2001 10 10 IABa
P.O. Box 1504
78-495 CALLE TAMPICO
LA QUINTA, CALIFORNIA 92253
(760) 7 7 7 - 7 0 0 0
FAX (760) 777-7101
AGENDA
INVESTMENT ADVISORY BOARD
Study Session Room
78-495 Calle Tampico- La Quinta, CA 92253
October 10, 2001 - 5:30 P.M.
Board Member Felice(Video Conference Location) Cisco Systems
170 West Tasman Dr., Bldg. 17, San Jose, California, 95134
I CALL TO ORDER
a. Pledge of Allegiance
b. Roll Call
II PUBLIC COMMENT - (This is the time set aside for public comment on any matter not scheduled on the agenda.)
III CONFIRMATION OF AGENDA
IV CONSENT CALENDAR
Approval of Minutes of Meeting on September 12, 2001 for the Investment
Advisory Board.
V BUSINESS SESSION
A. Transmittal of Treasury Report for August, 2001
B. Consideration of Changes in Investment Policies
VI CORRESPONDENCE AND WRITTEN MATERIAL
A. Month End Cash Report - September 2001
B. Pooled Money Investment Board Reports — July, 2001
VII BOARD MEMBER ITEMS
19111aaTo14 ki 11
INVESTMENT ADVISORY BOARD Business Session: A
Meeting Date: October 10, 2001
ITFM TITI F-
Transmittal of Treasury Report
for August 31, 2001
BACKGROUND:
Attached please find the Treasury Report for August 31, 2001.
RECOMMENDATION:
Review, Receive and File the Treasury Report for August 31, 2001.
alconer,lHnance Uirector
C&hf4.� aulKrw
MEMORANDUM
TO: La Quinta City Council
FROM: John M. Falconer, Finance Director/Treasurer
SUBJECT: Treasurer's Report for August 31, 2001
DATE: September 24, 2001
Attached is the Treasurer's Report for the month ending August 31, 2001. The report is submitted to
the City Council each month after a reconciliation of accounts is accomplished by the Finance Dept.
The following table summarizes the changes in investment types for the month:
Beginning
Purchased
Notes
Sold/Matured
Other
Ending
Change
Investment
Cash
LAIF
US Treasuries (2)
US Gov't Agencies (2)
Commercial Paper (2)
Mutual Funds
$621,168
$12,627,030
$27,441,733
$15,134,293
$5,984,628
$10,288,205
$72 097 057
$10,828,633
2,400,000
34,311,000
8,000,000
11,720,702
$67 260 335
(1)
(1)
(10,000,000)
(10,164,000)
(6,000,000)
0
$26 164 000
0
242,593
(34,028)
15,372
$223 937
$11,449,801
15,027,030
51,995,326
12,936,265
0
22,008,907
$113 417 329
$10,828,633
2,400,000
24,553,593
(2,198,028)
(5,984,628)
11,720,702
$41 320 272
Total
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. the City of
La Quinta used the Bureau of the Public Debt, U.S. Bank Monthly Statement and the Bank of New York
Monthly Cuspdian Report to determine the fair market value of investments at month end.
Itt
Joh M. Falconer
Fin ce Director/Treasurer
Footnote
(1) The amount reported represents the net increase (decrease) of deposits and withdrawals from
the previous month.
(2) The amount reported in the other column represents the amortization of premium/discount for the
month on US Treasury, Commercial Paper and Agency investments.
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CITY OF LA QUINTA
BALANCE SHEET 08/31/01
CITY CITY RDA RDA FA
FIXED LONG TERM FIXED LONG TERM FINANCING LONG TERM GRAND
CITY ASSETS DEBT RDA ASSETS DEBT AUTHORITY DEBT TOTAL
ASSETS:
POOLED CASH
13,117,431.21
12,374,325.32
102,572.46
25,594,328.99
LQRP INVESTMENT IN POOLED CASH
805,000.00
805,000.00
INVESTMENT T-BILUNOTES & OTHER
30,480,000.00
30,480,000.00
AUTO MALL CASH
32,356.15
32,356.15
LQRP CASH
44,145.65
44,145.65
BOND REDEMPTION CASH
163,785.46
1,554.48
165,339.94
BOND RESERVE CASH
BOND PROJECT CASH
55,653,006.85
545,067.81
56,198,074.66
BOND ESCROW CASH
PETTY CASH
1,000.00
1,000.00
CASH & INVESTMENT TOTAL
43,630,787.36
69,040,263.28
649,194.75
113,320,245.39
INVESTMENT IN LAND HELD FOR RESALE
ACCOUNTS RECEIVABLE
39,762.53
105,378.55
145,141.08
PREMIUM/DISCOUNT ON INVESTMENT
(69,436.90)
166,520.25
97,083.35
LQRP-ACCOUNTS RECEIVABLE
91,383.71
91,383.71
INTEREST RECEIVABLE
LOAN/NOTES RECEIVABLE
13,488,404.64
13,488,404.64
DUE FROM OTHER AGENCIES
373,434.01
373,434.01
DUE FROM OTHER AGENCIES - CVAG
2,299,096.69
2,299,096.69
CVAG ALLOWANCE
(2,299,096.69)
(2,299,096.69)
DUE FROM OTHER GOVERNMENTS
0.37
0.37
DUE FROM OTHER FUNDS
1,040,973.94
651,038.04
1,692,011.98
DUE FROM RDA
8,497,550.20
8,497,550.20
INTEREST ADVANCE -DUE FROM RDA
3,075,708.88
3,075,708.88
ADVANCES TO OTHER FUNDS
30,487.74
30,487.74
NSF CHECKS RECEIVABLE
3,252.01
3,252.01
ACCRUED REVENUE
833.40
833.40
FIXED ASSETS
15,707,117.00
15,707,117.00
ACCUMULATED DEPRECIATION
711,534.48
711,534.48
TRAVEL ADVANCES
4,109.00
4,109.00
EMPLOYEE ADVANCES
PREPAID EXPENSES
271,065.33
3,515.00
274,580.33
RECEIVABLE TOTAL
13,978,441.59
15,707,117.00 14,507,073.59
44,192,632.18
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
9,988,279.05
9,988,279.05
ACCUMULATED DEPRECIATION
AMOUNT AVAILABLE TO RETIRE L/T DEBT
3,395,117.03
3,395,117.03
AMOUNT TO BE PROVIDED FOR L/T DEBT
951 847.65
80,866,860.97
7,750,000.00 89,568,708.62
TOTAL OTHER ASSETS
951,847.65 9,988,279.05
84,261,978.00
7,750,000.00 102,952,104.70
TOTAL ASSETS
57,611,403.95
15 707 117.00 951,847.65 83,547,336.87 9,988,279.05
84 261 978.00
649 194.75 7,750,000.00 260 467 157.27
LIABILITIES:
ACCOUNTS PAYABLE
DUE TO OTHER AGENCIES
DUE TO OTHER FUNDS
INTEREST ADVANCE -DUE TO CITY
ACCRUED EXPENSES
PAYROLL LIABILITIES
STRONG MOTION INSTRUMENTS
FRINGE TOED LIZARD FEES
SUSPENSE
DUE TO THE CITY OF LA QUINTA
PAYABLES TOTAL
ENGINEERING TRUST DEPOSITS
SO. COAST AIR QUALITY DEPOSITS
674,480.94
17,434.82
691,915.76
608,723.53
730,884.56
1,339,608.09
273,804,01
1,418,207.97
1,692,011.98
11,383,537.00
11,383,537,00
6,029.10
16,468.50
22,497.60
65,134.30
65,134.30
4,495.27
4,495.27
78,981.50
78,981.50
(27.00)
(27.00)
30,487.74
30,487.74
1,742,109.39
13,566,532.85
15,308,642.24
LQRP DEPOSITS
14,713.00
14,713.00
DEVELOPER DEPOSITS
877,918.34
877,918.34
MISC. DEPOSITS
439,304.00
439,304.00
AGENCY FUND DEPOSITS
1,411,554.84
1,411,554.84
TOTAL DEPOSITS
2,728,777.18
14,713.00
2,743,490.18
DEFERRED REVENUE
387,604.00
11,378,904.00
11,766,508.00
OTHER LIABILITIES TOTAL
387,604.00
11,378,904.00
11,766,508.00
COMPENSATED ABSENCES PAYABLE
373,536.65
373,536.65
DUE TO THE CITY OF LA QUINTA
578,311.00
189,725.50
768,036.50
DUE TO COUNTY OF RIVERSIDE
10,989,847.00
10,989,847.00
DUE TO C.V. UNIFIED SCHOOL DIST.
8,747,405.50
8,747,405.50
DUE TO DESERT SANDS SCHOOL DIST.
BONDS PAYABLE
64,335,000.00
7,750,000.00 72,085,000.00
TOTAL LONG TERM DEBT
951,847.65
84,261,978.00
7,750,000.00 92,963,825.65
TOTAL LIABILITIES
4,858,490.57
951,847.65
24,960,149.85
84,261,978.00
7,750,000.00 122,782,466.07
EQUITY -FUND BALANCE
52,752,913.41
15,707,117.00
58,587,187.02 9,988,279.05
649,194.75 137,684,691.23
TOTAL LIABILITY & EQUITY 57,611,403.98 15,707,117.00 951 847.65 83 547 336.87 9,988,279,05 84,261,978.00 649,194.75 7,750,000.00 260,467,157.30
CASH & INVESTMENT TOTAL 113,320,245.39
PREMIUM/DISCOUNT ON INVESTMENT 97.083.35
TOTAL 113,417,328.74
INVESTMENT ADVISORY BOARD MEETING BUSINESS SESSION: B
Meeting Date: October 10, 2001
ITEM TITLE
Consideration of Changes in
Investment Procedures
BACKGROUND:
As a result of the events subsequent to September 11, 2001, Staff would like to
recommend the following:
RECOMMENDATION:
Direct Staff to proceed with the above -mentioned changes to the investment
procedures.
1. Lift the $6,000,000 Wells Fargo daily wire limit.
2. Expand the brokers per firm to at least two. Currently, Merrill Lynch and
Morgan Stanley have one broker and Solomon Smith Barney currently has
three brokers that have been approved by the Board and Council.
3. Add another person to verify wires. Staff is recommending the Assistant
City Manager.
Joh4 M. Falconer, Finance Director
INVESTMENT ADVISORY BOARD Correspondence & Written
Material Item A
Meeting Date: October 10, 2001
TITLE:
Month End Cash Report - September 2001
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.
Jol n M. Falconer, Finance Director
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LAIF Performance Report http://www.treasurer.ca.gov/laif/performance.htm
Philip Angelides, State Treasurer
Inside the State Treasurer's Office
Local Agency Investment Fund
LAW Performance Report
Reporting Date:
Effective Date:
Quarter Yield:
Daily:
Year:
Life:
Quarter Ending 6/30/01
Apportionment Rate:
Earnings Ratio:
Fair Value Factor:
Monthly Average For August:
09/26/01
09/26/01
4.50%
4.12%
4.50%
167
5.32%
.00014570834889169
1.002237525
4.502%
Pooled Money Investment Account
Portfolio Com position*
$48.1 Billion
08131101
Loans Treasuries
Corporate Bonds 5.40% 10.08%
Commercial Paper
23.74%
C D's/BN's
19.44%
1 Deposits
0.19%
Mortg a ge s
0.02%
jencies
3.24%
■Treasuries
[:]Time Deposits
M N'lortgages
IMAgencies
■ CD's/BN's
0 Bankers Acceptances
N Repo
N Commercial Paper
■ Corporate Bonds
❑ Loans
N Reverses
I of
063
10/02/20012:09 PM
LAIF Performance Report http://www.treasurer.ca.gov/laif/Performance.htm
*The PMIA portfolio does not hold any securities of PG&E or Southern California Edison.
'''' Adobe PDF version of LAIF Performance.
LHelp with Adobe Acrobat PDF.
Home 11 Back
064
2 of 2 10/02/2001 2:09 PM
FRB: H.15--Selected Interested Rate... -Only Daily Update --October 2, 2001
http://www.federalreserve.gov/Releases/H 15/update/
Federal Reserve: Statistical Release
H. 5
Selected Interest Rates (Gaily)
Release Date: October 2, 2001
Weekly release dates and announcements ( Historical data I About
Daily update Other formats: Screen reader I ASCII
The weekly release is posted on Monday. Daily updates of the weekly release are posted Tuesday
through Friday on this site.
H.15 DAILY UPDATE: WEB RELEASE ONLY For immediate release
SELECTED INTEREST RATES October 2, 2001
Yields in percent per annum
Mon
Oct 1
Instruments
SELECTED INTEREST RATES
Federal funds (effective) 1 2 3
3.02
Commercial paper 3 4 5 6
Nonfinancial
1-month
2.63
2-month
2.48
3-month
2.40
Financial
1-month
2.56
2-month
2.48
3-month
2.47
CDs (secondary market) 3 7
1-month
2.60
3-month
2.54
6-month
2.46
Eurodollar deposits (London) 3 8
1-month
2.63
3-month
2.50
6-month
2.49
Bank prime loan 2 3 9
6.00
Discount window borrowing 2 10
2.50
U.S. Government securities
Treasury bills (secondary market) 3 4
4-week
2.21
3-month
2.32
6-month
2.31
Treasury constant maturities 11
1-month
2.26
3-month
2.37
6-month
2.37
065W
1 of 3 10/02/2001 2:09 PM
FRB: H.15--Selected Interested Rate... -Only Daily Update --October 2, 2001
http://www.federalreserve.gov/Releases/H 15/update/
1-year
2.47
2-year
2.82
3-year
3.18
5-year
3.90
7-year
4.33
10-year
4.55
20-year
5.39
30-year
5.38
Interest rate swaps 12
1-year
2.68
2-year
3.35
3-year
3.89
4-year
4.27
5-year
4.54
7-year
4.92
10-year
5.25
30-year
5.92
Corporate bonds
Moody's seasoned
Aaa
7.14
Baa
7.99
State & local bonds 13
Conventional mortgages 14
FOOTNOTES
1. The daily effective federal funds rate is a weighted average of rates
on brokered trades.
