TO:
Honorable Mayor and Members of the City Council
ATTENTION:
Jeffrey L. Stewart, City Manager
FROM:
Tae Rhee, Finance Director/City Treasurer
SUBJECT:
Consideration and possible action to receive and file the Treasurer’s Report for the Month of November 2016.
DATE:
January 9, 2017
EXECUTIVE SUMMARY The Investment Policy, adopted by Resolution Nos. 15-88 and SA-15-04, requires the City Treasurer to provide to the City Council a monthly investment report which contains certain required information pursuant to Government Code Section 53646. The Treasurer’s Report also contains certain other information required pursuant to BMC Subsection 2.12.030.B.5, which requires submission of monthly financial statements of receipts and disbursements of the City to the City Council and City Manager.
RECOMMENDATION TO CITY COUNCIL 1) Receive and file the Treasurer’s Report; or 2) Alternatively, discuss and take other action related to this item.
FISCAL IMPACT None
ATTACHMENT Treasurer’s Report for the Month of November 2016 ..................................................... 2
http://Sharepoint/sites/finance/Shared Documents/AA/Treasurer's Reports/Staff Report for TR.doc
CITY OF BELLFLOWER AND BELLFLOWER SUCCESSOR AGENCY TREASURER'S REPORT FOR THE MONTH OF NOVEMBER 2016 CASH AND INVESTMENT BALANCES BY FUND (As of December 20, 2016) NOTE:
Figures with parentheses indicate negative amounts. Beginning Balance/ (Deficit)
CITY OF BELLFLOWER: UNRESTRICTED: 010 General Fund 011 General Fund Capital Projects 999 Cash Clearing Unallocated Interest RESTRICTED: Transportation Development Act (TDA) Article 3 Public Arts Public Facilities Park Facilities Grant Projects Drug Forfeiture Public Educational Government (PEG) California COPS Agency Fund/Refundable Deposits-Private Projects Proposition A - Transportation COG Position Measure R - Streets Proposition C - Streets State Gas Tax - Streets Air Quality Management District Fees Sewer Reconstruction Municipal Water System Economic Development Equipment Replacement GP/Zone/GIS Fee Building and Safety Debt Service - Public Facilities Corporation Debt Service - Financing Authority Community Development Block Grant (CDBG) HOME Investment Partnership Parking District No. 1 Successor Housing Agency: 974 Low and Moderate Income Housing Asset Fund TOTAL CITY OF BELLFLOWER
$
015 020 022 024 030 035 040 050 090 100 120 125 135 140 150 230 31X 510 530 540 600 700 710 900 910 944
SUCCESSOR AGENCY: RESTRICTED: 956 Successor Agency BUSD Trust 970 Redevelopment Obligation Retirement Fund 972 Successor Agency Administration Fund TOTAL SUCCESSOR AGENCY COMBINED TOTAL - CITY & SUCCESSOR AGENCY
7,374,326 1,246,345 -
Revenues and Other Deposits
$
(24,822) 187,096 151,177 340,233 (591,271) 5,695 461,021 129,636 1,163,341 2,423,099 (62,142) 1,790,071 836,184 3,242,876 208,417 196,706 429,718 7,035,460 614,387 429,383 (78,434) 539,619 (726,589) (151,238) (13,402)
$
$
435,739 27,592,631
$
3,118,370 624,009 109,115 3,851,494
$
31,444,125
1,429,839 4,615
Expenditures and Other Disbursements
$
7,756 24,739 6,896 127,913 79,823 106,100 234,040 58,208 14,283 92,612 5,139 1,717 5 3,192
$
$
2,196,877
$
$
Ending Balance/ (Deficit)
(2,920,440) $ (150,001) -
5,883,725 1,096,344 4,615
(3,088) (216) (71,790) (5,695) (9,564) (5,792) (52,049) (21,190) (39,478) (100,146) (202,622) (4,682) (8,030) (339,349) (4,816) (53,497) (27,180) (5,007) (1,139)
(27,910) 187,096 151,177 340,017 (663,061) 468,777 144,811 1,164,445 2,498,963 (83,332) 1,830,416 842,138 3,274,294 203,735 196,706 421,688 6,754,319 609,571 443,666 (39,319) 544,758 (752,052) (156,240) (11,349)
(9,454) (4,035,225) $
426,285 25,754,283
3,120,881 610,562 88,064 3,819,507 29,573,790
$
2,511 2,057 4,568
$
- $ (15,504) (21,051) (36,555) $
$
2,201,445
$
(4,071,780) $
Note: This report was previously distributed to the Council/SA and City Manager/Executive Director on December 21, 2016.
TAE G. RHEE, FINANCE DIRECTOR/TREASURER
Page 1 of 6
S:\AA\Treasurer's Reports\ TR 16-11.xlsx
CITY OF BELLFLOWER AND BELLFLOWER SUCCESSOR AGENCY TREASURER'S REPORT FOR THE MONTH OF NOVEMBER 2016 CASH AND INVESTMENTS BY TYPE (As of December 20, 2016)
Dollar Amount Invested Disbursements/ Bond Prem. Deposits Amort./Discount
Beginning Balance/ (Deficit)
Ending Balance/ (Deficit)
Par Value
Market Value
Interest Rate
Yield (If Diff.)/ Steps
Type of Investment/ Deposit
Issuer of Investment/ Deposit
Date of Maturity
CITY OF BELLFLOWER : Local Agency Investment Fund (1) - City of Bellflower - BOA Energy Efficiency Project Loan Los Angeles County Pooled Investment Fund (8) - City of Bellflower
$
7,946,152 594,249
$
-
$
-
$
7,946,152 594,249
N/A N/A
$
7,948,584 594,431
0.678% 0.678%
Please see the attached OCTOBER Pooled Money Investment Board Report published by the State
3,005,043
2,420
-
3,007,463
N/A
3,004,038
1.000%
3,017,939
2,194
-
3,020,133
N/A
3,023,120
0.880%
Local Agency Investment Pool
Investment Trust of California, dba CalTRUST
1,000,000
-
-
1,000,000
1,000,000
1,000,300
1.764%
Taxable Muni Bonds
800,000
-
-
800,000
800,000
802,376
1.630%
Taxable Muni Bonds
- L.A. County Successor Agency Taxable Tax Allocation Revenue Refunding Bonds - Lancaster CA Successor Agency Taxable Tax Allocation Bonds - La Mirada Successor Agency Tax Allocation Bonds - Los Angeles County CA Redevelopment Authority Tax Allocation Bonds - City of Industry Senior Sales Tax Revenue Refunding Bonds - San Ramon Successor Agency Taxable Tax Allocation Refunding Bonds - Poway CA Successor Agency Taxable Tax Allocation Refunding Bonds - Rialto CA Unified School District
1,000,000
-
-
1,000,000
1,000,000
1,002,480
1.524%
Taxable Muni Bonds
500,000
-
-
500,000
500,000
499,725
1.250%
790,000
-
-
790,000
790,000
790,766
1.372%
450,000
-
-
450,000
450,000
454,842
3.002%
300,000
-
-
300,000
300,000
301,047
1.880%
Industry CA Successor Agency Norwalk-La Mirada USD CA Los Angeles County Successor Agency Lancaster CA Successor Agency La Mirada CA Successor Agency Los Angeles County CA Redevelopment Authority City of Industry CA
750,000
-
-
750,000
750,000
751,020
2.000%
500,000
-
-
500,000
500,000
503,105
1.780%
Taxable Muni Bonds
1,000,000
-
-
1,000,000
1,000,000
1,008,170
1.881%
Taxable Muni Bonds
- Placer County Successor Agency Taxable Tax Allocation Bonds - Victor Valley CCD Taxable GO Bonds
750,000
-
-
750,000
750,000
753,773
2.000%
Taxable Muni Bonds
545,000
-
-
545,000
545,000
542,542
1.104%
Taxable Muni Bonds
- Lancaster CA Successor Agency Taxable Tax Allocation Bonds
500,000
-
-
500,000
500,000
498,025
1.375%
Local Agency Investment Pool (7) - Investment Trust of California/CalTRUST -Short Term Municipal Bonds: - Industry Successor Agency Taxable Tax Allocation Revenue Refunding Bonds - Norwalk-La Mirada CA USD GO Bonds
TAE G. RHEE, FINANCE DIRECTOR/TREASURER
Page 2 of 6
County of Los Angeles Investment Pool
1.050%
Taxable Muni Bonds Taxable Muni Bonds
3.001%
Taxable Muni Bonds Taxable Muni Bonds
2.050%
1.200%
Taxable Muni Bonds
Taxable Muni Bonds
1/1/2017 8/1/2017 8/1/2017 8/1/2017 8/15/2017 9/1/2017 1/1/2018
San Ramon CA Successor 2/1/2018 Agency Poway CA Successor 6/15/2018 Agency Rialto CA Unified School 8/1/2018 District Placer County CA 8/1/2018 Successor Agency Victor Valley Community 8/1/2018 College District Lancaster CA Successor 8/1/2018 Agency
S:\AA\Treasurer's Reports\TR 16-11.xlsx
CITY OF BELLFLOWER AND BELLFLOWER SUCCESSOR AGENCY TREASURER'S REPORT FOR THE MONTH OF NOVEMBER 2016 CASH AND INVESTMENTS BY TYPE (As of December 20, 2016)
Dollar Amount Invested Disbursements/ Bond Prem. Deposits Amort./Discount
Beginning Balance/ (Deficit)
Ending Balance/ (Deficit)
Par Value
Market Value
Interest Rate
Yield (If Diff.)/ Steps
Type of Investment/ Deposit
Issuer of Investment/ Deposit
Taxable Muni Bonds Taxable Muni Bonds
Cerritos CA Community College District City of Industry CA
1/1/2019
Cash/Short Term
Dreyfus
N/A
Date of Maturity
