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02-02-1999 - Statement of Treasurer's Accountability - 12/31/98
CITY OF WEST COVINA STATEMENT OF TREASURER'S ACCOUNTABILITY DECEMBER 31,1998 TYPES OF DEPOSITS: NOVEMBER 30 CHECKING ACCOUNTS WELLS FARGO GENERAL CHECKING 8,414.82 WELLS FARGO GENERAL AUTO & LIABILITY (3,093.78) WELLS FARGO WORKERS' COMPENSATION (18,304.60) WELLS FARGO PAYROLL 3,660.90 WELLS FARGO BAIL/FINE 0.00 WELLS FARGO CDBG DEFERRED LOAN PROGRAM 58,329.69 PACIFIC WESTERN NATIONAL BANK DEFERRED LOAN PROGRAM 105,325.13 SUB -TOTAL $ 154,332.16 $ DEPOSITS WITHDRAWALS DECEMBER 31 19, 954, 556.08 19, 855, 913.67 107, 057.23 22,158.13 76,444.16 (57,379.81) 196,641.43 .198,677.96 (20.341.13) 2,714,557.68 3,028,666.05 (310,447.47) 924.00 924.00 0.00 100.45 0.00 58,430.14 49.53 56,499.20 48,875.46 R ( ITEM No B-4 pq Februar 2, 1999 22,888,987.30 $ 23,217,125.04 $ (173,805.58) -0.275% OTHERINVESTMENTS WELLS FARGO SWEEP 1,236,279.26 8,572,634.32 9,373,285.70 435,627.88 0.688% FEDERAL HOME LOAN BANK (FHLB) 14,660,778.13 0.00 3,000,000.00 11,660,778.13 18.426% FEDERAL FARM CREDIT BANK (FFCB) 3,444,688.24 0.00 0.00 3,444,688.24 5.443% FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) 14,180,723.13 0.00 0.00 14.180,723.13 22.408% FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) 11,199,962.50 0.00 0.00 11,199,962.50 17.698% STUDENT LOAN MARKETING ASSOCIATION (SLMA) 2,361,563.46 0.00 0.00 2,361,563.46 3.732% CORPORATE MEDIUM TERM NOTES (MTN) 4,015,960.00 0.00 0.00 4,015,960.00 6.346% LOCAL AGENCY INVESTMENT FUND -CITY (LAIF) 5,210,642.87 5,700,000.00 0.00 10,910,642.87 17.240% LOCAL AGENCY INVESTMENT FUND-W.C.P.F.A. (LAIF) 119,697.75 0.00 0.00 119,697.75 0.189% LOS ANGELES COUNTY POOL (LACIP) 5,113,317.83 16,148.13 0.00 5,129,465.96 8.105% SUB -TOTAL S 61,543,613.17 $ 14,288,782.45 $ 12,373,285.70 $ 63,459,109.92 100.00% TOTAL S 61,697,945.33 $ 37,177,769.75 $ 35,590,410.74 $ 63,285,304.34 'NEGATIVE BALANCE REFLECTS OUTSTANDING CHECKS It has been verified that this investment portfolio is in conformity with the City of West Covina's investment policy which was approved by City Co�uncil on December 16,1997. The investment sufficient flow liquidity portfolio provides cash to meet estimated expenditures for the next six months. This report Is accurst •�nrith respect to all information received as of January 28, 1999. EARNED INTEREST YIELD THIS PERIOD: 6.186% �SNf=RIOiyTH TREASURYf YIELD: 4.440% iLL REVIEWED BY: _ Margaret FovRie Tucker, Finance Director Judy Vic ep Treasurer • i APPR V D BY Basil anas, City Controller Marian V. Smi on, City Treasurer 0 • City of West Covina Portfolio Details .December 31, 1998 5371 FFCB U.S. GOVERNMENT AGENCY 03/10/94 03/01/99 31331HUB1 b.tuuu b.uDou 4b3,115./4 4�O,OL1./4 4�O,OL"I./4 O,tSIU.C/ 5377 FHLB U.S. GOVERNMENT AGENCY 03/08/94 03/08/99 3133894F2 5.7700 5.7700 1,000,000.00 1,000,000.00 1,001,250.00 18,111.39 5372 FHLB U.S. GOVERNMENT AGENCY 03/15/94 03/15/99 31338941-9 4.6150 4.6150 2,000#000.00 2,000,000.00 1,995,625.00 4.000.00 5405 FFCB U.S. GOVERNMENT AGENCY 07/07/95 06/.12/00 31331NQJ6 5.8900 6.0894 991,562.50 1,000,000.00 1,012,500.00 3,108.61 5414 FNMA U.S. GOVERNMENT AGENCY. 0227/96 0125/01 31364BTZ3 5.6760 5.8502 496,171.88 500,000.00 500,000.00 12.285.00 5458 FHLB U.S. GOVERNMENT AGENCY 10/05/98 04/05/01 3133M5SH4 5.5000 5.4797 1,660,778.13 1,660,000.00, 1,659,481.25 21,810.56 5457 MTN NATIONSBANK CHARLOTTE NC 08/03/98 08/01/01 63858JEE5 5.8500 5.8500 10000,000.00 1,000,000.00 1,008,125.00 24,650.00 5432 FNMA U.S. GOVERNMENT AGENCY . 02/07/97 1227/01 31364CTE8 63500 6.4460 995.937.50 1,000,000.00 1,012,500.00 705.55 5430 FHLB U.S. GOVERNMENT AGENCY 01/08/97 01/08/02 313395C94 6.5000 6.5000 1,000,000.00 1,000,000.00 1.000,000.00 31,236.11 5431 FHLB. U.S. GOVERNMENT AGENCY 01/08/97 01/08/02 313395C94 6.5000 6.5000 1,000,000.00 1,000,000.00 1,000,000.00 31,236.11 5433 FNMA U.S. GOVERNMENT AGENCY 02/13/97 02/13/02 31364CWR5 6.3400 6.3400 1,000,000.00 1,000,000.00 1,026,562.50 24.303.33 5434 FNMA U.& GOVERNMENT AGENCY 03/04/97 03/04/02 31364CXY9 6.6100 6,6160 1000,000.00 1,000,000.00 1,002,187.50 21,482.50 5444 FHLB U.S. GOVERNMENT AGENCY 0422/98 1022/02 3133M34N2 6.0700 6.0700 1:000,000.00 1.000,000.00 1,005,000.00 11,634.17 5459 FHLB U.S. GOVERNMENT AGENCY 1028/98 1028/02 3133M63F3 5.6000 5.6000 1,000,000.00 1,000,000.00 996.562.50 9,800.00 5447 MTN MERRILL LYNCH & CO INC 06/08/98 .02/12/03 590188HZ4 6.0000 6.0000 998,290.00 1,000,000.00 1,009,218.75 23,166.67 5460 MTN MERRILL LYNCH & CO INC 10/05/98 02/12/03 590188HZ5 6.0000 5.5600 1,025,553.33 8,833.33 1,000,000.00 1,009,218.75 23,166.66 5440 FNMA U.S. GOVERNMENT AGENCY. 03/23/98 0324/03 31359MDS9 6.1400 6.0710 1,001.270.00 1,000,000.00 1,008,750.00 16,543.88 5439 FHLMC U.S. GOVERNMENT AGENCY 0326/98 0326/03 3134A2CA4 6.2250 6.2250 1,000,000.00 1,000,000.00 1,001,562.50. 16,427.08 5442 FFCB U.S. GOVERNMENT AGENCY 04/03/98 04/03/03 31331RSG1 6.0500 6.0500 1,000,000.00 1,000,000.00 1,005,000.00 14,788.89 5445 FHLB U.S. GOVERNMENT AGENCY 0423/98 0423/03 3133M3DQ5 6.0050 6.0050 1,000,000.00 1,000,000.00 1.010,625.00 11,342.78 5462 MTN SALOMON SMITH BARNEY HLDGS 1 10/14/98 05/15/03 79549BCL9 6.2500 6.2241 1,000,950.00 1,000,000.00 1,012.031.25 7,986.11 5446 FNMA U.S. GOVERNMENT AGENCY 0528/98 05/30/03 31364FL82 6.1500 6.1500 1,000,000.00 1,000.000.00 1.01.1,250.00 5,295.83 5448 FFCB U.S. GOVERNMENT AGENCY 06/12/98 : 06/12/03 31331RVQ5 6.1100 6.1100 1,000,000.00 1,000,000.00 1,012,187.50 3,224.72 5449 FNMA U.S. GOVERNMENT AGENCY 06/19/98 06/18/03 31364FR60 5.9800 6.0093 998,750.00 11000,000.00 1,015,312.50 2,159.44 5450 FHLB U.S. GOVERNMENT AGENCY 07/07/98 07/07/03 3133M4SW4 6.0000 6.0000 1,000,000.00 1,000,000.00 1.007,812.50 29.000.00 5451 FNMA U.S. GOVERNMENT AGENCY 0721/98 07/09/03 31364FX22 5.9000 5.8990 1,001,966.67 1,966.67 1,000,000.00 1,017.500.00 28.188.89 5453 FNMA U.S. GOVERNMENT AGENCY 08/03/98 08/04/03 31364F2V2 6.1700 6.1700 1,000,000.00 1,000;000.00 1,006.250.00 25,365.56 5454 FHLB U.S. GOVERNMENT AGENCY 08/04/98 08/04/03 3133M4ZP1 6.0450 6.0450 1,000,000.00 1,000,000.00 1,005,312.50 24,683.75 5456 FNMA U.S. GOVERNMENT AGENCY 08/14/98 08/05/03 31364F3J8 6.1700 6.1700 1,001,542.50 1,542.50 1,000,000.00 1,007,812.50 25,022.78 5455 FNMA U.S. GOVERNMENT AGENCY 018/14/98 08/14/03 31364F4F5 6.0000 6.0000 1,000,000.00 1,000,000.00 1,010,937.50 22,833.33 5438 SLMA U.S. GOVERNMENT AGENCY 0522/97 12/02/13 86387RLU4 6.5500 7.8644 2,361,563.46 2,685,000.00 2,969,442.19 14,167.10 2454 FNMA U.S. GOVERNMENT AGENCY 0226/87 12/10/15 313586UB3 10.3500 8.2490 3,688,593.75 3,000,000.00 4,531,875.00 18,112.50 4770 FHLMC U.S. GOVERNMENT AGENCY 07/30/92 06%01/16 313400MC4 8.2500 7.6300 10,199,962.50 9,555,000.00 12,263,245.31 65,690.63 3914 LAIF STATE OF CALIFORNIA OPEN OPEN 5.4920 5.4600 10,910,642.87 10,910,642.87 10,910,642.87 Not Available 5273 LAIF STATE OF CALIFORNIA OPEN OPEN 5.4920 . 5.4600 119,697.75 119,697.75 119,697.75 Not Available 4693 LACIP LOS ANGELES COUNTY TREASURE OPEN OPEN 5.4700 5.4700 5,129,465.96 5,129,465.96 5,129,465.96 Not Available STOCK SOUTHWEST WATER COMPANY 04/16/1986 N/A 001-751-845331 N/A N/A 0.97. Not Available N/A MARKET VALUES HAVE BEEN PROVIDED BY SUNGARD FINANCIAL SYSTEMS. TOTALS: 1 63,035,824.54 12,342.50 62,016,329.29 66,751,465.82 . 599.740.80 WEIGHTED AVERAGE DAYS TO MATURITY., 2286 .0 0 Page 2 Invdtal CITY OF WEST COVINA BOND DETAIL REPORT DECEMBER 31, 1998 BOND ISSUE FUND INVESTMENTS ISSUER MATURITY1 ORIGINAL PAR MARKET RATE DATE COST VALUE Water Revenue Ronds ce..,,,., � � o T____.._. - - .._.- - .. __._..__ - - -- --- �•• �.�. � ��aculr ��•� unneu oia[es "overnment uaiuiiW 5,649,100.00 5,549,100.00 5,549,100.00 0.00 Trustee: U.S. Bank Corporate Trust Services Escrow U.S. Treasury SLG United States Government 03/01/99 194,000.00 194.000.00 194,000.00 0.00 Escrow Cash 46.25 46.25 46.25 . ENDING BALANCES 6,743,146.26 5,743,146.25 5,743,146.25 W.C.P.F.A. 1993 Eastland Revenue Cash 0.38 0.38 0.38 Revenue Tax Allocation Bonds Eastland Revenue First American Treas Oblig Cl d C First American Funds, Inc. Open 1.00 1.00 1.00 4.41 Trustee: U.S. Bank Corporate Trust Services Eastland Reserve First American Treas Oblig CI d C First American Funds, Inc. Open 267,079.00 267,079.00 267,079.00 4.41 Eastland Reserve U.S. Treasury Note U.S. Government Agency 2/15/03 272,587.66 266.000.00 281,130.08 6.25 Eastland Reserve Cash 0.89 0.89 0.89 C.B.D. Revenue First American Treas Oblig Cl d C First American Funds, Inc. Open 4.00 4.00 4.00 4.41 C.B.D. Revenue Cash 0.36 0.36 0.36 C.B.D. Reserve U.S. Treasury Note U.S. Government Agency 2115/03 823,911.56 804,000.00 849,731.52 6.25 C.B.D. Reserve First American Treas Oblig Cl d C First American Funds, Inc. Open 786,685.00 786,685.00 786,685.00 4.41 C.B.D. Reserve Cash 0.64 0.64 0.64 Principal First American Treas Oblig Cl d C First American Funds, Inc. Open 7.00 7.00 7.00 4.41 Principal Cash 0.71 _ 0.71 0.71 Rebate U.S. Govt. Obligation Fund First American Funds, Inc. Open 24,636.00 24,636.00 24,6W.00 4.41 Rebate Cash 2 0.60 0.60 0.60 ENDING BALANCES 2,174,914.80 2,148,415.58 2,209,277.18 City of West Covina 1997 Refunding Certificate Fund Stagecoach Treasury Wells Fargo Bank Open 2,538.66 2,538.66 2,538.66 4.13 (Civic Center Project) Cost of Issuance Stagecoach Treasury Wells Fargo Bank Open 39.27 39.27 39.27 4.15 Trustee: BNY Western Trust Company ENDING BALANCES 2,577.93 1 2,577.93 2,577.93 West Covina Public Finance Authority Revenue Fund Cash 0.68 0.68 0.68 Water Revenue Refunding Bonds Series 1994 ENDING BALANCES 0.68 0.68 0.68 Trustee: U.S. Bank Corporate Trust Services GRAND TOTALS 7,920,639.86 7,894,140.44 7,966,002.04 *Market valuations have been provided by BNY Western Trust Company and U.S. Bank Corporate Trust Services I Page 3 BP's documents on Saturn Y Excel Files CITY OF WEST COVINA SECTION 457 DEFERRED COMPENSATION FUNDS AS OF DECEMBER 31, 1998 TYPE FACE AMOUNT YALLLE ICMA RETIREMENT CORPORATION MUTUAL FUNDS: AGGRESSIVE NOT AVAILABLE 608,783.92 INTERNATIONAL NOT AVAILABLE 354,995.80 GROWTH STOCK NOT AVAILABLE . 