2. Weekly figures are averages of 7 calendar days ending on Wednesday of
the current week; monthly figures include each calendar day in the
month.
3. Annualized using a 360-day year or bank interest.
4. On a discount basis.
5. Interest rates interpolated from data on certain commercial paper
trades settled by The Depository Trust Company. The trades represent
sales of commercial paper by dealers or direct issuers to investors
(that is, the offer side). See Board's Commercial Paper Web pages
(http://www.federalreserve.gov/releases/cp) for more information.
6. The 1-, 2-, and 3-month rates are equivalent to the 30-, 60-, and
90-day dates reported on the Board's Commercial Paper Web page.
7. An average of dealer offering rates on nationally traded certificates
of deposit.
8. Bid rates for Eurodollar deposits collected around 9:30 a.m. Eastern time.
9. Rate posted by a majority of top 25 (by assets in domestic offices)
insured U.S.-chartered commercial banks. Prime is one of several base
rates used by banks to price short-term business loans.
10. Rate for the Federal Reserve Bank of New York.
11. Yields on actively traded issues adjusted to constant maturities.
Source: U.S. Treasury.
12. International Swaps and Derivatives Association (ISDA) mid -market
par swap rates. Rates are for a Fixed Rate Payer in return for
receiving three month LIBOR, and are based on rates collected at
11:00 a.m. by Garban Intercapital plc and published on Reuters
Page ISDAFIX1. Source: Reuters Limited.
13. Bond Buyer Index, general obligation, 20 years to maturity, mixed
quality; Thursday quotations.
14. Contract interest rates on commitments for fixed-rate first mortgages.
Source: FHLMC.
0 G 6
2of3
10/02/2001 2:09 PM
FRB: H.15--Selected Interested Rate... -Only Daily Update --October 2, 2001 http://www.federalreserve.gov/Releases/H15/update/
DESCRIPTION OF THE TREASURY CONSTANT MATURITY SERIES
Yields on Treasury securities at "constant maturity" are interpolated
by the U.S. Treasury from the daily yield curve. This curve, which
relates the yield on a security to its time to maturity, is based on
the closing market bid yields on actively traded Treasury securities in
the over-the-counter market. These market yields are calculated from
composites of quotations obtained by the Federal Reserve Bank of New
York. The constant maturity yield values are read from the yield curve
at fixed maturities, currently 3 and 6 months and 1, 2, 3, 5, 7, 10, 20,
and 30 years. This method provides a yield for a 10-year maturity, for
example, even if no outstanding security has exactly 10 years remaining
to maturity. In estimating the 20-year constant maturity, the Treasury
incorporates the prevailing market yield on an outstanding Treasury bond
with approximately 20 years remaining to maturity.
Weekly release dates and announcements I Historical data I About
Daily update Other formats: Screen reader I ASCII
Home I Statistical releases
Accessibility
To comment on this site, please fill out our feedback form.
Last update: October 2, 2001
06
3 of 3 10/02/2001 2:09 PM
FRB:Commercial Paper Rates and Outstandings
http://www.federalreserve.gov/Releases/CP/
Federal Reserve Release
Release I About I Outstandings I Historical discount rates I Historical outstandinl;s
Data as of October 1, 2001
Commercial Paper Rates and Outstandings
Derived from data supplied by The Depository Trust Company
Posted October 2, 2001
Discount rates
AA A2/P2
E financial nonfinancial nonfinancial
1W y2K
3.27 3.27 3.54
� 1'. W�4 2.75 2.84 �3.30
I's
2.60 2.59 3.12
2.56 2.63 2.90
—F
2.48
I ..�:
--------- -----
2.48 2.85
lmlwliw.
2.472.40
2.84
Yield curve
Money market basis
1
1, .........................
1 7 15 30
Gaya io talaturi ty
Finand al — -- hlanfinandal ..... A2 f P2
Percent
3.6
3.5
3.4
3.3
3.2
3.1
3.0
2.9
2.8
2.7
2.6
.2.5
L. 4
.o
1 of 3 10/02/2001 2:08 PM
FRB:Commercial Paper Rates and Outstandings
http://www.federalreserve.gov/Releases/CP/
Discount rate spread
Thirty -day A2/P2 less AA nonfinancial commercial paper (daily)
Basis points
150
140
130
120
110
1 DO
90
80
70
GO
50
40
30
20
10
01JAN9 8 01J UL98 01JAN99 01JUL99 01JAN 00 01JULOO 01JAN01 01JUL01 O1JAN02
Discount rate history
Thirtv-dav commercial paper (daily)
— -- A2P2 spread. 5—day moving average
■
y I ♦# r #,�FLi1F� F
Percent
8
7
4
3
r2
01 JAN98 01 JUL98 01 JAN99 01 JUL99 01 JANOO 01 JULOO O1 JAN01 01 J ULO1 01AN02
Financial — — — Nonfinancial -- A2/P2
Outstandings
Weekly (Wednesday), seasonally adjusted
Billions of dollars Billions of dollars
069
2 of 3 10/02/2001 2:08 PM
FRB:Commercial Paper Rates and Outstandings
http://www.federalreserve.gov/Releases/CP/
1301
1201
M
360
3,50
340
330
320
310
3DD
290
280
270
260
250
240
230
220
210
800,
01JAN98 01 JUL98 01JAN99 01 JUL99 01JANDD 01JULOD 01 JAND1 01JUL01 01 JAND2
Finandal — — — Ncnfinandal
The daily commercial paper release will usually be available before 11:00am EST. However, the
Federal Reserve makes no guarantee regarding the timing of the daily commercial paper release.
When the Federal Reserve is closed on a business day, yields for the previous business day will
appear in the historical discount rates table. This policy is subject to change at any time without
notice.
Commercial paper outstanding
Commercial paper outstanding, miscellaneous categories
Volume Statistics 2001:Q3
Release I About I Outstanding I Historical discount rates I Historical outstandings �
Home I Statistical releases
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Last update: October 2, 2001
040
3 of 3 10/02/2001 2:08 PM
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011
INVESTMENT ADVISORY BOARD
Meeting Date: October 10, 2001
TITLE:
Pooled Money Investment Board Report
for July, 2001.
BACKGROUND:
Correspondence & Written
Material Item B
The Pooled Money Investment Board Report for July 2001 is included in the agenda
packet.
RECOMMENDATION:
Receive & File
M. Falconer, Pinance Director
Philip Angelides
o
t- :te
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"I IMI.,
�*£':�� �� •� �§,' mar .A` A'���
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July 2001
OU
STATE OF CALIFORNIA
STATE TREASURER'S OFFICE
POOLED MONEY INVESTMENT BOARD REPORT
DULY 2001
TABLE OF CONTENTS
SUMMARY...........................................................................1
SELECTED INVESTMENT DATA.............................................2
PORTFOLIO COMPOSITION...................................................3
INVESTMENT TRANSACTIONS...............................................4
TIMEDEPOSITS..................................................................22
BANK DEMAND DEPOSITS...................................................35
POOLED MONEY INVESTMENT BOARD DESIGNATION .......... 36
�. i� 0 3
POOLED MONEY INVESTMENT ACCOUNT
SUMMARY OF INVESTMENT DATA
A COMPARISON OF JULY 2001 WITH JULY 2000
(DOLLARS IN THOUSANDS)
DULY 2U01 JULY Z000 CHANGE
Average Daily Portfolio
$ 52,519,514 $
41,566,053
+10,953,461
Accrued Earnings
$ 206,762 $
227,465
-20,703
Effective Yield
4.635
6.443
-1.808
I Average Life -Month End (In Days) 173 191 -18 I
Total Security Transactions
$
30,447,798
$
16,255,529
+14,192,269
Amount
Number
644
347
+297
Total Time Deposit Transactions
Amount
$
2,045,490
$
1,227,590
+817,900
Number
166
138
+28
Average Workday Investment Activity
$
1,547,299
$
874,156
+673,143
Prescribed Demand Account Balances
For Services
$
208,286
$
178,457
+29,829
For Uncollected Funds
$
122,287
$
169,862
-47,575
1
PHILIP ANGELIDES
TREASURER
STATE OF CALIFORNIA
INVESTMENT DIVISION SELECTED INVESTMENT DATA
ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO
(000 OMITTED)
JULY 31, 2001
PERCENTAGE
CHANGEFROM
TYPE OF SECURITY
AMOUNT
PERCENT
PRIOR MONTH
Government
Bills
$1,812,143
3.55
+.23
Bonds
0
0.00
0.00
Notes
3,507,419
6.87
+.43
Strips
0
0.00
0.00
Total Government
$5,319,562
10.42
+.66
Federal Agency Coupons
4,356,958
8.53
+.05
Certificates of Deposit
7,495,152
14.68
-.34
Bank Notes
1,400,000
2.74
-.29
Bankers' Acceptances
0
0.00
0.00
Repurchases
0
0.00
0.00
Federal Agency Discount Notes
9,981,017
19.55
+.93
Time Deposits
4,915,045
9.62
+.69
GNMAs
930
0.00
0.00
Commercial Paper
12,969,262
25.40
-1.15
FHLMC
9,764
0.02
0.00
Corporate Bonds
2,507,099
4.91
+.33
Pooled Loans
2,508,142
4.91
-.10
GF Loans
0
0.00
0.00
Reversed Repurchases
[398,094]
[.78]
+.78
Total (All Types)
$51,064,837
100.00
INVESTMENT ACTIVITY
JULY 2001
JUNE
2001
NUMBER
AMOUNT
NUMBER
AMOUNT
Pooled Money
644
$ 30,447,798
666
$ 31,683,048
Other
5
3,571
38
317,097
Time Deposits
166
2,045,490
157
1,771,300
Totals
815
$ 32,496,859
861
$ 33,771,445
PMIA Monthly Average Effective Yield
4.635
4.958
Year to Date Yield Last Day of Month
4.635
6.104
2
Commercial
Paper
25.40%
Pooled Money Investment Account
Portfolio Composition
$51.0 Billion
Corporate
Bonds
4.91 %
Reverses
Loans -0.78%
4.91 % Treasuries
10.42%
CD's/BN's
17.42%
Time Deposits
9.62%
Mortgages
0.02%
Agencies
28.08%
07/31 /01
8 Treasuries
8 Time Deposits
■ Mortgages
EJ Agencies
B CD's/BN's
0 Bankers Acceptance;
■ Repo
O Commercial Paper
® Corporate Bonds
❑ Loans
11 Reverses
3
L��0
07/02/01 REDEMPTIONS
CD
U/B CALIF
4.750%
07/02/01
4.750
$50,000
91
$600,347.22
4.815
CD
U/B CALIF
4.750%
07/02/01
4.750
50,000
91
600,347.22
4.815
CD
COMMERZBK
6.080%
07/02/01
6.060
50,000
186
1,565,656.86
6.144
CD
COMMERZBK
6.080%
07/02/01
6.060
50,000
186
1,565,656.86
6.144
CP
SALOMON
07/02/01
3.920
50,000
4
21,777.78
3.976
CP
SALOMON
07/02/01
3.920
50,000
4
21,777.78
3.976
CP
SALOMON
07/02/01
3.920
50,000
4
21,777.78
3.976
CP
SALOMON
07/02/01
3.920
50,000
4
21,777.78
3.976
CP
HOUSEHOLD
07/02/01
3.880
50,000
12
64,666.67
3.938
CP
HOUSEHOLD
07/02/01
3.880
50,000
12
64,666.67
3.938
CP
GMAC
07/02/01
4.010
50,000
49
272,902.78
4.088
CP
GMAC
07/02/01
4.010
50,000
49
272,902.78
4.088
CP
AMER EXP
07/02/01
4.030
50,000
59
330,236.11
4.113
CP
AMER EXP
07/02/01
4.030
50,000
59
330,236.11
4.113
CP
SRAC
07/02/01
4.650
50,000
59
381,041.67
4.750
CP
NCAT
07/02/01
4.620
40,000
91
467,133.33
4.739
CP
U/B CALIF
07/02/01
4.690
50,000
91
592,763.89
4.812
CP
U/B CALIF
07/02/01
4.690
50,000
91
592,763.89
4.812
CP
AMER EXP
07/02/01
4.600
50,000
108
690,000.00
4.1
CP
GMAC
07/02/01
4.780
50,000
111
736,916.67
4.918
CP
GMAC
07/02/01
4.780
50,000
111
736,916.67
4.918
CP
GMAC
07/02/01
4.780
50,000
111
736,916.67
4.918
CP
GMAC
07/02/01
4.780
50,000
111
736,916.67
4.918
CP
GMAC
07/02/01
5.000
50,000
174
1,208,333.33
5.194
CP
GMAC
07/02/01
5.000
50,000
174
1,208,333.33
5.194
CP
AMER EXP
07/02/01
5.200
50,000
179
1,292,777.78
5.412
CP
AMER EXP
07/02/01
5.200
50,000
179
1,292,777.78
5.412
PURCHASES
CP
CRC
10/01 /01
3.720
50,000
CP
CRC
10/01/01
3.720
50,000
CID
NCAT
10/02/01
3.700
15,000
CP
NCAT
10/02/01
3.700
50,000
CP
NCAT
10/02/01
3.700
50,000
MTN
GMAC
5.800% 03/12/03
4.753
36,300
07/03/01 REDEMPTIONS
CD
SVENSKA
6.060% 07/03/01
6.060
50,000
187
1,573,916.67
6.144
CD
SVENSKA
6.060% 07/03/01
6.060
50,000
187
1,573,916.67
6.144
CD
SVENSKA
6.060% 07/03/01
6.060
50,000
187
1,573,916.67
6.144
CP
GMAC
07/03/01
5.000
50,000
175
1,215,277.78
5.195
CP
GMAC
07/03/01
5.000
50,000
175
1,215,277.78
5.195
CP
AMER EXP
07/03/01
5.000
50,000
179
1,243,055.56
5.198
CP
AMER EXP
07/03/01
5.000
501000
179
1,243,055.56
5.198
NO PURCHASES
n
ou
067
07/05/01 REDEMPTIONS
CP
COUNTRY
07/05/01
4.100
10,771
6
7,360.18
4.159
CP
COUNTRY
07/05/01
4.100
50,000
6
34,166.67
4.159
CP
COUNTRY
07/05/01
4.100
50,000
6
34,166.67
4.159
CP
W/F
07/05/01
3.740
50,000
9
46,750.00
3.795
CP
W/F
07/05/01
3.740
50,000
9
46,750.00
3.795
CP
W/F
07/05/01
3.740
50,000
9
46,750.00
3.795
CP
W/F
07/05/01
3.740
50,000
9
46,750.00
3.795
CP
FMCC
07/05/01
4.010
50,000
52
289,611.11
4.089
CP
FMCC
07/05/01
4.010
50,000
52
289,611.11
4.089
FHLB
7.050% 07/05/01
7.050
50,000
365
3,525,000.00
7.059
FHLB
7.050% 07/05/01
7.050
50,000
365
3,525,000.00
7.059
PURCHASES
CD
COMMERZBK
3.750% 10/09/01
3.740
50,000
CD
COMMERZBK
3.750% 10/09/01
3.740
50,000
CP
SALOMON
08/13/01
3.750
10,000
CP
SALOMON
08/13/01
3.750
50,000
CP
SALOMON
08/13/01
3.750
50,000
CP
AMER EXP
10/01/01
3.690
50,000
CP
AMER EXP
10/01/01
3.690
50,000
CP
FMCC
10/04/01
3.700
50,000
CP
FMCC
10/04/01
3.700
50,000
CP
SRAC
10/15/01
3.900
40,000
07/06/01 REDEMPTIONS
CP
COUNTRY
07/06/01
4.100
50,000
7
39,861.11
4.160
CP
COUNTRY
07/06/01
4.100
50,000
7
39,861.11
4.160
CP
COUNTRY
07/06/01
3.930
50,000
8
43,666.67
3.988
CP
COUNTRY
07/06/01
3.930
50,000
8
43,666.67
3.988
CP
GECC
07/06/01
4.000
50,000
53
294,444.44
4.079
CP
GECC
07/06/01
4.000
50,000
53
294,444.44
4.079
CP
AMER EXP
07/06/01
4.010
50,000
53
295,180.56
4.089
CP
GECC
07/06/01
4.620
50,000
112
718,666.67
4.752
CP
GECC
07/06/01
4.620
50,000
112
718,666.67
4.752
CP
GECC
07/06/01
4.620
50,000
112
718,666.67
4.752
CP
DISNEY
07/06/01
5.100
25,000
178
630,416.67
5.304
PURCHASES
CD
DEUTSCHE
3.700% 09/26/01
3.700
50,000
CD
DEUTSCHE
3.700% 09/26/01
3.700
50,000
CP
GECC
07/09/01
3.660
30,000
CP
GECC
07/09/01
3.660
50,000
CP
GECC
07/09/01
3.660
50,000
CP
SALOMON
09/04/01
3.710
50,000
CP
SALOMON
09/04/01
3.710
50,000
5
063
07/06/01 PURCHASES (continued)
CP
AMER EXP
CP
AMER EXP
CP
AMER EXP
CP
AMER EXP
CP
GECC
CP
GECC
CP.
