01. JULY 31, 2020AGENDA STAFF REPORT
City Council Meeting
CONSENT CALENDAR
Agenda Item No. 11.6
August 26, 2020
Treasurer’s Report for July 2020
Prepared By:
Amanda Wells, Finance Director/City Treasurer
Recommended Action(s)
Staff recommends that the City Council receive and file the City Treasurer’s Report.
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.
Background
The Schedule of I nvestments includes a breakdown of the C ity ’s investments by “Ac0ve” or “Inac0ve”
D eposits. “A c0ve Deposits” are those accounts which receive revenues, whereas “Inac0ve D eposits”
are available for use but are not earning revenues. D etail reports for the P F M Managed I nvestment
Por3olio, with all supplemental informa0on required by the C ity ’s investment policy, are included in
the report.
The Dash Board Report Card, consists of two sections:
I . Por3olio Diversifica0on – T his sec0on reflects the diversifica0on of the City of Eastvale’s por3olio by
both type of instrument and length of maturity
II. Portfolio Performance Measures – This section compares budget to actuals in for interest earnings.
12363 Limonite Avenue | Suite 910 | Eastvale, CA 91752
951.361.0900 | eastvaleca.gov
128
A lso included is a cash breakdown report per the C ity ’s fund balance reserve policy showing funds
restricted, commi?ed, designated, and unassigned as of J uly 31, 2020 and the investment income
received at J uly 31, 2020, broken down by fund. The C ity of Eastvale’s Schedule of I nvestments
complies with the C ity ’s I nvestment Policy. T he City has sufficient funds to meet its expenditure
requirements for the next six months. Total cash and investments at J uly 31, 2020 is $74,683,192
(book value). N et investment income received for fiscal year 2020-21 through J uly 31, 2020 is
$103,300. The net yield on investments is 1.728%.
Environmental
Not applicable.
Strategic Plan Action - Priority Level: N/A | Target #: 5 | Goal #: 1
Enhance transparency e.g. “open government.”
Fiscal Impact
Not applicable.
Prior City Council/Commission Action
Not applicable.
Attachment(s)
Attachment 1 - July 2020 Investment Report
Attachment 2 - July 2020 PFM Statement
12363 Limonite Avenue | Suite 910 | Eastvale, CA 91752
951.361.0900 | eastvaleca.gov
129
Institution Par Value
Book Value Price
@ Cost
(Fair Value) Market
Value Yield
Money Market Accounts:
Citizens Business Bank - Money Market 1,193,504$ 1,193,504$ 1,193,504$ 0.250%
First American Govt Oblig Fund CI Y 101,351 101,351 101,351 0.010%
Total Money Market 1,294,855$ 1,294,855$ 1,294,855$ 0.231%
Pooled Investment Accounts:
CAMP Pool 10,357,016$ 10,357,016$ 10,357,016$ 0.370%
Local Agency Investment Fund*3,320,617 3,320,617 3,336,931 1.217%
Total Pooled Investment 13,677,634$ 13,677,634$ 13,693,947$ 0.576%
PFM Managed Investment Portfolio:
U.S. Treasury Bond / Note 11,600,000$ 11,598,096$ 12,282,983$ 2.080%
Supra-National Agency Bond / Note 1,445,000 1,444,318 1,471,746 2.730%
Municipal Bond / Note 885,000 891,211 914,716 1.300%
Federal Agency Collaterized Mortgage 1,291,481 1,306,360 1,339,652 1.190%
Asset-Back Security / Collateralized 2,136,290 2,136,163 2,177,832 2.650%
Certificate of Deposit 4,620,000 4,619,991 4,682,948 2.210%
Federal Agency Bond / Note 9,200,000 9,232,203 8,484,965 2.280%
Corporate Note 6,135,000 6,170,816 6,425,544 2.400%
Total PFM Managed Investments 37,312,770$ 37,399,158$ 37,780,387$ 2.206%
ACTIVE DEPOSITS TOTAL 52,285,259$ 52,371,646$ 52,769,189$ 1.732%
Checking Account:
Citizens Business Bank - General Account 22,284,383$ 22,284,383$ 22,284,383$ 0.000%
Citizens Business Bank - HdL 27,162$ 27,162$ 27,162$ 0.000%
Total Inactive Deposits 22,311,546$ 22,311,546$ 22,311,546$ 0.000%
INACTIVE DEPOSITS TOTAL 22,311,546$ 22,311,546$ 22,311,546$
GRAND TOTAL CASH 74,596,804$ 74,683,192$ 75,080,734$
*yield as of the prior quarter end
City of Eastvale
Schedule of Investments
Fiscal Year 2020-21 as of July 31, 2020
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.
ACTIVE DEPOSITS
INACTIVE DEPOSITS
130
I. PORTFOLIO DIVERSIFICATION
DIVERSIFICATION BY INSTRUMENT
Money Market 2.47%
LAIF 6.34%
CAMP Pool 19.78%
Certificates of Deposit 8.82%
U.S. Treasury Bond/ Note 22.15%
Supra-National Agency Bond/Note 2.76%
Municipal Bond / Note 1.70%
Federal Agency Collaterized Mortgage 2.49%
Asset-Backed Security/ Collateralized 4.08%
Federal Agency Bond/ Note 17.63%
Corporate Note 11.78%
100.00%
DIVERSIFICATION BY MATURITY
Less Than 90 Days 31.05%
90 days to Six Months (26 Weeks)2.53%
Siz Months to One Year (52 Weeks)2.94%
One to Two Years (104 Weeks)11.50%
Two to Three Years (156 Weeks)11.52%
Three to Four Years (208 Weeks)21.43%
Four to Five Years 19.02%
Five Years +0.00%
100.00%
II. PORTFOLIO PERFORMANCE MEASURES
Yield at Cost - July 31, 2020 1.732%
Annual Investment Income Budget 677,570$
Investment Income Received:
Money Market -$
LAIF -
CAMP Pool 3,256
Certificate of Deposits -
U.S. Treasury Bond/ Note 26,166
Federal Agency Bond/ Note 8,903
Asset-Backed Security/ Collateralized 7,125
Corporate Note 23,289
Supra-National Agency Bond/Note 6,944
Realized Gain/ (Loss)28,049
Total Investment Income Received-YTD 07/31/2020 103,732
Less Investment Fees Paid:
Trust Fees-U.S. Bank (432)
Mgmt Fee-PFM -
Total Investment Fees Paid-YTD 07/31/2020 (432)
Net Investment Income Received-YTD 07/31/2020 103,300$
Over/(Under) Annual Budget (574,270)$
% of Annual Budget 15.246%
Net Yield Annualized at Cost - July 31, 2020 1.728%
City of Eastvale
Dash Board Report Card
Fiscal Year 2020-21 as of July 31, 2020
131
Diversification by Maturity
Diversification by Investment
City of Eastvale
Dash Board Report Card
Fiscal Year 2020-21 as of July 31, 2020
CAMP Pool
20%
Local Agency
Investment Fund*
6%
U.S. Treasury Bond /
Note
24%
Supra-National
Agency Bond / Note
3%
Municipal Bond /
Note
2%
Federal Agency
Collaterized
Mortgage
3%
Asset-Back Security /
Collateralized
4%
Certificate of Deposit
9%
Federal Agency Bond
/ Note
17%
Corporate Note
12%
0%
5%
10%
15%
20%
25%
30%
35%
0 - 0.25 0.25 - 0.50 0.50 - 1 1 - 2 2 - 3 3 - 4 4 - 5 +5 +% of PortfloioMaturity in Years
132
Schedule of Investments - July 31, 2020
Money Market Accounts 1,294,855$
Pooled Investment Accounts 13,677,634$
PFM Managed Investments 37,399,158$
Checking Account 22,311,546$
Grand Total Cash - July 31, 2020 74,683,192$
Breakdown of Total Cash at July 31, 2020
Restricted Funds (Non-Discretionary Per Law)-$
Committed (Per Formal Action of City Council)10,500,000
Designated/ Assigned (Per City's Intent):-
Fire Operations/ Improvements
(Per FY 20-21 Budget)9,576,930
General Fund Emergency Contingency:
To meet City's cash obligations
for the next six months
General Fund Adopted Budget
Expenditures-FY 2020-21
(Per Fund Balance Reserve Policy)11,840,728
Total Designated/ Assigned 21,417,658
Unassigned (Per FY20-21 Budget)6,689,368
Grand Total Cash - July 31, 2020 38,607,026
City of Eastvale
Cash Breakdown per Fund Balance Reserve Policy
Fiscal Year 2020-21 as of July 31, 2020
133
Yield at Cost - July 31, 2020 1.732%
Annual Investment Income Budget 677,570$
Investment Income Received:
Money Market -$
LAIF -
CAMP Pool 3,256
Certificate of Deposits -
U.S. Treasury Bond/ Note 26,166
Federal Agency Bond/ Note 8,903
Asset-Backed Security/ Collateralized 7,125
Corporate Note 23,289
Supra-National Agency Bond/Note 6,944
Realized Gain/ (Loss)28,049
Total Investment Income Received-YTD 07/31/2020 103,732
Less Investment Fees Paid:
Trust Fees-U.S. Bank (432)
Mgmt Fee-PFM -
Total Investment Fees Paid-YTD 07/31/2020 (432)
Net Investment Income Received-YTD 07/31/2020 103,300$
Over/(Under) Annual Budget (574,270)$
% of Annual Budget 15.246%
Net Yield Annualized at Cost - July 31, 2020 1.728%
City of Eastvale
Investment Income
Fiscal Year 2020-21 as of July 31, 2020
134
CITY OF EASTVALE
ACCOUNT STATEMENT
For the Month Ending
July 31, 2020
Customer Service
PO Box 11813
Harrisburg, PA 17108-1813
Contents
Cover/Disclosures
Summary Statement
Individual Accounts
CITY OF EASTVALE
AMANDA WELLS
12363 LIMONITE AVE
SUITE 910
EASTVALE, CA 91732
Client Management Team
Accounts included in Statement
20240100 CITY OF EASTVALE - INVESTMENT PORTFOLIO
www.pfm.comOnline Access 1-717-232-2723Customer Service
Sarah Meacham
Managing Director
601 South Figueroa, Suite 4500
Los Angeles, CA 90017
213-489-4075
meachams@pfm.com
Richard Babbe, CCM
Senior Managing Consultant
50 California Street, Suite 2300
San Francisco, CA 94111
949-230-6896
babber@pfm.com
135
For the Month Ending July 31, 2020
Account Statement
Important Disclosures
Important Disclosures
365 and dividing the result by 7. The yields quoted should not be
considered a representation of the yield of the fund in the future, since
the yield is not fixed.
