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03-09-2010 CC Rpt A06 COUNCIL AGENDA STAFF REPORT CITY CLERK USE ONLY RECEIVED Meeting Date: March 9. 2010 )011_4 21 2010 ==--i AM 9: 09 Public Hearing: 0 CITY Discussion Item: 0 / OFFICE OF ICLERK Consent Item: CHINO HILLS MARCH 2, 2010 TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS FROM: CITY MANAGER SUBJECT: TREASURER'S REPORT FOR JANUARY 2010 RECOMMENDATION: 1. Approve the Treasurer's Report for January; and 2. Authorize staff to continue investing all of the City's funds in State and County investment pools. BACKGROUND/ANALYSIS: The Treasurer's Report for January 2010 may be seen in Exhibit A (attached). The amount of cash and investments for all funds amounts to $147,901,410.00. The amount of cash shown in the checking accounts may be either a positive or negative (overdrawn) amount, depending on whether or not there is an opportunity to invest the "float" amount. It is the Treasurer's intention to invest all cash not needed for the immediate cash flow needs of the City. The cash flow for all major fund types is also reported in Exhibit A. As shown, the City's cash reserves, coupled with the month's cash receipts, are sufficient to meet the City's cash disbursement requirements for the month. Additionally, there are sufficient reserves and forecasted cash receipts to meet the City's future cash disbursement needs. Attached are copies of the summary reports received from the agency pools in which the City invests. Due to the different styles and lengths of reports, only summary information is excerpted from the reports and attached as exhibits to the Treasurer's Report. Additionally, the agencies reports that will be attached to the City Treasurer's,Report may not necessarily correspond according to dates, due to the lag time in producing and mailing these reports. Included in Exhibit A is a column showing the market value of investments the City has in the various pooled investment accounts. The investment pools provide the market valuation information for the total pool and City staff then calculates and reports the City's pro rata share of the market valuation amount. AGENDA DATE: MARCH 9, 2010 SUBJECT: TREASURER'S REPORT FOR JANUARY 2010 PAGE TWO The market value may show unrealized gains or losses for the pooled investments. This does not mean that the pool has actually gained or lost any money on these transactions; it just shows what would have occurred if the pool had redeemed any of the investments as of the date of the report. Typically, the pools may not actually earn any gains nor suffer any losses, since the pools hold the investments to their maturity dates. For interest bearing instruments (which usually comprise most, if not all, of the pools' investments), a change in the market rate of an instrument will cause the value of the instrument to change. For example, when the interest rates increase, the value of bonds, notes, and other interest-rate-sensitive investments will decrease. Conversely, when the market interest rates decrease, the value of bonds, etc., will increase. But the risk of any actual loss (or gain) occurs only if the bonds or other investments are sold before their maturity date. If the investments are held until their maturity date, the investor will receive the total principal of the investment as well as any interest earned on the investment. Due to the City having limited staff and resources, it is recommended that the City continue investing all funds in State and County investment pools as a prudent means of balancing investment returns with the costs of investment activities. FISCAL IMPACT: In accordance with California Government Code, the Finance Director/City Treasurer certifies that sufficient investment liquidity, as well as sufficient anticipated revenues, are available to meet the City's budgeted expenditure requirements for the remaining five months of the 2009/10 fiscal year. It is anticipated that a budget for fiscal year 2010/11 will be provided for City Council consideration by June 30, 2010. The investments reported in the Treasurer's Report are in compliance with the City's Investment Policy. Respectfully submitted, Recommended by: /01717a f Michael S. Flea6'er,,,t;ity M9a*er JucJ'y'R! Lalijaster, Finance Director MSF:JRL:PS:gm �/ Attachment EXHIBIT A CITY OF CHINO HILLS TREASURER'S REPORT JANUARY 2010 I. Funds Held by City and Fiscal Agents: A. Funds Held by City: Market Investments Cost Value San Bernardino County Pooled Funds of Investments(SBCPFI) $ 47,663,034.27 $ 47,930,007.39 Los Angeles County Pooled Funds of Investments (LACPFI) 44,336,863.27 (3) (1) State of California Local Agency Investment Fund (LAIF) 39,649,249.34 (1) Total Investments 131,649,146.88 (2) Cash Bank of America-Checking 2,036,019.71 2,036,019.71 Bank of America- Payroll 10,000.00 10,000.00 Wells Fargo Bank-Credit Card 105,890.37 105,890.37 Total Cash in Bank 2,151,910.08 2,151,910.08 Petty Cash2,800.00 2,800.00 Total Cash 2,154,710.08 2,154,710.08 Total Funds Held by City 133,803,856.96 (2) B. Funds Held by Fiscal Agents: U.S. Bank 14,097,553.04 14,097,553.04 Total Funds Held by Fiscal Agents 14,097,553.04 14,097,553.04 Total Funds Held by City and Fiscal Agents $ 147,901,410.00 (2) II. Estimated Composite Investment Earnings Rate: 1.04% (Estimated Investment Earnings Rate for SBCPFI: 1.19%, LAW : 0.60%; and for LACPFI : 1.31%) III. Cash Flow Transactions by Major Fund Types: Beginning Ending Cash Balance Cash Cash Cash Balance Fund 01/01/10 Receipts Disbursements 01/31/10 General Fund $ 24,778,234.07 $ 3,452,252.77 (2,285,416.83) $ 25,945,070.01 Water Funds 28,227,899.63 3,929,833.15 (1,907,648.01) 30,250,084.77 Sewer Funds 17,789,711.77 548,314.58 (367,692.07) 17,970,334.28 Parks&Landscape 7,767,925.66 2,320,188.45 (764,450.40) 9,323,663.71 Development Funds 10,652,521.61 20,934.46 (155,486.89) 10,517,969.18 Comm. Facilities Dist. 28,518,780.81 4,209,103.55 (43,215.70) 32,684,668.66 Assessment Districts 5,018,213.38 544,227.95 (11,587.37) 5,550,853.96 Miscellaneous Funds 15,320,284.18 1,753,461.37 (1,414,980.12) 15,658,765.43 Total $ 138,073,571.11 $ 16,778,316.28 $ (6,950,477.39) $ 147,901,410.00 EXHIBIT A CITY OF CHINO HILLS TREASURER'S REPORT JANUARY 2010 Page 2 of 2 IV.Funds Held by Deferred Compensation Providers - Market Month Ending January 2010 Value ING Life Insurance and Annuity Company N/A ICMA 4,674,762,07 Total Funds Held by Deferred Compensation Providers (4) Footnotes: (1)The market valuation is not