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HomeMy WebLinkAbout04 QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN & THE SUCCESSOR AGENCY FOR THE TUSTIN COMMUNITY REDEVELOPMENT AGENCYAgenda Item 4 Reviewed: REPORT City Manager AGENDA Finance Dir ftor Z�A 4, MEETING DATE: AUGUST 15, 2017 TO: JEFFREY C. PARKER, CITY MANAGER FROM: JOHN A. BUCHANAN, ACTING FINANCE DIRECTOR JENNY LEISZ, DEPUTY DIRECTOR - FINANCIAL SERVICES SUBJECT: QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN AND THE SUCCESSOR AGENCY FOR THE TUSTIN COMMUNITY REDEVELOPMENT AGENCY SUMMARY: 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 June 30, 2017 is rendered. The City's total cash and investments as of June 30, 2017 were $227 million, an increase of $40 million from June 30, 2016 total cash and investments of $187 million. The increase in cash and investments of $40 million is primarily due to the following significant one-time inflows, which were offset by outflows for various budgeted construction projects, including infrastructure at the Legacy development: • $23.5 million — profit participation payment received in May 2017, from Cal Atlantic Homes for residential housing sales in the Greenwood development at Tustin Legacy. QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN AND THE SUCCESSOR AGENCY FOR THE TUSTIN COMMUNITY REDEVELOPMENT AGENCY August 15, 2017 Page 2 of 2 • $25 million —land sale proceeds received in June 2017, from Flight Venture LLC for the purchase of 39 acres at Tustin Legacy. The average cash balance for fiscal year 2016-17 was $185 million with an average weighted portfolio yield of 1.07% and average weighted days to maturity of 471 days. The average cash balance for fiscal year 2015-16 was $191 million with an average weighted portfolio yield of 0.96% and average weighted days to maturity of 673 days. The decrease in the weighted average maturity was primarily caused by the decision to increase liquidity in the portfolio (higher balances in Local Agency Investment Fund (LAIF) and California Asset Management Program (CAMP)). This was due to planned outflows in the near term for the new TUSD school building project ($40 million) and various capital projects primarily within the Legacy development. The City's five-year cash flow forecast was reviewed with management to project potential long-term cash balances and anticipated needs for the City. We continue to maintain highly liquid balances to accommodate major budgeted expenditures over the next one to two years. Interest earnings on a cash basis for fiscal year 2016-17 were $1.5 million, a $300 thousand decrease in interest earnings from fiscal year 2015-16. Fiscal year 2015-16 interest earnings were $1.8 million. The lower average cash balances and decrease in weighted average maturity over the past year have contributed to the decrease in interest earnings. The average weighted portfolio yield was up slightly (0.11 %) due to the continued rising interest rate environment. The portfolio continues to meet the City's Investment Policy criteria to maximize the economic status of the City while protecting idle cash. The investment portfolio is currently laddered to reflect the projected cash flow needs of the City for the completion of various capital projects primarily within the Legacy and for funding for the new TUSD school building project. �ohkuchanan Acting Finance Director Jenny eisz Deputy Director - Financial Services Attachment: June 30, 2017 Quarterly Investment Report 646 Iry 10 00.0 t, 4wig rl dk �'1 41 CCC 0 At Treasurer's Quarterly Investment Report June 30, 2017 900.0000 800.0000 700.0000 600.0000 500.0000 400.0000 300.0000 200.0000 100.0000 a a a h h eo e (0 e 'y O O O O O O O O O tiO O O O ti ti ti ti ti ti ti ti ti ti ti ti o\ O\ o\ o � titi 3 � o titi 3 � �, titi 3 e 1.50% 1.40% 1.30% 1.20% 1.10% 1.00% 0.90% 0.80% 0.70% 0.60% 0.50% 0.40% 0.30% 0.20% 0.10% otia otia Ola oyh oyh Otis Otih Otis Oti0 Otis Otis OtiA OtiA ISI �\10\ti �\�ti\tip\�ti\ti o\�o\ti \�o\ti \N\ti4^11 ti 411 �\''o\ti IV\,, lb ' b\�o\ti —4'—City of Tustin --*—US Treasury / 2yr -4—LAIF Yield (%) CITY OF TUSTIN Monthly Investment Report June 30, 2017 DIVERSIFICATION Investment Portfolio / Cost Value $226,866,566 Federal Agencies $57,914,575 25.53% US Treasury $27,456,885 12.10% DIVERSIFICATION Investment Portfolio / Cost Value $186,971,240 Negotiable Corporate Certificate of Bonds Deposit $22,965,232 Municipal $13,148,000 12.28% Bonds 7.03% $5,023,858 2.69% Liquid (Daily) 4:$65,187,003 Federal 34.86% Agencies $46,180,770 24.70% US Treasury $34,466,377 18.43% City of Tustin / June 2017 2 of 18 Corporate Negotiable Bonds Certificate of $17,759,213 Deposit 7.83% $27,282,516 Municipal Bonds 12.03% $8,071,862 3.56% Liquid (Daily) $88,381,516 38.96% Federal Agencies $57,914,575 25.53% US Treasury $27,456,885 12.10% DIVERSIFICATION Investment Portfolio / Cost Value $186,971,240 Negotiable Corporate Certificate of Bonds Deposit $22,965,232 Municipal $13,148,000 12.28% Bonds 7.03% $5,023,858 2.69% Liquid (Daily) 4:$65,187,003 Federal 34.86% Agencies $46,180,770 24.70% US Treasury $34,466,377 18.43% City of Tustin / June 2017 2 of 18 CITY OF TUSTIN Monthly Investment Report June 30, 2017 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.00% UP TO 1 2 YEARS 3 YEARS 4 YEARS 5 YEARS > 5 YEARS YEAR Liquidity Distribution O Up to l year 02 years ®3 years E44 years Et 5 years M> 5 years COMPLIANCE Investment Policy Total % Invested Compliance Commercial Notes <_ 15% of total portfolio 7.83% Yes <_ 5 years remaining maturity n/a Yes Commercial Paper <_ 25% of total portfolio 0.00% Yes <_ 270 days remaining maturity n/a Yes If >_ 15% of total portfolio, weighted avg must be <_ 90 days n/a Yes Municipal Bonds <_ 15% of total portfolio 3.56% Yes <_ 5% in one issuer 1.76% Yes US Agency Bonds / Notes <_ 75% of total portfolio 25.53% Yes <_ 5 years remaining maturity n/a Yes US Treasury <_ 5 years remaining maturity n/a