BUTTE COUNTY TREASURER - INVESTMENT REPORT

Transcription

1 BUTTE COUNTY TREASURER - INVESTMENT REPORT September 30, 2005 AVERAGE PORTFOLIO AVERAGE PORTFOLIO MATURITY YIELD DIRECT INVESTMENTS* 917 Days 4.047% COMBINED PORTFOLIO** 755 Days 3.920% Cost Carried Monthly Yield LOCAL AGENCY INVESTMENT FUND (LAIF) 48,509, % Issue Maturity Cost Carried Date Date Quarterly Yield BUTTE COUNTY SOLAR ENERGY PROJECT LOAN 943, /24/2004 6/30/ % CERTIFICATES OF DEPOSIT Acct. No. Cost Carried Issue Maturity Nominal Annual Yield Date Date Rate TRI-COUNTIES BANK , /24/2002 4/24/ % 5.250% TOTAL OF CD'S: 500, FEDERAL AGENCY NOTES - Credit Rating = AAA gency# Issuer Cusip Par Value Market Value Cost Carried Purchased Matures Annual Yield 143 FHLB 3133M5W89 3,000, ,000, ,980, /19/ /7/ % 146 FHLMC 3134A0TG7 3,000, ,018, ,003, /19/2001 1/19/ % 147 FFCB 31331HA72 3,000, ,011, ,010, /16/ /22/ % 148 FNMA 31359CCD5 3,395, ,416, ,398, /2/2001 2/2/ % 150 FFCB 31331HA72 2,000, ,007, ,007, /24/ /22/ % 151 FFCB 31331H6H5 3,000, ,016, ,000, /24/2001 1/23/ % 161 FFCB 31331LFM5 3,000, ,016, ,989, /19/2001 4/17/ % 162 FHLB 3133MEU66 3,000, ,022, ,998, /15/2001 5/15/ % 166 FFCB 31331LKB3 5,000, ,046, ,996, /3/2001 6/15/ % 168 FFCB 31331LMQ8 5,000, ,051, ,009, /3/2001 7/25/ % 169 FAMCA 31315MBU9 5,000, ,046, ,002, /3/2001 7/26/ % 170 FHLB 3133MEU66 5,000, ,037, ,001, /6/2001 5/15/ % 173 FHLB 3133MKED5 2,000, ,013, ,995, /10/ /15/ % 177 FHLMC 3134A4NWO 5,000, ,043, ,980, /15/2002 3/15/ % 181 FHLB 3133MNPQ8 7,000, ,059, ,974, /15/2002 5/15/ % 184 FNMA 31359MNP4 5,000, ,996, ,038, /7/2002 7/15/ % 186 FFCB 31331RMX0 3,020, ,115, ,178, /14/2003 1/14/ % 187 FNMA 31359MQM8 5,000, ,882, ,970, /15/2003 1/15/ % 194 FFCB 31331QZP5 5,000, ,906, ,990, /16/2003 4/16/ % 195 FHLMC 3128X1CD7 5,000, ,878, ,000, /21/2003 5/21/ % 196 FHLMC 3128X1EB9 5,000, ,867, ,999, /4/2003 6/4/ % 197 FHLB 3133MYYU5 5,000, ,859, ,998, /5/2003 6/5/ % 198 FHLB 3133MYZX8 5,000, ,828, ,000, /2/2003 6/2/ % 200 FHLB 3133X2BZ7 5,000, ,890, ,964, /2/ /14/ % 201 FHLB 3133X2BZ7 5,000, ,890, ,989, /10/ /14/ % 202 FHLB 3133X0LJ6 5,000, ,912, ,017, /10/2003 8/15/ % 203 FNMA 31359MEK5 5,000, ,131, ,239, /15/2004 1/15/ % 204 FFCB 31331TRH6 5,000, ,896, ,998, /28/2004 7/28/ % 205 FNMA 3136F45D2 5,000, ,923, ,998, /30/2004 1/30/ % 206 FHLMC 3134A4RH9 5,000, ,931, ,074, /5/2004 9/15/ % 208 FHLB 3133M7N77 3,980, ,126, ,248, /5/2004 2/17/ % 209 FHLMC 3133X56B9 5,000, ,823, ,000, /30/2004 3/30/ % 210 FHLB 3128X2R80 2,000, ,938, ,999, /29/2004 9/28/ % 211 FHLB 3133X53J5 2,235, ,201, ,235, /29/2004 6/29/ % 212 FHLB 3133X5HP6 5,000, ,829, ,000, /29/ /28/ % 213 FHLB 3133X5ME5 3,330, ,261, ,330, /20/ /20/ % 214 FNMA 3136F5JW2 3,000, ,905, ,998, /1/ /1/ % 215 FHLB 3133X5NT1 4,000, ,911, ,999, /19/2004 1/19/ % 216 FNMA 31359MTF0 5,000, ,910, ,073, /26/2004 9/15/ % 217 FNMA 31359MRW5 5,000, ,812, ,992, /29/2004 5/19/ % 218 FHLMC 3128X2ME2 5,000, ,907, ,065, /29/2004 1/12/ % 219 FHLMC 3134A4UQ5 5,000, ,857, ,977, /15/2004 4/15/ % 220 FFCB 31331TD40 5,000, ,848, ,971, /15/2004 4/15/ % 221 FHLMC 3128X3WY5 3,500, ,422, ,494, /10/2004 9/22/ % 222 FHFHLMC 3128X1PN1 2,000, ,920, ,964, /13/2004 7/9/ % 223 FHLMC 3128X3SL8 2,750, ,713, ,766, /13/2004 7/30/ % 224 FHLMC 3128X3VA8 2,000, ,979, ,000, /15/2004 9/1/ % 228 FHLMC 3134A33L8 3,000, ,313, ,310, /15/2005 3/15/ % 229 FHLMC 3128X35R0 3,000, ,976, ,978, /11/2005 3/1/ % 230 FFCB 31331STD5 3,000, ,025, ,003, /5/2005 4/5/ % 231 FHLMC 3128X34V2 3,000, ,962, ,987, /17/2005 2/22/ % 232 FFCB 31331SZQ9 3,370, ,306, ,335, /21/2005 6/10/ % 233 FHLB 3133XBTH8 3,000, ,962, ,002, /21/2005 6/11/ % 234 FHLB 3133XCEQ2 3,000, ,964, ,972, /27/2005 7/13/ % 235 FHLB 3133XCUR2 3,000, ,005, ,027, /15/2005 9/10/ % 236 FHLMC 3128X4GL9 3,000, ,994, ,000, /19/2005 8/4/ % 237 FFCB 3133ITBZ3 3,000, ,999, ,005, /21/2005 8/27/ % 224,580, ,602, ,549, FHLB - Federal Home Loan Bank 65, FNMA - Fed National Mortgage Corp. 1 FHLMC - Fed Home Loan Mortgage FAMAC - Fed. Ag. Mortgage Corp.

