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1997 07 09 IABT a 0 4hf 4 4(Q Qu& rCA4) 78-495 CALLE TAMPICO — LA QUINTA, CALIFORNIA 92253 - (619) 777-7000 FAX (619) 777-7101 AGENDA INVESTMENT ADVISORY BOARD Study Session Room 78-495 Calle Tampico- La Quinta, CA 92253 July 9, 1997 - 5:30 P.M. I CALL TO ORDER a. Pledge of Allegiance b. Roll Call II APPOINTMENT OF OFFICERS A. Appointment of Investment Advisory Board Chairperson B. Appointment of Investment Advisory Board Vice -Chairperson II CONFIRMATION OF AGENDA III PUBLIC COMMENT - (This is the time set aside for public comment on any matter not scheduled on the agenda.) IV CONSENT CALENDAR A. Approval of Minutes of Meeting on June 11, 1997 for the Investment Advisory Board. V BUSINESS SESSION A. Transmittal of Treasury Report for May 30, 1997 B. Meeting Schedule for Fiscal Year 1997/98 VI CORRESPONDENCE AND WRITTEN MATERIAL A. Month End Cash Report - June, 1997 B. Distribution of Investment Policies for Fiscal Year 1997/98 C. Pooled Money Investment Board Reports - March & April 1997 VII BOARD MEMBER ITEMS VIII ADJOURNMENT MAILING ADDRESS - P.O. BOX 1504 - LA QUINTA, CALIFORNIA 92253 �� z V � dam of INtiO INVESTMENT ADVISORY BOARD July 9, 1997 BUSINESS SESSION A ITEM TITLE: Transmittal of Treasury Report for May 31, 1997 7 • 6'1.lI Attached please find the Treasury Report for May, 1997. RECOMMENDATION: Review, Receive and File the Treasury Report of May 31, 1997. Jolhn M. Falconer, Finance Director TO: FROM: SUBJECT DATE: Cji!?i "0 00tvo, , 4 44" MEMORANDUM La Quinta City Council John Falconer, Finance Director/Treasurer Treasurer's Report for May 31, 1997 June 27, 1997 Attached is the Treasurer's Report for the month ending May 31, 1997. This report is submitted to the City Council each month after a reconciliation of accounts is accomplished by the Finance Department. Cash and Investments: Decrease of $517,936. due to the net effect of expenditures in excess of revenues. State Pool: ICMA: Increase of $5,905,000. due to the receipt of tax increment and transfers to and from the cash and investment accounts. Increase of $52,183. due to employee contributions and interest earned. U.S. Treasury Bills, Notes and Securities: Increase of $998,316 due to the net effect of the sale of 1 T-Bill and the purchase of 1 T-Note. Mutual Funds: Decrease of $1,757,116. due to the net effect of transfers from investments to cash, debt service payments and interest earned. Total increase in cash balances $4,680,447. I certify that this report accurately reflects all pooled investments and is in compliance with the California Government Code; and is in conformity with the City Investment policy. As Treasurer of the City of La Quinta, I hereby certify that sufficient investment liquidity and anticipated revenues are available to meet the pools expenditure requirements for the next six months. 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Cj(D I� CO ti CM U')N M M(O`-�04N M V v .�v �� r M CD oa? .- Cc n cn 0 1> > a co ��Of Naa to C Q .CxE CU C yC r Cn CUCCp �N . 0 4)_ m �c OpOrnui vd a ai(pnaiu0 H � H xm mQ x H mmmm(Na(Na m Fm� N rC c`mmi�m c mC � c C •Nc ~� `C xv, aoaaL-> (1 Ll m � ma a a w 0N `CC„ UV C N � '0 (c �Wfl c �eC.U Uc m + vLN a.l-n0W mN WCnCCOU� px Z I- Z Wc N O 3 m C O 0 OL O •c a a o c- w U rn c c Q _rn Q O C O � N N o c c U cmO ami cm o c o cci L co U '(O 6F? v-is -v 4) O a0m Z Q CITY OF LA QUINTA CITY CITY RDA RDA FA BALANCE SHEET 05/31/97 FIXED LONG TERM FIXED LONG TERM FINANCING LONG TERM GRAND CITY ASSETS DEBT RDA ASSETS DEBT AUTHORITY DEBT TOTAL ASSETS: POOLED CASH 2,487,143.17 9,984,327.73 12,471,470.90 LQRP INVESTMENT IN POOLED CASH 350,000.00 350,000.00 INVESTMENT T-BILL/NOTES & OTHER 12,907,329.16 12,907,329.16 LQRP CASH 38,204.31 38,204.31 BOND REDEMPTION CASH 189,441.48 400.68 189,842.16 BOND RESERVE CASH 521,324.50 521,324.50 BOND PROJECT CASH 11,459,265.87 734,778.79 12,194,044.66 BOND ESCROW CASH 2,567.58 2,567.58 PETTY CASH 1,000.00 1,000.00 ICMA DEFERRED COMPENSATION 731,251.94 731,251.94 CASH & INVESTMENT TOTAL 16,126,724.27 22,545,131.47 735,179.47 39,407,035.21 INVESTMENT IN LAND HELD FOR RESALE 86,319.85 86,319.85 ACCOUNTS RECEIVABLE 8,608.75 65,100.23 73,708.98 PREMIUM/DISCOUNT ON INVESTMENT 43,665.67 13,348.96 57,014.63 LQRP-ACCOUNTS RECEIVABLE 13,553.16 13,553.16 INTEREST RECEIVABLE LOAN/NOTES RECEIVABLE 2,531,312.25 2,531,312.25 DUE FROM OTHER AGENCIES DUE FROM OTHER GOVERNMENTS DUE FROM OTHER FUNDS 551,038.04 551,038.04 DUE FROM RDA 6,048,957.20 6,048,957.20 INTEREST ADVANCE -DUE FROM RDA 1,159,383.54 1,159,383.54 NSF CHECKS RECEIVABLE 536.95 536.95 ACCRUED REVENUE TRAVEL ADVANCES 800.00 800.00 EMPLOYEE ADVANCES PREPAID EXPENSES 760.00 760.00 RECEIVABLE TOTAL 7,262,712.11 3,174,352.64 10,437,064.75 WORKER COMPENSATION DEPOSIT RENT DEPOSITS UTILITY DEPOSITS 75.00 75.00 MISC. DEPOSITS 2,100.00 2,100.00 DEPOSITS TOTAL 2,175.00 2,175.00 GENERAL FIXED ASSETS 628,720.00 14,867,686.00 11,438,745.05 26,935,151.05 ACCUMULATED DEPRECIATION (31,342.63) (31,342.63) AMOUNT AVAILABLE TO RETIRE L/T DEBT 2,340,653.00 2,340,653.00 AMOUNT TO BE PROVIDED FOR L/T DEBT 298,816.00 90,767,291.70 8,790,000.00 99,856,107.70 TOTAL OTHER ASSETS 597,377.37 14,867,686.00 298,816.00 11,438,745.05 93,107,944.70 8,790,000.00 129,100,569.12 TOTAL ASSETS 23,688,988.75 14 867 686.00 298,816.00 25,805,803.96 11 438 745.05 93 107 944.70 735 179.47 8,790,000.00 179,033 1 33.93 LIABILITY ACCOUNTS PAYABLE 291.64 30,007.69 30,299.33 DUE TO OTHER AGENCIES 390,235.32 390,235.32 DUE TO OTHER FUNDS 551,038.04 551,038.04 INTEREST ADVANCE -DUE TO CITY ACCRUED EXPENSES PAYROLL LIABILITIES 86,262.43 86,262.43 STRONG MOTION INSTRUMENTS 1,499.97 1,499.97 FRINGE TOED LIZARD FEES 20,212.58 20,212.58 SUSPENSE 112,293.53 112,293.53 DUE TO THE CITY OF LA QUINTA PAYABLES TOTAL 610,795.47 581,045.73 1,191,841.20 ENGINEERING TRUST DEPOSITS 78,687.02 78,687.02 SO. COAST AIR QUALITY DEPOSITS ARTS IN PUBLIC PLACES DEPOSITS 161,923.66 161,923.66 LQRP DEPOSITS 14,398.00 14,398.00 DEVELOPER DEPOSITS 240,789.11 240,789.11 MISC. DEPOSITS 108,422.17 108,422.17 AGENCY FUND DEPOSITS 1,382,155.20 1,382,155.20 ICMA-DEFERRED COMP DEPOSITS 731,251.94 731,251.94 TOTAL DEPOSITS 2,703,229.10 14,398.00 2,717,627.10 DEFERRED REVENUE OTHER LIABILITIES TOTAL COMPENSATED ABSENCES PAYABLE 298,816.00 298,816.00 DUE TO THE CITY OF LA QUINTA 7,208,341.95 7,208,341.95 DUE TO COUNTY OF RIVERSIDE 11,925,575.00 11,925,575.00 DUE TO C.V. UNIFIED SCHOOL DIST. 11,797,367.75 11,797,367.75 DUE TO DESERT SANDS SCHOOL DIST. 1,276,660.00 1,276,660.00 BONDS PAYABLE 60,900,000.00 8,790,000.00 69,690,000.00 TOTAL LONG TERM DEBT 298,816.00 93,107,944.70 8,790,000.00 102,196,760.70 TOTAL LIABILITY 3,314,024.57 298,816.00 595,443.73 93,107,944.70 8,790,000.00 106,106,229.00 EQUITY -FUND BALANCE 20,674,964.18 14,867,686.00 25,210,360.23 11,438,745.05 735,179.47 72,926,934.93 TOTAL LIABILITY & EQUITY 23,988,988.75 14,867,686.00 298 816.00 25 805 803.96 11 438 745.05 93 107 944.70 735 179.47 8,790,000.00 179,033 1 33.93 � z V � �� ` O ►v �Mn a�ni�7c, c� of INtiO INVESTMENT ADVISORY BOARD MEETING July 9, 1997 BUSINESS SESSION B ITEM TITLE Meeting Schedule for Fiscal Year 1997/98 BACKGROUND: Attached find a listing of meeting dates for Fiscal Year 1997/98. The City Council meeting for August 19, 1997 and September 2, 1997 have been canceled. RECOMMENDATION: Approve the meeting schedule of the Investment Advisory Board for Fiscal Year +Q97/9C A /I Johb M. Falconer, 'Finance Director TO: Investment Advisory Board Members FROM: John M. Falconer, Finance Director DATE: July 9, 1997 RE: Schedule of Investment Advisory Board Meeting Schedule The following is a schedule of Investment Advisory Board meeting dates scheduled for Fiscal Year 1997/98. July 9, 1997 August 13, 1997 September 10, 1997 October 8, 1997 November 12, 1997 December 10, 1997 January 14, 1998 February 11, 1998 March 1 1, 1998 April 8, 1998 May 13, 1998 June 10, 1998 Please consider the meeting dates and give Staff direction regarding the meeting schedule for Fiscal Year 1997/98. /it4 +T� � 2 OF U � INVESTMENT ADVISORY BOARD July 9, 1997 CORRESPONDENCE & WRITTEN MATERIAL A TITLE: Month End Cash Report - June 1997 BACKGROUND: This cash report is not a complete Treasury Report (exclude petty cash, deferred compensation and fiscal agent balances, ) but would report in a timely fashion selected cash balances. RECOMMENDATION: Information item only. Jobn M. Falconer, Finance Director N O S 0 0 LL N N U) V- O a N m Urn 0.00) J W O o -6 �+ o 4) c U2A .-. :-. � O��� O �O MNM' F Dj (D O� �N � M�O MCOCO < co N.00 cqq D�O� P'.co 0O N(ocici MLONV)A v- GoOMO oc 0) ��M .. 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N E c j .S .> mrna m6 m N E 3tLi NN (� N N is m M 3 L O W o,m ocntDcnU>VaW C fl Q Q Vl tea m` m j W --.)U- �-5Q 'G > N Sa N ►- a N mOv- N oL (D(� Ec C m� � oQ t ~ r y Off~ apf 0 > Qc0'D ..0.>C cE caeca jC MN 07 N N EL(LD-N �C c- NOE �'m •+ �C _o m C� N cmCL Q v Q 00 N N s.