SANTA BARBARA COUNTY TREASURER S REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE FOR THE QUARTER ENDED December 3, 203
ECONOMIC TREND The Federal Reserve (FED) continued to maintain the target federal funds rate at a range of 0 to.25% throughout the quarter while tapering its purchase program by $0 billion. The FED reaffirmed its expectation that the current exceptionally low target range for the federal funds rate will be appropriate at least as long as the unemployment rate remains above 6 ½ percent, inflation between one and two years ahead is projected to be no more than a half percentage point above the Committee s 2 percent longer-run goal, and longer-term inflation expectations continue to be well anchored. The FED will closely monitor incoming information on economic and financial developments in coming months and will continue its purchases of Treasury and agency mortgage-backed securities, and employ its other tools as appropriate, until the outlook for the labor market has improved substantially in the context of price stability. INVESTMENT ACTIVITIES The investment portfolio is in compliance with the Government Code and the Treasurer s Investment Policy. The Treasurer s Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months. 2
ECONOMIC TREND: Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force. The sampling used each month to calculate the rate is approximately 60,000 households. The national unemployment rate began the quarter at 7.2% and ended the quarter at 6.7%. California s preliminary unemployment rate was 8.5% in November. 3 Source: Bureau of Labor Statistics
ECONOMIC TREND: Inflation The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households. CPI was.5 at the end of December. The Core CPI, which excludes food and energy, was.7 at the end of December. 4 Source: Bureau of Labor Statistics
ECONOMIC TREND: Consumer Confidence Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions, employment conditions, and total family income. It began the quarter at 80.2 and ended at 78.. 5 Source: Conference Board
ECONOMIC TREND: GDP (Gross Domestic Product) Gross domestic product is the value of all goods and services produced. The economy experienced its seventeenth consecutive quarter of positive growth, ending September 203 at 4.%. 6 Source: Bureau of Economic Analysis
Santa Barbara County Treasurer's Investment Pool Statement of Assets As of December 3, 203 Asset Description Cost Net Unrealized Holding Gains/(Losses) Fair Value* 2/3/203 Percent of Portfolio Yield to Weighted Average Days to Fair Value 9/30/3 Net Change Cash $ 57,88,744 $ - $ 57,88,744 3.04 0.220 $ 05,936,527 $ 5,945,27 California Asset Management Program (CAMP) 20,000,000-20,000,000.65 0.060 26,000,000 (6,000,000) Local Agency Investment Fund (LAIF) 50,000,000-50,000,000 4.3 0.270 50,000,000 - U.S. Treasury Bills 34,878,906 (4,56) 34,874,750 2.88 0.445 75-34,874,750 Government Agency Bonds 395,55,88 60,832 395,36,650 32.65 0.354 324 325,464,650 69,852,000 Government Agency Discount Notes 64,859,453 86,247 64,945,700 3.62 0.29 40 04,985,850 59,959,850 Government Agency Bonds - Callable 39,279,34 (3,355,36) 387,924,78 32.03 0.989,248 348,669,596 39,254,582 Total $,24,055,235 $ (3,2,23) $,20,943,022 00.00 0.505 548 $ 96,056,623 $ 249,886,399 *Provided by Union Bank Treasurer's Pool Earnings Summary: Total Net Earnings on the Treasurer's Pool $ 974,923 Average Daily Balance on the Treasurer's Pool $,048,935,806 Net Interest Rate on the Treasurer's Pool 0.369% 7
TREASURER'S INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE) 2/3/203 Callable Securities, 32.2% Treasury Bills, 2.9% CAMP,.6% Cash on Deposit at Bank, 3.0% LAIF - State Investment Pool, 4.% Government Agency Notes, 46.2% Treasury Bills $ 35,000,000 Cash on Deposit at Bank $ 57,88,744 Government Agency Notes $ 560,000,000 LAIF - State Investment Pool $ 50,000,000 CAMP $ 20,000,000 Callable Securities $ 39,380,000 TOTAL $,24,26,744 8
S&P CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE 2/3/203 AA (Long Term Rating) 68.9% CA Local Agency Investment Fund/ Cash on Deposit at Bank (Not Rated) 7.% AAA (Long Term Rating) 4.0% Investment Policy Requirements: -- US Treasuries: N/A -- Agency of the Federal Government/US Government Sponsored: N/A -- Commercial Paper of US Corporations, Assets Greater Than $500 million: A, P, F (by two of the three rating agencies) -- State of California - LAIF/Managed Investment Pools: N/A -- Negotiable CD's: A, P, F (by two of the three rating agencies) -- Medium Term Notes/Corporate Notes of US Corporations: Up to three years: AAby at least two of the three rating agencies. Greater than three years: AA by at least two of the three rating agencies. 9
TREASURER'S INVESTMENT POOL MATURITY DISTRIBUTION 2/3/203 3-4 YEARS,.5% 4-5 YEARS, 9.3% OVERNIGHT, 8.8% - 90 DAYS, 8.2% 2-3 YEARS, 3.0% - 2 YEARS, 0.5% 9 DAYS - YEAR, 28.7% 0
TREASURER'S INVESTMENT POOL AVERAGE DAILY CASH BALANCE & INCOME DISTRIBUTION FOR THE QUARTER ENDED 2/3/203 Special Districts, 9% County, 4% Schools, 50% The average daily cash balance of all entities in the pool during the quarter was $,048,935,806. Aggregate interest earnings of $974,923 was distributed to pool participants.
