300 10,199,962.50 3,000,00.00 4,040,625.0 18,112.50 5273 LAIF STATE OF CALIFORNIA OPEN OPEN 5.580 5.5800 8,637,981.47 9,555,000.00 10,770,276.56 65,690.63 STATE OF CALIFORNIA OPEN OPEN' 5.5800 5.5800 8,637,981.47 8,637,981.47 Not Available 4693 LACIP LOS ANGELES COUNTY TREASURER OPEN OPEN 6.0400 6.0400 107,029.01 107.028.01 107,028.01 Not Available STOCK SOUTHWEST WATER COMPANY 4/16/86 N/A 001-751-8453311 N/A 37,818.76 37HARE6 Not Available N/A 97 SHARES Not Available t Available N/A MARKET VALUES HAVE BEEN PROVIDED BY SUNGARD FINANCIAL SYSTEMS, TOTALS: 63,887,776.79 - 62,655,349.98 64,528,940.47 566,335.88 Page 2 WEIGHTED AVERAGE DAYS W MATURITY." 2208 0 INVDTAL.XLS RATE BOND ISSUE FUND INVESTMENTS ISSUER MATURITY ORIGINAL PAR MARKET DATE COST VALUE W.C.P.F.A. 1990 Water Revenue Bonds Escrow Treasury Notes U.S. Government 2/28/97 181,869,87 1_Z8,000.00 178;277:686,-750 Trustee: First Trust California Escrow Escrow Treasury -Notes U.S. Government 8/31/97 432,483.28 438,000.00. 438,000.00 5,625 Escrow Treasury Notes U.S. Government -2/28/98 181,559.75 188,000.00 ' 186,707.50 5.125 Treasury Notes U.S. Government 8/31/98 435,955.77 462,000.00 454,203.75 4,750 Escrow Treasury Strips U.S, Government 11/15/98 4,337,684.60 5,742,000.00 5,153,445.o0 6.400 Escrow Cash 1,806.25 1,806.25 1,806.25 ENDING BALANCES -6,671,369.72 7,009,806.26 6,412,440.18 W.C.P.F.A. 1993 Eastland Revenue U.S. Govt. Obligation fund- First American Funds, Inc. Open 2.00 Revenue Tax Allocation Bonds Eastland Revenue Cash 200 .00 2 00 5.90 Trustee: First Trust California Eastland Reserve U.S. Govt. Obligation Fund First American Funds, Inc. Open 0.16 277,398.00 . .00. 16 Eastland Reserve F.N.M.A. U.S. Government Agency 3/25/198 274,570:31 277,398.00 275,000.00 277,398.00 273,102.50 5.90 5.25 ` Eastland Reserve . Cash C.B.D. Revenue U.S. Govt. Obligation Fund First American Funds, Inc. Open 0.83 1.00 0.00 83 1.00 0.83 C.B.D. Revenue Cash 1.00 5.90 C.B.D. Reserve F.N.M.A. U.S. Government Agency 3/25/98 0.85 828,703.13 0.85 830,000.00 0.85 824,273.00 5,25 C.B.D. Reserve U.S. Govt. Obligation Fund First American Funds, (no, Open 834,114.00 834,114.00 834,1.14.00 5,90 C.B.D. Reserve Cash ` Interest U.S. Govt. Obligation Fund First American Funds, Inc. Open. 0.69 323.00 0.69 323.00 0.69 323.00 5.00 • Interest Cash Principal. U.S. Govt. Obligation Fund First American Funds, Inc. Open 0.05 739.00 0.05 739.00 0.05 Principal Cash 739.00 5,90 Rebate U.S. Govt. Obligation Fund First American Funds, Inc. Open 0.61 22,341.00 0.61 22,341.00 0.81 22,341.00 5.90 Rebate Cash 0,06 0.06 0.06 ENDING BALANCES 2,238,194.69 2,239,921.26 2,232,296.75 W.C.P.F.A. Revenue Revenue U.S. Govt, Obligation Fund ._ First AmericanFunds,-Inc. -Open - g4000 940:00 940.00 Refunding Bonds Series 1994 Revenue Cash 5.90 Trustee: First Trust California 0.98 0.00 0.98 ENDING BALANCES 940.98 940.98 940.98 Page 3 CITYBOND:XLS CITY OF WEST COVINA BOND DETAIL REPORT December 31,1996 BOND ISSUE FUND INVESTMENTS ISSUER West Covina Civic Center Lease Payment FICA Master Market Int. Acct. Wells Fargo Bank Refunding Lease Payment Cash Trustee: Wells Fargo Bank Reserve FICA Master Market Int. Acct, Wells Fargo Bank Reserve SLMA Medium Term Note U.S. Government Agency. Reserve Cash Reserve Treasury Bills U.S. Government Earnings FICA Master Market Int. Acct. Wells Fargo Bank Earnings Cash Earnings Treasury Bills U.S. Government ENDING BALANCES City of West Covina Cart. of 1967 Bond Escrow U.S. Treasury BD SLG U.S. Government Participation (Civic Center Complex) 1967 Bond Escrow Cash Trustee: First Trust California 1972 Bond Escrow U.S. Treasury BD SLG U.S. Government 1972 Bond Escrow Cash ENDING BALANCES GRAND TOTALS "Market valuations have been provided by Wells Fargo Bank and First Trust California MATURITY DATE ORIGINAL COST PAR MARKET VALUE RATE Open 3,169.61 3,169.61 3,169.61 3.15 8.56 8.56 8.56 Open 12/2/13 880.29 2,782,599.75 880.29 2,685,000.00 880.29 2,599,617.00 3.15 6.55 63.38 63.38 63.38 2/27/97 87,076.93 88,000.00 87,299.52 Open 909.73 909.73 909.73 3.15 181.98 181.98 181.98 2/27/97 227,587.43 230,000.00 228,169.20 3,102,477.69 3,008,213.65 2,920,299.27 8/1 /97 188,300.00 188,300.00 188,300.00. 11.27 123.46 123.46 123.46 7/15/97 94,300.00 94,300.00 94,300,00 11.30 1.258.13 1,258.13 1,258.13 283,981.69 263,981.58 283,981.69 11,166,964.64 12,642,863.62 11,849,968.77 0 Page 4 CITYBONDYLS CITY OF WEST COVINA SECTION 457 DEFERRED COMPENS. FUNDS AS OF DECEMBER 31, 1996 VENDOR INVESTMENT COST/ MARKET TYPE FACE AMOUNT VALUE ICMA RETIREMENT CORPORATION MUTUAL FUNDS: AGGRESSIVE OPPORTUNITY NOT AVAILABLE 231,277.08 INTERNATIONAL NOT AVAILABLE 212,109.88 GROWTH STOCK NOT AVAILABLE 1,422,637.22 BROAD MARKET NOT -AVAILABLE 334092.93 TRADITIONAL GROWTH NOT AVAILABLE 381,524.65 EQUITY INCOME NOT AVAILABLE 269,384.82 ASSET ALLOCATION NOT AVAILABLE 669,412.26 SOCIAL RESPONSIBILITY' NOT AVAILABLE 14,050.71 CORE BOND NOT AVAILABLE 70,083.78 US TREASURY NOT AVAILABLE 49,339.38 CONSERVATIVE GROWTH PORTF NOT AVAILABLE 232,058.58 CASH MANAGEMENT NOT AVAILABLE 11,690.98 PLUS NOT AVAILABLE 4,422,210.51 GUARANTEED NOT AVAILABLE - LONG-TERM GROWTH -PORT. NOT AVAILABLE 149,239.06 MS MOMENTUM GROWTH NOT AVAILABLE 55,916.69 MS AGGRESSIVE GROWTH NOT AVAILABLE 94,854.61` MS CAPITAL APPRECIATION NOT AVAILABLE 15,367.36 MS.GROWTH NOT AVAILABLE 63,215.62 MS CONTRARIAN GROWTH NOT AVAILABLE 13,721.87 MS GROWTH & INCOME NOT AVAILABLE 90,488.31 MS VALUE 'NOT AVAILABLE 50,511.15 MS FLEXIBLE NOT AVAILABLE 65,450.61 MS INCOME NOT AVAILABLE 19,499.38 MS BALANCED. NOT AVAILABLE 20,819.83 TOTAL 8,968,954.27 FINANCIAL KINETICS CORPORATION LIFE INSURANCE 101,,252.70= _ _101.,252.70_ - NEW YORK LIFE LIFE INSURANCE 24,729.80 24,729.80 DEFCOMP.XLS Page 1 • CITY OF WEST COVINA.SECTION.457 DEFERRED COMPENS. FUNDS AS OF DECEMBER 31, 1996 VENDOR INVESTMENT COST/ MARKET TYPE FACE AMOUNT VALUE NEW ENGLAND LIFE MUTUAL FUNDS 121,552.27 136,186.31 ANNUITIES 44,438.00 44,662.00 LIFE INSURANCE 4,062.20 3,998.17 ANNUITIES TOTAL 170,062.47 184,846.48 CASH 123.00 123.00 STOCK: INSTITUFORM TECHN 737.50 STOCK: PEPSICO INC 2,925.00 CASH 864.00 864.00 STOCK: PACIFIC ENTERPRISES 6,075.00 CASH CASH 384.20 384.20 STOCK: DISNEY WALT CO 2,441.25 STOCK: LEARNING CO INC 1,150:00 STOCK: MEDIC DISCOV INC 240.00 STOCK: MOTOROLA 2,143.75 CASH _ CASH 484.36 484.36 STOCK: PRIMADONNA RESORTS 1,700.00 CASH _ STOCK: AMERICAN HEALTH PPTYS - 3,581.25 STOCK: AMERICAN HEALTH PPTYS - 952.50 CASH 437.75 437.75 STOCK: CALLAWAY GOLF CO 2,702.50 STOCK: DSC COMMS CASH 219.81 219.81 PRIMADONNA RESORTS INC 1,598.00 CASH 8.33 8.33 CASH 9.04 9.04 DEFCOMP.XLS Page 2 • 0 CITY OF WEST COVINA SECTION 467 DEFERRED COMPENS. FUNDS AS OF DECEMBER 31, 1996 VENDOR INVESTMENT COST/ MARKET TYPE FACE AMOUNT VALUE STOCK: PRIMADONNA RESORTS 1,972.00 COGNITRONICS CORPORATION - 350.00 - INSTITUFORM EAST INC 262.50 MERCK & CO 7,962.50 PEPSICO 5,850.00 - RJR NABISCO ' 10360.00 PFIZER INC 8,300.00 CASH 1,786.15 CASH 116.57 116.57 NIKE INCORPORATED - 9,120.00 MEDICAL DISCOVERIES 180.00 TOTAL. 2,647.06 69,343.83 FUND SELECT/GREAT WESTERN PST LIQUID SAVINGS 235,217.71 235,217.71 FUND SELECT/GREAT WESTERN LIQUID SAVINGS 3,177,700 29 3,177,700 29 CERTIFICATE OF DEPOSIT 403,926.06 403,926.06 BOND FUND OF AMERICA NOT AVAILABLE 28,210.44 ` GROWTH FUND OF AMERICA NOT AVAILABLE 54,079.98 INVESTMENT CO OF AMERICA NOT AVAILABLE 132,791.45 FIDELITY. CAPITAL & INCOME NOT AVAILABLE 14,645.86 FIDELITY CONTRAFUND NOT AVAILABLE 33,719.34 • FIDELITY RETIREMENT GROWTH NOT AVAILABLE 62,667.36 FIDELITY VALUE NOT AVAILABLE 20,347.06 FIDELITY EQUITY INCOME NOT AVAILABLE. 88,463.71 -- FIDELITY MAGELLAN NOT AVAILABLE 611,412.96 FIDEITY OVERSEAS NOT AVAILABLE 14,616.73 FIDELITY PURITAN NOT AVAILABLE 159,884.19 JANUS FUND NOT AVAILABLE- - �� 48,91.1.53 - - - SIERRA TRUST EMERG GROWTH NOT AVAILABLE 47,583.33 SIERRA TRUST GROWTH/INC NOT AVAILABLE .. 