+ 2 Q �Qw m �+ CA vr� o 02(D wU oL � c '°� c oa m 0 0 0 0a.L �; 2250. acn 0 N� r~0`� o.aci m (D (D coc Ng c a— N > c o— E O U a��� a � a� v cv o= .o (DcE� Nr oaci E LONG L �C m L m N ON "' > U,tZ ' oa U N.9c 3 aai-CL 0-W.0 CLr-= w� L� `ENO N c C y (A N m 0LL-Oj m c ca Me 0sdpo aw U W Nob0 W4aE �0 0 y Ec=Q00 ccqq NUO,- H Q. O0E m-0 ON OC m � Nm m •E � Uf � > 700 0 CD a0 �° aai'c (D-0 0 a° mNdl a L� am Uc dN Na Om�� rE� o� Ne C -omen .Cm al LN�pp CL m0C F- F- N F- e� t'n ea c t ca � oz V � CF v� OF fNti INVESTMENT ADVISORY BOARD MEETING July 9, 1997 CORRESPONDENCE AND WRITTEN MATERIAL B ITEM TITLE Distribution of Investment Policies for Fiscal Year 1997/98 BACKGROUND: On June 17, 1997 the City Council approved the Investment Policies for Fiscal Year 1997/98 which are attached. At the City Council meeting a change was made on Page 14, Item F. The word "should" was replaced with the word "shall" in the third line of this section. RECOMMENDATION: ceive and File. John M. Falconer, lFinance Director V S OF TNT O INVESTMENT ADVISORY BOARD Meeting Date: TITLE: July 9, 1997 Pooled Money Investment Board Report - March 1997 and April 1997 BACKGROUND: Correspondence & Written Material Item C The Pooled Money Investment Board Report for March 1997 and April 1997 is included in the agenda packet. RECOMMENDATION: Receive & File of'in M. Falcbner,-Finance Director dop ,is • LOCAL AGENCY INVESTMENT FUND Apri(1997 CALIFORNIA DEBT AND INVESTMENT ADVISORY COMMISSION The California Debt and Investment Advisory Commission (CDIAQ provides information, education, and technical assistance on municipal debt issuance and investments of public funds to local government agencies and other public finance. professionals. The Commission was created legislatively in 1981 as the California Debt Advisory Commission, and its original mandate required that it serve as the State's clearinghouse for public debt issuance information and provide assistance to California's state and local agencies in the issuance, monitoring, and management of public debt. It's objective was to ensure that California government agencies that borrowed funds through municipal debt market did so prudently and at the lowest possible cost. After its creation, there were several changes in law that expanded the Commission's responsibilities with respect to California's municipal debt issuance. With the passage of AB 1197 (Takasugi) in 1996, the Commission's name changed to the California Debt and Investment Advisory Commission, and its mandate officially expanded to include investments of public funds. Commission Members The Commission has nine members: the State Treasurer, the Governor or the State Director of Finance, two local government officials, two Assembly members, and two Senate members. The State Treasurer serves as chairman and appoints the two local agency representatives. The Speaker of the Assembly appoints the Assembly members, and the Senate Rules Committee appoints the Senate members. Appointed members serve four-year terms or at the pleasure of the appointing power. The Commission members direct the activities of the staff through the Executive Director. Technical Advisory Committee To assist the Commission in its carrying out its responsibilities, the Technical Advisory Committee (TAC) was created in 1983. Comprised of approximately 30 individuals representing the spectrum of participants in the municipal debt and public investment processes, including bond counsel, financial advisors, underwriters, credit analysts, insurance providers, investors, investment advisors, and local issuers, the TAC performs two primary functions: • Provides a forum for the initial discussion of issues, problems, and opportunities related to debt issuance and the investment of public funds; and, • Provides technical review of CDIAC's research projects, reports, guidelines, publications, and educational seminar agendas to ensure that staff has considered all information and all points of view on the subject. The State Treasurer appoints TAC members to staggered two-year terms. All members serve without compensation. Commission's Programs The Commission's activities fall into three program categories: data collection and analysis; policy research and development; and, technical assistance. With respect to data collection and analysis, CDIAC functions as the State's clearinghouse for public debt information through its maintenance of its debt issuance database. Since 1982, all California public debt issuers have been required to submit issue - related information to the Commission 30-days prior to a sale and immediately after sale date. The Commission stores this data and uses it to develop statistical reports (some of which are published monthly in the Commission's DEBT LINE newsletter), to support research efforts, and to provide information upon request from the industry and the general public. CDIAC's Policy and Research Division independently conducts or commissions research projects and studies on topics concerning debt issuance or the investment of public funds. The purpose of these projects and studies is to provide guidance to state and local government agency issuers and, where necessary, to recommend legislative changes in matters affecting California's public finance community. Examples of recent efforts are the Disclosure Guidelines for Land -Based Securities, which has received GFOA's Award of Excellence, and Local Agency Investment Guidelines, which has been well received by public finance professionals throughout California and the nation. CDIAC's technical assistance program has three components: (1) the publication of reference materials, issue briefs, statistical reports, videos, and other reports to assist government agencies through the steps of a debt issuance or of the investment of public funds; (2) the development and offering of educational seminars throughout the State; and, (3) public hearings on current topics affecting public finance are conducted to. provide a forum for discussion, information exchange, and a foundation for future research efforts. One of the most well-known technical assistance publications is the California Debt Issuance Primer. The Primer is a comprehensive reference document that provides an overview of the debt issuance process in California. CDIAC is in the process of revising the Primer to bring it up to date with recent changes in laws and debt issuance practices. Other accomplishments of the Commission's technical assistance program include the recent release of an investment video aimed at local elected officials titled How Safe is Your Money? and an expansion of the existing seminar program to include two seminars on investing public funds titled Investing Public Funds: Fundamentals of Managing Your Portfolio and Investing Public Funds: Understanding and Evaluating Your Investment Alternatives. STATE OF CALIFORNIA STATE TREASURER'S OFFICE POOLED MONEY INVESTMENT BOARD REPORT APRIL 1997 Table of Contents SUMMARY ................ .......... ................... ........................ .......................................1 SELECTEDINVESTMENT DATA....................................................................2 PORTFOLIOCOMPOSITION...........................................................................3 INVESTMENTTRANSACTIONS......................................................................4 TIMEDEPOSITS................................................................................................20 DEMANDBANK DEPOSITS............................................................................22 POOLED MONEY INVESTMENT BOARD DESIGNATION .....................23 POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF INVESTMENT DATA A COMPARISON OF APRIL 1997 WITH APRIL 1996 (Dollars in Thousands) April 1997 April 1996 Cbange Average Daily Portfolio $27,976,577 $28,764,091 - $787,514 Accrued Earnings $129,040 $130,580 - $1,540 Effective Yield 5.612 5.538 + .074 Average Life --Month End (in days) 227 275 - 48 Total Security Transactions $20,206,701 $26,121,494 -$5,914,793 Amount 470 594 - 124 Number Total Time Deposit Transactions $237,190 $438,000 - $200,810 Amount 30 23 + 7 Number Average Workday Investment Activity $929,268 $1,207,250 - $277,982 Prescribed Demand Account Balances For Services $135,537 $124,208 $219,570 + S11,329 + $9,092 For Uncollected Funds $228,662 —1— MATT FONG STATE TREASURER STATE OF CALIFORNIA INVESTMENT DIVISION SELECTED INVESTMENT DATA ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO (000 OMITTED) Change in April 30, 1997 Percent From Tyne of Security Amount Percent Previous Month Governments Bills $926,125 3.18 - 1.57 Bonds 0 0 0 Notes 5,638,028 1937 - 1.58 Strips 121,604 .42 - .01 Total Governments $69685,757 22.97 - 3.16 Federal Agency Coupons $1,327,644 4.56 - 1.28 Certificates of Deposit 7,872,611 27.05 + 3.01 Bank Notes 781,002 2.68 + .88 Bankers Acceptances 351,226 1.21 + 38 Repurchases 50,000 .17 + .03 Federal Agency Discount Notes 262,702 .90 + .05 Time Deposits 501,795 1.72 - .05 GNMA's 3,062 .01 0 Commercial Paper 7,896,456 27.13 + 4.24 FHLMC 2%845 .10 - .01 Corporate Bonds 2,120,107 7.29 + .17 Pooled Loans 1,328,240 4.56 - 135 GF Loans 0 0 - 3.09 Reversed Repurchases -101,489 -35 - .18 Total, All Types 29,108,958 100 INVESTMENT ACTIVITY Pooled_ Money Other Time Deposits TOTALS PMIA Monthly Average Effective Yield Year to Date Yield for Last Day of Month April 1997 Number Amount 470 $ 20,206,701 3 $ 4,677 30 $ 237,190 503 $ 20,448,%S 5.612 5.588 March 1997 Number Amount 248 $ 10,751,192 70 $ 298,337 28 $ 131,900 346 $ 11,181,429 5.580 5.585 —2— Commercial Paper 27.13% Ac Pooled Money Investment Account Portfolio Composition $29.1 Billion Corporate Loans Reverses Bonds 4.56 o�D -.35 /o 1.21 % CD's/BN's 29.73% 4/30/97 ■ Treasuries i 'ies p Time Deposits /o ■ Mortgages i ® Agencies. ■ C D's/B N's i ■ Bankers Acceptances Time Deposits ■Repo 1.72% 10 Commercial Paper Mortgages 0.11 %i ■ Corporate Bonds Agencies 5.46% Loans 0 Reverses EM POOLED MONEY INVESTMENT ACCOUNT of a/ DATE TYPE DESCRUT110N 04/01/97 SALE Treas Bill Treas Bill Treas Bill Treas Bill Treas Bill SALE c/ d/ MATURITY TRANS PAR DAYS DATE YIELD LO_OQ1 HELD 04/03/97 4.690 04/03/97 4.690 04/03/97 4.690 04/03/97 4.700 04/03/97 4.700 FHLMC 7.108% 01 /24/02 5.320 FHLMC 7.000%Q 01/28/02 5.320 REDEMPTION CD Montreal 5.410% 04/01/97 5.410 CD Montreal 5.410% 04/01/97 5.410 CD Deutsche 5.390% 04/01/97 5.380 CP CCC 04/01/97 5.500 CP Salomon 04/01/97 5.750 CP GMAC 04/01/97 5.290 CP GMAC 04/01/97 5.290 CP GMAC 04/01/97 5.220 CP GMAC 04/01/97 5.220 CP Conagra 04/01/97 5.510 CP Conagra 04/01/97 5.470 CP Lehman 04101 /97 5.390 CP Lehman 04/01/97 5.390 NO PURCHASES 04/02/97 RRS Treas Note 5.875% 02/28/99 5280 Treas Note 5.625% 06/30/97 5.275 Treas Note 5.625% 06/30/97 5.275 SALE Treas Note 5.625% 06/30/97 5.260 REDEMPTION CD Svenska 5.420% 04/02/97 5.460 CD RB Canada 5.410% 04/02/97 5.400 CP Conagra 04/02/97 5.530 CP Smith Bam 04/02/97 5.330 CP Smith Bam 04/02/97 5.330 CP GMAC 04/02/97 5.340 CP Heller 04/02/97 5.370 50,000 362 50,000 362 50,000 362 50,000 362 50,000 362 25,000 15,620 50,000 10,000 35,000 35,000 50,000 45,000 50,000 50,000 50,000 50,000 22,695 50,000 50,000 13 13 88 88 110 8 8 12 12 13 13 15 83 110 110 25,000 239 AMOUNT EFFECTIVE EARNED YIELD 2,600,694.22 5.533 2,600,694.22 5.533 2,600,694.22 5.533 2,603,194.44 5.539 2,603,194.44 5.539 47,355.39 5.393 29,489.06 5.393 661,222.22 5.485 132,244.44 5.485 575,378.41 5.454 42,777.78 5.583 63,888.89 5.837 79,350.00 5.372 88,166.67 5.372 94,250.00 5.302 94,250.00 5.302 114,791.67 5.599 286,215.47 5.616 823,472.22 5.556 823,472.22 5.556 936,576.64 5.72 40,000 82 497,495.87 5.536 25,000 89 333,807.64 5.475 10,000 14 21,505.56 5.618 50,000 14 103,638.89 5.415 50,000 14 103,638.89 5.415 50,000 15 111,250.00 5.426 50,000 83 619,041.67 5.512 -4- POOLED MONEY INVESTMENT ACCOUNT d/ a/ a/ MATURITY TRANS PAR DAYS DATE TYPE DESCRIPTION DATE YIEW Lo HELD 04/02/97 PURCHASE g/ CD Bkrs Trst 5.660% 06/30/97 5.650 50,000 CD Bkrs Trst 5.660% 06/30/97 5.650 50,000 CP Lehman 04/30/97 5.610 50,000 PURCHASE c/ BA Tokyo-Mits 05/15/97 5.650 17,000 BA Tokyo-Mits 06/16/97 5.650 60,000 PURCHASE Disc Note FHLB 06/30/97 5.490 25,180 CP GECC 04/03/97 5.540. 