Yes Certificate of Deposit - Negotiable <_ 30% of total portfolio 12.03% Yes Limitationsturity <_ 5 years maturity n/a Yes >_ 75% of Fiscal Year General Fund Budgeted Expenditures <_ 1 year 222.28% Yes Commercial Paper and Commercial Notes <_ 5% of total portfolio in one issuer 2.64% Yes City of Tustin / June 2017 3 of 18 CITY OF TUSTIN Monthly Investment Report June 30, 2017 COMPLIANCE Investment Policy/ Corporate Bonds Corporate Bonds are required, at Settlement Date, to have an "A" rating from one of the three rating agencies. American Honda Finance Apple Inc. Apple Inc. Bank of Nova Scotia Barclays Bank PLC BB&T Corporation John Deere Capital Corporation Johnson &Johnson Microsoft Corporation Microsoft Corporation Royal Bank of Canada Toyota Motor Credit Wal-Mart Stores Inc. CUSIP Face Amount 0266SWAU5 037833BS8 037833CQ1 064159GW0 06741VUWO 05531FAM5 24422ESB6 478160BG8 594918AV6 594918BG8 78011DAC8 89236TBP9 931142DF7 1,000,000 2,000,000 2,000,000 1,500,000 1,000,000 1,000,000 2,125,000 2,000,000 1,000,000 1,000,000 1,000,000 1,000,000 9 nnn nnn 17,625,000 Rating Settlement Date Al AA+ AA+ Aa2 Al A2 A2 AAA AAA AAA AAA A AA Compliance Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes City of Tustin / June 2017 4 of 18 Current Rating Moody's S&P Fitch Al A+ NR Aa1 AA+ NR Aa1 AA+ NR Al A+ AA- AI A- A+ A2 A- A+ A2 A A Aaa AAA AAA Aaa AAA AA+ Aaa AAA AA+ Aaa NR AAA Aa3 AA- A Aa2 AA AA Compliance Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes Yes City of Tustin / June 2017 4 of 18 CITY OF TUSTIN ' Monthly Investment Report June 30, 2017 Cash and Investments / Summary [1] Description / Limits [2] Face Amount Shares YTM@Cost [3] Credit Rating [41 Cost Value + Accrued Interest 161 Market Value Investment Portfolio 138,308,000.00 1.51 138,485,050.68 137,946,125.85 Daily - Limit: [6] Reconciled I Bank of America Account - General Checking 0.25 N/A 28,518,872.17 28,518,872.17 Orange County Investment Pool 1.06 [7] 10,566,247.62 10,566,247.62 LAIF / Local Agency Investment Fund 0.98 N/A 25,774,392.05 25,774,392.05 California Asset Mangagement Program (CAMP) 1.05 AAAm 23,522,003.68 23,522,003.68 88,381,515.52 88,381,515.52 Performance Measurement Restricted / Un -Restricted Funds UN -RESTRICTED General Fund cash balance as of 06/30/2017 (unaudited) SEMI -RESTRICTED Cash Balance as of 06/30/2017 (unaudited) Capital Projects, Proceeds from Land Sales, Backbone Infrastructure RESTRICTED Cash balances as of 06/30/2017 (un -audited) Successor Agency Community Redevelopment Agency/ Cash & Investments Investment Portfolio TOTAL 226,866,566.20 226,327,641.37 Weighted Average Days to Maturity 528 Weighted Average Yield 1.22% Benchmark / Treasury 2 Year 1.38% 30,368,184.65 100,290,325.21 93,063,840.90 Total 223,722,350.76 Total 3,144,215.44 City of Tustin / June 2017 5 of 18 CITY OF TUSTIN ' Monthly Investment Report June 30, 2017 Restricted Deposits with Fiscal Agents [1] Description / Limits [2] [3] [4] [5] Face Amount YTM@Cost Credit Rating Cost Value + Accrued Market Value Shares Interest 2016 Successor Agency Tax Allocation Bonds, Refunding 68.85 N/A 68.85 68.85 2016 Water Revenue Bonds, Refunding 14,202.72 N/A 14,202.72 14,202.72 2012 Water Revenue Bonds - Refunding 403.61 N/A 403.61 403.61 2013 Water Revenue Bonds 169.42 N/A 169.42 169.42 CFD 04-1 1,066,525.92 N/A 1,066,525.92 1,066,525.92 CFD 06-1 8,422,330.67 N/A 8,422,330.67 8,422,330.67 CFD 07-1 2,899,042.53 N/A 2,899,042.53 2,899,042.53 CFD 14-1 25,930,153.55 N/A 25,930,153.55 25,930,153.55 38,332,897.27 38,332,897.27 38,332,897.27 Restricted Deposits with Fiscal Agents TOTAL 38,332,897.27 38,332,897.27 City of Tustin / June 2017 6 of 18 CITY OF TUSTIN Monthly Investment Report June 30, 2017 Footnotes (1) DESCRIPTION -LIMITS 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/discounts, 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. Certifications 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. R. La re ce Friend, Chair City of Tustin Audit Commission City of Tustin / June 2017 7 of 18 CITY OF TUSTIN Monthly Investment Report June 30, 2017 Compliance / Investment Policy Description / Limits Face Amount Maximum Maturity - Allowable Total Cost Value + Accrued Market Value Shares Years Portion of Percentage of Interest Portfolio Portfolio US Treasury 27,500,000.00 5 No Limit 12.10% 27,456,885.31 27,435,066.50 US Agency 57,900,000.00 5 75% 25.53% 57,914,574.78 57,619,008.35 Municipal Bonds 8,000,000.00 5 15% 3.56% 8,071,861.95 8,019,830.00 Commercial Paper 0.00 5 15% 0.00% 0.00 0.00 Certificate of Deposit / Negotiable 27,283,000.00 N/A 30% 12.03% 27,282,515.89 27,224,120.37 Corporate Bonds 17,625,000.00 5 15% 7.83% 17,759,212.75 17,648,100.63 Cash N/A N/A N/A 12.57% 28,518,872.17 28,518,872.17 Orange County Investment Pool N/A N/A N/A 4.66% 10,566,247.62 10,566,247.62 LAIF / Local Government Investment Pool N/A N/A N/A 11.36% 25,774,392.05 25,774,392.05 California Asset Mangagement Program (CAMP) N/A N/A N/A 10.37% 23,522,003.68 23,522,003.68 100.00% 226,866,566.20 226,327,641.37 Restricted Cash with Fiscal Agents * 38,332,897.27 38,332,897.27 Investment Portfolio TOTAL 265,199,463.47 264,660,538.64 " 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 / June 2017 8 of 18 City of Tustin Compliance Report - Investment Policy Report Format: By Transaction Group By: Asset Class Average By: Cost Value Portfolio / Report Group: All Portfolios As of 6/30/2017 City of Tustin / June 2017 9 of 18 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + Accrued % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Interest Cost Price Market Value Portfolio > Liquid Assets Local Agency Investment Fund LGIP LGIP0936 1 N/A 6/30/2015 0.978 NR NR 24,721,762.84 24,721,762.84 100 24,721,762.84 10.90 California Asset Management Program LGIP CAMP6045 1 N/A 5/10/2017 1.050 NR NR 23,522,003.68 23,522,003.68 100 23,522,003.68 10.37 Bank of America -Checking MM MM0220 1 N/A 6/30/2015 0.250 NR NR 28,518,872.17 