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HomeMy WebLinkAbout07 QUARTERLY INVESTMENT REPORTGmw9M@„ MEETING DATE: TO: FROM: SUBJECT: SUMMARY: AGENDA REPORT DECEMBER 6, 2016 JEFFREY C. PARKER, CITY MANAGER SEAN THAN, ACTING FINANCE DIRECTOR Agenda Item Reviewed: City Manager Finance Director flia QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN AND THE SUCCESSOR AGENCY FOR THE TUSTIN COMMUNITY REDEVELOPMENT AGENCY Government Code Section 53646 requires that the Treasurer make an Investment Report to the City Council at least quarterly showing balances by authorized investment and certifying its compliance with the adopted Investment Policy. RECOMMENDATION: Receive and file. DISCUSSION: In compliance with Government Code Section 53646, the attached Investment Report reporting cash and investments for the City of Tustin and the Successor Agency for the Tustin Community Redevelopment Agency for the quarter ending September 30, 2016 is rendered. The City's total cash and investments as of September 30, 2016 were $179 million, a decrease of $8 million from June 30, 2016 total cash and investments of $187 million. The decrease in cash and investments of $8 million is primarily due to the $15 million payment to the Tustin Unified School District for school facilities. The weighted average portfolio yield of as of September 30, 2016 was 0.97%, two basis points below the weighted average portfolio yield of 0.99% as of June 30, 2016. The weighted average days to maturity of 441 as of September 30, 2016 and 456 days as of June 30, 2016. The primary reason for the slight decrease in the weighted average portfolio yield and the decrease in the weighted average days to maturity is due to several federal agency bonds being called during August 2016. The City purchased several federal agencies and certificates of deposits (CDs) during August 2016. Several federal agencies and CDs matured during the quarter. QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN AND THE SUCCESSOR AGENCY FOR THE TUSTIN COMMUNITY REDEVELOPMENT AGENCY December 6, 2016 Page 2 of 2 The investment portfolio is currently laddered to reflect the projected cash flow needs of the City within the next three years for the completion of various capital projects primarily within the Legacy, for water rehabilitation projects, and for funding of the new TUSD school building project. The attached report was produced using the Tracker Portfolio Accounting and Reporting, which the City is utilizing on a subscription basis. The application provides greater efficiency and accuracy in tracking our investment portfolio and improves internal controls, including verification of interest payments. Using the new application, we are able to daily update the data for new purchases, maturities and calls as they occur. The reporting capabilities will provide valuable information for managing the City's portfolio, ensuring safeguarding the prudent investment of City funds. Sean ran Acting Finance Director Attachment: September 30, 2016 Quarterly Investment Report 9f °r 9f0 �/F v 9l /OF/9 W 9f SrOr F/F /t 1 F SrOri� t n F drOr /rt . /O tr FiF V \ r af0 '9 O four, V • Or 1 /J FFO�F/rl 6' 9f Or /O f 9f /O or /r F /S 3t Or /r /r sl I°r /o f F ot or/1 , F/S Sl °r /f Or /O F br /6 Or f/S de, Or /r f fr /1 O 0 0 0 0 0 0 yg� o y4� y4� S / °fi QS f CITY OF TL Monthly Investment September 30, 2016 DIVERSIFICATION Investment Portfolio / Cost Value $179,222,578 Negotiable Corporate Certificate of Bonds Deposit $20,946,773 $14,636,000 -21.69% Municipal Bonds $5,023,858 2.80% deral Agencies US Treasury $40,893,500 $34,466,377 22.82% 19.23% City of Tustin / September 2016 September 2016 Liquid (Daily) $63,256,069 35.29% DIVERSIFICATION Investment Portfolio / Cost Value $195,046,651 Municipal Bonds $5,023,857 2.58% Negotiable Certificate of Deposit $12,896,000 6.61% September 2015 Corporate Bonds $19,453,057 9.97% Federal Agencies $75,502,800 38.71% USTreasury $34,464,268 17.67% :squid (Daily) $47,706,669 24.46% Page 2 of 17 CITY OF TUSTIN Monthly Investment Report September 30, 2016 Liquidity Distribution 60.0% N 50.0% I 40.0% j 30.0% 20.0% 100% S ra I UPTO1 2YEARS 3YEARS 4YEARS SYEARS >SYEARS YEAR ::Uptoiyear 02years U3years ':74years C.5years _>Syears City of Tustin / September 2016 COMPLIANCE Investment Policy Total % Invested Compliance Commercial Notes 515% of total portfolio 11.69% Yes