17,000 04/03/97 RRS Treas Note Treas Note Treas Note REDEMPTION g/ CP Morg Stan CP Morg Stan CP Morg Stan REDEMPTION BA B/A CP GECC Treas Bill Treas Bill Treas Bill Treas Bill SALE c/ BA Tokyo-Mits BA Tokyo-Mits Treas Note Treas Note Treas Note PURCHASE g/ CP Morg Stan 5.875% 02/28/99 5.260 50,000 5.875% 02/28/99 5.260 50,000 5.875% 02/28/99 5.260 50,000 AMOUNT EFFECTIVE EARNED YIELD 04/03/97 5.310 50,000 29 213,875.00 5.406 04/03/97 5.310 50,000 29 213,875.00 5.406 04/03/97 5.310 50,000 29 213,875.00 5.406 04/03/97 5.280 10,000 58 85,066.67 5.399 04/03/97 5.540 17,000 1 2,616.11 5.617 04/03/97 5.168 50,000 346 2,483,271.00 5.513 04/03/97 5.168 50,000 346 2,483,271.00 5.513 04/03/97 5.255 30,000 350 1,532,708.33 5.614 04/03/97 5.170 50,000 364 2,613,722.22 5.530 05/15/97 5.650 17,000 1 2,589.58 5.728 05/15/97 5.650 60,000 1 9,118.47 5.728 5.875% 02/28/99 5.030 50,000 29 (201,584.24) -5.100 5.875% 02/28/99 5.030 50,000 29 (201,584.24) -5.100 5.875% 02/28/99 5.030 50,000 29 (201,584.24) -5.100 04/30/97 5.550 —5- 50,000 POOLED MONEY INVESTMENT ACCOUNT _dt a/ a/ MATURITY TRANS PAR DAYS AMOUNT EFFECTIVE DATE TYPE DESCRIPTION DATE YIELD 0 0 HELD EARNED YIELD 04/03/97 PURCHASE g/ CP Morg Stan 04/30/97 5.550 50,000 CP Morg Stan 04/30/97 5.550 50,000 PURCHASE CD CommerzBk 5.375% 05/30/97 5.580 50,000 CD CommerzBk 5.375% 05/30/97 5.580 50,000 CP Amer Home 04/04/97 5.550 40,000 CP Lehman 04/07/97 5.570 50,000 CP Lehman 04/07/97 5.570 50,000 CP Lehman 04/07/97 5.570 50,000 CP Lehman 04/07/97 5.570 50,000 CP GMAC 04/11/97 5.520 50,000 CP GMAC 04/11/97 5.520 509,000 CP GMAC 04/11/97 5.520 50,000 CP GMAC 04/11/97 5.520 50,000 CP Baxter 04/14/97 5.620 1,000 CP Baxter 04/14/97 5.620 50,000 CP Hertz 04/14/97 5.530 25,000 CP Hertz 04/14/97 5.530 50,000 CP Salomon 04/14/97 5.650 50,000 PURCHASE c/ Treas Note 5.875% 02/28/99 5.560 37,010 Treas Note 5.875% 02/28/99 5.560 50,000 04/04/97 REDEMPTION CP Amer Home 04/04/97 5.550 40,000 1 6,166.67 5.627 CP Country 04/04/97 5.450 44,000 15 99,916.67 5.538 CP Country 04/04/97 5.450 50,000 15 113,541.67 5.538 CP Conagra 04/04/97 5.510 18,738 21 60,227.06 5.604 CP Conagra 04/04/97 5.500 25,000 21 80,208.33 5.594 SALE c/ Treas Note 5.875% 02/28/99 5.560 37,010 1 5,584.09 5.637 Treas Note 5.875% 02/28/99 5.560 50,000 1 7,543.68 5.637 NO PURCHASES 04/07/97 REDEMPTION BA UBS 04/07/97 5.340 12,000 18 32,040.00 5.428 CB B/A (FR) 4.143% 04/07/97 4.143 50,000 1096 8,430,603.33 5.615 CP Lehman 04/07/97 5.570 50,000 4 30,944.44 5.650 CP Lehman 04/07/97 5.570 50,000 4 30,944.44 5.650 POOLED MONEY INVESTMENT ACCOUNT a/ a/ DATE TYPE DESCRIPTION 04/07/97 REDEMPTION CP Lehman CP Lehman CP GMAC CP GMAC CP. GMAC CP GMAC CP Hertz PURCHASE BA Montreal CP GECC CP GECC CP GECC CP Conagra CP FMCC CP FMCC CP Enron CP Enron CP Barclays CP Barclays CP GMAC CP GMAC CP GMAC CP Union CP Union CP GMAC CP GMAC CP GMAC CP Household CP Household PURCHASE c/ BA Tokyo-Mits 04/08/97 REDEMPTION BA Union CD ABN Amro CD UB Calif CD Cr Agricole CD Cr Agricole CP GECC CP GECC CP GECC CP GMAC CP GMAC CP GMAC d/ MATURITY TRANS PAR DAYS AMOUNT EFFECTIVE DATE YIELD (000) HELD EARMED YIELD 04/07/97 5.570 50,000 4 30,944.44 5.650 04/07/97 5.570 50,000 4 30,944.44 5.650 04/07/97 5.490 50,000 17 129,625.00 5.580 04/07/97 5.490 50,000 17 129,625.00 5.580 04/07/97 5.370 48,000 21 150,360.00 5.461 04/07/97 5.370 48,000 21 150,360.00 5.461 04/07/97 5.330 50,000 76 562,611.11 5.465 05/06/97 5.510 20,000 04/08/97 5.440 50,000 04/08/97 5.440 50,000 04/08/97 5.440 50,000 05/02/97 5.630 37,000 05/02/97 5.510 50,000 05/02/97. 5.510 50,000 05/08/97 5.650 25,000 05/08/97 5.650 50,000 05/08/97 5.530 50,000 05/08/97 5.530 50,000 05/08/97 5.570 50,000 05/08/97 5.570 50,000 05/08/97 5.570 50,000 05/09/97 5.540 20,000 05/09/97 5.540 50,000 05/09/97 5.570 50,000 05/09/97 5.570 50,000 05/09/97 5.570 50,000 05/15/97 5.550 50,000 05/15/97 5.550 50,000 07/02/97 5.530 52,000 04/08/97 5.270 10,000 60 87,833.33 5.390 04/08/97 5.390 11,500 90 154,966.32 5.464 5.400% 04/08/97 5.400 50,000 90 675,000.00 5.475 5.360% 04/08/97 5.360 50,000 124 923,111.11 5.434 5.360% 04/08/97 5.360 50,000 124 923,111.11 5.434 04/08/97 5.440 50,000 1 7,555.56 5.516 04/08/97 5.440 50,000 1 7,555.56 5.516 04/08/97 5.440 50,000 1 7,555.56 5.516 04/08/97 5.370 25,000 22 82,041.67 5.462 04/08/97 5.370 50,000 22 164,083.33 5.462 04/08/97 5.340 50,000 113 838,083.33 5.506 —7— POOLED MONEY INVESTMENT ACCOUNT _di a/ a/ MATURITY TRANS PAR DAYS AMOUNT EFFECTIVE DATE TYPE DESCRIPTION DATE YIELD (000) HELD EARNED YIELD 04/08/97 REDEMPTION CID Assoc 04/08/97 5.350 50,000 113 839,652.78 5.516 CID Assoc 04/08/97 5.350 50,000 113 839,652.78 5.516 CID GMAC 04/08/97 5.340 50,000 113 838,083.33 5.506 CID GMAC 04/08/97 5.340 50,000 113 838,083.33 5.506 CID GMAC 04/08/97 5.340 50,000 113 838,083.33 5.506 SALE c/ BA Tokyo-Mits 07/02/97 5.530 52,000 1 7,722.03 5.606 PURCHASE c/ Treas Note 8.250% 07/15/98 5.390 50,000 Treas Note 8.250% 07/15/98 5.390 50,000 Treas Note 6.000% 09/30/98 5.390 21,865 Treas Note 7.750% 12/31 /99 5.390 50,000 BA Tokyo-Mits 07/02/97 5.470 50,000 04/09/97 REDEMPTION CP Country CID. Country CID Textron CID Merril CID GMAC CID Merrill CID Merrill SALE c/ BA Tokyo-Mits Treas Note Treas Note Treas Note Treas Note PURCHASE BA Tokyo-Mits BA Tokyo-Mits BA Tokyo-Mits CD West Deut CD West Deut CID Merrill CID Merrill CID Merrill CID Conagra 04/09/97 5,390 13,000 23 44,766.94 5.483 04/09/97 5.390 50,000 23 172,180.56 5.483 04/09/97 5.500 20,000 26 79,444.44 5.598 04/09/97 5.330 25,000 26 96,236.10 5.424 04/09/97 5.330 50,000 27 199,875.00 5.425 04/09/97 5.350 50,000 92 683,611.11 5.499 04/09/97 5.350 50,000 92 683,611.11 5.499 07/02/97 5.470 50,000 1 7,345.75 5.545 8.250% 07/15/98 5.390 50,000 1 7,650.81 5.464 8.250% 07/15/98 5.390 50,000 1 7,650.81 5.464 6.000% 09/30/98 5.390 21,865 1 3,196.57 5.464 7.750% 12/31/99 5.390 50,000 1 7,703.21 5.464 05/02/97 5.580 15,000 05/02/97 5.580 12,050 05/29/97 5.580 26,500 5.550% 05/28/97 5.550 50,000 5.550% 05/28/97 5.550 50,000 04/14/97 5.450 25,000 04/14/97 5.450 50,000 04/14/97 5.450 50,000 05/01/97 5.650 22,380 —8— POOLED MONEY INVESTMENT ACCOUNT d/ a/ a/ MATURITY TRANS PAR DAYS AMOUNT r-"ECrW DATE TYPE DESCRIPTION DATE YIELD (000) HELD EARNED YIELD 04/09/97 PURCHASE c/ BA Tokyo-Mits 07/02/97 5.580 50,000 Treas Note 5.250%' 12/31 /97 5.480 50,000 Treas Note 5.250% 02/15/98 5.480 50,000 Treas Note 8.250% 07/15/98 5.480 48,070 Treas Note 7.750% 12/31 /99 5.480 50,000 04110/97 REDEMPTION BA Tokyo-Mits 04/10/97 5.390 13,950 127 265,255.38 5.570 CD Soc Gen 5.400% 04/10/97 5.400 25,000 92 345,000.00 5.475 CD Bkrs Trst 5.420% 04/10/97 5.410 50,000 92 691,295.21 5.485 CD Bayrsche L 5.370% 04/10/97 5.370 50,000 97 723,458.33 5.444 CD Bayrsche L 5.370% 04/10/97 5.370 50,000 97 723,458.33 5.444 CD Bayrsche L 5.400% 04/10/97 5.390 50,000 97 726,172.06 5.464 CD Bayrsche L 5.400% 04/10/97 5.390 50,000 97 726,172.06 5.464 CID Household 04/10/97 5.320 50,000 79 583,722.22 5.457 CID Household 04/10/97 5.320 25,000 79 291,861.11 5.457 CID GECC 04/10/97 5.310 45,000 92 610,650.00 5.457 SALE c/ BA Tokyo-Mits 07/02/97 5.580 50,000 1 7,494.25 5.657 Treas Note 5.250% 12/31 /97 5.480 50,000 1 7,531.19 5.556 Treas Note 7.250% . 02/15/98 5.480 50,000 1 7,607.31 5.556 Treas Note 8.250% 07/15/98 5.480 48,070 1 7,477.92 5.556 Treas Note 7.750% 12/31/99 5.480 50,000 1 7,828.03 5.556 PURCHASE MTN (FR) Citicorp 5.563% 08/13/01 7.008 25,000 CID Conagra 05/20/97 5.620 10,000 CID Conagra 05/20/97 5.620 20,000 CP GMAC 05/28/97 5.550 50,000 CID GMAC 05/28/97 5.550 50,000 CID GMAC 05/28/97 5.550 .50,000 PURCHASE/ BA Tokyo-Mits 07/02/97 5.480 50,000 Disc Note FNMA 09/25/97 5.380 33,860 Disc Note FNMA 09/25/97 . 5.380 50,000 04/11/97 REDEMPTION CID GMAC 04/11/97 5.520 50,000 8 61,333.33 5.603 CID GMAC 04/11/97 5.520 50,000 8 61,333.33 5.603 Q:� POOLED MONEY INVESTMENT ACCOUNT a/ a/ DATE TYPE DESCRIPTION 04/11/97 REDEMPTION CID GMAC CID GMAC SALE c/ BA Tokyo-Mits Disc Note FNMA Disc Note FNMA PURCHASE CP Assoc CID Assoc PURCHASE 2/ d/ MATURITY TRANS PAR DAYS AMOUNT. EFFECTIVE DATE YIELD (OW) HELD EARNED YIELD 04/11 /97 5.520 50,000 8 61,333.33 5.603 04/11 /97 5.520 50,000 8 61,333.33 5.603 07/02/97 5.480 50,000 1 7,361.47 5.556 09/25/97 5.380 33,860 1 4,826.61 5.454 09/25/97 5.380 50,000 1 7,128.95 5.454 04/14/97 5.350 04/14/97 5.350 Treas Note 5.875% 02/28/99 5.360 Treas Note 5.875% 02/28/99 5.360 Treas Note 5.875% 02/28/99 5.360 BA Tokyo-Mits 07/02/97 5.450 04/14/97 SALE c/ BA Tokyo-Mits Treas Note Treas Note Treas Note REDEMPTION CID Assoc CID Assoc CD Stan Chart CD Chase CID Merrill CID Merrill CID Merrill CID Hertz CID Hertz CID Salomon CID Baxter CID Baxter CID Hertz MTN Transam NO PURCHASES 07/02/97 5.450 41,000 3 18,007.71 5.525 5.875% 02/28/99 5.360 50,000 3 21,775.00 5.434 5.875% 02/28/99 5.360 50,000 3 21,775.00 5.434 5.875% 02/28/99 5.360 13,000 3 5,661.50 5.434 04/14/97 5.350 50,000 3 22,291.67 5.426 04/14/97 5.350 50,000 3 22,291.67 5.426 5.430% 04/14/97 5.420 75,000 97 1,095,320.75 5.495 5.500% 04/14/97 5.410 5,000 141 113,993.14 5.900 04/14/97 5.450 25,000 5 18,923.61 5.529 04/14/97 5.450 50,000 5 37,847.22 5.529 04/14/97 5.450 50,000 5 37,847.22 5.529 04/14197 5.530 25,000 11 42,243.06 5.616 04/14/97 .5.530 50,000 11 84,486.11 5.616 04/14/97 5.650 50,000 11 86,319.44 5.738 04/14/97 5.620 1,000 11 1,717.22 5.707 04/14/97 5.620 50,000 11 85,861.11 5.707 04/14/97 5.310 12,400 31 56,699.00 5.408 4.100% 04/14/97 4.100. 