GECC
CP
GECC
CP
GECC
CP
GECC
07/09/01 RRS
TREAS
BILLS
TREAS
BILLS
REDEMPTIONS
CP
GECC
CP
GECC
CP
GECC
CP
MORG STAN
CP
MORG STAN
CP
B/A
CP
B/A
CP
W/F
CP
W/F
DISC NOTES
FNMA
MTN
IBM
PURCHASES g/
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
09/26/01
3.660
50,000
08/30/01 3.500 50,000
08/30/01 3.500 50,000
07/09/01
3.660
30,000
3
9,150.00
3.711
07/09/01
3.660
50,000
3
15,250.00
3.711
07/09/01
3.660
50,000
3
15,250.00
3.711
07/09/01
3.940
50,000
59
322,861.11
4.020
07/09/01
3.940
50,000
59
322,861.11
4.020
07/09/01
3.970
50,000
60
330,833.33
4.051
07/09/01
3.970
50,000
60
330,833.33
4.051
07/09/01
4.530
50,000
84
528,500.00
4.641
07/09/01
4.530
50,000
84
528,500.00
4.641
07/09/01
6.175
50,000
291
2,495,729.17
6.589
07/09/01
6.010
50,000
713
5,861,500.00
6.156
CP
GOLDMAN
08/30/01
3.720
50,000
CP
GOLDMAN
08/30/01
3.720
50,000
PURCHASES
CP
COUNTRY
07/10/01
3.750
25,000
CP
COUNTRY
07/10/01
3.750
50,000
CP
NCAT
08/29/01
3.700
50,000
CP
NCAT
08/29/01
3.700
50,000
CP
GOLDMAN
08/31/01
3.720
50,000
CP
GOLDMAN
08/31/01
3.720
50,000
CP
GOLDMAN
08/31/01
3.720
50,000
CP
GOLDMAN
08/31/01
3.720
50,000
CP
W/F
10/02/01
3.630
50,000
CP
W/F
10/02/01
3.630
50,000
1.1
069
07/10/01 RRS
TREAS BILLS 08/30/01 3.500 50,000
TREAS BILLS 08/30/01 3.500 50,000
REDEMPTIONS
CP
COUNTRY
07/10/01
3.750
25,000
1
2,604.17
3.802
CP
COUNTRY
07/10/01
3.750
50,000
1
5,208.33
3.802
CID
W/F
07/10/01
3.820
50,000
11
58, 361.11
3.877
CP
W/F
07/10/01
3.820
50,000
11
58,361.11
3.877
CP
GOLDMAN
07/10/01
3.700
50,000
13
66,805.56
3.756
CP
GOLDMAN
07/10/01
3.700
50,000
13
66,805.56
3.756
CP
SALOMON
07/10/01
3.730
50,000
20
103,611.11
3.789
CP
SALOMON
07/10/01
3.730
50,000
20
103,611.11
3.789
CP
CONAGRA
07/10/01
4.150
50,000
55
317,013.89
4.234
CP
HOUSEHOLD
07/10/01
4.020
50,000
67
374,083.33
4.106
CP
HOUSEHOLD
07/10/01
4.020
50,000
67
374,083.33
4.106
CP
W/F
07/10/01
4.530
50,000
85
534,791.67
4.642
CP
W/F
07/10/01
4.530
50,000
85
534,791.67
4.642
CP
FMCC
07/10/01
4.630
50,000
89
572,319.44
4.748
CP
FMCC
07/10/01
4.630
50,000
89
572,319.44
4.748
CP
BEAR
07/10/01
4.550
50,000
95
600,347.22
4.669
CP
BEAR
07/10/01
4.550
50,000
95
600,347.22
4.669
FHLB
5.655% 07/10/01
5.494
18,000
1049
2,849,103.75
5.735
PURCHASES g/
CP
GOLDMAN
08/30/01
3.720
50,000
CP
GOLDMAN
08/30/01
3.720
50,000
PURCHASES
CP
NCAT
07/17/01
3.730
50,000
CP
CONAGRA
07/20/01
3.950
21,621
CP
NCAT
07/20/01
3.730
50,000
CP
GECC
07/26/01
3.720
50,000
CP
GECC
07/27/01
3.720
50,000
CP
NCAT
07/31/01
3.730
35,000
CP
NCAT
07/31/01
3.730
50,000
CP
W/F
10/09/01
3.630
50,000
CP
W/F
10/09/01
3.630
50,000
CP
W/F
10/10/01
3.630
50,000
CP
W/F
10/10/01
3.630
50,000
CP
AMER EXP
10/15/01
3.610
50,000
CP
AMER EXP
10/15/01
3.610
50,000
7
C �. 0
07/10/01 RRS
TREAS
BILLS
08/30/01
3.500
50,000
TREAS
BILLS
08/30/01
3.500
50,000
REDEMPTIONS
CP
COUNTRY
07/10/01
3.750
25,000
1
2,604.17
3.802
CP
COUNTRY
07/10/01
3.750
50,000
1
5,208.33
3.802
CP
W/F
07/10/01
3.820
50,000
11
58,361.11
3.877
CP
W/F
07/10/01
3.820
50,000
11
58,361.11
3.877
CP
GOLDMAN
07/10/01
3.700
50,000
13
66,805.56
3.756
CP
GOLDMAN
07/10/01
3.700
50,000
13
66,805.56
3.756
CP
SALOMON
07/10/01
3.730
50,000
20
103,611.11
3.789
CP
SALOMON
07/10/01
3.730
50,000
20
103,611.11
3.789
CP
CONAGRA
07/10/01
4.150
50,000
55
317,013.89
4.234
CP
HOUSEHOLD
07/10/01
4.020
50,000
67
374,083.33
4.106
CP
HOUSEHOLD
07/10/01
4.020
50,000
67
374,083.33
4.106
CP
W/F
07/10/01
4.530
50,000
85
534,791.67
4.642
CP
W/F
07/10/01
4.530
50,000
85
534,791.67
4.642
CP
FMCC
07/10/01
4.630
50,000
89
572,319.44
4.748
CP
FMCC
07/10/01
4.630
50,000
89
572,319.44
4.748
CP
BEAR
07/10/01
4.550
50,000
95
600,347.22
4.669
CP
BEAR
07/10/01
4.550
50,000
95
600,347.22
4.669
FHLB
5.655% 07/10/01
5.494
18,000
1049
2,849,103.75
5.735
PURCHASES g/
CP
GOLDMAN
08/30/01
3.720
50,000
CP
GOLDMAN
08/30/01
3.720
50,000
PURCHASES
CP
NCAT
07/17/01
3.730
50,000
CP
CONAGRA
07/20/01
3.950
21,621
CP
NCAT
07/20/01
3.730
50,000
CP
GECC
07/26/01
3.720
50,000
CP
GECC
07/27/01
3.720
50,000
CP
NCAT
07/31/01
3.730
35,000
CP
NCAT
07/31/01
3.730
50,000
CP
W/F
10/09/01
3.630
50,000
CP
W/F
10/09/01
3.630
50,000
CP
W/F
10/10/01
3.630
50,000
CP
W/F
10/10/01
3.630
50,000
CP
AMER EXP
10/15/01
3.610
50,000
CP
AMER EXP
10/15/01
3.610
50,000
7
w Oil
07/11/01 REDEMPTIONS
BN FR
CP
CP
CP
CP
CP
CP
PURCHASES
CD
CD
CP
CP
CP
CP
CP
CP
CP
07/12/01 REDEMPTIONS
CP
CP
CP
CP
CP
PURCHASES
CD
CD
CD
CP
CP
CP
CP
CP
CP
07/13/01 REDEMPTIONS
CD
CD
CD
CD
CP
CP
B/A
SALOMON
SALOMON
MORG STAN
MORG STAN
FMCC
FMCC
6.070% 07/11/01
07/11/01
07/11/01
07/11/01
07/11/01
07/11/01
07/11/01
COMMERZBK 3.760% 10/04/01
COMMERZBK 3.760% 10/04/01
CONAGRA
07/26/01
SALOMON
08/29/01
SALOMON
08/29/01
FMCC
10/09/01
FMCC
10/09/01
FMCC
10/10/01
FMCC
10/10/01
6.026 25,000
3.850 50,000
3.850 50,000
3.940 50,000
3.940 50,000
4.010 50,000
4.010 50,000
3.660
50,000
3.660
50,000
3.950
17,100
3.650
35,000
3.650
* 50,000
3.620
50,000
3.620
50,000
3.620
50,000
3.620
50,000
546
2,305,302.96
12
- 64,166.67
12
64,166.67
61
333,805.55
61
333,805.55
68
378,722.22
68
378,722.22
6.186
3.908
3.908
4.021
4.021
4.096
4.096
SALOMON
07/12/01
3.850
50,000
13
69,513.89
3.908
SALOMON
07/12/01
3.850
50,000
13
69,513.89
3.908
HELLER
07/12/01
3.920
50,000
14
76,222.22
3.980
CONAGRA
07/12/01
4.260
50,000
59
349,083.33
4.349
CONAGRA
07/12/01
4.260
50,000
59
349,083.33
4.349
ABN AMRO
ABN AMRO
CR AGRIC
HELLER
HELLER
CONAGRA
FMCC
FMCC
FMCC
3.640% 10/10/01
3.640% 10/10/01
3.660% 10/12/01
08/14/01
08/16/01
08/29/01
10/10/01
10/10/01
10/15/01
3.635 50,000
3.635 50,000
3.670 50,000
3.920 50,000
3.920 50,000
3.960 50,000
3.600 50,000
3.600 50,000
3.620 50,000
BANC ONE
3.630%
07/13/01
3.630
50,000
17
85,708.33
3.680
BANC ONE
3.630%
07/13/01
3.630
50,000
17
85,708.33
3.680
MONTREAL
4.040%
07/13/01
4.040
50,000
60
336,666.67
4.096
MONTREAL
4.040%
07/13/01
4.040
50,000
60
336,666.67
4.096
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
8
07/13/01 REDEMPTIONS (continued)
CID
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
CID
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
CID
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
CID
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
CID
MORG STAN
07/13/01
3.700
50,000
17
87,361.11
3.757
CID
CITICORP
07/13/01
3.780
50,000
23
120,750.00
3.841
CID
CITICORP
07/13/01
3.780
50,000
23
120,750.00
3.841
CID
HELLER
07/13/01
4.080
50,000
31
175,666.67
4.151
CID
CAFCO
07/13/01
4.600
50,000
93
594,166.66
4.719
CID
CAFCO
07/13/01
4.600
50,000
93
594,166.66
4.719
NO PURCHASES
07/16/01 REDEMPTIONS
BN
B/A
4.630%
07/16/01
4.630
50,000
96
617,333.33
4.694
BN
B/A
4.630%
07/16/01
4.630
50,000
96
617,333.33
4.694
CD
RABO
4.640%
07/16/01
4.640
50,000
95
612,222.22
4.704
CD
RABO
4.640%
07/16/01
4.640
50,000
95
612,222.22
4.704
CD
BAYER LNDS
4.640%
07/16/01
4.640
50,000
95
612,222.22
4.704
CD
BAYER LNDS
4.640%
07/16/01
4.640
50,000
95
612,222.22
4.704
CD
DEUTSCHE
4.650%
07/16/01
4.640
50,000
95
613,541.67
4.714
CD
DEUTSCHE
4.650%
07/16/01
4.640
50,000
95
613,541.67
4.714
CD
CR AGRIC
4.670%
07/16/01
4.670
50,000
96
622,666.67
4.734
CD
CR AGRIC
4.670%
07/16/01