CITY OF BELLFLOWER : Municipal Bonds (Continued): - Cerritos CCCD Taxable GO Bonds - City of Industry Senior Sales Tax Revenue Refunding Bonds Investments Held By Fiscal Agents Bank of New York - Western Trust Company - Dreyfus Institutional Reserves Treasury Fund
700,000
-
-
700,000
700,000
705,306
1.845%
305,000
-
-
305,000
305,000
306,787
2.125%
421
-
-
421
421
0.000%
N/A
- Discover Bank Greenwood Delaware
245,000
-
-
245,000
245,000
244,974
1.100%
- Compass Bank Birmingham Alabama
50,000
-
-
50,000
50,000
49,982
1.050%
245,000
244,974
1.100%
- Goldman Sachs Bank USA New York
245,000
TOTAL INVESTMENTS
24,993,804
BANK DEPOSITS & CERTIFICATES OF DEPOSIT (3): - General Operating Account - Payroll Account - Revolving Account - Farmers Market - Sec. 125 Flex Spending Account - Pooled Cash Allocated to SA HOME Account (Restricted) - HOME Investment Trust Fund TOTAL BANK DEPOSITS PETTY CASH CITY - TOTAL DEPOSITS AND INVESTMENTS
TAE G. RHEE, FINANCE DIRECTOR/TREASURER
$
-
-
245,000
4,614
-
24,998,418
2.237%
8/1/2018
Negotiable Certificates Discover Bank Greenwood 06/05/2017 of Deposit Delaware Negotiable Certificates Compass Bank 06/05/2017 of Deposit Birmingham Alabama Negotiable Certificates Goldman Sachs Bank USA 06/05/2017 of Deposit New York
25,030,789
2,621,823 (3,772) 471 8,543 (117,115)
1,980,976 994,851 100,527 233 34,555
(3,854,302) (997,507) (100,527) (10) (1,763) -
748,497 (6,428) 694 6,780 (82,560)
N/A N/A N/A N/A N/A N/A
748,497 (6,428) 694 6,780 (82,560)
N/A N/A N/A N/A N/A
Checking Account Checking Account Checking Account Checking Account Checking Account
Bank of the West Bank of the West Bank of the West Bank of the West Bank of the West
N/A N/A N/A N/A N/A
84,517 2,594,467
5 3,111,147
(4,954,109)
84,522 751,505
N/A
84,522 751,505
0.090%
Money Market Fund
Bank of the West
N/A
4,360
-
4,360
N/A
4,360
27,592,631
$
3,115,761
$
(4,954,109) $
25,754,283
Page 3 of 6
$
25,786,654
S:\AA\Treasurer's Reports\TR 16-11.xlsx
CITY OF BELLFLOWER AND BELLFLOWER SUCCESSOR AGENCY TREASURER'S REPORT FOR THE MONTH OF NOVEMBER 2016 CASH AND INVESTMENTS BY TYPE (As of December 20, 2016)
Dollar Amount Invested Disbursements/ Bond Prem. Deposits Amort./Discount
Beginning Balance/ (Deficit)
Ending Balance/ (Deficit)
Par Value
Market Value
Interest Rate
Yield (If Diff.)/ Steps
Type of Investment/ Deposit
Issuer of Investment/ Deposit
Date of Maturity
SUCCESSOR AGENCY: Los Angeles County Pooled Investment Fund (8) - BUSD Trust Fund
$
BOW Business Checking Account
3,118,370
$
238,634
Investments Held By Fiscal Agent Bank of New York - Western Trust Co. - Taxable Tax Allocation Refunding Bonds, Series 2016 - Dreyfus Treasury Securities Money Market Fund 377,375 TOTAL INVESTMENTS 3,734,379 Pooled Cash Account
117,115
2,511
$
-
$
3,120,881
NA
$
3,117,327
-
-
238,634
N/A
238,634
57 2,568
-
377,432 3,736,947
N/A
377,432 3,733,393
-
(34,555)
82,560
1.000%
County of Los Angeles Investment Pool
N/A
Checking Account
Bank of the West
N/A
0.240%
Money Market Fund
Dreyfus
N/A
82,560
SUCCESSOR AGENCY TOTAL DEPOSITS AND INVESTMENTS
$
3,851,494
$
2,568
$
(34,555) $
3,819,507
$
3,815,953
CITY & SUCCESSOR AGENCY TOTAL DEPOSITS AND INVESTMENTS
$
31,444,125
$
3,118,329
$
(4,988,664) $
29,573,790
$
29,602,607
NOTES FOR THE CITY AND SUCCESSOR AGENCY: (1) (2)
Local Agency Investment Fund (LAIF) is a special fund of the California State Treasury through which local governments may pool investments. For bank deposits including certificates of deposit and money market accounts, market value is the same as the carrying value.
(3)
All bank deposits are insured up to $250,000 by the FDIC. Under the California Government Code, banks and savings are also required to secure the City's deposits by either (1) pledging government securities with market value of at least 110% of the deposits as collateral, or (2) pledging first trust deed mortgage notes having a value of at least 150% of the deposits.
(4)
The market value factor is provided by LAIF on a quarterly basis as of March 31, June 30, September 30, and December 31. The monthly market value determination, for the purpose of this Treasurer's Report, is made based on the use of the latest available market value factor.
(5) (6)
Market values are provided on the monthly trustee and investment statements and Union Bank Investment Services. Analysis account.
(7)
CalTRUST is a joint powers authority formed by a number of public agencies in California to provide a method of pooling for investment purposes.
(8)
Los Angeles County Pooled Investment Fund is an investment pool managed by the L.A. County Treasurer.
A. B.
The City's investment portfolio complies with the Statement of Investment Policy. Based on the City's current cash and investment position and estimated cash flows, the City will meet its expenditure requirements for the next six months.
TAE G. RHEE, FINANCE DIRECTOR/TREASURER
Page 4 of 6
S:\AA\Treasurer's Reports\TR 16-11.xlsx
CITY OF BELLFLOWER AND BELLFLOWER SUCCESSOR AGENCY TREASURER'S REPORT FOR THE MONTH OF NOVEMBER 2016 SUPPLEMENTAL LAW ENFORCEMENT SERVICES FUND - FUND NO. 050 STATEMENT OF RECEIPTS, ALLOCATIONS AND EXPENDITURES (As of December 20, 2016)
ACTUAL Fiscal Year 2015-16 Beginning Cash Balance
140,034 1,147 141,181
24,739 24,739
79,396 207 79,603
130,000 1,500 131,500
(127,951) (63,049) (191,000)
(4,782) (4,782)
(19,129) (19,129)
(130,000) (35,000) (165,000)
439 (334) (9,788) 5,599 (4,084)
(4,782) (4,782)
334 (5,599) (5,265)
Interest Receivable and Accounts Payable: Add: Beginning receivables Deduct: Ending receivables Deduct: Beginning accounts payable Add: Ending accounts payable Net Adjustment
$
89,602
$ 144,811
$
89,602
FY 2016-17
$ 129,636
Allocations: L.A. County Sheriff's Department/ City Public Safety General Law Cars Equipment Lease Total Allocations
$
BUDGET
$ 143,505
Receipts: SLESF Funding/Electronic Transfer Interest Total Receipts
Ending Cash Balance
ACTUAL Reporting FY 2016-17 Month To Date
144,811
$
89,602
-
$
56,102
Page 5 of 6 TAE G. RHEE, FINANCE DIRECTOR/TREASURER
S:\AA\Treasurer's Reports\TR 16-11.xlsx
CITY OF BELLFLOWER & BELLFLOWER SUCCESSOR AGENCY TREASURER'S REPORT GLOSSARY OF ABBREVIATIONS
Abbreviation ABN Amro Amer Exp ANZ Assoc B/A Balyer Lnds BAN Bayer Ver BN BNParis CAFCO CD CIBC CommerzBk ConAgra CP Cr Agric Enron FHLMC FMCC FNMA GECC GMAC GNMAs GO HSD Morg Guar Morg Stan MTN NCAT Nova Scot PMIA POB SA RB Canada RDA REMIC SRAC Stnrd Ch TABS Treas U/B Calif UBS W/F WestPac Bk
TAE G. RHEE, FINANCE DIRECTOR/TREASURER
Description ABN Amro Bank American Express Australia New Zealand Associates Corporation Bank of America Bayer-Ische Landes Bank Bond Anticipation Notes Bayer-Ische Hypo Verians Bank Bank Notes Banque Nacional de Paris (French Bank) Corporate Asset Fund Company Negotiable Certificates of Deposit Canadian Imperial Bank of Commerce Commerz Bank (European Bank) ConAgra Foods Inc. Commercial Paper Credit Agricole (Foreign Bank) Enron Corporation Federal Home Loan Mortgage Corporation Ford Motor Credit Corporation Federal National Mortgage Association General Electric Capital Corporation General Motor Acceptance Corporation Government National Mortgage Association General Obligation High School District Morgan Guarantee Morgan Stanley Medium Term Notes New Center Asset Trust Nova Scottia Pooled Money Investment Account Pension Obligation Bonds Successor Agency Real Bank of Canada Redevelopment Agency Real Estate Mortgage Investment Conduit Sears Roebuck Acceptance Corporation Standard Charter (UK) Tax Allocation Bonds Treasuries Union Bank of California Union Bank of Switzerland Wells Fargo WestPac Banking Corp. (Australia)
Page 6 of 6
TR 16-11.xlsx
-RKQ&KLDQJ Treasurer State of California
POOLED MONEY INVESTMENT BOARD REPORT 2&72%(5
STATE OF CALIFORNIA STATE TREASURER'S OFFICE POOLED MONEY INVESTMENT BOARD REPORT
OCTOBER 2016 TABLE OF CONTENTS
SUMMARY………………………………………………………..