28,518,872.17 100 28,518,872.17 12.58 Orange County Investment Pool LGIP LGIP9LE 1 N/A 6/30/2015 1.057 NR NR 10,566,247.62 10,566,247.62 100 10,566,247.62 4.66 Local Agency Investment Fund LGIP LGIP0002 1 N/A 6/30/2015 0.978 NR NR 1,052,629.21 1,052,629.21 100 1,052,629.21 0.46 Sub Total! Average 1 0.772 88,381,615.52 88,381,515.52 100 88,381,515.52 38.98 Certificate of Deposit -Negotiable 30 Provident Bank 1.05 8/21/2017 743837BN5 52 8/21/2017 8/21/2014 1.050 NR NR 248,000.00 248,000.00 100 248,021.08 0.11 Spring Bank Bronx NY 1 8/22/2017 849430AC7 53 8/22/2017 8/22/2014 1.000 NR NR 248,000.00 248,000.00 100 248,021.82 0.11 First Bank IL 1.18/2812017 319141CGO 59 8/28/2017 8/27/2014 1.100 NR NR 248,000.00 248,000.00 100 248,024.80 0.11 Homebanc Naional 1.1 8/28/2017 43738AFQ4 59 8/28/2017 8/27/2014 1.100 NR NR 248,000.00 248,000.00 100 248,025.30 0.11 Synovus Bank GA 1.15 8/29/2017 87164DFK1 60 8/29/2017 8/29/2014 1.150 NR NR 248,000.00 248,000.00 100 248,044.39 0.11 Highland Bank MN 1.05 8/29/2017 429882EK5 60 8/29/2017 8/29/2014 1.050 NR NR 248,000.00 248,000.00 100 248,025.05 0.11 Wex Bank 1.05 11/20/2017 92937CDC9 143 11/20/2017 11/20/2015 1.050 NR NR 249,000.00 249,000.00 100 249,054.78 0.11 Investors Bank NJ 1 11/20/2017 46176PEF8 143 11/20/2017 5/20/2015 1.000 NR NR 248,000.00 248,000.00 100 247,995.78 0.11 Traditions Bank AL 1.2 1/18/2018 89269CBJO 202 1/18/2018 7/18/2014 1.200 NR NR 248,000.00 248,000.00 100 248,009.42 0.11 Middleton Community Bank WI 1.25 596689EA3 224 2/9/2018 7/9/2014 1.250 NR NR 248,000.00 248,000.00 100 248,067.70 0.11 2/9/2018 Compass Bank AL 1.25 5/21/2018 20451PKX3 325 5/21/2018 5/20/2015 1.250 NR NR 248,000.00 248,000.00 100 247,889.64 0.11 Martin Business Bank UT 1.45 57116AJE9 360 6/25/2018 12/23/2014 1.450 NR NR 248,000.00 248,000.00 100 248,259.41 0.11 6/2512018 Third Federal Savings 1.25 8/13/2018 88413QAZ1 409 8/13/2018 2/13/2015 1.250 NR NR 248,000.00 248,000.00 100 248,932.98 0.11 Everbank Jacksonville FL 1.45 P9976DZX1 410 8/14/2018 8/14/2015 1.450 NR NR 248,000.00 248,000.00 100 248,184.26 0.11 8/14/2018 Ally Bank UT 1.6 10/15/2018 02006LUSO 472 10/15/2018 10/15/2015 1.600 NR NR 248,000.00 248,000.00 100 248,831.30 0.11 Bank North Carolina NC 1.2 06414QWZ8 473 10/16/2018 10/16/2015 1.200 NR NR 249,000.00 249,000.00 100 249,900.88 0.11 10/16/2018 Sallie Mae Bank UT 2.15 10/30/2018 795450RA5 487 10/30/2018 10/30/2013 2.150 NR NR 248,000.00 248,000.00 100 250,346.82 0.11 Metro City Bank GA 1 1/17/2019 59161TAJ6 566 1/17/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 246,193.57 0.11 First Service Bank 1 2/19/2019 33640VBQO 599 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 245,915.31 0.11 Farm Bureau Bank 1 2/19/2019 307660KJ8 599 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 246,034.85 0.11 First Bank MS 1.5 2/28/2019 319234AJ9 608 2/28/2019 6/30/2015 1.500 NR NR 248,000.00 248,000.00 100 248,502.94 0.11 First South Bank NC 1.45 2/28/2019 33650QAH9 608 2/28/2019 8/28/2015 1.450 NR NR 248,000.00 248,000.00 100 247,686.53 0.11 HSBC Bank Var. Negotiable CD 40434AJV2 664 4/25/2019 4/29/2014 1.260 NR NR 248,000.00 248,000.00 100 245,346.40 0.11 4/2512019 City of Tustin / June 2017 9 of 18 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 Citizens National Bank of Bluffton 1.55 175144DD3 691 5/22/2019• 5/22/2017 1.550 NR NR 248,000.00 248,000.00 100 247,824.66 0.11 5/22/2019 North American Savings Bank 1.6 5/24/2019 657156EL5 693 5/24/2019 5/24/2017 1.600 NR NR 248,000.00 248,000.00 100 248,050.84 0.11 First Capital Bank VA 1.5 5/28/2019 31944FBH2 697 5/28/2019 1/28/2015 1.500 NR NR 248,000.00 248,000.00 100 250,057.41 0.11 First Business Bank WI 1.45 5/28/2019 31938QL69 697 5/28/2019 5/28/2015 1.450 NR NR 248,000.00 248,000.00 100 247,335.86 0.11 Synchrony Bank UT (GE) 2 5/30/2019 3616OKL60 699 5/30/2019 5/30/2014 2.000 NR NR 248,000.00 248,000.00 100 249,949.78 0.11 Kansas State Bank of Manhattan 1.55 5/31/2019 50116CAZ2 700 5/31/2019 5/31/2017 1.550 NR NR 248,000.00 248,000.00 100 247,793.17 0.11 Discover Bank 2 7/9/2019 2546712E9 739 7/9/2019 7/9/2014 2.000 NR NR 248,000.00 248,000.00 100 249,818.09 0.11 American Express 1.95 7/10/2019 02587CAC4 740 7/10/2019 7/10/2014 1.950 NR NR 248,000.00 248,000.00 100 249,819.33 0.11 SmartBank 1.4 7/19/2019 83172HDJ6 749 7/19/2019 4/19/2017 1.400 NR NR 248,000.00 248,000.00 100 246,872.84 0.11 Bridgewater Bank MN 1.55 7/26/2019 108622EE7 756 7/26/2019 1/27/2015 1.550 NR NR 248,000.00 248,000.00 100 247,602.70 0.11 Connectone Bank 1.55 7/29/2019 20786ABA2 759 7/29/2019 1/28/2015 1.550 NR NR 248,000.00 248,000.00 100 250,296.73 0.11 Investors Bank WI 1.7 8/14/2019 46147UQR4 775 8/14/2019 8/1412015 1.700 NR NR 248,000.00 248,000.00 100 250,294.50 0.11 Medallion Bank UT 1.2 8/19/2019 58403B4W3 780 8/19/2019 8/19/2016 1.200 NR NR 248,000.00 248,000.00 100 245,093.94 0.11 _ FNB of McgregorTX 1.1 8/19/2019 32112UCD1 780 8/19/2019 8/18/2016 1.100 NR NR 248,000.00 248,000.00 100 245,188.67 0.11 Franklin Synergy Bank 1.5 8/23/2019 35471TDH2 784 8/23/2019 5/24/2017 1.500 NR NR 248,000.00 248,000.00 100 247,254.76 0.11 Evegreen Bank Group 1.5 8/28/2019 300185FJ9 789 8/28/2019 2/28/2017 1.500 NR NR 248,000.00 248,000.00 100 247,238.14 0.11 LCA Bank Corporation 1.45 9/3/2019 501798KG6 795 9/3/2019 3/2/2017 1.450 NR NR 248,000.00 248,000.00 100 246,952.45 0.11 Landmark Community Bank 1.45 9/3/2019 51507LBG8 795 9/3/2019 3/3/2017 1.450 NR NR 248,000.00 248,000.00 100 246,953.19 0.11 Buckeye Community Bank 1.4 11815SCW8 798 9/612019 3/6/2017 1.400 NR NR 248,000.00 248,000.00 100 246,675.68 0.11 9/6/2019 Security State Bank 1.5 10/7/2019 81489TAV8 829 10/7/2019 4/7/2017 1.500 NR NR 248,000.00 248,000.00 100 247,093.31 0.11 Merrick Bank UT 1.55 10/9/2019 59013JKA6 831 10/9/2019 10/9/2015 1.550 NR NR 249,000.00 249,000.00 100 251,037.57 0.11 Capital One 211/5/2019 140420QN3 858 11/5/2019 11/5/2014 2.000 NR NR 248,000.00 248,000.00 100 250,348.56 0.11 City Bank UT 2.15 11/5/2019 