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NDATE:
TO:
Me~ta/RONI:
TransportationSUBJECT:Authority
July 25, 2000
TREASURER
INVESTMENT REPORT FOR QUARTER ENDINGJUNE 30, 2000
One Gateway PlazaLosAngeles, CA
90012-2952
BACKGROUND
The purpose of this quarterly report on investments is to certi~ that MTA’s cash andinvestment portfolios are in compliance with the current MTA Investment Policyapproved January 27, 2000, and the California Government Code.
INVESTMENT POLICY COMPLIANCE
1. On a consolidated portfolio basis, the securities held directly by MTA were incompliance for the quarter ending June 30, 2000.
2. L.A. County Pool
...... a) Non,compli~ce Mth MTA Investment Policy ...............
The L.A. County Pool held floating rate securities and securities withmaturities in excess of five years, which are specifically prohibited by theMTA Investment Policy, but are in compliance with the California
b) Non-Compliance vdth L.A. County Investment Policy
During the quarter, investments held by the L.A. County Pool exceededissuer limits for periods of one day to eight days due to oversight byinvestment staff and due to a reduction in investment limits as a result of aratings downgrade.
INVESTMENT RETURNS/CASH 3IANAGEMENT GOALS
Treasury staff continues to emphasize enhancing returns by adjusting the portfoliomaturities as cash flows permit, and based upon changes in the market environment. Theexternally managed portfolio strategies are desig-ned to enhance total return by targetingthe benchmark Lehman Brothers 1-3 year Government/Corporate Index. Investmentreturns and the weighted average duration for the internal portfolio and the externallymanaged portfolios are summarized below in Table I, and are shown in Attachment I,pages four, five and six.
For the quarter ending June 30, 2000, the externally managed portfolios had a combinedremm of 1.81% compared to a return of 1.66% for the benchmark. For the period, thecombined weighted average duration of the external portfolios was 1.7 years compared toa weighted average duration of 1.9 years for the benchmark.
Table IInvestment Returns
Quarter Ending. June 30. 2000
Investment Manager Weighted Average. :7’_-Benchmark ............. iReturn ~_--j-Duration- (year~) .Internal Manager
Portfolio91 day T-Bill
Bat& of AmericaL.M. CapitalPIMCO
External ManagerComposite
Lehman Brothers i-3 yr.Gov’t./Corp. Index
1.497"; 0.11.46% 0.2
1.87°/; 1.81.78°,./0 1.81.69 °,/o 1.4
1.81°./o 1.7
1.66~"o 1.9
Treasury staff monitors the performance of the external managers relative to therespective Benclmaark over a market cycle (3 to 5 years), and meets quarterly with theexternal managers to reviexv performance and to discuss managers" strategies.
Attachment I:Attactm~ent II:Attact~nent III:Attachment IV:Attachment V:
Prepared by:
June 2000 Quarterly Report on Cash & InvestmentsSchedule of Proposed FinancingsQuarterly Certification of LiquidityJune 2000 Transactions ReportBank of New York Western Trust Company, Sanwa Trust, andLocal Agency Investment Fund Asset Statements
Marshall M. Liu, Senior Financial AnalystDonna tk Mills, Senior Investment Manager
c.c: LACMTA Intea’nal Audi~rM:’~Shared lnve~ne~t Manag_ ¢a~aent Filesklnvestrae~. Repo~-’~a~ 2000 Quay Board Repoff.doc
ATTACHMENT I
LOs ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY’,~
QUARTERLY REPORT ON CASH & INVESTMENTS
June 30, 2000
Los Angeles County Metroi:,01itan Transportation Authority
CASH AND IN~ ESTMENT REPORTOVERVIEW
Jun~ 30, 2000(In iDollars)
The MTA’s Treasury Department is responsiblle for variousifunds in four major categories:
Current Quarter Prior QuarterJune 30,~ 2000 March 31, 2000
Discretiofiz~’ry /’ Operating Funds $ 778,289,461 1 $ 560,040,180 1 $
Bond proceeds, debt service reserves, andother capital project funds 1,415,133,433 1,393,317,574
Pension Assets 682,954,507 2 691,185,060
Other 8,887,349 a 8,805,397
TOTAL $ 2,885,264,750 $ 2,653,348,211 $
Additionally, the Treasury Department administers funds (approximately $180.4 million) Ior 9ovemment programs such the High Occupancy Vehicle (HOV) program, State Transit Assistance Funds (STAF) programs, and the Transportation
Development Act (TDA) program. :~
1 - Includes accrued income.2 .- Reported at market value, i3 - Transit Guarantee Bond program, Escrows, Construction Enhance~nent Loan program, Tunnel Monitor Fund, Workers Compensation
COP - Claim Payment, and Security for Workers Compensation L£ C.
Change
218,249,281
21,815,859
(8,230,553)
81,952
231,916,539
Los Angeles County Metrop
Description
Yield to IVlaturity (at market)Bank DepositsLA County Investment Pool
...., .Local Agency Investment FundCertificate of Deposit ProgramManaged InvestmentsTotal Wtd Avg YTM (at market)
Wtd Avg. Maturity (days)
BalancesBank DepositsLA County Investment PoolLocal Agency Investment FundCertificate of Deposit ProgramManaged InvestmentsTotal Book Value
Total Market Value
Total Par Value
Interest- EarnedInterest- Received
olitan Transportation Authority
SUMMARY a,n~ COMPARISONDISCRETIONARYi/i OPERATING FUNDS
June. ~30, 2000
CURRENT QUARTER
$
$
$
$$
June 30,2000
5.69%6.20%6.18%6.25%6.68%6.61%
317
33,261,97018,237,81230,000,000
198,000696,591,678
778,289,46t
774,562,625
774,730,624
8,389,1947,294,575
PRIOR QUARTERMarch 31, 2000
$
$
$
$$
5.28%5.7O%5.85%5.38%6.52%6.44%
410
7,992,51616,247,72430,000,000
297,000505,502,940
560,040,180
554,546,029
549,620,862
8,203,0138,292,680
Description
Bank Deposits
LA County Investment Pool
Local Agency Investment Fund
Certificate of Deposit Program
Managed Investments:Money Market FundsBankers AcceptanceCommercial PaperCertificates of DepositU.S. TreasuriesFederal AgenciesCorporate NotesMortgagesAsset Back Securities
Subtotal - Managed Investments
’Transportation Authority
CASH and INVESTMEN’I iSUMMARYDISCRETIONARY / OPERATING FUNDS
June 30, 20001
Balance at Weighted Avg Weighted Avgcost YTM !at market Maturity in days
1 ~i 5.69% 1
~ 6.20% 178
6.18% 201
i ’ 6.25% 362
’ ’ 6.00%’ 6.45%
6.23%
Los Angeles County Metropolitan
Total Cash & Investments
$ 33,261,970
18,237,812
30,000,000
198,000
56,709,25160,458,156
103,513,254
37,684,896316,128,4(:)791,319,11217,849,311012,929,292
696,591,678
$ 778,289,461
1 - Earnings on bank deposits include earnings credits net of service fees.
6.47%6.66%7.47%8.45%7.19%
6.68%
6.61%
9O6626
668325759799
1,062
340
317
Percentage
4.3%
2.3%
3.9%
0.0%
7.3%7.8%
13.3%0.0%4.8%
40.6%11.7%2.3%1.7%
89.5%
100.0%
INVESTMENT MANAGER PERFORMANCEDISCRETIONARY I OPERATING FUNDS
June 30, 2000
Investment Manager
Short Duration
Internal ***
Benchmark~- 91 day T-Bill plus 20basis points’thrQugh 12/31197
Benchmark - 91 day T-Bill from01/01/98 forward
Intermediate Duration
Bank of America
LM Capital
PIMCO
External Managers Composite
Benchmark - Lehman Brothers,1 - 3 yr Gov’t.ICorp. Index
Balance at Balance at Yield tomarket in cost in dollars Maturity Average
in daysdollars * at market
386,831,415 386,741,979
162,631,108 16.4,809,322
50,534,364 50,900,194
92,867,954 94,140,183
Durationin years
6.36% 47 0.13
7.09% 744 1.83
6193% 737 1.81
7.11% 623 1.44
7107% 706 1.71
6,82% 701 1.92
Performance (in percentages)Quarter Ending
Fiscal06/30/00 03131/00 12/31/99 Year h,r:eption**
1.49 1.48 1.43 5.95 5.37
1.46 1.42 1.29 5.44 5.16
1.87 1.22 0.75 4.97 5.82
1.78 1.04 0.56 4.60 7.37
1.69 1.18 0.82 5.01 5.69
1.81 1.18 0.75 4.93 7.43
1.66 1.26 0.62 4.85 5.70
* Cost balance includes accrued income** Inception dates; Internal 9/30/93; TradeStreet 1/31/97; LM Capital 2/28/90; PIMCO 1/31/97***Capra 2. FTA Enterprise, and FTA N. Hollywood accounts are included in the Internal performance return calculation.
1.90%
1.85%
1.80%
1.75%
1.70%
1.65%
1.60%
Los Angeles County Metropol!tan Transportation AuthorityIntermediate Duration Managers vs. Lehlman Brothers 1-3 Yr. Govt./Corp. Index
Quarter ,EndingJune 30, 2000
1.87%
1.78%
1.69%
Lehman Index
Bank of America :,LM Capital
i5’ i
PIMCO
5.10%
Los Angeles County Metropol!tan Transportation AuthorityIntermediate Duration Managers vs. Lehman Brothers 1-3 Yr. Govt./Corp. Index
Fiscal Year to Datei ’,
June 30, 2000
5.00%
4.90%
4.80%
4.70%
4.60%
4.50%
4.40%
4.30%
4.97%
Bank of America
Lehman Brothers 1-3 Yr. Govt./Corp. Index
4.60%
5.01%
iLM Capital!
PIMCO
Los Angeles County Metropolitan Transportation Authority
LIQUIDITy SCHEDULE
DISCRETIONARY/OPERATING FUNDS
June 30, 2000
Bank Deposits ,.Money Market Fund~
Local Agency Investment Fund
LA County Investment Pool
Certificate of Deposit Program
Investments Maturing:
Total Cash & Investments
Availability
ImmediateImmediateImmediate
less than 14 days.
see attached schedule
less than 31 days
31 days to 60 days
61 days to 90 diays91 days to 365 days
1 to 2 years
2 to 3 years3 to 4 years4 to 5 yearsmore than 5 years
YTMBalance at
atcost
market
33,261,970 5.69%56,709,251 6.00%30,000,000 6.18%
18,237,812 6.20%
198,000 6.25%
159,113,373 6.38%
117,258,060 6.32%
64,008,134 6.48%
40,631,233 7.06%
108,360,070 7.06%
115,316,758 7.25%
23,239,510 7.19%
11,955,290 7.16%
778,289,461 6.61%
CumulativeAvailability
33,261,97089,971,221
119,971,221
138,209,033
138,407,033
297,520,406414,778,466478,786,600519,417,833
627,777,903743,094,661766,334,171778,289,461778,289,461
Los Angeles County MetroP0, litan,,, Transportation Authority
CERTIFICATE OF DEPOSIT PROGRAMJune 30, 2000
Institution
Founders National BankWestern State Bank
¯ .. TOTAL PROGRAM
Amount
99,00099,000
198,000
Rate Maturity Days toDate ...Maturity
6.00% 06/26/2001 3616.50% 06/27/2001 362
6.25% 362
Los Angeles County Metropolitan Transportation Authority
LA COUNTY TREASURER’S I~VESTMENT POOLJune 30, 2000
As of June 30, 2000, the MTA had $18.2 million invested and availab, le for expenditure with the Los Angeles County Treasurer’sInvestment Pool. The earnings rate for June was 6.20%.
The MTA is also administrator of various funds that are required to be invested with the Los Angeles County Treasurer by enablinglegislation or court directive.
High Occupancy Vehicle Project FundsState Transit Assistance Bus FundsState Transit Assistant Rail FundsTransporation Development Act Local Transportation Account
Total Administered Funds
inthousands$ 585.2
21,470.612,598.2
145,702.8$ 180,356.8
~9
Book Value ¯
Duration ̄
Market Value :
Par or Face Valu~ :
Yield to Maturity :
Los Angeles County Metro )01itan Transportation Authority
GLOSSARYJune 30, 2000
The original cost of the investment, plus accrued interest and amortization of any discount or premium.
The approximate percentage change in the, price of a bond or portfolio for a 100 basis point shift in the
yield curve.
The current market price of the investment including accrued interest.
The principal amount paid at maturity.
The single rate of return earned on an inve’stment considering all cash flows and timing factors.
ATTACHMENT IISchedule of Proposed Fina’ncings - as of July 25, 2000
’~e~urity
P~op A
Plop C
Plop C
Bond Issue==. i i
Tax-Exempt Commercial Paper Issue, 9th Sub Series
Taxable Commercial Paper Issue, 3rd Sub Series
2000 -~ Loi~g:Term Bond
$176.0 million 4th Qtr FY 2000
$40.0 million $0 4th Qtr FY 2000
2nd Qtr FY 2001
Tax-Exempt Commercial Paper Issue, 10th Sub Series P~rop A $36.9 million $0 3rd Qtr FY 2001
Taxable Commercial Paper Issue, 4th Sub Series $61.6 million $0 3rd Qtr FY 2001
$32.1 million2001- A Long-Term Bond $161.3 million
Prop C
’iProp C 2nd Qtr FY 2001
Note ̄ All values include issuance costs
AT’IACHMENT IIIQuarterly Certification of Liquidity
As of June 30, 2000
In accordance with section 53646 (b)(3) of the California Government Code, I certify there is sufficient liquidity to meet MTA’s budgeted expenditure reqtfirements for the nextsix months.
