Los Angeles, CA Metroboardarchives.metro.net/BoardBox/Box06/BB102606.pdf · Los Angeles County...

Los Angeles CountyMetropolitan Transportation Authority

Metro

One Gateway Plaza

Los Angeles, CA 9°012-2952213.922.2000 Tel

metro.net

October 26, 2006

TO:

THROUGH:

FROM:

SUBJECT:

ISSUE

TERRY MATSUMOTOEXECUTIVE OFFICER,

INVESTMENT REPORT FOR QUARTER ENDINGSEPTEMBER 30, 2006

The purpose of this quarterly report on investments is to certify that the cash andinvestment portfolios are in compliance with our Investment Policy approved January 26,2006.

DISCUSSION

1. On a consolidated portfolio basis, the securities were in compliance for the quarterending September 30,2006 except for the following:

At September 30th, 2006, the externally managed portfolio held a $2.0 million parvalue security with an effective maturity date in excess of the S year maximum asnoted in the Investment Policy Section S.lA Item #10. At the time of this report, thesecurity was sold and the portfolio is back in compliance with Investment Policy.

2. L.A. County Pool

~ Non-Compliance with L.A. County Investment Policy

See Attachment VI - County of Los Angeles Treasurer and Tax CollectorReport of Investments fOrJuly- August and September 2006.

INVESTMENT RETURNS

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 designed to enhance total return by targeting thebenchmark Merrill Lynch 1-3 year Government/Credit Index. Investment returns and the

weighted average duration for the internal portfolio and the externally managed portfoliosare summarized below in Table I, and are shown in Attachment I, pages four and five.

For the quarter ending September 30, 2006, the externally managed portfolios had acombined return of2.12% compared to a gain of 2.04% for the benchmark. For the period,the combined weighted average duration of the external portfolios was 1.6 years and that ofthe benchmark was 1.7 years.

Table I - Investment Returns for the quarter ending September 30, 2006

Return1.17%1.33%2.09%1.94%2.20%2.12%2.04%

Weighted AverageDuration (years

0.10.21.61.71.5

1.61.7

Treasury staff monitors the performance of the external managers relative to the respectiveBenchmark over a market cycle (3 to 5 years), and meets quarterly with the externalmanagers to review performance and to discuss managers' strategies.

NEXT STEPS

The next update will report compliance and performance for the quarter endedDecember 31,2006.

Attachment I:Attachment II:Attachment III:Attachment IV:Attachment V:

Attachment VI:

Prepared by:

September 2006 Quarterly Report on Cash & InvestmentsSchedule of Proposed FinancingsQuarterly Certification of LiquiditySeptember 2006 Transactions ReportBank of New York Western Trust Company, and Local Agency

Investment Fund Asset Statements

L.A. County Treasurer's and Tax Collector Report of Investments forJuly, August and September 2006 - Attachment II

Marshall M. Liu, Senior Financial AnalystDonna R. Mills, Assistant Treasurer

ATTACHMENT I

LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

QUARTERLY REPORT ON CASH & INVESTMENTS

September 30, 2006

Los Angeles County Metropolitan Transportation Authority

CASH AND INVESTMENT REPORT OVERVIEW

September 30, 2006(In Dollars)

The LACMTA's Treasury Department is responsible for various funds in five major categories:

Operating Funds $

September 30, 2006

1,156,229,523 $

June 30, 2006

1,161,770,813 $

Change

(5,541,290)

Note

Debt Funds:

Bond Principal and Interest

Debt Service Reserves and Other Debt

Refunding EscrowsBond Construction Funds

Pension Assets ( e )

HOV, STA, TDA and SAFE Funds

Other (f)

TOTAL $

95,703,435 256,989,224(161,285,789)

183,285,342

179,664,9463,620,396

425,757,753

673,171,158(247,413,405)

327,555,911

330,670,808(3,114,897)

750,784,560

711,551,78439,232,776

218,862,695

235,504,359(16,641,664)

8,410,708

8,807,830(397,122)

3,166,589,927

$3,558,130,922$(391,540,995) a

b

c

d

a - Current quarter decrease in bond principal and interest attributable to debt service payments.b - Decrease in account attributable to funds used to call Prop A 1996-A, General Revenue 1996 and Prop A 2nd Tier 1996 bonds.c - Increase in Pension Plan assets attributable to favorable market conditions and contributions net of distributions.

d - Decrease in current quarter due to settlement and payment of an accrued for claim.e - Pension Plan assets are reported at market value.f - ATU Health & Welfare Trust Account and Transit Bond Guaranty Program account.


SUMMARY and COMPARISONDISCRETIONARY I OPERATING FUNDS

September 30, 2006

Description September 30, 2006 June 30, 2006

Yield to Maturity (at market)Bank DepositsLocal Agency Investment FundCertificate of Deposit Program (**)Managed Investments

Total Wtd Avg Yield (at market)

Wtd Avg. Maturity (days)

4.89% 4.59%4.93%

4.53%0.00%

3.50%4.55%

4.57%

4.58%4.57%

391

354

Balances

Bank Deposits

Local Agency Investment Fund (*)Certificate of Deposit ProgramManaged InvestmentsTotal Book Value

Total Market Value

Total Par Value

Quarterly Interest - EarnedQuarterly Interest - Received

$

$

$

$

$$

7,311,25080,000,000

1,068,918,273

1,156,229,523

1,153,396,363

1,155,742,631

10,919,77810,690,198

$

$

$

$

$$

16,573,90980,000,000

1,065,196,904

1,161,770,813

1,152,277,430

1,161,356,505

12,419,11812,063,749

(*) - Includes $ 40 million held in a PTSC account.(**) - The Certifcate of Deposit Program was terminated in April of 2006

2


CASH and INVESTMENT SUMMARYDISCRETIONARY I OPERATING FUNDS

September 30, 2006

Description

Bank Deposits

Local Agency Investment Fund (*)

$

Balance at cost

7,311,250

80,000,000

Weighted AvgWeighted Avg

Ratings -

Yield at market

Maturity in daysPercentage

(Low - High)

(2)4.89%

10.6%**

4.93%

1646.9%***

Managed Investments:Money Market FundsBankers AcceptanceCommercial PaperU.S. Treasuries

Federal AgenciesReposCorporate Notes

Subtotal - Managed Investments

Total Cash & Investments

9,411,655 4.86%20.8%Aaa

68,500,3185.30%335.9%P-1

130,281,4165.46%8411.3%P-1

181,905,1163.92%78415.7%Aaa

552,226,4174.47%36147.8%Aaa

400,1125.05%20.0%

126,193,2394.47%66310.9%A3 -Aaa

1,068,918,273

4.55%41192.4%

$

1,156,229,523 4.58%391100.0%

1 - Earnings on bank deposits include earnings credits gross of service fees.2 - The source of the ratings is Standard and Poor's rating agency.(*) - Includes $ 40 million held in a PTSC account.(**) - Deposits are collateralized at 110% by U.S. Treasuries.(***) - The Local Agency Investment Fund (LAIF) is administered by the California State Treasurer's office per Section 16429.1 et seq. of the California

Government Code. The LAIF is not rated.

3


INVESTMENT MANAGER PERFORMANCEDISCRETIONARY I OPERATING FUNDS

September 30, 2006

Performance (in percentages, gross of fees)

Investment Manager

Balance atmarket in

dollars

Balance atcost in dollars

*

Yield to

Maturity atmarket

Averagein days

Duration

in years

-Fiscal

Benchmark09/30/06

Year toReturns since

Date

Inception **since

Inception **

Short Duration

Internal

Benchmark - 91 day T-Bill (****)

Intermediate Duration

Bank of America

LM Capital

PIMCO

External Managers Composite

Merrill Lynch 1-3 Yr. Govt/CreditIndex ***

429,481,043

312,716,244

72,571,205

251,316,621

429,454,400

316,225,148

72,726,162

250,512,562

5.28%

4.97%

4.98%

4.98%

4.97%

4.94%

26

651

652

697

669

658

0.08

1.64

1.68

1.51

1.58

1.71

1.171.33

2.09

1.94

2.20

2.12

2.04

1.171.33

2.09

1.94

2.20

2.12

2.04

4.244.10

5.16

6.33

5.11

6.41

6.03

5.09

6.03

5.07

6.03

Cost balance includes accrued income

Inception dates; Internal 9/30/93; Bank of America 1/31/97; LM Capital 1/29/90; PIMCO 1/31/97.Intermediate Duration benchmark returns are a composite of the Merrill Lynch 1-3 yr Govt/Credit Index from 06/30/2001 forward, and the Lehman Brothers

1-3 yr Govt/Corp Index prior to 06/30/2001 .•••• Short Duration benchmark return - 91 day T-Bill plus 20 basis points through 12/31/1997 and 91 day T-Bill from 01/01/1998 forward.

4

2.25%

Los Angeles County Metropolitan Transportation AuthorityIntermediate Duration Managers vs. Merrill Lynch 1-3 Yr. Govt.lCredit Index

For the quarter and fiscal year ended September 30, 2006

2.15%

2.05%

1.95%

1.85%

1.75%

Bank of America

Merrill Lynch 1 - 3 Y

PIMCO

5

x 2.04%

lei

LM Capital


LIQUIDITY SCHEDULEDISCRETIONARY I OPERATING FUNDS

September 30, 2006

Availability

Bank Deposits ImmediateMoney Market Funds ImmediateLocal Agency Investment Fund (*) Immediate

Investments Maturing:less than 31 days31 days to 60 days61 days to 90 days91 days to 365 days1 to 2 years2 to 3 years3 to 4 years4 to 5 yearsmore than 5 years

Total Cash & Investments

(*) - Includes $ 40 million held in a PTSC account.

$

6

Balance at Wtd Avg YieldCumulativecost

at marketAvailability-7,311,250

4.89%7,311,2509,411,655

4.86%16,722,90580,000,000

4.93%96,722,905

296,553,344 5.08%393,276,249145,561,374

4.71%538,837,62364,105,737

4.87%602,943,360162,541,739

3.58%765,485,099123,631,945

4.52%889,117,044106,452,718

4.53%995,569,762101,969,666

4.20%1,097,539,42856,581,362

4.49%1,154,120,7902,108,733

5.87%1,156,229,523

1,156,229,523

4.58%


LA COUNTY TREASURER'S INVESTMENT POOL

September 30, 2006

The LACMTA is the administrator of various funds that are invested with the Los Angeles County Treasurer Investment Pool.As of September 30, 2006, the funds totaled $218.8 million.

The earnings rate for September was 4.93%.

High Occupancy Vehicle Project FundsState Transit Assistance Bus FundsState Transit Assistance Rail Funds

Transportation Development Act Local Transportation AccountService Authority Freeway Emergency Funds

Total Administered Funds

7

in thousands$ 84.7

41,640.219,667.7

156,783.2686.9

$ 218,862.7


GLOSSARYSeptember 30, 2006

Book Value: The original cost of the investment, plus accrued interest and amortization of any discount or premium.

Duration: The approximate percentage change in the price of a bond or portfolio for a 100 basis point shift in theyield curve.

Market Value: The current market price of the investment including accrued interest.

Par or FaceValue: The principal amount paid at maturity.

Yield to Maturity: The single rate of return earned on an investment considering all cash flows and timing factors.

8

Los Angeles County Metropolitan Transportation AuthorityATTACHMENT II

Schedule of Proposed and Recent Financings - as of September 30, 2006(Amounts in Millions)

Prop C 2006-A Bond

Prop A 2007-A Bond

Prop A 2007 CRA Housing Bond - Grand Central Square

PropC

Prop A

Prop A

$129.0

$49.0

$9.0

$129.0

$49.0

$9.0

1st Qtr FY 2007

2nd Qtr FY 2007

3rd Qtr FY 2007

Los Angeles County

Metropolitan Transportation Authority

Metro

One Gateway PlazaLos Angeles. CA 90012-2952

213.922.2000 Telmetro.net

ATTACHMENT IIIQuarterly Certification of Liquidity

As of September 30, 2006

In accordance with section 53646 (b)(3) of the California Government Code, I certifYthat there is sufficient liquidity to meet the LACMTA's budgeted expenditurerequirements for the next six months.

