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6 2nd Qtr March 2006
~r~ CITY OF COLLEGE STATION the heart of the Research Valley MEMORANDUM To: From: Honorable Mayor and City Council Glenn Brown, City Manager ~ Jeff Kersten, Fiscal & Strategic Planning Director )K Investment Report for 2nd Quarter FY 2006 Through Subject: Date: April 19, 2006 Attached are the Summary Portfolio Report and Accompanying Graphs for the 2nd Quarter of FY 2006. The report and graphs provide information on the overall portfolio position as of March 31,2006. Reports that give detailed information on the securities held and transactions performed during the quarter have been placed on file in the City Secretary's Office. Attached are summary reports provided to the City Council each quarter as required by the Public Funds Investment Act and consistent with the City's investment policy. Book Value Market Value Yield Weighted Comparison Interest Earned To Average to Fiscal Year Maturitv Maturitv Benchmark To Date $121,249,547 $120,005,652 3.576 10 Months 95% 2,176,396 Bank 1.5% Fidelity 1.5% All investments and collateral are held in safekeeping with a third party, and all investments are specifically authorized under the Public Funds Investment Act. The settlement of all investment transactions occurs on a delivery versus payment method. Under this method the investment must be received before funds are released for payment. The City's investment portfolio meets the three primary objectives of Safety, Liquidity and Yield as stated in the City's investment policy. During the quarter the Federal Open Market Committee ("FOMC") raised the federal funds rate 50 basis points to 4.75%. Falling unemployment signaled an improved job market, and the DOW topped the 11,000 mark for the first time in over four years. It is expected that the FOMC will increase the federal funds rate to 5% at its May 10lh meeting and pause there. Based on the current economic situation we are continuing to make use of our overnight investment options and purchase securities that fit into our ladder strategy. We are also purchasing a limited number of securities that take advantage of the yields offered in the three to four year area of the yield curve. Please feel free to call if you have any questions, 764-3552. P.O. BOX 9960 1101 TEXAS AVENUE COLLEGE STATION. TEXAS. 77842 979.764.3500 www.cstx.gov J Investment Portfolio For The Quarter Ending: March 31, 2006 Second Quarter Report FY2006 To the best of my knowledge the information in this report is correct: Prepared By: Lr:u Date Prepared:_ 19-Apr-06 Reviewed By: A:::C - Reviewed By: I J Ipar Value by Investment Type I Fidelity 1% Citibank 1% Agency Securities 62% Ipar Value by Dealerl Fidelity Money Market Coastal Securities 1 % 3% Tex Pool 36% First Tennessee 8% T ex Pool 37% Vining Sparks 38% Morgan Stanley 7% Salomon Smith Barney 5% !Market Value by Issuerl Citibank 2% Tex Pool 35% FHLMC 20% I Investment Yield by Typel Fidelity Money Market 25% Agency Coupon Securities 19% T ex Pool 28% $50,000,000 $45,000,000 $40,000,000 $35,000,000 $30,000,000 $25,000,000 $20,000,000 $15,000,000 $10,000,000 $5,000,000 $0 $1,400,000.00 $1,200,000.00 $1,000,000.00 $800,000.00 $600,000.00 $400,000.00 $200,000.00 $0.00 IAging Report by Par valuel o Day 1-365 Days 366 - 730 Days 731 - 1095 Days I Interest Earnings by Quarterl 1 st Quarter 2nd Quarter 3rd Quarter 4th Quarter City of College Station CITY OF COLLEGE STATION Portfolio Management Portfolio Summary March 31, 2006 Par Market Book %of Days to YTM YTM Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. - .805,139.69 1,805,139.69 1,805,139.69 1.49 1 1 5.158 5.230 21,537.52 21,537.52 21,537.52 0.02 1 1 0.000 0.000 43.616,521.86 43,616,521.86 43,616,521.86 35.97 1 1 4.507 4.570 74,000,000.00 72,755,625.00 73,999,520.00 61.03 1,049 322 2.906 2.946 1,806,828.03 1,806,828.03 1,806,828.03 1.49 1 1 4.391 4.452 - 121,250,027.10 120,005,652.10 121,249,547.10 100.00% 641 197 3.537 3.586 March 31 Month Ending Fiscal Year To Date - 358,938.08 2,176,395.68 120,776,179.70 129,351,391.69 3.50% 3.37% ;/-2(; c(, Portfolio COCS CP PM (PRF ]M1) SymRept V5.01 Investments Cilibank Chase TexPool Federal Agency Coupon Securities Fidelity Money Markel Account Investments Total Earnings Current Year Average Daily Balance Effective Rate of Return ~- ./ ~HILLlP GUILL~, AC Run Date: 04/21/2006 - 09:44 CITY OF COLLEGE STATION Portfolio Management Portfolio Details nvestments Page 2 Maturity Date YTM Days to 365 Maturity Stated Rate 2006 March 31 Purchase Date Average Balance Moody's 5.230 --- 5.230 5.230 Book Value ,805,139.69 1,805,139.69 Market Value ,805,139.69 ,805,139.69 Par Value ,805.139.69 ,805,139.69 Issuer Citibank Subtotal and Average Investment # 0129 CUSIP Citibank 0.000 --- 0.000 21,537.52 21,537.52 21.537.52 21,537.52 21,537.52 21,537.52 0/01/2005 ,741,108.13 CHASE BANK Subtotal and Average 0130 Chase 4.570 --- 4.570 4.570 43,616,521.86 43,616,521.86 43,616,521.86 43,616,521.86 43,616,521.86 43,616,521.86 20,283.36 TEXPOOL Subtotal and Average 0127 TexPool 9/2006 0/27/2006 1/09/2007 03/02/2007 04/05/2007 10/23/2007 04/26/2006 04/28/2006 04/07/2006 11/19/2007 0711 12/0 07/0 02/0 08/0 06/0 06/1 12/2 07/0 07/2 04/2 06/1 07/2 07/3 08/1 02/2 209 587 335 369 570 25 27 6 597 109 61 457 671 122 426 76 272 97 27 76 18 485 496 325 2.660 3.001 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 2.000 2.040 2.000 2.020 2.000 2.801 2.416 3.151 3.321 3.08 2.660 3.000 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 2.000 2.040 2.000 2.020 2.000 2.800 2.415 3.150 3.320 3.080 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 983,750.00 969,687.50 973,437.50 968,437.50 970,625.00 992,500.00 992,812.50 992,500.00 ,965,000.00 991,250.00 ,961,250.00 982,187.50 ,937,500.00 988,125.00 ,975,000.00 988,437.50 973,750.00 986,875.00 985,937.50 991,875.00 991,875.00 987,812.50 975,937.50 978,437.50 981,562.50 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1.000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 .000,000.00 .000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 1 0/27/2003 02/09/2004 03/02/2004 04/05/2004 04/23/2004 04/26/2004 04/29/2004 04/07/2004 05/19/2004 05/19/2004 06/03/2004 07/02/2004 11/01/2004 11/01/2004 06/01/2005 06/16/2003 06/30/2003 07/03/2003 07/21/2003 07/28/2003 09/16/2003 1 0/28/2003 10/30/2003 11/10/2003 11/20/2003 42,860,174.80 FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK Agency Coupon Securities 31331TGE5 31331TQP9 31331TUY5 31331TB26 31331TG54 31331TF71 31331T J44 31331TZP9 31331TM99 31331TP39 31331TT27 31331T2K6 0385 0406 0415 0418 0422 0423 0425 0428 0432 0433 0437 0444 0460 0461 0463 0349 0355 0358 0362 0363 0375 0386 0388 0389 0393 SDWO SEK5 SYN7 31339XDW1 31339Y5G3 31339XSH8 31339YG97 31339YQX3 3133XOUP2 3133X1LR6 3133X1MJ3 3133X1TM9 3133X22W4 Federal 31331 31331 31331 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK Portfolio COCS CP V5.01 SymRept PM (PRF _PM2) 09:44 Run Date: 04/21/2006 Page 3 CITY OF COLLEGE STATION Portfolio Management Portfolio Details nvestments YTM Days to 365 Maturity 2006 March 31 Maturity Date /28/2006 5/2007 5/2007 8/2007 07/20/2007 11/09/2006 11/09/2007 08/20/2007 11/23/2007 05/15/2006 04/28/2006 10/29/2007 10/29/2007 05/19/2008 05/15/2006 08/10/2007 12/28/2007 05/16/2006 01/24/2008 08/03/2006 06/16/2006 OS/26/2006 05/04/2006 08/11/2006 09/08/2006 06/01/2006 01/19/2007 03/02/2007 06/15/2006 05/17/2007 06/02/2006 06/14/2007 07/20/2007 01/26/2007 02/05/2007 03/29/2007 03/ 06/ 06/ 241 348 440 443 475 222 587 506 601 44 27 576 576 779 44 496 636 45 663 124 76 55 33 132 160 61 293 335 75 411 62 439 475 300 310 362 3.010 3.021 3.220 3.250 3.320 2.500 3.021 3.040 3.126 2.050 2.200 3.080 3.140 3.580 3.000 3.520 3.501 2.875 3.820 4.000 1.823 2.101 2.000 2.784 3.010 2.550 2.684 2.560 2.500 3.761 3.010 3.720 3.500 3.360 3.250 3.250 Moody's Stated Rate 3.010 3.020 3.220 3.250 3.320 2.500 3.020 3.040 3.125 2.050 2.200 3.080 3.100 3.580 3.000 3.520 3.500 2.875 3.820 4.000 1.750 2.250 2.000 2.750 3.010 2.550 2.625 2.560 2.500 3.750 3.010 3.720 3.500 3.310 3.250 3.250 Book Value ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,700.