2,531,579.31 BROAD MARKET NOT AVAILABLE 645,379.97 TRADITIONAL GROWTH NOT AVAILABLE 914,376.66 EQUITY INCOME NOTAVAILABLE 546,120.80 ASSET ALLOCATION NOT AVAILABLE .. 1,083,997.33 MS SOCIAL RESPONSIBILITY NOT AVAILABLE 31,789.75 CASH MANAGEMENT NOT AVAILABLE 4,989.58 COREBOND NOT AVAILABLE 299,106.43 US TREASURY NOT_AVAILABLE 115,804.02 CONSERVATIVE GROWTH PORTF NOT AVAILABLE 297,923.70 PLUS NOT -AVAILABLE 4,139,704.76 SAVINGS ORIENTED PORT NOT AVAILABLE 1,959.54 LONG-TERM GROWTH -PORT NOT AVAILABLE . 514,663.46 500 STOCK INDEX NOT AVAILABLE . 181,423.13 MID/SM COMPOSITE NOT AVAILABLE 2,687.08 MS MOMENTUM GROWTH NOT AVAILABLE 175,606.78 MS AGGRESSIVE GROWTH. NOT AVAILABLE 156,867.38 MS CAPITAL APPRECIATION NOT AVAILABLE 133,044.53 MS GROWTH NOT AVAILABLE 185,234.16 MS CONTRARIAN GROWTH NOT AVAILABLE 133,417.26 GROWTH & INCOME NOTAVAILABLE 21,575.14 MS GROWTH & INCOME NOT AVAILABLE 448,640.14 MS SPECIAL SITUATIONS NOTAVAILABLE 156,67.1.29 MS BALANCED NOT AVAILABLE 9,351.00 MS BALNC INC NOT AVAILABLE 201,265.04 MS VALUE NOT AVAILABLE 24,197.21 TOTAL 13,921,157.17 Page 1 DEFCOMP • BP's documents on Saturn Y Excel Files CITY OF WEST COVINA SECTION 457 DEFERRED COMPENSATION, FUNDS AS OF DECEMBER 31, 1998 VENDOR INVESTMENT TYPE COST/ FACE AMOUNT MARKET VALUE SECURITY LIFE LIFE INSURANCE 11,737.28 11,737.28 NEW YORK LIFE LIFE INSURANCE 15,174.11 16,174.11 NEW ENGLAND LIFE THE BOND INCOME FUND NOT AVAILABLE 610.37 THE GROWTH FUND NOT AVAILABLE 15,050.45 GOVERNMENT SECURITIES NOT AVAILABLE. 370.76 THE STAR WORLDWIDE FUND NOT AVAILABLE 713.66 BULLSEYE FUND NOT AVAILABLE 1,252.97 STRATEGIC INCOME FUND NOT AVAILABLE 329.24 TOTAL - 18,327.44 NYLIFE SECURITIES CASH 222.00 222.00 STOCK: INSTITUFORM TECHN 1,450.00 STOCK: PEPSICO INC ." 4,087.50 STOCK: TRICON 501.25 CASH 1,536.76 1,536.76 STOCK: SEMPRA 7,612.50 CASH 2,482.17 2,482.17 STOCK: DISNEY WALT CO 3,150.00 STOCK: MOTOROLA 2,137.20 • STOCK:. MEDIC DISCOV INC 560.00 STOCK: WESTERN DIGITAL 1,506.30 CASH - - STOCK: MEDICAL DISCOVERIES 6,720.00 CASH 290.89 290.89 CASH 9.04 9.04 STOCK: PRIMADONNA RESORTS 1,022.30 CASH 300.55 300.55 STOCK: NIKE INCORPORATED - 2,109.27 STOCK: GENERAL ELECTRIC - 2,448.00 Page 2 DEFCOMP CITY OF WEST COVINA SECTION 457 DEFERRED COMPENSATION FUNDS AS OF DECEMBER 31, 1998 TYPE FACE AMOUNT VALUE DELL COMPUTER - 2,195.64 STOCK: MEDICAL DISCOVERIES - 420.00 CASH 14.57 14.57 STOCK: MEDICAL DISCOVERIES 840.00 STOCK PRIMADONNA RESORTS 881.30 TOTAL 4,865.98 42,497.24 FUND SELECT/GREAT WESTERN PST LIQUID SAVINGS 270,067.10 270,067.10 FUND SELECT/GREAT WESTERN LIQUID SAVINGS 2,495,435.83 2,495,435.83 CERTIFICATE OF DEPOSIT - VANGUARD BOND INDEX . NOT AVAILABLE 90,756.30 GROWTH FUND OF AMERICA NOT AVAILABLE 2,504.45 INVESTMENT CO OF AMERICA NOT AVAILABLE 123,792.91 INCOME FUND OF AMERICA NOT AVAILABLE 8,314.90 DREYFUS THIRD CENTURY NOT AVAILABLE 9,273.39 FIDELITY CONTRAFUND NOT AVAILABLE 117,880.75 FIDELITY EQUITY INCOME NOT AVAILABLE 304,969.26 FIDELITY MAGELLAN . NOT AVAILABLE 839,934.86 FIDELITY PURITAN NOT AVAILABLE 168,514.23 JANUS FUND NOT AVAILABLE. 155,524.44 AMERICAN CENTURY 20TH C ULTRA NOT AVAILABLE 786,227.13 AMERICAN WASHINGTON MUTUAL NOT AVAILABLE 27,461.97 PBHG GROWTH FUND NOT AVAILABLE 4,383.11 VANGUARD INDEX 500 NOT AVAILABLE 385,220.21 VANGUARD WINDSOR II NOT AVAILABLE 13,959.17 VANGUARD INSTITUTIONAL INDEX NOT AVAILABLE 124,213.36 5-YEAR CD 144,628.64 144,628.64 5-YEAR CD 40,991.78 40,991.78 5-YEAR CD 13,083.67 13,083.67 5-YEAR CD 43,900.48 43,900.48 Page 3 BP's documents on Saturn Y Excel Files DEFCOMP • Is BP's documents on Saturn Y Excel Files CITY OF WEST.COVINA SECTION 457 DEFERRED COMPENSATION FUNDS AS OF DECEMBER 31, 1998 TYPE FACE AMOUNT VALUE 5-YEAR CD 12,108.62 12,108.62 KEMPER-DREMEN HI RETURN NOT AVAILABLE 23,923.15 FRANKLIN MUTUAL BEACON NOT AVAILABLE 25,832.98 N & B PARTNERS TRUST NOT AVAILABLE 6,642.15 DFA US 9-10 SMALL CO NOT AVAILABLE 17,444.14 KAUFMAN FUND NOT AVAILABLE 13,122.31 JANUS WORLDWIDE NOT AVAILABLE 72,892.81 TEMPLETON FOREIGN NOT AVAILABLE FUNDSELECT STABLE FUND B NOT AVAILABLE 188,823.01 5- YEAR CD _ 29.27 29.27 5- YEAR CD 6,813.55 6,813.55 3-YEAR CD 10,558.31 10,558.31 5-YEAR CD 49,957.10 49,957.10 3-YEAR CD 45,530.57 45,530.57 FIELITY LOW PRICED NOT AVAILABLE 28,839.82 3-YEAR CD 28,071.65 28,071.65 3-YEAR CD 79,304.55 79,304.55 5-YEAR CD 48,488.22 48,488.22 3-YEAR CD 9,839.40 9,839.40 TOTAL 6,569,192.45 DEAN WITTER DW REALTY YIELD PLUS 2 LP NOT AVAILABLE 1,368.00 Page 4 DEFCOMP • L� ATTACHMENT II TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS FOR DECEMBER 1998 Portfolio Securities Not in Accordance with Treasurer Policy For the Month of December 1998 INVESTMENTS EXCEEDING ISSUER LIMITS: Investment Issuer Issuer Holdings Limit Days Nations Bank 90MM over 45 days 50MM over 45 days 12 Disbursements made in the settlement of the Flying Triangle and Abalone Cove landslide litigations are authorized under Government Code Section 53501. REPORT OF INVESTMENTS FOR DECEMBER 1998 SCHEDULE A PORTFOLIO PROFILE Inventory Balance at 12/31/98 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 and Deposit Notes Repurchase.Agreements Asset Backed Other Composition by Maturity Range 1-60-days 60 days - 1 year Over 1 year Pooled Surplus Investments $ 9, 812, 137, 071 $ 9,816,029,389 $ 0 $ 0 14.5% 62.0% 0.3% 18.4% 0.4% 4.2% .0% 0 .0% 0 .2% 0 43.4% .36.5% 20.1% • • STATEMENT OF ABILITY TO MEET POOLED SURPLUS INVESTMENT FUND PROJECTED DISBURSEMENT FOR THE NEXT MONTHS SCHEDULE D Government Code Section 53646 (b) (3), effective on January 1., 1996, requires the Treasurer and Tax Collector to 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, as 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 with Government Code Section 29808. The Treasurer and Tax Collector, in his 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 cash flow projections provided by the depositing entities. No representation is made as to an individual depositors ability to meet their anticipated expenditures with anticipated revenues. Summary of Activity for December 1998: Total Deposits $ 4,886,899,274.75 Total Disbursements $ 3,177,250,031.19 Discretionary Funds Liquidity Withdrawal Ratio as of December 31, 1998: 1.51 Six Month Cash Availability Proiection: Investment Cumulative Month Maturities De osits Disbursements Available Cash January $2,824,483,242 $1,721,400,000 $2,217,900,000 $2,327,983,242 February $1,435,216,000 $2,571,600,000 $2,359,800,000 $3,974,999,242 March $1,015,089,000 $2,449,000,000 $2,390,200,000 $5,048,999,242 April $ 393,805,000 $4,367,000,000 $2,667,300,000 $7,042,393,242 May $ 402,760,000 $1,516,100,000 $2,297,300,000 $6,663,953,242 June $ 594,466,000 $1,539,300,000 $3,081,900,000 $5,715,819,242 LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MAPt'FT VALUE PAGE: 1 AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X SEC ID PURCHASE DATE FACE RATE SECURITY DESCRIPTION MATURITY DATE PRINCIPAL PURCHASED MARKET ACCRUED PAR COST INTEREST VALUE INTEREST BA - BANKERS ACCEPTANCE ................................ 00038559 12/01/98 0.0000 CHASE MANHATTAN BK B 01/29/99 35,000,000.00 34,860,350.00 0.00 34,861,283.33 --------------- 35,000,000.00 --------------- ------------- 000 .• 34,860,350.00 .0.00 39,861,283.33 0.00 BANS - LACCAL BANS ................................. 