available as of the date of this report. (2)Total market valuation cannot be determined since the market value for Los Angeles County Pooled Funds of Investments and State of California Local Agency Investment Fund are not available. (3) The Los Angeles County Pooled Funds of Investment statement is not available as of the date of this report. (4)The total market valuation cannot be determined as the market value for ING Life Insurance and Annuity Company is provided to the City on a quarterly basis. In accordance with California Government Code,the Finance Director/City Treasurer certifies that sufficient investment liquidity, as well as sufficient anticipated revenues, are available to meet the City's budgeted expenditure requirements for the remaining five months of the 2009/10 fiscal year. It is anticipated that a budget for fiscal year 2010/11 will be provided for City Council consideration by June 30,2010. The investments reported in the Treasurer's Report are in compliance with the City's Investment Policy. antsier it finance pirector/City Treasurer City of Chino Hills Treasurers Report Worksheet HI General it Water li Sewer II Parks& it Development li Comm. Facilities II Assessment II Miscellaneous li II Fund H Funds II Funds II Landscape H Funds II District II Districts II Funds II Total Funds Held by City: 11 ii II li I J 11 it Beginning Book Balance a 1/01/10 H 21,166,356.45 it 27,336,112.13 I 17,789711.77 II 7,767,925.86 II 10,652,521,61 I 21,133,908.35 II 2,809,197.92 II 15,320284.18 II 123,976,018.07 I! 9 i II 4 !I i H Cash Receipts II 3,452,252,77 H 3,929,833.15 I 548,314.58 I 2,326188.45 II 20,934.46 1 4,209,103.55 I 541,327.95 I 1,753461.37 II 16,775,416.28 II II I I II I I I it Cash Disbursements II (2,284,284.83)11 (1,907,648.01)1 (367,692.07)I (764,450.40)11 (155,486.89)1 (43,215.70)) (11,587.37)I (1,602,425.76)11 (7,136,791.03) II II I l II I I I II Journal Entries For Month II (1,132.00)11 I I II I ! 2,900.00 , 11 1,768.00 11 II 1 1 II II I I II Ending Book Balance a 1/31/10 ii 22,333,192.39 II 29,358,297,27 I 17,970,334.28 ii 9,323,663.71 ii 10,517,969.18 II 25.299,796.20 I 3,341,838.50 li 15,471,319.79 1 133,616,411.32 II II I II II I I II II Reconciling Transactions 'I II i II C II II 187,445.64 II 187,445.64 II II I II 1I II I II II Ending Bank Balance Funds Held by City !I 22,333.192.39 II 29.358,297.27 I 17.970.334.28 I, 9,323.663.71 II 10.517.969.18 II 25.299.796.20 I; 3.341.838.50 II 15.658.765.43 !I 133.803.856,95 HI i I I II II I 1 1 II I II 11 I Funds Held by Fiscal Agent: it i i i it I' I I Beginning Book Balance A 1/1/10 11 3,611,877.62 I 891,787.50 I 0.00 I 0.00 II 0.00 I 7,384,872.46 I 2,209,015.46 I 0.00 I 14,097,553.04 II Cash Receipts I 0.00 1 0.00 0.00 0.00 II 0.00 0.00 0.00 0.00 0.00 ! vl II Cash Disbursements I 0.00 ! 0.00 I 0.00 I 0,00 II 0.00 0.00 I 0.00 11 0.00 II 0.00 I I II II II II Journal Entries For Month i 0.00 I I I I I II 0.00 II 0.00 I I I I ! I II li Ending Book Balance Ao 1/31/10 it 3,611,877.62 I 891,787.50 ! 0,00 I 0.00 t 0.00 , 7,384.872.46 i 2,209,015,46 1I 0.00 ii 14,097,553.04 II I I Reconciling Transactions +' H I ! I li 0.0u ii 0.00 II I I I ! I ! II II Ending Bank Balance Funds Held by F/A II i 3.611.877.62 II 891.787.50 I 0.00 I 0.00 ! 0.00 I 7.384.872.46 ! 2.209.015.46 II 0.00 1 14.097.553.04 II I I I 1 II II HI I I I, I II I II rI I I II I II II Summary of Cash Balances: II II i I II I 1I ll Beginning Cash Balance `I III i Y HI l Funds Held by City II 21,166,356.45 II 27,336,112.13 I 17,789,711.77 I 7,767,925,66 II 10,652,521.61 21,133,908.35 ( 2,809,197.92 II 15,320,284.18 II 123,976,018,07_ Funds Held by Fiscal Agent ii 3,611.877,62 ;i 891.787.50 I 0.00 li 0.00 li 0.00 . 7 384.872.46 I 2.209.015.46 II 0.00 II 14.097.553.04 Total Beginning Cash Balance II 24.778.234.07 II 28.227.899.63 it 17.789.711.77 II 7.767.925.66 ! 10.652.521.61 I 28.518.780.81 II 5.018.213.38 II 15.320.284.18 II 138.073.571.11 II !! II !! I I i y Ending Cash Balance I II II 1I I I II II II Funds Held by City 1,1 22,333,192.39 II 29,358.297,27 II 17,970,334.28 II 9,323,663.71 I 10.517,969.18 I 25,299,796.20 I; 3,341,838.50 II 15.658,765.43 II 133,803,856.96 Funds Held by Fiscal Agent II 3,611.877.62 II 891.787.50 II 0.00 II 0.00 I 0.00 i 7.384.872.46 II 2.209,015.46 II 0.00 ii 14,097,553.04_ Total Ending Cash Balance II 25.945,070.01 !I 30,250.084.77 II 17.970.334,28 II 9.323.663.71 I 10,517.969,18 I 32,684.668.66 II 5,550.853.96 II 15,658,765.43 II 147.901,410.00 • *****************.***************************************.*************,****.********.******.***********************.************.***** * * * ii**x*****x**'********i**********ii***********i*i******************x***********************Li***********Y****i*****i*i** * * * * REPORT CODE NAME: FZ360 REPORT DISTRIBUTION SYSTEM FINAL REPORTS * * * * FOR JANUARY, 2010 *• * * * * * * * * * * * EXPENDITURE DETAIL TRANSACTIONS ************************************************************************************************************************** * 4 I- ******************.**********************************************************************************x**********x**************.****** CITY OF CHINO HILLS (CMO02 ) PACKET PAGE NUMBER 1 *** PGM : FZ360 DETAIL EXPENDITURE TRANSACTION LISTING BY OBJECT CODE PAGE: 7131 TIME: 00:27:33 ACCOUNTING PERIOD 07 - 01/2010 DATE: 02/02/2010 FUND/DEPT/ORGl: SED OBJECT/ BUDGET/ TR DATE DRG GRC TRANSACTION ID DESCRIPTION/VENDOR EXPENDITURES ENCUMBRANCES PRE-ENCUMBRANCES REMAINING BUDGET *** NO ACTIVITY FOR THIS PERIOD *** BED BEGINNING BAL - CASH IN COUNTY TREASURY 47,525,498.47 SED ENDING BAL - CASH IN COUNTY TREASURY 47,663,034.27 CITY OF CHINO HILLS (CMO02 ) PACKET PAGE NUMBER 2 *** PFT San Bernardino County Pool Summary (as of 1/31/10) Par Amortized Market Market% of Yield to Maturity Weighted Modified Security Type Value Cost Value Portfolio At Cost Avg.Maturity Duration Bankers Acceptances 0.00 0,00 0.00 0.0% Certificates of Deposit 317,000,000.00 317,000,749.40 316,999,689.90 6.8% 0.15% 13 0.04 Collateralized CD 0.00 0.00 0.00 0.0% Commercial Paper 630,000,000.00 629,965,230.65 629,953,003.34 13.4% 0.13% 14 0.04 Corporate Notes 0.00 0.00 0.00 0.0% Federal Agencies 3,052773,000.00 3,063,966,897.34 3,087,850,149.39 65.8% 1.80% 431 0.79 Money Market Funds 46,000,000.00 46,000,000.00 46,000,000.00 1.0% 0.04% 1 0.003 Municipal Debt 0.00 0,00 0.00 0.0% Repurchase Agreements 0.00 0.00 0.00 0.0% TLGP Corp.Debt 97,100,000.00 97,208,406.21 97,803,754.40 2.1% 1.16% 412 1.12 U.S.Treasuries 500,000,000.00 505,356,379.60 509,323,805.38 10.9% 0.77% 533 1,45 Total Securities 4,642,873,000.00 4,659,497,663.20 4,687,930,402,41 100.0% 1.32% 353 0.74 Cash Balance 316,633,776.23 316,633,776,23 316,633,776.23 TAGP/FDIC NOW Balance 100,000,000.00 100,000,000,00 100,000,000.00 Total Investments 5,059,506,776.23 5,076,131,439.43 5,104,564,178.64 Accrued Interest 21,018,783.78 21,018,783.78 Total Portfolio 5,059,506,776.23 5,097,150,223.21, __5,125,582,962.42 t Yield for the moneymarket funds is a°eighted average of the month-erd yields for the Federated,Goldman,and Fidelity money mance(funds. 