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06. DECEMBER 31, 2018
Return to Agenda City of Eastvale AGENDA STAFF REPORT City Council Meeting Agenda Item No. 7.13 January 23, 2019 Consent Calendar Treasurer’s Report-Quarter Ended December 31, 2018 Contact(s) for Further Information Ernie Reyna, Finance Director/Treasurer ereyna@eastvaleca.gov 951.703.4431 Finance Department Summary In accordance with the City of Eastvale’s Investment Policy, adopted June 28, 2017, the City Treasurer is required to submit a quarterly treasurer’s report to the City Council. The report shall include types of investments, credit ratings, institutions involved, dates of purchases, dates of maturity, amount of deposits or cost of the security, current market value of the securities, interest rates, investment fund balances and a statement as to whether investments are in compliance with the Investment Policy and whether there are sufficient funds to meet the City’s cash obligations for the next six months. RECOMMENDED ACTION(S) Receive and file the City Treasurer’s Report for Quarter Ended December 31, 2018. Prior City Council/Commission Action Not Applicable. Strategic Plan Action – Priority Level: 3 | Target #: 5 | Goal #: 1 Not Applicable. Fiscal Impact None. Background The Schedule of Investments includes a breakdown of the City’s investments by “Active” or “Inactive” Deposits. “Active Deposits” are those accounts which receive revenues, whereas “Inactive Deposits” are available for use but are not earning revenues. Detail reports for the PFM Managed Investment Portfolio, with all supplemental information required by the City’s investment policy, are included in the report. The Dash Board Report Card, consists of two sections: I. Portfolio Diversification – This section reflects the diversification of the City of Eastvale’s portfolio by both type of instrument and length of maturity. 01/23/19 City Council Meeting– Agenda Item No. 7.13 II. Portfolio Performance Measures – This section compares budget to actuals in the area of interest earned. Also included is a cash breakdown report per the City’s fund balance reserve policy showing funds restricted, committed, designated and unassigned as of December 31, 2018 and the investment income received at December 31, 2018, broken down by fund. The City of Eastvale’s Schedule of Investments is in compliance with the City’s Investment Policy. The City has sufficient funds to meet its expenditure requirements for the next six months. Total cash and investments at December 31, 2018 is $59,074,745.17 (book value). Net investment income received through December 31, 2018 is $773,136.55, which is 197.774% of the 2018-19 budgeted amount for interest of $390,919. The net yield on investments is 2.082 %. Attachment(s) 1. Schedule of Investments – December 31, 2018 2. Dash Board Report Card – December 31, 2018 3. Cash Breakdown per the Fund Balance Reserve Policy – December 31, 2018 4. Investment Income Breakdown by Fund – December 31, 2018 5. PFM Managed Investment Portfolio – December 31, 2018 Book Value (Fair Value) Par Price @ Market Institution Value Cost Value Yield ACTIVE DEPOSITS Money Market Accounts: Citizens Business Bank - Money Market 1,185,926.84$ 1,185,926.84$ 1,185,926.84$ 0.350%4,150.74$ First American Govt Oblig Fund CI Y 65,069.48 65,069.48 65,069.48 2.130%1,385.98$ Total Money Market 1,250,996.32$ 1,250,996.32$ 1,250,996.32$ 0.443%5,536.72$ Pooled Investment Accounts: Calfornia Asset Management Program 10,054,780.91$ 10,054,780.91$ 10,054,780.91$ 2.460%247,347.61$ Local Agency Investment Fund 3,191,125.44$ 3,191,125.44$ 3,184,208.37$ 2.291%73,108.68$ Total Pooled Investment 13,245,906.35$ 13,245,906.35$ 13,238,989.28$ 2.419%320,456.29$ PFM Managed Investment Portfolio: U.S. Treasury Bond/ Note 12,165,000.00$ 12,057,012.69$ 11,947,061.04$ 2.480%299,013.91$ Supra-National Agency Bond/Note 3,110,000.00$ 3,111,357.69$ 3,090,812.33$ 2.630%81,828.71$ Federal Agency Collaterized Mortgage 374,207.23$ 379,603.01$ 377,269.70$ 2.640%10,021.52$ Asset-Back Security/ Collateralized 2,328,235.34$ 2,328,034.06$ 2,314,342.18$ 2.460%57,269.64$ Certificate of Deposit 5,685,000.00$ 5,684,024.90$ 5,659,269.14$ 2.440%138,690.21$ Federal Agency Bond/ Note 4,035,000.00$ 4,026,456.40$ 3,975,815.99$ 2.530%101,869.35$ Corporate Note 7,990,000.00$ 8,050,262.30$ 7,876,303.69$ 2.120%170,665.56$ Total PFM Managed Investments 35,687,442.57$ 35,636,751.05$ 35,240,874.07$ 2.411%859,358.89$ ACTIVE DEPOSITS TOTAL 50,184,345.24$ 50,133,653.72$ 49,730,859.67$ 2.364%1,185,351.91$ INACTIVE DEPOSITS Checking Account: Citizens Business Bank - Checking 8,941,091.45$ 8,941,091.45$ 8,941,091.45$ 0.000% Total 8,941,091.45$ 8,941,091.45$ 0.000% INACTIVE DEPOSITS TOTAL 8,941,091.45$ 8,941,091.45$ GRAND TOTAL CASH 59,074,745.17$ 58,671,951.12$ Ernie Reyna Finance Director 12/31/2018 City of Eastvale Schedule of Investments As of December 31, 2018 Per Government Code requirements, the Investment Report is in compliance