50,000 1096 8,504,831.25 5.664 -10- a/ The abbreviations indicate the type of security purchased or sold; i.e., (U.S.) Bills, Bonds, Notes, Debentures, Discount Notes, and Participation Certificates: Federal National Mortgage Association (FNMA.), Farmers Home Administration Notes (FHA), Student Loan Marketing Association (SLMA), Small Business Association (SBA), Negotiable Certificates of Deposit (CD), Negotiable Certificates of Deposit Floating Rate (CD FR), Export Import Notes (EX", Bankers Acceptances (BA), Commercial Paper (CP), Government National Mortgage Association (GNMA), Federal Home Loan Bank Notes (FHLB), Federal Land Bank Bonds (FLB), Federal Home Loan Mortgage Corporation Obligation (FHLMC PC) & (FHLMC GMC), Federal Farm Credit Bank Bonds (FFCB), Federal Faun Credit Discount Notes (FFC), Corporate Securities (CB), U.S. Ship Financing Bonds (TITLE MIS), International Bank of Redevelopment (IBRD), Tennessee Valley Authority (TVA) Medium Term Notes (MTN). b/ Purchase or sale yield based on 360 day calculation for discount obligations and Repurchase Agreements. c/ Repurchase Agreement. d/ Par amount of securites purchased, sold, or redeemed. e/ Securities were purchased and sold as of the same date. f/ Repurchase Agreement against Reverse Repurchase Agreement. g/ Outright purchase against Reverse Repurchase Agreement. h/ Security "SWAP" transactions. i/ Buy back agreement. RR.S Reverse Repurchase Agreement. RRP Termination of Reverse Repurchase Agreement. LQ� TIME DEPOSIT NAME DEPOSIT DATE YIELD PAR AMOUNT ($1 MATURITY DATE ALHAMBRA East West Federal Bank 04/16/97 5.330 2,000,000.00 7/17/97 BEVERLY HILLS City National Bank 11/05/96 5.320 10,000,000.00 05/06/97 City National Bank 01 /28/97 5.350 10,000,000.00 07/29/97 City National Bank 02/19/97 5.200 20,000,000.00 08/19/97 City National Bank 02/21/97 5.390 20,000,000.00 12/18/97 CHICO North State National Bank 02/25/97 5.270 500,000.00 08/26/97 North State National Bank 04/08/97 5.530 2,000,000.00 10/06/97 INGLEWOOD Imperial Bank 02/04/97 5.200 10,000,000.00 05/06/97 Imperial Bank 02/06/97 5.200 20,000,000.00 05/08/97 Imperial Bank 02/13/97 5.180 20,000,000.00 05/14/97 Imperial Bank 03/11/97 5.250 10,000,000.00 06/10/97 Imperial Bank 03/12/97 5.250 15,000,000.00 06/11/97 Imperial Bank 03/19/97 5.310 11,000,000.00 06/18/97 Imperial Bank 04/02/97 5.380 11,000,000.00 07/01/97 Imperial Bank 04/16/97 5.350 25,000,000.00 07/17/97 Imperial Bank 04/29/97 5.380 5,000,000.00 07/29/97 LA MIRADA Southern California Bank 04/03/97 5.390 5,000,000.00 07/08/97 Southern California Bank 04/16/97 5.360 5,000,000.00 07/17/97 LOS ANGELES Preferred Bank 02/20/97 5.120 4,000,000.00 05/21/97 Preferred Bank 02/26/97 5.120 2,000,000.00 05/27/97 South Bay Bank 03/05/97 5.340 500,000.00 06/05/97 Preferred Bank 03/18/97 5.270 5,000,000.00 06/17/97 Preferred Bank 03/20/97 5.310 4,000,000.00 06/18/97 Glendale Federal Bank 04/11/97 5.280 5,000,000.00 07/11/97 Preferred Bank 04/15/97 5.310 3,000,000.00 07/15/97 OAKDALE Oak Valley Community Bank 03/25/97 5.580 500,000.00 09/22/97 ORANGE Sunwest Bank 03/24/97 5.430 500,000.00 06/23/97 PLACER Sierra West Bank 12/05/96 5.270 2,800,000.00 06/06/97 —20— POOLED MONEY INVESTMENT ACCOUNT df at a/ MATURITY TRANS PAR DAYS DATE TYPE DESCRIPTION DATE YIELD 0� HELD 04/15/97 REDEMPTION PURCHASE AMOUNT EFFECTIVE EARNED YIELD FHLB (FR) 4.550% 04/15/97 4.550 50,000 1096 8,642,569.45 5.756 FNMA 6.020% 04/15/98 6.119 50,000 BA Tokyo-Mits 06/27/97 5.630 53,750 BA Tokyo-Mits 06/30/97 5.630 10,650 BA Tokyo-Mits 07/01 /97 5.700 21,500 CD Bkrs Trst 5.840% 09/26/97 5.830 50,000 CD Bkrs Trst 5.840% 09/26/97 5.830 50,000 CD Stand Chart 5.850% 09/26/97 5.840 50,000 CD Stand Chart 5.850% 09/26/97 5.840 50,000 CD Stand Chart 5.850% 09/26/97 5.840 50,000 CP Heller 06/30/97 5.650 30,000 CP Lehman 07/01 /97 5.670 50,000 CP GMAC' 07/09/97 5.660 50,000 CP GMAC 07/09/97 5.660 50,000 CP GMAC 07/11/97 5.660 15,000 CP GMAC 07/11/97 5.660 50,000 CP SRAC 08/06/97 5.630 50,000 04/16/97 NO SALES PURCHASE CD Bkrs Trst 5.840% 09/26/97 5.830 5,000 CD Bkrs Trst 5.840% 09/26/97 5.830 50,000 CD BN Paris 5.850% 09/26/97 5.830 50,000 CD BN Paris 5.850% 09/26/97 5.830 50,000 CP Conagra 05/12/97 5.630 50,000 CP Salomon 06/02/97 5.750 50,000 CP Merrill 08/27/97 5.680 25,000 CP Merrill 08/27/97 5.680 50,000 CP Merrill 08/27/97 5.680 50,000 CP GECC 08/27/97 5.650 50,000 CP GECC 08/27/97 5.650 50,000 CP GECC 08/27/97 5.650 50,000 CP GECC 08/27/97 5.650 50,000 CP Lehman 09/26/97 5.740 50,000 CP Lehman 09/26/97 5.740 50,000 04/17/97 SALE Treas Note 5.625% 06/30/97 5.343 50,000 254 1,974,745.80 5.674 Treas Note 5.625% 06/30/97 5.343 50,000 254 1,974,745.80 5.674 —11— ' POOLED -MONEY INVESTMENT ACCOUNT a/ a/ MATURITY TRANS DATE TYPE DESCRIPTION DATE YIELD 04/17/97 PURCHASE CP FMCC 06/30/97 5.570 CP FMCC 06/30/97 5.570 CD Svenska 5.860% 09/26/97 5.850 BA Chase 08/06/97 5.640 CP GMAC 09/26/97 5.680 CP GMAC 09/26/97 5.680 CP Bkrs Trst 09/26/97 5.710 CP GECC 09/26/97 5.690 CP GECC 09/26/97 5.690 CP Amer Exp 05/29/97 5.500 CP Amer Exp 05/29/97 5.500 CP Amer Exp 05/29/97 5.500 04/18/97 NO SALES PURCHASE CP Amer Exp CP Amer Exp CP GECC CP GECC CP GECC CP GECC CP FMCC -CP FMCC CP FMCC CP FMCC 04121 /97 SALE Treas Note Treas Note Treas Note REDEMPTION FFCB (FR) PURCHASE CD BN Paris CD BN Paris CD US Oregon BN Fst Chic BN .Fst Chic CD Wachovia CD Barclays 06/30/97 5.520 06/30/97 5.520 06/30/97 5.550 06/30/97 5.550 06/30/97 5.550 06/30/97 5.550 06/30/97 5.570 06/30/97 5.570 06/30/97 5.570 06/30/97 5.570 5.625% 06/30/97 5.288 5.625% 06/30/97 5.288 5.625% 06/30/97 5.288 4.560% 04/21/97 4.560 5.610% 06/30/97 5.590 5.610% 06/30/97 5.590 5.590% 06/30/97 5.590 5.810% 09/26/97 5.810 5.810% 09/26/97 5.810 5.590% 06/30/97 5.580 5.600% 06/30/97 5.590 df PAR DAYS L1 HELD 50,000 50,000 140,000 14,800 25,000 50,000 50,000 50,000 50,000 25,000 50,000 50,000 25,000 258 50,000 258 50,000 258 50,000 1096 25,000 50,000 50,000 25,000 50,000 50,000 50,000 AMOUNT EFFECTIVE EARNED YIELD 1,003,718.32 5.679 2,009,389.75 5.679 2,009,389.75 5.679 8,631,494.44 5.749 —12— POOLED MONEY INVESTMENT ACCOUNT dr a/ a/ MATURITY TRANS PAR DAYS AMOUNT DATE TYPE DESCRIPTION DATE YIELD (0001 HELD EARNED 04/21/97 PURCHASE CD Barclays 5.600% .06130/97 5.590 50,000 CD Cr Agricole 5.580% 06/30/97 5.580 50,000 CD Cr Agricole 5.580% 06/30/97 5.580 50,000 CD Hong Kong 5.580% 06/30/97 5.580 50,000 CD Hong Kong 5.580% 06/30/97 5.580 50,000 CD Midland 5.580% 06/30/97 5.580 50,000 CD Midland 5.580% 06/30/97 5.580 50,000 CP GMAC 05/07/97 5.500 50,000 CP GMAC 05/07/97 5.500 50,000 CP GECC 06/27/97 5.550 50,000 CP Assoc 06/27/97 5.550 50,000 CP Hertz 06/30/97 5.570 50,000 04/22/97 NO SALES PURCHASE CP Morg Stan 04/30/97 5.460 29,000 CP Morg Stan 04/30/97 5.460 50,000 CP Morg Stan 04/30/97 5.460 50,000 CP GMAC 06/27/97 5.590 22,000 CP GMAC 06/27/97 5.590 50,000 CP FMCC 06/27/97 5.570 50,000 CP FMCC 06/27/97 5.570 50,000 04/23/97 NO SALES EFFEmVE YIELD PURCHASE CD Cr Suisse 5.500% 05/28/97 5.490 150,000 CD Swiss Bk 5.520% 05/29/97 5.500 50,000 CD Swiss Bk 5.520% 05/29/97 5.500 50,000 CD Swiss Bk 5.520% 05/29/97 5.500 50,000 CD UB 5.500% 05/30/97 5.500 2,000 CD UB 5.500% 05/30/97 5.500 50,000 CP Baxter 04/24/97 5.420 48,800 CP Baxter 04/24/97 5.420 50,000 04/24/97 REDEMPTION CP Baxter 04/24/97 5.420 48,800 1 7,347.11 5.496 CP Baxter 04/24/97 5.420 50,000 1 7,527.78 5.496 FNMA 5.480% 04/24/97 5.570 50,000 365 2,783,200.00 5.571 —13— POOLED MONEY INVESTMENT ACCOUNT at a/ MATURITY TRANS DATE TYPE DESCRIPTION DATE YIELD 04/24/97 PURCHASE CD Deutsche 5.520% 05/29/97 5.510 CD Deutsche 5.520% 05/29/97 5.510 CD US Oregon 5.500% 05/30/97 5.500 CD US Oregon 5.500% 05/30/97 5.500 CD Barclays 5.600% 06/30/97 5.600 CD Barclays 5.600% 06/30/97 5.600 CP Baxter 04/25/97 5.450 CP Baxter 04/25/97 5.450 CP GECC 04/25/97 5.400 CP GECC 04/25/97 5.400 CP Transam 05/28/97 5.520 PURCHASE c/ BA d/ PAR DAYS loft HELD 50,000 50,000 50,000 50,000 50,000 50,000 30,000 50,000 50,000 50,000 21,643 Tokyo-Mns 07/02/97 5.450 51,000 BA Tokyo-Mits 07/02/97 5.450 51,000 FNMA 6.500% 01/27/00 5.340 25,575 FNMA 6.500% 02/25/02 5.340 27,000 FNMA 6.500% 02/25/02 5.340 50,000 04/25/97 REDEMPTION CP .Baxter CP Baxter CP GECC CP GECC SALE c/ BA Tokyo-Mits BA Tokyo-Mits FNMA FNMA FNMA PURCHASE CP GECC CP GECC CP GECC CP Baxter CP Baxter BA Tokyo-Mits AMOUNT EFFECTNE YIELD 04/25/97 5.450 30,000 1 4,541.67 5.526 04/25/97 5.450 50,000 1 7,569.44 5.526 04/25/97 5.400 50,000 1 7,500.00 5.475 04/25/97 5.400 50,000 1 7,500.00 5.475 07/02/97 5.450 51,000 1 7,417.30 5.525 07/02/97 5.450 51,000 1 7,417.30 5.525 6.500% 01/27/00 5.340 25,575 1 3,739.48 5.414 6.500% 02/25/02 5.340 27,000 1 3,890.19 5.414 6.500% 02/25/02 5.340 50,000 1 7,203.66 5.414 04/28/97 5.440 50,000 04/28/97 5.440 50,000 04/28/97 5.440 50,000 04/28/97 5.450 50,000 04/28/97 5.450 50,000 07/02/97 5.420 51,000 —14— POOLED MONEY INVESTMENT ACCOUNT _d/ a/ a/ MATURITY TRANS PAR DAYS AMOUNT EFFECTIVE DATE TYPE DESCRIPTION DATE YIELD M HELD EARNED YIELD 04/30/97 REDEMPTION CD CIBC 5.350% 04/30/97 5.400 40,000 1 6,053.48 5.523 CP Morg Stan 04/30/97 5.530 50,000 1 7,680.56 5.607 CP Baxter 04/30/97 5.570 15,000 1 2,320.83 5.648 CP Baxter 04/30/97 5.570 50,000 1 7,736.11 5.648 CP Morg Stan 04/30/97 5.530 50,000 1 7,680.56 5.607 CP Morg Stan 04/30/97 5.530 50,000 1 7,680.56 5.607 CP Morg Stan 04/30/97 5.530 50,000 1 7,680.56 5.607 CP Assoc 04/30/97 5.500 50,000 1 2,638.89 5.577 CP Assoc 04/30/97 5.500 50,000 1 7,638.89 5.577 CP Morg Stan 04/30/97 5.460 29,000 8 35,186.66 5.542 CP Morg Stan 04/30/97 5.460 50,000 8 60,666.65 5.542 CP Morg Stan 04/30/97 5.460 50,000 8 60,666.65 5.542 SALE c/ BA Tokyo-Mits 07/02/97 5.480 51,000 1 7,611.11 5.556 Disc Note FHLMC 05/15/97 5.350 230 1 32.10 5.424 Disc Note FHLMC 05/15/97 5.350 50,000 1 7,042.98 5.424 Disc Note FHLMC 05/15/97 5.350 50,000 1 7,042.98 5.424 FFCB 5.290% 06/02/97 5.350 25,000 1 3,721.07 5.424 FFCB 5.620% 10/01 /97 5.350 35,000 1 5,120.54 5.424 FNMA 6.500% 01/27/00 5.350 27,900 1 4,091.12 5.424 FNMA 6.700% 08/10/01 5.350 13,200 1 1,919.01 5.424 FNMA 6.350% 11 /23/01 5.350 7,475 1 1,092.29 5.424 FNMA 6.150% 12/14/01 5.350 16,500 1 2,364.40 5.424 FNMA 6.500% 02/25/02 5.350 29,000 1 4,189.94 5.424 FNMA 6.500% 02/25/02 5.350 50,000 1 7,223.84 5.424 RRP Treas Note 5.875% 02/28/99 5.280 50,000 28 (204,306.67) -5.353 Treas Note 5.875% 02/28/99 5.260 50,000 27 (196,263.75) -5.333 Treas Note 5.875% 02/28/99 5.260 50,000 27 (196,263.75) -5.333 Treas Note 5.875% 02/28/99 5.260 50,000 27 (196,263.75) -5.333 PURCHASE BN BA 5.550% 05/30/97 5.550 50,000 BN BA 5.550% 05/30/97 5.560 50,000 BN BA 5.550% 05/30/97 5.550 50,000 BN BA 5.550% 05/30/97 5.550 50,000 CD US Oregon 5.530% 05/28/97 5.530 50,000 CD US Oregon 5.530% 05/28/97 5.530 50,000 CD Wachovia 5.530% 05/29/97 5.520 50,000 