2.Statistics/or the total portralro Include money market Funds. 3.Market prices are derived from closing hid prices as of the last business day of the month as suppled by P.T.interactive Data,Bloomberg,or Telerate. Prices that fall betiwen data points are interpolated. 11 >=PFM„ W Managed Account Summary Statement For the Month Ending January 31, 2010 SAN BERNARDINO-COUNTY-- 76990800 I 'I II II I, III I 'IFIIII I I III II, it J il Opening Market Value $4,570,512,670.09 Maturities/Calls 4,662,041,668.06 (4662000000,00) Sale Proceeds 246,000,000.00 , , , Maturities/Calls Coupon/Interest Income 4,681,380.15 Principal Dispositions (246,000,000.00) principal Payments 0.00 Principal Acquisitions 4,996,242,390.88 Security Purchases (4,996,702,486.22) Unsettled Trades 24,995,000.00 Net Cash Contribution 83,979,438.01 Change in Current Value 4,180,341.44 Reconciling Transactions 0.00 Closing Market Value $4,687,930,402.41 ..ul J urI !i a ,loll- �•.ro JU J: ! Y I .. i _ I� Interest/Coupons Received 4,723,048.21 Closing Cash Balance $0.00 Less Purchased Interest Related to Interest/Coupons (460,095.34) Plus Net Realized Gains/Losses 2,132,228.98 Total Cash Basis Earnings $6,395,181.85 u of u do .I! IrJ I ,i J rIi a VIII r- �I Ending Amortized Value of Securities 4,659,497,663.20 Ending Accrued Interest 21,018,783.78 Plus Proceeds from Sales 246,000,000.00 Plus Proceeds of Maturities/Calls/Principal Payments 4,662,041,668.06 Plus Coupons Received 4,681,380.15 Less Cost of New Purchases (5,021,697,486.22) Less Beginning Amortized Value of Securities (4,547,663,890.34) Less Beginning Accrued Interest (18,999,445.36) • Total Accrual Basis Earnings $4,878,673.27 Account 76990800 Page 1 =Prat PFM Asset Management LLC diag— PM'. Portfolio Summary and Statistics For the Month Ending 3anuary 31, 2010 SAN BERNARDINO;COUNTY 76990800 II II 11111 I'x 1 ul II 1 I II II I11 I Description Par Value Market Value Percent U.S.Treasury Bond/Note 500,000,000.00 509,323,80538 10.86 Cert of Deposit US lSY Bond/Note 6.76 U.S.Government Supported Corporate 97,100,000.00 97,803,754.40 2.09 10.860/a I Commercial Paper Debt US Govt Supported '�N �a�; PP � �jti�� J 13.44^/0 Money Market Fund 46,000,000.00 46,000,000.00 0.98 Corp Debt +osy ' 2.09% � �W Federal Agency Discount Note 316,591,000.00 316,222,321.75 6.75 N .'d,+'0+'°� a tiny Mkt and • Federal Agency Bond/ Note 2,736,182,000,00 2,771,627,827.64 59.12 Commercial Paper 630,000,000.00 629,953,003.34 1144 Fed Agy DN_ Certificate of Deposit 317,000,000.00 316,999,689.90 6.76, 6.75% Managed Account Sub-Total 4,642,873,000.00 4,687,930,402.41 100.00°!0 Accrued Interest 21,018,783.78 Total Portfolio 4,642,873,000,00 4,708,949,186.19 \\\ Fed Agy Bond/ Nate Unsettled Trades 25,000,000.00 25,007,812.50 59.12"/0 ', 1 1 1�..'F 111xf 111 ' ,Ii 1 -111u = _35.44% 36.00% Yield to Maturity at Cost 1.32% Yield to Maturity at Market 043% Duration to Worst 0.74 - - - Weighted Average Days to Maturity 353 1.22% 0.00% 0-6 Months 6-12 Months 1.2 Years 2-3 Years 3.4 Years 4-5 Years Over s Years Pf31 Account 76990800 Page 2 PPM Asset Management 1 ,1 C a- �PPM' Managed Account Issuer Summary For the Month Ending January 31,2010 SAN BERNARDINO'COUNTY:-:76990800 ii ii�iiyn yi i ( q i p i;ti.,w i1I 1 .1 Ti t , Market Value Issuer of Holdings Percent A-I BANK OF AMERICA CORP 99,999,08134 2.13 TSY I, 4,27% BNP PARIBAS 124,996,610,00 2.67 10.86% \��� A-I+ CIiZGROUP INC 25,022,100.00 0.53 AAAm x ,�0. 22.68% CREDIT AGRICOLE SA 154,994,360.55 3,31 6.98 f0 1" FANNIE MAE 892,499,656.01 19.03 g,u-, 4 FEDERAL FARM CREDIT BANKS 460,000,720,31 9,81 I FEDERAL HOME LOAN BANKS 890,387,353,32 1899 1 \ c FEDERATED INVESTORS INC 42,000,000.00 0.90 \ FIDELITY INS i t t UTIONAL FUND 4,000,000,00 0.09 l - FREDDIE MAC 844,962,419,75 18.02 GENERAL ELECTRIC CO 162,114,574,40 3.46 `` GOLDMAN SACHS GROUP INC 50,649,300,00 1.08 NORDEA BANK AB 124,997,739,75 2.67 RABOBANK NEDERLAND 101,999,821.60 2.18 AAA 61.21% SOCIETE GENERALE 99,998,300.00 2.13 SVENSKA HANDELSBANKEN 49,984,600,00 1.07 TORONTO-DOMINION BANK 49,999,958.00 1,07 UNI t ED STATES TREASURY 509,323,805.38 10.86 Total $4,687,930,402.41 100.00% AI Account 76990800 Page 3 WPFM Asset Management 1LC =PFM Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY: 76990800 Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value US TREASURY NOTES 9128283F8 25,000,000.00 75Y TSY 07/01/09 07/02/09 25,592.773.43 0.55 1,899.17 25,273,348.00 25,320,300,00 DTD 07/31/2008 2,750%07/31/2010 US TREASURY NOTES 912828330 25,000,000.00 I S Y TSY 07/20/09 07/21/09 25,503,906,25 0.55 252,589,78 25,260,896,00 25,311,523.45 DTD 08/31/2008 2.375%08/31/2010 US TREASURY NOTES 912828330 50,000,000.00 TSY TSY 12/09/09 12/10/09 50,777,343,75 0.22 505,179,56 50,619,613,50 50,623,046.90 DTD 08/31/2008 2.375%08/31/2010 US TREASURY NOTES 9128283P5 25,000,000.00 TSY TSY 07/28/09 07/29/09 25,258,789,05 0.67 96,339.78 25,153,443.75 25,232,425.00 DTD 10/31/2006 1.500% 10/31/2010 US TREASURY NOTES 912828350 25,000,000.00 TSY TSY 08/03/09 08/09/09 25,159,179.68 0.76 54,086.54 25,099,743.00 25,202,148.45 DTD 11/30/2008 1.250% 11/30/2010 US TREASURY NOTES 9128283V3 25,000,000,00 TSY 1SY 11/04/09 11/05/09 25,112,304.69 0.48 19,337.02 25,088,920.75 25,129,875,00 DTD 12/31/2008 0.875% 12/31/2010 US TREASURY NOTES 9128283y3 25,000,000.00 TSY 7SY 11/15/09 11/17/09 25,127,929,69 0,42 19,337,02 25,104,219.50 25,129,875.00 DTD 12/31/2008 0.875% 12/31/2010 US TREASURY NOTES 912828JY7 25,000,000.00 TSY TSY 01/27/10 01/28/10 25,130,859.38 0.35 604,28 25,129,446.50 25,137,700.00 DTD 01/31/2009 0.875%a 01/31/2011 US TREASURY NOTES 9128275T4 20,000,000.00 TSY TSY 12/28/09 12/29/09 20,990,625.00 0.60 461,956.52 20,909.991.40 20,971,100.00 DTD 02/15/2001 5,000%02/15/2011 US TREASURY NOTES 912828KE9 25,000,000.00 TSY TSY 12/04/09 12/07/09 25,118,164.06 0.49 93,059,39 25,103,398.50 25,149,525.00 DTD 02/28/2009 0.875%02/28/2011 US TREASURY NOTES 912828FA3 25,000.000.00 TSY TSY 01/12/10 01/13/10 26,283.203.13 0.99 409,532.97 26.228.090,75 26,267,575.00 DTD 03/31/2006 4.750°k 03/31/2011 US TREASURY NOTES 912828KL3 50.000,000.00 751 TSY 12/22/09 12/23/09 50,175,781,25 0.61 112.396.41 50,161.491,50 50,287,100.00 DTD 04/30/2009 0.875%04/30/2011 US TREASURY NOTES 912828FN5 25,000,000.00 TSY TSY 07/23/09 07/29/09 26,906,250.00 1.05 3,366.71 26,417,279.75 26,617,200.00 DTD 07/31/2006 4.875%07/31/2011 US TREASURY NOTES 9128281.03 25,000,000.00 TSY TSY 07/30/09 07/31/09 24,900,390.63 1.20 690.61 24,925.206.75 25,172,851.56 DTD 07/31/2009 1.000'/°07/31/2011 �C Account 76990800 Page 4 } PFM Asset Management LLC Alli Ariem PFM,was . Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY 76990800 Type/Description S&P Mood Security T y's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value US TREASURY NOTES 912828KP4 10.000,000.00 TSY TSY 06/04/09 06/05/09 9,962,500.00 1.51 29,627.07 9,970,772,60 10,084,380.00 DTD 05/15/2009 1.375%05/15/2012 US TREASURY NOTES 912828KP4 10,000,000.00 TSY TSY 06/05/09 06/08/09 9,889,843.75 1.76 29,627,07 9,913,810,80 10,084,380.00 DTD 05/15/2009 1,375%05/15/2012 US TREASURY NOTES 912828KP4 10,000,000,00 TSY TSY 06/05/09 06/08/09 9,897,656.25 1.73 29,627.07 9,919,931.70 10,084,380.00 DTD 05/15/2.009 1.375%05/15/2012 US TREASURY NOTES 912828KP4 10,000,000.00 TSY TSY 06/08/09 06/09/09 9,838,281.25 1.95 29,627.07 9,873,273,60 10,084,380.00 DTD 05/15/2009 1.375%05/15/2012 US TREASURY NOTES 912828KP4 10,000,000.00 TSY TSY 06/09/09 06/10/09 9,852,343,75 1.90 29,627,07 9,884,209 20 10.084,380.00 DID 05/15/2009 1,375%05/15/2012 US TSY INFL DC BONDS 912828KM1 10,000,000.00 TSY TSY 06/18/09 06/19/09 10,066,686.40 1.25 37,431.32 10,057,973.20 10,428,120.00 DTD 04/15/2009 1,250%04/15/2014 US TSY INFL DC BONDS 912828KM1 10,000,000.00 TSY TSY 06/19/09 06/22/09 10,063,680.44 1.26 37,431,32 10,055,452,40 10,428,120.00 DTD 04/15/2009 1.250%04/15/2014 US TSY INFL DC BONDS 912828KM1 10,000,000.00 TSY TSY 06/22/09 06/23/09 10,036,164.40 1.32 37,431,32 10,031,531.20 10,428,120.00 DTD 04/15/2009 1.250%04/15/2014 US TSY INFL DC BONDS 912828KM1 25,000,000.00 TSY TSY 07/30/09 07/31/09 25,196,112,66 1.08 93,578,30 25,174,385,25 26,070,300.00 DTD 04/15/2009 1.250%04/15/2014 Security Type Sub-Total 500,000,000.00 506,840,768.89 0.77 2,379,383.37 505,356,379.60 509,323,805.38 CITIGROUP FUNDING INC(FDIC)FLOAT 17314AAA0 25,000,000.00 MA Aaa 01/30/09 02/04/09 25,016,950.00 1.23 484.38 25,000.000.00 25,022,100.00 MTN DTD 01/30/2009 0,349%07/30/2010 GENERAL ELEC CAP CORP(FDIC)GLOBAL 36967HAM9 22,100,000,00 MA Aaa 11/20/09 11/23/09 22.144.398.90 0.22 10,700.01 22,136,482.46 22,132,354.40 FRN DTD 03/12/2009 0,335°l0 03/11/2011 GOLDMAN SACHS GROUP INC(FDIC)GL 38146FAF8 25,000,000,00 AAA Aaa 01/23/09 01/28/09 24,931,500.00 1.74 18,055.55 24,959,188.00 25,324,650.00 NOTES DTD 01/21/2009 1.625%07/15/2011 PFf' Account 76990800 Page 5 WPFM Asset Management 1 .I C asseurai PFM Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN.BERNARDINO.COUNTY - 76990800- -, Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value GOLDMAN SACHS GROUP INC(FDIC)GL 38146FAF8 25,000,000.00 AM Aaa 07129/09 08/03/09 25,150,500.00 1.31 18,055.56 25,112,7335.75 25,324,650.00 NOTES DTD 01/21/2009 1,625%07/15/2011 Security Type Sub-Total 97,100,000.00 97,243,348.90 1.16 47,295.51 97,208,406.21 97,803,754.40 I p IiJ' a e• , _i r.' i ' FEDERATED PRIME OBLIGATION MUTUAL 60934N203 1,000,000.00 AAAm Ma 08/27/08 08/27/0ff 1,000,000.00 0.04 0.00 1,000,00000 1,000,000.00 FIDELITY GOVT MM FUND 57 316175108 4,000,000,00 AAAm Ma 01/26/10 01/26/10 4,000,000.00 0.04 0.00 4,000,000.00 4,000000.00 FEDERATED GOVT OBLIGATIONS FUND 60934N104 41,000,000.00 AAAm Aaa 01/27/10 01/27/10 41,000,000,00 0.04 0.06 41,000,000.00 41.000,000,00 Security Type Sub-Total 46,000,000.00 46,000,000.00 0.04 0.00 46,000,000.00 46,000,000.00 FHLB DISC NOTE 3133855P2 25,000.000.00 A-1+ P-1 01/29/09 02/02/09 24,766,805,56 0.93 0,00 24,999.361.00 24,999,887.75 - 0.000%02/02/2010 FHLMC DISC NOTE 313397Y34 25,000,000.00 A-1+ P-1 12/21/09 12/21/09 24,973,458.33 021 0,00 24,979,583.25 24,981,056.25 - 0.000%06/21/2010 FHLMC DISC NOTE 313397134 25,000,000.00 A-1+ P-1 12/21/09 12/21/09 24,973 458.33 0.21 0.00 24,979583,25 24,981.056.25 - 0.000%06/21/2010 FHLMC DISC NOTE 313397Y34 25,000,000.00 A-1+ P-1 12/21/09 12/21/09 24,973.458.33 0.21 0.00 24,979.583.25 24,981,056.25 - 0.000%06/21/2010 FNMA DISC NOTE 313589YL1 25,000,000.00 A-1+ P-1 12/23/09 12/23/09 24,973,458.33 0.21 0.00 24.979,291.75 24,980,613.75 - 0.000%06/23/2010 FNMA DISC NOTE 313589Y131 50,000,000.00 A-1+ P-1 12/08/09 12/08/09 49,948,750.00 0.18 0.00 49,962,500.00 49,957,592.50 - 0.000%07/01/2010 FHLMC DISC NOTE 313397Y09 50,000,000.00 A-1+ P-1 12/23/09 12/23/09 49,943,263.89 0.22 0.00 49.955.208.50 49,957,592.50 - 0.000%07/01/2010 FNMA DISC NOTE 3135891189 41,591,000.00 A-1+ P-1 12/29/09 12/30/09 41.479,801.84 0,35 0.00 41,493.145.53 41,513.545.50 -- 0.000%10/01/2010 \I ACCOunt 76990800 Page 6 PFM Asset Management T,I C Air M. ' Managed Account Detail of Securities Held For the Monte Ending January 31, 2010 SAN BERNARDINO COUNTY- 769908.00 -Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value un ui i +ii dnN.1�Ji uii J 197 i FHLMC DISC NOTE 313397P88 50.000,000.00 A-1+ P-1 01/27/10 01/27/10 49,885,277.78 028 0.00 49,887,222.00 49,869,921.00 — 0,000%11/18/2010 Security Type Sub-Total 316,591,000.00 315,917,732,39 0.29 0.00 316,215,478.53 316,222,321.75 FNMA NOTES(CALLED,OMD 02/03/2012) 3136F95V1 25,000,000.00 MA Ma 06/05/09 06/08/09 25,045,500.00 2,12 270,708.33 25,000.390.25 25,000,000.00 DID 02/03/2009 2.190%02/03/2010 FNMA NOTES(CALLED,OMD 2/11/2011) 3136FHM3 25,000,000.00 AM Aaa 02/05/09 02/11/09 25,000,000,00 2.00 236,111.11 25,000,000.00 25,015,625.00 DTD 02/11/2009 2.000%02/11/2010 FNMA NOTES(CALLED,OMD 2/11/2011) 3136FHAA3 50,000,000.00 MA Ma 02/05/09 02/11/09 50,000,000.00 2.00 472,222.22 50,000,000.00 50,031,250.00 DTD 02/11/2009 2.000%02/11/2010 FNMA FLOATING GLOBAL NOTES 31398A1103 15,000,000.00 AM Aaa 08/19/08 08/20/08 14,995,642,50 2.77 7,340,63 14,995,642.50 15,000,900.00 DTD 08/12/2008 0.218%02/12/2010 FNMA FLOATING GLOBAL NOTES 31398A1K8 25,000,000.00 AM Ma 09/02/08 09/03/08 24,985,750.00 2.79 12,234,38 24,991,982.75 25,001,500.00 DTD 08/12/2008 0.218%02/12/2010 FNMA GLOBAL NOTES(EX-CALLABLE) 31359MXVO 10.000,000.00 AM Ma 04/01/08 04/02/08 10,357,800.00 2.49 174,777.78 10,019,368.40 10,040,625.00 DTD 03/08/2005 4.400%03/08/2010 FNMA GLOBAL BENCHMARK NOTES 31398APV8 25,000,000.00 AAA Aaa 03/10/09 