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INFORMATION-InvestmentsCOMPLIANCE STATEMENT The investment portfolio presented in these reports conforms in all respects to the investment policies of the City of Paris, all relevant provisions of the Public Funds Investment Act, and is being managed under the investment strategy developed and approved by the governing board of the City of Paris. W. E. Anderson, Finance Director Date AMHERST SECURITIES GROUP, L.P. PORTFOLIO PERFORMANCE REPORT FOR QUARTER ENDING September 2003 PREPARED FOR GENE ANDERSON CITY OF PARIS Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 Change Stated Purch Purch Remaining Book Book Market Market to Remaining Book Book Market Market Cusip Descdption Quantity Coupon Maturity Date Price Balance Pdce Value PHce Value Market Value Balance Price Value Price Value GeneraIFund Account#t0003135 31309GY91 FNR94-34CU 1,660,00G 6.00% 10/25104 11126/01 104.41 270,289.02 101.59 274,596.75 102.22 276,286.06 (50,855.66) 221,010.19 101.31 223,910.95 102.0000 226,430.40 31392UPB4 FHR2563JA 750,000 6.00% 07115/10 11126/02 103.41 517,930.40 101.86 527,560.66 100.88 622,462.29 (171,631.41 349,846.94 100.63 352,033.48 100.2813 350~830.88 3128HgBX5 FGW00054 11,508,282 6.50% 05/01104 11126/02 105.00 269,247.77 100.53 270,678.14 103.19 277,830.04 (6~457.04 260,401.47 100.53 266,810.75 102.2500 271,373.00 31393GJD7 FHR2542PA 1,000,000 0.00% 03115/06 12/30102 101.78 518,893.63 100.06 521,812.41 100.50 521,488.10 (521,488.10) 173,709.94 100.05 173,791.37 0.0000 0.00; 31371F~/Q2 FN250923 6,400,000 7.00% 00/01104 04/16/03 102.25 172,064.25 102.39 176,177.66 102.00 176,505.54 (63,614.49 110,373.41 102.06 112,649.86 101.3750 111,891.0~ Total: 1,748,425.07 1,770,825.62 1,773,572.03 -1 ,'/73,572.03 1,620,341.90 1,629,351.41 1,458,275.32 b) Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 Pat Mayse Dam Reserve Fund Account #10003101 1,615,788.10 1,652~995.16 1,665,766.46 -1,665,766.46 1,628,212.40 1,668,464,85 1,660,223.07 Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: Septcmber 30, 2003 Water Contract Fund Account #t0003184 Totat: 336,271.67 341,757.27 342,609.27 28,714.51 366,651.72 374,943.25 371,323.78 Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 Total: 504~353.48 515,650.87 516,242.88 -4,079.83 503,708.58 516,780.83 (a) Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 Water & Sewer Revenue Bonds Reserve Fund Series 1992 Account #100030?7 Total: t,248,376.45 1,274,743.65 1,285,606.59 391,702.18 1,649,774,77 1,693,130,81 1~677,308.77 Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 Watenvorks & Sewer System 2000 Construction Fund Account # 70000294 b) Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 Total: 518,893,63 521,812.41 521,488.10 -22,738.10 673,709,94 673,945.37 49a,750.00 Amherst Securities Group Inc. City of Paris Portfolio Performance Report For Quarter Ending: September 30, 2003 (b) Total: 4,270,961,19 4,360,595.57 4,359,432.65 ~11,89g.98 3,879,466.81 3,960,995.20 3,747,532.$? Grand Total; 11,895,230.23 12,100,123.03 12,129,800.04 -5,264,177.96 10,893,508.18 11,099,507,53 9,980,120.47 (b) paid off/matured (c) no cashflows (d) bonds sold out of portfolio as of september 30, 2003 Cusip Description Amherst Securities Group Inc. City of Paris Portfolio Performance Report as of: Stated Quantity Coupon Maturity Se~ember3012003 Sep~$ Sept3 Sept3 Sept3 Sept3 Avg Push Push O~ginal Cuw Remaining Principal Interest To~l Acc~edFME~ BEY Li~ Da~ PHce Co~ Factur Balance Payme~ Payment P&I I~erest PSA ~FMED~FMED GeneralFund 31359GY91 FNR94-34CU 