HomeMy WebLinkAbout08 QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN & THE SUCCESSOR AGENCY FOR THE TUSTIN COMMUNITY REDEVELOPMENT AGENCYAgenda Item 8
•
Reviewed:
AGEAGENDA
� /� REPORT
r�T DA RE ORT City Manager
Finance Director `
MEETING DATE: FEBRUARY 20, 2018
TO: JEFFREY C. PARKER, CITY MANAGER
FROM: JOHN A. BUCHANAN, 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 December 31, 2017 is rendered.
The City's total cash and investments as of December 31, 2017 were $219.3 million, an increase of
$3.9 million from September 30, 2017 total cash and investments of $215.4 million. The increase in
cash and investments of $3.9 million is primarily due to property taxes received in December which
were offset by various outflows associated with capital projects.
The weighted average portfolio yield as of December 31, 2017 was 1.57%, 11 basis points higher
than the weighted average portfolio yield of 1.46% as of September 30, 2017. The primary reason
for the slight increase in the weighted average portfolio yield is the reinvestment of funds maturing
during the quarter in higher earning investments in negotiable certificates of deposit, corporate
bonds, and U.S. agencies with yields from 1.75% to 2.4%.
QUARTERLY INVESTMENT REPORT FOR THE CITY OF TUSTIN AND THE SUCCESSOR AGENCY FOR THE
TUSTIN COMMUNITY REDEVELOPMENT AGENCY
Page 2 of 2
The weighted average days to maturity were 727 days as of December 31, 2017, an increase from
651 days as of September 30, 2017. The increase in the weighted average days to maturity is due
to reinvestment of funds at longer maturity dates in the 4 to 5 year range.
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 forfunding of the new Tustin
Unified School District school building project. In addition, the portfolio is more liquid than would
normally be managed to allow for possible additional outflows within the next year related to
unfunded liabilities for pension and other post -employment benefits.
;;l nny Leisz
Deputy Director - Financial Services
Joh A. Buchanan
nance Director
Attachment: December 31, 2017 Quarterly Investment Report
NIQ
b e
Yom,•:
Ak, lb j
4
City of Tustin
Treasurer's Quarterly Investment Report
December 2017
900.0000
800.0000
700.0000
600.0000
500.0000
400.0000
300.0000
200.0000
100.0000
y y y y y y y y y y y y y
O O O O O O O O O O O O O
ti ti ti ti ti ti ti ti ti ti ti ti ti
y\ y\ o\ o\ y\ y\ o\ o\ y\ y\ o\ o\ y\
yti a yti 3 yti 0 e yti
2.00%
1.90%
1.80%
1.70%
1.60%
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%
0.00°/%
OyA (p O,h O,y Oyh O,0 6y0 O,0 6,0 O,� 011 IS" Oyu
y91
City of Tustin SUS Treasury / 2yr --f—LAIF Yield (%)
CITY OF TUSTIN
Monthly Investment Report
December 31, 2017
DIVERSIFICATION
Investment Portfolio / Cost Value $219,315,264
Negotiable
Certificate of
Deposit Corporate
$36,205,115 Bonds
Municipal Bonds 16.51% $22,809,712
$8,508,989 10.40%
3.88%
Liquid (Daily)
$59,388,866
Federal Agencies 27.08%
$75,894,978
34.61%
US Treasury
$16,507,604
7.53%
Page 2 of 19
Municipal
Bonds
$5,023,858
2.74%
DIVERSIFICATION
Investment Portfolio / Cost Value $183,228,804
Negotiable
Certificate of
Deposit
$14,883,000
8.12%
Federal Agencies
$38,893,500
21.23% .4
Corporate
Bonds
$22,969,148
12.54%
Liquid (Daily)
$70,001,723
US Treasury
$31,457,575
17.17%
CITY OF TUSTIN
Monthly Investment Report
December 31, 2017
Liquidity Distribution
45.00%
<_ 15% of total portfolio
10.40%
Yes
<_ 5 years remaining maturity
n/a
0
Commercial Paper
<_ 25% of total portfolio
0.00%
40.00%
m
n/a
Yes
If >_ 15% of total portfolio, weighted avg
must be <_ 90 days
v
v
Yes
Municipal Bonds
515%of total portfolio
3S.00%
Yes
<_ 5% in one issuer
1.82%
Yes
US Agency Bonds / Notes
30.00%
<_ 75% of total portfolio
34.61%
Yes
<_ 5 years remaining maturity
n/a
Yes
25.00%
<_ 5 years remaining maturity
n/aYes
Certificate of Deposit - Negotiable
'_ d
<_ 30% of total portfolio
16.51%
Yes
0
rn
n/a
20.00%
>_ 75% of Fiscal Year General Fund
Budgeted Expenditures <_ 1 year
N
Yes
15.00%
<_ 5% of total portfolio in one issuer
2.74%
Yes
0
0
10.00%
m
0
0
m
5.00%
0
Q
0
01
o
0.00%
UP TO 1
2 YEARS
3 YEARS
4 YEARS
5 YEARS
> 5 YEARS
YEAR
Up to 1 year 2 years _ 3 years 4 years 5 years > 5 years
COMPLIANCE
Investment Policy
Invested Compliance
Commercial Notes
<_ 15% of total portfolio
10.40%
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
515%of total portfolio
3.88%
Yes
<_ 5% in one issuer
1.82%
Yes
US Agency Bonds / Notes
<_ 75% of total portfolio
34.61%
Yes
<_ 5 years remaining maturity
n/a
Yes
US Treasury
<_ 5 years remaining maturity
n/aYes
Certificate of Deposit - Negotiable
'_ d
<_ 30% of total portfolio
16.51%
Yes
<_ 5 years maturity
n/a
Yes
>_ 75% of Fiscal Year General Fund
Budgeted Expenditures <_ 1 year
162.30%
Yes
Commercial Paper and Commercial Notes
<_ 5% of total portfolio in one issuer
2.74%
Yes
Page 3 of 19
CITY OF TUSTIN
Monthly Investment Report
December 31, 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.
Apple Inc.
Apple Inc.
Barclays Bank PLC
Barclays Bank PLC
Chevron Corporation
Coca-Cola Co
IBM Credit LLC
John Deere Capital Corp
Johnson & Johnson
Microsoft Corporation
Microsoft Corporation
Toyota Motor Credit Corp
Toyota Motor Credit Corp
VISA Inc
Wal-Mart Stores Inc.
Face
CUSIP Amount
037833BS8 2,000,000
037833CQ1 2,000,000
06741V U WO 1,000,000
06744CFN6 2,000,000
166764BN9 2,000,000
191216BT6 1,000,000
44932HAC7 1,000,000
24422ESB6 2,125,000
478160BG8 2,000,000
594918AV6 1,000,000
594918BG8 1,000,000
89236TEC5 2,482,750
89236TDP7 1,000,000
92826CAG7 1,000,000
931142DF7 1,000,000
Rating
Settlement
Date
AA+
AA+
Al
A-
AA-
AA -
A+
A2
AAA
AAA
AAA
AA-
AA -
A+
AA
Page 4 of 19
Prior Month Rating
Current Rating
S&P
Moody's
S&P
Fitch
Aa1
AA+
NR
Aa1
AA+
NR
Al
A
A
Al
A
A
Aa2
AA-
NR
Aa3
AA-
A+u
Al
A+
A+
A2
A
A
Aaa
AAA
AAA
Aaa
AAA
AA+u
Aaa
AAA
AA+u
Aa3
AA-
Au
Aa3
AA-
Au
Al
A+
NR
Aa2
AA
AA
Page 4 of 19
Prior Month Rating
Moody's
S&P
Fitch
Aa1
AA+
NR
Aa1
AA+
NR
Al
A
A
Al
A
A
Aa2
AA-
NR
Aa3
AA-
A+u
Al
A+
A+
A2
A
A
Aaa
AAA
AAA
Aaa
AAA
AA+u
Aaa
AAA
AA+u
Aa3
AA-
Au
Aa3
AA-
Au
Al
A+
NR
Aa2
AA
AA
Compliance
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
CITY OF TUSTIN
Monthly Investment Report
December 31, 2017
Cash and Investments / Summary
[1]
Description / Limits
Investment Portfolio
Daily - Limit:
[6] Reconciled / Bank of America Account - General Checking
Orange County Investment Pool
LAIF / Local Agency Investment Fund
California Asset Management Program (CAMP)
Performance Measurement
Restricted / Un -Restricted Funds
UN -RESTRICTED General Fund cash balance as of 12/31/2017 (unaudited)
SEMI -RESTRICTED Cash Balance as of 12/31/2017 (unaudited)
Capital Projects, Proceeds from Land Sales, Backbone Infrastructure
RESTRICTED Cash balances as of 12/31/2017 (un -audited)