03/11/09 25,341,500.00 1.22 117,100.69 25,087,18625 25,171,875.00 DTD 04/11/2008 2.375%05/20/2010 FHLMC GLOBAL REFERENCE NOTES 3137EA8H1 10,000,000.00 AM Aaa 06/10/08 06/11/08 9,780,700.00 3.54 41,562.50 9,962,78290 10,071,875.00 DID 03/14/2008 2.375%05/28/2010 FNMA GLOBAL NOTES(EX-CALLABLE) 31359MCS0 2,110,000.00 AM Ma 04/01/08 04/02/08 2,203,705,10 2.50 16,264,58 2,124,814,16 2,141,650.00 DTD 06/01/2005 4.625%06/01/2010 FNMA GLOBAL NOTES(EX-CALLABLE) 31359MC50 3,255,000.00 AM Aaa 04/01)08 04/02/08 3,399,554.55 2.50 25,090,63 3,277,853.13 3,303,825.00 DID 06/01/2005 4.625%06/01/2010 FHLB TAP BONDS 3133XBTH8 15,000,000.00 AAA Aaa 06/05/08 06/06/08 15,303,300,00 3.21 88,541.67 15,055,713.30 15,220,312.50 DID 05/06/2005 4.250°/a 06/11/2010 FHLB TAP BONDS 3133XR2Y5 25,000,000.00 AM Aaa 01/27/09 01/28/09 25,597,500.00 1.23 104,166.67 25,158,458.00 25,257,812.50 DID 04/29/2008 3.000%06/11/2010 NI . Account 76990800 Page 7 sac PPM Asset Management €,i C rimil PFM,. le Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY - 76990800 Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Type/Description s&P Moody's Trade Settle Original YTM Accrued Amortized Market ty Cast Value FHLB TAP BONDS 3133XR2Y5 50,000,000.00 AM Aaa 12/03/08 12/04/08 50,447,742.00 2.40 208,333.33 50,107,745.00 50,515,625.00 DTD 04/29/2008 3.000%06/11/2010 FNMA NOTES(EX-CALLA8LE) 3136F6732 10,015,000.00 AM Aaa 04/02/D8 04/03/08 10,433.627.00 2.66 57,899.22 10,067,941.05 10,180,873.44 DTD 06/16/2005 4,625%06/16/2010 FHLMC GLOBAL REFERENCE NOTES 3137EABL2 25,000,000,00 AAA Aaa 11/25/08 1126/08 25,091,000,00 2,64 65,885.42 25,023,810,75 25,283,150.00 DTD 05/23/2008 2,875%06/28/2010 FHLB GLOBAL BONDS 3133XT1R0 25,000,000.00 MA Aaa 05/07/09 05/08/09 25,079,500.00 0.79 74,397,22 25,030,396.25 25,101,562.50 DTD 04/20/2009 1,060%07/13/2010 FNMA FLOATING GLOBAL NOTES 31398AUW0 25,500,000.00 AM Aaa 03/11/09 03/12/09 25,986,985.00 1.30 1,900.99 25,486,485,00 25,509,960.50 DTD 01/12/2009 0.141%07/13/2010 FHLB GLOBAL BONDS 3133XRN22 50,000,000.00 AM Aaa 11/26/08 1128/08 50,650,500.00 2,68 72,916.67 50,185,623.50 50,765,625.00 DTD 06/19/2008 3.500%07/16/2010 FNMA NOTES(EX-CALLABLE) 3136F7GP6 7,575,000.00 AM Aaa 05/12/08 05/13/08 7,857,093.00 3.00 178,906.77 7,640,621.01 7,743,070.31 DTD 08/02/2005 4,7501/0 08/02/2010 FHLMC GLOBAL NOTES(EX-CALLABLE) 3128X4GL9 15,000,000.00 MA Aaa 04/15/08 04/16/08 15,713,850.00 2.61 353,262.50 15,161,612,55 15,347,175.00 DTD 08/04/2005 9,790%D8/01/2010 FHLB BONDS 3133X0KH1 11,000,000.00 AAA Aaa 04/29/08 04/25/08 11,329,780.00 3.17 243,298.61 11,076,488,83 11,237,187.50 DTD 08/06/2003 9.550%08/06/2010 FHLB TAP BONDS 3133M8750 13,980,000.00 AAA Aaa 04/23/08 04/24/08 15,183,118.80 2.98 143,185.42 14,266,051.99 14,969,300.00 DTD 08/16/2000 6.875%06/13/2010 FHLB TAP BONDS 3133X0607 17,000,000,00 AM Ma 05/12/08 05/13/08 17,417,860.00 2.99 323,354.17 17,101,692.81 17,350,625.00 DTD 07/24/2003 4.125%08/13/2010 FHLB TAP BONDS 3133MRCM2 25,000,000.00 AM Aaa 06/23/08 06/24/08 25,529250.00 3,71 547569.44 25,136,260.25 25,593,750.00 DTD 08/22/2002 4.750%08/13/2010 FHLMC GLOBAL NOTES 3128X80T2 10,000.000.00 MA Aaa 05/26/09 05/27/09 10.079.800.00 0.82 56,791.67 10,037,857,30 10,077.960.00 DTD 03/10/2009 1.450%09/10/2010 FHLMC GLOBAL NOTES 3128X80T2 10,000,000.00 MA Aaa 05/26/09 05/27/09 10,080,010.00 0.82 56.791.67 10,037,956,70 10,077,960.00 DTD 03/10/2009 1.453'/0 09/10/2010 ratPF]1 Account 76990800 Page 8 -= PFM Asset Management 1 ,1 C pM.. 1111111101111111 Managed Account Detail of Securities Held For the Month Ending January 31,2010 SAN-,BERNARDINO-COUNTY—76990800 Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FHLB TAP BONDS 3133XRT83 25,000,000,00 AA✓. Ma 09/03/08 09/04/08 25,045500,00 3.28 330.468,75 25,014,013.00 25,453,125.00 DTD 07/09/2008 3.375%09/10/2010 FFCB BONDS 31331XE40 25,000,000.00 MA Aaa 02/24/09 02/25/09 26,533,250.00 1.24 503,125.00 25,613,329.25 25,726,562.50 DID 06/13/2007 5.250%09/13/2010 FNMA GLOBAL BENCHMARK NOTES 3139BAGU0 25,000,000.00 AAA Aaa 02/26/09 02/27/09 26,153,000.00 1.35 414,270.83 25,463,075.25 25,617.187.50 DTD 09/13/2007 4,375%09/13/2010 FHLMC GLOBAL REFERENCE NOTES 3134A35H5 25,000,000.00 MA Ma 11/21/08 11/24/08 26,698,500.00 2.98 649,30536 25,594,605.00 26,039,062.50 DTC 09/22/2.000 6.875%09/15/2010 FNMA NOTES 3136FHFE0 25,000,000.00 MA Ma 04/03/09 04/06/09 25,064,250.00 1.32 140,625.00 25,027,963.00 25.179,687.50 DTD 03/16/2009 1.500%09/16/2010 FHLB BONDS 3133XTCW4 25.000,000.00 MA Ma 04/23/09 04/23/09 25,120,000,00 1.11 121,840,28 25,055,709.75 25.196,610.88 DTD 04/01/2009 1,450%09/30/2010 FFCB BONDS 31331X6M9 25,000,000.00 AM Aaa 03/26/08 03/27/08 26,177,250.00 2.56 365,625.00 25,322,528.00 25,695,312.50 DID 10/04/2007 4.500%10/04/2010 FHLB GLOBAL BONDS 3133XTHN9 25,000,000.00 AM Aaa 04/30/09 05/01/09 25,071,500.00 1.05 92,881,94 25,034,725.25 25,148.437.50 DID 04/14/2009 1.250%10/14/2010 FNMA GLOBAL BENCHMARK NOTES 31359MG)6 25,000,000.00 MA Ma 04/08/08 04/09/08 27,478,000.00 2,65 349,652,78 25,769,390.50 26,242,187.50 DTD 11/03/2000 6.625%11/15/2010 FFCB BONDS 31331H4M6 9,315,000.00 MA Aaa 04/08/08 04/09/08 10,248,340.46 2.71 119,620.13 9,609,904.05 9,789,482.81 DID 11/22/2000 6.700%11/22/2010 FHLMC GLOBAL REFERENCE NOTES 3137EABVO 25,004.000.00 AM Ma 10/27/08 10/28/08 24.897,000.00 3.08 135.763.89 24,958,795,75 25521,925.00 DID 10/10/2008 2.875%11/23/2010 FHLB TAP BONDS 3133XRFK1 5,200,000.00 MA Aaa 01/09/09 01/12/09 5.392,865.00 1.52 25,783,33 5,287,298.38 5,336,500.00 DID 06/02/2008 3.500%12/10/2010 FHLB TAP BONDS 3133XR456 11,385,000.00 MA Aaa 01/09/09 01/12/09 11,713,514.18 1.46 48,386,25 11,533,654,86 11,637,604.69 DTD 05/05/2008 3.000%12/10/2010 FHLB BONDS(EX-CALLABLE) 31339XU)1 8,485.000.00 AAA Aaa 05/19/08 05/20/08 8,465,569.35 3.24 20,788,25 8,478.046,37 8,697,125.00 DTD 07/03/2003 3.150%01/03/2011 Aut :ri Account 76440800 Page 9 :. . PFM Asset Management LLC PFM' Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY - 76990800 Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value 14141' 11. I 'ii 1.l " III , 11. ii FFCB BONDS 313316316 25,000,000,00 MA Aaa 01/08/09 01/12/09 25,049,500.00 1.50 21,111.11 25,023,523.75 25273.937.50 DTD 01/12/2009 1,600%01/12/2011 FFCB BONDS 313316316 25,000,000.00 AM Ma 01/09/09 01/12/09 25,085,000,00 1.43 21,111,11 25,040,551.25 25,273,437.50 DTD 01/12/2009 1.600%01/12/2011 FFCB BONDS 31331YNJ5 10,000,000.00 AM Aaa 05/19/08 05/20/08 10,085,800.00 3.16 12,638,89 10,032,010,70 10,293,750.00 DTD 01/18/2008 3.500%01/18/2011 FHLMC GLOBAL REFERENCE NOTES 3134A4V30 10,000,000.00 AM Aaa 05/19/08 05/20/08 10,399,300.00 3.19 17,152,78 10,196,784.80 10,912,500.00 DTD 12/16/2005 4,7504/°01/18/2011 FHLMC GLOBAL REFERENCE NOTES 3139A4V30 20,000,000.00 AM Aaa 05/22/08 05/23/08 20,731,000.00 3.30 34,305,56 20,273,205.60 20,825,000.00 DTD 12/16/2005 4.750%01/18/2011 FHLB GLOBAL NOTES 3133X13H61 25,000,000.00 AAA Aaa 11/19/09 11/20/09 25,147,750.00 0,46 117,430,56 25,123,604.75 25,125,000.00 DTD 08/03/2009 0,950%02/03/2011 FHLB NOTES 3133XVU82 25,000,000,00 AM Aaa 11/20/09 11/23/09 24.975,000.00 0.46 18,750.00 24,978,803,75 29,968,750.00 DTD 11/19/2009 0,375%02/18/2011 FHLMC GLOBAL NOTES(CALLABLE) 3128X8LN0 25,000,000.00 AM Aaa 02/26/09 02/27/09 24,980,000.00 Z.04 216,666.67 24,989,213,25 25,021,900.00 DTD 02/25/2009 2.0004/o 02/25/20/1 FNMA NOTES(CALLABLE) 31398AVL3 50,000,000.00 AM Aaa 02/12/09 03/02/09 . 