Tenj" MatsumotoExecu'tiVeOfficer, Finance and Treasurer

AITACHMENT IVLOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITYPURCHASE DETAIL REPORT09/01/06 TO 09/30/06

Settlement

CUSIP# DescriptionFaceMaturity date ParBookAccruedYield BrokerDate

RateValueValueIncome

09/01/2006

R24465344REPO CREDIT SUISSE FIRST BOSTON5.2009/05/2006$34,000,000.00$34,000,000.00$ 5.20 CREDIT SUISSE FIRST BOSTON

09/01/2006

45974NKQ8INTERNATIONAL LEASE FIN CfP CP 0.0010/24/2006$6,500,000.00$6,449,903.96$ 5.28 JPM SECURITIES-FIXED INCOME

09/05/2006

313385E77FEDERAL HOME LOAN BANK DISCOUNT0.00 09/06/2006$7,000,000.00$6,999,004.44$ 5.12 SMITH BARNEY HARRIS UPHAMD

09/05/2006


09/05/2006

17307SLWOCITIGROUP FDG INC DISC C/P 0.0011/30/2006$10,000,000.00$9,874,822.22$ 5.31 BANC/AMERICA SECUR.LLC,MONTGOM

09/06/2006

313385E85FEDERAL HOME LOAN BANK DISCOUNT0.0009/07/2006$12,000,000.00$11,998,286.67$ 5.14 JPM SECURITIES-FIXED INCOME

09/06/2006


09/07/2006

313313E95FEDERAL FARM CREDIT BANK DISCOUNT0.0009/08/2006$15,000,000.00$14,997,858.33$ 5.14 MERRILL LYNCH FIXED INCOME OPS

09/07/2006


09/07/2006

313589L84FEDERAL NAn MTGE ASSN DISCOUNT NT0.0010/25/2006$8,245,000.00$8,188,384.33$ 5.19 BK OF AMERICA NA

09/07/2006

313589L92FEDERAL NATL MTGE ASSN DISCOUNT NT0.0010/26/2006$3,500,000.00$3,475,608.89$ 5.16 LEHMAN-LBI

09/07/2006

912828EM8UNITED STATES TREAS NTS 4.5011/15/2010$8,000,000.00$7,932,500.00$112,500.004.50 LEHMAN-LBI

09/08/2006


09/11/2006

313385F50FEDERAL HOME LOAN BANK DISCOUNT0.0009/12/2006$20,000,000.00$19,997,133.33$ 5.16 BK OF AMERICA NA

09/11/2006


09/12/2006

313385F68FEDERAL HOME LOAN BANK DISCOUNT0.0009/13/2006$4,000,000.00$3,999,427.78$ 5.15 JPM SECURITIES-FIXED INCOME

09/12/2006


09/12/2006

313385L79FEDERAL HOME LOAN BANK DISCOUNT0.0010/24/2006$10,000,000.00$9,940,266.67$ 5.15 SMITH BARNEY HARRIS UPHAMD

09/12/2006

313589L84FEDERAL NATL MTGE ASSN DISCOUNT NT0.0010/25/2006$6,000,000.00$5,963,235.00$ 5.16 SMITH BARNEY HARRIS UPHAMD

09/12/2006

45974NKS4INTERNATIONAL LEASE FIN C/P CP 0.0010/26/2006$7,000,000.00$6,955,254.44$ 5.26 LEHMAN-LBI

09/12/2006

313385M78FEDERAL HOME LOAN BANK DISCOUNT0.0011/01/2006$10,000,000.00$9,928,472.22$ 5.19 JPM SECURITIES-FIXED INCOME

09/12/2006

313589N58FEDERAL NAn MTGE ASSN DISCOUNT NT0.0011/07/2006$10,000,000.00$9,920,044.44$ 5.18 SMITH BARNEY HARRIS UPHAMD

09/13/2006

313385F76FEDERAL HOME LOAN BANK DISCOUNT0.00 09/14/2006$11,000,000.00$10,998,429.44$ 5.14 LEHMAN-LBI

09/13/2006


09/14/2006


09/14/2006

06422TKC6BANK OF AMER N A DISC B/A 0.0010/12/2006$1,400,000.00$1,394,348.67$ 5.21 THE BANK OF NEW YORK

09/14/2006

313589S95FEDERAL NATL MTGE ASSN DISCOUNT NT0.0012/13/2006$2,300,000.00$2,270,416.25$ 5.21 UBS FINANCIAL SERVICES INC

09/15/2006


09/15/2006

313313G44FEDERAL FARM CREDIT BANK DISCOUNT0.0009/19/2006$9,000,000.00$8,994,860.00$ 5.14 MERRILL LYNCH FIXED INCOME OPS

09/15/2006

313385H58FEDERAL HOME LOAN BANK DISCOUNT0.00 09/28/2006$9,000,000.00$8,983,327.50$ 5.14 SMITH BARNEY HARRIS UPHAMD

09/18/2006

R26164574REPO LEHMAN-LBI 5.2109/19/2006$3,300,000.00$3,300,000.00$ 5.21 LEHMAN-LBI

09/18/2006

313385G67FEDERAL HOME LOAN BANK DISCOUNT0.0009/21/2006$9,000,000.00$8,996,182.50$ 5.09 MERRILL LYNCH FIXED INCOME OPS

09/18/2006

912828EV8UNITED STATES TREAS NTS 4.50 02/15/2009$1,750,000.00$1,737,968.75$7,275.824.50 BONY/COUNTRYWIDE SECS CORP

09/18/2006

3136F5DZIFEDERAL NAn MTG ASSN MEDIUM 3.6003/03/2009$1,050,000.00$1,014,058.50$1,575.003.60 SEATTLE NORTHWEST

09/18/2006

31359MVEOFEDERAL NATL MTG ASSN 4.2505/15/2009$1,000,000.00$980,390.00$14,520.834.25 BNP PARIBAS SECURITIES CORP/

09/19/2006

313385G59FEDERAL HOME LOAN BANK DISCOUNT0.00 09/20/2006$3,000,000.00$2,999,576.67$ 5.08 JPM SECURITIES-FIXED INCOME

09/19/2006

90262DJLOUBS FIN (DEL) DISC C/P 0.0009/20/2006$5,000,000.00$4,999,276.39$ 5.21 UBS FIN'L SVCS INCfGOVT SEC #2

09/19/2006


09/20/2006

313385G67FEDERAL HOME LOAN BANK DISCOUNT0.00 09/21/2006$4,000,000.00$3,999,433.33$ 5.10 BK OF AMERICA NA

09/20/2006

06422TKJlBANK OF AMER N A DISC B/A 0.0010/18/2006$4,500,000.00$4,481,835.00$ 5.21 BANK OF NY CUST CLEARANCE

09/20/2006

36959JL84GENERAL ELEC CAP CORP CPDS 0.0011/08/2006$8,000,000.00$7,943,377.78$ 5.24 MERRILL LYNCH GOVT SECS/M.MKTS

09/20/2006

36959JL92GENERAL ELEC CAP CORP DISC C/P 0.0011/09/2006$8,000,000.00$7,942,222.22$ 5.24 MERRILL LYNCH GOVT SECS/M.MKTS

09/21/2006

313313J25FEDERAL FARM CREDIT BANK DISCOUNT0.0010/03/2006$10,000,000.00$9,982,933.33$ 5.13 LEHMAN-LBI

page 1of2

ATIACHMENT IVLOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITYPURCHASE DETAIL REPORT09/01/06 TO 09/30/06

Settlement

CUSIP# DescriptionFaceMaturity date ParBookAccruedYield Broker

Date

RateValueValueIncome

09/21/2006

313385K47FEDERAL HOME LOAN BANK DISCOUNT0.0010/13/2006$10,000,000.00$9,968,588.89$ 5.16 MERRILL LYNCH FIXED INCOME OPS

09/21/2006

313385K96FEDERAL HOME LOAN BANK DISCOUNT0.0010/18/2006$10,000,000.00$9,961,412.50$ 5.16 JPM SECURITIES-FIXED INCOME

09/21/2006

3024A1MJ9FCAR OWNER TRUST DISC C/P 0.0012/18/2006$7,000,000.00$6,909,653.33$ 5.35 JPM SECURITIES-FIXED INCOME

09/21/2006

31371KWA5FEDERAL NAT'L MTGE ASSN POOL # 2545415.0012/01/2009$12,000,000.00$2,334,057.77$6,541.765.00 RAYMOND, JAMES & ASSOC., INC.

09/22/2006

31315LH27FEDERAL AGRIC MTG CORP DISC NT0.00 09/25/2006$40,000,000.00$39,983,000.00$ 5.10 MERRILL LYNCH FIXED INCOME OPS

09/22/2006

R26564320REPO LEHMAN-LBI 5.2109/25/2006$265,000.00$ 300,000.00$ 5.21 LEHMAN-LBI

09/22/2006

313385J31FEDERAL HOME LOAN BANK DISCOUNT0.0010/04/2006$9,000,000.00$8,984,700.00$ 5.11 MERRILL LYNCH FIXED INCOME OPS

09/22/2006

313385K96FEDERAL HOME LOAN BANK DISCOUNT0.0010/18/2006$20,000,000.00$19,925,827.78$ 5.15 JPM SECURITIES-FIXED INCOME

09/22/2006

313385L38FEDERAL HOME LOAN BANK DISCOUNT0.0010/20/2006$20,000,000.00$19,920,122.22$ 5.16 UBS FINANCIAL SERVICES INC

09/22/2006

0660P1L66BANKAMERICA CORP CPDS 0.0011/06/2006$27,000,000.00$26,823,150.00$ 5.27 BANCIAMERICA SECUR.LLC,MONTGOM

09/25/2006


09/25/2006

313397L66FEDERAL HOME LN MTG CORP DISC NTS0.0010/23/2006$10,000,000.00$9,960,061.11$ 5.16 UBS FINANCIAL SERVICES INC

09/25/2006

313397M65FEDERAL HOME LN MTG CORP DISC NTS0.0010/31/2006$20,000,000.00$19,897,400.00$ 5.16 LEHMAN-LBI

09/26/2006

313589H48FEDERAL NATL MTGE ASSN DISCOUNT NT0.0009/27/2006$7,000,000.00$6,999,008.33$ 5.10 MERRILL LYNCH FIXED INCOME OPS

09/26/2006


09/27/2006

313313H50FEDERAL FARM CREDIT BANK DISCOUNT0.00 09/28/2006$10,000,000.00$9,998,597.22$ 5.05 MERRILL LYNCH FIXED INCOME OPS

09/27/2006


09/27/2006

313385L87FEDERAL HOME LOAN BANK DISCOUNT0.0010/25/2006$10,000,000.00$9,960,372.22$ 5.12 JPM SECURITIES-FIXED INCOME

09/28/2006

313385H66FEDERAL HOME LOAN BANK DISCOUNT0.00 09/29/2006$10,000,000.00$9,998,619.44$ 4.97 SMITH BARNEY HARRIS UPHAMD

09/28/2006

313385H66FEDERAL HOME LOAN BANK DISCOUNT0.00 09/29/2006$4,926,000.00$4,925,319.94$ 4.97 MERRILL LYNCH FIXED INCOME OPS

09/28/2006

313385H66FEDERAL HOME LOAN BANK DISCOUNT0.0009/29/2006$4,706,000.00$4,705,349.00$ 4.98 UBS FINANCIAL SERVICES INC

09/28/2006


09/28/2006

69372BMN7PACCAR FINL CORP CPDS 0.0012/22/2006$3,000,000.00$2,963,025.00$ 5.29 JPM SECURITIES-FIXED INCOME

09/28/2006

079860AB8BELLSOUTH CORP 6.0010/15/2011$2,000,000.00$2,053,400.00$54,333.336.00 CREDIT SUISSE FIRST BOSTON

09/29/2006

313385H90FEDERAL HOME LOAN BANK DISCOUNT0.0010/02/2006$13,000,000.00$12,995,125.00$ 4.50 SMITH BARNEY HARRIS UPHAMD

09/29/2006

R27263514REPO CREDIT SUISSE FIRST BOSTON 5.0510/02/2006$400,000.00$ 400,000.00$ 5.05 CREDIT SUISSE FIRST BOSTON

S

793,342,000.00S782,105,628.80S196,746.74

page 2 of2

ATIACHMENT IV


SALES DETAIL REPORT

09/01/06 TO 09/30/06

Settlement CUSIP#DescriptionFaceMaturity date ParCostAccrued Income BrokerGain/Date

RateValueBasis (Loss)

09/07{2006

912828EM8UNITED STATES TREAS NTS4.5011{15{2010 8,000,000.007,931,875.00112,500.00 DEUTSCHE BANC{ALEX BROWN$(625.00)

09{15{2006

912828EM8UNITED STATES TREAS NTS4.5011{15{2010 8,000,000.007,932,897.68120,326.09 LEHMAN-LBI $167.52

09{20{2006

0660PIM16BANKAMERICA CORP CPDS0.0012{01{2006 3,800,000.003,760,100.000.00 GOLDMAN SACHS & CO$

09{20{2006

912828DW7UNITED STATES TREAS NTS3.50 05{31{200750,000,000.0049,484,375.00535,519.13 MORGAN STANLEY & CO$52,071.85

09{20{2006

912828DW7UNITED STATES TREAS NTS3.5005{31{2007 25,000,000.0024,742,187.50267,759.56 MORGAN STANLEY & CO$26,035.92

09{28{2006

079860AC6BELLSOUTH CORP 5.001O{15{2006 2,000,000.001,999,300.0045,277.78 JPM SECURITIES·FIXED INCOME$(4,640.00)

$

96,800,000.00$95,850,735.18$1,081,382.56 $73,010.29

page 1ofl

ATTACHMENT IV


CALL DETAIL REPORT

09/01/06 TO 09/30/06

THERE WERE NO CALL NOTICES IN THE MONTH OF SEPTEMBER, 2006

LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-INTERNAL MANAGERACCOUNT NUMBER 000220077MONTHLY REPORT / TRADE DATE BASISSEPTEMBER 01, 2006 - SEPTEMBER 30, 2006

ATTACHMENT V

INVESTMENT HOLDINGS

THE BANK OF NEW YORKTRUST COMPANY, N.A.