TREASURER'S INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS 2/3/203 7.00% 6.00% 5.00% 4.00% 3.00% 2.00%.00% 0.00% 0.37% 0.26% 0.25% 0.07% LAIF Treasurer's Pool Federal Funds 3 mo T-Bill 2
County Pool 203-204 Portfolio Management Investment Status Report - Investments December 3, 203 Page CUSIP Investment # Issuer Cash Par Value Stated Rate Purchase Term Days to Market Value Accrued Interest At Purchase Current Principal Book Value SYS5495 5495 BAC 57,88,744.00 0.220 57,88,744.00 57,88,744.00 57,88,744.00 CAMP Cash Totals 57,88,744.00 57,88,744.00 0.00 57,88,744.00 57,88,744.00 SYS5272 5272 CAMP 20,000,000.00 0.060 20,000,000.00 20,000,000.00 20,000,000.00 Local Agency Investment Funds CAMP Totals 20,000,000.00 20,000,000.00 0.00 20,000,000.00 20,000,000.00 SYS009 009 LAIF 50,000,000.00 0.270 50,000,000.00 50,000,000.00 50,000,000.00 Local Agency Investment Funds Totals 50,000,000.00 50,000,000.00 0.00 50,000,000.00 Federal Agency Coupon Securities 50,000,000.00 333KAH3 530 FFCB.25 02/27/204 0/9/20,35 57 5,06,350.00 4,990,50.00 4,999,506.62 333KHW3 5342 FFCB.625 /9/204 04/9/20,30 322 5,076,300.00 4,997,00.00 4,999,285.2 333KTK6 545 FFCB 0,000,000.00 0.875 08/0/204 08/0/20,096 22 0,052,800.00 0,000,000.00 0,000,000.00 333K7J3 557 FFCB 0.350 0/23/204 0/23/202 73 22 5,002,750.00 333EA5F 569 FFCB 0.250 0/22/204 0/22/202 730 294 5,003,400.00 4,998,500.00 4,999,393.75 333ECE9 5679 FFCB 0,000,000.00 0.400 02/0/206 02/0/203,095 76 9,988,500.00 9,995,000.00 9,996,527.78 333ECWQ3 5729 FFCB 0,000,000.00 0.375 09/09/205 08/09/203 76 66 0,007,500.00 0,000,000.00 0,000,000.00 333ED2R2 5739 FFCB 0.60 0/0/204 0/08/203 358 273 4,999,00.00 55.56 4,999,395.00 4,999,537.25 333EDBE 5762 FFCB 0.220 07/09/205 2/0/203 576 554 4,996,340.25 30.56 4,996,200.00 4,996,340.25 333EDAL6 5764 FFCB 0.280 08/25/205 2//203 622 60 622.22 333EDC67 5784 FFCB 0,000,000.00 0.250 06/8/205 2/3/203 534 533 9,998,500.00 902.78 9,998,500.00 9,998,500.00 333783D 5534 FHLB 0,000,000.00 0.300 02/3/204 02/3/202 73 43 0,005,700.00 0,000,000.00 0,000,000.00 33376ZQ 5547 FHLB 0.375 03/3/205 03/09/202,099 436 5,009,000.00 Received 4,975,350.00 4,990,76.38 33380L96 5592 FHLB 0.500 /20/205 08/23/202,84 688 5,0,750.00 4,998,400.00 4,999,069.07 3338H24 5647 FHLB 0.250 0/6/205 2/05/202 772 380 5,004,00.00 4,994,55.00 4,997,297.4 3338NB7 5666 FHLB 0,000,000.00 0.80 0/02/204 0/02/203 365 0,00,300.00 9,998,700.00 9,999,996.39 3338YP4 5672 FHLB 0.250 02/20/205 0/25/203 756 45 5,00,200.00 4,995,550.00 4,997,556.98 33382M42 5694 FHLB 0,000,000.00 0.25 03/27/204 04/0/203 360 85 0,00,000.00 Received 9,994,370.00 9,998,639.94 33382T94 5706 FHLB 0.25 0/7/204 04/7/203 275 6 5,000,250.00 4,999,50.00 4,999,949.63 333834R9 570 FHLB 0.375 06/24/206 05/0/203,4 905 4,992,600.00 4,99,50.00 4,992,968.82 33383KP5 576 FHLB 0,000,000.00 0.60 06/30/204 06/07/203 388 80 0,000,700.00 9,998,700.00 9,999,392.43 33383MA6 578 FHLB 0,000,000.00 0.25 06/9/204 06/26/203 358 69 9,998,700.00 Received 9,992,389.00 9,996,377.77 Portfolio SB99 AP Run : 0/2/204-6:5 PM (PRF_PMS) 7.2.5 Report Ver. 7.3.