Average maturity represents the average maturity of all securities and
investments of a portfolio, determined by multiplying the par or
principal value of each security or investment by its maturity (days or
years), summing the products, and dividing the sum by the total
principal value of the portfolio. The stated maturity date of mortgage
backed or callable securities are used in this statement. However the
actual maturity of these securities could vary depending on the level or
prepayments on the underlying mortgages or whether a callable
security has or is still able to be called.
Monthly distribution yield represents the net change in the value of one
share (normally $1.00 per share) resulting from all dividends declared
during the month by a fund expressed as a percentage of the value of
one share at the beginning of the month. This resulting net change is
then annualized by multiplying it by 365 and dividing it by the number of
calendar days in the month.
YTM at Cost The yield to maturity at cost is the expected rate of return,
based on the original cost, the annual interest receipts, maturity value
and the time period from purchase date to maturity, stated as a
percentage, on an annualized basis.
YTM at Market The yield to maturity at market is the rate of return,
based on the current market value, the annual interest receipts,
maturity value and the time period remaining until maturity, stated as a
percentage, on an annualized basis.
Managed Account A portfolio of investments managed discretely by
PFM according to the client’s specific investment policy and
requirements. The investments are directly owned by the client and
held by the client’s custodian.
Unsettled Trade A trade which has been executed however the final
consummation of the security transaction and payment has not yet
taken place.
Please review the detail pages of this statement carefully. If you think
your statement is wrong, missing account information, or if you need
more information about a transaction, please contact PFM within 60
days of receipt. If you have other concerns or questions regarding your
account you should contact a member of your client management team
or PFM Service Operations at the address below.
PFM Asset Management LLC
Attn: Service Operations
213 Market Street
Harrisburg, PA 17101
This statement is for general information purposes only and is not
intended to provide specific advice or recommendations. PFM Asset
Management LLC (“PFM”) is an investment advisor registered with the
Securities and Exchange Commission, and is required to maintain a
written disclosure statement of our background and business experience.
If you would like to receive a copy of our current disclosure statement,
please contact Service Operations at the address below.
Proxy Voting PFM does not normally receive proxies to vote on behalf of
its clients. However, it does on occasion receive consent requests. In the
event a consent request is received the portfolio manager contacts the
client and then proceeds according to their instructions. PFM’s Proxy
Voting Policy is available upon request by contacting Service Operations
at the address below.
Questions About an Account PFM’s monthly statement is intended to
detail our investment advisory activity as well as the activity of any
accounts held by clients in pools that are managed by PFM. The custodian
bank maintains the control of assets and executes (i.e., settles) all
investment transactions. The custodian statement is the official record of
security and cash holdings and transactions. PFM recognizes that clients
may use these reports to facilitate record keeping and that the custodian
bank statement and the PFM statement should be reconciled and
differences resolved. Many custodians use a settlement date basis which
may result in the need to reconcile due to a timing difference.
Account Control PFM does not have the authority to withdraw funds from
or deposit funds to the custodian. Our clients retain responsibility for their
internal accounting policies; implementing and enforcing internal controls
and generating ledger entries or otherwise recording transactions.
Market Value Generally, PFM’s market prices are derived from closing
bid prices as of the last business day of the month as supplied by Refinitiv
or Bloomberg. Where prices are not available from generally recognized
sources the securities are priced using a yield-based matrix system to
arrive at an estimated market value. Prices that fall between data points
are interpolated. Non-negotiable FDIC-insured bank certificates of deposit
are priced at par. Although PFM believes the prices to be reliable, the
values of the securities do not always represent the prices at which the
securities could have been bought or sold. Explanation of the valuation
methods for a registered investment company, local government
investment program,or TERM funds is contained in the appropriate fund
offering documentation or information statement.
Amortized Cost The original cost of the principal of the security is
adjusted for the amount of the periodic reduction of any discount or
premium from the purchase date until the date of the report. Discount or
premium with respect to short term securities (those with less than one
year to maturity at time of issuance) is amortized on a straightline basis.
Such discount or premium with respect to longer term securities is
amortized using the constant yield basis.
Tax Reporting Cost data and realized gains / losses are provided for
informational purposes only. Please review for accuracy and consult your
tax advisor to determine the tax consequences of your security transactions.
PFM does not report such information to the IRS or other taxing authorities
and is not responsible for the accuracy of such information that may be
required to be reported to federal, state or other taxing authorities.
Financial Situation In order to better serve you, PFM should be promptly
notified of any material change in your investment objective or financial
situation.
Callable Securities Securities subject to redemption prior to maturity may
be redeemed in whole or in part before maturity, which could affect the yield
represented.
Portfolio The securities in this portfolio, including shares of mutual funds,
are not guaranteed or otherwise protected by PFM, the FDIC (except for
certain non-negotiable certificates of deposit) or any government agency.
Investment in securities involves risks, including the possible loss of the
amount invested. Actual settlement values, accrued interest, and amortized
cost amounts may vary for securities subject to an adjustable interest rate
or subject to principal paydowns. Any changes to the values shown may be
reflected within the next monthly statement’s beginning values.
Rating Information provided for ratings is based upon a good faith inquiry of
selected sources, but its accuracy and completeness cannot be guaranteed.
Shares of some money market and TERM funds are marketed through
representatives of PFM's wholly owned subsidiary, PFM Fund Distributors,
Inc. PFM Fund Distributors, Inc. is registered with the SEC as a
broker/dealer and is a member of the Financial Industry Regulatory
Authority (“FINRA”) and the Municipal Securities Rulemaking Board
(“MSRB”). You may reach the FINRA by calling the FINRA Regulator Public
Disclosure Hotline at 1-888-289-9999 or at the FINRA Regulation Internet
website address www.nasd.com. A brochure describing the FINRA
Regulation Public Disclosure Program is also available from the FINRA
upon request.
Key Terms and Definitions
Dividends on money market funds consist of interest earned, plus any