SHARES/PRINCIPAL

DESCRIPTION UNIT VALUE

BOOK/MARKET

TOTAL VALUEBOOK/MARKET

UNREALIZEDGAIN/(LOSS)

EST ANNUAL INC/ YIELD ATACCRUED INCOME BOOK/MKT

FIXED INCOME INVESTMENTSGOVERNMENT BONDSU S AGENCIES

10,000,000.000 FEDERAL HOME LN MTG CORP DISC NTSDUE 10/23/06

ORIGINAL FACE 10,000,000.000CUSIP # 313397L66 ISSUED 01/01/05

99.60199.700

9,960,061.119,970,000.00

9,938.89 510,000.008,500.00

5.125.12

10,000,000.000 TOTAL U S AGENCIES

10,000,000.000 TOTAL GOVERNMENT BONDS

10,000,000.000 TOTAL FIXED INCOME INVESTMENTS

SHORT TERM INVESTMENTSPOOLED FUNDS & MUTUAL FUNDS

1,836,570.770 AIM SHORT TERM INVESTMENT TRSY PRIVATECUSIP # S99990220

1,836,570.770 TOTAL POOLED FUNDS & MUTUAL FUNDS

COMMERCIAL PAPER27,000,000.000 BANKAMERICA CORP CPDS

DUE 11/06/06CUSIP # 0660P1L66 ISSUED 07/07/06

10,000,000.000 CITIGROUP FDG INC DISC C/PDUE 11/30/06

CUSIP # 17307SLWO ISSUED 06/28/06

7,000,000.000 FCAR OWNER TRUST DISC C/PDUE 12/18/06

CUSIP # 3024A1MJ9 ISSUED 09/21/06

1.0001.000

99.34599.441

98.74899.090

98.70998.825

9,960,061.119,970,000.00

9,960,061.119,970,000.00

9,960,061.119,970,000.00

1,836,570.771,836,570.77

1,836,570.771,836,570.77

26,823,150.0026,813,740.50

9,874,822.229,871,182.57

6,909,653.336,907,511.34

9,938.89

9,938.89

9,938.89

0.00

0.00

(9,409.50)

(3,639.65)

(2,141.99)

510,000.00 5.128,500.00

5.12

510,000.00

5.128,500.00

5.12

510,000.00

5.128,500.00

5.12

89,257.33

4.8610,295.30

4.86

89,257.33

4.8610,295.30

4.86

1,414,800.00

5.27

35,370.00

5.28

523,999.80

5.3137,844.43

5.31

369,599.76

5.3510,266.66

5.35

PAGE 7


8,000,000.000 GENERAL ELEC CAP CORP CPDSDUE 11/08/06CUSIP # 36959JL84

ISSUED 02/13/06

8,000,000.000

GENERAL ELEC CAP CORP DISC C/PDUE 11/09/06CUSIP # 36959JL92

ISSUED 02/14/06

SHARES/PRINCIPAL

3,400,000.000

12,075,000.000

7,000,000.000

15,000,000.000

6,500,000.000

3,200,000.000

3,200,000.000

6,050,000.000

DESCRIPTION

GREAT WEST LIFE & ANNUITY C/PDUE 10/30/06

CUSIP # 39136SKW2 ISSUED 07/25/06

HBOS TREAS SVCS PLC DISC C/PDUE 11/22/06

CUSIP # 40410TLN4 ISSUED 04/27/06

INTERNATIONAL LEASE FIN C/P CPDUE 10/26/06

CUSIP # 45974NKS4 ISSUED 08/28/06


CUSIP # 45974NKA3 ISSUED 08/23/06


CUSIP # 45974NKQ8 ISSUED 07/24/06

SOCIETE GENERALE N A DISC C/PDUE 10/12/06

CUSIP # 83365SKC6 ISSUED 05/11/06

UBS FIN (DEL) DISC C/PDUE 10/10/06

CUSIP # 90262DKA2 ISSUED 04/07/06

UBS FIN (DEL) DISC C/PDUE 10/11/06

CUSIP # 90262DKBO ISSUED 03/29/06


INVESTMENT

HOLDINGS

UNIT VALUE

TOTAL VALUEUNREALIZEDEST ANNUAL INC/YIELD A'XBOOK/MARKET

BOOK/MARKETGAIN/(LOSS)ACCRUED INCOMEBOOK/MK'X

99.292

7,943,377.78(2,975.29)415,999.805.2499.414

7,940,402.49 12,711.115.24

99.278

7,942,222.22(2,994.13)415,999.805.2499.399

7,939,228.09 12,711.115.24

98.658

3,354,355.00(1,291.51)182,579.765.4499.529

3,353,063.49 30,937.135.45

98.669

11,914,296.84(3,791.51)635,748.485.3499.208

11,910,505.33 68,872.755.34

99.361

6,955,254.44(3,408.68)366,099.845.2699.588

6,951,845.76 19,321.945.27

99.301

14,895,200.00(7,000.49)785,999.885.2899.822

14,888,199.51 85,149.995.28

99.229

6,449,903.96(3,130.50)340,274.885.2899.617

6,446,773.46 28,356.245.28

99.285

3,177,133.33(1,464.08)167,999.765.2999.794

3,175,669.25 17,733.315.29

99.315

3,178,066.67(1,463.98)167,999.765.2999.823

3,176,602.69 17,733.315.29

99.300

6,007,650.00(2,768.25)317,624.765.2999.808

6,004,881. 75 33,527.065.29

PAGE 8

LOS ANGELES METROPOLITAN TRANSPORTATION THE BANK OF NEW YORKLACMTA-INTERNAL MANAGER ACCOUNT NUMBER 000220077 TRUST COMPANY, N.A.MONTHLY REPORT / TRADE DATE BASIS SEPTEMBER 01,2006 - SEPTEMBER 30, 2006

INVESTMENTHOLDINGS

SHARES/

DESCRIPTION UNIT VALUETOTAL VALUEUNREALIZEDEST ANNUAL INC/YIELD A'IPRINCIPAL

BOOK/MARKETBOOK/MARKETGAIN/(LOSS)ACCRUED INCOMEBOOK/MK'I

9,000,000.000

UBS FIN (DEL) DISC C/P 99.3158,938,312.50(4,117.50)472,500.005.29DUE 10/16/06

99.7368,934,195.00 42,000.005.29CUSIP # 90262DKG9

ISSUED 05/15/06

125,425,000.000

TOTAL COMMERCIAL PAPER 124,363,398.29(49,597.06)6,577,226.285.29124,313,801. 23

452,535.045.29

BANKERS ACCEPTANCE7,000,000.000

BANK OF AMER N A DISC B/A 98.9196,924,312.50(3,121.97)363,299.765.25DUE 11/06/06

99.4366,921,190.53 39,357.475.25CUSIP # 06422TL68

ISSUED 05/08/06

4,000,000.000


99.5093,904,944.02 75,404.385.11CUSIP # 06422TL19

ISSUED 05/05/06

2,000,000.000


99.8111,958,518.01 37,702.195.10CUSIP # 06422TKB8

ISSUED 04/17/06

4,000,000.000


99.1323,896,947.60 68,320.005.17CUSIP # 06422TLT8

ISSUED 05/30/06

3,000,000.000


99.3352,923,497.01 56,553.295.12CUSIP # 06422TLD3

ISSUED 05/15/06

4,500,000.000


99.7104,479,828.15 7,136.255.21CUSIP # 06422TKJl

ISSUED 04/24/06

1,097,000.000

JPMORGAN CHASE BK DISC B/A 98.7021,082,761.85(415.82)57,592.445.32DUE 11/13/06

99.3351,082,346.03 7,359.035.32CUSIP # 4662CILD7

ISSUED 05/16/06

1,561,000.000

JPMORGAN CHASE BK DISC B/A 97.3001,518,853.00 66.8184,294.005.55DUE 01/02/07

98.6091,518,919.81 20,371.055.55CUSIP # 4662C1N29

ISSUED 07/05/06

PAGE 9

LOS ANGELES METROPOLITAN TRANSPORTATION THE BANK OF NEW YORKLACMTA-INTERNAL MANAGER ACCOUNT NUMBER 000220077 TRUST COMPANY, N.A.MONTHLY REPORT / TRADE DATE BASIS SEPTEMBER 01, 2006 - SEPTEMBER 30, 2006INVESTMENT

HOLDINGS

SHARES/

DESCRIPTION UNIT VALUETOTAL VALUEUNREALIZEDEST ANNUAL INC/YIELD A'IPRINCIPAL

BOOK/MARKETBOOK/MARKETGAIN/(LOSS)ACCRUED INCOMEBOOK/MK'I

14,000,000.000

WACHOVIA BANK N A DISC B/A 97.81713,694,333.34(7,168.74)756,799.845.53DUE 11/20/06

99.23113,687,164.60 205,111.005.53CUSIP # 9297M1LL8

ISSUED OS/22/06

14,000,000.000


99.01213,697,470.05 164,274.356.21CUSIP # 9297M1M52

ISSUED 06/05/06

10,000,000.000


99.0859,780,575.05 127,917.956.43CUSIP # 9297M1LW4

ISSUED 05/30/06

65,158,000.000

TOTAL BANKERS ACCEPTANCE 63,882,729.03(31,328.17)3,625,215.045.6763,851,400.86

809,506.965.68

U S TREASURIES5,000,000.000

U S TREASURY BILLS 98.4514,922,533.332,766.71248,999.765.06DUE 11/16/06

99.4194,925,300.04 45,649.965.06CUSIP # 912795YE5

ISSUED 05/01/06

5,000,000.000

U S TREASURY BILLS 97.8764,893,784.72 688.93237,499.924.85

DUE 10/05/0699.9614,894,473.65 103,576.354.85

CUSIP # 912795XY2ISSUED 04/01/06

10,000,000.000

TOTAL U S TREASURIES 9,816,318.053,455.64486,499.684.969,819,773.69

149,226.314.95

U S AGENCIES5,000,000.000

FEDERAL NATL MTGE ASSN DISCOUNT NT 99.3204,966,000.0027,000.00255,000.005.13

DUE 10/12/0699.8604,993,000.00 26,208.335.11

ORIGINAL FACE5,000,000.000

CUSIP # 313589K36ISSUED 10/17/05

10,000,000.000

FEDERAL FARM CREDIT BANK DISCOUNT 99.8299,982,933.331,844.45511,999.925.13

DUE 10/03/0699.9909,984,777.78 14,222.225.13

ORIGINAL FACE10,000,000.000

CUSIP # 313313J25ISSUED 10/03/05

PAGE 10


INVESTMENT HOLDINGS


SHARES/PRINCIPAL

20,000,000.000

DESCRIPTION

FEDERAL HOME LN MTG CORP DISC NTSDUE 10/31/06

ORIGINAL FACE 20,000,000.000CUSIP # 313397M65 ISSUED 10/31/05

UNIT VALUEBOOK/MARKET

99.48799.590


19,897,400.0019,900,900.00

UNREALIZED

GAIN/(LOSS)

3,500.00

EST ANNUAL INC/ACCRUED INCOME

1,026,000.0017,100.00

YIELD A'I

BOOK/MK'I

5.165.16

5,000,000.000 FEDERAL NAT'L MTGE ASSN DISCOUNTDUE 10/16/06

ORIGINAL FACE 5,000,000.000CUSIP # 313589K77 ISSUED 10/21/05

5,000,000.000 FEDERAL NATL MTGE ASSN DISCOUNT NTDUE 10/02/06

ORIGINAL FACE 5,000,000.000CUSIP # 313589H97 ISSUED 10/07/05

10,000,000.000 FEDERAL HOME LOAN BANK DISCOUNTDUE 10/13/06







ORIGINAL FACE 9,000,000.000CUSIP # 313385J31 ISSUED 10/11/05



99.263 4,963,166.6799.800

4,990,000.00

99.432

4,971,611.11100.000

4,972,320.84

99.686

9,968,588.8999.850

9,970,722.23

99.601

19,920,122.2299.750

19,924,325.01

99.624

29,887,240.2899.780

29,894,033.35

99.830

8,984,700.0099.970

8,985,825.00

99.403

9,940,266.6799.690

9,941,977.78 26,833.33

709.73

2,133.34

4,202.79

6,793.07

1,125.00

1,711.11

255,000.00 5.1426,208.33

5.11

255,499.92

5.1427,679.16

5.14

513,999.72

5.1614,277.77

5.16

1,026,999.72

5.1625,674.99

5.15

1,602,864.72

5.3639,966.65

5.36

459,000.00

5.1111,475.00

5.11

511,999.92

5.1527,022.22

5.15

PAGE 11



INVESTMENT HOLDINGS


ORIGINAL FACE 7,000,000.000CUSIP # 313589N66 ISSUED 11/14/05






ORIGINAL FACE 13,000,000.000CUSIP # 313385H90 ISSUED 10/07/05

UNREALIZED EST ANNUAL INC/YIELD ATGAIN/(LOSS)