17284C2R4 858 11/5/2019 11/5/2014 2.150 NR NR 248,000.00 248,000.00 100 250,687.33 0.11 Washington Trust Company 1.65 940637JAO 878 11/25/2019 5/24/2017 1.650 NR NR 248,000.00 248,000.00 100 247,775.56 0.11 11/25/2019 Bank of Hope 1.7 11/26/2019 062683AJ6 879 11/26/2019 5/26/2017 1.700 NR NR 248,000.00 248,000.00 100 248,066.22 0.11 American Express 2.2 11/29/2019 02587DWKO 882 - 11/29/2019 11/28/2014 2.200 NR NR 248,000.00 248,000.00 100 250,396.92 0.11 First Source Bank 1.75 12/30/2019 33646CFE9 913 12/30/2019 6/30/2015 1.750 NR NR 248,000.00 248,000.00 100 248,939.92 0.11 GE Capital Bank 1.8 1/16/2020 36162PFS6 930 1/16/2020 1/16/2015 1.800 NR NR 248,000.00 248,000.00 100 250,946.24 0.11 Peoples United Bank 1.85 1/21/2020 71270QLM6 935 1/21/2020 1/21/2015 1.850 NR NR 248,000.00 248,000.00 100 250,944.50 0.11 Bank of Georgetown DC 1.65 06424XBT8 944 1/30/2020 1/30/2015 1.650 NR NR 248,000.00 248,000.00 100 250,953.93• 0.11 1/3012020 PrivateBank IL 1.8 1/30/2020 74267GUW5 944 1/30/2020 1/30/2015 1.800 NR NR 248,000.00 248,000.00 100 250,883.74 0.11 Machias Savings Bank 1.65 2/6/2020 554479DS1 951 2/6/2020 2/6/2015 1.650 NR NR 248,000.00 248,000.00 100 250,958.89 0.11 Signature BK of Arkansas 1.15 82669LGHO 963 2/18/2020 8/18/2016 1.150 NR NR 248,000.00 248,000.00 100 244,428.80 0.11 2/18/2020 Belmont Savings Bank 1.55 2/24/2020 080515BT5 969 2/24/2020 2/24/2017 1.550 NR NR 248,000.00 248,000.00 100 246,828.20 0.11 Stearns Bank 1.6 2/26/2020 857894TA7 971 2/26/2020 2/24/2017 1.600 NR NR 248,000.00 248,000.00 100 247,141.18 0.11 Berkshire Bank 1.55 2/28/2020 084601GY3 973 2/28/2020 2/28/2017 1.550 NR NR 248,000.00 248,000.00 100 246,812.08 0.11 City of Tustin / June 2017 10 of 18 Cost Value + Accrued Interest Cost Price Days To Maturity Settlement YTM @ Credit Credit Face Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares CrossFirst Bank 1.6 2/28/2020 22766AAX3 973 2/28/2020 2/28/2017 1.600 NR NR 248,000.00 First Western Bank 1.55 2/28/2020 33749VAK4 973 2/28/2020 2/28/2017 1.550 NR NR 248,000.00 Wells Fargo Bank 1.8 3/2/2020 949763FA9 976 3/2/2020 3/1/2017 1.800 NR NR 248,000.00 KeyBank National Association 1.7 49306SXK7 983 3/9/2020 3/8/2017 1.700 NR NR 248,000.00 3/9/2020 100 248,510.38 0.11 248,000.00 100 247,107.94 0.11 Beneficial Bank 1.3 3/9/2020 08173QBN5 983 3/9/2020 3/9/2016 1.300 NR NR 248,000.00 Goldman Sachs Bank 1.95 3/11/2020 38148JMVO 985 3/11/2020 3/11/2015 1.950 NR NR 248,000.00 Northwest Bank(FKA Western Capital 100 247,319.74 0.11 248,000.00 100 243,133.74 0.11 Bank) 1.65 4/13 66736ABB4 1,018 4/13/2020 4/13/2017 1.650 NR NR 248,000.00 East Boston Savings Bank 1.7 27113PBNO 1,018 4/13/2020 4/11/2017 1.700 NR NR 248,000.00 4/13/2020 100 247,091.08 0.11 248,000.00 100 246,605.50 0.11 Mercantile Bank of Michigan 1.65 100 246,571.27 0.11 248,000.00 100 247,349.74 0.11 4/13/2020 58740XYW4 1,018 4/13/2020 4/11/2017 1.650 NR NR 248,000.00 MB Financial Bank 1.65 4/13/2020 55266CUYO 1,018 4/13/2020 4/13/2017 1.650 NR NR 248,000.00 Commerce State Bank 1.65 5/22/2020 20070PJDO 1,057 5/22/2020 5/22/2017 1.650 NR NR 248,000.00 Oriental Bank 1.855/26/2020 68621KAY7 1,061 5/26/2020 5/24/2017 1.850 NR NR 248,000.00 Horicon State Bank 1.65 5/26/2020 440392FL7 1,061 5/26/2020 5/23/2017 1.650 NR NR 248,000.00 Summit Community Bank Inc 1.65 5/29/2020 86604XLT1 1,064 5/29/2020 5/31/2017 1.650 NR NR 248,000.00 Kennebec Savings Bank 1.65 5/29/2020 489265AU2 1,064 5/29/2020 5/30/2017 1.650 NR NR 248,000.00 Comenity Cap Bank UT 2.15 20033ALD6 1,095 6/29/2020 6/29/2015 2.150 NR NR 248,000.00 6/29/2020 Chippewa Valley Bank 1.7 6/30/2020 169894AN2 1,096 6/30/2020 6/30/2017 1.700 None None 248,000.00 The Bank of Princeton 1.7 6/30/2020 064520AD1 1,096 6/30/2020 6/30/2017 1.700 None None 248,000.00 Bank of Deerfield 1.15 7/27/2020 061785DP3 1,123 7/27/2020 8/26/2016 1.150 NR NR 248,000.00 Capital One 2.38/12/2020 14042E5M8 1,139 8/12/2020 8/12/2015 2.300 NR NR 248,000.00 BMW Bank UT 2.25 8/21/2020 05580ACS1 1,148 8/21/2020 8/21/2015 2.250 NR NR 248,000.00 Financial Federal Bank 1.7 9/30/2020 31749TAX5 1,188 9/30/2020 5/30/2017 1.700 NR NR 248,000.00 Lakeside Bank 1.75 11/19/2020 51210SMS3 1,238 11/19/2020 5/19/2017 1.750 NR NR 248,000.00 American National Bank -Fox Cities 02771PNQ6 1,242 11/23/2020 5/23/2017 1.750 NR NR 248,000.00 1.75 11/23/2020 Alma Bank 1.7 12/9/2020 020080BE6 1,258 12/9/2020 12/9/2016 1.700 NR NR 248,000.00 Morton Community Bank 1.7 619165GW7 1,265 12/16/2020 12/16/2016 1.700 NR NR 248,000.00 12/16/2020 First Bank Richmond 1.8 12/28/2020 319267GE4 1,277 12/28/2020 6/27/2017 1.800 None None 248,000.00 Apex Bank 1.25 2/17/2021 03753XAEO 1,328 2/17/2021 8/17/2016 1.250 NR NR 248,000.00 National Cooperative Bank 1.5 635573AH1 1,348 3/9/2021 3/9/2016 1.500 NR NR 248,000.00 3/9/2021 Bank of the Pacific 1.25 5/24/2021 06425BCK3 1,424 5/24/2021 8/24/2016 1.250 NR NR 248,000.00 Ponce De Leon Federal Bank 1.9 732333AG4 1,426 5/26/2021 5/26/2017 1.900 NR NR 248,000.00 5/26/2021 The Business Bank of Saint Louis 1.8 12325EHU9 1,454 6/23/2021 6/23/2017 1.800 None None 248,000.00 6/2312021 NebraskaLand National Bank 1.85 63970QFG6 1,459 6/28/2021 6/28/2017 1.850 None None 248,000.00 6/28/2021 Winter Hill Bank, FSB 1.8 6/28/2021 975875AK1 1,459 6/28/2021 6/26/2017 1.800 None None 248,000.00 Cost Value + Accrued Interest Cost Price Market Value % of Portfolio 248,000.00 100 247,132.99 0.11 248,000.00 100 246,810.84 0.11 248,000.00 100 248,416.39 0.11 248,000.00 100 247,743.57 0.11 248,000.00 100 248,794.34 0.11 248,000.00 100 249,366.48 0.11 248,000.00 100 247,285.26 0.11 248,000.00 100 247,622.05 0.11 248,000.00 100 247,284.27 0.11 248,000.00 100 247,285.26 0.11 248,000.00 100 247,125.80 0.11 248,000.00 100 248,510.38 0.11 248,000.00 100 247,107.94 0.11 248,000.00 100 247,095.30 0.11 248,000.00 100 247,095.30 0.11 248,000.00 100 250,214.64 0.11 248,000.00 100 247,319.74 0.11 248,000.00 100 247,319.74 0.11 248,000.00 100 243,133.74 0.11 248,000.00 100 251,638.16 