Successor Agency
Community Redevelopment Agency / Cash & Investments
t1Vy O
UM
_'_ - --- ------- --- ----- -
[2] [3] [4] [5]
Face Amount YTM@Cost Credit Rating Cost Value + Accrued Market Value
Shares Interest
159,662,000.00 1.72 159,926,397.70 158,389,234.80
Page 5 of 19
0.25 N/A
4,330,980.86
4,330,980.86
1.07 [7]
10,622,329.92
10,622,329.92
1.24 N/A
2,573,130.50
2,573,130.50
1.29 AAAm
41,862,425.03
41,862,425.03
59,388,866.31
59, 388,866.31
Investment Portfolio TOTAL
Weighted Average Days to Maturity
Weighted Average Yield
Benchmark / Treasury 2 Year
Total
Tota I
219, 315, 2 6 4.01 217,778,101.11
727
1.57%
1.89%
27,658,514.09
90,984,379.90
97,693,633.32
216,336,527.31
2,978,736.70
CITY OF TUSTIN
Monthly Investment Report
December 31, 2017
Restricted Deposits with Fiscal Agents
[1]
Description / Limits
t'tY O
trs►�t
[2] [3] [4] [5]
Face Amount YTM@Cost Credit Rating Cost Value + Accrued Market Value
Shares Interest
2016 Successor Agency Tax Allocation Bonds, Refunding
1,049.37
2016 Water Revenue Bonds, Refunding
158.94
2012 Water Revenue Bonds - Refunding
151.12
2013 Water Revenue Bonds
136.09
CFD 04-1
627,873.76
CFD 06-1
7,093,622.95
CFD 07-1
2,233,871.20
CFD 14-1
23,932,776.60
33,889,640.03
N/A
1,049.37
1,049.37
N/A
158.94
158.94
N/A
151.12
151.12
N/A
136.09
136.09
N/A
627,873.76
627,873.76
N/A
7,093,622.95
7,093,622.95
N/A
2,233,871.20
2,233,871.20
N/A
23,932,776.60
23,932,776.60
33,889,640.03
33,889,640.03
Restricted Deposits with Fiscal Agents TOTAL
Page 6 of 19
33,889,640.03 33,889,640.03
CITY OF TUSTIN &i;',
Monthly Investment Report
December 31, 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. rence Friend, Chair
City of Tustin Audit Commission
Page 7 of 19
Jed/ rey .Park r, City Manager/ Treasurer
Ci /y o ustin
CITY OF TUSTIN
Monthly Investment Report
December 31, 2017
. ^ � �.�gn .N •. #4 �. '•''[7�Cr s^N5'q�.i<4.5 ,. °aiHz7'`rCl i,f�'J'S..� �:f-_�.-4� � /3C ���G ��'
Com Mance Investment Pollc t 5� u s # t„� a r f �,1�€
=r �r.,t.'..,.,_„z;ra"F!•
Description / Limits Face Amount Maximum Allowable Total Cost Value + Accrued Market Value
Shares Maturity - Years Portion of Percentage Interest
Portfolio of Portfolio
US Treasury
16,500,000.00
5
No Limit
US Agency
75,900,000.00
5
75%
Municipal Bonds
8,430,000.00
5
15%
Commercial Paper
0.00
5
15%
Certificate of Deposit / Negotiable
36,207,000.00
N/A
30%
Corporate Bonds
22,625,000.00
5
15%
Cash
N/A
N/A
N/A
Orange County Investment Pool
N/A
N/A
N/A
LAIF / Local Government Investment Pool
N/A
N/A
N/A
California Asset Management Program (CAMP)
N/A
N/A
N/A
Restricted Cash with Fiscal Agents
7.53%
16,507,603.99
16,456,923.50
34.61%
75,894,977.55
75,192,849.05
3.88%
8,508,989.40
8,393,045.70
0.00%
0.00
0.00
16.51%
36,205,114.83
35,895,076.17
10.40%
22,809,711.93
22,451,340.38
1.97%
4,330,980.86
4,330,980.86
4.84%
10,622,329.92
10,622,329.92
1.17%
2,573,130.50
2,573,130.50
19.09%
41,862,425.03
41,862,425.03
100.00%
219,315,264.01
217,778,101.11
33,889,640.03 33,889,640.03
Investment Portfolio TOTAL 253,204,904.04 251,667,741.14
* 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.
Page 8 of 19
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 12/31/2017
Page 9 of 19
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
1.239 NR
NR
1,515,221.67
1,515,221.67
100
1,515,221.67
0.69
California Asset Management
Program LGIP
CAMP6045
1
N/A
5/10/2017
1,290 NR
NR
41,862,425.03
41,862,425.03
100
41,862,425.03
19.10
Bank of America - Checking MM
MM0220
1
N/A
6/30/2015
0.250 NR
NR
4,330,980.86
4,330,980.86
100
4,330,980.86
1.98
Orange County Investment Pod
LGIP
LGIP91-E
1
N/A
6/30/2015
1.070 NR
NR
10,622,329.92
10,622,329.92
100
10,622,329.92
4.85
Local Agency Investment Fund
LGIP
LGIP0002
1
N/A
6/30/2015
1.239 NR
NR
1,057,908.83
1,057,908.83
100
1,057,908.83
0.48
Sub Total / Average
1
1.173
59,388,866.31
59,388,866.31
100
59,388,866.31
27.10
First Bank of Highland Park 2.2
11/8/2022
319141JF5
1,773
11/8/2022
11/8/2017
2.200 NR
NR
248,000.00
248,000.00
100
244,845,69
0.11
Mountain America Credit Union 2.3
11/8/2022 ,
62384RAC0
1,773
11/8/2022
11/8/2017
2.300 NR
NR
248,000.00
248,000.00
100
245,968,38
0.11
Signature Bank Chicago 2.15
11/8/2022
82669VBY6
1,773
11/8/2022
11/8/2017
2.150 NR
NR
248,000.00
248,000.00
100
244,280.99
0.11
Allegiance Bank 2.2 11/3/2022
01748DAY2
1,768
11/3/2022
11/3/2017
2.200 NR
NR
248,000.00
248,000.00
100
244,879.66
0.11
Alliance Credit Union 2.25
10/13/2022
01859BAA3
1,747
10/13/2022
10/13/2017
2.250 NR
NR
248,000.00
248,000.00
100
245,635.82
0,11
First Premier Bank 2.05 8/22/2022
33610RQY2
1,695
8/22/2022
8/21/2017
2.050 NR
NR
248,000.00
248,000.00
100
243,905.27
0.11
The First National Bank of Mayfield
28/18/2022
330459BUI
1,691
8/18/2022
8/18/2017
2.000 NR
NR
248,000.00
248,000.00
100
243,385.71
0.11
Fidelity Coop Bank Leominster
Step 8/9/2022-17
316077CV6
1,682
8/9/2022
8/9/2017
1.977 NR
NR
248,000.00
247,008.00
99.6
245,482.80
0.11
First Internet Bank of Indiana 2.05
7/14/2022
32066GCQ1
1,656
7/14/2022
7/14/2017
2.050 NR
NR
248,000.00
248,000.00
100
244,254.21
0.11
B Bank Delaware 2.2
7/12/20212/2022
06740KKD8
1,654
7/12/2022
7/12/2017
2.200 NR
NR
247,000,00
247,000.00
100
244,888.15
0.11
First State Community Bank 2,1
6/30/2022-18
33708UCF4
1,642
6/30/2022
6/30/2017
2.100 NR
NR
248,000.00
248,000.00
100
244,930.26
0.11
Traverse City State Bank 2
6/28/2022
894333FF5
1,640
6/28/2022
6/28/2017
2.000 NR
NR
248,000.00
248,000.00
100
243,888.90
0.11
First National Bank of Syracuse 2.1
6/28/2022-17
334342CA8
1,640
6/28/2022
6/28/2017
2.100 NR
NR
248,000.00
248,000,00
100
244,930.75
0.11
National Bank of Commerce 2,15
6/27/2022-17
633368EK7
1,639
6/27/2022
6/27/2017
2.150 NR
NR
248,000.00
248,000.00
100
245,484.54
0.11
DNB First, National Association 2
6/23/2022
25590AAH3
1,635
6/23/2022
6/23/2017
2.000 NR
NR
248,000.00
248,000.00
100
243,918.91
0.11
307764AA8
1,628
6/16/2022
6/26/2017
2.053 NR
NR
248,000.00
247,515.89
99.75
244,001.25
0.11
Page 9 of 19
Days To
Maturity
Settlement
YTM @ Credit
Credit
Face
Cost Value + Accrued
% of
Description
CUSIPMcker
Maturity
Date
Date
Cost Rating 1
Rating 2
Amount/Shares
Interest
Cost Price
Market Value
Portfolio
Farmers & Mechanics FS & LA 2
6/16/2022-17
First State Bank of DeQueen Step
5/26/2022-18
336460CG3
1,607
5/26/2022
5/26/2017
1.860 NR
NR
248,000.00
248,000.00
100
237,830.00
0.11
The North Jackson Bank 2.05
5!9/2022
32063KAS1
1,590
5/9/2022
11/8/2017
2.050 NR
NR
248,000.00
248,000.00
100
244,843.46
0.11
Celtic Bank 2.14/21/2022
15118RMF1
1,572
4/21/2022
4/21/2017
2.100 NR
NR
248,000.00
248,000.00
100
245,507.10
0.11
Internaflonal Bank of Chicago 2.1
4/20/2022-18
4/20/2
45906ABR7
1,571
4/20/2022
10/20/2017
2.100 NR
NR
248,000.00
248,000.00
100
245,531.16
