of county of venturavcportal.ventura.org/ttc/docs/investment/monthly-investment-report… · dat e...
TRANSCRIPT
OF
county of venturaW&
STE_TREASURER
TAX COLLECTOR
Don R. HansenAssistant Treasurer-Tax Collector
August 9, 2011
Ventura County Board of SupervisorsCounty Government Center800 South Victoria AvenueVentura, CA 93009
SUBJECT: Discuss and File Report of Investments, including Market Values forInvestments, for the month ending June 30, 201 1 .
RECOMMEDAT1ON: Discuss and File
FISCAL/MANDATES IMPACT: None
DISCUSSION:
The average daily portfolio balance for the month of June amounted to $ 2 billion. The portfolioyield for the month of June was .92 %. The weighted average days to maturity decreased 23days to 353 days. The total net monthly earnings were $ 1.5 million. The portfolio has beenstructured to satisfy the anticipated cash flow needs of the participants. The investmentpractices and portfolio holdings are in compliance with the new investment policy.
The portfolio has been managed with the stated objectives of safety, liquidity and earning acompetitive rate of return, outlined in the Statement of Investment Policy. In striving tomaintain the primary objective, safety of principal, the County portfolio has received a rating ofAAAf by Standard & Poor's, the highest possible ranking given by the agency. Regarding thesecondary objective, maintaining sufficient liquidity to meet cash flow needs, the portfolio israted S1+, also the highest ranking given by S&P. In light of the first two objectives theportfolio has on balance outperformed its benchmarks, satisfying the final objective, that ofearning a competitive rate of return.
As noted last month, world economic conditions continue to have a major impact on domesticeconomic activity and world currency and commodity prices. The lack of a resolution to theGreek crisis has continued to fuel the fire of the risk of contagion to other weak Europeancountries. The inability of Greece and the European Union to come to an agreement has keptthe risk of default at the forefront and created concern about the impact on the European banksand the willingness of France and Germany to continue to bail out the weaker members of theUnion. These worries have caused investors to migrate into the dollar and dollar denominatedassets. This has caused the dollar to continue to strengthen and commodity prices to moderate.Commodity prices have also been negatively influenced by the general weakening in both worldeconomic activity.
800 South Victoria Avenue, Ventura, CA 93009-1290www.venturapropertytax.org
The Federal Open Market Committee (FOMC) met in June and voted to keep the FederalFunds Rate, the rate that banks lend to each other, at 0.0% to 0.25%. In the press releaseannouncing the decision the Fed provided this assessment of the economy:
...the economic recovery is continuing at a moderate pace, though somewhat more slowlythan the Committee had expected. Also, recent labor market indicators have been weakerthan anticipated. The slower pace of the recovery reflects in part factors that are likely to betemporary, including the damping effect of higher food and energy prices on consumerpurchasing power and spending as well as supply chain disruptions associated with thetragic events in Japan. Household spending and business investment in equipment andsoftware continue to expand. However, investment in nonresidential structures is still weak,and the housing sector continues to be depressed. Inflation has picked up in recent months,mainly reflecting higher prices for some commodities and imported goods, as well as therecent supply chain disruptions. However, longer-term inflation expectations have remainedstable.
...The unemployment rate remains elevated, however, the Committee expects the pace ofrecovery to pick up over coming quarters and the unemployment rate to resume its gradualdecline...
The Fed provided further color on the economy with the release of the Beige Book, the reportprovided to the FOMC that gives the broadest overview of the economy. In the Beige Book, theFed gave these observations:
• Economic activity generally expanded but some deceleration was noted• Manufacturing activity continued to expand in most parts of the country• Activity in the non-financial service sectors expanded led by information technology and
business and professional services• Consumer spending was mixed• Auto sales were mixed but flows of new cars into dealer inventories was substantially
reduced due to supply disruptions caused by the disaster in Japan• Real estate construction and real estate continued to show widespread weakness• Agricultural conditions were unfavorable across much of the nation• Labor market conditions continued to improve gradually
Interest rates edged lower as capital flowed into dollar assets. Despite a weaker U.S. economy,dollar assets remain attractive relative to European or Asian alternatives, given the associatedissues with each region. Already depressed short-term rates edged lower with short-termTreasuries once again reaching negative yields. Longer-term rates continued to move lower by10 to 20 basis points as 5 year yields were down well below 1.50% and 10 year yields movedbelow 3%.