0.11 248,000.00 100 251,637.91 0.11 248,000.00 100 246,932.11 0.11 248,000.00 100 247,108.94 0.11 248,000.00 100 247,091.08 0.11 248,000.00 100 246,605.50 0.11 248,000.00 100 246,571.27 0.11 248,000.00 100 247,349.74 0.11 248,000.00 100 242,339.40 0.11 248,000.00 100 248,347.94 0.11 248,000.00 100 241,523.73 0.11 248,000.00 100 247,563.77 0.11 248,000.00 100 246,483.98 0.11 248,000.00 100 246,933.10 0.11 248,000.00 100 246,456.94 0.11 City of Tustin / June 2017 11 of 18 Settlement YTM@ Credit Days To Maturity Description CUSIP/Ticker Maturity Date Marine Bank 1.85 6/29/2021 56817TAB7 1,460 6/29/2021 Citizens State Bank 1.85 6/30/2021 17670DAD6 1,461 6/30/2021 Texas Exchange Bank 1.95 1.850 None None 248,000.00 6/30/2021-18 88241TBP4 1,461 6/30/2021 Commercial Bank Alma Mi 1.4 1.850 None None - 248,000.00 8/16/2021 201282HD5 1,508 8/16/2021 JPMorgan Chase Bank NA 1.65 48126XAH8 1,508 8/16/2021 8/1612021 100 247,880.71 0.11 Enerbank USA 1.45 8/26/2021 29266N3H8 1,518 8/26/2021 Great Plains Bank 1.85 12/21/2021 39115UAZ6 1,635 12/21/2021 Nebraska State B&T Co. 1.95 63969ACD4 1,697 2/21/2022 2/21/2022 100 242,714.62 0.11 BMO Harris Bank Step 4/13/2022-17 05581 WNM3 1,748 4/13/2022 Celtic Bank 2.14/21/2022 15118RMF1 1,756 4/21/2022 First State Bank of DeQueen Step 1.850 NR NR 248,000.00 5/26/2022-18 336460CG3 1,791 5/26/2022 Farmers & Mechanics FS & LA 2 1.950 NR NR 248,000.00 6/16/2022-17 307764AA8 1,812 6/16/2022 DNB First, National Association 2 25590AAH3 1,819 6/23/2022 6/23/2022 100 248,625.70 0.11 National Bank of Commerce 2.15 633368EK7 1,823 6/27/2022 6127/2022-17 100 246,771.16 0.11 Traverse City State Bank 2 6/28/2022 894333FF5 1,824 6/28/2022 First National Bank of Syracuse 2.1 334342CA8 1,824 6/28/2022 6128/2022-17 2.053 None None 248,000.00 First State Community Bank 2.1 33708UCF4 1,826 6/30/2022 6/30/2022-18 2.000 None None 248,000.00 Sub Total / Average 100 956 0.11 �..__nds 15% 2.150 None None 248,000.00 BB&T 1.451/1212018-17 05531FAM5 196 1/12/2018 Deere John 1.3 3/12/2018 24422ESB6 255 3/12/2018 Wal-Mart Stores Inc 1.125 4/11/2018 931142DF7 285 4/11/2018 Royal Bank 1.2 9/19/2018 78011 DACE 446 9/19/2018 Johnson & Johnson Note 1.65 478160BGB 523 12/5/2018 12/5/2018 2.100 None None 248,000.00 Microsoft Corp 1.625 12/6/2018 594918AV6 524 12/6/2018 Barclays Bank PLC 2 5/31/2019-18 06741VUWO 700 5/31/2019 Toyota Motor 2.125 7/18/2019 89236TBP9 748 7/18/2019 American Honda Financial 2.15 02665WAU5 987 3/13/2020 3/13/2020 99.998 999,486.00 0.44 Bank of Nova Scotia 2.35 10/21/2020 064159GWO 1,209 10/21/2020 Microsoft 211/3/2020-20 594918BG8 1,222 11/3/2020 Apple Inc 2.25 2/23/2021-21 037833BS8 1,334 2/23/2021 Apple Inc 2.3 5/11/2022 037833CQ1 1,776 5/11/2022 Sub Total / Average 1.144 Moodys-Aaa 836 1,000,000.00 Settlement YTM@ Credit Credit Face Cost Value + Accrued %of Date Cost Rating 1 Rating 2 Amount/Shares Interest Cost Price Market Value Portfolio 6/29/2017 1.850 None None 248,000.00 248,000.00 100 246,927.90 0.11 6/30/2017 1.850 None None - 248,000.00 248,000.00 100 246,922.69 0.11 6/30/2017 1.950 None None 248,000.00 248,000.00 100 247,880.71 0.11 8/16/2016 1.400 NR NR 248,000.00 248,000.00 100 242,088.42 0.11 8/16/2016 1.650 NR NR 248,000.00 248,000.00 100 242,714.62 0.11 8/26/2016 1.450 NR NR 248,000.00 248,000.00 100 242,462.90 0.11 4/21/2017 1.850 NR NR 248,000.00 248,000.00 100 245,270.76 0.11 4/21/2017 1.950 NR NR 248,000.00 248,000.00 100 245,706.50 0.11 4/13/2017 2.143 NR NR 248,000.00 248,000.00 100 248,625.70 0.11 4/21/2017 2.100 NR NR 248,000.00 248,000.00 100 246,771.16 0.11 5/26/2017 1.860 NR NR 248,000.00 248,000.00 100 239,156.00 0.11 6/26/2017 2.053 None None 248,000.00 247,515.89 99.75 245,052.52 0.11 6/23/2017 2.000 None None 248,000.00 248,000.00 100 244,951.83 0.11 6/27/2017 2.150 None None 248,000.00 248,000.00 100 246,684.61 0.11 6/28/2017 2.000 None None 248,000.00 248,000.00 100 244,903.97 0.11 6/28/2017 2.100 None None 248,000.00 248,000.00 100 246,064.36 0.11 6/30/2017 2.100 None None 248,000.00 248,000.00 100 246,057.42 0.11 1.613 27,283,000.00 27,282,515.89 99.997733 27,224,120.37 12.03 2/18/2015 1.451 Moodys-A2 S&P -A- 1,000,000.00 1,001,430.00 99.998 999,486.00 0.44 2/9/2015 1.166 Moodys-A2 S&P -A 2,125,000.00 2,144,865.21 100.404 2,123,973.63 0.94 11/28/2014 1.346 Moodys-Aa2 S&P -AA 1,000,000.00 994,208.75 99.274 997,927.00 0.44 6/8/2015 1.144 Moodys-Aaa NR 1,000,000.00 1,004,433.33 100.18 999,600.00 0.44 8/17/2015 1.271 Moodys-Aaa S&P -AAA 2,000,000.00 2,031,000.00 101.22 2,004,888.00 0.89 5/27/2015 1.148 Moodys-Aaa S&P -AAA 1,000,000.00 1,024,138.75 101.642 1,002,478.00 0.45 5/31/2017 2.000 Moodys-A1 S&P -A- 1,000,000.00 1,000,000.00 100 989,267.00 0.44 7/22/2014 2.057 Moodys-Aa3 S&P -AA- 1,000,000.00 1,003,436.11 100.32 1,006,940.00 0.44 12/8/2015 2.155 Moodys-A1 S&P -A+ 1,000,000.00 1,004,876.39 99.98 1,004,361.00 0.44 10/21/2015 2.296 Moodys-Aa3 S&P -A+ 1,500,000.00 1,503,750.00 100.25 1,505,985.00 0.66 11/6/2015 1.929 Moodys-Aaa S&P -AAA 1,000,000.00 1,003,546.67 100.338 1,003,601.00 0.44 12/2/2016 2.125 Moodys-Aa1 S&P -AA+ 2,000,000.00 2,022,375.00 100.5 2,013,256.00 0.89 6/26/2017 2.133 Moodys-Aa1 S&P -AA+ 2,000,000.00 2,021,152.54 100.770127 1,996,338.00 0.89 1.713 17,625,000.00 17,759,212.75 100.453644 17,648,100.63 7.81 City of Tustin / June 2017 12 of 18 City of Tustin / June 2017 13 of 18 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + Accrued % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Interest Cost Price Market Value Portfolio Municipal Securities 15% 16% California ST 1.25 11/1/2017 13063CPN4 124 11/1/2017 12/9/2014 1.150 Moodys-Aa3 S&P -AA- 2,000,000.00 2,006,632.22 100.283 1,999,640.00 0.88 Fresno County Pension 2.488 8/15/2019 358266CQ5 776 8/15/2019 9/8/2015 2.288 NR S&P -AA- 1,000,000.00 1,007,845.56 100.75 1,007,090.00 0.44 California ST 1.8 4/1/2020 13063CSQ4 1,006 4/1/2020 4/29/2015 1.700 Moodys-Aa3 S&P -AA- 2,000,000.00 2,009,380.00 100.469 1,984,800.00 0.89 California ST 2.6254/112021 13063DAC2 1,371 4/1/2021 4/27/2017 2.003 Moodys-Aa3 S&P -AA- 1,000,000.00 1,023,400.00 102.34 1,018,130.00 0.45 Industry Calif Sales Tax Rev 2.75 1/1/2022 45656RDVI 1,646 1/1/2022 5/17/2017 2.451 Moodys-A1 S&P -AA- 1,000,000.00 1,014,604.17 101.3 1,005,610.00 0.45 California ST 2.367 4/1/2022 13063DADO 1,736 4/1/2022 4/27/2017 2.152 Moodys-Aa3 S&P -AA- 1,000,000.00 1,010,000.00 101 1,004,560.00 0.45 Sub Total / Average 976 1.826 8,000,000.00 8,071,861.95 100.865948 8,019,830.00 3.56 _.