discount ratably amortized to the date of maturity, plus all realized gains and
losses on the sale of securities prior to maturity, less ratable amortization of
any premium and all accrued expenses to the fund. Dividends are accrued
daily and may be paid either monthly or quarterly. The monthly earnings on
this statement represent the estimated dividend accrued for the month for
any program that distributes earnings on a quarterly basis. There is no
guarantee that the estimated amount will be paid on the actual distribution
date.
Current Yield is the net change, exclusive of capital changes and income
other than investment income, in the value of a hypothetical fund account
with a balance of one share over the seven-day base period including the
statement date, expressed as a percentage of the value of one share
(normally $1.00 per share) at the beginning of the seven-day period. This
resulting net change in account value is then annualized by multiplying it by
136
For the Month Ending July 31, 2020
Account Statement
Consolidated Summary Statement
CITY OF EASTVALE
Investment Allocation
Investment Type Closing Market Value Percent
2,177,832.28 4.43 Asset-Backed Security
4,682,947.90 9.53 Certificate of Deposit
6,425,543.86 13.08 Corporate Note
1,339,651.65 2.73 Federal Agency Collateralized Mortgage Obligation
9,484,965.31 19.30 Federal Agency Bond / Note
914,716.35 1.86 Municipal Bond / Note
1,471,746.41 3.00 Supra-National Agency Bond / Note
12,282,982.85 24.99 U.S. Treasury Bond / Note
10,357,016.05 21.08 CAMP Pool
$49,137,402.66 Total 100.00%
Portfolio Summary
and Income
Closing
Market ValuePortfolio Holdings
Cash Dividends
PFM Managed Account 100,476.71 38,780,386.61
CAMP Pool 0.00 10,357,016.05
$100,476.71 $49,137,402.66 Total
Maturity Distribution (Fixed Income Holdings)
Portfolio Holdings Closing Market Value Percent
11,582,279.95
0.00
65,441.61
704,039.00
2,431,753.30
5,301,763.16
11,867,675.80
7,684,378.44
9,500,071.40
0.00
23.58
0.00
0.13
1.43
4.95
10.79
24.15
15.64
19.33
0.00
Under 30 days
31 to 60 days
61 to 90 days
91 to 180 days
181 days to 1 year
1 to 2 years
2 to 3 years
3 to 4 years
4 to 5 years
Over 5 years
Total $49,137,402.66
816
100.00%
Weighted Average Days to Maturity
Sector Allocation
4.43%
ABS
9.53%
Cert of Deposit
13.08%
Corporate Note
2.73%
Fed Agency CMO
19.30%
Fed Agy Bond /
Note
1.86%
Muni Bond / Note
3.00%
Supra-National
Agency Bond / Note
24.99%
US TSY Bond / Note
21.08%
CAMP Pool
Summary Page 1
137
For the Month Ending July 31, 2020Managed 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)
$38,440,264.23
(131,328.37)
(1,359,045.72)
1,497,129.25
299,972.00
33,395.22
$38,780,386.61
72,428.13
0.00
28,048.58
$100,476.71
Total
37,399,157.78
183,031.06
1,370,378.49
131,328.37
61,095.36
(1,797,101.25)
(37,059,412.14)
(191,949.99)
Total Accrual Basis Earnings $96,527.68
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
1,370,378.49
61,095.36
131,328.37
(1,497,129.25)
(432.26)
0.00
Cash Balance
$101,351.16 Closing Cash Balance
Account 20240100 Page 1
138
For the Month Ending July 31, 2020Portfolio Summary and Statistics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Account Summary
Percent Par Value Market ValueDescription
U.S. Treasury Bond / Note 11,600,000.00 12,282,982.85 31.66
Supra-National Agency Bond / Note 1,445,000.00 1,471,746.41 3.80
Municipal Bond / Note 885,000.00 914,716.35 2.36
Federal Agency Collateralized Mortgage
Obligation
1,291,480.60 1,339,651.65 3.45
Federal Agency Bond / Note 9,200,000.00 9,484,965.31 24.46
Corporate Note 6,135,000.00 6,425,543.86 16.57
Certificate of Deposit 4,620,000.00 4,682,947.90 12.08
Asset-Backed Security 2,136,289.71 2,177,832.28 5.62
Managed Account Sub-Total 37,312,770.31 38,780,386.61 100.00%
Accrued Interest 183,031.06
Total Portfolio 37,312,770.31 38,963,417.67
Unsettled Trades 300,000.00 300,665.00
Sector Allocation
5.62%
ABS
12.08%
Cert of Deposit
16.57%
Corporate Note
3.45%
Fed Agency CMO
24.46%
Fed Agy Bond /
Note
2.36%
Muni Bond / Note
3.80%
Supra-National
Agency Bond / Note
31.66%
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
5.14%6.27%
13.67%
30.60%
19.82%
24.50%
0.00%
Maturity Distribution Characteristics
Yield to Maturity at Cost
Yield to Maturity at Market
Weighted Average Days to Maturity 1034
1.98%
0.46%
Account 20240100 Page 2
139
For the Month Ending July 31, 2020Managed Account Issuer Summary
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Credit Quality (S&P Ratings)
6.02%
A
2.24%
A+
4.06%
A-
5.17%
A-1
1.61%
A-1+
2.56%
AA
60.90%
AA+
5.75%
AA-
8.59%
AAA
1.75%
BBB+
1.35%
NR
Issuer Summary
Percentof HoldingsIssuer
Market Value
103,435.60 0.27 ADOBE INC
411,097.71 1.06 ALLY AUTO RECEIVABLES TRUST
506,856.50 1.31 AMERICAN HONDA FINANCE
505,517.32 1.30 APPLE INC
600,161.40 1.55 BANK OF MONTREAL
383,007.60 0.99 CALIFORNIA ST
102,500.50 0.26 CAPITAL ONE PRIME AUTO REC TRUST
257,787.70 0.66 CARMAX AUTO OWNER TRUST
355,424.52 0.92 CITIGROUP INC
284,747.12 0.73 CREDIT AGRICOLE SA
280,469.25 0.72 DNB ASA
6,025,605.54 15.53 FANNIE MAE
280,391.44 0.72 FEDERAL FARM CREDIT BANKS
1,041,655.32 2.68 FEDERAL HOME LOAN BANKS
3,476,964.66 8.96 FREDDIE MAC
324,722.52 0.84 GOLDMAN SACHS GROUP INC
132,148.38 0.34 HOME DEPOT INC
343,496.08 0.89 HONDA AUTO RECEIVABLES
235,179.10 0.61 HYUNDAI AUTO RECEIVABLES
516,155.50 1.33 IBM CORP
422,039.65 1.09 INTER-AMERICAN DEVELOPMENT BANK
532,374.15 1.37 INTERNATIONAL FINANCE CORPORATION
517,332.61 1.33 INTL BANK OF RECONSTRUCTION AND DEV
359,678.18 0.93 JP MORGAN CHASE & CO
100,229.00 0.26 MARYLAND ST
174,080.00 0.45 MERCEDES-BENZ AUTO RECEIVABLES
200,436.00 0.52 MISSISSIPPI STATE
350,537.25 0.90 MITSUBISHI UFJ FINANCIAL GROUP INC
366,562.00 0.95 NATIONAL RURAL UTILITIES CO FINANCE CORP
480,252.41 1.24 NISSAN AUTO RECEIVABLES
541,301.25 1.40 NORDEA BANK AB
372,948.09 0.96 NOVARTIS AG
Account 20240100 Page 3
140
For the Month Ending July 31, 2020Managed Account Issuer Summary
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Percentof HoldingsIssuer
Market Value
651,865.80 1.68 PFIZER INC
104,885.00 0.27 SAN DIEGO CA CMNTY CLG DIST
572,347.08 1.48 SKANDINAVISKA ENSKILDA BANKEN AB
368,912.80 0.95 SOCIETE GENERALE
355,330.25 0.92 SUMITOMO MITSUI FINANCIAL GROUP INC
704,039.00 1.82 SWEDBANK AB
557,791.38 1.44 THE BANK OF NEW YORK MELLON CORPORATION
471,301.40 1.22 TOYOTA MOTOR CORP
186,485.94 0.48 TRUIST FIN CORP
522,676.50 1.35 UNITED PARCEL SERVICE INC
12,282,982.85 31.66 UNITED STATES TREASURY
126,158.75 0.33 UNIVERSITY OF CALIFORNIA
665,413.01 1.72 WAL-MART STORES INC
625,102.50 1.61 WESTPAC BANKING CORP
$38,780,386.61 Total 100.00%
Account 20240100 Page 4
141
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
U.S. Treasury Bond / Note
US TREASURY NOTES
DTD 07/31/2017 1.875% 07/31/2022
206,968.76 197,603.49 10.19 194,812.50 04/05/1804/02/18AaaAA+ 200,000.00 9128282P4 2.51
US TREASURY NOTES
DTD 07/31/2015 2.000% 07/31/2022
306,016.42 296,483.56 16.03 298,652.93 08/31/1708/30/17AaaAA+ 295,000.00 912828XQ8 1.74
US TREASURY NOTES
DTD 09/30/2015 1.750% 09/30/2022
450,225.00 426,104.70 2,558.30 417,243.17 06/06/1806/04/18AaaAA+ 435,000.00 912828L57 2.76
US TREASURY N/B NOTES
DTD 10/31/2017 2.000% 10/31/2022
1,198,335.88 1,130,806.67 5,812.50 1,111,636.72 05/04/1805/02/18AaaAA+ 1,150,000.00 9128283C2 2.80
US TREASURY NOTES
DTD 11/15/2012 1.625% 11/15/2022
754,979.72 729,667.98 2,514.33 729,572.26 12/04/1912/02/19AaaAA+ 730,000.00 912828TY6 1.65
US TREASURY NOTES
DTD 02/01/2016 1.750% 01/31/2023
520,234.40 486,208.40 23.78 476,132.82 10/04/1810/02/18AaaAA+ 500,000.00 912828P38 2.93
US TREASURY NOTES
DTD 02/29/2016 1.500% 02/28/2023
