|
* Governmental Accounting Standards Board (GASB) Statement #72
<br />Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and
<br />Reverse Repurchase agreements are carried at portfolio book value (carrying cost).
<br />The value of each participating dollar equals the fair value divided by the amortized cost (1.004912795).
<br />As an example: if an agency has an account balance of $20,000,000.00, then the agency would report its
<br />participation in the LAIF valued at $20,098,255.90 or $20,000,000.00 x 1.004912795.
<br />F
<br />State of California
<br />Pooled Money Investment Account
<br />Market Valuation
<br />6/30/2020
<br />. .................... . ......... ........ .... ...
<br />... ........ . . .. . . .. . ....... .
<br />...................... ................... ............ ........ . . . . . .r}
<br />mx"'- ...... .:rn n: f. .... . ....rr. .....
<br />i. ,rrr r.r r. r.:r.:.rr.:�:rr.rr ..r. ...rr, :r
<br />•
<br />Jr l
<br />11""""'�i WN .........
<br />1-f.
<br />........... gg
<br />I*
<br />United States Treasury:
<br />Bills
<br />$
<br />237981,651,409.11 $ 24,057,1103770.12
<br />$
<br />24,086,038,500.00
<br />NA
<br />Notes
<br />$
<br />28,916,240,318.04 $ 28,9143282,796.34
<br />$
<br />29,340,0047500.00
<br />$
<br />125,7557726.50
<br />1*
<br />Federal Agency:
<br />SBA
<br />$
<br />486,745,410.00 $ 486,745,410.00
<br />$
<br />4827514,375.35
<br />$
<br />206,984.81
<br />MBS -RE MICs
<br />$
<br />17, 080, 376.76 $ 17, 080, 376.76
<br />$
<br />18, 042, 305.76
<br />$
<br />79,578.32
<br />Debentures
<br />$
<br />210811903,495.66 $ 21081,807,732.33
<br />$
<br />2310372827210.00
<br />$
<br />819357239.97
<br />Debentures FIR
<br />$
<br />- $
<br />$
<br />-
<br />$
<br />-
<br />Debentures CL
<br />$
<br />1, 025, 000, 000.00 $ 1, 025, 000, 000.00
<br />$
<br />1, 027, 343, 500.00
<br />$
<br />8577834.00
<br />Discount Notes
<br />$
<br />16,5703990,090.25 $ 16,612,0677694.50
<br />$
<br />1676177801,000.00
<br />NA
<br />1*
<br />Supranational Debentures
<br />$
<br />6147688,043.27 $ 614,656,765.49
<br />$
<br />619,258,800.00
<br />$
<br />31295,333.75
<br />1*
<br />Supranational Debentures FR
<br />$
<br />20071287103.33 $ 200,128,103.33
<br />$
<br />200,1247773.71
<br />$
<br />399,965.53
<br />2*
<br />CDs and YCDs FR
<br />$
<br />5001000,000.00 $ 500,0007000.00
<br />$
<br />500,1327000.00
<br />$
<br />110,622.74
<br />2*
<br />Bank Notes
<br />$
<br />100,000,000.00 $ 10020007000.00
<br />$
<br />10031987708.70
<br />$
<br />674,222.22
<br />2*
<br />CDs and YCDs
<br />$
<br />12,700,650,610.28 $ 12,700,4287388.06
<br />$
<br />1277067251,524.80
<br />$
<br />40,8627527.80
<br />2*
<br />Commercial Paper
<br />$
<br />71719,088,172.29 $ 75736,449,795.89
<br />$
<br />73741,500,020.04
<br />NA
<br />1*
<br />Corporate:
<br />Bonds FR
<br />$
<br />$
<br />$
<br />$
<br />Bonds
<br />$
<br />$
<br />$
<br />$
<br />I*
<br />Repurchase Ag eements
<br />$
<br />$
<br />$
<br />$
<br />1*
<br />Reverse Repurchase
<br />$
<br />- $ -
<br />$
<br />$
<br />Time Deposits
<br />$
<br />51488,9907000.00 $ 514883990,000.00
<br />$
<br />51488,990,000.00
<br />NA
<br />AB 55 & GF Loans
<br />$
<br />575, 596, 000.00 $ 575, 596, 000.00
<br />$
<br />575, 596, 000.00
<br />NA
<br />TOTAL
<br />$
<br />100,978,752,028.99 $ 101,110,3437832.82
<br />$
<br />101,60770787218.36
<br />$
<br />181,178,035.64
<br />Fair Value Including Accrued Interest
<br />$
<br />101 ,7881256,254.00
<br />* Governmental Accounting Standards Board (GASB) Statement #72
<br />Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and
<br />Reverse Repurchase agreements are carried at portfolio book value (carrying cost).
<br />The value of each participating dollar equals the fair value divided by the amortized cost (1.004912795).
<br />As an example: if an agency has an account balance of $20,000,000.00, then the agency would report its
<br />participation in the LAIF valued at $20,098,255.90 or $20,000,000.00 x 1.004912795.
<br />
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