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 997,880.00 2,008,400.00 1,000,000.00 1,998,040.00 1,000,000.00 1,000,000.00 998,300.00 1,000,000.00 1,000,000.00 1,999,400.00 2,000,000.00 ,000,000.00 ,000,000.00 998,800.00 ,000,000.00 ,000.000.00 Market Value 984,687.50 980,000.00 978,750.00 979,062.50 979,062.50 981,562.50 970,000.00 973,437.50 971,250.00 990,625.00 992,500.00 971,562.50 971,875.00 974,375.00 994,062.50 981,250.00 977,187.50 ,986,875.00 982,500.00 996,250.00 987, .87.50 ,981,875.00 991.562.50 ,977,500.00 989,062.50 990,625.00 978,437.50 975,312.50 990,625.00 ,973,125.00 ,986,875.00 985,625.00 981,562.50 985,000.00 984,062.50 981,875.00 Par Value ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000.000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 2,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 Purchase Date 11/28/2003 12/15/2003 12/15/2003 12/18/2003 01/20/2004 02/09/2004 02/09/2004 02/20/2004 02/23/2004 04/12/2004 04/28/2004 04/29/2004 04/29/2004 05/19/2004 06/15/2004 08/10/2004 09/28/2004 11/16/2004 01/24/2005 08/03/2005 06/16/2003 06/26/2003 08/04/2003 08/11/2003 09/08/2003 12/01/2003 01/20/2004 03/02/2004 04/23/2004 05/17/2004 06/02/2004 06/14/2004 07/20/2004 07/26/2004 08/05/2004 09/29/2004 Average Balance FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. Issuer Investment # Federal Agency Coupon Securities 3133X26F7 3133X2KU8 3133X2JV8 3133X2LV5 3133X3C43 3133X3HX4 3133X3N82 3133X3M91 3133X3Q89 3133X6DW3 3133X66S0 3133X62S4 3133X6CT1 3133X6UJ3 3133X7NJ9 3133X7X41 3133X8MM1 3133X9KN9 3133XAFB8 3133XCRR6 31359MSE4 31359MRV7 3136F3W51 31359MSV6 3136F4EZ3 3136F4WL4 31359MTX1 3136F5CL3 31359MVA8 31359MVC4 31359MVG5 3136F5C41 3136F52L4 3136F54B4 3136F53X7 3136F6DR7 0396 0400 10401 10402 10403 10405 10407 10409 10410 10419 10424 10426 10427 10434 10440 10448 10455 10459 10462 10465 10348 10350 10366 10367 10374 10399 1 0404 10416 10420 10431 10436 0442 0445 0446 0447 0450 CUSIP Portfolio COCS CP PM (PRF ]M2) SymRept V5.0 09:44 Run Dale: 04/21/2006 CITY OF COLLEGE STATION Portfolio Management Page 4 Portfolio Details. Investments March 31, 2006 Average Purchase Stated YTM Days to Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date - - Federal Agency Coupon Securities 3136F6EE5 10454 FEDERAL NAT'L MORTGAGE ASSOC. 09/28/2004 1,000,000.00 974,062.50 ,000,000.00 3.500 3.500 727 03/28/2008 3136F6CP2 10456 FEDERAL NAT'L MORTGAGE ASSOC. 09/14/2004 1,000,000.00 980,625.00 ,000,000.00 3.100 3.100 347 03/14/2007 3136F6DUO 10457 FEDERAL NAT'L MORTGAGE ASSOC. 09/14/2004 1,000,000.00 979,062.50 ,000,000.00 3.450 3.450 531 09/14/2007 3136F6BF5 10458 FEDERAL NAT'L MORTGAGE ASSOC. 09/07/2004 1,000,000.00 978,125.00 ,000,000.00 3.375 3.375 524 09/07/2007 Subtotal and Average 74,354,358.71 74,000,000.00 72,755,625.00 73,999,520.00 2.946 322 Fidelity Money Market Account 10267 Fidelity 1,806,828.03 1,806,828.03 1,806,828.03 4.452 4.452 1 --- Subtotal and Average 1,800,254.71 1,806,828.03 1,806,828.03 1,806,828.03 4.452 1 Total Investments and Average 120,776,179.70 121,250,027.10 120,005,652.10 121,249,547.10 3.586 197 Portfolio COCS CP Run Date: 04/21/2006.09:44 PM (PRF ]M2) SymRept V5.01 CITY OF COLLEGE STATION Portfolio Management Page 5 Portfolio Details - Cash March 31, 2006 Average Purchase Stated YTM Days to Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity 120,776,179.70 121,250,027.10 120,005,652.10 121,249,547.10 3.586 197 Portfolio COCS CP PM (PRF _PM2) SymRept V5.0 CUSIP Investment # Issuer - - - - - - Total Cash and Investments Run Date: 04/21/2006 - 09:44 Page 6 CITY OF COLLEGE STATION Portfolio Management nvestment Activity By Type March 1. 2006 through March 31, 2006 Ending Balance ,805,139.69 21,537.52 43,616,521.86 73,999,520.00 Portfolio COCS CP V5.01 SymRepl ,806,828.03 121,249,547.10 PM (PRF _PM3) Sales/Maturities or Withdrawals 10,859,247.38 10,859,247.38 2,154,854.03 2,154,854.03 3,351,004.75 3,351,004.75 1.000,000.00 1,000,000.00 2,000,000.00 0.00 0.00 18,365,106.16 Purchases or Deposits Transaction Date Stated Rate Beginning Balance Issuer Investment # CUSIP 10,925,413.33 5.230 Citibank Citibank (Monthly Summary) 0129 10,925,413.33 1,738,973.74 Subtotal 2,156,150.00 CHASE BANK Chase (Monthly Summary) 0130 2,156,150.00 20,241.55 Subtotal 4,132,563.38 4.570 TEXPOOL TexPool (Monthly Summary) 0127 4,132,563.38 42,834,963.23 Subtotal Agency Coupon Securities 3133MYZNO 31339X4L5 Federal 0.00 0.00 03/03/2006 03/10/2006 2.040 2.090 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0346 0347 0.00 75,999,520.00 Subtotal 6,792.43 6,792.43 4.452 (Monthly Summary) Fidelity Subtotal Fidelity Money Market Account 17,220,919.14 ,800,035.60 122,393,734.12 Total 0267 Run Date: 04/21/2006 - 09:44 Page 7 Average Average Term Days to Maturity - 810 458 824 441 819 425 683 334 692 323 694 309 699 294 705 275 694 253 621 231 617 219 651 214 641 197 - 704 306 Portfolio COCS CP PM (PRF _PM4) SymRept V5.01 CITY OF COLLEGE STATION Portfolio Management Investment Activity Summary March 2005 through March 2006 Number of Securities Matured I Sold 1 o 1 1 2 2 1 o 1 7 2 o 2 2 Number of Secu rities Purchased o o o 1 o 1 o 1 o o o o o o Managed Pool Rate Yield to Maturity 365 Equivalent 2.481 2.657 2.657 2.938 3.105 3.278 3.496 3.660 3.271 4.048 3.540 4.104 4.452 2.661 2.666 2.648 2.757 2.866 2.947 3.005 3.046 3.107 3.407 3.470 3.508 3.586 360 Equivalent 2.625 2.630 2.611 2.719 2.827 2.907 2.964 3.004 3.065 3.360 3.422 3.460 3.537 3.361 3.052% 3.010% 128,741,278.67 Month Number of End Year Securities - - . - March 2005 86 April 2005 86 May 2005 85 June 2005 85 July 2005 83 August 2005 82 September 2005 81 October 2005 81 November 2005 80 December 2005 73 January 2006 71 February 2006 71 March 2006 69 - - - - Average 79 Run Oate: 04/21/2006 - 09:44 Total Invested 122,278,864.70 120,290,819.58 118,353,019.45 140,468,791.98 136,430,814.26 134,498,671.16 132,388,116.44 131,367,364.33 131,996,256.47 132,724,053.91 129,196,569.23 122,393,734.12 121,249,547.10 CITY OF COLLEGE STATION Portfolio Management Page 8 Distribution of Investments By Type March 2005 through March 2006 March April May June July August September October November December January February March Average 2005 2005 2005 2005 2005 2005 2005 2005 2005 2005 2006 2006 2006 by Period - - - - - - - - - - - - - - - - - - - - 1.6 1.7 1.7 1.4 1.5 1.8 1.1 2.8 2.4 2.4 2.4 1.4 1.5 1.8% - - - - - - - - - - 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 - - - - - - - - - - 18.5 17.0 17.3 30.4 29.8 29.3 29.6 27.3 28.8 36.7 37.4 35.0 36.0 28.7% - - - - - - - - - - 78.5 79.8 79.4 66.9 67.4 67.7 68.0 68.5 67.4 59.5 58.8 62.1 61.0 68.1% - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - .4 .5 .5 .3 .3 .3 .3 .4 .4 .4 .4 .5 1.5 1.4% - - - - - - - - - Portfolio COCS CP PM (PRF _PM5) SymRept V5.01 Investment Type Flexible Repurchase Agreement Citibank Chase TexPool Federal Agency Coupon Securities Treasury Coupon Securities Federal Agency Disc. -At Cost Treasury Discounts -At Cost Fidelity Money Market Account Bankers Acceptances -At. Cost Commercial Paper Disc. -At Cost Miscellaneous Discounts -At Cost Miscellaneous Discounts -At Cost 2 Miscellaneous Discounts -At Cost 3 Run Date: 04/2112006 - 09:44 Page 9 - - - - - Portfolio COCS CP PM (PRF _PM6) SymRepl V5.01 CITY OF COLLEGE STATION Portfolio Management nterest Earnings Summary March 31. 2006 Fiscal Year To Date 1,207,862.50 582,911.83 622,322.12) 0.00) 1,168,452.21 0.00 1,168,452.21 0.00 0.00 0.00) 0.00) 0.00 0.00 0.00 0.00 957,401.45 64,923.32 14,381.30) 1,007,943.47 2,176,395.68 0.00 2,176,395.68 Month Ending 156,150.00 582,911.83 556,742.63 0.00) March 31 Investments: End of Period Beginning of Period Purchase During Period at at at CD/Coupon/Discount Interest Collected Plus Accrued Interest Less Accrued Interest Less Accrued Interest 182,319.20 0.00 Interest Earned during Period Adjusted by Capital Gains or Losses 182,319.20 0.00 0.00 0.00) 0.00) Earnings during Period End of Period Beginning of Period Purchase During Period Pass Through Securities: Interest Collected Plus Accrued Interest Less Accrued Interest Less Accrued Interest at at at 0.00 0.00 0.00 nterest Earned during Period Adjusted by Premiums and Discounts Adjusted by Capital Gains or Losses 0.00 178,086.31 64,923.32 66,390.75) Earnings during Period End of Period Beginning of Cash/Checking Accounts: Interest Collected Plus Accrued Interest Less Accrued Interest at at Period 176,618.88 358,938.08 0.00 Interest Earned during Period Total Interest Earned during Period Total Capital Gains or Losses 358,938.08 Total Earnings during Period 09:44 Run Dale: 04/21/2006 City of College Station CITY OF COLLEGE STATION Aging Report By Maturity Date As of March 31. 