99,997,500.00 2.00 413,888.89 49,998,630.50 50,078,125.00 DTD 03/02/2009 2.000%03/02/2011 FNMA NOTES(CALLABLE) 31398AVL3 50,000,000.00 AAA Ma 02/12/09 03/02/09 99,997,500.00 2.00 913,888,89 49,998,630.50 50,078,125.00 DTD 03/02/2009 2.000%03/02/2011 FNMA NOTES(CALLABLE) 31398AVL3 S0.000,000.00 AAA Aaa 02/17/09 03/02/09 49,966,500,00 2.01 413,888.89 99,992,604.00 50,078,125.00 DTD 03/02/2009 2.0004/o 03/02/2011 FFCB BONDS 31331W/G1 50,000,000,00 AM Aaa 12/23/08 12/24/06 51,429,000,00 1.67 616,666.67 50,716,638.00 51.393,750.00 DTD 03/03/2008 3,000%03/03/2011 FHLMC FLOATING MTN 3128X8RC8 10,000,000.00 AM Aaa 04/07/09 04/08/09 10.011,900.00 1.29 4,898,40 10,000,000.00 10,015,680.00 DID 03/09/2009 0.327%03/09/2011 FHLMC FLOATING MTN 3128X8RC8 10,000,000.00 AM Aaa 04/07/09 04/08/09 10,011,990,00 1.29 4,898.90 10,000,000,00 10,015,680.00 DID 03/09/2009 0,327%03/09/2011 .. — .PPM Account 76990800 Page 10 W PPM Asset Management LLC PPM" Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY :76990800 Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value II itI III( q lila I •i V'I 'I i ' ° _ �. , ,- •�+. I , , - is -: FHLMC FLOATING MTN 3128X8RC8 10.000,000.00 AM Aaa 04/07/09 04/08/09 10,011,943.13 1.29 4,898.40 10,000,000.00 10.015,680.00 DTD 03/09/2009 0.327%03/09/2011 FHLMC FLOATING MTN 3128X8RC8 25,000,000.00 AM Aaa 03/24/09 03/25/09 25,004,500.00 1,34 12,246.00 25,000,000.00 25,039,200.00 DTD 03/09/2009 0.327%03/09/2011 FHLMC FLOATING MTh 3128X8RC8 25,000,000.00 AM Ma 03/26/09 03/27/09 25,005,000.00 1.34 12,246.00 25,000,000.00 25,039,200.00 DTD 03/09/2009 0.327%03/09/2011 FHLMC GLOBAL NOTES(CALLABLE) 3128X8NB4 50,000,000.00 AM Aaa 02/27/09 03/09/09 49,975,000.00 2.08 404,305.56 49,986,058.50 50,075,500.00 DTD 03/09/2009 2.050%03/09/2011 FHLB TAP BONDS 3133XPWW0 25,000,000,00 AM Ma 11/14/08 11/17/08 25,072,500.00 3.12 315,972.22 25,035,756.00 25,757,812.50 DTD 02/22/2008 3.250%03/11/2011 FHLB NOTES 3133XPNY6 25,000,000.00 AM Aaa 12/03/09 12/04/09 25,732,550.00 0.56 279,513.89 25,641,492.00 25,640,625.00 DTD 02/08/2008 2.875%03/11/2011 FNMA GLOBAL BENCHMARK NOTES 31359MHK2 25,000,000.00 AM Ma 11/12/08 11/13/08 26,510,650.00 2.81 519,444.44 25,737,231.00 26,390,625.00 DTD 03/26/2001 5.500%03/15/2011 FHLMC GLOBAL NOTES(CALLABLE) 3128X80H8 50,000,000.00 AM Aaa 03/06/09 03/16/09 49,962,500.00 2.04 375,000.00 49,978,728.00 50,076,850.00 DTD 03/16/2009 2.000%03/16/2011 FNMA GLOBAL NOTES 31398AV02 25,000,000.00 AM Ma 12/10/09 12/11/09 25,376,250.00 0.57 155,555.56 25,335,675.50 25,351,562.50 DTD 02/27/2009 1.750%03/23/2011 FHLB NOTES 3133XUSX2 25,000,000.00 AM Aaa 12/03/09 12/04/09 25,063,500.00 0.55 73,437.50 25,055,853,75 25,046,875.00 DTD 09/10/2009 0.750%03/25/2011 FFCB BONDS 31331TZN4 12,150,000,00 AM Aaa 03/11/08 03/28/08 12,428,235.00 2.95 144,281.25 12,261,741.12 12,605,625.00 DTD 04/07/2004 3.750%04/07/2011 FNMA NOTES(CALLABLE) 31398AWL2 11,950,000.00 AM Ma 04/20/09 04/21/09 11,947,012.50 1.76 61,575.69 11,948,181.57 11,976,140.63 DTD 04/15/2009 1.750%04/15/2011 FNMA NOTES(CALLABLE) 31398AWL2 15,000,000.00 AM Aaa 04/09/09 04/15/09 14,994,450.00 1.77 77,291.67 14,996,632.65 15.032,812.50 DTD 04/15/2009 1.7500/0 04/15/2011 FNMA NOTES(CALLABLE) 31398AWL2 15,000,000.00 AM Aaa 04/09/09 04/15/09 14,994,750.00 1.77 77,291.67 14,996,814.75 15,032,812.50 DJD 04/15/2009 1.750%04/15/2011 .=— Account 76990800 Page 11 PFM rPPM Asset Management 1 A C simmAiwithrain P FM. Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY - 7.6990800 = , __ Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FHLMC GLOBAL REFERENCE NOTES 3137EAAB5 12,000,000.00 AAA Aaa 03/12/08 03/13/08 12,773,400.00 2.93 175,958.33 12,311,368.08 12,660,000.00 DTD 03/09/2006 5.125%04/18/2011 FHLMC GLOBAL REFERENCE NOTES 3137EAA85 25,000,000.00 AM Ma 03/11/08 03/12/08 26,612,500.00 2,93 366,579.86 25,648,637.75 26,375,000.00 DTD 03/09/2006 5.125%04/18/2011 FHLMC GLOBAL REFERENCE NOTES 3137EAAB5 25,000,000.00 AAA Aaa 10/22/08 10/23/08 26,030,000.00 3.38 366,579.86 25,513,296.75 26,375,000,00 DTD 03/09/2006 5.125%04/18/2011 FHLMC MIN(CALLABLE) 3128X8WC2 20,000,000.00 MA Aaa 05/19/09 05/20/09 20,149,000.00 1.35 98,194.44 20,035,752.40 20,051,840.00 DTD 04/20/2009 1.750%04/20/2011 FHLMC MTN(CALLABLE) 3128X8WC2 25,000,000.00 AAA Aaa 04/09/09 04/20/09 24,975,000.00 1.80 122.743.06 24,984,657.25 25,064,800.00 DTD 04/20/2009 1.750%04/20/2011 FFCB BONDS 31331YG46 25,000,000.00 MA Aaa 11/06/08 11/07/08 24,738,000.00 3.07 182,291.67 24,867,344.75 25,617,187.50 DTD 04/21/2008 2.625%04/21/2011 FFCB BONDS 31331YG46 50,000,000.00 AM Aaa 10/21/08 10/22/08 48,936,500.00 3.52 364,583.33 49,468,375.50 51,234,375.00 DTD 04/21/2008 2.625%04/21/2011 FHLB STEP CPN BONDS(CALLABLE) 3133XTJX5 25,000,000.00 MA Ma 05/11/09 05/12/09 24,987,500.00 1.03 64,583.33 24,992,073.25 25,039,075.00 DTD 04/28/2009 1.000%04/28/2011 FNMA NOTES(CALLABLE) 31398AWY4 20,000,000.00 AAA Aaa 04/27/09 04/29/09 20,000,000.00 1.70 86,888.89 20,000,000.00 20,056,250.00 DTD 04/29/2009 1.700%04/29/2011 FNMA NOTES(CALLABLE) 3136FHOF5 25.000,000.00 AAA Aaa 05/05/09 05/12/09 24,987,750.00 1.48 79,548,61 24,992,118.00 25,070.312.50 DTD 05/12/2009 1.450%05/12/2011 FNMA GLOBAL BENCHMARK NOTES 31359M3H7 50,000,000.00 AM Aaa 11/18/08 11/19/08 53,313,500.00 3.21 633,333.33 51,747,513.00 53,500,000.00 DTD 05/25/2001 6,000%05/15/2011 FFCB BONDS(CALLABLE) 31331GVN6 970,000.00 MA Aaa 05/19/09 05/20/09 971.164.00 1.31 2,704.55 970.349.04 973,031.25 DTD 05/18/2009 1.375%05/18/2011 FFCB BONDS(CALLABLE) 31331GVN6 17,442,000.00 MA Aaa 05/19/09 05/20/09 17,468,163.00 1.30 48,631.69 17,449,844.37 17,496,506.25 DTD 05/18/2009 1.375%05/18/2011 FFCB FLOATING BONDS 31331GWG0 25,000,000.00 MA Aaa 