01
SELECTED INVESTMENT DATA……………………………... 02 PORTFOLIO COMPOSITION………………………………….. 03 INVESTMENT TRANSACTIONS………………………………. 04 TIME DEPOSITS………………………………………………… 17 BANK DEMAND DEPOSITS……………………………………
24
POOLED MONEY INVESTMENT BOARD DESIGNATION… 25
POOLED MONEY INVESTMENT ACCOUNT
Summary of Investment Data A Comparison of October 2016 with October 2015 (Dollars In Thousands)
October 2016
Average Daily Portfolio ($)
October 2015
Change
66,701,931
63,007,850
+3,694,081
37,067
19,066
+18,001
0.654
0.357
+0.297
163
200
-37
22,443,886 457
19,284,853 388
+3,159,033 +69
Total Time Deposit Transactions Amount ($) Number
3,241,000 129
3,540,000 146
-299,000 -17
Average Workday Investment Activity ($)
1,223,090
1,037,493
+185,597
Prescribed Demand Account Balances For Services ($)
1,593,200
1,992,200
-399,000
Accrued Earnings ($)
Effective Yield (%)
Average Life-Month End (In Days)
Total Security Transactions Amount ($) Number
1
POOLED MONEY INVESTMENT ACCOUNT
Selected Investment Data Analysis of the Pooled Money Investment Account Portfolio (Dollars In Thousands)
October 31, 2016
TYPE OF SECURITY
AMOUNT ($)
PERCENT OF PORTFOLIO
DIFFERENCE IN PERCENT OF PORTFOLIO FROM PRIOR MONTH
Government Bills Bonds Notes Strips
11,051,333 0 20,643,257 0
15.71 0.00 29.34 0.00
-0.99 0 -0.02 0
Total Government
31,694,590
45.05
-1.01
Agency Debentures Certificates of Deposit Bank Notes Repurchases Agency Discount Notes Time Deposits GNMAs Commercial Paper Remics Corporate Bonds AB 55 Loans GF Loans Other Reversed Repurchases
1,793,214 11,000,028 600,000 0 5,979,780 5,197,440 0 6,734,264 52,205 0 620,831 6,437,300 249,997 0
2.55 15.63 0.85 0.00 8.50 7.39 0.00 9.57 0.07 0.00 0.88 9.15 0.36 0.00
+0.07 -3.41 -0.32 0 -2.74 -0.26 0 -1.17 -0.01 0 +0.07 +8.79 -0.01 0
Total (All Types)
70,359,649
100.00
OCTOBER 2016
INVESTMENT ACTIVITY
Pooled Money Other Time Deposits Total
SEPTEMBER 2016
NUMBER 457 53 129
AMOUNT ($) 22,443,886 1,351,767 3,241,000
NUMBER 511 35 104
AMOUNT ($) 25,488,340 2,915,048 2,342,480
639
27,036,653
650
30,745,868
PMIA Monthly Average Effective Yield (%)
0.654
0.634
Year to Date Yield Last Day of Month (%)
0.621
0.611
2
Pooled Money Investment Account Portfolio Composition $70.4 billion 10/31/16
Loans 10.03%
CommercialPaper 9.57%
Treasuries 45.05%
TimeDeposits 7.39%
Certificatesof Deposit/BankNotes 16.48%
Agencies 11.41%
3
Mortgages 0.07%
INVESTMENT TRANSACTIONS a/ DESCRIPTION DATE TYPE 10/03/16 REDEMPTIONS BN BN BN BN BN BN CD CD CD CD CD CD CD CD CD CD CD CD CD CD CP CP CP CP CP CP CP CP CP CP CP CP CP CP CP DEB DEB DN DN DN DN DN DN DN DN DN DN DN DN
BOFA BOFA BOFA BOFA BOFA BOFA MUFG UNION MUFG UNION MUFG UNION MUFG UNION BOWEST BOWEST BOWEST BOWEST US BANK US BANK WELLS FGO WELLS FGO WELLS FGO WELLS FGO NISSAN TD USA TD USA TD USA TD USA TD USA CAFCO OLD LINE TOYOTA SCOTIA NY SCOTIA NY SCOTIA NY SCOTIA NY JPM LLC JPM LLC FHLB FHLB IBRD IBRD FHLB FHLB FHLB FHLB FNMA FNMA FNMA FNMA FNMA FNMA
CPN (%)
0.750 0.750 0.800 0.800 0.800 0.800 0.550 0.550 0.550 0.550 0.650 0.650 0.740 0.740 0.550 0.550 0.910 0.910 0.900 0.900
0.520 0.520
MATURITY TRANS DATE YIELD (%)
10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16
0.750 0.750 0.800 0.800 0.800 0.800 0.550 0.550 0.550 0.550 0.650 0.650 0.740 0.740 0.550 0.550 0.910 0.910 0.900 0.900 0.620 0.620 0.620 0.620 0.620 0.590 0.660 0.650 0.720 0.700 0.700 0.780 0.780 0.870 0.870 0.520 0.520 0.350 0.350 0.410 0.410 0.350 0.410 0.330 0.330 0.340 0.340 0.360 0.360
4
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
154 154 158 158 167 167 88 88 89 89 116 116 125 125 147 147 202 202 221 221 33 101 101 101 101 102 110 116 130 145 145 167 167 172 172 221 221 110 110 111 111 112 137 151 151 158 158 165 165
160,416.67 160,416.67 175,555.56 175,555.56 185,555.56 185,555.56 67,222.22 67,222.22 67,986.11 67,986.11 104,722.22 104,722.22 128,472.22 128,472.22 112,291.67 112,291.67 255,305.56 255,305.56 276,250.00 276,250.00 28,416.67 86,972.22 86,972.22 86,972.22 86,972.22 83,583.33 100,833.33 104,722.22 130,000.00 140,972.22 140,972.22 180,916.67 180,916.67 207,833.33 207,833.33 157,444.44 157,444.44 53,472.22 53,472.22 63,208.33 63,208.33 54,444.44 78,013.89 69,208.33 69,208.33 74,611.11 74,611.11 82,500.00 82,500.00
EFFECTIVE YIELD (%)
0.760 0.760 0.811 0.811 0.811 0.811 0.558 0.558 0.558 0.558 0.659 0.659 0.750 0.750 0.558 0.558 0.923 0.923 0.915 0.915 0.629 0.630 0.630 0.630 0.630 0.599 0.671 0.660 0.732 0.712 0.712 0.794 0.794 0.886 0.886 0.521 0.521 0.355 0.355 0.416 0.416 0.355 0.416 0.335 0.335 0.345 0.345 0.366 0.366
INVESTMENT TRANSACTIONS a/ DESCRIPTION CPN (%) DATE TYPE 10/03/16 REDEMPTIONS (Continued) DN DN DN DN DN DN DN DN DN DN DN DN DN DN YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD
FNMA FNMA FNMA FNMA FNMA FNMA FHLB FHLB FHLMC FHLMC FHLMC FHLMC FNMA FNMA MIZUHO MIZUHO SUMITOMO SUMITOMO WESTPAC WESTPAC CIBC CIBC NB CANADA NB CANADA SVENSKA SVENSKA SOC GEN SOC GEN SOC GEN SOC GEN SVENSKA SVENSKA STNDRD CH STNDRD CH SWEDBANK SWEDBANK CIBC CIBC SCOTIA SCOTIA ANZ ANZ SE BANKEN SE BANKEN SE BANKEN SE BANKEN SE BANKEN SE BANKEN
0.580 0.580 0.700 0.700 0.610 0.610 0.650 0.650 0.600 0.600 0.585 0.585 0.670 0.670 0.670 0.670 0.610 0.610 0.770 0.770 0.670 0.670 0.670 0.670 0.760 0.760 0.700 0.700 0.730 0.730 0.780 0.780 0.780 0.780
MATURITY TRANS DATE YIELD (%)
10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16 10/03/16
0.350 0.350 0.360 0.360 0.360 0.360 0.430 0.430 0.420 0.420 0.460 0.460 0.520 0.520 0.580 0.580 0.700 0.700 0.610 0.610 0.650 0.650 0.600 0.600 0.585 0.585 0.670 0.670 0.670 0.670 0.610 0.610 0.770 0.770 0.670 0.670 0.670 0.670 0.760 0.760 0.700 0.700 0.730 0.730 0.780 0.780 0.780 0.780
5
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
167 167 167 167 167 167 168 168 188 188 221 221 248 248 62 62 87 87 97 97 98 98 104 104 109 109 110 110 110 110 117 117 119 119 145 145 147 147 158 158 160 160 161 161 168 168 171 171