County Pool 203-204 Portfolio Management Investment Status Report - Investments December 3, 203 Page 2 CUSIP Investment # Issuer Federal Agency Coupon Securities Par Value Stated Rate Purchase Term Days to Market Value Accrued Interest At Purchase Current Principal Book Value 33383MM0 5720 FHLB 0,000,000.00 0.25 06/20/204 06/27/203 358 70 9,998,600.00 Received 9,992,389.00 9,996,356.2 33383BN0 5728 FHLB 0,000,000.00 0.40 05/22/204 07/3/203 295 4 0,000,200.00 Received 9,999,000.00 9,999,55.46 33383W49 5730 FHLB 0,000,000.00 0.00 02/4/204 08/4/203 84 44 0,000,000.00 9,999,630.00 9,999,9.6 33383YZ8 5735 FHLB 0,000,000.00 0.70 09//204 09//203 365 253 0,000,000.00 9,998,760.00 9,999,38.89 330A03D0 5737 FHLB 0,000,000.00 0.25 09/2/204 09/2/203 365 254 9,996,00.00 9,993,500.00 9,995,468.06 330A05Y2 5742 FHLB 20,000,000.00 0.090 06/30/204 0/28/203 245 80 9,992,000.00 Received 9,997,800.00 9,998,372.73 330A0BE9 5745 FHLB 0,000,000.00 0.20 08/2/204 /2/203 273 223 9,999,263.33 9,999,00.00 9,999,263.33 330A0C65 5746 FHLB 0.625 2/28/206 /5/203,39,092 4,986,285.75 4,985,700.00 4,986,285.75 330A0BZ2 5747 FHLB 0.20 08/5/204 /5/203 273 226 4,999,332.5 4,999,95.00 4,999,332.5 330A05Y2 5748 FHLB 0.090 06/30/204 /20/203 222 80 4,994,000.00 Received 4,997,600.00 4,998,047.27 33383SV4 575 FHLB 0,000,000.00 0.70 07/28/204 /25/203 245 208 0,00,644.07 5,69.44 0,00,930.00 0,00,644.07 330A0FE5 576 FHLB 0,000,000.00 0.40 08/0/204 2/0/203 234 22 9,999,709.09 9,999,680.00 9,999,709.09 33383TZ4 5763 FHLB 0,000,000.00 0.25 07/29/204 2/0/203 23 209 9,999,064.45 4,548.6 9,998,970.00 9,999,064.45 330A0DQ0 5765 FHLB 0.20 05/27/204 2//203 67 46 4,999,643.80 700.00 4,999,595.00 4,999,643.80 330A0CC2 5766 FHLB 0,000,000.00 0.25 /20/204 2/2/203 343 323 9,994,903.55 763.89 9,994,600.00 9,994,903.55 330A0FX3 5767 FHLB 0.20 02/8/205 2/2/203 433 43 334G2YJ5 5449 FHLMC 0.500 09/9/204 09/23/20,092 26 5,04,00.00 Received 4,994,200.00 4,998,609.29 337EACY3 5454 FHLMC 0.750 /25/204 0/06/20,46 328 5,030,650.00 4,998,300.00 4,999,52.3 334G2UA8 554 FHLMC.000 08/20/204 0/9/202 944 23 5,032,200.00 Received 5,062,850.00 5,05,459.34 334G3LA6 555 FHLMC 0,000,000.00 0.375 02/27/204 0/23/202 766 57 0,008,900.00 9,99,000.00 9,999,33.56 334G3NS5 5530 FHLMC 0.300 03/2/204 02/06/202 774 79 5,004,650.00 4,997,500.00 4,999,738.56 337EADS5 573 FHLMC 0.875 0/4/206 08/6/203,55,07 5,040,200.00 4,999,250.00 4,999,338.97 334G4QR2 5776 FHLMC 0.500 2/27/207 2/27/203,46,456 335G0DW0 5453 FNMA 0.625 0/30/204 0/04/20,22 302 5,022,50.00 Received 4,995,550.00 4,998,796.97 335G0FY4 5474 FNMA 0.750 2/9/204 /7/20,28 352 5,030,900.00 4,999,850.00 4,999,953.06 335G0AL7 553 FNMA 2.250 03/5/206 02/0/202,495 804 5,205,900.00 Received 5,29,600.00 5,56,969.76 335G0NV 5590 FNMA 0.500 09/28/205 08/7/202,37 635 5,04,00.00 4,995,700.00 4,997,594.92 335G0SB0 5633 FNMA 0,000,000.00 0.375 2/2/205 /6/202,30 79 9,992,200.00 9,976,700.00 9,985,63.23 335G0XP3 57 FNMA 0.375 07/05/206 05/7/203,45 96 4,972,850.00 4,982,750.00 4,986,75.53 Federal Agency Coupon Securities Totals 39 6 324 395,497,386.44 3,343.06 395,55,88.00 Federal Agency Disc. -Amortizing 395,063,85.06 3333A65 5772 FCDN 0.40 08/04/204 2/20/203 227 25 4,987,458.33 4,986,758.33 4,987,458.33 33385WF9 577 FHDN 0,000,000.00 0.75 05/0/204 06/24/203 3 20 9,996,500.00 9,984,88.94 9,994,66.66 Portfolio SB99 AP Run : 0/2/204-6:5 PM (PRF_PMS) 7.2.5