CD Wachovia 5.530% 05/30/97 5.520 50,000 CD Montreal 5.550% 05/30/97 5.550 18,000 CD Montreal 5.550% 05/30/97 5.550 50,000 CD Bayrsche V 5.520% 05/28/97 5.500 50,000 CD Bayrsche V 5.520% 05/28/97 5.500 50,000 CD Bayrsche L 5.510% 06/02/97 5.500 30,000 —17— POOLED MONEY INVESTMENT ACCOUNT d/ a/ a/ MATURITY TRANS PAR DAYS AMOUNT DATE TYPE DESCRIPTION DATE YIELD (000) HELD EARNED 04/30/97 PURCHASE CD Bayrsche L 5.510% 06/02/97 5.500 50,000 CD CIBC 5.560% 06/02/97 5.560 45,000 CD CIBC 5.560% 06/02/97 5.560 50,000 CP Merrill 05/01/97 5.650 25,000 CP Merrill 05/01/97 5.650 50,000 CP Assoc 05/01/97 5.650 40,000 CP GECC 05/01/97 5.650 50,000 CP GECC 05/01/97 5.650 50,000 CP Baxter 05/01/97 5.720 30,000 CP Baxter 05/01/97 5.720 50,000 CP Conagra 05/28/97 5.680 20,000 CP Gr Westem 05/30/97 5.560 20,000 E"ECTWE U —18— POOLED MONEY INVESTMENT ACCOUNT at DATE TYPE 04/28/97 REDEMPTION al MATURITY TRANS DESCRIPTION DATE YIELD d/ PAR DAYS AMOUNT LM2 HELD EARNED EFFECTNE YIELD BA Tokyo-Mits 04/28/97 5.370 9,300 145 201,151.25 5.564 CD ABN Amro 5.390% 04/28/97 5.380 50,000 137 1,023,732.62 5.454 CD ABN Amro 5.390% 04/28/97 5.380 50,000 137 1,023,732.62 5.454 CD U/B 5.400% 04/28/97 5.400 50,000 137 1,027,500.00 5.475 CD RB Canada 5.410% 04/28/97 5.410 50,000 137 1,029,402.78 5.485 CD RB Canada 5.410% 04/28/97 5.410 50,000 137 1,029,402.78 5.485 CD Tokyo-Mits 5.520% 04/28/97 5.520 50,000 140 1,073,333.33 5.596 CD US Wash 5.340% 04/28/97 5.340 50,000 153 1,134,750.00 5.414 CD W Deutsche 5.340% 04/28/97 5.340 50,000 153 1,134,750.00 5.414 CD W Deutsche 5.340% 04/28/97 5.340 50,000 153 1,134,750.00 5.414 CD W Deutsche 5.340% 04/28/97 5.340 50,000 153 1,134,750.00 -5.414 CD ABN Amro 5.340% 04/28/97 5.340 50,000 157 1,164,416.65 5.414 CD ABN Amro 5.340% 04/28/97 5.340 50,000 157 1,164,416.65 5.414 CD Bkrs Trst 5.400% 04/28/97 5.400 50,000 153 1,147,500.00 5.475 CD Bkrs Trst 5.400% 04/28/97 5.400 50,000 153 1,147,500.00 5.475 CD CIBC 5.370% 04/28/97 5.370 25,000 171 637,687.50 5.444 CD CIBC 5.370% 04/28/97 5.370 50,000 171 1,275,375.00 5.444 CP GECC 04/28/97 5.440 50,000 3 22,666.67 5.518 CP GECC 04/28/97 5.440 50,000 3 22,666.67 5.518 CP GECC 04/28/97 5.440 50,000 3 22,666.67 5.518 CP Baxter 04/28/97 5.450 50,000 3 22,708.33 5.528 CP Baxter 04/28/97 5.450 50,000 3 22,708.33 5.528 CP GMAC 04/28/97 5.340 50,000 136 1,008,666.67 5.525 CP GMAC 04/28/97 5.330 40,000 138 817,266.67 5.516 CP GMAC 04/28/97 5.330 50,000 138 1,021,583.33 5.516 CP Merrill 04/28/97 5.300 25,000 171 629,375.00 5.512 CP Merrill 04/28/97 5.300 50,000 171 1,258,750.00 5.512 MTN Assoc 6.560% 04/28/97 6.560 25,000 1097 4,924,555.56 6.560 SALE c/ BA Tokyo-Mits 07/02/97 5.420 51,000 PURCHASE SBA (FR) 6.125% 05/25/22 6.125 7,984 CP Merrill 04/29/97 5.480 25,000 CP Merrill 04/29/97 5.480 50,000 CP GMAC 04/29/97 5.500 50,000 CP GMAC 04/29/97 5.500 50,000 CP GMAC 04/29/97 5.500 50,000 CP GMAC 04/29/97 5.500 50,000 CP GECC 04/29/97 5.520 18,000 CP GECC 04/29/97 5.520 50,000 3 22,330.40 5.495 —15— POOLED MONEY INVESTMENT ACCOUNT d/ a/ a/ MATURITY TRANS PAR DAYS AMOUNT EFFECTIVE DATE TYPE DESCRIPTION DATE YIELD LM HELD EARNED YIELD 04/29/97 REDEMPTION CP Merrill 04/29/97 5.480 25,000 1 3,805.56 5.556 CP Merrill 04/29/97 5.480 50,000 1 7,611.11 5.556 CP GMAC 04/29/97 5.500 50,000 1 7,638.89 5.577 CP GMAC 04/29/97 5.500 50,000 1 7,638.89 5.577 CP GMAC 04/29/97 5.500 50,000 1 7,638.89 5.577 CP GMAC 04/29/97 5.500 50,000 1 7,638.89 5.577 CP GECC 04/29/97 5.520 18,000 1 2,760.00 5.597 CP GECC 04/29/97 5.520 50,000 1 7,666.67 5.597 PURCHASE CD CIBC 5.350% 04/30/97 5.400 40,000 CP Assoc 04/30/97 5.500 50,000 CP Assoc 04/30/97 5.500 50,000 CP Morg Stan 04/30/97 5.530 50,000 CP Morg Stan 04/30/97 5.530 50,000 CP Morg Stan 04/30/97 5.530 50,000 CP Morg Stan 04/30/97 5.530 50,000 CP Baxter 04/30/97 5.570 15,000 CP Baxter 04/30/97 5.570 50,000 CP Lehman 05/01/97 5.620 25,000 CP Lehman 05/01 /97 5.620 50,000 PURCHASE r/ BA Tokyo-Mits 07/02/97 5.480 51,000 Disc Note FHLMC 05/15/97 5.350 230,000 Disc Note FHLMC 05/15/97 5.350 50,000 Disc Note FHLMC 05/15/97 5.350 50,000 FFCB 5.290% 06/02/97 5.350 25,000 FFCB 5.620% 10/01/97 5.350 35,000 FNMA 6.500% 01/27/00 5.350 27,900 FNMA 6.700% 08/10/01 5.350 13,200 FNMA 6.350% 11/23/01 5.350 7,475 FNMA 6.150% 12/14/01 5.350 16,500 FNMA 6.500% 02/25/02 5.350 29,000 FNMA 6.500% 02/25/02 5.350 50,000 Treas Note 5.500% 02/28/99 5.220 1,180 Treas Note 5.875% 03/31 /99 5.220 50,000 04/30/97 REDEMPTION g/ CP Morg Stan 04/30/97 5.550 50,000 27 208,125.00 5.650 CP Morg Stan 04/30/97 5.550 50,000 27 208,125.00 5.650 CP Morg Stan 04/30/97 5.550 50,000 27 208,125.00 5.650 CP Lehman 04/30/97 5.610 50,000 28 218,166.67 5.712 —16— TIME DEPOSIT NAME DEPOSIT DATE YIELD PAR AMOUNT ($) MATURITY DATE PETALUMA Bank of Petaluma 02/11/97 5.290 1,000,000.00 08/12/97 SACRAMENTO Sanwa Bank of California 01 /28/97 5.370 5,000,000.00 07/29/97 Union Bank of California 02/05/97 5.150 100,000,000.00 05/07/97 Sanwa Bank of California 02/19/97 5.250 50,000,000.00 08/19/97 Sanwa Bank of California 02/25/97 5.280 10,000,000.00 08/26/97 SAN DIEGO Bank of Commerce San Diego 03/14/97 5.230 14,000,000.00 06/13/97 SAN FRANCISCO Bank of Canton California 12/09/96 5.250 5,000,000.00 06/10/97 Bank of Canton California 02/05/97 5.130 5,000,000.00 05/07/97 Bank of Canton California 02/13/97 5.300 5,000,000.00 08/13/97 Bank of Canton California 03/04/97 5.440 5,000,000.00 09/04/97 Trans Pacific National Bank 03/18/97 5.680 800,000.00 09/16/97 Bank of Canton California 04/22/97 5.630 5,000,000.00 10/21/97 SAN LEANDRO Bay Bank of Commerce 04/07/97 5.300 2,000,000.00 07/07/97 SAN LUIS OBISPO First Bank of San Luis Obispo 02/04/97 5.180 2,600,000.00 05/06/97 First Bank of San Luis Obispo 02/13/97 5.160 2,000,000.00 05/14/97 First Bank of San Luis Obispo 02/24/97 5.110 1,000,000.00 05/28/97 First Bank of San Luis Obispo 02/26/97 5.110 1,500,000.00 05/28/97 First Bank of San Luis Obispo 04/08/97 5.320 1,000,000.00 07/08/97 SAN RAFAEL West America Bank 04/23/97 5.370 25,000,000.00 07/23/97 West America Bank 04/30/97 5.350 25,000,000.00 07/30/97 SANTA ANA Grand National Bank 12/12/96 5.220 1,500,000.00 06/10/97 Grand National Bank 03/13/97 5.220 1,500,000.00 06/12/97 Grand National Bank 04/01/97 5.350 95,000.00 07/01/97 STANISLAUS North Valley Bank 03/25/97 5.580 3,000,000.00 09/22/97 VACAVILLE Continental Pacific Bank 03/04/97 5.290 1,000,000.00 06/03/97 TOTAL TIME DEPOSITS AS OF APRIL 30, 1997 $ 501,795,000.00 —21— DEMAND BANK DEPOSITS A_ 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. AVERAGE DOLLAR DAYS (000 omitted) DAILY BALANCES PER BANKS $3529061 3249396 2939534 4549994 454,994 4549994 2039289 376,500 1699136 3249757 182487 1829287 1829287 370,428 4279600 2929984 4239411 5419051 5419051 5419051 5659121 7119291 6169487 3989231 4729693 4729693 4729693 512445 4389278 5489069 a! $4109040 WARRANTS OUTSTANDING $197649997 1,747,257 197299083 1,833,668 198339668 198339668 19573,296 194039106 114979156 198059447 1,7979316 1,797,316 197979316 1,296,535 1,138,732 191449472 19472,908 1,3939661 193939661 193939661 1,223,483 191059366 1,060,460 193039594 1,331,051 1,331,051 1,331,051 1,332,414 197569992 191899568 a/ The prescribed bank balance for April was $364,199,000.00. This consisted of $13595369,000.00 in compensating balances for services, $234,646,000.00 uncollected funds and a deduction of $599839000.00 for December delayed deposit credit. -22- DESIGNATION BY POOLED MONEY INVESTMENT BOARD OF TREASURY POOLED MONEY INVESTMENTS AND DEPOSITS No. 1574 In accordance with sections 16480 through 16480.8 of the Government Code, the Pooled Money Investment Board, at its meeting on April 16, 1997, has determined and designated the amount of money available for deposit and investment under said sections. In accordance with sections 16480.1 and 16480.2 of the Government Code, it is the intent that the money available for deposit or investment be deposited in bank accounts and savings and loan associations or invested in securities in such a manner so as to realize the maximum return consistent with safe and prudent treasury management, and the Board does hereby designate the amount of money available for deposit in bank accounts, savings and loan associ- ations, and for investment in securities and the type of such deposits and investments as follows: 1. In accordance with law, for deposit in demand bank accounts as Compensating Balance for Services $ 152,758,000 The active non i nterest-bea ring bank accounts designation constitutes a calendar -month average balance. For purposes of computing the compensating balances, the Treasurer shall exclude from the daily balances any amounts contained therein as a result of nondelivery of securities purchased for "cash" for the Pooled Money Investment Account and shall adjust for any deposits not credited by the bank as of the date of deposit. The balances in such accounts may fall below the above amount provided that the balances computed by dividing the sum of daily balances of that calendar month by the number of days in the calendar month reasonably approximates that amount. The balances may exceed this amount during heavy collection periods or in anticipation of large impending warrant presentations to the Treasury, but the balances are to be maintained in such a manner as to realize the maximum return consistent with safe and prudent treasury management. 2. In accordance with law, for inv_-stmen in securities authorized by section 16430, Government Code, or in term interest - bearing deposits in banks znd savings and !oan associations as follows: From To Transactions ( 1) 04/14/97 (2) 04/21/97 (3) 04/28/97 (4) 05/05/97 (5) 05/12/97 (6) 05/19/97 (7) 05/26/97 (8) 06/02/97 (9) 06/09/97 (10) 06/16/97 04/18/97 04/25/97 05/02/97 05/09/97 05/16/97 05/23/97 05/30/97 06/06/97 06/13/97 06/20/97 1,488,500,000 2,093,300,000 144,500,000 169, 900, 000 594,300,000 520,400,000 166,600,000 (1,261,200,000) (75,700,000) 3,131,600,000 Time Deposits in various Financial Institutions In Securities (sections 16503a (section 16430)' and 16602)' $ 27,970,705,000 $ 501,795,000 $ 30,064,005,000 $ 501,795,000 $ 30,208,505,000 $ 501,795,000 $ 30,378,405,000 $ 501,795,000 $ 30,972,705,000 $ 501,795,000 $ 31,493,105,000 $ 501,795,000 $ 31,659.705,000 $ 501,795,000 $ 30,398,505,000 $ 501,795,000 $ 30,322,805,000 $ 501,795,000 $ 33,454,405,000 $ 501,795,000 Estimated Total $ 28,472,500,000 $ 30,565,800,000 $ 30,710,300,000 $ 30,880,200,000 $ 31. 