2 gency# Issuer Cusip Par Value Market Value Cost Carried Purchased Matures Annual Yield TOTAL OF AGENCY NOTES: 225,614, FFCB - Federal Farm Credit Bank SUBTOTAL PAR : 274,533, (SEE CHARTS) {Short term (less than 12 months) 95,154, SUBTOTAL INVESTMENT PORTFOLIO------> 275,568, {Long term (more than 12 months) 180,413, ,568, SCHOOL BOND PROCEEDS Par Value Cost Carried Purchased Matures CHICO UNIFIED BOND "A" LAIF 10,855, ,855, /31/1998 N/A TOTAL OF CUSD B 10,855, PARADISE UNIFIED BOND "M" LAIF 891, , /31/1995 N/A TOTAL OF PUSD B 891, OROVILLE CITY ELEM BOND "A" LAIF 47, , /6/2003 N/A TOTAL OF OROVILLE CITY ELEM BONDS: 47, OROVILLE HIGH SCHOOL "A" LAIF 1,301, ,301, /14/03 N/A OROVILLE HIGH SCHOOL "B" LAIF 199, , /08/04 TOTAL OF OROVILLE HIGH SCHOOL BONDS: 1,501, BUTTE/GLENN COMMUNITY COLLEGE BOND "A" LAIF 3,630, ,630, /06/02 N/A BUTTE/GLENN COMMUNITY COLLEGE BOND "B" LAIF 36,998, ,998, TOTAL OF BUTTE/GLENN COLLEGE BONDS: 40,628, THERMALITO SCHOOL BOND "M" LAIF 1,889, ,889, TOTAL OF THERMALITO SCHOOL BONDS: 1,889, TOTAL SCHOOL BOND PROCEEDS: 55,815, SUBTOTAL INVESTMENT PORTFOLIO: 331,383, TOTAL INVESTMENTS WITH TRUSTEES Par Value Market Value Book Value (Cost Carried) 25,734, ,673, ,698, (SEE PAGE 3, "INVENTORY OF INVESTMENTS MANAGED BY TRUSTEES", FOR DETAIL) TOTAL INVESTMENT PORTFOLIO: 357,082, * Investment portfolio excluding State Treasurer's Local Agency Investment Fund, Bonds and Investments With Trustees **Investment portfolio including State Treasurer's Local Agency Investment Fund but excluding Bonds and Investments With Trustees 2