County Pool 203-204 Portfolio Management Investment Status Report - Investments December 3, 203 Page 3 CUSIP Investment # Issuer Federal Agency Disc. -Amortizing Par Value Stated Rate Purchase Term Days to Market Value Accrued Interest At Purchase Current Principal Book Value 33385WP7 5768 FHLBDN 0,000,000.00 0.0 05/09/204 2/8/203 42 28 9,996,088.89 9,995,66. 9,996,088.89 33385WP7 577 FHLBDN 0.0 05/09/204 2/9/203 4 28 4,994,33.33 4,993,537.50 4,994,33.33 33397RV5 5705 FMCDN 0,000,000.00 0.30 0/5/204 04/5/203 275 4 9,999,400.00 9,990,069.40 9,999,494.44 33397WE7 5724 FMCDN 0,000,000.00 0.40 04/30/204 07/0/203 294 9 9,997,000.00 9,988,566.67 9,995,372.22 33397XR7 5734 FMCDN 0.20 06/04/204 09/06/203 27 54 4,992,800.00 4,986,450.00 4,992,300.00 33397XD8 574 FMCDN 0.090 05/23/204 0/25/203 20 42 4,994,000.00 4,992,25.00 4,994,675.00 33397XT3 5744 FMCDN 0.00 06/06/204 /04/203 24 56 4,997,833.33 4,997,027.78 4,997,833.33 33397YQ8 5756 FMCDN 0.20 06/27/204 /26/203 23 77 4,99,50.00 4,989,350.00 4,99,50.00 33397XH9 5757 FMCDN 0,000,000.00 0.20 05/27/204 /27/203 8 46 9,995,33.34 9,993,966.67 9,995,33.34 33589SQ7 5699 FNDN 0,000,000.00 0.50 02/03/204 04/08/203 30 33 9,999,000.00 9,987,458.33 9,998,625.00 33589RG0 5723 FNDN 0,000,000.00 0.20 0/02/204 07/09/203 77 9,999,500.00 9,994,00.00 9,999,966.67 33589M34 5758 FNDN 0.50 0/28/204 2/04/203 328 300 4,98,250.00 4,979,500.00 4,98,250.00 Federal Agency Disc. -Amortizing Totals 6 235 40 64,92,247.22 0.00 64,859,452.73 Treasury Coupon Securities 64,97,647.2 92828TM2 5773 USTR 0.625 08/3/207 2/26/203,344,338 4,905,890.76 0,00.4 4,905,468.75 4,905,890.76 92828UK4 5774 USTR 0.250 0/3/205 2/27/203 400 395 5,004,243.7 5,06.4 5,004,296.88 5,004,243.7 92828VG2 5783 USTR 0.500 06/5/206 2/30/203 898 896 4,994,53.68,030.22 4,994,40.63 4,994,53.68 92828TK6 5785 USTR 0,000,000.00 0.250 08/5/205 2/3/203 592 59 9,998,440.4 9,375.00 9,998,437.50 9,998,440.4 92828A67 5786 USTR 0,000,000.00 0.250 2/3/205 2/3/203 730 729 9,976,594.6 9,976,562.50 9,976,594.6 Treasury Coupon Securities Totals 3 754 75 34,879,322.36 25,566.50 34,878,906.26 Federal Agency Coupon - Callables 34,879,322.36 333EAWZ7 5576 FFCB 0,000,000.00 0.790 07//206 07//202,46 922 0,000,600.00 0,000,000.00 0,000,000.00 333EAYQ5 5580 FFCB 0,000,000.00 0.70 07/9/206 07/9/202,46 930 0,000,600.00 0,000,000.00 0,000,000.00 333EAZK7 5583 FFCB 0.970 07/24/207 07/24/202,826,300 4,987,600.00 333EAZK7 5584 FFCB 0.970 07/24/207 07/24/202,826,300 4,987,600.00 333EAZ76 560 FFCB 0.690 09/26/206 09/26/202,46 999 4,999,450.00 333EA5V6 5620 FFCB 0.620 0/24/206 0/24/202,46,027 4,996,400.00 333EA5V6 562 FFCB 0.620 0/24/206 0/24/202,46,027 4,996,400.00 4,992,500.00 4,994,723.96 333EA6P8 5628 FFCB 0.500 /05/205 /05/202,095 673 5,000,200.00 333EC3F9 5640 FFCB 0.550 08/26/206 /26/202,369 968 4,988,650.00 4,990,750.00 4,993,456.48 333EC5B6 5644 FFCB 0.640 /29/206 /29/202,46,063 4,98,800.00 4,993,750.00 4,995,45.39 333EC6S8 5656 FFCB 0,000,000.00 0.600 2/2/206 2/2/202,46,076 9,956,00.00 9,992,500.00 9,994,473.96 Portfolio SB99 AP Run : 0/2/204-6:5 PM (PRF_PMS) 7.2.5