81,180.56 81,180.56 83,500.00 83,500.00 83,500.00 83,500.00 100,333.33 100,333.33 109,666.67 109,666.67 141,194.44 141,194.44 179,111.11 179,111.11 49,944.44 49,944.44 84,583.33 84,583.33 82,180.56 82,180.56 88,472.22 88,472.22 86,666.67 86,666.67 88,562.50 88,562.50 102,361.11 102,361.11 102,361.11 102,361.11 99,125.00 99,125.00 127,263.89 127,263.89 134,930.56 134,930.56 136,791.67 136,791.67 166,777.78 166,777.78 155,555.56 155,555.56 163,236.11 163,236.11 182,000.00 182,000.00 185,250.00 185,250.00
EFFECTIVE YIELD (%)
0.355 0.355 0.366 0.366 0.366 0.366 0.437 0.437 0.427 0.427 0.469 0.469 0.531 0.531 0.588 0.588 0.710 0.710 0.618 0.618 0.659 0.659 0.608 0.608 0.593 0.593 0.679 0.679 0.679 0.679 0.618 0.618 0.781 0.781 0.679 0.679 0.679 0.679 0.771 0.771 0.710 0.710 0.740 0.740 0.791 0.791 0.791 0.791
INVESTMENT TRANSACTIONS a/ DESCRIPTION DATE TYPE 10/03/16 NO PURCHASES
CPN (%)
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
29 29
18,930.56 18,930.56
EFFECTIVE YIELD (%)
10/04/16 NO REDEMPTIONS 10/04/16 PURCHASES CP CP DEB TR TR TR TR YCD YCD
GE CO GE CO FNMA BILL BILL NOTE NOTE NB CANADA NB CANADA
0.750 0.750 0.840 0.840
11/08/16 11/08/16 09/27/17 03/30/17 03/30/17 09/30/18 09/30/18 01/27/17 01/27/17
0.400 0.400 0.658 0.430 0.430 0.790 0.790 0.840 0.840
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.750 0.750 0.760 0.760
10/11/16 10/11/16 11/08/16 11/08/16 01/27/17 03/30/17 03/30/17 03/30/17 03/30/17 09/30/18 09/30/18 01/03/17 01/03/17
0.410 0.410 0.400 0.400 0.970 0.435 0.435 0.435 0.435 0.847 0.847 0.760 0.760
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.410 0.410
12/09/16 12/09/16 03/23/17 03/23/17 03/23/17 03/23/17 11/08/16 11/08/16
0.620 0.620 0.435 0.435 0.435 0.435 0.410 0.410
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
10/07/16 10/07/16
0.470 0.470
50,000 50,000
1.000
10/05/16 NO REDEMPTIONS 10/05/16 PURCHASES CP CP CP CP CP TR TR TR TR TR TR YCD YCD
BNP NY BNP NY GE CO GE CO LIBERTY BILL BILL BILL BILL NOTE NOTE SVENSKA SVENSKA
10/06/16 NO REDEMPTIONS 10/06/16 PURCHASES CP CP TR TR TR TR YCD YCD
RABO NY RABO NY BILL BILL BILL BILL DNB DNB
10/07/16 REDEMPTIONS CP CP
BNP NY BNP NY
6
0.477 0.477
INVESTMENT TRANSACTIONS a/ DESCRIPTION CPN (%) DATE TYPE 10/07/16 REDEMPTIONS (Continued) CP CP
TOKYO NY TOKYO NY
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
35 35
26,250.00 26,250.00
0.548 0.548
118 118 118 118 6 6 22 22 22 27 28 28 28 70 70 95 95 96 33 33 33 33 61 61
116,361.11 116,361.11 116,361.11 116,361.11 3,416.67 3,416.67 14,972.22 14,972.22 15,583.33 14,625.00 20,222.22 20,222.22 20,222.22 55,416.67 55,416.67 79,166.67 79,166.67 92,000.00 19,250.00 19,250.00 22,000.00 22,000.00 37,277.78 37,277.78
0.720 0.720 0.720 0.720 0.416 0.416 0.497 0.497 0.517 0.396 0.527 0.527 0.527 0.579 0.579 0.609 0.609 0.701 0.426 0.426 0.487 0.487 0.446 0.446
10/07/16 10/07/16
0.540 0.540
50,000 50,000
03/30/17 03/30/17
0.415 0.415
50,000 50,000
10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16 10/11/16
0.710 0.710 0.710 0.710 0.410 0.410 0.490 0.490 0.510 0.390 0.520 0.520 0.520 0.570 0.570 0.600 0.600 0.690 0.420 0.420 0.480 0.480 0.440 0.440
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
10/14/16 10/14/16 10/14/16
0.400 0.400 0.400
50,000 50,000 50,000
EFFECTIVE YIELD (%)
10/07/16 PURCHASES TR TR
BILL BILL
10/10/16 NO REDEMPTIONS 10/10/16 NO PURCHASES 10/11/16 REDEMPTIONS CD CD CD CD CP CP CP CP CP CP CP CP CP CP CP CP CP CP YCD YCD YCD YCD YCD YCD
CITIBANK CITIBANK CITIBANK CITIBANK BNP NY BNP NY BNP NY BNP NY TOKYO NY PEPSICO TOKYO NY TOKYO NY TOKYO NY TOYOTA TOYOTA TD USA TD USA LIBERTY DNB DNB NB CANADA NB CANADA SWEDBANK SWEDBANK
0.710 0.710 0.710 0.710
0.420 0.420 0.480 0.480 0.440 0.440
10/11/16 PURCHASES CP CP CP
RABO NY RABO NY RABO NY
10/12/16 NO REDEMPTIONS 10/12/16 NO PURCHASES
7
INVESTMENT TRANSACTIONS a/ DESCRIPTION DATE TYPE 10/13/16 REDEMPTIONS TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR
CPN (%)
BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
282 282 282 282 339 339 343 343 343 343 345 345 345 345 350 350 350 350
186,041.67 186,041.67 186,041.67 186,041.67 200,104.17 200,104.17 177,454.86 177,454.86 177,454.86 177,454.86 162,916.67 162,916.67 162,916.67 162,916.67 153,125.00 153,125.00 153,125.00 153,125.00
0.485 0.485 0.485 0.485 0.434 0.434 0.380 0.380 0.380 0.380 0.347 0.347 0.347 0.347 0.321 0.321 0.321 0.321
3 3 3 24 31 31 30 30 30 30 31 31
1,666.67 1,666.67 1,666.67 16,333.33 21,958.33 21,958.33 17,500.00 17,500.00 19,583.33 19,583.33 20,666.67 20,666.67
0.406 0.406 0.406 0.497 0.517 0.517 0.426 0.426 0.477 0.477 0.487 0.487
10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16 10/13/16
0.475 0.475 0.475 0.475 0.425 0.425 0.373 0.373 0.373 0.373 0.340 0.340 0.340 0.340 0.315 0.315 0.315 0.315
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.420 0.420 0.420
04/10/17 04/10/17 10/21/16 10/21/16 10/28/16 10/28/16 10/13/20 10/12/17 10/12/17 10/12/17 10/12/17 11/16/16 11/16/16 11/16/16
1.140 1.140 0.340 0.340 0.420 0.420 0.978 0.671 0.671 0.683 0.683 0.420 0.420 0.420
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.420 0.420 0.470 0.470 0.480 0.480
10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16
0.400 0.400 0.400 0.490 0.510 0.510 0.420 0.420 0.470 0.470 0.480 0.480
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
EFFECTIVE YIELD (%)
10/13/16 PURCHASES BN BN CP CP CP CP DEB FR TR TR TR TR YCD YCD YCD
BOFA BOFA GE CO GE CO RABO NY RABO NY IBRD BILL BILL BILL BILL DNB DNB DNB
1.140 1.140
0.978
10/14/16 REDEMPTIONS CP CP CP CP CP CP YCD YCD YCD YCD YCD YCD
RABO NY RABO NY RABO NY BNP NY BNP NY BNP NY DNB DNB SUMITOMO SUMITOMO NORINCHUK NORINCHUK
8
INVESTMENT TRANSACTIONS a/ DESCRIPTION CPN (%) DATE TYPE 10/14/16 REDEMPTIONS (Continued) YCD FR RB CANADA YCD FR RB CANADA
0.571 0.571
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
366 366
412,497.78 412,497.78
0.825 0.825
32 32 31 31
22,666.67 22,666.67 17,652.78 17,652.78
0.517 0.517 0.416 0.416