Given the current interest rate environment we anticipate the County's yield to drop slightly.Further, we continue to seek investment opportunities in order to optimize earnings (U. S.Treasury Market graph attached).
Attached is a listing of market values provided by our custodian, Wells Fargo Bank, for allinvestments for the month ending June 30, 2011. GASB Statement no. 31 states that variancesbetween the cost of investments and the fair value of investments shall not be consideredbudgetary resources or uses of resources unless the value of investments is permanentlyimpaired because of decreased issuer creditworthiness or it is determined that the Treasurer beunable to hold investments to maturity. Also, attached is a separate listing of the transactions forthe month of June.
The following spreadsheets are also attached:
• Transactions for the month of June• Listing of Securities by Type• Summary of Government Agency Securities
The following is a list of attached graphs:
• Portfolio Average Monthly Balance• Average Portfolio Maturity• Balance Yield Comparison by Month• Portfolio Holdings By Instrument Type• Yield Curve, U.S. Treasury Market• Maturity Distribution
This letter has been reviewed and approved as to form by the CEO, the Auditor-Controller, andCounty Counsel.
Please call our Chief Investment Officer, Robert A. Hansen, at 654-3733 if you have anyquestions regarding this item.
Steven Hintz Robert A. HansenTreasurer-Tax Collector Chief Investment Officer
Exhibit 1 - Market Values of InvestmentsExhibit 2 - Monthly TransactionsExhibit 3 - Investment Inventory by TypeExhibit 4 - Summary of Government Agency SecuritiesExhibit 5 - Graphs
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Exh
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1
WE
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S F
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Inve
stm
ents
by
Dat
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CO
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OF
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Page
2
Exh
ibit
1
JUN
E 2
011
TR
AN
SA
CT
ION
S
Tra
nsac
tion
Dat
eP
urch
ase/
Sal
eP
arA
mo
un
tS
ecur
ityT
ype
Sec
urity
Nam
eM
atur
ityD
ate
Yie
ld06
/02/
1106
/02/
1106
/06/
1106
/07/
1106
/08/
1106
/20/
1106
/22/
1106
/30/
1106
/30/
1106
/30/
11
Sal
eS
ale
Sal
eS
ale
Sal
eP
urch
ase
Pur
chas
eS
ale
Sal
eS
ale
11.8
010
.00
5.00
10.0
02.
0020
.00
8.00
4.00
4.00
8.00
GAGACPCPCPCPCPCPCPCP
FFCB-DN
FFCB-DN
GE
GE
GE
GE
GE
GE
GE
GE
03/2
3/12
03/2
3/12
06/3
0/11
12/2
0/11
12/1
9/11
06/3
0/11
06/3
0/11
09/1
5/11
09/2
2/11
12/2
9/11
0.17
0.17
0.15
0.26
0.26
0.07
0.06
0.15
0.15
0.22
F:/T
reas
ury/
lnve
stin
g/C
urre
nt Y
ear/m
onth
lytra
des.
xis
Exh
ibit
2
(SIRPT)
VENTURA COUNTY TREASURY PORTFOLIO, STEVEN HINTZ, TREASURER
ROBERT HANSEN: INVESTMENT MANAGER (805) 654-3733
INVESTMENT
INVENTORY
INVESTMENTS OUTSTANDING AS OF
6/30/11
MAJOR SORT KEY IS ICC#
SETTLEMENT DATE BASIS
PAGE:
1RUN: 06/30/11
10:42:01
INVSMT
R R R R R R R R R R R R R R R R R R R R R R R R R R R
NO.
36329
36328
36617
36619
36621
36627
36628
36611
36612
36618
36622
36370
36362
36391
36616
36623
36620
36369
36392
36421
36399
36382
36388
36379
36493
36495
36440
SUBTOTAL
R R R R R R R R R R R
36342
36624
36625
36373
36377
36460
36478
36613
36608
36610
36614
DESCRIPTION
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
FHLB-BONDS
FHLB
FHLB
FHLB
FHLB
FHLB
FHLB
(Inv
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
Type) 22 FHLB BONDS
FEDERAL NATL MTG ASSN
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
FUND
NO.