414,125.00 388,057.50 2,510.87 378,437.50 07/05/1807/02/18AaaAA+ 400,000.00 912828P79 2.74
US TREASURY NOTES
DTD 02/29/2016 1.500% 02/28/2023
414,125.00 390,303.24 2,510.87 384,656.25 01/31/1901/30/19AaaAA+ 400,000.00 912828P79 2.50
US TREASURY NOTES
DTD 08/01/2016 1.250% 07/31/2023
165,375.01 155,305.98 5.44 153,225.00 04/04/1904/02/19AaaAA+ 160,000.00 912828S92 2.28
US TREASURY NOTES
DTD 08/01/2016 1.250% 07/31/2023
537,468.77 502,536.06 17.66 493,979.69 02/12/1902/08/19AaaAA+ 520,000.00 912828S92 2.44
US TREASURY NOTES
DTD 08/31/2016 1.375% 08/31/2023
669,691.37 637,876.52 3,711.38 635,375.39 07/03/1907/01/19AaaAA+ 645,000.00 9128282D1 1.75
US TREASURY NOTES
DTD 10/01/2018 2.875% 09/30/2023
217,312.50 203,769.57 1,932.38 205,257.81 05/03/1905/01/19AaaAA+ 200,000.00 9128285D8 2.25
US TREASURY NOTES
DTD 11/30/2016 2.125% 11/30/2023
932,695.31 865,186.63 3,149.76 861,054.69 03/08/1903/07/19AaaAA+ 875,000.00 912828U57 2.48
US TREASURY NOTES
DTD 11/30/2016 2.125% 11/30/2023
954,014.07 884,098.14 3,221.76 878,987.89 01/09/1901/07/19AaaAA+ 895,000.00 912828U57 2.52
Account 20240100 Page 5
142
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
U.S. Treasury Bond / Note
US TREASURY N/B
DTD 12/31/2018 2.625% 12/31/2023
70,484.38 65,134.06 148.37 65,192.97 01/31/1901/30/19AaaAA+ 65,000.00 9128285U0 2.56
US TREASURY N/B NOTES
DTD 05/01/2017 2.000% 04/30/2024
539,718.75 506,747.83 2,552.45 507,288.28 06/05/1906/03/19AaaAA+ 505,000.00 912828X70 1.90
US TREASURY N/B
DTD 07/31/2017 2.125% 07/31/2024
382,623.44 359,400.36 20.50 360,491.41 08/05/1908/01/19AaaAA+ 355,000.00 9128282N9 1.80
US TREASURY N/B NOTES
DTD 08/31/2017 1.875% 08/31/2024
106,937.50 102,132.14 784.65 102,605.47 09/05/1909/03/19AaaAA+ 100,000.00 9128282U3 1.33
US TREASURY NOTES
DTD 10/02/2017 2.125% 09/30/2024
778,050.00 737,941.49 5,141.80 741,515.63 10/03/1910/01/19AaaAA+ 720,000.00 9128282Y5 1.50
US TREASURY N/B
DTD 10/31/2017 2.250% 10/31/2024
380,515.63 359,747.58 1,990.15 361,443.36 11/05/1911/01/19AaaAA+ 350,000.00 9128283D0 1.57
UNITED STATES TREASURY NOTES
DTD 01/02/2018 2.250% 12/31/2024
1,499,179.69 1,411,129.96 2,690.22 1,415,766.60 01/07/2001/03/20AaaAA+ 1,375,000.00 9128283P3 1.63
US TREASURY N/B
DTD 02/17/2015 2.000% 02/15/2025
783,906.25 761,854.31 6,692.31 765,186.53 03/04/2003/02/20AaaAA+ 725,000.00 912828J27 0.85
48,015.70 12,282,982.85 11,598,096.17 2.08 11,538,514.87 11,600,000.00 Security Type Sub-Total
Supra-National Agency Bond / Note
INTERNATIONAL FINANCE CORPORATION
NOTE
DTD 03/16/2018 2.635% 03/09/2021
532,374.15 524,920.45 5,456.65 524,606.25 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
422,039.65 414,782.58 3,086.56 414,087.00 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
517,332.61 504,615.46 308.61 503,818.30 07/25/1807/18/18AaaAAA 505,000.00 459058GH0 2.83
8,851.82 1,471,746.41 1,444,318.49 2.73 1,442,511.55 1,445,000.00 Security Type Sub-Total
Account 20240100 Page 6
143
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
Municipal Bond / Note
SAN DIEGO CCD, CA TXBL GO BONDS
DTD 10/16/2019 1.996% 08/01/2023
104,885.00 100,000.00 998.00 100,000.00 10/16/1909/18/19AaaAAA 100,000.00 797272QN4 2.00
CA ST TXBL GO BONDS
DTD 10/24/2019 2.400% 10/01/2023
383,007.60 365,790.93 2,880.00 367,203.60 10/24/1910/16/19Aa2AA- 360,000.00 13063DRJ9 1.87
MD ST TXBL GO BONDS
DTD 08/05/2020 0.510% 08/01/2024
100,229.00 99,972.00 0.00 99,972.00 08/05/2007/23/20AaaAAA 100,000.00 574193TQ1 0.52
MISSISSIPPI ST-A-TXBL MUNICIPAL
BONDS
DTD 08/06/2020 0.565% 11/01/2024
200,436.00 200,000.00 0.00 200,000.00 08/06/2007/24/20Aa2AA 200,000.00 605581MZ7 0.57
UNIV OF CAL TXBL REV BONDS
DTD 07/16/2020 0.883% 05/15/2025
126,158.75 125,448.32 45.99 125,452.50 07/16/2007/14/20Aa2AA 125,000.00 91412HGE7 0.81
3,923.99 914,716.35 891,211.25 1.30 892,628.10 885,000.00 Security Type Sub-Total
Federal Agency Collateralized Mortgage Obligation
FNA 2018-M5 A2
DTD 04/01/2018 3.560% 09/01/2021
117,970.84 117,527.99 346.43 119,096.80 04/30/1804/11/18AaaAA+ 116,774.05 3136B1XP4 2.93
FHLMC MULTIFAMILY STRUCTURED P
DTD 05/01/2015 2.791% 01/01/2022
331,725.92 326,100.61 755.90 327,031.25 05/21/1905/16/19AaaAA+ 325,000.00 3137BHXY8 2.54
FHLMC MULTIFAMILY STRUCTURED P
DTD 11/01/2015 2.716% 06/01/2022
153,914.82 150,217.58 339.50 150,375.00 04/05/1904/02/19AaaAA+ 150,000.00 3137BLUR7 2.63
FHLMC MULTIFAMILY STRUCTURED P
DTD 12/01/2012 2.307% 08/01/2022
169,911.78 166,682.61 317.21 167,436.33 09/09/1909/04/19AaaAA+ 165,000.00 3137AWQH1 1.78
FHLMC SERIES K721 A2
DTD 12/01/2015 3.090% 08/01/2022
185,917.37 180,710.45 463.50 181,532.81 04/09/1804/04/18AaaAA+ 180,000.00 3137BM6P6 2.88
FANNIEMAE-ACES
DTD 04/01/2014 3.346% 03/01/2024
273,730.43 261,973.07 701.42 263,780.80 12/18/1912/13/19AaaAA+ 251,556.71 3136AJB54 2.14
FHMS KJ27 A1
DTD 11/01/2019 2.092% 07/25/2024
106,480.49 103,147.72 179.82 103,147.36 11/26/1911/20/19AaaAA+ 103,149.84 3137FQ3V3 2.09
Account 20240100 Page 7
144
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
3,103.78 1,339,651.65 1,306,360.03 2.42 1,312,400.35 1,291,480.60 Security Type Sub-Total
Federal Agency Bond / Note
FREDDIE MAC NOTES
DTD 05/07/2020 0.375% 05/05/2023
441,755.16 440,793.89 385.00 440,840.40 06/03/2006/02/20AaaAA+ 440,000.00 3137EAER6 0.31
FANNIE MAE NOTES
DTD 05/22/2020 0.250% 05/22/2023
575,326.03 573,381.47 275.52 573,269.25 05/22/2005/20/20AaaAA+ 575,000.00 3135G04Q3 0.35
FREDDIE MAC NOTES
DTD 06/11/2018 2.750% 06/19/2023
1,222,361.58 1,145,190.47 3,657.50 1,148,002.80 01/09/1901/07/19AaaAA+ 1,140,000.00 3137EAEN5 2.58
FREDDIE MAC NOTES
DTD 06/26/2020 0.250% 06/26/2023
515,301.79 513,545.64 125.17 513,496.20 06/26/2006/24/20AaaAA+ 515,000.00 3137EAES4 0.35
FANNIE MAE NOTES
DTD 07/10/2020 0.250% 07/10/2023
735,436.59 733,451.50 107.19 733,419.75 07/10/2007/08/20AaaAA+ 735,000.00 3135G05G4 0.32
FANNIE MAE NOTES
DTD 09/14/2018 2.875% 09/12/2023
573,226.80 529,300.82 5,883.37 528,929.40 12/06/1812/03/18AaaAA+ 530,000.00 3135G0U43 2.92
FEDERAL HOME LOAN BANKS NOTES
DTD 12/09/2013 3.375% 12/08/2023
546,009.26 505,077.68 2,459.53 509,589.58 01/31/1901/30/19AaaAA+ 495,000.00 3130A0F70 2.72
FANNIE MAE NOTES
DTD 02/08/2019 2.500% 02/05/2024
414,658.86 383,992.04 4,705.56 383,567.80 02/08/1902/07/19AaaAA+ 385,000.00 3135G0V34 2.58
FHLB BONDS
DTD 02/15/2019 2.500% 02/13/2024
118,527.31 109,724.39 1,283.33 109,610.60 02/15/1902/14/19AaaAA+ 110,000.00 3130AFW94 2.58
FANNIE MAE NOTES
DTD 01/10/2020 1.625% 01/07/2025
759,695.04 744,139.01 780.00 746,359.20 03/05/2003/04/20AaaAA+ 720,000.00 3135G0X24 0.85
FEDERAL FARM CREDIT BANK NOTES
DTD 04/09/2020 1.150% 04/09/2025
280,391.44 280,000.00 1,001.78 280,000.00 04/13/2004/09/20AaaAA+ 280,000.00 3133ELWC4 1.15
FEDERAL HOME LOAN BANK NOTES
DTD 04/16/2020 0.500% 04/14/2025
377,118.75 373,249.11 546.88 373,140.00 04/16/2004/15/20AaaAA+ 375,000.00 3130AJHU6 0.60
FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
505,759.00 499,025.90 842.01 498,970.00 04/24/2004/22/20AaaAA+ 500,000.00 3135G03U5 0.67
FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
733,350.55 725,510.18 1,220.92 725,536.50 05/04/2005/01/20AaaAA+ 725,000.00 3135G03U5 0.61
Account 20240100 Page 8
145
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
Federal Agency Bond / Note
FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
758,638.50 753,717.17 1,263.02 753,840.00 06/05/2006/03/20AaaAA+ 750,000.00 3135G03U5 0.52
FANNIE MAE NOTES
DTD 06/19/2020 0.500% 06/17/2025
577,812.90 573,837.81 335.42 573,809.75 06/19/2006/17/20AaaAA+ 575,000.00 3135G04Z3 0.54
FREDDIE MAC NOTES
DTD 07/23/2020 0.375% 07/21/2025
349,595.75 348,265.60 29.17 348,257.00 07/23/2007/21/20AaaAA+ 350,000.00 3137EAEU9 0.48
24,901.37 9,484,965.31 9,232,202.68 1.19 9,240,638.23 9,200,000.00 Security Type Sub-Total