s 5 years remaining maturity n/a Yes Commercial Paper 2925% oftotal portfolio 0.00% Yes 5270days remaining maturity n/a Yes If >_ 15% of total portfolio, weighted avg must be 5 90 days n/a Yes Municipal Bonds 15% of total portfolio 2.80% Yes 55%in one issuer 2.23% Yes US Agency Bonds / Notes 2975% of total portfolio 22.82% Yes < 5 years remaining maturity n/a Yes US Treasury 55 years remaining maturity n/a Yes Certificate of Deposit - Negotiable <30% of total portfolio 8.17% Yes 55 years maturity n/a Yes 75% of Fiscal Year General Fund Budgeted Expenditures 51 year 178.30% Yes Commerdal Paper and Commercial Notes 5 5% of total portfolio in one issuer 3.35% Yes Page 3 of 17 OF TUSTIN Monthly Investment Report September 30, 2076 COMPLIANCE Investment Policy / Corporate Bonds Corporate Bonds are required, at Settlement Date, to have a "A" rating from one of the three rating agencies. Toyota Motor Credit Berkshire Hathaway Royal Bank of Canada Royal Bank of Canada BUT Corporation UBS AG London John Deere Capital Corporation Wal-Mart Stores Inc. Johnson &Johnson Microsoft Corporation Toyota Motor Credit Bank of Nova Scotia American Honda Finance Microsoft Corporation City of Tustin / September 2016 CUSIP Face Amount 89233P5S1 2,000,000 084670BD9 4,000,000 7801OUD20 1,000,000 78011DAC8 1,000,000 05531FAM5 1,000,000 H7210WAAO 1,000,000 24422ESB6 2,125,000 931142DF7 1,000,000 478160BGB 2,000,000 594918AV6 1,000,000 89236TBP9 1,000,000 064159GWO 1,500,000 0266SWAUS 1,000,000 594918BG8 1.000.000 LU,bZ1,000 Rating Settlement Date AA- AA Aa3 AAA A2 AAA A2 AA AAA AAA A Aa2 Al AAA Compliance Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Page 4 of 17 Current Rating Moody's 5&P Fitch Aa3 AA- A Aa2 AA A+ Aa3 AA- NR Aaa NR NR A2 A- A+ Aaa NR AAA A2 A NR Aa2 AA AA Aaa AAA AAA Aaa AAA AA+ Aa3 AA- A Aa3 A+ NR Al A+ NR Aaa AAA AA+ Compliance Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Page 4 of 17 CITY OF TUSTIN Monthly Investment Report September 30, 2016 Cash and Investments / Summary [t] Description I Limits Dally - Limit: Investment Portfolio [6] Reconciled I Bank of America Account. General Checking Orange County Investment Pool LAIF I Local Agency Investment Fund Performance Measurement Restricted / Un -Restricted Funds [21 [31 141 151 Face Amount YTM@Cost CreditRating Cost Value*Accrued Market Value Shares Interest 115,661,000.00 1.17 115,966,508.85 116,176,392.78 0.25 N/A 7,905,895.75 7,905,895.75 0.76 [71 10,503,592.33 10,503,592.33 0.63 N/A 44,846,580.88 44,846,580.88 63,256,068.96 63,256,068.96 Investment Portfolio TOTAL 179,222,577.81 179,432,461.74 Weighted Average Days to Maturity 441 Weighted Average Yield 0.97% Benchmark/Treasury 2 Year 0.80% UN -RESTRICTED General Fund cash balance as of 9/30/16 (unaudited) 26,899,161.92 SEMI -RESTRICTED Cash Balance as of 9/30/16 (unaudited) 56,764,313.55 Capital Projects, Proceeds from Land Sales, Backbone Infrastructure RESTRICTED Cash balances as of 9/30/16 (un -audited) 90,521,410.37 Water, Special Revenue Funds, Community Facility Districts, Bond Proceeds Total 174,184,885.84 Successor Agency Community Redevelopment Agency / Cash & Investments Total 5,037,691.97 City of Tustin /September 2016 Page 5 of 17 CITY OF TUSTIN Monthly Investment Report September 30, 2016 Restricted Deposits with Fiscal Agents I11 121 131 141 151 Description I Limits Face Amount YTM@Cost Credit Rating Cost Value + Accrued Market Value Shares Interest 2010 RDA Housing Tax Allocation Bonds 1,828,867.14 N/A 1,828,867.14 1,828,867.14 2010 RDA Tax Allocation Bonds 2,829,429.91 N/A 2,829,429.91 2,829,429.91 2011 Water Revenue Bonds 1,763,982.93 N/A 1,763,982.93 1,763,982.93 2012 Water Revenue Bonds - Refunding 14.54 N/A 14.54 14.54 2013 Water Revenue Bonds 0.00 N/A 0.00 0.00 CFD 04-1 1,076,392.69 N/A 1,076,392.69 1,076,392.69 CFD 06.1 9,567,952.09 N/A 9,567,952.09 9,567,952.09 CFD 07.1 3,210,305.31 N/A 3,210,305.31 3,210,305.31 CFD 14-1 29,699,488.15 N/A 29,699,488.15 29,699,488.15 49,976,432.76 49,976,432.76 49,976,432.76 Restricted Deposits with Fiscal Agents TOTAL City of Tustin /September 2016 49,976,432.76 49,976,432.76 Page 6 of 17 OF TUSTIN Monthly Investment Report September 30, 2018 Footnotes (1) DESCRIPTION-LIMIT5 reflects the various authorized investments as documented in the most current adopted investment policy and the allowable percentage of total portfolio per investment type. (2) FACE