Monthly Investment Report for Period Ended September 30, 2016 · September 1, 2016 Beginning...

City of Riverside Public Trust Advisors LLC

3900 Main St. Riverside, CA 92522 777 South Figueroa Street

Riverside, CA 92522 Suite 805

Los Angeles, CA 90017

Monthly Investment Report for Period Ended September 30, 2016

Investment Management Portfolio Review Page

Investment Portfolio Summary Comparison 3

Investment Portfolio Maturity Distribution 4

Investment Portfolio Maturity Distribution By Security Type 5

Investment Report Ratings Distribution 6

Investment Portfolio Security Distribution - Market Value 7

Investment Portfolio Security Distribution - Historical Cost 8

Additional Disclosure 9

Security Concentration 10

City of Riverside Summary

City of Riverside

September 1, 2016

Beginning Balance

September 30, 2016

Ending Balance Portfolio Characteristic

September 1, 2016

Beginning Balance

September 30, 2016

Ending Balance

Historical Cost 538,628,677.51$ 511,812,715.45$ Book Yield Gross 0.95% 0.98%

Book Value 535,643,687.97$ 508,717,436.07$ Market Yield Gross 0.78% 0.77%

Accrued Interest 1,222,781.97 1,379,362.74 Duration 1.36 Years 1.37 Years

Book Value Plus Accrued 536,866,469.94$ 510,096,798.81$ Weighted Effective Maturity 1.39 Years 1.40 Years

Net Unrealized Gain/Loss 2,073,089.14 2,271,334.50$ Weighted Final Maturity 1.39 Years 1.40 Years

Market Value Plus Accrued(2)

538,939,559.08$ 512,368,133.31$

Net Pending Transactions 25,004.20$ 26,067.97$

Market Value Plus Accrued Net(2)

538,964,563.28$ 512,394,201.28$

City of Riverside

September 2016

Net Income Portfolio Compliance Compliant

Interest Income 486,871.10$ Security Distribution YES

Net Amortization/Accretion (110,289.84) Maturity Distribution YES

Net Realized Gain/Loss(3) 0.00 Rating Distribution YES

Net Income 376,581.26$

City of Riverside Summary Comparison for the period September 1, 2016 to September 30, 2016

(1) Payables represent amounts due to settle security transactions that have been executed but have not settled as of period end. The funds used to settle these trades may come from a variety of sources including cash within the

portfolio, proceeds from future security transactions including maturities and sales, or other sources including money market funds. For reporting purposes, a payable is created for over-period settlements which are reflected in the

detailed holdings.

(2) Market Value Plus Accrued Net represents the market value of the portfolio net payables and recievables from transactions that settle in the following reporting period.

(3) MBS paydowns may result in negative realized losses rather than amortization in as a result of accounting method.

Maturity Distribution

September 1, 2016

Beginning Balance

September 30, 2016

Ending Balance Portfolio Allocation Distribution Change

0-3 Months 171,558,404.23$ 144,992,351.30$ 28.30% -3.53%

3-6 Months 485,565.50 7,746,022.96 1.51% 1.42%

6-9 Months 35,024,380.90 35,951,339.73 7.02% 0.52%

9-12 Months 39,473,349.77 45,355,398.82 8.85% 1.53%

1-2 Years 132,999,786.46 130,128,335.55 25.40% 0.72%

2-3 Years 75,562,621.60 76,008,302.82 14.83% 0.81%

3-4 Years 58,879,208.06 49,525,058.31 9.67% -1.26%

4-5 Years 24,956,242.57 22,661,323.81 4.42% -0.21%

5-6 Years - - 0.00% 0.00%

6 Years + - - 0.00% 0.00%

Total Portfolio 538,939,559.08$ 512,368,133.31$ 100.00%

City of Riverside Maturity Distribution Market Value Basis September 1, 2016 to September 30, 2016

$- $20,000,000

$40,000,000 $60,000,000 $80,000,000

$100,000,000

$120,000,000 $140,000,000 $160,000,000 $180,000,000

$200,000,000

0-3 M 3-6 M 6-9 M 9-12 M 1-2 Yr 2-3 Yr 3-4 Yr 4-5 Yr 5-6 Yr 6 Yr +

Maturity Distribution Comparison

September 1, 2016 September 30, 2016

0-3 M28.30%

3-6 M1.51%

6-9 M7.02%

9-12 M8.85%

1-2 Yr25.40%

2-3 Yr14.83%

3-4 Yr9.67%

4-5 Yr4.42%

Maturity Distribution

Security Distribution 0-3 Months 3-6 Months 6-9 Months 9-12 Months 1-2 Years 2-3 Years 3-4 Years 4-5 Years Total Portfolio

Cash -$ -$ -$ -$ -$ -$ -$ -$ -$

LGIP 56,591,483.00 - - - - - - - 56,591,483.00

Money Market Funds 85,104,464.25 - - - - - - - 85,104,464.25

Certificates of Deposit 1,243,247.66 734,672.52 995,953.50 1,991,798.39 3,747,597.78 3,251,849.87 1,245,955.60 997,956.51 14,209,031.82

Commercial Paper - - - - - - - - -

U.S. Treasury Notes - 7,011,350.44 23,214,350.30 41,553,077.13 103,646,397.16 69,149,183.79 48,279,102.71 21,663,367.31 314,516,828.83

U.S. Agency Notes - - - - - - - - -

Federal Inst. (GSE) - - - - 10,677,763.89 - - - 10,677,763.89

Corporate Notes 2,053,156.39 - 11,741,035.94 1,810,523.30 12,056,576.73 3,607,269.17 - - 31,268,561.52

Asset Backed (ABS) - - - - - - - - -

Municipal Bonds - - - - - - - - -

Total 144,992,351.30$ 7,746,022.96$ 35,951,339.73$ 45,355,398.82$ 130,128,335.55$ 76,008,302.82$ 49,525,058.31$ 22,661,323.81$ 512,368,133.31$

City of Riverside Maturity Distribution Market Value Basis as of September 30, 2016

$-

$20,000,000

$40,000,000

$60,000,000

$80,000,000

$100,000,000

$120,000,000

$140,000,000

$160,000,000

0-3 Months 3-6 Months 6-9 Months 9-12 Months 1-2 Years 2-3 Years 3-4 Years 4-5 Years

Maturity Distribution By TypeMunicipal Bonds

Asset Backed (ABS)

Corporate Notes

Federal Inst. (GSE)

U.S. Agency Notes

U.S. Treasury Notes

Commercial Paper

Certificates of Deposit

Money Market Funds

LGIP

Cash

S&P Rating Distribution

September 30, 2016

Ending Balance Portfolio Allocation

Short Term Rating Distribution

A-1+ -$ 0.00%

A-1 745,950.53 0.15%

A-2 1,256,900.69 0.25%

Total Short Term Ratings 2,002,851.23$ 0.39%

Long Term Rating Distribution

AAA Rating 19,084,379.81$ 3.72%

AA Rating 354,652,630.94 69.22%

A Rating 1,810,523.30 0.35%

Below A - 0.00%

Not Rated 134,817,748.03 26.31%

Total Long Term Rating 510,365,282.08$ 99.61%

Total Portfolio 512,368,133.31$ 100.00%

Moody's Rating Distribution

September 30, 2016

Ending Balance Portfolio Allocation

Short Term Rating Distribution

P-1 2,752,804.48$ 0.54%

P-2 249,194.34 0.05%

Total Short Term Ratings 3,001,998.83$ 0.59%

Long Term Rating Distribution

Aaa Rating 344,278,972.53$ 67.19%

Aa Rating 21,496,765.86 4.20%

A Rating 9,771,795.66 1.91%

Below A - 0.00%

Not Rated 133,818,600.43 26.12%

Total Long Term Rating 509,366,134.48$ 99.41%

Total Portfolio 512,368,133.31$ 100.00%

City of Riverside Rating Distribution Market Value Basis as of September 30, 2016

A-10.15%

A-20.25%

AAA Rating3.72%

AA Rating69.22%

A Rating0.35%

Not Rated26.31%

Portfolio Allocation By Standard and Poors' Rating

P-10.54%

P-20.05%

Aaa Rating67.19%

Aa Rating4.20%

A Rating1.91%

Not Rated26.12%

Portfolio Allocation By Moody's Rating

Security Distribution

September 1, 2016

Beginning Balance

September 30,

2016

Ending Balance

Portfolio

Allocation

Change in

Allocation Book Yield

Permitted

by Policy* Compliant

FNMA -$ -$ 0.00% 0.00% 0.00% 40.00% YES

FHLMC 10,671,055.56 10,677,763.89 2.08% 0.10% 0.85% 40.00% YES

FFCB - - 0.00% 0.00% 0.00% 40.00% YES

FHLB - - 0.00% 0.00% 0.00% 40.00% YES

Fed Instrumentality Subtotal 10,671,055.56$ 10,677,763.89$ 2.08% 0.10% 0.85% 100.00% YES

LAIF Fund 1 49,995,679.75 49,995,679.75 9.76% 0.48% 0.65% 60.00% YES

LAIF Fund 2 34,095,803.25 6,595,803.25 1.29% -5.04% 0.65% 60.00% YES

LAIF Subtotal 84,091,483.00$ 56,591,483.00$ 11.05% -4.56% 0.65% 60.00% YES

Cash - - 0.00% 0.00% 0.00% 100.00% YES

U.S. Treasury Notes 314,286,479.06 314,516,828.83 61.38% 3.07% 1.10% 100.00% YES

U.S. Agency Notes - - 0.00% 0.00% 0.00% 100.00% YES

Asset Backed Securities - - 0.00% 0.00% 0.00% 20.00% YES

Commercial Paper - - 0.00% 0.00% 0.00% 25.00% YES

Corporate Notes 31,246,207.29 31,268,561.52 6.10% 0.31% 1.22% 30.00% YES

Bankers Acceptances - - 0.00% 0.00% 0.00% 40.00% YES

Money Market Funds 84,420,426.30 85,104,464.25 16.61% 0.95% 0.59% 20.00% YES

Municipal Bonds - - 0.00% 0.00% 0.00% 20.00% YES

Supranational Debt - - 0.00% 0.00% 0.00% 25.00% YES

Certificates of Deposit 14,223,907.87 14,209,031.82 2.77% 0.13% 1.40% 25.00% YES

Total Portfolio Market Value 538,939,559.08$ 512,368,133.31$ 100.00% 0.98%

City of Riverside Market Value Basis Security Distribution September 1, 2016 to September 30, 2016

$-

$100,000,000

$200,000,000

$300,000,000

$400,000,000

FNM

A

FHLM

C

FFC

B

FHLB

LAIF

Fu

nd

1

LAIF

Fu

nd

2

Cas

h

UST

AB

S

CP

Co

rp BA

MM

F

Mu

ni

Sup

ra CD

Asset Balance By Security Type(in millions)


FHLMC2.08%

LAIF Fund 19.76%

LAIF Fund 21.29%

UST61.38%

Corp6.10%

MMF16.61%CD

2.77%

Ending Portfolio Allocation

Security Distribution

September 1, 2016

Beginning Balance

September 30,

2016

Ending Balance

Portfolio

Allocation

Change in

Allocation Book Yield

Permitted

by Policy* Compliant

FNMA -$ -$ 0.00% 0.00% 0.00% 40.00% YES

FHLMC 12,023,380.00 12,023,380.00 2.35% 0.12% 0.85% 40.00% YES

FFCB - - 0.00% 0.00% 0.00% 40.00% YES

FHLB - - 0.00% 0.00% 0.00% 40.00% YES

Fed Instrumentality Subtotal 12,023,380.00$ 12,023,380.00$ 2.35% 0.12% 0.85% 100.00% YES

LAIF Fund 1 49,995,679.75 49,995,679.75 9.77% 0.49% 0.65% 60.00% YES

LAIF Fund 2 34,095,803.25 6,595,803.25 1.29% -5.04% 0.65% 60.00% YES

LAIF Subtotal 84,091,483.00$ 56,591,483.00$ 11.06% -4.56% 0.65% 60.00% YES

Cash - - 0.00% 0.00% 0.00% 100.00% YES

U.S. Treasury Notes 312,621,519.58 312,621,519.58 61.08% 3.04% 1.10% 100.00% YES

U.S. Agency Notes - - 0.00% 0.00% 0.00% 100.00% YES

Asset Backed Securities - - 0.00% 0.00% 0.00% 20.00% YES

Commercial Paper - - 0.00% 0.00% 0.00% 25.00% YES

Corporate Notes 31,343,090.25 31,343,090.25 6.12% 0.30% 1.22% 30.00% YES

Bankers Acceptances - - 0.00% 0.00% 0.00% 40.00% YES

Money Market Funds 84,418,824.67 85,102,862.61 16.63% 0.95% 0.59% 20.00% YES

Municipal Bonds - - 0.00% 0.00% 0.00% 20.00% YES

Supranational Debt - - 0.00% 0.00% 0.00% 25.00% YES

Certificates of Deposit 14,130,380.00 14,130,380.00 2.76% 0.14% 1.40% 25.00% YES

Total Portfolio Market Value 538,628,677.51$ 511,812,715.45$ 100.00% 0.98%

City of Riverside Historical Cost Basis Security Distribution September 1, 2016 to September 30, 2016

$-

$100,000,000

$200,000,000

$300,000,000

$400,000,000

FNM

A

FHLM

C

FFC

B

FHLB

LAIF

Fu

nd

1

LAIF

Fu

nd

2

Cas

h

UST

AB

S

CP

Co

rp BA

MM

F

Mu

ni

Sup

ra CD

Asset Balance By Security Type(in millions)


FHLMC2.35%

LAIF Fund 19.77%

LAIF Fund 21.29%

UST61.08%

Corp6.12%

MMF16.63%

CD2.76%

Ending Portfolio Allocation

Additional Disclosure

This statement is for general information purposes only and is not intended to provide specific advice or recommendations. Please review the contents of this statement carefully. Should you have any questions regarding the information presented, calculation methodology, investment portfolio or security detail, or any other facet of your statement, please feel free to contact us.

Public Trust Advisor’s monthly statement is intended to detail our investment advisory activity as well as the activity of any accounts held by clients in pools that are managed by Public Trust Advisors. The custodian bank maintains the control of assets and executes and settles all investments transactions. The custodian statement is the official record of security and cash holdings transactions. Public Trust Advisors recognizes that clients may use these reports to facilitate record keeping; therefore the custodian bank statement and the Public Trust Advisors statement should be reconciled and differences resolved. Many custodians use a settlement date basis which may result in the need to reconcile due to a timing difference. Please contact your relationship manager or our toll free number 855-395-3954 with questions regarding your account.

Public Trust Advisors does not have the authority to withdraw funds from or deposit funds to the custodian. Our clients retain responsibility for their internal accounting policies; implementing and enforcing internal controls and generating ledger entries or otherwise recording transactions.

Pricing sources from our reporting platform are provided by Clearwater reporting platform and are established by Clearwater’s internal pricing procedures. Clearwater utilizes a hierarchical pricing model which starts with one of the industry’s pricing sources, S&P Capital IQ. Securities with short maturities and infrequent secondary market trades are typically priced via mathematical calculations. The Securities in this investment portfolio, including shares of mutual funds, are not guaranteed or otherwise protected by Public trust Advisors, the FDIC (except for certain non-negotiable certificates of deposit) or any government agency, unless otherwise specifically stated. Investment in fixed income securities involves risks, including the possible loss of the amount invested.

Past performance is not an indication of future performance.

Beginning and Ending Balances based on Market Value plus Accrued Interest on a Trade Date basis.

Public Trust Advisors is an investment advisor registered with the Securities and Exchange Commission, and is required to maintain a written disclosure statement of our background and business experience. If you would like to receive a copy of our current disclosure statement, privacy policy, or code of ethics please contact Service Operations at the address below.