0.11
BMO Hams Bank Step 4/13/2022-
17
05581 WNM3
1,564
4/13/2022
4/13/2017
2.143 NR
NR
248,000.00
248,000.00
100
246,927.15
0.11
United Community Bank 2.05
4/12/2022-18
90983WBN0
1,563
4/12/2022
10/12/2017
2,050 NR
NR
248,000.00
248,000.00
100
245,090.96
0.11
Nebraska State B&T Co. 1.95
2121/2022
63969ACD4
1,513
2/21/2022
4/21/2017
1.950 NR
NR
248,000.00
248,000.00
100
244,511.63
0.11
The Ohio Valley Bank Company 1.9
1/19/2022
677721CN0
1,480
1/19/2022
7/19/2017
1.900 NR
NR
248,000.00
248,000.00
100
244,312.24
0.11
American Eagle Bank 2 12/30/2021
02554BCR0
1,460
12/30/2021
7/13/2017
2.000 NR
NR
247,000.00
247,175.95
100
244,455.65
0.11
Great Plains Bank 1.85 12/21/2021
39115UAZ6
1,451
12/21/2021
4/21/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,056.55
0.11
Commerce Bank Geneva MN 2
11/26/2021-18
20056QQQ9
1,426
11/26/2021
8/25/2017
2.000 NR
NR
248,000.00
248,000.00
100
245,571.58
0.11
Northfield Bank 1.95 10/20/2021
66612ABV9
1,389
10/20/2021
11/1/2017
2.029 NR
NR
248,000.00
247,414.99
99.7
245,260.84
0.11
Uinta County State Bank 2.05
10/13/2021
903572CC7
1,382
10/13/2021
10/13/2017
2.050 NR
NR
247,000.00
247,000.00
100
245,192.21
0.11
State Bank of Chilton 2 10/13/2021-
18
85641PDOO
1,382
10/13/2021
10/13/2017
2.000 NR
NR
248,000.00
248,000.00
100
245,741,46
0.11
Enerbank USA 1.45 8/26/2021
29266N31-18
1,334
8/26/2021
8/26/2016
1.450 NR
NR
248,000.00
248,000.00
100
241,111.80
0.11
Palmetto Heritage Bank and Trust
1.9 8/20/2021
69709QAM3
1,328
8/20/2021
8/21/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,053.76
0.11
Commercial Bank Alma Mi 1.4
8/16/2021
201282HD5
1,324
8/16/2021
8/16/2016
1.400 NR
NR
248,000.00
248,000.00
100
240,749.47
0.11
Partners Bank of California 1.85
8!16/2021
70212YAW2
1,324
8/16/2021
8/15/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,650.26
0.11
JPMorn Chase Bank NA 1.65
8!16/202021
48126XAH8
1,324
8/16/2021
8/16/2016
1.650 NR
NR
248,000.00
248,000.00
100
241,307.97
0.11
8/11/202k Bristow OK 1.9
8/11 /2021-18
848608DB8
1,319
8/11/2021
8/11/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,103.61
0.11
Abacus Federal Savings Bank 1.95
7/21/2021
00257TAY2
1,298
7/21/2021
7/21/2017
1.950 NR
NR
248,000.00
248,000.00
100
245,601.84
0.11
FNB Bank, Inc/Romney 1.85
7/19/2021
30257JAC9
1,296
7/19/2021
7/19/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,761.86
0.11
Central State Bank Iowa 1,85
7/14/2021
15523RBJ4
1,291
7/14/2021
7/14/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,783.69
0.11
Bankers Bank Madison WI 1,9
7/14/2021
06610RAQ2
1,291
7/14/2021
7/14/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,206.03
0.11
Citizens State Bank 1.85 6/30/2021
17670DAD6
1,277
6/30/2021
6/30/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,847.18
0.11
Texas Exchange Bank 1.95
6/30/2021-18
88241TBP4
1,277
6/30/2021
6/30/2017
1.950 NR
NR
248,000.00
248,000.00
100
245,668.80
0.11
Marine Bank 1.85 6/29/2021
56817TAB7
1,276
6/29/2021
6/29/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,849.16
0.11
Page 10 of 19
Page 11 of 19
Days To
Maturity
Settlement
YTM @ Credit
Credit
Face
Cost Value + Accrued
% of
Description
CUSIPmcker
Maturity
Date
Date
Cost Rating 1
Rating 2
Amount/Shares
Interest
Cost Price
Market Value
Portfolio
NebraskaLand National Bank 1.85
639700FG6
1,275
6/28/2021
6/28/2017
1.850 NR
NR
248,000.00
248,000.00
100
244,853,38
0.11
6/28/2021
Winter Hill Bank, FSB 1.8 6/28/2021
975875AK1
1,275
6/28/2021
6/26/2017
1.800 NR
NR
248,000.00
248,000.00
100
244,436.24
0.11
The Business Bank of Saint Louis
1.8 6/23/2021
12325EHU9
1,270
6/23/2021
6/23/2017
1.800 NR
NR
248,000.00
248,000.00
100
244,459.55
0.11
Ponce De Leon Federal Bank 1.9
5/26/2021
732333AG4
1,242
5/26/2021
5/26/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,399.47
0.11
Bank of the Pack 1.25 5/24/2021
06425BCK3
1,240
5/24/2021
8/24/2016
1.250 NR
NR
248,000.00
248,000.00
100
240,124.51
0.11
Gold Coast Bank 1.9 5/10/2021
38058KDU7
1,226
5/10/2021
11/9/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,461.97
0.11
Triad Bank 1.85 4/12/2021
89579NBU6
1,198
4/12/2021
10/12/2017
1.850 NR
NR
248,000.00
248,000.00
100
245,176.27
0.11
National Cooperative Bank 1.5
3/9/2021
635573AH1
1,164
3/9/2021
3/9/2016
1.500 NR
NR
248,000.00
248,000.00
100
246,070.06
0.11
Apex Bank 1.25 2/17/2021
03753XAE0
1,144
2/17/2021
8/17/2016
1.250 NR
NR
248,000.00
248,000.00
100
240,891.82
0,11
Luana Savings Bank 1.7 2/11/2021
54910321-2
1,138
2/11/2021
8/11/2017
1.700 NR
NR
248,000.00
248,000.00
100
244,311.25
0.11
Lead Bank 1.7 2/9/2021
521680AE8
1,136
2/9/2021
8/9/2017
1.700 NR
NR
248,000.00
248,000.00
100
244,310.01
0.11
First Farmers Bank &Trust
Company 1.9 1/21!20
320165HW6
1,117
1/21/2021
7/21/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,875.14
0.11
First Federal Savings Bank 1.9
1/15/2021
32021YDA8
1,111
1/15/2021
11/15/2017
1.900 NR
NR
248,000.00
248,000.00
100
245,889.27
0.11
Stone Bank 1.85 1/11/2021
86158RAM1
1,107
1/11/2021
10/11/2017
1.850 NR
NR
248,000.00
248,000.00
100
245,539,59
0.11
First Bank Richmond 1.8
12/28/2020
319267GE4
1,093
12/28/2020
6/27/2017
1.800 NR
NR
248,000.00
248,000.00
100
245,233.31
0.11
Morton Community Bank 1.7
12!16/2020
619165GW7
1,081
12/16/2020
12/16/2016
1.700 NR
NR
248,000.00
248,000.00
100
244,590.99
0.11
Alma Bank 1.7 12/9/2020
020080BE6
1,074
12/9/2020
12/9/2016
1.700 NR
NR
248,000.00
248,000.00
100
244,635.63
0.11
American National Bank -Fox Cities
1.75 11/23/2020
02771PNQ6
1,058
11/23/2020
5/23/2017
1.750 NR
NR
248,000.00
248,000.00
100
245,085.50
0.11
Lakeside Bank 1.75 11/19/2020
51210SMS3
1,054
11/19/2020
5/19/2017
1.750 NR
NR
248,000.00
248,000.00
100
245,109.31
0.11
Financial Federal Bank 1.7
9/30/2020
31749TAX5
1,004
9/30/2020
5/30/2017
1.700 NR
NR
248,000.00
248,000.00
100
245,064.67
0.11
BMW Bank UT 2.25 8/21/2020
06580ACS1
964
8/21/2020
8/21/2015
2.250 NR
NR
248,000.00
248,000.00
100
249,117.24
0.11
Capital One 2.3 8/12/2020
14042E5M8
955
8/12/2020
8/12/2015
2.300 NR
NR
248,000.00
248,000.00
100
249,133.11
0.11
First Oklahoma Bank 1.7 7/27/2020
335857BE7
939
7/27/2020
7/26/2017
1.700 NR
NR
248,000.00
248,000.00
100
245,434.94
0.11
Bank of Deerfield 1.15 7/27/2020
061785DP3
939
7/27/2020
8/26/2016
1.150 NR
NR
248,000.00
248,000.00
100
242,012.29
0.11
Midsouth Bank Lafayette 1.85
7/13/2020-18
59805FAA7
925
7/13/2020
7/12/2017
1.850 NR
NR
248,000,00
248,000.00
100
246,433.88
0.11
Chippewa Valley Bank 1.7
6/30/2020
169894AN2
912
6/30/2020
6/30/2017
1.700 NR
NR
248,000.00
248,000.00
100
245,586.71
0.11
The Bank of Princeton 1.7
6/30/2020
064620AD1
912
6/30/2020
6/30/2017
1.700 NR
NR
248,000.00
248,000.00
100
245,586.71
0.11
C020 y Cap Bank UT 2.15
6/29/229/20
20033ALD6
911
6/29/2020
6/29/2015
2.150 NR
NR
248,000.00
248,000,00
