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Quarterly Investment Report for 3 months ended 09-30-17CITY OF ENCINITAS INVESTMENT REPORT MEMORANDUM Three Months ended September 30, 2017 TO: City Council AY114 VIA: Karen P. Brust,, Aanager ; (b(L .I �� FROM: James R. Riley, Interim Director of Finance/City Treasurer . Y., 4 . DATE: November 2, 2017 r SUBJECT: City of Encinitas Investment Report for the three (3) months ended September 30, 2017 It is the practice of the Finance Department to report on the status of City investments to the City Council on a periodic basis. Currently, the process is to report investment positions and results quarterly via memorandum, with attachments showing positions and earnings by investment and in summary. This report covers only the City's Pooled Investment fund (the "Pool".) It does not cover monies invested by the City's bond trustee, which are reported on an annual basis. The Pool had an investable balance of $100.1 million at September 30, 2017, compared to an average investable balance for the period of $104.9 million. The size of the pool varies throughout the year depending upon cash flow. Several factors have a significant impact on cash flow. Property tax revenue is received primarily in December, January, April and May. While debt payments typically fall in February, April, August and October. In addition, large payments on capital projects can happen throughout the year. The chart below shows the portfolio balance over the last five years. $120,000,000 $115,000,000 $110,000,000 $105,000,000 $100,000,000 $95,000,000 $90,000,000 $85,000,000 $80,000,000 $75,000,000 Monthly Portfolio Balance by Fiscal Year Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun End of Month Balance FY 17/18 FY 16/17 �-- FY 15/16 FY 14/15 -FY 13/14 The City utilizes a variety of investment vehicles, including direct investments and indirect investments. Direct investments are primarily fixed income securities issued by the US Treasury and several US Gov't Agencies, such as the Federal National Mortgage Association (FNMA) and the Federal Home Loan Mortgage Corporation (FHLMC). Indirect investments include money market funds and pooled investments funds managed by other agencies, such as the California LAIF fund. Indirect investment balances are generally available to the City on a next day basis, and are classified as "liquid" meaning available to pay current demands. Monies invested in direct securities can only be accessed via the maturity of a security, or selling the security prior to maturity. The final maturities on our direct securities vary from less than one month to four years. The City has total liquidity, including cash in the bank, of $23.0 million at September 30, 2017. FY 2017-18 Jun 30, 2018 Mar 31, 2018 Dec 31, 2017 Sep 30, 2017 Book Value $ 100,117,676 Market Value $ 99,859,075 Unrealized Gain/(Loss) $ (258,601) Unrealized Gain/Loss as % of Book Value -0.2583% Effective Rate of Return 1.28% Average Yield To Maturity 1.31% Average Maturity (Years) 1.67 Investment Earnings Year to Date $ 337,542 The Pool earned $337,542 during the first three months of FY 2017-18 for an annualized return of 1.28%. This compares to the City's adopted performance benchmark of the one (1) year constant maturity Treasury index which averaged a 1.06% yield over the 12 months ended September 30, 2017. The City informally utilizes an alternative benchmark of the two (2) year constant maturity Treasury index yield for comparison. This is a more appropriate comparison when the weighted -average maturity (WAM) of the Pool is greater than one year (the current WAM is 610 days or 1.67 years.) The 2 yr. T-note averaged about 1.05% during the period. City Portfolio Yield Compared to Treasury Indexes 2.00% 1.50% 1.00% r� 0.50% -------.+ 0.00% --_-- tia ti� ti� �Jc 41 Oee `Say �J� le Deg a� ,Jc 49 Qe'- jai 1 Jp 411 City Portfolio — — 2 Yr Treasury — — — 1 Yr Treasury — — — 6 Mth Treasury The market value of the City's direct investments is less than their carrying value by $258,601 as of September 30, 2017, meaning that the portfolio has unrealized losses on securities held. Since the City has never had to sell a security prior to maturity, any unrealized gains or losses would only constitute a timing difference. The public's monies are extremely safe and well -diversified, and are in line with the City's adopted investment policy and the overall direction of the City Council. ATTACHMENTS — Portfolio Management and Interest Earnings Reports CITY OF ENCINITAS City of Encinitas - Qtr Inv Report 505 S. VULCAN Portfolio Management ENCINITAS, ENCINITAS, 9 g (760)633-262641 Portfolio Summary September 30, 2017 Investments Par Value Market Value Book Value % of Portfolio YTM Term Days to Maturity Local Agency Investment Funds 19,986,563.30 19,986,563.30 19,986,563.30 20.36 1.110 1 1 Managed Pool Accounts 1,013,721.63 1,013,721.63 1,013,721.63 1.03 1.150 1 1 Money Market Funds 91.56 91.56 91.56 0.00 0.910 1 1 Certificates of Deposit- Bank 4,921,000.00 4,922,258.17 4,921,000.00 5.01 1.949 1,591 1,105 Negotiable CDs 245,000.00 244,355.65 245.000.00 0.25 1.750 1,095 992 U.S. Treasury Coupon Securities 32,000,000.00 31,791,659.34 31,932,893.48 32.53 1.330 1,303 872 Federal Agency Coupon Securities 40,000,000.00 39,960,720.00 40,078,701.16 40.82 1.322 1,332 657 98,166,376.49 97,919,369.65 98,177,971.13 100.00% 1.312 1,050 610 Investments Cash Passbook/Checking 1,939,705.32 1,939,705.32 1,939,705.32 0.000 1 1 (not included in yield calculations) Total Cash and Investments 100,106,081.81 99,859,074.97 100,117,676.45 1.312 1,050 610 Total Earnings September 30 Period Ending Current Year 337,542.78 Average Daily Balance 104,943,842.11 Effective Rate of Return 1.28% 1 certify the accuracy of the attached report on the City of Encinitas' Pooled Investment Fund. All funds for which the City has oversight responsibility are reflected in this report. All