AMOUNT/SHARES is the full value of the security before any discount or premium is paid at purchase. (3) CREDIT RATING is the highest ratings from Standards & Poor's, Moody's or IDC Publishing Inc for bank ratings. IDC ratings are 1(lowest) to 300 (highest). (4) COST VALUE + ACCRUED INTEREST is the original amount paid, including premiums/dismounts, and purchased accrued interest. Amortization of discount/premium booked annually or when investment is sold/called/or matures. (5) MARKET VALUE is the price at which similar securities are currently trading. Current market values are provided by Bank of America and the State Treasurer's Office on all securities or deposits held in safekeeping for the City and the Successor Agency for the Tustin Community Redevelopment Agency. Market value differences are only booked at year end. (6) EARNINGS ALLOWANCE on compensating bank balances to offset bank activity charges. Allowance is included in the Average Yield calculation. The cash balances include amounts "swept" from account for overnight investments. (7) ORANGE COUNTY INVESTMENT POOL rating is AAAm. Orange County Treasury Extended Fund is not rated by sponsor's choice. (8) Investments and earnings on monies held by fiscal agents generally are limited as to type and yield by the bond documents. We certify that this report reflects all City of Tustin and the Successor Agency for the Tustin Community Redevelopment Agency (SATCRA) pooled investments. The investments represented in this report are in conformity with the current adopted investment policy of the City of Tustin. The market values represented in this report are provided by the Custodian Bank and Trustees currently holding securities for the City of Tustin and SATCRA. The investment program herein shown provides sufficient cash flow liquidity to meet the next twelve (12) months estimated expenditures. This statement is prepared in conformance with Section 53646 of the Government Code. aig Shimomura, Chair City of Tustin Audit Commission City of Tustin /September 2016 Page 7 of 17 CITY OF TUSTIN Monthly Investment Report September 30, 2076 Compliance / Investment Policy Description I Limits z y Restricted Cash with Fiscal Agents' Investment Portfolio TOTAL 49,976,432.76 49,976,432.76 229,199,010.57 229,408,894.50 ' Cash with Fiscal Agents are the Reserve and Construction Funds, held by Trustees for various City and RDA Bond Issues. Investment options are limited to those specifically permitted by bond documents. City of Tustin /September 2016 Page 8 of 17 Face Amount Maximum Maturity- Allowable Total Cost Value + Accrued Market Value Shares Years Portfolio of Percentage of Interest Portfolio Portfolio US Treasury 34,500,000.00 5 No Limit 19.23% 34,466,377.32 34,546,169.50 US Agency 40,900,000.00 5 75% 22.82% 40,893,500.48 40,936,040.05 Municipal Bonds 5,000,000.00 5 15% 2.80% 5,023,857.78 5,064,330.00 Commercial Paper 0.00 5 15% 0.00% 0.00 0.00 Certificate of Deposit/Negotiable 14,636,000.00 N/A 30% 8.17% 14,636,000.00 14,846,985.35 Corporate Bonds 20,625,000.00 5 15% 11.69% 20,946,773.27 20,782,867.88 Cash N/A N/A N/A 4.41% 7,905,895.75 7,905,895.75 Orange County Investment Pool N/A N/A N/A 5.86% 10,503,592.33 10,503,592.33 LAW I Local Government lnvestnen Pool N/A N/A N/A 25.02% 44,846,580.88 44,846,580.88 100.00% 179,222,577.81 179,432,461.74 Restricted Cash with Fiscal Agents' Investment Portfolio TOTAL 49,976,432.76 49,976,432.76 229,199,010.57 229,408,894.50 ' Cash with Fiscal Agents are the Reserve and Construction Funds, held by Trustees for various City and RDA Bond Issues. Investment options are limited to those specifically permitted by bond documents. City of Tustin /September 2016 Page 8 of 17 City of Tustin Compliance Report - Investment Policy Report Format: By Transaction Group By: Asset Class Portfolio/Report Group: All Portfolios As of 9/30/2016 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Accrued Interest Cost Price Market Value Portfolio > Liquid Assets Local Agency Investment Fund LGIP0936 1 N/A 6/30/2015 0.634 NR NR 43,799,339.38 43,799,339.38 100 43,799,339.38 24.46 LGIP Bank of America - Checking MM MM0220 1 N/A 6/30/2015 0.250 NR NR 7,905,895.75 7,905,895.75 100 7,905,895.75 4.41 Orange County Investment Pool LGIP91-E 1 N/A 6/30/2015 0.763 NR NR 10,503,592.33 10,503,592.33 100 10,503,592.33 5.87 LGIP Local Agency Investment Fund LGIP0002 1 N/A 6/30/2015 