1003
1003
1003
10C3
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
MATURITY
(TICKER)
07/27/11
08/11/11
10/28/11
10/28/11
10/28/11
10/28/11
10/28/11
11/04/11
11/04/11
11/18/11
11/18/11
12/09/11
12/28/11
12/28/11
12/28/11
12/28/11
01/13/12
01/17/12
02/14/12
02/27/12
02/28/12
06/28/12
09/14/12
11/21/12
03/08/13
03/08/13
03/20/13
26.48%
11/23/11
01/09/12
01/09/12
01/12/12
01/12/12
08/10/12
08/10/12
10/30/12
11/09/12
12/28/12
12/28/12
PURCHASE
DATE
08/21/09
08/19/09
11/23/10
11/22/10
11/24/10
12/01/10
12/01/10
11/12/10
11/10/10
11/22/10
11/24/10
12/01/09
11/16/09
12/11/09
11/23/10
11/24/10
11/19/10
12/01/09
12/14/09
03/05/10
01/04/10
12/09/09
12/10/09
12/08/09
05/26/10
05/27/10
04/01/10
(C)
10/20/09
11/24/10
11/29/10
12/04/09
12/07/09
04/12/10
05/03/10
11/15/10
11/09/10
11/12/10
11/16/10
SAF/
PURP
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
CUPN
RATE
1.625
1.375
.240
.240
.240
.240
.240
.250
.250
.260
.260
1.125
1.000
1.000
1.000
1.000
.625
1.570
.900
1.000
1.100
1.125
2.000
1.625
1.750
1.750
1.625
.775
1.000
2.000
2.000
.875
.875
1.750
1.750
.500
.625
.375
.375
TRDNG
YIELD
1.319
1.220
.281
.281
.281
.282
.282
.294
.294
.304
.304
.840
1.082
1.000
.314
.314
.321
.820
1.030
1.000
1.320
1.170
1.411
1.440
1.459
1.506
1.708
.686
1.050
.315
.314
.976
1.000
1.320
1.240
.600
.625
.607
.622
BOOK
PRICE
100
10099999999 99 99 99 99 99
100 99
100
100
100
100
101 99
100 99 99
101
100
100
100 99
100 99
101
101 99 99
100
101 99
100 99 99
.581
.301
.962
.962
.962
.962
.962
.957
.957
.957
.957
.569
.829
.000
.751
.749
.349
.578
.722
.000
.535
.886
.589
.533
.790
.661
.760
.188
.896
.891
.868
.790
.741
.981
.137
.806
.000
.510
.481
PAR
VALUE
SHARES
5,000,
10,000,
30,000,
10, 000,
30,000,
50,000,
45,000,
25,000,
15,000,
15,000,
25,000,
14,500,
25,000,
25,000,
8,000,
15,000,
25,000,
12,000,
13,300,
10,000,
10,000,
19,000,
23,000,
25,000,
10,000,
10,000,
10,000,
514,800,
10,000,
20,000,
4,000,
20,000,
27,000,
20,000,
10,000,
15,000,
25,000,
10,000,
10,000,
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
BOOK VALUE
5,10,
29, 9,
29,
49,
44,
24,
14,
14,
24,
14,
24,
25, 8,
15,
25,
12,
13,
10, 9,
18,
23,
25,
10,
10, 9,
515, 9,
20, 4,
19,
26,
20,
10,
14,
25, 9, 9,
029,050.
030, 100.
988,600.
996,200.
988,600.
981,000.
982,900.
989,250.
993,550.
993,550.
989,250.
582,505.
957,250.
000,000.
060,080.
112, 350.
087,250.
189,360.
263,026.
000,000.
953,500.
978,340.
365,470.
133, 172.
079,000.
066,100.
976,000.
765,453.
989,600.
378,200.
074,720.
958,000.
930,070.
196,200.
113,700.
970,900.
000,000.
951,000.
948,100.