Public Trust Advisors717 17th Street, Suite 1850Denver, CO 80202

Portfolio Holdings

Portfolio Income

Portfolio Transactions

Issuer Concentration

Security Concentration

Portfolio Activity Summary

City of Riverside Detail

Month End Report Trade Date Agg onlyRiverside, City of General Agg (66771)Month End (M9 Y2016)09/01/2016 - 09/30/2016Dated: 10/27/2016Locked Down

Holdings Report Trade Date (Riverside, City of General Agg (66771)) 1

Income Detail Report Trade Date (Riverside, City of General Agg (66771)) 9

Transactions Realized Gain Loss Report (Riverside, City of General Agg(66771))

14

Issuer Concentration with Yield GASB 40 Trade Date (Riverside, City ofGeneral Agg (66771))

16

Security Type GASB 40 Trade Date (Riverside, City of General Agg (66771)) 31

Portfolio Activity Summary (Riverside, City of General Agg (66771)) 39

Table of ContentsDated: 10/27/2016

Description,Identifier,

Security Type,Coupon

Effective Maturity,Final Maturity,Callable,Next Call Date

Original Cost,Current Units,

Market Price

Trade Date,Settle Date

MoodysRating,S&P Rating,Fitch Rating

Book Value,Book Value + Accrued

Accrued Balance,Net Unrealized Gain/Loss

Market Value,Market Value + Accrued

FEDERAL HOME LOAN MORTGAGE CORP3137EABA6

AGCY BOND5.125

11/17/201711/17/2017N---

12,023,380.0010,000,000.00

104.8700

01/14/201301/16/2013

AaaAA+---

10,479,179.9710,669,943.86

190,763.897,820.03

10,487,000.0010,677,763.89

Signature Bank of Arkansas82669LFR9

CD1.05

08/25/201708/25/2017N---

249,000.00249,000.00

100.1120

08/17/201508/26/2015

NANA---

249,000.00249,035.82

35.82278.88

249,278.88249,314.70

Leader Bank, National Association52168UCU4

CD1.05

04/21/201704/21/2017N---

248,000.00248,000.00

100.1380

10/08/201410/23/2014

NANA---

248,000.00248,057.07

57.07342.24

248,342.24248,399.31

Goldman Sachs Bank USA38147J3R1

CD1.65

09/04/201809/04/2018N---

247,000.00247,000.00

100.7180

08/27/201409/03/2014

P-1A-1---

247,000.00247,312.64

312.641,773.46

248,773.46249,086.10

Sallie Mae Bank795450SU0

CD1.80

09/04/201809/04/2018N---

247,000.00247,000.00

100.9700

08/27/201409/03/2014

NRNR---

247,000.00247,341.06

341.062,395.90

249,395.90249,736.96

Third Federal Savings and Loan Association of Clev88413QAD0

CD1.40

11/27/201711/27/2017N---

248,000.00248,000.00

100.4470

11/13/201311/27/2013

NANA---

248,000.00249,208.07

1,208.071,108.56

249,108.56250,316.63

First Niagara Bank, National Association33583CRW1

CD1.15

09/25/201709/25/2017N---

248,000.00248,000.00

100.1910

09/16/201509/25/2015

P-1NR---

248,000.00248,046.88

46.88473.68

248,473.68248,520.56

GE Capital Bank36160J2N7

CD1.60

07/03/201807/03/2018N---

248,000.00248,000.00

100.6810

06/27/201407/03/2014

P-1NA---

248,000.00248,978.41

978.411,688.88

249,688.88250,667.29

Parkway Bank And Trust Company70153RHJ0

CD1.15

04/07/201704/07/2017N---

248,000.00248,000.00

100.1830

10/03/201410/07/2014

NRNR---

248,000.00249,383.02

1,383.02453.84

248,453.84249,836.86

The State Bank and Trust Company855736DA9

CD1.60

02/17/202102/17/2021N---

249,000.00249,000.00

99.6080

02/05/201602/17/2016

NANA---

249,000.00249,152.81

152.81-976.08

248,023.92248,176.73

EverBank29976DA42

CD1.10

08/28/201708/28/2017N---

248,000.00248,000.00

100.1540

08/14/201508/28/2015

NRNR---

248,000.00248,254.12

254.12381.92

248,381.92248,636.04

Bank of The Ozarks46115DDU7

CD1.00

10/17/201610/17/2016N---

249,000.00249,000.00

100.0160

10/02/201310/17/2013

NRNA---

249,000.00249,095.51

95.5139.84

249,039.84249,135.35

EnerBank USA29266NX51

CD1.90

01/28/202101/28/2021N---

247,000.00247,000.00

100.6710

01/15/201601/28/2016

NANA---

247,000.00247,835.74

835.741,657.37

248,657.37249,493.11

Bridgewater Bank108622ET4

CD1.50

08/17/202008/17/2020N---

249,000.00249,000.00

99.7400

02/05/201602/17/2016

NANA---

249,000.00249,143.26

143.26-647.40

248,352.60248,495.86

Bank of Charles Town061149AR1

CD1.80

09/30/202009/30/2020N---

249,000.00249,000.00

100.5340

09/22/201509/30/2015

NANA---

249,000.00249,012.28

12.281,329.66

250,329.66250,341.94

Unity Bank91330ABD8

CD1.50

08/26/202008/26/2020N---

249,000.00249,000.00

99.7240

02/05/201602/26/2016

NANA---

249,000.00249,051.16

51.16-687.24

248,312.76248,363.92

Holdings Report Trade Date Riverside, City of General Agg (66771)As of 09/30/2016 Return to Table of Contents Dated: 10/27/2016