0.634 NR NR 1,047,241.50 1,047,241.50 100 1,047,241.50 0.58 LGIP Sub Total / Average 1 0.607 63,256,068.96 63,256,068.96 100 63,256,068.96 35.32 Certificate of Deposit - Negotiable 30% Great Southern Bank 1 2/28/2017 39120VRK2 151 2/28/2017 8/28/2014 1.000 NR NR 248,000.00 248,000.00 100 248,422.84 0.14 Barclays Bank 1.05 06740KGEI 200 4/18/2017 4/15/2014 1.050 NR NR 248,000.00 248,000.00 100 248,740.03 0.14 4/18/2017 Provident Bank 743837BN5 325 8/21/2017 8/21/2014 1.050 NR NR 248,000.00 248,000.00 100 248,817.41 0.14 1.05 8/21/2017 Spring Bank Bronx NY 18/22/2017 849430AC7 326 8/22/2017 8/22/2014 1.000 NR NR 248,000.00 248,000.00 100 248,814.68 0.14 First Bank IL 1.1 319141CG0 332 8/28/2017 8/27/2014 1.100 NR NR 248,000.00 248,000.00 100 248,831.54 0.14 8/28/2017 Homebanc Naional 43738AFQ4 332 8/28/2017 8/27/2014 1.100 NR NR 248,000.00 248,000.00 100 248,829.81 0.14 1.1 8/28/2017 Synovus Bank GA B7164DFK1 333 8/29/2017 8/29/2014 1.150 NR NR 248,000.00 248,000.00 100 248,943.64 0.14 1.15 8/29/2017 Highland Bank MN 429882EK5 333 8/29/2017 8/29/2014 1.050 NR NR 248,000.00 248,000.00 100 248,828.82 0.14 1.05 8/29/2017 Wex Bank 1.05 11/ 11/20/2017 92937CDC9 416 11/20/2017 11/20/2015 1.050 NR NR 249,000.00 249,000.00 100 250,177.27 0.14 Investors Bank N7 1 46176PEF8 416 11/20/2017 5/20/2015 1.000 NR NR 248,000.00 248,000.00 100 249,005.89 0.14 11/20/2017 Traditions Bank AL 89269CBJ0 475 1/18/2018 7/18/2014 1.200 NR NR 248,000.00 248,000.00 100 249,236.28 0.14 1.2 1/18/2018 596689EA3 497 2/9/2018 7/9/2014 1.250 NR NR 248,000.00 248,000.00 100 249,418.06 0.14 Page 9 of 17 Bank North Carolina NC 1.2 10/16/2018 06414QWZ8 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + 100 % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Accrued Interest Cost Price Market Value Portfolio Middleton 100 254,009.29 0.14 Metro 2Bank GA 1 1/17//2019 0 59161TAJ6 839 1/17/2019 8/17/2016 1.000 NR NR 248,000.00 Community Bank 248,000.00 100 248,059.27 0.14 First Service Bank 1 33640VBQO 872 2/19/2019 8/17/2016 1.000 NR WI 1.25 2/9/2018 248,000.00 248,000.00 100 248,014.63 0.14 2/19/2019 Compass Bank AL 1.25 5/21/2018 20451PKX3 598 5/21/2018 5/20/2015 1.250 NR NR 248,000.00 248,000.00 100 249,450.06 0.14 Marlin Business 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 248,014.63 0.14 First Bank MS 1.5 2/28/2019 Bank UT 1.45 57116AJE9 633 6/25/2018 12/23/2014 1.450 NR NR 248,000.00 248,000.00 248,000.00 100 250,338.89 0.14 6/25/2018 First South Bank NC 1.45 2/28/2019 33650QAH9 881 2/28/2019 8/28/2015 1.450 NR NR 248,000.00 248,000.00 100 Security Federal 0.14 HSBC Bank Var. Bank 1.25 81423LBWI 654 7/16/2018 10/14/2015 1.250 NR NR 249,000.00 4/29/2014 249,000.00 100 249,054.53 0.14 7/16/2018-16 248,000.00 100 245,569.60 0.14 4/25/2019 Third Federal First Capital Bank VA 1.5 5/28/2019 31944FBH2 970 5/28/2019 1/28/2015 Savings 1.25 88413QAZ1 682 8/13/2018 2/13/2015 1.250 NR NR 248,000.00 248,000.00 100 251,652.30 0.14 8/13/2018 5/28/2015 1.450 NR NR 248,000.00 248,000.00 100 251,785.22 0.14 Synchrony Bank UT (GE) 2 5/30/2019 Everbank 972 5/30/2019 5/30/2014 2.000 NR NR 248,000.00 248,000.00 100 254,107.74 Jacksonville FL 1.45 29976DZX1 683 8/14/2018 8/14/2015 1.450 NR NR 248,000.00 248,000.00 248,000.00 100 251,507.46 0.14 8/14/2018 0.14 American Express 1.95 7/10/2019 02587CAC4 1013 7/10/2019 7/10/2014 1.950 NR NR 248,000.00 248,000.00 Ally Bank1.6 100 254,153.62 0.14 10/15/20188 02006LU50 745 10/15/2018 10/15/2015 1.600 NR NR 248,000.00 248,000.00 100 251,640.39 0.14 Bank North Carolina NC 1.2 10/16/2018 06414QWZ8 746 10/16/2018 10/16/2015 1.200 NR NR 249,000.00 249,000.00 100 252,781.07 0.14 Sallie Mae Bank UT 2.15 10/30/2018 795450RA5 760 10/30/2018 10/30/2013 2.150 NR NR 248,000.00 248,000.00 100 254,009.29 0.14 Metro 2Bank GA 1 1/17//2019 0 59161TAJ6 839 1/17/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 248,059.27 0.14 First Service Bank 1 33640VBQO 872 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 248,014.63 0.14 2/19/2019 Farm Bureau Bank 1 2/19/2019 307660KIS 872 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 248,014.63 0.14 First Bank MS 1.5 2/28/2019 319234A)9 881 2/28/2019 6/30/2015 1.500 NR NR 248,000.00 248,000.00 100 251,641.38 0.14 First South Bank NC 1.45 2/28/2019 33650QAH9 881 2/28/2019 8/28/2015 1.450 NR NR 248,000.00 248,000.00 100 253,118.97 0.14 HSBC Bank Var. Negotiable CD 40434AJV2 937 4/25/2019 