31392UPB4 FHR 2503JA 3128H~BX5 FGW(X)054 31393GJD7 FHR2542 PA 31371FV02 FN 250923 3128XIWT0 FHLMC 1.25% To~lV~td/Avgs: 20,818,282.00 11/26/01 104.406 593,124.26 0.13313867 221,010.19 16,50827 1,187.59 17,695.86 1,105.05 450 2.77 53 11/26/02 103,406 739,594.57 0.46646258 349,846.94 94,57050 2,036.91 96,607.41 1,74923 350 0.77 018 11/26/02 105.000 293,070.93 0.02306178 265,401.47 1,290.88 1,444.58 2,735.46 1,437.59 - [c 12/30/02 101.781 1,022,243.06 0.17370994 173,709.94 122,717.43 1,358.63 124,076.06 796,17 350 1.41 006 04/24/03 ~02.250 258,506.37 0.02043952 110,373.41 25,592.27 793.13 26,385.40 64384 757 1.80 0.49 Pat Mayse Dam Reserve Fund Account # 10003101 31359GY91 FNR94-34CU 365.000 600% 10/25/04 11/26/01 104.406 132,80306 013313867 48,595.61 3,629.83 261.13 3,890.96 242.98 450 2.77 53 31282UYK7 FGM~0714 296,{300 5~00% 04/01/07 04/30102 102.875 301,243.08 0.43374787 125,786.88 11,234.42 570.92 11,805.34 524.11 3.16 1.39 31339DUll9 FHR2412EC 25~,B00 5.50% {32/15/09 02/28/02 103.000 260,405.58 1.00{30 250,0C~.{30 0{30 1,145.83 1,145.83 1,145.63 909 4.44 1.53 36225AV49 GN780635 %627,49§ 6.00% 06/15/09 03/28/02 1040(30 674,416.74 0.21519189 351,849.71 16,186.00 1,840.18 18,026.18 1,759.25 376 3.92 1~78 31282U2S5 FGM 90785 407,000 4.00% 12~1/07 12/23/[32 102734 419,123.80 0.80818636 328,931.85 10,38147 L131.04 11,512.51 1,096.44 2.74 2~96 31294JHY7 FGE00247 250,000 5.50% 10/01/08 12/17/02 104500 261,382.65 0.14127689 35,319.22 2,406.62 17291 2,579.63 161.88 379 2.73 169 31282R2D5 FGMS0772 250,000 4.50% 08/01/09 12/23/02 103.031 258,235~73 0~64055639 160,146.60 10,277.57 639,{39 10,916.66 600.55 1002 2.46 142 31282R3C6 FGM 80795 150,0~0 4.00% 11/01/09 12/23/02 102.500 154,11621 081958551 121,587.83 6,885.51 428.24 7,313.75 405.29 2.99 2.50 31282UZZ3 FGM~{3760 394,597 4.50% 09/01/07 09/24/03 102.563 211,865.54 .52203818 205,994.70 0.00 O.0O 000 772.48 2.82 1.66 Total ¥~d/Avgs: 3,984,08500 4.94% 2,673,591.79 1,628,21240 61,001.42 6,189.34 67,190.76 6,70881 3.29 173 Amherst Securities Group Inc. City of Paris Porffolio Performance Re[tort as of: Stated Purch Cusip Description Quantity Coupon Maturity Date September 3012003 Sep-03 Sep-03 Sep-0$ Sep-03 Sep-03 Avg Purch Original Curr Remaining Principal Interest Total Accrued FMEn BEY Life PHce Cost Factor Balance Payment Payment P&I Interest PSA (~FME~FMED 104.000 399,929.84 0.03507903 150.980.15 8,259.67 1,061.60 9.32127 1,006.53 420 4.09 .08 102734 82,383.06 0.80818636 64.654.91 2,040.58 222.32 2.262,90 215.52 2.75 2.07 106.500 1,331,46094 0.04081333 51.016.66 2,809.92 381.27 3.191 19 361.37 538 2.81 0.94 104.375 104,737.50 1.0000 100,000.00 0.00 0.0O 000 375.00 2.90 3.1 (al 1,813,773.84 366.651.72 13,110.17 1,665.19 14,77536 1,95842 3.34 1.37 Water & Sewer Contingency Fund 36225AP38 GN780442 31341G6T9 FH 256282 313650PL3 FN 124727 313416P69 FH 251345 31282U2S5 FGM 90785 31371LE70 FN 254958 Account# 10003069 5,273.000 8.00% 11/15/06 01/31/O2 104.000 489,9~9.81 0.03507903 184,971.73 10,119,25 1,3CO.61 11.419.86 1,233.14 420 4.09 08 4,581.680 8.25% 02/01/08 12/1Z~2 165.500 138.169.77 001692256 77,533.75 2,30884 66213 2.970.97 533.04 423 3.80 137 1,234.800 800% 03/01/08 12/17/02 107.000 69.553.24 0.03234216 36.636.03 2,485.72 282.81 2,768.53 266.24 466 3.02 1.40 1.253.496 7.25% 05/01/06 12/23/02 163.000 42.621.54 0.01308939 16.407.50 2,682.16 130.89 2.613~05 99.13 423 3.05 078 105,000 4.00% 12/01/07 12/23/o2 162734 110.991.92 0.80818636 84.85957 2,678.26 291.79 2.970.05 28287 275 207 IC0,000 4.50% 09/01/33 09/30/03 104375 104.737.50 1.0000 100,000.00 000 0.00 0.00 375,00 2902 3.11 (al Total Wta/Avgs: 12,547,976.00 6.65% 956,043.79 503,708.58 20,274,23 2,668 23 22.942.46 2,789 42 3.46 1 34 Water & Sewer Revenue Bonds Reserve Fund Series 1992 362026ML6 G21263 31359GY91 FNR 94-34 CU 312912027 Fi-iR 1360 L 313390UH9 FHR 2412 EC 36225AV49 GN780635 31282R3C6 FGM 80795 31282U2S5 FGM 90785 31282R205 FGM 80772 31371LE47 FNCX 4.0 31371LE70 FN 254958 Account# 10003077 628,548 9.50% 09~20/04 03/17/97 105.500 65,860.38 0.00159629 1,00334 177.21 9.35 186.56 794 238 661 .30 280,C00 6.00% 10~25/C4 11/36/01 104.406 100,045.05 0.13313867 37,278,83 2,784.52 200.32 2.984.84 18639 450 2,77 .53 140,000 5.00% 10/15/07 11/02/98 101.406 141,988.19 0.27137843 37,992,98 5,340.85 180.56 6.521.41 158,30 475 4.65 .41 250,000 5.50% 02/15/O9 02/28/02 103000 258,531.25 1.0000 250,0C0,00 0.00 1,145.83 1.145.83 1,145.83 900 444 153 1,110,000 6.00% 06/15/09 03~8/02 104.000 459,974.26 0.21619189 239,97300 11,039.38 1,255.06 12.294.44 1.199.86 376 392 1.78 150.000 4.00% 11/01/09 12/23/02 102.500 153,925.82 0.81058551 121,58783 6,885.51 428.24 7.313.75 40529 3.00 2.52 323.000 4.00% 12)01/07 12/23/02 102.734 332.621.69 0.80818636 261,044.19 8,238.85 897.61 9.136,47 870.15 2.75 207 250.C00 4.50% 0~01/09 12/23/02 103.031 247,034.35 0.64058639 160,146.60 10,277.57 639.09 10,916.66 600.55 1002 2.46 1.42 195.748 4,00% 09~1/33 09/24/03 101.625 199,429.15 1.0000 195,748.00 0.00 0.00 0.00 652.49 3.21 2.46 (a] 2,320.754.42 1,649.774.77 44,743.G0 4,756.C6 49,499.96 6,520.55 3.29 2.10 Amherst Securities Group Inc. City of Paris Portfolio Performance Report as of: Stated Purch Purch Original Cusip Description Quantity Coupon Maturit~ Date Price Cost September 30, 2003 Sed-03 Sep-03 Sep-03 Sep-03 Sep-03 Avg Curr Remaining Principal interest Total Accrued FME[~ BEY Life Factor Balance Payment Payment P&I Interest PSA ~FME0~_,FMED 148,50431 0,03881657 14,450~40 7,166,87 117.09 7,28396 78.27 581 2.46 .11 118,735.05 003507903 40,06180 2,191.66 281.69 2,473.35 267.08 420 4.09 08 3,066,729.17 0.17370994 521,120.82 368,152.29 4,075.88 372,228.17 2,388.51 350 1.41 06 3,333,968.53 575,64262 377,510.82 4,474.66 381,985.48 2,733.86 1.62 .06 Tax & Revenue Certificate of Obligation 2000 Construction Fund Account # 70000138 31393GJD7 FHR 2542 PA 1,000~000 550% 03/15~ 12/30/02 101~781 1,022,24306 {317370994 173,709.94 122,71743 3126XIWT6 FHLMC 1.25% 500,000 1.25% 08/27~4 08/05/03 100031 500,156.26 1.0000 600,C00.00 0.00 To~al Wtd/Avgs: 1,500,000 00 2.35% 1,522,399.31 673,706.94 122,717.43 1,358.63 124,07606 79617 350 1.41 .06 0.00 000 520.83 1.1267 1,358.63 124,07606 1,317.00 1.20 .02 Amherst Securities Group Inc. City of PaHs Portfolio Performance Report as of: Stated Purch Purch Original Cusip Description Quantity Coupon Maturity Data price Cost Tax & Revenue Certificate of Obligation Series 2002 Construction Fund f~70004536 3133T16UI FHR 1620 PN 31393GJD7 FHR 2542 PA 3133MQUW2 FHLB 2.25 31331LMK1 FFCB0 3133MJQV5 FHLB 3 225 31359MKW2 FNMA 3.5 31331L4U9 FFCB 2.75 31359MMU4 FNMA 3~625 3133MTL71 FHLB 2 31331QGN1 FFCB 2.43 September 3012003 Sep-03 Sep-03 Sep-03 Sep-03 Curt Remaining Principal Interest Total Factor Balance Payment Payment P&I 5.010,690,08 3,875.466.81 139,437.36 Sept)3 Avg Accrued FMED BEY Life Interest PSA ~FMED~FMED 817.38 17,53731 73378 1,358.63 124,076.06 796.17 507 1.86 0.36 350 1,41 0.06 1.67 1.56 1.77 10.226.01 149.66337 10,935.07 1.63 .02 (b} paid off/matured (c) no cashflow (d) sold as of 9~30~3 P&I reflects september payment Grand Total Wtd/Avgs: 58.225.957,00 4.32% 21,037,917 20 10,893.508.18 1,039.474.68 38,158~96 1,077,63364 39,210.85 2.23 .72