1





Market Price






Georgia Bank & Trust Company of Augusta373128EK9

CD1.00

06/20/201706/20/2017N---

249,000.00249,000.00

100.1010

12/11/201312/20/2013

NANA---

249,000.00249,075.04

75.04251.49

249,251.49249,326.53

American Express Centurion Bank02587DWJ3

CD2.00

11/28/201811/28/2018N---

248,000.00248,000.00

101.3340

11/19/201411/28/2014

P-1A-2---

248,000.00249,712.22

1,712.223,308.32

251,308.32253,020.54

Mauch Chunk Trust Company577234BZ9

CD1.20

09/11/201709/11/2017N---

248,000.00248,000.00

100.2420

10/03/201410/10/2014

NANA---

248,000.00248,171.22

171.22600.16

248,600.16248,771.38

HSBC Bank USA, National Association40434AC72

CD1.60

05/17/201811/17/2020Y05/17/2018

246,000.00246,000.00

101.0030

11/18/201511/23/2015

NANA---

246,000.00247,477.35

1,477.352,467.38

248,467.38249,944.73

ConnectOne Bank20786ABA2

CD1.55

07/29/201907/29/2019N---

247,000.00247,000.00

100.4300

01/14/201501/28/2015

NANA---

247,000.00247,031.47

31.471,062.10

248,062.10248,093.57

Main Street Bank Corp.56034WAH4

CD0.90

12/16/201612/16/2016N---

248,000.00248,000.00

100.0420

10/03/201410/16/2014

NANA---

248,000.00248,470.86

470.86104.16

248,104.16248,575.02

Community Bankers' Bank20361LBM5

CD1.65

10/17/201810/17/2018N---

248,000.00248,000.00

100.6990

10/03/201410/17/2014

NANA---

248,000.00248,156.95

156.951,733.52

249,733.52249,890.47

KeyBank National Association49306SVY9

CD1.55

01/22/201901/22/2019N---

247,000.00247,000.00

100.5020

01/13/201601/20/2016

P-1A-2---

247,000.00247,765.70

765.701,239.94

248,239.94249,005.64

Lakeside Bank (Inc)51210SKR7

CD0.90

10/24/201610/24/2016N---

248,000.00248,000.00

100.0160

12/17/201412/23/2014

NRNR---

248,000.00248,048.92

48.9239.68

248,039.68248,088.60

United Community Bank90983WAZ4

CD1.00

04/13/201704/13/2017N---

248,000.00248,000.00

100.1110

10/03/201410/14/2014

NANA---

248,000.00248,115.51

115.51275.28

248,275.28248,390.79

Webster Bank, National Association94768NJU9

CD1.90

07/02/201907/02/2019N---

247,380.00248,000.00

101.2500

07/01/201407/02/2014

P-1A-2---

247,461.52248,636.30

1,174.773,638.48

251,100.00252,274.77

Prime Alliance Bank, Inc.74160NEN6

CD1.15

02/12/201902/12/2019N---

249,000.00249,000.00

99.6690

02/05/201602/12/2016

NANA---

249,000.00249,149.06

149.06-824.19

248,175.81248,324.87

Customers Bank23204HDB1

CD1.25

12/18/201712/18/2017N---

248,000.00248,000.00

100.2740

12/02/201512/18/2015

NANA---

248,000.00248,891.78

891.78679.52

248,679.52249,571.30

Capital One Bank140420PT1

CD1.80

10/09/201810/09/2018N---

248,000.00248,000.00

100.9530

10/03/201410/08/2014

P-1A-2---

248,000.00250,152.50

2,152.502,363.44

250,363.44252,515.94

Flushing Bank34387ABS7

CD1.50

12/17/201812/17/2018N---

249,000.00249,000.00

100.4190

12/03/201512/17/2015

NANA---

249,000.00249,163.73

163.731,043.31

250,043.31250,207.04

Alma Bank020080AV9

CD1.70

09/30/201909/30/2019N---

247,000.00247,000.00

100.7570

09/16/201509/30/2015

NANA---

247,000.00247,011.50

11.501,869.79

248,869.79248,881.29


2





Market Price






Discover Bank2546714P2

CD1.30

08/21/201708/21/2017N---

248,000.00248,000.00

100.3320

08/15/201408/20/2014

P-2NR---

248,000.00248,370.98

370.98823.36

248,823.36249,194.34

CIT Bank, National Association17284CC69

CD2.00

05/14/201905/14/2019N---

247,000.00247,000.00

101.4600

05/06/201405/14/2014

NANA---

247,000.00248,894.79

1,894.793,606.20

250,606.20252,500.99

American Express Bank, FSB02587CAU4

CD1.25

08/21/201708/21/2017N---

248,000.00248,000.00

100.2890

08/15/201408/21/2014

NANA---

248,000.00248,348.22

348.22716.72

248,716.72249,064.94

Investors Community Bank46147URG7

CD1.15

02/12/201902/12/2019N---

249,000.00249,000.00

99.6690

02/05/201602/12/2016

NANA---

249,000.00249,149.06

149.06-824.19

248,175.81248,324.87

East Boston Savings Bank27113PAM3

CD1.40

08/24/201808/24/2018N---

249,000.00249,000.00

100.3100

08/17/201508/24/2015

NANA---

249,000.00249,066.85

66.85771.90

249,771.90249,838.75

Wex Bank92937CDH8

CD1.20

12/11/201712/11/2017N---

248,000.00248,000.00

100.2180

12/02/201512/11/2015

NANR---

248,000.00248,913.18

913.18540.64

248,540.64249,453.82

Belmont Savings Bank080515BM0

CD1.40

02/18/202002/18/2020N---

249,000.00249,000.00

99.7890

02/05/201602/17/2016

NANA---

249,000.00249,133.71

133.71-525.39

248,474.61248,608.32

Marlin Business Bank57116AHW1

CD1.70

10/15/201810/15/2018N---

248,000.00248,000.00

100.7850

10/03/201410/14/2014

NANR---

248,000.00248,196.36

196.361,946.80

249,946.80250,143.16

Triad Bank89579NBF9

CD1.00

03/14/201703/14/2017N---

249,000.00249,000.00

100.1070

11/01/201311/14/2013

NRNR---

249,000.00249,115.97

115.97266.43

249,266.43249,382.40

Cadence Bank, N.A.12738RCW2

CD1.25

02/12/201802/12/2018N---

248,000.00248,000.00

100.2480

01/26/201602/10/2016

NANA---

248,000.00248,441.64

441.64615.04

248,615.04249,056.68

BMO Harris Bank National Association05573J4Q4

CD0.90

03/23/201703/23/2017N---

248,000.00248,000.00

100.0600

09/16/201509/23/2015

P-1A-1---

248,000.00248,048.92

48.92148.80

248,148.80248,197.72

Bank of Wisconsin Dells065847CZ6

CD1.50

07/17/202007/17/2020N---

249,000.00249,000.00

99.8010

02/05/201602/17/2016

NANA---

249,000.00249,143.26

143.26-495.51

248,504.49248,647.75

Community Financial Services Bank20364AAQ8

CD0.80

10/17/201610/17/2016N---

248,000.00248,000.00

100.0070

10/03/201410/17/2014

NANA---

248,000.00248,076.10

76.1017.36

248,017.36248,093.46

MB Financial Bank, National Association55266CNH5

CD1.35

08/21/201808/21/2018N---

249,000.00249,000.00

100.2320

08/17/201508/21/2015

NANA---

249,000.00249,092.10

92.10577.68

249,577.68249,669.78

Medallion Bank58403BG26

CD1.10

10/04/201610/04/2016N---

248,000.00248,000.00

100.0040

09/24/201310/04/2013

NANR---

248,000.00249,345.32

1,345.329.92

248,009.92249,355.24

Mercantil Commercebank, National Association58733AAY5

CD1.50

04/24/201804/24/2018N---

248,000.00248,000.00

100.5550

10/08/201410/24/2014

NANA---

248,000.00249,630.68

1,630.681,376.40

249,376.40251,007.08


3





Market Price






Bank of North Carolina06414QUB3

CD1.25

01/16/201801/16/2018N---

247,000.00247,000.00

100.2640

01/14/201501/16/2015

NANR---

247,000.00247,126.88

126.88652.08

247,652.08247,778.96

First Priority Bank33612JFU8

CD1.45

09/28/201809/28/2018N---

248,000.00248,000.00

100.3510

09/22/201509/30/2015

NANA---

248,000.00248,009.85

9.85870.48

248,870.48248,880.33

SouthWest Bank844772BA0

CD0.75

02/13/201702/13/2017N---

237,000.00237,000.00

100.0020

02/03/201502/13/2015

NANA---

237,000.00237,087.66

87.664.74

237,004.74237,092.40

Capital One, National Association14042E5T3

CD1.25

08/21/201708/21/2017N---

249,000.00249,000.00

100.2880

08/14/201508/19/2015

P-1A-2---

249,000.00249,366.68

366.68717.12

249,717.12250,083.80

Comenity Capital Bank20033AME3

CD1.70

08/24/201808/24/2018N---

249,000.00249,000.00

100.8140

08/14/201508/24/2015

NRNR---

249,000.00249,081.18

81.182,026.86

251,026.86251,108.04

UBS Bank USA90348JAP5

CD1.40

10/01/201810/01/2018N---

248,000.00248,000.00

100.2650

10/05/201510/08/2015

NRA-1---

248,000.00248,009.51

9.51657.20

248,657.20248,666.71

First Bank of Highland Park319141CL9

CD1.25

10/10/201710/10/2017N---

248,000.00248,000.00

100.2870

10/03/201410/08/2014

NANR---

248,000.00249,494.79

1,494.79711.76

248,711.76250,206.55

First Commercial Bank31984GDJ5

CD1.00

07/31/201707/31/2017N---

248,000.00248,000.00

100.0830

10/08/201410/30/2014

P-1NA---

248,000.00248,006.79

6.79205.84

248,205.84248,212.63

United Bank06424XBQ4

CD1.55

07/17/201807/17/2018N---

248,000.00248,000.00

100.5890

10/03/201410/17/2014

P-1NR---

248,000.00249,758.76

1,758.761,460.72

249,460.72251,219.48

Barclays Bank Delaware06740KJK4

CD2.20

09/16/202009/16/2020N---

247,000.00247,000.00

101.8690

09/09/201509/16/2015

NRNR---

247,000.00247,223.32

223.324,616.43

251,616.43251,839.75

WAL-MART STORES INC931142CJ0

CORP5.80

02/15/201802/15/2018N---

514,400.90470,000.00

106.6510

01/25/201601/28/2016

Aa2AA---

504,147.70507,630.92

3,483.22-2,888.00

501,259.70504,742.92

BERKSHIRE HATHAWAY FINANCE CORP084664BW0

CORP1.30

05/15/201805/15/2018N---

1,001,730.001,000,000.00

100.2240

01/25/201601/28/2016

Aa2AA---

1,001,382.651,006,293.76

4,911.11857.35

1,002,240.001,007,151.11

GENERAL ELECTRIC CO36962G5W0

CORP2.30

04/27/201704/27/2017N---

7,810,729.607,585,000.00

100.7780

09/05/201409/10/2014

A1AA----

7,634,575.917,709,203.89

74,627.979,435.39

7,644,011.307,718,639.27

TOYOTA MOTOR CREDIT CORP89233P6S0

CORP1.25

10/05/201710/05/2017N---

2,715,233.952,717,000.00

100.1910

04/07/201404/10/2014

Aa3AA----

2,715,748.642,732,352.53

16,603.896,440.83

2,722,189.472,738,793.36

TOYOTA MOTOR CREDIT CORP89236TCP8

CORP1.55

07/13/201807/13/2018N---

5,012,624.305,000,000.00

100.6160

01/25/201601/28/2016

Aa3AA----

5,010,296.705,027,088.37

16,791.6720,503.30

5,030,800.005,047,591.67

GENERAL ELECTRIC CAPITAL CORPORATION36962GY40

CORP5.375

10/20/201610/20/2016N---

2,186,720.002,000,000.00

100.2540

09/05/201409/10/2014

A1AA----

2,004,625.262,052,701.65

48,076.39454.74

2,005,080.002,053,156.39


4





Market Price






SHELL INTERNATIONAL FINANCE BV822582AR3

CORP1.125

08/21/201708/21/2017N---

1,801,135.501,805,000.00

100.1810

04/07/201404/10/2014

Aa2A---

1,802,363.281,804,619.53

2,256.255,903.77

1,808,267.051,810,523.30

APPLE INC037833AQ3

CORP2.10

05/06/201905/06/2019N---

3,557,435.003,500,000.00

102.2190

01/25/201601/28/2016

Aa1AA+---

3,549,705.083,579,309.24

29,604.1727,959.92

3,577,665.003,607,269.17

CHEVRON CORP166764AA8

CORP1.104

12/05/201712/05/2017Y11/05/2017

2,734,721.002,750,000.00

99.9460

04/07/201404/10/2014

Aa2AA----

2,738,671.982,748,454.64

9,782.679,843.02

2,748,515.002,758,297.67

APPLE INC037833AM2

CORP1.05

05/05/201705/05/2017N---

4,008,360.004,000,000.00

100.1370

09/05/201409/10/2014

Aa1AA+---

4,004,941.194,021,857.86

16,916.67538.81

4,005,480.004,022,396.67

STATE OF CALIFORNIALAIFUND1MMFUND

0.65

09/30/201609/30/2016N---

49,995,679.7549,995,679.75

1.0000

07/31/201607/31/2016

NANA---

49,995,679.7549,995,679.75

0.000.00

49,995,679.7549,995,679.75

CALTRUST INVESTMENT TRUST OF CALIFORNIACTRST

MMFUND0.81

09/30/201609/30/2016N---

28,842,587.612,875,791.55

10.0300

------

NAAAf---

28,842,587.6128,842,587.61

0.001,601.63

28,844,189.2528,844,189.25

STATE OF CALIFORNIALAIFUND2MMFUND

0.65

09/30/201609/30/2016N---

6,595,803.256,595,803.25

1.0000

------

NANA---

6,595,803.256,595,803.25

0.000.00

6,595,803.256,595,803.25

BANK OF AMERICABOFAPFCMMFUND

0.50

09/30/201609/30/2016N---

32,089,554.4732,089,554.47

1.0000

------

NANA---

32,089,554.4732,089,554.47

0.000.00

32,089,554.4732,089,554.47

CITIZENS BUSINESS BANKCBBPMMGS

MMFUND0.35

09/30/201609/30/2016N---

5,086,340.725,086,340.72

1.0000

------

NANA---

5,086,340.725,086,340.72

0.000.00

5,086,340.725,086,340.72

WELLS FRGO HERITAGE CL SELECT MMF94984B793

MMFUND0.48

09/30/201609/30/2016N---

19,084,379.8119,084,379.81

1.0000

------

AaaAAAm---

19,084,379.8119,084,379.81

0.000.00

19,084,379.8119,084,379.81

UNITED STATES TREASURY912828C57

US GOV2.25

03/31/202103/31/2021N---

2,946,020.002,800,000.00

104.8360

08/18/201608/22/2016

AaaAA+---

2,942,652.712,942,825.78

173.08-7,244.71

2,935,408.002,935,581.08

UNITED STATES TREASURY912828RE2

US GOV1.50

08/31/201808/31/2018N---

5,542,968.755,500,000.00

101.3520

05/19/201405/21/2014

AaaAA+---

5,535,424.605,542,489.51

7,064.9238,935.40

5,574,360.005,581,424.92

UNITED STATES TREASURY912828VF4

US GOV1.375

05/31/202005/31/2020N---

6,944,765.637,000,000.00

101.2580

07/09/201507/13/2015

AaaAA+---

6,950,257.086,982,603.39

32,346.31137,802.92

7,088,060.007,120,406.31

UNITED STATES TREASURY912828UB4

US GOV1.00

11/30/201911/30/2019N---

2,944,921.883,000,000.00

100.1800

07/09/201507/13/2015

AaaAA+---

2,951,172.792,961,254.75

10,081.9754,227.21

3,005,400.003,015,481.97

UNITED STATES TREASURY912828WT3

US GOV0.875

07/15/201707/15/2017N---

4,205,906.254,200,000.00

100.1910

05/20/201605/24/2016

AaaAA+---

4,204,081.674,211,871.07

7,789.403,940.33

4,208,022.004,215,811.40

UNITED STATES TREASURY912828WS5

US GOV1.625

06/30/201906/30/2019N---

6,104,062.506,000,000.00

102.0230

05/20/201605/24/2016

AaaAA+---

6,092,351.956,116,991.90

24,639.9529,028.05

6,121,380.006,146,019.95


5





Market Price






UNITED STATES TREASURY912828WS5

US GOV1.625

06/30/201906/30/2019N---

3,730,785.163,700,000.00

102.0230

11/05/201511/09/2015

AaaAA+---

3,723,382.303,738,576.93

15,194.6351,468.70

3,774,851.003,790,045.63

UNITED STATES TREASURY912828KD1

US GOV2.75

02/15/201902/15/2019N---

2,120,000.002,000,000.00

104.5230

05/19/201405/21/2014

AaaAA+---

2,102,214.632,109,239.09

7,024.46-11,754.63

2,090,460.002,097,484.46

UNITED STATES TREASURY912828KD1

US GOV2.75

02/15/201902/15/2019N---

2,104,843.752,000,000.00

104.5230

07/14/201407/16/2014

AaaAA+---

2,089,356.172,096,380.63

7,024.461,103.83

2,090,460.002,097,484.46

UNITED STATES TREASURY912828M98

US GOV1.625

11/30/202011/30/2020N---

6,070,308.006,000,000.00

102.1640

01/20/201601/22/2016

AaaAA+---

6,064,124.566,096,890.95

32,766.3965,715.44

6,129,840.006,162,606.39

UNITED STATES TREASURY912828C32

US GOV0.75

03/15/201703/15/2017N---

6,992,860.007,000,000.00

100.1290

06/12/201406/16/2014

AaaAA+---

6,996,257.186,998,577.62

2,320.4412,772.82

7,009,030.007,011,350.44

UNITED STATES TREASURY912828F54

US GOV0.875

10/15/201710/15/2017N---

14,564,777.3414,550,000.00

100.1910

01/20/201601/22/2016

AaaAA+---

14,560,578.9714,619,365.35

58,786.3717,211.53

14,577,790.5014,636,576.87

UNITED STATES TREASURY912828SD3

US GOV1.25

01/31/201901/31/2019N---

2,972,343.753,000,000.00

100.9690

05/19/201405/21/2014

AaaAA+---

2,976,472.032,982,789.97

6,317.9352,597.97

3,029,070.003,035,387.93

UNITED STATES TREASURY912828SH4

US GOV1.375

02/28/201902/28/2019N---

2,582,734.382,600,000.00

101.2580

10/08/201410/10/2014

AaaAA+---

2,590,368.032,593,429.49

3,061.4642,339.97

2,632,708.002,635,769.46

UNITED STATES TREASURY912828SH4

US GOV1.375

02/28/201902/28/2019N---

14,642,734.3814,500,000.00

101.2580

05/20/201605/24/2016

AaaAA+---

14,624,720.7614,641,794.31

17,073.5557,689.24

14,682,410.0014,699,483.55

UNITED STATES TREASURY912828UJ7

US GOV0.875

01/31/201801/31/2018N---

1,976,875.002,000,000.00

100.2110

07/14/201407/16/2014

AaaAA+---

1,982,332.981,985,281.35

2,948.3721,887.02

2,004,220.002,007,168.37

UNITED STATES TREASURY912828UF5

US GOV1.125

12/31/201912/31/2019N---

1,871,203.131,900,000.00

100.5390

02/24/201502/26/2015

AaaAA+---

1,874,395.441,879,797.27

5,401.8335,845.56

1,910,241.001,915,642.83

UNITED STATES TREASURY912828QG8

US GOV2.625

04/30/201804/30/2018N---

11,609,726.5611,000,000.00

102.9450

05/19/201405/21/2014

AaaAA+---

11,247,957.2111,368,792.80

120,835.6075,992.79

11,323,950.0011,444,785.60

UNITED STATES TREASURY912828XE5

US GOV1.50

05/31/202005/31/2020N---

6,626,425.006,500,000.00

101.7190

08/18/201608/22/2016

AaaAA+---

6,622,835.976,655,602.37

32,766.39-11,100.97

6,611,735.006,644,501.39

UNITED STATES TREASURY912828TR1

US GOV1.00

09/30/201909/30/2019N---

7,819,375.008,000,000.00

100.2810

12/12/201412/16/2014

AaaAA+---

7,840,831.007,841,050.78

219.78181,649.00

8,022,480.008,022,699.78

UNITED STATES TREASURY912828TR1

US GOV1.00

09/30/201909/30/2019N---

3,439,023.443,500,000.00

100.2810

05/26/201505/28/2015

AaaAA+---

3,446,285.093,446,381.25

96.1563,549.91

3,509,835.003,509,931.15

UNITED STATES TREASURY912828TS9

US GOV0.625

09/30/201709/30/2017N---

1,977,421.882,000,000.00

99.9530

05/19/201405/21/2014

AaaAA+---

1,984,015.351,984,049.69

34.3415,044.65

1,999,060.001,999,094.34


6





Market Price






UNITED STATES TREASURY912828VK3

US GOV1.375

06/30/201806/30/2018N---

1,502,343.751,500,000.00

101.0510

10/08/201410/10/2014

AaaAA+---

1,501,904.671,507,116.97

5,212.3013,860.33

1,515,765.001,520,977.30

UNITED STATES TREASURY912828UE8

US GOV0.75

12/31/201712/31/2017N---

13,530,416.0213,550,000.00

100.0390

05/20/201605/24/2016

AaaAA+---

13,534,743.0013,560,425.41

25,682.4020,541.50

13,555,284.5013,580,966.90

UNITED STATES TREASURY912828UE8

US GOV0.75

12/31/201712/31/2017N---

6,203,613.136,250,000.00

100.0390

03/05/201503/09/2015

AaaAA+---

6,229,273.796,241,119.92

11,846.1323,163.71

6,252,437.506,264,283.63

UNITED STATES TREASURY912828TG5

US GOV0.50

07/31/201707/31/2017N---

6,913,593.757,000,000.00

99.8980

05/19/201405/21/2014

AaaAA+---

6,942,255.246,948,151.98

5,896.7450,604.76

6,992,860.006,998,756.74

UNITED STATES TREASURY912828TB6

US GOV0.75

06/30/201706/30/2017N---

1,494,375.001,500,000.00

100.0980

10/08/201410/10/2014

AaaAA+---

1,496,378.541,499,221.61

2,843.075,091.46

1,501,470.001,504,313.07

UNITED STATES TREASURY912828TB6

US GOV0.75

06/30/201706/30/2017N---

15,051,562.5015,000,000.00

100.0980

07/09/201507/13/2015

AaaAA+---

15,033,191.1715,061,621.87

28,430.71-18,491.17

15,014,700.0015,043,130.71

UNITED STATES TREASURY912828UQ1

US GOV1.25

02/29/202002/29/2020N---

9,866,406.2510,000,000.00

100.8750

11/05/201511/09/2015

AaaAA+---

9,880,534.059,891,238.47

10,704.42206,965.95

10,087,500.0010,098,204.42

UNITED STATES TREASURY912828VV9

US GOV2.125

08/31/202008/31/2020N---

2,042,421.882,000,000.00

104.0310

11/05/201511/09/2015

AaaAA+---

2,038,501.832,042,141.33

3,639.5042,118.17

2,080,620.002,084,259.50

UNITED STATES TREASURY912828H52

US GOV1.25

01/31/202001/31/2020N---

2,473,046.882,500,000.00

100.9060

05/26/201505/28/2015

AaaAA+---

2,475,977.402,481,242.34

5,264.9546,672.60

2,522,650.002,527,914.95

UNITED STATES TREASURY912828VE7

US GOV1.00

05/31/201805/31/2018N---

10,278,828.1310,250,000.00

100.4020

07/09/201507/13/2015

AaaAA+---

10,273,119.7910,307,566.52

34,446.7218,085.21

10,291,205.0010,325,651.72

UNITED STATES TREASURY912828VE7

US GOV1.00

05/31/201805/31/2018N---

3,964,843.754,000,000.00

100.4020

05/19/201405/21/2014

AaaAA+---

3,971,796.943,985,239.57

13,442.6244,283.06

4,016,080.004,029,522.62

UNITED STATES TREASURY912828A34

US GOV1.25

11/30/201811/30/2018N---

5,325,671.885,300,000.00

100.9140

07/09/201507/13/2015

AaaAA+---

5,321,592.315,343,856.66

22,264.3426,849.69

5,348,442.005,370,706.34

UNITED STATES TREASURY912828D23

US GOV1.625

04/30/201904/30/2019N---

7,086,406.257,000,000.00

101.9380

02/24/201502/26/2015

AaaAA+---

7,074,667.557,122,269.45

47,601.9060,992.45

7,135,660.007,183,261.90

UNITED STATES TREASURY912828UU2

US GOV0.75

03/31/201803/31/2018N---

4,986,718.755,000,000.00

100.0270

07/09/201507/13/2015

AaaAA+---

4,989,588.394,989,691.41

103.0211,761.61

5,001,350.005,001,453.02

UNITED STATES TREASURY912828G20

US GOV0.875

11/15/201711/15/2017N---

6,231,931.256,250,000.00

100.1910

03/05/201503/09/2015

AaaAA+---

6,236,773.006,257,429.42

20,656.4225,164.50

6,261,937.506,282,593.92

UNITED STATES TREASURY912828G61

US GOV1.50

11/30/201911/30/2019N---

6,798,406.256,800,000.00

101.7420

11/05/201511/09/2015

AaaAA+---

6,798,609.646,832,888.33

34,278.69119,846.36

6,918,456.006,952,734.69


7

* Filtered By: Description ≠ "Payable" and Description ≠ "Receivable". * Weighted by: Market Value + Accrued.





Market Price






UNITED STATES TREASURY912828PT1

US GOV2.625

01/31/201801/31/2018N---

12,668,906.2412,000,000.00

102.4880

05/19/201405/21/2014

AaaAA+---

12,244,034.2712,297,104.93

53,070.6554,525.73

12,298,560.0012,351,630.65

UNITED STATES TREASURY912828NG1

US GOV2.75

05/31/201705/31/2017N---

8,470,000.008,000,000.00

101.4060

05/20/201405/22/2014

AaaAA+---

8,104,085.888,178,020.31

73,934.438,394.12

8,112,480.008,186,414.43

UNITED STATES TREASURY912828WW6

US GOV1.625

07/31/201907/31/2019N---

3,495,078.133,500,000.00

102.0700

09/05/201409/09/2014

AaaAA+---

3,495,720.063,505,302.26

9,582.2076,729.94

3,572,450.003,582,032.20

UNITED STATES TREASURY912828B90

US GOV2.00

02/28/202102/28/2021N---

5,625,361.335,500,000.00

103.7110

03/15/201603/17/2016

AaaAA+---

5,614,991.255,624,411.14

9,419.8989,113.75

5,704,105.005,713,524.89

UNITED STATES TREASURY912828VJ6

US GOV1.875

06/30/202006/30/2020N---

7,791,793.957,650,000.00

103.0550

03/15/201603/17/2016

AaaAA+---

7,778,068.057,814,317.20

36,249.15105,639.45

7,883,707.507,919,956.65

UNITED STATES TREASURY912828K66

US GOV0.50

04/30/201704/30/2017N---

14,988,281.2515,000,000.00

99.9770

07/09/201507/13/2015

AaaAA+---

14,993,141.2715,024,527.13

31,385.873,408.74

14,996,550.0015,027,935.87

UNITED STATES TREASURY912828WY2

US GOV2.25

07/31/202107/31/2021N---

6,851,000.006,500,000.00

105.0310

08/18/201608/22/2016

AaaAA+---

6,843,475.236,868,115.17

24,639.95-16,460.23

6,827,015.006,851,654.95

UNITED STATES TREASURY912828WD8

US GOV1.25

10/31/201810/31/2018N---

4,973,828.135,000,000.00

100.9060

05/19/201405/21/2014

AaaAA+---

4,978,099.425,004,254.32

26,154.8967,200.58

5,045,300.005,071,454.89

UNITED STATES TREASURY912828D98

US GOV1.00

09/15/201709/15/2017N---

11,811,044.9211,750,000.00

100.3130

05/26/201505/28/2015

AaaAA+---

11,792,666.2511,797,859.62

5,193.37-5,888.75

11,786,777.5011,791,970.87

UNITED STATES TREASURY912828TN0

US GOV1.00

08/31/201908/31/2019N---

1,840,773.441,900,000.00

100.3050

10/08/201410/10/2014

AaaAA+---

1,847,953.371,849,580.44

1,627.0757,841.63

1,905,795.001,907,422.07

UNITED STATES TREASURY912828RH5

US GOV1.375

09/30/201809/30/2018N---

10,564,785.0010,500,000.00

101.1330

12/14/201512/16/2015

AaaAA+---

10,553,779.7510,554,176.39

396.6365,185.25

10,618,965.0010,619,361.63

------------

02/24/201802/24/2018------

511,812,715.45480,635,549.55

---

------

AaaAA+---

508,717,436.07510,096,798.81

1,379,362.742,271,334.50

510,988,770.57512,368,133.31


8

Identifier,Description

Final Maturity Current Units Earned InterestIncome

Realized Gain,Realized Loss

Accretion Income Amortization Expense Misc Income Net Earned Income Interest PaymentReceived,