4.670
50,000
96
622,666.67
4.734
CD
UBS
4.700%
07/16/01
4.685
50,000
96
624,691.35
4.750
CD
UBS
4.700%
07/16/01
4.685
50,000
96
624,691.35
4.750
CD
UBS
4.700%
07/16/01
4.685
50,000
96
624,691.35
4.750
CID
SRAC
07/16/01
4.150
50,000
33
190,208.33
4.223
CID
GECC
07/16/01
4.520
50,000
101
634,055.56
4.641
CID
GECC
07/16/01
4.520
50,000
101
634,055.56
4.641
CID
GECC
07/16/01
4.570
50,000
105
666,458.33
4.696
CID
GECC
07/16/01
4.570
50,000
105
666,458.33
4.696
DISC NOTES
FNMA
07/16/01
6.175
25,000
298
1,277,881.94
6.598
07/16/01 PURCHASES
BN
BANC ONE
3.610%
10/16/01
3.610
50,000
BN
BANC ONE
3.610%
10/16/01
3.610
50,000
CD
MONTREAL
3.750%
07/27/01
3.750
50,000
CD
MONTREAL
3.750%
07/27/01
3.750
50,000
CD
DEUTSCHE
3.630%
10/17/01
3.630
50,000
CD
DEUTSCHE
3.630%
10/17/01
3.630
50,000
CD
DEUTSCHE
3.630%
10/19/01
3.630
50,000
CD
DEUTSCHE
3.630%
10/19/01
3.630
50,000
CD
CR AGRIC
3.650%
10/19/01
3.650
50,000
CD
CR AGRIC
3.650%
10/19/01
3.650
50,000
CID
TEXT INC
07/17/01
3.840
26,583
9
0��
07/16/01 PURCHASES (continued)
CP
HOUSEHOLD
07/17/01
3.830
50,000
CP
HOUSEHOLD
07/17/01
3.830
50,000
CP
HOUSEHOLD
07/17/01
3.830
50,000
CP
HOUSEHOLD
07/17/01
3.830
50,000
CP
SALOMON
07/17/01
3.820
50,000
CP
SALOMON
07/17/01
3.820
50,000
CP
SALOMON
07/17/01
3.820
50,000
CP
SALOMON
07/17/01
3.820
50,000
CP
ENTFUN
07/27/01
3.740
28,607
CP
SRAC
07/31/01
3.950
50,000
CP
CRC
08/14/01
3.700
50,000
CP
CRC
08/14/01
3.700
50,000
CP
CITICORP
08/31/01
3.700
50,000
CP
CITICORP
08/31/01
3.700
50,000
CP
CITICORP
09/04/01
3.700
50,000
CP
CITICORP
09/04/01
3.700
50,000
CP
GMAC
10/10/01
3.550
50,000
CP
GMAC
10/10/01
3.550
50,000
07/17/01 REDEMPTIONS
CP
TEXT INC
07/17/01
3.840
26,583
1
2,835.52
3.893
CP
SALOMON
07/17/01
3.820
50,000
1
5,305.56
3.873
CP
SALOMON
07/17/01
3.820
50,000
1
5,305.56
3.873
CP
SALOMON
07/17/01
3.820
50,000
1
5,305.56
3.873
CP
SALOMON
07/17/01
3.820
50,000
1
5,305.56
3.873
CP
HOUSEHOLD
07/17/01
3.830
50,000
1
5,319.44
3.883
CP
HOUSEHOLD
07/17/01
3.830
50,000
1
5,319.44
3.883
CP
HOUSEHOLD
07/17/01
3.830
50,000
1
5,319.44
3.883
CP
HOUSEHOLD
07/17/01
3.830
50,000
1
5,319.44
3.883
CP
NCAT
07/17/01
3.730
50,000
7
36,263.89
3.784
CP
FMCC
07/17/01
3.900
50,000
62
335,833.33
3.980
CP
FMCC
07/17/01
3.900
50,000
62
335,833.33
3.980
CP
GECC
07/17/01
4.570
50,000
106
672,805.56
4.696
CP
GECC
07/17/01
4.570
50,000
106
672,805.56
4.696
PURCHASES
CP
HOUSEHOLD
07/18/01
3.710
35,000
CP
DOW
07/18/01
3.710
49,425
CP
HOUSEHOLD
07/18/01
3.710
50,000
CP
WAL-MART
07/20/01
3.710
24,000
CP
WAL-MART
07/20/01
3.710
50,000
CP
FMCC
07/23/01
3.710
50,000
CP
FMCC
07/23/01
3.710
50,000
CP
ABBOTT
07/26/01
3.680
43,000
CP
ABBOTT
07/26/01
3.680
50,000
CP
TEXT FIN
07/31/01
3.770
20,000
10
0�4
07/17/01 PURCHASES (continued)
CP
CATERPILAR
07/31/01
3.720
30,000
PURCHASES c/
TREAS
NOTES
7.500%
11/15/01
3.680
13,739
TREAS
NOTES
6.125%
12/31/01
3.680
35,000
TREAS
NOTES
6.250%
08/31/02
3.680
50,000
07/18/01 REDEMPTIONS
CP
HOUSEHOLD
07/18/01
3.710
35,000
1
3,606.94
3.761
CP
DOW
07/18/01
3.710
49,425
1
5,093.52
3.761
CP
HOUSEHOLD
07/18/01
3.710
50,000
1
5,152.78
3.761
CP
CITICORP
07/18/01
3.850
50,000
19
101,597.22
3.911
CP
CITICORP
07/18/01
3.850
50,000
19
101,597.22
3.911
CP
CITICORP
07/18/01
3.750
50,000
27
140,625.00
3.812
CP
CITICORP
07/18/01
3.750
50,000
27
140,625.00
3.812
FHLB
7.000%
07/18/01
7.000
50,000
365
3,500,000.00
7.000
FHLB
7.000%
07/18/01
7.000
50,000
365
3,500,000.00
7.000
SALES c/
TREAS
NOTES
7.500%
11 /15/01
3.680
13,739
1
1,410.36
3.731
TREAS
NOTES
6.125%
12/31/01
3.680
35,000
1
3,553.65
3.731
TREAS
NOTES
6.250%
08/31/02
3.680
50,000
1
5,258.21
3.731
PURCHASES
CP
GECC
07/19/01
3.700
10,000
CP
NCAT
07/19/01
3.710
40,000
CP
GECC
07/19/01
3.700
50,000
CP
GECC
07/19/01
3.700
50,000
CP
GECC
07/19/01
3.700
50,000
CP
SALOMON
07/31/01
3.730
50,000
CP
SALOMON
07/31/01
3.730
50,000
CP
SALOMON
07/31/01
3.730
50,000
CP
SALOMON
07/31/01
3.730
50,000
CP
HELLER
07/31/01
3.900
50,000
07/19/01 RRS
TREAS
BILLS
08/30/01
3.490
50,000
TREAS
BILLS
08/30/01
3.490
50,000
REDEMPTIONS
CP
GECC
07/19/01
3.700
10,000
1
1,027.78
3.751
CP
NCAT
07/19/01
3.710
40,000
1
4,122.22
3.761
11
07/19/01 REDEMPTIONS (continued)
CP
GECC
CP
GECC
CP
GECC
CP
RCAPC
DISC NOTES
FHLMC
PURCHASESSI
CD
STNRD CH
CD
STNRD CH
PURCHASES
BN
B/A
BN
B/A
CP
SALOMON
CP
SALOMON
CP
CAFCO
CP
CAFCO
07/20/01 RRS
07/19/01
3.700
50,000
1
5,138.89
3.751
07/19/01
3.700
50,000
1
5,138.89
3. 551
07/19/01
3.700
50,000
1
5,138.89
3.751
07/19/01
3.680
46,526
22
104,631.80
3.739
07/1.9/01
5.280
25,000
183
671,000.00
5.500
3.690% 08/30/01 3.690 50,000
3.690% 08/30/01 3.690 50,000
3.590% 10/09/01
3.590
50,000
3.590% 10/09/01
.3.590
50,000
08/02/01
3.740
25,000
08/02/01
3.740
50,000
08/29/01
3.660
25,000
08/29/01
3.660
50,000
TREAS
BILLS
08/30/01
3.500
50,000
TREAS
BILLS
08/30/01
3.500
50,000
REDEMPTIONS
CP
WAL-MART
07/20/01
3.710
24,000
3
7,420.00
3.762
CP
WAL-MART
07/20/01
3.710
50,000
3
15,458.33
3.762
CP
CONAGRA
07/20/01
3.950
21,621
10
23,723.04
4.009
CP
NCAT
07/20/01
3.730
50,000
10
51,805.56
3.785
CP
MORG STAN
07/20/01
3.650
20,000
23
46,638.88
3.709
CP
BEAR
07/20/01
3.650
25,000
23
58,298.61
3.709
CP
BEAR
07/20/01
3.650
50,000
23
116,597.22
3.709
CP
CITICORP
07/20/01
3.660
50,000
23
116,916.67
3.719
CP
CITICORP
07/20/01
3.660
50,000
23
116,916.67
3.719
CP
CITICORP
07/20/01
3.660
50,000
23
116,916.67
3.719
CP
CITICORP
07/20/01
3.660
50,000
23
116,916.67
3.719
CP
MORG STAN
07/20/01
3.650
50,000
23
116,597.22
3.709
CP
SALOMON
07/20/01
3.620
10,000
24
24,133.33
3.679
CP
BEAR
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
BEAR
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
BEAR
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
BEAR
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
12
r%
i1 1.0
07/20/01 REDEMPTIONS (continued)
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121,333.33
3.699
CP
GECC
07/20/01
3.640
50,000
24
121.333.33
3.699
CP
HELLER
07/20/01
4.000
50,000
24
133,333.33
4.066
CP
HELLER
07/20/01
4.000
50,000
24
133,333.33
4.066
CP
SALOMON
07/20/01
3.620
50,000
24
120,666.67
3.679
CP
SALOMON
07/20/01
3.620
50,000
24
120,666.67
3.679
CP
CITICORP
07/20/01
3.750
50,000
29
151,041.67
3.813
CP
CITICORP
07/20/01
3.750
50,000
29
151,041.67
3.813
DISC NOTES
FHLB
07/20/01
5.730
28,000
210
935,900.00
6.010
DISC NOTES
FHLB
07/20/01
5.730
45,000
210
1,504,125.00
6.010
PURCHASES c/
CP GOLDMAN
CP GOLDMAN
PURCHASES
08/30/01 3.680 50,000
08/30/01 3.680 50,000
CP
NCAT
07/23/01
3.720
20,000
CP
NCAT
07/23/01
3.720
50,000
CP
NCAT
07/23/01
3.720
50,000
CP
NCAT
07/23/01
3.720
50,000
CP
NCAT
07/23/01
3.720
50,000
CP
GECC
07/23/01
3.720
50,000
CP
GECC
07/23/01
3.720
'50,000
CP
GECC
07/23/01
3.720
50,000
CP
GECC
07/23/01
3.720
50,000
CP
SALOMON
07/24/01
3.710
30,000
CP
SALOMON
07/24/01
3.710
50,000
CP
CITICORP
07/24/01
3.700
50,000
CP
CITICORP
07/24/01
3.700
50,000
CP
CITICORP
07/24/01
3.700
50,000
CP
CITICORP
07/24/01
3.700
50,000
CP
CITICORP
07/25/01
3.700
50,000
CP
CITICORP
07/25/01
3.700
50,000
CP
CITICORP
07/25/01
3.700
50,000
CP
CITICORP
07/25/01
3.700
50,000
CP
HELLER
07/26/01
3.880
50,000 .