00 0000 00 00 00 00 00 00 00 00 00 00 00000000 00 00 00 00 00 CO 50 00 00 00 50 000000 00 00 00 00 00 00 00 00
ORIGINAL
5, 000,
10,000,
30,000,
10,000,
30,000,
50,000,
45,000,
25,000,
15,000,
15,000,
25,000,
14, 500,
25,000,
25,000,
8,000,
15,000,
25,000,
12,000,
13,300,
10,000,
10, 000,
19,000,
23,000,
25,000,
10,000,
10,000,
10,000,
514,800,
10, 000,
20,000,
4,000,
20,000,
27,000,
20, 000,
10,000,
15,000,
25,000,
10,000,
10,000,
FACE
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
Exh
ibit
3
(SIRPT)
VENTURA COUNTY TREASURY PORTFOLIO, STEVEN HINTZ, TREASURER
ROBERT HANSEN: INVESTMENT MANAGER (805) 654-3733
INVESTMENT
INVENTORY
INVESTMENTS OUTSTANDING AS OF
6/30/11
MAJOR SORT KEY IS ICC#
SETTLEMENT DATE BASIS
PAGE:
2RUN: 06/30/11
10:42:01
INVSMT
NO.
R R R R R R R R R R R R R R R R R R
36445
36447
36462
36683
36551
36673
36681
36707
36567
36568
36569
36598
36600
36602
36678
36695
36732
36699
DESCRIPTION
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
BONDS
FUND
NO.
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
MATURITY
(TICKER)
02/22/13
02/22/13
03/15/13
06/26/13
08/20/13
08/20/13
08/20/13
08/20/13
09/23/13
09/23/13
09/23/13
09/23/13
09/23/13
09/23/13
09/23/13
09/23/13
09/23/13
12/18/13
PURCHASE
DATE
04/06/10
04/07/10
04/13/10
02/22/11
08/26/10
01/21/11
01/24/11
03/30/11
09/08/10
09/10/10
09/10/10
10/26/10
10/27/10
10/28/10
02/01/11
03/16/11
04/14/11
03/16/11
SAF/
PURP
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
CUPN
RATE
1.750
1.750
4.375
1.500
1.250
1.250
1.250
1.250
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
.750
TRDNG
YIELD
1.822
1.796
1.719
1.033
.930
1.029
1.020
1.060
1.000
1.025
1.000
.700
.690
.669
1.049
1.000
1.020
1.070
BOOK
PRICE
99 99107
101
100
100
100
100
100 99
100
100
100
100 99
100 99 99
.798
.871
.537
.078
.938
.560
.582
.447
.000
.926
.000
.861
.890
.949
.872
.COO
.951
.133
10,
25,
10,
10,
10,5,
10,
20,
10,
10,
10,
25,
25,
25,
10,
20,
10,
20,
PAR VALUE
SHARES
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000, 000.
000,000.
00 00 00 00 00 00 00 00 00 00 00 00 00 0000 00 00 00
BOOK VALUE
9,24,
10,
10,
10, 5,
10,
20,
10, 9,
10,
25,
25,
25, 9,
20, 9,
19,
979, 800.
967,750.
753,700.
107, 800.
093,800.
028,000.
058,200.
089,400.
000,000.
992,600.
000,000.
215,250.
222,500.
237,250.
987,200.
000,000.
995,100.
826, 600.
00 00 00 00 0000 00 00 00 oc 000000 00 00 00 00 00
ORIGINAL FACE
10, 000,
25,000,
10,000,
10,000,
10, 000,
5,000,
10,000,
20,000,
10,000,
10,000,
10,000,
25, 000,
25,000,
25,000,
10,000,
20,000,
10,000,
20,000,
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
SUBTOTAL (Inv Type) 23 FNMA BONDS
(C)
1.196
.965 100.474
436,000,000.00
438,065,440.00 436,000,000.00
R R R R R R R R R R R R R R R R R R R R
36343
36344
36345
36346
36347
36348
36349
36350
36351
36353
36615
36312
36313
36434
36437
36403
36458
36459
36452
36453
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FEDERAL HOME
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC-BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
LN MTG
LN MTG
LN MTG
LN MTG
LN MTG
LN MTG
LN MTG
LN MTG
LN MTG
CORP
CORP
CORP
CORP
CORP
CORP
CORP
CORP
CORP
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
12/15/11
12/15/11
12/15/11
12/15/11
12/15/11
12/15/11
12/15/11
12/15/11
12/15/11
12/15/11
03/14/12
03/23/12
03/23/12
04/25/12
04/25/12
01/09/13
04/11/13
04/11/13
04/15/13
04/15/13
10/21/09
10/22/09
10/26/09
10/27/09
10/28/09
10/28/09
10/28/09
10/28/09
10/29/09
11/03/09
11/17/10
05/20/09
05/22/09
03/30/10
03/30/10
01/11/10
04/09/10
04/12/10
04/08/10
04/08/10
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
1.125
1.125
1.125
1.125
1.125
1.125
1.125
1.125
1.125
1.125
1.720
2.125
2.125
1.125
1.125
1.375
1.720
1.720
1.625
1.625
1.201
1.186
1.275
1.189
1.121
1.182
1.132
1.117
1.174
1.125
.400
1.634
1.644
1.167
1.190
1.721
1.805
1.758
1.750
1.743
99.