00038238 10/20/90 4.5100 LACCAL RAtIi 06/30/99 51000,000.00 5,000,000.00 6.00 51000,000.00 61 5,000,000..00 5,00.0,000.00 0.00 5,000,000.00 ------ -- 44 473.61 BNOT - BANK NOTE ................... " 00036857 00037065 06/05/98 07/06/98 I............ 5.7500 FNBC BANX NOTE 5.6100 FIRST NATIONAL 05/10/99 25,000,000.00 24,996,961.32 111,805.56 25,009,30-0.00 950,347.22 00037231 07/13/98 BK.BK 5.6100 WACHOVIA BK OF NC BA 01/08/99 01/13/99 25,000,000.00 25,000,000.00 25,000,047.24 0.00 24,999,125.00 697,354.17 00037242 07/13/90 5.6100 WACHOVIA BK N.CAROLI 0 013/99 25,000,000.00 25,000,081.01 25,000,081.01 0.00 24,998,225.00 - 670,083.33 00037575 00038158 08/19/98 10/08/98 5.5800 FNBC BANK NOTE 5.2000 01/20/99 25,000,000.00 25,000,000.00 .0.00 0.00 24,998,225.00 24,995,750.00 670,083.33 523,125.00 00038425 11/13/98 NATIONS BANK BANK NO 5.3200 FNBC CHICAGO BANK NO 02/05/99 01/06/99 40,000,000.00 25,000,000.00 40,000,947.06 40,444.44 39,978,200.00 ,531,555.56 00038655 12/09/90 5.1500 FNBC BANK NOTE 02/09/99 50,000,000.00 25,000,068.90 50,000,536.92 0.00 0.00 24,999,600.00 281,027.78 00038656 00038677 12/09/98 12/10/98 5.1100 FNBC BANK NOTE 5.0700 03/09/99 50,000,000.00 50,000,918.84 0.00 49,968,250.00 49,958,750.00 164,513.89 163,236.11 00038806 12/30/98 NATIONS BANK BANK NO 5.5000 BK OF NEW YORK 04/05/99 50,000,000.00 50,001,284.61 0.00 49,966,000.00 ,91 6.67 154154,916.67 BANK 02/17/99 50,000,000.00 49,992,982.42 2,413,888.89 49,970,450.00 2, --------------- 390,000,000.00 --------------- ------------- ------------- _ • 389,993,909.33 2,566,138.89 389,841,875.00 7,135,409.73 CNFL - CORPORATE NOTES FLOATING RATE ........................... 00038675 12/10/98 5.0.934 GECC FRN 06/08./99 20,000,000.00 19,992,068.40 -------------- 5,659.38. ------------- 19,997,000.00 67,912.53 20,000,000.00 19,992,068.40 --------------- 5,659.38 -r 19,997,000.00 ---- ------- 67,912.53 COP1 - CERTIFICATE OF PARTICIPATION vv 00018535 06/02/936.1875LACCAL a MARINA DEL RE 08/01/07 26,679,185.91 26,679,185.91 0.00 26,679,185.91 687,822.76 LOS ANGELES COUNTY TP.EASUPEP TREASURER POSITION rOMPAPED TO MAPF'FT CALIIF. PAGE: 2 AS OF 12/31/99 FUND: NTRD - PSI NON-TPADINC ATTACHMENT X SEC ID PURCHASE FACE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED --DATE-- RATE SECURITY DF.''r7RIPTIOU ------- -------------------- DATE -------- --------------- PAR COST INTEREST VALUE INTEREST 00034257 08/08/97 6.1875 LACCAL MARINA DEL RE 08/01/07 --------------- 8,901.22 ------------- 8,901.22 --------__---- 0.00 ------------- 8,901.22 229.48 00034258 08/08/97 6.1875 LACCAL MARINA DEL PE 08/01/07. 1,128,055.05 1,128,055.05 0.00 1,128,055.05 29,082.67. 00034276 00034302 08/11/97 08/12/97 6.1875 LACCAL MARINA 6.1875 DEL RE 08/01/07 14,281.10 14,281.10 0.00 14,281.10 368.18 00034314 08/13/97 LACCAL MARINA 6.1875 LACCAL MARINA DEL DEL RE RE 08/01/07 08/01/07 18*1309.46 122,332.85 18,309.46 122,332.85, 0.00 18,309.46 472.04 00034316 08/14/97 6.1875 LACCAL MARINA DEL RE 08/01/07 45,567.49 45,567.49 0.00 0.00 122,332.65 95,567.49 3,153.89 • 1,174.79 00034334 08/15/97 6.1675 LACCAL MARINA DEL RE 08/01/07 40,508.73 40,508.73 0.00 45,567.49 1,174.79 00034344 08/18/97 6.1875 LACCAL MAPIIIA DEL RE 08/01/07 25,199.27 25,199.27 0.00 25,199.27 649.67 00034351 08/19/97 6.1875 LACCAL MARINA DEL RE 08/01/07 5,755:33 5,755.33 0.00 5,755.33 148.38 00034360 08/20/97 6.1875 LACCAL MARINA DEL RE 00/01/07 7.9,801.78 79,801.78 6.00 79,801.78 2,057.39 00034365 08/21/97 6.1875 LACCAL MARINA DEL RE 08/01/07 4,154.93 4,154.93 0.00 9,154.93 107.12 00034430 08/26/97 6.1875 LACCAL MARINA DEL RE 08/01/07 227,669.44 227,669.44 0.00 227,669.44 5,869.60 00034459 08/20/97 6.1875 LACCAL MARINA DEL RE 08/01/07 40,553.74 40,553.74 0.00 40,553.74 1,045.53 00034460 08/28/97 6.1875 LACCAL MARINA DEL RE 08/01/07 8,035.50 8,035.50 0.00 81035.50 207.17 00034463 08/29/97 6.1875 LACCAL MARINA DEL RE 08/01/07 5,266.,10 5,266.10 0.00 .5,266.10 135.77 00034494 09/02/97 6.1875 LACCAL MARINA DEL RE 08/01/07 58,338.00 58,338.00 0.00 58,338.00 1,504.03 00034513 09/03/97 6.1875 LACCAL MARINA DEL RE 08/01/07 8,119.25 8,119.25 0.00 8,i19.25 209.32 00034532 09/04/97 6.1875 LACCAL MARINA DEL RE 08/01/07 180,801.28 180,801.28 0.00 180,801.28 4,661.28 00034548 09/05/97. 6.1875 LACCAL MARINA DEL RE 06/01/07 7,347.16 7,347.16 0.00 7,347.16 189.42 00034568 09/08/97 6.1875 LACCAL MARINA DEL RE 08/01/07 68,586.94 68,586.94 0.00 68,586.94 00034589 09/09/97 6.1675 LACCAL MARINA DEL RE 08/01/07 33,229.58 33,229.58 0.00 33,229.58 .1,768.26 856.70 00037415 08/03/98 6.1875 LACCAL MARINA DEL RE 08/01/07 1,750.16 1,750.16 0.00 1,750.16 44.52 00037486 08/07/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,900.75 2,900.75 0.00 2,900.75 71.79 00037510 08/11/98 6.1875 LACCAL MARINA DEL RE 08/01/07 636.40 636.40 0.06 636.40 15.31 00037522 06/12/98 6.1875 LACCAL MARINA DEL RE 08/0.1/07 13,601.10 13,601.10 0.00 13,601.10 324.94 00637551 08/17/98 6.1875 LACCAL MARINA DEL RE 08/01/07 3,828.99 3,828.99 0.00 3,828.99 88.19 00037563 08/18/98 6.1875 LACCAL MARINA.DEL RE 08/01/07 2,605.10 2,605.10' 0.00 2,605.10 59.55 00037579 08/19/98 6.1875 LACCAL MARINA DEL -RE 08/01/07 2,417.70 2,417.70 0.00 2,417.70 54.85 • 00037589 08/20/98 6.1875 LACCAL MARINA DEL RE 08/01/07 109.93 199.93 0.00 199.93 4.50 00037599 08/21/96 6.1875 LACCAL MARINA DEL RE 08/01/07 1,029.34 1,029.34 0.00 1,029.34 23.00 00037606 08/24/98 6.1875 LACCAL MARINA DEL RE 08/01/67 497.52 497.52 0.00 497.52 10.86 00037616 08/25/98 6.1875 LACCAL MARINA DEL RE 08/01/07 615.52 •615.52 0.00 615.52 13.33 00037637 08/26/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,107.20 2,107.20 0.00 2,107.20 45.27 00037654 08/27/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,805.54 2,805.54 0.00 2,805.54 59.79 00037691 08/28/98 6.1875 LACCAL MARINA DEL RE 08/01/07 4,070.98 4,070.98 0.00 4,070.98 86.06 00037707 08/31/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,803.92 2,803.92 0.00 2,803.92 57.83 00037747 09/01/90 6.1875 LACCAL MARINA DEL RE 08/01/07 1,124.42 1,124.42 0.00 1,124.42 23.19. 00037824 09/04/98 6.1875 LACCAL MARINA DEL RE 08/01/07 6,340.52 6,340.52 0.00 6,340.52 127.50 w ME LOS ANGELES COUNTY TREASUPER TREASURER POSITION COMPARED TO MAPFF.T VALUE AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X SEC PURCHASE FACE MATURITY PRINCIPAL ---ID DATE ----- RATE SECURITY DESCRIPTION ------- -------------------- DATE PAR COST 00037852 09/08/98 6.1875 LACCAL MARINA DEL RE --=----- 08/01/07 38,039.47 38,039.47 00037870 09/09/98 6.1875 LACCAL MARINA DEL RE 08/01/07 20,586.79 20,586.79 00037892 00037924 09/10/98 09/11/98 6.1875 LACCAL MARINA 6.1875 DEL RE 08/01/07 2,292.27 2,586.27 00037964.09/15/98 LACCAL MARINA 6.1875 LACCAL MARINA DEL DEL RE RE 08/01/07 08/01/07 7;871.06 7,877.06 00037972 09/16/99 6.1875 LACCAL MARINA DEL RE 08/01/07 1:451.95 303.89 1,451.95 303.89 00037964 09/18/98 6.1875 LACCAL MARINA DEL RE 08/01/07 853.43 853.43 00037990 09/21/98 6.167.5 LACCAL MAPIIIA DEL RE 08/01/07 2,269.72 2,269.72 00037994 09/22/98 6.1875 LACCAL MAPINA DEL RE 08/01/07 10,702.73 10,702.73 00038001 09/23/98 6.1975 LACCAL MARINA DEL RE 08/01/07 1,611.50 1,611.50 00038011 00030020 09/24/90 09/25/98 6.1875 LACCAL MARINA 6.1875 LACCAL MARINA DEL RE 08/01/07 4,'328.30 4,328.30 00038027 09/28/98 6.1875 LACCAL MARINA DEL DEL RE RE 08/01/07 08/01/07 25,524.34 2,130.80 25,524.34 00038045 09/29/98 6.1875 LACCAL MARINA DEL RE 08/01/07 141,744.00 2,130.80 141,744.00 00038069 09/30/98 6.1875 LACCAL MARINA DEL RE 08/01/07 468.61 468.61. 00038080 10/01/98 6..1875 LACCAL MARINA DEL RE 08/01/07 2,540.22 2,548:22 00038104 10/02/98 6.1875 LACCAL MARINA DEL RE 08/01/07 3,566.58 3,566.56 00038166 10/08/98 6.1875 LACCAL MARINA DEL RE 08/01/07 209,474.11 209,474.11 00038187 10/09/96 6.1875 LACCAL MARINA DEL RE 08/01/07 980.24 980.24 00038195 10/13/98 6.1875 LACCAL MARINA DEL RE 08/01/07 217.95 217.95 00038204 10/14/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,117.97 2,117.97 00038216 10/15/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,316.27 2,316.27 00038274 10/16/98 6.1675 LACCAL MARINA DEL RE 08/01/07 7,553.25 7,553.25 00038230 10/19/98 6.1675 LACCAL MARINA DEL RE 08/01/07 268.61 268.61 00038237 10/20/98 6.1875 LACCAL MARINA DEL RE 08/01/07 3,571.33 3,571.33 00038242 10/21/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2;082.10 2,082.10 00038255 10/23/98 6.1875 LACCAL MARINA.DEL RE 08/01/07 19,740.00 19,740.00 00038263 00038270 10/26/96 10/27/98 6.1875 LACCAL MARINA DEL RE 08/01/07 1,718.13 1,718.13 00038296 10/29/98 6.1875 LACCAL MARINA 6.1975 LACCAL MARINA DEL RE 00/01/07 1,941.14 1,991.14 00038297 10/29/98 6.1875 LACCAL MARINA DEL DEL RE RE 08/01/07 08/01/07 1,105.40 2,626.60 1,105.40 2,626.60 00038305 10/30/98 6.1875 LACCAL MARINA DEL RE 08/01/07 457.70 -457.70 00038315 11/02/98 6.1875 LACCAL MARINA DEL RE 08/01/07 . 2,017.43 2,017'.43 00038327 00038373 11/03/98 11/06/98 6.1875 LACCAL MARINA DEL RE 08/01/07 1,578.11 1,578.11 00038399 11/10/98 6.1875 LACCAL MARINA 6.1875 DEL RE 08/01/07 3,422.88 3,422.88 00038412 11/12/98 LACCAL MARINA 6.1875 LACCAL MARINA DEL DEL RE RE 08/01/07 00/01/07 554.64 2,828.79 554.64 00038413 11/12/198 6.1875 LACCAL MARINA DEL RE 08/01/07 5,862.31 2,828.79 5,862.31 PAGE: 3 PURCHASED MARKET ACCRUED INTEREST VALUE INTEREST 0.00 --- 38,039.47 ------------- 738.80 0.00 20,586.79 396.30 0.00 2,292.27 43.73 0.00 7,877.06 148.93 0.00 1,451.95 26.45 0.00 303.89 5.48 0.00 853.43 15.11 0.00 2,269.72 39.01 0.00 10,702.73 182.11 0•.00 1,611.50 27.14 ° 0.00 4,328.30 72.16 0.00 25,524.34 421.15 .0.00 2,130.80 34.06 0.00 141;744.00 2,241.33 0.00 • 468.61 7.33 0.00 2,548.22 39.42 0.00 3,666.58 54.56 0.00 209,474.11 2,988.28 0.00 980.24 13.82 0.00 217.95 2.92 0.00. 