|
02/11/1990 City of Colton PK - 3
<br />MISTREAT PORTFOLIO DETAILS - INVESTMENTS
<br />DECEMBER 31, 1989
<br />INVESTMENT
<br />PURCHASE
<br />STATED
<br />--- YTK --- MATURITY
<br />DAYS
<br />NUMBER ISSUER
<br />----------------------------------------------------------------------------------------------------------------------------------
<br />DATE
<br />BOOK VALUE FACE VALUE MARKET VALUE RATE
<br />360 365 DATE
<br />TO MAT
<br />BANKERS ACCEPTANCES
<br />bav
<br />12/27/89
<br />1,060,162.15
<br />1,062,000.00
<br />113 Dai-Icbi Mev York
<br />09/12/89
<br />191,653.89 200,000.00 191,653.89 8.661
<br />8.661 8.782 03/12/90
<br />72
<br />117 Long Term Credit Bank
<br />10/11/89
<br />472,260.15 490,000.00 472,260.15 8.464
<br />8.464 8.581 03/10/90
<br />80
<br />SUBTOTALS and AVERAGES
<br />663,914.04 690,000.00 663,914.04 8.521 8.639 78
<br />COKKERCIAL PAPER - DISCOUNT
<br />Federal Fara Credit Bank
<br />08/04/89
<br />204,014.36
<br />200,000.00
<br />204,375.00
<br />10.600
<br />7.830
<br />7.938
<br />10/22/90
<br />120
<br />bav
<br />12/27/89
<br />1,060,162.15
<br />1,062,000.00
<br />1,060,162.15
<br />8.915
<br />8.915
<br />9.039
<br />01/03/90
<br />4
<br />119
<br />CREDIT LYONNAIS
<br />12/27/89
<br />1,996,519.44
<br />2,000,000.00
<br />1,996,519.44
<br />8.966
<br />8.966
<br />9.090
<br />01/03/90
<br />4
<br />123
<br />FLEET FUNDING
<br />12/28/89
<br />2,487,569.45
<br />2,500,000.00
<br />2,487,569.45
<br />8.995
<br />8.995
<br />9.120
<br />01/17/90
<br />18
<br />422
<br />SUBTOTALS and AVERAGES
<br />Federal Hove Loan Bank
<br />5,544,251.04
<br />5,562,000.00
<br />5,544,251.04
<br />999,891.62
<br />8.969
<br />9.094
<br />9.426
<br />10
<br />FEDERAL AGENCY ISSUES - DISCOUNT
<br />33
<br />Federal Hove Loan Bank
<br />07/03/89
<br />503,518.12
<br />500,000.00
<br />507,500.00
<br />8.800
<br />8.233
<br />8.347
<br />101
<br />Federal Fara Credit Bank
<br />05/11/89
<br />146,951.89
<br />160,000.00
<br />146,952.89
<br />9.745
<br />9.540
<br />9.672
<br />04/04/90
<br />95
<br />76
<br />Federal Rose Loan Bank
<br />06/12/89
<br />188,266.67
<br />200,000.00
<br />188,266.67
<br />8.764
<br />8.655
<br />8.775
<br />02/23/90
<br />55
<br />01/25/91
<br />SUBTOTALS and AVERAGES
<br />37
<br />335,219.56
<br />360,000.00
<br />335,219.56
<br />450,000.00
<br />9.043
<br />9.169
<br />8.436
<br />73
<br />TREASURY SECURITIES - COUPON
<br />450
<br />116
<br />Fed. National Kort. Assoc
<br />10/10/89
<br />298,255.09
<br />300,000.00
<br />299,250.00
<br />7.800
<br />8.050
<br />121
<br />Treasury Note
<br />12/29/88
<br />2,996,881.58
<br />3,000,000.00
<br />2,996,882.58
<br />8.875
<br />8.878
<br />9.001
<br />11/30/90
<br />335
<br />114
<br />U S Treasury Rote
<br />09/18189
<br />496,285.02
<br />500,000.00
<br />497,031.25
<br />7.500
<br />7.893
<br />8.003
<br />08/15/91
<br />593
<br />9.507
<br />SUBTOTALS and AVERAGES
<br />122
<br />3,493,167.60
<br />3,500,000.00
<br />3,493,913.83
<br />300,599.76
<br />8.739
<br />8.860
<br />9.800
<br />372
<br />1ISCELLANEOUS SECURITIES - COUPON
<br />106
<br />Federal Fara Credit Bank
<br />08/04/89
<br />204,014.36
<br />200,000.00
<br />204,375.00
<br />10.600
<br />7.830
<br />7.938
<br />10/22/90
<br />296
<br />34
<br />Federal Fara Credit Bank
<br />05/17/89