-.... ..._.. ..-._._.. ._ U5 Agency Bonds /Notes 75% d.__ -�-� FFCB 1.11 2/20/2018 3133EEQM5 235 2/20/2018 2/20/2015 1.110 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,998,382.00 0.88 FNMA 1.052/27/2018 3136G1DG1 242 2/27/2018 7/1/2014 1.232 Moodys-Aaa S&P -AA+ 2,000,000.00 1,994,233.33 99.35 1,998,326.00 0.88 FHLMC 0.8753/7/2018 3137EADP1 250 3/7/2018 2/22/2017 0.875 Moodys-Aaa S&P -AA+ 5,000,000.00 5,020,052.08 100 4,987,055.00 2.21 FFCB 1 5/21/2018 3133EEM98 325 5/21/2018 5/21/2015 1.010 Moodys-Aaa S&P -AA+ 1,000,000.00 999,700.00 99.97 997,485.00 0.44 FHLMC 1 5123/2018-16 3134G74Z1 327 5/23/2018 11/23/2015 1.172 Moodys-Aaa S&P -AA+ 1,000,000.00 995,780.00 99.578 996,243.00 0.44 FHLB 1.1259/14/2018 313OA6AE7 441 9/14/2018 9/18/2015 1.179 Moodys-Aaa S&P -AA+ 2,000,000.00 1,999,362.50 99.84 1,993,840.00 0.88 FHLMC 1.2 5/16/2019-17 3134G9DKO 685 5/16/2019 5/16/2016 1.200 Moodys-Aaa S&P -AA+ 1,000,000.00 1,000,000.00 100 991,562.00 0.44 FNMA 1.1 8/23/2019-17 3136G32A2 784 8/23/2019 8/30/2016 1.100 Moodys-Aaa S&P -AA+ 5,000,000.00 5,000,000.00 100 4,927,135.00 2.21 FHLMC 1.625 9/27/2019-17 3134GA6F6 819 9/27/2019 3/27/2017 1.625 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,999,462.00 0.88 FNMA 1.651/27/2020-17 3135GOS46 941 1/27/2020 2/21/2017 1.650 Moodys-Aaa S&P -AA+ 2,000,000.00 2,002,200.00 100 1,992,732.00 0.88 FFCB 1.38312/2020-17 3133EFH59 976 3/2/2020 3/2/2016 1.380 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,984,316.00 0.88 FFCB 1.77 12/712020-17 3133EGR49 1,256 12/7/2020 12/7/2016 1.770 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,987,732.00 0.88 FFCB 1.91 1/20/2021-17 3133EHGHO 1,300 1/20/2021 4/20/2017 1.910 Moodys-Aaa S&P -AA+ 1,500,000.00 1,500,000.00 100 1,493,631.00 0.66 FHLB 1.3752/18/2021 313OA7CV5 1,329 2/18/2021 4/4/2016 1.328 Moodys-Aaa S&P -AA+ 1,000,000.00 1,003,956.94 100.22 989,232.00 0.44 FNMA Step 3/15/2021-17 3136G3AY1 1,354 3/15/2021 3/15/2016 2.004 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,999,738.00 0.88 FHLB Step 3/1512021-16 313OA7EG6 1,354 3/15/2021 3/15/2016 2.216 Moodys-Aaa S&P -AA+ 1,500,000.00 1,500,000.00 100 1,499,065.50 0.66 FHLMC Step 3/23/2021-16 3134G8NQ8 1,362 3/23/2021 4/4/2016 2.169 Moodys-Aaa S&P -AA+ 1,050,000.00 1,050,401.04 100 1,040,506.95 0.46 FHLMC Step 3130/2021-16 3134GBNV7 1,369 3/30/2021 3/30/2016 2.118 Moodys-Aaa S&P -AA+ 1,500,000.00 1,500,000.00 100 1,490,712.00 0.66 FFCB 2 4/512021-18 3133EHEG4 1,375 4/5/2021 4/5/2017 2.000 Moodys-Aaa S&P -AA+ 3,500,000.00 3,500,000.00 100 3,507,031.50 1.54 FFCB 1.934/2012021-18 3133EHGG2 1,390 4/20/2021 4/20/2017 1.930 Moodys-Aaa S&P -AA+ 1,500,000.00 1,500,000.00 100 1,498,017.00 0.66 FNMA 1.45/25/2021-17 3136G3U94 1,425 5/25/2021 8/25/2016 1.400 Moodys-Aaa S&P -AA+ 1,850,000.00 1,850,000.00 100 1,790,659.40 0.82 FHLMC 2.05 12/30/2021-17 3134GAZR8 1,644 12/30/2021 12/30/2016 2.050 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,993,326.00 0.88 FFCB 2 3/14/2022-17 3133EHMH3 1,718 3/14/2022 6/22/2017 2.023 Moodys-Aaa S&P -AA+ 2,000,000.00 1,998,888.89 99.9 1,991,224.00 0.88 FHLB 2.14/26/2022-19 3130AB3U8 1,761 4/26/2022 4/26/2017 2.100 S&P -AA+ NR 4,000,000.00 4,000,000.00 100 3,999,348.00 1.76 FHLB 2.084/27/2022-18 3130AB6Q4 1,762 4/27/2022 4/27/2017 2.080 Moodys-Aaa S&P -AA+ 1,500,000.00 1,500,000.00 100 1,497,303.00 0.66 FHLB 2.1 5/18/2022-18 3130ABCS3 1,783 5/18/2022 5/18/2017 2.100 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,989,832.00 0.88 FHLMC Step 5/25/2022-17 3134GBLZ3 1,790 5/25/2022 5/25/2017 2.153 Moodys-Aaa S&P -AA+ 1,000,000.00 1,000,000.00 100 996,775.00 0.44 FHLMC 2.05 5/25/2022-18 3134GBMB5 1,790 5/25/2022 5/25/2017 2.050 Moodys-Aaa S&P -AA+ 1,000,000.00 1,000,000.00 100 997,145.00 0.44 FHLMC 2.1 6/29/2022-17 3134GBTL6 1,825 6/29/2022 6/29/2017 2.100 Moodys-Aaa S&P -AA+ 2,000,000.00 2,000,000.00 100 1,991,192.00 0.88 Sub Total / Average 1,115 1.639 57,900,000.00 57,914,574.78 99.964745 57,619,008.35 25.53 City of Tustin / June 2017 13 of 18 M City of Tustin /June 2017 14 of 18 Days To Maturity Settlement YTM @ Credit Credit Face Cost Value + Accrued % of Description CUSIP/Ticker Maturity Date Date Cost Rating 1 Rating 2 Amount/Shares Interest Cost Price Market Value Portfolio US Treasury Securites 0% T -Note 0.5 7/31/2017 912828TG5 31 7/31/2017 7/31/2012 0.584 Moodys-Aaa S&P -AA+ 5,000,000.00 4,979,333.35 99.586667 4,998,525.00 2.20 T -Note 1 9/15/2017 912828D98 77 9/15/2017 9/16/2014 1.056 Moodys-Aaa S&P -AA+ 2,000,000.00 1,996,774.00 99.835938 1,999,706.00 0.88 T -Note 0.75 10/31/2017 912828TWO 123 10/31/2017 7/14/2014 1.050 Moodys-Aaa S&P -AA+ 3,000,000.00 2,975,523.10 99.03125 2,996,580.00 1.31 T -Note 0.75 12/31/2017 912828UE8 184 12/31/2017 12/7/2015 1.025 Moodys-Aaa S&P -AA+ 1,000,000.00 997,650.87 99.439 997,995.00 0.44 T -Note 0.875 1/31/2018 912828UH 215 1/31/2018 11/25/2014 1.035 Moodys-Aaa S&P -AA+ 2,000,000.00 1,995,563.86 99.5 1,996,498.00 0.88 T -Note 0.75 3/31/2018 912828UU2 274 3/31/2018 2/22/2017 0.878 Moodys-Aaa S&P -AA+ 5,000,000.00 5,007,938.19 99.86 4,981,445.00 2.20 T -Note 1 5/31/2018 912828VE7 335 5/31/2018 4/29/2015 0.915 Moodys-Aaa S&P -AA+ 2,500,000.00 2,516,747.50 100.257812 2,493,457.50 1.11 T -Note 0.875 7/15/2018 912828XK1 380 7/15/2018 8/28/2015 0.963 Moodys-Aaa S&P -AA+ 5,000,000.00 4,992,730.98 99.75 4,978,125.00 2.20 T -Note 0.875 10/15/2018 912828L81 472 10/15/2018 11/4/2015 1.075 Moodys-Aaa S&P -AA+ 1,000,000.00 994,696.89 99.421875 994,219.00 0.44 T -Note 