investments are in compliance with the City's adopted Investment Policy., which is available through the City Clerk's office. The City's Investment Program provides sufficient liquidity to meet the next six (6) months expenditure requirements. The source of the market values of investments owned is Union Bank of California Custody Services. James R. Riley, Interim Finance Director\Treasurer Reporting period 07/01/2017-09/3012017 Data Updated: SET_QTR: 10/16/2017 11:47 Run Dale' 10/16/2017 - 11.47 No fiscal year history available Portfolio ENCI AC PM (PRF_PM1) 7.3.0 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Portfolio Management Portfolio Details - Investments September 30, 2017 Page 1 Average Purchase Stated YTM Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate S&P Moody's Date Local Agency Investment Funds SYS1012 1012 CA LAIF 19,986,563.30 19,986,563.30 19,986,563.30 1.110 1.110 NR Subtotal and Average 23,275,938.66 19,986,563.30 19,986,563.30 19,986,563.30 1.110 Managed Pool Accounts SYS1003 1003 CA Asset Management Program Subtotal and Average 1,012,739.45 Money Market Funds SYS1004 1004 Union Bank Custody Acct Subtotal and Average Certificates of Deposit - Bank 02587DLVB 1438 American Express Centurion 45083ADZ2 1482 Iberia Bank /LA 254672CB2 1477 Discovery Bank 0606247A5 1454 Bank of Baroda 8562843F9 1484 State Bank of India 87164YEB6 1478 Synchrony Bank 17284C5K6 1487 CIT Bank 020061-3N1 1527 Ally Bank 56585YAB6 1532 Marathon Savings Bank 169894AN2 1529 Chippewa Valley Bank 337630BD8 1531 Firstrust Savings Bank 975875AK1 1526 Winter Hill Bank FSB 17670DACB 1530 Citizens State Bankl 17801 GSB7 1551 City National Bank Metropolis 38148PKX4 1528 Goldman Sachs Bank USA 06653ABM5 1533 BankVista 949763JG2 1535 Wells Fargo Bank 14042RGN5 1552 Capital One NA 1404203Q1 1553 Capital One Bank USA, NA 87270LAD5 1554 TIAA FSB 321,657.24 Subtotal and Average 4,771,869.57 Data Updated: SET _QTR: 10/16/2017 11:47 Run Date: 10116/2017 - 11:47 1,013 721.63 1,013,721.63 91.56 91.56 10/25/2012 248,000.00 12/04/2014 248,000.00 10/22/2014 248,000.00 11/12/2013 248,000.00 12/05/2014 248,000.00 10/17/2014 248,000.00 12/10/2014 248,000.00 06/22/2017 245,000.00 06/28/2017 245,000.00 06/30/2017 245,000.00 06/23/2017 245,000.00 06/26/2017 245,000.00 06/30/2017 245,000.00 07/03/2017 245,000.00 06/21/2017 245,000.00 06/30/2017 245,000.00 06/30/2017 245,000.00 07/19/2017 245,000.00 07/19/2017 245,000.00 07/19/2017 245,000.00 4,921,000.00 1,013,721.63 1,013,721.63 91.56 91.56 248,086.80 248, 074.40 248,726.64 249,148.24 249,029.20 249,889.76 250,445.28 245,316.05 243,983.25 243.978.35 244,487.95 243,591.25 243,456.50 244,140.05 246,624.35 242,692.10 244,764.80 245,830.55 245, 830.55 244,162.10 4,922,268.17 1,013,721,63 1.150 1.150 AAA 1,013,721.63 1.150 91.56 0.910 0.910 AAA 91.56 0.910 248,000.00 1.500 1.500 NR 248,000.00 1.200 1.200 NR 248,000.00 1.800 1.800 NR 248,000.00 2.050 2.050 NR 248,000.00 2.000 2.000 NR 248,000.00 2.000 2.000 NR 248,000.00 2.200 2.200 NR 245, 000.00 1.900 1.900 245, 000.00 1.700 1.700 245, 000.00 1.700 1.700 245, 000.00 1.900 1.900 245, 000.00 1.800 1.800 245, 000.00 1.900 1.900 245,000.00 2.000 2.000 NR 245,000.00 2.350 2.350 245,000.00 2.000 2.000 245,000.00 2.250 2.250 245,000.00 2.300 2.300 NR 245,000.00 2.300 2.300 245,000.00 2.150 2.150 NR 4,921,000.00 1.949 NR 10/25/2017 NR 12/04/2017 NR 10/22/2018 NR 11/13/2018 NR 12/05/2018 NR 10/17/2019 NR 12/10/2019 06/22/2020 06/29/2020 06/30/2020 06/23/2021 06/28/2021 12/30/2021 NR 02/03/2022 P-1 06121 /2022 06/30/2022 06/30/2022 07/19/2022 07/19/2022 NR 07/19/2022 Portfolio ENCI AC PM (PRF_PM2) 7.3.0 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Portfolio Management Portfolio Details - Investments September 30, 2017 Page 2 CUSIP Investment # Average Issuer Balance Purchase Date Par Value Market Value Book Value Stated Rate YTM Maturity S&P Moody's Date Negotiable CDs 20033AUE4 1525 Comenity Capital Bank 06/20/2017 245,000.00 244,355.65 245,000.00 1.750 1.750 06/19/2020 Subtotal and Average 245,002.33 245,000.00 244,355.65 245,000.00 1.750 U.S. Treasury Coupon Securities 912828UE8 1490 U.S. Treasury Notes 12/17/2014 2,000,000.00 1,998,040.00 1,998,667.79 0.750 1.022 AA+ Aaa 12/31/2017 912828VK3 1491 U.S. Treasury Notes 02/20/2015 2,000,000.00 2,001,180.00 2,003,275.90 1.375 1.150 AA+ Aaa 06/30/2018 912828XK1 1509 U.S. Treasury Notes 01/27/2016 2,000,000.00 1,993,200.00 1,998,505.32 0.875 0.971 Aaa 07/15/2018 912828TH3 1510 U.S. Treasury Notes 01/27/2016 2,000,000.00 1,979,140.00 1,988,552.16 0.875 1.195 Aaa 07/31/2019 912828TNO 1515 U.S. Treasury Notes 06/01/2016 2,000,000.00 1,982,420.00 1,998,434.47 1.000 1.042 Aaa 08/31/2019 912828TV2 1516 U.S. Treasury Notes 06/01/2016 2,000,000.00 1,990,240.00 2,007,284.99 1.250 1.071 Aaa 10/31/2019 91282BJ50 1517 U.S. Treasury Notes 06/01/2016 2,000,000.00 1,991,720.00 2,010,062.59 1,375 1.161 Aaa 02/29/2020 912828,184 1518 U.S. Treasury Notes 06/01/2016 2,000,000.00 1,990,700.00 2,009,880.27 1.375 1.172 Aaa 03/31/2020 912828XM7 1514 U.S. Treasury Notes 04/19/2016 2,000,000.00 2,001,100.00 2,026,238.41 1.625 1.149 NR Aaa 07/31/2020 9128281-32 1520 U.S. Treasury Notes 02/13/2017 2,000,000.00 1,986,260.00 1.988,453.59 1.375 1.580 Aaa 08/31/2020 9128281-65 1521 U.S. Treasury Notes 02/13/2017 2.000,000.00 1,985,000.00 1.987,345.52 1.375 1.593 Aaa 09/30/2020 9128281-99 1522 U.S. Treasury Notes 02/13/2017 2,000,000.00 1,983,440.00 1,985,534.72 1.375 1.618 Aaa 10/31/2020 912828A42 1538 U.S. Treasury Notes 06/28/2017 2,000,000.00 2,023,300.11 2,029,626.86 2.000 1.567 Aaa 11/30/2020 912828P87 1539 U.S. Treasury Notes 06/28/2017 2,000,000.00 1,960,940.00 1,968,060.22 1.125 1.609 Aaa 02/28/2021 912828Q37 1540 U.S. Treasury Notes 06/28/2017 2,000,000.00 1,973,659.23 1,981,355.97 1.250 1.616 Aaa 03/31/2021 912828S76 1523 U.S. Treasury Notes 02/13/2017 2,000,000.00 1,951,320.00 1,951,614.70 1.125 1.784 Aaa 07/31/2021 Subtotal and Average 32,587,308.25 32,000,000.00 31,791,659.34 31,932,893.48 1.330 Federal Agency Coupon Securities 313OA4TR3 1495 Federal Home Loan Bank 05/27/2015 2,000,000.00 1,999,780.00 2.000,045.23 0.875 0.820 AA+ Aaa 10/16/2017 3135GOTG8 1504 Federal Nat'l Mortgage Assoc. 