2,117.97 28.03 0.00 2,316.27' 30.26 0.00 7,553.25 97.37 0:00 268.61 3.32 0.00 3,571.33 43.58 0.00 2,082.10 25.05 0.00 19,740.00 230.71 0.00 1,718.13 29.19 0.00 1,991.14 21.90 0.00 1,105.40 11.78 0.00 2,626.60 27.99 0.00 457.70 4.80 0.00 2,017.43 20.46 0.00 1,578.11 15.73 0.00 3,422.88 32.36 0.00 554.64 4.86 0.00 2,828.79 23.82 0.00 5,862.31 49.37 r] LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MARKET VALUE. PAGE: 4 AS OF 12/31/98 FUND: NTRD - PSI NON -?PAVING ATTACHMENT X SEC ID PURCHASE FACE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED DATE ---- RATE SECURITY DESCRIPTION ------- -------------------- DATE -------- PAR COST INTEREST VALUE INTEREST 00038427 11/13/98 6.1875 LACCAL MARINA DEL RE 08/01/07' -------------- 2,428.77 ---------------------------- 2,428.77 0.00 --------/------ 2,426.77 20.04 00038439 11/16/98 6.1875 LACCAL MARINA DEL RE 08/01/07 818.95 818.95 0.00 1 818.95 6.33 00038451 11/17/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,945.03 2,945.03 0.00 2,945.03 22.27 00038459 11/18./98 6.1875 LACCAL MARINA DEL RE 08/01/07 749.92 749.92 0.00 749.92 5.54 00038469 11/19/99 6.1075 LACCAL MARINA DEL RE 08/01/07 4,931.31 4,931.31 040 4,931.31 35.60 00038489 11/23/98 6.1875 LACCAL MARINA DEL RE 08/01/07 737.04 737.04 737.04 4.81 00038505 11/24/98 6.1875 LACCAL MARINA DEL RE 08/01/07 1,137.34 1,137.34 .0.00 0.00 1,137.34 7.23 00038524 11/25/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,454.03 2,454.03 0.00 2,454.03 .23 1518 00038543 11/27/98 6.1875 LACCAL MARINA DEL RE 08/01/07 478.44 478.44 0.00 478.44 2.80 00038558 12/01/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,963.66 2,963.66 0.00 2,963.66 15.28 00038571 12/02/98 6.1875 LACCAL MARINA DEL RE 09/01/07 1„541.98 1,541.98 0.00 1,541.98 7.69 00038613 12/07/98 6.1875 LACCAL MARINA DEL RE 08/01/07 - 793.40 1. 793.40 0.00 793.40 3.27 00038639 12/08/98 6.1075 LACCAL MARINA DEL RE 08/0,1/07 2,844.54 '2,844.54 0.00 2,844.54 11.24 00038660 12/09/98 6.1875 LACCAL MARINA DEL RE 08/01/07 5,925.70 5,925.70 0.00 5;925.70 22.41 00030679 12/10/98 6.1875 LACCAL MARINA DEL RE 08/01/07 762..19 762.19 0.00 762.19 2.75 00038686 12/11/98 6.1875 LACCAL MARINA DEL RE 08/01/07 763.50 763.50 0.00 763.50 2.62 00038692 12/14/98 6.1075 LACCAL MARINA DEL RE 08/01/07 1,556.80 1,556.80 0.00 1,556.80 4.55 00038736 12/18/98 6.1875 LACCAL MARINA DEL RE 00/01/07 3,099.73 3,099.73 0.00 3,099.73• 6.93 00038747 12/21/98. 6.1875 LACCAL MARINA DEL RE 08/01/07 2,851.61 2,851.61 0.00 2,851.61 4.90 00038760 12/22/98 6.1075 LACCAL MARINA DEL RE 08/01/07 1,097.46 1,097.46 0.00 1,097.46 1.70 00038767 12/23/98 6.1875 LACCAL MARINA DEL RE 08/01/07 2,283:92 2,283.92 0.00 2,283.92 3.14 00038773 12/24/98 6.1875 LACCAL MARINA DEL RE 08/01/07 443.71 443.71 ... 0.00 443.71 0.53 00038812 12/31/98 6.1875 LACCAL MARINA DEL RE 08/01/07 --------------- 1,248.61 --------------- 1,148.61 -------------- 0 0.00 1,248.61 0.00 29,442,977.46 29,442,977.46 --------------- 0.00 ------------- 29,442,977.46 752,263.78 CPD - COMMERCIAL PAPER - DISCOUNT 00038375,11/06/98 0.0000 PREF RECEIVABLES FDG 01/05/99 00038376 11/06/98 0.0000 CAFCO CP O1%07/99 00038382 11/06/98 0.0000 CAFCO CP 01/07/99 00038475 11/19/98 0.0000 MS -DPI 6 CO CP 01/15/99 00038481 11/20/98 0.0000 CAFCO CP 01/12/99 00038494 11/23/98 0.0000 CAFCO CP 01/26/99 00038509 11/24/98 0.0000 PREF RECEIVABLES FDG 01/12/99 00030510 11/24/98 0.0000 METLIFE FUNDING INC. 01/20/99 00038511 11/24/98 0.0000 CAFCO CP .01/19/99 00038513 11/24/98 0.0000 ING(US)FUNDING CORP 01/08/99 19,725,000.00 19,112,945.83 0.00 19,711,576.64 0.00 50,000,000.00 49,954,583.33 .0.00 49,952,361.11 0.00 39,000,000.00 38,964,575.00 0.00 38,962,841.67 0.00 25,000,000.00 24,049,347.22 0.00 24,948,958.33 0.00 25,000,000.00 24,959,895.83 0.00 24,959,166.67 0.00 50,000,000.00 49,817,708.33 0.00 49,823,055.56 0.00 6,725,000.00 6,713,944.85 0.00 6:714,015.83 0.00 50,000,000.00 49,864,625.00 0.00 49,863,888.89 0.00 25,000,000.00 24,934,125.00 0.00 24,935,347.22 0.00 25,000,000.00 24,974,819.44 0.00 24,972,777.78 0.00 L� LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MARKET VALUE AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X PAGE:. 5 SEC ID PURCHASE DATE FACE RATE SECURITY DESCRIPTION MATURITY DATE PRINCIPAL PURCHASED MARKET ACCRUED -------- -------- ------- ----------- --------- -------- AR --------------- COST INTEREST VALUE INTEREST 00038554 00038566 11/30/98 12/01/98 0.0000 0.0000 MERRILL LYNCH 6 CO C 01/15/99 SSB HLDGS 23,135,000.00 --------------- 23,085,966.65 ------------- 0.00 ----------_ 23,087,766.04 _________ 0.00 00038577.12/02/98 0.0000 CP BEAR STEARNS COMPANI 01/07/99 01/07/99 25,000,000.00 50,000,000.00 24,977,291.67 0.00 23,087,766.04 0.00 00038588 12/03/90 0.0000 PREF RECEIVABLES FDG 01/21/99 50,000,000.00 49,954,833.33 49,850,000.00. 0.00 .49,952,361.11 0.00 00030589 00038590 12/03/98 12/03/98 0.0000 0.0000 PREF RECEIVABLES FDG 01/21/99 25,000,000.00 24,925,000.00 0.00 0.00 49,857,083.33 24;928,541.67 0.00 00038602 12/04/98 0.0000 ING(US►FUNDING CORP CAFCO CP 02/01/99 25,000,000.00 24,889,131.95 0.00 24,891,111.11 0.00 0.00 00038606 22/04/90 0.0000 SSB HLDGS CP 01/20/99 01/07/99 20,000,000.00 25,000,000.00 19,943,527.78 24,977,500.00 0.00 19,945,555.56 0.00 00038607 12/04/98 0.0000 GMAC CP 02/02/99 25,000,000.00 24,885:777.78 0.00 24,976,180.5.6 0.00 00038603 00038616 12/07/98 12/07/98 O.000O.ABBEY NATIONAL NA CO 01/04/99 50,000,000.00 49,977,708.33 0.00 0.00 24,887,708.33 99,972,777.78 0.00 00038621 12/07/98 0.0000 0.'0000 CAFCO CP MS-DW-D 4 CO CP 02/05/99 01/11/99 41,000,000.00 40,790,.729.17 0.00 40,799,100.00 0.00 0.00 00038622 12/07/98 0.0000 MERRILL LYNCH c.CO C 01/11/99 50,000,000.00 50,000,000.00 49,925,138.89 0.00 49,925,138.89 0.00 00038631 12/08/99 0.0000 XEROX CREDIT CORP CP 01/11/99 25,000;000.00 49,925,000.00 24,963,888.89 0.00 49,925,138.89 0.00 00038642 00038644 12/08/96 12/08/98 0.0000 0.,0000 MS-DW-D & CO CP 01/11/99 25,000:000.00 24,962,638.89 0.00 0.00 24,962,569.44 24,962,569.44 0.00 00038646,12/08/98 0.0000 MERRILL LYNCH 6 CO C GANNETT CO INC CP 01/11/99 25,000,000.00 24,962,638.89 0.00 24,962,569.44 24,962,569.44 0.00 0.00 00038648 12/08/98 0.000O.COCA COLA CO CP 01/11/99 01/08/99 50,000,000.00 50,000,000.00 49,928,055.56 0.00 0.00 00038649 12/08/98. 0.0000 BEAR STEARNS COMPANI 01/12/99 50,000,000.00 49,949,833.33 49,917,652.78 0.00 49,945,555.56 0.00 00038662 00038663 12/09/98 12/09/98 0.0000 METLIFE FUNDING INC 01/08/99 19,186,000.00 . 19,166,227.76 0.00 0.00 49,918,333.33 19,165,108.58 0.00 00038705 12/15/98 0.0000 0.0000 SSB HLDGS CP TEXACO INC CP 01/07/99 15,000,000.00 14,986,575.00 0.00 14,985,708.33 0.00 0.00 00038729 12/17/98 0.0000 PREF RECEIVABLES FDG 01/29/99 02/17/99 24,000,000.00 25,000,000.00 23,904,613.33 0.00 23,905,266.67 0.00' 00038749 12/21/98 0.0000 METLIFE FUNDING INC 01/06/99 8,820,000.00 24,828,9i2.22 8,813,140.00 0.00 24,836,666.67 0.00 00038750 00038784 12/21/99 12/28/98 0.0000 BARCLAYS US FUNDING 01/04/99 38,000,000.00 37,981,316.67 0.00 0.00 8,812,797.00 37,979,311.11 0.00 00038788 12/29/98 0.0000 0.0000 ABBEY NATIONAL NA CO MORGAN WP) 02/09/99 19,475,000.00 19,364,235.94- 0.00 19,368,969.44 0.00 0.00 06038790 12/29/98 0.0000 6 CO CP METLIFE.FUNDING INC 01/22/99 02/05/99 25,000,000.00 25,144,000.00 24,917,604.16 0.00 24,925,138.89 0.00 00038796 12/29/98 0.0000 ING(US)FUNDING CORP 02/26/99 25,000,000.00 2,5,013,216.27 24,797,777..77 0.00 0.00 25,020,794.40 0.00 00038712 00038759 12/31/96 12/31/98 0.0000 ABBEY NATIONAL NA CP 0.0000 01/04/99 25,000,000.00 2.4,987,500.00 0.00 24,806,041.67 24,986,388.89 0.00 0.00 ABBEY NATIONAL NA CP 01/04/99 18,000,000.00 ----------------- 17,990,250.00---------0_00 17,990,200.00 0.00 1267,210,000.00 1264,390,312.84 ------------- 0.00 1264,427,760.68 -------------- 0.00 CPI - COMMERCIAL PAPER - INT. BEAR. ............................... 