1.25 12/15/2018 9128281,122 533 12/15/2018 12/22/2015 1.261 Moodys-Aaa S&P -AA+ 1,000,000.00 999,926.57 99.96875 998,516.00 0.44 Sub Total / Average 233 0.913 27,500,000.00 27,456,885.31 99.681807 27,435,066.50 12.09 Total / Average 528 1.222 226,689,515.52 226,866,566.20 100.018498 226,327,641.37 100 M City of Tustin /June 2017 14 of 18 City of Tustin Monthly Investment Transactions Group By: Action Portfolio / Report Group: All Portfolios Begin Date: 3131/2017, End Date: 6/30/2017 YTM @ Trade Settlement Maturity Face Description CUSIP/Ticker Portfolio Name Cost Date Date Date Amount/Shares Principal Price Interest/Dividends Total BUY 4/3/2017 4/5/2017 FFCB 2 4/5/2021-18 3133EHEG4 City of Tustin - Fixed 100 0.00 Income Security State Bank 1.5 10/7/2019 81489TAV8 City of Tustin - Fixed 10/7/2019 248,000.00 Income Mercantile Bank of Michigan 1.65 4/13/2020 58740XYW4 City of Tustin - Fixed 1.650 4/3/2017 Income East Boston Savings Bank 1.7 4/13/2020 27113PBNO City of Tustin - Fixed 100 0.00 Income BMO Harris Bank Step 4/13/2022-17 05581 WNM3 City of Tustin - Fixed 4/13/2020 248,000.00 Income Northwest Bank(FKA Western Capital Bank) 66736ABB4 City of Tustin - Fixed 1.65 4/13 4/3/2017 Income MB Financial Bank 1.65 4/13/2020 55266CUYO City of Tustin - Fixed 100 0.00 Income SmartBank 1.4 7/19/2019 83172HDJ6 City of Tustin - Fixed 4/13/2020 248,000.00 Income FFCB 1.91 1/20/2021-17 3133EHGHO City of Tustin - Fixed 1.650 4/3/2017 Income FFCB 1.93 4/20/2021-18 3133EHGG2 City of Tustin - Fixed 100 0.00 Income Celtic Bank 2.1 4/21/2022 15118RMF1 City of Tustin - Fixed 7/19/2019 248,000.00 Income Great Plains Bank 1.85 12/21/2021 39115UAZ6 City of Tustin - Fixed 1.910 4/17/2017 Income Nebraska State B&T Co. 1.95 2/21/2022 63969ACD4 City of Tustin - Fixed 100 0.00 Income FHLB 2.14/26/2022-19 3130AB3U8 City of Tustin - Fixed 4/20/2021 1,500,000.00 Income California ST 2.367 4/1/2022 13063DADO City of Tustin - Fixed 2.100 4/3/2017 Income FHLB 2.08 4/27/2022-18 3130AB6Q4 City of Tustin - Fixed 100 0.00 Income California ST 2.625 4/1/2021 13063DAC2 City of Tustin - Fixed 12/21/2021 248,000.00 Income Industry Calif Sales Tax Rev 2.75 1/1/2022 45656RDV1 City of Tustin - Fixed 1.950 4/3/2017 Income FHLB 2.15/18/2022-18 3130ABCS3 City of Tustin - Fixed 100 0.00 Income 2.000 4/3/2017 4/5/2017 4/5/2021 3,500,000.00 3,500,000.00 100 0.00 3,500,000.00 1.500 4/3/2017 4R/2017 10/7/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.650 4/3/2017 4/11/2017 4/13/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.700 4/3/2017 4/11/2017 4/13/2020 248,000.00 248,000.00 100 0.00 248,000.00 2.143 4/3/2017 4/13/2017 4/13/2022 248,000.00 248,000.00 100 0.00 248,000.00 1.650 4/3/2017 4/13/2017 4/13/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.650 4/3/2017 4/13/2017 4/13/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.400 4/3/2017 4/19/2017 7/19/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.910 4/17/2017 4/20/2017 1/20/2021 1,500,000.00 1,500,000.00 100 0.00 1,500,000.00 1.930 4/17/2017 4/20/2017 4/20/2021 1,500,000.00 1,500,000.00 100 0.00 1,500,000.00 2.100 4/3/2017 4/21/2017 4/21/2022 248,000.00 248,000.00 100 0.00 248,000.00 1.850 4/3/2017 4/21/2017 12/21/2021 248,000.00 248,000.00 100 0.00 248,000.00 1.950 4/3/2017 4/21/2017 2/21/2022 248,000.00 248,000.00 100 0.00 248,000.00 2.100 4/3/2017 4/26/2017 4/26/2022 4,000,000.00 4,000,000.00 100 0.00 4,000,000.00 2.152 4/21/2017 4/27/2017 4/1/2022 1,000,000.00 1,010,000.00 101 0.00 1,010,000.00 2.080 4/17/2017 4/27/2017 4/27/2022 1,500,000.00 1,500,000.00 100 0.00 1,500,000.00 2.003 4/21/2017 4/27/2017 4/1/2021 1,000,000.00 1,023,400.00 102.34 0.00 .1,023,400.00 2.451 5/12/2017 5/17/2017 1/1/2022 1,000,000.00 1,013,000.00 101.3 1,604.17 1,014,604.17 2.100 5/15/2017 5/18/2017 5/18/2022 2,000,000.00 2,000,000.00 100 0.00 2,000,000.00 City of Tustin / June 2017 15 of 18 Description CUSIPiTicker Portfolio Name Lakeside Bank 1.75 11/19/2020 51210SMS3 City of Tustin - Fixed Income Commerce State Bank 1.65 5/22/2020 20070PJDO City of Tustin - Fixed Date Amount/Shares Income Citizens National Bank of Bluffton 1.55 175144DD3 City of Tustin - Fixed 5/22/2019 5/15/2017 Income American National Bank -Fox Cities 1.75 02771 PNQ6 City of Tustin - Fixed 11/23/2020 0.00 Income Horicon State Bank 1.65 5/26/2020 440392FL7 City of Tustin - Fixed 5/22/2020 248,000.00 Income Oriental Bank 1.85 5/26/2020 68621 KAY7 City of Tustin - Fixed 1.550 5/15/2017 Income North American Savings Bank 1.6 5/24/2019 657156EL5 City of Tustin - Fixed 100 0.00 Income Franklin Synergy Bank 1.5 8/23/2019 35471TDH2 City of Tustin - Fixed 11/23/2020 248,000.00 Income Washington Trust Company 1.65 11/25/2019 940637JAO City of Tustin - Fixed 1.650 5/15/2017 Income FHLMC 2.05 5/25/2022-18 3134GBMB5 City of Tustin - Fixed 100 0.00 Income FHLMC Step 5/25/2022-17 3134GBLZ3 City of Tustin - Fixed 5/26/2020 248,000.00 Income First State Bank of DeQueen Step 5126/2022-18 336460CG3 City of Tustin - Fixed 1.600 5/15/2017 Income Bank of Hope 1.7 11/26/2019 062683AJ6 City of Tustin - Fixed 100 0.00 Income Ponce De Leon Federal Bank 1.9 5/26/2021 732333AG4 City of Tustin - Fixed 8/23/2019 248,000.00 Income Financial Federal Bank 1.7 9/30/2020 31749TAX5 City of Tustin - Fixed 1.650 5/15/2017 Income Kennebec Savings Bank 1.65 5/29/2020 489265AU2 City of Tustin - Fixed 100 0.00 Income Barclays Bank PLC 2 5/31/2019-18 06741 VUWD City of Tustin - Fixed 5/25/2022 1,000,000.00 Income Kansas State Bank of Manhattan 1.55 50116CAZ2 City of Tustin - Fixed 5/31/2019 5/15/2017 Income Summit Community Bank Inc 1.65 5/29/2020 86604XLT1 City of Tustin - Fixed 100 0.00 Income FFCB 2 3/14/2022-17 3133EHMH3 City of Tustin - Fixed 5/26/2022 248,000.00 Income The Business Bank of Saint Louis 1.8 6/23/2021 12325EHU9 City of Tustin - Fixed 1.700 5/15/2017 Income DNB First, National Association 2 6/23/2022 25590AAH3 City of Tustin - Fixed 100 0.00 Income Farmers & Mechanics FS & LA 2 6116/2022-17 307764AA8 