26 26 26 29 29 34
17,694.44 17,694.44 17,694.44 22,152.78 22,152.78 20,777.78
0.497 0.497 0.497 0.558 0.558 0.446
10/14/16 10/14/16
0.571 0.571
50,000 50,000
10/26/16 10/26/16 10/26/16 10/28/16 10/28/16 10/28/16
0.420 0.420 0.420 0.460 0.460 0.460
50,000 50,000 50,000 50,000 50,000 50,000
0.410 0.410
10/17/16 10/17/16 10/17/16 10/17/16
0.510 0.510 0.410 0.410
50,000 50,000 50,000 50,000
0.940 0.480 0.480 0.420 0.420
11/07/16 11/07/16 11/07/16 11/16/16 11/16/16 10/17/18 11/08/16 11/08/16 11/09/16 11/09/16
0.500 0.500 0.500 0.440 0.440 0.940 0.480 0.480 0.420 0.420
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
10/19/16 10/19/16 10/19/16 10/19/16 10/19/16 10/19/16
0.490 0.490 0.490 0.550 0.550 0.440
50,000 50,000 50,000 50,000 50,000 50,000
04/03/17 04/03/17
1.130 1.130
50,000 50,000
EFFECTIVE YIELD (%)
10/14/16 PURCHASES CP CP CP CP CP CP
RABO NY RABO NY RABO NY BNP NY BNP NY BNP NY
10/17/16 REDEMPTIONS CP CP YCD YCD
BNP NY BNP NY MONTREAL MONTREAL
10/17/16 PURCHASES CP CP CP CP CP DEB YCD YCD YCD YCD
TOKYO NY TOKYO NY TOKYO NY GE CO GE CO FFCB MONTREAL MONTREAL SUMITOMO SUMITOMO
10/18/16 NO REDEMPTIONS 10/18/16 NO PURCHASES 10/19/16 REDEMPTIONS CP CP CP CP CP CP
BNP NY BNP NY BNP NY TOKYO NY TOKYO NY TOYOTA
10/19/16 PURCHASES CD CD
BOWEST BOWEST
1.130 1.130
9
INVESTMENT TRANSACTIONS a/ DESCRIPTION CPN (%) DATE TYPE 10/19/16 PURCHASES (Continued) CP CP CP CP CP CP CP TR TR TR TR YCD YCD YCD YCD YCD YCD
SOC GEN NY SOC GEN NY GE CO GE CO TOKYO NY TOKYO NY TOKYO NY NOTE NOTE BILL BILL SWEDBANK SWEDBANK MIZUHO MIZUHO NORINCHUK NORINCHUK
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
0.410 0.410 0.570 0.570 0.880 0.880
11/21/16 11/21/16 12/09/16 12/09/16 12/23/16 12/23/16 12/23/16 02/28/17 02/28/17 03/30/17 03/30/17 11/16/16 11/16/16 12/09/16 12/09/16 01/23/17 01/23/17
0.450 0.450 0.470 0.470 0.680 0.680 0.680 0.387 0.387 0.395 0.395 0.410 0.410 0.570 0.570 0.880 0.880
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.460 0.460 0.550 0.550 0.630 0.630 0.630 0.790 0.790 0.925 0.925
10/28/16 10/28/16 01/27/17 01/27/17 01/27/17 01/27/17 03/30/17 03/30/17 03/30/17 03/30/17 11/08/16 11/08/16 12/23/16 12/23/16 12/30/16 12/30/16 12/30/16 02/15/17 02/15/17 04/03/17 04/03/17
0.420 0.420 0.670 0.670 0.670 0.670 0.390 0.390 0.390 0.390 0.460 0.460 0.550 0.550 0.630 0.630 0.630 0.790 0.790 0.925 0.925
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.410 0.410
10/21/16 10/21/16 10/21/16 10/21/16
0.340 0.340 0.410 0.410
50,000 50,000 50,000 50,000
0.500 0.500
DAYS HELD
AMOUNT EARNED ($)
8 8 31 31
3,777.78 3,777.78 17,652.78 17,652.78
EFFECTIVE YIELD (%)
10/20/16 NO REDEMPTIONS 10/20/16 PURCHASES CP CP CP CP CP CP TR TR TR TR YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD
RABO NY RABO NY TD USA TD USA TD USA TD USA BILL BILL BILL BILL TOKYO-MIT TOKYO-MIT DNB DNB SOC GEN SOC GEN SOC GEN SE BANKEN SE BANKEN RB CANADA RB CANADA
10/21/16 REDEMPTIONS CP CP YCD YCD
GE CO GE CO DNB DNB
10
0.345 0.345 0.416 0.416
INVESTMENT TRANSACTIONS a/ DESCRIPTION DATE TYPE 10/21/16 PURCHASES CP CP CP TR TR TR TR TR TR YCD YCD
TOKYO NY SOC GEN NY SOC GEN NY BILL BILL BILL BILL NOTE NOTE BNP BNP
CPN (%)
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
0.750 0.750 0.870 0.870
12/16/16 02/01/17 02/01/17 10/12/17 10/12/17 10/12/17 10/12/17 09/30/18 09/30/18 02/01/17 02/01/17
0.620 0.860 0.860 0.633 0.633 0.633 0.633 0.823 0.823 0.870 0.870
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.700 0.700 0.880 0.880 0.860 0.860 0.860
10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16 10/24/16
0.450 0.450 0.550 0.550 0.620 0.620 0.670 0.660 0.660 0.720 0.670 0.680 0.870 0.870 0.400 0.400 0.700 0.700 0.880 0.880 0.860 0.860 0.860
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
03/01/17 03/01/17 12/02/16 12/02/16 01/27/17 01/27/17
0.900 0.900 0.570 0.570 0.670 0.670
50,000 50,000 50,000 50,000 50,000 50,000
DAYS HELD
AMOUNT EARNED ($)
28 28 32 32 61 61 62 88 88 105 118 119 179 179 179 179 62 62 88 88 186 186 186
17,500.00 17,500.00 24,444.44 24,444.44 52,527.78 52,527.78 57,694.44 80,666.67 80,666.67 105,000.00 109,805.56 112,388.89 216,291.67 216,291.67 99,444.44 99,444.44 60,277.78 60,277.78 107,555.56 107,555.56 222,166.67 222,166.67 222,166.67
EFFECTIVE YIELD (%)
10/24/16 REDEMPTIONS CP CP CP CP CP CP CP CP CP CP CP CP CP CP DN DN YCD YCD YCD YCD YCD YCD YCD
BNP NY BNP NY TOKYO NY TOKYO NY MIZUHO NY MIZUHO NY LIBERTY TOYOTA TOYOTA LIBERTY THUNDER OLD LINE JPM LLC JPM LLC FHLB FHLB NORINCHUK NORINCHUK MIZUHO MIZUHO RABOBANK RABOBANK RABOBANK
10/24/16 PURCHASES CD CD CP CP CP CP
CITIBANK CITIBANK TOKYO NY TOKYO NY TD USA TD USA
0.900 0.900
10/25/16 NO REDEMPTIONS
11
0.456 0.456 0.558 0.558 0.629 0.629 0.680 0.670 0.670 0.732 0.681 0.691 0.886 0.886 0.406 0.406 0.710 0.710 0.892 0.892 0.872 0.872 0.872
INVESTMENT TRANSACTIONS a/ DESCRIPTION DATE TYPE 10/25/16 PURCHASES CP CP CP TR TR TR TR TR TR TR TR
NISSAN JPM LLC JPM LLC NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE
CPN (%)
0.750 0.750 0.750 0.750 1.000 1.000 1.000 1.000
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
12/02/16 04/26/17 04/26/17 08/31/18 08/31/18 09/30/18 09/30/18 10/15/19 10/15/19 10/15/19 10/15/19
0.640 1.050 1.050 0.846 0.846 0.840 0.840 1.003 1.003 1.003 1.003
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
10/26/16 10/26/16 10/26/16
0.420 0.420 0.420
50,000 50,000 50,000
11/28/16 11/28/16 11/28/16
0.510 0.510 0.510
50,000 50,000 50,000
10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16
0.550 0.550 0.550 0.430 0.430 0.430 0.430 0.420 0.420 0.350 0.350 0.350 0.350 0.376 0.376 0.376 0.376 0.376 0.400 0.400 0.400 0.400 0.400 0.400
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
DAYS HELD
AMOUNT EARNED ($)
EFFECTIVE YIELD (%)
12 12 12
7,000.00 7,000.00 7,000.00
0.426 0.426 0.426
31 31 31 196 196 196 196 198 198 176 176 176 176 182 182 182 182 182 182 182 182 182 182 182