2006 Current Market Value Current Book Value Percent of Portfolio Maturity Par Value 46,394,214.12 46,394,214.12 38.54% 46,394,214.12 4 Investments 40,489,687.50 31,291,562.50 974,375.00 0.00 119,149,839.12 Portfolio COCS CP V5.01 41,001,420.00 31,998,100.00 1,000,000.00 SymRept AG (PRF _AG) 34.05% 26.58"1. 0.83% 0.00 120,393,734.12 41,000,000.00 32,000,000.00 ,000,000.00 0.00% 100.00% 37 Investments 27 Investments Investments 0.00 o Investments 69 Investments Total for Aging Interval o days 03/31/2006 - 03/31/2006 - Aging Interval 1 - 365 days 04/01/2006 - 03/31/2007 Aging Interval: 366 - 730 days { 04/01/2007 - 03/30/2008 Aging Interval: 731 -1095 days {03/31/2008 - 03/30/2009 Aging Interval: 1096 days and after (03/31/2009 - Run Date: 04/19/2006 - 13:42 City of College Station CITY OF COLLEGE STATION nvestments by Issuer Active Investments 2006 March 31 Collateral Call Date Maturity Days To or Sale Maturi YTM 365 Market Date Market Value Current Rate Book Value Investment Class Investment T Investment # CUSIP Collaleralized Collateralized 1 - 1 1 - 1 1 - 1 e CHASE BANK 05/31/2000 21,537.52 21,537.52 Amort Chase 0130 05/31/2000 5.230 5.230 21,537.52 ,805,139.69 5.230 21,537.52 ,805,139.69 Subtotal and Average Amort Citibank 0129 Citibank 07/31/2004 4.452 - 4.452 ,805,139.69 ,806,828.03 4.452 ,805,139.69 ,806,828.03 Subtotal and Average Amort Fidelity Money Market Account 0267 Fidelity 1,806,828.03 1,806,828.03 Subtotal and Average 04/05/2007 10/23/2007 04/26/2006 04/07/2006 11/19/2007 07/19/2006 12/03/2007 07/02/2007 0/27/2006 1/09/2007 03/02/2007 04/05/2007 10/23/2007 04/26/2006 04/28/2006 04/07/2006 11/19/2007 07/19/2006 12/03/2007 07/02/2007 02/01/2008 08/01/2006 22 06/01/2007 426 390 209 587 335 369 570 25 27 6 597 109 61 457 671 2.660 3.001 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 3.006 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 2/30/2005 2/30/2005 983,750.00 969.687.50 973,437.50 968,437.50 970,625.00 992,500.00 992,812.50 992,500.00 ,965,000.00 991,250.00 ,961,250.00 982,187.50 ,937,500.00 988,125.00 ,975,000.00 2.660 3.000 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fai Fai Fai Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securilies Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Federal Agency Coupon Securities Agency Coupon Securities FEDERAL FARM CREDIT BANK 0385 10406 10415 10418 10422 10423 10425 10428 10432 10433 10437 10444 10460 10461 0463 31331TGE5 31331TQP9 31331TUY5 31331T826 31331TG54 31331TF71 31331T J44 31331TZP9 31331TM99 31331TP39 31331TT27 31331T2K6 31331SDWO 31331SEK5 31331SYN7 18,644,062.50 19,000,000.00 Subtotal and Average 76 272 97 06/16/2006 12/29/2006 07/07/2006 2.000 2.040 2.000 2/30/2005 2/30/2005 2/30/2005 988,437.50 973,750.00 986,875.00 2.000 2.040 2.000 ,000,000.00 ,000,000.00 ,000,000.00 Fair Fair Fair Federal Agency Coupon Securilies Federal Agency Coupon Securilies Federal Agency Coupon Securilies FEDERAL HOME LOAN BANK 0349 0355 0358 31339XDW 31339Y5G3 31339XSH8 Portfolio COCS CP V5.01 SymRept DI (PRF _DI Run Date: 04/21/2006 - 09:47 CITY OF COLLEGE STATION Investments by Issuer March 31. 2006 Page 2 Call Date Maturity Days To or Sale Maturi YTM 365 Market Date Current Rate Investment Class Collateral 05/15/2006 05/19/2006 05/15/2006 1 27 76 118 485 496 325 241 348 440 443 475 222 587 506 601 44 27 576 576 779 44 496 636 45 663 124 07/21/2006 04/28/2006 06/16/2006 07/28/2006 07/30/2007 08/10/2007 02/20/2007 11/28/2006 03/15/2007 06/15/2007 06/18/2007 07/20/2007 11/09/2006 11/09/2007 08/20/2007 11/23/2007 05/15/2006 04/28/2006 0/29/2007 0/29/2007 05/19/2008 05/15/2006 08/10/2007 2/28/2007 05/16/2006 01/24/2008 08/03/2006 2.020 2.000 2.801 2.416 3.151 3.321 3.081 3.010 3.021 3.220 3.250 3.320 2.500 3.021 3.040 3.126 2.050 2.200 3.080 3.140 3.580 3.000 3.520 3.501 2.875 3.820 4.000 - 2.903 2/30/2005 2/30/2005 2/30/2005 2/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 12/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 Market Value 985,937.50 .875.00 ,875.00 987,812.50 975,937.50 978,437.50 981,562.50 984,687.50 980.000.00 978,750.00 979,062.50 979,062.50 981,562.50 970,000.00 973,437.50 971,250.00 990,625.00 992.500.00 971,562.50 971,875.00 974,375.00 994,062.50 981,250.00 977,187.50 ,986,875.00 982,500.00 996,250.00 991 991 2.020 2.000 2.800 2.415 3.150 3.320 3.080 3.010 3.020 3.220 3.250 3.320 2.500 3.020 3.040 3.125 2.050 2.200 3.080 3.100 3.580 3.000 3.520 3.500 2.875 3.820 4.000 Book Value ,000.000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,700.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 Fai Fai Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair Fair e Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securilies Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securilies Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Investment T' Investment # FEDERAL HOME LOAN BANK 0362 0363 0375 0386 0388 0389 0393 0396 10400 10401 10402 10403 10405 0407 0409 0410 0419 0424 0426 0427 0434 10440 10448 0455 0459 0462 0465 31339YG97 31339YQX3 3133XOUP2 3133X1LR6 3133X1MJ3 3133XHM9 3133X22W4 3133X26F7 3133X2KU8 3133X2JV8 3133X2LV5 3133X3C43 3133X3HX4 3133X3N82 3133X3M91 3133X3Q89 3133X6DW3 3133X66S0 3133X62S4 3133X6CT1 3133X6UJ3 3133X7NJ9 3133X7X41 3133X8MM1 3133X9KN9 3133XAFB8 3133XCRR6 CUSIP 322 30,459,375.00 30,998,700.00 Subtotal and Average 76 55 33 32 60 61 06/16/2006 OS/26/2006 05/04/2006 08/11/2006 09/08/2006 06/01/2006 .823 2.101 2.000 2.784 3.010 2.550 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 987,187.50 ,981,875.00 991,562.50 ,977,500.00 989.062.50 990,625.00 .750 2.250 2.000 2.750 3.010 2.550 997,880.00 2,008,400.00 ,000,000.00 ,998,040.00 ,000,000.00 ,000,000.00 Fair Fair Fair Fair Fair Fair FEDERAL NATL MORTGAGE ASSOC. Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities Federal Agency Coupon Securities 0348 0350 0366 0367 0374 10399 31359MSE4 31359MRV7 3136F3W51 31359MSV6 3136F4EZ3 3136F4WL4 Portfolio COCS CP V5.01 SymRept DI (PRF _DI 09:47 Run Date: 04/21/2006 CITY OF COLLEGE STATION Investments by Issuer Page 3 March 31, 2006 Investment Current Market YTM Maturity Days To Call ~ Investment # Investment Type E!!!. Book Value ..B!!! Market Value Date 365 or Sale Maturity Date Collateral FEDERAL NArL MORTGAGE ASSOC. 31359MTX1 10404 Federal Agency Coupon Securilies Fair 998.300.00 2.625 978,437.50 12/30/2005 2.684 01/19/2007 293 3136F5CL3 10416 Federal Agency Coupon Securities Fair 1,000,000.00 2.560 975,312.50 12/30/2005 2.560 03/02/2007 335 31359MVA8 10420 Federal Agency Coupon Securities Fair 1,000,000.00 2.500 990,625.00 12/30/2005 2.500 06/15/2006 75 06/15/2006 31359MVC4 10431 Federal Agency Coupon Securities Fair 1,999,400.00 3.750 1,973,125.00 12/30/2005 3.761 05/17/2007 411 31359MVG5 10436 Federal Agency Coupon Securilies Fair 2,000,000.00 3.010 1,986,875.00 12/30/2005 3.010 06/02/2006 62 3136F5C41 10442 Federal Agency Coupon Securities Fair 1,000,000.00 3.720 985,625.00 12/30/2005 3.720 06/14/2007 439 3136F52L4 10445 Federal Agency Coupon Securities Fair 1,000,000.00 3.500 981,562.50 12/30/2005 3.500 07/20/2007 475 3136F54B4 10446 Federal Agency Coupon Securities Fair 998,800.00 3.310 985,000.00 12/30/2005 3.360 01/26/2007 300 3136F53X7 10447 Federal Agency Coupon Securities Fair 1,000,000.00 3.250 984,062.50 12/30/2005 3.250 02/05/2007 310 3136F6DR7 10450 Federal Agency Coupon Securilies Fair 1,000,000.00 3.250 981,875.00 12/30/2005 3.250 03/29/2007 362 3136F6EE5 10454 Federal Agency Coupon Securities Fair 1,000,000.00 3.500 974,062.50 12/30/2005 