County Pool 203-204 Portfolio Management Investment Status Report - Investments December 3, 203 Page 4 CUSIP Investment # Issuer Federal Agency Coupon - Callables Par Value Stated Rate Purchase Term Days to Market Value Accrued Interest At Purchase Current Principal Book Value 333ECFA7 5684 FFCB.080 02/3/208 02/3/203,826,504 4,905,600.00 333ECKL7 5697 FFCB 0.780 04/03/207 04/03/203,46,88 4,962,200.00 333ECQW7 574 FFCB.250 06/04/208 06/04/203,826,65 4,902,800.00 4,99,750.00 4,992,698.75 333ECU69 5722 FFCB 0,000,000.00.980 07/09/208 07/09/203,826,650 0,084,400.00 9,995,000.00 9,995,477.78 333ECUF9 5725 FFCB 0.940 07/5/206 07/5/203,096 926 5,05,900.00 4,997,500.00 4,997,884.26 333ECUG7 5726 FFCB.480 07/7/207 07/7/203,46,293 5,038,650.00 4,997,000.00 4,997,34.67 333ECYG3 5733 FFCB 2.25 08/28/208 08/28/203,826,700 5,049,800.00 333ECZB3 5736 FFCB 2.280 09//208 09//203,826,74 5,03,650.00 333ED3C4 5738 FFCB 5,450,000.00 0.390 0/0/205 0/0/203 730 638 5,450,09.00 5,445,92.50 5,446,423.44 333ED5M0 5740 FFCB.30 04/24/207 0/24/203,278,209 5,008,850.00 333ED7D8 5750 FFCB 0.700 /4/206 /22/203,088,048 777.78 333EDC26 5769 FFCB.270 2/8/207 2/8/203,46,447 4,994,202.8 4,994,50.00 4,994,202.8 33380MF 5606 FHLB 7,080,000.00.000 09/8/207 09/8/202,826,356 7,03,64.80 7,078,584.00 7,078,948.23 33383R4 566 FHLB 0,000,000.00.000 /09/207 2/9/202,786,408 9,872,700.00 Received 9,997,000.00 9,997,634.09 3338MG7 5667 FHLB 0.500 0/08/206 0/08/203,095 737 5,002,650.00 33382RE5 5708 FHLB 9,850,000.00 0.600 0/24/206 04/24/203,279,027 9,824,587.00 9,850,000.00 9,850,000.00 333836L0 573 FHLB.200 05/24/208 05/28/203,822,604 4,926,00.00 330A0B25 5743 FHLB 6,500,000.00 0.400 0/28/205 0/29/203 729 665 6,505,720.00 72.22 6,500,000.00 6,500,000.00 330A0F54 5770 FHLB.250 2/8/207 2/8/203,46,447 330A0HP8 5778 FHLB 0.900 03/27/207 2/27/203,86,8 330A0GL8 5779 FHLB 6,500,000.00.250 2/27/208 2/27/203,826,82 6,500,000.00 6,500,000.00 6,500,000.00 330A0J43 5780 FHLB 0.20 0/20/205 2/30/203 386 384 334G3LU2 5535 FHLMC.050 02/4/207 02/4/202,827,40 5,02,550.00 334G3YK0 5585 FHLMC 3,550,000.00.25 07/24/207 07/24/202,826,300 3,547,23.00 3,550,000.00 3,550,000.00 334G3H52 5598 FHLMC.000 09/2/207 09/2/202,826,350 4,964,900.00 4,998,750.00 4,999,075.69 334G3K82 562 FHLMC 0.750 03/27/207 09/27/202,642,8 4,983,000.00 334G3Y79 5643 FHLMC.000 /28/207 /28/202,826,427 4,924,250.00 334G3Z37 5648 FHLMC 0.625 2/05/206 2/05/202,46,069 4,984,200.00 4,997,500.00 4,998,70.4 334G33B4 5670 FHLMC.000 0//208 0//203,826,47 4,896,250.00 4,997,500.00 4,997,986. 334G33M0 567 FHLMC 0,000,000.00.050 0/6/208 0/6/203,826,476 9,889,700.00 0,000,000.00 0,000,000.00 334G36F2 5692 FHLMC 0.420 09/8/205 03/28/203 904 625 5,006,900.00 Received 4,999,500.00 4,999,653.37 334G34Y3 570 FHLMC.000 02/4/208 04/09/203,772,505 4,892,900.00 Received 4,998,750.00 4,998,937.68 334G37C8 5707 FHLMC 7,275,000.00.00 04/7/208 04/7/203,826,567 7,67,039.00 7,275,000.00 7,275,000.00 334G42G2 5709 FHLMC.050 04/30/208 04/30/203,826,580 4,9,600.00 Portfolio SB99 AP Run : 0/2/204-6:5 PM (PRF_PMS) 7.2.5