23,680.56 23,680.56 23,680.56 117,055.56 117,055.56 117,055.56 117,055.56 115,500.00 115,500.00 85,555.56 85,555.56 85,555.56 85,555.56 95,044.44 95,044.44 95,044.44 95,044.44 95,044.44 101,111.11 101,111.11 101,111.11 101,111.11 101,111.11 101,111.11
0.558 0.558 0.558 0.437 0.437 0.437 0.437 0.427 0.427 0.355 0.355 0.355 0.355 0.382 0.382 0.382 0.382 0.382 0.406 0.406 0.406 0.406 0.406 0.406
10/26/16 REDEMPTIONS CP CP CP
RABO NY RABO NY RABO NY
10/26/16 PURCHASES YCD YCD YCD
NORINCHUK NORINCHUK NORINCHUK
0.510 0.510 0.510
10/27/16 REDEMPTIONS CP CP CP DN DN DN DN DN DN TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR
TOKYO NY TOKYO NY TOKYO NY FHLB FHLB FHLB FHLB FHLB FHLB BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL BILL
12
INVESTMENT TRANSACTIONS a/ DESCRIPTION CPN (%) DATE TYPE 10/27/16 REDEMPTIONS (Continued) TR TR TR TR TR TR YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD YCD
BILL BILL BILL BILL BILL BILL SWEDBANK SWEDBANK SVENSKA SVENSKA NORINCHUK NORINCHUK MIZUHO MIZUHO RB CANADA RB CANADA TORONTO TORONTO TORONTO TORONTO RB CANADA RB CANADA
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
182 182 182 182 182 182 30 30 30 30 34 34 65 65 189 189 190 190 190 190 191 191
101,111.11 101,111.11 101,743.06 101,743.06 102,375.00 102,375.00 16,250.00 16,250.00 19,583.33 19,583.33 22,666.67 22,666.67 58,680.56 58,680.56 219,187.50 219,187.50 216,388.89 216,388.89 216,388.89 216,388.89 222,833.33 222,833.33
0.406 0.406 0.409 0.409 0.411 0.411 0.395 0.395 0.477 0.477 0.487 0.487 0.659 0.659 0.847 0.847 0.831 0.831 0.831 0.831 0.852 0.852
8 8 14 14 14 15 15
4,666.67 4,666.67 8,944.44 8,944.44 8,944.44 8,750.00 8,750.00
0.426 0.426 0.466 0.466 0.466 0.426 0.426
0.390 0.390 0.470 0.470 0.480 0.480 0.650 0.650 0.835 0.835 0.820 0.820 0.820 0.820 0.840 0.840
10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16 10/27/16
0.400 0.400 0.403 0.403 0.405 0.405 0.390 0.390 0.470 0.470 0.480 0.480 0.650 0.650 0.835 0.835 0.820 0.820 0.820 0.820 0.840 0.840
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.750 0.750
01/23/17 01/23/17 02/01/17 02/01/17 02/01/17 10/25/41 10/25/41
0.730 0.730 0.580 0.580 0.850 0.750 0.750
50,000 50,000 50,000 50,000 50,000 3,272 50,000
10/28/16 10/28/16 10/28/16 10/28/16 10/28/16 10/28/16 10/28/16
0.420 0.420 0.460 0.460 0.460 0.420 0.420
50,000 50,000 50,000 50,000 50,000 50,000 50,000
12/01/16 12/01/16 12/01/16 10/12/17 10/12/17
0.420 0.420 0.420 0.640 0.640
50,000 50,000 50,000 50,000 50,000
EFFECTIVE YIELD (%)
10/27/16 PURCHASES CP CP CP CP CP SBA FR SBA FR
TOYOTA TOYOTA GE CTS GE CTS SOC GEN NY POOL # 509896 POOL # 509896
10/28/16 REDEMPTIONS CP CP CP CP CP CP CP
RABO NY RABO NY BNP NY BNP NY BNP NY RABO NY RABO NY
10/28/16 PURCHASES CP CP CP TR TR
GE CO GE CO GE CO BILL BILL
13
INVESTMENT TRANSACTIONS a/ DESCRIPTION DATE TYPE 10/31/16 REDEMPTIONS TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR
NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE
CPN (%)
MATURITY TRANS DATE YIELD (%)
PAR ($) (000)
DAYS HELD
AMOUNT EARNED ($)
854 854 854 854 1,252 1,252 1,252 1,252 1,257 1,257 1,257 1,257 1,259 1,259 1,260 1,260
696,416.44 696,416.44 696,416.44 696,416.44 977,581.52 977,581.52 977,581.52 977,581.52 882,812.50 882,812.50 882,812.50 882,812.50 865,998.64 865,998.64 863,451.09 863,451.09
1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16 10/31/16
0.593 0.593 0.593 0.593 0.566 0.566 0.566 0.566 0.509 0.509 0.509 0.509 0.498 0.498 0.496 0.496
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
0.750 0.750 0.750 0.750 0.750 0.750 0.750 0.750 0.750 0.750 1.000 1.000 0.430 0.430 0.520 0.520 0.400 0.400
12/01/16 12/01/16 12/01/16 12/01/16 12/30/16 12/30/16 03/30/17 03/30/17 03/30/17 03/30/17 10/31/18 10/31/18 10/31/18 10/31/18 10/31/18 10/31/18 10/31/18 10/31/18 10/31/18 10/31/18 10/15/19 10/15/19 12/01/16 12/01/16 12/05/16 12/05/16 12/09/16 12/09/16
0.420 0.420 0.420 0.420 0.490 0.490 0.380 0.380 0.380 0.380 0.845 0.845 0.845 0.845 0.845 0.845 0.849 0.849 0.872 0.872 0.996 0.996 0.430 0.430 0.520 0.520 0.400 0.400
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
10/31/16 PURCHASES CP CP CP CP CP CP TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR YCD YCD YCD YCD YCD YCD
GE CO GE CO GE CO GE CO GE CO GE CO BILL BILL BILL BILL NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE NOTE DNB DNB NORINCHUK NORINCHUK SWEDBANK SWEDBANK
14
EFFECTIVE YIELD (%)
0.590 0.590 0.590 0.590 0.562 0.562 0.562 0.562 0.505 0.505 0.505 0.505 0.494 0.494 0.492 0.492
INVESTMENT TRANSACTIONS a/ DESCRIPTION CPN (%) DATE TYPE 10/31/16 PURCHASES (Continued) YCD YCD YCD YCD YCD YCD YCD YCD
MIZUHO MIZUHO MIZUHO MIZUHO SOC GEN SOC GEN TOKYO-MIT TOKYO-MIT
0.620 0.620 0.620 0.620 0.730 0.730 0.860 0.860
MATURITY TRANS DATE YIELD (%)
01/03/17 01/03/17 01/03/17 01/03/17 01/10/17 01/10/17 02/01/17 02/01/17
0.620 0.620 0.620 0.620 0.730 0.730 0.860 0.860
15
PAR ($) (000)
50,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000
DAYS HELD
AMOUNT EARNED ($)
EFFECTIVE YIELD (%)
FOOTNOTES a/
The abbreviations indicate the type of security purchased, sold, or redeemed: BA
Bankers Acceptances
BN
Bank Notes
CB
Corporate Bonds
CB FR
Floating Rate Corporate Bonds
CD
Negotiable Certificates of Deposit
CD FR
Floating Rate Negotiable Certificates of Deposit
CP
Commercial Paper
DEB
Federal/Supranational Agency Debentures – Federal Home Loan Bank (FHLB), Federal Home Loan Mortgage Corporation (FHLMC), Federal National Mortgage Association (FNMA), Federal Farm Credit Bank (FFCB), Federal Land Banks (FLB), Federal Intermediate Credit Banks (FICB), Central Bank for Cooperatives (CBC), Tennessee Valley Authority (TVA), Commodity Credit Corporation (CCC), International Bank for Reconstruction and Development (IBRD).
DEB FR
Federal/Supranational Agency Floating Rate Debentures – FHLB, FHLMC, FNMA, FFCB, FLB, FICB, CBC, TVA, CCC, IBRD.
DN
Federal/Supranational Agency Discount Notes- FHLB, FHLMC, FNMA, FFCB, FLB, FICB, CBC, TVA, CCC, IBRD.