3.500 03/28/2008 727 3136F6CP2 10456 Federal Agency Coupon Securities Fair 1,000,000.00 3.100 980,625.00 12/30/2005 3.100 03/14/2007 347 3136F6DUO 10457 Federal Agency Coupon Securities Fair 1,000,000.00 3.450 979,062.50 12/30/2005 3.450 09/14/2007 531 3136F6BF5 10458 Federal Agency Coupon Securities Fair 1,000,000.00 3.375 978,125.00 12/30/2005 3.375 09/07/2007 524 - - Subtotal and Average 24,000,820.00 23,652,187.50 2.956 265 - - TEXPOOL 10127 TexPool Amort 43,616,521.86 4.570 43,616,521.86 03/31/2000 4.570 1 - - Subtotal and Average 43,616,521.86 43,616,521.86 4.570 1 - - Total and Average 121,249,547.10 120,005,652.10 3.586 196 Portfolio COCS CP Run Date: 04/21/2006 - 09:47 01 (PRF _01) SymRept V5.01 City of College Station Current YTM YTM Maturity Days To Market Value Rate 360 365 Date Maturity - - 980,000.00 3.020 2.979 3.020 03/15/2007 348 979,062.50 3.250 3.205 3.250 06/18/2007 443 971,875.00 3.100 3.096 3.139 10/29/2007 576 985,000.00 3.310 3.314 3.360 01/26/2007 300 -- - 3,915,937.50 3.149 3.193 416 3,915,937.50 3.149 3.193 416 .806,828.03 4.452 4.391 4.452 1 -- - ,806,828.03 4.391 4.452 1 - - ,806,828.03 4.391 4.452 1 - - - - 983,750.00 2.660 2.623 2.660 10/27/2006 209 990,625.00 2.050 2.021 2.050 05/15/2006 44 ,977,500.00 2.750 2.746 2.784 08/11/2006 132 978,437.50 2.625 2.647 2684 01/19/2007 293 975,312.50 2.560 2.524 2.560 03/02/2007 335 ,973,125.00 3.750 3.709 3.760 05/17/2007 411 ,986,875.00 3.010 2.968 3.010 06/02/2006 62 Portfolio COCS CP DO (PRF _DO) SymRept V5.01 CITY OF COLLEGE STATION Investments by Dealer March 31, 2006 Purchase CUSIP Investment # Issuer Date Book Value Par Value - - Investments Purchased From COASTAL SECURITIES Federal Agency Coupon Securities 3133X2KU8 10400 FEDERAL HOME LOAN BANK 12/15/2003 1,000,000.00 1,000,000.00 3133X2LV5 10402 FEDERAL HOME LOAN BANK 12/18/2003 1,000,000.00 1,000,000.00 3133X6CT1 10427 FEDERAL HOME LOAN BANK 04/29/2004 998,700.00 1,000,000.00 3136F54B4 10446 FEDERAL NAT'L MORTGAGE ASSOC. 07/26/2004 998,800.00 1,000,000.00 Subtotal and Average 3,997,500.00 4,000,000.00 Total Investments and Average 3,997,500.00 4,000,000.00 Investments Purchased From Fidelity Fidelity Money Market Account 10267 Fidelity 1 % 1/2005 1.806,828.03 1,806,828.03 Subtotal and Average 1,806,828.03 1,806,828.03 Total Investments and Average 1,806,828.03 1,806,828.03 Investments Purchased From FIRST TENNESSEE Federal Agency Coupon Securities 31331TGE5 10385 FEDERAL FARM CREDIT BANK 1 0/27/2003 1.000,000.00 1,000,000.00 3133X6DW3 10419 FEDERAL HOME LOAN BANK 04/12/2004 1,000,000.00 1,000,000.00 31359MSV6 10367 FEDERAL NAT'L MORTGAGE ASSOC. 08/11/2003 1,998.040.00 2,000,000.00 31359MTX1 10404 FEDERAL NAT'L MORTGAGE ASSOC. 01/20/2004 998,300.00 1,000,000.00 3136F5CL3 10416 FEDERAL NAT'L MORTGAGE ASSOC. 03/02/2004 1,000,000.00 1,000,000.00 31359MVC4 10431 FEDERAL NAT'L MORTGAGE ASSOC. 05/17/2004 1,999,400.00 2,000.000.00 31359MVG5 10436 FEDERAL NAT'L MORTGAGE ASSOC. 06/02/2004 2,000,000.00 2,000,000.00 Run Date: 04/21/2006 - 09:35 Page 2 CITY OF COLLEGE STATION Investments by Dealer March 31, 2006 Days To Maturity Maturity Date YTM 365 YTM 360 Current Rate Market Value Par Value Book Value Purchase Date Issuer Investment # CUSIP 209 2.906 2.867 9,865,625.00 10,000,000.00 9,995,740.00 Subtotal and Average 209 2.906 2.867 9,865,625.00 10,000,000.00 9,995,740.00 Total Investments and Average 02/20/2007 11/09/2007 11/23/2007 08/10/2007 01/24/2008 06/15/2006 07/20/2007 03/28/2008 09/07/2007 524 497 325 587 601 496 663 75 475 727 3.080 3.020 3.125 3.520 3.820 2.500 3.500 3.500 3.375 - 3.271 3.038 2.979 3.082 3.471 3.767 2.465 3.452 3.452 3.328 3.080 3.020 3.125 3.520 3.820 2.500 3.500 3.500 3.375 981,562.50 970,000.00 971,250.00 981,250.00 982,500.00 990,625.00 981,562.50 974,062.50 978.125.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 1/20/2003 02/09/2004 02/23/2004 08/10/2004 01/24/2005 04/23/2004 07/20/2004 09/28/2004 09/07/2004 Investments Purchased From Morgan Stanley FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. Agency Coupon Securities 3133X22W4 3133X3N82 3133X3Q89 3133X7X41 0393 10407 10410 10448 10462 10420 10445 0454 0458 3133XAFB8 31359MVA8 3136F52L4 3136F6EE5 3136F6BF5 Federal 3.227 8,810,937.50 9,000,000.00 9,000,000.00 Subtotal and Average 491 3.211 3.227 8,810,937.50 9,000,000.00 9,000,000.00 Total Investments and Average 07/30/2007 11/09/2006 04/28/2006 06/16/2006 06/01/2006 61 06/14/2007 439 218 485 222 27 76 3.107 3.150 2.465 2.500 2.169 2.200 1.797 1.822 2.515 2.550 3.669 3.720 -- 2.621 2.658 3.150 2.500 2.200 1.750 2.550 3.720 975,937.50 981,562.50 992,500.00 987,187.50 990,625.00 985,625.00 ,000,000.00 .000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 997,880.00 ,000,000.00 ,000,000.00 10/30/2003 02/09/2004 04/28/2004 06/16/2003 12/01/2003 06/14/2004 Investments Purchased From SALOMON SMITH BARNEY FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. Agency Coupon Securities 3133X1MJ3 3133X3HX4 3133X66S0 31359MSE4 3136F4WL4 3136F5C41 10388 0405 0424 0348 0399 0442 Federal 218 2.658 2.621 5,913,437.50 5,913,437.50 6,000,000.00 6,000,000.00 5,997,880.00 5,997,880.00 Subtotal and Average Total Investments and Average Portfolio COCS CP V5.01 DD(PRF_DD)SymRept Run Date: 04/21/2006 - 09:35 Page 3 CITY OF COLLEGE STATION Investments by Dealer March 31, 2006 Days To Maturity Maturity Date YTM 365 YTM 360 Current Rate Market Value Par Value Book Value Purchase Date Issuer Investment # CUSIP 587 335 369 570 25 27 6 597 109 611 457 671 122 426 76 272 97 1 27 76 118 496 241 440 475 506 576 779 44 636 45 24 /09/2007 03/02/2007 04/05/2007 10/23/2007 04/26/2006 04/28/2006 04/07/2006 11/19/2007 07/1 12/0 07/0 02/0 08/0 06/0 06/11 12/21 07/0 07/2 04/2: 06/11 07/21 08/1! 11/21 06/1! 07/2( 08/2C 0/2~ 9/2006 05/19/2008 05/15/2006 12/28/2007 05/16/2006 08/03/2006 3.000 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 2.000 2.040 2.000 2.020 2.000 2.800 2.415 3.320 3.010 3.220 3.320 3.040 3.080 3.580 3.000 3.501 2.875 4.000 2.959 2.367 2.120 2.978 2.169 2.268 1.726 3.698 2.909 3.600 3.452 3.082 2.465 3.767 1.972 2.012 1.972 1.992 1.973 2.762 2.382 3.275 2.968 3.175 3.274 2.998 3.037 3.530 2.958 3.453 2.835 3.945 3.000 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 2.000 2.040 2.000 2.020 2.000 2.800 2.415 3.320 3.010 3.220 3.320 3.040 3.080 3.580 3.000 3.500 2.875 4.000 969,687.50 973,437.50 968,437.50 970,625.00 992,500.00 992,812.50 992,500.00 ,965.000.00 991,250.00 ,961,250.00 982,187.50 ,937.500.00 988,125.00 ,975,000.00 988,437.50 973,750.00 986,875.00 985,937.50 991,875.00 991,875.00 987,812.50 978,437.50 984,687.50 978,750.00 979,062.50 973,437.50 971,562.50 974,375.00 994,062.50 977,187.50 ,986,875.00 996,250.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000.000.00 1,000.000.00 1,000,000.00 1,000.000.00 1,000,000.00 1,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000.000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1.000,000.00 1.000,000.00 2,000,000.00 ,000.000.00 02/09/2004 03/02/2004 04/05/2004 04/23/2004 04/26/2004 04/29/2004 04/07/2004 05/19/2004 05/19/2004 06/03/2004 07/02/2004 11/01/2004 11/01/2004 06/01/2005 06/16/2003 06/30/2003 07/03/2003 07/21/2003 07/28/2003 09/16/2003 10/28/2003 11/10/2003 11/28/2003 12/15/2003 01/20/2004 02/20/2004 04/29/2004 05/19/2004 06/15/2004 09/28/2004 11/16/2004 08/03/2005 Investments Purchased From VINING SPARKS FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK Agency Coupon Securities 3133HQP9 3133HUY5 3133HB26 3133HG54 3133HF71 3133HJ44 3133HZP9 3133HM99 3133HP39 31331TT27 3133H2K6 0406 0415 0418 0422 0423 0425 0428 0432 0433 0437 0444 0460 10461 0463 0349 0355 0358 0362 0363 0375 0386 0389 0396 0401 0403 0409 0426 0434 0440 0455 0459 0465 SDWO SEK5 31331SYN7 31339XDW1 31339Y5G3 31339XSH8 31339YG97 31339YQX3 3133XOUP2 3133X1LR6 3133XHM9 3133X26F7 3133X2JV8 3133X3C43 3133X3M91 3133X62S4 3133X6UJ3 3133X7NJ9 3133X8MM1 3133X9KN9 3133XCRR6 Federal 31331 31331 Portfolio COCS CP V5.01 DO (PRF _DO) SymRept 09:35 Run Date: 04/21/2006 Page 4 Current YTM YTM Maturity Days To Market Value Rate 360 365 Date Maturity - - - - - - 1,981,875.00 2.250 2.071 2.100 OS/26/2006 55 991,562.50 2.000 1.973 2.000 05/04/2006 33 989,062.50 3.010 2.968 3.010 09/08/2006 160 984,062.50 3.250 3.205 3.250 02105/2007 310 981,875.00 3.250 3.205 3.250 03/29/2007 362 980,625.00 3.100 3.057 3.100 03/14/2007 347 979,062.50 3.450 3.402 3.450 09/14/2007 531 - - 44,249,687.50 2.867 2.907 316 44,249,687.50 2.867 2.907 316 1,805,139.69 5.230 5.158 5.230 1 - - 1,805,139.69 5.158 5.230 1 21,537.52 1 - - 21,537.52 0.000 0.000 1 43,616,521.86 4.570 4.507 4.570 1 - - 43,616,521.86 4.507 4.570 1 45,443,199.07 4.531 4.594 1 Portfolio COCS CP DD (PRF _DD) SymRepl V5.01 CITY OF COLLEGE STATION Investments by Dealer March 31. 