3 COUNTY OF BUTTE INVESTMENTS UNDER MANAGEMENT OF TRUSTEES AS OF 9/30/2005 PURCHASE MATURITY ANNUAL PAR MARKET LOAN PROGRAM INVESTMENT TYPE DATE DATE DESCRIPTION CUSIP# YIELD 2003 REFUNDING COP U.S. BANK, TRUSTEE Expense Fund #XXXX6106 Money Market First Amer Treas Oblig FD CL D 2.96% 16, , Program Fund #XXXX6105 Money Market First Amer Treas Oblig FD CL D 2.92% Reserve Fund #XXXX6101 Money Market First Amer Treas Oblig FD CL D 2.96% 11, , U.S. Treas/Agency 2/22/2005 2/15/2008 FHLB of 2/05/ MVZA4 3.46% 520, , Lease Payment #XXXX6100 Money Market First Amer Treas Oblig FD CL D 2.92% SUBTOTAL 548, , PENSION OBLIGATION BONDS WELLS FARGO BANK, TRUSTEE Series A Bond Fund # XXXX1106 Money Market Government MMF Service Fund # % 35, , Commercial Paper 9/19/2005 6/1/2006 General Electric Credit Corp 36959JF % 846, , Commercial Paper 9/19/ /1/2005 General Electric Credit Corp 36959HZ % 846, , Interest Rate Stabilization Fund # XXXX1109 Money Market Government MMF Service Fund # % 1,422, ,422, U.S. Treas/Agency 1/25/2005 7/21/2006 FHLB of 1/10/ XACS % 1,500, ,487, U.S. Treas/Agency 8/08/2005 7/15/2006 FHLMC of 7/16/ A4GK % 3,000, ,027, Series B Interest Fund #XXXX1301 Money Market Government MMF Service Fund # % 314, , Commercial Paper 9/19/ /30/2005 General Electric Credit Corp 36959HZW % 255, , Commercial Paper 9/19/2005 3/31/2006 General Electric Credit Corp 36959JCX % 255, , U.S. Treas/Agency 9/19/2005 6/29/2006 FHLMC Discount Note YS % 170, , Series C Interest Fund #XXXX1501 Money Market Government MMF Service Fund # % 135, , Commercial Paper 9/19/ /30/2005 General Electric Credit Corp 3659HZW % 105, , Commercial Paper 9/19/2005 3/31/2006 General Electric Credit Corp 36959JCX % 105, , Commercial Paper 9/19/2005 6/1/2006 General Electric Credit Corp 36959JF % 695, , SUBTOTAL 9,684, ,635, WORKERS COMPENSATION FUNDING WELLS FARGO BANK, TRUSTEE Trust Fund #XXXX0600 Money Market Government MMF Service Fund # % 129, , Annuity Contract 11/03/2004 5/01/2008 Transamerica Life Ins & Annuity Co % 15,045, ,045, Debt Service Fund # XXXX0602 Money Market Government MMF Service Fund # % 326, , SUBTOTAL 15,501, ,501, PAR MARKET GRAND TOTAL 25,734, ,673,

4 BOOK 16, , , , , , , ,422, ,498, ,037, , , , , , , , , ,655, , ,045, , ,501, BOOK 25,698,

5 Investments by Type Investments by Maturity & Yield Federal Home Loan Bank FHLB 74,545,000 Fed Home Loan Mortgage Corp FHLMC 65,250,000 LAIF % $48,509,763 Fed National Mortgage Assn FNMA 31,395, mos 5.214% $46,573,837 Federal Farm Credit Bank FFCB 48,390, mos 3.501% $94,850,000 Fed Agriculture Mortgage Corp FAMCA 5,000, mos 4.055% $84,600,000 Local Agency Investment Fund LAIF 48,509,763 TOTAL PAR $274,533,600 Commercial Paper CP 0 *Investments managed by Trustees are not included OTHER 1,443,837 INVESTMENTS BY TYPE FAMCA 2% FFCB 18% LAIF 18% FNMA 11% CP 0% FHLB 27% FHLMC 24% INVESTMENTS BY MATURITY & YIELD & YIELD LAIF - LAIF mos 3.324%, 3.324% 4.055%, $48,509, mos $48,509,763 $84,600, % 18% $105,230,000 37% mos 5.214% mos $46,573, %, 17% $46,573, mos mos 3.501% 3.501%, $94,850,000 $94,850,000 34% BUTTE COUNTY TREASURY FUND BALANCE $415,000,000 $365,000,000 $315,000,000 $265,000,000 $215,000,000 $165,000,000 $115,000,000 $65,000,000 JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC

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