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102-Investment Portfolio.pdf
City of Cupertino Investment Portfolio September 30, 2010 ACTIVITY DATECOUPONYIELDADJUSTEDMATURITYMARKETUNREALIZED PURCHASEMATURITYDESCRIPTIONRATE To Maturity COSTVALUEVALUEPROFIT/LOSS SECURITIES MATURED 05/14/0907/31/10US Treasury Note 2.75%0.50%3,000,0003,000,0003,000,0000 05/21/0908/31/10US Treasury Note 2.38%0.50%3,000,0003,000,0003,000,0000 05/29/0909/30/10US Treasury Note 2.00%0.62%2,000,0002,000,0002,000,0000 01/30/0909/10/10FHLB 5.13%1.33%1,000,0001,000,0001,000,0000 SECURITIES PURCHASED 07/28/1007/31/11US Treasury Note 1.00%0.32%2,013,6382,000,0002,012,960(678) 08/27/1008/31/11US Treasury Note 1.00%0.28%2,014,3742,000,0002,013,900(474) 09/23/1010/28/10US Treasury Bill0.11%0.11%1,999,8372,000,0001,999,800(37) 09/23/1011/12/10US Treasury Bill0.12%0.12%999,8571,000,000999,850(7) 09/23/1012/09/10US Treasury Bill0.13%0.13%1,999,5142,000,0001,999,480(34) 09/28/1009/30/11US Treasury Note 1.00%0.25%2,014,9182,000,0002,013,980(938) CITY PORTFOLIO CASH 09/30/10Wells Fargo - Workers Comp Checking18,34618,34618,3460 09/30/10Wells Fargo - Regular Checking44,62944,62944,6290 09/30/10Wells Fargo - Repurchase Agreements0.10%0.10%1,976,1931,976,1931,976,1930 2,039,1682,039,1682,039,1680 LAIF 09/30/10LAIF - State Pool0.50%0.50%594,041594,041594,0410 CERTIFICATES OF DEPOSIT 12/28/0512/28/10Natl Bnk of New York City, Flushing NY4.90%4.90%97,00097,00098,0731,073 97,00097,00098,0731,073 MONEY MARKET FUNDS 09/30/10Wells Fargo 100% Treasury0.01%0.01%2,132,0482,132,0482,132,0480 2,132,0482,132,0482,132,0480 US TREASURY SECURITIES 09/23/1010/28/10US Treasury Bill0.11%0.11%1,999,8372,000,0001,999,800(37) 09/23/1011/12/10US Treasury Bill0.12%0.12%999,8571,000,000999,850(7) 09/23/1012/09/10US Treasury Bill0.13%0.13%1,999,5142,000,0001,999,480(34) 01/29/1012/31/10US Treasury Note 0.88%0.25%2,503,9572,500,0002,503,841(117) 06/28/1012/31/10US Treasury Note 0.88%0.15%2,003,6322,000,0002,003,539(93) 01/29/1001/31/11US Treasury Note 0.88%0.28%2,504,9752,500,0002,505,750775 04/26/1002/28/11US Treasury Note 0.88%0.39%5,009,9585,000,0005,014,0504,092 03/26/1003/31/11US Treasury Note 0.88%0.44%5,010,7605,000,0005,016,4005,640 04/29/1004/30/11US Treasury Note 4.88%0.43%6,154,4936,000,0006,161,7007,207 05/27/1005/31/11US Treasury Note 4.88%0.41%5,148,1715,000,0005,153,7005,529 06/28/1006/30/11US Treasury Note 1.13%0.33%2,011,7972,000,0002,013,1201,323 07/28/1007/31/11US Treasury Note 1.00%0.32%2,011,3592,000,0002,012,100741 08/27/1008/31/11US Treasury Note 1.00%0.28%2,013,1922,000,0002,013,28088 09/28/1009/30/11US Treasury Note 1.00%0.25%2,014,9182,000,0002,013,980(938) 41,386,42141,000,00041,410,59024,169 Total Managed Portfolio46,248,67845,862,25746,273,92025,242 Average Yield0.33% Average Length to Maturity (in years) 0.46 City of Cupertino Investment Portfolio September 30, 2010 ACTIVITY DATE3 MONTHADJUSTEDMATURITYMARKETUNREALIZED PURCHASEMATURITYDESCRIPTIONRETURNCOSTVALUEVALUEPROFIT/LOSS TRUST PORTFOLIO MUTUAL FUNDS Retiree Medical PARS Trust 09/30/10HighMark Diversified Money Mkt Fund0.01%3,687,1373,687,1373,687,1370 09/30/10Columbia Small Cap Value Fund II6.88%136,812146,222146,2229,410 09/30/10Davis New York Venture Fund4.65%207,481217,120217,1209,639 09/30/10Dodge & Cox International Stock Fund8.18%67,29472,80072,8005,506 09/30/10Eaton Vance Large Cap Value Fund3.98%137,430142,893142,8935,463 09/30/10First American Real Estate Securities Fund4.91%103,213108,276108,2765,063 09/30/10Harbor FD Capital Appreciation Fund5.08%104,228109,523109,5235,295 09/30/10HighMark Bond Fund1.05%492,244497,420497,4205,176 09/30/10HighMark Geneva Growth Fund7.64%101,600109,362109,3627,762 09/30/10HighMark International Opportunities Fund11.43%97,189108,295108,29511,106 09/30/10HighMark Large Cap Value Fund5.75%136,011143,827143,8277,816 09/30/10Lazard Emerging Markets Institutional15.19%27,40131,56331,5634,162 09/30/10Manning & Napier Equity Fund5.41%206,809217,995217,99511,186 09/30/10MFS International Growth Fund7.47%67,32072,34872,3485,028 09/30/10Pimco Funds Total Return Fund1.56%490,624498,276498,2767,652 09/30/10RS Emerging Markets Fund8.63%68,36674,26374,2635,897 09/30/10T Rowe Price Growth Stock Fund7.66%102,857110,733110,7337,876 09/30/10T Rowe Price New Horizons Fund8.80%69,71175,84975,8496,138 09/30/10TIAA-CREF Mid-Cap Value Instl Fund7.15%135,391145,076145,0769,685 09/30/10Vanguard Short-Term Investment Grade0.73%564,597568,691568,6914,094 Total PARS Trust 1.91%7,003,7157,137,6697,137,669133,954 ACTIVITY DATE COUPONYIELDADJUSTEDMATURITYMARKETUNREALIZED PURCHASEMATURITYDESCRIPTIONRATE To Maturity COSTVALUEVALUEPROFIT/LOSS MONEY MARKET FUNDSKester Trust 09/30/10Wells Institutional Money Mkt Acct0.15%0.15%48,38648,38648,3860 Total Trust Portfolio7,052,1017,186,0557,186,055133,954 BOND RESERVE PORTFOLIO Bond Reserve Acct Ambac Assurance Security Bond111 Total Bond Reserve Portfolio0000