06/26/2015 2,000,000.00 1,997,340.00 1,999,200.25 0.875 0.990 AA+ Aaa 02/08/2018 3137EADP1 1492 Federal Home Loan Mortgage 03/20/2015 2.000,000.00 1.997,160.00 1.998,763.11 0.875 1.020 AA+ Aaa 03/07/2018 3133EEM98 1496 Federal Farm Credit 05/27/2015 2,000,000.00 1.996,580.00 1,999,623.09 1.000 1.030 AA+ Aaa 05/21/2018 3135GOE33 1501 Federal Nat'l Mortgage Assoc. 06/24/2015 2,000,000.00 1,996,140.00 1,999,450.22 1.125 1.160 AA+ Aaa 07/2012018 313OA5E54 1497 Federal Home Loan Bank 05/27/2015 2,000,000.00 1,996,140.00 2,000,000.00 1.100 1.100 AA+ Aaa 08/13/2018 3135GOYM9 1503 Federal Nat'l Mortgage Assoc. 06/26/2015 2,000,000.00 2,009,700.00 2,012.148.58 1.875 1.230 AA+ Aaa 09/18/2018 313OA53ZO 1493 Federal Home Loan Bank 04/24/2015 2,000,000.00 1,991,400.00 1,999,584.32 1.050 1.070 AA+ Aaa 10/23/2018 3135GOYT4 1505 Federal Nat'l Mortgage Assoc. 06/26/2015 2,000,000.00 2,002,600.00 2,008,001.66 1.625 1.270 AA+ Aaa 11/27/2018 3135GOZA4 1500 Federal Nat'l Mortgage Assoc. 06/24/2015 2,000,000.00 2,011,120.00 2,013,391.84 1.875 1.377 AA+ Aaa 02/19/2019 3133782M2 1498 Federal Home Loan Bank 05/27/2015 2,000,000.00 2,000,860.00 2,005,021.85 1.500 1.320 AA+ Aaa 03/08/2019 313379EE5 1499 Federal Home Loan Bank 05/27/2015 2,000,000.00 2,003,300.00 2,007,421.63 1.625 1.400 AA+ Aaa 06/14/2019 3135GOZG1 1506 Federal Nat'l Mortgage Assoc. 06/26/2015 2,000,000.00 2,008,480.00 2.005,807.76 1.750 1.595 AA+ Aaa 09/12/2019 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 - 11:47 PM (PRF_PM2) 7.3.0 City of Encinitas - Qtr Inv Report Portfolio Management Portfolio Details - Investments September 30, 2017 Page 3 CUSIP Average Investment # Issuer Balance Purchase Date Par Value Market Value Book Value Stated Rate YTM Maturity S&P Moody's Date Federal Agency Coupon Securities 3135GOZY2 1507 Federal Nat'l Mortgage Assoc. 06/26/2015 2,000,000.00 2,007,600.00 2,004,338,05 1.750 1.645 AA+ Aaa 11/26/2019 3137EADR7 1512 Federal Home Loan Mortgage 04/19/2016 2,000,000.00 1,989,080.00 2,012,111.78 1.375 1.134 AA+ Aaa 05/01/2020 313383HU8 1513 Federal Home Loan Bank 04/19/2016 2,000,000.00 2,003,320.00 2,027,597.73 1.750 1.224 AA+ Aaa 06/12/2020 3133EHNX7 1534 Federal Farm Credit 06/21/2017 2,000,000.00 1,982,280.00 1,994,695,83 1.650 1.724 06/21/2021 313OA8QS5 1524 Federal Home Loan Bank 02/13/2017 2,000,000.00 1,953,740.00 1,951,785.27 1.125 1.790 AA+ Aaa 07/14/2021 3134G9N94 1537 Federal Home Loan Mortgage 06/23/2017 2,000,000.00 2,000,760,00 2,012,118.88 1.875 1.710 AA+ Aaa 07/27/2021 3133EHCT8 1536 Federal Farm Credit 06/23/2017 2,000,000.00 2,013,340.00 2,027,594.08 2.150 1.825 AA+ Aaa 03/15/2022 Subtotal and Average 42,653,193.09 40,000,000.00 39,960,720.00 40,078,701.16 1.322 Total and Average 104,943,842.11 98,166,376.49 97,919,369.65 98,177,971.13 1.312 Data Updated: SET _QTR: 10/16/2017 11:47 Run Date: 10/16/2017 - 11:47 Portfolio ENCI AC PM (PRF_PM2) T3.0 City of Encinitas - Qtr Inv Report Portfolio Management Portfolio Details - Cash September 30, 2017 Average Purchase Stated YTM CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate S&P Moody's Passbook/Checking Accounts SYS1010 1010 Union Bank Checking Acct. 1,939,705.32 1,939,705.32 1,939,705.32 0.000 Average Balance 0.00 Total Cash and Investments 104,943,842.11 100,106,081.81 99,859,074.97 100,117,676.45 1.312 Page 4 Portfolio ENCI Data Updated: SET_QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 - 11:47 PM (PRF_PM2) 7.3.0 City of Encinitas - Qtr Inv Report Portfolio Management Activity By Type July 1, 2017 through September 30, 2017 Stated Transaction Purchases Redemptions CUSIP Investment # Issuer Rate Date or Deposits or Withdrawals Balance Passbook/Checking Accounts (Monthly Summary) SYS1010 1010 Union Bank Checking Acct. 7,004,285.20 7,680,375.93 Subtotal _ 7,004,285.20 7,680,375.93 Local Agency Investment Funds (Monthly Summary) SYS1012 1012 CA LAIF 1.110 1,690,574.37 12,250,000.00 Subtotal 1,690,574.37 12,250,000.00 Managed Pool Accounts (Monthly Summary) SYS1003 1003 CA Asset Management Program 1.150 2,811.63 0.00 Subtotal 2,811.63 0.00 Money Market Funds (Monthly Summary) SYS1004 1004 Union Bank Custody Acct. 0.910 7,239,493.18 7,301,875.00 Subtotal _ 7,239,493.18 7,301,875.00 Certificates of Deposit - Bank 14042RGN5 1552 Capital One NA 2.300 07/19/2017 245,000.00 0.00 1404203Q1 1553 Capital One Bank USA, NA 2.300 07/19/2017 245,000.00 0.00 17801GS137 1551 City National Bank Metropolis 2.000 07/03/2017 245,000.00 0.00 87270LAD5 1554 TIAA FSB 2.150 07/19/2017 245,000.00 0.00 Subtotal 980,000.00 0.00 Negotiable CDs Subtotal U.S. Treasury Coupon Securities 912828TG5 1511 U.S. Treasury Notes 0.500 07/31/2017 0.00 2,000,000.00 Subtotal _ _ 0.00 2,000,000.00 Federal Agency Coupon Securities 3133EDSU7 1508 Federal Farm Credit 1.000 08/15/2017 0.00 1,000,000.00 3136GOZH7 1480 Federal Nat'l Mortgage Assoc. 1.050 09/05/2017 0.00 2,000,000.00 3136GOYE5 1494 Federal Nat'l Mortgage Assoc. 