00038477 11/19/98 5.1500 PRUDENTIAL FUNDING C 01/19/99 7,638,000.00 7,638,000.0000038591 12/03/98 5.1400 TEXACO INC CP - 0.00 7,638,000.000,00,000 00 25,000 000-.00 0.00- 25,000;�000.00' 47,397.92 104,423.36 LOS ANGELES COUNTY TREASURER PAGE: 6 TREASURER POSITION COMPARED TO MAPYFT VALUE_ AS OF 12/31/98 FUND: NTRD - PSI'NON-•TRADING ATTACHMENT X SEC PURCHASE FACE MATURITY PRINCIPAL PURCHASED, MARKET ACCRUED ID DATE RATE SECURITY DFSCRIPTTON --------------------------- DATE. -------- PAR --------------- COST INTEREST VALUE INTEREST 00038643 12/08/98 5.3500 GMAC CP 01/11/99 25,000,000.00 -------------------=-------- 25,000,000.00 0.00 ------------------- 25,000,000.0089,619.49 00038709 12/15/98 5.1200 GMAC CP 02/08/99 25,000,000.00 25,000,000.00 0.00 25,000,000.00 60,920.98 00038730 12/17/98 5.4800 FORD -MOTOR CREDIT CO 01/07/99 29,481,000.00 29,481,000.60 0.00 29,401,000.00 67,530.82 00038740 12/18/99 5.5300 AMERICAN GENERAL COR 01/08/99 25,0000000.00 25,000,000.00 0.00 25,000,000.00 53,937.88 00038741 12/18/98 5.3800 TEXACO INC CP 01/19/99 25,000,000.00 25,000,000.00 0.00 25,000,000.00 52,556.89 00038753 12/21/98 5.6500 FORD MOTOR CREDIT CO 01/06/99 25,000,000.00 25,000,000.00 0.00 25,000,000.00 43,268.37 00038755 12/21/98 5.6500 FORD MOTOR CREDIT CO 01/08/99 25,000,000.00 25,000,000.00 0.00 25,000,000.00 43,281.99 00038763 12/22/98 5.1900 GE CAPITAL SERVICES 03/05/99 30,000,000.00 30,000,000.00 0.00 30,000,000.00 43,710.01 00038772 12/23/90 5.4100 FORD MOTOR CREDIT CO 61/22/99 9,998,000.00 9,998,000.00 0.00 9,998,000.00 13,583.53 00038781 12/28/98 5.9700 GMAC CP 01/06/99 25,000,000.00 25,000,000.00 0'.00 25,000,000.00 16,608.12 00038702,12/28/98 6.0000 FORD MOTOR CREDIT CO 01/08/99 10,521,000.00 10,521,000.00 0.00 10,521,000.00 7,026.88 00038783 12/28/98 6.0100 PRUDENTIAL FUNDING C 01/06/99 28,211,000.00 28,211,000.00 .0.00 28,211,000.00 18,867.03 00038791 12/29/90 6.0000 GE CAPITAL SERVICES 01/05/99 50,000,000.00 .50,0001000.00 0.00 50,000,000.00 25,363.32 00038800 12/29/98 5.5000 AMERICAN GENERAL FIN 01/20/99 25,000,000.00 25,000,000.00 0.00 25,000,'000.60 11,511.09 00038801 12/29/98 6.1200'PRUDENTIAL FUNDING C 01/05/99 50,000,000.00 50,000,000.00 0.00 50,000,000.00 25,530.38 00038002 12/29/98 6.1200 PRUDENTIAL FUNDING C 01/05/99 14,000,000.00 14,000,000.00 0.00 14,000,000.00 7,148.51 00038813 12/31/96 5.5000 GE CAPITAL CORP CP 01/04/99 50,000,000.00 50,000,000.00 0.00 50,000,600.00 7,643.56 00038814'12/31/98 5.5000 GE CAPITAL CORP CP 01/04/99 11,586,000.00 11,586,000.00 0.00 11,586,000.00 1,771.17 00038015 12/31/98 5.0000 AMERICAN GENERAL.COR 01/04/99 11,800,000.00 11,800,000.00 0.00 .11,800,000.00 1,639.80 00038816 12/31/98. 5.0000 AMERICAN GENERAL FIN 01/04/99 16,600,000.00 --------------- 16,600,000.00 ---------------------------- 0.00 16,600,000.00. --------------- 2,306.89 544,835,000.00 544,835,000.00 0.00 ------------- 544,835,000.00 745,647.94 FCDN - FARM CRED DISCOUNT NOTES -------------------------------- 00038619 12/07/98 0.0000 FFCB DIN 08/05/99• 10,500,000.00 10,206,420.00 -- 0.00 10,199,700.00 0.00 10,500,000.00 ------------- 10,206,420.00 0.00 --------------- ------------- 10,199,700.00 0.00 FCFR - FFCB ................................ FLOATING RATE NOTE - 00032921 04/01/97 4.8100 FFCB FRN 04/01/99 50,000,000.00 50,000,000.00 0.00 49,968,750.00 589,442.47 00035847 03/02/98 4.9300 FFCB FRN 5.649 QTRLY 03/.02/99 --------------- 25,000,000.00 24,997,986.30 ---------------------------- 0.00 24,992,200.00 --------------- 104,678.08 75,000,000.00 74,997,986.30 0.00 ------------- 74,960,950.00 694,120.55 • a LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MAPKF.T VA1,11F. PAGE: 7 AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X SEC ID PURCHASE DATE FACE RATE SECURITY DESCRIPTION MATURITY DATE PRINCIPAL PURCHASED MARKET ACCRUED -------- -------- COST INTEREST VALUE INTEREST FCNT - FFCB MTN ................................ FRN MONTHLY 00036718 05/20/96 5.3506 FFCB MTN FRN.5.44625. 05/20/99 23,000,000.00 22,993,518.41 --------------- -------- .22,992,824.00 41,021.50 23,000,000.00 22,993,518.41 -0_00 - 0.00 ------------- 22,992,824.00 41,021 50 FFCB - FED FARM CREDIT ................................ BANK. 00035530 00035883 01/06/98 03/02/98 5.6500 5.3750 FFCB FFCB 5.65 5.375 01/04/99 50,000,000.00 50,000,190.08 31,388.89 50,000,000.00 1,388,958.33 00036187 03/30/98 5.3750 FFCB 5.375 03/02/99 03/02/99 50,000,000.00 29,000,000.00 49,986,849.32 0.00 50,031,250.00 888,368.06 00036155 04/01/98 5.5000 FFCB 5.50 04/01/99 25,000,000.00 28,986,265.88 24,994,082.19 121,236.11 29,018,125.00 515,253.47 00036156 04/01/98 5.5000.,FFCB 5.50 04/01/99 25,000,000.00 24,994,082.19 0.00 25,031,250.00 343,750.00 00036548 04/27/98 5.7500 FFCB MTN 5.75 (CALLA 04/27/00 10,945,000.00 10,936,339.82 0.00 0.00- .25,031,250.00 343,750..00 00036719 00036799 05/19/98 06/01/98 5.8400 5.5500 FFCB FFCB 5.84 (CALLABLE) 05/19/00 17,200,000.00 17,194,070.59 0.00 10,982,628.91 17,264,500.00 111,882.22 - 117,189.33 00037167 07/08/98 5.7900 FFCB 5.55 5.79 (CALLABLE) 06/01/99 07/07/00 50,000,000.00 34,639,000.06 49,980,142.47 0.00 50,109,400.00 231,250.00 00037785 00037963 09/03/98 09/24/98. 5.5000 5.6000 FFCB FFCB 5.50 08/03/99 10,320,000.00 34,639,000.00 10,332,397.90 5,571.11 47,300.00 34,682,298.75 34,682,298:75 26 969,372.42 969,372.42 00037963 09/24/98 5.3750 FFCB MTN 5.60 5.375 (CALLABLE 05/03/99 03/24/00 . 42,910,000.00 25,000,000.00 42,950,286.89 894,435.11 42,990,456.25 387,143.56 00038019 09/25/98 5.3750 FFCB 5.375 03/02/99 11,300,000.00 24,993,601.46 11,303,175.44, 1 0.00 38,804.51 25,007,825.00 362,065.97 00038252 00038241 10/27/98 11/02/98 5.0000 4.7000 FFCB 5.00 (CALLABLE) 04/27/00 50,000,000.00 50,000,000.00 0.00 11,307,062.50 49,859,400.00 200,771.18 444,444.44 00038356 11/05/98 5.6000 FFCB FFCB 4.70 (CALLABLE) 5.60 ' 11/02/00 05/03/99 50,000,000.00 50,000,000.00 0.00 49,640,650.00 385,138:89 00038423 11/17/98. 5.1800 FFCB 5.18 (CALLABLE) 11/17/99 35,150,000.00 25,000,000.00 35,232,352.13 25,000,006.00 10,935.56 35,215,906.25 317,131.11 00038924 00038437 11/17/98 11/23/98 5.1800 5.2000 FFCB 5.18 (CALLABLE) 11/17/99 25,000,000.00 25,000,000.00 0.00 0.00 24,992,200.00 24,992,200.00 158,277.78 158,277.78 00038438 11/29/98 5.2000 FFCB FFCB 5.20 (CALLABLE] 5.20 (CALLABLE) 11/19/99 11/19/99 25,000,000.00 25,000,000.00 25;000,000.00 14,444.44 25,042,500.00 151,666.67 00038501 12/01/98 4.7500 FFCB 4.75 12/01/99 50,000,000.00 25,000,000.00 49,960,7194.52 18,055.56 25,042,500.00 151,666.67 00038521 12/01/98 4.7500.FFCB 4.75 12/01/99 50,000,000.00 49,933,657.53 0.00 0.00 49,906,250.00 197,916.67 00038584 00038598 12/03/98 12/04/98 4.8000 4.7500 FFCB 4.80 06/01/99 15,250,000.00 15,240,391.24 9,066.67 49,906,250.00 15,235,710.75 19797,916.67 ,91667 . 6100000 00038601 12/11/98 5.0400 FFCB FFCB 4.75 5.04 (CALLABLE) 12/01/99 12/11/00 20,000,000.00 26,000,000.00 20,002,583.43 7,916.67 19,962,500.00 .79,166.67 166.67 --------------- 26,000,000.00 --------------- 0.00 ------------- 25,932,400.00 72 -- '777,714,000.00 777�659;6M OW 1,194 154.63 --------------- -- 777,533,543.57 --_--------- 8,468,504.56 0 71 LOS ANGELES COUNTY TREASI)PEP TREASURER POSITION f:OMPAPF.D TO MAPYF.T VA1.11F PAGE: 8' AS OF 12/31/98 - FUND: NTRO - PSI HOPS -TPAPiNr. ATTACHMENT X SEC PURCHASE FACE HATURITY PRINCIPAL PURCHASED MARKET ACCRUED ID DATE RATE SECURITY DF.SCPIPTI0I1• DATE PAR COST INTEREST VALUE INTEREST FERN - FFCB FLOATING ................................ RATE NOTE. 00035866 02/25/98 4.7400 FFCB FRN.5.49 OTRLY 02/25/99 32,000,000.00 -=------------- 31,997,106.85 ------------- 0.00 ------------- 31,990,016.00 155,893.33 12,000,000.00 31,997, 106.85 0.00 ----/---I--------------- 31 990 016.00 155I893.33 FFRO - FHLB PERIODIC CAPPED FP.N 00021541 ................................ 02/09/94 5.9770 FHLB PERIODIC CAPPED 02/09/99 25,000,000.00 --------------- .25,000,000.00 --------------- 0.00 ------------- 25,027,750.00 219,986.81 25,000,000.00 25,000,000.00 0.00 ---------- ----- 25,027,750.00 ------------- 219,986.81 FHLB - FED HOME LOAN BANK 00034180 ................................ 08/05/97 5.7800 FHLB 5.78 02/05/99 25,000;OU0.00 25,000,000.00 0.00 25,015,625.00 586,027.78 00034191 08/05/97 5.7900 FHLB 5.79 03/05/99 25,000,000.00 25,000,000.00 0.00 25,031,250.00 466,416.67 00035669 01/27/98 5.5250 FHLB 5.525 01/21/99 18,000,000.00 18,000,130.36 16,575.00 18,005,634.00 442,000.00 00036235 04/20/98 5.7500 FHLB 5.75 (CALLABLE) 04/20/00 25,000,000.00 24,989,846.96 0.00 25,046,875.00 283,506.94 00036619 05/05/98 5.7050 FHLB 5.705 05/05/99 50,000,000.00 49,992,695.89 0.00 50,109,400.00 443,722.22 00036620 05/06/98 5.6950 FHLB 5.695 05/06/99 50,000,000.00 49,990,924.66 0.00 50,109,400.00 435,034.72 00037142 07/20/98 5.7000 FHLB'5.70 (CALLABLE) 07/20/00 33,000,000.00 32,976,045.66 0.00 .33,010,329.00 841,225.00 00037688 .08/28/98 5.7000 FHLB 5.70 (CALLABLE) 07/20/00 5,600,000.00 5,000,000.00 30,083.33 5,001,565.00 127,458.33 00037786 09/03/98 5.5400 FHLB 5.54 07/15./99 10,000,000.00 10,013,025.94 73,866.67 10,028,130.00 255,455.56 00037890 09/10/98 5.7500 FHLB 5.75 (CALLABLE) 03/05/01 23,575,000.00 23,594,348.00 18,827.26 23,589,734.38 436,792.36• 00037891 09/10/98 5.6700 FHLB 5.67 (CALLABLE) 08/11/00 50,000,000.00 50,085,190.80 228,375.00 50,156,250.00 1,102,500.00 00037962 09/15/98 5.6700 FHLB 5.67 (CALLABLE) 08/11/00 50,000,000.00 50,105,603.45 267,750.00 50,156,250.00 1,102:500.00 • 00037977 09/24/98 5.1550 FHLB 5.155 09/22/99 50,000,000.00 49,996,363.64 14,319.44 50,062,500.00 708,812.50 00038018 09/25/98 5.5100 FHLB 5.51 04/30/99 50,000,000.00 50,054,290.32 1,109,652.78 50,078,150.00 466,819.44 00038246 10/27/98 5.0000 FHLB 5.00 (CALLABLE) 10/27/99 50,000,000.00 50,000,000.00 0.00 49,953,150.00 444,444.44 00038236 10/28/96 4.3950 FHLB 4.395 10/23/00 50,000,000.00 49,957,663.22 30,520.83 49,468,750.00 415,083.33 00038254 10/28/98 5.0000 FHLB 5.00 (CALLABLE) 04/28/00 50,000,000.00 50,000,000.00 0.00 49,890,650.00 . 