SettlementDate Description
ATTACHMENT IV
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
PURCHASE DETAIL REPORT0610112000 to 06130/2000
Face PurchasedRate Maturily Date PAR COST Interest YAP Broker
06/0112000 REPO LEHMAN-LBI 6.28% 06/02r2000 9,350.000.00 9,000.000.00 0.0006/02/2000 REPO MORGAN STANLEY & CO 6.30% 06/05t2000 9,000,000.00 9,000,000.00 0.0006/05/2000 HONEYWELL INTL CPDS CPDS 0.00% 07/05/2000 2‘200,000.00 2,188,083.34 0.0006/05/2000 REPO LEHMAN-LBI 6.30% 06/06r2000 6.880,000.00 6,800,000.00 0.000610512000 FEDERAL HOME LN BKS DEB 7.25% 05/15#2003 6,000,000.00 6,024,480.00 32,625.0006/06/2000 U S TREASURY NOTES 6.00% 08/15/2004 1,000.000.00 984,687.50 18,461,5406/06/2000 REPO LEHMAN-LBI 6.30% 06/07/2000 9,000,000.00 9,000,000.00 0.0006/07/2000 ALUMINUM COMPANY OFAMERICA CPD 0.00% 07/0~0 2‘000,000.00 1,989,780.00 0.0006/07/2000 REPO LEHMAN-LBI 6.33% 06/08t2000 7,050,000.00 7,000,000.0006/08/2000 GILLE3-~E CO DISC C/P 4/2 CPDS 0.00% 06/19/2000 1,800,000.00 1,796,403.00 0.0006/08/2000 REPO CREDIT SUISSE FIRST BOSTON 6.38% 06/09r2_000 7,331.000.00 7,200,000.00 0.0006108/2000 GENERAL MTRS ACCEP CORP 6.63% 10/01/2002 850,000.00 835,218.50 10,480.3806/09/2000 REPO LEHMAN-LBI 6.35% 06/12/2000 9,000,000.00 9,000,000.00 0.0006/12/2000 INTL BUS MACHINES CORP CPDS 0.00% 07/07/2000 2‘700,000.00 2,687,700.00 0.0006/12/2000 REPO LEHMAN-LBI 6.37% 06/13/2000 6,485,000.00 6,300,000.00 0.0006/1312000 REPO LEHMAN-LBI 6.40% 06/14t2000 9,000,000.00 9.000,000.00 0.0006/14/2000 AMERICAN EXPRESS CR CORP CPDS CP 0.00% 09/12t2000 1,600,000.00 1,573.840.00 0.000611412000 REPO LEHMAN-LBI 6.38% 06/15/2000 7,400,000.00 7,400,000.00 0.0006115/2000 REPO LEHMAN-LBI 6.50% 06/16/2000 6,500,000.00 6,500.000.00 0.0006/1612000 GENERAL MTRS ACCEP CORP 7.63% 06/15/2004 1,800,000.00 1,798,884.00 0.0006/16/2000 REPO CREDIT SUISSE FIRST BOSTON 6.39% 06/19/2000 9,000,000.00 9,000,000.00 0.0006/19/2000 FEDERAL HOME LN MTGE CORP 5.50% 05/15/2002 2,000,000.00 1,951,420.00 10,388.8906/19/2000 GENERAL MTRS ACCEP CORP C/P CPDS 0,00% 09/07/2000 1,800,000.00 1,T73,800.00 0.0006/1912000 REPO CREDIT SUISSE FIRST BOSTON 6.33% 06/20/2000 7,333.000.00 7,200,000.00 0.0006/20/2000 REPO LEHMAN-LBI 6.35% 06/21t2000 9,000,000.00 9,000,000.00 0.0006/20/2000 CAPITAL AUTO RECEIVABLES ASSET 7.00% 01/15/2005 4,000.000.00 3,987,343.75 3,888.8906121/2000 REPO LEHMAN-LBI 6.34% 06/22J2000 9,000,000.00 9,000,000.00 0.0006/22/2000 REPO LEHMAN-LBI 6.36% 06/23/2000 9,000,000.00 9,000.000.00 0.0006t23/2000 REPO LEHMAN-LBI 6.36% 06/26/2000 9,305,000.00 9,000,000.00 0.0006/26/2000 GENERAL ELEC CAP CORP DISC CIP CPD 0.00% 09/06/2000 1,500,000.00 1.480.140.00 0.0006/26/2000 REPO LEHMAN-LBI 6.43% 06/27/2000 7,500.000.00 7~500.000.00 0,0006/27/2000 FEDERAL HOME LN MTG CORP 7.38% 05/15/2003 9,000,000.00 9~, 60,480.00 57,156.2506/27/2000--R EPO-CREDIT S UISS E FI RST BOSTON 6.45%-- 06128/2000 ~J,000.000:0~T ....... 9,000,000:00 ........ 0.00--06i28/2000 REPO MORGAN STANLEY& CO ...... 6.38% 06129/200006/30/2000 WISCONSIN ELEC PVVR CO DISC C/P CPDS 0.00% 08/15/2000 2,100,000.00 2.082,370.50 0.00
30/2000 REPO GOLDMAN, SACHS & CO 6.25% 07/03/2000 6,900,000.00 6,900,000.00 0.00
TOTAL 212,384,000.00 211,014,630.59 133,000.95
6.37 LEHMAN-LBI6.39 MORGAN STANLEY & CO7.18 GOLDMAN, SACHS & CO6.39 ~EHMAN-LBI7.09 FIRST TENNESSEE BK NA-BD DIVI6.42 PRUDENTIAL SECURITIES INC6.39 LEHMAN-LBI7.12 GOLDMAN. SACHS & CO6.42 LEHMAN-LBI6.62 MORGAN (J.P.) SECS-FIXED6.47 CREDITSUISSE FIRST BOSTON7.45 FIRSTUNION SECURI"rlES INC6.44 LEHMAN-LBI6.75 MERRILL LYNCH GOVTSECS/M.MKTS6.46 LEHMAN-LBI6.49 LEHMAN-LBI6.94 FIRST NATL BK OF CHICAGO/IPA6.47 LEHMAN-LBI6.59 LEHMAN-LBI7.64 BEARS STEARNS & COMPANY6.48 CREDIT SUISSE FIRST BOSTON6.88 GOLDMAN, SACHS & CO6.91 CHASE MANHATTAN BKJCHEMICAL/C6.42 CREDIT SUISSE FIRST BOSTON6.44 LEHMAN-LBI7.29 CHASE SECURITIES,6.43 LEHMAN-LBI6.45 LEHMAN-LBI6.45 LEHMAN-LBI6.82 GOLDMAN, SACHS & CO6.52 LEHMAN-LBI7.11 MORGAN (J.P.) SECS-FIXED6.54= CREDIT SUISSE FIRST BOSTON .....6.47 MORGAN STANLEY & CO6.78 GOLDMAN, SACHS & CO6.34 GOLDMAN, SACHS & CO
SettlementDate
ATTACHMENT tV
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
SALES DETAIL REPORT0610112000 to 06/30/2000
Fa~eDescription Rate Maturity Date PAR Principal Interest Gain / (LOss)06/05/2000061051200006/20/200006/22/200006/26/200006/26/2000
FEDERAL HOME LN BKS DEB 5.88%FEDERAL FARM CR BKS CONS M/TIN 5.64%FORD CR AUTO OWNER TR 5.80%GNMA 30 YR SF 8.50% JUN TBA 8.50%U S TREASURY NOTES 6.25%U S TREASURY NOTES 6.63%
TOTAL
08/15/2001 4,000,000.00 3,949,680.00 71,805.56 (23,220.00)06/18/2001 2.000,000.00 1,972,040.00 52,326.67 (23,220.00)06/15/2002 1,000,000.00 988,710.94 805.56 (11,250.70)0611512030 6,500,000.00 6,665,546.88 0.00 100,546.8802/2812002 500,000.00 497,226.56 10,020.38 (14,648.44)03/31/2002 13,900,000.00 13,904,343.75 218,896.52 (524,087.21)
27,977,548.13 353,854.69 (495,879.47)
LOS ANGELES METROPOLITANTRANSPORTATIONLACMTA-INTERNAL MANAGERACCOUNT NUMBER 000Z20077MONTHLX REPORT / TRADE DATE BASISJUNE 01, ZO00 - JUNE 30, 2000
A ~CHMENT V
INVESTMENT HOLDINGS
000630
UNITS DESCRIPTIONUNIT VALUEBOOK/MARKET
TOTAL VALUEBOOK MARKET
UNREALIZEDGAIN/(/OSS)
EST ANNUAL INC/ YLD L!ACCRUED INCOME BK/MKI’
~3"F3 INCOME INVESTMENTSGOVERNMENT BONDSU S AGENCIES
6,000,000.000 FEDERALHOME LN MTG CORP DISC NTSDUE 09128/00
.... CUSIP 9~ 3133961163 ISSUED 09/28/99
10,000,o00.000 FEDERAL IlOME LN MTG CORP DISC NTSDUE 08/08/00
CUSIP 9~ 313396D36 ISSUED 08/08/99
s,ooo,ooo.o00 FEDERALNA?’L MTGE ASSN DISCOUNTDUE 09/14/00
CUSIP 99 313588F83 ISSUED 09/14/99
Zl,O00,O00.O00 TOTAL U S AGENCIES
21,OO0,000.0O0 TOTAL GOVERNMENT BONDS
Zl,000,000.000 TOTAL FIXED INCOME INVESTMENTS
SHORT TERM INVESTMENTSPOOLED FUNDS & MUTUAL FUNDS
29,590,336.900 AIM SHORT TERM INVESTNENT TRSY PRIVATECUSIP 9~ $999902Z0
I0,000,000.000 DREYFUS TREASURY CASH MGMT FUND ’B’ 673CUSIP ~ $99991980
I0,000,000.000 FIDELITY US TRSY PORT III FD 9| 696CUSlP [~ S99992760
49,590,336.900 TOTAL POOLED FUNDS & MUTUAL FUNDS
98 35498 427
99 ()1999 350
98. 37098. 694
.000
.000
.’000
.!boo ’i ooo
5,901,265.005,905,620.00
9,901,916.679,935,000.00
4,918,479.174,934,700.00
20,721,660.8420,775,320.00
20,721,660.8420,775,320.00
20,721,660.8420,775,320.00
29,590,336.9029,590,336.90
i0,000,000.00I0,000,000.00
i0,000,000.00I0,000,000.00
49,590,336.9049,590,336.90
4,355.00
33,083.33
16,220.83
53,659.16
53,659.16
53,659.16
0.00
0.00
0.00
0.00
390,600.00 6.622,170.00 6.61
58:1,636.34. !i, ,t.,27,B43.94 5.93
322,499.99 G.SG14,333.33 6.54
1,302,736.3344,347.27 "6.27
1,302,736.33 6.31!44,347.27 6.Z7
1,30Z,736.33 6.2944,347.27 6.27
1,781,338.28 6.02116,435.63 6.02
587,000.00 5.8719,181.46 5.87
606,000.00 6{0619,637.67 6.06
2,974,338.28 6.00155,Z54.76 6.00
Lu.’, kNGEI.E~ ItETROPOLITAN TRANSPORTATIONLACMT~-INTERU~L ~AN~GERkCCOU)~’"~UB~ER 0002Z0077BONT~IL ~PORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, ZOO0
COMNERCIAL PAPER5,000,000.000
5,000,000.O00
5,000,0(}0.000
4,000,000.000
1,728 969. 000
5,OOO 000.000
5,000,O00.OU0
10,000,000.000
8,00(l,000.000
4,000,000.000
BELLSOUTll TELECOH DISC C/P CPDSDUE 07/13/00
CUSIP ~ 07815JGD4 ISSUED 04/27/00
CIIASE MAIIIIATTAN DANK DISC B/ADUE I2/06/00
CIISIP II lG15ZOMG1 ISSUED06/12/00
CITIBAI|K I|.A. DISC B/Abile 07/28/00
C[ISIP II 1730K(.)GUG ISSUED 06/28/00
CITIBAUK N.A. DISC B/ADUE 07/27/00
CUSIP ~ 1730KOGT9 ISSUED 06/27/00
CITIBMIK U.A. DISC B/ADUE ID/IO/O0
CUSIP I| 1615%OKA4 ISSUED O4/12/00
CITIBANK N.A. DISC B/ADUE O7/17/(}0
CUSIP ~ 1730K(I(;I15 ISSUED 06/16/00
INVESTMENT HOLDINGS
UHIT VILUEBOOK/HARKET
TOTAL VALUEBOOK BAEKET
UNREALIZEDGAIN/(LOSS)
EQUII.ON ENTERPRISE DISC C/P CPDSbile 07/21/00
CUSIP II 2944EUGM7 ISSUED 04/25/00
GEUERALMTRS ACCEP CORP C/P CPDSDUE 08/02/00
CUSIP ~ 3"104201i22 ISSUED 06/06/00
IIITL BUS HACIIINES CORP CPDSDUE 0"1/06/00
CUSIP ~ 459200664 ISSUED 06/26/00
MERRILL LYIICI! & CO DISC C/P CPDSDUE 08/15/00
CUSIP II 59018JIIF4 ISSUED 06/27/00
~.689S9.746
9~.8o697.115
99.476
99.49799. 494
98. 13798. 148
99.49799.674
.!
98. 51699.. 602
99.33099.394
99.81899.870
9b.IO8
4,934,443.064,931,950.28
4,840,312.504,840,217.50
4,973,940.284,971,983.78
3,979,8’11.113,9"18,307.42
1,696,765.511,696,328.20
4,974,838.894,9’12,904.67
4,925,808.334,922,949.44
9,932,988.899,930,384.44
7,985,466.677,982,330.13
3,964,338.893,963,864.89
(2,492.78)
(95.00)
(1,956.50)
(1,563.69)
(437.31)
(1,934.22)
(2,858.89)
(2,604.45)
(3,136.54)
(474.00)
EST ANNUAL INC/ YLDACCRUED INCOME
306,499.68 6.2155,34D.22 6.21
328,5(}0.00 6.7915,512.50 6.79
323,499.96 6.5U1,797.22 6.51
258,799.68 6.501,437.’18 G.5l
112,555.80 6.63625.31 (.,.z~
323,4.99.96 6.5010,783.33 6.51
3()6,999.72 6.2357,136.06 6.24
651,999.96 6.569,055.56 6.57
52~,199.88 6.557,266.67 6.55
261,999.72 6.612,911.11 6.61
PAGE 8
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-INTERNAL HANAGERACCOUNT NUMBER O00ZZO077MONTNLY REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, 2000
INVESTMENT
UNITS DESCRIPTION UNIT VlLUEBOOK/MARKET
5,000,000.000 MERRILL LYNCH & CO DISC C/P CPDSDUE 08/24/00
CUSIP ~| 59018JNQO ISSUED 04/Z7/00
I0,000,000.000 NIEE INC DISC C/P CPDSDUE 08/01/00
¯ ~ ~CUSIP JJ 6541DZII19 ISSUED 06/Z6/00
8,000,000.000 POTOMAC ELEC PWR CO DISC C/P CPDSDUE 07/07/00
CUSIP ~[ 73768AG75 ISSUED 06/02/00
5,000,000.000 SALOMON SHITU BARNEY DISC C/P CPDSBUm 08/I0/00
CUSIP I| 7954WOUA6 ISSUED 05/17/00
8,000,000.000 UNITED PARCL SVC AHER DISC C/P CPDSDUE 07/27/00
CUSIP II 91130TGT9 ISSUED 06/26/00
88,728,969.000 TOTAL COMMERCIAL PAPER
BANKERS ACCEPTANCE3,000,000.000
3,000,000.000
Z,500,000.000
4,000,000.000
BANK OF NEW YORK N~ B/ADUE 10/16/00
CUSIP tt BNKOBOOAG ISSUED 04/20/00
BANK OF AMERICA NT&SA B/ADUE 07/17/00
CUSIP ~ BMNOBOO7H ISSUED 0~/18/00
BANK OF NEW YORK NY B/ADUE 09/18/00
CUSIP 1t BNKOBOO9J ISSUED 05/19/00
BANK OF AMERICA NA B/ADUE 08/11/00
CUSIP tt BMNOBO08B ISSUED 02/17/00
: 99. 007
~99.413
99 58599.852
99.197199.237
i99. 44899.494
97.03598.049
98. 48899 678
97. 866~.866
i98.968199.234
00063;)
HOLDINGS
TOTAL VALUEBOOK MARKET
UNREALIZED~AINI(LOSS)
4,896,536.114,893,850.14
9,934,500.009,93Z,171.78
7,966,777.787,963,578.05
4,959,850.004,958,184.50
7,955,842.227,952,368.18
87,922,280.Z~87,891,373.40
2,911,041.672,906,915.36
Z,95q,625.002,953,0~4.62
2,446,654.172,446,654.17
3,958,706.673,957,780.10
(2,685.97)
(2,3ZS.ZZ)
(3,199.73)
(1,665.50)
(3,474.04)
(30,906.8~)
(4,126.31)
(i,88o.38)
0.00
(926.57)
EST ANNUAL INC/ YLD ATACCRUED INCOME BE/MET
312,999.84 6.3956,513.86 ~: ,
654,999.84 6.599,097.22
519,999.84 6.5324,555.55 6.53
328,500.00 6.623,650.00 6.63
512,799.84. 6.~57,12Z,ZZ 6.45
5,7Z6,SB3.7Z 6.51262,804.61 6.5Z
182,999.88 6.Z934,566.64 6.30
181,499.76 6.1437,308.Z8 6.15
]62,749.99 6.6517,631.25 6.65
260,799.84 6.59
PACE 9
LOS ANGELES tlETROPOLITAN TRMISPORTATIONLACI1T)~ ~,TERN AL MANAGERACCO~, dflBER 000220077HONTHLX REPORT / TR&DE DITE BI5ISJUNE 01, 2000 - 3~NE 30, 2000
INVESTMENT HOLDINGS
UNITS DESCRIPTION UNIT VALUE TOTAL VALUEBOOK/MARKET BOOK BAitKET
UNREALIZEDGAIN/(LOSS) ACCIUZD INCOME
3,000,000.000
3 , 590 , [:,72. 570
BAIIK OF AMERICA t|T&SA B/ADUE 09/18/00
CUSIP ~ BMNOBOOgJ ISSUED 03/28/00
BANK OF AMERICA II A B/ADUE I0/10/00
CUSIP [| BHNOBOOAA ISSUED 04/13/00
3,000,000.000 DMIKERS TR CO N Y BRII B/ADUE 08104/00
. ".. CUSIP~ BKPOBO084 ISSUED 02/18/00
2,450,000.0()0 CIIASE ~AIIIIA’|"I’AI~ BATIK B/ADUE 0~I08/0(}
CUSIP ~ AIIZ0,O088 ISSUED 02/15/00
2,000,000.000 REGIONS BANK B/A B/ADOE 08/31/00
CUSIP , REGOBOOBX ISSUED 06/07/00
2,000,000.000 REGIONS BAUK BIA BIADUE 07/05/00
CUSIP II REG(}BO075 ISSUED 04/17/00
1,000,000.0(}0 REGIONS BANK BIA B/ADUE o9112/00
CUSIP ~ REGOBO09C ISSUED 06128/00
29,540,572.570 TOTAL BANKERS ACCEPTANCE
AGENCIESG,000~000.000
3,000,000.000
FEDERAL IIOItE LI| MTG CORP DISC NTSDUE O9/14/00
CUSIP ~ 313396F81 ISSUED 09/14/99
FEDERAL flUME LI! MTG CORP DISC NTSDUE 08/24/00
CUSIP ~ 313396D34 ISSUED 08/24/99
c~7.028 2,910,825.0098¯ 555 2,907,968.50
98.075 3,521,454.0598.158 3 521,807.97
9"I. 270 2,918,100.0099. 349 2,915,141.70
97. 156 2,380,328.1399. 288 g,~’~8,003.95
98. 488 I ,969,760.0098.897 1,977,934.80
98. 675 I ,973,491.II98. 675 I ,973,491. Ii
98. 644 986,437.5098. 701 987,012.50
:, 28,931,~Z3.3028,925,75~.78
98. 610 5,916,583.3398. 688 5 ~919,113.33
98. 752 2,962,550.00i99.068 2,963,480.00
(Z,856.50)
353.92
(2,958.30)
(2,324.18)
8,174.80
0.00
575.00
(5,~8.52)
2,530.00
930.00
184,50(}.00 6.3448,687.50
236,977.56 6.732,633.08 6.73
~’15,500.0(} 6.0165,325.00
143,324.64 6.0254,542.99 G.()3
129,600.00 6.588,280.00 G, 55
120,800.01 6.12I14,68~.55 6.12
65,100.00 6.bO361.67 6,60
1,843,851.68 6.37395,611.06 6.37
389,999.88 6.592,166.67 6.59
192,600.008,560.00 6.50
PAGE I0
INVESTMENT
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-INTERNAL MANAGERACCOUNT NUMBER 000220077MONTNLY REPORT / TRADE DATE BASISJUNE 01, 2000 - JUNE 30, 2000
UNITS DESCRIPTION
10,000,000.000
5,000,000.000
lO,O00,OO0.O00
5,000,000.000
i0,000,000.000
5,000,000.000
6,000,000.000
2,472,000.000
6,000,000.000
6,000,000. 000
FEDERAL FARM CREDIT BANK DISCOUNTDUE 07/10/00
CUSIP , 313312ZE3 ISSUED 07/10/99
FEDERAL NOME LOAN BANK DISCOUNTDUE 07/19/00
¯ /CU~IP |I 313384ZP7 ISSUED O7/25/99
FEDERAL IIOME LOAN BANK DISCOUNTDUE 07/07/00
CUSIP || 313384ZB8 ISSUED O7/13/99
FEDERAL IlOME LOAN BANK DISCOUNTDUE 07/05/00
CUSIP || 313384¥Z6 ISSUED 07/11/99
FEDERAL IIOME LOAN BANK DISCOUNTDUE 08/25/00
CUSIP ~ 313384D48 ISSUED 08/25/99
FEDERAL IIOME LOAN BANK DISCOUNTDUE 08/23/00
CUSIP II 313384D22 ISSUED 08/23/99
FEDERAL IIOME LOAN BANK DISCOUNTDUE 08/09/00
CUSIP t| 313384B40 ISSUED 08/15/99
FEDERAL IIOME LOAN BANK DISCOUNTDUE O9/13/00
CUSIP tt 313384F79 ISSUED 09/13/99
FED’L I|OME LN MTGE CORP DISCOUNTDUE 08/ZZ/00
CUSIP ~ 313396C92 ISSUEB 08/22/99
FEDERAL BOME LOAN BANK DISCOUNTDUE 08130/00
CUSIP l| 313384D97
HOLDINGS
000(,3~.