4/29/2014 1.260 NR NR 248,000.00 248,000.00 100 245,569.60 0.14 4/25/2019 First Capital Bank VA 1.5 5/28/2019 31944FBH2 970 5/28/2019 1/28/2015 1.500 NR NR 248,000.00 248,000.00 100 254,287.30 0.14 First Business Bank WI 1.45 5/28/2019 31938QL69 970 5/28/2019 5/28/2015 1.450 NR NR 248,000.00 248,000.00 100 251,785.22 0.14 Synchrony Bank UT (GE) 2 5/30/2019 3616OKL60 972 5/30/2019 5/30/2014 2.000 NR NR 248,000.00 248,000.00 100 254,107.74 0.14 Discover Bank 2 7/9/2019 2546712E9 1012 7/9/2019 7/9/2014 2.000 NR NR 248,000.00 248,000.00 100 254,144.45 0.14 American Express 1.95 7/10/2019 02587CAC4 1013 7/10/2019 7/10/2014 1.950 NR NR 248,000.00 248,000.00 100 254,153.62 0.14 Page 10 of 17 Description CUSIP/Ticker Days To Maturity Maturity Date Settlement Date YTM @ Cost Credit Rating 1 Credit Rating 2 Face Amount/Shares Cost Value + Accrued Interest Cost Price Market Value % of Portfolio Bridgewater Bank 108622EE7 1029 7/26/2019 1/27/2015 1.550 NR NR 248,000.00 248,000.00 100 254,892.66 0.14 MN 1.55 7/26/2019 Connectone Bank 1.55 7/29/2019 20786ABA2 1032 7/29/2019 1/28/2015 1.550 NR NR 248,000.00 248,000.00 100 254,913.74 0.14 Investors Bank WI 1.7 8/14/2019 46147UQR4 1048 8/14/2019 8/14/2015 1.700 NR NR 248,000.00 248,000.00 100 254,966.07 0.14 Medallion Bank UT 1.2 8/19/2019 58403B4W3 1053 8/19/2019 8/19/2016 1.200 NR NR 248,000.00 248,000.00 100 247,941.22 0.14 FNB of Mcgregor TX 1.1 8/19/2019 32112UCD1 1053 8/19/2019 8/18/2016 1.100 NR NR 248,000.00 248,000.00 100 247,941.97 0.14 Merrick Bank UT 1.55 10/9/2019 590133KA6 1104 10/9/2019 10/9/2015 1.550 NR NR 249,000.00 249,000.00 100 255,871.90 0.14 Capital One 2 11/5/2019 140420QN3 1131 11/5/2019 11/5/2014 2.000 NR NR 248,000.00 248,000.00 100 255,290.46 0.14 City Bank UT 2.15 11/5/2019 17284C2R4 1131 11/5/2019 11/5/2014 2.150 NR NR 248,000.00 248,000.00 100 256,034.21 0.14 American Express 2.2 11/29/2019 02587DWK0 1155 11/29/2019 11/28/2014 2.200 NR NR 248,000.00 248,000.00 100 255,391.14 0.14 First Source Bank 1.75 12/30/2019 33646CFE9 1186 12/30/2019 6/30/2015 1.750 NR NR 248,000.00 248,000.00 - 100 253,591.41 0.14 GE 6/20lBank 1.8 1/ 1/16/20220 36162PF56 1203 1/16/2020 1/16/2015 1.800 NR NR 248,000.00 248,000.00 100 256,272.54 0.14 Peoples United Bank 1.85 71270QLM6 1208 1/21/2020 1/21/2015 1.850 NR NR 248,000.00 248,000.00 100 256,276.26 0.14 1/21/2020 Bank of Georgetown DC 06424XBT8 1217 1/30/2020 1/30/2015 1.650 NR NR 248,000.00 248,000.00 100 256,328.58 0.14 1.65 1/30/2020 Private Bank IL 1.8 1/30/2020 74267GUW5 1217 1/30/2020 1/30/2015 1.800 NR NR 248,000.00 248,000.00 100 256,221.94 0.14 Machias Savings Bank 1.65 2/6/2020 554479DSI 1224 2/6/2020 2/6/2015 1.650 NR NR 248,000.00 248,000.00 100 256,346.94 0.14 Signature BK of Arkansas 1.15 82669LGH0 1236 2/18/2020 8/18/2016 1.150 NR NR 248,000.00 248,000.00 100 247,944.20 0.14 2/18/2020 Beneficial Bank 1.3 3/9/2020 08173QBN5 1256 3/9/2020 3/9/2016 1.300 NR NR 248,000.00 248,000.00 100 253,651.92 0.14 Goldman Sachs Bank 1.95 381481MV0 1258 3/11/2020 3/11/2015 1.950 NR NR 248,000.00 248,000.00 100 254,325.49 0.14 3/11/2020 Comenity Cap Bank UT 2.15 6/29/2020 20033ALD6 1368 6/29/2020 6/29/2015 2.150 NR NR 248,000.00 248,000.00 100 255,684.53 0.14 Bankof Deerfield 1.15 7//27/2020 061785DP3 1396 7/27/2020 8/26/2016 1.150 NR NR 248,000.00 248,000.00 100 247,866.82 0.14 Capital One 2.3 14042E5MB 1412 8/12/2020 8/12/2015 2.300 NR NR 248,000.00 248,000.00 100 257,551.22 0.14 8/12/2020 Page 11 of 17 Page 12 of 17 Days To Maturity Settlement YTM0 Credit Credit Face Cost Value+ %of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Accrued Interest Cost Price Market Value Portfolio BMW Bank UT 2.25 055BOACSI 1421 8/21/2020 8/21/2015 2.250 NR NR 248,000.00 248,000.00 100 257,574.29 0.14 8/21/2020 Apex Bank 1.25 2/17/2021 03753XAEO 1601 2/17/2021 8/17/2016 1.250 NR NR 248,000.00 248,000.00 100 247,719.26 0.14 National Cooperative Bank 635573AHI 1621 3/9/2021 3/9/2016 1.500 NR NR 248,000.00 248,000.00 100 254,030.62 0.14 1.5 3/9/2021 Bankof [he Pacific 1.25 5//24/2021 06425BCK3 1697 5/24/2021 8/24/2016 1.250 NR NR 248,000.00 248,000.00 100 247,785.48 0.14 Commercial Bank Alma Mi 1.4 201282HD5 1781 8/16/2021 8/16/2016 1.400 NR NR 248,000.00 248,000.00 100 247,706.12 0.14 8/16/2021 JPMorgan Chase Bank NA 1.65 48126XAHS 1781 8/16/2021 8/16/2016 1.650 NR NR 248,000.00 248,000.00 100 247,709.34 0.14 8/16/2021 Enerbank USA 1.45 29266N3H8 1791 