<br />200,352.43
<br />200,000.00
<br />200,352.43
<br />9.550
<br />9.082
<br />9.209
<br />07/23/90
<br />205
<br />.05
<br />Federal Hou Loan Bank
<br />08/04/89
<br />301,687.50
<br />300,000.00
<br />301,687.50
<br />8.300
<br />7.776
<br />7.884
<br />06/25/91
<br />542
<br />.07
<br />Federal Home Loan Bank
<br />08/07/89
<br />993,981.48
<br />1,000,000.00
<br />996,150.00
<br />7.650
<br />8.105
<br />8.217
<br />02/25/91
<br />422
<br />31
<br />Federal Hove Loan Bank
<br />02/13/89
<br />999,891.61
<br />1,000,000.00
<br />999,891.62
<br />9.250
<br />9.297
<br />9.426
<br />01/25/90
<br />26
<br />33
<br />Federal Hove Loan Bank
<br />07/03/89
<br />503,518.12
<br />500,000.00
<br />507,500.00
<br />8.800
<br />8.233
<br />8.347
<br />09/25/91
<br />634
<br />35
<br />Federal Home Loan Bank
<br />06/01/89
<br />200,391.01
<br />200,000.00
<br />200,391.01
<br />9.800
<br />9.009
<br />9.134
<br />04/25/90
<br />116
<br />36
<br />Federal Home Loan Bank
<br />06/05/89
<br />302,557.07
<br />300,000.00
<br />305,250.00
<br />9.600
<br />8.606
<br />8.726
<br />01/25/91
<br />391
<br />37
<br />Federal Home Loan Bank
<br />06/15/89
<br />457,291.67
<br />450,000.00
<br />461,109.38
<br />10.000
<br />8.436
<br />8.553
<br />03/25/91
<br />450
<br />116
<br />Fed. National Kort. Assoc
<br />10/10/89
<br />298,255.09
<br />300,000.00
<br />299,250.00
<br />7.800
<br />8.050
<br />8.162
<br />10/10/91
<br />649
<br />1
<br />Fed. National Kort. Assoc
<br />06/26/89
<br />245,676.91
<br />250,000.00
<br />247,500.00
<br />7.375
<br />8.350
<br />8.466
<br />10/10/91
<br />649
<br />4
<br />Fed. National Kort. Assoc
<br />05/11189
<br />300,270.10
<br />300,000.00
<br />300,270.10
<br />9.800
<br />9.377
<br />9.507
<br />05/01/90
<br />122
<br />9
<br />Fed. National Kort. Assoc
<br />05/19/89
<br />300,599.76
<br />300,000.00
<br />300,599.76
<br />9.800
<br />9.026
<br />9.152
<br />05/01/90
<br />122
<br />40
<br />Fed. National Mort. Assoc
<br />05/25/89
<br />300,000.00
<br />300,000.00
<br />300,000.00
<br />9.400
<br />9.271
<br />9.400
<br />05/25/90
<br />146
<br />Ji 1
<br />Fed. National Kort. Assoc
<br />05/08/89
<br />250,288.02
<br />250,000.00
<br />250,288.02
<br />9.800
<br />9.296
<br />9.425
<br />05/01/90
<br />122
<br />2
<br />Fed. National Mort, Assoc
<br />06/15/89
<br />391,031.98
<br />400,000.00
<br />393,875.00
<br />7.000
<br />8.366
<br />8.482
<br />09/10/91
<br />619
<br />4
<br />Fed. National Kart. Assoc
<br />07/12/89
<br />300,337.26
<br />300,000.00
<br />298,125.00
<br />8.375
<br />8.026
<br />8.137
<br />07/03/90
<br />185
<br />3
<br />Treasury Mote
<br />04/01/86
<br />1,192,358.87
<br />1,000,000.00
<br />1,136,562.50
<br />9.250
<br />7.553
<br />7.658
<br />02/15/16
<br />9,543
<br />4
<br />Treasury Note
<br />01/23/87
<br />1,013,459.59
<br />1,000,000.00
<br />965,937.50
<br />7.250
<br />6.888
<br />6.984
<br />11/15/96
<br />2,512
<br />SUBTOTALS and AVERAGES
<br />-----------------------------------------------------------------------------------
<br />8,755,962.84
<br />8,550,000.00
<br />8,669,214.82
<br />8.252
<br />8.367
<br />1,863
<br />TAL
<br />INVESTKENTS and AVERAGES
<br />$
<br />26,730,418.24
<br />26,598,417.17
<br />26,644,416.45
<br />8.5841
<br />8.7031
<br />697
<br />
|