1.000 08/28/2017 0.00 1,000,000.00 Subtotal 0.00 4,000,000.00 0.00 19,986,563.30 1,013,721.63 91.56 4,921,000.00 245,000.00 31,932,893.48 40,078,701.16 Page 1 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Dale: 10/161201.7 - 11:47 PM (PRF_PM3) 7.3.0 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Portfolio Management Activity By Type July 1, 2017 through September 30, 2017 Stated Transaction Purchases Redemptions CUSIP Investment # Issuer Rate Date or Deposits or Withdrawals Balance Total 16,917,164.38 33,232,250.93 98,177,971.13 Data Updated: SET_QTR: 10/16/2017 11:47 Run Date: 10/16/2017 -11:47 Page 2 Portfolio ENCI AC PM (PRF_PM3) 7.3.0 City of Encinitas - Qtr Inv Report Portfolio Management Interest Earnings Summary September 30, 2017 September 30 Month Ending Fiscal Year To Date Page 1 CD/Coupon/Discount Investments: Interest Collected 288,966.78 288,966.78 Plus Accrued Interest at End of Period 254,105.96 254,105.96 Less Accrued Interest at Beginning of Period ( 266,111.32) ( 266,111.32) Less Accrued Interest at Purchase During Period ( 0.00) ( 0.00) Interest Earned during Period 276,961.42 276,961.42 Adjusted by Premiums and Discounts -6,058.23 -6,058.23 Adjusted by Capital Gains or Losses 0.00 0.00 Earnings during Periods 270,903.19 270,903.19 Pass Through Securities: Interest Collected 0.00 0.00 Plus Accrued Interest at End of Period 0.00 0.00 Less Accrued Interest at Beginning of Period ( 0.00) ( 0.00) Less Accrued Interest at Purchase During Period ( 0.00) ( 0.00) Interest Earned during Period 0.00 0.00 Adjusted by Premiums and Discounts 0.00 0.00 Adjusted by Capital Gains or Losses 0.00 0.00 Earnings during Periods 0.00 0.00 Cash/Checking Accounts: Interest Collected 93,917.28 93,917.28 Plus Accrued Interest at End of Period 64,454.11 64,454.11 Less Accrued Interest at Beginning of Period ( 91,731.80) ( 91,731.80) Interest Earned during Period 66,639.59 66,639.59 Total Interest Earned during Period 343,601.01 343,601.01 Total Adjustments from Premiums and Discounts -6,058.23 -6,058.23 Total Capital Gains or Losses 0.00 0.00 Total Earnings during Period 337,542.78 337,542.78 Portfolio ENCI Data Updated: SET_QTR: 10/16/2017 11:47 AC Run Date, 10/16/2017 - 11 47 No fiscal year history available PM (PRF_PM6) 7.3.0 Report Ver. 7.3.5 CUSIP Investment # ncp Cityof Encinitas - Qtr Inv Report Investments by Issuer Active Investments Sorted by Fund September 30, 2017 Investment Current Market Security Type Class Book Value Rate Market Value Date YTM 365 Redemption Date CITY OF ENCINITAS 505 S. VULCAN ENCINITAS, ENCINITAS, CA 9 (760)633-2641 Days To Call Maturity Date Collateral Ally Bank 020061-3N1 1527 Certificates of Deposit - Bank Amort 245,000.00 1.900 245,316.05 09/30/2017 1.900 06/22/2020 995 Subtotal and Average 245,000.00 245,316.05 1.900 995 American Express Centurion 02587DLVB 1438 Certificates of Deposit - Bank Fair 248,000.00 1,500 248,086.80 09/30/2017 1.500 10/25/2017 24 Subtotal and Average 248,000.00 248,086.80 1.500 24 Bank of Baroda 0606247A5 1454 Certificates of Deposit - Bank Amort 248,000.00 2.050 249,148.24 09/30/2017 2,050 11/13/2018 408 Subtotal and Average 248,000.00 249,148.24 2.050 408 BankVista 06653ABM5 1533 Certificates of Deposit - Bank Amort 245,000.00 2.000 242,692.10 09/30/2017 2.000 06/30/2022 1,733 Subtotal and Average 245,000.00 242,692.10 2.000 1,733 CA Asset Management Program SYS1003 1003 Managed Pool Accounts Amort 1,013,721.63 1.150 1,013,721.63 09/30/2017 1.150 1 Subtotal and Average 1,013,721.63 1,013,721.63 1.150 1 Capital One NA 14042RGN5 1552 Certificates of Deposit - Bank Amort 245,000.00 2.300 245.830.55 09/30/2017 2.300 07/19/2022 1,752 Subtotal and Average 245,000.00 245,830.55 2.300 1,752 Capital One Bank USA, NA 1404203Q1 1553 Certificates of Deposit - Bank Amort 245,000.00 2.300 245,830.55 09/30/2017 2.300 07/19/2022 1.752 Subtotal and Average 245,000.00 245,830.55 2.300 1,752 Chippewa Valley Bank 169894AN2 1529 Certificates of Deposit - Bank Amort 245,000.00 1,700 243,978.35 09/30/2017 1.700 06/30/2020 1,003 Subtotal and Average 245,000.00 243,978.35 1.700 1,003 Portfolio ENCI Data Updated: SET_QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 - 11:47 No fiscal year history available DI (PRF_DI) 7.1 1 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Investments by Issuer CUS_IP Investment # Investment Security Type Class Sorted by Fund Current Book Value Rate Market Value Market Date YTM 365 Redemption Date Page 2 Days To Call Maturity Date Collateral CIT Bank 17284C5K6 1487 Certificates of Deposit - Bank Amort 248,000.00 2.200 250,445.28 09/30/2017 2.200 12/10/2019 800 Subtotal and Average 248,000.00 250,445.28 2.200 800 Citizens State Bankl 17670DAC8 1530 Certificates of Deposit - Bank Amort 245,000.00 1.900 243,456.50 09/30/2017 1.900 12/30/2021 1,551 Subtotal and Average 245,000.00 243,456.50 1.900 1,551 City National Bank Metropolis 17801GSB7 1551 Certificates of Deposit- Bank Amort 245,000.00 2.000 244,140.05 09/30/2017 2.000 02/03/2022 1,586 Subtotal and Average 245,000.00 244,140.05 2.000 1,586 Comenity Capital Bank 20033AUE4 1525 Negotiable CDs Amort 245,000.00 1.750 244,355.65 09/30/2017 1.775 06/19/2020 992 Subtotal and Average 245,000.00 244,355.65 1.775 992 Discovery Bank 254672CB2 1477 Certificates of Deposit - Bank Amort 248,000.00 1.800 248,726.64 09/30/2017 1.800 10/22/2018 386 Subtotal and Average 248,000.00 248,726.64 1.800 386 Federal Farm Credit 3133EEM98 1496 Federal Agency Coupon Securities Fair 1,999,623.09 1.000 1,996,580.00 09/30/2017 1.030 05/21/2018 232 3133EHNX7 1534 Federal Agency Coupon Securities Fair 1,994,695.83 1.650 1,982,280.00 09/30/2017 1.724 06/21/2021 1,359 3133EHCT8 1536 Federal Agency Coupon Securities Fair 2,027,594.08 2.150 2,013,340.00 09/30/2017 1.825 03/15/2022 1,626 Subtotal and Average 6,021,913.00 5,992,200.00 1.528 1,074 Federal Home Loan Bank 313OA53ZO 1493 Federal Agency Coupon Securities Fair 1,999,584.32 1.050 1,991,400.00 09/30/2017 1.070 10/23/2018 387 3130A4TR3 1495 Federal Agency Coupon Securities Fair 2,000,045.23 0.875 1,999,780.00 09/30/2017 0.820 10/16/2017 15 3130A5E54 1497 Federal Agency Coupon Securities Fair 2,000,000.00 1.100 1,996,140.00 09/30/2017 1.100 08/13/2018 316 3133782M2 1498 Federal Agency Coupon Securities Fair 2,005,021.85 1.500 2,000,860.00 09/30/2017 1.320 03/08/2019 523 313379EE5 1499 Federal Agency Coupon Securities Fair 2,007.421.63 1.625 2.003,300.00 09/30/2017 1.400 06/14/2019 621 3133831-11.18 1513 Federal Agency Coupon Securities Fair 2,027,597.73 1.750 2,003,320.00 09/30/2017 1.224 06/12/2020 985 3130A8QS5 1524 Federal Agency Coupon Securities Fair 1,951,785.27 1.125 1,953,740.00 09/30/2017 1.790 07/14/2021 1,382 Subtotal and Average 