4,921.34 DEFCOMP.XLS Page 3 CITY OF WEST COVINA SECTION 457 DEFERRED COMPENS. FUNDS AS OF DECEMBER 31, 1996 VENDOR INVESTMENT COST/ MARKET TYPE FACE AMOUNT VALUE SIERRA TRUST US GOVT NOT AVAILABLE - 20TH CENTURY BALANCED NOT AVAILABLE 52,202.08 20TH CENTURY GROWTH NOT AVAILABLE 33,976.76 20TH. CENTURY SELECT NOT AVAILABLE 119,546.90 20TH CENTURY ULTRA NOT AVAILABLE 392,457.34 20TH CENTURY VISTA NOT AVAILABLE 3,064.54 VANGUARD INDEX 500 NOT AVAILABLE 46,049.82 5-YEAR CD NOT AVAILABLE 53,842.51 - TOTAL 5,605,021.58 DEFCOMP.XLS Page 4 0 I(IS ANtJIfS (IIIJNIY INASI-a1M ('(ISI11(IN (f.M('AUI() III MAAkf I.VAll)f - - - AS tII I1/1:,/vn Page: 1 fUNO: NIRO PSI NON IRADINI, ATIACIIMENI N SEC PURCHASE ID DATE FACE RATE SECUR IIY DESCR I.PIIUN MAIORII.Y DATE PAR PRINCIPAL PURCHASED MARKET ACCRUED. . COST INTEREST VALUE INTEREST ABS ASSET BACKED SECURITIES ----------- 00020539 10/28/93 00020540,10/28/_93- 3.9000 DAMIER BENZ AG IMIS I TO/15'/98 3-.9000 OAMLER BE NZ-AG-1RUSY-Io/Is 98-1-539 1,153,818.46- 1,153,343.04 ,, 43.94 2L,125_.00�1_,_144,472-.53 1;999 95Y 634.33 ............... 1,5 •.............. ....... 21,166.67 1,527,.163.29 2,668.70 8A BANKERS ACCEPTANCE 2,693,452.79 2 692 342.98 '. 49,291.67 2,671,635.82 .-.---4,668.65 00030816 08/07/.96 00030820 08/07/96 0.0000 SOCI'ETE GENERALE BK 0.0000 12/23/96 10,000,000.00 9,967,427:78 6.00 9,965,066.67 00030821.08107/96 BANK OF AMERICA NT & 12/23/96 0.0000 BANK OF AMERICA NT & 01/31/97 11,500,000.00 15,000,000.00 11,462,612.22 14,864,020.83 0.00 11,459,826.67 0.00 .00030865 08/13/96 0.0000 BARCLAYS BANK PLC'MI-02110197 10,000,000.00 9,895,275.00 0.00 14,861,400.00 0.00 00030882.08/14/96 0.0000 DEUTSCHE BANK AG NY 02/10/97 10,000,000.00 9,895,373.61 0.00 9,892,933.33 0.00 00030943 08/20/96 00030965 08/23/96 0.0000 DEUTSCHE BANK NEW Yo 0.0000 12/11/96. 9,000,000.00 8,986,875.00 0.00 0.00 9,892,933.33 8,984,280:00 0.00 00031089 09/06/96 REPUBLIC NATIONAL SK 0.0000 REPUBLIC NATL BK NEW 02/21/97 03/05/97 30,000,000.00 29,637,150.00 0.00 29,630.400.00 0.00 0.00 00031149 09/11/96 0.0000 REPUBLIC NAT'L BANK 01/06/97 20,060,000.00 10,000,000.00 19-708,077.78 9,945,050.00 0.00 19 720 533.33 0.00 00031191 09/16/96 00031192 09/16/96 0.0000 BK of TOKYO MITSUBIS 0.0000 12/02/96 7,800,000.00 7,798,823.50 0.00 6.00 9,944,688.89 ;7,796,594.00 0:00 00031196 09/17/96 BARCLAYS BK, PLC MIAM 0.0000 ROYAL BANK OF CANADA 03/10/97 12/02/96 10,000,000.00 10,000,000:00 9,851,225.00 9,998,516.67 0.00 9,852,988.89 0.00 0.00 00031209 09/18/96 6.0000 ROYAL,BANK OF CANADA 02/06/97 10,000,000.00 9,897,825.00 0.00 0.00 9,995,633.33 0.00 - 00031244 09/25/96 00031258 09/26/96 0.0000 ABN AM* RO CHICAGO BA 0.0000 BANK OF 12/•23/96, 25,000,000.00 24,918,569.44 0.00 9,898,800.00 24,912,666.67 0.00 0.00 00031343 10/04/96 AMERICA NT & 0.0000 REPUBLIC NATL 8K NEW 12/24/96 01/15/97 12,000,000.00 7,600,000.00 11,959,520-00 7,549,270,00 0.00 11,956,333.33. 0.00 00031395 10/08/96 00031480 10/17/96 0.0000 BANK OF AMERICAN NT 04/02/97 16,000,000.00 15,713,164.44 0.00 0.00 7,548,007.56 15,711,217.78 0.00 00031482 10/18/96 0.6000 BK OF TOKYO.MITSUBIS 0.0000 BK OF TOKYO MITSUBIS 12/27/96 13,000,000.00 12,950,520.56 0.00 12,947,017.78 0.00 0.00 00031490 10/18/96 6.0000 BK OF TOKYO MITSUBIS 01/15/97 01/06/97 6,000,000.00 17,000,000.00 5,959,875.00 16,909,050.00 0.00 5,958,953.33 0.00 • •00031501 10/22/96 00031502,10/22/96 0.0000 BANK OF TOKYO-MITSUB 12/09/96 6,250,000.00 6,242,666.67 0.00 000 16,905,97.1.11 6,240,9012.78 0.00. 00031503 10/22/96 0.0000 BANK OF TOKYO-MITSUB 0.0000 BANK OF TOKYO MITSUB 12/16/96 6,350,000.00 6,336,030.00 0.00 -.6,3 0.0034,287.28 0.00 00031504 10/22/96 0.0000 BANK OF TOKYO MITSUB 12/23/96 01/06/97 30,000,000.00 8,200,000.00 29,903,200.00 8,155,966.00 0.00 .29,895,200.00 0.00 00031506 10/22/96 00031512 10/22/96 0.0000 BARCLAYS BK PLC MIAM 04/16/97 5,000,000.00 4,900,077.78 0.00 1 0.00 .8,154,644.89 4,899,566.67 0.00 00031523 10/24/96 0.0000 DEUTSCHE BK AG NY BA 0.0000 BK OF TOKYO MITSUBIS 04/21/97 12/02/96 10,000,000.00 9,793,200.00 0.00 9,791,855.56 0.00 0.00 00031524 10/24/96 0.6000 BK'OF TOKYO MITSUBIS 12/09/96 5,000,000.00• 33,000,000.00 4,999,263.89 32,961,206.67 0.00 0.00 40997,816.67 0.00 00031527 10/24/96 00031520 0.0000 BANK OF AMERICA NT & 01/21/97 9,000,000.00 8,932,935.00 0.00 32,951,966.67 8,930,570.00 0.00 10/24/96 00031535 10/24/96 0.0000 ROYAL BANK OF CANADA 0.0000 SWIS.S_BANK=CORP NY-8=01/21t97-- 01/31/97 5,000,000.00 4,955,266.67 0.00 4 953 800 00_ 0.00 -0.00--- - ---"00031568-10%29%96 0.0600 UNION 8K OF SWITZERL 03/31/97 � 5=, 5,000,000.00 4000;000:00-962;66 7417-� 4,912,000.00 0:06 7.7 0.00 4,9i1,211.1i 0.00 9 I OS ANI,I I I,. I III IN I I I OF A'110( P IkfASIIu(R ID"[I[ON FIIMI•AQFD To wAuj(I ':AIIII - AS (u I1/Sol Vh Page: 2 FUND: NIRO PSI NUN IRA(IINI', ATIACHMINI K SEC ID IUDATE DALE FACE. RATE SECURITY UES(.RIIIUN Mn RIRITr DATE PAR PRINCIPAL PURCHASED MARKET_ ACCRUED ...... ...............: COST INTEREST VALUE INTEREST 00031586 10/30/96 00031604 11/01/96 0.0000 CREDIT SUISSf Bi NY 0.0000 BANK OF TOKYO 01/06/97 5,000,000.00 4,973,500.00 ----------- 0.00 ----------•---- 4,972,344.44 ---•----- 0.00 00031605 11/01/96 MIISUB 01/28/97 0.0000 BANK OF TOKYO MISISO 01/27/97 6,850,000:00 10,300,000.00 6,790,846.45 0.00 6,789,720.00 0.00 00031615 00031673 11/01/96 0.0000 REPUBLIC NAIL BANK 0 03/31/97 6,000,000.00 10,212,750.41 5,695,300.00 0.00 0.00 -10,211,545.89 5,893,453.33 0.00. 00031682 11/07/96 11/08/96 0.0000 REPUBLIC NAIL BK NEu 04/29/97 0.0000 5,500,000.00 5,380,034.30 0.00 5,379,116.11 0.00 0.00' A0031683 11/08/96 REPUBLIC NAIL BK NEW 04/29/97 0:0000 BANK OF AMERICA NI 8 03/21/97 10,000,000.00 14,000,000.00 9,781,880.55 13,775,416.66 0.00 9,780,211.11 0.00 00031703 00031713 11/12/96 0.0000 RABOBANK NY BA 12/06/96 5,000,000.00 4,996,368.06 0.00 0.00 13,771,768.89 4,994,905.56 0.00 00031739 11/13/96 11/18/96 0.0000 BANK OF AMERICA Ni 8 04/.11/97 0.0000 ABN 17,000,000.00 16,676,466.39 0.00 16,670,898.89 0.00 0.00 00031740 11/18/96 AMRO BANK N.V. C 02/04/97 0.0000 ABN AMRO BANK N.V. C 02/10/97 13,000,000.00 20,000,000.00 12,876,770.83 19,792,916.67 0.00 0.00 12,872,253.33 0.00 00031754 00031767 11/19/96 0.0000 ABN AMRO BK CHICAGO 01/13/97 25,000,000.00. 24,842,930.55 0.00 19,785,866.67 24,836,250.00 0.00 00031767 11/20/96 11/20/96 0.0000 BANK of AMERICA NT 8 0.6000 BANK 05/13/97 13,000,000.00 12,692,745.00 0.00 12,687,783.33 0.00 0.00 00031773 11/20/96 Of AMERICA NT 8 0.0000 REPUBLIC MAIL BANK N 12/17/96 05/20/97 18,000,000.00 10,000,000.00 17,958,160.00 0.00 17,952,840.00 0.00 00031778 00031785 11/21/96 0.0000 BANOUE NAIL DE PARIS 01/17/97 5,000,000.00 9,751,611.11 4,965,663.89 0.00 0.00 9,749,644.44 4,964,338.89 0.00 00031791 11/22/96 11/25/96 0.0000 REPUBLIC NAIL NEW YO 0.0000 REPUBLIC 02/24/97 20,000,000.00 19,752,083.33. 0.00 19,744,800.00 0.00 0.00 NAIL BANK N 02/19/97 6,200,000.00 6,127,666.67 0.00 6,125,434.67 0.00 -- •-------------- ............................. BANS - LACCAL BANS 597,550,000.00 592,165,887.05 0.00 ............. 592 042 670.96 0.00 00013751 00014592 07/20/92 09/10/92 0.0000 LACCAL BANS 0.0000 LAHF . 100 07120/.97 137,314.48 137,314.48 0.00 137,314.48 0.00 00014949 10/02/92 BED INPAT 0.0000 LAHF-100 BED INPATIE 06/30/97 06/30/97 95,000.00 35,000.00 95,000.00 35,000.00 0.00' 0.00 95,000.00 0.00 00014955 10/02/92 0.0000 LAHF-150 BED INPATNT'06/30/97 160,000.00 160,000.00 0.00 35,000.00 160,000.00 0.00 00015104-10/14/92 00015249 10/28/92 0.0000 LAHF-150 BED INPATIE 0.0000 LAHF 100 06/30/97 10,000.00 10,000.00 0.00 10,000.00 0.00 0.00 00015254 10/28/92 BED INPAT 0.0000 LAHF 200 BED INPT. 06/30/97 06/30/97 70,000.00 70,000.00 75,000.00 0.00- 0.00 70,000.00 0.00 00015255 10/28/92 0.0000 LAHF AMBULATORY CA 06/30/97 .75,000.00 195,000.00 195,000.00 0.00 75,000.00- 195,000.00 0.00 0.00 00015474 00015479 11/17/92 11/17/92 0.0000 LAHF LAC/USC MED 950 0.0000 LAHF RANCHO 200 06/30/97 2,100,000.00 2,100,000.00 0.00 2,100,000.00 0.00 00015480 11/17/92 BED 0.0000 LAHF RANCHO AMBULATO 06/30/97 06/30/97 200,000.00 10,000.00 200,000.00 10,000.00 0.00 0.00 200,000.00 0.00 00015682 12/04/92 0.0000 LAHF 950 BED INPAT 06/30/97 300,000.00. 300,000.00 0.00 10,000.00 300,000.00 0.00 0.00 00015688 00015800 12/04/92 12/16/92 0.0000 LAHF 200 BED INPT. 0.0000 LAHF 950 BED 06/30/97 250,000.00 250,000.00 1 0.00 250,000.00 0.00 00015805 12/16/92 INPAT 0.0000 LAHF 200 BED INPT. 06/30/97 06/30/97 50,000.00 300,.000.00. 