8/26/2021 8/26/2016 1.450 NR NR 248,000.00 248,000.00 100 247,757.95 0.14 8/26/2021 Sub Total / Average 957 1.474 14,636,000.00 14,636,000.00 100 14,846,985.35 8.17 Corporate Bonds 15% Toyota Motor 2.05 89233PSSI 104 1/12/2017 8/21/2014 0.885 Moodys- S&P-AA- 2,000,000.00 2,059,441.67 102.75 2,004,302.00 1.15 1/12/2017 Aa3 Berkshire Hathaway 084670BD9 123 1/31/2017 6/5/2014 0.815 Moodys- S&P-AA 4,000,000.00 4,139,988.89 102.84 4,012,412.00 2.30 1.9 1/31/2017 Aa2 UBS AG London Bond 2.25 H7210WAAO 181 3/30/2017 7/13/2015 0.887 Moodys- y NR 1,000,000.00 1,029,557.50 102.312 3,004,830.00 0.57 3/30/2017 Aaa Royal Bank 1.25 7801OUD20 259 6/16/2017 6/16/2014 1.178 Moodys- S&P-AA- 1,000,000.00 1,002,100.00 100.21 1,000,388.00 0.56 6/16/2017 Aa3 BB&T 1.45 05531FAM5 469 1/12/2018 2/18/2015 1.451 Moodys- S&P-A- 1,000,000.00 1,001,430.00 99.998 1,002,514.00 0.56 1/12/2018-17 A2 Deere John 1.3 24422ES66 528 3/12/2018 2/9/2015 1.166 Moodys- S&P-A 2,125,000.00 2,144,865.21 100.404 2,127,930.38 1.19 3/12/2018 A2 Wal-Mart Stores Inc 931142DF7 558 4/11/2018 11/28/2014 1.346 Moodys- S&P-AA 1,000,000.00 994,208.75 99.274 1,002,146.00 0.55 1.125 4/11/2018 Aa2 Royal Bank 1.2 78011DAC8 7199/19/2018 6/8/2015 1.144 Moodys- NR 1,000,000.00 1,004,433.33 100.18 999,570.00 0.56 9/19/2018 Aaa Johnson & Johnson Note 1.65 478160BG8 796 12/5/2018 8/17/2015 1.271 Moodys- S&P-AAA 21000,000.00 2,031,000.00 101.22 2,022,934.00 1.13 12/5/2018 Aaa Microsoft Carp 594918AV6 797 12/6/2018 5/27/2015 1.148 Moodys- S&P-AAA 1,000,000.00 1,024,138.75 101.642 1,012,234.00 0.57 1.625 12/6/2018 Aaa Toyota Motor 2.125 89236TBP9 1021 7/18/2019 7/22/2014 2.057 Moodys- 5&P-AA- 1,000,000.00 1,003,436.11 100.32 1,018,483.00 0.56 7/18/2019 Aa3 Page 12 of 17 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + /o of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Accrued Interest Cost Price Market Value Portfolio American Honda 02665WAU5 1260 3/13/2020 12/8/2015 2.155 Moodys- S&P -A+ 1,000,000.00 1,004,876.39 99.98 1,021,951.00 0.56 Financial 2.15 Al 3/13/2020 Bank of Nova Scotia 2.35 10/21/2020 064159GWO 1482 10/21/2020 10/21/2015 2.296 Moodys- S&P -A+ 1,500,000.00 1,503,750.00 100.25 1,532,443.50 0.84 Aa3 Microsoft 2 11/3/2020-20 594918BG8 1495 11/3/2020 11/6/2015 1.929 Moodys- S&P -AAA 1,000,000.00 1,003,546.67 100.338 1,020,730.00 0.56 Aaa Sub Total / Average 597 1.295 20,625,000.00 20,946,773.27 101.216132 20,782,867.88 11.66 Municipal Securities 15% / 5% California 5T 1.25 11/1/2017 13063CPN4 397 11/1/2017 12/9/2014 1.150 Moodys- S&P -AA- 2,000,000.00 2,006,632.22 100.283 2,004,800.00 1.12 Aa3 Fresno County Pension 2.488 358266CQ5 1049 8/15/2019 9/8/2015 2.288 NR S&P -AA- 1,000,000.00 1,007,845.56 100.75 1,025,690.00 0.56 8/15/2019 California ST 1.8 4/1/2020 13063CSQ4 1279 4/1/2020 4/29/2015 1.700 Moodys- S&P -AA- 2,000,000.00 2,009,380.00 100.469 2,033,840.00 1.12 Aa3 Sub Total/ Average 881 1.599 5,000,000.00 5,023,857.78 100.451092 5,064,330.00 2.80 US Agency Bonds / Notes 75% FHLB 0.4 10/28/2016-16 3130A6MW4 28 10/28/2016 10/28/2015 0.400 Moodys- S&P -AA+ 1,000,000.00 1,000,000.00 100 1,000,053.00 0.56 Aaa FHLB 0.55 12/16/20/2016 3130A5UB3 77 12/16/2016 6/30/2015 0.550 Moodys- 5&P -AA+ 2,000,000.00 2,000,000.00 100 2,000,728.00 1.12 Aaa FHLMC 0.78 3134G5VG7 90 12/29/2016 12/29/2014 0.780 Moodys- S&P -AA+ 2,000,000.00 2,000,000.00 100 2,002,414.00 1.12 12/29/2016 Aaa FHLMC 0.7 12/30/2016 3134G5AQ8 91 12/30/2016 6/30/2014 0.700 Moodys- S&P -AA+ 2,000,000.00 2,000,000.00 100 2,000,940.00 1.12 Aaa FHLB 0.75 3/30/2017 3130A3ML5 181 3/30/2017 12/30/2014 0.750 Moodys- 5&P -AA+ 2,000,000.00 2,000,000.00 100 2,001,814.00 1.12 Aaa FFCB 0.6 3133EEZR4 203 4/21/2017 4/29/2015 0.605 Moodys- 5&P -AA+ 2,000,000.00 2,000,066.67 99.99 2,001,256.00 1.12 4/21/2017 Aaa FFCB 1.11 2/20/2018 3133EEQMS 508 2/20/2018 2/20/2015 1.110 Moodys- S&P -AA+ 2,000,000.00 2,000,000.00 100 2,007,172.00 1.12 Aaa FNMA 1.05 3136GIDGI 515 2/27/2018 7/1/2014 1.232 Moodys- 5&P -AA+ 2,000,000.00 1,994,233.33 99.35 2,006,266.00 1.11 2/27/2018 Aaa FFCB 1 5/21/2018 3133EEM98 598 5/21/2018 5/21/2015 1.010 Moodys 5&P -AA+ 1,000,000.00 999,700.00 99.97 1,002,147.00 0.56 FHLMC 1 5/23/2018-16 3134G74Z1 600 5/23/2018 11/23/2015 1.172 Moodys- S&P -AA+ 1,000,000.00 995,780.00 99.578 1,000,002.00 0.56 Aaa FHLB 1.125 9/14/2018 3130A6AE7 714 9/14/2016 9/18/2015 1.179 Moodys- 5&P -AA+ 2,000,000.00 1,999,362.50 99.84 2,008,752.00 