13,991,456.03 13,948,540.00 1.244 602 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 - 11:47 No fiscal year history available DI (PRF_DI) 7 1 1 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Investments by Issuer Page 3 Sorted by Fund Investment Current Market YTM Redemption Days To Call CUSIP Investment # Security Type Class Book Value Rate Market Value Date 365 Date Maturity Date Collateral Federal Home Loan Mortgage 3137EADP1 1492 Federal Agency Coupon Securities Fair 1,998,763.11 0.875 1,997,160.00 09/30/2017 1.020 03/07/2018 157 3137EADR7 1512 Federal Agency Coupon Securities Fair 2,012.111.78 1.375 1,989,080.00 09/30/2017 1.134 05/01/2020 943 3134G9N94 1537 Federal Agency Coupon Securities Fair 2,012,118.88 1.875 2,000,760.00 09/30/2017 1.710 07/27/2021 1,395 Subtotal and Average 6,022,993.77 5,987,000.00 1.289 833 Firstrust Savings Bank 337630BD8 1531 Certificates of Deposit - Bank Amort 245,000.00 1.900 244,487.95 09/30/2017 1.900 06/23/2021 1,361 Subtotal and Average 245,000.00 244,487.95 1.900 1,361 Federal Nat'l Mortgage Assoc. 3135GOZA4 1500 Federal Agency Coupon Securities Fair 2.013,391.84 1.875 2,011,120.00 09/30/2017 1.377 02/19/2019 506 3135GOE33 1501 Federal Agency Coupon Securities Fair 1.999,450.22 1.125 1,996,140.00 09/30/2017 1.160 07/20/2018 292 3135GOYM9 1503 Federal Agency Coupon Securities Fair 2,012,148.58 1.875 2,009,700.00 09/30/2017 1.230 09/18/2018 352 3135GOTG8 1504 Federal Agency Coupon Securities Fair 1,999,200.25 0.875 1,997,340.00 09/30/2017 0.990 02/08/2018 130 3135GOYT4 1505 Federal Agency Coupon Securities Fair 2,008,001.66 1.625 2,002,600.00 09/30/2017 1.270 11/27/2018 422 3135GOZG1 1506 Federal Agency Coupon Securities Fair 2,005,807.76 1.750 2,008,480.00 09/30/2017 1.595 09/12/2019 711 3135GOZY2 1507 Federal Agency Coupon Securities Fair 2,004,338.05 1.750 2,007,600.00 09/30/2017 1.645 11/26/2019 786 Subtotal and Average 14,042,338.36 14,032,980.00 1.324 457 Goldman Sachs Bank USA 38148PKX4 1528 Certificates of Deposit - Bank Amort 245,000.00 2.350 246,624.35 09/30/2017 2.350 06/21/2022 1,724 Subtotal and Average 245,000.00 246,624.35 2.350 1,724 Iberia Bank /LA 45083ADZ2 1482 Certificates of Deposit - Bank Amort 248,000.00 1.200 248,074.40 09/30/2017 1.200 12/04/2017 64 Subtotal and Average 248,000.00 248,074.40 1.200 64 State Bank of India 8562843F9 1484 Certificates of Deposit - Bank Amort 248,000.00 2.000 249,029,20 09/30/2017 2.000 12/05/2018 430 Subtotal and Average 248,000.00 249,029.20 2.000 430 CA LAW SYS1012 1012 Local Agency Investment Funds Amort 19,986,563.30 1.110 19,986,563.30 09/30/2017 1.110 1 Subtotal and Average 19,986,563.30 19,986,563.30 1.110 1 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC - Run Date: 10/16/2017 - 11:47 No fiscal year history available DI (PRF_DI) 7.1.1 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Investments by Issuer Sorted by Fund Page 4 Investment Current Market YTM Redemption Days To Call CUSIP Investment # Security Type Class Book Value Rate Market Value Date 365 Date Maturity Date Collateral Marathon Savings Bank 56585YA86 1532 Certificates of Deposit - Bank Amort 245,000.00 1.700 243.983.25 09/30/2017 1.700 06/29/2020 1,002 Subtotal and Average 245,000.00 243,983.25 1.700 1,002 Synchrony Bank 87164YE136 1478 Certificates of Deposit - Bank Amort 248,000.00 2.000 249,889.76 09/30/2017 2.000 10/17/2019 746 Subtotal and Average 248,000.00 249,889.76 2.000 746 TIAA FSB 87270LAD5 1554 Certificates of Deposit - Bank Amort 245,000.00 2.150 244,162.10 09/30/2017 2.150 07/19/2022 1,752 Subtotal and Average 245,000.00 244,162.10 2.150 1,752 Union Bank Checking Acct. SYS1010 1010 Passbook/Checking Accounts Amort 1,939,705,32 1,939,705.32 09/30/2017 1 Subtotal and Average 1,939,705.32 1,939,705.32 1 Union Bank Custody Acct. SYS1004 1004 Money Market Funds Amort 91.56 0.910 91.56 09/30/2017 0.910 1 Subtotal and Average 91.56 91.56 0.910 1 U.S. Treasury Notes 912828UE8 1490 U.S. Treasury Coupon Securities Fair 1,998,667.79 0.750 1,998,040.00 09/30/2017 1.022 12/31/2017 91 912828VK3 1491 U.S. Treasury Coupon Securities Fair 2,003,275.90 1.375 2,001,180.00 09/30/2017 1.150 06/30/2018 272 912828XK1 1509 U.S. Treasury Coupon Securities Fair 1,998,505.32 0.875 1,993,200.00 09/30/2017 0.971 07/15/2018 287 912828TH3 1510 U.S. Treasury Coupon Securities Fair 1,988,552.16 0,875 1,979,140.00 09/30/2017 1.195 07/31/2019 668 912828XM7 1514 U.S. Treasury Coupon Securities Fair 2,026,238.41 1.625 2,001,100.00 09/30/2017 1.149 07/31/2020 1,034 912828TNO 1515 U.S. Treasury Coupon Securities Fair 1,998,434.47 1.000 1,982,420.00 09/30/2017 1.042 08/31/2019 699 912828TV2 1516 U.S. Treasury Coupon Securities Fair 2,007,284,99 1.250 1,990,240.00 09/30/2017 1.071 10/31/2019 760 91282BJ50 1517 U.S. Treasury Coupon Securities Fair 2,010,062.59 1.375 1,991,720.00 09/30/2017 1.161 02/29/2020 881 912828,184 1518 U.S. Treasury Coupon Securities Fair 2,009,880.27 1.375 1,990,700.00 09/30/2017 1.172 03/31/2020 912 9128281-32 1520 U.S. Treasury Coupon Securities Fair 1,988,453.59 1.375 1,986,260.00 09/30/2017 1.580 08/31/2020 1,065 9128281-65 1521 U.S. Treasury Coupon Securities Fair 1,987,345.52 1.375 1,985,000.00 09/30/2017 1.593 09/30/2020 1,095 91282BL99 1522 U.S. Treasury Coupon Securities Fair 1,985,534.72 1.375 1,983,440.00 09/30/2017 1.618 10/31/2020 1,126 912828S76 1523 U.S. Treasury Coupon Securities Fair 1,951,614.70 1.125 1,951,320.00 09/30/2017 1.784 07/31/2021 1,399 912828A42 1538 U.S. Treasury Coupon Securities Fair 2,029,626.86 2.000 2,023,300.11 09/30/2017 1.567 11/30/2020 1,156 912828P87 1539 U.S. Treasury Coupon Securities Fair 1,968,060.22 1.125 1,960,940.00 09/30/2017 1.609 02/28/2021 1,246 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date: 1011612017 - 11.47 No fiscal year history available DI (PRF_DI) 7.1.1 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Investments by Issuer Sorted by Fund Page 5 Investment Current Market YTM Redemption