474, 500, 000 $ 31,994,900,000 $ 32,161, 500, 000 $ 30, 900, 300, 000 $ 30.824,600,000 $ 33,956,200,000 From any of the amounts specifically designated above, not more than 30 percent in the aggregate may be invested in prime commercial paper under section 16430(e), Government Code. Additional amounts available in treasury trust account and in the Treasury from time to time, in excess of the amounts and for the same types of investments as specifically designated above. Provided, that the availability of the amounts shown under paragraph 2 is subject to reduction in the amount by which the bank accounts under paragraph 1 would otherwise be reduced below the calendar month average balance of $ 152,758,000. Dated: April 16, 1997 'Government Code ED MOA„Y INVESTMENT BOARD: —23— R i OF ire bw AD 46 WRAP two i �� �► . r 1 �+ a rl T 7 ri Aw• f MATT FONG Trzasurer Mate of Lc"[lifornia May 1, 1997 Mr. Tom Allen Chairman Governmental Accounting Standards Board 401 Merritt 7 P.0.Box 5116 Norwalk, CT 06856-5116 Dear Mr. Allen: The Governmental Accounting Standards Board recently released Statement #31, Accounting and Financial Reporting for Certain Investments and for External Investment Pools, in final form. Much was accomplished during the drafting process through the cooperative efforts of GASB and local government representatives. However, I believe that the process of implementing the new standards is far from over. Since the release of the Statement, my staff and I have taken every opportunity to begin the education process for governmental associations throughout the state. Through these contacts, it is becoming increasingly apparent that none of the affected parties I have spoken with has any direction or understanding of how the standards should be met. To my surprise, I have received calls from CPA firms wondering how to report the standards for their clients. Software vendors have approached me for guidance on what type of portfolio programming to pursue. Investors, preparers, and users are all looking for direction. My staff has turned to the source for answers to the growing number of questions. We have contacted the Board, and have strongly suggested that the release of the Statement does not constitute the end of the Board's responsibilities. In light of the major controversy created by this statement, it is imperative that the Board follow quickly with suggested reporting guidelines. These guidelines should address specifically each type of investment instrument. Since Statement #31 goes into detail describing the types of transactions covered by the new reporting, there is now a responsibility to include each instrument in a reporting model. 915 CAPITOL .MALL ROOM 110, SACRAMENTO, CALIFORNIA 95814 (916) 653-2995 FAX (916) 653-3125 It is illustrative of the massive difficulties facing everyone involved that we have been told the Board is unable to release guidelines at this time due to the overwhelming number of inquiries being received from governmental agencies. The question that arises is, how are we to correctly implement standards the Board itself has yet to address? Further, how can program sponsors provide timely, fair value, information to participants without direction from the Board? Government is not alone in needing much more direction from GASB. Audit firms, accounting firms, software service providers, and program participants are clamoring for more leadership and increased implementation time from the Board. Governmental entities face the additional burden of needing to follow a bid process before purchasing new software were any to yet exist. While we have assured participants that Statement #31 will not dictate any change in investment philosophy or in the distribution of earnings, we cannot speak for the actions of participants who may wish to avoid the entire matter by withdrawing their funds. The volatility the Board has stated it wished to avoid will be exponentially intensified if the Board does not provide attention to these implementation needs. Lack of definitive standards from the Board requires additional time for the implementation of Statement #31. Specific guidelines for individual investment vehicles must be made available. Program sponsors, statement issuers, and end users must be capable of understanding the information. Software must be developed to conform to these standards. Request for proposals and proposal review must be considered when awarding service contracts in government. All of these concerns will take time to address. The Governmental Accounting Standards Board cannot walk away from their responsibility to assure a smooth transition to fair value accounting and reporting. I am ready to continue the cooperative efforts which have gotten us to this point. I am requesting that the Board delay the required implementation of Statement #31 until the reporting period following June 15, 1998. The additional time will allow us to continue working together to create a strong, equitable and realistic reporting model. Sincer , 0 Matt Fong State Treasurer STATE OF CALIFORNIA STATE TREASURER'S OFFICE POOLED MONEY INVESTMENT BOARD REPORT MARCH 1997 Table of Contents SUMMARY................. ....... ......................... ................... ..........•........................... ..1 SELECTED INVESTMENT DATA....................................................................2 PORTFOLIOCOMPOSITION...........................................................................3 INVESTMENTTRANSACTIONS......................................................................4 TIMEDEPOSITS................................................................................................14 DEMANDBANK DEPOSITS............................................................................16 POOLED MONEY INVESTMENT BOARD DESIGNATION .....................17 POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF INVESTMENT DATA A COMPARISON OF MARCH 1997 WITH MARCH 1996 (Dollars in Thousands) March 1997 March ivy Change Average Daily Portfolio $28,119,688 $28,787,047 - $667,359 Accrued Earnings $133,274 $135,497 - $2,223 Effective Yield 5.580 5.557 + .023 Average Life —Month End (in days) 246 241 + 5 Total Security Transactions Amount $10,751,192 $19,326,617 - $8,575,425 Number 248 452 - 204 Total Time Deposit Transactions Amount $131,900 $81,600 + $50,300 Number 28 15 + 13 Average Workday Investment Activity $518,243 $924,201 -$405,958 Prescribed Demand Account Balances For Services $152,758 $109,878 + $42,880 For Uncollected Funds $165,589 $135,878 + $29,711 —1— MATT FONG STATE TREASURER STATE OF CALIFORNIA INVESTMENT DIVISION SELECTED INVESTMENT DATA ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO (000 OMITTED) Change in March 31,1997 Percent From Tune of Security Amount Percent Previous Month Governments Bills $1,333,939 4.75 - 2.41 Bonds 0 0 0 Notes 5,889,663 20.95 + .71 Strips 1219,604 .43 + .01 Total Governments $7 065 26.13 - 1.69 Federal Agency Coupons 1,642,026 5.84 + 1.45 Certificates of Deposit 69758,6" 24.04 - 2.24 Bank Notes 506,003 1.80 - .16 Bankers Acceptances 233,253 .83 - .57 Repurchases 40,000 .14 - .14 Federal Agency Discount Notes 237,364 .85 - 1.17 Time Deposits 4%9795 1.77 + .09 GNMA's 39172 .01 0 Commercial Paper 6,434,908 22.89 + 1.45 FHLMC 309237 .11 0 Corporate Bonds 29001,272 7.12 - 1.07 Pooled Loans 196609822 5.91 - .16 GF Loans 8689400 3.09 + 3.09 Reversed Repurchases -1499250 - .53 - .84 Total, All Types $2891099398 100 INVESTMENT ACTIVITY March 1997 Number Amount Num Pooled Money 248 $ 10,751,192 502 Other 70 $ 298,337 13 Time Deposits 28 $ 131,900 38 TOTALS 346 $ 1191819429 553 PMIA Monthly Average Effective Yield 5.580 5.575 Year to Date Yield for Last Day of Month 5.585 5.586 February 1997 Amount $ 2196439428 $ 52,964 $ 450,700 $ 22,147,092 -2- Corp Bc 7.1 Commercial Paper 22.89% Ro Pooled Money. Investment Account Portfolio Composition $28.1 Billion Reverses Loans .53% 9.00% i 83°r6 CD's/BN's 25.84% 3/31 /97 N Treasuries uries 0 Time Deposits 3% ■ Mortgages ® Agencies ■ CD's/BN's ® Bankers Acceptances ■ Repo 13 Commercial Paper Time Deposits ■ Corporate Bonds 1 77°� 0 Loans Mortgages 13 Reverses 0.12% kgencies 6.69% -3- POOc:JED` MONEr INVESTMENT ACCOUNT DATE TYPE a! MATURITY TRANS _df PAR DAYS AMOUNT EFFEMW DATE YIELD YWD 03/03/97 REDEMPTION BA CD Tokyo-Mits Mellon 03/03/97 5.390 $55,000 88 724,655.56 5.537 CD US Oregon 5.350% 5.350% 03/03/97 03/03/97 5.350 5.350 150,000 50,000 116 2,585,833.33 5.424 CD US Oregon 5.350% 03/03/97 5.350 35,000 118 118 876,805.56 613,763.89 5.424 5.424 CP CP Bear GECC 03/03/97 5.450 50,000 3 22,708.35 5.528 CP GECC 03/03/97 5.350 50,000 59 438,402.78 5.472 CP Morgan 03/03/97 5.350 40,000 59 350,722.22 5.472 CP Hertz 03/03/97 5.340 50,000 80 593,333.35 5.479 CD Mellon 5.350% 03/03/97 03/03/97 5.300 5.350 30,600 25,000 83 88 373,915.00 5.440 CD Mellon 5.350% 03/03/97 5.350 50,000 88 326,944.44 653,888.89 5.424 5.424 CP CP FMCC FMCC 03/03/97 5.270 15,000 101 221,779.17 5.423 CP FMCC 03/03/97 5.270 50,000 101 739,263.89 5.423 CP FMCC 03/03/97 5.270 50,000 101 739,263.89 5.423 CP Assoc 03/03/97 5.27.0 50,000 101 739,263.89 5.423 CP Assoc 03/03/97 5.270 50,000 101 739,263.89 5.423 CP Amer Exp 03/03/97 03/03/97 5.270 5.270 50,000 50,000 101 739,263.89 5.423 CP Amer Exp 03/03/97 5.270 50,000 101 101 739,263.89 739,263.89 5.423 5.423 CP CP GECC GECC 03/03/97 5.280 5,000 116 85,066.67 5.445 CP GECC 03/03/97 5.280 50,000 116 850,666.67 5.445 CP GECC 03/03/97 5.280 50,000 116 850,666.67 5.445 03/03/97 5.280 50,000 116 850,666.67 5.445 PURCHASE Treas Note 5.750% 10/31/00 6.299 50,000 CD Nova Scotia 5.540% 09/20/97 5.540 75,000 CP GECC 03/04/97 5.370 47,000 CP GECC 03/04/97 5.370 50,000 CP GMAC 03/04/97 5.400 50,000 CP GMAC 03/04/97 5.400 50,000 CP GMAC 03/04/97 5.400 50,000 CP GMAC 03/04/97 5.400 50,000 CP Conagra 05/09/97 5.470 35,000 CP Bear 06/27/97 5.350 50,000 CP Bear 06/27/97 5.350 50,000 CP Assoc 06/30/97 5.340 50,000 CP Assoc 06/30/97 5.340 50,000 CP Merrill 06/30/97 5.350 50,000 CP Merrill 06/30/97 5.350 50,000 CP Salomon 06/30/97 5.530 50,000 CP Salomon 06/30/97 5.530 50,000 03/04/97 SALE Treas Bill 03/06/97 5.050 50,000 342 2,447,659.72 5.495 Treas Bill 03/06/97 5.050 50,000 342 2,447,659.72 5.495 —4— POOLED -MONEY INVESTMENT ACCOUNT cu a�! w MATURITY TRANS PAR DAYS AMOUNT EFFECTIVE Jam DESCE TION DATE YID MW _Hr;L2 EARNED YIELD 03/04/97 SALE Treas Bill 03/06/97 5.050 50,000 347 2,465,326.39 5.457 Treas Bill 03/06/97 5.050 50,000 347 2,465,326.39 5.457 REDEMPTION CID GECC 03/04/97 5.370 47,000 1 7,010.83 5.445 CID GECC 03/04/97 5.370 50,000 1 7,458.33 5.445 CP GMAC 03/04/97 5.400 60,000 1 7,500.00 5.475 CID GMAC 03/04/97 5.400 50,000 1 7,500.00 5.475 CID GMAC 03/04/97 5.400 50,000 1 7,500.00 5.475 CID GMAC 03/04/97 5.400 50,000 1 7,500.00 5.475 MTN GMAC 7.875% 03/04/97 7.040 18,250 949 3,378,097.81 7.040 NO PURCHASES 03/05/97 RRS Treas Note 5.875% 02/28/99 5.030 50,000 Treas Note 5.875% 02/28/99 5.030 50,000 Treas Note 5.875% 02/28/99 5.030 50,000 SALE Treas Bill 01/08/98 5.315 50,000 50 381,562.50 5.884 Treas Bill 01/08/98 5.315 50,000 51 386,479.17 5.843 Treas Bill 01/08/98 5.315 50,000 51 386,479.17 5.843 PURCHASE S/ CID Morg Stan 04/03/97 5.310 50,000 CID Morg Stan 04/03/97 5.310 50,000 CID Morg Stan 04/03/97 5.310 50,000 PURCHASE CD Soc Gen 5.450% 07/14/97 5.510 25,000 CD Soc Gen 5.580% 09/03/97 5.590 26,000 CD Soc Gen 5.580% 09/03/97 5.590 50,000 CD Morg Guar 5.900% 09/30/97 5.550 10,000 03/06/97 REDEMPTION Treas Bill 03/06/97 5.130 50,000 318 2,265,750.00 5.448 Treas Bill 03/06/97 5.130 50,000 318 2,265,750.00 5.448 Treas Bill' 03/06/97 5.110 10,000 337 478,352.78 5.441 Treas B111 03/06/97 5.110 50,000 337 2,391,763.90 5.441 Treas Bill 03/06/97 5.115 40,000 349 1,983,483.33 5.456 Treas Bill 03/06/97 5.125 30,000 351 1,499,062.50 5.469 —5— POOLED MONEY INVESTMENT ACCOUNT m DES-QRVn oN 03/06/97 REDEMPTION Treas Bill Treas Bill PURCHASES/ NurruRrrY TRMs DATE YIELD 03/06/97 5.125 03/06/97 5.120 CD ABN Amro 5.420% 06/09/97 5.250 Disc Note FHLMC 01 /30/98 5.180 Disc Note SLMA 03/20/97 5.180 PURCHASE CP GECC 08/11/97 5.350 CP GECC 08/11/97 5.350 CP GECC 08/11/97 5.350 CD RaboBank 5.420% 06/05/97 5.410 CD RaboBank 5.420% 06/05/97 5.410 CD RaboBank 5.430% 06/06/97 5.410 CD CR Agricole 5.550% 09/02/97 5.550 CD CR Agricole 5.550% 09/02/97 5.550 CD Mellon 5.550% 09/03/97 5.550 CD Mellon 5.550% 09/03/97 5.550 CP Baxter 03/07/97 5.180 Treas Bill 03/05/98 5.365 Treas Bill 03/05/98 5.365 03/07/97 SALE c/ CD ABN Amro Disc Note FHLMC Disc Note SLMA REDEMPTION CP Baxter NO PURCHASES 03/10/97 REDEMPTION 5.420% 06/09/97 5.250 01 /30/98 5.180 03/20/97 5.180 50,000 19,500 6,985 5,000 . 50,000 50,000 15,000 50,000 50,000 25,000 50,000 50,000 50,000 41,000 50,000 50,000 50,000 19,500 6,985 03/07/97 5.180 41,000 CD West Deutsch 5.380% 03/10/97 5.350 CD Barclays 5.370% 03/10/97 5.350 CD Cr Suisse 5.360% 03/10/97 5.350 CD Cr Suisse 5.360% 03/10/97 5.350 CD Cr Suisse 5.360% 03/10/97 5.350 CD Cr Suisse 5.360% 03/10/97 5.350 CP Hertz 03/10/97 5.320 NO PURCHASES 351 2,498,437.50 5.469 363 2,065,066.67 5.473 1 7,145.83 5.322 1 2,613.89 5.251 1 983.34 5.251 1 5,899.44 5.252 20,000 53 157,674.83 5.429 50,000 89 661,351.72 5.424 50,000 125 928,851.11 5.424 50,000 125 928,851.11 5.424 50,000 125 928,851.11 5.424 50,000 125 928,851.11 5.424 50,000 53 391,611.11 5.436 POOLED IkONEY INVESTMENT ACCOUNT um mm DESCRrTi )N 03/11/97 SALE Treas Bill Treas Bill REDEMPTION MATURM TRANS PAR DAYS DATE y4P Lm -mm 04/03/97 4.945 04/03/97 4.945 50,000 341 50,000 341 2,458,284.70 5.553 2,458,284.70 5.553 CD Bkrs Trst 5.390% 03/11/97 5.380 50,000 89 665,044.00 5.454 CD Bkrs Trst 5.390% 03/11/97 5.380 50,000 89 665,044.00 5.454 CP Morg Stan 03/11/97 5.340 50,000 90 667,500.00 5.487 CP Morg Stan 03/11/97 5.340 50,000 90 667,500.00 5.487 NO PURCHASES 03/12/97 REDEMPTION BA UB Calif Disc Note FNMA Disc Note FNMA NO PURCHASES 03/13/97 RRS Treas Note SALE g/ CP Morg Stan CP Morg Stan CP Morg Stan CP Morg Stan Disc Note FNMA Disc Note FNMA Disc Note FNMA Disc Note FNMA REDEMPTION Disc Note FNMA RRP Treas Note Treas Note Treas Note Treas Note Treas Note Treas Note 03/12/97 5.270 7,000 119 121,941.95 5.437 03/12/97 5.190 50,000 124 893,833.33 5.357 03/12/97 5.190 50,000 124 893,833.33 5.357 5.875% 02/28/99 4.830 50,000 03/13/97 5.270 50,000 28. 204,944.45 5.365 03/13/97 5.270 50,000 28 204,944.45 5.365 03/13/97 5.270 50,000 28 204,944.45 5.365 03/13/97 5.270 50,000 28 204,944.45 5.365 03/13/97 5.170 50,000 30 215,416.65 5.264 03/13/97 5.170 50,000 30 215,416.65 5.264 03/13/97 5.170 50,000 30 215,416.65 5.264 03/13/97 5.170 50,000 30 215,416.65 5.264 03/13/97 5.190 50,000 125 901,041.67 5.358 5.250% 01/31/01 4.890 50,000 30 (197,637.50) -4.957 5.250% 01/31/01 4.890 50,000 30 (197,637.50) -4.957 5.250% 01/31/01 4.890 50,000 30 (197,637.50) -4.957 5.250% 01/31/01 4.890 50,000 30 (197,637.50) -4.957 5.750% 12/31/98 4.950 50,000 28 (192,981.25) -5.018 5.750% 12/31/98 4.950 50,000 28 (192,981.25) -5.018 —7— ppQ( Ef) liR0111EY INVESTMENT ACCOUNT dl �t MATURITY TRANS PAR DAYS DAB ypE DESiCiDPTioN DATE (000) HELD 03/13/97 RRP Treas Note 5.750% 12/31 /98 4.950 50,000 28 5 750% 12/31 /98 4 950 50 000 28 Treas Note PURCHASE g/ CD Montreal 5.250% 03/31/97 5.250 50,000 PURCHASE CP Amer Home 03/14/97 5.180 45,000 Cp GMAC 04/09/97 5.330 50,000 PURCHASE g/ BA Tokyo-Mits 06/16/97 5.250 36,000 03/14/97 SALE g/ BA Tokyo-Mits 06/16/97 5.250 36,000 REDEMPTION CP Amer Home 03/14/97 5.180 45,000 PURCHASE CP Conagra 04/04/97 5.510 18,738 CP Conagra 04/04/97 5.500 25,000 CP Textron 04/09/97 5.500 20,000 CP Merrill 04/09/97 5.330 25,000 CP Hertz 04/14/97 5.310 12,400 03/15/97 REDEMPTION 1 1 MTN B/A 7.500% 03/15/97 5.330 4,790 418 MTN B/A 7.500% 03/15/97 6.020 11,775 549 MTN B/A 7.500% 03/15/97 7.330 5,000 859 NO PURCHASES 03/17/97 NO SALES PURCHASE CP Conagra 04/01 /97 5.510 50,000 CP GMAC 04/07/97 5.370 48,000 CP GMAC 04/08/97 5.370 25,000 —8— AMOUNT EFFECTIVE. (192,981.25) -5.018 (192,981.25) -5.018 5,070.62 5.322 6,475.00 5.252 298,424.98 5.378 1,082,318.75 6.062 865,983.33 7.429 POOLED MONEY RAfEZMENT ACCOUlfr • dl �l If MATURITY TRANS PAR DAYS QM TYPE DESC urvx N DATE YIELD i4441 tE;ED 03/17/97 PURCHASE CP GMAC 04/08/97 5.370 50,000 CP Country 04/09/97 5.390 13,000 CP Country 04/09/97 5.390 50,000 03/18/97 NO SALES PURCHASE FHLB 5.670% 03/10/98 5.830 50,000 CD Cr Suisse 5.480% 07/14/97 5.540 50,000 CP GMAC 04/02/97 5.340 50,000 03/19/97 NO SALES .PURCHASE. CP GMAC 04/01 /97 5.220 50,000 CP GMAC 04/01/97 5.220 50,000 CP Conagra 04/02/97 5.530 10,000 CP Smith Barn 04/02/97 5.330 50,000 CP Smith Bam 04/02/97 5.330 50,000 PURCHASE g/ FHLMC 7.108% 01 /24/.02 5.320 25,000 FHLMC 7.000% 01/28/02 5.320 15,620 03/20/97 NO SALES PURCHASE BA UBS 04/07/97 5.340 12,000 CP GMAC 04/01/97 5.290 45,000 CP GMAC 04/01/97 5.290 50,000 CP Country 04/04/97 5.450 44,000 CP Country 04/04/97 5.450 50,000 03/21/97 NO SALES PURCHASE CP GMAC 04/07/97 5.490 50,000 CP GMAC 04/07/97 5.490 50,000 POOLED II111ONEY INVESTMENT ACCOUNT dl aJ MATURITY TRANS PAR DAYS AMOUNT EFPECTIM QANE T DESCRIPTION DATE YIELD EARNEDV 03/24/97 REDEMPTION CP Salomon 03/24/97 5.420 50,000 31 233,361.11 5.521 CP Lehman 03/24/97 5.370 50,000 110 820,416.67 5.535 PURCHASE/ BA Tokyo-Mits 06/16/97 5.420 41,000 PURCHASE CP GECC 03/25/97 5.400 26,000 CP GECC 03/25/97 5.400 50,000 CP GECC 03/25/97 5.400 50,000 CP Assoc 03/25/97 5.400 50,000 CP Assoc 03/25/97 5.400 50,000 CP Assoc 03/25/97 5.400 50,000 CP . Assoc 03/25/97 5.400 50,000 CP Amer Exp 03/31 /97 5.480 50,000 CP Amer Exp 03/31 /97 5.480 50,000 CP Amer Exp 03/31 /97 5.480 50,000 CP Amer Exp 03/31/97 5.480 50,000 CP CCC 04/01/97 5.500 35,000 CP Salomon 04/01/97 5.750 50,000 03/25/97 SALE g/ BA Tokyo-Mits 06/16/97 5.420 41,000 1 5,969.53 5.495 REDEMPTION CP GECC 03/25/97 5.400 26,000 1 3,900.00 5.475 CP GECC 03/25/97 5.400 50,000 1 7,500.00 5.475 CP GECC 03/25/97 5.400 50,000 1 7,500.00 5.475 CP Assoc 03/25/97 5.400 50,000 1 7,500.00 5.475 CP Assoc 03/25/97 5.400 50,000 1 7,500.00 5.475 CP Assoc 03/25/97 5.400 50,000 1 7,500.00 5.475 CP Assoc 03/25/97 5.400 50,000 1 7,500.00 5.475 PURCHASE MTN (FR) GMAC 5.618% 03/25/99 5.718 50,000 CP Assoc 03/26/97 5.500 20,000 CP Assoc 03/26/97 5.500 50,000 CP Assoc 03/26/97 5.500 50,000 CP Lehman 03/26/97 5.550 50,000 CP Lehman 03/26/97 5.550 50,000 CP Lehman 03/26/97 5.550 50,000 CID GECC 03/26/97 5.550 50,000 CP GECC 03/26/97 5.550 50,000 —10— POOLED MONEY INVESTMENT ACCOUNT d► at MATURITY TRANS PAIL DAYS AMOUNT EFFECTWE TYPE DESCRIPTION DATE YNELQ AM -4= EARMM YEW 03/25/97 PURCHASE CP GECC 03/26/97 5.550 50,000 CP GECC 03/26/97 5.550 50,000 CP Enron 03/26/97 5.620 30,000 03/26/97 REDEMPTION CP Assoc 03/26/97 5.500 20,000 1 3,055-.56 5.577 CP Assoc 03/26/97 5.500 50,000 1 7,638.89 5.577 CP Assoc 03/26/97 5.500 50,000 1 7,638.89 5.577 CP Lehman 03/26/97 5.550 50,000 1 7,708.33 5.627 CP Lehman 03/26/97 5.550 50,000 1 7,708.33 5.627 CP Lehman 03/26/97 5.550 50,000 1 7,708.33 5.627 CP GECC 03/26/97 5.550 50,000 1 7,708.33 5.627 CP GECC 03/26/97 5.550 50,000 1 7,708.33 5.627 CP GECC 03/26/97 5.550 50,000 1 7,708.33 5.627 CP GECC 03/26/97 5.550 50,000 1 7,708.33 5.627 CP Enron 03/26/97 5.620 30,000 1 4,683.33 5.698 CP Conagra 03/26/97 5.420 25,000 48 180,666.67 5.535 NO PURCHASES 03/27/97 SALE Treas Bill 06/26/97 5.235 50,000 233 1,709,854.00 5.623 Treas Bill 06/26/97 5.235 50,000 233 1,712,104.00 5.631 N49I4TIlilel11 BA Tokyo-Mits 03/27/97 5.330 37,000 34 186,253.89 5.431 BN B/A 5.520% 03/27/97 5.520 50,000 231 1,771,000.00 5.596 BN B/A 5.520% 03/27/97 5.520 10,000 231 354,200.00 5.596 CD Cr Agricole 5.410% 03/27/97 5.410 50,000 104 781,444.44 5.485 CD Cr Agricole 5.410% 03/27/97 5.410 50,000 104 781,444.44 5.485 CD Hong Kong 5.350% 03/27/97 5.350 35,000 133 691,784.72 5.424 CD Hong Kong 5.350% 03/27/97 5.350 50,000 134 995,694.44 5.424 CD Dresdner 5.330% 03/27/97 5.320 50,000 140 1,034,483.86 5.393 CD Dresdner 5.330% 03/27/97 5.320 50,000 140 1,034,483.86 5.393 CD Dresdner 5.330% 03/27/97 5.320 50,000 140 1,034,483.86 5.393 CD Dresdner 5.330% 03/27/97 5.320 50,000 140 1,034,483.86 5.393 CD BN Paris 5.380% 03/27/97 5.360 50,000 146 1,086,975.17 5.434 CD Midland 5.390% 03/27/97 5.390 50,000 146 1,092,972.22 5.464 CD Midland 5.390% 03/27/97 5.390 50,000 146 1,092,972.22 5.464 CD UB Calif 5.620% 03/27/97 5.620 50,000 233 1,818,694.44 5.698 CD UB Calif 5.620% 03/27/97 5.620 50,000 233 1,818,694.44 5.698 CP Conagra 03/27/97 5.380 15,000 36 80,700.00 5.484 CP Enron 03/27/97 5.440 10,000 50 75,555.56 5.557 CP GMAC 03/27/97 5.310 50,000 108 796,500.00 5.470 —11— POOLED MONEY INVESTMENT ACCOUNT Af MATURffY TRANS PAR DAYS AMOUNT EFFECTM