99.
99.
99.
100.
99.
99.
100.
99.
100.
101.
101.
101.
99.
99.
93.
99.
99.
99.
99.
839
870
684
865
008
879
985
016
897
000
742
356
325
914
868
993
753
890
632
653
10,000,
10,000,
5,000,
10,000,
15,000,
20,000,
25,000,
25,000,
10,000,
10,000,
10,000,
10,000,
10,000,
25,000,
2,250,
10,000,
3,000,
25,000,
10,000,
10,000,
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
000.
00 CO 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00
9, 983,
9, 987,
4,984,
9,986,
15,001,
19,975,
24,996,
25,004,
9,989,
10,000,
10, 174,
10,135,
10, 132,
24, 978,
2,247,
9,899,
2, 992,
24,972,
9,963,
9,965,
900.00
000.00
200.00
500.00
200.00
800.00
250.00
000.00
700.00
000.00
200.00
600.00
500.00
500.00
030.00
300.00
590.00
500.00
200.00
300.00
10,000,
10,000,
5,000,
10,000,
15,000,
20,000,
25,000,
25,000,
10,000,
10,000,
10,000,
10,000,
10,000,
25,000,
2,250,
10,000,
3,000,
25,000,
10,000,
10,000,
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
Exh
ibit
3
(SIRPT)
VENTURA COUNTY TREASURY PORTFOLIO, STEVEN HINTZ, TREASURER
ROBERT HANSEN: INVESTMENT MANAGER (805) 654-3733
INVESTMENT
INVENTORY
INVESTMENTS OUTSTANDING AS OF
6/30/11
MAJOR SORT KEY IS ICC#
SETTLEMENT DATE BASIS
PAGE:
3RUN: 06/30/11
10:42:01
INVSMT
R R R R R
NO.
36456
36701
36703
36704
36738
SUBTOTAL
R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R
36241
36110
36151
36162
36166
36636
36644
36647
36648
36311
36330
36387
36395
36404
36708
36706
36364
36715
36718
36724
36731
36713
36725
36726
36692
36693
36684
36672
36674
36714
36721
DESCRIPTION
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
FHLMC BONDS
(Inv Type) 24 FHLMC BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FFCB BONDS
FUND
NO.
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
10Q3
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
1003
MATURITY
(TICKER)
04/15/13
10/28/13
10/28/13
10/28/13
10/28/13
16.43%
07/18/11
08/15/11
09/23/11
10/03/11
10/03/11
12/01/11
12/01/11
12/01/11
12/01/11
01/17/12
01/17/12
01/17/12
01/17/12
01/17/12
03/01/12
03/09/12
06/18/12
06/18/12
06/18/12
06/18/12
06/18/12
10/17/12
02/22/13
02/22/13
06/25/13
02/03/14
02/18/14
02/27/14
02/27/14
02/27/14
04/07/14
PURCHASE
DATE
04/09/10
03/17/11
03/23/11
03/25/11
04/25/11
(C)
12/12/08
09/02/08
10/22/08
10/30/08
10/31/08
12/07/10
12/08/10
12/10/10
12/09/10
05/19/09
08/24/09
12/01/09
12/15/09
01/11/10
03/31/11
03/30/11
11/18/09
04/06/11
04/07/11
04/08/11
04/13/11
04/06/11
04/11/11
04/12/11
03/08/11
03/09/11
02/18/11
01/19/11
01/21/11
04/06/11
04/07/11
SAF/
PURP
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
CUPN
RATE
1.625
.875
.875
.875
.875
1.271
5.375
3.800
3.125
3.500
3.500
.300
.300
.300
.300
2.000
2.000
2.000
2.000
2.000
.280
.280
2.125
2.125
2.125
2.125
2.125
4.500
.900
.900
1.375
2.200
1.530
1.125
1.125
1.125
1.400
TRDNG
YIELD
1.750
1.001
1.070
1.080
1.040
1.271
2.360
3.540
3.420
3.520
3.400
.295
.295
.295
.295
1.580
1.480
.825
1.050
1.030
.270
.281
1.261
.355
.386
.386
.386
.620
.820
.820
1.001
1.400
1.530
1.186
1.217
1.416
1.400
BOOK
PRICE
99.