100
248,005.95
0.11
Sturgis Bank & Trust Company 1.8
6/9/2020
864088DM8
891
6/9/2020
11/9/2017
1.800 NR
NR
248,000.00
248,000.00
100
246,287.81
0.11
Summit Community Bank Inc 1.65
5/29/2020
86604XLT1
880
5/29/2020
5/31/2017
1.650 NR
NR
248,000.00
248,000.00
100
245,459.98
0.11
Kennebec Savings Bank 1.65
5/29/2020
489265AU2
880
5/29/2020
5/30/2017
1.650 NR
NR
248,000.00
248,000.00
100
245,459.98
0.11
Page 11 of 19
Description
CUSIP/Ticker
Days To
Maturity
Maturity
Date
Settlement
Date
YTM @ Credit
Cost Rating 1
Credit
Rating 2
Face
Amount/Shares
Oriental Bank 1.85 5/26/2020
68621KAY7
877
5/26/2020
5/24/2017
1.850 NR
NR
248,000.00
Horloon State Bank 1.65 5/26/2020
440392FL7
877
5/26/2020
5/23/2017
1.650 NR
NR
248,000.00
Commerce State Bank 1.65
5/22/2020
20070PJDO
873
5/22/2020
5/22/2017
1.650 NR
NR
248,000.00
First Bank of Owasso 1.8 5/14/2020
31927LAMO
865
5/14/2020
11/14/2017
1,800 NR
NR
248,000.00
Jefferson Bank and Trust Company
100
245,710.22
0.11
248,000.00
100
247,480.44
0.11
1.75 5/12/2020
472376AC6
863
5/12/2020
11/9/2017
1.750 NR
NR
248,000.00
Northwest Bank(FKA Western
100
246,717.10
0.11
248,000.00
100
245,420.30
0.11
Capital Bank) 1.65 4/13
66736ABB4
834
4/13/2020
4/13/2017
1.650 NR
NR
248,000.00
East Boston Savings Bank 1.7
4/13/2020
27113PBNO
834
4/13/2020
4/11/2017
1.700 NR
NR
248,000.00
Mercantile Bank of Michigan 1.65
4/13/2020
58740XYW4
834
4/13/2020
4/11/2017
1.650 NR
NR
248,000.00
MB Financial Bank 1.65 4/13/2020
56266CUYO
834
4/13/2020
4/13/2017
1.650 NR
NR
248,000.00
Goldman Sachs Bank 1.95
100
248,769.05
0.11
248,000.00
100
248,831.30
0.11
3/11/2020
38148JMVO
801
3/11/2020
3/11/2015
1.950 NR
NR
248,000.00
KeyBank National Association 1.7
100
247,255.50
0.11
248,000.00
100
247,868.56
0.11
3/9/2020
49306SXK7
799
3/9/2020
3/8/2017
1.700 NR
NR
248,000.00
Beneficial Bank 1.3 3/9/2020
08173QBN5
799
3/9/2020
3/9/2016
1.300 NR
NR
248,000.00
Wells Fargo Bank 1.8 3/2/2020
949763FA9
792
3/2/2020
3/1/2017
1.800 NR
NR
248,000.00
Berkshire Bank 1.55 2/28/2020
084601GY3
789
2/28/2020
2/28/2017
1.550 NR
NR
248,000.00
CrossFirst Bank 1.6 2/28/2020
22766AAX3
789
2/28/2020
2/28/2017
1.600 NR
NR
248,000.00
First Western Bank 1.55 2/28/2020
33749VAK4
789
2/28/2020
2/28/2017
1.550 NR
NR
248,000.00
Steams Bank 1.6 2/26/2020
857894TA7
787
2/26/2020
2/24/2017
1.600 NR
NR
248,000.00
Belmont Savings Bank 1.55
2/24/2020
080515BT5
785
2/24/2020
2/24/2017
1.550 NR
NR
248,000.00
Signature BK of Arkansas 1.15
2/18/2020
82669LGHO
779
2/18/2020
8/18/2016
1.150 NR
NR
248,000.00
Springs Valley Bank & Trust
Company 1.75 2/12/
851791AR4
773
2/12/2020
10/12/2017
1,750 NR
NR
248,000.00
Machias Savings Bank 1.65
2/6/2020
554479DS1
767
2/6/2020
2/6/2015
1.650 NR
NR
248,000.00
Bank of Georgetown DC 1.65
1/30/2020
06424XBT8
760
1/30/2020
1/30/2015
1.650 NR
NR
248,000.00
PrivateBank IL 1.8 1/30/2020
74267GUW5
760
1/30/2020
1/30/2015
1.800 NR
NR
248,000.00
Peoples United Bank 1.85
1/21/2020
71270QLM6
751
1/21/2020
1/21/2015
1.850 NR
NR
248,000.00
Douglas National Bank 1.65
1/21/2020
259744DS6
751
1/21/2020
7/19/2017
1.650 NR
NR
248,000.00
GE Capital Bank 1.8 1/16/2020
36162PFS6
746
1/16/2020
1/16/2015
1.800 NR
NR
248,000.00
First Source Bank 1.75 12/30/2019
33646CFE9
729
12/30/2019
6/30/2015
1.750 NR
NR
248,000.00
American Express 2.2 11/29/2019
02587DWKO
698
11/29/2019
11/28/2014
2.200 NR
NR
248,000.00
Bank of Hope 1.7 11/26/2019
062683AJ6
695
11/26/2019
5/26/2017
1.700 NR
NR
248,000.00
Washington Trust Company 1.65
11/25/2019
940637JAO
694
11/25/2019
5/24/2017
1.650 NR
NR
248,000.00
Kearny Federal Savings Bank 1.7
11/15/2019
487141AE9
684
11/15/2019
11/15/2017
1.700 NR
NR
248,000.00
Page 12 of 19
Cost Value + Accrued
% of
Interest
Cost Price
Market Value
Portfolio
248,000.00
100
246,646.17
0.11
248,000.00
100
245,485.78
0.11
248,000.00
100
245,498.92
0.11
'248,000.00
100
246,405.36
0.11
248,000.00
100
246,127.85
0.11
248,000.00
100
245,710.22
0.11
248,000.00
100
245,987.73
0.11
248,000.00
100
245,717.41
0.11
248,000.00
100
245,710.22
0.11
248,000.00
100
247,480.44
0.11
248,000.00
100
246,163.31
0,11
248,000.00
100
247,001.55
0.11
248,000.00
100
246,717.10
0.11
248,000.00
100
245,420.30
0.11
248,000.00
100
245,679.96
0.11
248,000.00
100
245,417.33
0.11
248,000.00
100
245,690.62
0.11
248,000.00
100
245,440.14
0.11
248,000.00
100
243,502.27
0.11
248,000.00
100
246,537.05
0.11
248,000.00
100
248,814.93
0.11
248,000.00
100
248,821.62
0.11
248,000.00
100
248,769.05
0.11
248,000.00
100
248,831.30
0.11
248,000.00
100
246,127.35
0.11
248,000.00
100
248,838.24
0.11
248,000.00
100
247,255.50
0.11
248,000.00
100
247,868.56
0.11
248,000.00
100
246,661.79
0.11
248,000.00
100
246,440.08
0.11
248,000.00
100
246,724.04
0.11
Citizens National Bank of Bluffton 175144DD3 507 5/22/2019 5/22/2017 1.550 NR NR 248,000.00 248,000.00 100 246,990.89 0.11
1.55 5/22/2019
HSBC Bank Var. Negotiable CD 40434AJV2 480 4/25/2019 4/29/2014 1.564 NR NR 248,000.00 248,000.00 100 245,296.80 0.11
4/25/2019
First Bank MS 1.5 2/28/2019 319234AJ9 424 2/28/2019 6/30/2015 1.500 NR NR 248,000.00 248,000.00 100 247,619.32 0.11
First South Bank NC 1.45 2/28/2019 33650QAH9 424 2/28/2019 8/28/2015 1.450 NR NR 248,000.00 248,000.00 100 247,049,17 0.11
First Service Bank 112/19/2019 33640VBQO 415 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 245,828.02 0.11
Farm Bureau Bank 12/19/2019 307660KJ8 415 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 245,911.59 0.11
Metro City Bank GA 1 1/17/2019 59161TAJ6 382 1/17/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 246,111.48 0.11
795450RA5 303 10/30/2018 10/30/2013 2.150 NR NR 248,000.00 248,000.00 100 249,039.12 0.11
Page 13 of 19
Days To
Maturity
Settlement
YTM @ Credit
Credit
Face
Cost Value + Accrued
% of
Description
CUSIPTcker
Maturity
Date
Date
Cost Rating 1
Rating 2
Amount/Shares
Interest
Cost Price
Market Value
Portfolio
Capital One 2 11/5/2019
140420QN3
674
11/5/2019
11/5/2014
2.000 NR
NR
248,000.00
248,000.00
100
248,527.74
0.11
City Bank UT 2.15 11/5/2019
17284C2R4
674
11/5/2019
11/5/2014
2.150 NR
NR
248,000.00
248,000.00
100
248,796.33
0.11
Merrick Bank UT 1,55 10/9/2019
59013JKA6
647
10/9/2019
10/9/2015
1.550 NR
NR
249,000.00
249,000.00
100
249,343.12
0.11
Security State Bank 1,5 10!7/2019
81489TAV8
645
10/7/2019
4!7/2017
1.500 NR
NR
246,000.00
248,000.00
100
246,054.44
0.11
Buckeye Community Bank 1.4
9/6/2019
11815SCW8
614
9/6/2019
3/6/2017
1.400 NR
NR
248,000.00
248,000.00
100
245,831.98
0.11
LCA Bank Corporation 1.45
9/3/2019
501798KG6
611
9/3/2019
3/2/2017
1.450 NR
NR
248,000.00
248,000.00
100
246,065.60
0.11
Landmark Community Bank 1.45
9/3/2019
51507LBG8
611
9/3/2019
3/3/2017
1.450 NR
NR
248,000.00
248,000.00
100
246,056.67
0.11
Evegreen Bank Group 1.5
8/28/2
8/28/2019
300185FJ9