Ending Interest Due

912828WY2UNITED STATES TREASURY

07/31/2021 6,500,000.00 11,922.55 0.000.00

0.00 -5,643.58 0.00 6,278.97 0.000.00

912828C57UNITED STATES TREASURY

03/31/2021 2,800,000.00 5,164.88 0.000.00

0.00 -2,525.75 0.00 2,639.13 31,500.000.00

912828B90UNITED STATES TREASURY

02/28/2021 5,500,000.00 9,116.02 0.000.00

0.00 -2,093.25 0.00 7,022.77 0.000.00

855736DA9The State Bank and Trust Company

02/17/2021 249,000.00 327.45 0.000.00

0.00 0.00 0.00 327.45 338.370.00

29266NX51EnerBank USA

01/28/2021 247,000.00 385.73 0.000.00

0.00 0.00 0.00 385.73 0.000.00

912828M98UNITED STATES TREASURY

11/30/2020 6,000,000.00 7,991.80 0.000.00

0.00 -1,225.68 0.00 6,766.12 0.000.00

40434AC72HSBC Bank USA, National Association

11/17/2020 246,000.00 323.51 0.000.00

0.00 0.00 0.00 323.51 0.000.00

061149AR1Bank of Charles Town

09/30/2020 249,000.00 368.38 0.000.00

0.00 0.00 0.00 368.38 380.660.00

06740KJK4Barclays Bank Delaware

09/16/2020 247,000.00 446.63 0.000.00

0.00 0.00 0.00 446.63 2,739.330.00

912828VV9UNITED STATES TREASURY

08/31/2020 2,000,000.00 3,522.10 0.000.00

0.00 -791.89 0.00 2,730.21 0.000.00

91330ABD8Unity Bank

08/26/2020 249,000.00 306.99 0.000.00

0.00 0.00 0.00 306.99 317.220.00

108622ET4Bridgewater Bank

08/17/2020 249,000.00 306.99 0.000.00

0.00 0.00 0.00 306.99 317.220.00

065847CZ6Bank of Wisconsin Dells

07/17/2020 249,000.00 306.99 0.000.00

0.00 0.00 0.00 306.99 317.220.00

912828VJ6UNITED STATES TREASURY

06/30/2020 7,650,000.00 11,693.27 0.000.00

0.00 -2,713.38 0.00 8,979.90 0.000.00

912828VF4UNITED STATES TREASURY

05/31/2020 7,000,000.00 7,889.34 0.000.00

1,079.80 0.00 0.00 8,969.14 0.000.00

912828XE5UNITED STATES TREASURY

05/31/2020 6,500,000.00 7,991.80 0.000.00

0.00 -2,691.77 0.00 5,300.03 0.000.00

912828UQ1UNITED STATES TREASURY

02/29/2020 10,000,000.00 10,359.12 0.000.00

2,828.64 0.00 0.00 13,187.76 0.000.00

080515BM0Belmont Savings Bank

02/18/2020 249,000.00 286.52 0.000.00

0.00 0.00 0.00 286.52 296.070.00

912828H52UNITED STATES TREASURY

01/31/2020 2,500,000.00 2,547.55 0.000.00

573.66 0.00 0.00 3,121.22 0.000.00

912828UF5UNITED STATES TREASURY

12/31/2019 1,900,000.00 1,742.53 0.000.00

626.86 0.00 0.00 2,369.38 0.000.00

912828UB4UNITED STATES TREASURY

11/30/2019 3,000,000.00 2,459.02 0.000.00

1,233.26 0.00 0.00 3,692.28 0.000.00

912828G61UNITED STATES TREASURY

11/30/2019 6,800,000.00 8,360.66 0.000.00

35.13 0.00 0.00 8,395.79 0.000.00

912828TR1UNITED STATES TREASURY

09/30/2019 8,000,000.00 6,558.58 0.000.00

4,236.10 0.00 0.00 10,794.68 40,000.000.00

912828TR1UNITED STATES TREASURY

09/30/2019 3,500,000.00 2,869.38 0.000.00

1,433.65 0.00 0.00 4,303.03 17,500.000.00

020080AV9Alma Bank

09/30/2019 247,000.00 345.13 0.000.00

0.00 0.00 0.00 345.13 356.630.00

912828TN0UNITED STATES TREASURY

08/31/2019 1,900,000.00 1,574.59 0.000.00

1,442.90 0.00 0.00 3,017.49 0.000.00

912828WW6UNITED STATES TREASURY

07/31/2019 3,500,000.00 4,636.55 0.000.00

120.53 0.00 0.00 4,757.08 0.000.00

20786ABA2ConnectOne Bank

07/29/2019 247,000.00 314.67 0.000.00

0.00 0.00 0.00 314.67 325.160.00

94768NJU9Webster Bank, National Association

07/02/2019 248,000.00 387.29 0.000.00

16.09 0.00 0.00 403.38 0.000.00

912828WS5UNITED STATES TREASURY

06/30/2019 6,000,000.00 7,948.37 0.000.00

0.00 -2,701.24 0.00 5,247.13 0.000.00

Income Detail Report Trade Date Riverside, City of General Agg (66771)09/01/2016 - 09/30/2016 Return to Table of Contents Dated: 10/27/2016

9





Ending Interest Due

912828WS5UNITED STATES TREASURY

06/30/2019 3,700,000.00 4,901.49 0.000.00

0.00 -680.80 0.00 4,220.69 0.000.00

17284CC69CIT Bank, National Association

05/14/2019 247,000.00 406.03 0.000.00

0.00 0.00 0.00 406.03 0.000.00

037833AQ3APPLE INC

05/06/2019 3,500,000.00 6,125.00 0.000.00

0.00 -1,525.52 0.00 4,599.48 0.000.00

912828D23UNITED STATES TREASURY

04/30/2019 7,000,000.00 9,273.10 0.000.00

0.00 -2,316.85 0.00 6,956.25 0.000.00

912828SH4UNITED STATES TREASURY

02/28/2019 2,600,000.00 2,962.71 0.000.00

325.42 0.00 0.00 3,288.12 0.000.00

912828SH4UNITED STATES TREASURY

02/28/2019 14,500,000.00 16,522.79 0.000.00

0.00 -4,236.35 0.00 12,286.44 0.000.00

912828KD1UNITED STATES TREASURY

02/15/2019 2,000,000.00 4,483.70 0.000.00

0.00 -3,491.22 0.00 992.48 0.000.00

912828KD1UNITED STATES TREASURY

02/15/2019 2,000,000.00 4,483.70 0.000.00

0.00 -3,043.49 0.00 1,440.21 0.000.00

74160NEN6Prime Alliance Bank, Inc.

02/12/2019 249,000.00 235.35 0.000.00

0.00 0.00 0.00 235.35 243.200.00

46147URG7Investors Community Bank

02/12/2019 249,000.00 235.35 0.000.00

0.00 0.00 0.00 235.35 243.200.00

912828SD3UNITED STATES TREASURY

01/31/2019 3,000,000.00 3,057.07 0.000.00

808.72 0.00 0.00 3,865.79 0.000.00

49306SVY9KeyBank National Association

01/22/2019 247,000.00 314.67 0.000.00

0.00 0.00 0.00 314.67 0.000.00

34387ABS7Flushing Bank

12/17/2018 249,000.00 306.99 0.000.00

0.00 0.00 0.00 306.99 317.220.00

912828A34UNITED STATES TREASURY

11/30/2018 5,300,000.00 5,430.33 0.000.00

0.00 -807.95 0.00 4,622.38 0.000.00

02587DWJ3American Express Centurion Bank

11/28/2018 248,000.00 407.67 0.000.00

0.00 0.00 0.00 407.67 0.000.00

912828WD8UNITED STATES TREASURY

10/31/2018 5,000,000.00 5,095.11 0.000.00

843.02 0.00 0.00 5,938.13 0.000.00

20361LBM5Community Bankers' Bank

10/17/2018 248,000.00 336.33 0.000.00

0.00 0.00 0.00 336.33 347.540.00

57116AHW1Marlin Business Bank

10/15/2018 248,000.00 346.52 0.000.00

0.00 0.00 0.00 346.52 358.070.00

140420PT1Capital One Bank

10/09/2018 248,000.00 366.90 0.000.00

0.00 0.00 0.00 366.90 0.000.00

90348JAP5UBS Bank USA

10/01/2018 248,000.00 285.37 0.000.00

0.00 0.00 0.00 285.37 294.880.00

912828RH5UNITED STATES TREASURY

09/30/2018 10,500,000.00 11,836.18 0.000.00

0.00 -2,172.86 0.00 9,663.32 72,187.500.00

33612JFU8First Priority Bank

09/28/2018 248,000.00 295.56 0.000.00

0.00 0.00 0.00 295.56 1,812.780.00

38147J3R1Goldman Sachs Bank USA

09/04/2018 247,000.00 334.97 0.000.00

0.00 0.00 0.00 334.97 2,054.500.00

795450SU0Sallie Mae Bank

09/04/2018 247,000.00 365.42 0.000.00

0.00 0.00 0.00 365.42 2,241.270.00

912828RE2UNITED STATES TREASURY

08/31/2018 5,500,000.00 6,837.02 0.000.00

0.00 -1,519.68 0.00 5,317.34 0.000.00

27113PAM3East Boston Savings Bank

08/24/2018 249,000.00 286.52 0.000.00

0.00 0.00 0.00 286.52 296.070.00

20033AME3Comenity Capital Bank

08/24/2018 249,000.00 347.92 0.000.00

0.00 0.00 0.00 347.92 359.520.00

55266CNH5MB Financial Bank, National Association

08/21/2018 249,000.00 276.29 0.000.00

0.00 0.00 0.00 276.29 285.500.00

06424XBQ4United Bank

07/17/2018 248,000.00 315.95 0.000.00

0.00 0.00 0.00 315.95 0.000.00

89236TCP8TOYOTA MOTOR CREDIT CORP

07/13/2018 5,000,000.00 6,458.33 0.000.00

0.00 -465.25 0.00 5,993.08 0.000.00


10





Ending Interest Due

36160J2N7GE Capital Bank

07/03/2018 248,000.00 326.14 0.000.00

0.00 0.00 0.00 326.14 0.000.00

912828VK3UNITED STATES TREASURY

06/30/2018 1,500,000.00 1,681.39 0.000.00

0.00 -87.88 0.00 1,593.51 0.000.00

912828VE7UNITED STATES TREASURY

05/31/2018 10,250,000.00 8,401.64 0.000.00

0.00 -1,130.09 0.00 7,271.55 0.000.00

912828VE7UNITED STATES TREASURY

05/31/2018 4,000,000.00 3,278.69 0.000.00

1,371.54 0.00 0.00 4,650.23 0.000.00

084664BW0BERKSHIRE HATHAWAY FINANCE CORP

05/15/2018 1,000,000.00 1,083.33 0.000.00

0.00 -68.71 0.00 1,014.63 0.000.00

912828QG8UNITED STATES TREASURY

04/30/2018 11,000,000.00 23,539.40 0.000.00

0.00 -12,639.05 0.00 10,900.35 0.000.00

58733AAY5Mercantil Commercebank, National Association

04/24/2018 248,000.00 305.75 0.000.00

0.00 0.00 0.00 305.75 0.000.00

912828UU2UNITED STATES TREASURY

03/31/2018 5,000,000.00 3,074.33 0.000.00

566.49 0.00 0.00 3,640.82 18,750.000.00

931142CJ0WAL-MART STORES INC

02/15/2018 470,000.00 2,271.67 0.000.00

0.00 -2,023.25 0.00 248.42 0.000.00

12738RCW2Cadence Bank, N.A.

02/12/2018 248,000.00 254.79 0.000.00

0.00 0.00 0.00 254.79 0.000.00

912828UJ7UNITED STATES TREASURY

01/31/2018 2,000,000.00 1,426.63 0.000.00

1,072.28 0.00 0.00 2,498.91 0.000.00

912828PT1UNITED STATES TREASURY

01/31/2018 12,000,000.00 25,679.35 0.000.00

0.00 -14,850.19 0.00 10,829.16 0.000.00

06414QUB3Bank of North Carolina

01/16/2018 247,000.00 253.77 0.000.00

0.00 0.00 0.00 253.77 262.230.00

912828UE8UNITED STATES TREASURY

12/31/2017 13,550,000.00 8,284.65 0.000.00

992.17 0.00 0.00 9,276.81 0.000.00

912828UE8UNITED STATES TREASURY

12/31/2017 6,250,000.00 3,821.33 0.000.00

1,346.40 0.00 0.00 5,167.73 0.000.00

23204HDB1Customers Bank

12/18/2017 248,000.00 254.79 0.000.00

0.00 0.00 0.00 254.79 0.000.00

92937CDH8Wex Bank

12/11/2017 248,000.00 244.60 0.000.00

0.00 0.00 0.00 244.60 0.000.00

166764AA8CHEVRON CORP

12/05/2017 2,750,000.00 2,530.00 0.000.00

781.22 0.00 0.00 3,311.22 0.000.00

88413QAD0Third Federal Savings and Loan Association of Clev

11/27/2017 248,000.00 285.37 0.000.00

0.00 0.00 0.00 285.37 0.000.00

3137EABA6FEDERAL HOME LOAN MORTGAGE CORP

11/17/2017 10,000,000.00 42,708.33 0.000.00

0.00 -34,445.47 0.00 8,262.86 0.000.00

912828G20UNITED STATES TREASURY

11/15/2017 6,250,000.00 4,458.22 0.000.00

954.00 0.00 0.00 5,412.22 0.000.00

912828F54UNITED STATES TREASURY

10/15/2017 14,550,000.00 10,435.45 0.000.00

0.00 -828.63 0.00 9,606.83 0.000.00

319141CL9First Bank of Highland Park

10/10/2017 248,000.00 254.79 0.000.00

0.00 0.00 0.00 254.79 0.000.00

89233P6S0TOYOTA MOTOR CREDIT CORP

10/05/2017 2,717,000.00 2,830.21 0.000.00

101.58 0.00 0.00 2,931.79 0.000.00

912828TS9UNITED STATES TREASURY

09/30/2017 2,000,000.00 1,024.78 0.000.00

1,301.75 0.00 0.00 2,326.52 6,250.000.00

33583CRW1First Niagara Bank, National Association

09/25/2017 248,000.00 234.41 0.000.00

0.00 0.00 0.00 234.41 1,437.720.00

912828D98UNITED STATES TREASURY

09/15/2017 11,750,000.00 9,663.48 0.000.00

0.00 -3,658.97 0.00 6,004.51 58,750.000.00

577234BZ9Mauch Chunk Trust Company

09/11/2017 248,000.00 244.61 0.000.00

0.00 0.00 0.00 244.61 252.760.00

29976DA42EverBank

08/28/2017 248,000.00 224.22 0.000.00

0.00 0.00 0.00 224.22 0.000.00

82669LFR9Signature Bank of Arkansas

08/25/2017 249,000.00 214.89 0.000.00

0.00 0.00 0.00 214.89 222.050.00


11





Ending Interest Due

822582AR3SHELL INTERNATIONAL FINANCE BV

08/21/2017 1,805,000.00 1,692.19 0.000.00

241.03 0.00 0.00 1,933.21 0.000.00

2546714P2Discover Bank

08/21/2017 248,000.00 264.99 0.000.00

0.00 0.00 0.00 264.99 0.000.00

02587CAU4American Express Bank, FSB

08/21/2017 248,000.00 254.79 0.000.00

0.00 0.00 0.00 254.79 0.000.00

14042E5T3Capital One, National Association

08/21/2017 249,000.00 255.82 0.000.00

0.00 0.00 0.00 255.82 0.000.00

912828TG5UNITED STATES TREASURY

07/31/2017 7,000,000.00 2,853.26 0.000.00

5,635.79 0.00 0.00 8,489.05 0.000.00

31984GDJ5First Commercial Bank

07/31/2017 248,000.00 203.84 0.000.00

0.00 0.00 0.00 203.84 210.630.00

912828WT3UNITED STATES TREASURY

07/15/2017 4,200,000.00 2,995.92 0.000.00

0.00 -421.24 0.00 2,574.69 0.000.00

912828TB6UNITED STATES TREASURY

06/30/2017 1,500,000.00 917.12 0.000.00

393.65 0.00 0.00 1,310.77 0.000.00

912828TB6UNITED STATES TREASURY

06/30/2017 15,000,000.00 9,171.20 0.000.00

0.00 -3,615.38 0.00 5,555.82 0.000.00

373128EK9Georgia Bank & Trust Company of Augusta

06/20/2017 249,000.00 204.66 0.000.00

0.00 0.00 0.00 204.66 211.480.00

912828NG1UNITED STATES TREASURY

05/31/2017 8,000,000.00 18,032.79 0.000.00

0.00 -12,812.44 0.00 5,220.35 0.000.00

037833AM2APPLE INC

05/05/2017 4,000,000.00 3,500.00 0.000.00

0.00 -674.60 0.00 2,825.40 0.000.00

912828K66UNITED STATES TREASURY

04/30/2017 15,000,000.00 6,114.13 0.000.00

959.21 0.00 0.00 7,073.34 0.000.00

36962G5W0GENERAL ELECTRIC CO

04/27/2017 7,585,000.00 14,537.92 0.000.00

0.00 -7,080.57 0.00 7,457.34 0.000.00

52168UCU4Leader Bank, National Association

04/21/2017 248,000.00 214.03 0.000.00

0.00 0.00 0.00 214.03 221.160.00

90983WAZ4United Community Bank

04/13/2017 248,000.00 203.84 0.000.00

0.00 0.00 0.00 203.84 210.630.00

70153RHJ0Parkway Bank And Trust Company

04/07/2017 248,000.00 234.41 0.000.00

0.00 0.00 0.00 234.41 0.000.00

05573J4Q4BMO Harris Bank National Association

03/23/2017 248,000.00 183.45 0.000.00

0.00 0.00 0.00 183.45 1,125.170.00

912828C32UNITED STATES TREASURY

03/15/2017 7,000,000.00 4,317.72 0.000.00

675.29 0.00 0.00 4,993.01 26,250.000.00

89579NBF9Triad Bank

03/14/2017 249,000.00 204.66 0.000.00

0.00 0.00 0.00 204.66 211.480.00

844772BA0SouthWest Bank

02/13/2017 237,000.00 146.10 0.000.00

0.00 0.00 0.00 146.10 150.970.00

56034WAH4Main Street Bank Corp.