CP
HELLER
07/26/01
3.880
50,000
CP
GECC
07/27/01
3.720
50,000
CP
GECC
07/27/01
3.720
50,000
07/23/01 REDEMPTIONS
CP
NCAT
07/23/01
3.720
20,000
13
3 6,200.00 3.772
. 10 "L 7
07/23/01 REDEMPTIONS (continued)
CP
NCAT
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
NCAT
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
NCAT
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
NCAT
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
GECC
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
GECC
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
GECC
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
GECC
07/23/01
3.720
50,000
3
15,500.00
3.772
CP
FMCC
07/23/01
3.710
50,000
6
30,916.67
3.763
CP
FMCC
07/23/01
3.710
50,000
6
30,916.67
3.763
CP
FMCC
07/23/01
3.780
50,000
24
126,000.00
3.842
CP
FMCC
07/23/01
3.780
50,000
24
126,000.00
3.842
PURCHASES
CP
HOUSEHOLD
07/24/01
3.760
50,000
CP
HOUSEHOLD
07/24/01
3.760
50,000
CP
GECC
07/24/01
3.770
50,000
CP
GECC
07/24/01
3.770
50,000
CP
GECC
07/24/01
3.770
50,000
CP
GECC
07/24/01
3.770
50,000
CP
GECC
07/25/01
3.700
35,000
CP
WAL-MART
07/25/01
3.720
40,000
CP
GECC
07/25/01
3.700
50,000
CP
SALOMON
07/26/01
3.730
50,000
CP
SALOMON
07/26/01
3.730
50,000
CP
SALOMON
07/27/01
3.730
50,000
CP
CITICORP
07/27/01
3.750
50,000
CP
CITICORP
07/27/01
3.750
50,000
07/24/01 REDEMPTIONS
CP
HOUSEHOLD
07/24/01
3.760
50,000
1
5,222.22
3.812
CP
HOUSEHOLD
07/24/01
3.760
50,000
1
5,222.22
3.812
CP
GECC
07/24/01
3.770
50,000
1
5,236.11
3.822
CP
GECC
07/24/01
3.770
50,000
1
5,236.11
3.822
CP
GECC
07/24/01
3.770
50,000
1
5,236.11
3.822
CP
GECC
07/24/01
3.770
50,000
1
5,236.11
3.822
CP
SALOMON
07/24/01
3.710
30,000
4
12,366.67
3.763
CP
SALOMON
07/24/01
3.710
50,000
4
20,611.11
3.763
CP
CITICORP
07/24/01
3.700
50,000
4
20,555.56
3.752
CP
CITICORP
07/24/01
3.700
50,000
4
20,555.56
3.752
CP
CITICORP
07/24/01
3.700
50,000
4
20,555.56
3.752
CP
CITICORP
07/24/01
3.700
50,000
4
20,555.56
3.752
CP
FMCC
07/24/01
3.780
50,000
25
131,250.00
3.842
CP
FMCC
07/24/01
3.780
50,000
25
131,250.00
3.842
CP
CRC
07/24/01
4.600
50,000
99
632,500.00
4.723
CP
CRC
07/24/01
4.600
50,000
99
632,500.00
4.723
14
PURCHASES
CP
GECC
07/26/01
3.700
50,000
CP
GECC
07/26/01
3.700
50,000
CP
GECC
07/27/01
3.700
50,000
CP
GECC
07/27/01
3.700
50,000
CP
CITICORP
07/27/01
3.700
50,000
CP
CITICORP
07/27/01
3.700
50,000
CP
CITICORP
07/27/01
3.700
50,000
CP
GECC
07/30/01
3.700
50,000
CP
GECC
07/30/01
3.700
50,000
CP
FMCC
07/31/01
3.710
50,000
CP
FMCC
07/31/01
3.710
50,000
CP
WAL-MART
07/31/01
3.720
50,000
CP
SALOMON
07/31/01
3.730
50,000
CP
SALOMON
07/31/01
3.730
50,000
)7/25/01 REDEMPTIONS
CP
GECC
07/25/01
3.700
35,000
2
7,194.44
3.752
CP
WAL-MART
07/25/01
3.720
40,000
2
8,266.67
3.772
CP
GECC
07/25/01
3.700
50,000
2
10,277.78
3.752
CP
CITICORP
07/25/01
3.700
501000
5
25,694.44
3.753
CP
CITICORP
07/25/01
3.700
50,000
5
25,694.44
3.753
CP
CITICORP
07/25/01
3.700
50,000
5
25,694.44
3.753
CP
CITICORP
07/25/01
3.700
50,000
5
25,694.44
3.753
PURCHASES
CP
GECC
07/26/01
3.810
25,000
CP
GECC
07/26/01
3.810
50,000
CP
GECC
07/26/01
3.810
50,000
CP
GECC
07/26/01
3.810
50,000
CP
GECC
07/26/01
3.810
50,000
CP
GECC
07/26/01
3.810
50,000
CP
GECC
07/26/01
3.810
50,000
CP
GECC
07/26/01
3.810
50,000
)7/26/01 REDEMPTIONS
CP
GECC
07/26/01
3.810
25,000
1
2,645.83
3.863
CP
GECC
07/26/01
3.810
50,000
1
5,291.67
3.863
CP
GECC
07/26/01
3.810
50,000
1
5,291.67
3.863
CP
GECC
07/26/01
3.810
50,000
1
5,291.67
3.863
CP
GECC
07/26/01
3.810
50,000
1
5,291.67
3.863
CP
GECC
07/26/01
3.810
509000
1
5,291.67
3.863
CP
GECC
07/26/01
3.810
50,000
1
5,291.67
3.863
CP
GECC
07/26/01
3.810
50,000
1
5,291.67
3.863
CP
GECC
07/26/01
= 3.700
50,000
2
10,277.78
3.752
15
L
07/26/01 REDEMPTIONS (continued)
CP
GECC
07/26/01
3.700
50,000
2
10,277.78
3.752
CP
SALOMON
07/26/01
3.730
50,000
3
15,541.67
3.782
CP
SALOMON
07126/01
3.730
50,000
3
15,541.67
3.782
CP
HELLER
07/26/01
3.880
50,000
6
32,333.33
3.936
CP
HELLER
07/26/01
3.880
50,000
6
32,333.33
3:936
CP
ABBOTT
07/26/01
3.680
43,000
9
39,560.00
3.734
CP
ABBOTT
07/26/01
3.680
50,000
9
46,000.00
3.734
CP
CONAGRA
07/26/01
3.950
17,100
15
28,143.75
4.011
CP
GECC
07/26/01
3.720
50,000
16
82,666.67
3.777
PURCHASES
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
GECC
07/27/01
3.850
50,000
CP
HOUSEHOLD
07/30/01
3.730
50,000
CP
CITICORP
07/30/01
3.760
50,000
CP
CITICORP
07/30/01
3.760
50,000
CP
CITICORP
07/30/01
3.760
50,000
CP
CITICORP
07/30/01
3.760
50,000
CP
HOUSEHOLD
07/30/01
3.730
50,000
CP
HOUSEHOLD
08/01/01
3.730
50,000
CP
HOUSEHOLD
08/01/01
3.730
50,000
CP
CONAGRA
08/02/01
3.870
35,000
CP
CITICORP
08/02/01
3.780
50,000
CP
CITICORP
08/02/01
3.780
50,000
CP
CITICORP
08/02/01
3.780
50,000
CP
CITICORP
08/02/01
3.780
50,000
CP
HELLER
08/02/01
3.820
50,000
CP
HELLER
08/02/01
3.820
50,000
CP
CITICORP
08/07/01
3.780
50,000
CP
CITICORP
08/07/01
3.780
50,000
CP
GECC
08/08/01
3.740
20,000
CP
GECC
08/08/01
3.740
50,000
CP
W/F
08/08/01
3.730
50,000
CP
W/F
08/08/01
3.730
50,000
CP
W/F
08/10/01
3.730
50,000
CP
W/F
08/10/01
3.730
50,000
07/27/01. REDEMPTIONS
BN B/A 4.630% 07/27/01 4.630 50,000 107 688,069.44 4.694
BN B/A 4.630% 07/27/01 4.630 50,000 107 688,069.44 4.694
16
0620
07/27/01 REDEMPTIONS (continued)
BN
B/A
5.230%
07/27/01
5.230
50,000
178
1,292,972.22
5.302
BN
B/A
5.230%
07/27/01
5.230
50,000
178
1,292,972.22
5.302
BN
B/A
5.230%
07/27/01
5.230
50,000
178
1,292,972.22
5.302
BN
B/A
5.230%
07/27/01
5.230
50,000
178
1,292,972.22
5.302
CD .
MONTREAL
3.750%
07/27/01
3.750
50,000
11
57,291.67
3.802
CD
MONTREAL
3.750%
07/27/01
3.750
50,000
11
57,291.67
3.802
CD
MONTREAL
3.930%
07/27/01
3.930
25,000
72
196,500.00
3.984
CD
MONTREAL
3.930%
07/27/01
3.930
50,000
72
393,000.00
3.984
CD
MONTREAL
3.930%
07/27/01
3.930
50,000
72
393,000.00
3.984
CD
SOC GEN
3.990%
07/27/01
3.980
50,000
78
431,175.93
4.035
CD
SOC GEN
3.990%
07/27/01
3.980
50,000
78
431,175.93
4.035
CD
SOC GEN
3.990%
07/27/01
3.980
50,000
78
431,175.93
4.035
CD
CIBC
4.220%
07/27/01
4.220
15,000
87
152,975.00
4.278
CD
CIBC
4.220%
07/27/01
4.220
50,000
87
509,916.67
4.278
CD
U/B CALIF
5.310%
07/27/01
5.310
50,000
179
1,320,125.00
5.383
CD
U/B CALIF
5.310°%
07/27/01
5.310
50,000
179
1,320,125.00
5.383
CD
AUSTRIA
5.280%
07/27/01
5.275
50,000
185
1,355,415.85
5.348
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
GECC
07/27/01
3.850
50,000
1
5,347.22
3.903
CP
CITICORP
07/27/01
3.700
50,000
3
15,416.67
3.752
CP
CITICORP
07/27/01
3.700
50,000
3
15,416.67
3.752
CID.
CITICORP
07/27/01
3.700
50,000
3
15,416.67
3.752
CP
GECC
07/27/01
3.700
50,000
3
15,416.67
3.752
CP
GECC
07/27/01
3.700
50,000
3
15,416.67
3.752
CP
SALOMON
07/27/01
3.730
50,000
4
20,722.22
3.783
CP.
CITICORP
07/27/01
3.750
50,000
4
20,833.33
3.803
CP
CITICORP
07/27/01
3.750
50,000
4
20,833.33
3.803
CP
GECC
07/27/01
3.720
50,000
7
36,166.67
3.774
CP
GECC
07/27/01
3.720
50,000
7
36,166.67
3.774
CP
ENTFUN
07/27/01
3.740
28,607
11
32,691.44
3.796
CP
GECC
07/27/01
3.720
50,000
17
87,833.33
3.778
CP
W/F
07/27/01
3.780
50,000
42
220,500.00
3.849
CP
CITICORP
07/27/01
3.840
50,000
42
224,00.00
3.910
CP
CITICORP
07/27/01
3.840
50,000
42
224,00.00
3.910
CP
GMAC
07/27/01
3.730
50,000
43
222,763.89
3.798
CP
GMAC
07/27/01
3.730
50,000
43
222,763.89
3.798
CP
GMAC
07/27/01
3.730
50,000
43
222,763.89
3.798
CP
AMER EXP
07/27/01
3.840
50,000
43
229,333.33
3.911
CP
AMER EXP
07/27/01
3.840
50,000
43
229,333.33
3.911
CP
HERTZ
07/27/01
3.820.
50,000
44
233,444.44
3.891
CP
W/F
07/27/01
3.850
50,000
51
272,708.33
3.924
CP
W/F
07/27/01
3.850
50,000
51
272,108.33
3.924
17
07/27/01 REDEMPTIONS (continued)
CP
CONAGRA
07/27/01
4.170
50,000
53
306,958.33
4.254
CP
CONAGRA
07/27/01
4.170
50,000
53
306,958.33
4.254
CP
AMER EXP
07/27/01
3.850
50,000
71
379,652.78
3.933
CP
AMER EXP
07/27/01
3.840
50,000
72
384,000.00
3.923
CP
GMAC
07/27/01
3.840
50,000
72
384,000.00
3.923
CP
GMAC
07/27/01
3.840
50,000
72
384,000.00
3.923
CP
HERTZ
07/27/01
3.900
50,000
72
390,000.00
3.985
CP
SRAC
07/27/01
4.250
50,000
72
425,000.00
4.345
CP
AMER EXP
07/27/01
3.880
50,000
77
414,944.44
3.966
CP
GECC
07/27/01
3.910
50,000
77
418,152.78
3.997
CP
GECC
07/27/01
3.910
50,000
77
418,152.78
3.997
CP
GECC
07/27/01
4.520
50,000
112
703,111.11
4.648
CP
GECC
07/27/01
4.520
50,000
112
703,111.11
4.648
CP
AMER EXP
07/27/01
4.700
50,000
136
887,777.78
4.851
CP
AMER EXP
07/27/01
4.700
50,000
136
887,777.78
4.851
CP
W/F
07/27/01
5.070
50,000
178
1,253,416.67
5.272
PURCHASES
CP
AMER EXP
08/01/01
3.760
50,000
CP
AMER EXP
08/01/01
3.760
50,000
CP
AMER EXP
08/01/01
3.760
50,000
CP
GECC
08/01/01
3.750
50,000
CP
GECC
08/01/01
3.750
50,000
CP
GECC
08/01/01
3.750
50,000
CP
GECC
08101 /01
3.750
50,000
CP
BEAR
08/10/01
3.750
50,000
CP
BEAR
08/10/01
3.750
50,000
CP
CITICORP
08/10/01
3.780
50,000
CP
CITICORP
08/10/01
3.780
50,000
CP
SALOMON
08/14/01
3.750
50,000
CP
SALOMON
08/15/01
3.750
50,000
CP
SALOMON
08/15/01
3.750
50,000
CP
CITICORP
08/20/01
3.750
50,000
CP
CITICORP
08/20/01
3.750
50,000
CP
CITICORP
08/20/01
3.750
50,000
CP
CITICORP
08/20/01
3.750
50,000
CP
CONAGRA
08/20/01
3.890
50,000
CP
CONAGRA
08/20/01
3.890
50,000
CP
HERTZ
08/20/01
3.750
50,000
CP
SRAC
08/20/01
3.870
50,000
07/30/01 REDEMPTIONS
CP
GECC
07/30/01
3.700
50,000
6
30,833.33
3.753
CP
GECC
07/30/01
3.700
50,000
6
30,833.33
3.753
CP
HOUSEHOLD
07/30/01
3.730
50,000
4
20,722.22
3.783
CP
HOUSEHOLD
07/30/01
3.730
50,000
4
20,722.22
3.783
18
.. 0 if2
%Plr 1 Rr-utMF [IONS (continued)
CP
CP
CITICORP
CITICORP
07/30/01
3.760
50 000
q 20,888.89 3.813
CP
CITICORP
07/30/01
07/30/01
3.760
3.760
50,000
4 20,888.89 3.813
CP
CITICORP
07/30/01
3:760
50,000
50,000
q 20,888.89 3.813
4 20,888.89 3.813
PURCHASES
CP
CP
GECC
GECC
08/08/01
3.760
15,000
CP
GECC
08/08/01
3.760
50,000
CP
GECC
08/08/01
3.760
50,000
CP
GECC
08/08/01
3.760
50,000
CP
GECC
08/08/01
3.760
50,000
CP
COUNTRY
08/08/01
3.760
50,000
CP
COUNTRY
08/17/01
3.790
20,000
CP
COUNTRY
08/17/01
3.790
50,000
CP
CONAGRA
08/20/01
3.750
43,500
CP �
COUNTRY
08/20/01
3.900
45,000
CP
SALOMON
08/2 0/01
3.750
3.750
50,00008/20/01
50,000
CP
CP
SALOMON
08/20/01
3.750
50,000
CP
BEAR
BEAR
11/01/01
3.550
50,000
CP
BEAR
11/01/01
3.550
50,000
CP
GECC
11/01/01
3.550
50,000
CP
GECC
12/03/01
3.520
50,000
CP
GECC
12/03/01
3.520
50,000
CP
GECC
12/03/01
3.520
50,000
12/03/01
3.520
50,000
07/31/01 REDEMPTIONS
CD
CD
U/B CALIF
U/B CALIF
3.640% 07/31/01
3.640%
3.640
50,000
CP
FMCC
07/31/01
3.640
50,000
35
176,944.44
3.690
CP
FMCC
07/31/01
07/31/01
3.710
3.710
50,000
7
36,069.44
3.764
CP
WAL-MART
07/31/01
3.720
50,000
50,000
7
36,069.44
3.764
CP
CP
SALOMON
07/31/01
3.730
50,000
7
7
36,166.67
3.764
CP
SALOMON
SALOMON
07/31/01
3.730
50,000
7
36,263.89
36,263.89
3.784
3.784
CP
SALOMON
07/31/01
07/31/01
3.730
50,000
13
67,347.22
3.786
CP
SALOMON
07/31/01
3.730
3.730
50,000
50,000
13
67,347.22
3.786
CP
CP
SALOMON
HELLER
07/31/01
3.730
50,000
13
13
67,347.22
67,347.22
3.786
3.786
CP
TEXT FIN
07/31/01
07/31/01
3.900
50,000
13
70,416.67
3.959
CP
CATERPILAR
07/31/01
3.770
3.720
20,000
30,000
14
29,322.22
3.827
CP
CP
SRAC
NCAT
07/31/01
3.950
50,000
14
15
43,400.00
00
82,
2921
3.777
4.011
CP
NCAT
07/31/01
3.730
35,000
76,1541.