ACCRUED INCOMEBOOK/MKT

2,347.23

514,999.805.1927,180.55

5.19

4,200.03

2,237,392.8011.2658,437.47

11.26

1,625.00

585,000.004.503,250.00

4.50

3,243.84

818,921.605.79

44,552.835.79

544.46

179,199.725.1611,946.65

5.16

583.35

254,999.885.1326,208.32

5.13

1,524.46

358,399.805.1636,835.54

5.16

1,505.00

359,100.005.1938,902.50

5.19

9,928,472.229,930,819.45

TOTAL VALUE

BOOK/MARKET

99.28599.580

99.367 19,873,362.5099.680

19,877,562.53

99.963

12,995,125.00100.000

12,996,750.00

99.344

14,151,619.3399.680

14,154,863.17

99.303

3,475,608.8999.660

3,476,153.35

99.334

4,966,708.3399.870

4,967,291.68

99.232

6,946,240.0099.780

6,947,764.46

98.903

6,923,192.5099.480

6,924,697.50


DESCRIPTION

FEDERAL HOME LOAN BANK DISCOUNT

DUE 11/01/06ORIGINAL FACE 10,000,000.000CUSIP # 313385M78 ISSUED 11/07/05

SHARES/PRINCIPAL







10,000,000.000

PAGE 12


INVESTMENT HOLDINGS


SHARES/PRINCIPAL

5,000,000.000

10,000,000.000

DESCRIPTION

FEDERAL NATL MTGE ASSN DISCOUNT NT

DUE 10/03/06ORIGINAL FACE 5,000,000.000CUSIP # 313589J20 ISSUED 10/11/05

FEDERAL NATL MTGE ASSN DISCOUNT NT

DUE 11/07/06ORIGINAL FACE 10,000,000.000CUSIP # 313589N58 ISSUED 11/14/05

UNIT VALUE

BOOK/MARKET

99.41899.990

99.20099.490

TOTAL VALUE

BOOK/MARKET

4,970,901.394,971,820.84

9,920,044.449,921,872.24

UNREALIZED EST ANNUAL INC/YIELD A'IGAIN/(LOSS)

ACCRUED INCOMEBOOK/MK'I

919.45

255,499.925.1427,679.16

5.14

1,827.80

513,999.725.1827,127.76

5.18


421,164,570.770 TOTAL SHORT TERM INVESTMENTS

431,164,570.770 TOTAL INVESTMENTS

PAYABLES

RECEIVABLES

CASH

ACCRUED INCOME

217,633,303.77217,727,477.21

417,532,319.91417,549,023.76

427,492,381. 02427,519,023.76

0.000.00

0.000.00

0.000.00

1,962,019.061,962,019.06

94,173.44 12,495,877.165.74531,955.45

5.74

16,703.85

23,274,075.495.571,953,519.06

5.57

26,642.74

23,784,075.495.561,962,019.06

5.56

431,164,570.770 TOTAL FUND 429,454,400.08429,481,042.82

26,642.74 23,784,075.491,962,019.06

PAGE 13

LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-L M CAPITAL MANAGEMENT INCACCOUNT NUMBER 000220081MONTHLY REPORT / TRADE DATE BASISSEPTEMBER 01, 2006 - SEPTEMBER 30, 2006

INVESTMENT HOLDINGS


UNITS DESCRIPTION UNIT VALUEBOOK/MARKET

TOTAL VALUEBOOK MARKET

UNREALIZED

GAIN/(LOSS)EST ANNUAL INC/ACCRUED INCOME

YLD AT

BK/MKT

FINANCE & INSUR CORPORATE BONDS1,500,000.000 MERRILL LYNCH & CO INC MEDIUM

3.0000% DUE 04/30/07CUSIP # 59018YTN1 ISSUED 04/22/04

FIXED INCOME INVESTMENTSCORPORATE BONDSBANK CORPORATE BONDS

1,200,000.000 BANK AMER CORP3.3750% DUE 02/17/09

CUSIP # 060505BH6 ISSUED 01/29/04

2,000,000.000

3,200,000.000

1,500,000.000

3,000,000.000

INDUSTRIAL CORPORATE1,460,000.000

1,500,000.000

1,500,000.000

CHASE MANHATTAN CORP6.3750% DUE 04/01/08

CUSIP # 16161ABS6 ISSUED 04/07/98

TOTAL BANK CORPORATE BONDS

WAL-MART STORES INC4.7500% DUE 08/15/10

CUSIP # 931142CA9 ISSUED 08/15/05

TOTAL FINANCE & INSUR CORPORATE BONDS

BONDSBOTTLING GROUP LLC2.4500% DUE 10/16/06

CUSIP # 10138MAE5 ISSUED 10/07/03

CIT GROUP INC NEW4.0000% DUE 05/08/08

CUSIP # 125581AE8 ISSUED 05/08/03

INTERNATIONAL BUSINESS MACHS M/T/N2.3750% DUE 11/01/06

CUSIP # 45920QER1 ISSUED 07/28/03

101.41996.215

102.531101.652

97.44998.690

99.34598.875

98.15599.902

99.52598.114

98.75599.779

1,217,028.001,154,580.00

2,050,620.002,033,040.00

3,267,648.003,187,620.00

1,461,735.001,480,350.00

1,490,175.001,483,125.00

2,951,910.002,963,475.00

1,433,063.001,458,569.20

1,492,875.001,471,710.00

1,481,325.001,496,685.00

(62,448.00)

(17,580.00)

(80,028.00)

18,615.00

(7,050.00)

11,565.00

25,506.20

(21,165.00)

15,360.00

40,500.00 3.334,950.00

3.51

127,500.00

6.2263,750.00

6.27

168,000.00

5.1468,700.00

5.27

45,000.00

3.0818,875.00

3.04

71,250.00

4.789,104.16

4.80

116,250.00

3.9427,979.16

3.92

35,770.00

2.5016,394.57

2.45

60,000.00

4.0223,833.32

4.08

35,625.00

2.40

14,843.752.38

PAGE 7


INVESTMENT HOLDINGS


UNITSDESCRIPTION UNIT VALUETOTAL VALUEUNREALIZEDEST ANNUAL INC/YLD ATBOOK/MARKET

BOOK MARKETGAIN/(LOSS)ACCRUED INCOMEBK/MKT

2,500,000.000

SARA LEE CORP 99.1072,477,685.00(86,835.00)68,750.002.77

2.7500% DUE 06/15/0895.6342,390,850.00 20,243.052.88

CUSIP # 803111AP8ISSUED 06/06/03

6,960,000.000

TOTAL INDUSTRIAL CORPORATE BONDS 6,884,948.00(67,133.80)200,145.002.916,817,814.20

75,314.692.94

OIL & COAL CORPORATE BONDS2,000,000.000

CHEVRONTEXACO CAP CO 101.3212,026,420.00(57,480.00)70,000.003.45

3.5000% DUE 09/17/0798.4471,968,940.00 2,722.223.56

CUSIP # 166760AA6ISSUED 09/10/02

2,000,000.000

TOTAL OIL & COAL CORPORATE BONDS 2,026,420.00(57,480.00)70,000.003.451,968,940.00

2,722.223.56

TELEPHONE CORPORATE BONDS2,000,000.000

BELLSOUTH CORP 102.6702,053,400.00 (8,160.00)120,000.005.846.0000% DUE 10/15/11

102.2622,045,240.00 55,333.325.87CUSIP # 079860AB8

ISSUED 10/25/01

2,000,000.000

SBC COMMUNICATIONS INC 97.8361,956,720.00(19,960.00)82,500.004.224.1250% DUE 09/15/09

96.8381,936,760.00 3,666.664.26CUSIP # 78387GAN3

ISSUED 11/03/04

4,000,000.000

TOTAL TELEPHONE CORPORATE BONDS 4,010,120.00(28,120.00)202,500.005.053,982,000.00

58,999.985.09

19,160,000.000

TOTAL CORPORATE BONDS 19,141,046.00(221,196.80)756,895.003.9518,919,849.20

233,716.054.00

GOVERNMENT BONDSU S TREASURIES2,200,000.000

UNITED STATES TREAS NTS 96 .1992,116,382.81 11,611.1957,750.002.732.6250% DUE 05/15/08

96.7272,127,994.00 21,813 .182.71CUSIP # 912828AZ3

ISSUED 05/15/03

PAGE 8


UNITSDESCRIPTION

2,600,000.000

UNITED STATES TREAS NTS

3.0000% DUE 02/15/09CUSIP # 912828BZ2ISSUED 02/17/04

5,300,000.000


2.2500% DUE 02/15/07CUSIP # 912828BY5ISSUED 02/11/04

1,700,000.000

UNITED STATES TREAS NTS4.8750% DUE 07/31/11CUSIP # 912828FN5

ISSUED 07/31/06

2,100,000.000

UNITED STATES TREAS NTS4.1250% DUE 08/15/10CUSIP # 912828ED8

ISSUED 08/15/05

4,200,000.000

US TREASURY NOTES5.5000% DUE 02/15/08CUSIP # 9128273X8

ISSUED 02/17/98

18,100,000.000

TOTAL U S TREASURIES

U S AGENCIES

3,300,000.000FEDERAL HOME LN MTG CORP M/T/N

3.2500% DUE 11/02/07CUSIP # 3128X3H55ISSUED 11/02/04

3,000,000.000

FEDERAL NATL MTG ASSN5.0000% DUE 01/23/09CUSIP # 31359ME74

ISSUED 01/23/06

2,000,000.000

FEDERAL NATL MTG ASSN

5.2500% DUE 06/15/08CUSIP # 31359MS53ISSUED 06/15/06

3,000,000.000

FEDERAL NATL MTGE ASSN

5.2500% DUE 01/15/09CUSIP # 31359MEK5ISSUED 01/11/99

INVESTMENT HOLDINGS

UNIT VALUE TOTAL VALUEBOOK/MARKET

BOOK MARKET

96.767

2,515,937.5096.352

2,505,152.00

97.577

5,171,562.5098.977

5,245,781.00

100.281

1,704,781.25101.160

1,719,720.00

100.398

2,108,367.1998.355

2,065,455.00

101.762

4,273,992.19100.949

4,239,858.00

17,891,023.44

17,903,960.00

99.007

3,267,231.0098.057

3,235,881.00

100.063

3,001,875.0099.719

2,991,562.50

99.963

1,999,260.00100.406

2,008,125.00

100.309

3,009,267.00100.625

3,018,750.00


UNREALIZED EST ANNUAL INC/YLD ATGAIN/(LOSS)

ACCRUED INCOMEBK/MKT

(10,785.50)

78,000.003.109,966.66

3.11

74,218.50

119,250.002.3115,230.29

2.27

14,938.75

82,875.004.8613,962.63

4.82

(42,912.19)

86,625.004.1111,063.51

4.19

(34,134.19)

231,000.005.4029,502.69

5.45

12,936.56

655,500.003.66101,538.96

3.66

(31,350.00)

107,250.003.2844,389.55

3.31

(10,312.50)

150,000.005.0028,333.32

5.01

8,865.00

105,000.005.2530,916.66

5.23

9,483.00

157,500.005.2333,249.99

5.22

PAGE 9


UNITS DESCRIPTION

3,000,000.000

FEDERAL HOME LN MTG CORP4.6250% DUE 10/05/07CUSIP # 3128X4RFO

ISSUED 10/06/05

3,000,000.000

FEDERAL HOME LN MTG CORP4.8750% DUE 02/17/09CUSIP # 3137EAAA7

ISSUED 02/13/06

2,000,000.000

FEDERAL FARM CR BKS CONS4.1250% DUE 04/15/09CUSIP # 31331SRZ8

ISSUED 03/16/05

2,000,000.000

FEDERAL HOME LN MTG CORP5.1250% DUE 04/18/08CUSIP # 3137EAAC3

ISSUED 04/13/06

1,000,000.000

FEDERAL HOME LN MTG CORP5.5000% DUE 04/24/09CUSIP # 3128X43RO

ISSUED 04/24/06

3,700,000.000

FEDERAL HOME LN BKS DEB5.2500% DUE 09/11/09CUSIP # 3133XGJ88

ISSUED 08/07/06

3,000,000.000

FEDERAL HOME LN BKS2.7500% DUE 03/14/08CUSIP # 3133MXFTl

ISSUED 03/14/03

3,500,000.000

FEDERAL HOME LN BKS

2.1000% DUE 10/13/06CUSIP # 3133X5RC4ISSUED 04/02/04

32,500,000.000

TOTAL U S AGENCIES

50,600,000.000

TOTAL GOVERNMENT BONDS

69,760,000.000

TOTAL FIXED INCOME INVESTMENTS

INVESTMENT HOLDINGS

UNIT VALUE TOTAL VALUE

BOOK/MARKETBOOK MARKET

99.750

2,992,500.0099.507

2,985,210.00

99.979

2,999,370.0099.844

2,995,312.50

97.522

1,950,442.0098.000

1,960,000.00

99.857

1,997,148.00100.188

2,003,750.00

99.768

997,680.00100.025

1,000,250.00

100.426

3,715,758.30100.781

3,728,906.25

98.140

2,944,208.0096.875

2,906,250.00

97.250

3,403,750.0099.906

3,496,718.75

32,278,489.3032,330,716.00

50,169,512.7450,234,676.00

69,310,558.7469,154,525.20




(7,290.00)