2006 Par Value Book Value Purchase Date Issuer Investment # CUSIP 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,008,400.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 06/26/2003 08/04/2003 09/08/2003 08/05/2004 09/29/2004 09/14/2004 09/14/2004 Investments Purchased From VINING SPARKS FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NA T'L MORTGAGE ASSOC. FEDERAL NA T'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. Federal Agency Coupon Securities 31359MRV7 3136F3W51 3136F4EZ3 3136F53X7 3136F6DR7 3136F6CP2 3136F6DUO 10350 10366 0374 0447 0450 0456 0457 45,000,000.00 45,008,400.00 Subtotal and Average 45,000,000.00 ,805,139.69 ,805,139.69 21.537.52 21,537.52 43,616,521.86 43,616,521.86 45,443,199.07 45,008,400.00 ,805,139.69 ,805,139.69 21,537.52 21,537.52 43.616.521.86 43,616,521.86 45,443,199.07 Total Investments and Average 0/01/2005 Subtotal and Average 1 % 1/2005 Subtotal and Average 1 % 1/2005 Subtotal and Average Total Investments and Average Investments Purchased From Unspecified Dealer CHASE BANK TEXPOOL Cilibank 0129 0130 0127 Chase TexPool Run Date: 04/21/2006.09:35 Citibank City of College Station CITY OF COLLEGE STATION nvestments by All Types Active Investments Call Price Call Date Maturity Date Current Rate Purchase Price 2006 March 31 Book Value Par Value Issuer Fund Investment # CUSIP Citibank 5.230 ,805,139.69 100.0000000 ,805,139.69 Citibank 321 0129 ,805,139.69 1,805,139.69 Subtotal Chase 21,537.52 100.0000000 21,537.52 CHASE BANK 321 0130 21,537.52 21,537.52 Subtotal TexPool 4.570 43,616,521.86 100.0000000 43,616,521.86 TEXPOOL 321 10127 00.0000000 00.0000000 00.0000000 00.0000000 00.0000000 100.0000000 00.0000000 00.0000000 04/05/2007 10/23/2007 04/26/2006 04/07/2006 11/19/2007 07/19/2006 12/03/2007 07/02/2007 0/27/2006 1/09/2007 03/02/2007 04/05/2007 10/23/2007 04/26/2006 04/28/2006 04/07/2006 11/19/2007 0711 12/0 07/0 02/0 08/0 06/0 06/11 12/2! 07/0' 07/2 04/21 06/11 9/2006 2.660 3.000 2.400 2.150 3.020 2.200 2.300 1.750 3.750 2.950 3.650 3.500 3.125 2.500 3.820 2.000 2.040 2.000 2.020 2.000 2.800 43,616,521.86 .000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 00.0000000 00.0000000 00.0000000 00.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 00.0000000 00.0000000 43,616,521.86 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 Subtotal FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 Federal Agency Coupon Securities 31331TGE5 31331TQP9 31331TUY5 31331TB26 31331TG54 31331TF71 31331TJ44 31331TZP9 31331TM99 31331TP39 31331TT27 31331T2K6 0385 0406 0415 0418 10422 10423 10425 10428 10432 10433 10437 1 0444 10460 10461 10463 10349 10355 0358 0362 0363 0375 SDWO SEK5 31331SYN7 31339XDW1 31339Y5G3 31339XSH8 31339YG97 31339YQX3 3133XOUP2 31331 31331 Portfolio COCS CP V5.01 AT (PRF _DT) SymRept 09:35 Run Date: 04/21/2006 Page 2 CITY OF COLLEGE STATION Investments by All Types March 31. 2006 Call Price 00.0000000 00.0000000 00.0000000 00.0000000 Call Date 05/15/2006 05/19/2006 05/15/2006 06/15/2006 Maturity Date 07/28/2006 07/30/2007 08/10/2007 02/20/2007 11/28/2006 03/15/2007 06/15/2007 06/18/2007 07/20/2007 11/09/2006 11/09/2007 08/20/2007 11/23/2007 05/15/2006 04/28/2006 10/29/2007 10/29/2007 05/19/2008 05/15/2006 08/10/2007 12/28/2007 05/16/2006 01/24/2008 08/03/2006 06/16/2006 OS/26/2006 05/04/2006 08/11/2006 09/08/2006 06/01/2006 01/19/2007 03/02/2007 06/15/2006 05/17/2007 06/02/2006 06/14/2007 07/20/2007 01/26/2007 Current Rate 2.415 3.150 3.320 3.080 3.010 3.020 3.220 3.250 3.320 2.500 3.020 3.040 3.125 2.050 2.200 3.080 3.100 3.580 3.000 3.520 3.500 2.875 3.820 4.000 1.750 2.250 2.000 2.750 3.010 2.550 2.625 2.560 2.500 3.750 3.010 3.720 3.500 3.310 Book Value ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,700.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2.000.000.00 1,000,000.00 1,000,000.00 997,880.00 2,008,400.00 1,000,000.00 1,998,040.00 1,000,000.00 1,000,000.00 998,300.00 1,000,000.00 1,000,000.00 1,999,400.00 2,000,000.00 ,000,000.00 ,000,000.00 998,800.00 Purchase Price 00.0000000 00.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 99.8700000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 100.0000000 99.7880000 100.4200000 100.0000000 99.9020000 100.0000000 100.0000000 99.8300000 100.0000000 100.0000000 99.9700000 100.0000000 00.0000000 00.0000000 99.8800000 Par Value ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000.000.00 2,000,000.00 1,000,000.00 1,000.000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1.000,000.00 2,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 Issuer FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NA T'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NA T'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. Fund 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 Investment # Federal Agency Coupon Securities 3133X1LR6 3133X1MJ3 3133XHM9 31359MVC4 31359MVG5 3136F5C41 3136F52L4 3136F54B4 0386 0388 0389 0393 0396 0400 10401 10402 10403 10405 10407 10409 10410 10419 10424 10426 10427 10434 10440 10448 10455 10459 10462 10465 10348 10350 0366 0367 0374 0399 0404 0416 0420 0431 0436 0442 0445 0446 3133X3C43 3133X3HX4 3133X3N82 3133X3M91 3133X3Q89 3133X6DW3 3133X66S0 3133X62S4 3133X6CT1 3133X6UJ3 3133X7NJ9 3133X7X41 3133X8MM1 3133X9KN9 3133XAFB8 3133XCRR6 31359MSE4 31359MRV7 3136F3W51 31359MSV6 3136F4EZ3 3136F4WL4 31359MTX1 3136F5CL3 31359MVA8 3133X22W4 3133X26F7 3133X2KU8 3133X2JV8 3133X2LV5 CUSIP Portfolio COCS CP V5.01 AT (PRF _DT) SymRept Run Date: 04/21/2006 - 09:35 Page 3 Current Maturity Call Call Book Value Rate Date Date Price - - ,000,000.00 3.250 02/05/2007 ,000,000.00 3.250 03/29/2007 ,000,000.00 3.500 03/28/2008 ,000,000.00 3.100 03/14/2007 ,000,000.00 3.450 09/14/2007 ,000,000.00 3.375 09/07/2007 73,999,520.00 - - - - 1,806,828.03 4.452 1,806,828.03 - - - 121,249,547.10 Portfolio COCS CP AT (PRF _DT) SymRept V5.01 CITY OF COLLEGE STATION Investments by All Types March 31, 2006 Purchase CUSIP Investment # Fund Issuer Par Value Price - - Federal Agency Coupon Securities 3136F53X7 10447 321 FEDERAL NAT'L MORTGAGE ASSOC. 1,000,000.00 100.0000000 3136F6DR7 10450 321 FEDERAL NAT'L MORTGAGE ASSOC. 1,000,000.00 100.0000000 3136F6EE5 10454 321 FEDERAL NAT'L MORTGAGE ASSOC. 1,000,000.00 100.0000000 3136F6CP2 10456 321 FEDERAL NAT'L MORTGAGE ASSOC. 1,000,000.00 100.0000000 3136F6DUO 10457 321 FEDERAL NAT'L MORTGAGE ASSOC. 1,000,000.00 100.0000000 3136F6BF5 10458 321 FEDERAL NAT'L MORTGAGE ASSOC. 1,000,000.00 100.0000000 Subtotal 74,000,000.00 - Fidelity Money Market Account 10267 321 Fidelity 1,806,828.03 100.0000000 Subtotal 1,806,828.03 - Total 121,250,027.10 Run Date: 04/21/2006 - 09:35 City of College Station CITY OF COLLEGE STATION Earn n9s March 1, 2006 March 31, 2006 Yield on Average Book Value nterest Earnings Adjusted Interest Earnings Adjusted Interest Amortization/ Accretion Interest Earned Yield This Current Rate Maturity Date Average Book Value Beginning Book Value Ending Par Value Investment Type Fund Investment # Citibank CUSIP Issuer: 6.587.36 6,587.36 0.00 0.00 6.587.36 4.455 4.455 4.590 .741.108.13 .738.973.74 .805.139.69 PA1 321 0129 6,587.36 ,741,108.13 ,738,973.74 ,805,139.69 Subtotal Issuer: Fidelity 6.292.17 0.00 6.292.17 5 4. 