12/16/2016 248,000.00 183.45 0.000.00

0.00 0.00 0.00 183.45 0.000.00

51210SKR7Lakeside Bank (Inc)

10/24/2016 248,000.00 183.45 0.000.00

0.00 0.00 0.00 183.45 189.570.00

36962GY40GENERAL ELECTRIC CAPITAL CORPORATION

10/20/2016 2,000,000.00 8,958.33 0.000.00

0.00 -7,303.05 0.00 1,655.28 0.000.00

46115DDU7Bank of The Ozarks

10/17/2016 249,000.00 204.66 0.000.00

0.00 0.00 0.00 204.66 211.480.00

20364AAQ8Community Financial Services Bank

10/17/2016 248,000.00 163.06 0.000.00

0.00 0.00 0.00 163.06 168.500.00

58403BG26Medallion Bank

10/04/2016 248,000.00 224.22 0.000.00

0.00 0.00 0.00 224.22 0.000.00

LAIFUND1STATE OF CALIFORNIA

09/30/2016 49,995,679.75 0.00 0.000.00

0.00 0.00 0.00 0.00 0.000.00

CTRSTCALTRUST INVESTMENT TRUST OF CALIFORNIA

09/30/2016 2,875,791.55 18,935.64 0.000.00

0.00 0.00 0.00 18,935.64 18,600.5118,935.64

LAIFUND2STATE OF CALIFORNIA

09/30/2016 6,595,803.25 0.00 0.000.00

0.00 0.00 0.00 0.00 0.000.00


12

* Filtered By: Description ≠ "Payable" and Description ≠ "Receivable". * Weighted by: Market Value + Accrued.





Ending Interest Due

BOFAPFCBANK OF AMERICA

09/30/2016 32,089,554.47 12,244.63 0.000.00

0.00 0.00 0.00 12,244.63 12,244.630.00

CBBPMMGSCITIZENS BUSINESS BANK

09/30/2016 5,086,340.72 1,462.77 0.000.00

0.00 0.00 0.00 1,462.77 1,462.770.00

94984B793WELLS FRGO HERITAGE CL SELECT MMF

09/30/2016 19,084,379.81 7,132.33 0.000.00

0.00 0.00 0.00 7,132.33 6,403.697,132.33

------

02/24/2018 480,635,549.55 486,871.10 0.000.00

31,996.17 -142,286.01 0.00 376,581.26 329,226.5626,067.97


13

* Does not Lock Down.

Identifier Description Current Units Type Settle Date Price Principal Realized Gain/Loss Amount

94984B793 WELLS FRGO HERITAGE CL SELECT MMF 0.00 Money Market Funds 08/31/2016 --- 0.00 0.00 6,403.69

CTRST CALTRUST INVESTMENT TRUST OFCALIFORNIA

0.00 Money Market Funds 08/31/2016 --- 0.00 0.00 18,600.51

94984B793 WELLS FRGO HERITAGE CL SELECT MMF 6,403.69 Buy 09/01/2016 1.00 6,403.69 0.00 -6,403.69


1,854.49 Buy 09/01/2016 10.03 18,600.51 0.00 -18,600.51

795450SU0 Sallie Mae Bank 0.00 Coupon 09/03/2016 --- 0.00 0.00 2,241.27

38147J3R1 Goldman Sachs Bank USA 0.00 Coupon 09/03/2016 --- 0.00 0.00 2,054.50

CCYUSD US Dollar 0.00 Cash Transfer 09/06/2016 --- 0.00 0.00 -4,295.77

577234BZ9 Mauch Chunk Trust Company 0.00 Coupon 09/10/2016 --- 0.00 0.00 252.76

46147URG7 Investors Community Bank 0.00 Coupon 09/12/2016 --- 0.00 0.00 243.20

CCYUSD US Dollar 0.00 Cash Transfer 09/12/2016 --- 0.00 0.00 -739.16

74160NEN6 Prime Alliance Bank, Inc. 0.00 Coupon 09/12/2016 --- 0.00 0.00 243.20

844772BA0 SouthWest Bank 0.00 Coupon 09/13/2016 --- 0.00 0.00 150.97


57116AHW1 Marlin Business Bank 0.00 Coupon 09/14/2016 --- 0.00 0.00 358.07

90983WAZ4 United Community Bank 0.00 Coupon 09/14/2016 --- 0.00 0.00 210.63


89579NBF9 Triad Bank 0.00 Coupon 09/14/2016 --- 0.00 0.00 211.48

912828C32 UNITED STATES TREASURY 0.00 Coupon 09/15/2016 --- 0.00 0.00 26,250.00

34387ABS7 Flushing Bank 0.00 Coupon 09/15/2016 --- 0.00 0.00 317.22


912828D98 UNITED STATES TREASURY 0.00 Coupon 09/15/2016 --- 0.00 0.00 58,750.00

06740KJK4 Barclays Bank Delaware 0.00 Coupon 09/16/2016 --- 0.00 0.00 2,739.33


06414QUB3 Bank of North Carolina 0.00 Coupon 09/16/2016 --- 0.00 0.00 262.23

20364AAQ8 Community Financial Services Bank 0.00 Coupon 09/17/2016 --- 0.00 0.00 168.50

065847CZ6 Bank of Wisconsin Dells 0.00 Coupon 09/17/2016 --- 0.00 0.00 317.22

46115DDU7 Bank of The Ozarks 0.00 Coupon 09/17/2016 --- 0.00 0.00 211.48

855736DA9 The State Bank and Trust Company 0.00 Coupon 09/17/2016 --- 0.00 0.00 338.37

108622ET4 Bridgewater Bank 0.00 Coupon 09/17/2016 --- 0.00 0.00 317.22

080515BM0 Belmont Savings Bank 0.00 Coupon 09/17/2016 --- 0.00 0.00 296.07

20361LBM5 Community Bankers' Bank 0.00 Coupon 09/17/2016 --- 0.00 0.00 347.54


373128EK9 Georgia Bank & Trust Company of Augusta 0.00 Coupon 09/20/2016 --- 0.00 0.00 211.48


55266CNH5 MB Financial Bank, National Association 0.00 Coupon 09/21/2016 --- 0.00 0.00 285.50


52168UCU4 Leader Bank, National Association 0.00 Coupon 09/23/2016 --- 0.00 0.00 221.16

51210SKR7 Lakeside Bank (Inc) 0.00 Coupon 09/23/2016 --- 0.00 0.00 189.57


05573J4Q4 BMO Harris Bank National Association 0.00 Coupon 09/23/2016 --- 0.00 0.00 1,125.17

27113PAM3 East Boston Savings Bank 0.00 Coupon 09/24/2016 --- 0.00 0.00 296.07

20033AME3 Comenity Capital Bank 0.00 Coupon 09/24/2016 --- 0.00 0.00 359.52

33583CRW1 First Niagara Bank, National Association 0.00 Coupon 09/25/2016 --- 0.00 0.00 1,437.72


91330ABD8 Unity Bank 0.00 Coupon 09/26/2016 --- 0.00 0.00 317.22

82669LFR9 Signature Bank of Arkansas 0.00 Coupon 09/26/2016 --- 0.00 0.00 222.05

20786ABA2 ConnectOne Bank 0.00 Coupon 09/28/2016 --- 0.00 0.00 325.16


LAIFUND2 STATE OF CALIFORNIA -45,000,000.00 Sell 09/30/2016 1.00 -45,000,000.00 0.00 45,000,000.00

Transactions Realized Gain Loss Report Riverside, City of General Agg (66771)09/01/2016 - 09/30/2016 Return to Table of Contents Dated: 10/27/2016

14

* Filtered By: Type = Buy or Type = Sell or Type = Call Redemption or Type = Put Redemption or Type = Corporate Action Sell or Type = Cash Transfer or Type = Maturity or Type = Coupon or Type = Principal Paydown or Type = Money Market Funds. * MMF transactions are

expanded.

* The Transaction Detail/Trading Activity reports provide our most up-to-date transactional details. As such, these reports are subject to change even after the other reports on the website have been locked down. While these reports can be useful tools in understanding recent activity,

due to their dynamic nature we do not recommend using them for booking journal entries or reconciliation.

Identifier Description Current Units Type Settle Date Price Principal Realized Gain/Loss Amount

LAIFUND2 STATE OF CALIFORNIA 17,500,000.00 Buy 09/30/2016 1.00 17,500,000.00 0.00 -17,500,000.00

020080AV9 Alma Bank 0.00 Coupon 09/30/2016 --- 0.00 0.00 356.63

912828UU2 UNITED STATES TREASURY 0.00 Coupon 09/30/2016 --- 0.00 0.00 18,750.00

BOFAPFC BANK OF AMERICA 0.00 Money Market Funds 09/30/2016 --- 0.00 0.00 12,244.63

BOFAPFC BANK OF AMERICA -22,121,895.74 Sell 09/30/2016 1.00 -22,121,895.74 0.00 22,121,895.74

BOFAPFC BANK OF AMERICA 22,779,466.71 Buy 09/30/2016 1.00 22,779,466.71 0.00 -22,779,466.71

912828TR1 UNITED STATES TREASURY 0.00 Coupon 09/30/2016 --- 0.00 0.00 57,500.00

912828C57 UNITED STATES TREASURY 0.00 Coupon 09/30/2016 --- 0.00 0.00 31,500.00


061149AR1 Bank of Charles Town 0.00 Coupon 09/30/2016 --- 0.00 0.00 380.66

CBBPMMGS CITIZENS BUSINESS BANK 1,462.77 Buy 09/30/2016 1.00 1,462.77 0.00 -1,462.77

CBBPMMGS CITIZENS BUSINESS BANK 0.00 Money Market Funds 09/30/2016 --- 0.00 0.00 1,462.77

CCYUSD US DOLLAR 0.00 Cash Transfer 09/30/2016 --- 0.00 0.00 17,500,000.00

CCYUSD US DOLLAR 0.00 Cash Transfer 09/30/2016 --- 0.00 0.00 -45,000,000.00

CCYUSD US DOLLAR 0.00 Cash Transfer 09/30/2016 --- 0.00 0.00 -12,244.63

CCYUSD US DOLLAR 0.00 Cash Transfer 09/30/2016 --- 0.00 0.00 -22,121,895.74

CCYUSD US DOLLAR 0.00 Cash Transfer 09/30/2016 --- 0.00 0.00 22,779,466.71

94984B793 WELLS FRGO HERITAGE CL SELECT MMF 0.00 Money Market Funds 09/30/2016 --- 0.00 0.00 7,132.33

31984GDJ5 First Commercial Bank 0.00 Coupon 09/30/2016 --- 0.00 0.00 210.63

912828TS9 UNITED STATES TREASURY 0.00 Coupon 09/30/2016 --- 0.00 0.00 6,250.00

90348JAP5 UBS Bank USA 0.00 Coupon 09/30/2016 --- 0.00 0.00 294.88

912828RH5 UNITED STATES TREASURY 0.00 Coupon 09/30/2016 --- 0.00 0.00 72,187.50

33612JFU8 First Priority Bank 0.00 Coupon 09/30/2016 --- 0.00 0.00 1,812.78


0.00 Money Market Funds 09/30/2016 --- 0.00 0.00 18,935.64

--- --- -26,832,708.08 --- --- --- -26,815,962.06 0.00 26,067.97

Transactions Realized Gain Loss Report Riverside, City of General Agg (66771)09/01/2016 - 09/30/2016 Return to Table of Contents Dated: 10/27/2016

15

(BOFAPFC) Bank of America

(CBBPMMGS) Citizens Business Bank

(CTRST) CalTrust

Identifier Security Type Description,Issuer Concentration

Current Units Coupon Type Callable

Duration BookYield

Yield EffectiveMaturity,Final Maturity

Accrued Balance Book Value,Book Value + Accrued


BOFAPFC MMFUND BANK OF AMERICA(BOFAPFC) Bank of America

32,089,554.47 Fixed N 0.00 0.50 0.50 09/30/201609/30/2016

0.00 32,089,554.4732,089,554.47

32,089,554.4732,089,554.47

BOFAPFC MMFUND BANK OF AMERICA(BOFAPFC) Bank of America

32,089,554.47 Fixed N 0.00 0.50 0.50 09/30/201609/30/2016

0.00 32,089,554.4732,089,554.47

32,089,554.4732,089,554.47



Duration BookYield




CBBPMMGS MMFUND CITIZENS BUSINESS BANK(CBBPMMGS) Citizens Business Bank

5,086,340.72 Fixed N 0.00 0.35 0.35 09/30/201609/30/2016

0.00 5,086,340.725,086,340.72

5,086,340.725,086,340.72

CBBPMMGS MMFUND CITIZENS BUSINESS BANK(CBBPMMGS) Citizens Business Bank

5,086,340.72 Fixed N 0.00 0.35 0.35 09/30/201609/30/2016

0.00 5,086,340.725,086,340.72

5,086,340.725,086,340.72



Duration BookYield




CTRST MMFUND CALTRUST INVESTMENT TRUST OFCALIFORNIA(CTRST) CalTrust

2,875,791.55 Variable N 0.00 0.81 0.81 09/30/201609/30/2016

0.00 28,842,587.6128,842,587.61

28,844,189.2528,844,189.25

Issuer Concentration with Yield GASB 40 Trade Date Riverside, City of General Agg (66771)As of 09/30/2016 Return to Table of Contents Dated: 10/27/2016

16

(LAIFUND1) State of California

(LAIFUND2) State of California

Alliance Data Systems Corporation

Alma Bank

American Express Company



Duration BookYield




CTRST MMFUND CALTRUST INVESTMENT TRUST OFCALIFORNIA(CTRST) CalTrust

2,875,791.55 Variable N 0.00 0.81 0.81 09/30/201609/30/2016

0.00 28,842,587.6128,842,587.61

28,844,189.2528,844,189.25



Duration BookYield




LAIFUND1 MMFUND STATE OF CALIFORNIA(LAIFUND1) State of California

49,995,679.75 Fixed N 0.00 0.65 0.65 09/30/201609/30/2016

0.00 49,995,679.7549,995,679.75

49,995,679.7549,995,679.75


49,995,679.75 Fixed N 0.00 0.65 0.65 09/30/201609/30/2016

0.00 49,995,679.7549,995,679.75

49,995,679.7549,995,679.75



Duration BookYield





6,595,803.25 Fixed N 0.00 0.65 0.65 09/30/201609/30/2016

0.00 6,595,803.256,595,803.25

6,595,803.256,595,803.25


6,595,803.25 Fixed N 0.00 0.65 0.65 09/30/201609/30/2016

0.00 6,595,803.256,595,803.25

6,595,803.256,595,803.25



Duration BookYield




20033AME3 CD Comenity Capital BankAlliance Data Systems Corporation

249,000.00 Fixed N 1.855 1.70 1.265 08/24/201808/24/2018

81.18 249,000.00249,081.18

251,026.86251,108.04

20033AME3 CD Comenity Capital BankAlliance Data Systems Corporation

249,000.00 Fixed N 1.855 1.70 1.265 08/24/201808/24/2018

81.18 249,000.00249,081.18

251,026.86251,108.04



Duration BookYield




020080AV9 CD Alma BankAlma Bank

247,000.00 Fixed N 2.904 1.70 1.442 09/30/201909/30/2019

11.50 247,000.00247,011.50

248,869.79248,881.29

020080AV9 CD Alma BankAlma Bank

247,000.00 Fixed N 2.904 1.70 1.442 09/30/201909/30/2019

11.50 247,000.00247,011.50

248,869.79248,881.29



Duration BookYield




02587DWJ3 CD American Express Centurion BankAmerican Express Company

248,000.00 Fixed N 2.097 2.00 1.37 11/28/201811/28/2018

1,712.22 248,000.00249,712.22

251,308.32253,020.54

02587CAU4 CD American Express Bank, FSBAmerican Express Company

248,000.00 Fixed N 0.881 1.249 0.922 08/21/201708/21/2017

348.22 248,000.00248,348.22

248,716.72249,064.94

--- CD ---American Express Company

496,000.00 Fixed N 1.494 1.625 1.148 04/12/201804/12/2018

2,060.44 496,000.00498,060.44

500,025.04502,085.48


17

Apple Inc.