1.12 Aaa 3133EFBQ9 882 3/1/2019 9/1/2015 1.370 S&P -AA+ 2,000,000.00 2,000,000.00 100 2,000,024.00 1.12 Page 13 of 17 Days Ta Maturity Settlement YTM @ Credit Credit Face Cost Value + % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Accrued Interest Cost Price Market Value Portfolio FFCB 1.37 Moodys- 3/1/2019-16 Aaa FHLMC 1.2 3134G9DK0 958 5/16/2019 5/16/2016 1.200 Moodys- S&P -AA+ 1,000,000.00 1,000,000.00 100 1,000,734,00 0.56 5/16/2019-17 Aaa FNMA 1.1 3136G32A2 1057 8/23/2019 8/30/2016 1.100 Moodys- S&P -AA+ 5,000,000.00 5,000,000.00 100 4,995,175.00 2.79 8/23/2019-17 Aaa FFCB 1 3133EFH59 1249 3/2/2020 3/2/2016 1.380 Moodys- S&P -AA+ 2,000,000.00 2,000,000.00 100 2,001,800.00 1.12 3/2/2020-20-17 Aaa FNMA 1.75 3136G2KT3 1334 5/26/2020 5/26/2015 1.750 Moodys- S&P -AA+ 2,000,000.00 2,000,000.00 100 2,008,382.00 1.12 5/26/2020-17 Aaa FHLB Step 3130A6RE9 1522 11/30/2020 11/30/2015 1.793 Moodys- S&P -AA+ 1,000,000.00 1,000,000.00 100 1,001,018.00 0.56 11/30/2020-16 Aaa FHLB 1.375 3130A7CV5 1602 2/18/2021 4/4/2016 1.328 Moodys- S&P -AA+ 1,000,000.00 1,003,956.94 100.22 1,006,070.00 0.56 2/18/2021 Aaa FNMA Step 3136G3AY1 1627 3/15/2021 3/15/2016 2.004 Moodys- S&P -AA+ 2,000,000.00 2,000,000.00 100 2,001,822.00 1.12 3/15/2021-17 Aaa FHLB Step 3/15/2021-16 3130A7EG6 1627 3/15/2021 3/15/2016 2.216 Moodys- Aaa S&P -AA+ 1,500,000.00 1,500,000.00 100 1,500,417.00 0.84 FHLMC Step 3134G8NQ8 1635 3/23/2021 4/4/2016 2.169 Moodys- S&P -AA+ 1,050,000.00 1,050,401.04 100 1,050,052.50 0.59 3/23/2021-16 Aaa FHLMC Step 3134G8NV7 1642 3/30/2021 3/30/2016 2.118 Moodys- S&P -AA+ 1,500,000.00 1,500,000.00 100 1,500,040.50 0.84 3/30/2021-16 Aaa FNMA 1.4 5/25/2021-17 3136G3U94 1698 5/25/2021 8/25/2016 1.400 Moodys- Aaa S&P -AA+ 1,850,000.00 1,850,000.00 100 1,838,961.05 1.03 Sub Total/ 863 1.237 40,900,000.00 40,893,500.48 99.954484 40,936,040.05 22.83 Average US Treasury Securites 0% T -Note 0.625 912828WF3 46 11/15/2016 5/13/2014 0.631 Moodys- S&P -AA+ 3,000,000.00 3,008,802.66 99.984375 3,001,524.00 1.67 11/15/2016 Aaa T -Note 0.625 912828874 138 2/15/2017 2/12/2015 0.650 Moodys- S&P -AA+ 2,000,000.00 2,005,148.10 99.95 2,001,940.00 1.12 2/15/2017 Aaa T -Note 0.625 91282BB74 138 2/15/2017 11/6/2014 0.643 Moodys- S&P -AA+ 5,000,000.00 5,005,048.23 99.96 5,004,850.00 2.79 2/15/2017 Aaa T -Note 0.5 91282SK66 212 4/30/2017 5/14/2015 0.550 Moodys- S&P -AA+ 2,000,000.00 1,998,431.21 99.902539 1,999,558.00 1.12 4/30/2017 Aaa T -Note 0.5 912828TG5 304 7/31/2017 7/31/2012 0.584 Moodys- S&P -AA+ 5,000,000.00 4,979,333.35 99.566667 4,995,310.00 2.78 7/31/2017 Aaa T -Note 19/15/2017 91282BD98 350 9/15/2017 9/16/2014 1.056 Moodys S&P -AA+ 2,000,000.00 1,996,774.00 99.835938 2,006,172.00 1.11 T -Note 0.75 912828TWO 396 10/31/2017 7/14/2014 1.050 Moodys- S&P -AA+ 3,000,000.00 2,975,523.10 99.03125 3,002,109.00 1.66 10/31/2017 Aaa T -Note 0.75 91282SUES 457 12/31/2017 12/7/2015 1.025 Moodys- S&P -AA+ 1,000,000.00 997,650.87 99.439 1,000,430.00 0.56 12/31/2017 Aaa Page 14 of 17 Page 15 of 17 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Accrued Interest Cost Price Market Value Portfolio T -Note 0.875 912828U)7 488 1/31/2018 11/25/2014 1.035 Moodys- S&P -AA+ 2,000,000.00 1,995,563.86 99.5 2,004,218.00 1.11 1/31/2018 Aaa T -Note 1 5/31/2018 912828VE7 608 5/31/2018 4/29/2015 0.915 Moodys S&P -AA+ 2,500,000.00 2,516,747.50 100.257812 2,509,862.50 1.40 T -Note 0.875 7/15/2018 912828XK1 653 7/15/2018 8/28/2015 0.963 Moodys- S&P -AA+ 5,000,000.00 4,992,730.98 99.75 5,009,180.00 2.79 Aaa T -Note 0.875 10/15/2018 912828L81 74510/15/2018 11/4/2015 1.075 Moodys- S&P -AA+ 1,000,000.00 994,696.89 99.421875 1,001,641.00 0.56 Aaa T -Note 1.25 12/15/2018 912828N22 80612/15/2018 12/22/2015 1.261 Moodys- 5&P -AA+ 1,000,000.00 999,926.57 99.96875 1,009,375.00 0.56 Aaa Sub Total/ Average 368 0.818 34,500,000.00 34,466,377.32 99.751122 34,546,169.50 19.22 Total / Average 441 0.970 178,917,068.96 179,222,577.81 100.09618 179,432,461.74 100 Page 15 of 17 City of Tustin Monthly Investment Transactions Portfolio/Report Group: All Portfolios From 6/30/2016 To 9/30/2016 YTM @ Trade Settlement Maturity Face Description CUSIP/Ticker Portfolio Name Cost Date Date Date Amount/Shares Principal Price Interest/Dividends Total BUY Metro City Bank GA 1 1/17/2019 59161TA16 City of Tustin - Fixed Income 1.000 8/5/2016 8/17/2016 1/17/2019 248,000.00 248,000.00 100 0.00 248,000.00 Farm Bureau Bank 