UNIT VALUEBOOK/MARKET
TOTAL VAI~EBOOK MARKET
UNREALIZEDGAIN/(LOSS)
99. 541
99. 537~ ~9.711
99.929
99. 786.00.000
98.93099.050
i 98.91299.086
99.00399. 388
98,59898. 694
98. 99799.102
98.893953
9,954,138.899,959,613.90
4,976,852.784,978,427.78
9,959,238.899,962,772.23
4,989,316.674,992,877.78
9,893,000.009,896,083.33
4,945,608.344,947,166.67
5,940,173.335,945,118.34
Z,437,346.682,437,938.59
5,939,800.005,941,820.00
5,933,556.675,935,036.67
5,475.01
1,575.00
3,533.34
3,561.11
3,083.33
1,558.33
4,945.01
591.91
Z,020.00
1,480.00
EST ANNUAL INC/ YLD ATACCRUED INCOME BK/HKT
634,999.68 6.3829,986.10 G. 38
320,499.72 6.447,122.22 6.44
637 0999, 97. 6.4.130,127.77
320,499.72 6.4.27,122.22 6.q2
641,999.88 6.4.98,916.67 6.49
320,999.76 6.497,133.33 6.49
384,599.88 6.4718,161.66 6.47
159,938.28 6.561,777.09 6.56
387,000.00 6.524,300.00 6,51
385,799.76 6.5(}2,143.33 6,50
P^C~ Ii \
UNITS DESCRIPTION
6,000,0UO.(JO(J
6 , 000 , ()DO. 000
10,000,000.000
I0,000,000.000
INVESTMENT
8,0(]0,000.
lO,O00,OO0.O00
10,000,000.000
2,209,000.000
10,000,0D0.000
146,681,000.000
314,540,878.470
FEDERAL NAT’L MTGE ASSN DISCOUNTDUE (}9/()7/00
CUSIF #~ 313588E92 ISSUED 09/07/99
FEDERAL UAT’L liTGE ASSN DISCOUNTDUE O9/28/U0
CUSIP B 313588H65 ISSUED IO/04/99
FEDERAL IIOME LOAN BANK DISCOUNTDUE 07/18/O0
31338,tZ1;2
IIAT’L M’rGE ASSN DISCOUNTDIIE 0’1/26/D0
CUSIP It 3135882W8 ISSUED 08/01/99
FED’L flUME [II li’rGE CORP DISCOUNTDUE 09/07/00
CUSIP ~ 313396E90 ISSUED 09/07199
.., CUSIP B
FEDERAL
HOLDINGS
UHII VALUEBOOK/BASKET
TOTAL VALUEBOOK MARKET
UNREALIZED~AIN/(LOSS)
FEDERAL NAIL (4’rGE ASSU DISCOUNT NTDUE 07112/00
COSIP ~ 313588203 ISSUED 07/18/99
FEDERAL
CUSIP tt
FEDERAL
CUSIP fl
FEDERAL
CUSIP 1t
|IA’rL MTGE ASSN DISCOUNT NTDUE 07/25/00
3135882V0 ISSUED 07/31/99
NAIL ~’I’OE ASSII DISCOUNT NTDUE 08/24/00
313588D36 ISSUED 08/24/99
NAIL HTOE ASSII DISCOUNT NTDUE DS/22/DO
31358~JC94 ISSUED 08/28/99
TOTAL U S AGENCIES
TOTAL SIIORT TERH INVESTHEIITS
98.73898. 808
98 354
~9.729
99.465
98.497
99.71699.842
99.483~9,. 606
99. 057
98.93099. 106
h
5,924,283.335,926,316.67
5,901,265.005,903,090.00
9,940,500.009,943,150.00
9,946,500.009,956,98~.33
7,879,786.677,881,742.22
9,971,555.569,975,311.1]
9,948,283.339,951,683.33
2,181,424.322,181,866.12
9,893,000.009,896,333.34
145,434,763.79145,495,924.74
311,878,80~.Z3311,903,389.82
2,033.3,t
1,825.O0
2,650.00
10,483.33
1,955.55
3,755.55
3,400.00
441.80
3,333.34
61,160.95
2~,585.59
EST ANN~AL INC/ YLD ATACCRUED INCOME BR/MRT
389,399.7(; 6.572,163.33 6.57
’390,600.00 6.622,170.00 6.62
630,000.00 ;..3429,750.00 6.34
641,999.88fl,91(i.6’/
515,199.9622,897.78 6.54
639,999.72 6.428,888.89 6 42
641,999.88 6 458,916.67 6 45
141,817.68 6.506,303.01
641,999.88 6.4914,266.66 6.49
9,409,953.24 6.47231,790.07 6.47
19,954,996.92 6.401,045,460.50 6.40
PAGE 12
LOS ANGELES METROPOLITAN TRANSPORTATIONLACI~TA-INTERNAL ~ANAGERACCOUNT NUMDER 000220077MONTHLY REPORT / TRADE DATE BASIS3UNE 01, 2000 - JUNE 30, Z000
INVESTMENT HOLDINGS
0006~6
UNREALIZED EST ANNUAL INC/ YLD ATjACCRUED INCOME BKIMKT __
UNITS DESCRIPTION
BOOE/HAR~ETTOTAL VALUEBOOK MARKET GAIN/(LOSS)
335,5~0,878.470 TOTAL INVESTMENTS
PAYABLES
"~,., ~CEIVABEES
CASII
ACCRUED INCOME
TOTAL FUND
332,600,~65.0733Z,678,709.82
0.000.00
0.000.00
0.000.00
1,089,807.771,089,807.77
333,690,272.84333,768,517.59
78,244.75
78,244.75
21,257,733.25 6.391,089,807.77 &.39
21,257,733.251,089,807.77
PACE 1 3
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-CAPRA 2ACCOUNT NUMBER 000220078MONTI{LX REPORT / TRADE DATE BASISJUNE 01, 2000 - JUNE 30, 2000
UNITS DESCRIPTION
000696
INVESTMENT HOLDINGS
UNIT VALUE TOTAL VALUEBOOK/MARKET BOOK MARKET
UNREALIZEDGAIN/(LOSS)
EST ANNUAL INCI YLD ATACCRUED INCOME BK/HKT
FIXED INCOME INVESTMENTSGOVERNMENT BONDSII S AGENCIES
2,500,000.000 FEDERAL NAT’L MTGE ASSN DISCOUNTDUE 09/14/00
CUSIP || 313588F83 ISSUED 09/14/99
2,500,000.000 TOTAL U ~ AGENCIES
2,5OO,O00.OOO TOTAL GOVERNMENT BONDS
2,500,000.000 TOTAL FIXED INCOME INVESTMENTS
SNORT TERM INVESTMENTSPOOLED FUNDS & MUTUAL FUNDS
1,377,423.120 AIM SIIORT TERM INVESTMENT TRSY PRIVATECUSIP , $99990220
1,377,423.120
COMMERCIAL PAPER1,300,000.000
1,000,000.000
\ 1,300,000. 000
TOTAL POOLED FUNDS & MUTUAL FUNDS
ClIASE MANIIATTAN BANK DISC B/ADUE 12/06/00
CUSIP ~ 1615XOM61 ISSUED 06/12/00
GRAINGER W W INC DISC C/P CPDSDUE 07/19/00
CUSIP , 38480JGK7 ISSUED 06119/00
IIALLIBURTON CO CPDS CPDSDUE 07/10/00
CUSIP ti 40621RGA7 ISSUED 05/II/00
98. 372 2,459,302.7838.694 2,467,350.00
~.000
!.ooo
~d,.92o197.115
99.456
!:
~9.254
2,459,302.782,467,350.00
2,459,3OZ.78Z,467,350.00
2,459,302.78Z,467,350.00
1,377,423.121,377,423.12
1,377,423.121,377,423.12
1,259,965.781,259,884.03
994,558.33994,145.13
1,290,302.36i,Z89,789.54
8,047.22
8,047.22
8,O47.ZZ
8,047.ZZ
0.00
0.00
(81.75)
(413.20)
(512.82)
160,999.99 6.557,155.55 6.53
160,999.99 6.557,155.55 6.53
16O,$99.99 6.557,155.55 6.53
160,999.99 6.557,155.55 6.53
82,920.87 6.023,2~5.69 6.02
8Z,920.87 6.023,245.691 6.0Z
85,279.68 6.772,605.77 6.77
65,300.04 6.572,176.67 6.57
85,I~9.72 6.607,568.86
PAGE 7
LOS ~I+G~L~5 PI~TgOPOLIT~RTRAHSPORTATIOII
kCC I+UMBZR 000220078MOI|~,.~ REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, 2000
INVESTMENT HOLDINGS
UttITS DESCRIPTIOII
1,300,000.000
1,300,000.000
I , (}(}0 , 0(}0. O0(J
I ,000,000.000
8,ZO0,O00.O00
BAIIKER5 ACCEPTANCE1,00(},000.000
1 ,000,000.000
1,000,000.000
1,000,000.000
I ,000,000.000
IIOMESIDE LEIIDIIIG DISC C/P CPDSDUE 07/06/00
CUSIP B 43760R061 ISSUED OS/ll/O0
MERRILL LYI|CI| & CO DISC C/P CPDSDUE 08/02/00
CUSIP B 59018JI123 ISSUED 03/07/00
MORGAN STAIII+EY D:WITTER CPDS CPDSbiie 07/31/00
CUSIP B 617,15AGXI ISSUED 06/28/00
SAI,OMOll SIqITll BARIIEY DISC C/P CPDSP,E 07/0~/00
CUSIP ~ 7954W0033 ISSUED 0S/22/00
TOTAL COMMERCIAL PAPER
BAIIK OF NEW YoRK tlY B/ADIIE 10/16/00
CUSII, tt UIIKOU(}OAG ISSUED 04/20/00
BAIIK OF AMERICA NT&SA B/ADUE o9/20/00
CUSIP II BI’IIIOB(}OgL ISSUED 03/28/00
BAIIK OF AMERICA N A B/ADUE 07/18/00
CU$IP g BPIIIOBOO7J ISSUED 01/21/00
BAIIKERS TR CO II Y BRII B/Abile 08/04/00
CUSIP ~ BKt’ODO084 ISSUED 02/18/00
ClTIBAIIK iI.A. DISC B/ADUE 08/29/00
CUSIP 1t 1730KOIIV] ISSUED 03102/00
UHIT VALUEBOOKIBAIKET
TOTAL VALUEBOOK MARKET
UNREALI2EDOlIN/(tOSS)
li99.492
i99.870
!99.49499.413
1,293,397.441,292,885.96
1,290,553.331,290,357.08
994,944.44994,126.90
(511.48)
(196.25)
(817.54)
:.99.24199.924
99Z,405.00992,003.88
(401.12)
8,116,126.688,113,19Z.52
(2,934.16)
97.03598.049
970,347.22968,971.81
(1,375.41)
96.99398.519
969,933.33968,963.36
(969.97)
~8.58899.661
985,883.33985,347.11
(536.22)
97.32199.349
973,213.33972,255.61
(957.72)
97.06198.914
970,614.17969,438.78
(1,175.39)
84,889.80 6.565,423.52 6.57
85,019.76 6.591,889.33 6.59
O. O0 0 . O00.
65,099.88 6.567,233.32 6.56
470,738.88 ~ 5.8026,897.4~ 5 80
60,999.84 6.29II,522.19 6.3(.)
61;499.88 6.3416,229.1.I 6.35
60,499.80 6.1411,259.69 6.14:
58,799.88 6.0421,233.29 6.05
59,099.76 6.0919,699.92 6.1(J
PACF: 8
I~ESTMENT
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-CAPRA ZACCOUNT NUMBER 000ZZ0078MONTNLX REPORT / TRADE DATE BASISJUNE 01, Z000 - JURE 30, Z000
UNITS
1,000,000.000
6,000,000.000
U S AGENCIES2,500,000.000
1,000,000.000
2,500,000.O00
Z,000,O00.O00
Z,000,O00.O00
1,000,000.000
Ii,000,000.000
26,577,423.120
29,077,423.120
DESCRIPTION
FIRST UNION NATIONAL BANK B/A
UNIT VALUEBOOK/MARKET
96.713
HOLDINGS
TOTAL VALUEBOOK MARKET
967,133.61
000698
UNREALIZEDOAIN/(LOSS)
DUE ii/20/00CUSIP W FVROBOOBL ISSUED 05/19/00
TOTAL BANKERS ACCEPTANCE
FED’L HOME LN MTOE CORP DISCOUNTDUE o8/oi/oo
CUSIP || 313396A45 ISSUED O8/01/99
FEDERAL FARM CREDIT BANK DISCOUNTDUE 08/14/00
CUSIP |[ 313312B90 ISSUED 08/14/99
FEDERAL HOME LOAN BANK DISCOUNTDUE 08/09/00
CUSIP |~ 313384B40 ISSUED 08/15/99
FEDERAL NOME LOAN BANK DISCOUNTDUE 07/14/00
CUSIP # 313384ZJi ISSUED 07/20/99
FED’L liOME LN MTGE CORP DISCOUNTDUE 07/05/00
CUSIP W 313396YZ0 ISSUED 07/05/99
97.407
~9. 00399. 476
99. 178~39. 242
98. 98799. 388
98. 99199.801
99.02739.964
967,272.99
5,837,124.$95,832,249.66
2,475,072.222,475,771.55
991,783.89992,062.78
2,474,666.67Z,476,700.01
1,979,828.331,980,448.93
1,980,536.111,981,231.71
FEDERAL NAT’L MTGE ASSN DISCOUNTDUE 07/20/00
CUSIP || 313588ZQ1 ISSUED 07/Z0/99.
TOTAL U S AGENCIES
TOTAL SNORT TERM INVESTMENTS
TOTAL INVESTMENTS
99.000~9.693
989,997.78990,321.39
10,891,885.0010,896,536.37
26,222,559.79Z6,21S,401.67
28,681,862.5728,686,751.67
139.38
(4,875.33)
699.33
278.89
2,033.34
620.60
695.60
323.61
4,651.37
(3,158.12)
4,889.10
EST ANNUAL INC/ YLD ATACCRUED INCOME BK/MKT
66,099.96 6.836,793.61 " 6.83.