99.
99.
99.
99.
99.
107.
100.
99.
99.
100.
100.
100.
100.
100.
101.
101.
102.
101.
101.
100.
99.
102.
102.
102.
102.
102.
105.
100.
100.
100.
102.
100.
99.
99.
99.
100.
632
675
501
477
592
950
557
721
185
942
274
005
005
005
005
089
219
472
957
930
009
999
189
117
075
070
046
901
147
147
847
265
000
815
720
178
000
10,
15,
10,
20,
10,
320,
13, 8,
11,
28,
10,
15,
15,
25,
25, 5,
10,
13, 5, 7,
10,
22,
10,
35,
25,
15,
15, 3,
25,
25, 2, 3, 5,
10,
10, 2,
25,
PAR VALUE
SHARES
000,000.
000,000.
000,000.
000,000.
000,000.
250, 000.
500,000.
500,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
000,000.
500,000.
000,000.
500,000.
007,000.
000,000.
000,000.
000,000.
000,000.
682,000.
000,000.
000,000.
974,000.
200,000.
000,000.
000,000.
000,000.
465,000.
000,000.
00 00 00 00 00 00 00 00 00 00 00 oc 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 oc 00 00 00 00
BOOK
9,963,
14,951,
9,950,
19,895,
9,959,
320,088,
14,520,
8,561,
10,910,
27,983,
10,027,
15,000,
15,000,
25,001,
25,001,
5,054,
10,121,
13,321,
5,097,
7, 644,
10,000,
22,499,
10,226,
35,740,
25,518,
15,310,
15,306,
3,899,
25,036,
25, 036,
2,999,
3,272,
5,000,
9, 981,
9, 972,
2, 444,
25,000,
VALUE
200.00
250.00
100.00
400.00
200.00
420.00
195.00
285.00
350.00
760.00
400.00
750.00
750.00
250.00
250.00
450.00
900.00
360.00
850.00
750.00
900.00
775.00
053.23
950.00
750.00
500.00
900.00
274.82
750.00
750.00
189.78
480.00
000.00
500.00
000.00
737.70
000.00
ORIGINAL
10, 000,
15, 000,
10,000,
20,000,
10,000,
320,250,
13,500,
8,500,
11,000,
28,000,
10,000,
15,000,
15,000,
25,000,
25,000,
5,000,
10,000,
13,000,
5,000,
7,500,
10,000,
22,500,
10,007,
35, 000,
25,000,
15,000,
15,000,
3, 682,
25,000,
25,000,
2,974,
3,200,
5,000,
10,000,
10, 000,
2,465,
25,000,
FACE
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
SUBTOTAL (Inv Type) 27 FFCB BONDS
22.61%(C)
1.707
1.096 100.955
436,328,000.00
440,493,810.53
436,328,000.00
Exh
ibit
3
(SIRPT)
VENTURA COUNTY TREASURY PORTFOLIO, STEVEN HINTZ, TREASURER
ROBERT HANSEN: INVESTMENT MANAGER (805) 654-3733
INVESTMENT
INVENTORY
INVESTMENTS OUTSTANDING AS OF
6/30/11
MAJOR SORT KEY IS ICC#
SETTLEMENT DATE BASIS
PAGE:
4RUN: 06/30/11
10:42:01
INVSMT
FUND
NO.
DESCRIPTION
NO.