4.452 .800,254.71 ,800.035.60 .806,828.03 LA2 321 10267 6,292.17 0.00 6,292.17 4.115 1,800,254.71 1,800,035.60 ,806,828.03 Subtotal ,458.33 .833.33 .916.67 2,458.34 2.083.34 2,216.67 2.000.00 1.791.67 6.366.67 2.916.67 2.516.66 2.500.00 6.250.00 6.083.34 5,208.34 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 ,458.33 .833.33 ,916.67 2,458.34 2,083.34 2.216.67 2.000.00 1.791.67 6.366.67 2,916.67 2.516.66 2.500.00 6.250.00 6,083.34 5.208.34 .717 2.159 2.257 2.894 2.453 2.610 2.355 2.110 3.748 3.434 2.963 2.944 3.679 3.581 3.066 .750 2.200 2.300 2.950 2.500 2.660 2.400 2.150 3.820 3.500 3.020 3.000 3.750 3.650 3.125 04/07/2006 04/26/2006 04/28/2006 07/19/2006 08/01/2006 10/27/2006 03/02/2007 04/05/2007 06/01/2007 07/02/2007 1 0/23/2007 11/09/2007 11/19/2007 12/03/2007 02/01/2008 ,000.000.00 ,000,000.00 ,000,000.00 ,000.000.00 .000.000.00 .000.000.00 .000.000.00 ,000.000.00 2,000.000.00 1,000,000.00 1.000.000.00 1.000.000.00 2.000.000.00 2,000,000.00 2,000,000.00 .000,000.00 ,000.000.00 ,000,000.00 .000.000.00 .000,000.00 .000,000.00 ,000,000.00 ,000.000.00 2,000,000.00 1.000.000.00 1.000,000.00 1.000,000.00 2,000,000.00 2,000.000.00 2,000,000.00 ,000.000.00 .000,000.00 .000,000.00 .000,000.00 .000.000.00 ,000.000.00 ,000.000.00 .000,000.00 2,000,000.00 1.000,000.00 1.000.000.00 1,000.000.00 2,000.000.00 2,000,000.00 2.000,000.00 FAG FAC FAC FAC FAG FAG FAG FAG FAG FAG FAC FAG FAG FAG FAC FARM CREDIT BANK 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 0428 0423 10425 10433 10461 10385 10415 10418 10463 10444 10422 10406 0432 0437 0460 Issuer: FEDERAL 31331TZP9 31331TF71 31331TJ44 31331TP39 31331SEK5 31331TGE5 31331TUY5 31331TB26 31331SYN7 31331T2K6 31331TG54 31331TQP9 31331TM99 31331TT27 31331SDWO 47,600.03 0.00 47,600.03 2.950 19,000,000.00 19,000,000.00 19,000,000.00 Subtotal 113.33 522.50 .666.67 .833.33 .708.33 2.500.00 4.791.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 113.33 522.50 ,666.67 .833.33 .708.33 2,500.00 4,791.67 2.068 2.119 1.962 2.159 2.011 2.944 2.821 2.040 2.090 2.000 2.200 2.050 3.000 2.875 03/03/2006 03/10/2006 04/28/2006 04/28/2006 05/15/2006 05/15/2006 05/16/2006 64,516.13 290.322.58 ,000.000.00 .000,000.00 .000,000.00 .000.000.00 2.000,000.00 .000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000.000.00 .000.000.00 2,000,000.00 .000.000.00 .000,000.00 ,000.000.00 ,000,000.00 .000,000.00 .000.000.00 2.000.000.00 FAG FAG FAG FAG FAG FAG FAG FEDERAL HOME LOAN BANK 321 321 321 321 321 321 321 0346 10347 10363 0424 0419 0440 0459 Issuer: 3133MYZNO 31339X4L5 31339YQX3 3133X66S0 3133X6DW3 3133X7NJ9 3133X9KN9 Portfolio COCS CP V5.01 IE (PRF _IE) SymRept 3:46 Run Date: 04/19/2006 CITY OF COLLEGE STATION Interest Earnings Yield on Average Book Value Page 2 Earnings Adjusted Interest Earnings Adjusted Interest Amortization/ Accretion Interest Earned Yield This Current Rate Maturity Date Average Book Value Beginning Book Value Ending Par Value Investment Type Fund Investment # CUSIP ,666.66 2,333.34 1,666.67 1.683.34 2,012.50 3,333.33 2,083.33 2,508.34 1,700.00 2,566.67 2,516.66 2,683.33 2,708.33 2,766.67 2,625.00 2,766.66 2,933.34 2,533.33 2,566.66 2,583.33 2,516.66 2,604.17 2,916.67 3,183.33 2,983.34 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 ,666.66 2.333.34 ,666.67 ,683.34 2,012.50 3,333.33 2,083.33 2,508.34 1,700.00 2,566.67 2,516.66 2,683.33 2,708.33 2,766.67 2,625.00 2,766.66 2,933.34 2,533.33 2,566.66 2,583.33 2,516.66 2,604.17 2,916.67 .962 2.747 1.962 1.982 2.370 3.925 2.453 2.953 2.002 3.022 2.963 3.159 3.189 3.258 3.091 3.258 3.454 2.983 3.022 3.046 2.963 3.066 3.434 3.748 3.513 2.000 2.800 2.000 2.020 2.415 4.000 2.500 3.010 2.040 3.080 3.020 3.220 3.250 3.320 3.150 3.320 3.520 3.040 3.080 3.100 3.020 3.125 3.500 3.820 3.580 06/16/2006 06/16/2006 07/07/2006 07/21/2006 07/28/2006 08/03/2006 11/09/2006 11/28/2006 12/29/2006 02/20/2007 03/15/2007 06/15/2007 06/18/2007 07/20/2007 07/30/2007 08/10/2007 08/10/2007 08/20/2007 10/29/2007 10/29/2007 11/09/2007 11/23/2007 12/28/2007 01/24/2008 05/19/2008 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,700.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,700.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 FAG FAG FAC FAG FAC FAC FAC FAC FAG FAC FAG FAC FAG FAG FAG FAG FAG FAG FAG FAG FAG FAG FAG FAC FAG Issuer: FEDERAL HOME LOAN BANK 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 10349 10375 10358 10362 10386 10465 10405 10396 10355 10393 10400 10401 10402 10403 0388 0389 0448 0409 0426 0427 0407 0410 0455 0462 0434 31339XDW 3133XOUP2 31339XSH8 31339YG97 3133X1LR6 3133XGRR6 3133X3HX4 3133X26F7 31339Y5G3 3133X22W4 3133X2KU8 3133X2JV8 3133X2LV5 3133X3C43 3133X1MJ3 3133XHM9 3133X7X41 3133X3M91 3133X62S4 3133X6GT1 3133X3N82 3133X3Q89 3133X8MM1 3133XAFB8 3133X6UJ3 3, ,83.33 2,983.34 75,577.49 0.00 75,577.49 2.838 31,353,538.71 32,998,700.00 33,000,000.00 Subtotal ,666.67 3,750.00 2,125.00 5,016.66 2,083.33 1,458.34 4,583.33 2,508.34 2,187.50 2,758.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 ,666.67 3.750.00 2,125.00 5,016.66 2,083.33 1,458.34 4.583.33 2,508.34 2,187.50 2,758.33 .962 2.198 2.502 2.953 2.453 1.721 2.701 2.953 2.580 3.252 2.000 2.250 2.550 3.010 2.500 1.750 2.750 3.010 2.625 3.310 05/04/2006 OS/26/2006 06/01/2006 06/02/2006 06/15/2006 06/16/2006 08/11/2006 09/08/2006 01/19/2007 01/26/2007 ,000,000.00 2,008,400.00 1,000,000.00 2,000,000.00 ,000,000.00 997,880.00 ,998,040.00 ,000,000.00 998,300.00 998,800.00 ,000,000.00 2,008,400.00 1,000,000.00 2,000,000.00 ,000,000.00 997,880.00 ,998,040.00 ,000,000.00 998,300.00 998,800.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 Issuer: FEDERAL NATL MORTGAGE ASSOC. FAG FAG FAG FAG FAG FAG FAG FAG FAG FAG 321 321 321 321 321 321 321 321 321 321 0366 0350 0399 0436 0420 0348 10367 0374 0404 0446 3136F3W51 31359MRV7 3136F4WL4 31359MVG5 31359MV A8 31359MSE4 31359MSV6 3136F4EZ3 31359MTX1 3136F54B4 Portfolio COCS CP IE (PRF _'E) SymRept V5.01 3:46 Run Date: 04/19/2006 Page 3 Adjusted Interest Earnings - Interest Amortization/ Adjusted Interest Earned Accretion Earnings - 2,708.34 0.00 2,708.34 2,133.33 0.00 2,133.33 2,583.33 0.00 2,583.33 2,708.34 0.00 2,708.34 6,250.00 0.00 6,250.00 3.100.00 0.00 3,100.00 2,916.67 0.00 2,916.67 2,812.50 0.00 2,812.50 2,875.00 0.00 2,875.00 2,916.67 0.00 2,916.67 - 59,141.68 0.00 59,141.68 63,293.20 0.00 163,293.20 - 163,293.20 0.00 163,293.20 358,491.93 0.00 358,491.93 Portfolio COCS CP IE (PRF _IE) SymRept V5.01 CITY OF COLLEGE STATION Interest Earnings Yield on Average Book Value Investment Ending Beginning Average Maturity Current Yield CUSIP Investment # Fund Type Par Value Book Value Book Value Date Rate This - - - Issuer: FEDERAL NATL MORTGAGE ASSOC. 3136F53X7 10447 321 FAG ,000,000.00 1,000,000.00 1,000,000.00 02105/2007 3.250 3.189 3136F5GL3 10416 321 FAG ,000,000.00 1,000,000.00 1,000,000.00 03/0212007 2.560 2.512 3136F6CP2 10456 321 FAG ,000,000.00 1,000,000.00 1,000,000.00 03/14/2007 3.100 3.042 3136F6DR7 10450 321 FAC ,000.000.00 1,000,000.00 1,000,000.00 03/29/2007 3.250 3.189 31359MVC4 10431 321 FAG 2,000,000.00 1,999.400.00 1,999,400.00 05/1712007 3.750 3.681 3136F5G41 10442 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 06/14/2007 3.720 3.650 3136F52L4 10445 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 07/20/2007 3.500 3.434 3136F6BF5 10458 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 09/07/2007 3.375 3.311 3136F6DUO 10457 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 09/14/2007 3.450 3.385 3136F6EE5 10454 321 FAG 1,000,000.00 1,000,000.00 1,000.000.00 03/28/2008 3.500 3.434 - Subtotal 24,000,000.00 24,000,820.00 24,000,820.00 2.901 - - - Issuer: TEXPOOL 10127 321 PA3 43,616,521.86 42,834,963.23 42,860,174.80 4.570 4.486 - Subtotal 43,616,521.86 42,834,963.23 42,860,174.80 4.486 - Total 123,228,489.58 122,373,492.57 120,755,896.34 3.495 Run Date: 04/19/2006 - 13:46 City of College Station CITY OF COLLEGE STATION nterest Earn January 1, 2006 , 2006 Yield on Average Book Value n9s March 31 Earnings Adjusted Interest Earnings Adjusted Interest Amortization/ Accretion Interest Earned Yield This Current Rate Maturity Date Average Book Value Beginning Book Value Ending Par Value Investment Type Fund Investment # Citibank CUSIP Issuer: 7,019.62 0.00 7,019.62 17,019.62 2.626 2.626 4.590 2,628,739.91 3,165,873.50 ,805,139.69 PA1 321 0129 17,019.62 0.00 2,628,739.91 3,165,873.50 ,805,139.69 Subtotal Fidelity Issuer: 9,032.71 0.00 19,032.71 4.302 4.452 ,794,168.67 ,787.759.96 ,806,828.03 LA2 321 0267 19,032.71 4,375.00 5,500.00 5,750.00 7,375.00 6,250.00 6,650.00 6,000.00 5,375.00 19,100.00 8,750.00 7,550.00 7,500.00 8,750.00 8,250.00 5.625.