366,999.12 6.2986,737.84 6.29
160,249.68 6..I.V11,128.~5 G.&7
64,299.96 6.48357.22 6.48
159,999.84 6.477,999.99 6.46
127,399.68 6.4315,571.07 6.’~3
127,399.68 6.4318,048.29 6.43
64,299.96 6.496,608.61 6.4.9
703,6&8.80 6.4659,713.63 6.~6
1,624,307.67 6.19176,594.63 6.Z0
1,785,307.66 G.Z2183,750.18 6.ZZ
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-FTA RESERVE-NO HOLLXWOOD FFGAACCOUNT NUMBER 0002Z0079MONTHLY REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, 2000
UNITS DESCRIPTION
INVESTMENT HOLDINGS
UNIT ~ALUE TOTAL VALUEBOOK/I~ARKET BOOK MARKET
00073Z
UNREALIZEDGAIN/(LOSS)
EST ANNUAL IHC/ .~L;) ATACCRUED INCOME DK/MKT
FIXED INCOME INVESTMENTSGOVERNMENT BONDSU S AGENCIES
1,000,000.000 FEDERAL NAT’L MTOE ASSN DISCOUNT
DUE 09/14/00~. CUSIP #| 313588F83 ISSUED 09/14/99
I,OOO,O0o.oo0 TOTAL U S AGENCIES
1,000,000.000 TOTAL GOVERNMENT BONDS
1,000,000.000 TOTAL FIXED INCOME INVESTMENTS
SIiORT TERM INVESTMENTSPOOLED FUHDS & MUTUAL FUNDS
1,134,150.950 AIM SHORT TERM INVESTHENT TRSY PRIVATECUSIP ## $99990220
1,134,150.950
COMMERCIAL PAPER500,000.000
500,000.000
500,000.000
TOTAL POOLED FUNDS & MUTUAL FUNDS
CIIASE MANNATTAN BANK DISC B/ADUE 10/31/00
CUSIP i~ 1615XOKX4 ISSUED 05/05/00
CITIBANK N.A. DISC B/ADUE 071Z4/00
CUSIP |[ 1730KOGQ5 ISSUED 06/22/00
GRAINGER W W INC DISC C/P CPDSDUE 07/19/00
CUSIP II 38480JGK7 ISSUED 06/19/00
372 983,721.II694 986,940.00
1.000i .000
~7. 34697.761
)9.445)9. 548
~9.456)9.63Z
983,721.11986,940.00
983,7ZI.11986,940.00
983,721.11986,9~0.00
1,134,150.951,134,150.95
1,134,150.951,134,150.95
486,728.47486,701.53
497,222.92497,021.69
497,279.17497,072.57
3,218.89
3,218.89
3,218.89
3,Z18.89
0.00
0.00
(26.94)
(2Ol.23)
(206.60)
64,400.00 6.552,862.22 6.53
64,400.o0 6.552,862.22 6.53
64,400.00 6.55Z,86Z.ZZ 6.53
64,400.00 G.552,862.Z2 6.53
68,275.883,334.76 6.02
68,275.883,33~.76 6.02
32,949.72 6.772,105.12 6.77
32,249.88 6.49716.66 6.49
32,649.84 6.571,088.33 G.S7
PACE 7
LOS ANGELES BETROPOL1TAN TRM|SPORTATIONLtCltL~J~,Tk ~ESERVE-NO HOLL/NOOD FF~A/CCO( tUbBER OOOZZO079
" HONTff~_ ~EPORT / T~DE D~TE B~SISJUNE 01, 2000 - JUNE 30, ZOO0
HOLDINGS
TOTIL VALUE UNREALIZEDBOOK HARKET GAIN/(LOSS)
UNITS DESCRIPTIONBOOK/HARKET
EST ANNUAL INC/ YLD kTACCRUED INCOME BK/HKT
500,000.000 IIALLIBURTON CO CPDS CPDSDUE 07/10/00
CIISIP t| 40621RGA7 ISSUED OS/ll/O0
500,0o0. 000 IIOHESIDE LEIIDIIIG DISC C/P CPDSDUE 0"II06/00
CUSIP ~ 43760R661 ISSUED OS/ll/O0
500,0OO.000 MERRILL LYIICII & CO DISC C/P CPDSDUE 08/02/00
..... CUSIP II 59018JI123 ISSUED 03/07/00
50f),O00.O00 MO’RGAN STAUI.E¥ D.WITTER CPDS CPDSDUE 0’11~1/00
CUSIP fl 61"145~GXI ISSUED 06/28/00
500,000.000 SALOIlOI| SIlITII BARNEY DISC C/P CPDSDUE 07/(}3/00
CUSIP II 7954W0633 ISSUED 05/22/00
4,000,000.000 TOTAL COHMERCI~L PAPER
BANKERS ACCEPTANCE500,OOO.OO0 BANK OF NEW YORK N¥ B/A
DUE 10/16/00CUSIP t! BNKOBOOAG ISSUED 04/20/00
500,000.000 TOTAL BAltKERS ~CCEPTM|CE
\ U 5 ~GEI|CIE5l,OOO,O00.O(}O
1 ,O00,O00.O00
FED’L IIOME LII HTGE CORP DISCOUI|TDUE 08/01/00
CUSIP tt 313396A45 ISSUED 08/01/99
FED’L HOME LN MTGE CORP DISCOUNTDUE 07/05/00
CUSIP I| 313396¥Z0 ISSUED 07/05/99
~flg. 254 496,270.14 (197.24)199.797 496,072.90
:i99.492 497,460.56 (196.72)99. 870 497,263.84
,!:99. 273 496,366.67 (75.48)99. 404 496,291.19
199. 494 497,472.22 (408.77)]199,413 497,003.4.5
:99.241 496,202.50 (200.54)i99. 924 496,001 . 96
3,965,00Z.65 (1,513.52)3,963,489.13
’97.069 485,343.06 (687.71)
¯ 98. 049 484,655.35
ii 485,343.06 (687.71 ; 484,655.35
I.199. 003 990,028.89 279.73~99.476 990,308.62
[99.027 990,268.06 34"2.80i99.964 990,615.86
32,749.92 6.602,911.1.0 6.60
32,649.84 6.562,D85.96 6.57
32,699.8~"IZG.6& 6.59
O. O0 0. O00,
32,$49.76 b.3,616.64 G.5G
228,498.84 5.7613,250.47 5.7’I
30,499.92 6.285,591.65 6.29
30,499.92 6.285,591.65 6.29
64,099.80 6.,~i4,451.3~ 6.47
63,699.84 6.439,024.14 C,.43
PAGE 8
LOS A~{GELES METROPOLITAN TRANSPORTATIONLACMTA-FTA RESERVE-NO NOLLXWOOD FFGAACCOUNT NUMBER 000220079MONTHLY REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, 2000
INVESTMENT HOLDINGS
UNIT VALUE
00073~
TOTAL VALUE UNREALIZEDBOOK MARKET GAIN/(LOSS)
IEST ANNUAL INC/ ZLD AT IACCRUED INCOME BK/HKT’
UNITS DESCRIPTION
BOOK/MARKET
1,000,000.000 FEDERAL NAT’L MTGE ASSN DISCOUNTDUE 08/16/00
CUSIP || 313588C37 ISSUED 08/16/99
1,000,000.000 FEDERAL NAT°L MTGE ASSN DISCOUNTDUE 07120/00¯
~’~.;CUSIP || 313588ZQI ISSUED 07/20/99
~,000,000.o00 TOTAL U S AGENCIES
9,63~,150.950 TOTAL SI[ORT TERM INVESTMENTS
i0,63~,150.950 TOTAL INVESTMENTS
PAYABLES
RECEIVABLES
CASH
ACCRUED INCOBE
TOTAL FUND
99.033~9.21o
98. 54899.693
990,325.00 341.67990,666.67
985,475.56 138.94985,614.50
3,956,097.51 1,108.143,957,205.65
9,5~0,594.17 (I,093.09)9,539,501.08
I0,52~,315.28 Z,125.8010,52&,~I.08
(497,472.22)’(497,~72.22)
0.000.00
0.000.00
51,263.~551,263.45
I0,078,106.51 Z,I25.80 644,773.72I0,080,23Z.31 51,263.~5
64,4.99.76 6.511,433.33
60,799.68 6.1711,315.50 6.17
Z53,099,08 6.~02&,22~.35 G.40
580,373.7Z 6.0848,~01.23 ~.08
644,773.72 6.1351,Z63.%5 6.13
PAGE
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-ETA RESERVE-ENTERPRISEACCOUNT NUMBER 0002Z0080MONTHLX REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, ZOO0
INVESTMENT HOLDINGS
000768
UNITS DESCRIPTION UNIT VALUE TOTAL VALUEBOOR/MARKET BOOK MARKET
UNREALIZEDGAIN/(LOSS)
IEST ANNUAL INC/ YLD AT /ACCRUED INCOME DKII’IKT
FIXED INCOME INVESTMENTSGOVERNMENT BONDSU S AGENCIES
1,500,000.000 FEDERAL NAT’L MTGE ASSN DISCOUNTDUE 09/14/00
CUSIP ~ 313588F83 ISSUED 09/14/99
1,500,000.000 TOTAL U S AGENCIES
1,500,000.000 TOTAL GOVERNMENT BONDS
1,500,000.000 TOTAL FIXED INCOME INVESTMENTS
SNORT TERM INVESTMENTSPOOLED FUNDS & MUTUAL FUNDS
1,1"/7,445).650 AIM SIIORT TERM INVESTMENT TRSY PRIVATECUSIP ~ $99990Z20
1,177,449.650 TOTAL POOLED FUNDS & MUTUAL FUNDS
COMMERCIAL PAPER750,000.000
750,000.000
750,000.000
CIIASE MANBATTAN BANK DISC BIADUE 10/31/00
CUSIP fl 1615XOKX4 ISSUED 05/05/00
CITIBANK N.A. DISC B/ADUE 07/24/00
CUSIP fl 1730KOGQ5 ISSUED 06/22/00
GENERAL MLS INC DISC C/P CPDSDUE 07/07/00
CUSIP It 37033J670 ISSUED O5/Z5/00
98. 372 1,475,581.6798.694 1,480,410.00
1,475,581.&7
1,475, S81.67
ii 1,475,581.67
1,177,’49o65
1,177,449.65
9~. 346 730,092.7197.76i 730~052.29
99. 445 745,834.3899. 548 745,532.54
99. 227 744,203.9699. 849 743,883.61
4,828.33
4,828.33
4,828.33
4,8Z8.33
0.00
0.00
(40.4Z)
(301.84)
(320.35)
96,599.994,293.33
96,59~.9~%,293.33
96,599.99
4,293.33
96,599.994,Z93.33
70,882.467,501.16
70,882.467,501.16
49,42#.763,157.69
48,374.641,074.99
48,524.764,987.27
F,.55~;. !;3
6.556.53
6.556.53
6.556.53
6.6. q2
6.026.0Z
6.776.77
G. 496.49
6.526.52
PAC, E ’7
INVESTMENT HOLDINGS
000769
UNITS DESCRIPTION
750, t)00. 000
750,000.000
"/50, riO0. 000
’lb(I ,(100. 000
750,000,000
"150,000.000
6,750,000.000
BM|KER5 ACCEPTINCE5(l(l ,(XJ/}.
500,O00.000
U S AGENCIESl ,5(10,000.
GRAIRGER Y W IllC DISC C/P CPDSDIIg 07/19/00
CUSIP H 38480JGK7 ISSUED 06/19/00
IIAI.I.IBURTOII CO CPDS CPDSbIlE o7/10/0o
CIISI[, ~ 40621RGA7 ISSUED 05/11/00
IIO/’IESIDE I.EIIDII|G DISC C/P CPDSDUE 0"1/06/00
CUSIP ~ 43/60RC61 ISSUED 05/11/00
MERRILL LYIICII & CO DISC C/P CPDSDtlE 08/02100
CII51P O SgO18JIIZ3 IBSUED 03/07/00
MOttGAI| STAIII.EY D.WITTER CPDS CPDSbtJE o’1/31/0o
clIsIP I~ 61745AGX1 ISSUED 06/28/00
SAI.OHOII SI’I[TII BARNEY DISC C/P CPDSbile O’l/OJ/(lO
CllSIP tt 79t.,4WO(;33 1SSIJED 05/22/00
TOTAL COMMERCIAL PAPER
TOTAL BAI|KEitS ACCEPTAI|CE
FED’L IIOME 1.11 NTGE CORP DISCOURTbllF 0~/oI/00
CLISIP tt JIJJgI, A45 ISSUED 08/C11/99
UNIT VALUEBOOK, ’MARKET
TOTAL VALUEBOOK BARKET
99.45699.632
99.254199.797
i99.492
’99.273i~9.404
:99.494199.41~:I
99.241
197.06998. 049
i
99.00~99.476
745,918.75745,608.86
744,405.21744,109.34
746,190.83745,895.76
744,550.00744,436.78
746,208.33745,595.18
744,303.75744,002.90
6-,691,707.926,689,117.26
485,343.06484,655.35
485,343.06’484,655.35
1,485,043.331,485,462.92
(309.89)
(295.87)
(295.07)
(113.22)
(613.15)
(300.85)
(Z,590.66)
(687.71)
(687.71)
419.59
EST ANNUAL INC/ YLD 17IACCRUED INCOME BX/MKT
48,974.76 6.571,632.49 6.57
49,12ff.88 6.604,366.66 ’ 6.60
48,974.76 6.563,128.94 6.57
49,O50.00 6.591,O90.OO 6.59
O. O0 0. O0O. O0
48,825.00 6.565,425.00 G. 56
391,273.56 5.8524,863.04 5.85
30,499.92 6.285,591.65 6.29
30,499.92 6.285,591.65 6.29
96,149.88 6.476,677.08 6.4.7
PAGE 8
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-FTA RESERVE-ENTERPRISEACCOUNT NUMBER 000220080NONTIILY REPORT / TRADE DATE BASISJUNE 01, 2000 - JUNE 30, 2000
UNITS DESCRIPTION
1,500,000.000
1,500,000.000
1,500,000.000
6,000,000,000
14,427,449.650
FEDERAL IIOME LOAN BANK DISCOUNTDUB: 08/09/00
CUSIP I| 313384840 ISSUED 08/15/99
FEDERAL BONE LOAN BANK DISCOUNTDUE 07/14/00
.CUSIP # 313384ZJI ISSUED 07/20/99
FED’L ||ONE LN NTGE CORP DISCOUNTDUE 07/05/00
CUSIP # 313396YZ0 ISSUED 0?/05/99
TOTAL U S AGENCIES
INVESTMENT HOLDINGS
000770
UNIT VALUEBOOK/MARKET
TOTAL VALUEBOOK MARKET
UNREALIZEDOAIN/(LOSS)
TOTAL SHORT TERM INVESTMENTS
15,927,449.650 TOTAL INVESTMENTS
PAYABLES
RECEIVABLES
CASH
ACCRUED INCOME
TOTAL FUND
~. 388
98,99199.801
99.027}9.964
1,484,800.001,486,020.01
1,484,871.251,485,336.70
],485,402.081,485,923.78
5,940,116.66~5,942,743.41
14,294,617.2914,293,965.67
15,770,198.9615,774,375.67
(746,208.33)(746,208.33);
0.000.00
0.000.00
78,940.7778,940.77
15,102,931.4015,107,108.11
1,220.01
465.45
521.70
2,626.75
(651.62)
4,176.71
4,176.71
EST ANNUAL INC/ YLDACCRUED INCOME BE/MET
95,999.76 G 4.74,799.99 6.46
95,549.76 6.4.311,678.3[) 6.4.3 \
95,549.76 6.4.313,536.22 6.d.3
383,249.1636,681.59 6.,~5
875,905.10 6.1374,647.44 6.13
972,505.09 6.1778,940.77 6.17
972,505.0978,940.77
PACE
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-L M CAPITAL MANAGEMENT INCACCOUNT NUMBER 000220081MONT][LX REPORT / TRADE DATE BASISJURE 01, Z000 - JUNE 30, 2000
UNITS DESCRIPTION
INVESTMENT
FIXED INCOME INVESTMENTSCORPORATE BONDSBANK CORPORATE BONDS
1,500,000.000 BANK ONE CORP6.4000% DUE 08/01/02
CUSIP # 06423AAC7 ISSUED 07/22/99
1,500,000.000 TOTAL BANK CORPORATE BONDS
ASSET BACKED SECURITIESAUTOMOBILE LOAN RECEIVABLES~..\ 2,000,000.000 UACSC AUTO TR
"’J 5.8700% DUE 09/08/06CUSIP ~) 902533CJ5 ISSUED 02/19/99
Z,000,000.000 TOTAL AUTOMOBILE LOAN RECEIVABLES
2,000,000.000 TOTAL ASSET BACKED SECURITIES