D RIPTION QArE VIEW t YEW 03/27/97 REDEMPTION CID GECC CID GECC 03/27/97 5.310 30,000 160 708,000.00 5.513 CID UB Calif 03/27/97 5.310 50,000 160 1,180,000.00 5.513 CID UB Calif 03/27/97 5.310 50,000 161 1,187,375.00 5.514 03/27/97 5.310 50,000 161 1,187,375.00 5.514 PURCHASE SBA (FR) 5.875% 03/25/22 5.875 6,409 03/28/97 NO SALES NO PURCHASES 03/31/97 REDEMPTION S/ CD Montreal 5.250% 03/31/97 5.250 REDEMPTION BA Tokyo-Mits 03/31/97 5.320 CD Cr Agricole 5.410% 03/31/97 5.410 CD Deutsche 5.570% 03/31/97 5.380 CID Amer Exp 03/31/97 5.480 CID Amer Exp 03/31/97 5.480 CID Amer Exp 03/31/97 5.480 CID Amer Exp 03/31/97 5.480 MTN (FR) B/A 5.893% 03/31/97 5.426 RRP Treas Note 5.875% 02/28/99 4.830 50,000 18 131,250.00 5.322 6,100 138 124,399.33 5.506 25,000 105 394,479.17 5.485 10,000 138 213,446.19 5.645 50,000 7 53,277.78 5.562 50•000 7 53,277.78 5.562 50,000 7 53,277.78 5.562 50,000 7 53,277.78 5.562 50,000 423 3,222,664.09 5.551 50,000 18 (120,297.19) -4.897 —12- ,s. a/ The abbreviations indicate the type of security purchased or sold; i.e., (U.S.) Bills, Bonds, Notes, Debentures, Discount Notes, and Participation Certificates: Federal National Mortgage Association (FNMA), Farmers Home Administration Notes (FHA), Student Loan Marketing Association (SLMA), Small Business Association (SBA), Negotiable Certificates of Deposit (CD), Negotiable Certificates of Deposit Floating Rate (CD FR), Export Import Notes (EXIM), Bankers Acceptances (BA), Commercial Paper (CP), Government National Mortgage Association (GNMA), Federal Home Loan Bank Notes (FHLB), Federal Land Bank Bonds (FLB), Federal Home Loan Mortgage Corporation Obligation (FHLMC PC) & (FHLMC GMC), Federal Farm Credit Bank Bonds (FFCB), Federal Farm.Credit Discount Notes (FFC), Corporate Securities (CB), U.S. Ship Financing Bonds (TITLE MIS), International Bank of Redevelopment (IBRD), Tennessee Valley Authority (TVA) Medium Term Notes (MTN). b/ Purchase or sale yield based on 360 day calculation for discount obligations and Repurchase Agreements. c/ Repurchase Agreement. d/ Par amount of securites purchased, sold, or redeemed. e/ Securities were purchased and sold as of the same date. _f/ Repurchase Agreement against Reverse Repurchase Agreement. g/ Outright purchase against Reverse Repurchase Agreement. h_/ Security "SWAP" transactions. i/ Buy back agreement. RRS Reverse Repurchase Agreement. RRP Termination of Reverse Repurchase Agreement. -13- TIME DEPOSIT N_ DEPOSIT DATE YIELD PAR AMOUNT J$1 MATURITY DATE ALHAMBRA East West Federal Bank 01/15/97 5.190 2,000,000.00 04/16/97 BEVERLY HILLS City National Bank 11/05/96 5.320 10,000,000.00 05/06/97 City National Bank 01/28/97 5.350 10,000,000.00 07/29/97 City National Bank 02/19/97 5.200 20,000,000.00 08/19/97 City National Bank 02/21/97 5.390 20,000,000.00 12/18/97 CHICO North State National Bank 01/07/97 5.190 2,000,000.00 04/08/97 North State National Bank 02/25/97 5.270 500,000.00 08/26/97 INGLEWOOD Imperial Bank 12/31/96 5.150 11,000,000.00 04/02/97 Imperial Bank 01/15/97 5.210 15,000,000.00 04/16/97 Imperial Bank 01/16/97 5.220 10,000,000.00 04/16/97 Imperial Bank 01/28/97 5.220 5,000,000.00 04/29/97 Imperial Bank 02/04/97 5.200 10,000,000.00 05/06/97 Imperial Bank 02/06/97 5.200 20,000,000.00 05/08/97 Imperial Bank 02/13/97 5.180 20,000,000.00 05/14/97 Imperial Bank 03/11/97 5.250 10,000,000.00 06/10/97 Imperial Bank 03/12/97 5.250 15,000,000.00 06/11/97 Imperial Bank 03/19/97 5.310 11,000,000.00 06/18/97 LA MIRADA Southern California Bank 01/03/97 5.260 5,000,000.00 04/03/97 Southern California Bank 01/15/97 5.230 5,000,000.00 04/16/97 LOS ANGELES Preferred Bank 01/14/97 5.170 3,000,000.00 04/15/97 Preferred Bank 02/20/97 5.120 4,000,000.00 05/21 /97 Preferred Bank 02/26/97 5.120 2,000,000.00 05/27/97 South Bay Bank 03/05/97 5.340 500,000.00 06/05/97 Preferred Bank 03/18/97 5.270 5,000,000.00 06/17/97 Preferred Bank 03/20/97 5.310 4,000,000.00 06/18/97 OAKDALE Oak Valley Community Bank 3/25/97 5.580 500,000.00 9/22/97 ORANGE_ Sunwest Bank 03/24/97 5.430 500,000.00 06/23/97 PLACER Sierra West Bank 12/05/96 5.270 2,800,000.00 06/06/97 —14— TIME DEPOSIT NAME DEPOSIT DATE YIELD PAR AMOUNT ($) MATURITY DATE PETALUMA Bank of Petaluma 02/11 /97 5.290 SACRAMENTO Sanwa Bank of California 01/28/97 5.370 Union Bank of California 02/05/97 5.150 Sanwa Bank of California 02/19/97 5.250 Sanwa Bank of California 02/25/97 5.280 SAN DIEGO Bank of Commerce San Diego 03/14/97 5.230 SAN FRANCISCO Bank of Canton California 12/09/96 5.250 Bank of Canton California 01/22/97 5.170 Bank of Canton California 02/05/97 5.130 Bank of Canton California 02/13/97 5.300 Bank of Canton California 03/04/97 5.440 Trans Pacific National Bank 03/18/97 5.680 SAN LEANDRO Bay Bank of Commerce 01/06/97 5.200 SAN LUIS OBISPO First Bank of San Luis Obispo 01 /07/97 5.200 First Bank of San Luis Obispo 02/04/97 5.180 First Bank of San Luis Obispo 02/13/97 5.160 First Bank of San Luis Obispo 02/24/97 5.110 First Bank of San Luis Obispo 02/26/97 5.110 SAN RAFAEL West America Bank 01 /23/97 5.180 West America Bank 01/30/97 5.200 SANTA ANA Grand National Bank 10/01/96 5.300 Grand National Bank 12/12/96 5.220 Grand National Bank 03/13/97 5.220 STANISLAUS North Valley Bank 03/25/97 5.580 VACAVILLE Continental Pacific Bank 03/04/97 5.290 TOTAL TIME DEPOSITS AS OF MARCH 31, 1997 —15- 1,000,000.00 08/12/97 5,000,000.00 07/29/97 100,000,000.00 05/07/97 50,000,000.00 08/19/97 10,000,000.00 08/26/97 14,000,000.00 06/13/97 5,000,000.00 06/10/97 5,000,000.00 04/22/97 5,000,000.00 05/07/97 5,000,000.00 08/13/97 5,000,000.00 09/04/97 800,000.00 09/16/97 2,000,000.00 04/07/97 1,000,000.00 04/08/97 2,600,000.00 05/06/97 2,000,000.00 05/14/97 1,000,000.00 05/28/97 1,500,000.00 05/28/97 25,000,000.00 04/23/97 25,000,000.00 04/30/97 95,000.00 04/01 /97 1,500,000.00 06/10/97 1,500,000.00 06/12/97 3,000,000.00 09/22/97 1,000,000.00 06/03/97 $496,795,000.00 DEMAND BANK DEPOSITS 1. 2. 3. 4. 5. 6. 7. S. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. AVERAGE DOLLAR DAYS (000 omitted) DAILY BALANCES PER BANKS $558,364 558,364 203,811 3929136 410,275 1459610 1539740 153,740 1539740 18,958 2539038 3049650 2739027 279,049 2799049 279,049 406,929 4649659 2899401 3519072 4339491 433,491 433,491 382,098 246,367 4219550 1159230 535,647 535,647 535,647 308,494 a/ S3329574 WARRANTS OUTSTANDING $292029748 2,202,748 1,539,259 1,195,493 1,112,290 1,499,982 1,521,823 1,521,823 195219823 1,330,966 1,2269925 191159560 1,421,630 1,316,323 1,316,323 I J239567 1,245,924 1,192,597 9739923 1,193,197 1,716,791 197169791 197169791 19576,139 1,262,560 1,371,766 1,545,190 1,498,427 19498,427 1,499,427 1,531,501 a/ The prescribed bank balance for March was $318,3479000.00. This consisted of $152,758,000.00 in compensating balances for services, $173,091,000.00 uncollected funds and a deduction of $7,502,000.00 for November delayed deposit credit. —16— DESIGNATION BY POOLED MONEY INVESTMENT BOARD OF TREASURY POOLED MONEY INVESTMENTS AND DEPOSITS No. 1573 In accordance with sections 16480 through 16480.8 of the Government Code, the Pooled Money Investment Board, at its meeting on March 19, 1997, has determined and designated the amount of money available for deposit and investment under said sections. In accordance with sections 16480.1 and 16480.2 of the Government Code, it is the intent that the money available for deposit or investment be deposited in bank accounts and savings and loan associations or invested in securities in such a manner so as to realize the maximum return consistent with safe and prudent treasury management, and the Board does hereby designate the amount of money available for deposit in bank accounts, savings and loan associ- ations, and for investment in securities and the type of such deposits and investments as follows: 1. In accordance with law, for deposit in demand bank accounts as Compensating Balance for Services $ 139,308,000 The active noninterest-bearing bank accounts designation constitutes a calendar -month average balance. For purposes of computing the compensating balances, the Treasurer shall exclude from the daily balan-es any r.mounts contained therein as a result of nondelivery of securities purchased for "cash" for the Pooled f!n',sv to -esVoent A';,;CGL,nt and shall adjust for any deposits not credited by the bank as of the date of !�e:osil. -r-s :aryr,res A such acc!�u-its relay fall below the above amount provided that the balances cor:-:ta-' �-, dr;dirtj 3 ;.Ire of :wily �!al3.nc,?s of ihai calendar month by the number of days in the calendar rrc.:`h ►o7�s!7m ­ i", to?t ov-!t. The balances may exceed this amount during heavy collection par'o& or in dltl(;Ir::;O:' :f rpam,.!r.o =rrant presentations to the Treasury, but the balances are to be mair,:aired :r such a menra- i:, the maximum return consistent with safe and prudent treasury management. 2. In accordance with law, for investment in securities authorized by section 16430, Government Code, or in term interest - bearing deposits in banks and savings and loan associations as follows: From To Transactions ( 1) 03/17/97 03/21/97 $ 687,300,000 (2) 03/24/97 03/28/97 $ 13,200,000 (3) 03/31 /97 04/04/97 $ (1,180,100,000) (4) 04/07/97 04/11/97 $ (508,000,000) (5) 04/14/97 04/18/97 $ 2,323,800,000 Time Deposits in various Financial Institutions In Securities (sections 16503a (section 16430)' and 16602)' $ 28,172,705,000 $ 497,795,000 $ 28,185,905,000 $ 497,795,000 $ 27,005,805,000 $ 497,795,000 $ 26,497,805,000 $ 497,795,000 $ 28,821,605,000 $ 497,795,000 Estimated Total $ 28,670,500,000 $ 28,683,700,000 $ 27,503,600,000 $ 26,995,600,000 $ 29, 319,400, 000 From any of the amounts specifically designated above, not more than 30 percent in the aggregate may be invested in prime commercial paper under section 16430(e), Government Code. Additional amounts available in treasury trust account and in the Treasury from time to time, in excess of the amounts and for the same types of investments as specifically designated above. Provided, that the availability of the amounts shown under paragraph 2 is subject to reduction in the amount by which the bank accounts under paragraph 1 would otherwise be reduced below the calendar month average balance of $ 139,308,000. POOLED MONEY INVESTMENT BOARD: j2 /z -, Chairpers6n If A,�._� Member Dated: March 19, 1997 'Government Code Membej7_