138,750.004.6467,833.33

4.65

(4,057.50)

146,250.004.8817,874.99

4.88

9,558.00

82,500.004.23

38,041.66

4.21

6,602.00

102,500.005.1347,833.32

5.12

2,570.00

55,000.005.5123,986.11

5.50

13,147.95

194,250.005.23

29,137.505.21

(37,958.00)

82,500.002.80

3,895.832.84

92,968.75

73,500.002.1634,300.00

2.10

52,226.70

1,395,000.004.32399,792.26

4.31

65,163.26

2,050,500.004.09501,331.22

4.08

(156,033.54)

2,807,395.004.05735,047.27

4.06

PAGE

10


INVESTMENT HOLDINGS


UNITS DESCRIPTION UNIT VALUE

BOOK/MARKET


UNREALIZED


YLD ATBK/MKT



1,689,195.590

U S TREASURIES1,000,000.000

1,000,000.000

2,689,195.590

72,449,195.590

TOTAL POOLED FUNDS & MUTUAL FUNDS

U S TREASURY BILLSDUE 01/18/07

CUSIP # 912795YPO ISSUED 07/20/06


TOTAL SHORT TERM INVESTMENTS

TOTAL INVESTMENTS

PAYABLES

RECEIVABLES

CASH

ACCRUED INCOME

TOTAL FUND

1.0001.000

97.43998.574

1,689,195.591,689,195.59

1,689,195.591,689,195.59

974,393.61975,469.34

974,393.61975,469.34

2,663,589.202,664,664.93

71,974,147.9471,819,190.13

0.000.00

0.000.00

0.000.00

752,014.54752,014.54

72,726,162.4872,571,204.67

0.00

0.00

1,075.73

1,075.73

1,075.73

(154,957.81)

(154,957.81)

82,094.90 4.866,696.61

4.86

82,094.90

4.866,696.61

4.86

50,649.84

5.2010,270.66

5.19

50,649.84

5.2010,270.66

5.19

132,744.74

4.9816,967.27

4.98

2,940,139.74

4.08

752,014.544.09

2,940,139.74752,014.54

PAGE 11

LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-PACIFIC INVESTMENT MANAGEMENT COACCOUNT NUMBER 000220082MONTHLY REPORT / TRADE DATE BASISSEPTEMBER 01, 2006 - SEPTEMBER 30, 2006


INVESTMENT HOLDINGS

SHARES/PRINCIPAL


BOOK/MARKET

TOTAL VALUE

BOOK/MARKETUNREALIZEDGAIN/(LOSS)


YIELD A'IBOOK/MK'I

2,000,000.000 TOTAL BANK CORPORATE BONDS

5,650,000.000 TOTAL CORPORATE BONDS

3,650,000.000 TOTAL FINANCE & INSUR CORPORATE BONDS

250,000.000 HSBC FIN CORP MEDIUM TERM NTS4.1250% DUE 03/11/08

CUSIP # 40429JAA5 ISSUED 03/11/05

105,000.00 4.9717,500.00

5.25

105,000.00

4.9717,500.00

5.25

29,500.00

6.9914,668.05

7.30

10,312.50

4.18572.92

4.19

130,000.00

6.1910,833.32

6.47

41,040.00

4.045,244.00

4.11

210,852.50

5.5731,318.29

5.76

315,852.50

5.3548,818.29

5.58

78,750.00

4.646,743.78

4.52

(100.00)

45,048.83

(17,796.00)

(16,276.00)

(91,400.00)

(115,480.00)

(115,480.00)

(241,052.00)

(125,572.00)

2,114,140.001,998,660.00

246,417.50246,317.50

421,792.00403,996.00

2,114,140.001,998,660.00

2,101,000.002,009,600.00

1,014,956.00998,680.00

3,784,165.503,658,593.50

5,898,305.505,657,253.50

1,698,388.671,743,437.50

97.05199.625

98.56798.527

105.70799.933

105.448100.999

101.49699.868

105.050100.480

UNITED STATES TREAS NTS4.5000% DUE 02/28/11

CUSIP # 912828EX4 ISSUED 02/28/06

1,000,000.000 PRUDENTIAL FINL INC4.1040% DUE 11/15/06

CUSIP # 744320AAO ISSUED 08/16/04

2,000,000.000 NATIONAL RURAL UTILS COOP FIN6.5000% DUE 03/01/07

CUSIP # 637432CS2 ISSUED 03/07/02


2,000,000.000 BANK AMER CORP5.2500% DUE 02/01/07

CUSIP # 060505AL8 ISSUED 01/31/02

FINANCE & INSUR CORPORATE BONDS400,000.000 CIT GROUP INC

7.3750% DUE 04/02/07CUSIP # 125581AA6 ISSUED 04/01/02

GOVERNMENT BONDSU S TREASURIES

1,750,000.000

PAGE 7


INVESTMENT HOLDINGS



BOOK/MARKET

99.094

11,395,768.1999.664

11,461,360.00

96.078

26,805,796.8896.742

26,991,018.00

99.076

80,251,450.1299.031

80,215,312.50

99.159

30,342,692.8699.656

30,494,812.50

100.233

25,258,645.44100.469

25,318,125.00SHARES/ DESCRIPTIONPRINCIPAL

11,500,000.000

UNITED STATES TREAS NTS2.8750% DUE 11/30/06CUSIP # 912828DD9

ISSUED 11/30/04

27,900,000.000


3.5000% DUE 12/15/09CUSIP # 912828DE7ISSUED 12/15/04

81,000,000.000

UNITED STATES TREAS NTS3.5000% DUE 05/31/07CUSIP # 912828DW7

ISSUED 05/31/05

30,600,000.000

UNITED STATES TREAS NTS4.5000% DUE 11/15/10CUSIP # 912828EM8

ISSUED 11/15/05

25,200,000.000

U S TREASURY NOTES5.0000% DUE 07/31/08CUSIP # 912828FM7

ISSUED 07/01/06

177,950,000.000


U S AGENCIES600,000.000 FEDERAL NATL MTG ASSN REMIC TR

4.5000% DUE 10/25/15ORIGINAL FACE 600,000.000CUSIP # 31393TY42 ISSUED 10/01/03

7,197,528.100 FEDERAL HOME LN MTG CORP REMIC TR5.0000% DUE 09/15/24

ORIGINAL FACE 10,000,000.000CUSIP # 31395JSK3 ISSUED 11/01/04

106,856.102 FEDERAL NATL MTG ASSN REMIC TR3.5000% DUE 02/25/13

ORIGINAL FACE 200,000.000CUSIP # 31393T2E5 ISSUED 10/01/03

98.68898.983

100.07899.423

97.64897.974

175,752,742.16176,224,065.50

592,125.00593,895.72

7,203,151.177,156,008.44

104,343.30104,691.11

UNREALIZED

GAIN/ILOSS)

65,591. 81

185,221.12

(36,137.62)

152,119.64

59,479.56

471,323.34

1,770.72

(47,142.73)

347.81

EST ANNUAL INC/ YIELD ATACCRUED INCOME

BOOK/MKTI

330,625.00

2.90111,111.62

2.88

976,500.00

3.64288,147.29

3.62

2,835,000.00

3.53952,745.49

3.53

1,377,000.00

4.54520,116.77

4.52

1,260,000.00

4.99320,183.14

4.98

6,857,875.00

3.902,199,048.09

3.89

27,000.00

4.562,250.00

4.55

359,880.00

5.0029,989.50

5.03

3,740.00

3.58311.66

3.57

PAGE 8


INVESTMENT HOLDINGS


774,440.904 FEDERAL HOME LN MTG CORP REMIC TR3.5000% DUE 01/15/23

ORIGINAL FACE 1,450,625.000CUSIP # 31394PR21 ISSUED 02/01/04


ORIGINAL FACE 100,000.000CUSIP # 31395KDT7 ISSUED 12/01/04


ORIGINAL FACE 300,000.000CUSIP # 31394JKCO ISSUED 09/01/03


ORIGINAL FACE 100,000.000CUSIP # 31395UT68 ISSUED 05/01/05

UNREALIZED EST ANNUAL INC/YIELD A'IGAIN/(LOSS)

ACCRUED INCOMEBOOK/MK'I

862.07

8,000.004.08666.67

4.06

(360.71)

3,794.304.55316.19

4.57

(72,723.31)

614,115.005.00

51,175.35

5.03

425.71

27,104.923.572,258.77

3.57

(276.35)

3,143.604.06261.97

4.07

328.37

4,500.004.56375.00

4.55

864.88

24,543.005.022,045.23

5.01

644.43

4,531.203.58377.60

3.56

196,230.47197,092.54

TOTAL VALUE

BOOK/MARKET

98.11598.546

98.965 83,444.3998.537

83,083.68

100.016

12,284,082.0099.424

12,211,358.69

97.980

758,800.8498.035

759,226.55

98.516

77,423.3298.164

77,146.97

98.625

98,625.0098.953

98,953.37

99.613

488,962.6799.789

489,827.55

97.875

126,714.3798.373

127,358.80


200,000.000ISSUED 11/01/03

DESCRIPTION

FEDERAL HOME LN MTG CORP REMIC TR

4.0000% DUE 05/15/16ORIGINAL FACECUSIP # 31394LVF6

SHARES/PRINCIPAL

200,000.000


ORIGINAL FACE 100,000.000CUSIP # 31395WGA9 ISSUED 07/01/05


ORIGINAL FACE 900,000.000CUSIP # 31394PX24 ISSUED 02/01/04

12,282,162.900 FEDERAL HOME LN MTG CORP REMIC TR5.0000% DUE 11/15/24

ORIGINAL FACE 15,000,000.000CUSIP # 31395PU42 ISSUED 03/01/05

PAGE 9


INVESTMENT HOLDINGS


96.501 3,860,021.1695.875

3,835,000.00

97.772

23,409,549.9699.219

23,755,945.31

101.423

228,201.75100.156

225,351. 56

103.531

182,170.47101.463

178,530.94

97.430

3,361,324.2298.250

3,389,625.00

97.680

976,800.0098.823

988,230.00

96.500

241,250.0097.563

243,906.25

SHARES/ DESCRIPTIONPRINCIPAL

600,000.000 FEDERAL HOME LN MTG CORP4.0000% DUE OS/23/08

ORIGINAL FACE 600,000.000CUSIP # 3128X3FZ1 ISSUED OS/26/04

4,000,000.000 FEDERAL NATL MTG ASSN3.1250% DUE 03/16/09

ORIGINAL FACE 4,000,000.000CUSIP # 31359MUQ4 ISSUED 03/16/04

23,943,000.000 FEDERAL NATL MTG ASSN2.6250% DUE 01/19/07

ORIGINAL FACE 23,943,000.000CUSIP # 31359MTX1 ISSUED 01/20/04

225,000.000 FEDERAL HOME LN BKS6.2400% DUE 12/11/06

ORIGINAL FACE 225,000.000CUSIP # 3133955U5 ISSUED 12/11/96

175,956.992 FEDERAL NATL MTG ASSN GTD6.5000% DUE 07/18/12

ORIGINAL FACE 3,100,000.000CUSIP # 31359PF92 ISSUED 06/01/97

3,450,000.000 FEDERAL NATL MTG ASSN M/T/N4.0200% DUE 08/18/08

ORIGINAL FACE 3,450,000.000CUSIP # 3136F35V4 ISSUED 08/18/03

1,000,000.000 FEDERAL HOME LN MTG CORP DEB3.2000% DUE 04/30/07

ORIGINAL FACE 1,000,000.000CUSIP # 3128X07FO ISSUED 04/30/03

250,000.000 FEDERAL FARM CR BKS CONS M/T/N3.7500% DUE 10/20/08

ORIGINAL FACE 250,000.000CUSIP # 31331SDB6 ISSUED 10/20/04


98.15698.422


588,937.50590,531.25



1,593.75

24,000.004.088,333.33

4.06

(25,021.16)

125,000.003.245,208.32

3.26

346,395.35

628,503.752.68125,700.75

2.65

(2,850.19)

14,040.006.154,290.00

6.23

(3,639.53)

11,435.906.28953.10

6.41

28,300.78

138,690.004.1316,565.73

4.09

11,430.00

32,000.003.2813,422.22

3.24

2,656.25

9,375.003.894,192.71

3.84

PAGE 10


INVESTMENT HOLDINGS


SHARES/PRINCIPAL

5,000,000.000

DESCRIPTION

FEDERAL HOME LN BKS DEB STP CPN

DUE 09/17/08ORIGINAL FACE 5,000,000.000CUSIP # 3133X4HU8 ISSUED 03/17/04


97.10098.094

TOTAL VALUE

BOOK/MARKET

4,855,000.004,904,687.50

UNREALIZED

GAIN/(LOSS)