Bank of Highland Park Financial Corp.

Bank of Montreal

Bank of the Ozarks, Inc.

Barclays PLC

Berkshire Hathaway Inc.



Duration BookYield




037833AQ3 CORP APPLE INCApple Inc.

3,500,000.00 Fixed N 2.509 1.54 1.23 05/06/201905/06/2019

29,604.17 3,549,705.083,579,309.24

3,577,665.003,607,269.17

037833AM2 CORP APPLE INCApple Inc.

4,000,000.00 Fixed N 0.592 0.841 0.819 05/05/201705/05/2017

16,916.67 4,004,941.194,021,857.86

4,005,480.004,022,396.67

--- CORP APPLE INCApple Inc.

7,500,000.00 Fixed N 1.498 1.17 1.013 04/16/201804/16/2018

46,520.83 7,554,646.277,601,167.10

7,583,145.007,629,665.83



Duration BookYield




319141CL9 CD First Bank of Highland ParkBank of Highland Park Financial Corp.

248,000.00 Fixed N 1.01 1.25 0.968 10/10/201710/10/2017

1,494.79 248,000.00249,494.79

248,711.76250,206.55

319141CL9 CD First Bank of Highland ParkBank of Highland Park Financial Corp.

248,000.00 Fixed N 1.01 1.25 0.968 10/10/201710/10/2017

1,494.79 248,000.00249,494.79

248,711.76250,206.55



Duration BookYield




05573J4Q4 CD BMO Harris Bank National AssociationBank of Montreal

248,000.00 Fixed N 0.472 0.90 0.773 03/23/201703/23/2017

48.92 248,000.00248,048.92

248,148.80248,197.72

05573J4Q4 CD BMO Harris Bank National AssociationBank of Montreal

248,000.00 Fixed N 0.472 0.90 0.773 03/23/201703/23/2017

48.92 248,000.00248,048.92

248,148.80248,197.72



Duration BookYield




46115DDU7 CD Bank of The OzarksBank of the Ozarks, Inc.

249,000.00 Fixed N 0.044 1.00 0.635 10/17/201610/17/2016

95.51 249,000.00249,095.51

249,039.84249,135.35

46115DDU7 CD Bank of The OzarksBank of the Ozarks, Inc.

249,000.00 Fixed N 0.044 1.00 0.635 10/17/201610/17/2016

95.51 249,000.00249,095.51

249,039.84249,135.35



Duration BookYield




06740KJK4 CD Barclays Bank DelawareBarclays PLC

247,000.00 Fixed N 3.782 2.199 1.71 09/16/202009/16/2020

223.32 247,000.00247,223.32

251,616.43251,839.75

06740KJK4 CD Barclays Bank DelawareBarclays PLC

247,000.00 Fixed N 3.782 2.199 1.71 09/16/202009/16/2020

223.32 247,000.00247,223.32

251,616.43251,839.75



Duration BookYield




084664BW0 CORP BERKSHIRE HATHAWAY FINANCE CORPBerkshire Hathaway Inc.

1,000,000.00 Fixed N 1.596 1.214 1.16 05/15/201805/15/2018

4,911.11 1,001,382.651,006,293.76

1,002,240.001,007,151.11

084664BW0 CORP BERKSHIRE HATHAWAY FINANCE CORPBerkshire Hathaway Inc.

1,000,000.00 Fixed N 1.596 1.214 1.16 05/15/201805/15/2018

4,911.11 1,001,382.651,006,293.76

1,002,240.001,007,151.11


18

BNC Bancorp

Bridgewater Bancshares, Inc.

BSB Bancorp, Inc.

Cadence Bancorp LLC

Capital One Financial Corporation

CBB Financial Corp.



Duration BookYield




06414QUB3 CD Bank of North CarolinaBNC Bancorp

247,000.00 Fixed N 1.276 1.25 1.044 01/16/201801/16/2018

126.88 247,000.00247,126.88

247,652.08247,778.96

06414QUB3 CD Bank of North CarolinaBNC Bancorp

247,000.00 Fixed N 1.276 1.25 1.044 01/16/201801/16/2018

126.88 247,000.00247,126.88

247,652.08247,778.96



Duration BookYield




108622ET4 CD Bridgewater BankBridgewater Bancshares, Inc.

249,000.00 Fixed N 3.739 1.50 1.569 08/17/202008/17/2020

143.26 249,000.00249,143.26

248,352.60248,495.86

108622ET4 CD Bridgewater BankBridgewater Bancshares, Inc.

249,000.00 Fixed N 3.739 1.50 1.569 08/17/202008/17/2020

143.26 249,000.00249,143.26

248,352.60248,495.86



Duration BookYield




080515BM0 CD Belmont Savings BankBSB Bancorp, Inc.

249,000.00 Fixed N 3.281 1.40 1.464 02/18/202002/18/2020

133.71 249,000.00249,133.71

248,474.61248,608.32

080515BM0 CD Belmont Savings BankBSB Bancorp, Inc.

249,000.00 Fixed N 3.281 1.40 1.464 02/18/202002/18/2020

133.71 249,000.00249,133.71

248,474.61248,608.32



Duration BookYield




12738RCW2 CD Cadence Bank, N.A.Cadence Bancorp LLC

248,000.00 Fixed N 1.351 1.249 1.066 02/12/201802/12/2018

441.64 248,000.00248,441.64

248,615.04249,056.68

12738RCW2 CD Cadence Bank, N.A.Cadence Bancorp LLC

248,000.00 Fixed N 1.351 1.249 1.066 02/12/201802/12/2018

441.64 248,000.00248,441.64

248,615.04249,056.68



Duration BookYield




140420PT1 CD Capital One BankCapital One Financial Corporation

248,000.00 Fixed N 1.965 1.80 1.321 10/09/201810/09/2018

2,152.50 248,000.00250,152.50

250,363.44252,515.94

14042E5T3 CD Capital One, National AssociationCapital One Financial Corporation

249,000.00 Fixed N 0.881 1.249 0.923 08/21/201708/21/2017

366.68 249,000.00249,366.68

249,717.12250,083.80

--- CD ---Capital One Financial Corporation

497,000.00 Fixed N 1.426 1.525 1.123 03/17/201803/17/2018

2,519.18 497,000.00499,519.18

500,080.56502,599.74



Duration BookYield




20361LBM5 CD Community Bankers' BankCBB Financial Corp.

248,000.00 Fixed N 1.997 1.65 1.303 10/17/201810/17/2018

156.95 248,000.00248,156.95

249,733.52249,890.47

20361LBM5 CD Community Bankers' BankCBB Financial Corp.

248,000.00 Fixed N 1.997 1.65 1.303 10/17/201810/17/2018

156.95 248,000.00248,156.95

249,733.52249,890.47


19

Chevron Corporation

CIT Group Inc.

CMS Energy Corporation

Community Financial Services, Inc.

Community First Bancshares, Inc.

ConnectOne Bancorp, Inc.



Duration BookYield




166764AA8 CORP CHEVRON CORPChevron Corporation

2,750,000.00 Fixed Y 1.086 1.458 1.15 12/05/201712/05/2017

9,782.67 2,738,671.982,748,454.64

2,748,515.002,758,297.67

166764AA8 CORP CHEVRON CORPChevron Corporation

2,750,000.00 Fixed Y 1.086 1.458 1.15 12/05/201712/05/2017

9,782.67 2,738,671.982,748,454.64

2,748,515.002,758,297.67



Duration BookYield




17284CC69 CD CIT Bank, National AssociationCIT Group Inc.

247,000.00 Fixed N 2.527 2.00 1.429 05/14/201905/14/2019

1,894.79 247,000.00248,894.79

250,606.20252,500.99

17284CC69 CD CIT Bank, National AssociationCIT Group Inc.

247,000.00 Fixed N 2.527 2.00 1.429 05/14/201905/14/2019

1,894.79 247,000.00248,894.79

250,606.20252,500.99



Duration BookYield




29266NX51 CD EnerBank USACMS Energy Corporation

247,000.00 Fixed N 4.128 1.90 1.738 01/28/202101/28/2021

835.74 247,000.00247,835.74

248,657.37249,493.11

29266NX51 CD EnerBank USACMS Energy Corporation

247,000.00 Fixed N 4.128 1.90 1.738 01/28/202101/28/2021

835.74 247,000.00247,835.74

248,657.37249,493.11



Duration BookYield




20364AAQ8 CD Community Financial Services BankCommunity Financial Services, Inc.

248,000.00 Fixed N 0.044 0.80 0.64 10/17/201610/17/2016

76.10 248,000.00248,076.10

248,017.36248,093.46

20364AAQ8 CD Community Financial Services BankCommunity Financial Services, Inc.

248,000.00 Fixed N 0.044 0.80 0.64 10/17/201610/17/2016

76.10 248,000.00248,076.10

248,017.36248,093.46



Duration BookYield




82669LFR9 CD Signature Bank of ArkansasCommunity First Bancshares, Inc.

249,000.00 Fixed N 0.891 1.05 0.925 08/25/201708/25/2017

35.82 249,000.00249,035.82

249,278.88249,314.70

82669LFR9 CD Signature Bank of ArkansasCommunity First Bancshares, Inc.

249,000.00 Fixed N 0.891 1.05 0.925 08/25/201708/25/2017

35.82 249,000.00249,035.82

249,278.88249,314.70



Duration BookYield




20786ABA2 CD ConnectOne BankConnectOne Bancorp, Inc.

247,000.00 Fixed N 2.746 1.55 1.395 07/29/201907/29/2019

31.47 247,000.00247,031.47

248,062.10248,093.57

20786ABA2 CD ConnectOne BankConnectOne Bancorp, Inc.

247,000.00 Fixed N 2.746 1.55 1.395 07/29/201907/29/2019

31.47 247,000.00247,031.47

248,062.10248,093.57


20

County Bancorp, Inc.

Customers Bancorp, Inc.

Dells Bancshares, Inc.

Discover Financial Services

Everbank Financial Corp.

Federal Home Loan Mortgage Corporation



Duration BookYield




46147URG7 CD Investors Community BankCounty Bancorp, Inc.

249,000.00 Fixed N 2.32 1.15 1.292 02/12/201902/12/2019

149.06 249,000.00249,149.06

248,175.81248,324.87

46147URG7 CD Investors Community BankCounty Bancorp, Inc.

249,000.00 Fixed N 2.32 1.15 1.292 02/12/201902/12/2019

149.06 249,000.00249,149.06

248,175.81248,324.87



Duration BookYield




23204HDB1 CD Customers BankCustomers Bancorp, Inc.

248,000.00 Fixed N 1.199 1.25 1.022 12/18/201712/18/2017

891.78 248,000.00248,891.78

248,679.52249,571.30

23204HDB1 CD Customers BankCustomers Bancorp, Inc.

248,000.00 Fixed N 1.199 1.25 1.022 12/18/201712/18/2017

891.78 248,000.00248,891.78

248,679.52249,571.30



Duration BookYield




065847CZ6 CD Bank of Wisconsin DellsDells Bancshares, Inc.

249,000.00 Fixed N 3.66 1.50 1.554 07/17/202007/17/2020

143.26 249,000.00249,143.26

248,504.49248,647.75

065847CZ6 CD Bank of Wisconsin DellsDells Bancshares, Inc.

249,000.00 Fixed N 3.66 1.50 1.554 07/17/202007/17/2020

143.26 249,000.00249,143.26

248,504.49248,647.75



Duration BookYield




2546714P2 CD Discover BankDiscover Financial Services

248,000.00 Fixed N 0.881 1.299 0.923 08/21/201708/21/2017

370.98 248,000.00248,370.98

248,823.36249,194.34

2546714P2 CD Discover BankDiscover Financial Services

248,000.00 Fixed N 0.881 1.299 0.923 08/21/201708/21/2017

370.98 248,000.00248,370.98

248,823.36249,194.34



Duration BookYield




29976DA42 CD EverBankEverbank Financial Corp.

248,000.00 Fixed N 0.90 1.099 0.929 08/28/201708/28/2017

254.12 248,000.00248,254.12

248,381.92248,636.04

29976DA42 CD EverBankEverbank Financial Corp.

248,000.00 Fixed N 0.90 1.099 0.929 08/28/201708/28/2017

254.12 248,000.00248,254.12

248,381.92248,636.04



Duration BookYield




3137EABA6 AGCY BOND FEDERAL HOME LOAN MORTGAGE CORPFederal Home Loan Mortgage Corporation

10,000,000.00 Fixed N 1.09 0.846 0.789 11/17/201711/17/2017

190,763.89 10,479,179.9710,669,943.86

10,487,000.0010,677,763.89

3137EABA6 AGCY BOND FEDERAL HOME LOAN MORTGAGE CORPFederal Home Loan Mortgage Corporation

10,000,000.00 Fixed N 1.09 0.846 0.789 11/17/201711/17/2017

190,763.89 10,479,179.9710,669,943.86

10,487,000.0010,677,763.89


21

First Commercial Bancshares, Inc.

First Priority Financial Corp.

First Texas BHC, Inc.

Flushing Financial Corporation

General Electric Company

Government of the United States



Duration BookYield




31984GDJ5 CD First Commercial BankFirst Commercial Bancshares, Inc.

248,000.00 Fixed N 0.823 1.00 0.90 07/31/201707/31/2017

6.79 248,000.00248,006.79

248,205.84248,212.63

31984GDJ5 CD First Commercial BankFirst Commercial Bancshares, Inc.

248,000.00 Fixed N 0.823 1.00 0.90 07/31/201707/31/2017

6.79 248,000.00248,006.79

248,205.84248,212.63



Duration BookYield




33612JFU8 CD First Priority BankFirst Priority Financial Corp.

248,000.00 Fixed N 1.958 1.45 1.271 09/28/201809/28/2018

9.85 248,000.00248,009.85

248,870.48248,880.33

33612JFU8 CD First Priority BankFirst Priority Financial Corp.

248,000.00 Fixed N 1.958 1.45 1.271 09/28/201809/28/2018

9.85 248,000.00248,009.85

248,870.48248,880.33



Duration BookYield




844772BA0 CD SouthWest BankFirst Texas BHC, Inc.

237,000.00 Fixed N 0.368 0.75 0.745 02/13/201702/13/2017

87.66 237,000.00237,087.66

237,004.74237,092.40

844772BA0 CD SouthWest BankFirst Texas BHC, Inc.