with the City of Eastvale's Investment Policy, and there are adequate funds available to meet budgeted and actual expenditures for the next six months. Attachment 1 I. PORTFOLIO DIVERSIFICATION DIVERSIFICATION BY INSTRUMENT Money Market 2.50% LAIF 26.42% Certificates of Deposit 11.34% U.S. Treasury Bond/ Note 24.05% Supra-National Agency Bond/Note 6.21% Federal Agency Collaterized Mortgage 0.76% Asset-Backed Security/ Collateralized 4.64% Federal Agency Bond/ Note 8.03% Corporate Note 16.06% 100.00% DIVERSIFICATION BY MATURITY Less Than 90 Days 29.12% Six Months (26 Weeks)0.67% One Year (52 Weeks)6.36% Two Years (104 Weeks)17.20% Three Years (156 Weeks)20.77% Four Years (208 Weeks)20.00% Five Years +5.88% 100.00% II. PORTFOLIO PERFORMANCE MEASURES Yield at Cost -December 31, 2018 2.364% Annual Investment Income Budget 390,919$ Investment Income Received: Money Market 5,605.16$ LAIF 243,609.13 CAMP 54,780.91 Certificate of Deposits 135,911.11 U.S. Treasury Bond/ Note 190,111.40 Federal Agency Bond/ Note 104,066.48 Asset-Backed Security/ Collateralized 114,463.05 Corporate Note 136,979.45 Supra-National Agency Bond/Note 42,589.03 Realized Gain/ (Loss)(219,590.68) Total Investment Income Received-YTD 12/31/2018 808,525.04 Less Investment Fees Paid: Trust Fees-U.S. Bank (2,013.97) Mgmt Fee-PFM (33,374.52) Total Investment Fees Paid-YTD 12/31/2018 (35,388.49) Net Investment Income Received-YTD 12/31/2018 773,136.55$ Over/(Under) Annual Budget 382,217.55$ % of Annual Budget 197.774% Net Yield Annualized at Cost - December 31, 2018 2.082% City of Eastvale Dash Board Report Card As of December 31, 2018 Attachment 2 City of Eastvale Cash Breakdown per Fund Balance Reserve Policy December 31, 2018 Schedule of Investments ‐ December 31, 2018 Money Market Accounts 1,250,996.32$ Pooled Investment Accounts 13,245,906.35 PFM Managed Investments 35,636,751.05 Checking Account 8,941,091.45 Grand Total Cash ‐ December 31, 2018 59,074,745.17$ Breakdown of Total Cash at December 31, 2018 Fund Balance per 6/30/18 CAFR Restricted Funds (Non‐Discretionary Per Law) 26,299,999.17$ 7,070,095.00 Committed (Per Formal Action of City Council)9,120,000.00 3,000,000.00 Designated/ Assigned (Per City's Intent):‐ 10,070,095.00 Fire Operations/ Improvements (Per FY 18‐19 Adopted Budget)6,915,221.00 General Fund Emergency Contingency: To meet City's cash obligations for the next six months General Fund Adopted Budget Expenditures‐FY 2018‐19 (Per Fund Balance Reserve Policy)9,766,182.00 Total Designated/ Assigned 16,681,403.00 Unassigned 6,973,343.00 Grand Total Cash ‐ December 31, 2018 59,074,745.17 Attachment 3 City of Eastvale Investment Income Breakdown‐Acct 4600 December 31, 2018 Per 12/31/18 Allocation Fund Name Amount % 100 General 426,307$ 55.14% 110 Fire Structural 104,760 13.55% 200 Gas Tax 92,081 11.91% 210 Measure A 61,619 7.97% 220 AQMD 2,706 0.35% 300‐440 Landscape Maint.16,932 2.19% 600 Dev. Impact Fee (DIF) 68,732 8.89% 773,137$ 100.00% Attachment 4 For the Month Ending December 31, 2018Managed Account Summary Statement CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) $34,799,998.78 (13,430.31) (351,239.06) 528,929.40 0.00 276,615.26 $35,240,874.07 47,278.53 (3,470.76) (3,716.15) $40,091.62 Total 35,583,154.75 200,468.11 352,095.00 13,430.31 46,422.59 (532,400.16) (35,421,825.23) (177,668.65) Total Accrual Basis Earnings $63,676.72 Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Transaction Summary - Managed Account _________________ _________________ _______________________________________________ _______________________________________________Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary - Managed Account 0.00 352,095.00 46,422.59 13,430.31 (532,400.16) (303.55) 0.00 Cash Balance $65,069.57 Closing Cash Balance Account 20240100 Page 1 Attachment 5 For the Month Ending December 31, 2018Portfolio Summary and Statistics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,165,000.00 11,947,061.04 33.90 Supra-National Agency Bond / Note 3,110,000.00 3,090,812.33 8.77 Federal Agency Collateralized Mortgage Obligation 374,207.23 377,269.70 1.07 Federal Agency Bond / Note 4,035,000.00 3,975,815.99 11.28 Corporate Note 7,990,000.00 7,876,303.69 22.35 Certificate of Deposit 5,685,000.00 5,659,269.14 16.06 Asset-Backed Security / Collateralized Mortgage Obligation 2,328,235.34 2,314,342.18 6.57 Managed Account Sub-Total 35,687,442.57 35,240,874.07 100.00% Accrued Interest 200,468.11 Total Portfolio 35,687,442.57 35,441,342.18 Unsettled Trades 0.00 0.00 Sector Allocation 6.57% ABS / CMO 16.06% Cert of Deposit 22.35% Corporate Note 1.07% Fed Agency CMO 11.28% Fed Agy Bond / Note 8.77% Supra-National Agency Bond / Note 33.90% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 0.95% 5.96% 22.30% 31.77%31.00% 8.02% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.32 933 2.25% 2.75% Account 20240100 Page 2 Attachment 5 For the Month Ending December 31, 2018Managed Account Issuer Summary CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Credit Quality (S&P Ratings) 9.13% A 8.35% A+ 7.36% A- 3.90% A-1 0.77% AA 47.64% AA+ 5.64% AA- 14.45% AAA 1.88% BBB+ 0.88% NR Issuer Summary Percentof HoldingsIssuer Market Value 949,233.33 2.69 ALLY AUTO RECEIVABLES TRUST 782,858.40 2.22 AMERICAN EXPRESS CO 480,680.00 1.36 AMERICAN HONDA FINANCE 485,745.33 1.38 APPLE INC 340,307.66 0.97 BANK OF AMERICA CO 599,301.00 1.70 BANK OF MONTREAL 596,739.78 1.69 BANK OF NOVA SCOTIA 353,162.70 1.00 BB&T CORPORATION 280,520.24 0.80 CANADIAN IMPERIAL BANK OF COMMERCE 339,420.66 0.96 CITIGROUP INC 280,070.00 0.79 CREDIT AGRICOLE SA 349,401.15 0.99 CREDIT SUISSE GROUP 4,172,204.54 11.85 FANNIE MAE 180,881.15 0.51 FREDDIE MAC 321,808.83 0.91 GOLDMAN SACHS GROUP INC 123,706.88 0.35 HOME DEPOT INC 193,070.14 0.55 HONDA AUTO RECEIVABLES 789,939.03 2.24 HSBC HOLDINGS PLC 227,045.30 0.64 HYUNDAI AUTO RECEIVABLES 486,810.50 1.38 IBM CORP 1,094,017.75 3.10 INTER-AMERICAN DEVELOPMENT BANK 802,567.54 2.28 INTERNATIONAL FINANCE CORPORATION 1,194,227.04 3.40 INTL BANK OF RECONSTRUCTION AND DEV 345,065.00 0.98 JP MORGAN CHASE & CO 225,405.70 0.64 MERCEDES-BENZ AUTO RECEIVABLES 342,592.94 0.97 MITSUBISHI UFJ FINANCIAL GROUP INC 345,452.28 0.98 NATIONAL RURAL UTILITIES CO FINANCE CORP 329,313.92 0.93 NISSAN AUTO RECEIVABLES 524,680.80 1.49 NORDEA BANK AB 215,617.82 0.61 PEPSICO INC 272,346.25 0.77 PFIZER INC 696,089.10 1.98 SKANDINAVISKA ENSKILDA BANKEN AB Account 20240100 Page 3 Attachment 5 For the Month Ending December 31, 2018Managed Account Issuer Summary CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Percentof HoldingsIssuer Market Value 686,625.03 1.95 SUMITOMO MITSUI FINANCIAL GROUP INC 686,726.60 1.95 SWEDBANK AB 769,901.28 2.18 THE BANK OF NEW YORK MELLON CORPORATION 550,297.79 1.56 TOYOTA MOTOR CORP 489,518.50 1.39 UNITED PARCEL SERVICE INC 11,947,061.04 33.91 UNITED STATES TREASURY 773,938.57 2.20 WELLS FARGO & COMPANY 616,522.50 1.75 WESTPAC BANKING CORP $35,240,874.07 Total 100.00% Account 20240100 Page 4 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 178,333.56 183,081.18 316.48 186,785.15 08/25/1608/24/16AaaAA+ 180,000.00 912828A42 1.09 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 1,577,187.20 1,616,965.42 77.35 1,638,187.50 06/06/1606/03/16AaaAA+ 1,600,000.00 912828N48 1.21 US TREASURY NOTES DTD 04/30/2014 2.250% 04/30/2021 756,437.12 767,858.02 2,928.73 774,576.56 12/06/1612/05/16AaaAA+ 760,000.00 912828WG1 1.79 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 487,148.50 496,550.99 604.40 494,589.84 08/03/1708/02/17AaaAA+ 500,000.00 912828R77 1.67 US TREASURY N/B DTD 07/31/2014 2.250% 07/31/2021 193,918.34 197,325.48 1,836.07 199,143.75 11/23/1611/22/16AaaAA+ 195,000.00 912828WY2 1.78 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 740,683.50 752,405.20 5,096.69 754,189.45 12/06/1612/05/16AaaAA+ 750,000.00 912828D72 1.88 US TREASURY NOTES DTD 10/31/2014 2.000% 10/31/2021 241,851.26 245,957.86 839.23 246,521.68 04/05/1704/03/17AaaAA+ 245,000.00 912828F96 1.86 US TREASURY NOTES DTD 10/31/2014 2.000% 10/31/2021 493,574.00 493,547.69 1,712.71 491,738.28 03/05/1803/01/18AaaAA+ 500,000.00 912828F96 2.48 US TREASURY NOTES DTD 01/31/2017 1.875% 01/31/2022 535,292.46 544,607.44 4,276.32 544,425.20 07/11/1707/06/17AaaAA+ 545,000.00 912828V72 1.90 US TREASURY NOTES DTD 03/02/2015 1.750% 02/28/2022 308,133.95 311,225.94 1,873.03 309,192.19 03/17/1703/15/17AaaAA+ 315,000.00 912828J43 2.14 US TREASURY NOTES DTD 03/31/2017 1.875% 03/31/2022 441,562.50 445,746.48 2,155.73 444,498.05 01/04/1801/03/18AaaAA+ 450,000.00 912828W89 2.18 US TREASURY NOTES DTD 03/31/2017 1.875% 03/31/2022 981,250.00 992,917.98 4,790.52 990,664.06 12/05/1712/01/17AaaAA+ 1,000,000.00 912828W89 2.10 US TREASURY NOTES DTD 03/31/2017 1.875% 03/31/2022 981,250.00 973,060.89 4,790.52 970,507.81 09/06/1809/04/18AaaAA+ 1,000,000.00 912828W89 2.75 US TREASURY NOTES DTD 07/31/2017 1.875% 07/31/2022 195,851.60 195,665.88 1,569.29 194,812.50 04/05/1804/02/18AaaAA+ 200,000.00 9128282P4 2.51 Account 20240100 Page 5 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 07/31/2015 2.000% 07/31/2022 983,516.00 1,009,128.94 8,369.57 1,012,382.81 08/31/1708/30/17AaaAA+ 1,000,000.00 912828XQ8 1.74 US TREASURY NOTES DTD 09/30/2015 1.750% 09/30/2022 754,535.35 747,362.55 3,465.14 743,364.26 06/06/1806/04/18AaaAA+ 775,000.00 912828L57 2.76 US TREASURY N/B NOTES DTD 10/31/2017 2.000% 10/31/2022 1,129,605.90 1,116,992.71 3,939.23 1,111,636.72 05/04/1805/02/18AaaAA+ 1,150,000.00 9128283C2 2.80 US TREASURY NOTES DTD 02/01/2016 1.750% 01/31/2023 582,633.00 572,875.95 4,394.02 571,359.38 10/04/1810/02/18AaaAA+ 600,000.00 912828P38 2.93 US TREASURY NOTES DTD 02/29/2016 1.500% 02/28/2023 384,296.80 380,608.52 2,038.67 378,437.50 07/05/1807/02/18AaaAA+ 400,000.00 912828P79 2.74 55,073.70 11,947,061.04 12,043,885.12 2.12 12,057,012.69 12,165,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 687,173.20 699,033.11 3,308.45 698,320.00 09/19/1709/12/17AaaAAA 