PC
Federal Agency Mortgage-backed Pass-through Certificates – FHLMC, FNMA, Government National Mortgage Investment Conduit (GNMA)
POOL FR
Floating Rate Small Business Administration (SBA) Loan Pools
REMIC
Federal Agency Real Estate Mortgage Investment Conduits – FHLMC, FNMA
TR
U.S. Treasury Bills, Notes
YCD
Negotiable Yankee Certificates of Deposit
YCD FR
Floating Rate Negotiable Yankee Certificates of Deposit
b/
Industry standard purchase yield calculation
c/
Repurchase Agreement
d/
Par amount of securities purchased, sold or redeemed
e/
Securities were purchased and sold as of the same date
f/
Repurchase Agreement against Reverse Repurchase Agreement
g/
Outright purchase against Reverse Repurchase Agreement
h/
Security “SWAP” transactions
i/
Buy back agreement RRP
Termination of Reverse Repurchase Agreement
RRS
Reverse Repurchase Agreement
16
TIME DEPOSITS FINANCIAL INSTITUTION ALHAMBRA New Omni Bank, NA New Omni Bank, NA New Omni Bank, NA New Omni Bank, NA New Omni Bank, NA New Omni Bank, NA New Omni Bank, NA
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
08/12/16 06/02/16 06/03/16 06/16/16 10/20/16 10/27/16 10/05/16
0.320 0.470 0.490 0.410 0.360 0.360 0.460
2,000,000.00 8,000,000.00 5,000,000.00 5,000,000.00 4,000,000.00 5,000,000.00 5,000,000.00
11/10/16 12/01/16 12/01/16 12/15/16 01/19/17 01/26/17 04/05/17
09/16/16 10/05/16 07/20/16
0.380 0.350 0.470
2,000,000.00 4,000,000.00 5,000,000.00
12/16/16 01/11/17 01/18/17
05/19/16 07/27/16 08/24/16 09/14/16 10/07/16
0.390 0.440 0.460 0.550 0.490
50,000,000.00 40,000,000.00 50,000,000.00 40,000,000.00 10,000,000.00
11/17/16 01/25/17 02/22/17 03/15/17 04/07/17
06/01/16 06/27/16
0.470 0.430
2,000,000.00 3,000,000.00
11/30/16 01/04/17
09/07/16
0.360
50,000,000.00
12/07/16
09/08/16
0.350
4,000,000.00
12/08/16
10/05/16
0.500
10,000,000.00
04/05/17
08/19/16
0.480
3,000,000.00
02/17/17
08/31/16 10/12/16 10/28/16 09/02/16 10/05/16
0.360 0.360 0.370 0.380 0.350
3,000,000.00 1,500,000.00 3,500,000.00 5,000,000.00 20,000,000.00
11/30/16 01/11/17 01/27/17 12/02/16 01/11/17
AUBURN Community 1st Bank Community 1st Bank Community 1st Bank BREA Pacific Western Bank Pacific Western Bank Pacific Western Bank Pacific Western Bank Pacific Western Bank BUENA PARK Uniti Bank Uniti Bank CHICO Tri Counties Bank DIAMOND BAR Prospectors Federal Credit Union DOWNEY Financial Partners Credit Union EL CENTRO Community Valley Bank FOLSOM Folsom Lake Bank Folsom Lake Bank Folsom Lake Bank SAFE Credit Union SAFE Credit Union
17
TIME DEPOSITS FINANCIAL INSTITUTION GARDEN GROVE US Metro Bank
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
08/24/16
0.460
5,000,000.00
02/22/17
06/02/16 10/20/16 10/12/16
0.490 0.380 0.490
14,000,000.00 13,000,000.00 13,000,000.00
12/01/16 01/19/17 04/12/17
08/19/16 09/22/16 10/20/16 09/09/16 10/13/16 10/28/16 08/11/16 08/24/16 09/01/16 10/07/16 10/21/16 09/01/16
0.350 0.350 0.390 0.360 0.350 0.350 0.340 0.330 0.380 0.370 0.370 0.380
100,000,000.00 50,000,000.00 100,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 12,000,000.00 30,000,000.00 32,000,000.00 12,000,000.00 25,000,000.00 25,000,000.00
11/18/16 01/04/17 01/19/17 12/09/16 01/12/17 01/27/17 11/10/16 11/30/16 12/01/16 01/06/17 01/20/17 12/01/16
08/31/16 09/07/16 10/05/16 10/14/16 10/20/16
0.340 0.340 0.320 0.370 0.490
35,000,000.00 20,000,000.00 25,000,000.00 35,000,000.00 35,000,000.00
11/30/16 12/07/16 01/11/17 01/13/17 04/20/17
08/03/16 10/07/16 10/19/16 08/31/16 09/09/16 10/06/16 10/12/16 09/30/16 08/12/16 08/19/16 09/09/16 09/16/16 10/07/16 10/28/16 07/06/16 07/14/16 10/27/16 05/26/16 08/04/16 10/05/16 18
0.310 0.380 0.350 0.360 0.380 0.370 0.360 0.320 0.320 0.320 0.360 0.350 0.350 0.350 0.380 0.430 0.530 0.490 0.420 0.460
20,000,000.00 25,000,000.00 30,000,000.00 90,000,000.00 75,000,000.00 90,000,000.00 45,000,000.00 10,000,000.00 5,000,000.00 18,000,000.00 8,500,000.00 10,000,000.00 15,000,000.00 15,000,000.00 50,000,000.00 50,000,000.00 10,000,000.00 25,000,000.00 30,000,000.00 30,000,000.00
11/02/16 01/06/17 01/18/17 11/30/16 12/09/16 01/05/17 01/13/17 01/06/17 11/10/16 11/18/16 12/09/16 12/16/16 01/06/17 01/27/17 01/04/17 01/12/17 04/27/17 11/17/16 02/02/17 04/05/17
GOLETA Community West Bank Community West Bank Community West Bank IRVINE Banc of California, NA Banc of California, NA Banc of California, NA CommerceWest Bank CommerceWest Bank CommerceWest Bank First Foundation Bank First Foundation Bank First Foundation Bank First Foundation Bank First Foundation Bank Pacific Enterprise Bank LODI Farmers & Merchants Bk Cen CA Farmers & Merchants Bk Cen CA Farmers & Merchants Bk Cen CA Farmers & Merchants Bk Cen CA Farmers & Merchants Bk Cen CA LOS ANGELES Bank Leumi USA Bank Leumi USA Bank Leumi USA Bank of Hope Bank of Hope Bank of Hope Bank of Hope California United Bank Commonwealth Business Bank Commonwealth Business Bank Commonwealth Business Bank Commonwealth Business Bank Commonwealth Business Bank Commonwealth Business Bank CTBC Bank Corp. (USA) CTBC Bank Corp. (USA) CTBC Bank Corp. (USA) Hanmi Bank Hanmi Bank Hanmi Bank
TIME DEPOSITS FINANCIAL INSTITUTION LOS ANGELES (Continued) Manufacturers Bank Manufacturers Bank Manufacturers Bank Manufacturers Bank Open Bank Open Bank Open Bank Open Bank Open Bank Opus Bank Pacific City Bank Pacific City Bank Pacific City Bank Pacific Commerce Bank Preferred Bank Premier Business Bank Woori America Bank Woori America Bank
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
08/11/16 09/08/16 10/07/16 10/14/16 05/11/16 09/08/16 06/22/16 07/06/16 09/21/16 07/29/16 08/10/16 09/08/16 10/07/16 09/16/16 08/19/16 09/28/16 06/15/16 06/17/16
0.340 0.350 0.370 0.520 0.380 0.330 0.400 0.360 0.280 0.450 0.280 0.330 0.350 0.550 0.480 0.410 0.430 0.420
35,000,000.00 50,000,000.00 100,000,000.00 50,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00 9,000,000.00 5,000,000.00 10,000,000.00 18,700,000.00 30,000,000.00 30,000,000.00 10,000,000.00 30,000,000.00 10,000,000.00 20,000,000.00 10,000,000.00
11/10/16 12/08/16 01/06/17 04/14/17 11/09/16 12/08/16 12/14/16 01/04/17 01/04/17 01/27/17 11/09/16 12/08/16 01/06/17 03/17/17 02/17/17 03/29/17 12/14/16 12/16/16
09/08/16
0.350
1,000,000.00
12/08/16
09/01/16
0.380
3,500,000.00
12/01/16
09/28/16 10/14/16 10/21/16 09/09/16 10/05/16 07/14/16 08/11/16 06/03/16 08/25/16 09/08/16 10/13/16
0.230 0.390 0.340 0.380 0.340 0.430 0.480 0.510 0.500 0.480 0.500
15,000,000.00 15,000,000.00 10,000,000.00 10,000,000.00 13,500,000.00 5,000,000.00 5,000,000.00 5,000,000.00 1,000,000.00 6,000,000.00 3,000,000.00
01/05/17 01/13/17 01/13/17 12/09/16 01/11/17 01/12/17 02/09/17 12/02/16 02/23/17 03/09/17 04/13/17
08/04/16 10/13/16
0.330 0.370
50,000,000.00 50,000,000.00
11/03/16 01/12/17
08/04/16 08/31/16 10/06/16 10/21/16 10/28/16 19
0.310 0.340 0.350 0.350 0.350
10,000,000.00 12,000,000.00 5,000,000.00 46,000,000.00 9,000,000.00
11/03/16 11/30/16 01/05/17 01/20/17 01/27/17
MONTEREY 1st Capital Bank OAKDALE Oak Valley Community Bank OAKLAND Beneficial State Bank Beneficial State Bank Beneficial State Bank California Bank of Commerce California Bank of Commerce California Bank of Commerce California Bank of Commerce Community Bank of the Bay Metropolitan Bank Metropolitan Bank Metropolitan Bank ORANGE Grandpoint Bank Grandpoint Bank PALOS VERDES ESTATES Malaga Bank, FSB Malaga Bank, FSB Malaga Bank, FSB Malaga Bank, FSB Malaga Bank, FSB
TIME DEPOSITS FINANCIAL INSTITUTION PASADENA American Plus Bank, NA American Plus Bank, NA American Plus Bank, NA American Plus Bank, NA American Plus Bank, NA Community Bank Community Bank Community Bank Community Bank Community Bank Community Bank East West Bank East West Bank East West Bank East West Bank EverTrust Bank EverTrust Bank EverTrust Bank Wescom Central Credit Union Wescom Central Credit Union Wescom Central Credit Union Wescom Central Credit Union
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