605
8/28/2019
2/28/2017
1.500 NR
NR
248,000.00
248,000.00
100
246,294.26
0.11
Franklin Synergy Bank 1.5
8/23/2019
35471TDH2
600
8/23/2019
5/24/2017
1,500 NR
NR
248,000.00
248,000.00
100
246,320.54
0.11
Medallion Bank UT 1.2 8/19/2019
58403134W3
596
8/19/2019
8/19/2016
1.200 NR
NR
248,000.00
248,000.00
100
244,674.57
0.11
Morgan Stanley Bank 17 8/19/2019
61760ACZO
596
8/19/2019
8/17/2017
1.700 NR
NR
248,000.00
248,000.00
100
247,147.62
0.11
Morgan Stanley Private Bank 1.7
8/19/2019
61747MYE5
596
8/19/2019
8/17/2017
1.700 NR
NR
248,000.00
248,000.00
100
247,147.62
0.11
FNB of Mcgregor TX 1.1 8/19/2019
32112UCD1
596
8/19/2019
8/18/2016
1.100 NR
NR
248,000.00
248,000.00
100
244,744.75
0.11
Investors Bank WI 1.7 8/14/2019
46147UQR4
591
8/14/2019
8/14/2015
1.700 NR
NR
248,000.00
248,000.00
100
248,681.26
0.11
Bank of Lexington, Inc 1,6 8/9/2019
063253BG2
586
8/9/2019
8/9/2017
1.600. NR
NR
248,000.00
248,000.00
100
246,797.70
0.11
Connectone Bank 1.55 7/29/2019
20786ABA2
575
7/29/2019
1/28/2015
1.550 NR
NR
248,000.00
248,000.00
100
248,712.01
0.11
Bridgewater Bank MN 1.55
7/26/2019
108622EE7
572
7/26/2019
1/27/2015
1.550 NR
NR
248,000.00
248,000.00
100
246,672.46
0.11
SmartBank 1.4 7/19/2019
83172HDJ6
565
7/19/2019
4/19/2017
1.400 NR
NR
248,000.00
248,000.00
100
246,138.02
0.11
American Express 1.95 7/10/2019
02587CAC4
556
7/10/2019
7/10/2014
1.950 NR
NR
248,000.00
248,000.00
100
248,104.41
0.11
Discover Bank 2 7/9/2019
2546712E9
555
7/9/2019
7/9/2014
2.000 NR
NR
248,000.00
248,000.00
100
248,402.50
0.11
Kansas State Bank of Manhattan
1,55 5/31/2019
50116CAZ2
516
5/31/2019
5/31/2017
1.550 NR
NR
248,000.00
248,000.00
100
246,949.22
0.11
Synchrony Bank UT (GE) 2
5/30/2019
3616OKL60
515
, 5/30/2019
5/30/2014
2.000 NR
NR
248,000.00
248,000.00
100
248,550.31
0.11
First Capital Bank VA 1.5 5/28/2019
31944FBH2
513
5/28/2019
1/28/2015
1.500 NR
NR
248,000,00
248,000.00
100
248,626.70
0.11
First Business Bank WI 1.45
5/28/2019
31938QL69
513
5/28/2019
5/28/2015
1.450 NR
NR
248,000.00
248,000.00
100
246,618.64
0.11
North American Savings Bank 1.6
5/24/2019
657156EL5
509
5/24/2019
5/24/2017
1.600 NR
NR
248,000.00
248,000.00
100
247,151.34
0.11
Citizens National Bank of Bluffton 175144DD3 507 5/22/2019 5/22/2017 1.550 NR NR 248,000.00 248,000.00 100 246,990.89 0.11
1.55 5/22/2019
HSBC Bank Var. Negotiable CD 40434AJV2 480 4/25/2019 4/29/2014 1.564 NR NR 248,000.00 248,000.00 100 245,296.80 0.11
4/25/2019
First Bank MS 1.5 2/28/2019 319234AJ9 424 2/28/2019 6/30/2015 1.500 NR NR 248,000.00 248,000.00 100 247,619.32 0.11
First South Bank NC 1.45 2/28/2019 33650QAH9 424 2/28/2019 8/28/2015 1.450 NR NR 248,000.00 248,000.00 100 247,049,17 0.11
First Service Bank 112/19/2019 33640VBQO 415 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 245,828.02 0.11
Farm Bureau Bank 12/19/2019 307660KJ8 415 2/19/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 245,911.59 0.11
Metro City Bank GA 1 1/17/2019 59161TAJ6 382 1/17/2019 8/17/2016 1.000 NR NR 248,000.00 248,000.00 100 246,111.48 0.11
795450RA5 303 10/30/2018 10/30/2013 2.150 NR NR 248,000.00 248,000.00 100 249,039.12 0.11
Page 13 of 19
Page 14 of 19
Days To
Maturity
Settlement
YTM @ Credit
Credit
Face
Cost Value + Accrued
% of
Description
CUSIP/Ticker
Maturity
Date
Data
Cost Rating 1
Rating 2
Amount/Shares
Interest
Cost Price
Market Value
Portfolio
Sallie Mae Bank UT 2.15
10/30/2018
Bank North Carolina NC 1.2
10/16/2018
06414QWZ8
289
10/16/2018
10/16/2015
1.200 NR
NR
249,000.00
249,000.00
100
249,173.80
0.11
Ally Bank UT 1.6 10/15/2018
02006LUSO
288
10/15/2018
10/15/2015
1.600 NR
NR
248,000.00
248,000.00
100
248,133.67
0.11
Everbank Jacksonville FL 9.45
8/14/2018
29976DZX1
226
8/14/2018
8/14/2015
1.450 NR
NR
248,000.00
248,000.00
100
247,830.86
0.11
Third Federal Savings 1.25
8/13/2018
884130AZ1
225
8/13/2018
2/13/2015
1.250 NR
NR
248,000.00
248,000.00
100
248,250.48
0.11
Marlin Business Bank UT 1.45
6/25/2018
57116AJE9
176
6/25/2018
12/23/2014
1.450 NR
NR
248,000.00
248,000.00
100
247,915.68
0.11
Compass Bank AL 1.25 5/21/2018
20451PKX3
141
5/21/2018
5/20/2015
1.250 NR
NR
248,000.00
248,000.00
100
247,786.72
0.11
Middleton Community Bank WI 1.25
2/9/2018
596689EA3
40
2/9/2018
7/9/2014
1.250 NR
NR
248,000.00
248,000.00
100
247,997.27
0.11
Traditions Bank AL 1.2 1/18/2018
89269CBJ0
18
1/18/2018
7/18/2014
1.200 NR
NR
248,000.00
248,000.00
100
247,994.05
0.11
Sub Total / Average
971
1.738
36,207,000.00
36,205,114.83
99.993514
35,895,076.17
16.52
VISA Inc 2.15 9/15/2022
92826CAG7
1,719
9/15/2022
10/3/2017
2.101 Moodys-A1
S&P -A+
1,000,000.00
1,003,615.32
100.230143
986,096.00
0.46
Toyota Motor Credit Corp 2.15
9/8/2022
89236TEC5
1,712
9/8/2022
11/1/2017
2.301 Moodys-Aa3
S&P -AA-
2,500,000.00
2,490,663.19
99.31
2,460,150.00
1.13
IBM Credit LLC 2.2 9/8/2022
44932HAC7
1,712
9/8/2022
10/3/2017
2.301 Moodys-A1
S&P -A+
1,000,000.00
996,827.78
99.53
979,282.00
0.45
BBarclays Bank PLC Step 8/25/2022-
06744CFN6
1,698
8/25/2022
8/25/2017
2.440 Moodys-A1
S&P -A-
2,000,000.00
2,000,000.00
100
1,935,972.00
0.91
Apple Inc 2.3 5/11/2022
037833CQ1
1,592
5/11/2022
6/26/2017
2.133 Moodys-Aa1
S&P -AA+
2,000,000.00
2,021,152.64
100.770127
1,986,016.00
0,92
Chevron Corp 2.498 3/3/2022
166764BN9
1,523
3/3/2022
8/10/2017
2.101 Moodys-Aa2
S&P -AA-
2,000,000.00
2,056,188.11
101.72
2,002,616.00
0.93
Toyota Motor Credit Crop 2.6
1/11/2022
89236TDP7
1,472
1/11/2022
7/13/2017
2.200 Moodys-Aa3
S&P -AA-
1,000,000.00
1,017,172.28
101.702784
1,005,372.00
0.46
Apple Inc 2.25 2/23/2021-21
037833BS8
1,150
2/23/2021
12/2/2016
2.125 Moodys-Aa1
S&P -AA+
2,000,000.00
2,022,375.00
100.5
1,997,660.00
0.92
Microsoft 211/3/2020-20
594918BG8
1,038
11/3/2020
11/6/2015
1.929 Moodys-Aaa
S&P -AAA
1,000,000.00
1,003,546.67
100.338
996,107.00
0.46
COCO-COLA CO 1.87510/27/2020
191216BT6
1,031
10/27/2020
7/13/2017
1.875 Moodys-Aa3
S&P -AA-
1,000,000.00
1,003,958,33
100
994,831.00
0.46
Barclays Bank PLC 2 5/31/2019-18
06741VUW0
616
5/31/2019
5/31/2017
2.000 Moodys-A1
S&P -A-
1,000,000.00
1,000,000.00
100
990,563.00
0.46
Microsoft Corp 1.62512/6/2018
594918AV6
340
12/6/2018
5/27/2015
1.148 Moodys-Aaa
S&P -AAA
1,000,000.00
1,024,138.75
101.642
998,097.00
0.46
Johnson & Johnson Note 1.65
12/5/2018
478160BG8
339
12/5/2018
8/17/2015
1.271 Moodys-Aaa
S&P -AAA
2,000,000.00
2,031,000.00
101.22
1,995,556.00
0.92
Wal-Mart Stores Inc 1. 126
4/11/2018
931142DF7
101
4/11/2018
11/28/2014
1.346 Moodys-Aa2
S&P -AA
1,000,000.00
994,208.75
99.274
999,750.00
0.45
Deere John 1.3 3/12/2018
24422ESB6
71
3/12/2018
2/9/2015
1.166 Moodys-A2
S&P -A
2,125,000.00
2,144,865.21
100.404
2,123,272.38
0.97
Sub Total / Average
1,103
1.911
22,625,000.00
22,809,711.93
100.460097
22,451,340.38
10.37
MunicipalSecurities 15°h 15•A ._..__-.___._...�.._
�_..