50,000.00 360,000.06 0.00 . 0.00 50:000.00 0.00 00015806 ° 12/16/92 0.0000 LAHF - AMBULATORY CA 06/30/97 10,000.00 10,000.00 0.00 360000.00 10:000.00 0.00 0.00 00015825 00015826 12/17/92 12/17/92 0.0000 LAHF 200 BED INPAT 0.0000 LAHF 06/30/97 1,000,000.00 1,000,000.00 0;00 1,000,000.00 0.00 00015879 12/23/92 AMBULATORY CA 0.0000 LAHF 100 BED INPAT 06/30/97 06/30/97 150,000.00 70,000.00 150,000.00 70,000.00 0.00 0.00 150,000.00 0.00 n 70,000.00 0.00 • • LOS AN6FLIS (f)IINIY IHI A,!IRI.N TREASURER POSI I ION f ()MI-ARf D IO MAPI I I VAI Uf AS III I1/30/9t, Page: 3 FUND: NIRD PSI NON fRAf,INI, ATTACHMENT x SEC ID PURCHASE DATE IAIF MAIIIRIIY RAIE SECURITY DFS(:RII'►InN DATE PAR PRINCIPAL PURCHASED MARKET ACCRUED . .. ..... .... COST INTEREST VALUE INTEREST 00016105 00016462 01/08/93 01/29/93 0.0000 LAIII 9i0 HED IN►AIIE 06/30/97 0.0000 LAHF 950 BED INPAI 06/30/97 50,000.00 50,000.00 0.00 ------------- 50,000.00 0.00 00016465 01/29/93 00016677 0.0000 LAHF AMBULATORY CA 06/30/97 150,000.00 200,000.00 150,006.00 200,000.00 0.00 150,000.00 0.00 00016873 02/12/93 02/23/93-0-0000 0.0000 LAHF 950 BED INPAT 06/30/97 LAHF 100 3,500,000.00 3,500,000.00 0.00 0.00-3,500,000.00 200,000.00 0.00 00016873 02/23/93 BED ExPAN 06/30/97 0.0000 LAHF 950 BED INPAI 06/30/97 1oo,000.00 500:000.00 100,000.00 0.00 100,000.00 0.00 0.00 00017023 00017209 03/02/93 03/15/93 0.0000 LAHF RANCHO AMBUL 06/30/97 0.0000 LAHF 950 BED INPAT 06/30/97 120,000.00 500:000.00 120,000.00 0.00 0.00 500,000.00 120,000.00 0.00 0.00 • 00017288 03/19/93 0.0000 LAHF 100 BED INPAT 06/30/97 200,000.00 200,000.00 0.00 0,000.00 200,000.00 0.00 00017348 00017349 03/24/93 0.0000 LAHF 100 BED EXPAN 06/30/97 50,000.00 50,000.00 50,000.00 50,000.00 0.00 0.00 00017350 03/24/93 03/24/93 0.0000 LAHF 950 BED INPAT 06/30/97 0.0000 LAHF 100 1,500,000.00 1,500,000.00 0.00 0.00 50,000.00 1,500,000.00 0.00 00017351 03/24/93 BED INPAT 06/30/97 0.0000 LAHF AMBULATORY CA 06/30/97 95,000.00 130,000.00 95,000.00 0.00 95,000.00 0.00 0.00 00017756 00018010 04/15/93 0.0000 LAHF AMBULATORY CA 06/30/97 200,000.00 130,000.00 200,000.00 0.00 130,000.00 0.00 00018241 04/29/93 05/11/93 0.0000 LAHF 950 BED INPAT 06/30/97 0.0000 LAHF 950 1,500,000.00,500,000.0 10 0.00 0.00 200,000.00 1, 500,000.00 0.00 00018412 05/25/93 BED INPAT 06/30/97 0.0000 LAHF-950 BED INPATIE 06/30/97 1,300,000.00 500,000.00 1,300,000.00 0.00 1,500,000.00 0.00 0.00 00018413 05/25/93. 0.0000 LAHF-100 BED INPATIE 06/30/97 500,000.00 500,000.00 500:000.00 0.00 500,000.00 0.00 00018635 00018638 06/09/93 06/09/93 0.0000 LAIIF 100 BED INPAT 06/30/97 0.0000 LAHF 100,000.00 100,000.00 0.00 0.00 500,000.00 100,000.00 0.00 00018781 06/22/93 AMBULATORY CA 06/30/97 0.0000 LAHF 100 BED EXPAN 06/30/97 100,000.00 1,300,000.00 100,000.00 . 000 100,000.00 0.00 0.00 00018782 06/22/93 0.0000 LAHF 950 BED INPAT 06/30/97 7,014,000.00 1,300,000.00 7,014,000.00 0.00 0.00 1,300.000.00 0.00 00018783 00018789 06/22/93 06/22/93 0.0000 LAHF 100 BED INPAT 06/30/97 0.0000 LAHF 910,000.00 910,000.00 0.00 7,014,000.00 910,000.00 0.00 00019882 09/01/93 AMBULATORY CA 06/30/97 0.0000 LAHF-HOSP. SERVICES 06/30/97 150,000.00 300,000.00 150,000.00 0.00 150,000.00 0.00 0.00 00019883.09/01/93 0.0000 LAHF-AMBULATORY CARE 06/30/97 200,000.00 300,000.00 200,000.00 0.00 300.000.00 0.00 00019901 00020074 09/02/93 09/22/93 0.0000 LAHF-950 BED INPATIE 06/30/97 0.0000 LAHF-950 2,000,000.00 2,000,000.00 0.00 0.00 200,000.00 2,000,000.00 0.00 00020075 00020076 09/22/93 09/22/93 BED INPATIE 06/30/97 0.0000 LAHF-CLINIC BLDG. AD 06/30/97 0.0000 2,000,00U.00 500,000.00 2,000,000-.00 500,000.00 0.00 0.00 2,000,000.00 500,000.00 0.00 0.00 00020077 LAHF-HOSPITAL SERVIC 06/30/97 100,000.00 100,000.00 0.00 0.00 . 00020078 09/22/93 09/22/93 0.0000 LARF•200 BED INPAT. 06/30/97 0.0000 LAHF-AMBULATORY 200,000.00 200,000.06 0.00 100,000.00 200,000.00 0.00 00020079 09/22/93 CARE 06/30/97 0.0000 LAHF-ESPLANADE/GEN S 06/30/97 1,000,000.00 1.000,000.00 0.00 1,000,000.00 0.00 0.00 00020334 10/07/93 0.0000 LAHF 950 BED INPAT 06/30/97 200,000.00 2,000,000.00 200,000.00 2,000,000.00 0.00 0.00 200,000.00 0.00 00020335 00020641 10/07/93 11/03/93 0.0000 LAIIF 100 BED INPAT 06/30/97 0.0000 LAHF-100 500,000.00 500,000.00 1 0.00 2,000:000.00 500,000.00 0.00 00020644 11/03/93 BED INPATIE 06/30/97 0.0000 LAIIF-EL MONTE HEALTH 06/30/97 100,000.00 10,000.00 100,000.00. 0.00' 100,000.00• 0.00 0.00 00020645 11/03/93 0.0000 LAHF-REGIONAL HEALTH 06/30/97 100,000.00 10,000.00 100,000.00 0.00 0.00 10,000.00 0.00 00020758 00020759 11/17/93 0.0000 LAHF-100 BED EXPANSI 06/30/97 65,000.00 65,000.00 0.00 100,000.00 0.00 - 00020760 l VI 7/93 11/17/93 0.0000 LAHF-950 RED INPATIE 06/30/97 0.0000 LAHF-REGIONAL 100,000.00 100,000.00 0.00 65,000.00 100,000.00 0.00 0.00 HEALTH 06/30/97 60,000.00 60,000.00 0.00 60,000.00 0.00 l0% ANGFIfS COUNIY IRE, ASURfR I RF ASURE R POST I ION COMPARf II 10 MARKf I VAT IIf Page: 4 AS III 11/30/96 FUND: NIRD PSI NON IRAll IN(,, AIIAC.IIMiNI X SEC. PURCHASE ID DATE FACE MATURITY RATE SFCUR IIY OFSCR IPIION DATE PAR PRINCIPAL PURCHASED MARKET ACCRUED I.. .... ......... COST INTEREST VALUE INTEREST 00020876 12/01/93 00020877 12/01/93 0.0000 LAHF-100 BED EXPANSI 06/30/97 0.0000 LAHF-950 BED INPATIE 06/30/97 500,000.00 500,000.00 0.00 500,000.00 0.00 00020878 12/01/93 0.0000 LAHF-REGIONAL HEALTH 06/30/97 2,000,000.00 50,000.00 2,000,000.00 50,000.00 0.00 2,000,000.00 0.00 00021114 12/23/93 0.0000 LAHF-100 BED EXPANSI 06/30/97 750,000.00 750,000.00 0.00 0.00 50,000.00 0.00 00021115 12/23/93 00021116 12/23/93 0.0000 LAHF-950 BED INPATIE 06/30/97 0.0000 1,000,000.00 1,000,000.00 0.00 750,000.00 1,000,000.00 0.00 0.00 00021117 12/23/93 LAHF-100 BED INPATIE 06/30/97 0.0000 LAHF-CLINIC BLDG. AD 06/30/97 300,000.00 100,000.00 300,000.00 0.00 300,000.00 0.00 00021118 12%23/93 0.0000 LAHF-POMONA HEALTH C 06/30/97 55,000.00 100,000.00 55,000.00 0.00 0.00 100,000.00 0.00 00021293 01/07/94 00021295 01/07/94 0.0000 LAHF-950 BED INPATIE 06/30/97 0.0000 LAHF-100 2,000,000.00 2,000;000.00 0.00 55,000.00 2,000,000.00 0.00 0.00 6.00 00021491 01/20/94 BED INPATIE 06/30/97 0.0000 LANF-950 BED INPATIE 06/30/97 100,000.00 2,000,000.00 100,000.00 2,000,000.00 0.00 100,000.00 00021492 01/20/94 0.0000 LAHF-EL MONTE HEALTH 06/30/97 10,000.00 10,000.00 0.00 0.00 2,000.000.00 . 0.00 00021776 02/04/94. 00021777 02/04/94 0.0000 LAHF-950 BED INPATIE 06/30/97 0.0000 800,000.00 800,000.00 0.00 10,000.00 800,000.00 0.00 0.00 00022163 03/08/94 LAIIF-100 BEND INPATI 06/30/97 0.0000 LAIIF-950 BED INPATIE 06/30/97 110,000.00 1,500,000.00 110,000.00 1,500,000.00 0.00 110,000.00 0.00 00022164 03/08/94 00022165 03/08/94 0.0000 LAIIF-100 BED INPATIE 06/30/97 100,000.00 100,000.00 0.00 0.00 1,500,000.00 100,000.00 0.00 0.00 00022166 03/08/94 0.0000 LAHF-200 BED INPATIE 06/30/97 0.0000 LAHF-SAN FERNANDO HE 06/30/97 100,000.00 10,000.00 100,000.00 10,000.00 0.00 100,000.00 0.00 00022167 03/08/94 0.0000 LAHF-EL MONTE HEALTH 06/30/97 50,000.00 50,000.00 0.00 0.00 10,000.00 0.00 00022322 03/24/94 00022323 03/24/94 0.0000 LAHF-100 BED EXPANSI 06/30/97 100,000.00 100,000.00 0.00 50,000.00 100,000.00 0.00 00022324 03/24/94 0.0000 LAHF-950 BED INPATIE 06/30/97 0.0000 LAHF-100 BED EXPANSI 06/30/97 3,000,000.00 3,000,000.00 0.00 3,000,000.00 .0.00 0.00 00022325 03/24/94 0.0000 LAHF-REGIONAL CENTER 06/30/97 500,000.00 500,000.00 500,000.00 500,000.00 0.00 0.00 500,000.00 0.00 00022572 04/14/94 00022574 0.0000 LAHF-SAN FERNANDO HE 06/30/97 25,000.00 25,000.00 0.00 500,000.00 25,000.00 0.00 04/14/94 00022738 04/28/94 0.0000 LAHF-ALHAMBRA HEALTH 06/30/97 0.0000 LAHF -100 25,000.00 25,000.00 0.00 25,000.00 0.00' 0.00 00022739 04/28/94 BED EXPANS 06/30/97 0.0000 LAHF - 100 BED EXPAN 06/30/97 1,000,000.00 200,000.00 1,000,000.00 200,000.00 0.00 0.00 1,000,000.00 0.00 00022740 04/28/94 00022741 0.0000 LAHF -ALHAMBRA HEALT 06/30/97 25,000.00 25,000.00 0.00 200,000.00 25,000.00 0.00 04/28/94 00022843 05/09/94 0.0000 LAHF-ALHAMBRA HEALTH 06/30/97 0.0000 LAHF CENTRAL 25,000.00 25,000.00 0.00 25,000.00 0.00 0.00 00022844 05/09/94 PLANT 06/30/97 0.0000 LAHF 950 BED'INPAT 06/30/97 200,000.00 2,000,000.00 200,000.00. 