City of Tustin - Fixed 5/26/2021 248,000.00 Income YTM @ Trade Settlement Maturity Face Cost Date Date Date Amount/Shares Principal Price Interest/Dividends Total 1.750 5/15/2017 5/19/2017 11/19/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.650 5/15/2017 5/22/2017 5/22/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.550 5/15/2017 5/22/2017 5/22/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.750 5/15/2017 5/23/2017 11/23/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.650 5/15/2017 5/23/2017 5/26/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.850 5/15/2017 5/24/2017 5/26/2020 248,000.00 248,000.00 100 0.00 248,0000 1.600 5/15/2017 5/24/2017 5/24/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.500 5/15/2017 5/24/2017 8/23/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.650 5/15/2017 5/24/2017 11/25/2019 248,000.00 248,000.00 100 0.00 248,000.00 2.050 5/15/2017 5/25/2017 5/25/2022 1,000,000.00 1,000,000.00 100 0.00 1,000,000.00 2.153 5/15/2017 5/25/2017 5/25/2022 1,000,000.00 1,000,000.00 100 0.00 1,000,000.00 1.860 5/15/2017 5/26/2017 5/26/2022 248,000.00 248,000.00 100 0.00 248,000.00 1.700 5/15/2017 5/26/2017 11/26/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.900 5/15/2017 5/26/2017 5/26/2021 248,000.00 248,000.00 100 0.00 248,000.00 1.700 5/15/2017 5/30/2017 9/30/2020 248,000.00 248,000.00 100 0.00 248,000.00 1.650 5/15/2017 5/30/2017 5/29/2020 248,000.00 248,000.00 100 0.00 248,000.00 2.000 5/25/2017 5/31/2017 5/31/2019 1,000,000.00 1,000,000.00 100 0.00 1,000,000.00 1.550 5/15/2017 5/31/2017 5/31/2019 248,000.00 248,000.00 100 0.00 248,000.00 1.650 5/15/2017 5/31/2017 5/29/2020 248,000.00 248,000.00 100 0.00 248,000.00 2.023 6/21/2017 6/22/2017 3/14/2022 2,000,000.00 1,998,000.00 99.9 888.89 1,998,888.89 1.800 6/21/2017 6/23/2017 6/23/2021 248,000.00 248,000.00 100 0.00 248,000.00 2.000 6/21/2017 6/23/2017 6/23/2022 248,000.00 248,000.00 100 0.00 248,000.00 2.053 6/21/2017 6/26/2017 6/16/2022 248,000.00 247,380.00 99.75 135.89 247,515.89 City of Tustin / June 2017 16 of 18 City of Tustin / June 2017 17 of 18 YTM @ Trade Settlement Maturity Face Description CUSIPITicker Portfolio Name Cost Date Date Date Amount/Shares Principal Price Interest/Dividends Total Winter Hill Bank, FSB 1.8 6/28/2021 975875AK1 City of Tustin -Fixed Income 1.800 6/21/2017 6/26/2017 6/28/2021 248,000.00 248,000.00 100 0.00 248,000.00 Apple Inc 2.3 5/11/2022 037833CQ1 City of Tustin -Fixed Income 2.133 6/21/2017 6/26/2017 5/11/2022 2,000,000.00 2,015,402.54 100.770127 5,750.00 2,021,152.54 First Bank Richmond 1.8 12/28/2020 319267GE4 City of Tustin -Fixed Income 1.800 6/21/2017 6/27/2017 12/28/2020 248,000.00 248,000.00 100 0.00 248,000.00 National Bank of Commerce 2.15 6/27/2022-17 633368EK7 City of Tustin - Fixed Income 2.150 6/21!2017 6/27/2017 6/27/2022 248,000.00 248,000.00 100 0.00 248,000.00 Traverse City State Bank 2 6/28/2022 894333FF5 City of Tustin - Fixed Income 2.000 6/21/2017 6/28/2017 6/28/2022 248,000.00 248,000.00 100 0.00 248,000.00 First National Bank of Syracuse 2.1 6/28/2022- City of Tustin - Fixed 17 334342CA8 Income 2.100 6/21/2017 6/28/2017 6/28/2022 248,000.00 248,000.00 100 0.00 248,000.00 NebraskaLand National Bank 1.85 6/28/2021 63970QFG6 City of Tustin - Fixed Income 1.850 6/21/2017 6/28/2017 6/28/2021 248,000.00 248,000.00 100 0.00 248,000.00 Marine Bank 1.85 6/29/2021 56817TAB7 City of Tustin - Fixed Income 1.850 6/21/2017 6/29/2017 6/29/2021 248,000.00 248,000.00 100 0.00 248,000.00 FHLMC 2.1 6/29/2022-17 3134GBTL6 City of Tustin - Fixed Income 2.100 6/21/2017 6/29/2017 6/29/2022 2,000,000.00 2,000,000.00 100 0.00 2,000,000.00 First State Community Bank 2.1 6/30/2022-18 33708UCF4 City of Tustin - Fixed Income 2.100 6/21/2017 6/30/2017 6130!2022 248,000.00 248,000.00 100 0.00 248,000.00 Citizens State Bank 1.85 6/30/2021 17670DAD6 City of Tustin - Fixed Income 1.850 6/21/2017 6/30/2017 613012021 248,000.00 248,000.00 100 0.00 248,000.00 Chippewa Valley Bank 1.7 6/30/2020 169894AN2 City of Tustin - Fixed Income 1.700 6/21/2017 6/30/2017 6/30/2020 248,000.00 248,000.00 100 0.00 248,000.00 The Bank of Princeton 1.7 6/30/2020 064520AD1 City of Tustin - Fixed Income 1,700 6/21/2017 6/30/2017 6/30/2020 248,000.00 248,000.00 100 0.00 248,000.00 Texas Exchange Bank 1.95 6/30/2021-18 88241TBP4 City of Tustin - Fixed 1.950 6/21/2017 6/30/2017 6/30/2021 248,000.00 248,000.00 100 0.00 248,000.00 Income Sub Total/Average 36,168,000.00 36,227,182.54 8,378.95 36,235,561.49 CALLED... - FNMA 1.75 5/26/2020-17 3136G2KT3 City of Tustin -Fixed Income 0,000 5/26/2017 5/26/2017 5/26/2020 2,000,000.00 2,000,000.00 0 0.00 2,000,000.00 FHLB 2 9/9/2021-17 3130AA71-6 City of Tustin - Fixed Income 0.000 6/9/2017 6/9/2017 9/9/2021 2,000,000.00 2,000,000.00 0 10,000.00 2,010,000.00 FHLB 1.5 12/2812021-17 3130AABK3 City of Tustin - Fixed Income 0.000 6/28/2017 6/28/2017 12/28/2021 2,000,000.00 2,000,000.00 0 0.00 2,000,000.00 Sub Total! Average 6,000,000.00 6,000,000.00 10,000.00 6,010,000.00 MATURED .-,. _...�....,, .,..._.._....._.. _,._ __....__ Barclays Bank 1.05 4/18/2017 06740KGE1 City of Tustin - Fixed 0.000 4/18/2017 4/18/2017 4/18/2017 248,000.00 248,000.00 0 0.00 248,000.00 Income FFCB 0.6 4/21/2017 3133EEZR4 City of Tustin -Fixed 0.000 4/2112017 4/21/2017 4/21/2017 2,000,000.00 2,000,000.00 0 0.00 2,000,000.00 Income City of Tustin / June 2017 17 of 18 City of Tustin / June 2017 18 of 18 YTM @ Trade Settlement Maturity Face Description CUSIP/Ticker Portfolio Name Cost Date Date Date Amount/Shares Principal Price Interest/Dividends Total T -Note 0.5 4/30/2017 912828K66 City of Tustin - Fixed 0.000 4/30/2017 4/30/2017 4/30/2017 2,000,000.00 2,000,000.00 0 0.00 2,000,000.00 Income Royal Bank 1.256/16/2017 7801OUD20 City of Tustin - Fixed Income 0.000 6/16/2017 6/16/2017 6/16/2017 1,000,000.00 1,000,000.00 0 0.00 1,000,000.00 Sub Total / Average 5,248,000.00 5,248,000.00 0.00 5,248,000.00 City of Tustin / June 2017 18 of 18