437,500.00 00038292 10/29/98 5.5400 FHLB 5.54 07/15/99 32,410,000.00 32,552,918.71 518,704.04 32,501,169.33 827,931.46 00038337 11/05/98 5.0900 FHLB 5.09 (CALLABLE) 11/05/99 10,215,000.00 10,213,653.16 0.00 10,208,615.63 80,880.10 00038357 11/06/98 5.8800 FHLB 5.88 11/26/99 18,700,000.00 18,879,775.00 488,693.33 18,846,103.10 106,001.67 00038386 11/09/99 5.7050 FHLB 5.705 05/05/99 31,700,000.00 31,784,167.98 20,004.28 31,769,359.60 281,319.89 00038398 11/12/98 5.1800 FHLB 5.18 11/12/99 22,400,000.00 22,400,000.00 0.00 22,393,011.20 157,932.44 LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MARKET VALUE PAGE: 9 AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X SEC PURCHASE FACE MATURITY ID PRINCIPAL PURCHASED MARKET ACCRUED ------ --DATE-- RATE SECURITY DESCRIPTION, DATE PAR COST INTEREST VALUE INTEREST ------- ---------------------------- _ ___ ------------------------------------------ --- 00038409 11/12/98 5.0800 FHLB 5.08 (CALLABLE) 11/09/99 22,275;000.00 22,269,000.52 9,429.75 22,261,078.13 163,449.00 00038410 11/17/96 5.1250 FHLB 5.125 (CALLABLE 11/17/99 25,000,000.00 24,996,575.34 0.00 24,992,200.00 156,597.22 00038468 11/19/98 5.6300 FHLB 5.63 06/15/99 21,000,000.00 21,071,632.21 505,761.67 21,059,073.00 52,546.67 00038411 11/21/98 5.1500 FHLB 5,15 (CALLABLE) 11/24/99 25,000;000.00 25,000,000.00 0.00 24,992,200.00 132,326.39 00038426 11/24/98 5.1500 FHLB 5.15 (CALLABLE) 11/24/99 25,000,000.00 25,000,000.00 0.00 24,992,200.00 132,326.39 00038614 12/07/98 5.0100 FHLB 5.01 (CALLABLE) 12/07/99 31,750,000.00 31,745,563.70 0.00 31,710,312.50 106,045.00 00038787 12/29/96 5.6000 FHLB 5.60 ICALLABLEI., 10/06/00 15.000,000.00 14,995,334.23 193,666.67 15,000,600.00 198,333.33 00038799 12/29/98 S.6000 FHLB S.60 ICALLABLE) 10/06/00 )0,000,000.00 29,990,668.47 387,333.33 30,000,000.00 396,666.67 925,025.000.00 925,655,418.22 3,913,653".38 925,438,964.87 11,788,555.52 FHLD - FED HOME LOAN BANK DISC NOTE D0037920 00038184 09/11/98 10/09/98 0.0000 0.0000 FHLB FHLB 0/N D/N. 02/03/99 10,862,000.00 10,810,224.47 0.00 10,815,293.40 0.00 00038575 12/02/98 0.0000 FHLB, DIN 02/16/99 03/03/99 25,000,000.00 50,000,000.60 24,841,875.00 0.00 24,847,500.00 0.00 00038576 12/02/98 0.0000 FHLB 0/N 03/03/99 15,000,000.00 49,577,659.72 14,873,297.92 0.00 0.00 49,590,000.00 0.00 00038734 00038807 12/18/98 12/30/98 0.0000 0.0000 FHLB DIN 03/17/99 25,000,000.00 24,742,187.50 0.00 14,877,000.00 24,745,000.00 0.00 0.00 FHLB DIN 06/30/99 50,000,000.00 - 48,810,000.00 --------------- 0.00 48,795,000.00 0.00 175,862,000.00 ------------- 173,655,244.61 0.00 ---------------------------- 173,669,793.40 0.00 FHLM - FHLMC . 00035982 00036016 ................................ 03/12/98 03/12/98 5.5050 5.5050 FHLMC FHLMC 5.505 5.505 03/12/99 25,000,000.00 24,995,157.53 0.00 25,023,450.00 416,697.92 00036057 03/12/98. 5.6050 FHLMC 5.605 03/12/99 03/12/99 25,000,000.00 25,000,000.00 24,994,917.81 25,000,671.23 0.00 25,023,450.00 416,697.92 00036567 00036502 04/29/98 04/30/98 5.5500 5.4900 FHLMC 5.55 04/29/99 50,000,000.00 49,976,723.29 0.00 0.00 25,023,450.00 50;078,150.00 424,267.36 477,916.67 00036715 05/14/98 5.7350 FHLMC FHLMC 5.49 5.735 (CALLABL 04/30/99 03/16/00 50,000,000.00 10,000,000.00 49,974,529.11 0.00 50,078,150.00 .465,125.00 00036716 05/14/98 5.8100 FHLMC 5.81 (CALLABLE 05/12/00 20,000,000.00 9,985,922.62 19,979,547.33 92,397.22 6,455.56 10,012,500.00 20,050,000.00 167,270.83 - 00036717 00036726 05/14/98 05/15/98 5.8100 5.8100 FHLMC 5.81 (CALLABLE 05/12/00 25,000,000.00 24,983078.74 8,069.44 25,062,500.00 158,161.11 197,701.39 00036767 05/27/98 5.8450 FHLMC FHLMC 5.81 5.845 (CALLABLE (CALLABL 05/12/00 05/19/00 13,775,000.00 15,000,000.00 13,763,715.10 6,669.40 13,809,437.50 108,933.47 00036768 05/27/90 5.0450 FHLMC 5.845 (CALLABL 05/19/00 17,750,000.00 14,991,830.91 17,737,255.35 17,047.92 20,173.37 15,042,195.00 17,799,930.75 .102,287.50 00036800 00036962 05/29/98 06/19/98 7.1250 FHLMC 7.125 07/21/99 19,275,000.00 19,420,559.82 484,485.16 19,504,372.50 121,040.21 610,375.00 00036967 06/22/98 5.6450 5.7350 FHLMC FHLMC 5.645 5.735 (CALLABL (CALLABL 06/21/00 03/16/00 24,000,000.00 23,942,307.30 0.00 24,052,512.00 37,633.33 23,000,000.00 22,977,517.77 351,746.67 23,028,750.00 384,722.92 • LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MARKET VALUE PAGE: 10 AS OF 12/31/98 FUND: NtRD - PSI NON -TRADING ATTACHMENT X SEC PURCHASE FACE ID RATE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED --DATE- SECURITY DESCRIPTION ------- -------------------- DATE. -------- PAR --------------- COST INTEREST VALUE INTEREST 00037914 09/11/98 5.8950.FHLMC 5.895 (CALLABL 00037915.09/11/98 5.6050 FHLMC 08/03/01 32,075,000.00 --------------- 32,145,830.52 ------------- 199,586.69 ---=--- 32,195,281.25 --------- 5.605 00037922 09/11/98 5.9700 FHLMC 5.97 03/12/09 50,000,000.00 50,02.4,865.38 1,393;465.28 50,046,900.00 .777,37.63 84853472 (CALLABLE 000381010/02/98 5.6050 FHLMC 5.605 03/02/01 03/12/99 8,000,000.00 8,017,239.07 11,940.00 8;010,000.00 ,. 33 00038102 30/02/98 5.6050 FHLMC 5.605 03/12/99 50,000;000.00 10,525,000.00 50,052;608.70 10,536,074.13 155,694.44 32,173.68 50,046,900.00 10,534,872.45 848,534.72 00038636 12/15/96 5.0700 FHLMC 5.07 (CALLABLE 00038658 12/15/98 12/15/00 50,000,000.00 49,990,232.56 0.00 49,990,000.00 178,616.56 112,666.67 5.0700 FHLMC 5.07 (CALLABLE 00038659 12/15/98 5.0700 FHLMC 5.07 12/15/06 11,060,000.00 10,986,569.77 0.00 10,997,800.00 24,786.67 (CALLABLE - 12/15/00 25,000,000.00_ 24,969,476.74 ----------- 000 ------------- 24,995,000.00 56,333.33 579,400,000.00 579,447,530.78 2,780,504•.83 ---------------------------- ,580,405,601.45 7,093,514.26 FHRM - FHLB.FRN MONTHLY ................................ 00037793 69/08/99 5.3800 FHLB FRN 5.445 09108/99, 50,000,000.00 49,982,876.71 ---------- 0.00 ------------- 49,953,150.00 179,333.33 50,000,000.00 49,982,876.7.1 0.00 ---------------------------- 49,953,150.00 179,333.33 FNFM - FNMA FLOATING RATE MONTHLY -------------------------------- , 00037321 07/28/98 5.4094 FNMA FLOATING RATE M 07/28/99 25,000,060.00 --------------- 24,988,032.88 0.00 ------------- 24,992,200.00 15,026.06 25,000,000.00 24,988,032.88 0.00 ---------------------------- 24,992,200.00 15,026.0.6 . FNFQ - FNMA FLOATING RATE QUARTERLY ............................ 00023312 06/27/94 4.8180 FNMA FRN 00036415 04/28/98 05/25/99 20,000,000.00 19,997,815.50 80,810.96 19,968,760.00 95,383.01 5.1380 FNMA FRN MTN 5.573 04/28/99 20,000,000.00 ------------------------ 19,996,794.52 ------------- 0.00 19,993,760.00 178,041.10 40,000,000.00 39,994,610.02 --------------- 80,810.96 ------------- 39,962,520.00 273,424.11 FNFR - FNMA FLOATING RATE COUPON ................................ 00037973 09/17/98 5.0394 FNMA FRN 5.32 09/17/99 50,,000,000.00 49,978,712.33 -- ------------- 0.00 49, 953, 150.00 104,987.08 50,000,000.00 49,978,712.33 ----�--------- 0.00 ------�------ 49 953 150.00 104 987.08 :'i• LOS ANGELES COUNTY TREASURER '11 TREASURER POSITION COMPARED TO MARKET VALUF. PAGE: AS OF 12/31/98 FUND: NTRD PSI NON -TRADING ATTACHMENT X SEC PURCHASE FACE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED ID DATE RATE SECURITY DESCPIPTION DATE PAR COST INTEREST VALUE INTEREST FNMA - FED NAT MORTG ASSOC. ---- ................................ 00035459 12/24/97 5.2000 FNMA 5.20 01/25/99 20,000,000.00 19,992,394.96 430,.444.44 19,993,760.00 450,666.67 00035674 02/02/90 5.4000 FNMA 5.40 02/02/99 50,000,000.00 49,994,950.14 0.00 50,000,000.00 1,117,500._00 00035691 02/02/98 5.4000 FNMA 5.46 02/02/99 25,000,000.00 24;997,260.27 0.00 25,000,000.00 558,750.00 00035792 02/09/98 5.3800 FNMA MTN 5.38 02/09/99 23,535,000.00 23:532,108.10 0.00 23,535,000.00 499,438.85 00035826 02/12/99 5.3300 FNMA MTN 5.33 02/12/99 50,000,.000.00 49,990,046.58 0.00 23,535,000.00 1,028,986.11 00036347 01/15/98 5.4500 ltdMA S.4S 04/15/99. .25,000,000.00 24,982,191.78 0.00 25,031,250.00 287,638.89 00036759 06/01/98 5.7900 FNMA 5.79 (CALLABLE) 06/01/00 25,000,000.00 24,975,246.24 0•.00 25,070,325.00 120,625.00 00036832 06/08/98 5.7500 FNMA 5.75 (CALLABLE) 06/08/00 25,000,006.00 24,977,599.18 0.00 25,062,500.00 91,840.28 00036878 06/10/99 5.7900 FNMA 5.79 (CALLABLE) 05/12/00 14,000.,000.00 13,987;015.70 63,046.67 14,039,382.00 110,331.67 00036854. 06/12/98 5.7800 FNMA 5.78 (CALLABLE) 06/14/00 25,,000,000.00 24,977,404.50 0.00 25,078,125.00 68,236.11 00036992 06/16/96 5.6000 FNMA 5.00 ICALLABLE) 06/16/00 44,.770,000.00 44,770,000.00 0.00 25,078,125.00 168,236.11 00036924 06/16/98 5.6000 FNMA 5.80 ICALLABLE) 06/16/00 30,000,000.00 30,020,468.54 0.00 44,895,938.00 08,194.17 00 00036925 06/16/98 5.7800 FNMA 5.78 (CALLABLE) 04/05/00 25,000,000.00 25,003,228.30 301,041.68 25,054,700.00 345,194.44 00036938 06/17/98 5.7800 FNMA 5.78 (CALLABLE) 06/14/00 21,000,000.00 20,994,086.88 16,858.33 21,065,625.00 00036968 06/22/98. 