17
3.790
CP
MORG STAN
07/31/01
07/31/01
3.730
50,000
21
108,791.67
3.790
3.770
25,000
32
83,777.77
3.835
19
0ow3
07/31/01 REDEMPTIONS (continued)
CP
MORG STAN
07/31/01
3.770
50,000 32 167,555.55 3.835
CP
CRC
07/31/01
3.650
50,000 34 172,361.11 3.713
CP
CRC
07/31/01
3.650
50,000 34 172,361.11 3.713
PURCHASES
CD
HYPO
3.600% 10/01 /01
3.600
50,000
CD
HYPO
3.610% 10/02/01
3.600
50,000
CD
HYPO
3.610% 10/02/01
3.600
50,000
CP
HELLER
08/29/01
3.850
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
GECC
09/04/01
3.660
50,000
CP
SRAC
09/10/01
3.900
50,000
CP
BEAR
09/10/01
3.650
50,000
CP
BEAR
09/10/01
3.650
50,000
CP
BEAR
09/10/01
3.650
50,000
20
`'
. 0s. 4
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 XI'S), International Bank of Redevelopment (IBRD), Tennessee
Valley Authority (TVA) Medium Term Notes (MTN) Real Estate
Mortgage Investment Conduit (REMIC).
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.
21 0 5
TIME DEPOSITS
DEPOSIT
PAR
MATURITY
NAME
DATE
YIELD
AMOUNT (s)
DATE
AGOURA HILLS
Pacific Crest Bank
05/17/01
3.650
10,000,000.00
08/15/01
Pacific Crest Bank
06/01/01
3.690
4,000,000.00
08/29/01
Pacific Crest Bank
06/01/01
3.690
5,000,000.00
08/29/01
Pacific Crest Bank
06/25/01
3.540
11,000,000.00
09/25/01
ALHAMBRA
Grand National Bank
05/31/01
3.680
3,000,000.00
11/27/01
Grand National Bank
06/25/01
3.500
1,000,000.00
01/07/02
Grand National Bank
07/13/01
3.560
2,000,000.00
01/09/02
Grand National Bank
05/17/01
3.700
3,000,000.00
05/17/02
Grand National Bank
07/13/01
3.520
3,095,000.00
07/12/02
Omni Bank
02/26/01
4.830
2,000,000.00
08/24/01
Omni Bank
03/05/01
4.710
6,000,000.00
08/31/01
Omni Bank
07/27/01
3.590
1,300,000.00
10/25/01
ARROYO GRANDE
Mid -State Bank
05/03/01
3.900
5,000,000.00
08/15/01
Mid -State Bank
03/19/01
4.430
5,000,000.00
09/14/01
Mid -State Bank
04/16/01
4.130
5,000,000.00
10/15/01
Mid -State Bank
05/24/01
3.750
5,000,000.00
11/20/01
Mid -State Bank
06/21/01
3.510
5,000,000.00
12/18/01
Mid -State Bank
07/13/01
3.560
5,000,000.00
01/16/02
BEVERLY HILLS
City National Bank
02/08/01
4.960
25,000,000.00
08/20/01
City National Bank
03/16/01
4.530
20,000,000.00
09/05/01
City National Bank
02/28/01
4.740
20,000,000.00
09/05/01
City National Bank
06/05/01
3.650
25,000,000.00
12/03/01
City National Bank
04/16/01
4.170
25,000,000.00
04/16/02
First Bank of Beverly Hills, FSB
03/16/01
4.470
10,000,000.00
09/12/01
BREA
Jackson Federal Bank
07/26/01
3.560
10,000,000.00
01/22/02
CAMARILLO
Camarillo Community Bank
05/03/01
3.910
2,000,000.00
08/01/01
Camarillo Community Bank
05/22/01
3.660
3,000,000.00
08/20/01
Camarillo Community Bank
03/30/01
4.220
2,000,000.00
09/26/01
22
NAME
CHICO
TIME DEPOSITS
DEPOSIT
DATE YIELD
North State National Bank
02/23/01
North State National Bank
03/02/01
North State National Bank
04/06/01
Tri Counties Bank
06/06/01
Tri Counties Bank
06/13/01
Tri Counties Bank
06/19/01
CHULA VISTA
North Island Federal Credit Union
06/13/01
North Island Federal Credit Union
05/29/01
CITY OF INDUSTRY
EverTrust Bank
06/15/01
EverTrust Bank
07/27/01
EverTrust Bank
07/18/01
CONCORD
I
CA State 9 Credit Union
05/23/01
DU_
Westem State Bank
02/15/01
Westem State Bank
02/22/01
Westem State Bank
04/02/01
Westem State Bank
06/06/01
DUBLIN
Operating Engineers FCU
06/14/01
Operating Engineers FCU
07/13/01
EL CENTRO
Valley Independent Bank
04/30/01
Valley Independent Bank
05/01/01
Valley Independent Bank
05/16/01
Valley Independent Bank
05/15/01
23
4.890
4.600
4.000
3.680
3.600
3.540
3.610
3.770
3.560
3.540
3.600
3.700
PAR
AMOUNT (s)
1,000,000.00
1,500,000.00
5,000,000.00
10,000,000.00
10,000,000.00
10,000,000.00
40,000,000.00
20,000,000.00
6,000,000.00
3,000,000.00
3,000,000.00
10,000,000.00
5.040
1,000,000.00
4.970
2,000,000.00
4.120
2,000,000.00
3.680
2,000,000.00
3.570
10,000,000.00
3.590
5,000,000.00
3.870
5,000,000.00
3.870
15,000,000.00
3.740
3,750,000.00
3.740
3,750,000.00
MATURITY
DATE
09/07/01
11 /28/01
01 /25/02
09/06/01
09/11 /01
09/18/01
09/11 /01
11 /27/01
12/12/01
01 /25/02
01 /25/02
08/21 /01
08/14/01
08/27/01
10/01 /01
12/03/01
09/12/01
10/11 /01
08/02/01
08/02/01
08/14/01
08/14/01
'7
NAME
EL SEGUNDO
Hawthorne Savings FSB
Xerox Federal Credit Union
Xerox Federal Credit Union
FRESNO
United Security Bank
United Security Bank
United Security Bank
United Security Bank
FULLERTON
Fullerton Community Bank
Fullerton Community Bank
GLENDALE
California Credit Union
Verdugo Banking Company
GRANADA HILLS
Bank of Granada Hills
HUNTINGTON BEACH
First Bank and Trust
First Bank and Trust
First Bank and Trust
First Bank and Trust
INGLEWOOD
Imperial Bank
Imperial Bank
Imperial Bank
LAKEPORT
Lakeport Community Bank
TIME DEPOSITS
DEPOSIT
PAR
DATE
YIELD
AMOUNT ($)
06/28/01
3.520
60,000,000.00
05/14/01
3.750
20,000,000.00
06/04/01
3.670
7,000,000.00
04/09/01
4.020
1,000,000.00
04/05/01
4.140
4,000,000.00
05/14/01
3.780
10,000,000.00
07/31 /01
3.510
15, 000, 000.00
05/21 /01
3.790
9,000,000.00
07/18/01
3.640
8,000,000.00
05/31/01
3.730
20,060,000.00
07/05/01
3.660
5,000,000.00
03/22/01 4.340 2, 000, 000.00
02/26/01
4.830
1,000,000.00
05/30/01
3.720
1,000,000.00
03/15/01
4.600
12,000,000.00
04/30/01
4.010
1,000,000.00
05/02/01
3.950
183,000,000.00
06/05/01
3.720
63,000,000.00
07/12/01
3.600
71,000,000.00
06/19/01 3.560 2,000,000.00
24
MATURITY
DATE
01 /04/02
08/13/01
09/04/01
10/05/01
10/05/01
11/15/01
02/06/02
11 /19/01
01 /25/02
08/29/01
01 /08/02
09/18/01
08/27/01
08/27/01
09/11 /01
10/29/01
08/01 /01
09/05/01
10/09/01
12/17/01
TIME DEPOSITS
DEPOSIT PAR MATURITY
NAME DEPOSIT
YIELD AMOUNT isii DATE
LA MESA
Silvergate Bank 05/10/01 3.730 5.000,000.00 08/08/01
L_
Fanners & Merchant Bk Cen CA
07/05/01
3.650
10,000,000.00
01/11/02
LOS ANGELES
Broadway Federal Bank
Broadway Federal Bank
04/09/01
4.030
2,500,000.00
1
10/12/01
Broadway Federal Bank
07/09/01
06/13/01
3.610
2,500,000.00
/1 /01
California Center Bank
07/03/01
3.580
3.680
3,000,000.00
01/0 /02
California Chohung Bank
05/21/01
3.760
10,000,000.00
10/02/01
California Chohung Bank
07/03/01
3.650
4,000,000.00
( 11/19/01
California Chohung Bank
07/18/01
3.630
1, 500, 000.00
01 /07/02
Cathay Bank
06/04/01
3.670
1,000,000.00
01/07/02
Cathay Bank
06/19/01
3.540
30,000,000.00
01/14/01
Cathay Bank
03/30/01
4.210
9,000,000.00
09/04/01
Cathay Bank
04/13/01
4.080
10,000,000.00
09/26/01
Cedars Bank
07/12/01
3.630
19,000,000.00
10/10/01
Cedars Bank
07/12/01
3.620
2,500,000.00
2,500,000.00
09/06/01
Eastern International Bank
05/07/01
3.800
900.000.00
10/10/01
Eastern International Bank
06/12/01
3.650
1,000,000.00
11/05/01
General Bank
General Bank
02/06/01
4.940
15,000,000.00
12/10/01
08/07
General Bank
05/09/01
06/28/01
3.720
15,000,000.00
08/07/01
08/13/01
General Bank
07/20/01
3.630
3.550
25,000,000.00
/01
General Bank
07/30/01
3.540
15,000,000.00
01/18/02
General Bank
05/30/01
3.710
20,000,000.00
/28
01/2
General Bank
05/22/01
3.800
10,000,000.00
0/02./02
General Bank
06/14/01
3.570
20,000,000.00
02/20/02
Hanmi Bank
06/28/01
3.480
20,000,000.00
03 /1 8/02
Hanmi Bank
04/16/01
4.060
25,000,000.00
0/ 8/01
Hanmi Bank
05/31/01
3.680
25,000,000.00
01
Manufacturers Bank
05/07/01
3.770
25,000,000.00
10/15//
01
Manufacturers Bank
06/08/01
3.660
1000000000
,,.
08/2 /01
Manufacturers Bank
06/07/01
3.660
10,000,000.00
09/10/01
Manufacturers Bank
06/19/01
3.540
20,000,000.00
09/10/01
Marathon National Bank
02/05/01
4.930
20,000,000.00
09/18/01
Mellon First Business Bank
03/27/01
.2,000,000.00
0 6/01
Mellon First Business Bank
06/18/01
4.330
3.560
25,000,000.00
08
01
/01
Mellon First Business Bank
07/18/01
3.610
25,000,000.00
01/24/ 02
Mercantile National Bank
05/14/01
3.800
25,000,000.00
0
2,000,000.00
02/02
//0101/01
25
TIME DEPOSITS
DEPOSIT
PAR
MATURITY
NAME
DATE
YIELD
AMOUNT (a)
DATE
LOS ANGELES (continued)
Pacific Union Bank
06/06/01
3.660
20,000,000.00
09/06/01
Pacific Union Bank
04/04/01
4.110
20,000,000.00
10/01/01
Preferred Bank
02/13/01
4.950
4,000,000.00
08/13/01
Preferred Bank
02/26/01
4.810
7,000,000.00
08/27/01
Preferred Bank
03/19/01
4.390
9,000,000.00
09/17/01
Preferred Bank
06/11 /01
3.600
9,000,000.00
03/08/02
Preferred Bank
07/16/01
3.550
6,000,000.00
07/16/02
Sae Han Bank
04/16/01
4.130
3,000,000.00
10/15/01 .