2,000,000.00 0.00 0.00 200,000.00 0.00 00022845 05/09/94 00022987 0.0000 LAHF 100 BED EXPAN 06/30/97 500,000.00 500,000.00 0.00 2,000,000.00 500,000.00 0.00 05/23/94 00022989 05/23/04 0.0000 LAHF CENTRAL PLANT 06/30/97 LAHF 500,000.00 500,000.00 0.00 500,000.00 0.00 0.00 .0.0000 00022990 05/23/94 CLINIC BU1LD1 06/30/97 0.0000 LAHF REGIONAL CENT 06/30/97 100,000.00 100,000.00 100,000.00 100,000.00 1 0.00 100,000.00 0.00 00022991 05/23/94 0.0000 LAHF-ALHAMBRA HEALTH 06/30/97 50,000.00 50,000.00 0.00 0.00 100,000.00 50,000.00 0.00 00022992 05/23/94 00022993 05/23/94 0.0000 LAHF-ALHAMBRA HEALTH 06/30/97 0.0000 LAHF 50,000.00 50,000.00 0.00 50,000.00 0.00 0.00 00022994 05/23/94 POMONA HEALTH 06/30/97 0.0000 LAHF EL MONTE HEAL 06/30/97 25,000.00 40,000.00 25,000.00 40,000.00 0.00 25,000.00 0.00 00023088 06/03/94 0.0000 LANF-100 BED EXPANSI 06/30/97 700,000.00 700,000.00 0.00 0.00 40,000.00 700,600.00 0.00 0.00 00023089 06/03/94 0.0000 LAHF-950 BED INPATIE 06/30/97 11,000,000.00 11,000,000.00 0.00 11,000,000.00 0.00 t- E LOS ANGELES COUNTY TREASURER TREASURER.POSITION COMPARED TO MARKET VAIUF. AS OF 11/30/96 FUND: NIRD - PSI NON TRADING ATTACHMENT X Page: 5 SEC PURCHASE ID DATE FACE MATURITY RATE SECURITY DESCRIPTION DATE PAR PRINCIPAL PURCHASED MARKET ACCRUED 1. COST INTEREST VALUE INTEREST 00023090 06/03/94 00023091 06/03/94 0.0000 LANF•100 BED EXPANSI 06/30/97 0.0000 LAHF-REGIONAL CENTER 06/30/97 500,000.00 500,000.00 0.00 500,000.00 0.00 00023092 06/03/94 0.0000 LAHF-SAN FERNANDO HE 06/30/97 100,000.00 40,000.00 100,000.00 40,000.00 0.00 100,000.00 0.00 00023245 06/20/94 0.0000 LAHF • 100 BED EXPAN 06/30/97 1 ,750,000.00 1,750,000.00 0.00 40,000.00 0.00 00023246-06/20/94-0-0000-LAHF-•-CENIRAt PLANT-06%30/97 250-000-00 250-000-00 0.00 1,750,000.00 0.00, 00023247 06/20/94 000232.49 06/20/94 0.0000 LAHF - 950 BED-INPAT 06/30/97 0.0000 11,000,000,00 11,000,000.00 0.00 0.00 250,000.00 11,000,000.00 0.00 00023250 06/20/94 LAHF.• CENTRAL PLANT 06/36/97 0.0000 LAHF 100 BED EXPAN 06/30/97- 500,000.00 750,000.00 500,000.00 0.00 500,000.00 0.00 0.00 • 00023252 06/20/94 0.0000 LAHF ESPLANADE WIN 06/30/97 100,000.00 750,000.00 100,000.00 0.00 750 000.00 0.00 00023253 06/20/94 0.0000 LAHF CLINIC BUILDI 06/30/97 100,000.00 100,000.00 0.00 100,000.00 00023254 06/20/94 00023255 06/20/94 0.0000 LAHF HOSPITAL SERV 06/30/97 0.0006 LAHF REGIONAL 100,000.00 100,000.00 0.00 0.00 100,000.00 100,000.00 00.00 .00 0.00 00023256 06/20/94 CENT 06/30/97 0.0000 LAHF ALHAMBRA HEAL 06/30%97 1,000,000.00 100,000.00 1,000,000.00 100,000.00 0.00 0.00 1,000,000.00 0.00 F 00023257 06/20/94 0.0000 LAHF -'SAN FERNANDO H 06/30/97 100,000.00 100,000.00 0.00 100,000.00 0.00 00023258 06/20/94 00023259 06/20/94 0.0000 LAHF EL MONTE HEAL 06/30/97 0.0000 LAHF POMONA 50,000.00 50,000.00 0.00 100,000.00 50,000.00 0.00 0.00 00023260 06/20/94 HEALTH 06/30/97 0.0000 LAHF 200 BED UNIT 06/3O/97 100,000.00 100,000.00 100,000.00 100,000.00 0.00 100,000.00 0.00 vi 00023307 06/23/94 0.0000 MLKH-SHELL AND CORE 06/30/97 800,000.00 800,000.00 0.00 0.00 00023865.08/23/94 00023866 08/23/94 0.0000 LAHF-100 BED EXPANSI 06/30/97 0.0000 LAHF-CENTRAL 400.000.00 400,000:00 0.00 800,000.00 400,000.00 00.00 00023868 08/23/94 PLANT 06/30/97 0.0000 LAHF-CENTRAL PLANT 06/30/97 300,000.00 200,000.00 300,000.00 200,000.00 0.00 300,000.00 .00 r 00023869 03/23/94 00024420 11/10/94 0.0000 LAHF-EL MONTE HEALTH 06/30/97 100,000.00 100,000.00 0.00 0.00 200,000.00 100,000.00 00.00 .00 00024421 11/10/94 0.0000 LAHF-100 BED EXPANSI 06/30/97 0.0000 LAHF-CENTRAL PLANT 06/30/97 300,000.00 1,000,000.00 300,000.00 1,000,000.00 0.00 300,000.00 0.00 0.00 00024422 11/10/94 00024423 11/10/94 0.0000 LAHF 950 BED INPATIE 06/30/97 0.0000 1,000,000.00 1,000,000.00 0.00 0,00 1,000,000.00 1,000,000.00 0.00 00024424 11/10/94 LAHF-MASTER PLAN PHA 06/30/97 0.0000 MLKH-TRAUMA SHELL 8 06/30/97 1,000,000.00 1,000,000.00 ' 0.00 1,000,000.00 0.00 0.00 00024663 12/13/94 0.0000 LAHF7950 BED INPATIE 06/30/97 1,000,000.00 3,369,000.00 1,000,000.00 3,369,000.00 0.00 0.00 1,000,000.00 0.00 00024665 12/13/94 00024666 12/13/94 0.0000 LAHF-MASTER PLAN PHA 06/30/97 0.0000 LAHF-SAN FERNANDO 200,000.00 200,000.00 0.00- 3,369,000.00 200,000.00 0.00 0.00 00024752 12/23/94 HE 06/30/97 0.0000 LAHF-LAND ACOUISITIO 06/30/97 100,000.00 -100,000.00 0.00 100,000.00 0.00 00024753 12/23/94 0.0000 LAHF-950 BED INPATIE 06/30/97 9,900,000.00 3,000,000.00 9,900,000.00 3,000,000.00 0.00 9,900,000.00 0.00 00024754 12/23/94 00024756 12/23/94 0.0000 LAHF-CENTRAL PLANT 06/30/97 0.0000 50,000.00 50,000.00 0.00 0.00 3,000,000.00 50,000.00 0.00 00024757 12/23/94 LAHF-MASTER PLAN PHA 06/30/97 0.0000 LAHF-POMONA HEALTH C 06/30/97 500,000.00 500,000.00 i 0.00 500,000.00 0.00 0.00 00025202 02/15/95 0.0000 LACCAL BANS 06/30/97 50,000.00 10,000,000.00 50,000.00 10,000,000.00 0.00 50,000.00 0.00 00025222 02/21/95 00025224 02/21/95 0.0000 LAHF-LAC+USC REPLACE 06/30/97 0.0000 3,000,000.00 3,000,000.00 0.00 0.00 10,000,000.00 3,000,000.00 0.00 0.00 00025225 02/21/95 LAHF-LAC+USC POWER P 06/30/97 0.0000 LAHF-HARBOR AMBULATO 06/30/97 300,000.00 300,000.00 300,000.00 300,000.00 0.00 300,000.00 0.00 00025226 02/21/95 00025227 02/21/95 0.0000-LAHF-HARBOR-CENTRAL -06/30/97 0.0000 1,500,000.00_ . 1,500,000.00 0.00 0.00 ' 300,000.00 11500,000.00 0.00 0.00 00025842 04/26/95 LAHF-RANCHO AMBULATO 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/97 75,000.00 5,000,000.00 75,000.00 5,000,000.00 0.00 75,000.00 0.00 O.Od 5,000,000.00 0.00 F, 4'� LOS ANGELES COUNTY IREASURFR TREASURER POSITION COMPARED 10 MARKFI VALUE AS OF 11/30/96 FUND: NIRO - PSI NON TRADING ATTACHMENT X SECPURCHASE FACE MATURITY ID DATE RATE SFF.URIIY DESCRIPTION DATE ........ ........ 00025844 04/26/95 00025845 04/26/95 00025846 04/26/95 00025847 04/26/95 00025849 04/26/95 00026021 05/09/95 00026167 05/17/95 00026168 05/17/95 00026195 05/19/95 00026197 05/19/95 00026198 05/19/95 00026199 05/19/95 00026359 06/05/95 00026361 06/05/95 00026362 06/05/95 00026363 06/05/95 00026364 06/05/95 00026365 06/05/95 00026366 06/05/95 00026367 06/05/95 00026368 06/05/95 00026369 06/05/95 00026373 06/05/95 00026374 06/05/95 00026375 06/05/95 00026574 06/23/95 00027101 08/10/95 00027383 09/21/95 00027432 09/27/95 00027433 09/27/95 00027434 09/27/95 00628158 12/05/95 00028160 12/05/95 00028768 01/25/96 00028770 01/25/96 00029416 04/05/96 00029417 04/05/96 00029419 04/05/96 00029449 04/09/96 00030241 06/26/96 00030284 06/28/96 ....... .................... ........ 0.0000 LAHFAARBOR AMBULATO 06/30/97 0.0000 LAIIF-HARBOR CENTRAL 06/30/97 0.0000 LAHF-RANCHO MASTER P 06/30/97 0.0000 LAHF-OLIVE VIEW PERT 06/30/97 0.0000 LAHF-EL MONTE EXPANS 06/30/97 0.0000 LAHF-RANCHO AMBULATO 06/30/97 0.0000 LAHF-HARBOR CENTRAL 06/30/97 0.0000 LAHF•POMONA EXPANSIO 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/97 0.0000 LAHF-HARBOR AMBULATO 06/30/97 0.0000 LAHF-RANCHO AMBULATO 06/30/97 0.0000 LAIIF-RANCHO MASTER P 06/30/97 0.0000 LAHF -LAC + USC REP. 06/30/97 0.0000 LAHF -LAC+USC CENTRA 06/30/97 0.0000 LAHF •LAC+USC POWER 06/30/97 0.0000 LAHF -HARBOR AMBULAT 06/30/97 0.0000 LAHF RANCHO ESPLAN 06/30/97 0.0000 LAHF - RANCHO HOSPIT 06/30/97 0.0000 LAHF RANCHO 200 BE 06/30/97 0.0000 LAHF -RANCHO AMBULAT 06/30/97 0.0000 LAHF RANCHO MASTER 06/30/97 0.0000 LAHF OLIVE VIEW PE 06/30/97 0.0000 LAHF EL MONTE EXPA 06/30/97 0.0000 LAHF POMONA EXPANS 06/30/97 0.0000 LAHF -SAN FERNANDO R 06/30/97 0.0000 LACCAL BANS 06/30/97 0.0000 LAHF-LAC+USC REPLCMN 06/30/97 0.0000 LACCAL BANS 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/97 0.0000 LAHF-ALHAMBRA MODERN 06/30/97 0.0000 MLKH-SHELL AND CORE 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/97 0.0000 LAHF-RANCHO AMBULATO 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/97 0.0000 LAHF-LAC+USC CENTRAL 06/30/97 0.0000 MLK-SHELL AND CORE P 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/07 0.0000 LAHF-ALHAMBRA MODERN 06/30/97 0.0000LACCAL BANS 06/30/97 0.0000 LAHF-LAC+USC REPLACE 06/30/97 0.0000 LAHF-ALHAMBRA HEALTH 06/30/97 Page: 6 PRINCIPAL PURCHASED MARKET ACCRUED PAR. COST ---- ----- ------------- INTEREST VALUE INTEREST 250,000.00 -250,000.00 0.00 --------------- 250,000.00 ------------- 0.00 250,000.00 250,000.00 0.00 250,000.00 0.00 100,000.00 100,000.00 0.00 100,000.00 0.00 250,000.00 250,000.00 0.00 250,000.00 0.00 250,000.00 250,000.00 0.00 250,000.00 0.00 750,000.00 750,000.00 0.00 750,000.00 0.00 300,000.00 300,000.00 0.00 300,000.00 0.00 50,000.00 50,000.00 0.00 50,000.00 0:00 3,000,000.00 3,000,000.00 0.00 3,000,000.00 0.00 300,000.00 300,000.00 0.00 300,000.00 0.00 300,000.00 300,000.00 0.00 300,000.00 0.00 200,000.00 200,000.00 0.00 200,000.00 0.00 8,063,572.00 8,063,572.00 0.00 8.063,572.00 0.00 335,206.00 335,206.00 0.00 335,206.00 0.00 234,703.00 234,703.00 0.00. 