05/20/09 05/21/09 25,000,500.00 0.42 2.917.15 25,000,000.00 25,055.025.00 DTD 05/18/2009 0.323%05/18/2011 Account 76990800 Page 12 =PPIS a— PFM Asset Management T C —PPM' Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN B"ERNARDIN0.COUNTY ; 76990800• Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FNMA S 117 CPN NOTES(CALLABLE) 3136FHRJ6 16,000,000.00 MA Aaa 05/11/09 05/27/09 15,985,600.00 1,05 28,444.44 15,990,448.48 16.025,000.00 DTD 05/27/2009 1.000%05/27/2011 FHLB TAF BONDS 3133X3YA7 25,000,000.00 AM Aaa 07/23/08 07/24/08 25,158,250.00 4.01 150,520,83 25,077,369,00 26,140,625,00 OTD 05/24/2005 4,250%06/10/2011 FFCB BONDS 31331Y286 25.000,000.00 AM Aaa 11/05/08 11/06/08 25,518,000.00 3.10 419,791.67 25,295,458,75 26,187,500.00 DTD 06/25/2008 3.875%08/25/2011 FFCB BONDS 31331YZ86 50,000,000.00 MA Ma 11/04/08 11/05/08 50,894,000.00 3.20 839,583,33 50,509,924,50 52,375,000.00 DTD 06/25/2008 3.875%08/25/2011 . FNMA NOTES(CALLABLE) 31398AZH8 25,000,000.00 AM Aaa 11/24/09 11/25/09 25,106,250.00 1.02 106,770.63 25,083,169.25 25,046,875.00 DTD 09/28/2009 1.250%09/28/2011 FHLB NOTES(CALLABLE) 31333(06186 25,000,000,00 AM Aaa 1022109 10/23/09 25,000,000.00 1.36 97,395,63 25,000,000.00 25,054,687.50 DTD 10/19/2009 1,375% 10/19/2011 FHLB NOTES(CALLABLE) 3133XV6N6 25,000,000,00. AM Aaa 10/23/09 10/26/09 24,997.500,00 1.38 97,395,83 24,997,839,00 25,054,687.50 DTD 10/19/2009 1,375% 10/19/2011 FF05 NOTES(FLOAT) 3133102ND 25,000,000.00 AM Aaa 11/06/09 11/09/09 25,000,000.00 0.22 4,810,42 25,000,000.00 25,021,675.00 DTD 11/02/2009 0.231% 11/02/2011 FHLMC NOTES(CALLABLE) 3128X9K02 25,000,000.00 AAA Aaa 10/29/09 11/10/09 24.975,000.00 1.25 67,500,00 24,977,786.25 25,024.525.00 DTD 11/10/2009 1.200% 11/10/2011 FHLMC NOTES(CALLABLE) 3128X91c02 25,000,000,00 AM Ma 10/29/09 11/10/09 24,975,000.00 1.25 67,500.00 24,977,786,25 25,024,525.00 DTD 11/10/2009 1,200% 11/10/2011 FHLB NOTES(CALLABLE) 3133XVWS6 25,000,000.00 AM Aaa 11/3D/09 12/09/09 24,987,500.00 1.08 37,916.67 24,988,395.50 24,937,500.00 DTD 12/09/2009 1.05D% 12/09/2011 FHLB NOTES(CALLABLE) 3133XVYX3 25,000,000.00 AM Ma 12/11/09 12/21/09 24,947.500.00 1.16 29,166.67 24.950,351.50 24.896,437.50 DTD 12/21/2009 1,050% 12/21/2011 FFCB NOTES(CALLABLE) 313316607 25,000,000.00 MA Aaa 12/18/09 12/23/09 25,000,000.00 LOS 27,708,33 25.000.000,00 25,000,000,00 DTD 12/23/2009 1,050°/ 12/23/2011 FHLB NOTES(CALLABLE) 3133XWNW5 25,000,000.00 AM Aaa 01/22/10 01/25/10 24,997,500,00 1.21 10,000.00 24,997,521.25 24,960,937.50 DTD 01/19/2010 1.2C00/0 01/19/2012 —`P�3 Aaount 76990800 Page 13 PEM Asset Management I.1 C =PPM' Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY - 76990800 - < ; „. - Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FNMA NOTES(CALLABLE) 31398AC91 12.500,000.00 AM Aaa 01/05/10 01/20/10 12500,000.00 1,50 5,729,17 12,500,000,00 12,507,812.50 DTD 01/20/2010 1.500%01/20/2012 FNP4A NOTES(CALLABLE) 31398AC91 12,500,000.00 AM Aaa 01/05/10 01(20/10 12,500,000.00 1.50 5,729,17 2,500,000.00 12.507,812,50 DTD 01/20/2010 1,500%01/20/2012 FHLMC NOTES(CALLABLE) 3128X9TM2 25,000,000.00 AM Ma 01)05/10 01/25/10 25,000,000.00 1.38 5,729,17 25,000,000.00 25,090,350.00 DTD 01/25/2010 1.375%01/25/2012 FHLB NOTES(CALLABLE) 3133XWPU7 25,000,000.00 AM Aaa 01/22/10 01/25/10 24,997,500.00 1.13 4,687,50 24,997,520,75 24,976,562,50 DTD 01/25/2010 1.125%01/25/2012 FHLB NOTES 3133XWFP9 25,000,000.00 AM Aaa 12/29/09 12/30/09 24,854,250.00 1.33 26,979.17 24,859,966.75 24,968,750.00 DTD 12/24/2009 1.050%02/24/2012 FHLMC(CALLABLE)NOTES 3128X8552 25,000,000.00 AM Aaa 06/11/09 06/29/09 25,000,000.00 2.45 54,444.44 25.000,000,00 25,188,050.00 DTD 06/29/2009 2.450%06/29/2012 FNMA NOTES(CALLABLE) 3136FHN27 40,850,000.00 AM Ma 07/15/09 07/16/09 40,876,144.00 2.10 36,169.27 40,862,044.21 41,143,609.38 DTD 07/16/2009 2,125°/°07/16/2012 FULD NOTES(CALLABLE) 3133XWR76 25,000,000,00 AAA Aaa 01/28/10 02/03/10 24,995,000.00 1.46 0,00 24,995,000,00 25,007,612,50 DTD 02/03/2010 1,450%08/03/2012 FHLB NOTES 3133XUE41 50,000,000,00 MA Ma 07/31/09 08/03/09 49,767,500.00 1.91 456,944.44 49,804,632,50 50,453,125,00 DTD 07/23/2009 1.750%08/22/2012 FHLMC NOTES 3137EACE7 25,000,000.00 MA Ma 12/22/09 12/23/09 25,393,000.00 1.54 258,246,53 25,378,370.25 25,500,000.00 DTD 08)06/2009 2.125%09/21/2012 FHLB S1 SP-NOTES(CALLABLE) 3133XUZL10 50,000,000.00 MA Aaa 09/29)09 09/30/09 50,050,000,00 2.26 252.083,33 50,015,428.50 50.078,125.00 DTD 09/30/2009 1,500%09/25/2012 FHLB NOTES 31333XV9114 25,000,000.00 AM Aaa 12/01/09 12/02/09 25,216,250.00 1.46 105,729.17 25,204.858.25 25,148,437,50 DTD 11/04/2009 1.750%12/14/2012 FHLB NOTES 3133XVNT4 25,000,000.00 AM Ma 12/04/09 12/07/09 25.039,500.00 1.70 105,729.17 25,037,672.00 25,148,437.50 DTD 11/04/2009 1.750%12/14/2012 FHLMC NOTES(CALLABLE) 3128X9PN4 25,000,000.00 AM Ma 12/02/09 12/17/09 25,016,250.00 1.68 51,944.44 25,014,272,00 24,960.450.00 DTD 12/17/2009 1,700% 12/17/2012 �PF31 Account 76990800 Page 14 — PPM Asset Management LLC �, FM" • Managed Account Detail of Securities Held For the Month Ending January 31, 2010 SAN BERNARDINO COUNTY - 76990800 - - - - Security Type/DescriptionS&P Mood 's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FI-LMC NOTES(CALLABLE) 3128X9PN4 51000.00010 AAA Aaa 12/04/09 12/17/09 49,811000.00 1.83 101888%9 49,822,36150 49,92190010 DTD 12/17/2009 1,700% 12/17/2012 FFCB NOTES 313313A89 25,000,000,00 AM Aaa 12/21/09 12/24/09 24,930,000.00 1,72 41,753.47 24,932,347.00 25,039,062.50 DTD 12/24/2009 1,6250/0 12/24/2012 FNMA NOTES(CALLABLE) 31398A875 25,000,000.00 AAA Aaa 12/15/09 12/28/09 24,890,000.00 1.90 40,104,17 24,893,282.00 24,992,187.50 DTD 12/28/2009 1.750%12/28/2012 Security Type Sub-Total 2,736,182,000.00 2,765,736,111.57 1.97 18,549,992,40 2,747,751,418.81 2,771,627,827,64 5 1111 dol yLA '1 .n4 i , CALYON NORTH AMERICA INC COMM PAPER 131705812 25,000,000.00 A-1+ P-I 01/29/10 01/29/10 24,999,729.17 0.13 0.00 25,000,000,00 24,999,750.00 — 0,000%02/01/2010 BNP PARIBAS FINANCE INC COMM PAPER 0555N1810 50,000,000.00 A-1+ P-i 12/30/09 12/30/09 49,993,58133 0.14 0.00 50,000,000.00 49,999,500.00 — 0.000%02/01/2010 SOQETE GENERALE NA COMM PAPER 833655610 50100,000.00 A-1 P-1 01/29/10 01/29/10 49,999,416.67 0.14 0,00 50,000,000.00 49,999,150.00 -- 0.000%02/01/2010 SOQb it GENERALE NA COMM PAPER 833655810 50,000,000,00 A-1 P-I 01/29/10 01/29/10 49 999,416.67 0.14 0,000 50,000.00010 49,999,150.00 -- 0.000%02/01/2010 BANK OF AMERICA CORP COMM PAPER 06604'1818 50,000,000.00 A-1 P-1 01/29/10 01/29/10 49,999,541.67 111 010 50,000,00010 49,999,541.67 -- 