237,000.00 Fixed N 0.368 0.75 0.745 02/13/201702/13/2017

87.66 237,000.00237,087.66

237,004.74237,092.40



Duration BookYield




34387ABS7 CD Flushing BankFlushing Financial Corporation

249,000.00 Fixed N 2.161 1.50 1.308 12/17/201812/17/2018

163.73 249,000.00249,163.73

250,043.31250,207.04

34387ABS7 CD Flushing BankFlushing Financial Corporation

249,000.00 Fixed N 2.161 1.50 1.308 12/17/201812/17/2018

163.73 249,000.00249,163.73

250,043.31250,207.04



Duration BookYield




36962G5W0 CORP GENERAL ELECTRIC COGeneral Electric Company

7,585,000.00 Fixed N 0.567 1.148 0.94 04/27/201704/27/2017

74,627.97 7,634,575.917,709,203.89

7,644,011.307,718,639.27

36962GY40 CORP GENERAL ELECTRIC CAPITALCORPORATIONGeneral Electric Company

2,000,000.00 Fixed N 0.056 0.90 0.782 10/20/201610/20/2016

48,076.39 2,004,625.262,052,701.65

2,005,080.002,053,156.39

36160J2N7 CD GE Capital BankGeneral Electric Company

248,000.00 Fixed N 1.72 1.599 1.206 07/03/201807/03/2018

978.41 248,000.00248,978.41

249,688.88250,667.29

--- --- ---General Electric Company

9,833,000.00 Fixed N 0.491 1.108 0.914 03/30/201703/30/2017

123,682.77 9,887,201.1810,010,883.95

9,898,780.1810,022,462.95


22



Duration BookYield




912828C57 US GOV UNITED STATES TREASURYGovernment of the United States

2,800,000.00 Fixed N 4.286 1.086 1.144 03/31/202103/31/2021

173.08 2,942,652.712,942,825.78

2,935,408.002,935,581.08

912828RE2 US GOV UNITED STATES TREASURYGovernment of the United States

5,500,000.00 Fixed N 1.888 1.159 0.788 08/31/201808/31/2018

7,064.92 5,535,424.605,542,489.51

5,574,360.005,581,424.92

912828VF4 US GOV UNITED STATES TREASURYGovernment of the United States

7,000,000.00 Fixed N 3.555 1.575 1.024 05/31/202005/31/2020

32,346.31 6,950,257.086,982,603.39

7,088,060.007,120,406.31

912828UB4 US GOV UNITED STATES TREASURYGovernment of the United States

3,000,000.00 Fixed N 3.10 1.529 0.942 11/30/201911/30/2019

10,081.97 2,951,172.792,961,254.75

3,005,400.003,015,481.97

912828WT3 US GOV UNITED STATES TREASURYGovernment of the United States

4,200,000.00 Fixed N 0.786 0.751 0.632 07/15/201707/15/2017

7,789.40 4,204,081.674,211,871.07

4,208,022.004,215,811.40

912828WS5 US GOV UNITED STATES TREASURYGovernment of the United States

6,000,000.00 Fixed N 2.679 1.055 0.879 06/30/201906/30/2019

24,639.95 6,092,351.956,116,991.90

6,121,380.006,146,019.95

912828WS5 US GOV UNITED STATES TREASURYGovernment of the United States

3,700,000.00 Fixed N 2.679 1.39 0.879 06/30/201906/30/2019

15,194.63 3,723,382.303,738,576.93

3,774,851.003,790,045.63

912828KD1 US GOV UNITED STATES TREASURYGovernment of the United States

2,000,000.00 Fixed N 2.30 0.578 0.823 02/15/201902/15/2019

7,024.46 2,102,214.632,109,239.09

2,090,460.002,097,484.46

912828KD1 US GOV UNITED STATES TREASURYGovernment of the United States

2,000,000.00 Fixed N 2.30 0.844 0.823 02/15/201902/15/2019

7,024.46 2,089,356.172,096,380.63

2,090,460.002,097,484.46

912828M98 US GOV UNITED STATES TREASURYGovernment of the United States

6,000,000.00 Fixed N 4.004 1.36 1.092 11/30/202011/30/2020

32,766.39 6,064,124.566,096,890.95

6,129,840.006,162,606.39

912828C32 US GOV UNITED STATES TREASURYGovernment of the United States

7,000,000.00 Fixed N 0.458 0.868 0.468 03/15/201703/15/2017

2,320.44 6,996,257.186,998,577.62

7,009,030.007,011,350.44

912828F54 US GOV UNITED STATES TREASURYGovernment of the United States

14,550,000.00 Fixed N 1.031 0.805 0.69 10/15/201710/15/2017

58,786.37 14,560,578.9714,619,365.35

14,577,790.5014,636,576.87

912828SD3 US GOV UNITED STATES TREASURYGovernment of the United States

3,000,000.00 Fixed N 2.294 1.594 0.83 01/31/201901/31/2019

6,317.93 2,976,472.032,982,789.97

3,029,070.003,035,387.93

912828SH4 US GOV UNITED STATES TREASURYGovernment of the United States

2,600,000.00 Fixed N 2.373 1.532 0.848 02/28/201902/28/2019

3,061.46 2,590,368.032,593,429.49

2,632,708.002,635,769.46

912828SH4 US GOV UNITED STATES TREASURYGovernment of the United States

14,500,000.00 Fixed N 2.373 1.013 0.848 02/28/201902/28/2019

17,073.55 14,624,720.7614,641,794.31

14,682,410.0014,699,483.55

912828UJ7 US GOV UNITED STATES TREASURYGovernment of the United States

2,000,000.00 Fixed N 1.323 1.548 0.716 01/31/201801/31/2018

2,948.37 1,982,332.981,985,281.35

2,004,220.002,007,168.37

912828UF5 US GOV UNITED STATES TREASURYGovernment of the United States

1,900,000.00 Fixed N 3.177 1.552 0.956 12/31/201912/31/2019

5,401.83 1,874,395.441,879,797.27

1,910,241.001,915,642.83

912828QG8 US GOV UNITED STATES TREASURYGovernment of the United States

11,000,000.00 Fixed N 1.541 1.182 0.751 04/30/201804/30/2018

120,835.60 11,247,957.2111,368,792.80

11,323,950.0011,444,785.60

912828XE5 US GOV UNITED STATES TREASURYGovernment of the United States

6,500,000.00 Fixed N 3.547 0.974 1.021 05/31/202005/31/2020

32,766.39 6,622,835.976,655,602.37

6,611,735.006,644,501.39

912828TR1 US GOV UNITED STATES TREASURYGovernment of the United States

8,000,000.00 Fixed N 2.95 1.683 0.905 09/30/201909/30/2019

219.78 7,840,831.007,841,050.78

8,022,480.008,022,699.78

912828TR1 US GOV UNITED STATES TREASURYGovernment of the United States

3,500,000.00 Fixed N 2.95 1.526 0.905 09/30/201909/30/2019

96.15 3,446,285.093,446,381.25

3,509,835.003,509,931.15

912828TS9 US GOV UNITED STATES TREASURYGovernment of the United States

2,000,000.00 Fixed N 0.995 1.435 0.672 09/30/201709/30/2017

34.34 1,984,015.351,984,049.69

1,999,060.001,999,094.34

912828VK3 US GOV UNITED STATES TREASURYGovernment of the United States

1,500,000.00 Fixed N 1.723 1.301 0.769 06/30/201806/30/2018

5,212.30 1,501,904.671,507,116.97

1,515,765.001,520,977.30

912828UE8 US GOV UNITED STATES TREASURYGovernment of the United States

13,550,000.00 Fixed N 1.24 0.841 0.718 12/31/201712/31/2017

25,682.40 13,534,743.0013,560,425.41

13,555,284.5013,580,966.90

912828UE8 US GOV UNITED STATES TREASURYGovernment of the United States

6,250,000.00 Fixed N 1.24 1.018 0.718 12/31/201712/31/2017

11,846.13 6,229,273.796,241,119.92

6,252,437.506,264,283.63

912828TG5 US GOV UNITED STATES TREASURYGovernment of the United States

7,000,000.00 Fixed N 0.83 1.503 0.623 07/31/201707/31/2017

5,896.74 6,942,255.246,948,151.98

6,992,860.006,998,756.74

912828TB6 US GOV UNITED STATES TREASURYGovernment of the United States

1,500,000.00 Fixed N 0.746 1.075 0.619 06/30/201706/30/2017

2,843.07 1,496,378.541,499,221.61

1,501,470.001,504,313.07

912828TB6 US GOV UNITED STATES TREASURYGovernment of the United States

15,000,000.00 Fixed N 0.746 0.453 0.619 06/30/201706/30/2017

28,430.71 15,033,191.1715,061,621.87

15,014,700.0015,043,130.71

912828UQ1 US GOV UNITED STATES TREASURYGovernment of the United States

10,000,000.00 Fixed N 3.336 1.611 0.989 02/29/202002/29/2020

10,704.42 9,880,534.059,891,238.47

10,087,500.0010,098,204.42

912828VV9 US GOV UNITED STATES TREASURYGovernment of the United States

2,000,000.00 Fixed N 3.756 1.615 1.071 08/31/202008/31/2020

3,639.50 2,038,501.832,042,141.33

2,080,620.002,084,259.50


23

HSBC Holdings PLC

KeyCorp



Duration BookYield




912828H52 US GOV UNITED STATES TREASURYGovernment of the United States

2,500,000.00 Fixed N 3.254 1.547 0.973 01/31/202001/31/2020

5,264.95 2,475,977.402,481,242.34

2,522,650.002,527,914.95

912828VE7 US GOV UNITED STATES TREASURYGovernment of the United States

10,250,000.00 Fixed N 1.646 0.863 0.757 05/31/201805/31/2018

34,446.72 10,273,119.7910,307,566.52

10,291,205.0010,325,651.72

912828VE7 US GOV UNITED STATES TREASURYGovernment of the United States

4,000,000.00 Fixed N 1.646 1.43 0.757 05/31/201805/31/2018

13,442.62 3,971,796.943,985,239.57

4,016,080.004,029,522.62

912828A34 US GOV UNITED STATES TREASURYGovernment of the United States

5,300,000.00 Fixed N 2.127 1.059 0.823 11/30/201811/30/2018

22,264.34 5,321,592.315,343,856.66

5,348,442.005,370,706.34

912828D23 US GOV UNITED STATES TREASURYGovernment of the United States

7,000,000.00 Fixed N 2.514 1.204 0.865 04/30/201904/30/2019

47,601.90 7,074,667.557,122,269.45

7,135,660.007,183,261.90

912828UU2 US GOV UNITED STATES TREASURYGovernment of the United States

5,000,000.00 Fixed N 1.489 0.89 0.732 03/31/201803/31/2018

103.02 4,989,588.394,989,691.41

5,001,350.005,001,453.02

912828G20 US GOV UNITED STATES TREASURYGovernment of the United States

6,250,000.00 Fixed N 1.115 1.065 0.704 11/15/201711/15/2017

20,656.42 6,236,773.006,257,429.42

6,261,937.506,282,593.92

912828G61 US GOV UNITED STATES TREASURYGovernment of the United States

6,800,000.00 Fixed N 3.076 1.507 0.94 11/30/201911/30/2019

34,278.69 6,798,609.646,832,888.33

6,918,456.006,952,734.69

912828PT1 US GOV UNITED STATES TREASURYGovernment of the United States

12,000,000.00 Fixed N 1.31 1.082 0.747 01/31/201801/31/2018

53,070.65 12,244,034.2712,297,104.93

12,298,560.0012,351,630.65

912828NG1 US GOV UNITED STATES TREASURYGovernment of the United States

8,000,000.00 Fixed N 0.658 0.781 0.632 05/31/201705/31/2017

73,934.43 8,104,085.888,178,020.31

8,112,480.008,186,414.43

912828WW6 US GOV UNITED STATES TREASURYGovernment of the United States

3,500,000.00 Fixed N 2.763 1.669 0.884 07/31/201907/31/2019

9,582.20 3,495,720.063,505,302.26

3,572,450.003,582,032.20

912828B90 US GOV UNITED STATES TREASURYGovernment of the United States

5,500,000.00 Fixed N 4.223 1.509 1.136 02/28/202102/28/2021

9,419.89 5,614,991.255,624,411.14

5,704,105.005,713,524.89

912828VJ6 US GOV UNITED STATES TREASURYGovernment of the United States

7,650,000.00 Fixed N 3.606 1.415 1.042 06/30/202006/30/2020

36,249.15 7,778,068.057,814,317.20

7,883,707.507,919,956.65

912828K66 US GOV UNITED STATES TREASURYGovernment of the United States

15,000,000.00 Fixed N 0.581 0.579 0.539 04/30/201704/30/2017

31,385.87 14,993,141.2715,024,527.13

14,996,550.0015,027,935.87

912828WY2 US GOV UNITED STATES TREASURYGovernment of the United States

6,500,000.00 Fixed N 4.572 1.123 1.176 07/31/202107/31/2021

24,639.95 6,843,475.236,868,115.17

6,827,015.006,851,654.95

912828WD8 US GOV UNITED STATES TREASURYGovernment of the United States

5,000,000.00 Fixed N 2.045 1.464 0.811 10/31/201810/31/2018

26,154.89 4,978,099.425,004,254.32

5,045,300.005,071,454.89

912828D98 US GOV UNITED STATES TREASURYGovernment of the United States

11,750,000.00 Fixed N 0.953 0.618 0.672 09/15/201709/15/2017

5,193.37 11,792,666.2511,797,859.62

11,786,777.5011,791,970.87

912828TN0 US GOV UNITED STATES TREASURYGovernment of the United States

1,900,000.00 Fixed N 2.867 1.972 0.894 08/31/201908/31/2019

1,627.07 1,847,953.371,849,580.44

1,905,795.001,907,422.07

912828RH5 US GOV UNITED STATES TREASURYGovernment of the United States

10,500,000.00 Fixed N 1.972 1.115 0.803 09/30/201809/30/2018

396.63 10,553,779.7510,554,176.39

10,618,965.0010,619,361.63

--- US GOV UNITED STATES TREASURYGovernment of the United States

309,950,000.00 Fixed N 2.005 1.099 0.801 10/20/201810/20/2018

937,935.83 311,446,990.58312,384,926.41

313,578,893.00314,516,828.83



Duration BookYield




40434AC72 CD HSBC Bank USA, National AssociationHSBC Holdings PLC

246,000.00 Step-Up Y 3.899 2.785 2.531 05/17/201811/17/2020

1,477.35 246,000.00247,477.35

248,467.38249,944.73

40434AC72 CD HSBC Bank USA, National AssociationHSBC Holdings PLC

246,000.00 Step-Up Y 3.899 2.785 2.531 05/17/201811/17/2020

1,477.35 246,000.00247,477.35

248,467.38249,944.73



Duration BookYield




33583CRW1 CD First Niagara Bank, National AssociationKeyCorp

248,000.00 Fixed N 0.976 1.15 0.954 09/25/201709/25/2017

46.88 248,000.00248,046.88

248,473.68248,520.56


24

Lakeside Bancorp, Inc.

Leader Bancorp, Inc.

Main Street Financial Services Corp.

Marlin Business Services Corp.

Mauch Chunk Trust Financial Corp.



Duration BookYield




49306SVY9 CD KeyBank National AssociationKeyCorp

247,000.00 Fixed N 2.257 1.549 1.328 01/22/201901/22/2019

765.70 247,000.00247,765.70

248,239.94249,005.64

--- CD ---KeyCorp

495,000.00 Fixed N 1.617 1.349 1.141 05/25/201805/25/2018

812.58 495,000.00495,812.58

496,713.62497,526.20



Duration BookYield




51210SKR7 CD Lakeside Bank (Inc)Lakeside Bancorp, Inc.

248,000.00 Fixed N 0.063 0.90 0.646 10/24/201610/24/2016

48.92 248,000.00248,048.92

248,039.68248,088.60

51210SKR7 CD Lakeside Bank (Inc)Lakeside Bancorp, Inc.

248,000.00 Fixed N 0.063 0.90 0.646 10/24/201610/24/2016

48.92 248,000.00248,048.92

248,039.68248,088.60



Duration BookYield




52168UCU4 CD Leader Bank, National AssociationLeader Bancorp, Inc.

248,000.00 Fixed N 0.55 1.05 0.80 04/21/201704/21/2017

57.07 248,000.00248,057.07

248,342.24248,399.31

52168UCU4 CD Leader Bank, National AssociationLeader Bancorp, Inc.

248,000.00 Fixed N 0.55 1.05 0.80 04/21/201704/21/2017

57.07 248,000.00248,057.07

248,342.24248,399.31



Duration BookYield




56034WAH4 CD Main Street Bank Corp.Main Street Financial Services Corp.

248,000.00 Fixed N 0.207 0.90 0.698 12/16/201612/16/2016

470.86 248,000.00248,470.86

248,104.16248,575.02

56034WAH4 CD Main Street Bank Corp.Main Street Financial Services Corp.

248,000.00 Fixed N 0.207 0.90 0.698 12/16/201612/16/2016

470.86 248,000.00248,470.86

248,104.16248,575.02



Duration BookYield




57116AHW1 CD Marlin Business BankMarlin Business Services Corp.

248,000.00 Fixed N 1.99 1.70 1.309 10/15/201810/15/2018

196.36 248,000.00248,196.36

249,946.80250,143.16

57116AHW1 CD Marlin Business BankMarlin Business Services Corp.

248,000.00 Fixed N 1.99 1.70 1.309 10/15/201810/15/2018

196.36 248,000.00248,196.36

249,946.80250,143.16



Duration BookYield




577234BZ9 CD Mauch Chunk Trust CompanyMauch Chunk Trust Financial Corp.

248,000.00 Fixed N 0.935 1.20 0.943 09/11/201709/11/2017

171.22 248,000.00248,171.22

248,600.16248,771.38

577234BZ9 CD Mauch Chunk Trust CompanyMauch Chunk Trust Financial Corp.

248,000.00 Fixed N 0.935 1.20 0.943 09/11/201709/11/2017

171.22 248,000.00248,171.22

248,600.16248,771.38


25

MB Financial, Inc.

Medallion Financial Corp.

Mercantil Servicios Financieros, C.A.

Meridian Bancorp, Inc.

Parkway Bancorp, Inc.

Potomac Bancshares, Inc.



Duration BookYield




55266CNH5 CD MB Financial Bank, National AssociationMB Financial, Inc.

249,000.00 Fixed N 1.853 1.35 1.226 08/21/201808/21/2018

92.10 249,000.00249,092.10

249,577.68249,669.78

55266CNH5 CD MB Financial Bank, National AssociationMB Financial, Inc.

249,000.00 Fixed N 1.853 1.35 1.226 08/21/201808/21/2018

92.10 249,000.00249,092.10

249,577.68249,669.78



Duration BookYield




58403BG26 CD Medallion BankMedallion Financial Corp.

248,000.00 Fixed N 0.008 1.099 0.61 10/04/201610/04/2016

1,345.32 248,000.00249,345.32

248,009.92249,355.24

58403BG26 CD Medallion BankMedallion Financial Corp.

248,000.00 Fixed N 0.008 1.099 0.61 10/04/201610/04/2016

1,345.32 248,000.00249,345.32

248,009.92249,355.24



Duration BookYield




58733AAY5 CD Mercantil Commercebank, National AssociationMercantil Servicios Financieros, C.A.

248,000.00 Fixed N 1.531 1.50 1.14 04/24/201804/24/2018

1,630.68 248,000.00249,630.68

249,376.40251,007.08

58733AAY5 CD Mercantil Commercebank, NationalAssociationMercantil Servicios Financieros, C.A.