234,703.00 0.00 2,658,166.00 2,658,166.00 0.00 2,658,166.00 0.00 319,363.00 319,363.00 0.00 319,363.00 0.00, 346,475.00 346,475.00 0.00 346,475.00 0.00 1,626,509.00 1,626,509.00 0.00 1,626,509.00 0.00 583,734.00 583,734.00 0.00 583,734.00 0.00 1,791,593.00 1,791,593.00 0.00 1,791,593.00 0.00 788,100.00 788,100.00 0.00 788,100.00 0.00 301,818.00 301,818.00 0.00 301,818.00 0.00 671,224.00 671,224.00 0.00 671,224.00 0.00 283,804.00 283,804.00 0.00 283,804.00 0.00 10,000,000.00 10,000.000.00 0.00 10,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 2,000,000.00 0.00 10,000,000.00 10,000,000.00 0.00 10,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 2,000,000.00 0.00 15,000.00 15,000.00 0.00 15,000.00 0.00 200,000.00 200,000.00 0.00 200,000.00 0.00 2,000,000.00 2,000,000.00 0.00 2,000,000.00 0.00 500,000.00 500,000.00 0.00 500,000.00 0.00 2,000,000.00 2,000,000.00 T 0.00 2,000,000.00 0.00 100,000.00 100,000.00 0.00 100,000.00 0.00 100,000.00 100,000.00 0.00 100,000.00 0.00 4,000,000.00 4,000-000.00 0.00 4,000,000.00 0.00 20,000.00 20:000.00 0.00 20,000.00 0.00 15,000,000.00 15,000,000.00 0.00 15,000,000.00 0.00 1,000,009.00 1,000,000.00 0.00 1,000,000.00 0.00 1,600.00 1,600.00 0.00 1,606.00 0.00 0 i IDS (.(IIINIY IPFACUPFR I FIT ACIIRF R I (IS I I I(IN ( IIMPAPF 0 11) MARkf I VAI IIF AS 01 1 1 / 1(I/% Page: 7 FUND: NIRD PSI WIN IRADINI. AI IACIIME NI X D o SEC. PURCHASE IACE MATURITY ID DATE RATE SEclip IIY DFSCR IPII(IN DAZE PRINCIPAL PURCHASED MARKET ACCRUED ........ ........ _ PAR COST. ............... INTEREST VALUE 00031440 10/11/96 0.0000 LACCAL BANS 06/30/97 _ _ _____ ___ 10,000,000.00 10,000,000.00 .INTEREST 0.00 10,000,000.00 0.00 o BNOI - BANK NOTE 210,096,181.48 210,096,181.48 0.00 210096181.48 , , 0.00 00031151 09/11/96 5.6200 BANK OF AMERICA NIBS 01/09/97 00031493 10/21/96 5.3600 BANK OF AMERICA NTBS 01/22/97 00031684 11/08/96 5.3600 NACHOVIA BK N.C. BAN 01/09/97 00031691 11/08/96 5.3600 NACHOVIA BANK N.0 BA 01/06/97 COP1-•- CERTIFICATE -OF-PARTICIPATION 00018535 06/02/93 7.2900 LACCAL MARINA DEL RE 08/01/07 00031659 08/01/95 7.2900 LACCAL MARINA DEL RE 08/01/07 00027086 08/09/95 7.2900 LACCAL MARINA DEL RE 08/01/07 00027122 08/14/95 7.2900 LACCAL MARINA DEL RE 08/01/07 00027232 08/31/95 7.2900 LACCAL MARINA DEL RE 08/01/07 00027316 09/12/95 7.2900 LACCAL MARINA DEL RE 08/01/07 00030774 08/O V96 7.2900 LACCAL MARINA DEL RE 08/01/07 00030842 08/09/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00030883 08/14/96 7-2900 LACCAL MARINA DEL RE 08/01/07 00031009 08/29/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031094 09/06/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031150 09/11/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031177 09/12/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031281 09/27/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031424 10/10/96 7.2900 LACCAL MARINA DEL RE 08/01/07, 00031457 10/15/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031587 10/30/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031707 11/12/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031730 11/14/96 7.2900 LACCAL MARINA DEL RE 08/01/07 00031832 11/27/96 7.2900 LACCAL MARINA DEL RE 08/01/07 CPD - COMMERCIAL PAPER - DISCOUNT 00031320 10/02/96 0.0000 ABN AMRO N.A. FINANC 04/01/97 00031419 10/10/96 0.0000 CORPORATE ASSET FUND 01/06/97 00031426 10/11/96 0.0000 DRESDNER US FINANCE;-01/08/97 00031507 10/22/96 0.0000 METLIFE FUNDING, INC 01/13/97 30,000,000.00 25,000,000.00 30,000,000.00 25,000,000.00 0.00 30,004,230.00 379,350.00 25,000,000.00 24,999,731.65 0.00 0.00 24,996,925.00 24,997,750.00 152,611.10 85,611.10 37,000,000.00 37,000,000.00 0.00 36 997 780.00 126,704.43 117,000,000.00 116,999,731.65 0.00 116,996,685.00 744 276.63 27,291,583.30 270.28 27,291,583.30 0.00 27,291,583.30 663,185.47 88,955.04 270.28 88,955.04 0.00 0.00 270.28 88,955.04 6.57 2,161.61 2.257.26 8,215.54 2,257.26 8,215.54 0.00 0.00 2,257.26 54.85 420,119.95 420,319.95 0.00 8,21S.54 420,319.95 199.64 10,213.77 313.55 85,3.17.65 313.55 85,317.65. 0..00 0.00 313.55 85,317.65 7.62 1,935.00 7,088.01 8,575.14 7,088.01 8;575.14 0.00 0.00 71088.01 153.58 10,097.21 10,097.21 0.00 8,575.14 10,097.21 159.75 173.80 102,889.26 29,850.41 102,889.26 29,850.41 0.00 102,889.26 1,666.81 828.88 828.88 0.00 0.00 29,850.41 828.88 477.53 398,006.33 398,006.33 0.00 398,006.33 10.74 4,110.41 6,380.90 4,552.70 6,380.90 4,552.70 0.00 0.00 . 6,380.90 59.44 44 59.2858 102,057.69 102057.69 0.00 4;552.70 102.057.69 392.67 31,362.87 3,747.33 31:362.87 3,747.33 0.00 31,362.87 107.97 0.00 3,747.33 •0.00 28,602,669.30 ------ 28,602,669.30 ------ 0.00 2§,602,669.30 685,105.81 10,000,000.00 25,000.000.00 9,817,491.67 24,860,138.89 0.00 9,813,791.67 0.00 25,000,000.00 24,860,138.89 0.00 0.00 24,848,611.11 24,848,611.11 0.00 20,000,000.00 19,873,150.00 0.00 19,863,750.00 0.00 0.00 I OS ANI.I I I S C111141 v I PI ACLIPI P FRI ASORI P 11IS11104 I IIMVAP(11 111 NARKf 1 VAI 1%1 AS Of II/So/96 FUND; NIRU PSI NI14 IRADINI; AIIACHMfNI X SEC. PURCHASE FACE MAIURIIY ID DATE RATE SECUR IIY DE SCR11,11ON DATE PAR ....... .. ........ ............. 00031789 11/22/96 0.0000 DEUTSCHE BK FIN SVCS 12/06/96 38,000,000.DO 00031790 ,11/22/96 0.0000 MERRILL LYNCH & CO C 12/11/96 50,000,000.00 00031793 11/22/96 0.0000 MERRILL LYNCH R CO C 12/12/96 50,000,000.00 00031802 11/25/96 0.0000 SMITH BARNEY INC CP 12/17/96 50,000,000.00 00031803 11/25/96 0.0000 SMITH BARNEY INC CP 01/03/97 25,000,000.00 00031809 11/26/96 0.0000 MORGAN STANLEY GROUP 12/03/96 50:000,000.00 00031813 11/26/96 0.0000 SMITH BARNEY INC CP 01/13/97 25,000,000.00 00031817 11/26/96 0.0000 BEAR STEARNS COMPANI 12/18/96 50,000,000.00 00031824 1.1/26/96 0.0000 MCRGAN STANLEY GROUP 12/03/96 45,847,000.00 00031830 11/27/96 0.0000 PRUDENTIAL FUNDING C 12/02/96 50,000,000.00 CPFR - COMMERCIAL PAPER FLOATING RATE 00031322 10/02/96 5.5600 BANKERS TRUST NY FLT 01/02/97 CPI - COMMERCIAL PAPER - INT. BEAR. --------------------------=---=- 00031439 10/11/96 5.3300 G.E. CAPITAL SERVICE 01/06/97 00031530 10/24/96 5.3100 FORD MOTOR CREDIT CO 01/22/97 00031763 11/19/96 5.2700 PRUDENTIAL FUNDING C 12/02/96 00031774 11/20/96 5.3100 G.E. CAPITAL SERVICE 01/14/97 00031792 11/22/96 5.2600 FORD MOTOR CREDIT CO 12/13/96 00031826 11/27/96 5.3800 ASSOCIATES CORP OF N 12/02/96 00031827 11/27/96 5.3800 ASSOCIATES CORP OF N 12/02/96 00031831 11/27/96 5.4000 ASSOCIATES CORP OF N 12/02/96 FFCB - FED FARM CREDIT BANK -------------------------------= 00030807 08/06/96 5.5600 FFCB 00030827 08/08/96 5.5600 FFCB 00031056 09/04/96 5.5600 FFCB 513,847,000.00 Page: 8 PRINCIPAL PURCHASED MARKET ACCRUED COST INTEREST VALUE INTEREST 37,972,186.11 0.00 37 959 730.56 0.00 49,926,666.67 0.00 49,909,166.67 0.00 49,919,333.34 0.00 - 49,901,597.22 0.00 49,882,666.67 0.00 49,863,750.00 0.00 24,877,854.16 0.00 24,867,534.72 0.00 49,985,194.45 0.00 49,969,722.22 0.00 24,840,840.27 0.00 24,829,687.50 0.00 49,875,333.34 0.00 49,856,180.56 0.00 45,833,424.19 0.00 45,819,237.09 0.00 49,992,500.00 -------------------------- 0.00 49,977,291.67 0.00 512,516,918.65 0.00 -----•--------- --........... 