Days To Call CUSIP Investment # Security Type Class Book Value Rate Market Value Date 365 Date Maturity Date Collateral 91282BQ37 1540 U.S. Treasury Coupon Securities Fair 1,981,355.97 1.250 1,973,659.23 09/30/2017 1.616 03/31/2021 1,277 Subtotal and Average 31,932,893.48 31,791,659.34 1.330 871 Wells Fargo Bank 949763JG2 1535 Winter Hill Bank FSB 975875AK1 1526 Certificates of Deposit - Bank Amort Subtotal and Average Certificates of Deposit - Bank Amort Subtotal and Average Total and Average 245,000.00 2.250 245,000.00 245,000.00 1.800 245,000.00 100,117,676.45 244,764.80 09/30/2017 2.250 06/30/2022 1,733 244,764.80 2.250 1,733 243,591.25 09/30/2017 1.800 06/28/2021 1,366 243,591.25 1.800 1,366 99,859,074.97 1.287 598 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 - 11.47 No fiscal year history available DI (PRF_DI) 7.1.1 Report Ver. 7.3.5 CITY OF ENCINITAS City of Encinitas - Qtr Inv Report 505 S. VULCAN Investments by Type ENCINITAS, ENCINITAS, CA 9 (760)633-2641 - Active Investments September 30, 2017 Purchase Current Maturity Call Call CUSIP Investment # Fund Issuer Par Value Price Remaining Cost Rate Date Date Price Passbook/Checking Accounts SYS1010 1010 001 Union Bank Checking Acct. 1,939,705.32 100.0000000 1,939,705.32 Subtotal 1,939,705.32 Local Agency Investment Funds SYS1012 1012 001 CA LAIF 19,986,563.30 100.0000000 Managed Pool Accounts SYS1003 1003 Money Market Funds SYS1004 1004 Certificates of Deposit - Bank 020061-3N1 1527 02587DLVB 1438 0606247A5 1454 06653ABM5 1533 14042RGN5 1552 140420301 1553 169894AN2 1529 17284C5K6 1487 17670DAC8 1530 17801 GSB7 1551 254672CB2 1477 337630BD8 1531 38148PKX4 1528 45083ADZ2 1482 8562843F9 1484 1,939,705.32 19.986, 563.30 1.110 Subtotal 19,986,563.30 19,986,563.30 001 CA Asset Management Program 1,013,721.63 100.0000000 1,013,721.63 1.150 Subtotal 1,013,721.63 1,013,721.63 001 Union Bank Custody Acct. 91.56 100.0000000 91.56 0.910 Subtotal 91.56 91.56 001 Ally Bank 245,000.00 100.0000000 245,000.00 1.900 06/22/2020 001 American Express Centurion 248,000.00 100.0000000 248,000.00 1.500 10/25/2017 001 Bank of Baroda 248,000.00 100.0000000 248,000.00 2.050 11/13/2018 001 BankVista 245,000.00 100.0000000 245,000.00 2.000 06/30/2022 001 Capital One NA 245,000.00 100.0000000 245,000.00 2.300 07/19/2022 001 Capital One Bank USA, NA 245.000.00 100.0000000 245,000.00 2.300 07/19/2022 001 Chippewa Valley Bank 245,000.00 100.0000000 245,000.00 1.700 06/30/2020 001 CIT Bank 248,000.00 100.0000000 248,000.00 2.200 12/10/2019 001 Citizens State Bankl 245,000.00 100.0000000 245,000.00 1.900 12/30/2021 001 City National Bank Metropolis 245,000.00 100.0000000 245,000.00 2.000 02/03/2022 001 Discovery Bank 248,000.00 100.0000000 248,000.00 1.800 10/22/2018 001 Firstrust Savings Bank 245,000.00 100.0000000 245,000.00 1.900 06/23/2021 001 Goldman Sachs Bank USA 245,000.00 100.0000000 245.000.00 2.350 06/21/2022 001 Iberia Bank /LA 248,000.00 100.0000000 248,000.00 1.200 12/04/2017 001 State Bank of India 248,000.00 100.0000000 248,000.00 2.000 12/05/2018 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date 10/16/2017 -11 47 No fiscal year history available DT (PRF_DT) 7.1.1 Report Ver. 7.3.5 CUSIP Investment # Fund Issuer City of Encinitas - Qtr Inv Report Investments by Type September 30, 2017 Page 2 Purchase Current Maturity Call Call Par Value Price Remaining Cost Rate Date Date Price Certificates of Deposit - Bank 56585YA136 1532 001 Marathon Savings Bank 245.000.00 100.0000000 245,000.00 1.700 06/29/2020 87164YEB6 1478 001 Synchrony Bank 248,000.00 100.0000000 248,000.00 2.000 10/17/2019 87270LAD5 1554 001 TIAA FSB 245,000.00 100.0000000 245,000.00 2.150 07/19/2022 949763JG2 1535 001 Wells Fargo Bank 245,000.00 100.0000000 245,000.00 2.250 06/30/2022 975875AK1 1526 001 Winter Hill Bank FSB 245,000.00 100.0000000 245,000.00 1.800 06/28/2021 Subtotal 4,921,000.00 4,921,000.00 Negotiable CDs 20033AUE4 1525 001 Comenity Capital Bank 245,000.00 100.0000000 245,000.00 1.750 06/19/2020 Subtotal 245,000.00 245,000.00 U.S. Treasury Coupon Securities 912828UEB 1490 001 U.S. Treasury Notes 2,000,000.00 99.1875000 1,983,750.00 0.750 12/31/2017 912828VK3 1491 001 U.S. Treasury Notes 2,000,000.00 100.7382615 2,014,765.63 1.375 06/30/2018 912828XK1 1509 001 U.S. Treasury Notes 2,000,000.00 99.7656425 1,995,312.85 0.875 07/15/2018 912828TH3 1510 001 U.S. Treasury Notes 2,000,000.00 98.9023440 1,978,046.88 0.875 07/31/2019 912828XM7 1514 001 U.S. Treasury Notes 2,000,000.00 101.9843750 2,039,687.50 1.625 07/31/2020 912828TNO 1515 001 U.S. Treasury Notes 2,000,000.00 99.8671875 1,997,343.75 1.000 08/31/2019 912828TV2 1516 001 U.S. Treasury Notes 2,000,000.00 100.5976565 2,011,953.13 1.250 10/31/2019 912828,150 1517 001 U.S. Treasury Notes 2,000,000.00 100.7812500 2,015,625.00 1.375 02/29/2020 912828,184 1518 001 U.S. Treasury Notes 2,000,000.00 100.7578125 2,015,156.25 1.375 03/31/2020 9128281-32 1520 001 U.S. Treasury Notes 2,000,000.00 99.2980000 1,985,960.00 1.375 08/31/2020 91282BL65 1521 001 U.S. Treasury Notes 2,000,000.00 99.2343750 1,984,687.50 1.375 09/30/2020 91282BL99 1522 001 U.S. Treasury Notes 2,000,000.00 99.1290000 1,982,580.00 1.375 10/31/2020 912828S76 1523 001 U.S. Treasury Notes 2,000,000.00 97.1830000 1,943,660.00 1.125 07/31/2021 912828A42 1538 001 U.S. Treasury Notes 2,000,000.00 101.4375000 2,028,750.00 2.000 11/30/2020 912828P87 1539 001 U.S. Treasury Notes 2,000,000.00 98.2812500 1,965,625.00 1.125 02/28/2021 912828Q37 1540 001 U.S. Treasury Notes 2,000,000.00 98.6718750 1,973,437.50 1.250 03/31/2021 Subtotal 32,000,000.00 31,916,340.99 Federal Agency Coupon Securities 3133EEM98 1496 001 Federal Farm Credit 2,000,000.00 99.9120000 1,998,240.00 1.000 05/21/2018 3133EHNX7 1534 001 Federal Farm Credit 2,000,000.00 99.7150000 1,994,300.00 1.650 06/21/2021 3133EHCT8 1536 001 Federal Farm Credit 2,000,000.00 101.4640000 2,029,280.00 2.150 03/15/2022 313OA53ZO 1493 001 Federal Home