700,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 678,606.90 688,868.46 2,102.57 691,349.34 10/10/1710/02/17AaaAAA 685,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 01/25/2018 2.250% 01/25/2021 278,162.36 279,426.84 2,730.00 279,176.80 01/25/1801/18/18AaaAAA 280,000.00 45950KCM0 2.35 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 524,405.18 524,706.67 4,303.83 524,606.25 03/16/1803/09/18AaaAAA 525,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 415,410.85 414,293.74 2,178.75 414,087.00 04/19/1804/12/18AaaAAA 415,000.00 4581X0DB1 2.70 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 507,053.84 503,982.96 6,017.92 503,818.30 07/25/1807/18/18AaaAAA 505,000.00 459058GH0 2.83 Account 20240100 Page 6 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Supra-National Agency Bond / Note 20,641.52 3,090,812.33 3,110,311.78 2.25 3,111,357.69 3,110,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 196,388.55 197,337.16 576.15 198,070.20 04/30/1804/11/18AaaAA+ 194,207.23 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 180,881.15 181,238.88 463.50 181,532.81 04/09/1804/04/18AaaAA+ 180,000.00 3137BM6P6 2.61 1,039.65 377,269.70 378,576.04 2.43 379,603.01 374,207.23 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE NOTES DTD 04/13/2018 2.500% 04/13/2021 349,714.40 349,599.63 1,895.83 349,478.50 04/13/1804/12/18AaaAA+ 350,000.00 3135G0U27 2.55 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 968,376.00 998,596.17 4,652.78 997,380.00 08/25/1608/24/16AaaAA+ 1,000,000.00 3135G0N82 1.30 FANNIE MAE NOTES DTD 01/09/2017 2.000% 01/05/2022 852,200.60 868,736.56 8,457.78 870,527.35 06/29/1706/27/17AaaAA+ 865,000.00 3135G0S38 1.85 FANNIE MAE NOTES DTD 04/10/2017 1.875% 04/05/2022 857,390.63 874,914.80 3,919.27 874,868.75 06/29/1706/27/17AaaAA+ 875,000.00 3135G0T45 1.88 FANNIE MAE NOTES DTD 01/23/2018 2.375% 01/19/2023 411,894.14 406,119.50 4,435.31 405,272.40 08/03/1808/01/18AaaAA+ 415,000.00 3135G0T94 2.94 FANNIE MAE NOTES DTD 09/14/2018 2.875% 09/12/2023 536,240.22 528,947.23 4,528.92 528,929.40 12/06/1812/03/18AaaAA+ 530,000.00 3135G0U43 2.92 27,889.89 3,975,815.99 4,026,913.89 2.04 4,026,456.40 4,035,000.00 Security Type Sub-Total Corporate Note HSBC USA INC CORPORATE NOTES DTD 11/13/2014 2.375% 11/13/2019 789,939.03 797,642.43 2,517.50 805,199.85 06/08/1606/03/16A2A 795,000.00 40428HPN6 1.99 Account 20240100 Page 7 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note PFIZER INC CORP NOTE DTD 11/21/2016 1.700% 12/15/2019 272,346.25 274,936.83 207.78 274,802.00 11/21/1611/14/16A1AA 275,000.00 717081EB5 1.72 APPLE INC BONDS DTD 02/09/2017 1.900% 02/07/2020 485,745.33 489,910.14 3,724.00 489,759.90 02/09/1702/02/17Aa1AA+ 490,000.00 037833CK4 1.92 BNY MELLON CORP NOTE (CALLABLE) DTD 08/17/2015 2.600% 08/17/2020 769,901.28 784,323.55 7,500.28 799,226.50 06/08/1606/03/16A1A 775,000.00 06406HDD8 1.82 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 773,938.57 792,939.71 1,334.50 803,007.90 06/08/1606/03/16A2A- 785,000.00 94974BGR5 2.01 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 176,212.08 179,944.82 1,612.50 179,917.20 10/26/1710/23/17A2A- 180,000.00 05531FAZ6 2.17 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 03/01/2016 2.550% 03/01/2021 345,065.00 350,348.47 2,975.00 350,500.50 01/04/1801/03/18A2A- 350,000.00 46625HQJ2 2.50 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 160,024.00 159,950.80 1,022.67 159,936.00 04/13/1804/10/18Aa3AA- 160,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 215,617.82 219,970.80 928.89 219,956.00 10/10/1710/05/17A1A+ 220,000.00 713448DX3 2.01 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 340,307.66 346,741.60 1,811.25 347,584.05 11/03/1711/01/17A3A- 345,000.00 06051GFW4 2.40 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 782,858.40 802,234.42 2,800.00 804,632.00 06/08/1606/03/16A2A- 800,000.00 0258M0EB1 2.13 GOLDMAN SACHS GROUP CORP NOTES DTD 07/27/2011 5.250% 07/27/2021 321,808.83 330,843.25 6,962.08 339,725.90 11/07/1711/03/17A3BBB+ 310,000.00 38141GGQ1 2.53 AMERICAN HONDA FINANCE CORP NOTES DTD 09/09/2016 1.700% 09/09/2021 480,680.00 496,442.44 2,644.44 494,770.00 09/08/1709/06/17A2A+ 500,000.00 02665WBG5 1.97 CITIGROUP INC CORP (CALLABLE) NOTE DTD 12/08/2016 2.900% 12/08/2021 339,420.66 346,725.26 639.21 347,356.35 11/22/1711/20/17Baa1BBB+ 345,000.00 172967LC3 2.72 Account 20240100 Page 8 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note IBM CORP BONDS DTD 01/27/2017 2.500% 01/27/2022 486,810.50 500,663.04 5,347.22 501,050.00 02/03/1702/01/17A1A 500,000.00 459200JQ5 2.45 BB&T CORP (CALLABLE) NOTES DTD 03/21/2017 2.750% 04/01/2022 176,950.62 177,245.74 1,237.50 176,657.40 04/05/1804/03/18A2A- 180,000.00 05531FAX1 3.25 NATIONAL RURAL UTIL COOP CORP NOTES DTD 04/25/2017 2.400% 04/25/2022 345,452.28 346,974.79 1,562.00 345,290.75 04/05/1804/03/18A1A 355,000.00 637432NM3 3.12 UNITED PARCEL SERVICE CORP NOTES DTD 09/27/2012 2.450% 10/01/2022 489,518.50 490,266.09 3,062.50 488,265.00 03/05/1803/01/18A1A+ 500,000.00 