512,328,662.10 0.00 25,000,000.00 -- 25,000,000.00 - -------------- -. -.0.00 24,987,500.00 226,368.07 25,000,000.00 25,00-0,000.00 0.00 --------------- 24,987,500.00 226,368.07 23,000,000.00 23,000,000.00 0.00 23,000,000.00 174,990.49 25,000,000.00 25,000,000.00 0.00 25,000,000.00 140,914.83 9,000,000.00 9,000,000.00 0.00 9,000,000.00 15,837.82 25,000,000.00 25,000,000.00 0.00 25,000,000.00 40,628.43 50,000,000.00 50,000,000.00 0.00 50,000,000.00 65,836.60 50,000,000.00 50,000,000.00 0.00 50,000,000.00 29,906.75 50,000,000.00 50,000,000.00 0.00 50,000,000.00 29,906.75 50,000,000.00 50,000,000.00 0.00 50,000,000.00 30,018.00 282,000,000.00 282,000,000.00 0.00 282,000,000.00 528,039.67 01/02/97 5.355,000.00 01/02/97 5,300,000.00 5,355,000.00 5,300,000.00 I 28,946.75 30,286.56 5,355,214.20 5,300,212.00 124,057.50 122,763.34 01/02/97 15,480,000.00 ............... ............... 15,478,065.00 ............. 150,620.40 ............... 15,480,000.00 358,620.01 26,135,000.00 26,133,065.00 209,853.71 ............. 26,135,426.20 605,460.85 •. • LDS ANGELFS F(R1NTY TRFASURFR TRFASURF.R POSITION COMPARED TO MARKET VAIIIE AS OF 11/30/96 FUND: NTRD • PSI NON TRADING ATTACHMENT X Page: 9 SEC PURCHASE FACE MATURITY PRINCIPAL PURCHASED ID DATE RATE SECURITY DESCRIPTION. DATE PAR MARKET ACCRUED COST ••••... ........ INTEREST VALUE ............... INTEREST FF.RO FHLB PERIODIC CAPPED FRN "'""-"' 00021541 02/09/94 5.6500 FHLB PERIODIC CAPPED 02/09/99 25,000,000.00 25,000,000.0o 0.00 24,825;000.00 86,319.44 00022477 09/30/94 6.1840 FHLB CAPPED FRN FROM 04/18/97 50,000 000.00 50 000 000 00 FHFR - FHLB FLOATING RATE NOTE 00015676 12/15/92 5.8380 FHLB FLOATER 00021748 02/10/94 4.8640 FHLB FRN FHLD - FED HOME LOAN BANK DISC NOTE 00031443 10/11/96 0.0000 FHLB DIN 00031467 10/17/96 0.0000 FHLB DIN 00031525 10/24/96 0.0000 FHLB DIN 00031528 10/24/96 0.0000 FHLB DIN 0.00 50,125,000.00 377,911.11 ----------------- ----------- - --------------- - - - - -- 75,000,000.00 75,000,000.00 0.00 74,950,000.00 ------464- 12/15/97 50,000,000.00 49,956,412.92 0.00 5.0,125,000.00 624,341:67 02/10/97 10,000,000.00 10,000,000.00 0.00 9,978,130.00 28,373.33 -- ------- ------------- ---------- 60,000,000.00 59,956,412.92 0.00 60,103,130.00 652-715.00 01/09/97 01/16/97 01/23/97 01/23/97 FMTN - FLOATING RATE MED TERM NOTE SEMI 00023297 06/27/94 5.3400 TOYOTA MOTOR CREDIT 06/13/97 FNFO - FNMA FLOATING RATE QUARTERLY 00023312 06/27/94 5.3400 FNMA FRN FNMD FNMA DISCOUNT NOTES 00030766 08/01/96 0.0000 FNMA DIN 00030841 08/09/96 0.0000 FNMA DIN 00031291 10/01/96 0.0000 FNMA DIN 00031432 10/11/96 0.0000 FNMA DIN 00031442 10/11/96 0.0000 FNMA DIN 00031462 10/16/96 0.0000 FNMA DIN 00031491- 10%18/9G 0.0000 FNMA D/N 30,000,000.00 14,000.000.00 29830,025.00 13,906,351.67 0.00 29,820,000.00 0.00 25,000,000.00 24,807,506.95 0.00 0.00 13,902,000.00 24,800.000.00 0.00 0.00 25.000,000.00 24.807,506.95 -------------------------- 0.00 24,798,250.00 0.00 . 94,000,000.00 93,351,390.57 0.00 93 320 250.00 0.00 20,000,000.00 --------------- 19,996,916.-08 ------------- 36,745.21 19,971,600:00 512,622.92 20,000,000.00 19,996,916.08 36,745.21 19,971,600.00 512,622.92 05/25/99 20,000,000.00 19,986,271.05 80,810.96 19,943,760.00 17,508.20 . ------------- -- -------- 20,000,000.00 19,986,271.05 80,810.96 19,943,760.00 17,508.20 01/06/97 25,000,000.00 24,865,000.00 02/13/97 15,715,000.00 15,545,408.96 12/03/96 25,920,000.00 25,912,526.40 01/17/97 38,310,000.00 38,048,417.19 61/13/97 45,000,000.00 44,718,887.50 01/16197__-20,000,000.00_ 19,866,344.45.,. 01/23/97 10,000,000.00 9,923,150.00 0.00 24,862,500.00 0.00 0.00 15,542,135.00 0.00 0.00 25,904,448.00 0.00 0.00 38,037,999.00 0.00 0.00 44,707,500.00 0.00 ,0.00- 19,860,000.00= 0.00 0.00 9,920,000.00 0.00 is LOS ANGFLFS COUNIY IR(AtURfp TREASURER POSIIION (OMPAAF(t 10 MAW I VAItIF AS Of 11/3n/96 FUND: LAIRD PSI NON IRAOIN(- AIIACHMf.NI X SEC PURCHASE ID DATE ........ 00031513 10/22/96 00031553 10/25/96 00031559 10/28/96 00031560 10/28/96 00031561 10/28/96 00031567 10/29/96 00031571 10/29/96 00031647 11/05/96 00031649 11/06/96 00031672 11/07/96 00031762 11/19/96 00031807 11/25/96 00031825 11/27/96 FACE RATE SfClIRIIy DfSCRIPIION .... .. ... ..... ... 0.0000 FNMA D/N 0.0000 FNMA 0/N 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N . 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N 0.0000 FNMA D/N HLMD - FHLMC DISC NOTE. 00031458 10/16/96 0.0000 FHLMC D/N 00031468 10/17/96 0.0000 FHLMC D/N 00031489 10/18/96 0.0000 FHLMC D/N 00031526 10/24/96 0.0000 FHLMC D/N 00031550 10/25/96 0.0000 FHLMC D/N 00031551 10/25/96 0.0000 FHLMC D/N 00031563.10/28/96 0.0000 FHLMC D/N 00031572 10/29/96 0.0000 FHLMC D/N 00031580 10/29/96 0:0000 FHLMC D/N 00031581 10/29/96 0.0000 FHLMC D/N 00031606 11/01/96 0.0000 FHLMC D/N 00031607 11/01/96 0.0000 FHLMC D/N 00031636 11/05/96 0.0000 FHLMC D/N 00031648 11/06/96 0.0000 FHLMC D/N 00031662 11/07/96 0.0000 FHLMC D/N 00031665 11/07/96 0.0000 FHLMC D/N 00031677 11/07/96 0.0000 FHLMC D/N 00031679 11/07/96 0.0000 FHLMC D/N 00031693 11/08/96 0.0000 FHLMC D/N 00031719 11/13/96 0.0000 FHLMC D/N 00031749 11/19/96 0.0000 FHLMC D/N 00031753 11/19/96 0.0000 FHLMC D/N 00031761 11/19/96 0.0000 FHLMC D/N 00031775 11/20/96 0.0000 FHLMC D/N Page: 10 MAIURIIr PRINCIPAL PURCHASED MARKET ACCRUED DATE PAR • COST ............... INTEREST VALUE INTEREST 02/21/97 37,310,000.00 ............. 36,865,534.26. 0.00 .............. 36,854818.00 - 0.00 01/28/97 40,000,000.00 39,662,633.34 0.00 39,652,000.00 0.00 01/29/97 25,000,000.00 24,785,715.28 0.00 24,777,500.00 0.00 01/28/97 25,000,000.00 24,789,347.22 0.00 24,782,500.00 0.00 01/28/97 25,000,000.00 24,789,347.22 0.00 24,782,500.00 0.00 01/28/97 25,000,000.00 24,788,944.44 0.00 24,782.500.00 0.00 01/31/97 25,000,000.00 24,778,451.39 0.00 24,770;000.00 0.00 01/16/97 27,000,000.00 26,819,910.00 0.00 26,811:000.00 0.00 02/04/97 21,140,000.00 20,940,755.50 0.00 20,934,942.00 0.00 02/07/97 25,745,000.00 25,491,154.30 0.00 25,482,401.00 0.00 02/18/97 28,725,000.00 28,396,270:30 0.00 28,386,045.00 0.00 01/24/97 25,000,000.00 24.804,625.00 0.00 24,797,500.00 0.00 12/23/96 20,000.000.00 --------------- 19,935,833.34 -----------'--- •------------ 0.00 19,930,000.00 0.00 529,865,000.00 -525,728,256.09 0.00 ---------------------------- 525,578,288.00 0.00 01/16/97 15,000,000.00 14,899,662.50 0.00 14,895,000.00 0.00 01/06/97 25,000,000.00 24,869,250.00 0.00 24,862,500.00 0.00 01/07/97 11,000,000.00 10,940,985.00 0.00 10,937;300.00 0.00 02/21/97 30,000,000.00 29,642,275.00 0.00 29,634:000.00 0.00 01/23/97 10,000,000.00 9,922,929.17 0.00 9,920,000:00 0.00 01/27/97 45,000,000.00 44,627,006.25 0.00 44,613,000.00 0.00 01/28/97 37,000,000.00 36,688,233.89 0.00 36,678,100.00 0.00 02/28/97 32,000,000.00 31,585,853.33 0.00 31,577,600.00 0.00 01/29/97 27,000,000.00 26,768,572.50 0.00 26,759,700.00 0.00 01/29/97 27,000,000.00 26,768,572.50 0.00 26,759,700.00. 0.00 03/03/97 7,000,000.00 6,906,709.44 0.00 6,904,800.00 0.00 03/03/97 26,000,000.00 25,653,824.44 0.00 25,646,400.00 0.00 02/03/97 12,000,000.00 11,888,640.00 0.00 11,884,800.00 0.00 02/04/97 19,975,000.06 19,786,735.63 0.00 19,781,242.50 0.00 02/06/97 50,000,000.00 49,514,250.00 0.00 49,500,000.00 0.00 02/06/97 25,000,000.00 24,757,125.00 . 0.00 24,750,000.00 0.00 02/07/97 25,000,000.00 24,753,500.00 1 0.00 24,745,000.00 0.00 02/06/97 25,000,000.00 24,757,125.00 0.00 .24.750,000.00 0.00 02/10/97 24,125,000.00 23,876,633.13 0.00 23,869,275.00 0.00 02/06/97 9,400,000.00 9,308,679.00 0.00 9,305,342.00 0.00 02/14/97 25,000,000.00 24,727,864.59 0.00 24,720,000.00 0.00 01/07/.97 25,000,000.00 24,865,618.05 0.00 24,857,500.00 0.00 02/19/97 35,000,000.00 34,594,000.00 0.00 34,583,500.00 0.00 02/19/97 19,478,000.00 19,252,055.20 0.00 19,246,211.80 0.00 • LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MARKET VAIUE AS OF 11/30/96 FUND: LAIRD • PSI NON TRADING ATTACHMENT R. SEC PURCHASE FACE ID DATE, RATE ....... SECURITY DESCRIPTION MATURITY DATE 00031779 00031815 11/21/96 11/26/96 0.0000 FHLMC D/N 01/17/97 00031818 11/26/96 0.0000 0.0000 FHLMC D/N FHLMC D/N 01/97 Oi/2121 /97 HLPC • FHLMC PARTICIPATION CERTIFICATES 00005058 01/09/79 9.2500 FHLMC 9.250 16061 12/01/08 NOTE - U.S. TREASURY NOTES 00020387 10/13/93 4.7500 USTN 4.75 00020389 10/13/93 4.7500 Lim 4.75 00020390 10/13/93 '4.7500 USTN 4.75 00020438 10/18/93 4.7500 USTN 4.75 00020439 10/18/93 4.7500 USTN 4.75 00021771 02/15/94 4.7500 USTN 00021772 02/15/94 4.7500 USTN 00021783 02/15/94 4.7500 USTN 00021784 02/15/94 4.7500 USTN 00021785 02/15/94 4.7500 USTN 00021835 02/15/94 4.7500 USTN 4.75 00021963 02/18/94 4.7500 USTN 4.75 00021964 02/18/94 4.7500 USTN 4.75 00021984 02/22/94 4.7500 USTN 4.75 00021989 02/22/94 4.7500 USTN 4.75 00022004 02/28/94 5.5000 USTN 5.50 00022005 02/28/94 5.5000 USTN 5.50 00022076 02/28/94 5.5000 USTN 5.50 00022120 03/02/94 4.7500 USTN 4.75 00023640 08/01/94 6.8750 USTN 6.875 00024682 01/03/95 7.5000 USTN 00025156 02/08/95 7.5000 USTN 7.5 00025157 02/15/95 7.2500 USTN 7.25 00025237 02/28/95 6.8750 USTN 6.875 00025565 03/31/95 6.6250 USTN 6.625 - - - 00025832=05/01/95-6:5000-USTN Plage:. I I PRINCIPAL PURCHASED MARKET COST INTEREST ACCRUED PAR VALUE INTEREST 25,000,000.00 24,829,625.00 - 50,000,000.00 49,631,312.50 0.00 49,615, 00 000.00 00.00 0.00 0. 