County Pool 203-204 Portfolio Management Investment Status Report - Investments December 3, 203 Page 5 CUSIP Investment # Issuer Federal Agency Coupon - Callables Par Value Stated Rate Purchase Term Days to Market Value Accrued Interest At Purchase Current Principal Book Value 334G4EJ3 5727 FHLMC 0.850 07/29/206 07/30/203,095 940 5,04,050.00 8.06 334G4EL8 5732 FHLMC 0.450 08/2/205 08/2/203 730 597 5,004,200.00 334G4KD9 5749 FHLMC 0.875 /20/208 /20/203,826,784 334G4LC0 5759 FHLMC 4,75,000.00.800 /27/208 2/09/203,84,79 4,68,84.56 2,505.00 4,68,737.50 4,68,84.56 334G4M39 5760 FHLMC 0.875 2/0/208 2/0/203,826,804 334G4RT7 5777 FHLMC 0.530 06/27/206 2/27/203 93 908 334G4S90 578 FHLMC 0.800 2/30/206 2/30/203,096,094 334G4R9 5782 FHLMC 2,450,000.00 0.750 2/30/206 2/30/203,096,094 2,450,000.00 2,450,000.00 2,450,000.00 336G0RN3 5586 FNMA 0.850 07/26/207 07/26/202,826,302 5,003,800.00 336G0RZ6 5587 FNMA 9,500,000.00 0.750 07/26/207 07/26/202,826,302 9,437,585.00 9,500,000.00 9,500,000.00 336G0ZT 5597 FNMA 9,500,000.00.25 09/06/207 09/06/202,826,344 9,484,55.00 9,500,000.00 9,500,000.00 335G0NN9 5603 FNMA.050 08/28/207 09/4/202,809,335 4,977,250.00 Received 336G0H46 56 FNMA 0.600 09/26/207 09/26/202,826,364 4,999,750.00 335G0QN6 5625 FNMA 0.550 04/29/206 0/3/202,276 849 4,999,400.00 Received 4,996,250.00 4,997,50.99 335G0QW6 5629 FNMA.000 /08/207 /08/202,826,407 4,945,350.00 336G02U4 5630 FNMA 0.625 /4/206 /4/202,46,048 4,989,50.00 4,993,500.00 4,995,337.5 335G0SH7 5654 FNMA 0,000,000.00.000 2/2/207 2/2/202,826,44 9,878,600.00 0,000,000.00 0,000,000.00 336G2C2 5657 FNMA 0.665 2/2/206 2/2/202,46,076 4,980,850.00 4,998,750.00 4,999,078.99 335G0TV5 5677 FNMA.030 0/30/208 0/30/203,826,490 4,935,200.00 4,998,750.00 4,998,979.86 335G0UE 5685 FNMA.000 02/4/208 02/4/203,826,505 4,920,000.00 4,993,750.00 4,994,850.69 336G0K83 5689 FNMA 9,550,000.00.20 03/27/208 03/27/203,826,546 9,42,36.50 9,546,80.00 9,546,76.49 336GHU6 5698 FNMA.200 04/04/208 04/04/203,826,554 4,956,250.00 Federal Agency Coupon - Callables Totals 39,380,000.00,550,248 389,73,29.67 3,473.06 39,279,34.00 39,298,864.54 Investment Totals,24,26,744.00 752 548,22,90,829.69 42,382.62,24,055,234.99,24,04,393.7 Portfolio SB99 AP Run : 0/2/204-6:5 PM (PRF_PMS) 7.2.5
Treasurer's Investment Pool Purchases Report Sorted by Fund - Fund October, 203 - December 3, 203 Santa Barbara County CUSIP Investment # Fund Sec. Type Issuer Treasurer's Pooled Investments 333ED3C4 5738 MC FFCB 333ED2R2 5739 FAC FFCB 333ED5M0 5740 MC FFCB 33397XD8 574 AFD FMCDN 330A05Y2 5742 FAC FHLB 330A0B25 5743 MC FHLB 33397XT3 5744 AFD FMCDN 330A0BE9 5745 FAC FHLB 330A0C65 5746 FAC FHLB 330A0BZ2 5747 FAC FHLB 330A05Y2 5748 FAC FHLB 334G4KD9 5749 MC FHLMC 333ED7D8 5750 MC FFCB 33383SV4 575 FAC FHLB 33397YQ8 5756 AFD FMCDN 33397XH9 5757 AFD FMCDN 33589M34 5758 AFD FNDN 334G4LC0 5759 MC FHLMC 333EDBE 5762 FAC FFCB 330A0FE5 576 FAC FHLB 33383TZ4 5763 FAC FHLB 334G4M39 5760 MC FHLMC 333EDAL6 5764 FAC FFCB 330A0DQ0 5765 FAC FHLB 330A0CC2 5766 FAC FHLB 330A0FX3 5767 FAC FHLB 333EDC26 5769 MC FFCB 330A0F54 5770 MC FHLB 33385WP7 5768 AFD FHLBDN 33385WP7 577 AFD FHLBDN 3333A65 5772 AFD FCDN Original Par Value Purchase Payment Periods Principal Purchased Accrued Interest Rate at at Purchase Purchase YTM Ending Book Value 5,450,000.00 0/0/203 04/0-0/0 5,445,92.50 0.390 0/0/205 0.428 5,446,423.44 0/08/203 04/0-0/0 4,999,395.00 55.56 0.60 0/0/204 0.72 4,999,537.25 0/24/203 04/24-0/24.30 04/24/207.30 0/25/203 05/23 - At 4,992,25.00 0.090 05/23/204 0.09 4,994,675.00 20,000,000.00 0/28/203 2/30-06/30 9,997,800.00 Received 0.090 06/30/204 0.06 9,998,372.73 6,500,000.00 0/29/203 04/28-0/28 6,500,000.00 72.22 0.400 0/28/205 0.400 6,500,000.00 /04/203 06/06 - At 4,997,027.78 0.00 06/06/204 0.0 4,997,833.33 0,000,000.00 /2/203 02/2-08/2 