Corporate Note
GOLDMAN SACHS GROUP CORP NOTES
DTD 07/27/2011 5.250% 07/27/2021
324,722.52 317,880.21 180.83 339,725.90 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
506,856.50 498,554.77 3,352.78 494,770.00 09/08/1709/06/17A3A- 500,000.00 02665WBG5 1.97
CITIGROUP INC CORP (CALLABLE) NOTE
DTD 12/08/2016 2.900% 12/08/2021
355,424.52 345,755.60 1,472.96 347,356.35 11/22/1711/20/17A3BBB+ 345,000.00 172967LC3 2.72
IBM CORP BONDS
DTD 01/27/2017 2.500% 01/27/2022
516,155.50 500,314.02 138.89 501,050.00 02/03/1702/01/17A2A 500,000.00 459200JQ5 2.45
BANK OF NY MELLON CORP (CALLABLE)
NOTES
DTD 02/07/2017 2.600% 02/07/2022
557,791.38 543,535.40 6,786.00 545,977.80 08/05/1908/01/19A1A 540,000.00 06406RAA5 2.14
APPLE INC CORP NOTES
DTD 02/09/2017 2.500% 02/09/2022
505,517.32 486,406.14 5,852.78 482,728.40 01/09/1901/07/19Aa1AA+ 490,000.00 037833CM0 3.01
BB&T CORP (CALLABLE) NOTES
DTD 03/21/2017 2.750% 04/01/2022
186,485.94 178,605.15 1,650.00 176,657.40 04/05/1804/03/18A3A- 180,000.00 05531FAX1 3.25
NATIONAL RURAL UTIL COOP CORP NOTES
DTD 04/25/2017 2.400% 04/25/2022
366,562.00 350,856.69 2,272.00 345,290.75 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
522,676.50 494,445.01 4,083.33 488,265.00 03/05/1803/01/18A2A- 500,000.00 911312AQ9 3.00
Account 20240100 Page 9
146
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
Corporate Note
ADOBE INC CORP NOTE
DTD 02/03/2020 1.700% 02/01/2023
103,435.60 99,885.54 840.56 99,863.00 02/03/2001/22/20A2A 100,000.00 00724PAA7 1.75
HOME DEPOT INC CORP NOTES
DTD 04/05/2013 2.700% 04/01/2023
132,148.38 123,731.68 1,125.00 122,625.00 04/05/1804/03/18A2A 125,000.00 437076AZ5 3.11
JPMORGAN CHASE & CO CORP NOTES
DTD 05/18/2016 2.700% 05/18/2023
359,678.18 346,368.70 1,861.50 348,435.40 09/05/1909/03/19A2A- 340,000.00 46625HRL6 2.00
PFIZER INC CORP NOTES
DTD 03/11/2019 2.950% 03/15/2024
651,865.80 605,311.41 6,686.67 607,260.00 04/04/1904/02/19A1AA- 600,000.00 717081ES8 2.69
WALMART INC CORPORATE NOTES
DTD 04/23/2019 2.850% 07/08/2024
665,413.01 623,685.80 1,110.71 629,038.10 07/12/1907/10/19Aa2AA 610,000.00 931142EL3 2.19
TOYOTA MOTOR CREDIT CORP CORP
NOTES
DTD 02/13/2020 1.800% 02/13/2025
125,415.84 121,126.84 1,008.00 121,172.40 05/26/2005/20/20A1A+ 120,000.00 89236TGT6 1.58
TOYOTA MOTOR CREDIT CORP CORP
NOTES
DTD 02/13/2020 1.800% 02/13/2025
172,446.78 166,549.40 1,386.00 166,612.05 05/26/2005/20/20A1A+ 165,000.00 89236TGT6 1.58
NOVARTIS CAPITAL CORP
DTD 02/14/2020 1.750% 02/14/2025
372,948.09 367,803.52 2,881.91 368,436.75 05/11/2005/07/20A1AA- 355,000.00 66989HAP3 0.93
42,689.92 6,425,543.86 6,170,815.88 2.40 6,185,264.30 6,135,000.00 Security Type Sub-Total
Certificate of Deposit
BANK OF MONTREAL CHICAGO CERT DEPOS
DTD 08/03/2018 3.190% 08/03/2020
600,161.40 600,000.00 19,246.33 600,000.00 08/03/1808/01/18P-1A-1 600,000.00 06370REU9 3.19
WESTPAC BANKING CORP NY CD
DTD 08/07/2017 2.050% 08/03/2020
625,102.50 625,000.00 6,192.71 625,000.00 08/07/1708/03/17P-1A-1+ 625,000.00 96121T4A3 2.05
SUMITOMO MITSUI BANK NY CERT DEPOS
DTD 10/18/2018 3.390% 10/16/2020
65,441.61 64,990.78 654.93 64,911.60 10/18/1810/16/18P-1A-1 65,000.00 86565BPC9 3.45
SWEDBANK (NEW YORK) CERT DEPOS
DTD 11/17/2017 2.270% 11/16/2020
704,039.00 700,000.00 3,310.42 700,000.00 11/17/1711/16/17P-1A-1 700,000.00 87019U6D6 2.27
Account 20240100 Page 10
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For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
Certificate of Deposit
MUFG BANK LTD/NY CERT DEPOS
DTD 02/28/2019 2.970% 02/26/2021
350,537.25 345,000.00 4,468.61 345,000.00 02/28/1902/27/19P-1A-1 345,000.00 55379WZT6 2.94
CREDIT AGRICOLE CIB NY CERT DEPOS
DTD 04/04/2019 2.830% 04/02/2021
284,747.12 280,000.00 2,575.30 280,000.00 04/04/1904/03/19P-1A-1 280,000.00 22535CDU2 2.83
SOCIETE GENERALE NY CERT DEPOS
DTD 02/19/2020 1.800% 02/14/2022
368,912.80 365,000.00 2,956.50 365,000.00 02/19/2002/14/20A1A 365,000.00 83369XDL9 1.80
SUMITOMO MITSUI BANK NY CERT DEPOS
DTD 07/14/2020 0.700% 07/08/2022
289,888.64 290,000.00 101.50 290,000.00 07/14/2007/10/20A1A 290,000.00 86565CKU2 0.70
NORDEA BANK ABP NEW YORK CERT DEPOS
DTD 08/29/2019 1.850% 08/26/2022
541,301.25 525,000.00 4,235.73 525,000.00 08/29/1908/27/19Aa3AA- 525,000.00 65558TLL7 1.84
SKANDINAV ENSKILDA BANK LT CD
DTD 09/03/2019 1.860% 08/26/2022
572,347.08 555,000.00 4,501.97 555,000.00 09/03/1908/29/19Aa2A+ 555,000.00 83050PDR7 1.85
DNB BANK ASA/NY LT CD
DTD 12/06/2019 2.040% 12/02/2022
280,469.25 270,000.00 918.00 270,000.00 12/06/1912/05/19Aa2AA- 270,000.00 23341VZT1 2.03
49,162.00 4,682,947.90 4,619,990.78 2.21 4,619,911.60 4,620,000.00 Security Type Sub-Total
Asset-Backed Security
HAROT 2017-4 A3
DTD 11/29/2017 2.050% 11/21/2021
45,063.20 44,887.53 25.56 44,883.28 11/29/1711/22/17AaaNR 44,889.61 43813FAC7 2.05
TAOT 2017-D A3
DTD 11/15/2017 1.930% 01/15/2022
80,523.22 80,128.89 68.73 80,124.09 11/15/1711/07/17AaaAAA 80,131.47 89238KAD4 1.93
ALLYA 2017-5 A3
DTD 11/22/2017 1.990% 03/15/2022
60,884.11 60,675.36 53.67 60,672.42 11/22/1711/14/17AaaAAA 60,677.13 02007YAC8 1.99
NAROT 2017-C A3
DTD 12/13/2017 2.120% 04/15/2022
51,071.15 50,768.50 47.84 50,763.29 12/13/1712/06/17AaaNR 50,771.87 65478HAD0 2.12
TAOT 2018-A A3
DTD 01/31/2018 2.350% 05/16/2022
92,915.56 92,247.59 96.35 92,246.97 01/31/1801/23/18AaaAAA 92,248.03 89238BAD4 2.35
ALLYA 2018-1 A3
DTD 01/31/2018 2.350% 06/15/2022
119,647.93 118,862.55 124.15 118,854.69 01/31/1801/23/18NRAAA 118,868.43 02007MAE0 2.35
Account 20240100 Page 11
148
For the Month Ending July 31, 2020Managed 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 MarketTradeSettle
Par
Asset-Backed Security
HART 2018-A A3
DTD 04/18/2018 2.790% 07/15/2022
81,466.63 80,629.10 99.99 80,622.55 04/18/1804/10/18AaaAAA 80,634.69 44891KAD7 2.79
MBART 2018-1 A3
DTD 07/25/2018 3.030% 01/15/2023
174,080.00 171,448.75 230.89 171,445.78 07/25/1807/17/18AaaAAA 171,452.37 58772RAD6 3.03
ALLYA 2018-3 A3
DTD 06/27/2018 3.000% 01/15/2023
230,565.67 227,580.35 303.45 227,573.18 06/27/1806/19/18AaaAAA 227,588.74 02007JAC1 3.00
NAROT 2018-B A3
DTD 07/25/2018 3.060% 03/15/2023
197,949.46 194,023.83 263.88 194,021.09 07/25/1807/17/18AaaAAA 194,027.37 65479GAD1 3.06
HAROT 2019-1 A3
DTD 02/27/2019 2.830% 03/20/2023
102,723.00 99,998.26 102.19 99,997.32 02/27/1902/19/19NRAAA 100,000.00 43814WAC9 2.83
HYUNDAI AUTO RECEIVABLES TRUST
DTD 04/10/2019 2.660% 06/15/2023
153,712.47 149,986.45 177.33 149,980.26 04/10/1904/03/19NRAAA 150,000.00 44932NAD2 2.66
HAROT 2019-2 A3
DTD 05/29/2019 2.520% 06/21/2023
195,709.88 189,994.96 133.00 189,992.91 05/29/1905/21/19AaaNR 190,000.00 43815MAC0 2.52
NAROT 2019-A A3
DTD 02/13/2019 2.900% 10/15/2023
231,231.80 224,976.61 290.00 224,965.91 02/13/1902/05/19AaaNR 225,000.00 65479KAD2 2.90
COPAR 2019-1 A3
DTD 05/30/2019 2.510% 11/15/2023
102,500.50 99,985.07 111.56 99,979.74 05/30/1905/21/19AaaAAA 100,000.00 14042WAC4 2.51
CARMX 2019-2 A3
DTD 04/17/2019 2.680% 03/15/2024
128,925.20 124,990.59 148.89 124,987.23 04/17/1904/09/19NRAAA 125,000.00 14316LAC7 2.68
CARMX 2020-1 A3
DTD 01/22/2020 1.890% 12/16/2024
128,862.50 124,978.11 105.00 124,975.48 01/22/2001/14/20NRAAA 125,000.00 14315XAC2 1.89
2,382.48 2,177,832.28 2,136,162.50 2.64 2,136,086.19 2,136,289.71 Security Type Sub-Total
37,312,770.31 37,367,955.19 1.98 183,031.06 37,399,157.78 38,780,386.61 Managed Account Sub-Total
Account 20240100 Page 12
149
For the Month Ending July 31, 2020Managed Account Detail of Securities Held
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
$37,312,770.31 $37,367,955.19 $183,031.06 $37,399,157.78 $38,780,386.61 1.98%
$38,963,417.67
$183,031.06
Total Investments
Accrued Interest
Securities Sub-Total