17,000,000.00 16,874,405.41 0.00 16,,0.00 ,869,100... 0.00 678, 978, 00.0.. 00_672.,.691_,.442-..53 ---0.00 6.72,_487_,ST-1_.30 0.00- _ 3,943,069.81 3,942,080.57 334,840.09 4,207,996,78 30,394.50 -------- 3,943,069.81 3,942,080.57 334,840.09 4#207,996.78 - _ 30,394.50 09/30/98 09/30/98 25,000,000.00 25,000,000.00 25,055;411.44 25,059:009.58 42,410.7.1 42,410.71 24,648,450.00 202,266.48 09/30/98 09/30/98 25,000,000.00 50,000,000.00 25,059,009.58 50,150,096.79 42,410.71 24,648,450.00 24,648,450.00 202,266.48 202.266.48 09/30/98 02/15/97 25,000,000.00 15,000,000.00 25,072,161.92. 117,445.05 58,722.53 49,296,900.00 24,648,450.00 404,532.95 202,266.48' 02/15/97 02/15/97 10,000000.00 , 15,000,000.00 15,003,744.53 10,002,496.35 0.00 0.00 14,967,195.00 9,978130.00 209,103.26 139,402.17 02/15/97 02/15/97 25.000,000.00 10,000,000.00 15,003,744.53 25,005,530.11 0.00 0.00 14,967:195.00 24,945,325.00 209,103.26 348,505.42 02/15/97 02/15/97 25,000,000.00 15,000,000.00 10,002,496.35 24,996,047.45 0.00 24,945,325.00 348,505.42 02/15/97 02/15/97 15,000,000.00 14,997,311.01 14,997,311.01 5,904.70 5,904.70 14,967,195.00 14,967,195.00 209,103.26 02/15/97 15,000,000.00 10,000,000.00 14,996,810.43 9,997,873.62 13,777.62 9,185.08 14,967,195.00 209,103.26 209,103.26 02/28/99 02/28%99 15,000,000.00 25,000,000.00 15,014,532.09 25,019,398.55 0.00 9,978130.00 14,957:820.00 139,402.17 209,668.52 O2/28/99 02/15/97 10,000,000.00 25,000,000.00 10,007,759.42 0.00 0.00 24,929,700.00 9,971,880.00 349,447.52 139,779.01 07/31/99 12/31/96 10,000,000.00 24,982,835.63 9,992,224.00 49,205 .80 1 0.00 24,945,325.00 10,290,630.00 348,505.42 01/31/97 25,000,000.00 25;000,000.00 24,998,032.28 25,013,347.71 000 25,046,875.00 229,789.40 784,646.75 02/15/98 02/28/97 15,000,000.00 25,000,000.00 14,985,997.45 411.436*46 0.00 25.085,950.00 15,300,000.00 626,698.38 319,157.61 03/31/97 . 04/30/97- 25,000,000.00 25,000,000.00 24,992,725.38 24,993,,908._17_. _-_ 24,999,075.34 0.00 25,093,750.00 00 436,809.40 0.00 '25,117,200.00 1282,108.53 39,157.45 0 .F LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED 10 MARKET VAIIIF AS OF 11/30/96 Page: 12 FUND:. NTRD - PSI NON-IRAOING ATTACHMENT X SEC PURCHASE FACE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED ID DATE RATE SECURITY DESCRIPTION DATE PAR COST . ....... INTEREST VALUE INTEREST ------- 00026933 07/18/95 5.6250 USTN 5.625 06/30/97 25,000,000.00 24,982,660.19 68,783.97 25,046,875.00 588,485.05 00027010 07/31/95 5.8750 USTN 5.875 07/31/97 25,000,000.00 24,996,120.47 0.00 25,085,950.00 490,913.72 00027134 08/16/95 5.8750 USTN 07/31/97 25-,000,000.00 24,961,246.15 63,858.70 25,085,950.00 490,913.72 ----•-------- - --------------- ------------- 605,000,000.00 605,338,917.53 561,456.74 603,618,995.00 6,810,413.00 PN PROMISSORY NOTE 00024486 11./21/94 5.5800 PASADENA GLEN CSD: P 09/01/09 28,600.00 28,600.00 0.00 28,600.00 396.79 ----- ------------- --------------- ------------- 28,600.00 28,600.00 0.00 28 600.00 396.79 SLFO . SLMA FLOATING RATE QUARTERLY 00023311 06/27/94 5.3700 SLMA FRN 02/08/99 20,000,000.00 20,000,000.00 123,775.34 . 19,990,000.00 67,546.45 00023354 06/29/94 5.3300 SLMA FRN 11/24/97 20,000,000.00 19,994,359.49 87,989.04 19,981,260.00 20,387.98 --------------- ---------------------- SLFR - SLMA FLOATING RATE NOTE 40,000,000.00 39,994,359.49 211,764.38 39,971,260.00 87,934.43 00030799 08/08/,96 5.3000 SLMA FLOATING RATE N 02/13/97 25,000,000.00 25,000,000.00 0.00 24,992,200.00 419,330.60 00030800 08/08/96 5.3000 SLMA FLOATING RATE N 02/13/97 50,000,000.00 50,000,000.00 -- - --0.00 49,984,400.00 838,661.20 ----------------- 75,000,000.00 75,000,000.00 0.00 74,976,600.00 1,257,991.80 SUFN - FHLMC STEP UP FLOATING RATE NOTE 00021408 06/27/94 4.8200 FHLB STEP-UP FROM LE 01/27/97 25,000,000.00 25,000,000.00 0.00 24 984 375.00 415 055.56 --------------- ------------- 25,000,000.00 25 000 000.00 0.00 24 984 375.00 415 055.56 TVDN - TENNESSE VALLEY DEBENTURE NOTE 00021142 12/28/93 6.0000 TVA DEBENTURE NOTE 01/15/97 6,667,000.00 6,675,289.80 18a,120.17 6,669,086.77 151,118.67 00021485 01/20/94 6.0000 TVA DEBENTURE NOTE 01/15/97 5,000,000.00 5,006,412.55 4,166.67 5,001,565.00 113,333.34 00021703 02/01/94 6.0000 TVA DEBENTURE NOTE 01/15/97 _ 5,150,000.00 5,156,745.50 13,733.33 5,151,611.95 116,733.34 --- ---------- ------------- - YANK - YANKEE COS 16,817,000.00 16,838,447.85 199,020.17 16,822,263.72 381,185.35 00030064 06/05/96 5.5500 DRESDNER UK AG NY CD 12/05/96 25,000,000.00 25,000,027.02 •0.00 24,999,754.43 689,895.83 9 0 IA41,1 I I S E(IUNIY IPf AC11Rf G IRIAiJlPfR (()SIIION (IIMVARID 10 MAP 1I I VAI(it AS 01 11/311/96 FUND: NIRO • PSI NUN IRAOING AIIA('HMFNI x Page: 13 SEC. PURCHASE FACE MATURITY ID PRINCIPAL PURCHASED MARKET ACCRUED DATE RATE SECURITY DESCRIPTION DATE PAR COST ......•• . INTEREST VALUE INTEREST 00030764 08/01/96 5.6900 DEUTSCHE BK ac NY CD 02/03/97 17,500,000.00 17,500.302.24 0.00 17,504,016.48 337,448.61 00030795 08/05/96 5.7700 ROYAL BANK OF CANADA 12/31/96 25,000,000.00 25,006,262.65 104,180.56 25,004,107.47 577,000.00 00030970 08/26/96 5.7600 WESIDEUTSCHE LANDESB 01/15/97 23,000,000.00 23,005,142.30 154,560.00 23,005,376.19 511,520.00 00031024 08/29/96 5.5100 NAT WESTMINSTER BK P 02/24/97 25,000,000.00 24,996,211.01 26,784.72 24,998,048.16 386,465.28 00031025 08/29/96 5.5100 NAT WESTMINSTER BK v 02i24/97 25,.000.,.000...00-24.,-9-94.,486.86 - 260784--72-24;998,048-16 386;465-28 0003103'4 08-/30-/9G 5.5 000 COMMERIBANK AG NY. CO 02/28/97 25,000,000.00 24,995,688.35 7,763.89 25,007,616.31 368,784.72 00031036 08/30/96 5.5000 BANK OF NOVA SCOTIA 12/02/96 25,000,000.00 25,000,006.85 0.00 24,999,925.22 355,208.33 • 00031045 09/03/96 5.5100 NAT WESTMINSTER BK P 02/24/97 25,000,000.00 24,983,886.03 45,916.67 24,998,048.16 386,465.28 00031057 09/04/96 5.6000 BANK OF NOVA SCOTIA 12/23/96 26,000,000.00 25,999,532.48 303,333.33 26,000,056.26 659,244.46. 00031063 09/05/96 5.6500 BARCLAYS 6K PLC NY C 01/03/97 '25,000,000.00 25,000,224.94 0.00 25,002,832.65 341,354.17 00031073 09/05/96 5.5200 SOCIETE GENERALE BK 12/02/96 25,000,000.00 24,999,936.79 371,833.33 24,999;807.65 705,333.33 00031074 09/05/96 5.5200 SOCIETE GENERALE BK 12/02/06 30,000,000.00 29,999,924.15 446,200.00 29,999:769.18 846,399.99 00031146 09/11/96 5.6200 RABOBANK.NY CD 01/09/97 25,000,000.00 25,000,265.86 0.00 25,002,622.02 316:125.00 00031152 09/11/96 5.6500 BARCLAYS BK PLC NY C 01/13/97 25,000,000.00 25,000,292.92 0.00 25,003,796.08 317,812.50 00031198 09/17/96 5.5500 BANK OF NOVA SCOTIA 01/17/97 30,000,000.00 30,000,384.45 0.00 30,001,157.28 - 346,875.00 00031247 09/25/96 5.4100 DRESDNER BK AG NY CO 12/26/96 25,000,000.00 25,000,171.95 0.00 24,998,070.40 251,715.28 00031256 09/26/96 5.4000 SOCIETE GENERALE BAN 12/27/96 25,000,000.00 25,000,178.10 0.00 24,998,070.40 251,715.28 00031259 09/26/96 5.4000 BAYERISCHE LANDESBK 12/27/96 25,000,000.00 25,000.356.21 00031269 09/27/96 5.5200 SWISS BANK CORP NY C 12/19/96 25,000,000.00 25,001,647.08 30 660.00 24,997,823.38 247,500.00 00031270 09/27/96 5.4200 CAISSE NAT'L DE CR A 12/30/96 25,000,000.00 25,000;579.67 3,763.89 015. 