911312AQ9 3.00 HOME DEPOT INC CORP NOTES DTD 04/05/2013 2.700% 04/01/2023 123,706.88 122,954.76 843.75 122,625.00 04/05/1804/03/18A2A 125,000.00 437076AZ5 3.11 48,733.07 7,876,303.69 8,011,058.94 2.28 8,050,262.30 7,990,000.00 Security Type Sub-Total Certificate of Deposit SUMITOMO MITSUI BANK NY CD DTD 05/04/2017 2.050% 05/03/2019 334,211.08 335,000.00 1,087.35 335,000.00 05/04/1705/03/17P-1A-1 335,000.00 86563YVN0 2.05 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 696,089.10 699,920.12 5,438.22 699,727.00 08/04/1708/03/17P-1A-1 700,000.00 83050FXT3 1.85 MUFG BANK LTD/NY CERT DEPOS DTD 09/27/2017 2.070% 09/25/2019 342,592.94 345,000.00 1,944.08 345,000.00 09/27/1709/25/17P-1A-1 345,000.00 06539RGM3 2.07 CREDIT SUISSE NEW YORK CERT DEPOS DTD 02/08/2018 2.670% 02/07/2020 349,401.15 350,000.00 8,384.54 350,000.00 02/08/1802/07/18A1A 350,000.00 22549LFR1 2.67 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 524,680.80 525,000.00 5,196.33 525,000.00 02/22/1802/20/18Aa3AA- 525,000.00 65590ASN7 2.72 CREDIT AGRICOLE CIB NY FLT CERT DEPOS DTD 04/10/2018 2.884% 04/10/2020 280,070.00 280,000.00 1,861.94 280,000.00 04/10/1804/06/18A1A+ 280,000.00 22532XHT8 2.85 CANADIAN IMP BK COMM NY FLT CERT DEPOS DTD 04/10/2018 2.814% 04/10/2020 280,520.24 280,000.00 1,816.75 280,000.00 04/10/1804/06/18Aa2A+ 280,000.00 13606BVF0 2.78 Account 20240100 Page 9 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 596,739.78 594,836.24 1,323.54 594,773.90 06/07/1806/05/18Aa2A+ 595,000.00 06417GU22 3.10 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 599,301.00 600,000.00 8,028.17 600,000.00 08/03/1808/01/18Aa2A+ 600,000.00 06370REU9 3.23 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 616,522.50 625,000.00 5,125.00 625,000.00 08/07/1708/03/17Aa3AA- 625,000.00 96121T4A3 2.05 SUMITOMO MITSUI BANK NY CERT DEPOS DTD 10/18/2018 3.390% 10/16/2020 352,413.95 349,570.99 2,405.96 349,524.00 10/18/1810/16/18A1A 350,000.00 86565BPC9 3.46 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 686,726.60 700,000.00 2,030.39 700,000.00 11/17/1711/16/17Aa2AA- 700,000.00 87019U6D6 2.30 44,642.27 5,659,269.14 5,684,327.35 2.56 5,684,024.90 5,685,000.00 Security Type Sub-Total Asset-Backed Security / Collateralized Mortgage Obligation HYUNDAI ABS 2016-B A3 DTD 09/21/2016 1.290% 04/15/2021 112,137.32 113,228.44 64.92 113,220.10 09/21/1609/14/16AaaAAA 113,235.34 44891EAC3 1.30 HAROT 2017-4 A3 DTD 11/29/2017 2.050% 11/21/2021 193,070.14 194,979.75 111.04 194,972.52 11/29/1711/22/17AaaNR 195,000.00 43813FAC7 2.06 TAOT 2017-D A3 DTD 11/15/2017 1.930% 01/15/2022 212,004.49 214,985.38 184.42 214,980.18 11/15/1711/07/17AaaAAA 215,000.00 89238KAD4 2.26 ALLYA 2017-5 A3 DTD 11/22/2017 1.990% 03/15/2022 267,311.93 269,984.25 238.80 269,979.05 11/22/1711/14/17AaaAAA 270,000.00 02007YAC8 1.99 NAROT 2017-C A3 DTD 12/13/2017 2.120% 04/15/2022 118,503.36 119,986.05 113.07 119,979.71 12/13/1712/06/17AaaNR 120,000.00 65478HAD0 2.13 TAOT 2018-A A3 DTD 01/31/2018 2.350% 05/16/2022 178,269.30 179,998.44 188.00 179,997.93 01/31/1801/23/18AaaAAA 180,000.00 89238BAD4 2.35 ALLYA 2018-1 A3 DTD 01/31/2018 2.350% 06/15/2022 332,208.61 334,968.97 349.89 334,961.27 01/31/1801/23/18NRAAA 335,000.00 02007MAE0 2.32 HART 2018-A A3 DTD 04/18/2018 2.790% 07/15/2022 114,907.98 114,985.44 142.60 114,982.68 04/18/1804/10/18AaaAAA 115,000.00 44891KAD7 2.80 Account 20240100 Page 10 Attachment 5 For the Month Ending December 31, 2018Managed Account Detail of Securities Held CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Asset-Backed Security / Collateralized Mortgage Obligation MBART 2018-1 A3 DTD 07/25/2018 3.030% 01/15/2023 225,405.70 224,992.26 303.00 224,991.36 07/25/1807/17/18AaaAAA 225,000.00 58772RAD6 3.03 ALLYA 2018-3 A3 DTD 06/27/2018 3.000% 01/15/2023 349,712.79 349,978.74 466.67 349,976.06 06/27/1806/19/18AaaAAA 350,000.00 02007JAC1 3.09 NAROT 2018-B A3 DTD 07/25/2018 3.060% 03/15/2023 210,810.56 209,993.91 285.60 209,993.20 07/25/1807/17/18AaaAAA 210,000.00 65479GAD1 3.06 2,448.01 2,314,342.18 2,328,081.63 2.47 2,328,034.06 2,328,235.34 Security Type Sub-Total 35,687,442.57 35,636,751.05 2.25 200,468.11 35,583,154.75 35,240,874.07 Managed Account Sub-Total $35,687,442.57 $35,636,751.05 $200,468.11 $35,583,154.75 $35,240,874.07 2.25% $35,441,342.18 $200,468.11 Total Investments Accrued Interest Securities Sub-Total Account 20240100 Page 11 Attachment 5 For the Month Ending December 31, 2018Managed Account Fair Market Value & Analytics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration U.S. Treasury Bond / Note 1.86 (4,747.62)(8,451.59) 178,333.56 99.07 MORGANST 180,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.50 1.86 1.95 (39,778.22)(61,000.30) 1,577,187.20 98.57 HSBC 1,600,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 2.49 1.95 2.25 (11,420.90)(18,139.44) 756,437.12 99.53 BNP PARI 760,000.00 912828WG1US TREASURY NOTES DTD 04/30/2014 2.250% 04/30/2021 2.46 2.25 2.35 (9,402.49)(7,441.34) 487,148.50 97.43 TD 