Bolded items are forward settling trades.
Account 20240100 Page 13
150
For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
U.S. Treasury Bond / Note
9,365.27 12,156.26 206,968.76 103.48 MORGAN_S 200,000.00 9128282P4US TREASURY NOTES
DTD 07/31/2017 1.875% 07/31/2022
0.13 1.97
9,532.86 7,363.49 306,016.42 103.73 JPM_CHAS 295,000.00 912828XQ8US TREASURY NOTES
DTD 07/31/2015 2.000% 07/31/2022
0.13 1.97
24,120.30 32,981.83 450,225.00 103.50 RBS 435,000.00 912828L57US TREASURY NOTES
DTD 09/30/2015 1.750% 09/30/2022
0.13 2.12
67,529.21 86,699.16 1,198,335.88 104.20 MERRILL 1,150,000.00 9128283C2US TREASURY N/B NOTES
DTD 10/31/2017 2.000% 10/31/2022
0.13 2.20
25,311.74 25,407.46 754,979.72 103.42 MERRILL 730,000.00 912828TY6US TREASURY NOTES
DTD 11/15/2012 1.625% 11/15/2022
0.13 2.25
34,026.00 44,101.58 520,234.40 104.05 TD 500,000.00 912828P38US TREASURY NOTES
DTD 02/01/2016 1.750% 01/31/2023
0.13 2.46
26,067.50 35,687.50 414,125.00 103.53 BNP_PARI 400,000.00 912828P79US TREASURY NOTES
DTD 02/29/2016 1.500% 02/28/2023
0.13 2.53
23,821.76 29,468.75 414,125.00 103.53 GOLDMAN 400,000.00 912828P79US TREASURY NOTES
DTD 02/29/2016 1.500% 02/28/2023
0.13 2.53
10,069.03 12,150.01 165,375.01 103.36 NOMURA 160,000.00 912828S92US TREASURY NOTES
DTD 08/01/2016 1.250% 07/31/2023
0.13 2.95
34,932.71 43,489.08 537,468.77 103.36 RBC 520,000.00 912828S92US TREASURY NOTES
DTD 08/01/2016 1.250% 07/31/2023
0.13 2.95
31,814.85 34,315.98 669,691.37 103.83 RBS 645,000.00 9128282D1US TREASURY NOTES
DTD 08/31/2016 1.375% 08/31/2023
0.13 3.02
13,542.93 12,054.69 217,312.50 108.66 MERRILL 200,000.00 9128285D8US TREASURY NOTES
DTD 10/01/2018 2.875% 09/30/2023
0.13 3.03
67,508.68 71,640.62 932,695.31 106.59 RBC 875,000.00 912828U57US TREASURY NOTES
DTD 11/30/2016 2.125% 11/30/2023
0.14 3.23
69,915.93 75,026.18 954,014.07 106.59 BNP_PARI 895,000.00 912828U57US TREASURY NOTES
DTD 11/30/2016 2.125% 11/30/2023
0.14 3.23
5,350.32 5,291.41 70,484.38 108.44 MERRILL 65,000.00 9128285U0US TREASURY N/B
DTD 12/31/2018 2.625% 12/31/2023
0.15 3.29
32,970.92 32,430.47 539,718.75 106.88 MORGAN_S 505,000.00 912828X70US TREASURY N/B NOTES
DTD 05/01/2017 2.000% 04/30/2024
0.16 3.62
23,223.08 22,132.03 382,623.44 107.78 MORGAN_S 355,000.00 9128282N9US TREASURY N/B
DTD 07/31/2017 2.125% 07/31/2024
0.17 3.86
Account 20240100 Page 14
151
For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
U.S. Treasury Bond / Note
4,805.36 4,332.03 106,937.50 106.94 HSBC 100,000.00 9128282U3US TREASURY N/B NOTES
DTD 08/31/2017 1.875% 08/31/2024
0.17 3.93
40,108.51 36,534.37 778,050.00 108.06 HSBC 720,000.00 9128282Y5US TREASURY NOTES
DTD 10/02/2017 2.125% 09/30/2024
0.18 3.99
20,768.05 19,072.27 380,515.63 108.72 MORGAN_S 350,000.00 9128283D0US TREASURY N/B
DTD 10/31/2017 2.250% 10/31/2024
0.19 4.06
88,049.73 83,413.09 1,499,179.69 109.03 TD 1,375,000.00 9128283P3UNITED STATES TREASURY NOTES
DTD 01/02/2018 2.250% 12/31/2024
0.19 4.23
22,051.94 18,719.72 783,906.25 108.13 MERRILL 725,000.00 912828J27US TREASURY N/B
DTD 02/17/2015 2.000% 02/15/2025
0.20 4.34
744,467.98 0.15 684,886.68 12,282,982.85 11,600,000.00 Security Type Sub-Total 3.18
Supra-National Agency Bond / Note
7,453.70 7,767.90 532,374.15 101.40 HSBC 525,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION
NOTE
DTD 03/16/2018 2.635% 03/09/2021
0.32 0.60
7,257.07 7,952.65 422,039.65 101.70 CITIGRP 415,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK
NOTE
DTD 04/19/2018 2.625% 04/19/2021
0.26 0.71
12,717.15 13,514.31 517,332.61 102.44 MORGAN_S 505,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND
DEV NOTE
DTD 07/25/2018 2.750% 07/23/2021
0.25 0.97
29,234.86 0.28 27,427.92 1,471,746.41 1,445,000.00 Security Type Sub-Total 0.76
Municipal Bond / Note
4,885.00 4,885.00 104,885.00 104.89 RBC 100,000.00 797272QN4SAN DIEGO CCD, CA TXBL GO BONDS
DTD 10/16/2019 1.996% 08/01/2023
0.36 2.90
17,216.67 15,804.00 383,007.60 106.39 MORGAN_S 360,000.00 13063DRJ9CA ST TXBL GO BONDS
DTD 10/24/2019 2.400% 10/01/2023
0.37 3.05
257.00 257.00 100,229.00 100.23 JPM_CHA 100,000.00 574193TQ1MD ST TXBL GO BONDS
DTD 08/05/2020 0.510%
08/01/2024
0.45 3.97
Account 20240100 Page 15
152
For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
Municipal Bond / Note
436.00 436.00 200,436.00 100.22 WELLS_F 200,000.00 605581MZ7MISSISSIPPI ST-A-TXBL MUNICIPAL
BONDS
DTD 08/06/2020 0.565%
11/01/2024
0.51 4.21
710.43 706.25 126,158.75 100.93 04/15/25JPM_CHA 125,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS
DTD 07/16/2020 0.883% 05/15/2025
0.69 4.70
22,088.25 0.45 23,505.10 914,716.35 885,000.00 Security Type Sub-Total 3.62
Federal Agency Collateralized Mortgage Obligation
442.85 (1,125.96) 117,970.84 101.02 JPM_CHAS 116,774.05 3136B1XP4FNA 2018-M5 A2
DTD 04/01/2018 3.560% 09/01/2021
2.60 0.65
5,625.31 4,694.67 331,725.92 102.07 JPM_CHAS 325,000.00 3137BHXY8FHLMC MULTIFAMILY STRUCTURED P
DTD 05/01/2015 2.791% 01/01/2022
1.32 1.33
3,697.24 3,539.82 153,914.82 102.61 JPM_CHAS 150,000.00 3137BLUR7FHLMC MULTIFAMILY STRUCTURED P
DTD 11/01/2015 2.716% 06/01/2022
1.28 1.63
3,229.17 2,475.45 169,911.78 102.98 CANT_FIT 165,000.00 3137AWQH1FHLMC MULTIFAMILY STRUCTURED P
DTD 12/01/2012 2.307% 08/01/2022
0.81 1.95
5,206.92 4,384.56 185,917.37 103.29 CITIGRP 180,000.00 3137BM6P6FHLMC SERIES K721 A2
DTD 12/01/2015 3.090% 08/01/2022
1.42 1.81
11,757.36 9,949.63 273,730.43 108.81 JPM_CHAS 251,556.71 3136AJB54FANNIEMAE-ACES
DTD 04/01/2014 3.346% 03/01/2024
0.85 3.24
3,332.77 3,333.13 106,480.49 103.23 JPM_CHAS 103,149.84 3137FQ3V3FHMS KJ27 A1
DTD 11/01/2019 2.092% 07/25/2024
1.26 2.50
27,251.30 1.28 33,291.62 1,339,651.65 1,291,480.60 Security Type Sub-Total 1.93
Federal Agency Bond / Note
961.27 914.76 441,755.16 100.40 WELLS_F 440,000.00 3137EAER6FREDDIE MAC NOTES
DTD 05/07/2020 0.375% 05/05/2023
0.23 2.75
1,944.56 2,056.78 575,326.03 100.06 CITIGRP 575,000.00 3135G04Q3FANNIE MAE NOTES
DTD 05/22/2020 0.250% 05/22/2023
0.23 2.80
77,171.11 74,358.78 1,222,361.58 107.22 MORGAN_S 1,140,000.00 3137EAEN5FREDDIE MAC NOTES
DTD 06/11/2018 2.750% 06/19/2023
0.24 2.79
Account 20240100 Page 16
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For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
Federal Agency Bond / Note
1,756.15 1,805.59 515,301.79 100.06 TD 515,000.00 3137EAES4FREDDIE MAC NOTES
DTD 06/26/2020 0.250% 06/26/2023
0.23 2.90
1,985.09 2,016.84 735,436.59 100.06 CITIGRP 735,000.00 3135G05G4FANNIE MAE NOTES
DTD 07/10/2020 0.250% 07/10/2023
0.23 2.94
43,925.98 44,297.40 573,226.80 108.16 TD 530,000.00 3135G0U43FANNIE MAE NOTES
DTD 09/14/2018 2.875% 09/12/2023
0.25 2.98
40,931.58 36,419.68 546,009.26 110.30 BARCLAYS 495,000.00 3130A0F70FEDERAL HOME LOAN BANKS NOTES
DTD 12/09/2013 3.375% 12/08/2023
0.29 3.20
30,666.82 31,091.06 414,658.86 107.70 NOMURA 385,000.00 3135G0V34FANNIE MAE NOTES
DTD 02/08/2019 2.500% 02/05/2024
0.29 3.35
8,802.92 8,916.71 118,527.31 107.75 BARCLAYS 110,000.00 3130AFW94FHLB BONDS
DTD 02/15/2019 2.500% 02/13/2024
0.29 3.38
15,556.03 13,335.84 759,695.04 105.51 CITIGRP 720,000.00 3135G0X24FANNIE MAE NOTES
DTD 01/10/2020 1.625% 01/07/2025
0.37 4.30
391.44 391.44 280,391.44 100.14 10/09/20RBC 280,000.00 3133ELWC4FEDERAL FARM CREDIT BANK NOTES
DTD 04/09/2020 1.150% 04/09/2025
1.12 0.19
3,869.64 3,978.75 377,118.75 100.57 CITIGRP 375,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES
DTD 04/16/2020 0.500% 04/14/2025
0.38 4.65
6,733.10 6,789.00 505,759.00 101.15 CITIGRP 500,000.00 3135G03U5FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
0.38 4.66
7,840.37 7,814.05 733,350.55 101.15 WELLS_F 725,000.00 3135G03U5FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
0.38 4.66