00031274 09/27/96 5.6000 CANADIAN IMP BK OF C 01/02/97 25,000,000.0024,998,64 248,416.68 , , 25,003593.80 27,222.22 25,001,892 280,000.00 00031305 10/01/96 5.5100 BANK OF MONTREAL CHI 01/02/97 25,000,000.00 25,000,219.11 0.00 25,000,016:32 233,409.73 00031306 10/01/96 5.5000 NATIONAL WESTMINSTR 01/06/97 43,000,000.00 42,999,964.40 6,569.44 42,999:546.46 407305.55 00031307 10/01/96 5.5000 NATIONAL WESTMINSTR 01/06/97 7,000,000.00 6,999,994.21 1,069.44 6,999,926.17 66:305.55 00031313 10/02/96 5.7800 SOCIETE GENERALE BK 04/11/97 17,000,000.00 17,001,415.07 474,923.33 17,011,652.56 139,201.66 00031317 10/02/96 5.6050 ABN AMRO CHICAGO CD 03/27/97 25,000,000.00 25,002,336.66 23,354.17 25,012,987.50 256,895.83 00031321 10/02/96 5.3600 BANK OF NOVA SCOTIA 12/02/96 50,000,000.00 50o000,Ol3.76 0.00 49,999,387.15 446,666.65 00031323 10/03/96 5.5100 NATIONAL WESTMNSTR 8 01/06/97 25,000,000.00 25,000,492.86 0.00 25,000,062.08 225,756.95 00031332 10/03/96 5.5100 NAT WESTMINSTER BK P 01/06/97 15,000,000.00 15.000,739.35 000313310/03/96 50.00 .15,000,037.25 135,454.17 00031339 10/03/96 5.717100 SWISS BANK CORP. NY 00 BANK of NOVA SPOTTY 12/16/96 15.000,000.00 15,000,964.73 39,100.00 14,999,986.20 174,800.00 03/19/97 25,000,000.00 25,013,731.38 55,513.89 25,019,486.79 289,465:28 00031340 TOM/% 5.4300 DRESDNER BANK AG NY 12/27/96 25,0000000.00 25,001,325.71 26,395.83 24,998,398.61 248,875.00 00031414 10/10/96 5.6000 DEUTSCHE 8K AG NY CD 04/02/97 25,000,000.00 25,007,687.98 31,111.11 25,013,642.49 233,333.33 00031416 10/10/96 5.4100 BANOUE NAT DE PARIS 01/09/97 50,000,000.00 50,000,534.37 1 0.00. 49,994,848.62 390,722.20 00031417 10/10/96 5.5400 CAISSE NAT DE CREDIT 02/06/97 43,000,000.00 43,004,312.07 436,736.67 42,998,575.33 780,832.23 00031410 10/10/96 5.6000 CANADIAN IMP 8K OF C 01/17/97 5,000,000.00 5,001,172.99 16,333.33 5,000,538.38 56,777.78 00031433 10/11/96 5.4000 BANK OF MONTREAL CHI 01/13/97 50,000,000.00 50,000,588.94 0.00 49,993,784.24 382,500.00 00031434 10/11/96 5.4000 BANK OF NOVA SPOTTY 01/10/97 45,000,000.00 45,001,440.18 6,750.00 44,994,733.67 351,000.00 00031435 10/11/96 5.4150 CANADIAN IMP BK OF C 01/08/97 41,000,000.00 41,000,963.84 18,501.25 40,996,028.58 333,022.50 A0031436 10/11/96 5 6000=DEUTSCHE-BK.NY-CD = 04/02/97=- 35=,000,000-W 35;011;823.64- _49;000:00` 35 019;099.48 326666.65 00031451 10/15/96 5.4500 BANOUE NATL DE PARIS 01/15/97 10:000:000.00 10,000,616.49 0.00 9,999,388.19 71:152.78 I OS ANLE IF S ( DUN IT I PI AgIP( P I RF ASI)RE R PITS I I 104 I OMPARF II III MAN► F 1 VAI III AS Of 11/30/96 FUND; NIRD PSI NON TRA01141; AIIACHMENI x SEC PURCHASE FACE MAIIIRIIY ID DATE RATE SECURIIY DESCRIPTION DATE ........ ....... . ........ 00031454 10/15/96 5.4300 BANOUE NAIL DE PARIS 01/.15/97 00031455 10/15/96 5.3800 BAYERISCHE HYPO UND 01/15/97 00031554 10/25/96 5.4100 CANADIAN IMP BK OF C 01/21/97 00031573 10/29/96 5.4100 CANADIAN IMP BK OF C 01/2.1/97 00031574 10/29/96 5.4100 COMMERZBANK NY CD 02/03/97 00031579 10/29/96 5.4000 COMMERZ BANK AG NY C 01/29/97 00031639 11/05/96 5.3700 COMMERZBANK NY CD 01/06/97 00031643 11/05/96 5.3700 CAISSE NAIL DE CR AG 01/07/97 00031663 11/07/96 5.4000 SOCIETE GENERAL BK N 01/06/97 00031664 11/07/96 5.6800 RABOBANK NY CD 01/24/97 00031667 11/07/96 5.5000.MORGAN GUARANTY TRUS 01/08/97 00031670 11/07/96 5.3700 BANK OF MONTREAL CHI 01/07/97 00031671 11/07/96 5.4500 DEUTSCHE BANK AG NY 04/10/97 00031700 11/12/96 5.4100 BAYERISCHE LANDESBK 05/07/97 00031702 11/12/96 5.3700 BANK OF MONTREAL CHI 01/10/97 00031816 11/26/96 5.3800 BANK OF MONTREAL CHI 01/10/97 00031819 11/26/96 5.4100 BAYERISCHE LANDESBK 05/07/97 00031820 11/26/96 5.3800 BANK OF MONTREAL CHI 01/10/97 00031821 11/26/96 5.4100 BANOUE NAIL DE PARIS 01/02/97 FUND TOTAL Page: 14 PRINCIPAL PURCHASED MARKET ACCRUED PAR COST -•----------- INTEREST VALUE INTEREST 25,000,000.00 25,001,233.01 ------------- 0.00 --------------- 24,997,826.74 ------------- 177,229.18 20,000,000:00 20,000,246.61 0.00 19,996,973.92 140,477.78 25,000,000.00 25,000,472.60 30,055.56 24,996,886.17 169,062.50 50,000,000.00 50,002,120.82 90,166.67 49,993,772.34 338,125.00 25,000,000.00 25,001,752.42 0.00 24,996,576.78 123,979:18 25,000,000.00 25,001,212.53 0.00 24,996,415.99 123,750.00 25,000,000.00 25,000,247.71 0.00 24,997,.125.75 96,958.33 25,000,000.00 25,000,254.55 0.00 24,997,050.55 96,958.33 25,000,000.00 25,000,851.69 26,250.00 24,997,802.57 116,250.00 5,000,000.00 5,001,714.11 82,833.33 5,000,852.93 101,766.67 9,000,000.00 8,998,974.51 418,000.00 8,997,694.60 451,000.00 25,000,000.00 25,000,254.63 0.00 24,997,094.41 89,500.00 21,000,000.00 21,001,888.23 95,375.00 21,001,326.57 171,675.00 25,000,000.00 25,000,631.24 18,784.72 25,000,235.12 90,166.68 25,000,000.00 25,000,275.36 0.00 24,996,990.34 70,854.18 25,000,000.00 25,000,253.79 3,736.11 24,997,586.84 22,416.68 20,000,000.00 19,999,538.59 57,105.56 . 20,000,188.09 72,133.34 25,000,000.00 25,000,253.70 3,736.11 24,997,586.84 22,416.68 10,000,000.00 10,000,176.80 0.00 9,999,507.07 7.513.89 1562,500,000.00 1562,551,791.74 3,560,411.52 1562,530,233.97 17,119,740.33 ------------------------------ ----------------------------------------- 5609,055,973.38 5591,611,682.53 5,244,194.45 5589,356,354.63 32,544,108.11 PSI -NON TRADING HISTORICAL COST 5580,801,423.64 ATTACHMENT II TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS FOR NOVEMBER 1996 Portfolio Securities Not in Accordance with Treasurer Policy For the Month of November 1996 During the month of November the following exceeded the number of days to maturity: Limit Holding Description by days Par Account Day Is Dresdner U.S. Finance 45 75MM NTRD 2 Disbursements made in settlement of the Flying Triangle and Abalone Cove landslide litigations are authorized under Government; Code Section 53501. II i I I II i r I� I II it II II �I j ii i REPORT OF INVESTMENTS FOR NOVEMBER 1996 SCHEDULE A PORTFOLIO PROFILE Inventory Balance at 11/30/96 At Cost At Market Repurchase Agreements Reverse Repurchase Agreements Composition by Security Type: Certificates of Deposit United States Government and Agency Obligations Bankers Acceptances Commercial Paper Municipal Obligations Corporate & Deposit Notes Repurchase Agreements Asset Backed Other Composition by Maturity Range 1-60 days 60 days-1 year Over 1 year Pooled Surplus Investments $ 5,591,611,683 $ 5,589,356,355 $ 0 $ 0 27.9% 40.0% 10.6% 14.6% 4.3% 2.5% 0.0% 0.1% .0% 0 59.0% 34.3% 6.7% STATEMENT OF PROJE( ILITY.TO MEET POOLED SURPLUS INVESTMENT FUND DISBURSEMENT FOR THE NEXT SIX MONTHS SCHEDULE D Government Code . Section 53646'(b) (3), effective) on January 1; 1996, requires the Treasurer and Tax Collector to 11 include a statement in the investment report, denoting the ability of the Pooled Surplus Investment Fund to meet its disbursement - requirements for the next six months. The Los Angeles County Pooled Surplus Investment Fund consists of funds in its treasury deposited by various entities required to do so. by statute, ais well as those entities voluntarily depositing monies in accordance with Government Code Section 53684. The Treasurer and Tax Collector is required to disburse monies placed in the treasury as directed by the Auditor -Controller, except .for the making of legal investments, to the extent funds are transferred to one or more clearing funds in accordance Iwith Government Code 'ection 29808. The Treasurer and Tax Collector ' in his p projection of cash availability to disburse funds as directed by the Auditor - Controller, is relying exclusively on historical Pooled Surplus Investment Fund deposits and disbursements and future cashiflow projections provided by the depositing entities. 'No representation is made as to an individual depositor's ability to meet their anticipated expenditures with anticipated revenues. Summary of Activity for November 1996• Total Deposits $ 1,985,472,506.25 Total Disbursements $ 1,813,188,097.24 Discretionary Funds Liquidity. Withdrawal Ratio as of Noven 30, 1996: 1.39 Month December January February March April May Investment 1,236,661,000 2,139,212,000 1,055,313,000 163,000,000 246,500,000 68,000,000 Deposits 4,141,300,000 1,721,000,000' 1,854,000,000 2,098,100,000 3,431,200,000 1,390,800,000 Cumulative Disbursements Available��Cash 3,012 ' 100,000 jl 2,365,867,000 2,271,600,000 3,954,479,000 2,180,300,000 4,683,492,000 2,076,300,000 4,868,292,000 2,535,900,000 6,010,09,2,000 2,074,800,000. 5,394,092,000 ii �I r