R R36237 LOCAL AGENCY INV FUND
36406 LOCAL AGENCY INV FUND
SUBTOTAL (Inv Type) 30 LOCAL AGENCY
R R R
36719 FFCB DISCOUNT NOTES
36712 FFCB DISCOUNT NOTES
36717 FFCB DISCOUNT NOTES
SUBTOTAL (Inv Type) 42 FFCB DISCOUNT
R R R R R R R R R R R R R
36596 GENERAL ELECTRIC CAPITAL
36609 GENERAL ELECTRIC CAPITAL
36649 GENERAL ELECTRIC CAPITAL
36642 GENERAL ELECTRIC CAPITAL
36657 GENERAL ELECTRIC CAPITAL
36658 GENERAL ELECTRIC CAPITAL
36626 GENERAL ELECTRIC CAPITAL
36641 GENERAL ELECTRIC CAPITAL
36640 GENERAL ELECTRIC CAPITAL
36666 GENERAL ELECTRIC CAPITAL
36669 GENERAL ELECTRIC CAPITAL
36680 GENERAL ELECTRIC CAPITAL
36710 GENERAL ELECTRIC CAPITAL
580
580
INV
1003
1003
1003
MATURITY
(TICKER)
07/01/11
07/01/11
FUN
2.57%
03/08/12
04/04/12
04/04/12
NOTES
2.82%
1001
1001
1001
1001
1001
1001
1001
1001
1001
1001
1001
1001
1001
SUBTOTAL (Inv Type) 82 COMMERCIAL PAPER
07/14/11
07/15/11
08/08/11
08/12/11
08/18/11
08/22/11
08/25/11
08/29/11
08/31/11
09/08/11
09/08/11
10/03/11
11/28/11
PURCHASE
DATE
12/10/08
01/15/10
(C)
04/07/11
04/05/11
04/06/11
(C)
10/22/10
11/12/10
12/09/10
12/08/10
12/21/10
12/21/10
11/30/10
12/08/10
12/07/10
01/06/11
01/10/11
02/03/11
04/01/11
SAF/
PURP
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
200
DIS
6.61%(C)
ASSETS
FIXED
CUPN
RATE
.507
.507
.507
.260
.260
.260
.260
.400
.350
.360
.360
.350
.350
.370
.360
.360
.350
.350
.350
.320
.361
1.113
TRDNG
YIELD
.507
.507
.507
.261
.261
.261
.261
.401
.351
.361
.361
.351
.351
.371
.361
.361
.351
.351
.351
.321
.362
.900
BOOK
PRICE
100.000
100.000
100.000
99.757
99.736
99.737
99.748
99.706
99.762
99.758
99.753
99.767
99.763
99.725
99.736
99.733
99.762
99.766
99.765
99.786
99.745
100.338
PAR VALUE
SHARES
40,000,
10,000,
50,000,
30,000,
20,000,
5,000,
55,000,
14, 000,
7,000,
18,000,
10,000,
5,000,
5,000,
10,000,
10,000,
25,000,
8,000,
5,000,
7,000,
5,000,
129,000,
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
000.00
1941378000.00
BOOK
40,000,
10, 000,
50,000,
29, 927,
19,947,
4,986,
54, 861,
13, 958,
6,983,
17, 956,
9,975,
4,988,
4,988,
9,972,
9, 973,
24, 933,
7, 980,
4,988,
6,983,
4, 989,
128, 671,
VALUE
000.00
000.00
000.00
200.00
277.78
855.56
333.34
777.78
326.39
440.00
300.00
333.33
138.89
455.56
600.00
250.00
944.44
284.72
530.56
288.89
670.56
1947946127.93
ORIGINAL FACE
30,000
20, 000
5,000
55, 000
14,000
7,000
18,000
10,000
5,000
5,000
10,000
10,000
25,000
8,000
5,000
7,000
5,000
129,000
.00
.00
.00
, 000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
,000.00
1891378000.00
Exh
ibit
3
GA summary
TOTAL PORTFOLIO =
FEDERAL AGENCIES
Federal Home Loan Bank
Federal National Mortgage Association
Federal Home Loan Mortgage Corporation
Federal Farm Credit Bank
NOTES
514.800
436.000
320.250
436.328
1,707.378
1,941.378
6/30/201 1
Discount Notes
0.000
0.000
0.000
55.000
55.000
TOTAL
514.800
436.000
320.250
491.328
1,762.378
1,762.378
Per Cent of
Portfolio
26.52%
22.46%
16.50%
25.31%
90.78%
Page 1
Exhibit 4
6-11
INV.
PPT
POR
TFO
LIO
AV
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AG
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MO
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HL
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bit 5
6-11
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050100
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