4,921.33 4,798.50 758,638.50 101.15 HSBC 750,000.00 3135G03U5FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
0.38 4.66
3,975.09 4,003.15 577,812.90 100.49 NOMURA 575,000.00 3135G04Z3FANNIE MAE NOTES
DTD 06/19/2020 0.500% 06/17/2025
0.40 4.82
1,330.15 1,338.75 349,595.75 99.88 WELLS_F 350,000.00 3137EAEU9FREDDIE MAC NOTES
DTD 07/23/2020 0.375% 07/21/2025
0.40 4.93
244,327.08 0.33 252,762.63 9,484,965.31 9,200,000.00 Security Type Sub-Total 3.59
Corporate Note
6,842.31 (15,003.38) 324,722.52 104.75 GOLDMAN 310,000.00 38141GGQ1GOLDMAN SACHS GROUP CORP NOTES
DTD 07/27/2011 5.250% 07/27/2021
0.44 0.98
Account 20240100 Page 17
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For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
Corporate Note
8,301.73 12,086.50 506,856.50 101.37 SUSQ 500,000.00 02665WBG5AMERICAN HONDA FINANCE CORP NOTES
DTD 09/09/2016 1.700% 09/09/2021
0.46 1.10
9,668.92 8,068.17 355,424.52 103.02 11/08/21MORGAN_S 345,000.00 172967LC3CITIGROUP INC CORP (CALLABLE) NOTE
DTD 12/08/2016 2.900% 12/08/2021
0.66 1.25
15,841.48 15,105.50 516,155.50 103.23 MERRILL 500,000.00 459200JQ5IBM CORP BONDS
DTD 01/27/2017 2.500% 01/27/2022
0.33 1.47
14,255.98 11,813.58 557,791.38 103.29 01/07/22GOLDMAN 540,000.00 06406RAA5BANK OF NY MELLON CORP (CALLABLE)
NOTES
DTD 02/07/2017 2.600% 02/07/2022
0.42 1.40
19,111.18 22,788.92 505,517.32 103.17 WELLS_FA 490,000.00 037833CM0APPLE INC CORP NOTES
DTD 02/09/2017 2.500% 02/09/2022
0.41 1.49
7,880.79 9,828.54 186,485.94 103.60 03/01/22TD 180,000.00 05531FAX1BB&T CORP (CALLABLE) NOTES
DTD 03/21/2017 2.750% 04/01/2022
0.58 1.55
15,705.31 21,271.25 366,562.00 103.26 GOLDMAN 355,000.00 637432NM3NATIONAL RURAL UTIL COOP CORP NOTES
DTD 04/25/2017 2.400% 04/25/2022
0.51 1.70
28,231.49 34,411.50 522,676.50 104.54 JPM_CHAS 500,000.00 911312AQ9UNITED PARCEL SERVICE CORP NOTES
DTD 09/27/2012 2.450% 10/01/2022
0.35 2.11
3,550.06 3,572.60 103,435.60 103.44 MERRILL 100,000.00 00724PAA7ADOBE INC CORP NOTE
DTD 02/03/2020 1.700% 02/01/2023
0.32 2.44
8,416.70 9,523.38 132,148.38 105.72 WELLS_FA 125,000.00 437076AZ5HOME DEPOT INC CORP NOTES
DTD 04/05/2013 2.700% 04/01/2023
0.54 2.57
13,309.48 11,242.78 359,678.18 105.79 MKTX 340,000.00 46625HRL6JPMORGAN CHASE & CO CORP NOTES
DTD 05/18/2016 2.700% 05/18/2023
0.61 2.71
46,554.39 44,605.80 651,865.80 108.64 BNP_PARI 600,000.00 717081ES8PFIZER INC CORP NOTES
DTD 03/11/2019 2.950% 03/15/2024
0.54 3.44
41,727.21 36,374.91 665,413.01 109.08 04/15/23CITIGRP 610,000.00 931142EL3WALMART INC CORPORATE NOTES
DTD 04/23/2019 2.850% 07/08/2024
0.52 2.62
4,289.00 4,243.44 125,415.84 104.51 CITIGRP 120,000.00 89236TGT6TOYOTA MOTOR CREDIT CORP CORP
NOTES
DTD 02/13/2020 1.800% 02/13/2025
0.79 4.35
5,897.38 5,834.73 172,446.78 104.51 CITIGRP 165,000.00 89236TGT6TOYOTA MOTOR CREDIT CORP CORP
NOTES
DTD 02/13/2020 1.800% 02/13/2025
0.79 4.35
Account 20240100 Page 18
155
For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
Corporate Note
5,144.57 4,511.34 372,948.09 105.06 HILLTOP 355,000.00 66989HAP3NOVARTIS CAPITAL CORP
DTD 02/14/2020 1.750% 02/14/2025
0.62 4.35
240,279.56 0.50 254,727.98 6,425,543.86 6,135,000.00 Security Type Sub-Total 2.19
Certificate of Deposit
161.40 161.40 600,161.40 100.03 BMO 600,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT
DEPOS
DTD 08/03/2018 3.190% 08/03/2020
-0.09 0.01
102.50 102.50 625,102.50 100.02 JPM_CHAS 625,000.00 96121T4A3WESTPAC BANKING CORP NY CD
DTD 08/07/2017 2.050% 08/03/2020
0.08 0.01
450.83 530.01 65,441.61 100.68 GOLDMAN 65,000.00 86565BPC9SUMITOMO MITSUI BANK NY CERT DEPOS
DTD 10/18/2018 3.390% 10/16/2020
0.08 0.21
4,039.00 4,039.00 704,039.00 100.58 MERRILL 700,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS
DTD 11/17/2017 2.270% 11/16/2020
2.26 0.30
5,537.25 5,537.25 350,537.25 101.61 MITSU 345,000.00 55379WZT6MUFG BANK LTD/NY CERT DEPOS
DTD 02/28/2019 2.970% 02/26/2021
0.13 0.58
4,747.12 4,747.12 284,747.12 101.70 CREDAG 280,000.00 22535CDU2CREDIT AGRICOLE CIB NY CERT DEPOS
DTD 04/04/2019 2.830% 04/02/2021
0.30 0.67
3,912.80 3,912.80 368,912.80 101.07 MERRILL 365,000.00 83369XDL9SOCIETE GENERALE NY CERT DEPOS
DTD 02/19/2020 1.800% 02/14/2022
1.10 1.51
(111.36)(111.36) 289,888.64 99.96 SMBC 290,000.00 86565CKU2SUMITOMO MITSUI BANK NY CERT DEPOS
DTD 07/14/2020 0.700% 07/08/2022
0.72 1.93
16,301.25 16,301.25 541,301.25 103.11 MERRILL 525,000.00 65558TLL7NORDEA BANK ABP NEW YORK CERT
DEPOS
DTD 08/29/2019 1.850% 08/26/2022
0.34 2.03
17,347.08 17,347.08 572,347.08 103.13 BARCLAYS 555,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD
DTD 09/03/2019 1.860% 08/26/2022
0.34 2.03
10,469.25 10,469.25 280,469.25 103.88 GOLDMAN 270,000.00 23341VZT1DNB BANK ASA/NY LT CD
DTD 12/06/2019 2.040% 12/02/2022
0.37 2.30
63,036.30 0.60 62,957.12 4,682,947.90 4,620,000.00 Security Type Sub-Total 0.99
Asset-Backed Security
Account 20240100 Page 19
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For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
Asset-Backed Security
175.67 179.92 45,063.20 100.39 BARCLAYS 44,889.61 43813FAC7HAROT 2017-4 A3
DTD 11/29/2017 2.050% 11/21/2021
1.75 0.28
394.33 399.13 80,523.22 100.49 JPM_CHAS 80,131.47 89238KAD4TAOT 2017-D A3
DTD 11/15/2017 1.930% 01/15/2022
1.59 0.31
208.75 211.69 60,884.11 100.34 CITIGRP 60,677.13 02007YAC8ALLYA 2017-5 A3
DTD 11/22/2017 1.990% 03/15/2022
1.78 0.23
302.65 307.86 51,071.15 100.59 WELLS_FA 50,771.87 65478HAD0NAROT 2017-C A3
DTD 12/13/2017 2.120% 04/15/2022
1.77 0.34
667.97 668.59 92,915.56 100.72 MITSU 92,248.03 89238BAD4TAOT 2018-A A3
DTD 01/31/2018 2.350% 05/16/2022
1.94 0.41
785.38 793.24 119,647.93 100.66 BARCLAYS 118,868.43 02007MAE0ALLYA 2018-1 A3
DTD 01/31/2018 2.350% 06/15/2022
1.99 0.32
837.53 844.08 81,466.63 101.03 BARCLAYS 80,634.69 44891KAD7HART 2018-A A3
DTD 04/18/2018 2.790% 07/15/2022
2.25 0.46
2,631.25 2,634.22 174,080.00 101.53 BNP_PARI 171,452.37 58772RAD6MBART 2018-1 A3
DTD 07/25/2018 3.030% 01/15/2023
2.39 0.61
2,985.32 2,992.49 230,565.67 101.31 BARCLAYS 227,588.74 02007JAC1ALLYA 2018-3 A3
DTD 06/27/2018 3.000% 01/15/2023
2.45 0.51
3,925.63 3,928.37 197,949.46 102.02 SOCGEN 194,027.37 65479GAD1NAROT 2018-B A3
DTD 07/25/2018 3.060% 03/15/2023
2.27 0.74
2,724.74 2,725.68 102,723.00 102.72 MERRILL 100,000.00 43814WAC9HAROT 2019-1 A3
DTD 02/27/2019 2.830% 03/20/2023
1.77 1.08
3,726.02 3,732.21 153,712.47 102.48 SOCGEN 150,000.00 44932NAD2HYUNDAI AUTO RECEIVABLES TRUST
DTD 04/10/2019 2.660% 06/15/2023
1.78 1.08
5,714.92 5,716.97 195,709.88 103.01 JPM_CHAS 190,000.00 43815MAC0HAROT 2019-2 A3
DTD 05/29/2019 2.520% 06/21/2023
1.46 1.36
6,255.19 6,265.89 231,231.80 102.77 MITSU 225,000.00 65479KAD2NAROT 2019-A A3
DTD 02/13/2019 2.900% 10/15/2023
2.01 1.12
2,515.43 2,520.76 102,500.50 102.50 JPM_CHAS 100,000.00 14042WAC4COPAR 2019-1 A3
DTD 05/30/2019 2.510% 11/15/2023
1.73 1.21
3,934.61 3,937.97 128,925.20 103.14 RBC 125,000.00 14316LAC7CARMX 2019-2 A3
DTD 04/17/2019 2.680% 03/15/2024
1.78 1.33
3,884.39 3,887.02 128,862.50 103.09 MERRILL 125,000.00 14315XAC2CARMX 2020-1 A3
DTD 01/22/2020 1.890% 12/16/2024
1.17 2.06
Account 20240100 Page 20
157
For the Month Ending July 31, 2020Managed Account Fair Market Value & Analytics
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Value On Cost Amort CostCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt
Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective
Duration
41,746.09 1.93 41,669.78 2,177,832.28 2,136,289.71 Security Type Sub-Total 0.88
37,312,770.31 38,780,386.61 1,412,431.42 1,381,228.83 0.46 Managed Account Sub-Total 2.60
Total Investments $38,963,417.67
$183,031.06
$38,780,386.61
Accrued Interest
Securities Sub-Total $37,312,770.31 $1,412,431.42 $1,381,228.83 0.46% 2.60
Bolded items are forward settling trades.