500,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.48 2.35 2.47 (3,407.14)(5,225.41) 193,918.34 99.45 BNP PARI 195,000.00 912828WY2US TREASURY N/B DTD 07/31/2014 2.250% 07/31/2021 2.47 2.47 2.56 (11,721.70)(13,505.95) 740,683.50 98.76 MERRILL 750,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.48 2.56 2.72 (4,106.60)(4,670.42) 241,851.26 98.71 RBC 245,000.00 912828F96US TREASURY NOTES DTD 10/31/2014 2.000% 10/31/2021 2.47 2.72 2.72 26.31 1,835.72 493,574.00 98.71 GOLDMAN 500,000.00 912828F96US TREASURY NOTES DTD 10/31/2014 2.000% 10/31/2021 2.47 2.72 2.95 (9,314.98)(9,132.74) 535,292.46 98.22 HSBC 545,000.00 912828V72US TREASURY NOTES DTD 01/31/2017 1.875% 01/31/2022 2.48 2.95 3.03 (3,091.99)(1,058.24) 308,133.95 97.82 CITIGRP 315,000.00 912828J43US TREASURY NOTES DTD 03/02/2015 1.750% 02/28/2022 2.47 3.03 3.11 (4,183.98)(2,935.55) 441,562.50 98.13 GOLDMAN 450,000.00 912828W89US TREASURY NOTES DTD 03/31/2017 1.875% 03/31/2022 2.48 3.11 3.11 (11,667.98)(9,414.06) 981,250.00 98.13 BNP_PARI 1,000,000.00 912828W89US TREASURY NOTES DTD 03/31/2017 1.875% 03/31/2022 2.48 3.11 3.11 8,189.11 10,742.19 981,250.00 98.13 BNP_PARI 1,000,000.00 912828W89US TREASURY NOTES DTD 03/31/2017 1.875% 03/31/2022 2.48 3.11 3.41 185.72 1,039.10 195,851.60 97.93 MORGAN_S 200,000.00 9128282P4US TREASURY NOTES DTD 07/31/2017 1.875% 07/31/2022 2.48 3.41 3.40 (25,612.94)(28,866.81) 983,516.00 98.35 JPM_CHAS 1,000,000.00 912828XQ8US TREASURY NOTES DTD 07/31/2015 2.000% 07/31/2022 2.48 3.40 3.58 7,172.80 11,171.09 754,535.35 97.36 RBS 775,000.00 912828L57US TREASURY NOTES DTD 09/30/2015 1.750% 09/30/2022 2.49 3.58 3.65 12,613.19 17,969.18 1,129,605.90 98.23 MERRILL 1,150,000.00 9128283C2US TREASURY N/B NOTES DTD 10/31/2017 2.000% 10/31/2022 2.49 3.65 Account 20240100 Page 12 Attachment 5 For the Month Ending December 31, 2018Managed Account Fair Market Value & Analytics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration U.S. Treasury Bond / Note 3.88 9,757.05 11,273.62 582,633.00 97.11 TD 600,000.00 912828P38US TREASURY NOTES DTD 02/01/2016 1.750% 01/31/2023 2.50 3.88 3.98 3,688.28 5,859.30 384,296.80 96.07 BNP_PARI 400,000.00 912828P79US TREASURY NOTES DTD 02/29/2016 1.500% 02/28/2023 2.50 3.98 (109,951.65) 2.48 2.95 (96,824.08) 11,947,061.04 12,165,000.00 Security Type Sub-Total 2.95 Supra-National Agency Bond / Note 1.65 (11,859.91)(11,146.80) 687,173.20 98.17 HSBC 700,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.67 1.65 1.80 (10,261.56)(12,742.44) 678,606.90 99.07 HSBC 685,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.64 1.80 1.99 (1,264.48)(1,014.44) 278,162.36 99.34 JPM_CHAS 280,000.00 45950KCM0INTERNATIONAL FINANCE CORPORATION NOTE DTD 01/25/2018 2.250% 01/25/2021 2.58 1.99 2.10 (301.49)(201.07) 524,405.18 99.89 HSBC 525,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.69 2.10 2.21 1,117.11 1,323.85 415,410.85 100.10 CITIGRP 415,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.58 2.21 2.43 3,070.88 3,235.54 507,053.84 100.41 MORGAN_S 505,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 2.58 2.43 (20,545.36) 2.63 1.99 (19,499.45) 3,090,812.33 3,110,000.00 Security Type Sub-Total 1.99 Federal Agency Collateralized Mortgage Obligation 1.38 (948.61)(1,681.65) 196,388.55 101.12 JPM_CHAS 194,207.23 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.58 2.10 1.82 (357.73)(651.66) 180,881.15 100.49 CITIGRP 180,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.71 3.24 Account 20240100 Page 13 Attachment 5 For the Month Ending December 31, 2018Managed Account Fair Market Value & Analytics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration (2,333.31) 2.64 1.59 (1,306.34) 377,269.70 374,207.23 Security Type Sub-Total 2.65 Federal Agency Bond / Note 2.19 114.77 235.90 349,714.40 99.92 NOMURA 350,000.00 3135G0U27FANNIE MAE NOTES DTD 04/13/2018 2.500% 04/13/2021 2.54 2.19 2.55 (30,220.17)(29,004.00) 968,376.00 96.84 BMO 1,000,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.50 2.55 2.87 (16,535.96)(18,326.75) 852,200.60 98.52 MORGAN_S 865,000.00 3135G0S38FANNIE MAE NOTES DTD 01/09/2017 2.000% 01/05/2022 2.51 2.87 3.12 (17,524.17)(17,478.12) 857,390.63 97.99 TD 875,000.00 3135G0T45FANNIE MAE NOTES DTD 04/10/2017 1.875% 04/05/2022 2.52 3.12 3.79 5,774.64 6,621.74 411,894.14 99.25 WELLS_FA 415,000.00 3135G0T94FANNIE MAE NOTES DTD 01/23/2018 2.375% 01/19/2023 2.57 3.79 4.34 7,292.99 7,310.82 536,240.22 101.18 TD 530,000.00 3135G0U43FANNIE MAE NOTES DTD 09/14/2018 2.875% 09/12/2023 2.61 4.34 (50,640.41) 2.53 3.08 (51,097.90) 3,975,815.99 4,035,000.00 Security Type Sub-Total 3.08 Corporate Note 0.85 (7,703.40)(15,260.82) 789,939.03 99.36 WELLSFAR 795,000.00 40428HPN6HSBC USA INC CORPORATE NOTES DTD 11/13/2014 2.375% 11/13/2019 3.12 0.85 0.94 (2,590.58)(2,455.75) 272,346.25 99.04 MERRILL 275,000.00 717081EB5PFIZER INC CORP NOTE DTD 11/21/2016 1.700% 12/15/2019 2.73 0.94 1.07 (4,164.81)(4,014.57) 485,745.33 99.13 JPM_CHAS 490,000.00 037833CK4APPLE INC BONDS DTD 02/09/2017 1.900% 02/07/2020 2.71 1.07 1.57 (14,422.27)(29,325.22) 769,901.28 99.34 07/17/20BARCLAYS 775,000.00 06406HDD8BNY MELLON CORP NOTE (CALLABLE) DTD 08/17/2015 2.600% 08/17/2020 3.02 1.54 1.86 (19,001.14)(29,069.33) 773,938.57 98.59 WELLSFAR 785,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 3.31 1.86 2.00 (3,732.74)(3,705.12) 176,212.08 97.90 01/01/21MORGAN_S 180,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.20 1.99 2.07 (5,283.47)(5,435.50) 345,065.00 98.59 02/01/21MIZUHO 350,000.00 46625HQJ2JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 03/01/2016 2.550% 03/01/2021 3.23 2.04 Account 20240100 Page 14 Attachment 5 For the Month Ending December 31, 2018Managed Account Fair Market Value & Analytics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note 2.18 73.20 88.00 160,024.00 100.02 JPM_CHAS 160,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 2.94 2.18 2.21 (4,352.98)(4,338.18) 215,617.82 98.01 03/15/21MERRILL 220,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.91 2.19 2.20 (6,433.94)(7,276.39) 340,307.66 98.64 MERRILL 345,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.24 2.20 2.25 (19,376.02)(21,773.60) 782,858.40 97.86 04/04/21CSFB 800,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 3.21 2.23 2.35 (9,034.42)(17,917.07) 321,808.83 103.81 GOLDMAN 310,000.00 38141GGQ1GOLDMAN SACHS GROUP CORP NOTES DTD 07/27/2011 5.250% 07/27/2021 3.68 2.35 2.58 (15,762.44)(14,090.00) 480,680.00 96.14 SUSQ 500,000.00 02665WBG5AMERICAN HONDA FINANCE CORP NOTES DTD 09/09/2016 1.700% 09/09/2021 3.21 2.58 2.78 (7,304.60)(7,935.69) 339,420.66 98.38 11/08/21MORGAN_S 345,000.00 172967LC3CITIGROUP INC CORP (CALLABLE) NOTE DTD 12/08/2016 2.900% 12/08/2021 3.48 2.75 2.89 (13,852.54)(14,239.50) 486,810.50 97.36 MERRILL 500,000.00 459200JQ5IBM CORP BONDS DTD 01/27/2017 2.500% 01/27/2022 3.41 2.89 3.06 (295.12) 293.22 176,950.62 98.31 03/01/22TD 180,000.00 05531FAX1BB&T CORP (CALLABLE) NOTES DTD 03/21/2017 2.750% 04/01/2022 3.30 3.03 3.14 (1,522.51) 161.53 345,452.28 97.31 GOLDMAN 355,000.00 637432NM3NATIONAL RURAL UTIL COOP CORP NOTES DTD 04/25/2017 2.400% 04/25/2022 3.26 3.14 3.53 (747.59) 1,253.50 489,518.50 97.90 JPM_CHAS 500,000.00 911312AQ9UNITED PARCEL SERVICE CORP NOTES DTD 09/27/2012 2.450% 10/01/2022 3.05 3.53 3.96 752.12 1,081.88 123,706.88 98.97 WELLS_FA 125,000.00 437076AZ5HOME DEPOT INC CORP NOTES DTD 04/05/2013 2.700% 04/01/2023 2.96 3.96 (173,958.61) 3.17 2.12 (134,755.25) 7,876,303.69 7,990,000.00 Security Type Sub-Total 2.11 Certificate of Deposit 0.33 (788.92)(788.92) 334,211.08 99.76 JPM_CHAS 335,000.00 86563YVN0SUMITOMO MITSUI BANK NY CD DTD 05/04/2017 2.050% 05/03/2019 2.24 0.33 0.57 (3,831.02)(3,637.90) 696,089.10 99.44 BARCLAYS 700,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.72 0.57 Account 20240100 Page 15 Attachment 5 For the Month Ending December 31, 2018Managed Account Fair Market Value & Analytics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration Certificate of Deposit 0.72 (2,407.06)(2,407.06) 342,592.94 99.30 MITSU 345,000.00 06539RGM3MUFG BANK LTD/NY CERT DEPOS DTD 09/27/2017 2.070% 09/25/2019 2.97 0.72 1.04 (598.85)(598.85) 349,401.15 99.83 CSFB 350,000.00 22549LFR1CREDIT SUISSE NEW YORK CERT DEPOS DTD 02/08/2018 2.670% 02/07/2020 2.83 1.04 1.10 (319.20)(319.20) 524,680.80 99.94 GOLDMAN 525,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.77 1.10 1.24 70.00 70.00 280,070.00 100.03 CREDAG 280,000.00 22532XHT8CREDIT AGRICOLE CIB NY FLT CERT DEPOS DTD 04/10/2018 2.884% 04/10/2020 2.90 0.03 1.24 520.24 520.24 280,520.24 100.19 MERRILL 280,000.00 13606BVF0CANADIAN IMP BK COMM NY FLT CERT DEPOS DTD 04/10/2018 2.814% 04/10/2020 2.70 0.03 1.39 1,903.54 1,965.88 596,739.78 100.29 GOLDMAN 595,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.87 1.39 1.53 (699.00)(699.00) 599,301.00 99.88 BMO 600,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 3.28 1.53 1.57 (8,477.50)(8,477.50) 616,522.50 98.64 JPM_CHAS 625,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.82 1.57 1.72 2,842.96 2,889.95 352,413.95 100.69 GOLDMAN 350,000.00 86565BPC9SUMITOMO MITSUI BANK NY CERT DEPOS DTD 10/18/2018 3.390% 10/16/2020 2.99 1.72 1.81 (13,273.40)(13,273.40) 686,726.60 98.10 MERRILL 700,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.35 1.81 (24,755.76) 2.91 1.23 (25,058.21) 5,659,269.14 5,685,000.00 Security Type Sub-Total 1.11 Asset-Backed Security / Collateralized Mortgage Obligation 1.78 (1,091.12)(1,082.78) 112,137.32 99.03 JPMCHASE 113,235.34 44891EAC3HYUNDAI ABS 2016-B A3 DTD 09/21/2016 1.290% 04/15/2021 1.84 0.58 1.45 (1,909.61)(1,902.38) 193,070.14 99.01 BARCLAYS 195,000.00 43813FAC7HAROT 2017-4 A3 DTD 11/29/2017 2.050% 11/21/2021 2.73 1.16 1.51 (2,980.89)(2,975.69) 212,004.49 98.61 JPM_CHAS 215,000.00 89238KAD4TAOT 2017-D A3 DTD 11/15/2017 1.930% 01/15/2022 2.85 1.41 Account 20240100 Page 16 Attachment 5 For the Month Ending December 31, 2018Managed Account Fair Market Value & Analytics CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration Asset-Backed Security / Collateralized Mortgage Obligation 1.60 (2,672.32)(2,667.12) 267,311.93 99.00 CITIGRP 270,000.00 02007YAC8ALLYA 2017-5 A3 DTD 11/22/2017 1.990% 03/15/2022 2.62 1.00 1.02 (1,482.69)(1,476.35) 118,503.36 98.75 WELLS_FA 120,000.00 65478HAD0NAROT 2017-C A3 DTD 12/13/2017 2.120% 04/15/2022 3.34 1.39 1.67 (1,729.14)(1,728.63) 178,269.30 99.04 MITSU 180,000.00 89238BAD4TAOT 2018-A A3 DTD 01/31/2018 2.350% 05/16/2022 2.93 1.54 1.71 (2,760.36)(2,752.66) 332,208.61 99.17 BARCLAYS 335,000.00 02007MAE0ALLYA 2018-1 A3 DTD 01/31/2018 2.350% 06/15/2022 2.84 1.20 1.75 (77.46)(74.70) 114,907.98 99.92 BARCLAYS 115,000.00 44891KAD7HART 2018-A A3 DTD 04/18/2018 2.790% 07/15/2022 2.84 1.83 1.99 413.44 414.34 225,405.70 100.18 BNP_PARI 225,000.00 58772RAD6MBART 2018-1 A3 DTD 07/25/2018 3.030% 01/15/2023 2.94 1.88 1.99 (265.95)(263.27) 349,712.79 99.92 BARCLAYS 350,000.00 02007JAC1ALLYA 2018-3 A3 DTD 06/27/2018 3.000% 01/15/2023 3.04 1.56 2.07 816.65 817.36 210,810.56 100.39 SOCGEN 210,000.00 65479GAD1NAROT 2018-B A3 DTD 07/25/2018 3.060% 03/15/2023 2.87 2.15 (13,691.88) 2.83 1.73 (13,739.45) 2,314,342.18 2,328,235.34 Security Type Sub-Total 1.44 35,687,442.57 35,240,874.07 (395,876.98) (342,280.68) 2.32 2.75 Managed Account Sub-Total 2.30 Total Investments $35,441,342.18 $200,468.11 $35,240,874.07 Accrued Interest Securities Sub-Total $35,687,442.57 ($395,876.98) ($342,280.68) 2.32 2.75% 2.30 Account 20240100 Page 17 Attachment 5 For the Month Ending December 31, 2018Managed Account Security Transactions & Interest CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 12/06/18 FANNIE MAE NOTES DTD 09/14/2018 2.875% 09/12/2023 3135G0U43 (528,929.40)(3,470.76)(532,400.16) 530,000.00 12/03/18 (3,470.76) (532,400.16)(528,929.40) 530,000.00 Transaction Type Sub-Total INTEREST 12/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 594.68 594.68 198,427.79 12/01/18 12/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 463.50 463.50 180,000.00 12/01/18 12/03/18 MONEY MARKET FUND MONEY0002 0.00 229.62 229.62 0.00 12/03/18 12/05/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 0.00 9,061.19 9,061.19 595,000.00 12/05/18 12/07/18 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 94974BGR5 0.00 10,008.75 10,008.75 785,000.00 12/07/18 12/08/18 CITIGROUP INC CORP (CALLABLE) NOTE DTD 12/08/2016 2.900% 12/08/2021 172967LC3 0.00 5,002.50 5,002.50 345,000.00 12/08/18 12/15/18 NAROT 2017-C A3 DTD 12/13/2017 2.120% 04/15/2022 65478HAD0 0.00 212.00 212.00 120,000.00 12/15/18 12/15/18 HYUNDAI ABS 2016-B A3 DTD 09/21/2016 1.290% 04/15/2021 44891EAC3 0.00 131.63 131.63 122,445.09 12/15/18 12/15/18 MBART 2018-1 A3 DTD 07/25/2018 3.030% 01/15/2023 58772RAD6 0.00 568.13 568.13 225,000.00 12/15/18 12/15/18 ALLYA 2018-3 A3 DTD 06/27/2018 3.000% 01/15/2023 02007JAC1 0.00 875.00 875.00 350,000.00 12/15/18 12/15/18 ALLYA 2017-5 A3 DTD 11/22/2017 1.990% 03/15/2022 02007YAC8 0.00 447.75 447.75 270,000.00 12/15/18 12/15/18 HART 2018-A A3 DTD 04/18/2018 2.790% 07/15/2022 44891KAD7 0.00 267.38 267.38 115,000.00 12/15/18 12/15/18 ALLYA 2018-1 A3 DTD 01/31/2018 2.350% 06/15/2022 02007MAE0 0.00 656.04 656.04 335,000.00 12/15/18 12/15/18 PFIZER INC CORP NOTE DTD 11/21/2016 1.700% 12/15/2019 717081EB5 0.00 2,337.50 2,337.50 275,000.00 12/15/18 Account 20240100 Page 18 Attachment 5 For the Month Ending December 31, 2018Managed Account Security Transactions & Interest CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100 Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 12/15/18 NAROT 2018-B A3 DTD 07/25/2018 3.060% 03/15/2023 65479GAD1 0.00 535.50 535.50 210,000.00 12/15/18 12/15/18 TAOT 2018-A A3 DTD 01/31/2018 2.350% 05/16/2022 89238BAD4 0.00 352.50 352.50 180,000.00 12/15/18 12/15/18 TAOT 2017-D A3 DTD 11/15/2017 1.930% 01/15/2022 89238KAD4 0.00 345.79 345.79 215,000.00 12/15/18 12/21/18 HAROT 2017-4 A3 DTD 11/29/2017 2.050% 11/21/2021 43813FAC7 0.00 333.13 333.13 195,000.00 12/21/18 12/31/18 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 912828N48 0.00 14,000.00 14,000.00 1,600,000.00 12/31/18 46,422.59 46,422.59 0.00 6,315,872.88 Transaction Type Sub-Total PAYDOWNS 12/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 4,220.56 0.00 4,220.56 (83.95) 0.00 4,220.56 12/01/18 12/15/18 HYUNDAI ABS 2016-B A3 DTD 09/21/2016 1.290% 04/15/2021 44891EAC3 9,209.75 0.00 9,209.75 1.24 0.00 9,209.75 12/15/18 0.00 0.00 (82.71) 13,430.31 13,430.31 13,430.31 Transaction Type Sub-Total SELL 12/06/18 TOYOTA MOTOR CORP NOTES DTD 10/18/2016 1.550% 10/18/2019 89236TDH5 251,585.55 527.00 252,112.55 (3,286.95)(3,377.02)FIFO 255,000.00 12/03/18 12/06/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 99,653.51 328.94 99,982.45 (346.49)(346.49)FIFO 100,000.00 12/04/18 855.94 (3,723.51)(3,633.44) 352,095.00 351,239.06 355,000.00 Transaction Type Sub-Total (164,260.03) 43,807.77 (120,452.26) (3,716.15) (3,723.51)Managed Account Sub-Total Total Security Transactions ($3,716.15)($120,452.26)$43,807.77 ($164,260.03)($3,723.51) Account 20240100 Page 19 Attachment 5