9,999,00.00 0.20 08/2/204 0.32 9,999,263.33 /5/203 2/28-06/28 4,985,700.00 0.625 2/28/206 0.78 4,986,285.75 /5/203 02/5-08/5 4,999,95.00 0.20 08/5/204 0.4 4,999,332.5 /20/203 2/30-06/30 4,997,600.00 Received 0.090 06/30/204 0.6 4,998,047.27 /20/203 05/20 - /20 0.875 /20/208.885 /22/203 05/4 - /4 777.78 0.700 /4/206 0.700 0,000,000.00 /25/203 0/28-07/28 0,00,930.00 5,69.44 0.70 07/28/204 0.4 0,00,644.07 /26/203 06/27 - At 4,989,350.00 0.20 06/27/204 0.22 4,99,50.00 0,000,000.00 /27/203 05/27 - At 9,993,966.67 0.20 05/27/204 0.22 9,995,33.34 2/04/203 0/28 - At 4,979,500.00 0.50 0/28/204 0.52 4,98,250.00 4,75,000.00 2/09/203 05/27 - /27 4,68,737.50 2,505.00.800 /27/208.832 4,68,84.56 2/0/203 0/09-07/09 4,996,200.00 30.56 0.220 07/09/205 0.268 4,996,340.25 0,000,000.00 2/0/203 08/0 - Final Pmt. 9,999,680.00 0.40 08/0/204 0.45 9,999,709.09 0,000,000.00 2/0/203 0/29-07/29 9,998,970.00 4,548.6 0.25 07/29/204 0.4 9,999,064.45 2/0/203 06/0-2/0 0.875 2/0/208.866 2//203 02/25-08/25 622.22 0.280 08/25/205 0.280 2//203 05/27 - Final Pmt. 4,999,595.00 700.00 0.20 05/27/204 0.26 4,999,643.80 0,000,000.00 2/2/203 05/20 - /20 9,994,600.00 763.89 0.25 /20/204 0.83 9,994,903.55 2/2/203 02/8-08/8 0.20 02/8/205 0.20 2/8/203 06/8-2/8 4,994,50.00.270 2/8/207.300 4,994,202.8 2/8/203 06/8-2/8.250 2/8/207.250 0,000,000.00 2/8/203 05/09 - At 9,995,66. 0.0 05/09/204 0.2 9,996,088.89 2/9/203 05/09 - At 4,993,537.50 0.0 05/09/204 0.2 4,994,33.33 2/20/203 08/04 - At 4,986,758.33 0.40 08/04/204 0.42 4,987,458.33 Received = Accrued Interest at Purchase was received by report ending date. Data Updated: SET_: 0/6/204 4:06 Portfolio SB99 AP Run : 0/6/204-4:07 PU (PRF_PU) 7.. Report Ver. 7.3.
Treasurer's Investment Pool Purchases Report October, 203 - December 3, 203 Page 2 CUSIP Investment # Fund Sec. Type Issuer Treasurer's Pooled Investments 92828TM2 5773 TRC USTR 330A0HP8 5778 MC FHLB 330A0GL8 5779 MC FHLB 334G4QR2 5776 FAC FHLMC 334G4RT7 5777 MC FHLMC 92828UK4 5774 TRC USTR 330A0J43 5780 MC FHLB 334G4S90 578 MC FHLMC 334G4R9 5782 MC FHLMC 92828VG2 5783 TRC USTR 333EDC67 5784 FAC FFCB 92828TK6 5785 TRC USTR 92828A67 5786 TRC USTR Original Par Value Purchase Payment Periods Principal Purchased Accrued Interest Rate at at Purchase Purchase YTM Ending Book Value 2/26/203 02/28-08/3 4,905,468.75 0,00.4 0.625 08/3/207.52 4,905,890.76 2/27/203 03/27-09/27 0.900 03/27/207 0.900 6,500,000.00 2/27/203 06/27-2/27 6,500,000.00.250 2/27/208.250 6,500,000.00 2/27/203 06/27-2/27 0.500 2/27/207 2.399 2/27/203 06/27-2/27 0.530 06/27/206 0.530 2/27/203 0/3-07/3 5,004,296.88 5,06.4 0.250 0/3/205 0.7 5,004,243.7 2/30/203 06/30-2/30 0.20 0/20/205 0.20 2/30/203 06/30-2/3 0.800 2/30/206 0.800 2,450,000.00 2/30/203 06/30-2/3 2,450,000.00 0.750 2/30/206 0.750 2,450,000.00 2/30/203 06/5-2/5 4,994,40.63,030.22 0.500 06/5/206 0.548 4,994,53.68 0,000,000.00 2/3/203 06/8-2/8 9,998,500.00 902.78 0.250 06/8/205 0.260 9,998,500.00 0,000,000.00 2/3/203 02/5-08/5 9,998,437.50 9,375.00 0.250 08/5/205 0.260 9,998,440.4 0,000,000.00 2/3/203 06/30-2/3 9,976,562.50 0.250 2/3/205 0.368 9,976,594.6 Subtotal 355,075,000.00 354,833,897.65 42,264.56 354,847,29.08 Total Purchases 355,075,000.00 354,833,897.65 42,264.56 354,847,29.08 Data Updated: SET_: 0/6/204 4:06 Portfolio SB99 AP Run : 0/6/204-4:07 PU (PRF_PU) 7.. Report Ver. 7.3.