Account 20240100 Page 21
158
For the Month Ending July 31, 2020Managed 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
07/10/20 FANNIE MAE NOTES
DTD 07/10/2020 0.250% 07/10/2023
3135G05G4 (733,419.75) 0.00 (733,419.75) 735,000.00 07/08/20
07/14/20 SUMITOMO MITSUI BANK NY CERT
DEPOS
DTD 07/14/2020 0.700% 07/08/2022
86565CKU2 (290,000.00) 0.00 (290,000.00) 290,000.00 07/10/20
07/16/20 UNIV OF CAL TXBL REV BONDS
DTD 07/16/2020 0.883% 05/15/2025
91412HGE7 (125,452.50) 0.00 (125,452.50) 125,000.00 07/14/20
07/23/20 FREDDIE MAC NOTES
DTD 07/23/2020 0.375% 07/21/2025
3137EAEU9 (348,257.00) 0.00 (348,257.00) 350,000.00 07/21/20
08/05/20 MD ST TXBL GO BONDS
DTD 08/05/2020 0.510%
08/01/2024
574193TQ1 (99,972.00) 0.00 (99,972.00) 100,000.00 07/23/20
08/06/20 MISSISSIPPI ST-A-TXBL
MUNICIPAL BONDS
DTD 08/06/2020 0.565%
11/01/2024
605581MZ7 (200,000.00) 0.00 (200,000.00) 200,000.00 07/24/20
0.00 (1,797,101.25)(1,797,101.25) 1,800,000.00 Transaction Type Sub-Total
INTEREST
07/01/20 MONEY MARKET FUND MONEY0002 0.00 0.50 0.50 0.00 07/01/20
07/25/20 FHLMC MULTIFAMILY STRUCTURED P
DTD 12/01/2012 2.307% 08/01/2022
3137AWQH1 0.00 317.21 317.21 165,000.00 07/01/20
07/25/20 FHLMC MULTIFAMILY STRUCTURED P
DTD 11/01/2015 2.716% 06/01/2022
3137BLUR7 0.00 339.50 339.50 150,000.00 07/01/20
07/25/20 FHLMC SERIES K721 A2
DTD 12/01/2015 3.090% 08/01/2022
3137BM6P6 0.00 463.50 463.50 180,000.00 07/01/20
07/25/20 FANNIEMAE-ACES
DTD 04/01/2014 3.346% 03/01/2024
3136AJB54 0.00 702.72 702.72 252,023.10 07/01/20
07/25/20 FHLMC MULTIFAMILY STRUCTURED P
DTD 05/01/2015 2.791% 01/01/2022
3137BHXY8 0.00 755.90 755.90 325,000.00 07/01/20
07/25/20 FHMS KJ27 A1
DTD 11/01/2019 2.092% 07/25/2024
3137FQ3V3 0.00 180.16 180.16 103,343.42 07/01/20
07/25/20 FNA 2018-M5 A2
DTD 04/01/2018 3.560% 09/01/2021
3136B1XP4 0.00 391.64 391.64 125,914.76 07/01/20
Account 20240100 Page 22
159
For the Month Ending July 31, 2020Managed 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
07/07/20 FANNIE MAE NOTES
DTD 01/10/2020 1.625% 01/07/2025
3135G0X24 0.00 5,752.50 5,752.50 720,000.00 07/07/20
07/08/20 WALMART INC CORPORATE NOTES
DTD 04/23/2019 2.850% 07/08/2024
931142EL3 0.00 8,692.50 8,692.50 610,000.00 07/08/20
07/15/20 TAOT 2017-D A3
DTD 11/15/2017 1.930% 01/15/2022
89238KAD4 0.00 149.11 149.11 92,713.79 07/15/20
07/15/20 HYUNDAI AUTO RECEIVABLES TRUST
DTD 04/10/2019 2.660% 06/15/2023
44932NAD2 0.00 332.50 332.50 150,000.00 07/15/20
07/15/20 NAROT 2019-A A3
DTD 02/13/2019 2.900% 10/15/2023
65479KAD2 0.00 543.75 543.75 225,000.00 07/15/20
07/15/20 ALLYA 2017-5 A3
DTD 11/22/2017 1.990% 03/15/2022
02007YAC8 0.00 119.65 119.65 72,147.94 07/15/20
07/15/20 CARMX 2019-2 A3
DTD 04/17/2019 2.680% 03/15/2024
14316LAC7 0.00 279.17 279.17 125,000.00 07/15/20
07/15/20 COPAR 2019-1 A3
DTD 05/30/2019 2.510% 11/15/2023
14042WAC4 0.00 209.17 209.17 100,000.00 07/15/20
07/15/20 ALLYA 2018-3 A3
DTD 06/27/2018 3.000% 01/15/2023
02007JAC1 0.00 617.34 617.34 246,936.82 07/15/20
07/15/20 ALLYA 2018-1 A3
DTD 01/31/2018 2.350% 06/15/2022
02007MAE0 0.00 263.46 263.46 134,530.31 07/15/20
07/15/20 CARMX 2020-1 A3
DTD 01/22/2020 1.890% 12/16/2024
14315XAC2 0.00 196.88 196.88 125,000.00 07/15/20
07/15/20 NAROT 2017-C A3
DTD 12/13/2017 2.120% 04/15/2022
65478HAD0 0.00 102.13 102.13 57,807.55 07/15/20
07/15/20 NAROT 2018-B A3
DTD 07/25/2018 3.060% 03/15/2023
65479GAD1 0.00 529.47 529.47 207,635.66 07/15/20
07/15/20 TAOT 2018-A A3
DTD 01/31/2018 2.350% 05/16/2022
89238BAD4 0.00 201.23 201.23 102,754.47 07/15/20
07/15/20 MBART 2018-1 A3
DTD 07/25/2018 3.030% 01/15/2023
58772RAD6 0.00 468.67 468.67 185,611.55 07/15/20
07/15/20 HART 2018-A A3
DTD 04/18/2018 2.790% 07/15/2022
44891KAD7 0.00 207.35 207.35 89,183.77 07/15/20
07/18/20 HAROT 2019-1 A3
DTD 02/27/2019 2.830% 03/20/2023
43814WAC9 0.00 235.83 235.83 100,000.00 07/18/20
Account 20240100 Page 23
160
For the Month Ending July 31, 2020Managed 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
07/21/20 HAROT 2017-4 A3
DTD 11/29/2017 2.050% 11/21/2021
43813FAC7 0.00 91.39 91.39 53,495.54 07/21/20
07/21/20 HAROT 2019-2 A3
DTD 05/29/2019 2.520% 06/21/2023
43815MAC0 0.00 399.00 399.00 190,000.00 07/21/20
07/23/20 INTL BANK OF RECONSTRUCTION AND
DEV NOTE
DTD 07/25/2018 2.750% 07/23/2021
459058GH0 0.00 6,943.75 6,943.75 505,000.00 07/23/20
07/27/20 IBM CORP BONDS
DTD 01/27/2017 2.500% 01/27/2022
459200JQ5 0.00 6,250.00 6,250.00 500,000.00 07/27/20
07/27/20 GOLDMAN SACHS GROUP CORP NOTES
DTD 07/27/2011 5.250% 07/27/2021
38141GGQ1 0.00 8,137.50 8,137.50 310,000.00 07/27/20
07/31/20 US TREASURY NOTES
DTD 02/01/2016 1.750% 01/31/2023
912828P38 0.00 4,375.00 4,375.00 500,000.00 07/31/20
07/31/20 US TREASURY NOTES
DTD 07/31/2017 1.875% 07/31/2022
9128282P4 0.00 1,875.00 1,875.00 200,000.00 07/31/20
07/31/20 US TREASURY NOTES
DTD 07/31/2015 2.000% 07/31/2022
912828XQ8 0.00 2,950.00 2,950.00 295,000.00 07/31/20
07/31/20 US TREASURY NOTES
DTD 08/01/2016 1.250% 07/31/2023
912828S92 0.00 4,250.00 4,250.00 680,000.00 07/31/20
07/31/20 US TREASURY N/B
DTD 07/31/2017 2.125% 07/31/2024
9128282N9 0.00 3,771.88 3,771.88 355,000.00 07/31/20
61,095.36 61,095.36 0.00 8,234,098.68 Transaction Type Sub-Total
PAYDOWNS
07/25/20 FHMS KJ27 A1
DTD 11/01/2019 2.092% 07/25/2024
3137FQ3V3 193.58 0.00 193.58 0.00 0.00 193.58 07/01/20
07/25/20 FNA 2018-M5 A2
DTD 04/01/2018 3.560% 09/01/2021
3136B1XP4 9,140.71 0.00 9,140.71 (181.82) 0.00 9,140.71 07/01/20
07/25/20 FANNIEMAE-ACES
DTD 04/01/2014 3.346% 03/01/2024
3136AJB54 466.39 0.00 466.39 (22.66) 0.00 466.39 07/01/20
07/15/20 NAROT 2017-C A3
DTD 12/13/2017 2.120% 04/15/2022
65478HAD0 7,035.68 0.00 7,035.68 1.19 0.00 7,035.68 07/15/20
07/15/20 HART 2018-A A3
DTD 04/18/2018 2.790% 07/15/2022
44891KAD7 8,549.08 0.00 8,549.08 1.29 0.00 8,549.08 07/15/20
Account 20240100 Page 24
161
For the Month Ending July 31, 2020Managed 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
PAYDOWNS
07/15/20 MBART 2018-1 A3
DTD 07/25/2018 3.030% 01/15/2023
58772RAD6 14,159.18 0.00 14,159.18 0.54 0.00 14,159.18 07/15/20
07/15/20 ALLYA 2018-3 A3
DTD 06/27/2018 3.000% 01/15/2023
02007JAC1 19,348.08 0.00 19,348.08 1.32 0.00 19,348.08 07/15/20
07/15/20 TAOT 2017-D A3
DTD 11/15/2017 1.930% 01/15/2022
89238KAD4 12,582.32 0.00 12,582.32 1.16 0.00 12,582.32 07/15/20
07/15/20 ALLYA 2018-1 A3
DTD 01/31/2018 2.350% 06/15/2022
02007MAE0 15,661.88 0.00 15,661.88 1.81 0.00 15,661.88 07/15/20
07/15/20 ALLYA 2017-5 A3
DTD 11/22/2017 1.990% 03/15/2022
02007YAC8 11,470.81 0.00 11,470.81 0.89 0.00 11,470.81 07/15/20
07/15/20 TAOT 2018-A A3
DTD 01/31/2018 2.350% 05/16/2022
89238BAD4 10,506.44 0.00 10,506.44 0.12 0.00 10,506.44 07/15/20
07/15/20 NAROT 2018-B A3
DTD 07/25/2018 3.060% 03/15/2023
65479GAD1 13,608.29 0.00 13,608.29 0.44 0.00 13,608.29 07/15/20
07/21/20 HAROT 2017-4 A3
DTD 11/29/2017 2.050% 11/21/2021
43813FAC7 8,605.93 0.00 8,605.93 1.21 0.00 8,605.93 07/21/20
0.00 0.00 (194.51) 131,328.37 131,328.37 131,328.37 Transaction Type Sub-Total
SELL
07/10/20 US TREASURY NOTES
DTD 07/31/2015 2.000% 07/31/2022
912828XQ8 731,657.81 6,236.54 737,894.35 17,927.93 23,005.36 FIFO 705,000.00 07/09/20
07/14/20 SUMITOMO MITSUI BANK NY CERT
DEPOS
DTD 10/18/2018 3.390% 10/16/2020
86565BPC9 287,325.60 2,388.54 289,714.14 2,713.20 2,375.58 FIFO 285,000.00 07/10/20
07/16/20 US TREASURY N/B
DTD 02/17/2015 2.000% 02/15/2025
912828J27 124,132.62 960.44 125,093.06 2,758.21 3,230.39 FIFO 115,000.00 07/14/20
07/23/20 US TREASURY N/B
DTD 02/17/2015 2.000% 02/15/2025
912828J27 215,929.69 1,747.25 217,676.94 4,843.75 5,707.83 FIFO 200,000.00 07/22/20
11,332.77 34,319.16 28,243.09 1,370,378.49 1,359,045.72 1,305,000.00 Transaction Type Sub-Total
(306,727.16) 72,428.13 (234,299.03) 28,048.58 34,319.16 Managed Account Sub-Total
Total Security Transactions $28,048.58 ($234,299.03)$72,428.13 ($306,727.16)$34,319.16
Account 20240100 Page 25
162
For the Month Ending July 31, 2020Managed Account Security Transactions & Interest
CITY OF EASTVALE - INVESTMENT PORTFOLIO - 20240100
Bolded items are forward settling trades.
Account 20240100 Page 26
163