_.....___..w_.-.�_.._�_.___�..
_.______.___
.�____ _.._____.�
__a__._____..�_..__.._..
_ __..__.__...___
_, w.w �._..._.-_..._...____.._.__
_____ � __._.._.W..._...__._-__
.®._._._ _._.�.
__.._.._,._. _ _ .._.___.. �..__
_._„_,
Murrieta Redevelopment Agency
2.5 8/1/2022
62719PAY2
1,674
8/1/2022
10/18/2017
2.559 S&P -A
NR
250,000.00
249,345.00
99.738
246,977.50
0.11
Santa Rosa CA REGL Resources
Rev 2,4 8/1/2022
802629AX3
1,674
8/1/2022
10/3/2017
2.202 S&P -AA+
Fitch -AA
500,000.00
505,800.00
100.9
495,855.00
0.23
California ST 2.367 4/1/2022
13063DADO
1,552
4/1/2022
4/27/2017
2.152 Moodys Aa3
S&P -AA-
1,000,000.00
1,010,000.00
101
996,840.00
0.46
45656RDV1
1,462
1/1/2022
5/17/2017
2.451 Moodys-A1
S&P -AA-
1,000,000,00
1,014,604.17
101.3
993,760.00
0.46
Page 14 of 19
Page 15 of 19
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
Industry Calif Sales Tax Rev 2.75
1/1/2022
Murrieta Redevelopment Agency
2.25 8/1/2021
62719PAX4
1,309
8/1/2021
10/18/2017
2.319 S&P-A
None
350,000,00
349,135.50
99.753
345,989.00
0.16
Santa Rosa CA REGL Resource
Rev 2.2 8/1/2021
802629AW5
1,309
8/1/2021
10/3/2017
2.001 S&P-AA+
Fitch-AA
980,000.00
989,489.67
100.73
971,415.20
0.45
California ST 2.625 4/1/2021
13063DAC2
1,187
4/1/2021
4/27/2017
2.003 Moodys-Aa3
S&P-AA-
1,000,000.00
1,023,400.00
102.34
1,009,510.00
0.47
California ST 1.8 4/1/2020
13063CSQ4
822
4/1/2020
4/29/2015
1.700 Moodys-Aa3
S&P-AA-
2,000,000.00
2,009,380.00
100.469
1,985,620.00
0.92
Fresno County Pension 2.488
8/15/2019
368266CQ5
592
8/15/2019
9/8/2015
2.288 NR
S&P-AA-
1,000,000.00
1,007,845.56
100.75
999,130.00
0.46
Murrieta Redevelopment Agency
1.8 8/1/2019
62719PAV8
578
8/1/2019
10/18/2017
1.802 S&P-A
NR
350,000.00
349,989.50
99.997
347,949.00
0.16
Sub Total / Average
1,144
2.069
8,430,000.00
8,608,989.40
100.875148
8,393,046.70
3.88
US Agency Bonda I Notes 76•/.
�����___M__._�x._.__.._...d,
FHLMC 2.4 11/28/2022-18
3134GBY63
1,793
11/28/2022
11/28/2017
2.400 Moodys-Aaa
S&P-AA+
3,000,000.00
3,000,000.00
100
2,972,523.00
1.37
FNMA 2.25 10/27/2022-18
3136G4PV9
1,761
10/27/2022
10/27/2017
2.250 Moodys-Aaa
None
2,000,000.00
2,000,000.00
100
1,980,984,00
0.91
FHLB Step 10/18/2022-18
3130ACGM
1,752
10/18/2022
10/18/2017
2.144 Moodys-Aaa
S&P-AA+
1,500,000.00
1,500,000.00
100
1,488,201.00
0.68
FHLMC 2.05 9/29/2022-17
3134GBH39
1,733
9/29/2022
10/31/2017
2.163 Moodys-Aaa
S&P-AA+
2,000,000.00
1,993,144.44
99.475
1,980,700.00
0.91
FHLB Step 8/24/2022-17
3130ABZW9
1,697
8/24/2022
8/24/2017
2.071 Moodys-Aaa
S&P-AA+
1,000,000.00
1,000,000.00
100
986,913.00
0.46
FHLMC Step 8/22/2022-17
3134GBB27
1,695
8/22/2022
8/22/2017
2.144 S&P-AA+
Fitch-AAA
2,000,000.00
2,000,000.00
100
1,981,208.00
0.91
FHLMC 27/27/2022-18
3134GBWQ1
1,669
7/27/2022
7/27/2017
2.042 Moodys-Aaa
S&P-AA+
2,000,000.00
1,996,000.00
99.8
1,969,446.00
0.91
FHLMC 2.25 7/26/2022-18
3134GBYP1
1,668
7/26/2022
7/26/2017
2.250 Moodys-Aaa
S&P-AA+
2,000,000.00
2,000,000.00
100
2,001,202.00
0.91
FHLMC 27/19/2022-17
3134GBVF6
1,661
7/19/2022
7/19/2017
2.000 Moodys-Aaa
S&P-AA+
2,000,000.00
2,000,000.00
100
1,982,530.00
0.91
FHLMC Step 7/5/2022-17
3134GBYK2
1,647
7/5/2022
7/11/2017
2.048 Moodys-Aaa
S&P-AA+
1,000,000.00
1,000,333.33
100
992,206.00
0.46
FHLMC 2.16/29/2022-17
3134GBTL6
1,641
6/29/2022
6/29/2017
2.100 Moodys-Aaa
S&P-AA+
2,000,000.00
2,000,000.00
100
1,968,578.00
0.91
FHLMC 2.05 5/25/2022-18
3134GBMB5
1,606
5/25/2022
5/25/2017
2.050 Moodys-Aaa
S&P-AA+
1,000,000.00
1,000,000.00
100
987,176.00
0.46
FHLB 2.15/18/2022-18 .