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 19,032.71 4,375.00 5,500.00 5,750.00 7,375.00 6,250.00 6,650.00 6,000.00 5,375.00 9,100.00 8,750.00 7,550.00 7,500.00 18,750.00 8,250.00 5.625.00 4.302 .774 2.231 2.332 2.991 2.535 2.697 2.433 2.180 3.873 3.549 3.062 3.042 3.802 3.701 3.168 .750 2.200 2.300 2.950 2.500 2.660 2.400 2.150 3.820 3.500 3.020 3.000 3.750 3.650 3.125 04/07/2006 04/26/2006 04/28/2006 07/19/2006 08/01/2006 10/27/2006 03/02/2007 04/05/2007 06/01/2007 07/02/2007 10/23/2007 11/09/2007 1 9/2007 ,794,168.67 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1,787,759.96 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 2.000,000.00 2,000,000.00 ,806,828.03 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 Subtotal FAC FAG FAC FAG FAG FAG FAG FAG FAG FAG FAC FAG FAG FAG FAG Issuer: FEDERAL FARM CREDIT BANK 31331TZP9 31331TF71 31331TJ44 31331TP39 31331SEK5 31331TGE5 31331TUY5 31331TB26 31331SYN7 31331T2K6 31331TG54 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 0428 0423 10425 0433 0461 0385 0415 0418 0463 0444 0422 0406 0432 0437 0460 31331TQP9 31331TM99 12/03/2007 02/01/2008 31331TT27 31331SDWO 142,800.00 0.00 142,800.00 3.048 19,000,000.00 19,000,000.00 19,000,000.00 Subtotal 3,513.33 4,005.83 5,000.00 5,500.00 5,125.00 7,500.00 4.375.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,513.33 4,005.83 5,000.00 5,500.00 5,125.00 7,500.00 4,375.00 2.102 2.150 2.028 2.231 2.078 3.042 2.915 2.040 2.090 2.000 2.200 2.050 3.000 2.875 03/03/2006 03/10/2006 04/28/2006 04/28/2006 05/15/2006 05/15/2006 05/16/2006 677,777.78 755,555.56 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 2,000,000.00 FAG FAG FAC FAG FAG FAC FAC FEDERAL HOME LOAN BANK 321 321 321 321 321 321 321 0346 0347 0363 10424 10419 0440 0459 Issuer: 3133MYZNO 31339X4L5 31339YQX3 3133X66S0 3133X6DW3 3133X7NJ9 3133X9KN9 Portfolio COCS CP V5.01 IE (PRF _IE) SymRept 3:46 Run Date: 04/19/2006 Page 2 CITY OF COLLEGE STATION Interest Earnings Yield on Average Book Value Earnings Adjusted Interest Earnings Adjusted Interest Amortization/ Accretion Interest Earned Yield This Current Rate Maturity Date Average Book Value Beginning Book Value Ending Par Value Investment Type Fund Investment # CUSIP 5,000.00 7,000.00 5,000.00 5,050.00 6,037.50 0,000.00 6,250.00 7,525.00 5,100.00 7,700.00 7,550.00 8,050.00 8,125.00 8,300.00 7,875.00 8,300.00 8,800.00 7,600.00 7,700.00 7,750.00 7,55000 7,812.50 8,750.00 9,550.00 8,950.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,000.00 7,000.00 5,000.00 5,050.00 6,037.50 10,000.00 6,250.00 7,525.00 5,100.00 7,700.00 7,550.00 8,050.00 8,125.00 8,300.00 7,875.00 8,300.00 8,800.00 7,600.00 7,700.00 7,750.00 7,550.00 7,812.50 8,750.00 9,550.00 8.950.00 2.028 2.839 2.028 2.048 2.449 4.056 2.535 3.052 2.068 3.123 3.062 3.265 3.295 3.366 3.194 3.366 3.569 3.082 3.123 3.147 3.062 3.168 3.549 3.873 3.630 2.000 2.800 2.000 2.020 2.415 4.000 2.500 3.010 2.040 3.080 3.020 3.220 3.250 3.320 3.150 3.320 3.520 3.040 3.080 3.100 3.020 3.125 3.500 3.820 3.580 06/16/2006 06/16/2006 07/07/2006 07/21/2006 07/28/2006 08/03/2006 11/09/2006 11/28/2006 12/29/2006 02120/2007 03/15/2007 06/15/2007 06/18/2007 07/20/2007 07/30/2007 08/10/2007 08/10/2007 08/20/2007 10/29/2007 10/29/2007 11/09/2007 11/23/2007 12/28/2007 01/24/2008 05/19/2008 ,000,000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,700.00 ,000,000.00 ,000.000.00 ,000.000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000.000.00 998.700.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 FAG FAG FAG FAC FAC FAG FAG FAC FAC FAG FAC FAG FAC FAG FAG FAG FAG FAG FAG FAG FAG FAC FAG FAC FAG Issuer: FEDERAL HOME LOAN BANK 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 0349 0375 0358 0362 0386 0465 0405 0396 0355 0393 0400 0401 0402 0403 0388 0389 10448 10409 10426 10427 10407 10410 10455 10462 10434 31339XDW 3133XOUP2 31339XSH8 31339YG97 3133X1 LR6 3133XGRR6 3133X3HX4 3133X26F7 31339Y5G3 3133X22W4 3133X2KU8 3133X2JV8 3133X2LV5 3133X3G43 3133X1MJ3 3133X1TM9 3133X7X41 3133X3M91 3133X62S4 3133X6GT1 3133X3N82 3133X3Q89 3133X8MM1 3133XAFB8 3133X6UJ3 232,344.16 0.00 232,344.16 2.905 32,432,033.33 32,998,700.00 33,000,000.00 Subtotal 388.89 3,222.22 5,000.00 11,250.00 6,375.00 15,050.00 6,250.00 4,375.00 13,750.00 7,525.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 388.89 3.222.22 5,000.00 11,250.00 6,375.00 5,050.00 6,250.00 4,375.00 3,750.00 7,525.00 .774 2.028 2.028 2.272 2.585 3.052 2.535 1.778 2.791 3.052 .750 2.000 2.000 2.250 2.550 3.010 2.500 1.750 2.750 3.010 01/09/2006 01/30/2006 05/04/2006 OS/26/2006 06/01/2006 06/02/2006 06/15/2006 06/16/2006 08/11/2006 09/08/2006 88,888.89 644,444.44 ,000,000.00 2,008,400.00 1,000,000.00 2,000,000.00 ,000,000.00 997.880.00 ,998,040.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,008,400.00 1,000,000.00 2,000,000.00 ,000,000.00 997,880.00 ,998,040.00 ,000,000.00 ,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 2,000,000.00 .000,000.00 FEDERAL NArL MORTGAGE ASSOC. FAC FAG FAC FAG FAC FAG FAG FAG FAC FAC 321 321 321 321 321 321 321 321 321 321 10361 10364 10366 10350 10399 10436 10420 10348 10367 0374 Issuer: 3136F3L79 3136 F32J4 3136F3W51 31359MRV7 3136F4WL4 31359MVG5 31359MV A8 31359MSE4 31359MSV6 3136F4EZ3 Portfolio COCS CP V5.01 IE (PRF _IE) SymRept 13:46 Run Date: 04/19/2006 Page 3 Adjusted Interest Earnings - Interest Amortization/ Adjusted Interest Earned Accretion Earnings - 6,562,50 0,00 6,562,50 8,275,00 0,00 8,275,00 8,125,00 0.00 8,125.00 6,400.00 0,00 6,400.00 7,750.00 0.00 7,750.00 8,125.00 0.00 8,125.00 18.750.00 0,00 18,750.00 9,300,00 0.00 9,300.00 8,750,00 0.00 8,750.00 8.437,50 0.00 8,437.50 8,625.00 0.00 8,625.00 8,750.00 0.00 8.750,00 - 181,036.11 0.00 181,036.11 491,570.85 0.00 491,570.85 - 491,570.85 0.00 491,570.85 ,083,803.45 0.00 1,083,803.45 Portfolio COCS CP IE (PRF _IE) SymRepl V5.01 CITY OF COLLEGE STATION Interest Earnings Yield on Average Book Value Investment Ending Beginning Average Maturity Current Yield CUSIP Investment # Fund Type Par Value Book Value Book Value Date Rate This - - Issuer: FEDERAL NArL MORTGAGE ASSOC. 31359MTX1 10404 321 FAG ,000,000.00 998,300,00 998.300.00 01/19/2007 2.625 2,666 3136F54B4 10446 321 FAG ,000,000.00 998,800.00 998,800,00 01/26/2007 3.310 3,360 3136F53X7 10447 321 FAG ,000,000.00 1.000,000.00 1,000,000.00 02105/2007 3.250 3.295 3136F5GL3 10416 321 FAG ,000,000.00 1,000,000.00 1,000,000.00 03/0212007 2.560 2,596 3136F6GP2 10456 321 FAG ,000,000.00 1,000,000.00 1,000,000.00 03/14/2007 3.100 3,143 3136F6DR7 10450 321 FAG ,000,000.00 1,000,000.00 1,000,000,00 03/29/2007 3.250 3.295 31359MVG4 10431 321 FAG 2,000,000.00 1,999,400,00 1,999,400.00 05/17/2007 3.750 3,803 3136F5C41 10442 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 06/14/2007 3.720 3.772 3136F52L4 10445 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 07/20/2007 3.500 3.549 3136F6BF5 10458 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 09/07/2007 3.375 3.422 3136F6DUO 10457 321 FAG 1,000,000.00 1,000,000,00 1,000,000.00 09/14/2007 3,450 3.498 3136F6EE5 10454 321 FAG 1,000,000.00 1,000,000.00 1,000,000.00 03/28/2008 3.500 3.549 - Subtotal 27,000,000.00 27,000,820.00 24,734,153.33 2.968 - - - Issuer: TEXPOOL 10127 321 PA3 43,616,521.86 48.749,956,71 46,518,402.31 4.570 4.286 - Subtotal 43,616,521.86 48,749,956.71 46,518,402.31 4.286 - Total 126,228,489.58 132,703,110.17 127,107,497.55 3.456 Run Date: 04/19/2006 - 13:46 City of College Station CITY OF COLLEGE STATION Texas Compliance Details Sorted by Investment Class March 31. 2006 Market Date Market Price Current Rate Cal Date Maturity Date Investment Type Book Value Market Value Par Value Issuer ,000,000.00 ,000,000.00 .000,000.00 .000,000.00 ,000,00000 ,000,000.00 ,000,000.00 ,000,000.00 2,000.000.00 2,008,400.00 1,000,000.00 2,000,000.00 ,000.000.00 997,880.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 .000,000.00 ,000,000.00 ,000,000.00 ,998,040.