49,687.50


175,000.006,805.56

YIELD A'IBOOK/MK'I

3.603.57

200,000.000 FEDERAL HOME LN BKS DEB STP CPN3.0000% DUE 10/22/09

ORIGINAL FACE 200,000.000CUSIP # 3133X5MH8 ISSUED 04/22/04

3,750,000.000 FEDERAL HOME LN BKS DEBDUE 02/12/07

ORIGINAL FACE 3,750,000.000CUSIP # 3133X3JP9 ISSUED 02/12/04

250,000.000 FEDERAL HOME LN BKS DEBDUE 06/30/10

ORIGINAL FACE 250,000.000CUSIP # 31339XTA2 ISSUED 06/30/03

2,880,000.000 FEDERAL HOME LN BKS DEB4.0550% DUE 03/09/09

ORIGINAL FACE 2,880,000.000CUSIP # 3133X47B1 ISSUED 03/09/04

585,000.000 FEDERAL HOME LN MTG CORP MTN4.0000% DUE 08/19/08

ORIGINAL FACE 585,000.000CUSIP # 3128X1YZ4 ISSUED 08/19/03

600,000.000 FEDERAL HOME LN MTG CORP M/T/N3.0500% DUE 12/26/08

ORIGINAL FACE 600,000.000CUSIP # 3128X1LL9 ISSUED 06/26/03

12,500,000.000 FEDERAL HOME LN MTG CORP4.9000% DUE 11/03/08

ORIGINAL FACE 12,500,000.000CUSIP # 3128X4ST9 ISSUED 11/03/05

97.550 195,100.0098.313

196,625.00

98.422

3,690,820.3199.344

3,725,390.63

96.050

240,125.0097.594

243,984.38

97.234

2,800,350.0097.813

2,817,000.00

97.920

572,832.0098.204

574,493.40

95.260

571,560.0095.989

575,934.00

99.670

12,458,687.5099.533

12,441,625.00 1,525.00

34,570.32

3,859.38

16,650.00

1,661.40

4,374.00

(17,062.50)

7,000.00 3.592,650.00

3.56

131,250.00

3.5617,864.58

3.52

10,000.00

4.162,527.78

4.10

116,784.00

4.177,136.78

4.15

23,400.00

4.08

2,730.00

4.07

18,300.00

3.204,829.17

3.18

612,500.00

4.92251,805.50

4.92

PAGE 11


INVESTMENT HOLDINGS




ORIGINAL FACE 6,500,000.000CUSIP # 31339XRF3 ISSUED 07/16/03


97.26697.813


6,322,265.636,357,812.50

UNREALIZED

GAIN/(LOSS)

35,546.87


260,000.0054,166.65

YIELD AT

BOOK/MKT

4.114.09

157,000.000 FEDERAL HOME LN MTG CORP4.0000% DUE 04/15/22

ORIGINAL FACE 157,000.000CUSIP # 31394LEB4 ISSUED 10/01/03

600,000.000 FEDERAL HOME LN MTG CORP STEP CPNDUE 03/16/09

ORIGINAL FACE 600,000.000CUSIP # 3128X2G25 ISSUED 03/16/04

360,212.580 FEDERAL HOME LN MTG CORP7.0000% DUE 10/25/43

ORIGINAL FACE 900,000.000CUSIP # 31394PPR8 ISSUED 02/01/04

250,000.000 FEDERAL HOME LN BKS DEB4.1000% DUE 07/14/08

ORIGINAL FACE 250,000.000CUSIP # 3133X7UP7 ISSUED 07/14/04

1,300,000.000 FEDERAL NATL MTG ASSN M/T/N4.0100% DUE 03/16/09

ORIGINAL FACE 1,300,000.000CUSIP # 3136F5GZ8 ISSUED 03/16/04

500,000.000 FEDERAL NATL MTG ASSN MEDIUM2.2350% DUE 03/30/09

ORIGINAL FACE 500,000.000CUSIP # 3136F5LE9 ISSUED 03/30/04

250,000.000 FEDERAL FARM CR BKS CONS3.8600% DUE 09/02/08

ORIGINAL FACE 250,000.000CUSIP # 31331T6UO ISSUED 09/02/04

98.109 154,031.7298.544

154,714.10

97.800

586,800.0098.252

589,512.00

107.802

388,317.91103.531

372,930.97

97.656

244,140.6398.406

246,015.63

96.758

1,257,851.5697.781

1,271,156.25

98.172

490,859.3899.594

497,968.75

96.938

242,343.7597.875

244,687.50 682.38

2,712.00

(15,386.94)

1,875.00

13,304.69

7,109.37

2,343.75

6,280.00 4.08523.33

4.06

24,000.00

4.091,000.00

4.07

25,215.30

6.492,101.23

6.76

10,250.00

4.202,192.36

4.17

52,130.00

4.142,172.08

4.10

23,750.00

4.845,618.54

4.77

9,650.00

3.98777.36

3.94

PAGE 12


INVESTMENT HOLDINGS


600,000.000ISSUED 01/04/05

SHARES/PRINCIPAL

600,000.000

DESCRIPTION

FEDERAL HOME LN BKS DEB3.7300% DUE 01/04/08

ORIGINAL FACECUSIP # 3133X9VZO

UNIT VALUE

BOOK/MARKET

97.99598.375

TOTAL VALUE

BOOK/MARKET

587,970.00590,250.00


2,280.00


22,380.005,408.50

YIELD A'IBOOK/MK'I

3.813.79

25,000,000.000 FEDERAL HOME LN MTG CORP4.2500% DUE 04/05/07

ORIGINAL FACE 25,000,000.000CUSIP # 3128X4QC8 ISSUED 10/05/05


ORIGINAL FACE 1,000,000.000CUSIP # 3133X5GAO ISSUED 04/06/04

1,200,000.000 GOVERNMENT NATL MTG ASSN GTD REMIC4.0000% DUE 09/16/25

ORIGINAL FACE 1,200,000.000CUSIP # 38374EYK7 ISSUED 11/01/03

250,000.000 FEDERAL HOME LN BKS STEP CPN3.1500% DUE 02/26/10

ORIGINAL FACE 250,000.000CUSIP # 3133X3SF1 ISSUED 02/26/04

250,000.000 FEDERAL HOME LN BKS STEP CPNDUE 03/18/09

ORIGINAL FACE 250,000.000CUSIP # 3133X4GR6 ISSUED 03/18/04


ORIGINAL FACE 600,000.000CUSIP # 3133X5LV8 ISSUED 03/30/04

200,000.000 FEDERAL HOME LN BKS STEP CPNDUE 07/16/08

ORIGINAL FACE 200,000.000CUSIP # 31339XZHO ISSUED 07/16/03

99.737 24,934,250.0099.477

24,869,250.00

96.900

969,000.0098.625

986,250.00

98.125

1,177,500.0098.623

1,183,470.36

97.685

244,212.5099.125

247,812.50

97.400

243,500.0098.406

246,015.63

96.485

578,910.0097.281

583,687.50

96.850

193,700.0098.125

196,250.00 (65,000.00)

17,250.00

5,970.36

3,600.00

2,515.63

4,777.50

2,550.00

1,062,500.00 4.26519,444.25

4.27

25,500.00

2.6312,395.83

2.59

48,000.00

4.083,466.66

4.06

7,875.00

3.22765.63

3.18

9,375.00

3.85338.54

3.81

18,600.00

3.21155.00

3.19

7,300.00

3.771,520.83

3.72

PAGE 13


INVESTMENT HOLDINGS


96.797 580,781.2597.594

585,562.50

96.625

483,125.0097.625

488,125.00

97.400

584,400.0097.719

586,312.50

97.355

9,638,145.0098.469

9,748,406.25

95.094

1,093,578.1396.156

1,105,796.88

96.900

969,000.0098.531

985,312.50

96.320

963,200.0098.031

980,312.50


1,000,000.000 FEDERAL HOME LN BKS3.0000% DUE 08/15/07

ORIGINAL FACE 1,000,000.000CUSIP # 3133XOAN9 ISSUED 08/15/03


ORIGINAL FACE 600,000.000CUSIP # 3133X5DU9 ISSUED 03/29/04


ORIGINAL FACE 500,000.000CUSIP # 3133X9EB2 ISSUED 12/02/04

600,000.000 FEDERAL NATL MTG ASSN4.0200% DUE 05/07/09

ORIGINAL FACE 600,000.000CUSIP # 3136F3QG4 ISSUED 05/07/03


ORIGINAL FACE 9,900,000.000CUSIP # 3133XC6Y4 ISSUED 06/22/05


ORIGINAL FACE 1,150,000.000CUSIP # 31339YE81 ISSUED 07/23/03


ORIGINAL FACE 1,000,000.000CUSIP # 3133X5NM6 ISSUED 04/23/04


ORIGINAL FACE 1,000,000.000CUSIP # 31339XTM6 ISSUED 07/02/03


96.86098.156


968,600.00981,562.50



12,962.50

30,000.003.103,833.33

3.06

4,781.25

18,300.003.15152.50

3.13

5,000.00

19,250.003.986,363.19

3.94

1,912.50

24,120.004.139,648.00

4.11

110,261.25

445,500.004.62122,512.50

4.57

12,218.75

36,857.503.37

6,961. 96

3.33

16,312.50

26,200.002.70

11,498.88

2.66

17,112.50

25,100.002.616,205.27

2.56

PAGE 14


INVESTMENT HOLDINGS


SHARES/PRINCIPAL

2,500,000.000

DESCRIPTION

FEDERAL HOME LN BKS2.7500% DUE 06/04/07

ORIGINAL FACE 2,500,000.000CUSIP # 31339X3M4 ISSUED 06/04/03

UNIT VALUE

BOOK/MARKET

97.00098.375

TOTAL VALUE

BOOK/MARKET

2,425,000.002,459,375.00


34,375.00


68,750.0022,343.75

YIELD A'I

BOOK/MK'I

2.842.80

77,014.881 GOV'T NAT'L MTGE ASSN POOL # 4596358.5000% DUE 12/15/27

ORIGINAL FACE 1,266,918.000CUSIP # 36208SSY9 ISSUED 12/01/97

222,464.933 FEDERAL NAT'L MTGE ASSN POOL # 5550295.0000% DUE 11/01/17

ORIGINAL FACE 630,440.000CUSIP # 31385WSS9 ISSUED 10/01/02


ORIGINAL FACE 279,571.000CUSIP # 31391Y5D5 ISSUED 02/01/03

32,495.198 FEDERAL NAT'L MTGE ASSN POOL# 2535847.5000% DUE 01/01/31

ORIGINAL FACE 1,174,385.000CUSIP # 31371JUH5 ISSUED 12/01/00


ORIGINAL FACE 536,291.000CUSIP # 31400CD84 ISSUED 01/01/03


ORIGINAL FACE 528,923.000CUSIP # 31371LDLO ISSUED 09/01/03

103.656 79,830.73107.336

82,664.69

100.797

224,237.7198.601

219,352.65

100.797

133,840.9698.536

130,838.93

103.156

33,520.82103.541

33,645.85

100.797

212,240.0898.536

207,479.55

100.000

297,701.4498.536

293,343.08 2,833.96

(4,885.06)

(3,002.03)

125.03

(4,760.53)

(4,358.36)

6,546.16 8.20545.51

7.92

11,123.48

4.96926.94

5.07

6,639.25

4.96553.26

5.07

2,436.84

7.27203.09

7.24

10,527.92

4.96877.34

5.07

14,884.95

5.001,240.42

5.07


317,643,412.560 TOTAL GOVERNMENT BONDS

137,549,486.60138,111,377.71

313,302,228.76314,335,443.21

561,891.11

1,033,214.45

5,516,672.071,370,956.20

12,374,547.073,570,004.29

4.013.99

3.953.94

PAGE 15


INVESTMENT HOLDINGS


SHARES/PRINCIPAL


BOOK/MARKET

TOTAL VALUE

BOOK/MARKET

UNREALIZED


YIELD AT

BOOK/MKT

323,293,412.560 TOTAL FIXED INCOME INVESTMENTS 319,200,534.26319,992,696.71

792,162.45 12,690,399.573,618,822.58

3.983.97

400,000.000 TOTAL REPURCHASE AGREEMENTS

326,333,131.300 TOTAL INVESTMENTS

1,600,000.000 TOTAL COMMERCIAL PAPER

3,039,718.740 TOTAL SHORT TERM INVESTMENTS

50,530.33 4.864,656.54

4.86

50,530.33

4.864,656.54

4.86

84,399.84

5.397,736.65

5.35

84,399.84

5.397,736.65

5.35

20,200.00

5.05112.22

5.05

20,200.00

5.05112.22

5.05

155,130.17

5.1612,505.41

5.14

12,845,529.74

3.993,631,327.99

3.98

0.00

0.00

0.00

0.00

11,896.85

11,896.85

11,896.85

804,059.30

400,000.00400,000.00

400,000.00400,000.00

1,039,718.741,039,718.74

1,039,718.741,039,718.74

1,565,522.501,577,419.35

1,565,522.501,577,419.35

3,005,241.243,017,138.09

322,205,775.50323,009,834.80

1.0001.000

97.84599.072

100.000100.000

BANKAMERICA CORP CPDSDUE 12/01/06

CUSIP # 0660P1M16 ISSUED 08/03/06

1,039,718.740 TOTAL POOLED FUNDS & MUTUAL FUNDS

COMMERCIAL PAPER1,600,000.000



REPURCHASE AGREEMENTS400,000.000 REPO CREDIT SUISSE FIRST BOSTON

5.0500% DUE 10/02/06CUSIP # R27263514 ISSUED 09/29/06

PAYABLES (75,324,541.36)(75,324,541.36)

RECEIVABLES 0.000.00

PAGE 16


INVESTMENT HOLDINGS


SHARES/PRINCIPAL

DESCRIPTION

CASH

ACCRUED INCOME



0.000.00

3,631,327.993,631,327.99


EST ANNUAL INC/ YIELD A!ACCRUED INCOME BOOK/MK!