3130ABCS3
1,599
5/18/2022
5/18/2017
2.100 Moodys-Aaa
S&P-AA+
2,000,000.00
2,000,000.00
100
1,967,342.00
0.91
F HLB 2.08 4/27/2022-18
3130AB6Q4
1,578
4/27/2022
4/27/2017
2.080 Moodys-Aaa
S&P-AA+
1,500,000.00
1,500,000.00
100
1,480,098.00
0.68
FHLB 2.14/26/2022-19
3130AB31.18
1,577
4/26/2022
4/26/2017
2.100 S&P-AA+
NR
4,000,000,00
4,000,000.00
100
3,953,040.00
1.83
FFCB 2 4/5/2022-17
3133EHQG1
1,556
4/5/2022
7/11/2017
2.078 Moodys-Aaa
S&P-AA+
1,000,000.00
996,833.33
99.65
987,474.00
0.45
FFCB 1.95 3/14/2022-17
3133EHYQO
1,534
3/14/2022
11/1/2017
2.082 Moodys-Aaa
S&P-AA+
2,000,000.00
1,994,091.67
99.45
1,971,218.00
0.91
FFCB 2 3/14/2022-17
3133EHMH3
1,534
3/14/2022
6/22/2017
2.023 Moodys-Aaa
S&P-AA+
2,000,000.00
1,998,888.89
99.9
1,968,506.00
0.91
FHLMC 2.05 12/30/2021-17
3134GAZR8
1,460
12/30/2021
12/30/2016
2.050 Moodys-Aaa
S&P-AA+
2,000,000.00
2,000,000.00
100
1,966,692.00
0.91
FHLMC 2 7/27/2021-17
3134GBXA5
1,304
7/27/2021
7/27/2017
2.000 Moodys-Aaa
S&P-AA+
1,000,000,00
1,000,000.00
100
989,524.00
0.46
FNMA 1.45/25/2021-17
3136G31.194
1,241
5/25/2021
8/25/2016
1.400 Moodys-Aaa
S&P-AA+
1,850,000.00
1,850,000.00
100
1,808,241.80
0.84
FFCB 1.934/20/2021-18
3133EHGG2
1,206
4/20/2021
4/20/2017
1.930 Moodys-Aaa
S&P-AA+
1,500,000.00
1,500,000.00
100
1,474,777.50
0.68
FFCB 2 4/5/2021-18
3133EHEG4
1,191
4/5/2021
4/5/2017
2.000 Moodys-Aaa
S&P-AA+
3,500,000,00
3,500,000.00
100
3,493,644.00
1.60
FHLMC Step 3/30/2021-16
3134G8NV7
1,185
3/30/2021
3/30/2016
2.118 Moodys-Aaa
S&P-AA+
1,500,000.00
1,500,000.00
100
1,486,422.00
0.68
FHLMC Step 3/23/2021-16
3134G8NQ8
1,178
3/23/2021
4/4/2016
2.169 Moodys-Aaa
S&P-AA+
1,050,000.00
1,050,401.04
100
1,039,788.75
0.48
FNMA Step 3/15/2021-17
3136G3AY1
1,170
3/15/2021
3/15/2016
2.004 Moodys-Aaa
S&P-AA+
2,000,000.00
2,000,000.00
100
2,000,402.D0
0.91
FHLB 1.375 2/18/2021
3130A7CV5
1,145
2/18/2021
4/4/2016
1.328 Moodys-Aaa
S&P-AA+
1,000,000.00
1,003,956.94
100.22
977,631.00
0.46
FFCB 1.91 1/20/2021-17
3133EHGHO
1,116
1/20/2021
4/20/2017
1.910 Moodys-Aaa
S&P-AA+
1,500,000.00
1,500,000.00
100
1,491,009.00
0.68
Page 15 of 19
Total I Average
727 1.570 219,060,866.31
Page 16 of 19
219,316,264.01 100.044884 217,778,101.11 100
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
FFCB 1.77 12/1/2020-17
3133EGR49
1,072
12/7/2020
12/7/2016
1.770 Moodys-Aaa
S&P -AA+
2,000,000.00
2,000,000.00
100
1,981,966.00
0.91
FFCB 1.38 3/2/2020-17
3133EFH59
792
3/2/2020
3/2/2016
1.380 Moodys-Aaa
S&P -AA+
2,000,000.00
2,000,000.00
100
1,971,316.00
0.91
FNMA 1.65 1/27/2020-17
3135GOS46
757
1/27/2020
2/21/2017
1.650 Moodys-Aaa
S&P -AA+
2,000,000.00
2,002,200.00
100
1,983,864.00
0.91
FNMA 1.1 8/23/2019-17
3136G32A2
600
8/23/2019
8/30/2016
1.100 Moodys-Aaa
S&P -AA+
5,000,000.00
5,000,000.00
100
4,935,450.00
2.28
FHLMC 1.2 5/16/2019-17
3134G9DKO
501
5/16/2019
5/16/2016
- 1.200 Moodys-Aaa
S&P -AA+
1,000,000.00
1,000,000.00
100
991,098.00
0.46
FHLB 1.125 9/14/2018
313OA6AE7
257
9/14/2018
9/18/2015
1.179 Moodys-Aaa
S&P -AA+
2,000,000.00
1,999,362.50
99.84
1,991,538.00
0.91
FHLMC 1 5/23/2018-16
3134G74Z1
143
5/23/2018
11/23/2015
1.172 Moodys-Aaa
S&P -AA+
1,000,000.00
995,780.00
99.578
997,842.00
0.45
FFCB 15/21/2018
3133EEM98
141
5/21/2018
5/21/2015
1.010 Moodys-Aaa
S&P -AA+
1,000,000.00
999,700.00
99.97
998,177.00
0.46
FHLMC 0.875 3/7/2018
3137EADPI
66
3/7/2018
2/22/2017
0.875 Moodys-Aaa
S&P -AA+
5,000,000.00
5,020,052.08
100
4,995,675.00
2.28
FNMA 1.052/27/2018
3136G1DG1
58
2/27/2018
7/1/2014
1.232 Moodys-Aaa
S&P -AA+
2,000,000.00
1,994,233.33
99.35
1,998,984.00
0.91
FFCB 1.112120/2018
3133EEQM5
51
2/20/2018
2/20/2015
1.110 Moodys-Aaa
S&P -AA+
2,000,000.00
2,000,000.00
100
1,999,462.00
0.91
Sub Total / Average
1,146
1.774
75,900,000.00
75,894,977.55
99.935044
75,192,849.05
34.61
US Treasury Securites 0%
T -Note 1.25 12/15/2018
912828N22
349
12/15/2018
12/22/2015
1.261 Moodys-Aaa
S&P -AA+
1,000,000.00
999,926.57
99.96875
994,766.00
0.46
T -Note 0.875 10/15/2018
9128281-81
288
10/15/2018
11/4/2015
1.075 Moodys-Aaa
S&P -AA+
1,000,000.00
994,696.89
99.421875
993,516.00
0.45
T -Note 0.875 7/15/2018
912828XK1
196
7/15/2018
8/28/2015
0.963 Moodys-Aaa
S&P -AA+
5,000,000.00
4,992,730.98
99.75
4,982,030.00
2.28
T -Note 1 5/31/2018
912828VE7
151
5/31/2018
4/29/2015
0.915 Moodys-Aaa
S&P -AA+
2,500,000.00
2,516,747.50
100.257812
2,494,922.50
1.14
T -Note 0.76 3/31/2018
912828UU2
90
3/31/2018
2/22/2017
0.878 Moodys-Aaa
S&P -AA+
5,000,000.00
5,007,938.19
99.86
4,992,255.00
2.28
T -Note 0.875 1/31/2018
912828UJ7
31
1/31/2018
11/25/2014
1.035 Moodys-Aaa
S&P -AA+
2,000,000.00
1,995,563.86
99.5
1,999,434.00
0.91
Sub Total I Average
152
0.963
16,600,000.00
16,507,603.99
99.823887
16,456,923.50
7.52
Total I Average
727 1.570 219,060,866.31
Page 16 of 19
219,316,264.01 100.044884 217,778,101.11 100
City of Tustin
Monthly Investment Transactions
Group By: Action
Portfolio / Report Group: All Portfolios
Begin Date: 9/30/2017, End Date: 12/31/2017
Page 17 of 19
YTM @
Trade
Settlement,
Maturity
Face
Description
CUSIP/Ticker
Portfolio Name
Cost
Date
Date
Date
Amount/Shares
Principal
Price
Interest/Dividends
Total
BUY
Santa Rosa CA REGL Resources
Rev 2.4 8/1/2022
802629AX3
Fixed Income -Municipal
Securities
2,202
9/29/2017
10/3/2017
8/1/2022
500,000.00
504,500.00
100.9
1,300.00
505,800.00
Santa Rosa CA REGL Resource Rev
2,2 8/1/2021
802629AW5
Fixed Income -Municipal
Securities
2,001
9/29/2017
10/3/2017
8/1/2021
980,000.00
987,154.00
100.73
2,335.67
989,489.67
VISA Inc 2.15 9/15/2022
92826CAG7
Fixed Income - Corporate Bonds
2.101
9/29/2017
10/3/2017
9/15/2022
1,000,000.00
1,002,301.43 100.230143
1,313.89
1,003,615.32
IBM Credit LLC 2.2 9/8/2022
44932HAC7
Fixed Income - Corporate Bonds
2.301
9/29/2017
10/3/2017
9/8/2022
1,000,000.00
995,300.00
99.53
1,527.78
996,827.78
Stone Bank 1.85 1111/2021
86158RAM1
Fixed Income Certificate of
Deposit Negotiable
1.850
9/29/2017
10/11/2017
1/11/2021
248,000.00
248,000.00
100
0.00
248,000.00
United Community Bank 2.05
4/12/2022-18
90983WBNO
Fixed Income - Certificate of
Deposit Negotiable
2,050
9/29/2017
10/12/2017
4/12/2022
248,000.00
248,000.00
100
0.00
248,000.00
Triad Bank 1.85 4/12/2021
89579NBU6
Fixed Income - Certificate of
Deposit Negotiable
1,850
9/29/2017
10/12/2017
4/12/2021
248,000.00
248,000.00
100
0.00
248,000.00
Springs Valley Bank &Trust
Company 1.75 2/12/
851791AR4Fixed
Income Certificate of
Dego
Deposit Negotiable
1.750
9/29/2017
10/12/2017
2/12/2020
248,000.00
248,000.00
100
0.00
248,000.00
Alliance Credit Union 2.25 10/13/2022