Treasurer's Investment Pool Report Sorted by Received or due during October, 203 - December 3, 203 Santa Barbara County Sec. CUSIP Investment # Fund Type Issuer 33589MT7 3333MV7 334G2U42 334G2U42 333794Z9 337EACX5 3333NS3 333EALT3 3333PN2 3333PP7 337EACZ0 333ECAT 3338LP8 3338LP8 333837H8 5703 5669 5456 5489 5569 5509 5626 5566 5635 5645 5468 5660 5664 5665 572 Par Value Purchase Rate at Book Value at Interest Proceeds AFD FNDN 0,000,000.00 0/09/203 04/2/203 0.0 0,000,000.00 0.00 0,000,000.00 0.00 AFD FCDN 0//203 0//203 0.20 0.00 0.00 FAC FHLMC 0/5/203 0/9/20 0.375 9,375.00 5,009,375.00 9,375.00 FAC FHLMC 0/5/203 2/08/20 0.375 9,375.00 5,009,375.00 9,375.00 FAC FHLB 0,000,000.00 0/25/203 04/27/202 0.280 0,000,000.00 3,844.44 0,03,844.44 3,844.44 FAC FHLMC 0/30/203 0/3/202 0.375 9,375.00 5,009,375.00 9,375.00 AFD FCDN 0,000,000.00 /0/203 /0/202 0.200 0,000,000.00 0.00 0,000,000.00 0.00 FAC FFCB /8/203 04/8/202 0.300 7,500.00 5,007,500.00 7,500.00 AFD FCDN 0,000,000.00 /2/203 /2/202 0.90 0,000,000.00 0.00 0,000,000.00 0.00 AFD FCDN /22/203 /30/202 0.200 0.00 0.00 FAC FHLMC /27/203 /0/20 0.375 9,375.00 5,009,375.00 9,375.00 FAC FFCB 0,000,000.00 2/9/203 2/9/202 0.90 0,000,000.00 9,500.00 0,009,500.00 9,500.00 FAC FHLB 0,000,000.00 2/20/203 2/2/202 0.70 0,000,000.00 8,500.00 0,008,500.00 8,500.00 FAC FHLB 0,000,000.00 2/20/203 2/2/202 0.70 0,000,000.00 8,500.00 0,008,500.00 8,500.00 FAC FHLB 0,000,000.00 2/20/203 05/20/203 0.00 0,000,000.00 5,833.33 0,005,833.33 5,833.33 Total Maturities 9,77.77 5,09,77.77 9,77.77 Net Income Data Updated: SET_: 0/6/204 4:06 Portfolio SB99 AP Run : 0/6/204-4:07 MA (PRF_MA) 7.. Report Ver. 7.3.
Treasurer's Investment Pool Sales/Call Report Sorted by - Fund October, 203 - December 3, 203 Santa Barbara County CUSIP Investment # /26/204 Fund Issuer Purchase Redem. Sec. Type Matur. Par Value Rate at Redem. Book Value at Redem. Redemption Principal Redemption Interest Total Amount Net Income 334G3W7 5638 FHLMC /26/202 /26/203 0.350 8,750.00 5,008,750.00 8,750.00 MC /26/204 Call 0/09/205 Subtotal 8,750.00 5,008,750.00 8,750.00 334G3P20 5623 FHLMC 0/30/202 0/09/203 0.500 2,500.00 5,02,500.00 2,500.00 MC 0/09/205 Call /27/205 Subtotal 2,500.00 5,02,500.00 2,500.00 335G0RX3 564 FNMA /27/202 /27/203 0.500 2,500.00 5,02,500.00 2,500.00 MC /27/205 Call 06/06/206 Subtotal 2,500.00 5,02,500.00 2,500.00 335G0YB3 575 FNMA 06/06/203 2/06/203 0.650 4,999,583.33 6,250.00 5,06,250.00 6,666.67 MC 06/06/206 Call 06/27/206 Subtotal 4,999,583.33 6,250.00 5,06,250.00 6,666.67 334G4BE7 572 FHLMC 06/27/203 2/27/203 0.700 4,98,250.00 7,500.00 5,07,500.00 36,250.00 MC 06/27/206 Call 03/3/207 Subtotal 4,98,250.00 7,500.00 5,07,500.00 36,250.00 335G0NX7 5599 FNMA 09/3/202 2/3/203.000 2,500.00 5,02,500.00 2,500.00 MC 03/3/207 Call 06/26/207 Subtotal 2,500.00 5,02,500.00 2,500.00 33383JA0 579 FHLB 06/26/203 /26/203.25 4,963,046.88 23,437.50 5,023,437.50 60,390.62 MC 06/26/207 Call Subtotal 4,963,046.88 23,437.50 5,023,437.50 60,390.62 Data Updated: SET_: 0/6/204 4:06 Portfolio SB99 AP Run : 0/6/204-4:07 SA (PRF_SA) 7.. Report Ver. 7.3.
Treasurer's Investment Pool Sales/Call Report October, 203 - December 3, 203 Page 2 CUSIP Investment # Fund Issuer Purchase Redem. Sec. Type Matur. Par Value Rate at Redem. Book Value at Redem. Redemption Principal Redemption Interest Total Amount Net Income Total Sales 3 34,943,880.2 3 03,437.50 35,03,437.50 59,557.29 Data Updated: SET_: 0/6/204 4:06 Portfolio SB99 AP Run : 0/6/204-4:07 SA (PRF_SA) 7.. Report Ver. 7.3.