5.4500 FNMA 5.45 04/15/99 12,805,000.00 12,797,198.00 129,881.83 57,318.33 12,621,006.25, 17,38.364 3 00036950 06/24/98 5.7500 FNMA 5.75 (CALLABLE) 06/23/00 25,000,000.00 24,982,694.78 0.00 25:070,325.00 31,944.44 00036999 06/26/98 5.7500 FNMA MTN 5.75 (CALLA 06/23/00 27,650,000.00 27,021,836.4.7 8,640.97 27,126,091.65 34,563.89 00037134 07/07/98 5.7500 FNMA 5.75 (CALLABLE) 06/23/00 6,100,000.00 6,100,000.00 12,665.97 6,117,159.30 7,794.99 00037133 07/08/98 5.7500 FNMA 5.75 (CALLABLE) 07/07/00 91000,000.00 91000,000.00 0.00 9,033,750.00 '248,687.50 00037193 07/09/98 5.4806 FNMA 5.48 07/09/99 43,850,000.00 43,830,245.88 0.00 43,959,625.00 1,248,090.44 ' 00037216 07/16/98 5.5400 FNMA 5.54 07/16/99 50,000,000.00 49,980,454.79 0.00 50,140,650.00 1,269,583.33 00037400 08/07/98 5.5200 FNMA 5.52 08/09/99 56,000,000.00 49,962,234.33 0.00 50,156,250.00 2,104,000.00 00037757 09/02/98 5.4900 FNMA 5.49 06/03/99 19,830,000.00 19,856,348:45 87,698.10 19,885,781.79 447,563.10 00037788 09/03/98 6.2100 FNMA MTN 6..21 (CALLA 08/25/00 5,000,000.00 5,025,222.30 6,900.00 5,037,500.00 108,675.00 00037849 09/08/98 5.9100 FNMA 5.97 10/28/99 50,000,000.00 50,245,421.69 1,077,916.67 50,390,650.00 522,375.00 00037869 09/09/98 5.6900 FNMA 5.69 (CALLABLE) 08/11/00 24,000,000.00 .24,031,410.26 106,213.33 24,097,512.00 531,066.67 00037867 09/10/98 5.6100 FNMA 5.61 (CALLABLE) 08/16/00 15,560,000.00 15,512,205.43 62,800.83 15,572,664.00 330,912.08 00037916 09/11/98 5.6700 FNMA 5.67 03/16/99 50,000,000.00 50,019,076.68 1,344,097.22 50,070,000.00 806,458.33 00037923 09/11/98 5.6700 FNMA 5.67 (CALLABLE) 07/21/00 50,000,000.00 50,130,476.80 393,750.00 50,187,500.00 1,260,000.00 00037960 09/15/98 5.4700 FNMA MTN 5.47 08/16/99 28,325,000.00 20,361,467.38 133,418.62 28,404,678.23 599,624.22 00037919 09/16/96 5.3100 FNMA 5.31 (CALLABLE) 09/15/00 31,240,000.00 31,240,000.00 0.00 31,279,050.00 483,929.50 00037983 09/24/98 5.4500 FNMA 5.45 (CALLABLE) 09/24/01 25,000,000.00 24,994,314.55 0.00 24,984,375.00 367,118.06 00037997 09/29/98 5.4300 FNMA ITN 5.43 (CALLA 09/28/01 28,225,000.00 28,200,810.59 0.00 28,198,553.17 391,668.92 00037998 09/29/98 5.4300 FNMA MTN 5.43 (CALLA 09/28/01 25,000,000.00 24,978,574.49 0.00 24,976,575.00 346,916.67 00037999 09/29/98 5.4300 FNMA MTN 5.43 (CALLA 09/28/01 9,375,000.00 9,366,965.43 0.00 9,366,215.63 130,093.75 W LJ LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MARKET VALUE. AS of 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X PAGE: 12 SEC PURCHASE FACE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED ID DATE RATE SECURITY DESCRIPTION DATE PAR COST INTEREST VALUE INTEREST ---- ------- ------------ ----------------------------------------------------------=------- -----=------- 00038000 09/29/98 5.4300 FNMA MTN 5.43 (CALLA 09/28/01 15,000,000.00 14,987,144.69 0.00 14,985,945.00 208,150.00 00038008 09/29/98 5.4300 FNMA MTN 5.43 ICALLA 09/28/01 25,000,000.00 24,978,574.49 0.00 24,976,575.00 346,916.67 00036103 10/13/98 5.2100 FNMA 5.21 (CALLABLE) 10/13/00 6,500,000.00. 6,501,808.95 0.00 .6,481,722.00 73,374.17 ?- - - - - - - - - - - - 4 - - - ----------- ------ - - - - - - - - - - - - - - - - - - - - - - -- - - - - ------------ 1035,105,000.00 1035,306,487.88 4,175,374.74 1037,231,149.03 15,853,955.34 FUND - FNMA DISCOUNT NOTES ................................ 00031787 09/03/98 0.0000 FNMA DIN 00037632 09/04/99 0.0000 FNMA DIN 00037921 09/11/98 0.0000 FNMA DIN 00038006 09/24/99 0.0000 FNMA DIN 00038010 69/24/96 0.0000 FNMA DIN 00038116 10/02/98 0.0000 FNMA DIN 00038163 10/08/98 .0.0000 FNMA DIN 00038176 10/08/98 0.0000 FNMA DIN HLFM - FHLMC FRN MONTHLY ................................ 00036584 05/04/98 5.4138 FHLMC FRN 5.44625 00036720 05/19/98 . 5.3506 FHLMC FRN 5.44625 HLMD - FHLMC DISC NOTE. 00037930 09/14/98 0.0000 FHLMC DIN 00037936 09/14/98 0.0000 FHLMC DIN 00037937 09/14/98 '0-0000 FHLMC DIN 00038007 09/24/98 0.0000'FHLMC DIN 00038017 09/25/98 0.6000 FHLMC DIN 00038114 10/02/98 0.0000 FHLMC DIN 00039115 10/02/98 0.0000 FHLMC.D/N 00038152 10/07/98 0.0000 FHLMC DIN 00038160 10/07/98 0.0000 FHLMC DIN 00030162 10/08/98 0.0000 FHLMC DIN 08/24/99 '50,000,000.00 48,355,000.00 0.00 48,440,000.00 0.00 06/15/99 13,216,000.00, 12,904,653.06 DAD 12,923,926.40 0.00 03/04/99 19,000,000.00 18,830,826.11 0.00 18,840,400.00 0.00 06/30/99. 50,000,000.00 48,760,000.00 0.00 46,795,000.00 0.00 06/30/99 25,000,000.00 24,380,000.00 0.00 24,397,500.00 0.00 01/04/99 40,000,000.00 39,983,233.33 0.00 40,000;000.00 0.00 02/09/99 50,000,000.00 49,730,791.67 0.00 49045,000.00 0.00 01/08/99 50,000,000.00 49,950,902.78 ------------------------- 0.00 49,970,000.00 0.00 297,216,000.00 292,895,406.95 0.00 ------------------------.-- 293,111,826.40 0.00 05/04/99 50,000,000.00 49,987,531.51 0.00 49,968,750..00 210,534.72 05/19/99 25,000,000.00 --------------- 24,993,005.48 ------------------=--------- 0.00 25,000,000.00 48,304.30 75,000,000.00 74,980,536.99 0.00 ---------------------------- 74,968,750.00 259,839.02 02/05/99 50,000,000.00 49,748,972.22 0.00 49,775,000.00 0.00 02/05/99 50,000,000.00 49,749,652.78 0.00 49,775,000.00 0.00 02/05/99 50,000,000.00 419,749,652.78 0.00 49,775,000..00 0.00 03/24/99 25,000,000.00 24,709,583.33 0.00 24,720,000.00 0.00 02/24/99 25,000,000.00 24,810,250.00 0.00 24,820,000.00 0.00 01/04/99 50,000,000.00 49,979,041.67 0.00 50,000,000.00 0.00 01/04/99 40,000,000.00 39,983,200.00 0.00 40,000,000.00 0.00 01/06/99 35,.000,000.00 34,975,354.17 0.00 34,989,500.00 0.00 02/08/99 25,000,000.00 24,868,847.22 0.00 24,875,000.00 0.00 02/05/99 50,000,000.00 49,758,402.78 0.00 49,775,000..00 0.00 • • LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MAPFET VALUE PAGE: 13 AS OF 12/31/98 FUND: NTRD '- PSI NON -TRADING ATTACHMENT X SEC PURCHASE ID DATE FACE RATE SECURITY DESCRIPTION MATURITY DATE PRINCIPAL PURCHASED MARKET ACCRUED R COST INTEREST VALUE INTEREST 00038170 10/08/98 00038183 10/09/98 0,0000 FHLMC DIN 0,0000 FHLMC DIN 01/28/99 22,000,000.00 21,917,500.00 0.00 ------------- 21,925,200.00 0.00 00038293 10/29/98 0,0000 FHLMC DIN 01/28/99 02/05/99 25,000,000.00 23,200,000.00 24,906,250.00 0.00 24,915,000.00 0.00 00038294 10/29/98 0.0000 FHLMC DIN 02/03/99 50,000,000,00 23,091,056.67 49,778,625.00 0.00 23,095,600.00 23,095,600.00 0.00 00038568 12/02/98 00038570 12/02/98 0.0000 FHLMC DIN 0.0000 63/12/99 27,564,000.00 27,296,016.67 0.00 0.00 49,785,000.00 0.00 00039572 12/02/98 FHLMC DIN 0,0000 FHLMC DIN 02/25/99 02/23/99 25,000,000.00 24,808,263.89 0.00 24,815,000,00 0.00 0.00 00038595 12/03/90 0.0000 FHLMC D/N 02/26/99 25,000,000.00 25,000,000.00 24,015,236.11 0.00 24,815,000.00 0.00 00038620 12/07/98 0.0000 FHLMC D/11 03/05/99 25,000,000.00 24,804,777.78 24,781,687.50 0.00 24,822,500.00 0.00 00038640 12/08/90 000.38779 12/28/98 0.0000 FHLMC DIN 0.0000 03/09/99 50,000,000.00 49,535,652.77 0.06 24,787,500.00 0.00 FHLMC DIN 03/05/99 35,000,000.00 34,693,750.00 0.00 34,702,500.00 - -- --------------- ------------- 00.00 .00 732,764,000.00 728,761,773.34 0.00 --------------- 729,012,442.00 0.00 HLPC - FHLMC PARTICIPATION CERTIFICATES 00005058 O1/09/79 9,2500 FHLMC 9.250 16061 12/01/08 2,333,086.81 2,332,603.11 334,840.09 2,467,239,30 ---------------- --------- 17,984.21 2,333,086.81 2,332,603.11 ---- 334,840.09 ----------- 2,467,.239.30 17,984.21 MMF - MONEY MARKET FUND --------- 00038 817 12/31/98 ---------------------- 0.0000 GOLDMAN SACHS MMF 01/14/99 1'8,057,242.00 18,057,242.00 0.00 18,057,242.00 ----------------- ------------- 18,057,242.00 18,057,242.00 ------------- 0.00 ---------0.00--- 18,057,242.00 --- ---- 0.00 NOTE - U.S. TREASURY NOTES 00022004 02/28/94 00022005 02/28/94 5.5000 USTN 5.50 5.5000 USTN 5.50 02/28/99 15,000,000.00 15,001,029.13 0.00 15,018 28031768 00022076 02/28/94 5.5000 USTN 5.50 02/28/99 02/28/99 25,000,000.00 10,000,000.00 25 061 373.77 0.00 31,250.00 50.00 467,196.13 00023640 08/01/94 6.8750 USTN 6.875 07/31/99 10,000,000.00 10,000,549.51 9,998,312.00 0.00 10,012,500.00 186,878.45 00035890 02/25/98 00035897 02/26/98 6.0000 USTN 6.00 6.0000 USTN 06/30/99 50,000,000.00 50,110,491.07 0.00 464,088.40 10,125,000.00 50,343,750.00 287,703.80 8,287.29 00035958 03/04/98 6.0 6.0000 USTN 6.00 06/30/99 06/30/99 50,000,000.00 50,000,000.00 50,104,965.49 472,375.69 50,343,750.00 8,287.29 00036613 04/29/98 6.0000 USTN 6.0 06/30/99 50,000,000.00 50,096,807.07 50,087,684.79 522,099.45 50,343,750.00 8,287.29 00036614 04/29/98 6.0000 USTN 6.0 06/30/99 50,000,000.00 50,087,684.79 986,187.85 986,187.85 50,343,750.00 .8,287.29 50,393,750.00 8,287,29 0 0 LOS ANGELES COUNTY TREASUPEP TREASURER POSITION COMPAPFD TO MAPFF'T VALIT AS OF,12/31/98 FUND: NTRD - PSI NON-TRAD111r. ATTACHMENT % PAGE: 14 SEC, PURCHASE FACE MATURITY PRINCIPAL PURCHASED MARKET ACCRUED ID DATE RATE SECURITY DESCP IPTION DATE PAR COST INTEREST VALUE INTEREST --------------------------------------------------------------------------------------- - ---------------------------------- 00036858 06/08/98 6.0000 USTN 6.0 06/30/99 50,000,000.00 50,101,744.19 1,317,679.56 50,34.3,750.00 8,287.29 --- ----------------------------------------- 360,000,000.00 360,590,641.81 4,748,618.80 362,250,000.00. 1,271,819.80 PH - PROMISSORY NOTE ................................ 00024486 11/21/94 5.9100 PASADENA GLEN CSD. P 09/01/09 SLFQ - SLMA FLOATING RATE QUARTERLY ................................ 