FINANCE & INSUR CORPORATE BONDS1,000,000.000 ASSOCIATES CORP N ANT
6.0000% DUE O4/15/O3CUSIP ~I 046003JK6 ISSUED 04/21/98
1,00o,000.000
1,000,000.000
1,500,000.000
BEAR STEARNS CO INC6.1250% DUE 02/01/03
CUSIP t~ 073902BII0 ISSUED 02/09/98
CITIGROUP INC5.8000% DUE 03115/04
CUSIP tt 172967AWI ISSUED 03131/99
FORD MTR CR CO6.2500% DUE 11/08/00
CUSIP # 345397ME0 ISSUED 11/08/95
UNIT VALUEBOOK/MARKET
99 ~ 36398.,185
96 ~O7896~896
T~
95~919
96i387
99J~4395i342
000803
HOLDINGS
TOTAL VALUEBOOK MARKET
UNREALIZEDOAIN/(LOSS)
1,490,4~5.001,472,775.00
1,490,445,001,472,775.00
1,921,562.501,937,920.00
1,9Z],562.501,937,920.00
1,921,562.501,937,920.00
998,910.00959,190.00
996,160.O0963,870.00
997,430.00953,420.O0
1,495,050.001,495,290.00
(17,670.00)
(17,670.00)
16,357.50
16,357.50
16,357.50
(39,720.00)
(32,290.00)
(44,010.00)
240.00
EST ANNUAL INC/ YLD ATACCRUED INCOME DK/I.}KT
96,000.U0 6.4.439,999.99 6.g2
96,000.00 6.4~39,999.99 6.52
117,400.00 6.1]7,500.52 6.06
I17,~00.00 6.117,500.52 6.06
117,400.00 6.117,500.52 6.06
60,000.00 6.01IZ,666.66 6.26
61,250.00 6.1525,520.83 6.35
58,000.00 5.8117,077.77 6.08
93,750.00 6.2713,802.07 6.27
PAGE 7
Los ANGELES HETROPOLITA|| TRAI’|SPORTATIONLACHTA-L M CAPITAL MANAGEI~ENTACCO~/~NU~BE~ 000220081
" ~ONT~. ~EPORT / TRADE DATE BASISJUNE 01, 2000 - JUNE ~0~ ZOO0
INVESTMENT HOLDINGS
I/NITS DESC£1PTIONTOTAL VALUEBOOK BASKET
UNREALIZEDCAIN/(LOSS) ACCRUED INCOME BE/MET
i ,000,000.000
i ,000,000.000
1,000,000.000
I ,0(}0,1}00. 000
GENERAL MTRS ACCEP CORP M/T/}I5. 35001 DUE 12107101
CUSIP ~ 370.12WVF5 ISSUED 12/07/98
IBM CR CORP M/T/N5.7600X DIJE 05/15101
CUSIP ~ 44922LGT8 ISSUED 08/10/98
ltERRILL LYUCH & CO Il|C H/T/N5.930()~ DUE 03123/01
CUSIP B 590185C44 ISSUED 03/23/98
"SALOHON SHITII BARNEY IlLDGS INC6. IZ50~ DUE 01/15/03
CUSIP I~ 795,190CKI ISSUED 02/03/98
8,500,000.000 TOTAL FIIIAUCE & INSUi CORPORATE BONDS
INDUSTRIAL CORPORATEBONDS2,00(},0(}0.009 PROCTER & GAHOLE CO
5.25002 biie 09/I 5/03CUSIP Jl "142/18bK4 ISSUED 09/28/98
1,000,000.000 TIHES MIRROR CO6.6500~ bile 10/15/01
CUSIP ~ 887164AG2 ISSUED 10/14/99
3,000,000.000 TOTAL INDUSTRIAL CORPORATE BONDS
TELEPHONE CORPORATE BONDS1,000,000.000 AT&T CORP
5.6250~ DUE 03/15/04CUSIP II 001957A93 ISSUED 03/26/99
1,000,000.000 TOTAL TELEPHONE CORPORATE BONDS
10o. ooo1,97. 360
100. 000: 198.791
[01. 38599.095
:~.6o5i,97.072
:99. 916.95. 565
99.93199. 248
: 99. 532.194.o88
1,000,000.00973,600.00
1,000,000.00987,910.00
1,013,854.87990,950.00
996,050.00970,720.00
8,497,454,878,29~,950.00
1,998,320.001,911,300.00
999,310.00992,480.00
2,597,630.002,903,780.00
995,320.00940,880.00
995,320.009~0,880.00
(26,400.00)
(12,090.00)
(22,904.87)
(25,330.00)
(ZOZ,50~.87)
(87,020.0O)
(6,830.00)
(93,850.00)
(54,440.00)
(5~,440.00)
53,500.00 5.3513,375.00 5.50
57,600.00 5.767,360.00 5.83
59,300.U0 5.8516,142.7’I 5.98
61,250.00 6.1528,243.05 6.31
50~,&50.00 5.9413~,188.15 6.08
I05,090.00 S.2530,916.66 5.49
66,500.00 6.6514,038.88 6.70
171,500.00 5.724~,955.5~ 5.91
56,250.00 5.6516,562.50 5.98
56,Z50.00 5.6516,562.50 5.98
PAGE 8
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-L M CAPITAL MANAGEMENT INCACCOUNT NUMBER 000ZZO081MONT|fLX REPORT / TRADE DATE BASISJUNE 01, Z000 - JUNE 30, 2000
UNITS DESCRIPTION
16,000,000.000
GOVERNMENT BONDSU S TREASURIES
3,200,000.~00
2,000,000.000
2,000,000.000
3,800,000. 000
ii,000,000.000
U S AGENCIES1,500,000.000
3,000,000.000
2,000,000.000
2,000,000.000
INVESTMENT HOLDINGS
000805
UNIT VALUEBOOK/MAR~(ET
TOTAL VALUEBOOK MARKET
UNREALIZEDGAIN/(LOSS)
TOTAL CORPORATE BONDS
U S TREASURY NOTES.... 5.7500% DUE 10/31/00
~U’SIP ~ 912827V66 ISSUED 10/31/95
U S TREASURY NOTES STRIPPED PRINDUE 02/15/01
CUSIP |# 91282OAZO ISSUED O8/15/91
U S TREASURY NOTES6.0000% DUE 08/15/04
CUSIP #| 9128275B0 ISSUED 08/15/99
U S TREASURY NOTES5.7500% DUE 11/30/02
CUSIP ~ 9128273Q3 ISSUED ]i/30/97
TOTAL U S TREASURIES
FEDERAL NAT’L HTGE ASSN M/T/N5.5000% DUE 02/15/02
CUSIP ~ 31364GTX7 ISSUED 02/16/99
FEDERAL NOHE LN MTG CORP4.7500% DUE 12/14/01
CUSIP , 3134A2ZJO ISSUED 12/07/98
FEDERAL NOME LOAN BANK5.5000% DUE 01/21/03
CUSIP fl 3133M22BZ ISSUED 01/21/98
FEDERAL FARM CR BKS CONS B/T/N6.2400% DUE 07/17/02
CUSIP I~ 31331RDXO ISSUED 07/17/97
100~.91399..844
82[. 90296.227
9~~o2599~063
I00 14998 531
99~95397,904
98~03097~094
I00~ 53196~62s
102!~39198 .~662
15,902,41Z.3715,550,305.00
3,229,210.943,195,000.00
1,658,030.001,924,540.00
1,980,507.811,981,250.00
3,805,648.443,744,187.50
10,673,397.19I0,8~,977.50
1,499,296.881,468,560.00
2,940,900.002,912,812.50
2,010,625.001,932,500.00
2,047,812.501,973,240.00
(352,107.37)
(34,210.94)
266,510.00
7~2.19
(61,460.94)
171,580.31
(30,736.88)
(28,087.50)
(78,125.00)
(74,572.50)
EST ANNUAL INC/ YLD ATACCRUED INCOME BK/MKT
945,800.00 5.95243,206.70 6.08
184,000.00 5.7031,000.00 5.76
O. O0 0.000. O0
120,000.00 G.0G45,164.82 G.0G
218,500.00 5.74.18,506.8(3 5.84
522,500.00 4.909~,671.62
82,500.00 5.5031,166.66 5.62
142,500.00 4.856,333.33 4.89
110,000.00 5.4748,888.88 5.69
124,800.00 6.0956,853.32 6.32
PACE 9
Lo~ ANG~L~ ~TRO~OLI~M| TRANSPORTATIONLAC~T~-L ~ CAPIT~L ~ANAGE~EN~ACCOU~a~’HU~R 0002200~I~O~ITE EPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, ZOO0
UNIT5 DESCRIPTION
1,500,000.000 FEDERAL FARH CR BKS CONS5. 1250~ DUE O4/02/01
CUSIP ~ 3133111WJ2 15SUED 04/01/55
1,000,000.000 FEDERAL NAT’L HTGE ASSN H/T/N5.8100~ Ou~ 03/02/04
CU~IP B 313646WX3 ISSUED 03/03/99
I,OOU,O00.000 FEDERAL IIOME LN BKS DEB6.3300~ DU~ 10/17/02
CUSIP ~ 3133~IP45 ISSUED 10/17/97
1,0OU,OO0.O(}O FEDERAL IIOHE LN BKS DEB5.53OOX PUE
CUSIP ~ 3133M2N29 I~BU~D
1,ooo,ooo.ooo FEDERAL HO~E LN BKS6.4ZOO% hUE 06/30/04
CUSIP B 3133H~XSZ 15SUED 06/30/99
2,O00,000.O00 F~D~RAL NAT’L HTGE ASSN M/T/N5.7800~ DUE 02/12/03
CUSIP II 31364FSF9 ISSUED 02/12/98
DUE O7/I 5/02CUSIP ~ 88059E~C4 ISSUED 07/21/93
3,000,0OO.0U0 FEDERAL IIOHE I.~I IITGE CORP5.5000~ hUE OS/I5/OZ
CUSIP ~ 3134A3RE8 ISSUED OS/14/99
1,000,OUO.OOU FEDERAL FARH CR BKS COUS M/T/N5.~20()X DUE O&/O3/03
CUSIP ~ 31331RVI15 ISSUED 06/03/98
ZZ,O00,O00.O00 TOTAL U 5 AGENCIES
33,000,000.000 TOTAL GOVERNfIENT BOND5
INVESTMENT HOLDINGS
TOTAL VALUEBOOK ~ARKET
UNREALIZED
99.87898.750
95.946
100.00098.438
99. 328
97.094
99.203
77.861
97.89697.563
100. 203
1,498,170.001,481,250.O0
971,562.50959,460.00
1,000,000.00984,375.00
993,281.25967,187.50
977,610~00970,937.50
1,984,062.501,948,680.00
1,557,220.001,740,640.00
2,936,888.752,926,875.00
1,002,031.25967,6~0.00
Zl,419,460.~321,234,157.50
3Z,092,857.823g,079,135.00
(16,920.00)
(12,102.50)
(15,625.00)
(26,093.75)
(6,672.50)
(35,382.50)
183,420.00
(10,013.75)
(34,39].25)
(185,303.13)
(13,722.82)
EST ANNUAL INC/ YLDACCRUED INCOHE BK/HKT
76,875.00 5.1319,218.75 5.19
58,1U0.00 5.9819,205.27 6.06
63,300.00 6.3313,011.66 6.43
55,300.00 5.5’725,499.44 5.’/2
64,200.00 6.57178,33 6.61
115,600.00 5~.8344,634.44 5.93
O. 00 0.0.00
165,000.00 5.6221,083.31 5.64
57,200.00 ’.4,448.88 5.91
1,115,375.00 5.Z1290,522.27 5.25
1,637,875.00 5.10385,193.89 5.11
PACE I0
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-L M CAPITAL MANAGEMENT INCACCOUNT NUMBER O00ZZO081MONTHLY REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, 2000
INVESTMENT HOLDINGS
000807
UNITS DESCRIPTION UNIT VALUEBOOK/M.ARKET .
TOTAL VALUEBOOK MARKET
UNREALIZEDGAIN/(LOSS)
EST ANNUAL IHC/ACCRUED INCOME
YLD AT 1
49,000,000.000 TOTAL FIXED INCOME INVESTMENTS
SHORTTERM INVESTMENTSPOOLEDFUNDS & MUTUALFUNDS
2,261,08~.970 AIM SNORT TENS INVESTMENT TRSY PRIVATE.̄.....CUSIP ~ S99990220
2,261,084.970
Z,261,084.970
51,261,084.970
TOTAL POOLED FUNDS & MUTUAL FUNDS
TOTAL SNORT TERM INVESTMENTS
TOTAL INVESTMENTS
PAYABLES
RECEIVABLES
CASII
ACCRUED INCOME
TOTAL FUND
1.0001.000
47,995,270.1947,629,440.00
2,261,084.972,261,084.97
2,261,084.97Z,Z61,084.97
2,261,084.972,261,084.97
50,256,355.1649,890,524.97
0.000.00
0.000.00
0.000.00
643,839.07643,839.07
50,900,194.2350,534,364.04
(365,830.19)
0.00
0.00
0.00
(365,830.19)
(365,830.19)
2,583,675.00628,400.59
136,117.3115,438.4.B
136,117.3115,438.48
136,117.3115,438.48
2,719,792.31643,839.07
Z,71S,792.31643,839.07
5.385
G. 02
6.02
6.026.02
5.415.45
PAgE 11
~LOS ANGELES METROPOLITAN TRANSPORTATIONACMTA-PACIFIC INVESTMENT MANAGEMENT COACCOUNT NUMBER000220082MONTHLX REPORT/ TRADE DATE BASISJUNE 01, 2000 - JUNE 30, ZOO0
UNITS DESCRIPTION
INVESTMENT
FIXED INCOME INVESTMENTSCORPORATE BONDSBANK CORPORATE BONDS
1,000,000.000 FIRST USA BK N A WILMINGTON6.1250% DUE 06/25/01
.... CUSlP ~ 33744CABI ISSUED 06/23/99
1,000,000.000 NAT~oNsBANK CORP SR NT7.0000% DUE 09/15/01
CUSIP ~ 638585AS8 ISSUED 09/24/96
Z,O00,O00.O00 TOTAL BANK CORPORATE BONDS
ASSET BACKED SECURITIESAUTOMOBILE LOAN RECEIVABLES
60,082.820 FIFTH THIRD BK AUTO TR 1996-A6.2000% DUE 09/15/01
ORIGINAL FACE 3,500,000.000CUSIP fl 316772AA4 ISSUED 03/15/96
60,08Z.BZO TOTAL AUTOMOBILE LOAN RECEIVABLES
60,082.820 TOTAL ASSET BACKED SECURITIES
FINANCE & INSUR CORPORATE BONDS1,000,000.000 ASSOCIATES CORP NORTH AMER M/T/N
6.5000% DUE O7/15/02CUSIP ~ 046003N¥8 ISSUED 07/11/97
1,000,000.000 BENEFICIAL CORP M/T/N7.6500% DUE 11/04/02
CUSIP W 08172LN92 ISSUED 11/04/92
I ,000,000.000 CIT GROUP INC M/T/N5.9100% DUE 11/10/03
CUSIP ff 12560PAZ4 ISSUED 11/09/98
UNIT vALuEBOOK/MArKET
99.910
~. 569
96.6219!I.B82
10; aal98.003
100.550
it.696
94.237
HOLDINGS
00083Z
TOTAL VALUEBOOK MARKET
UNREALIZEDGAIN/(LOSS)
1EST ANNUAL INC/ YLD AT ~ \ACCRUED IHCOtIE BK/ll~’I’J ,
999,100.00989,180.00
1,029,910.00995,690.00
(9,920.00)
(34,220.00)
61,250.00 6.131,361.ii 6.19
70,000.00 G.2U,611 .Ii ’/.(}3
Z,029,010.001,984,870.00
(44,140.00) 131,250.00 6.4721,972.22 6.61
58,052.8260,011.92
1,959.10 3,724.00 6.41165.55 G.21
58,052.8260,011.92
58,05Z.SZ60,011.9Z
1,959.10
1,959.10
3,724.00 6.41165.55 6.21
3,724.00 6.41165.55 6.21
1,028,810.00980,030.00
(48,780.00) 65,000.00 6.3229,972.22 6.63
1,056,730.001,005,500.00
(51,230.00) 76,500.00 7.243,400.00 7.61
966,960.00942,370.00
(24,590.00) 59,100.00 G.ll’8,372.50 G.27
PAGE "1
LOS AIIGELE5 I’iETROPOLITAU TRAU.SPORTATIOULACMTk-~FIC ll/VESTMEUT flAHAGE~EIIT COACCOUHT E~ O00Z~OOSZ~OUTHL~ ~PORT / TRADE DATE BASISJUICE 01, ZOO0 - JUUE 30, ZOO0
UUITS DESCRIPTIOI|
i ,500,000.000
1,500,000.000
1,000,000.000
I ,000,000.000
Z, ()0(), ()UO.