05/18/16 06/09/16 09/15/16 06/27/16 08/24/16 08/03/16 08/12/16 09/07/16 09/14/16 09/30/16 10/12/16 08/05/16 10/13/16 10/19/16 10/21/16 08/17/16 08/26/16 09/07/16 08/18/16 09/15/16 09/29/16 10/26/16
0.380 0.450 0.380 0.430 0.460 0.300 0.340 0.360 0.410 0.320 0.360 0.320 0.370 0.340 0.370 0.300 0.340 0.340 0.360 0.420 0.330 0.390
500,000.00 2,000,000.00 2,240,000.00 3,000,000.00 1,000,000.00 30,000,000.00 25,000,000.00 30,000,000.00 35,000,000.00 25,000,000.00 25,000,000.00 75,000,000.00 50,000,000.00 125,000,000.00 50,000,000.00 10,000,000.00 20,000,000.00 30,000,000.00 50,000,000.00 50,000,000.00 25,000,000.00 50,000,000.00
11/16/16 12/08/16 12/15/16 01/04/17 02/23/17 11/02/16 11/10/16 12/07/16 12/14/16 01/06/17 01/13/17 11/04/16 01/12/17 01/18/17 01/18/17 11/16/16 12/02/16 12/07/16 11/17/16 12/15/16 01/05/17 01/25/17
09/07/16
0.360
25,000,000.00
12/07/16
08/04/16 08/17/16 08/11/16 09/01/16 09/08/16 10/05/16 10/21/16
0.330 0.320 0.340 0.380 0.350 0.340 0.370
15,000,000.00 5,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00
11/03/16 11/03/16 11/10/16 12/01/16 12/08/16 01/11/17 01/20/17
05/26/16 08/11/16 08/04/16 07/06/16 07/20/16 08/04/16 10/19/16
0.510 0.330 0.310 0.380 0.460 0.440 0.490
6,500,000.00 7,500,000.00 2,500,000.00 4,500,000.00 2,500,000.00 2,500,000.00 3,000,000.00
11/17/16 12/08/16 12/15/16 01/04/17 01/18/17 02/02/17 04/19/17
08/24/16
0.310
7,000,000.00
11/30/16
PASO ROBLES Heritage Oaks Bank PORTERVILLE Bank of the Sierra Bank of the Sierra Bank of the Sierra Bank of the Sierra Bank of the Sierra Bank of the Sierra Bank of the Sierra RANCHO CORDOVA American River Bank American River Bank American River Bank American River Bank American River Bank American River Bank American River Bank REDDING Cornerstone Community Bank
20
TIME DEPOSITS FINANCIAL INSTITUTION REDWOOD CITY Provident Credit Union Provident Credit Union Provident Credit Union Provident Credit Union Provident Credit Union Provident Credit Union Provident Credit Union
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
08/17/16 08/25/16 09/09/16 09/14/16 10/13/16 10/20/16 10/26/16
0.300 0.340 0.360 0.390 0.350 0.360 0.350
20,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00 40,000,000.00 40,000,000.00
11/16/16 12/01/16 12/09/16 12/14/16 01/12/17 01/19/17 01/25/17
08/11/16 09/08/16 10/12/16 10/20/16
0.340 0.350 0.360 0.380
20,000,000.00 20,000,000.00 20,000,000.00 20,000,000.00
11/10/16 12/08/16 01/11/17 01/19/17
06/27/16 09/28/16 10/12/16
0.430 0.210 0.470
5,000,000.00 5,000,000.00 2,000,000.00
01/04/17 01/05/17 04/12/17
10/12/16
0.470
4,000,000.00
04/12/17
05/12/16 09/14/16 09/22/16
0.410 0.410 0.530
50,000,000.00 100,000,000.00 20,000,000.00
11/10/16 12/14/16 03/23/17
08/03/16 06/01/16 07/27/16 07/06/16 08/12/16 08/19/16 09/02/16 07/22/16 08/24/16
0.300 0.490 0.360 0.380 0.340 0.340 0.370 0.480 0.310
4,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 20,000,000.00 35,000,000.00 15,000,000.00 15,000,000.00 30,000,000.00
11/02/16 11/30/16 11/30/16 01/04/17 11/10/16 11/18/16 12/02/16 01/20/17 11/30/16
08/31/16 06/01/16 07/21/16 08/17/16 10/12/16
0.340 0.470 0.450 0.300 0.340
25,000,000.00 25,000,000.00 25,000,000.00 10,000,000.00 10,000,000.00
11/30/16 11/30/16 01/19/17 11/16/16 01/13/17
RICHMOND Mechanics Bank Mechanics Bank Mechanics Bank Mechanics Bank ROCKLIN Five Star Bank Five Star Bank Five Star Bank ROSEMEAD Pacific Alliance Bank ROSEVILLE Umpqua Bank Umpqua Bank Umpqua Bank SACRAMENTO Merchants National Bank of Sacramento Merchants National Bank of Sacramento Merchants National Bank of Sacramento Merchants National Bank of Sacramento River City Bank River City Bank River City Bank River City Bank Schools Financial Credit Union SAN DIEGO BofI Federal Bank California Coast Credit Union California Coast Credit Union Mission Federal Credit Union Mission Federal Credit Union
21
TIME DEPOSITS FINANCIAL INSTITUTION SAN DIEGO (Continued) San Diego County Credit Union San Diego County Credit Union San Diego County Credit Union San Diego County Credit Union San Diego County Credit Union San Diego County Credit Union Western Alliance Bank Western Alliance Bank Western Alliance Bank Western Alliance Bank Western Alliance Bank Western Alliance Bank
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
07/13/16 06/16/16 09/29/16 08/12/16 09/15/16 10/13/16 08/11/16 05/18/16 06/10/16 06/17/16 06/29/16 07/07/16
0.300 0.390 0.270 0.380 0.470 0.430 0.340 0.400 0.470 0.420 0.380 0.380
50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 65,000,000.00 75,000,000.00 50,000,000.00 50,000,000.00 35,000,000.00 25,000,000.00
11/16/16 12/15/16 01/05/17 01/12/17 02/16/17 03/02/17 11/10/16 11/16/16 12/09/16 12/16/16 01/04/17 01/05/17
09/16/16 05/19/16 08/03/16 06/29/16 05/19/16 08/03/16 09/16/16 10/21/16
0.370 0.410 0.420 0.380 0.410 0.420 0.370 0.370
10,000,000.00 150,000,000.00 150,000,000.00 15,000,000.00 10,000,000.00 10,000,000.00 3,000,000.00 2,000,000.00
12/16/16 11/17/16 02/01/17 01/04/17 11/17/16 02/01/17 12/16/16 01/20/17
05/25/16 06/24/16 07/21/16 10/20/16 10/20/16
0.500 0.440 0.470 0.390 0.390
20,000,000.00 15,000,000.00 50,000,000.00 10,000,000.00 30,000,000.00
11/16/16 12/16/16 01/19/17 01/19/17 01/19/17
08/18/16 08/24/16
0.350 0.340
6,000,000.00 4,000,000.00
11/17/16 11/30/16
09/30/16
0.320
15,000,000.00
01/06/17
09/13/16 08/03/16 09/02/16 09/16/16 10/12/16 10/21/16
0.370 0.300 0.370 0.370 0.360 0.370
20,000,000.00 8,000,000.00 12,000,000.00 7,000,000.00 14,000,000.00 7,500,000.00
12/14/16 11/02/16 12/02/16 12/16/16 01/13/17 01/20/17
06/01/16
0.490
19,000,000.00
11/30/16
SAN FRANCISCO Bank of San Francisco First Republic Bank First Republic Bank Mission National Bank Presidio Bank Presidio Bank Trans Pacific National Bank Trans Pacific National Bank SAN JOSE Heritage Bank of Commerce Heritage Bank of Commerce Heritage Bank of Commerce Meriwest Credit Union Meriwest Credit Union SAN RAMON Tri-Valley Bank Tri-Valley Bank SANTA CLARITA Bank of Santa Clarita SANTA ROSA First Community Bank Summit State Bank Summit State Bank Summit State Bank Summit State Bank Summit State Bank SOUTH SAN FRANCISCO First National Bank of Northern California
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TIME DEPOSITS FINANCIAL INSTITUTION VACAVILLE Travis Credit Union Travis Credit Union
DEPOSIT DATE
YIELD (%)
PAR AMOUNT ($)
MATURITY DATE
09/02/16 10/06/16
0.370 0.370
50,000,000.00 50,000,000.00
12/02/16 01/05/17
10/14/16 10/28/16
0.370 0.350
10,000,000.00 10,000,000.00
01/13/17 02/16/17
05/13/16 07/06/16 08/24/16 09/15/16 10/13/16
0.390 0.310 0.410 0.550 0.480
5,000,000.00 3,000,000.00 3,000,000.00 5,000,000.00 3,000,000.00
11/10/16 12/08/16 01/25/17 03/16/17 04/13/17
WATSONVILLE Santa Cruz County Bank Santa Cruz County Bank WEST SACRAMENTO Community Business Bank Community Business Bank Community Business Bank Community Business Bank Community Business Bank TOTAL TIME DEPOSITS OCTOBER 2016
5,197,440,000.00
23
BANK DEMAND DEPOSITS OCTOBER 2016 ($ in thousands) DAILY BALANCES DAY OF MONTH 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 AVERAGE DOLLAR DAYS
WARRANTS OUTSTANDING
BANK BALANCES $
1,285,082 1,285,082 1,732,963 1,947,200 1,981,647 1,690,611 1,665,170 1,665,170 1,665,170 1,665,170 1,794,389 1,547,100 1,790,216 1,880,900 1,880,900 1,880,900 1,705,971 1,736,314 1,761,397 1,841,441 1,791,106 1,791,106 1,791,106 1,777,469 1,798,419 1,775,623 1,884,610 1,850,862 1,850,862 1,850,862 1,723,412 $1,751,233
$
4,452,925 4,452,925 3,726,577 3,351,433 3,655,294 3,332,288 2,693,524 2,693,524 2,693,524 3,053,731 2,708,224 2,001,314 2,235,823 2,537,508 2,537,508 2,541,102 2,182,494 2,064,687 2,598,049 2,903,815 3,630,104 3,630,104 3,630,104 3,825,808 2,626,627 4,373,660 3,737,198 4,552,308 4,552,308 4,552,308 3,556,753
a/
a/ The prescribed bank balance for October was $1,645,600. This consisted of $1,593,200 in compensating balances for services, balances for uncollected funds of $54,500 and a deduction of $2,100 for October delayed deposit credit.
24
'(6,*1$7,21%