State Bank of India (Calif)
11/30/00
6.150
2,000,000.00
08/27/01
State Bank of India (Calif)
06/12/01
3.600
5,500,000.00
04/02/02
State Bank of India (Calif)
07/18/01
3.510
2,000,000.00
07/18/02
Western Federal Credit Union
04/24/00
4.170
25,000,000.00
10/24/01
Wilshire State Bank
08/31/00
6.290
4,000,000.00
08/31/01
Wilshire State Bank
05/17/01
3.700
2,000,000.00
11/15/01
Wilshire State Bank
07/13/01
3.540
4,000,000.00
07/12/02
MANTECA
Delta National Bank
05/23/01
3.690
3,000,000.00
08/21/01
MERCED
County Bank
04/20/01
3.930
5,000,000.00
10/17/01
County Bank
03/09/01
4.500
10,000,000.00
12/07/01
County Bank
07/20/01
3.650
5,000,000.00
01/16/02
MONTEREY PARK
Trust Bank FSB
04/02/01
4.120
4,000,000.00
10/01/01
Trust Bank FSB
07/02/01
3.660
2,000,000.00
01/02/02
NORTH HIGHLANDS
Safe Credit Union
02/02/01
4.810
20,000,000.00
08/01/01
Safe Credit Union
07/16/01
3.600
5,000,000.00
01/14/02
OAKDALE
Oak Valley Community Bank
02/05/01
4.930
500,000.00
09/05/01
Oak Valley Community Bank
07/09/01
3.640
2,500,000.00
10/10/01
Oak Valley Community Bank
03/23/01
4.140
1,500,000.00
03/22/02
Oak Valley Community Bank
06/05/01
3.640
1,500,000.00
06/05/02
26
NAME
ONTARIO
TIME DEPOSITS
DEPOSIT PAR MATURITY
DATE YIELD AMOUNT (s) DATE
Citizens
Business Bank
02/09/01
5.020
10,000,000.00
08/22/01
Citizens
Business Bank
02/15/01
5.000
20,000,000.00
08/22/01
Citizens
Business Bank
03/08/01
4.630
25,000,000.00
12/03/01
Citizens
Business Bank
03/26/01
4.150
30,000,000.00
03/26/02
Citizens
Business Bank
04/05/01
4.070
25,000,000.00
04/05/02
Citizens
Business Bank
05/07/01
3.800
10,000,000.00
05/07/02
PALO ALTO
Bank of Petaluma
02/07/01
4.990
1,000,000.00
08/06/01
Bank of Petaluma
06/19/01
3.570
12,000,000.00
12/17/01
Bank of Petaluma
06/05/01
3.660
2,500,000.00
02/25/02
Bank of Santa Clara
06/04/01
3.630
20,000,000.00
02/25/02
Bay Area Bank
05/02/01
3.920
5,000,000.00
10/30/01
Bay Area Bank
07/25/01
3.570
5,000,000.00
01/14/02
Bay Bank of Commerce
05/02/01
3.940
5,000,000.00
10/30/01
Coast Commercial Bank
07/16/01
3.620
5,000,000.00
01/14/02
Coast Commercial Bank
06/11/01
3.620
20,000,000.00
02/25/02
Cupertino National Bank
05/02/01
3.920
35,000,000.00
10/30/01
Cupertino National Bank
06/19/01
3.550
10,000,000.00
12/17/01
Cupertino National Bank
07/24/01
3.570
10,000,000.00
01/14/02
Cupertino National Bank
06/01/01
3.610
20,000,000.00
02/25/02
Golden Gate Bank
06/01/01
3.630
9,000,000.00
02/25/02
Mid -Peninsula Bank
03/19/01
4.450
10,000,000.00
09/14/01
Mid -Peninsula Bank
05/02/01
3.930
35,000,000.00
10/30/01
Mid -Peninsula Bank
06/01/01
3.620
5,000,000.00
02/25/02
Peninsula Bank of Commerce
06/11/01
3.600
15,000,000.00
02/25/02
PASADENA
Community Bank
08/11/00
6.190
15,000,000.00
08/13/01
Community Bank
04/25/01
3.770
5,000,000.00
04/25/02
Community Bank
06/22/01
3.400
20,000,000.00
06/21/02
Community Bank
07/11/01
3.520
20,000,000.00
07/11/02
Wescom Credit Union
04/12/01
4.170
25,000,000.00
10/09/01
Wescom Credit Union
05/15/01
3.810
10,000,000.00
11/13/01
Wescom Credit Union
06/18/01
3.600
15,000,000.00
12/14/01
Wescom Credit Union
07/30/01
3.540
15,000,000.00
01/28/02
PICO RIVERA
Pacific Western National Bank 05/29/01 3.760 1,000,000.00 11/20/01
27
0':o1
TIME DEPOSITS
DEPOSIT
PAR
MATURITY
NAME
DATE
YIELD
AMOUNT (S)
DATE
PLACERVILLE
El Dorado Savings Bank
02/08/01
4.770
5,000,000.00
02/08/02
El Dorado Savings Bank
03/07/01
4.520
5,000,000.00
03/07/02
El Dorado Savings Bank
03/22/01
4.210
5,000,000.00
03/22/02
El Dorado Savings Bank
04/13/01
4.100
5,000,000.00
04/12/02
El Dorado Savings Bank
04/13/01
4.100
5,000,000.00
04/12/02
El Dorado Savings Bank
05/02/01
3.910
5,000,000.00
05/02/02
El Dorado Savings Bank
06/18/01
3.460
5,000,000.00
06/10/02
El Dorado Savings Bank
06/05/01
3.640
5,000,000.00
06/10/02
POMONA
PFF Bank and Trust
12/01/00
6.350
8,000,000.00
08/28/01
PFF Bank and Trust
03/09/01
4.700
10,000,000.00
12/04/01
PORTERVILLE
Bank of the Sierra
07/25/01
3.590
10,000,000.00
10/23/01
QUINCY
Plumas Bank'
05/18/01
3.620
2,000,000.00
08/17/01
Plumas Bank
05/23/01
3.800
2,000,000.00
02/20/02
RANCHO SANTA FE
La Jolla Bank, FSB
02/07/01
4.990
15,000,000.00
08/06/01
La Jolla Bank, FSB
03/26/01
4.350
10,000,000.00
09/24/01
La Jolla Bank, FSB
05/25/01
3.760
15,000,000.00
11/20/01
La Jolla Bank, FSB
06/06/01
3.620
10,000,000.00
03/01/02
RED BLUFF
Tehama Bank
06/01 /01
3.670
4,000,000.00
08/30/01
Tehama Bank
07/03/01
3.620
5,000,000.00
07/03/02
North Valley Bank 03/19/01 4.310 3,000,000.00 12/14/01
REDWOOD CITY
Provident Central Credit Union 05/04/01 3.910 20,000,000.00 11/01/01
28
��2
NAME
RICHMOND
TIME DEPOSITS
DEPOSIT PAR MATURITY
DATE YIELD AMOUNT DATE
Mechanics Bank
08/11/00
6.190
10,000,000.00
08/13/01
Mechanics Bank
Mechanics Bank
10/13/00
5.980
10,000,000.00
10/12/01
Mechanics Bank
03/07/01
4.520
10,000,000.00
03/07/02
Mechanics Bank
04/06/01
04/25/01
4.000
3.790
10,000,000.00
04/05/02
Mechanics Bank
05/07/01
3.870
10,000,000.00
10,000,000.00
04/25/02
05/07/02
Mechanics Bank
Mechanics Bank
06/12/01
3.560
10,000,000.00
06/12/02
07/11/01
3.520
10,000,000.00
07/11/02 ,
SACRAMENTO
American River Bank
03/26/01
4.340
3,000,000.00
09/24/01
American River Bank
04/06/01
4.060
1,000,000.00
09/28/01
American River Bank
01/11/01
5.100
1,500,000.00
10/12/01
American River Bank
04/17/01
4.190
1,000,000.00
10/15/01
American River Bank
07/10/01
3.600
1,500,000.00
01/14/02
American River Bank
06/26/01
3.380
1,000,000.00
06/26/02
Bank of Sacramento
06/04/01
3.620
500,000.00
11/15/01
Bank of Sacramento
05/17/01
3.720
1,000,000.00
11/15/01
Bank of Sacramento
06/26/01
3.510
1,000,000.00
12/21/01
Golden One Credit Union
06/08/01
3.610
10,000,000.00
12/05/01
Golden One Credit Union
03/23/01
4.120
20,000,000.00
03/22/02
Golden One Credit Union
04/25/01
3.770
10,000,000.00
04/25/02
Golden One Credit Union
06/08/01
3.600
10,000,000.00
06/07/02
Merchants National Bank
04/23/01
3.840
2,000,000.00
10/19/01
Merchants National Bank
07/23/01
3.460
2,000,000.00
07/23/02
River City Bank
05/29/01
3.730
2,000,000.00
08/28/01
River City Bank
04/06/01
4.070
4,000,000.00
10/04/01
River City Bank
04/25/01
3.820
3,000,000.00
10/29/01
River City Bank
07/03/01
3.660
2,000,000.00
01/07/02
Sanwa Bank of Califomia
02/23/01
4.890
60,000,000.00
09/07/01
U.S. Bank
U.S. Bank
02/07/01
4.990
25,000,000.00
08/07/01
Union Bank of California
05/24/01
05/15/01
3.770
3.720
25,000,000.00
11/20/01
Union Bank of Califomia
05/21/01
3.640
50,000,000.00
100,000,000.00
08/14/01
08/14/01
Union Bank of Califomia
03/26/01
4.330
100,000,000.00
09/21/01
Union Bank of Califomia
07/23/01
3.540
50,000,000.00
10/19/01
Union Bank of Califomia
04/30/01
3.890
100,000,000.00
10/29/01
United Califomia Bank
07/26/01
3.560
22,000,000.00
01/23/02
SAL_
Community Bk Central Calif
07/27/01
3.570
5,000,000.00
10/25/01
29
:� 3
TIME DEPOSITS
DEPOSIT PAR MATURITY
NAME DATE YIELD AMOUNT DATE
SAN BERNARDINO
Business Bank of California 02/05/01 4.940 12,000,000.00 08/06/01
Business Bank of California 07/10/01 3.630 8,000,000.00 01/09/02
SAN DIEGO
First United Bank
06/21/01
3.500
1,500,000.00
08/30/01
First United Bank
06/01/01
3.650
1,500,000.00
08/30/01
First United Bank
02/16/01
4.950
1,000,000.00
02/15/02
Mission Federal Credit Union
05/25/01
3.690
10,000,000.00
08/28/01
Mission Federal Credit Union
07/30/01
3.570
10,000,000.00
10/31/01
Neighborhood National Bank
05/22/01
3.670
1,000,000.00
08/24/01
Neighborhood National Bank
02/09/01
5.020
1,000,000.00
08/24/01
Santel Federal Credit Union
03/05/01
4.710
5,000,000.00
09/04/01
Santel Federal Credit Union
06/04/01
3.570
5,000,000.00
11/30/01
Santel Federal Credit Union
06/22/01
3.520
3,000,000.00
12/19/01
SAN FRANCISCO
America California Bank
07/30/01
3.610
1,000,000.00
10/31/01
America California Bank
07/30/01
3.570
1,500,000.00
01/28/02
Bank of Canton California
09/01/00
6.260
20,000,000.00
08/31/01
Bank of Canton California
02/09/01
4.960
10,000,000.00
09/10/01
Bank of Canton California
02/05/01
4.910
10,000,000.00
09/10/01
Bank of Canton California
06/15/01
3.570
20,000,000.00
12/12/01
Bank of Canton California
05/22/01
3.770
15,000,000.00
05/22/02
Bank of Canton California
07/16/01
3.550
25,000,000.00
07/16/02
Bank of the West
05/04/01
3.890
25,000,000.00
08/02/01
Bank of the West
05/18/01
3.620
25,000,000.00
08/17/01
Bank of the West
02/23/01
4.890
50,000,000.00
08/24/01
Bank of the West
04/16/01
4.140
50,000,000.00
10/15/01
Bank of the West
05/25/01
3.750
142,000,000.00
11 /20/01
Bank of the West
07/06/01
3.650
34,000,000.00
01/02/02
Bank of the West
07/09/01
3.600
50,000,000.00
01/08/02
Bank of the West
07/27/01
3.560
76,500,000.00
01/24/02
California Federal Bank
04/19/01
3.980
100,000,000.00
10/16/01
California Federal Bank
07/06/01
3.650
8,000,000.00
01/04/02
California Federal Bank
07/06/01
3.650
42,000,000.00
01/04/02
California Federal Bank
05/24/01
3.730
50,000,000.00
02/22/02
California Pacific Bank
02/20/01
4.980
2,000,000.00
08/20/01
California Pacific Bank
06/18/01
3.540
1,000,000.00
09/17/01
Califomia Pacific Bank
03/19/01
4.300
1,000,000.00
12/14/01
Millennium Bank
07/02/01
3.680
2,000,000.00
10/29/01
Oceanic Bank
03/15/01
4.430
4,000,000.00
03/15/02
30
TIME DEPOSITS
N-
DEPOSIT
PAR
MATURITY
DATE
YIELD
AMOUNT (s)
DATE
SAN FRANCISCO (continued)
Trans Pacific National Bank
03/19/01
4.250
800,000.00
03/19/02
United Commercial Bank
01/12/01
5.090
10,000,000.00
08/31/01
United Commercial Bank
09/01/00
6.320
20,000,000.00
08/31/01
United Commercial Bank
03/20/01
4.320
25,000,000.00
12/14/01
United Commercial Bank
04/04/01
4.160,
30,000,000.00
04/04/02
United Commercial Bank
06/05/01
3.660
10,000,000.00
06/05/02
United Commercial Bank
07/31/01
3.480
40,000,000.00
07/31/02
SANJOSE
Heritage Bank of Commerce
02/16/01
5.060
2,000,000.00
08/17/01
Meriwest Credit Union
Meriwest Credit Union
02/07/01
4.980
8,000,000.00
08/10/01
Meriwest Credit Union
04/23/01
07/20/01
3.990
3.560
5,000,000.00
5,000,000.00
10/19/01
01/18/02
San Jose National Bank
05/04/01
3.920
10,000,000.00
11/01/01
San Jose National Bank
04/30/01
3.870
10,000,000.00
04/30/02
Santa Clara Co. Fed. C.U.