1,000,()00.000
1,800,000.OO0
1,000,000,000
2,500,000.O00
1,000,000.000
CIT GROUP II~C M/T/I|5.8’150~ DUE 06/18/01
CUSIP fl 12560QD08 ISSUED 06/18/98
COUI|’rR¥$II/)E IIOME LIIS INC6.8500% DUE 06/15/04
CUSIP fl 222370AD8 ISSUED 06/24/99
FORD MTR CR CO7.5000% DUE 03/15/05
¢USIP fl 34539’/S~7 ISSUED 03/16/00
F;RD’MTR CR CO6.7000% DUE O7/16/04
CUSIP fl 34539"]SJ3 ISSUED 07/16/99
GEIIER/~L ELEC CAP CORP
INVESTMENT: HOLDINGS
, );
BOOK/MAgKETTOTAL VALUEBOOK MARKET
UNREALIZEDO~ZN/(LOSS)
6.3~UD% DUE 09/17/UICUSIP fi 36962GtlD4 ISSUED 09/17/99
98.657
99!.93697.;485
99i.6s699.452
99.83696’.. 532
1001.044
1,499,265.001,479,855.O0
1,499,O40.OO1,462,275.00
996,560.00994,520.00
998,360.00965,320.00
2,000,872.001,980,180.0(}
999,390.00994,330.00
1,798,884.001,800,882.00
996,]40.00969,110.OO
2,526,725.002,472,475.00
983,510.00985,820.00
GEIIERAL MI’RS ACCEP CORP M/T/I|6.1OO0~ DUE 01/22/01
CUSIP It 3"104211,%M] ISSUED 01/20/94
GEUERAL /qTRS ACCEP CORP
7.625U~ DUE 06/15/04CUSIP ~ 370425RR3 ISSUED 06/16/00
99..009: i
99..93999. 433
99.. 938
MARSII + MCLE/fflA}I COS INC6.625OZ DUE 06/15104
CUSIP || 571748AD8 ISSUED 06/14/99
MERRILL LYIICll6.3750% DUE 10/01/01
CUSIP tl 59018S~;P4 ISSUED 10/03/97
PACIFICORP SECD M/T/J|7.3000% DUE 10/22/O4
CUSIP ~ 69512EEU5 ISSUED 10/22/92
1001. 049
99.!614
9.6:.i911101.069
9a.899
98 582
(19,41t1.00)
(36,765.O0)
(2,040.00)
(33,040.00)
(20,692.00)
(5,o6o.oo)
1,998.00
(27,030.00)
¯ (54,250.00)
2,310.00
EST ANNUAL IUC/ YLD ATACCRUED INCOME
88,125.00 5.883,182.28 5.95
I02,750.00 6.854,566.66 7.03
75,000.00 7.5321,875.00 7.54
67,000.U0 6.’1130,708.33 6.9,~
126,600.00 6.3337,276.66 6.39
61,000.O0 6. I015,250.O0 6.13
137,250.00 7.635,718.74 7.62
66,250.00 6.652,944.44 6.84
159,375.00 6.3139,843.75 6.45
73,000.00 7.4224,333.33 7.41
¯ . PAGE 8
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-PACIFIC INVESTMENT MANAGEMENT COACCOUNT NUMBER000220082MONTHLX REPORT/ TRADE DATE BASISJUNE 01, 2000 - JUNE 30, 2000
INVESTMENTI
UNIT VALUE
HOLDINGS
BOOK/MARKET
000834
UNREALIZED EST ANNUAL INC/ YLD AT |ACCRUED IMCOME BK/MKTJ
UNITS DESCRIPTIONTOTAL VALUEBOOK MARKET
1,000,000.000
1,900,000.000
1,000,000.000
SALOMON SMITII BARNEY IILDGS INC5.8750% DUE 02/01/01
CUSIP |~ 79549BBYZ ISSUED 01/30/96
SEARS ROEBUCK ACCEP CORP M/T/N., 6.50002 DUE 10/04/00CUSIP ~ 81Z40QBF8 ISSUED 10/04/95
TRANSAMERICA FIN CORPM/T/N6.1250% DUE Ii/01/01
CUSlP |I 89350LIIS4 ISSUED 11/O4/98
ZI,Z00,000.000 TOTAL FINANCE & INSUR CORPORATE BONDS
INDUSTRIAL CORPORATE BONDS
2,500,000.000 PIIILIP MORRIS COS INC NT7.2500% DUE 09/15/01
CUSIP I~ 718154CD7 ISSUED 09/15/96
2,500,000.000 TOTAL INDUSTRIAL CORPORATE BONDS
TELEPHONE CORPORATE BONDS1,900,000.000 DEUTSCIIE TELEKOM INTL FIN B V
7.7500Z DUE 06/15/05CUSIP , 25156PAAI ISSUED 07/06/00
1,900,000.000 TOTAL TELEPIIONE CORPORATE BONDS
27,660,082.820 TOTAL CORPORATE BONDS
GOVERNMENT BONDSU S TREASURIES
99i543
101 13099 897’
99 82698 386
102 67798 i 924
99J826I001280
995,~30.00992,500.00
1,921,470.001,898,043.00
998,260.00983,860.00
21,266,406.0020,907,070.00
2,566,925.002,473,100.00
2,566,925.002,473,100.00
1,896,694.001,905,320.00
1,896,694.001,905,320.00
Z7,817,087.8Z27,330,371.9Z
(2,930.00)
(23,427.00)
(14,400.00)
(359,336.00)
(93,825.00)
(93,825.00)
8,626.00
8,6Z6.00
(48&,715.90)
58,750.00 5.!)024,479.16 5.92
123,5U0.00 6.4315,780.55 6.51
61,2S0.00 G.14.10,208.33 6.23
1,400,450.00 6.59Z77,911.95 6.70
18] ,250.00 7.0653,368.05 7.33
181,250.00 7.0653,368.05 7.33
147,250.00 7.767.73
147,Z50.00 7.760.00 7.73
1,863,924.00 6.70353,417.77 6.82
PACE
LOS ANGELES NEIROPOLITM| TIAI|SPORTATIONLAC~TA%~*~-~~FIC It|VESTmENT HANAGEMENT COACCOUN~ IBER O00ZZOO8Z
"~OtITHLX ~PORT / TRADE DATE BASIS\ JOlIE 01, 2000 - JU~|E 30, 2000
INVESTMENT
UN I TS DESCR IPT ION UNIT VALUE~OOK/MA~T
HOLDINGS
~INYW IC,S:I’EI{N
TOTAL VALUEBOOK MARKET
UNREALIZEDO~IN/(LOSS)
EST ANNUAL INC/ YLD LTACCRUED INCOME BK/MKT
4,622,288.000
~,GZZ,Z88.000
U S AGENCIES6,0OU,000.O00 ..
2,100,000.O00
1,0()0,000.0(}0
5 , 000, (}00. 000
2,000,000.000
9,000,000. 000
6,500,000.000
1,583,246.500
U S TREASURY lit TRSY If|EL IIlDEX N/B3.6250~ DUE 07/15/02
ORIGINAL FACE 4,400,000.000CIISIP ~ 9128273A8 ISSUED 07/15/97
TOTAL U S TREASURIES
FEDERAL IIOME LOAII BAIIK
CUSIP II 3133M2262 ISSUED 01/21/98
FEDERAL IIAT’L MTGE ASSN M/T/N6.2900~ DUE 02/11/O2
ClISIP B 313~,4CWL8 ISSUED 0Z/II/97
FEDERAL I~AT’L HTGE ASSll M/T/N6.2300~ DUE 03/O1/0Z
CUS~P ~ 31364CXV5 ISSUED 03/03/97
FEDERAl. IIOHE l,l~ [’I’FG CORP6.000(}% DUE O7/~O/O1
CUSIP ~ 3134A3ZH1 ISSUED 07/20/99
FEDERAL IIATL H’I’G ASSN M/T/N6.6250% DUE
CUSIP ~ 3136~CBD9 ISSUED 0~/18/9B
FEDERAL IIOHE IJI BTG CORP~.3750% DUE (}5/15/03
CUSIP ~ 3134A34116 ISSUED O5/~6/00
GIINA 3OYR SF 8.50% Jill TBA8.5(]00% DUE 07/15/30
CIISIP II 384996911"1 ISSUED 06/06/00
FED’L IIOHE LOAII H’rGE CORP GRP tt L7389~6.00()O% DUE 07/01/01
ORIGIItAL FACE 5,000,O00.000CUSIP ~ 312BD3KF1 ISSUED 06/01/96
’,99’, 344
f0i;.848
~96:1. 625
:9~.098
+98;. 962
~99~.aas
100. 15799:. 836
1001.672100i. 938
102.406102.391
1o4L7)398: 607
4,550,628.234,591,954.24
4,550,628.234,591,95{.Z4
6,110,880.005,797,500.00
2,188,O95.O02,081,O58.oo
997,490.00989,620.00
4,994,250.004,953,125.00
2,003,144.001,996,720.00
9,060,480.009,084,375.00
6,656,406.256,655,415.00
i,658,185.511,561,191.88
41,326.01
41,326.01
(313,3~0.00)
(I07,0~7.00)
(7,870.00)
(41,125.00)
(6,424.00)
23,895.00
(991.25)
(96,993.63)
170,495.60 3.7!;77,727.89 3.71
170,495.60 3.7577,727.89 3.71
330,0()0. ()0 5.40146,666.64 5.69
132,090.00 6.0451,368.33 6.35
62,300.00 6.2520,766.66 6.30
300,()00. O0 1~4,166.65
132,500.00 6,6126,868.0,1. 6.64
663,750.00 7.3364,531.17 7.3~
O. O0 0. O0O. O0
94,995,D0 ~.’7]"1,916.20 6.08
PAGE i()
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-PACIFIC INVESTMENT MANAGEMENT COACCOUNT NUMBER 000220082MONTHLY REPORT / TRADE DATE BASISJUNE 01, 2000 - JUNE 30, 2000
INVESTMENT HOLDINGS
0008~6
UNITS DESCRIPTXON
BOOK/MARkETTOTAL VALUEBOOK MARKET
UNREALIZEDOAIN/(LOSS)
588,835.140
135,936.720
1,761,304.350
1,591,829.600
264,575.268
1,073,31’1.450
38,599,0~5.028
63,ZZI,333.0Z8
70,881,615.8~8
FED’L llOME LOAN MTGE CORP GRP || 6504627.5000% DUE 08/01/02
ORIGINAL FACE 2,900,000.000CUSIP ~ 3128DDQPI ISSUED 09/O1/97
FED’L NOME LOAN MTGE CORP GRP ~[ N959307.O000% DUE OB/Ol/OZ
ORIGINAL FACE 400,000.000CUSIP II 3128955T3 ISSUED 08/01/95
FEDERAL NAT’L MTGE ASSN POOL || 3130896.5ooo% DUE O5/O1/O3
ORIGINAL FACE 5,O00,O00.000CUSIP ~ 31374FXS3 ISSUED 08/01/96
FEDERAL NAT’L HTGE ASSN POOL |[ 3237816.5000% DUE 09/01/05
ORIGINAL FACE 2,O00,000.OO0CUSIP ~ 31374TNE7 ISSUED 05/01/99
FEDERAL NAT’L MTGE ASSN POOL ~ 3130177.0000% DUE 07/01/03
ORIGINAL FACE 900,000.000CUSIP ~ 31374FVJ5 ISSUED 06/01/96
FEDERAL NAT’L MTGE ASSN POOL || 3230666.5000% DUE 06/01/03
ORIGINAL FACE 2,500,000.000CUSIP ~| 313745Z79 ISSUED 02/01/98
TOTAL U S AGENCIES
TOTAL GOVERNMENT BONDS
TOTAL FIXED INCOME INVESTMENTS
I051.88599L866
I00.18899.173
lO2. 334
1031.59497! 145
104.’:. 96399i. 366
103.’31198.131
623,490.28588,046.10
136,191.61134,812.52
1,802,411.561,733,880.8~
1,649,037.821,551,158.35
277,707.08262,I0q.14
I,I08,851.711,053,257.15
39,266,6Z0.8238,46Z,Z&3.98
63,817,Z49.0543,034,218.22
71,634,336.8770,366,590.I~
(35,444.18)
(1,379.09)
(68,530.72)
(97,879.47)
(15,602.94)
(55,594.56)
(8Z6,356.84)
(783,030.83)
(I,269,766.73)
EST ANNUAL IRC/ YLD ATACCRUED INCOME BE/MET
44,164..I{) 7.083,680.22 7.51
9,515.60 6.99792.96 7.06
114,485.oo 6.359,540.35 6.60
103,468.00 6.278,622.40 6.67
18,520.20 6.671,543.35 7.0"I
69,765.00 6.295,813.80 6.62
Z,075,55Z.90 5.2948Z,Z76.77 5.&0
Z,246,048.50 5.13560,o0~.66 5.22
4,109,972.50 5.7~913,4ZZ.63 5.86
PAGE ll
UNITS
SHORTTERM INVESTMENTS
DESCRIPTION
INVESTMEE P
,UNIT VkLUEBOOK//’~ARKET
i
HOLDINGS
TOTAL VALUEBOOK MARKET
UNREALIZED~AIN/(LOSS)
IEST ANNUAL INC/ YLD AT [ACCRUED INCOME BE/MET
POOLEDYUNDS & MUTUAL YUNDS9,406,851.080 AIM SIIORT TERM IIIVESTfIENT TRSY PRIVATE
CUSIP H $99990220
9,40&,851.080 TOTAL POOLED FUNDS & MUTUAL FUNDS
CON~ERCIAL PAPER2,000,000.0U!1 ALUMINUH CO~PhUY OF ANERICh
1,600,000.0OO
I ,500,UOO.000
1,800,000.000
2,ZOO O00.000
2,700 000.000
2,100 000.000
CPDSDUE (i7105100
CUSIP ~ 02225A055 ISSUED 06/07100
AMERICAN EXPRESS CR CORP CPDS CPDSDUE 09/12/O0
CUSIP ~ O2581RJC8 ISSUED O6114/OO
GEIIERAL ELEC CAP CORP DISC C/P CPDSDUE 09/06/00
CUSIP H 36959HJ65 ISSUED 01/31/00
GENERAL MTRS ACCEP CORP C/P CPDSDUE 09/07/00
CUSIP It 37042DJ79 ISSUED 04/28/00
HONEYWELL INTL CPDS CPDSDUE 07105/00
CUSIP ~ 43~51RG53 ISSUED 06/05/00
IIITL BUS ~ACIIIIIES CORP CPDSDIJE 07/07/00
CUSIP ~ 45920D072 ISSUED 04/19/00
WISCONSIU ELEC PWR CO DISC C/P CPDSDUE 08/15/00
CUSIP fi 97665RHF2 ISSUED 06/30/00
13,900,000.000 TOTAL COMMERCIAL PAPER
1’. 000i. 000
99.489:9.9. 888
98.663
98.6769’8. 792
98. 54498. 755
99.458,99,888
99. 5449~.852
99. 187
9,406,851.08:9,406,851.08
9,406,851.089,406,851.08
1,989,780.001,989,005.OO
1,573,840.001,573,665.08
1,480,140.001,480,494.68
1,773,800.001,773,653.52
2,188,083.342,187,213.73
2,687,700.002,686,647.09
2,082,370.502,082,552.36
13,775,713.8~13,773,Z31.46
0.00
0.00
(775.00)
(174.92)
354.68
(146.48)
(869.61)
(1,052.91)
181.86
(Z,48Z.38)
566,292.43 6.0222,963.53 6.02
566,ZgZ.13 6.0ZZZ,963.53 6.02
131,4(}O.00 6,608,760.00 6.()I
104,639.76 6.654,941.32 6.65
99,299.88 6.711,379.17 6.71
117,900.00 6.653,930.00 6.55
142,999.92 5.54I0,327.77 6.54
177,120.00 6.599,348.00 6.59
137,970.00 6.63383.25 6.63
911,329,56 6.~Z39,069.51 6,62
PAGE 12
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-PACIFIC INVESTMENT MANAGEMENT COACCOUNT NUMBER O00ZZOOSZMONT|ILX REPORT / TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30, ZOO0
INVESTMEN’~ HOLDINGS
UNIT
000838
UNREALIZEDUNITS DESCRIPTION
BOOK/MAR~ZrTOTAL VALUEBOOK MARKET GAIN/(LOSS)
EST ANNUAL INC/ACCRUED IIICOME
REPURCHASE AGREEMENTS5,335,000.000
5,335,000.000"
Z8,641,851o080
REPO GOLDMAN, SACIIS & CO6.2500Z DUE 07/03/00
CUSIP tt R18205559 ISSUED 06130/00
TOTAL REPURCHASE AGREEMENTS
TOTAL S]IORT TERM INVESTMENTS
TOTAL INVESTMENTS
PAXABLES
RECEIVABLES
CASI!