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 998,300.00 998,800.00 .000,000.00 ,000,000.00 992,500.00 992,500.00 991,875.00 992,500.00 992,812.50 991,562.50 990,625.00 994,062.50 ,986,875.00 ,981,875.00 990,625.00 ,986,875.00 990,625.00 987,187.50 988,437.50 991,875.00 986,875.00 991,250.00 985,937.50 987,812.50 988,125.00 996,250.00 ,977,500.00 989.062.50 983,750.00 981,562.50 984,687.50 973,750.00 978,437.50 985,000.00 984,062.50 981.562.50 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 12/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 99.250 99.250 99.187 99.250 99.281 99.156 99.062 99.406 99.343 99.093 99.062 99.343 99.062 98.718 98.843 99.187 98.687 99.125 98.593 98.781 98.812 99.625 98.875 98.906 98.375 98.156 98.468 97.375 97.843 98.500 98.406 98.156 .750 2.200 2.000 2.200 2.300 2.000 2.050 3.000 2.875 2.250 2.550 3.010 2.500 1.750 2.000 2.800 2.000 2.950 2.020 2.415 2.500 4.000 2.750 3.010 2.660 2.500 3.010 2.040 2.625 3.310 3.250 3.080 ,000,000.00 04/07/2006 04/07/2006 ,000,000.00 04/26/2006 04/26/2006 ,000,000.00 04/28/2006 04/28/2004 ,000,000.00 04/28/2006 04/28/2005 ,000,000.00 04/28/2006 ,000,000.00 05/04/2006 02/04/2004 ,000,000.00 05/15/2006 05/15/2006 ,000,000.00 05/15/2006 05/15/2006 2,000,000.00 05/16/2006 2,000,000.00 OS/26/2006 11/26/2003 1,000,000.00 06/01/2006 12/01/2004 2,000,000.00 06/02/2006 06/02/2005 1,000,000.00 06/15/2006 06/15/2006 1,000,000.00 06/16/2006 06/16/2004 1,000,000.00 06/16/2006 06/16/2004 1,000,000.00 06/16/2006 06/16/2004 1,000,000.00 07/07/2006 01/07/2004 1,000,000.00 07/19/2006 07/19/2006 1,000,000.00 07/21/2006 07/21/2004 1,000,000.00 07/28/2006 07/28/2004 1,000,000.00 08/01/2006 1,000,000.00 08/03/2006 2,000,000.00 08/11/2006 08/11/2004 ,000,000.00 09/08/2006 03/08/2005 ,000,000.00 10/27/2006 10/27/2004 ,000,000.00 11/09/2006 11/09/2004 ,000,000.00 11/28/2006 OS/28/2004 ,000,000.00 12/29/2006 12/30/2004 ,000,000.00 01/19/2007 01/19/2005 ,000,000.00 01/26/2007 01/26/2005 ,000,000.00 02/05/2007 08/05/2005 ,000,000.00 02/20/2007 OS/20/2004 FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NA T'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAn MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK Fund - 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 Investment # CUSIP Class: Fair Value 0428 0423 10363 10424 10425 10366 10419 10440 10459 10350 10399 10436 10420 10348 10349 10375 10358 10433 10362 10386 10461 10465 10367 10374 10385 10405 10396 0355 0404 0446 0447 0393 Investment 31331TZP9 31331TF71 31339YQX3 3133X66S0 31331T J44 3136F3W51 3133X6DW3 3133X7NJ9 3133X9KN9 31359MRV7 3136F4WL4 31359MVG5 31359MVA8 31359MSE4 31339XDWl 3133XOUP2 31339XSH8 31331TP39 31339YG97 3133X1LR6 31331SEK5 3133XCRR6 31359MSV6 3136F4EZ3 31331TGE5 3133X3HX4 3133X26F7 31339Y5G3 31359MTXl 3136F54B4 3136F53X7 3133X22W 4 Portfolio COCS CP CM (PRF_CM) SelC V 5.041 Report Ver. 5.00 3:50 Run Dale: 04/19/2006 Page 2 CITY OF COLLEGE STATION Texas Compliance Details March 31, 2006 Market Date Market Price Current Rate Cal Date Maturity Date Investment Type Book Value ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,000,000.00 ,999,400.00 2,000,000.00 1,000,000.00 1,000,000.00 1,000,000,00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 998,700.00 1,000,000.00 1,000,000.00 2.000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 1,000,000.00 2,000.000.00 ,000,000.00 ,000,000.00 Market Value 973,437.50 975,312.50 980,625.00 980,000.00 981,875.00 968,437.50 ,973,125.00 ,975,000.00 985,625.00 978,750.00 979,062.50 982,187.50 979,062.50 981,562.50 975,937.50 978,437.50 981,250.00 973,437.50 978,125.00 979,062.50 970,625.00 977,187.50 982,500.00 ,937,500.00 974,062.50 974,375.00 971,562.50 971,875.00 969,687.50 970,000.00 ,965,000.00 971,250.00 ,961,250.00 2/30/2005 2/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 12/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 2/30/2005 97.343 97.531 98.062 98.000 98.187 96.843 98.656 98.750 98.562 97.875 97.906 98.218 97.906 98.156 97.593 97.843 98.125 97.343 97.812 97.906 97.062 97.156 97.187 96.968 97.000 98.250 97.125 98.062 97.718 98.250 96.875 97.406 97.437 2.400 2.560 3.100 3.020 3.250 2.150 3.750 3.820 3.720 3.220 3.250 3.500 3.320 3.500 3.150 3.320 3.520 3.040 3.375 3.450 3.020 3.080 3.100 3.000 3.020 3.750 3.125 3.650 3.500 3.820 3.125 3.500 3.580 5/2004 Par Value ,000,000.00 03/02/2007 ,000,000.00 03/02/2007 03/02/2005 ,000,000.00 03/14/2007 09/14/2005 ,000,000.00 03/15/2007 06/1 ,000,000.00 03/29/2007 09/2 ,000,000.00 04/05/2007 04/0 2,000,000.00 05/17/2007 05/1 2,000.000.00 06/01/2007 1,000,000.00 06/14/2007 06/1 1,000,000.00 06/15/2007 06/1 1,000,000.00 06/18/2007 06/1 1,000,000.00 07/02/2007 07/0 1,000,000.00 07/20/2007 01/2 1,000,000.00 07/20/2007 07/2 1,000,000.00 07/30/2007 07/3 1,000,000.00 08/10/2007 08/1 1,000,000.00 08/10/2007 08/1 1,000,000.00 08/20/2007 08/2 1,000,000.00 09/07/2007 09/0 1,000,000.00 09/14/2007 09/1 1,000,000.00 10/23/2007 10/2 1,000,000.00 10/29/2007 04/2 1,000,000.00 10/29/2007 04/2 1,000,000.00 11/09/2007 02/0 1,000,000.00 11/09/2007 02/0 2,000,000.00 11/19/2007 11/1 1,000,000.00 11/23/2007 11/2 2,000,000.00 12/03/2007 12/0 1,000,000.00 12/28/2007 09/2 1,000,000.00 01/24/2008 01/2 2,000,000.00 02/01/2008 ,000,000.00 03/28/2008 09/2 ,000,000.00 05/19/2008 05/ FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC FAC Issuer FEDERAL FARM CREDIT BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL FARM CREDIT BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL FARM CREDIT BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK FEDERAL FARM CREDIT BANK FEDERAL NAT'L MORTGAGE ASSOC. FEDERAL HOME LOAN BANK Fund 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 321 Investment # Class: Fair Value 0415 0416 0456 0400 0450 0418 0431 0463 0442 0401 0402 0444 0403 10445 10388 10389 10448 10409 10458 10457 10422 10426 10427 10406 10407 10432 0410 0437 0455 0462 0460 0454 0434 CUSIP Investment 3133X2JV8 3133X2LV5 31331T2K6 3133X3C43 3136F52L4 3133X1MJ3 3133X1TM9 3133X7X41 3133X3M91 3136F6BF5 3136F6DUO 31331TG54 3133X62S4 3133X6CT1 31331TQP9 3133X3N82 31331TM99 3133X3Q89 31331TT27 3133X8MM1 3133XAFB8 31331SDWO 3136F6EE5 3133X6UJ3 31331TUY5 3136F5CL3 3136F6CP2 3133X2KU8 3136F6DR7 31331TB26 31359MVC4 31331SYN7 3136F5C41 73,999,520.00 72,755,625.00 74,000,000.00 Subtotal Portfolio COCS CP CM (PRF _CM) SetC V 5.041 Report Ver. 5.00 3:50 Run Date: 04/19/2006 Page 3 CITY OF COLLEGE STATION Texas Compliance Details March 31. 2006 Book Value 43,616,521.86 ,805,139.69 21,537.52 ,806,828.03 4.452 47,250,027.10 Portfolio COCS CP CM (PRF _ CM) SetC V 5.041 Report Ver. 5.00 Market Value 43,616,521.86 1,805,139.69 21,537.52 1,806,828.03 47,250,027.10 121,249,547.10 120,005,652.10 47,250,027.10 121,250,027.10 Market Market Price Date -- 100.000 03/31/2000 00.000 05/31/2000 00.000 05/31/2000 00.000 07/31/2004 Current Rate 4.570 4.590 Subtotal Total Cal Date Maturity Date Par Value 43,616,521.86 ,805,139.69 21,537.52 ,806,828.03 CUSIP Investment # Fund Issuer - Investment Class: Amortized Cost 10127 321 TEXPOOL 10129 321 Citibank 10130 321 CHASE BANK 10267 321 Fidelity Run Date: 04/19/2006 - 13:50 Investment Type PA3 PA1 PAZ LA2 City of College Station CITY OF COLLEGE STATION Texas Compliance Summary Sorted by Investment Class March 31. 2006 Accrued Interest 556,742.63 26,025.03 582,767.66 66,390.75 170,264.32 236,655.07 46,394,214.12 855,812.98 47,250,027.10 46,394,214.12 855,812.98 47,250,027.10 46,394,214.12 855,812.98 47,250,027.10 Value at Net Change Value at 03/31/2006 03/01/2006 623,133.38 196,289.35 819,422.73 Portfolio COCS CP CS (PRF _ CS) SetC V 5.041 Report Ver. 5.00 Book Value 75,999,520.00 -2,000,000.00 73,999,520.00 122,393,734.12 -1,144,187.02 121,249,547.10 121,140,776.62 .1,135,124.52 120,005,652.10 122,394,214.12 -1,144,187.02 121,250,027.10 Value at 03/01/2006 Net Change Value at 03/31/2006 Investment Class Fair Value Amortized Cost Total Run Date: 04/19/2006 -14:00 Market Value 74,746,562.50 -1,990,937.50 72,755,625.00 Par Value 76,000,000.00 -2,000,000.00 74,000,000.00 Value at 03/01/2006 Net Change Value at 03/31/2006