01859BAA3
Fixed Income - Certificate of
Deposit Negotiable
2,250
9/29/2017
10/13/2017
10/13/2022
248,000.00
248,000.00
100
0.00
248,000.00
State Bank of Chilton 2 10/13/2021-
18
85641 PDQO
Fixed Income - Certificate of
Deposit Negotiable
2.000
9/29/2017
10/13/2017
10/13/2021
248,000.00
248,000.00
100
0.00
248,000.00
Uinta County State Bank 2.05
10/13/2021
903572CC7
Fixed Income Certificate of
Deposit Negotiable
2,050
10/3/2017
10/13/2017
10/13/2021
247,000.00
247,000.00
100
0.00
247,000.00
FHLB Step 10/18/2022-18
3130ACGW8
Fixed Income - US Agency
Bonds /Notes
2.144
10/3/2017
10/18/2017
10/18/2022
1,500,000.00
1,500,000.00
100
0.00
1,500,000.00
Murrieta Redevelopment Agency 2.25
8/1/2021
62719PAX4
Fixed Income- Municipal
Securities
2.319
10/6/2017
10/18/2017
8/1/2021
350,000.00
349,135.50
99.753
0.00
349,135.50
Murrieta Redevelopment Agency 1.8
8/1/2019
62719PAV8
Fixed Income - Municipal
Securities
1.802
10/6/2017
10/18/2017
8/1/2019
350,000.00
349,989.50
99.997
0.00
349,989.50
Murrieta Redevelopment Agency 2.5
8/1/2022
62719PAY2
Fixed Income -Municipal
Securities
2.559
10/6/2017
10/18/2017
8/1/2022
250,000.00
249,345.00
99.738
0.00
249,345.00
International Bank of Chicago 2.1
4/20/2
4/20/2022-18
45906ABR7
Fixed Income Certificate of
Deposit Negotiable
2.100
9/29/2017
10/20/2017
4/20/2022
248,000.00
248,000.00
100
0.00
248,000.00
FNMA 2.25 10/27/2022-18
3136G4PV9
Fixed Income - US Agency
Bonds /Notes
2,250
9/29/2017
10/27/2017
10/27/2022
2,000,000,00
2,000,000.00
100
0.00
2,000,000.00
FHLMC 2.05 9/29/2022-17
3134GBH39
Fixed Income- US Agency
Bonds /Notes
2,163
10/30/2017
10/31/2017
9/29/2022
2,000,000.00
1,989,500.00
99.475
3,644.44
1,993,144.44
FFCB 1.95 3/14/2022-17
3133EHYQO
Fixed Income - US Agency
Bonds / Notes
2,082
10/30/2017
11/1/2017 _
3/14/2022
2,000,000.00
1,989,000.00
99.45
5,091.67
1,994,091.67
Northfield Bank 1.95 10/20/2021
66612ABV9
2.029
10/30/2017
11/1/2017
10/20/2021
248,000.00
247,256.00
99.7
158.99
247,414.99
Page 17 of 19
Page 18 of 19
YTM @
Trade
Settlement
Maturity
Face
Description
CUSIP/Ticker
Portfolio Name
Cost
Date
Date
Date
Amount/Shares
Principal
Price
Interest/Dividends
Total
Fixed Income - Certificate of
Deposit Negotiable
Toyota Motor Credit Corp 2.15
89236TEC5
Fixed Income - Corporate rporate Bonds
2.301
10/30/2017
11/1/2017
9/8/2022
2,500,000.00
2,482,750.00
99.31
7,913.19
2,490,663.19
Allegiance Bank 2.2 11/3/2022
01748DAY2
Fixed Income - Certificate of
Deposit Negotiable
2,200
10/30/2017
11/3/2017
11/3/2022
248,000,00
248,000.00
100
0.00
248,000.00
The North Jackson Bank 2.05
5/9/2022
32063KAS1
Fixed Income Certificate of
Deposit Negotiable
2.050
10/30/2017
11/8/2017
5/9/2022
248,000,00
248,000.00
100
0.00
248,000.00
First Bank of Highland Park 2.2
319141JF5
Fixed Income Certificate of
11/8/2022
Deposit Negotiable
2,200
10/30/2017
11/8/2017
11/8/2022
248,000.00
248,000.00
100
0.00
248,000.00
Signature Bank Chicago 2,15
1'1/8/2022
82669VBY6
Deposit Negotiable Fixed Income Certificate of
2,150
10/30/2017
11/8/2017
11/8/2022
248,000.00
248,000.00
100
0.00
248,000.00
Mountain America Credit Union 2.3
11/8/2022
62384RAGO
Fixed Income - Certificate of
Deposit Negotiable
2,300
10/30/2017
11/8/2017
11/8/2022
248,000.00
248,000.00
100
0.00
248,000.00
Jefferson Bank and Trust Company
1.75 5/12/2020
472376AC6
Fixed Income - Certificate of
Deposit Negotiable
1.750
10!30/2017
11/9!2017
5/12/2020
248,000.00
248,000.00
100
0.00
248,000.00
Sturgis Bank &Trust Company 1.8
6/9/2020
864088DMB
Fixed Income Certificate of
Deposit Negotiable
1.800
10/30/2017
11/9/2017
6/9/2020
248,000.00
248,000.00
100
0.00
248,000.00
Gold Coast Bank 1.9 5/10/2021
38058KDU7
Fixed Income - Certificate of
Deposit Negotiable
1.900
10/30/2017
11/9/2017
5/10/2021
248,000.00
248,000,00
100
0.00
248,000.00
First Bank of Owasso 1.8 5/14/2020
31927LAMO
Fixed Income - Certificate of
Deposit Negotiable
1.800
10/30/2017
11/14/2017
5/14/2020
248,000.00
248,000.00
100
0.00
248,000.00
Kearny Federal Savings Bank 1.7
11/15/2019
48714LAE9
Fixed Income - Certificate of
Deposit Negotiable
1.700
10/30/2017
11/15/2017
11/15/2019
248,000.00
248,000.00
100
0.00
248,000.00
First Federal Savings Bank 1.9
1/16/2021
32021YDA8
Fixed Income Certificate of
Deposit Negotiable
1.900
10/30/2017
11/15/2017
1/15/2021
248,000.00
248,000,00
100
0.00
248,000.00
FHLMC 2.4 11/28/2022-18
3134GBY63
Fixed Income - US Agency
Bonds /Notes
2,400
10/30/2017
11/28/2017
11/28/2022
3,000,000.00
3,000,000.00
100
0.00
3,000,000.00
Sub Total / Average
22,389,000.00
22,357,231.43
23,285.63
22,380,517.06
CALLED
BB&T 1.45 1/12/2018-17
05531FAM5
Fixed Income - Corporate Bonds
0.000
12/12/2017
12/12/2017
1/12/2018
1,000,000.00
999,980.00
0
6,041.67
1,006,021.67
Sub Total / Average
1,000,000.00
999,980.00
5,041.67
1,006,021.67
MATURED
T -Note 0,75 10/31/2017
912828TW0
Fixed Income - Certificate of
Deposit Negotiable
0.000
10/31/2017
10/31/2017
10/31/2017
3,000,000,00
3,000,000,00
0
0.00
3,000,000.00
California ST 1.25 11/1/2017
13063CPN4
Fixed Income - Certificate of
Deposit Negotiable
0.000
11/1/2017
11/1/2017
11/1/2017
2,000,000,00
2,000,000.00
0
0.00
2,000,000.00
Wex Bank 1.05 11/20/2017
92937CDC9
Fixed Income - Certificate of
Deposit Negotiable
0.000
11/20/2017
11/20/2017
11/20/2017
249,000.00
249,000.00
0
0,00
249,000.00
Investors Bank NJ 1 11/20/2017
46176PEF8
Fixed Income - Certificate of
Deposit Negotiable
0.000
11/20/2017
11/20/2017
11/20/2017
248,000.00
248,000.00
0
0.00
248,000.00
T -Note 0.75 12/31/2017
912828UE8
Fixed Income- US Treasury
0.000
12/31/2017
12/31/2017
12/31/2017
1,000,000.00
1,000,000.00
0
0.00
1,000,000.00
Page 18 of 19
Page 19 of 19
YTM @
Trade
Settlement
Maturity
Face
Description
CLISIP/Ticker
Portfolio Name
Cost
Date
Date
Date
Amount/Shares
Principal
Price Interest/Dividends
Total
Sub Total / Average
6,497,000.00
6,497,000.00
0.00
6,497,000.00
SELL
American Honda Financial 2.15
3/13/2020
02666WAU5
Fixed Income Certificate of
Deposit Negotiable
0.000
9/29/2017
10/3/2017
3/13/2020
1,000,000.00
1,003,500.00
0 1,194.44
1,004,694.44
Bank of Nova Scotia 2.3510/21/2020
064169GWO
Fixed Income - Certificate of
Deposit Negotiable
0,000
10/30/2017
11/1/2017
10/21/2020
1,500,000.00
1,505,700.00
0 979.17
1,506,679.17
Toyota Motor 2.125 7/18/2019
89236TBP9
Fixed Income Certificate of
Deposit Negotiable
0.000
10/30/2017
11/1/2017
7/18/2019
1,000,000.00
1,004,310.00
0 6,079.86
1,010,389.86
Sub Total / Average
3,600,000.00
3,613,610.00
8,253.47
3,621,763.47
Page 19 of 19