ACCRUED INCOME
TOTAL FUND
129 ~335 6,900,000.006,900,000.00
6,900,000.006,900,000.00
30,082,564.92’30,080,082.5~
101,71&,901.79100,44~,67Z.68
(8,553,100.25)(8,553,100.25)
0.000.00
0.000.00
976,381.68976,381.68
9~,140,183.ZZ9Z,867,95~.II
0.00
0.00
(2,48Z.38)
(1,ZTZ,ZZg.ll)
(1,Z7Z,ZZg.ll)
473,481.259Z6.ZI
~73,481.25926.21
1,951,103.2462,959.25
976,381.68
6,061,075.74976,381.&8
6.866.86
G .86
G .4-9
5.96, 8.03
PACE 13
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-BANK OF AMERICAACCOUNT NUMBER 000220083MONTHLY REPORT / TRADE DATE BASIS
000895
JUNE 01, 2000 - JUNE 30, 2000
UNITS DESCRIPTION
FIXED INCOME INVESTMENTSCORPORATE BONDSBANK CORPORATE BONDS
1,000,000.000 BANC ONE CORP N/T/N ~6.2500% DUE 10/01/01
~COSIP ~ 05943FAKI ISSUED 09/23/97
1,000,000.000 BANKAMERICA CORP SUB NT7.2000% DUE 09/15/02
CUSIP || 066050BV6 ISSUED 09/15/92
1 ,ooo,ooo.ooo
3,000,000.000
FIRST CIIICAGO CORP SUB NT9.2500% DUE 11/15/01
CUSIP || 319455AR2 ISSUED 11/15/91
TOTAL BANK CORPORATE BONDS
INVESTMENT HOLDINGS
UNIT V~L~JE TOTAL VALUEBOOK/MARkET BOOK MARKET
UNREALIZED6AIN/(LOSS)
ASSET BACKED SECURITIESAUTOMOBILE LOAN RECEIVABLES
4,000,000.000 C~PITAL AUTO RECEIVABLES ASSET7.0000% DOE 01/15/05
i03.!35098.1698
16~.1949
I I
102. 323
1,033,500.00986,980.00
1,04.9,490.0U995,540.00
I,O82,Z28.OO1,023,230.00
(46,520.00)
(53,950.00)
(58,998.00)
CUSIP II 139732BN0 ISSUED 04/19/00
4,000,000.000 TOTAL AUTOMOBILE LOAN RECEIVABLES
3,165,218.003,005,750.00
(159,468.00)
99.168499.!871
3,987,343.753,994,840.00
7,496.25
CREDIT CARD RECEIVABLES6,000,000.000 DISCOVER CARD MASTER TR I
5.9000% DUE 10/15/04CUSIP ~ 25466KCE7 ISSUED 03/10/99
3,000,000. 000
7,000,000.000
MBNA MASTER CR CRD TR6.4000% DUE 01/18/05
CUSIP II 55262TES8 ISSUED 09/08/99
TOTAL CREDIT CARD RECEIVABLES
97 .;4zz97 .,880
99 .~56698,640
3,587,343.753,994,840.00
3,896,875.003,915,200.00
2,986,992.192,959,200.00
6,883,867.196,874,400.00
7,496.25
18,325.00
(27,792.19)
(~,467.19)
IEST ANNUAL INC/ YLD ATACCRUED INCOME BR/I.IKT
62,500.00 6.0515,625.00 6.33
72,000.00 6.8621,200.(}{} 7.2.3 ’
52,500.00 8.55II,819.44 8.04
227,000.00 7.1748,644.4¢ 7.55
280,000.00 7.0212,444.4.0 7.01
280,000.00 7.0212,44~.40 7.01
236,000.00 6.0649,821.92 6.03
192,000.00 6.4.38,533.29 6.49
428,000.D0 6.ZZ58,355.21 6.23
Los ANGELES HETROPOLITAN TRA|ISPORTA~IOllLAC~TA-BAN.~F A~ERICAACCOONT ~/~ ’"R 000220083HONTHLY R. ~T ] TRADE DATE BASISJUNE 01, 2000 - JUNE 30~ ZOO0
UNIT5 DESCRIPTION
11,000,000.000 TOTAL ASSET BACKED SECURITIES
FINANCE & INSUR CORPORATE SONDE4,000,000.0(}0 AHERICAI/ CEll Fill CORP H/T/N
1,000,000.000
000 , 000.
I ,OOO,OOO.OOO
1 ,000,000.OO0
I ,O00,O(Ji},
3,000,000.000
Z,O(}O,O00.
"1.34(}0~ DUE oi/I’1103CUSIP II 02635P~,)I19 ISSUED 01/18/00
ASSOCIATES CORP UORTII AMER5.5OOO~ DUE O2/15/02
¯ CUSIP tt O46()03JX~ ISSUED 02/09/99
ASSOC~’I’ES CORP IIORTII AHER6.4~O(}~ DUE IO/l~/ol
CUSIP fl O4~OO3J~Z ISSUED 10/27/97
BEAR STERUS COS6.2OOOZ DUE 03/30/03
CUSIP ~ 073902BJG ISSUED 03/30/98
FORD HOTOR CREDIT CO DEB5.1250~ DOE I(}/15/01
CUSIP 8 345~97SD~ ISSUED
GE]~ERAL ELEC CAP CORP H/T/N5.6~002 DUE 0]/31/O3
CUSIP B 3GgG2GSC9 ISSUED 03/29/99
GEIIERAL ELEC CAP CORP M/T/N~.~50OZ DUE
CUSIP B 369~2GUAO ISSUED 09/03/99
GE~IERAL HTRS ACCEP CORP6.’/5002 DUE I~/I0/O2
CUSIP ~ 3"]O,12WYX3 ISSUED 12/I0/99
GEtIERAL H’I’RS ACCEP CORP6.6250~ DUE IU/Ol/02
CUSIP ~ 3"/O42,1HF7 ISSUED 10/01/95
850,000.000
INVESTMEN~ HOLDINGS
TOTAL VALUEBOOK HARKET
UNREALIZEDGA~N/(LOSS)
!’I00.00099.619
99 95897. 127
102:745~B.981
101’.63496. 300
99 ! 52497,422
100’, 00096 ~ 188
98~991
98 ; 96898~482
98126198i639
I0,871,210,91I0,869,240.00
4,000,0(}0.003,984,760.D0
999,580.00971,270.00
2,054,900. (}0I ,979,620.00
1,016,340.00963,000.00
995,239.00974,218.75
1,000,000.00961,875.00
2,969,730.002,967,930.00
I ,979,360.001,969,640.00
835,2~.8.50838,431.50
(I.,970.94)
(15,240.00)
(28,310.00)
(75,280.00)
(53,340.00)
(21,020.25)
(38,125.00)
(l,aO0.O0)
~9,72o.oo)
3,213.00
IEST ANNUAL INC/ YLD ITACCRUED INCOME BK/HXT l
708,000.00 6.5170,799.61.~- 6.51
293,6(10.00 7.3461,982,20 7,37
55,000.00 5.5020,777.77 5.66
129, ()(}0.00 6,7.827,233,32 6.52
62,000.00 6. I015,672.22 6.44
51,250.D(} 5.1510,819.44 5.26
56,5(}0.00 5.6516,636.11 5.87
199,500.00 6.7258,741.65 6.7/
135 ,(100. O0 6.8233,750.D0 6.85
56,312.50 6.7414,078.13 6.72
PAGE 8
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-BANK OF AMERICAACCOUNT NUMBER000220083MONTHLY REPORT/ TRADE DATE BASISJUNE 01, ZOO0 - JUNE 30/ ZOO0
000897
UNIT5 DESCRIPTION
INVESTMENT i HOLDINGS
UNIT VALUE TOTAL VALUE UNREALIZEDBOOK/MARKET BOOK MARKET GAIN/(LOSS)
NEW VOf~
EST ANNUAL INC/ YLD ATACCRUED INCOME BK/MKT
1,000,000.000
2,000,000.000
2,250,000.000
Z ,000,000. 000
1,500,000.000
I ,800,000. 000
.4,135,000.000
l,O00,O00.OOO
2,905,000.000
2,000,000.000
GENERAL MTRS ACCEP CORP6.7500% DUE O3/15/03
CUSIP II 370426AA6 ISSUED 03/15/96
IIOUSEIIOLD FIN CORP SR NTS6.8750% DUE 03/01/03
CUSIP fl 441812EZ3 ISSUED 03/01/93
IBM CR CORP M/T/N6.6400% DUE 10/29/01
CUSIP ]t 44922YAR9 ISSUED 10/29/99
INTERNATIONAL LEASE FIN CORP5.6250% DUE 05/01/0Z
CUSIP tl 459745EI,5 ISSUED 05/03/99
INTERNATIONAL LEASE FIN CORP M/T/N5.7000% DUE 11/23/01
CUSIP ## 45974VVZ8 ISSUED 11/23/98
INTERNATIONAL LEASE FIN CORP NT5.7500% DUE 01/15/03
CUSIP |{ 459745EC5 ISSUED 01/15/98
MERRILL LYNCI| & CO INC8.3000% DUE ll/Ol/OZ
CUSIP It 590188DYI ISSUED 05/01/92
NERRILL LYNCII & CO INC H/T/N5.7500% DUE 11/04/02
CUSIP ~[ 590185588 ISSUED 11/03/98
MORGAN STANLEY DEAN WITTER DISC M/T/N5.6250% DUE 04/12/02
CUSIP II 61745ENJ6 ISSUED 04/13/99
SALOMON INC7.3000% DUE 05/15/02
CUSIP #t 79549BDd5 ISSUED 05/13/97
98. :305 983,050. O097. 783 977,830. O0
9~,.~92 1,935,84o.oo97.1982 1,959,640. O0
100.233 2,255,242.5099.241 2,232,922,50
99. ~37 i ,994,740. O097.1020 1,940,400. O0
9§ .i795 1,496,925.0097 .i993 1,469,895.00
9~.[737 1,72~,266.oo96.000 1,7Z8,000.00
1104.1191 4,308,297.85102,133 4,223,199.55
97.219 972,190.0096.1394 963,940.00
99.353 2,828,104.6597.284 2,826,]00.20
i01.1935 2,038,700.0099 1854 1,997,080.00
(5,220.00)
23,800.00
(22,320.00)
(54,340.00)
(27,030.00)
4,734.00
(85,098.30)
(8,Z50.00)
(Z,0O4.45)
(41,620.00)
67,500.00 6.8719,875.00 6.90
137,500.0() 7. I045,833.32 7.02
149,4()0.0() G.6225/129.99 6.69
112,500.00 5.6418,750.U0 5.80
85,500.00 5.7118,050.00 5.82
103,500.0047,724.98 5.99
343,205.00 7.9757,200.82 8.13
57,500.00 5.917,347.22 5.97
163,406.25 5.7835,858.59 5.78
146,000.00 7.1618,655.54 7.31
PAGE 9
LOS ANGF"~=~S METROPOLITAN TRANSPORTATIONLACflTA- oF AMERICAACCOUNT .oiliER 000220083MOIITBL~ ~EPORT I TtADE DATE BtSISJUNE 01, ZOO0 - JUNE 30, 2000
UNITS DESCRIPTION
I ,o0o,000.0o0 SEARS ROEBUCK ACCEP CORP M/T/If6.8100% DtlE 10/03/01
CUSIP ~ 81Z40QFW7 ISSUED 10/01/96
4,000,O0(}.000 FORD HTR CR co liT7.2500% DUE 01/15/03
CUSIP , 3,1539"]5H4 ISSUED 01/18/00
41,110,o00.O00" "~OTIL FINlliCE & INSU~ CORPOlITZ BONDS
XIIDUS~IAL CO~PO~AZZ SOliDS|,0{)0,ooo.0|)o GEI|ERAL M’rRS CORP DEB
9.1Z50~ DUE 0"I/15101CUSIP ~ 370442AH7 ISSUED 07/15/91
1,000,000.000 ToTtL INDUSTRIAL CORPO]~TE BONDS
56,4¢0,000.000 TOTAL CORPORITE BOND5
GOVERNMENT BONDSU S T=EASU~IES
10,500,()00.000
3,50(} ,(H)O 0(10
3,550,00(}.000
I ,000,000.000
U S TREASHR¥ IIOTES6.Z50(}~ DUE oi/31/02
CIISIP II 91Zt~Z’IZG6 ISSUED 01/]I/97
il S TREASURY fluTE5.Z500% L)UE 0~/I$/03
CUSIP B 912UZ’/4149 ISSUED 08/I$/98
O s TREASURY llo’rEs6.25oo~ DUE I0/31/01
CUSIP It 91ZtIZ’IZBt~ ISSIIED I0/31/96
tl S TREASIIR¥ IIo’rES6.3"150% DUE O9/30/O1
CIISIP U 912BZ’IZS’iISSUED 09/30/96
INVESTME~
BOOK/~IRKET
99!.104
99i76399 102
109L198
100.. 68
99 .~625
100~,057
961.969
99:..656
I05i.719
99!:813
HOLDINGS
ToTIL VILUEBOOK BASKET
000898
993,200.00991,040.00
3,990,520.003,964,O80.00
41,370,443.5040,884,87Z.50
1,091,9801 ,O19,130.OO
1,091,980.001,019,130.00
55,778,992.50
I0,580,625’00I0,460,625.00
3,502,011.723,393,906.Z5
3,673,8%4.653,537,796.B8
I ,057,187.50998,17.5.00
(2,160.00)
(Z6,440 .O0)
(485,571,00)
(72,850.00)
(7Z,850.00)
(719,B59.94)
(IZ0,000.00)
(108,105.47)
(136,047.77)
(59,062.50)
68,100.00 6.868,701.66 6.87
290,000.00 7.27131,305.52 7.32
Z,76Z,273.75 6.68
694,723.48 6.76
91,250.00 8,3G42,076.38 8.95
91,250.00 8 3642,076.38 8 95
3,788,5Z3.75 6.71
~5~,243.91 6.79
656,Z50.00 6.20
274,038.45 6.27
183,750.00 5.25
69,158.6# 5.41
221,875.00 6.0~37,381.1~ 6.27
63,750.00 6.03
16,024.59 6.39
PAGE I0
LOS ANGELES METROPOLITAN TRANSPORTATIONLACMT~-BANR OF AMERICA
ACCOUNT NUMBERO00ZZO083
MONTHLY REPORT/ TRADE DATE BASISJUNE 01, Z000 - JUNE 30, ZO00
INVESTMENT HOLDINGS
000899
UNITS DESCRIPTIONUNIT V~LIIEBOOR/MARKET
TOTAL VALUEBOOK MARKET
UNREALIZEDGAIN/(LOSS)
1,500,000.000 U S TREASURY NOTES6.1250% DUE IZ/31/01
CUSIP ~ 91ZSZ7ZEI ISSUED IZ/31/96
1,500,000.000 U S TREASURY NOTES6.2500% DUE 06/30/0Z
¯ ¯ CUSIP || 9128272Y7 ISSUED 06/30/97
21,550,000.000 TOTAL O S TREASURIES
AGENCIESB,300,000.000
3,000,000.000
1,000,000.000
Z 500,000.000
1,000,OOD.000
5,000,000.000
5,000,000.000
FEDERAL NATL MTG ASSN6.3750% DUE 01/16/02
CUSIP ~ 31359MBC6 ISSUED 01/16/97
FEDERAL BONE LN MTG CORP DEB7.7500% DUE 11/07/O1
CUSIP ~| 313400NVI ISSUED 11/07/91
FEDERAL NAT’L MTGE ASSN M/T/N5.9900% DUE 02/04/03
CUSIP ~| 31364FRE3 ISSUED 02/04/98
FEDERAL UOME LOAN MTG CORP DEB6.5200% DUE 01/02/O2
CUSIP ~ 3134AICCZ ISSUED 01/02/9"I
FEDERAL NATL MTG ASSN GTD5.5000% DUE 12/25/00
CUSIP || 31359FMX3 ISSUED lZ/01/93
FEDERAL FARM CR BKS CONS6.6250% DUE 02/01/02
CUSIP ~| 31331HP27 ISSUED 01/20/00
FEDERAl. FARM CR BKS CONS6.7500% DUE O1/13/03
CUSIP ~[ 31331HC54 ISSUED 01/13/00
~d3~.68o99. 438
im!.5oo99.656
I010. Z9499. Z19
105.97lOL031
i00.172
i02. 889!99~.438
!99!.313
i98 923
!9’9.. 868
!99.541)98.531
1,555,195.311,491,562.50
1,522,500.001,494,843.75
ZI,891,364:.18ZI,376,859.38
8,324:,362.658,235,156.Z5
3,179,160.003,030,937.50
1,001,718.75974:, 640.00
2,572,225.002,4:85,937.50
993,125.00989,229.Z0
4,993,400.004,978,125.00
4,977,050.004,976,56?-.50
(63,63Z.BI)
(27,656.25)
(514:,504.80)
(89,Z06.40)
(148,222.50)
(27 ,O78.75)
(86,Z87.50)
(3,895.80)
(15,275.00)
(487.50)
EST ANNUAL INC/ YLD ATACCRUED II.ICOME BK/MKT
91,875.00 5.91 ... :249.66 6.16
93,750.00 6.16 ~
254.75 6.27 .’
1,311,Z50.D0 5.99
397,107.Z0 ’ 6.13
529,125.00 6.36
242,515.63 6.43
232,500.00 7.3134,874.85 7.67
59,900.00 5.98
24,459.16 6.15
163,000.00 6.34
81,047.7.0 6.56
55,000.00 5.54
4,583.31 5.qG
331,250.00148,142.35
6.636.65 :.