00023311 06/27/94 4.8480 SLMA FRN 02/08/99 00038766 12/30/98 5.3380 SLMA FRN 02/04/00 SLMA - SLMA 00036853 06/10/98 5.5200 SLMA 5.52 0.6/10/99 00036679 06/30/98 5.6250 SLMA 5.625 06/30/99 00037170 07/27/98 5.7800 SLMA 5.78 (CALLABLE) 07/27/00 00037850 09/08/98 5.5300 SLMA 5.53 07/16/99 00037918 69/16/98 5.5000 SLMA 5.50 (CALLABLE) 09/15/00 00038009 09/24/98 .5.6600 SLMA 5.66 (CALLABLE) 02/04/00 00038079 10/02/98. 5.5600 SLMA 5.56 (CALLABLE) 03/03/00 00038165 10/15/98 5.1000 SLMA 5.10 (CALLABLE) 10/15/99 00038253 10/27/98 4.7400 SLMA 4.74 (CALLABLE) 10/27/00 00038295 10/29/98 5.8900 SLMA MTN 5.89 11/17/99 00038502 12/02/98 5.0000 SLMA 5.0 (CALLABLE) 06/02/00 00038503 12/02/98 5.0000 SLMA 5.0 (CALLABLE) 06/02/00 00038615 12/07/98 5.5700 SLMA 5.57 03/17/00 00038678 12/16/98 5.0950 SLMA 5.095 (CALLABLE 12/15/00 00038685 12/16/98 5.0000 SLMA 5.00 (CALLABLE) 12/15/00 00038723 12/17/98 4.7500 SLMA 4.75-12/11/00 00038765 12/23/98 4.7500 SLMA 4.75 12/11/00 25,700.00 --------------- 25,700.00 ---------------------------- 0.00 25,100.00 507,68 25,700.00 25,700.00 0.00 ---------------------------- 25,700.00 507.68 20,000,000.00 20,000,000.00 123,775.34 19,993,760.00 140,301.38 50,000,000.00 --------------- 50,000,000.00 --------------- 0.00 49,975;000.00 14,624.66 70,000,000.00 ------------- 70,000,000.00 123,775.34 --------------- - ------------- 69,968,760.00 154,926.04 25,000,000.00 24,984,219.18 0.00 25,000,000.00 24,991,123.29 0.00 50,000,000.00 50,000,000.00 0.00 50,000,000.00 50,046,951.77 399,388.89 49,500,000.00 49,500,000.00 0.00 50,000,000.00 50,012,518.83 393,055.56 13,700,000.00. 13,719,410.27 61,360.78 45,000,000.00 44,994,550.93 0.00 15,525,000;00 15,502,932.36 0.00 50,000,000.00 50,565,000.00 1,325,250.00 48,900,000.00 -48,885,555.31 0.00 21,640,000.00 21,633,607.71 0.00 14,750,000.00 14,877,024.09 182,572.22 50,000,000.00 49,992,358.73 0.00 50,000,000.00 49,984,.717.47 0.00 21,.475,000.00 21,435,462.30 17,001:04 49,506,000.00 49,263,907.72 78,375.00 629,990,000.00. 630,389,339.96 2,457,003.49 25;054,700.00 80,500.00 25,062,500.00 3;906.25 50,109,400.00 1#236:277.78 50,125,000.00 1,267,291.67 49,515,493.50 794,062.50 50,000,000.00 1,155,583.33 13,721,413.10 249,674.89 45,014,085.00 484,500.00 15,413,421.82 130,824.00 50,375,000.60 359,944.44 48,747,187.50 296,958.33 21,572,375.00 87,161.11 14;846,804.25 237,343.89 49:915,000.00 106,145.83 49,915,000.00 104,166.67 21,374,067.50 56,670.14 -49,267,350.00 130,625.00 630,028,797.67 6,681,635.83 r� r� U LOS ANGELES COUNTY TREASUREP. TREASURER POSITION COMPARED TO MAPF'F.T VALUE AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X PAGE: 15 SEC ID PURCHASE DATE FACE RATE SECURITY DESCRIPTION MATURITY DATE PRINCIPAL PURCHASED MARKET ACCRUED -------- -------- ------- -----------r" ------ -------- PAR ----------.----- COST --------------- INTEREST -------------,---- VALUE -------- INTEREST ------------- TVDN - TENNESSE ................................ VALLEY DEBENTURE NOTE 00038142 00038186 10/19/98 10/19/98 5.0000 5.0000 TVA 5.00 (CALLABLE) TVA 5.0 01/19/01 50,000,000.00 49,985,779.92 0.00 49,630,000.00 500,000.00 (CALLABLE) 01/19/01 50,000,000.00 40,985,779.92 0.00 49,630,000.00 500,000.00 • - 100,000,000.00 99,971,`559.84 0.00 --------- 99,260,000.00 ------------- 1,000,000.00 YANK - YANKEE CDS ................................ 00036699 00036700 05/11/90 05/11/98 5.7500 5.7500 RABOBANK NY CD SWISS BANK 04/27/99 25,000,060.00 24,995,198.96 55,902.78 25,045,793.68 994,270.83 00037248 07/15/99 5.6300 CORP NY C ASH-AMRO SK CHICAGO 05/07/99 01/15/99 25,000.,000.00 50,000,000.00 24,995,559.05 50,000,378.05 15,972.22 25,050,329.50 954,340.28 00037435 00037539 08/04/90 5.6200 RABOBANK NY CD 02/03/99 25,000,000.00 24,999,980.45 0.00 3,902.78 50,010,350.34 25,011,818.61 1,329,305.56' 589,319.44'- 00037546 08/13/98 08/14/90 5.5300 5.6000 BANK OF MONTREAL NY DEUTSCHE BANK AG NY 02/17/99 02/16/99 10;000,000.00 9,997,180.73 271,891.67 10,003,795.05 488,483.33 00037550 08/17/98 5.5300 BANK OF.MONTREAL NY 02/17/99 20,000,000.00 15,000,000.00 20,000,000.00 14,995,605.30 0.00 417,054.17 20,012,760.47 15,005,692.58 435,555.56 00037578 08/20/98 5.5950 DEUTSCHE BANK AG NY 08/20/99 25,000,000.00 24,993,171.72 0.00 25,079,933.44 132,725.00 00038206 00038314 10/14/98 11/02/98 5.2000 5.1700 MORGAN TUARANTY TRUS CD 01/12/99 25,000,000.00 25,000,000.00 0.00 25,001,853.58 520,645.83 289,666.67 00038347 11/04/98 5.3000 CIBC NY MORGAN GUARANTY TRUS 02/02/99 01/05/99 50,000,000.00 25,000,000.00 50,000,438.66 25,000,000.00 0.00 50,005,823.23 430,833.33 00038353 11/05/98 5.3100 RABOBANK NY CD 01/05/99 50,000,000.00 50,000,055.06 0.00 0.00 25,000,895.36 50,001,864.68 213,472.22 420,375.00 00638354 00038355 11/05/98 11/05/98 5.2800 5.2500 BK OF MONTREAL CHICA 01/20/99 50,000,000.00 '30,000,000.00 50,000,652.48 0.00 50,006,618.65 418,000.00 00038363 11/05/98 5.3600 CIBC NY CD BK OF MONTREAL CHICA 02/05/99 01/05/99 50,000,000.00 30,000;287.81 0.00 30,006,243.78 249,375.00 00036369 11/06/98 5.3200 UBS AG NY CD 01/05/99 50,000,000.00 50,000:055.06 50,000,055.07 0.00 0.00 50,002,208.96 50,001,938.66 424,333.33 00038370 00038372 11/09/98 11/09/98 5.3800 5.3100 BANQUE NATL DE PARIS RABOBANK NY CD 01/11/99 01/11/99 50,000,000.00 50;000,137.60 0.00 50,005,203.98 413,777.78 396,027.78 00038372 11/09/99 5.3100 ABN 50,000,000.00 50:000,137.61 0.00 50,004,143.88 390,875.00 00038405 11/10/90 5.3400 AMRO BK CHICAGO UBS AG NY CD 01/11/99 50,000,000:00 50,000,137.61 0.00 50,004,143.88 390;875.00 0003.8476 11/19/98 5.2000 BACLAYS BANK PLC CD. 01/11/99 01/19/99 25,000,000.00 25,000,000.00 25;000,137.63 25:000,123.91 0.00 25,002,304.76 192,833.33 00038479 00038492 11/23/98 5.2800 BANQUE NATL DE PARIS 01/08/99 25,000,000.00_ 25,OQO,085.40 0.00 11,060.00 25,002,232.77 25,001,386.99 155,277.78 154,000.00 00038499 11/23/96 11/24/98 5.1700 5.2800 MORGAN GUARANTY TRUS 01/22/99 25,000,000.00. 25,000,000.00 0.00 25,002,173.71 140,020.83 00038500 11/24/98 5.1800 BANQUE NATL DE PARIS RABOBANK NEDERLAND N 01/08/99 01/22/99 25,000,000.00' 25,000,000.00 25,000,096.59 0.00 25,001,403.26 139,333.33 , 00038504 11/24/98 5.2000 BARCLAYS BK PLC NY C 01/25/99 25,000,000.00 25,000,144.61 25,000,495.59 0.00 0.00 25,002,336.18 25,002,997.89 136,694.44 00038515 00038516 11/24/98 11/24/98 5.1600 TORONTO DOMINION BK 02/23/99 25,000,000.00 25,000,336.51 3,.583.33 25,004,941.69 137,222.22 139,750.00. 5.2000 BARCLAYS BANK PLC NY 01/25/99 25,000,000.00, 25,000,165.19 0.00 25,002,997.89 137,222.22 LOS ANGELES COUNTY TREASURER TREASURER POSITION COMPARED TO MAPCF.T VALtIF. PAGE: 16 AS OF 12/31/98 FUND: NTRD - PSI NON -TRADING ATTACHMENT X SEC PURCHASE FACE MATURITY PRINCIPAL PURCHASED. MARKET ID DATE RATE SECURITY DESCRIPTION. DATE. PAR ACCRUED. COST INTEREST VALUE INTEREST -------------- ------------- -- ----- --------------- 00038578 12/02/98 - --- --------- ----------------------------- 5.1100 BK OF NOVA SCOTIA PO 03/02/99 25,000,000.00 25,000,411.36 0.00 25,006,266.19 107,708.33 00038612 12/07/98 5.4450 CIBC NY CD 01/08/99 50,006,000.00 50,000,193.51 0.00 50,004,737.51 189,062.50 00038617,12/07/96 3.1700 BK OF NOVA SCOTIA PO 02/08/99 50,006,000.00 50,000,523.05 0.00 50,008,230.28 179,513.89 00038618 12/07/96 5.1100 BK OF NOVA SCOTIA PO 03/08/99 56,000;000.00 50,000,905.00 0.00 50,008,571.30 177,430.56 00038623 12/07/98 "5.15'00 SOCIETE GENERALE NY 02/09/99 50,000,000.00 50,001,073.54 0.00 50,007,338.86 178,819.44 • 00038661,12/09/98 5.7400 CIBC NY CD 04/01/99 11,000,000.00 11,011,776.24. 441,980.00 11,014,895.20 482,319.44 00038657 12/10/98 5.4300 RABOBANK NEDERLAND N 01/11/99 50,000,000.00 50,000,138.22 0.00 50,006,317.83 165,916.67 60038722 12/17/99 5.1100 TORONTO DOMINION BK 03/17/99 50,000,000.00 50,001,028.55 0.00 50,010,451.97 106,458.33 00030724 12/17/98 5.1250 BK OF NOVA SCOTIA PO 03/15/99 -30,000,000.00 30,000,813.83 8,541.67 30,006,934.74 72,604.17 00038745 12/21/90 4.9000 CHASE MANHATTAN BANK 03/18/99 13,700,000.00 13,69248..5,6,- 117,477.:50 13,.695,660..35 -. 137,989.44 00038746 12/21/98 4.9400 CHASE MANHATTAN BANK 03/29/99 10,000,000.00 9,995,045.51 74,100.00 9,997,490.62 89,194.44 00038748 12/21/90 5.7300 CHASE MANHATTAN BANK 05/17/99 25,000,000.00 25,051,360.19 ,875,416.67 25,053,004.91 919,187.50 00038778 12/28/98 5.6300 SWISS SK CORP NY CO 03/24/99 9,000,000.00 9,005,169.89 392,692.50 9,008,400.12 398,322.50 00038789 12/29/96 5.7000 BARCLAYS BK PLC NY C 03/30/99 501000,000.00 50,036,682.33 2,169,166.67 50,058;792.02 2,192,916.67 00038805 12/30/98 4.9600 CIBC NY CD 03/25/99 50,000,000.00 49,975,404.60 '447,777.78 49,996,143.88 461,555.56 " -- -------------------------------------------------------- 1423,700,000.00 1423,754,091.03 5,306,459.74, 1424,161,423.22 17,273,610.53. ------------------------------------------- FUND TOTAL 9824",180,006.27 9812,137,071.13 27,686,994.27 9816,029,389.38 90,293,353.15 ...................................................................... . PSI HISTORICAL 9795,374,344.43. 0