326,333,131.300 TOTAL FUND 250,512,562.13251,316,621.43

804,059.30 12,845,529.743,631,327.99

PAGE 17

LOS ANGELES METROPOLITAN TRANSPORTATIONLACMTA-BANK OF AMERICAACCOUNT NUMBER 000220083MONTHLY REPORT / TRADE DATE BASISSEPTEMBER 01, 2006 - SEPTEMBER 30, 2006

INVESTMENT HOLDINGS






YLD ATBK/MKT

ASSET BACKED SECURITIESAUTOMOBILE LOAN RECEIVABLES

6,500,000.000 VOLKSWAGEN AUTO LEASE TR3.9400% DUE 10/20/10

CUSIP # 928665AN8 ISSUED 03/03/05


3,500,000.000 AMERICAN EXPRESS CENTURION BK4.3750% DUE 07/30/09

CUSIP # 02581FVUO ISSUED 07/30/04

2,500,000.000

2,500,000.000

4,000,000.000

4,000,000.000

16,500,000.000

6,500,000.000

6,500,000.000

FIFTH THIRD BK CINCINNATI OHIO

3.3750% DUE 08/15/08CUSIP # 31677QAB5 ISSUED 07/29/03

MARSHALL & ILSLEY CORP4.3750% DUE 08/01/09

CUSIP # 571834AEO ISSUED 07/29/04

US BANCORP3.1250% DUE 03/15/08

CUSIP # 91159HGG9 ISSUED 03/10/03

WACHOVIA CORP 2ND NEW4.9500% DUE 11/01/06

CUSIP # 929903AAO ISSUED 11/02/01

TOTAL BANK CORPORATE BONDS

TOTAL AUTOMOBILE LOAN RECEIVABLES

TOTAL ASSET BACKED SECURITIES

101.292 3,545,220.0098.161

3,435,635.00

95.816

2,395,400.0096.835

2,420,875.00

97.346

2,433,650.0098.070

2,451,750.00

96.165

3,846,600.0097.113

3,884,520.00

103.714

4,148,560.0099.949

3,997,960.00

16,369,430.00

16,190,740.00

99.990

6,499,353.32100.573

6,537,245.00

6,499,353.32

6,537,245.006,499,353.326,537,245.00

(109,585.00)

25,475.00

18,100.00

37,920.00

(150,600.00)

(178,690.00)

37,891.68

37,891. 68

37,891.68

153,125.00 4.3225,946.17

4.46

84,375.00

3.5210,781.25

3.49

109,375.00

4.4918,229.15

4.46

125,000.00

3.255,555.52

3.22

198,000.00

4.7782,500.00

4.95

669,875.00

4.09143,012.09

4.14

256,100.00

3.947,825.22

3.92

256,100.00

3.947,825.22

3.92

256,100.00

3.947,825.22

3.92

PAGE 7

3,000,000.000 CATERPILLAR FINL SVCS CORP3.0000% DUE 02/15/07

CUSIP # 14912LZ20 ISSUED 12/12/03

2,000,000.000 GOLDMAN SACHS GROUP INC4.5000% DUE 06/15/10

CUSIP # 38143UBEO ISSUED 06/28/05

2,000,000.000 CIT GROUP INC3.3750% DUE 04/01/09

CUSIP # 125581AJ7 ISSUED 03/30/04

3,000,000.000 INTERNATIONAL BUSINESS MACHS4.8750% DUE 10/01/06

CUSIP # 459200AWI ISSUED 09/27/01


INVESTMENT

HOLDINGS

UNIT VALUE

TOTAL VALUEUNREALIZEDEST ANNUAL INC/YLD ATBOOK/MARKET


99.569

1,991,380.00 25,820.00107,500.005.40100.860

2,017,200.00 41,506.945.33

99.077

2,972,310.00 41,940.00161,250.005.43100.475

3,014,250.00 13,437.485.35

111.401

3,899,035.00(397,394.37)253,750.006.51100.047

3,501,640.63 117,006.937.25

109.675

2,193,500.00(174,640.00)152,000.006.93100.943

2,018,860.00 6,755.547.53

94.905

1,898,100.00 18,480.0067,500.003.5695.829

1,916,580.00 33,750.003.52

101.998

3,059,940.00(85,020.00)90,000.002.9499.164

2,974,920.00 11,499.993.03

100.261

5,013,050.00(47,425.00)140,000.002.7999.313

4,965,625.00 29,555.552.82

98.481

1,969,620.00 10,020.0095,000.004.8298.982

1,979,640.00 27,972.224.80

98.767

1,975,340.00(21,100.00)90,000.004.5697.712

1,954,240.00 26,500.004.61

105.420

3,162,600.00(162,600.00)146,250.004.62100.000

3,000,000.00 73,125.004.88

DESCRIPTIONUNITS

5,000,000.000 GENERAL ELEC CAP CORP MTN2.8000% DUE 01/15/07

CUSIP # 36962GF41 ISSUED 01/13/04

2,000,000.000 BELL ATLANTIC FINL SVCS INC M/T/N7.6000% DUE 03/15/07

CUSIP # 07785HCZ9 ISSUED 03/28/00

3,000,000.000 AMERICAN GEN FIN CORP M/T/N5.3750% DUE 09/01/09

CUSIP # 02635PRS4 ISSUED 08/27/02

3,500,000.000 BEAR STEARNS COS INC SR NT7.2500% DUE 10/15/06

CUSIP # 073902AY4 ISSUED 10/11/96

2,000,000.000 GENWORTH FINL INC4.7500% DUE 06/15/09

CUSIP # 37247DAD8 ISSUED 06/15/04


FINANCE & INSUR CORPORATE BONDS2,000,000.000 ABBOTT LABS DEB

5.3750% DUE 05/15/09CUSIP # 002824ARI ISSUED 05/12/06

PAGE 8



INVESTMENT HOLDINGS

UNITS DESCRIPTION

46,300,000.000 TOTAL FINANCE « INSUR CORPORATE BONDS

1,800,000.000 SLM CORP MEDIUM TERM NTS BOOK4.0000% DUE 01/15/09

CUSIP # 78442FBK3 ISSUED 11/12/03

2,000,000.000 LEHMAN BROTHERS HLDGS INC3.9500% DUE 11/10/09

CUSIP # 52517PXT3 ISSUED 10/25/04



(525.00)

161,000.004.7033,094.43

4.70

(43,120.00)

79,000.004.0030,941.66

4.09

21,275.00

103,125.004.2621,770.83

4.22

(43,074.00)

72,000.004.0115,199.99

4.11

(33,120.00)

213,750.004.7727,312.48

4.80

(170,505.00)

219,375.004.7266,421. 85

4.90

(1,060,988.37)

2,151,500.004.59575,850.89

4.70

13,640.00

105,000.005.2611,375.00

5.23

(235,755.00)

225,000.004.7615,624.99

5.01

11,160.00

115,000.005.7147,916.66

5.68UNIT VALUE TOTAL VALUEBOOK/MARKET

BOOK MARKET

97.793

3,422,755.0097.778

3,422,230.00

98.713

1,974,260.0096.557

1,931,140.00

96.878

2,421,950.0097.729

2,443,225.00

99.786

1,796,148.0097.393

1,753,074.00

99.611

4,482,495.0098.875

4,449,375.00

103.347

4,650,615.0099.558

4,480,110.00

46,883,098.00

45,822,109.63

99.739

1,994,780.00100.421

2,008,420.00

105.077

4,728,465.0099.838

4,492,710.00

100.665

2,013,300.00101.223

2,024,460.00

02/22/06

COCA COLA ENTERPRISES INC5.7500% DUE 11/01/08

CUSIP # 191219BFO ISSUED 11/02/98

CITIGROUP INC

5.0000% DUE 03/06/07CUSIP # 172967BK6 ISSUED 03/06/02

BONDSCISCO SYS INC

5.2500% DUE 02/22/11CUSIP # 17275RAB8 ISSUED

3,500,000.000 JPMORGAN CHASE & CO4.6000% DUE 01/17/11

CUSIP # 46625HDD9 ISSUED 09/22/05

2,500,000.000 MERRILL LYNCH & CO INC M/T/N4.1250% DUE 01/15/09

CUSIP # 59018YSK8 ISSUED 12/04/03

4,500,000.000 WAL-MART STORES INC4.7500% DUE 08/15/10

CUSIP # 931142CA9 ISSUED 08/15/05

4,500,000.000 WELLS FARGO FINL INC4.8750% DUE 06/12/07

CUSIP # 94975CAK3 ISSUED 06/12/02

2,000,000.000

4,500,000.000

INDUSTRIAL CORPORATE2,000,000.000

PAGE 9


UNITSDESCRIPTION

3,000,000.000

GANNETT CO INC

5.5000% DUE 04/01/07CUSIP # 364725AB7ISSUED 03/14/02

3,000,000.000

HOME DEPOT INC4.6250% DUE 08/15/10CUSIP # 437076AM4

ISSUED 08/11/05

2,250,000.000

MORGAN STANLEY3.8750% DUE 01/15/09CUSIP # 61746BALO

ISSUED 01/13/04

2,500,000.000

PITNEY BOWES CR CORP5.7500% DUE 08/15/08CUSIP # 724477AR5

ISSUED 08/22/01

2,500,000.000

UNITED TECHNOLOGIES CORP4.3750% DUE 05/01/10CUSIP # 913017BG3

ISSUED 04/29/05

3,500,000.000

WORLD SVGS BK FSB OAKLAND4.1250% DUE 12/15/09CUSIP # 98151GAA3

ISSUED 12/08/04

25,250,000.000

TOTAL INDUSTRIAL CORPORATE BONDS

OIL & COAL CORPORATE BONDS

2,250,000.000CHEVRONTEXACO CAP CO

3.5000% DUE 09/17/07CUSIP # 166760AA6ISSUED 09/10/02

2,250,000.000

TOTAL OIL & COAL CORPORATE BONDS

96,800,000.000

TOTAL CORPORATE BONDS

INVESTMENT HOLDINGS


BOOK MARKET

105.427

3,162,810.0099.832

2,994,960.00

97.885

2,936,550.0098.133

2,943,990.00

99.160

2,231,100.0097.319

2,189,677.50

100.694

2,517,350.00100.968

2,524,200.00

98.294

2,457,350.0097.664

2,441,600.00

99.769

3,491,915.0097.098

3,398,430.00

25,533,620.00

25,018,447.50

101.152

2,275,920.0098.447

2,215,057.50

2,275,920.002,215,057.50

97,561,421.3295,783,599.63




(167,850.00)

165,000.005.2282,500.00

5.51

7,440.00

138,750.004.72

17,729.16

4.71

(41,422.50)

87,187.503.9118,406.24

3.98

6,850.00

143,750.005.71

18,368.055.69

(15,750.00)

109,375.004.4545,572.90

4.48

(93,485.00)

144,375.004.1342,510.41

4.25

(515,172.50)

1,233,437.504.83300,003.41

4.93

(60,862.50)

78,750.003.46

3,062.50

3.56

(60,862.50)

78,750.003.463,062.50

3.56

(1,777,821. 69)

4,389,662.504.501,029,754.11

4.58

PAGE 10


INVESTMENT HOLDINGS


UNITS DESCRIPTION UNIT VALUE

BOOK/MARKET


UNREALIZED


YLD AT

BK/MKT

GOVERNMENT BONDSU S TREASURIES

1,889,085.000

12,000,000.000

6,800,000.000

5,000,000.000

10,000,000.000

1,750,000.000

10,150,000.000

2,500,000.000

50,089,085.000

U S TREASURY NOTES TRSY INFL INDX PRIC3.6250% DUE 01/15/08

ORIGINAL FACE 1,500,000.000CUSIP # 9128273T7 ISSUED 01/15/98


2.6250% DUE 11/15/06CUSIP # 912828BP4 ISSUED 11/17/03


CUSIP # 912828EJ5 ISSUED 10/15/05


CUSIP # 912828DX5 ISSUED 06/15/05


3.1250% DUE 05/15/07CUSIP # 912828CG3 ISSUED 05/17/04


CUSIP # 912828EV8 ISSUED 02/15/06


CUSIP # 912828CR9 ISSUED 08/16/04


4.7500% DUE 03/31/11CUSIP # 912828FA3 ISSUED 03/31/06


101.384 1,915,237.73100.801

1,904,212.79

100.063

12,007,500.0099.723

11,966,760.00

98.750

6,714,968.7598.758

6,715,544.00

99.145

4,957,226.5696.793

4,839,650.00

100.016

10,001, 562.4998.859

9,885,937.50

99.313

1,737,968.7599.645

1,743,787.50

98.437

9,991,378.9198.125

9,959,687.50

99.016

2,475,390.63100.613

2,515,325.00

49,801,233.82

49,530,904.29(11,024.94)