337,500.O0 6.78
157,500.00 6.78
PAGE
LOS ANGELES ~ETROPOLITAN TRAHSPORTATIONLAC~TA-)~~’< OF AHERICAACCOUHT BER 000220083
"HONTHL¥ REPORT / TRAD~ DATE BASISJUNE 01, 2000 - JUNE 30, 2000
INVESTMENT
EST ANNUAL INC/ YLD ATACCRUED INCOME
UNITS DESCRIPTION TOTAL VALUEBOOK ~ARKET
UNREALIZEDGAIN/(Loss)
4,000,000.000
343,503.362
1,700,O00.QO0
1,000,000.000
1,000,000.000
260,514.2,tO
2,000,000.000
3,020,000.000
700,000. 000
5,500,000.000
FEDERAL IfOHE L}I HTG CORP7.00()0~ DUE O2/15/03
CUSIP It 3134A33D6 ISSUED O2/18/00
FEDERAL NAT’L HTGE ASSN POOL ~ 3030166.ODOOZ DUE O6/01/01
ORIGItlAL FACE 1,450,000.0OOCUSIP ~ 31373TSD3 ISSUED 10/01/94
FEDERAL HOME LII DES DEB5.42OO~ DUE O3/26/O2
cIISI~ ~ 3133H8c44 ISSUED 03/26/99
FEDERAL IIOHE Lll DES DEB5.85OO% DUE 02/04/03
cusIP || 3133H2201 ISSUED 02/04/98
FEDERAL II()lqE |31DKS5.8500~ DUE 08/07/02
CUSIP || 3133M4ZY2 ISSUED 08/07/98
FEDERAL NAT’L MTGE ASSN POOL ~ 507806.0000% DUE 08/01/00
ORI61tlAL FACE 1,600,000.000CUSIP t| 313filSH52 ISSUED 08/01/93
FEDERAL IIOHE LU DES DEB5.2500% DUE 04/25/02
CUSIP fl 3133~8LO7 ISSUED O4/23/99
FEDERAL NATL MTG ASSN M/T/N5.6OOOX DUE 11/O9/01
CUSIP ~ 313640P86 ISSUED 05/07/99
FEDERAL IIOME LN MTO CORP6.2500% DUE iO/15/02
CUSIP W 3134A3T48 ISSUED 10/15/99
FEDERAL IIOHE LN BKS DED6.2500X DUE II/15/0Z
CUSIP ~ 3133MACZO ISSUED 11/26/99
99. 841
100i’063, ,
101;.66399.095
100.078
;97. 594
I00,00097,219
99.81397’.813
I02,55099:095
98~23497i313
~S]o94,~8i4o9
99i836~8t 563
98 .i 500
3,993,640.004,002,500.00
349,216.89340,394.6.9
1,701,326.O01,659,093.75
1,000,000.00972,187.50
998,125.00978,125.00
267,158.22258,156.59
1,964,680.001,946,250.00
2,962,431.252,971,951.80
2,695,572.002,661,187.50
5,401,780.005,417,500.00
8,860.00
(8,822.23)
(42,232.25)
(27,812.50)
(2o,ooo.oo)
(9,OOl.63)
(18,430.00)
9,520.55
(34,384.50)
15,720.00
280,000.00 7.()i103,444.44 "I.D0
20,610.30 5.901,717.51 6.05
92,140.00 5.4224,314.71 5.55
58,500.00 5.8523,887.50 6.02
58,500.00 5.8623,400.00 5.98
15,630.40 5.851,302.56
105,000.0U19,250.00
169,120.0024,428.42
168,750.0035,624.99
343,750.0043,923.61
"5 34
S 71
6.266
6366 35
PAGE
,I
LOS ANGELES mETROPOLITAN TRANSPORTATIONLACmTA-BANK OF AMERICAACCOUNT NUMBER000220083HONTHLX REPORT/ TRADE DATE BASISJUNE 01, 2000 - JUNE 30, ZOO0
INVESTMENT HOLDINGS
000901
UNITS DESCRIPTION UNIT VAL~E
BOOK/~AR~ETTOTAL VALUEBOOK IIARKET
UNREALIZEDGAIN/(LOSS)
6,000,000. 000
1,495,000.000
3,500,000 .O00
6,500,000.000
1,500,000.000
2,000,000.000
3,000,000.000
5,500,000.000
813,595.443
1,038,723.582
FEDERAL UOmE LN BKS DEB7.2500% DUE 05/15/O3
CUSIP #~ 3133mBI|K6 ISSUED 05/08/00
FEDERAL IIOME LN BKS DEB6.0000% DUE 01/28/03
CU$IP ~ 3133m2D46 ISSUED 01/28/98
FEDERAL I[OME LN MTGE CORP DEB5.7500% DUE 07/15/03
CUSIP 8 313~AZKZO ISSUED 06/30/98
FEDERAL FARM CR BKS CONS DEB5.2500% DUE 05/01/02
CUSIP 1# 31331llWT0 ISSUED 05/03/99
FEDERAL IlOmE LOAN BANK CONS BD5.1250% DUE 09/15/03
CUSIP #l 3133MSQB9 ISSUED 09/15/98
FEDERAL HOmE LN BANK5.1250% DUE 02/26/02
CUSIP ~ 3133M7VB9 ISSUED 02/26/99
TENNESSEE VALLEY AUTI!6.0000% DUE 09/24/02
CUSIP ~ 880591DE9 ISSUED 09/24/99
FEDERAL HOmE LN MTGE CORP5.50[)0% DUE 05/15/02
CUSIP || 3134A3RE8 ISSUED 05/14/99
FEDERAL NAT’L mTGE_A,SSN POOL W 3137196.0000% DUE 09/01/0~
ORIGINAL FACE 1,412,627.000CUSIP ~| 31374GPC5 ISSUED 08/01/97
FEDERAL NAT’L mTGE ASSN POOL W 3038646.0000% DUE 04/01/03
ORIGINAl. FACE 2,600,000.000
CUSIP ~ 313"]3UQRI ISSUED 03/01/96
1ooi 4o8I00~625
i00:.O0097,~ 563
!94 977
198i.415
:94.781
199~. 338:97~.250
:991.729;97 i. 996
’99.918.97. 563
101.97196.742
101:.75997[629
6,024,480.006,037,500.O0
1,495,000.001,458,559.38
3,324,195.003,380,781.25
6,396,950.006,317,187.50
1,479,270.001,421,718.75
1,986,756.001,945,000.00
2,991,870.002,939,880.00
5,495,490.005,365,937.50
829,628.22787,088.50
1,056,998.061,014,095.45
13,020.00
(36,~40.62)
56,586.25
(79,762.50)
(57,551.25)
(41,756.00)
(51,990.00)
(129,552.50)
(42,539.72)
(42,902.61)
EST ANNUAL INC/ YLD ATACCRUED INCOME BK/MKT
435,000.00 7.2264,D41.66 7.20
89,700.00 6.()038,122.50 6.15
201,250.00 6.0592,798.58 5.95
341,250.00 5.3356,875.00 5.40
76,875.00 5,2022,635.41 5.4]
I02,500.[)(} 5.1G35,59U.26 S.27
180,000.00 6.0248,499.98 6.12
302,500.00 5.5038,652.74 5.64
48,816.15 5.884,067.97 6.20
62,324.60 5.905,193.60 6.15
PAgE ] 3
LOS ANGELES METROPOLITAN TRANSPORTATIOI|
LACMTA-!~ OF AMERICAACCOUI|T ~BER 000220083
HONTHLX .~#O~T / T~DE D~TE B~SISJU~E 01, ZOO0 - JUNE 30, 2000
INVESTMENT HOLDINGS
UNITS DESCRIPTION UItlT VALUEBOOK/~IARKET
TOTAL VALUEBOOK MIRKET
UNREALIZEDGAIN/(LOSS)
EST ANNUAL INC/ YLD 1TACCRUED INCOME BK/MKT
373,159.480 FEDERAL IIAT’L MTGE ASSN POOL ~ 3038496.OOO02 DUE O4/O1/O3
ORIGINAL FACE 894,000.000CUSIP ~ 31373UQA8 ISSUED O3/O1/96
79,04~,496.I07 TOTAL
I00,594,496.i07
157,034,496.I07
TOTAL GOVERI|MENT BONDS
TOTA’L¥1XED II|COHE INVESTMENTS
SHORT TERM INVESTMEI~TSPOOLED YUIIDS & MUTUAL FUHDS
2,325,~16.070 A]H SHORT TE~H I|WESTHENT TRS¥ P~IVATECUSIP ~ $99990220
Z,3Z5,816.070 TOTAL POOLED FUNDS & MUTUAL FUNDS
CERTIFICATES OF DEPOSITCERTIFICATES OF DEPOSIT
2,5U0,(}00.O0(} CANADIAN IflPERIAL BK N Y YC/D6.2(}00~ DUE 08/01100
CUSIP , 13606QYGZ ISSUED 08/01/97
2,500,000.000
2,500,000.000
~,825,816.070
161,860,312.177
TOTAL CERTIFICATE5 OF DEPOSIT
TOTAL CERTIFICATE5 0¥ DEPOSIT
TOTAL SIIORT TERM INVESTHENTS
TOTAL INVESTMENTS
1:02i. 97597..629
!i. oooi}.000
ob!.~o4991.945
:i
384,261.93364,311.87
78,839,B69.9777,505,59~.95
100,731,234.15~9,286,85~.33
157,230,08G.59155,065,8~6.83
2,325,816.072,325,816.07
2,3Z5,816.07D2,325,816.07
2,5]2,599.982,498,626.25
2,$12,599.982,498,626.25
2,512,599.982,498,626.25
4,838,416.054,824,442.32
162,068,502.64159,890,289.15
(19,950.06)
($29,875.0Z)
(1,444,379.8Z)
(Z,164,239.76)
0,00
0.00
(13,973.73)
(13,973.73)
(13,973.73)
(13,~73.73)
(2,178,213.49)
22,389.33 5.831,865.80 C,.15
4,88Z,880.78 6.191,402,759.74 6.27
6,194,130.78 6.151,799,866.94 6.24
$,$82,654.5~ 6.352,656,II0.85 6.4~
140,014.12 6.0220,124.82 G.U2
140,014.1220,124.82’ b G.0Z
155,()00.00 6.176,1,583.33 6.20
155,000.00 6.17~4,583.33~_. 6.Z0
155,000.00 G.1764,583.33 6.20
295,014.12 6.1084,708.15 &.ll
10,277,668.65 6.342,740,819.00 6.4.3
PAGE 14
LOS ANGELES METROPOLITAN TRANSPORTATIORLACMTA-BANK OF AMERICAACCOUNT NUMBERO00ZZOO8~MONTHLX REPORT/ TRADE DATE BASISJUNE 01, Z0O0 - JUNE 30, ZOO0
UNITS DESCRIPTION
PAXABLES
RECEIVABLES
cASH
:INVESTMENT
UNIT VA~UEBOOK/MARKET
HOLDINGS
000703
TOTAL VALUEBOOK MARKET
UNREALIZEDGAIN/(LO$S)
EST ANNUAL INC/ACCRUED INCONE
ii0.000.00
0.000.00
0.O00.00
2,740,819.00z,7~o,819.oo
164,809,3ZI.6%162,631,108.15
(2,178,Z13.49) i0,277,668.65Z,740,819.00
YLD ATBN/MKT ..,
California
SCHEDULE A - ASSETS AND LIABILITIESAS OF 06/30/00
LOS ANGELES COUNTY METROPOLITANTRANSPORTATION AUTIIORITY AGENCY(MTA)
FACE AMOUNT/NO. SIIARES DESCRIPTION
SIIORT TERM INVESTMENTS
ACM550-95-~¯ PROVIDENT INSTITUTIONAL T-FUND
TOTAL SIIORT TERM INVESTMENTS
CASII
TOTAL CASII
NET ASSETS
NET ASSETS & ACCRUALS
TOTAL MARKETiTOTAL COST
.go
.00
.oo
.00
MARKET PRICECOST PRICE
1.000
.ooo
.0o0
X OFHKT VAL
PAGE
ACCOUNT NO. 61-C12~-01-5
YLD EST ANN INCO~4ETO MKT CURRENT ACCRUAl. y’.
2.35 :
0 .o0 o2.35
0.DO
0.oo
7_.35
cankC~lifornia
SCHEDULE A " ASSETS AND LIABILITIESAS OF 06/30/00
LOS ANGELES COUHTY METROPOLITANTRANSPORTATION AUTIIORITY (MTA)TOPANGA/MARILLA GOLF DRIVING RANGE
FACE AMOUNT/NO. SHARES DESCRIPTION
SIIORT TERM INVESTMENTS
~5,662.640 ACM550-95-3¯ " PROVIDENT INSTITUTIONAL T-FUND
TOTAL SIIORT TERH INVESTHENTS
CASII
TOTAL CASII
NET ASSETS
NET ASSETS & ACCRUALS
T~TAL MARKET:’. ITOTAL COST
I~5,662.6~~5,662.6~
cl5,662.6~45,662.64
.00
.00
.00
.00
45,662.6445,662.64
:: ~5,895.36
MARKET PRICECOST PRICE
1.0001.000
.000
.000
X OFMKT VAL
I00.00
:[00.00
ACCOUNT NO. 61-C125-12-9
YLD EST ANN INCOMETO MKT CURRENT ACCRUAL
2,~2.72
........
0
2,925232.72
SCHEDULE A - ASSETS AND LIABILITIESAS OF 06/30/00
LOS ANGELES COUNTV METROPOLITANTRANSPORTATION AUTIIORITY (MTA)RED LINE MOS3-NII CITV GRANT
FACE AMOUNT/NO. SHARES DESCRIPTION
SIIORT TERM INVESTMENTS
132,348.280 ACM550-95-3PROVIDENT INSTITUTIONAL T-FUND
TOTAL SIIORT TERM INVESTMENTS
CASII
TOTAL CASII
NET ASSETS
NET ASSETS & ACCRUALS
~OTALMARKETTOTAL COST
132,3q8.281132,348.28
~132,3(18.28
.I]0
.... rP .........!32,348.28L32,348.28
L33,022.81
MARKET PRICECOST PRICE
1.0001.000
.o0o.000
X OFMKT VAL
100.00
~00.00
PAGE
ACCOUNT NO. 61-C125-I0-3
VLD EST AN~~ ~NCOMETO MKT CURRE~~T ACCRUAL. ’.."
~.41 B,680 \676.53
o.00
o.oo
8,48C674.53
.:~~C~DBI.E A - ASSETS
AS OF 06/30/00 ArID LIABILITIES
LOS ANGEEES COUNTY METROPDLITANTRANSPORATION AUTtlORITY (MTA)RED LINE CONSTRUCTION - TECP~TII SUB
FACE AMOUNT/NO. StiARES DESCRIPTION
SIIORT TERM INVESTMENTS
.,ACM550-95-3PROVIDENT INSTITUTIONAL T-FUND
TOTAL SItORT TERM INVESTMENTS
CASII
TOTAl. CASII
NET ASSETS
NET ASSETS ~ ACCRUALS
"OTAL MARKETTOTAL COST
.00
.00
.00
.00
.00
.00
.00
.00
MARKET PRICECOST PRICE
1.000
.0o0
.000
X OFHKT VAL
PAGE
ACCOUNT NO. 61-C125-08-7
YLDTO HKT
0,00
EST ANN INCOMECURRErlT ACCRUAL
2.32 .
2.32 \
.00
0o00
2.37_
/
/ SCHEDULE A - ASSETS AND LIABILITIES¯AS OF
LOS ANGELES COUNTY METROPOLITANTRANSPORTATION AUTHORITY -TUNNEL MONITOR TRUST FUND
FACE AHOUNT/NO. SHARES DESCRIPTION
SIIORT TERM INVESTMENTS
,,ACM550-95-3PROVIDENT INSTITUTIONAL T-FUND
TOTAL SIIORT TERM INVESTMENTS
CASII
TOTAL CASII
NET ASSETS
NET ASSETS & ACCRUALS
TOTAL MARKET~TpTAL COST
!,i,
45,452.93
;4 I, 452.93
(’15,452.95
...... ....
45~452.93
,717.~6
MARKET PRICECOST PRICE
1.0001.000
.oo0
.oo0
"~ OFHKT VAL
100.00
PAGE
ACCOUNT NO. 61-C125-07-9
YLDTO MKT
EST ANN INCOHECURRENT ACCRUAL
6.41 2,912
2,912
0.00
0
/~SCHEDULE A - ASSETS AND LIABILITIES
AS OF
LOS ANGELES COUNTY METROPOLITANTRANSPORTATION AUTHORITY -DISASTER RELIEF ACCOUNT
FACE AMOUNT/NO. SHARES DESCRIPTION
SIIORTTERM INVESTMENTS
-,ACH550-95-5PROVIDENT INSTITUTIONAL T-FUND
TOTAL SIIORT TERM I~VESTMENTS
CASII
TOTAL CASII
NET ASSETS
HET ASSETS & ACCRUALS
TOTAL MARKETT ,DTAL COST
.00
.00
.00
.00
.00,00
.00
.00
,00.00
8.57
MARKET PRICECOST PRICE
1.000
.000
.ooo
X OFMKT VAL
PAGE
ACCOUNT NO. 61-C125-04-6
YLD EST ANN INCOMETO MKT CURRENT ACCF~UAL
0.00
CR STATE TRE=SURER.-"LRtF
Locd A@ency Inv~[raent FundPO Box 942809
Sa~amento, CA 94209-0001(916) 653-3001
P. C2 - ,
I~me, 2000 Statement
C~ 90012
Account Number : 80-19-01:1
.~cco~nt Summary
0.00
0.00
Begirming Balance ̄
Ending BaIance -30,000,000.00
30,000,000.00
Page : 1 ofl
TOTRL