1 2/19/2019 307660K18 City of Tustin - 1.000 8/5/2016 8/17/2016 2/19/2019 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income First Service Bank 1 2/19/2019 33640VBQO City of Tustin - Fixed Income 1.000 8/5/2016 8/17/2016 2/19/2019 248,000.00 248,000.00 100 0.00 248,000.00 Medallion Bank UT 1.2 8/19/2019 58403B4W3 City of Tustin - 1.200 8/5/2016 8/19/2016 8/19/2019 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income INS FNB of Mc9re9or TX 1.1 019 32112UCD1 City of Tustin - Fixed Income 1.100 8/5/2016 8/18/2016 8/19/2019 248,000.00 248,000.00 100 0.00 248,000.00 FNMA 1.18/23/2019-17 3136G32A2 City of Tustin - 1.100 8/5/2016 8/30/2016 8/23/2019 5,000,000.00 5,000,000.00 100 0.00 5,000,000.00 Fixed Income Signature of Arkansas 1.15 2/18/202020 82669LGHO City of Tustin - 1.150 8/5/2016 8/18/2016 2/18/2020 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income Bank of Deerfield 1.15 7/27/2020 061785DP3 City of Tustin - 1.150 8/5/2016 8/26/2016 7/27/2020 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income Apex Bank 1.25 2/17/2021 03753XAEO City of Tustin - 1.250 8/5/2016 8/17/2016 2/17/2021 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income Bank 0 Bank of the Pacific 1.25 021 06425BCK3 City of Tustin - 1.250 8/5/2016 8/24/2016 5/24/2021 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income FNMA 1.4 5/25/2021-17 3136G3U94 City of Tustin - 1.400 8/5/2016 8/25/2016 5/25/2021 1,850,000.00 1,850,000.00 100 0.00 1,850,000.00 Fixed Income ].Morgan Chase Bank NA 1.65 8/16/2021 48126XAH8 City of Tustin - 1.650 8/5/2016 8/16/2016 8/16/2021 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income Commercial Bank Alma Mi 1.4 8/16/2021 201282HD5 City of Tustin - 1.400 8/5/2016 8/16/2016 8/16/2021 248,000.00 248,000.00 100 0.00 248,000.00 Fixed Income EnerbankUSA 1.45 8/26/2021 8/26/202 29266N3118 City of Tustin - Fixed Income 1.450 8/5/2016 8/26/2016 8/26/2021 248,000.00 248,000.00 100 0.00 248,000.00 Sub Total / Average 9,826,000.00 9,826,000.00 0.00 9,826,000.00 CALLED FFCe 0.875 7/27/2017-16 3133EELS7 City of Tustin - Fixed 0.000 8/25/2016 8/25/2016 7/27/2017 1,000,000.00 1,000,000.00 0 680.56 1,000,680.56 Income FHLB 1 1/29/2018-16 3130A5UN7 City of Tustin - 0.000 7/29/2016 7/29/2016 1/29/2018 1,000,000.00 1,000,000.00 0 0.00 1,000,000.00 Fixed Income FHLB 1.1 2/26/2018-16 3130A6822 City of Tustin - 0.000 8/26/2016 8/26/2016 2/26/2018 2,000,000.00 2,000,000.00 0 0.00 2,000,000.00 Fixed Income 94986TNE3 0.000 8/28/2016 8/28/2016 8/29/2018 248,000.00 248,000.00 0 0.00 248,000.00 Page 16 of 17 Page 17 of 17 YTM @ Trade Settlement Maturity Face Description CUSIP/Ticker Portfolio Name Cost Date Date Date Amount/Shares Principal Price Interest/Dividends Total Wells Fargo 1.4 8/29/2018- City of Tustin - 16 Fixed Income FNMA 1.57 1/9/2020-14 3135GOTB9 City of Tustin - 0.000 7/9/2016 7/9/2016 1/9/2020 1,000,000.00 1,000,000.00 0 0.00 1,000,000.00 Fixed Income FNMA 1.75 11/25/2020-16 3135GOG56 City of Tustin - 0.000 8/25/2016 8/25/2016 11/25/2020 1,000,000.00 995,000.00 0 4,375.00 999,375.00 Fixed Income FNMA 1.75 11/25/2020-16 3135GOG56 City of Tustin - 0.000 8/25/2016 8/25/2016 11/25/2020 2,000,000.00 1,993,000.00 0 8,750.00 2,001,750.00 Fixed Income Sub Total / Average 8,248,000.00 8,236,000.00 13,805.56 8,249,805.56 MATURED First National Bank AK 0.65 32114LAG4 City of Tustin - 0.000 8/1/2016 8/1/2016 8/1/2016 248,000.00 248,000.00 0 0.00 248,000.00 8/1/2016 Fixed Income TCF National Bank 0.7 872278GD2 City of Tustin - 0.000 8/1/2016 8/1/2016 8/1/2016 248,000.00 248,000.00 0 0.00 248,000.00 8/1/2016 Fixed Income Enerbank USA 0.65 29266NA80 City of Tustin - 0.000 8/1/2016 8/1/2016 8/1/2016 248,000.00 248,000.00 0 0.00 248,000.00 8/1/2016 Fixed Income Talmer Bank and Trust MI 87482VAA3 City Tustin - 0.000 8/8/2016 8/8/2016 8/8/2016 248,000.00 248,000.00 0 0.00 248,000.00 0.7 8/8/2016 Fixed Income I Berkshire Hathaway 0.95 8/15/2016 084664BXB City of Tustin - 0.000 8/15/2016 8/15/2016 8/15/2016 2,000,000.00 2,000,000.00 0 0.00 2,000,000.00 Fixed Income Flushing Bank NY 0.7 8/15/2016 34387AA78 City Tustin - 0.000 8/15/2016 8/15/2016 8/15/2016 248,000.00 248,000.00 0 0.00 248,000.00 I Fixed Income FHLB 2 9/9/2016 313370TW8 City of Tustin - 0.000 9/9/2016 9/9/2016 9/9/2016 4,000,000.00 4,000,000.00 0 0.00 4,000,000.00 Fixed Income Sub Total / Average 7,240,000.00 7,240,000.00 0.00 7,240,000.00 Page 17 of 17