0.000%02/01/2010 BANK OF AMERICA CORP COMM PAPER 0660P1818 50,000,000.00 A-1 P-1 01/29/10 01/29/10 49,999,541.67 011 0.00 50,000.000.00 49,999,541.67 -- 0.000%02/01/2010 RABOBANK USA FIN CORP COMM PAPER 7497711355 40,000,000.00 A-1+ P-1 01/27/10 01/27/10 39,998,800.00 0.12 0,00 39,999,466,80 39,999,440.00 -- 0,000%02/05/2010 NORDEA NORTH AMERICA INC COMM 5555P1855 50,000,000,00 A-1+ P-1 01/05/10 01/05/10 49,993,972.22 0.14 0,00 49,999,222.00 49,998,850.00 PAPER — 0.000%02/05/2010 GENERAL ELECTRIC CO COMM PAPER 36960MBG7 40,000,000.00 A-1+ P-1 01/26/10 01/26/10 39,997,200.00 0.12 0.00 39,998.000.00 39,996,920,00 — 0.000%02/16/2010 • Xt Account 76990800 Page 15 PFM Asset Management 1.1 C PF ; Managed Account Detail of Securities Held For the Month Ending January 31,2010 SAN BERNARDINO COUNTY - 76990800 Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value CALYON NORTH AMERICA INC COMM PAPER 1317058N4 20,000,000.00 A-1+ P-1 01/29/10 01/29/10 19,998,000.00 0.15 0.00 19,998,250.00 19,997,960.00 - 0.000%02/22/2010 CALYON NORTH AMERICA INC COMM PAPER 131705807 30,000,000.00 A-1+ P-1 01/29/10 01/29/10 29,996,750.00 0.15 0,00 29,997,125.10 29,996,750.00 - 0.000%02/24/2010 BNP PARIBAS FINANCE INC COMM PAPER 0556N1C19 25,000,000.00 A-1+ P-1 01/28/10 01/28/10 24,996,888.89 0.14 0.00 24,997,277.75 24,996,550.00 -- 0.000%03/01/2010 GENERAL ELECTRIC CO COMM PAPER 36960MC19 50,000,000.00 A-1+ P-1 01/27/10 01/27/10 49,994,500.00 0.12 0.00 49,995,33350 49,992,650.00 -- 0.000%03/01/2010 GENERAL ELECTRIC CO COMM PAPER 36960MC19 50,000,000.00 A-1+ P-1 01/27/10 01/27/10 49,994,500.00 0.12 0.00 49,995,333.50 49,992,650.00 - 0.000%03/01/2010 SVENSKA HANDELSBANKEN INC COMM 86958UCV4 50,000,000.00 A-1+ P-1 12/29/09 12/29/09 49,976,250.00 0.19 0.00 49,985,222.00 49,984,600.00 PAPER - 0.000%03/29/2010 Security Type Sub-Total 630,000,000.00 629,938,090.29 0.13 0.00 629,965,230.65 629,953,003.34 NORDEA BANK FIN NY CERT DEPOS 655560YD9 25,000,000.00 A-1+ P-1 01/15/10 01/15/10 25,000,000.00 0.14 1,652.78 25,000,000.00 24,999,992.75 DTD 01/15/2010 0.140%02/01/2010 CALYON NY CERT DEPOS 13170MFZ6 25,000,000.00 A-1+ P-1 01/21/10 01/21/10 25,000.000.00 0.12 916.67 25,000,000.00 24,999.979,00 DTD 01/21/2010 0.120%02/01/2010 TORONTO DOMINION NY CERT DEPOS 8911A36X5 50,000,000.00 A-1+ P-1 12/30/09 12/30/09 50,000,000.00 0.12 5,500.00 50,000,000.00 49,999,958.00 DTD 12/30/2009 0.120%02/01/2010 CALYON NY CERT DEPOS 13170MGF9 50.000,000.00 A-i+ P-1 01/25/10 01/25/10 50,000,000.00 0.12 1,166.67 50,000,000.00 49,999,958.00 DID 01/25/2010 0.120%02/01/2010 BNP PARIBAS SF CERT DEPOS 055660684 50,000,000.00 A-1+ P-1 12/08/09 12/10/09 50,000,000.00 0.20 14,722.22 50,000,000.00 50,000.560.00 DTD 12/10/2009 0.200%02/10/2010 NORDEA BANK FIN NY CERT DEPOS 655560YW7 50,000,000.00 A-1+ P-1 01/27/10 01/27/10 50,000,000.00 0.12 833.33 50,000,000.00 49,998,897.00 DTD 01/27/2010 0.120%02/17/2010 �{^-- Account 76990800 Page 16 PFM WPFM Asset Management T.T C For the Month Ending�atuarY 31,�q10 Market _ of Securities He\d Amortized Value Accrued Cost eta t g' >'� pCG4unt 1� _ inat CA Interest 4.999.953.55 ® Managed to gTi9 at Cost Settle Cost 5,000.040.80 �� Sea MoodY`s Trade gate 70.83 50000,2g0.66 gag 0.17 50,oso.Q0o.40 � COON1-" 769 par Rang Rating S.QQaAaa.40 14.250.40 2.000.141.68 Ne of De QS729lSO D1129f14 0.19 SAN BER cu$tr 12.004.749.40 Type(Description P S 5000604. 30fl0.06 99x689.90 �ouPon(MatuTitY 12f09l49 316x9 Security pate( 5060040.00 Pi,-1.1- 12109109 516.40 4.15 749.40 Dated Deposit 13170MGU6 4�1 12.640. 317,000,749 17x800' 402.81 of qaP P•1} 01128116 Certificate 0,044.00 g(1D 42x112•S0 Certi 50.06 4112 0.15 497x663,20 02 1 4x687 x93 r NY REPOS p•1 78 4r659r 7 g3Ara 'a D ID 01 20RT0.170!°0310112010 31011201 T DOGS 7497730X7 g17r0a0r8y6.0a 21,016,763.73 3,018 783. $4,687,930,402.41 4x68 r 2010 iNi Security Ty 1dD o WC CER 12,00 0,0000 '6'"1k 1.32 r r 0.r678r676`g68.A4 a18r $4x65 r $21 g 497 663,2 �018183•j8 Rp804anaBANK Ac 90010 03110/2010 31 4 EFOS 74477G7H5 683,78 $4,706,949,166.19 101201 DTD 12f 0912049 N y CERT D 0 1,32°/° 2�` 4x708 949 18fi.1g Rp808PNY`ties Sub-Total tal 812616 3,641,3x0000 S4,678,67 6,6604 DTD 12itaitoo9 673080.80 SecAccru d I Sub Yotak 8x682, k 873x000.00 Account Sub-Total $4r647n unaged pccoun Securities Sub 1'otai Accrued Interest Totakinvestments trades. Bolded Items a'5 for++ard settsn9 teriCi NS. Account76990gp0 Page/7 ercSSlcnC 1'L' LAIF Regular Monthly Statement Page 1 of 1 Local Agency Investment Fund P.O. Box 942809 www.treasurer.ca.Qov/nmia-laif Sacramento, CA 94209-0001 February 10, 2010 (916) 653-3001 CITY OF CHINO HILLS FINANCE DLRECTOR 2001 GRAND AVENUE CHINO HILLS,CA 91709 PMIA Average Monthly Yields Account Number: 98-36-151 Transactions January 2010 Statement Tran Type�efi_nitions Effective Transaction Tran Confirm Date Date TYPe Number Authorized Caller Amount 1/15/2010 1/14/2010 QRD 1254492 SYSTEM 60,491.53 Account Summary Total Deposit: 60,491.53 Beginning Balance: 39,588,757.81 Total Withdrawal: 0.00 Ending Balance: 39,649,249.34 https://laifius.treasurer.ca.gov/RegularStatement.aspx 2/10/2010 State of California Pooled Money Investment Account Market Valuation 1/31/2010 Carrymg.Cost Plus ''' Descnptwn, `;; 403,0d.Inte'r'esf Pura Fair Value, ; Accrued,interest,.' United States Treasury: Bills . $ 20,173,855,199.37 $ 20,222,278,150.00 NA Notes $ 7,159,637,772.96 $ 7,198,563,500.00 $ 14,776,650.50 Federal Agency: SBA $ 552,016,476.54 $ 543,149,082.55 $ 590,616.14 MBS-REMICs $ 863,063,283.15 $ 913,600,049.97 $ 4,101,489.27 Debentures $ 1,609,299,600.31 $ 1,620,836,020.00 $ 9,281,571.74 Debentures FR $ 1,649,967,025.26 $ 1,650,151,000.00 $ 422,021.60 Discount Notes $ 8,312,516,085.84 $ 8,326,591,500.00 NA FHLMC PC $ - $ - $ - GNMA $ 103,457.51 $ 115,755,24 $ 1,019.15 IBRD Deb FR $ 300,000,000.00 $ 301,239,000.00 $ 27,643.00 CDs and YCDs FR $ - $ - $ - Bank Notes $ - $ - $ - CDs and YCDs $ 5,475,048,838.70 $ 5,475,399,398.50 $ 1,781,881.96 Commercial Paper $ 5,447,687,056.74 $ 5,448,504,340.29 NA Corporate: Bonds FR $ 188,823,681.11 $ 188,684,325.36 $ 131,277.73 Bonds $ - $ - $ - Repurchase Agreements $ - $ - NA Reverse Repurchase $ - $ - $ - Time Deposits $ 4,150,300,000.00 $ 4,150,300,000.00 NA NOW Account $ - $ - NA AB 55& GF Loans $ 11,982,712,173.81 $ 11,982,712,173.81 NA TOTAL $ 67,865,030,651.30 $ 68,022,124,295.72 $ 31,114,171.09 Fair Value Including Accrued Interest $ 68,053,238,466.81 Repurchase Agreements, Time Deposits,AB 55 &General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value(carrying cost).