Loan Bank 2,000,000.00 99.9315000 1,998,630.00 1.050 10/23/2018 3130A4TR3 1495 001 Federal Home Loan Bank 2,000,000.00 100.1295000 2,002,590.00 0.875 10/16/2017 Data Updated: SET _QTR: 10/16/2017 11:47 Run Date: 10/16/2017 - 11:47 No fiscal year history available Portfolio ENCI AC DT (PRF_DT) 7.1.1 Report Ver. 7.3.5 City of Encinitas - Qtr Inv Report Investments by Type Page 3 September 30, 2017 CUSIP Investment # Fund Issuer Par Value Purchase Price Remaining Cost Current Rate Maturity Call Call Date Date Price Federal Agency Coupon Securities 313OA5E54 1497 001 Federal Home Loan Bank 2,000,000.00 100.0000000 2,000,000.00 1.100 08/13/2018 3133782M2 1498 001 Federal Home Loan Bank 2,000,000.00 100.6610000 2,013,220.00 1.500 03/08/2019 313379EE5 1499 001 Federal Home Loan Bank 2,000,000.00 100.8820000 2,017,640.00 1.625 06/14/2019 313383HU8 1513 001 Federal Home Loan Bank 2,000,000.00 102.1217000 2,042,434.00 1.750 06/12/2020 3130A8QS5 1524 001 Federal Home Loan Bank 2,000,000.00 97.1860000 1,943,720.00 1.125 07/14/2021 3137EADP1 1492 001 Federal Home Loan Mortgage 2,000,000.00 99.5770000 1,991,540.00 0.875 03/07/2018 3137EADR7 1512 001 Federal Home Loan Mortgage 2,000,000.00 100.9455000 2,018,910.00 1.375 05/01/2020 3134G9N94 1537 001 Federal Home Loan Mortgage 2,000,000.00 100.6491000 2,012,982.00 1.875 07/27/2021 3135GOZA4 1500 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 101.7681000 2,035,362.00 1.875 02/19/2019 3135GOE33 1501 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 99.8948000 1,997,896.00 1.125 07/20/2018 3135GOYM9 1503 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 102.0341000 2,040,682.00 1.875 09/18/2018 3135GOTG8 1504 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 99.7034000 1,994,068.00 0.875 02/08/2018 3135GOYT4 1505 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 101.1839000 2,023,678.00 1.625 11/27/2018 3135GOZG1 1506 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 100.6280000 2,012,560.00 1.750 09/12/2019 3135GOZY2 1507 001 Federal Nat'l Mortgage Assoc. 2,000,000.00 100.4450000 2,008,900.00 1.750 11/26/2019 Subtotal 40,000,000.00 40,176,632.00 Total 100,106,081.81 100,199,054.80 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date 10/16/2017 - 11 A7 No fiscal year history available DT (PRF_DT) 7.1 1 Report Ver. 7.3.5 CITY OF ENCINITAS City of Encinitas - Qtr Inv Report 505 S. VULCAN Interest Earnings ENCINITAS, ENCINITAS, CA 9 g (760)633-2641 Sorted by Fund - Fund July 1, 2017 - September 30, 2017 Yield on Beginning Book Value Adjusted Interest Earnings Security Ending Beginning Ending Maturity CurrentAnnualized Interest Amortization/ Adjusted Interest CUSIP Investment # Fund Type Par Value Book Value Book Value Date Rate Yield Earned Accretion Earnings Fund: General Investments SYS1012 1012 001 LA5 19.986,563.30 30,545.988.93 19,986,563.30 1.110 0.818 63,018.17 0.00 63,018.17 SYS1003 1003 001 LA1 1,013,721.63 1,010,910.00 1,013,721.63 1.150 1.136 2,894.16 0.00 2,894.16 SYS1004 1004 001 LA3 91.56 62,473.38 91.56 0.910 4.618 727.26 0.00 727.26 313OA53ZO 1493 001 FAC 2,000,000.00 1,999,486.39 1,999.584.32 10/23/2018 1.050 1.061 5.250.00 97.93 5,347.93 313OA5E54 1497 001 FAC 2,000,000.00 2.000,000.00 2.000.000.00 08/13/2018 1.100 1.091 5,500.00 0.00 5,500.00 313383HUB 1513 001 FAC 2,000,000.00 2,030,155.71 2,027,597.73 06/12/2020 1.750 1.210 8,750.00 -2,557.98 6,192.02 3133782M2 1498 001 FAC 2,000,000.00 2,005,896.06 2,005.021.85 03/08/2019 1.500 1.310 7,500.00 -874.21 6,625.79 313379EE5 1499 001 FAC 2,000,000.00 2,008,511.27 2,007,421.63 06/14/2019 1.625 1.390 8,125.00 -1,089.64 7,035.36 3130A8QS5 1524 001 FAC 2,000,000.00 1,950,414,11 1,951,785.27 07/14/2021 1.125 1.792 5,625.00 3,183.66 8,808.66 313OA4TR3 1495 001 FAC 2,000,000.00 2,000,316.59 2,000,045.23 10/16/2017 0.875 0.814 4,375.00 -271.36 4,103.64 3135GOYM9 1503 001 FAC 2,000,000.00 2.015,299.51 2,012,148.58 09/18/2018 1.875 1.225 9,375.00 -3,150.93 6,224.07 3135GOZA4 1500 001 FAC 2,000.000.00 2,015,812.06 2,013,391.84 02/19/2019 1.875 1,369 9,375.00 -2,420.22 6,954.78 3135GOTG8 1504 001 FAC 2,000.000.00 1,998,633.50 1,999,200.25 02/08/2018 0.875 0.981 4,375.00 566.75 4,941.75 3135GOYT4 1505 001 FAC 2,000,000.00 2,009,732.79 2,008,001.66 11/27/2018 1.625 1.262 8,125.00 -1,731.13 6,393.87 3135GOZY2 1507 001 FAC 2,000,000.00 2,004,841.82 2,004,338.05 11/26/2019 1.750 1.632 8,750.00 -503.77 8,246.23 3135GOZG1 1506 001 FAC 2,000,000.00 2,006,553.40 2,005,807.76 09/12/2019 1.750 1.583 8,750.00 -745.64 8,004.36 3136GOZH7 1480 001 FAC 0.00 2,000,050.15 0.00 09/05/2017 1.050 1.018 3,733.33 -50.15 3,683.18 3135GOE33 1501 001 FAC 2,000,000.00 1,999,279.01 1,999,450.22 07/20/2018 1.125 1.150 5,625.00 171.21 5,796.21 3136GOYE5 1494 001 FAC 0.00 1,000,344.39 0.00 08/28/2017 1.000 0.779 1,583.33 -344.39 1,238.94 3137EADR7 1512 001 FAC 2,000,000.00 2,013,283.88 2,012,111.78 05/01/2020 1.375 1.124 6,875.00 -1,172.10 5,702.90 3137EADP1 1492 001 FAC 2,000,000.00 1,998,049.52 1,998,763.11 03/07/2018 0,875 1.010 4,375.00 713.59 5,088.59 3134G9N94 1537 001 FAC 2,000,000.00 2.028,119.87 2.012.118.88 07/27/2021 1.875 1.679 9,375.00 -792.66 8,582.34 3133EHCT8 1536 001 FAC 2,000,000.00 2,040,847.93 2,027,594.08 03/15/2022 2.150 1.789 10,750.00 -1,548.29 9,201.71 3133EHNX7 1534 001 FAC 2,000.000.00 1,994,339.58 1,994,695.83 06/21/2021 1.650 1.712 8,250.00 356.25 8,606.25 3133EEM98 1496 001 FAC 2,000,000.00 1,999,475.61 1,999,623.09 05/21/2018 1.000 1.021 5,000.00 147.48 5,147.48 3133EDSU7 1508 001 FAC 0.00 1,000,205.35 0.00 08/15/2017 1.000 0.825 1,222.22 -205.35 1,016.87 912828P87 1539 001 TRC 2,000,000.00 1,973.038.86 1,968,060.22 02/28/2021 1.125 1.612 5,656.42 2,358.32 8,014.74 912828Q37 1540 001 TRC 2,000,000.00 1,979,574.81 1,981,355.97 03/31/2021 1.250 1.616 6,284.53 1,781.16 8,065.69 912828J84 1518 001 TRC 2,000,000.00 2,010,876.97 2.009,880.27 03/31/2020 1.375 1.167 6,912.98 -996.70 5,916.28 91282BL99 1522 001 TRC 2,000,000.00 1,984,352.83 