02/06/01
4.950
15,000,000.00
08/07/01
SAN LUIS OBISPO
First Bank of San Luis Obispo
02/20/01
5.000
2,500,000.00
08/24/01
First Bank of San Luis Obispo
05/10/01
3.700
2,000,000.00
11/06/01
First Bank of San Luis Obispo
03/19/01
4.310
5,000,000.00
12/14/01
Mission Community Bank
03/12/01
4.640
1,000,000.00
09/10/01
Mission Community Bank
04/12/01
4.050
1,500,000.00
10/11/01
Mission Community Bank
06/12/01
3.650
1,000,000.00
12/10/01
San Luis Trust Bank
04/09/01
4.020
1,350,000.00
10/10/01
San Luis Trust Bank
05/01/01
4.040
1,000,000.00
10/26/01
SAN MARINO
East West Federal Bank
05/04/01
3.890
35,000,000.00
08/02/01
East West Federal Bank
05/18/01
3.720
38,000,000.00
11/16/01
East West Federal Bank
05/30/01
3.710
35,000,000.00
11/28/01
East West Federal Bank
07/06/01
3.660
12,000,000.00
01/04/02
East West Federal Bank
06/04/01
3.590
30,000,000.00
01/04/02
SAN RAFAEL
Metro Commerce Bank
06/01/01
3.610
1,800,000.00
11/28/01
Westamerica Bank
05/15/01
3.720
50,000,000.00
08/14/01
Westamerica Bank
06/20/01
3.520
25,000,000.00
09/20/01
Westamerica Bank
07/13/01
3.590
50,000,000.00
10/11/01
31
TIME DEPOSITS
DEPOSIT
PAR
MATURITY
NAME
DATE
YIELD
AMOUNT ($)
DATE
SAN RAFAEL (continued)
Westamerica Bank
07/18/01
3.510
25,000,000.00
07/18/02
Westamerica Bank
07/30/01
3.490
50,000,000.00
07/30/02
SAN RAMON
EBTEL Federal Credit Union
04/04/01
4.210
750,000.00
08/17/01
EBTEL Federal Credit Union
05/18/01
3.690
1,000,000.00
11/14/01
EBTEL Federal Credit Union
06/22/01
3.520
750,000.00
12/19/01
EBTEL Federal Credit Union
07/06/01
3.670
1,000,000.00
01/02/02
SANTA BARBARA
FNB of Central California
05/01/01
3.980
10,000,000.00
09/12/01
FNB of Central California
04/17/01
4.190
10,000,000.00
10/12/01
FNB of Central California
03/06/01
4.650
10,000,000.00
11/30/01
FNB of Central California
07/23/01
3.570
5,000,000.00
01/25/02
FNB of Central California
07/09/01
3.590
10,000,000.00
01/25/02
Santa Barbara Bank & Trust
07/27/01
3.560
6,000,000.00
02/08/02
Santa Barbara Bank & Trust
04/06/01
4.060
10,000,000.00
10/01/01
Santa Barbara Bank & Trust
05/03/01
3.940
10,000,000.00
11/01/01
Santa Barbara Bank & Trust
06/08/01
3.620
10,000,000.00
11/30/01
Santa Barbara Bank & Trust
03/09/01
4.490
10,000,000.00
11/30/01
Santa Barbara Bank & Trust
07/06/01
3.650
30,000,000.00
01/25/02
Santa Barbara Bank & Trust
07/27/01
3.560
10,000,000.00
02/08/02
SANTA CLARITA
Valencia Bank & Trust
03/21/01
4.430
4,000,000.00
09/17/01
SANTA MARIA
Hacienda Bank
03/14/01
4.620
1,000,000.00
09/11/01
SANTA ROSA
National Bank of the Redwoods
04/30/01
3.860
10,000,000.00
10/29/01
National Bank of the Redwoods
07/31/01
3.510
5,000,000.00
01/28/02
Redwood Credit Union
06/04/01
3.600
17,000,000.00
11/30/01
Redwood Credit Union
07/09/01
3.610
8,000,000.00
12/28/01
SONORA
Central California Bank 03/08/01 4.690 1,000,000.00 09/04/01
32
N_
STOCKTON
TIME DEPOSITS
DEPOSIT PAR MATURITY
DATE YIELD AMOUNT (S) DATE .
Pacific State Bank
04/16/01
4.160
1,000,000.00
10/12/01
Pacific State Bank
07/11/01
3.620
1,000,000.00
01/08/02
Union Safe Deposit Bank
02/05/01
4.850
10,000,000.00
08/07/01
Union Safe Deposit Bank
02/21/01
5.010
10,000,000.00
08/22/01
Union Safe Deposit Bank
04/13/01
4.100
10,000,000.00
10/11/01
Union Safe Deposit Bank
05/08/01
3.810
10,000,000.00
11/05/01
Union Safe Deposit Bank
06/14/01
3.660
10,000,000.00
12/11/01
Union Safe Deposit Bank
07/16/01
3.640
5,000,000.00
01/23/02
Union Safe Deposit Bank
07/26/01
3.590
10,000,000.00
01/23/02
Washington Mutual Bank
02/22/01
4.940
30,000,000.00
08/23/01
Washington Mutual Bank
05/01/01
3.870
30,000,000.00
10/26/01
Washington Mutual Bank
06/01/01
3.620
30,000,000.00
11/28/01
Washington Mutual Bank
03/14/01
4.500
30,000,000.00
12/10/01
Washington Mutual Bank
06/26/01
3.470
15,000,000.00
12/21/01
Washington Mutual Bank
07/24/01
3.570
30,000,000.00
01/24/02
SUNNYVALE
Asiana Bank
06/28/01
3.530
1,500,000.00
09/26/01
TORRANCE
China Trust Bank (USA)
05/18/01
3.620
20,000,000.00
08/17/01
China Trust Bank (USA)
06/04/01
3.640
20,000,000.00
09/06/01
China Trust Bank (USA)
06/11/01
3.680
5,000,000.00
09/11/01
China Trust Bank (USA)
07/23/01
3.570
25,000,000.00
10/19/01
South Bay Bank
03/12/01
4.640
2,000,000.00
09/06/01
South Bay Bank
03/02/01
4.730
3,000,000.00
09/06/01
South Bay Bank
05/04/01
3.930
4,000,000.00
11/08/01
South Bay Bank
05/25/01
3.770
2,000,000.00
11/20/01
South Bay Bank
07/27/01
3.560
1,000,000.00
01/25/02
South Bay Bank
06/07/01
3.620
3,000,000.00
03/01/02
TU_
First Fidelity Investment & Loan
05/07/01
3.760
6,000,000.00
08/07/01
First Fidelity Investment & Loan
05/31/01
3.720
15,000,000.00
09/05/01
First Fidelity Investment & Loan
07/19/01
3.580
10,000,000.00
10/17/01
First Fidelity Investment & Loan
07/30/01
3.560
9,000,000.00
11/02/01
Sunwest Bank
05/09/01
3.710
2,000,000.00
08/08/01
Sunwest Bank
Sunwest Bank
06/07/01
3.640
1,000,000.00
09/07/01
Sunwest Bank
07/10/01
3.640
3,500,000.00
10/09/01
04/20/01
3.910
2,500,000.00
10/17/01
33
�v�
BANK DEMAND DEPOSITS
JULY 2001
($ in thousands)
DAILY BALANCES
DAY OF
BALANCES PER
WARRANTS
M_
BANKS
OUTSTANDING
1
$ 735,640
$ 2,173,706
2
5269039
1,803,765
3
5319437
1,554,067
4
531,437
195549067
5
741,293
1,617,576
6
4279999
1,897,559
7
427,999
1,8979559
8
427,999
1,897,559
9
577,628
1,650,367
16
338,610
1,573,876
11
145,075
1,552,063
12
110,204
1,580,706
13
3989591
196939732
14
398,591
1,693,732
15
398,591
1,693,732
16
209,802
1,488,480
17
424,801
1,5929684
18
350,437
1,936,366
19
592,078
2,315,889
20
555,304
199009159
21
555,304
1,900,159
22
555,304
1,900,159
23
282,588
1,616,906
24
334,608
1,488,233
25
359,258
1,351,417
26
193,062
1,477,610
27
5899068
291149270
28
589,068
2,114,270
29
589,068
2,1149270
30
346,788
1,936,483
31
584,910
1,636,593
AVERAGE DOLLAR DAYS . 446,083 a/
a/ The prescribed bank balance for July was $330,573. This consisted of
$208,286 in compensating balances for services, balances for uncollected
funds of $122,287 and a deduction of $0 for July delayed
deposit credit.
35
TIME DEPOSITS
DEPOSIT
NAME DATE YIELD
TUSTIN (continued)
Sunwest Bank
07/26/01
VACAVILLE
Travis Credit Union
03/05/01
VISALIA
Bank of Visalia
04/30/01
WATSONVILLE
Monterey Bay Bank
06/20/01
Monterey Bay Bank
06/20/01
Monterey Bay Bank
07/02/01
WHITTIER
Quaker City Bank
04/18/01
Quaker City Bank
05/31 /01
Quaker City Bank
06/27/01
Quaker City Bank
07/12/01
Quaker City Bank
04/06/01
TOTAL TIME DEPOSITS JULY 2001
PAR MATURITY
AMOUNT DATE
3.570 5,800,000.00 11/01/01
4.720 40,000,000.00 08/31/01
3.860 2,000,000.00 08/01/01
3.540 2,000,000.00 09/20/01
3.540 6,000,000.00 09/20/01
3.680 8,000,000.00 01/07/02
4.200
8,000,000.00
10/16/01
3.700
25,000,000.00
11/27/01
3.490
10,000,000.00
12/28/01
3.570
14,000,000.00
01/08/02
4.000
8,000,000.00
04/05/02
4,915,045,000.00
34
�J �J
DESIGNATION BY POOLED MONEY INVESTMENT BOARD
OF TREASURY POOLED MONEY INVESTMENTS AND DEPOSITS
No. 1625
In accordance with sections 16480 through 16480.8 of the Government Code, the Pooled Money Investment Board, at its
meeting on July 18, 2001, 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 hank 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-
actions, 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
$ 208,286,000
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 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 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
07/16/2001 07/20/2001 $ 60,000,000
Time Deposits in
Various Financial
Institutions
In Securities (sections 96503a Estimated
(section 16430)* and 16602)' Total
$ 39,554,355,000 $ 4,909,145,000 $ 44,463,500,000
07/23/2001 07/27/2001 $ (822,100,000) $ 38,732,255,000 $ 4,909,145,000 $ 43,641,400,000
(3)
07/30/2001
08/03/2001
$
102,200,000
$
38,834,455,000
$
4,909,145,000 $
( 4)
08/06/2001
08/10/2001
$
224,600,000
$
39,059,055,000
$
4,909,145,000 $
(5)
08/13/2001
08/17/2001
$
757,700,000
$
39,816,755,000
$
4,909,145,000 $
43,743,600,000
43,968,200,000
44,725,900,000
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 $ 208,286,000.
POOLED MONEY INVESTMENT BOARD:
C.
Chairperson
Member
I
i
M
■
DESIGNATION BY POOLED MONEY INVESTMENT BOARD
OF TREASURY POOLED MONEY INVESTMENTS AND DEPOSITS
No. 1625
In accordance with sections 16480 through 16480.8 of the Government Code, the Pooled Money Investment Board, at its
meeting on July 18, 2001, 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-
actions, 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 $ 208,286,000
The active rioninterest-bearing 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 investment in securities authorized by section 16430, Government Code, or in term interest -
bearing deposits in banks and
savings and loan associations as follows:
Time. Deposits in
Various Financial
Institutions
In Securities
(sections 16503a
Estimated
From
To
Transactions
(section 16430)*
and 16602)*
Total
( 1)
07/16/2001
07/20/2001
$ 60,000,000
$ 39,554,355,000
$ 4,909,145,000
$
44,463,500,000
(2)
07/23/2001
07/27/2001
$ (822,100,000)
$ 38,732,255,000
$ 4,909,145,000
$
43,641,400,000
(3)
07/30/2001
08/03/2001
$ 102,200,000
$ 38,834,455,000
$ 4,909,145,000
$
43,743,600,000
(4)
08/06/2001
08/10/2001
$ 224,600,000
$ 39,059,055,000
$ 4,909,145,000
$
43,968,200,000
(5)
08/13/2001
08/17/2001
$ 757,700,000
$ 39,816,755,000
$ 4,909,145,000
$
44,725,900,000
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.
Additjonal 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 $ 208,286,000.
POOLED MONEY INVESTMENT BOARD:
Chairperson
Member
Dated: July 18, 2001
* Government Code 36 Member
040
PHILIP ANGELIDES j
TREASURER
STATE OF CALIFORNIA
INVESTMENT DIVISION SELECTED INVESTMENT DATA
ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO
(000 OMITTED)
TYPE OF SECURITY
Government
Bills
Bonds
Notes
Strips
Total Government
Federal Agency Coupons
Certificates of Deposit
Bank Notes
Bankers' Acceptances
Repurchases
Federal Agency Discount Notes
Time Deposits
GNMAs
Commercial Paper
FHLMC
Corporate Bonds
Pooled Loans
GF Loans
Reversed Repurchases
Total (All Types)
JUNE 30, 2001
PERCENTAGE
CHANGE FROM
AMOUNT PERCENT PRIOR MONTH
1,812,142
3.32
-.48
0
0.00
0.00
3,5089657
6.44
-.49
0
0.00
0.00
5,320,799
9.76
-.97
4,621,708
8.48
+1.48
8,185,098
15.02
-1.12
1,650,015
3.03
-1.20
0
0.00
0.00
0
0.00
0.00
10,147,132
18.62
-.22
4,865,145
8.93
-1.09
977
0.00
0.00
14,470,048
26.55
+2.85
9,978
0.02
0.00
2,496,230
4.58
-.34
2,729,138
5.01
+.20
0
0.00
0.00
0
0
0
549496,268
100.00
INVESTMENT ACTIVITY
JUNE 2001
NUMBER AMOUNT
Pooled Money 666 $ 31,6839048
Other 38 317,097
Time Deposits 157 1,771,300
Totals 861 $ 3397719445
PMIA Monthly Average Effective Yield 4.958
Year to Date Yield Last Day of Month 6.104
MAY 2001
NUMBER
AMOUNT
477
$ 22,507,059
33
309,751
149
2,612,800
659
$ 25,429,610
5.328
6.222
2