(40,740.00)

575.25

(117,576.56)

(115,624.99)

5,818.75

(31,691.41)

39,934.37

(270,329.53)

68,479.33 3.58

14,514.643.60

315,000.00

2.62118,980.96

2.63

289,000.00

4.30133,445.31

4.30

181,250.00

3.6653,483.60

3.75

312,500.00

3.12118,036.60

3.16

78,750.00

4.5310,057.74

4.52

279,125.00

2.79

35,649.032.80

118,750.00

4.8049,694.28

4.72

1,642,854.33

3.30533,862.16

3.32

PAGE 11


UNITSDESCRIPTION

U S AGENCIES

3,000,000.000FEDERAL NATL MTG ASSN

4.2500% DUE 05/15/09CUSIP # 31359MVEOISSUED OS/21/04

3,500,000.000

FEDERAL NATL MTG ASSN4.1250% DUE 05/15/10CUSIP # 31359MC92

ISSUED OS/27/05

1,240,000.000

FEDERAL NATL MTG ASSN4.8750% DUE 08/27/07CUSIP # 31359MJ20

ISSUED 02/23/06

13,000,000.000

FEDERAL NATL MTG ASSN2.6250% DUE 11/15/06CUSIP # 31359MTN3

ISSUED 10/24/03

12,000,000.000

FEDERAL FARM CR BKS CONS

2.3750% DUE 10/02/06CUSIP # 31331TGN5ISSUED 10/01/03

10,000,000.000

FEDERAL HOME LN MTG CORP DEB2.8750% DUE 12/15/06CUSIP # 3134A4CR3

ISSUED 11/14/03

3,250,000.000

FEDERAL HOME LN BKS DEB4.1250% DUE 08/13/10CUSIP # 3133X06Q7

ISSUED 07/24/03

3,000,000.000

FEDERAL HOME LN MTG CORP

4.0000% DUE 12/15/09CUSIP # 3134A4UW2ISSUED 12/03/04

1,050,000.000

FEDERAL NATL MTG ASSN MEDIUM3.6000% DUE 03/03/09CUSIP # 3136F5DZ1

ISSUED 03/03/04

2,500,000.000

FEDERAL HOME LN BKS DEB4.2500% DUE 05/15/09CUSIP # 3133X7SH8

ISSUED 06/25/04


INVESTMENT

HOLDINGS

UNIT VALUE

TOTAL VALUEUNREALIZEDEST ANNUAL INC/YLD ATBOOK/MARKET


97.540

2,926,210.00 25,977.50127,500.004.3698.406

2,952,187.50 48,166.654.32

100.336

3,511,749.50(100,343.25)144,375.004.1197.469

3,411,406.25 54,541.664.23

99.288

1,231,166.87 5,733.1360,450.004.9199.750

1,236,900.00 5,709.164.89

100.420

13,054,600.00(95,225.00)341,250.002.6199.688

12,959,375.00 128,916.582.63

99.342

11,921,040.00 78,960.00285,000.002.39100.000

12,000,000.00 141,708.242.38

100.953

10,095,300.00(145,300.00)287,500.002.8599.500

9,950,000.00 84,652.702.89

97.567

3,170,930.75(15,383.87)134,062.504.2397.094

3,155,546.88 17,130.204.25

100.050

3,001,488.00(83,988.00)120,000.004.0097.250

2,917,500.00 35,333.314.11

96.577

1,014,058.50 4,113.3837,800.003.7396.969

1,018,171. 88 2,940.003.71

97.291

2,432,275.00 23,975.00106,250.004.3798.250

2,456,250.00 40,138.884.33

PAGE 12


INVESTMENT HOLDINGS



BOOK MARKET

98.105

8,829,450.0098.625

8,876,250.00

97.899

11,512,904.7698.656

11,601,975.00

98.672

5,225,584.8398.794

5,232,029.71

99.335

10,430,133.0099.469

10,444,218.75

101.102

2,846,007.46100.250

2,822,035.14

98.654

17,757,720.0097.313

17,516,250.00

98.510

2,265,732.3097.813

2,249,687.50

100.594

2,968,042.46101.276

2,988,185.99

411,600.00 3.5881,176.58

3.55

238,315.00

4.5619,859.68

4.55

485,625.00

4.6653,958.24

4.65

154,824.92

5.4412,902.08

5.49

742,500.00

4.18162,937.44

4.24

100,050.00

4.422,501.25

4.45

177,030.00

5.96

14,752.53

5.92

270,000.00

3.3412,750.00

3.43

UNITS

9,000,000.000

11,760,000.000

5,295,921.290

10,500,000.000

2,814,998.490

18,000,000.000

2,300,000.000

2,950,523.730

8,000,000.000

DESCRIPTION

FEDERAL HOME LN BKS DEB4.2500% DUE 09/12/08

CUSIP # 3133XCSA2 ISSUED 08/03/05

FEDERAL NATL MTG ASSN M/T/N3.5000% DUE 07/20/07

CUSIP # 3136F52L4 ISSUED 07/20/04

FEDERAL HOME LN MTG CORP4.5000% DUE 02/15/15

ORIGINAL FACE 5,500,000.000CUSIP # 31395VW54 ISSUED 07/29/05


CUSIP # 3134A4ZU1 ISSUED 01/13/06

FEDERAL HOME LN MTG CORPDUE 10/15/25

ORIGINAL FACE 3,000,000.000CUSIP # 31396GL41 ISSUED 01/01/06


CUSIP # 3134A4VB7 ISSUED 06/21/05

FEDERAL FARM CR BKS CONS4.3500% DUE 09/22/10

CUSIP # 31331VAB2 ISSUED 09/22/05


ORIGINAL FACE 3,000,000.000CUSIP # 31396T3G6 ISSUED 06/01/06

FEDERAL HOME LN BKS3.3750% DUE 09/14/07

CUSIP # 3133X82V3 ISSUED 07/27/04

101.07298.438

8,085,760.007,875,000.00

UNREALIZED

GAIN/ (LOSS)

46,800.00

89,070.24

6,444.88

14,085.75

(23,972.32)

(241,470.00)

(16,044.80)

20,143.53

(210,760.00)


382,500.0020,187.45

YLD AT

BK/MKT

4.334.31

PAGE 13



INVESTMENT HOLDINGS





YLD AT

BK/MKT


CUSIP # 3133MW2K6 ISSUED 02/06/03

101.32899.125

13,679,280.0013,381,875.00

(297,405.00) 388,125.0049,593.74

2.842.90

6,266,595.117 FEDERAL NAT'L MTGE ASSN POOL # 2557514.0000% DUE 05/01/12

ORIGINAL FACE 7,807,010.000CUSIP # 31371MBUO ISSUED 04/01/05

1,381,038.503 FED'L HOME LOAN MTGE CORP GRP # 2891LA5.0000% DUE 06/15/24

ORIGINAL FACE 1,900,000.000CUSIP # 31395JYX8 ISSUED 11/01/04


ORIGINAL FACE 9,220,000.000CUSIP # 31371LZE2 ISSUED 10/01/04


ORIGINAL FACE 5,230,000.000CUSIP # 31371ME45 ISSUED 07/01/05

111,420.00 4.499,284.91

4.61

69,051. 70

5.045,754.28

5.03

250,667.47

4.0620,888.59

4.17

211,872.53

5.0217,656.01

5.05

117,756.00

5.059,812.63

5.03

84,565.74

5.01

7,047.08

5.05

317,426.16

4.4426,452.09

4.61

5,266.45

3,094.85

(64,746.83)

(25,774.25)

(11,344.40)

(175,362.84)

(277,297.53)

2,479,073.212,414,326.38

100.12597.510

99.184 1,369,763.6299.408

1,372,858.47

98.609

6,179,450.2995.811

6,004,087.45

99.656

4,222,878.9399.048

4,197,104.68

99.109

2,334,057.7799.333

2,339,324.22

99.719

1,686,546.2299.048

1,675,201.82

101.453

7,156,400.0497.522

6,879,102.51

FED'L HOME LOAN MTGE CORP GRP # M809704.5000% DUE 05/01/12

ORIGINAL FACE 3,000,000.000CUSIP # 31282SCF7 ISSUED 05/01/05

2,475,978.240


ORIGINAL FACE 12,000,000.000CUSIP # 31371KWA5 ISSUED 11/01/02


ORIGINAL FACE 2,030,000.000CUSIP # 31376KUL8 ISSUED 09/01/05

162,122,733.938 TOTAL U S AGENCIES 161,387,603.51159,926,850.13

(1,460,753.38) 6,157,517.021,086,751. 96

3.823.85

PAGE 14


INVESTMENT HOLDINGS




UNITS

212,211,818.938

309,011,818.938

4,797,206.220

4,797,206.220

313,809,025.158

DESCRIPTION

TOTAL GOVERNMENT BONDS

TOTAL FIXED INCOME INVESTMENTS

TOTAL POOLED FUNDS & MUTUAL FUNDS

TOTAL SHORT TERM INVESTMENTS

TOTAL INVESTMENTS

PAYABLES

RECEIVABLES

CASH

ACCRUED INCOME


1.0001.000


211,188,837.33209,457,754.42

308,750,258.65305,241,354.05

4,797,206.224,797,206.22

4,797,206.224,797,206.22

4,797,206.224,797,206.22

313,547,464.87310,038,560.27

0.000.00

0.000.00

0.000.00

2,677,683.252,677,683.25



(1,731,082.91)

7,800,371.353.691,620,614.12

3.72

(3,508,904.60)

12,190,033.853.952,650,368.23

3.99

0.00

233,144.224.8627,315.02

4.86

0.00

233,144.224.8627,315.02

4.86

0.00

233,144.224.8627,315.02

4.86

(3,508,904.60)

12,423,178.073.962,677,683.25

4.01

TOTAL FUND 316,225,148.12312,716,243.52

(3,508,904.60) 12,423,178.072,677,683.25

PAGE 15

Details for LOS ANGELES COUNTY MTA

STEVE WESTLYCalifornia State Controller

LOCAL AGENCY INVESTMENT FUNDREMITTANCE ADVICE

Page I of 1

Agency Name

Account Number

LOS ANGELES COUNTY MT A

80-19-011

As of 10/13/2006, your Local Agency Investment Fund account has been directly creditedwith the interest earned on your deposits for the quarter ending 09/30/2006.

Earnings Ratio

Interest Rate

Dollar Day Total

Quarter End Principal Balance

Quarterly Interest Earned

http://laif.sco.ca.gov/details.asp?key=l 0 1547

$

$

$

.00013498449593566

4.93%

3,681,355,072.10

40,000,000.00

496,925.86

10/16/2006

Details for PUBLIC TRANSP SERVICE CORP

STEVE WESTLYCalifornia State Controller

LOCAL AGENCY INVESTMENT FUNDREMITTANCE ADVICE

Page I of I

Agency Name

Account Number

PUBLIC TRANSP SERVICE CORP

80-19-013

As of 10/13/2006, your Local Agency Investment Fund account has been directly creditedwith the interest earned on your deposits for the quarter ending 09/30/2006.

Earnings Ratio

Interest Rate

Dollar Day Total

Quarter End Principal Balance

Quarterly Interest Earned

http://laif.sco.ca.gov/details.asp?key=101549

$

$

$

.00013498449593566

4.93%

3,681,355,072.10

40,000,000.00

496,925.86

10/16/2006

ATTACHMENT VI

ATTACHMENT II

TREASURER AND TAX COLLECTORREPORT OF INVESTMENT TRANSACTIONS FOR JULY 2006

COMPLIANCE REPORT

Portfolio Securities Not in Accordance with Treasurer PolicyFor the Month of July 2006

No exceptions noted.

AIT ACHMENT II

TREASURER AND TAX COLLECTORREPORT OF INVESTMENT TRANSACTIONS FOR AUGUST 2006

COMPLIANCE REPORT

Portfolio Securities Not in Accordance with Treasurer PolicyFor the Month of AUQust 2006

No exceptions noted.

Los Angeles County

Metropolitan Transportation Authority

Metro

One Gateway PlazaLos Angeles, CA 90012-2952

213.922.2000 Telmetro.net

ATTACHMENT VI

TREASURER AND TAX COLLECTORREPORT OF INVESTMENT TRANSACTIONS FOR SEPTEMBER 2006

COMPLIANCE REPORTS

At the time of this report, the final September 2006 reports from Los Angeles Countywere unavailable for inclusion.

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