1,985,534.72 10/31/2020 1.375 1.611 6,875.00 1,181.89 8,056.89 Portfolio ENCI Data Updated: SET_QTR: 10/16/2017 11:47 AC Run Date: 10/1612017 - 11,47 No fiscal year history available IE (PRF_IE) 7.2.0 Report Ver 7.3.5 City of Encinitas - Qtr Inv Report CUSIP Investment # Fund Security Type Ending Par Value Interest Earnings July 1, 2017 - September 30, 2017 Beginning Ending Maturity Book Value Book Value Date CurrentAnnualized Rate Yield Interest Earned Page 2 Adjusted Interest Earnings Amortization/ Adjusted Interest Accretion Earnings Fund: General Investments 9128281-32 1520 001 TRC 2,000,000.00 1,987,456.15 1,988,453.59 08/31/2020 1.375 1.579 6,913.39 997.44 7,910.83 912828A42 1538 001 TRC 2,000,000.00 2,031,741.17 2,029,626.86 11/30/2020 2.000 1.551 10,054.64 -2,114.31 7,940.33 91282BS76 1523 001 TRC 2,000,000.00 1,949,240,83 1,951,614.70 07/31/2021 1.125 1.799 5,655.40 3,181.88 8,837.28 91282BJ50 1517 001 TRC 2,000,000.00 2,011,113.40 2,010,062.59 02/29/2020 1.375 1.157 6,913.39 -1,050.81 5,862.58 9128281-65 1521 001 TRC 2,000,000.00 1,986,282.31 1,987,345.52 09/30/2020 1.375 1.593 6,912.98 1,063.21 7,976.19 912828TG5 1511 001 TRC 0.00 1,999,523.59 0.00 07/31/2017 0.500 0.794 828.73 476.41 1,305.14 912828TV2 1516 001 TRC 2,000,000.00 2,008,166.85 2,007,284.99 10/31/2019 1.250 1.061 6,250.00 -881.86 5,368.14 912828UE8 1490 001 TRC 2,000,000.00 1,997,320.95 1,998,667.79 12/31/2017 0.750 1.012 3,750.00 1,346.84 5,096.84 912828TNO 1515 001 TRC 2,000,000.00 1,998,228.42 1,998,434.47 08/31/2019 1.000 1.039 5,027.93 206.05 5,233.98 912828VK3 1491 001 TRC 2,000,000.00 2,004,383.92 2,003,275.90 06/30/2018 1.375 1.141 6,875.00 -1,108.02 5,766.98 912828XK1 1509 001 TRC 2,000,000.00 1,998,026.19 1,998,505.32 07/15/2018 0.875 0.966 4,386.04 479.13 4,865.17 912828XM7 1514 001 TRC 2,000,000.00 2,028,572.97 2,026,238.41 07/31/2020 1.625 1.141 8,168.91 -2,334.56 5,834.35 912828TH3 1510 001 TRC 2,000,000.00 1,986,975.51 1,988,552.16 07/31/2019 0.875 1.193 4,398.65 1,576.65 5,975.30 02587DLV8 1438 001 BCD 248,000.00 248,000.00 248,000.00 10/25/2017 1.500 1.500 937.64 0.00 937.64 02006L3N1 1527 001 BCD 245,000.00 245,000.00 245,000.00 06/22/2020 1.900 1.900 1,173.32 0.00 1,173.32 0606247A5 1454 001 BCD 248,000.00 248,000.00 248,000.00 11/13/2018 2.050 2.050 1,281.45 0.00 1,281.45 20033AUE4 1525 001 NCB 245,000.00 245,011.91 245,000.00 06/19/2020 1.750 1.774 1,095.69 0.00 1,095.69 254672CB2 1477 001 BCD 248,000.00 248,000.00 248,000.00 10/22/2018 1.800 1.800 1,125.18 0.00 1,125.18 87164YEB6 1478 001 BCD 248,000.00 248,000.00 248,000.00 10/17/2019 2.000 2.000 1,250.19 0.00 1,250.19 1404203Q1 1553 001 BCD 245,000.00 0.00 245,000.00 07/19/2022 2.300 2.300 1,142.44 0.00 1,142.44 45083ADZ2 1482 001 BCD 248,000.00 248,000.00 248,000.00 12/04/2017 1.200 1.200 750.11 0.00 750.11 8562843F9 1484 001 BCD 248,000.00 248,000.00 248,000.00 12/05/2018 2.000 2.000 1,250.19 0.00 1,250.19 17284C5K6 1487 001 BCD 248,000.00 248,000.00 248,000.00 12/10/2019 2.200 2.200 1,375.21 0.00 1,375.21 975875AK1 1526 001 BCD 245,000.00 245,000.00 245,000.00 06/28/2021 1.800 1.800 1,111.56 0.00 1,111.56 38148PKX4 1528 001 BCD 245,000.00 245,000.00 245,000.00 06/21/2022 2.350 2.350 1,451.21 0.00 1,451.21 169894AN2 1529 001 BCD 245,000.00 245,000.00 245,000.00 06/30/2020 1.700 1.700 1,049.81 0.00 1,049.81 17670DAC8 1530 001 BCD 245,000.00 245,000.00 245.000.00 12/30/2021 1.900 1.900 1,173.32 0.00 1,173.32 337630BD8 1531 001 BCD 245,000.00 245,000.00 245,000.00 06/23/2021 1.900 1.900 1,173.31 0.00 1,173.31 56585YAB6 1532 001 BCD 245,000.00 245,000.00 245,000.00 06/29/2020 1.700 1.700 1,049.81 0.00 1,049.81 06653ABM5 1533 001 BCD 245,000.00 245,000.00 245,000.00 06/30/2022 2.000 2.000 1,235.07 0.00 1,235.07 949763JG2 1535 001 BCD 245,000.00 245,000.00 245,000.00 06/30/2022 2.250 2.250 1,389.45 0.00 1,389.45 17801GSB7 1551 001 BCD 245.000.00 0.00 245,000.00 02/03/2022 2.000 2.000 1,208.22 0.00 1,208.22 14042RGN5 1552 001 BCD 245,000.00 0.00 245,000.00 07/19/2022 2.300 2.300 1,142.44 0.00 1,142.44 87270LAD5 1554 001 BCD 245,000.00 0.00 245,000.00 07/19/2022 2.150 2.150 1,067.93 0.00 1,067.93 Subtotal 98,166,376.49 113,859,908.45 98,177,971.13 1.197 343,601.01 -6,058.23 337,542.78 Total 98,166,376.49 113,859,908.45 98,177,971.13 1.197 343,601.01 -6,058.23 337,542.78 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 -11 47 No fiscal year history available IE (PRF_IE) 7.2.0 Report Ver 7.3.5 CITY OF ENCINITAS City of Encinitas - Qtr Inv Report ENCINITAS, ENCINITAS, CA 9 Realized Gains and Losses (760)633-2641 Sorted By Investment Type Sales/Calls/Maturities: July 1, 2017 - September 30, 2017 Investment # Par Value Sale Date Days Held Inv. Purchase MaturitylSale Realized Total Total Total Issuer Type Date Current Rate Maturity Date Term Book Value Proceeds Gain/Loss Earnings Net Earnings Yield 365 U.S. Treasury Coupon Securities 1511 TRC 01/27/2016 2,000,000.00 07/31/2017 551 2,000,000.00 2,006,000.00 0.00 23,858.70 23,858.70 0.790 U.S. Treasury Notes 0.500 07/31/2017 551 Federal Agency Coupon Securities 1508 FAC 06/26/2015 Federal Farm Credit 1494 FAC 05/27/2015 Federal Nat'l Mortgage Assoc. 1480 FAC 11/04/2014 Federal Nat'l Mortgage Assoc. U.S. Treasury Coupon Securities Subtotals 1,000,000.00 08/15/2017 781 1.000 08/15/2017 781 1,000,000.00 08/28/2017 824 1.000 08128/2017 824 2,000,000.00 09/05/2017 1,036 1.050 09/05/2017 1,036 Federal Agency Coupon Securities Subtotals Total Realized Gains/Losses 2,000,000.00 2,000,000.00 0.00 23,858.70 23,858.70 0.790 1,000,000.00 1,000,000.00 0.00 17,772.11 17,772.11 0.831 1,000,000.00 1,000,000.00 0.00 17,627.78 17,627.78 0.781 2,000,000.00 2,000,000.00 0.00 58,758.33 58,758.33 1.035 4,000,000.00 4,000,000.00 0.00 94,158.22 94,158.22 0.920 6,000,000.00 6,000,000.00 0.00 118,016.92 118,016.92 0.877 Portfolio ENCI Data Updated: SET _QTR: 10/16/2017 11:47 AC Run Date: 10/16/2017 - 11:47 No fiscal year history available CG (PRF_CGR1) 7.1.1 Report Ver. 7.3.5