248,000.00 Fixed N 1.531 1.50 1.14 04/24/201804/24/2018

1,630.68 248,000.00249,630.68

249,376.40251,007.08



Duration BookYield




27113PAM3 CD East Boston Savings BankMeridian Bancorp, Inc.

249,000.00 Fixed N 1.86 1.40 1.234 08/24/201808/24/2018

66.85 249,000.00249,066.85

249,771.90249,838.75

27113PAM3 CD East Boston Savings BankMeridian Bancorp, Inc.

249,000.00 Fixed N 1.86 1.40 1.234 08/24/201808/24/2018

66.85 249,000.00249,066.85

249,771.90249,838.75



Duration BookYield




70153RHJ0 CD Parkway Bank And Trust CompanyParkway Bancorp, Inc.

248,000.00 Fixed N 0.51 1.15 0.793 04/07/201704/07/2017

1,383.02 248,000.00249,383.02

248,453.84249,836.86

70153RHJ0 CD Parkway Bank And Trust CompanyParkway Bancorp, Inc.

248,000.00 Fixed N 0.51 1.15 0.793 04/07/201704/07/2017

1,383.02 248,000.00249,383.02

248,453.84249,836.86



Duration BookYield




061149AR1 CD Bank of Charles TownPotomac Bancshares, Inc.

249,000.00 Fixed N 3.831 1.80 1.662 09/30/202009/30/2020

12.28 249,000.00249,012.28

250,329.66250,341.94

061149AR1 CD Bank of Charles TownPotomac Bancshares, Inc.

249,000.00 Fixed N 3.831 1.80 1.662 09/30/202009/30/2020

12.28 249,000.00249,012.28

250,329.66250,341.94


26

Prime Alliance Bank, Inc.

Royal Dutch Shell PLC

SB Financial Group, Inc.

SLM Corporation

South State Corporation

The Goldman Sachs Group, Inc.



Duration BookYield




74160NEN6 CD Prime Alliance Bank, Inc.Prime Alliance Bank, Inc.

249,000.00 Fixed N 2.32 1.15 1.292 02/12/201902/12/2019

149.06 249,000.00249,149.06

248,175.81248,324.87

74160NEN6 CD Prime Alliance Bank, Inc.Prime Alliance Bank, Inc.

249,000.00 Fixed N 2.32 1.15 1.292 02/12/201902/12/2019

149.06 249,000.00249,149.06

248,175.81248,324.87



Duration BookYield




822582AR3 CORP SHELL INTERNATIONAL FINANCE BVRoyal Dutch Shell PLC

1,805,000.00 Fixed N 0.885 1.291 0.92 08/21/201708/21/2017

2,256.25 1,802,363.281,804,619.53

1,808,267.051,810,523.30

822582AR3 CORP SHELL INTERNATIONAL FINANCE BVRoyal Dutch Shell PLC

1,805,000.00 Fixed N 0.885 1.291 0.92 08/21/201708/21/2017

2,256.25 1,802,363.281,804,619.53

1,808,267.051,810,523.30



Duration BookYield




855736DA9 CD The State Bank and Trust CompanySB Financial Group, Inc.

249,000.00 Fixed N 4.198 1.60 1.693 02/17/202102/17/2021

152.81 249,000.00249,152.81

248,023.92248,176.73

855736DA9 CD The State Bank and Trust CompanySB Financial Group, Inc.

249,000.00 Fixed N 4.198 1.60 1.693 02/17/202102/17/2021

152.81 249,000.00249,152.81

248,023.92248,176.73



Duration BookYield




795450SU0 CD Sallie Mae BankSLM Corporation

247,000.00 Fixed N 1.888 1.799 1.288 09/04/201809/04/2018

341.06 247,000.00247,341.06

249,395.90249,736.96

795450SU0 CD Sallie Mae BankSLM Corporation

247,000.00 Fixed N 1.888 1.799 1.288 09/04/201809/04/2018

341.06 247,000.00247,341.06

249,395.90249,736.96



Duration BookYield




373128EK9 CD Georgia Bank & Trust Company of AugustaSouth State Corporation

249,000.00 Fixed N 0.712 1.00 0.859 06/20/201706/20/2017

75.04 249,000.00249,075.04

249,251.49249,326.53

373128EK9 CD Georgia Bank & Trust Company of AugustaSouth State Corporation

249,000.00 Fixed N 0.712 1.00 0.859 06/20/201706/20/2017

75.04 249,000.00249,075.04

249,251.49249,326.53



Duration BookYield




38147J3R1 CD Goldman Sachs Bank USAThe Goldman Sachs Group, Inc.

247,000.00 Fixed N 1.89 1.649 1.271 09/04/201809/04/2018

312.64 247,000.00247,312.64

248,773.46249,086.10

38147J3R1 CD Goldman Sachs Bank USAThe Goldman Sachs Group, Inc.

247,000.00 Fixed N 1.89 1.649 1.271 09/04/201809/04/2018

312.64 247,000.00247,312.64

248,773.46249,086.10


27

Third Federal Savings & Loan Association of Cleveland, MHC

Toyota Motor Corporation

Triad Bancorp, Inc.

UBS Group AG

United Bankshares, Inc.

United Community Bancorp, Inc.



Duration BookYield




88413QAD0 CD Third Federal Savings and Loan Association ofClevThird Federal Savings & Loan Association ofCleveland, MHC

248,000.00 Fixed N 1.141 1.40 1.01 11/27/201711/27/2017

1,208.07 248,000.00249,208.07

249,108.56250,316.63

88413QAD0 CD Third Federal Savings and Loan Associationof ClevThird Federal Savings & Loan Association ofCleveland, MHC

248,000.00 Fixed N 1.141 1.40 1.01 11/27/201711/27/2017

1,208.07 248,000.00249,208.07

249,108.56250,316.63



Duration BookYield




89233P6S0 CORP TOYOTA MOTOR CREDIT CORPToyota Motor Corporation

2,717,000.00 Fixed N 0.999 1.296 1.06 10/05/201710/05/2017

16,603.89 2,715,748.642,732,352.53

2,722,189.472,738,793.36

89236TCP8 CORP TOYOTA MOTOR CREDIT CORPToyota Motor Corporation

5,000,000.00 Fixed N 1.753 1.433 1.20 07/13/201807/13/2018

16,791.67 5,010,296.705,027,088.37

5,030,800.005,047,591.67

--- CORP TOYOTA MOTOR CREDIT CORPToyota Motor Corporation

7,717,000.00 Fixed N 1.488 1.384 1.151 04/05/201804/05/2018

33,395.56 7,726,045.347,759,440.89

7,752,989.477,786,385.03



Duration BookYield




89579NBF9 CD Triad BankTriad Bancorp, Inc.

249,000.00 Fixed N 0.447 1.00 0.761 03/14/201703/14/2017

115.97 249,000.00249,115.97

249,266.43249,382.40

89579NBF9 CD Triad BankTriad Bancorp, Inc.

249,000.00 Fixed N 0.447 1.00 0.761 03/14/201703/14/2017

115.97 249,000.00249,115.97

249,266.43249,382.40



Duration BookYield




90348JAP5 CD UBS Bank USAUBS Group AG

248,000.00 Fixed N 1.961 1.40 1.266 10/01/201810/01/2018

9.51 248,000.00248,009.51

248,657.20248,666.71

90348JAP5 CD UBS Bank USAUBS Group AG

248,000.00 Fixed N 1.961 1.40 1.266 10/01/201810/01/2018

9.51 248,000.00248,009.51

248,657.20248,666.71



Duration BookYield




06424XBQ4 CD United BankUnited Bankshares, Inc.

248,000.00 Fixed N 1.752 1.55 1.217 07/17/201807/17/2018

1,758.76 248,000.00249,758.76

249,460.72251,219.48

06424XBQ4 CD United BankUnited Bankshares, Inc.

248,000.00 Fixed N 1.752 1.55 1.217 07/17/201807/17/2018

1,758.76 248,000.00249,758.76

249,460.72251,219.48


28

Unity Bancorp, Inc.

Wal-Mart Stores, Inc.

Webster Financial Corporation

Wells Fargo Funds Trust

Wex Bank



Duration BookYield




90983WAZ4 CD United Community BankUnited Community Bancorp, Inc.

248,000.00 Fixed N 0.528 1.00 0.791 04/13/201704/13/2017

115.51 248,000.00248,115.51

248,275.28248,390.79

90983WAZ4 CD United Community BankUnited Community Bancorp, Inc.

248,000.00 Fixed N 0.528 1.00 0.791 04/13/201704/13/2017

115.51 248,000.00248,115.51

248,275.28248,390.79



Duration BookYield




91330ABD8 CD Unity BankUnity Bancorp, Inc.

249,000.00 Fixed N 3.764 1.50 1.573 08/26/202008/26/2020

51.16 249,000.00249,051.16

248,312.76248,363.92

91330ABD8 CD Unity BankUnity Bancorp, Inc.

249,000.00 Fixed N 3.764 1.50 1.573 08/26/202008/26/2020

51.16 249,000.00249,051.16

248,312.76248,363.92



Duration BookYield




931142CJ0 CORP WAL-MART STORES INCWal-Mart Stores, Inc.

470,000.00 Fixed N 1.329 0.481 0.92 02/15/201802/15/2018

3,483.22 504,147.70507,630.92

501,259.70504,742.92

931142CJ0 CORP WAL-MART STORES INCWal-Mart Stores, Inc.

470,000.00 Fixed N 1.329 0.481 0.92 02/15/201802/15/2018

3,483.22 504,147.70507,630.92

501,259.70504,742.92



Duration BookYield




94768NJU9 CD Webster Bank, National AssociationWebster Financial Corporation

248,000.00 Fixed N 2.663 1.981 1.434 07/02/201907/02/2019

1,174.77 247,461.52248,636.30

251,100.00252,274.77

94768NJU9 CD Webster Bank, National AssociationWebster Financial Corporation

248,000.00 Fixed N 2.663 1.981 1.434 07/02/201907/02/2019

1,174.77 247,461.52248,636.30

251,100.00252,274.77



Duration BookYield




94984B793 MMFUND WELLS FRGO HERITAGE CL SELECT MMFWells Fargo Funds Trust

19,084,379.81 Fixed N 0.00 0.48 0.48 09/30/201609/30/2016

0.00 19,084,379.8119,084,379.81

19,084,379.8119,084,379.81

94984B793 MMFUND WELLS FRGO HERITAGE CL SELECT MMFWells Fargo Funds Trust

19,084,379.81 Fixed N 0.00 0.48 0.48 09/30/201609/30/2016

0.00 19,084,379.8119,084,379.81

19,084,379.8119,084,379.81



Duration BookYield




92937CDH8 CD Wex BankWex Bank

248,000.00 Fixed N 1.18 1.20 1.015 12/11/201712/11/2017

913.18 248,000.00248,913.18

248,540.64249,453.82

92937CDH8 CD Wex BankWex Bank

248,000.00 Fixed N 1.18 1.20 1.015 12/11/201712/11/2017

913.18 248,000.00248,913.18

248,540.64249,453.82


29

Summary

* Grouped by: Issuer Concentration. * Groups Sorted by: Issuer Concentration. * Filtered By: Description ≠ "Payable" and Description ≠ "Receivable". * Weighted by: Market Value + Accrued, except Book Yield by Base Book Value + Accrued.



Duration BookYield




--- --- ------

480,635,549.55 --- --- 1.369 0.975 0.773 02/24/201802/24/2018

1,379,362.74 508,717,436.07510,096,798.81

510,988,770.57512,368,133.31


30

AGCY BOND

CD

Identifier,Description,Security Type

Coupon Type Callable Duration S&PRating,Moody'sRating

Current Units EffectiveMaturity,Final Maturity

Book Yield,Yield



3137EABA6FEDERAL HOME LOAN MORTGAGE CORPAGCY BOND

Fixed N 1.09 AA+Aaa

10,000,000.00 11/17/201711/17/2017

0.8460.789

190,763.89 10,479,179.9710,669,943.86

10,487,000.0010,677,763.89

3137EABA6FEDERAL HOME LOAN MORTGAGE CORPAGCY BOND

Fixed N 1.09 AA+Aaa

10,000,000.00 11/17/201711/17/2017

0.8460.789

190,763.89 10,479,179.9710,669,943.86

10,487,000.0010,677,763.89




Book Yield,Yield



82669LFR9Signature Bank of ArkansasCD

Fixed N 0.891 NANA

249,000.00 08/25/201708/25/2017

1.050.925

35.82 249,000.00249,035.82

249,278.88249,314.70

52168UCU4Leader Bank, National AssociationCD

Fixed N 0.55 NANA

248,000.00 04/21/201704/21/2017

1.050.80

57.07 248,000.00248,057.07

248,342.24248,399.31

88413QAD0Third Federal Savings and Loan Association of ClevCD

Fixed N 1.141 NANA

248,000.00 11/27/201711/27/2017

1.401.01

1,208.07 248,000.00249,208.07

249,108.56250,316.63

855736DA9The State Bank and Trust CompanyCD

Fixed N 4.198 NANA

249,000.00 02/17/202102/17/2021

1.601.693

152.81 249,000.00249,152.81

248,023.92248,176.73

Security Type GASB 40 Trade Date Riverside, City of General Agg (66771)As of 09/30/2016 Return to Table of Contents Dated: 10/27/2016

31




Book Yield,Yield



29266NX51EnerBank USACD

Fixed N 4.128 NANA

247,000.00 01/28/202101/28/2021

1.901.738

835.74 247,000.00247,835.74

248,657.37249,493.11

108622ET4Bridgewater BankCD

Fixed N 3.739 NANA

249,000.00 08/17/202008/17/2020

1.501.569

143.26 249,000.00249,143.26

248,352.60248,495.86

061149AR1Bank of Charles TownCD

Fixed N 3.831 NANA

249,000.00 09/30/202009/30/2020

1.801.662

12.28 249,000.00249,012.28

250,329.66250,341.94

91330ABD8Unity BankCD

Fixed N 3.764 NANA

249,000.00 08/26/202008/26/2020

1.501.573

51.16 249,000.00249,051.16

248,312.76248,363.92

373128EK9Georgia Bank & Trust Company of AugustaCD

Fixed N 0.712 NANA

249,000.00 06/20/201706/20/2017

1.000.859

75.04 249,000.00249,075.04

249,251.49249,326.53

577234BZ9Mauch Chunk Trust CompanyCD

Fixed N 0.935 NANA

248,000.00 09/11/201709/11/2017

1.200.943

171.22 248,000.00248,171.22

248,600.16248,771.38

40434AC72HSBC Bank USA, National AssociationCD

Step-Up Y 3.899 NANA

246,000.00 05/17/201811/17/2020

2.7852.531

1,477.35 246,000.00247,477.35

248,467.38249,944.73

20786ABA2ConnectOne BankCD

Fixed N 2.746 NANA

247,000.00 07/29/201907/29/2019

1.551.395

31.47 247,000.00247,031.47

248,062.10248,093.57

56034WAH4Main Street Bank Corp.CD

Fixed N 0.207 NANA

248,000.00 12/16/201612/16/2016

0.900.698

470.86 248,000.00248,470.86

248,104.16248,575.02

20361LBM5Community Bankers' BankCD

Fixed N 1.997 NANA

248,000.00 10/17/201810/17/2018

1.651.303

156.95 248,000.00248,156.95

249,733.52249,890.47

90983WAZ4United Community BankCD

Fixed N 0.528 NANA

248,000.00 04/13/201704/13/2017

1.000.791

115.51 248,000.00248,115.51

248,275.28248,390.79

74160NEN6Prime Alliance Bank, Inc.CD

Fixed N 2.32 NANA

249,000.00 02/12/201902/12/2019

1.151.292

149.06 249,000.00249,149.06

248,175.81248,324.87

23204HDB1Customers BankCD

Fixed N 1.199 NANA

248,000.00 12/18/201712/18/2017

1.251.022

891.78 248,000.00248,891.78

248,679.52249,571.30

34387ABS7Flushing BankCD

Fixed N 2.161 NANA

249,000.00 12/17/201812/17/2018

1.501.308

163.73 249,000.00249,163.73

250,043.31250,207.04

020080AV9Alma BankCD

Fixed N 2.904 NANA

247,000.00 09/30/201909/30/2019

1.701.442

11.50 247,000.00247,011.50

248,869.79248,881.29

17284CC69CIT Bank, National AssociationCD

Fixed N 2.527 NANA

247,000.00 05/14/201905/14/2019

2.001.429

1,894.79 247,000.00248,894.79

250,606.20252,500.99

02587CAU4American Express Bank, FSBCD

Fixed N 0.881 NANA

248,000.00 08/21/201708/21/2017

1.2490.922

348.22 248,000.00248,348.22

248,716.72249,064.94

46147URG7Investors Community BankCD

Fixed N 2.32 NANA

249,000.00 02/12/201902/12/2019

1.151.292

149.06 249,000.00249,149.06

248,175.81248,324.87

27113PAM3East Boston Savings BankCD

Fixed N 1.86 NANA

249,000.00 08/24/201808/24/2018

1.401.234

66.85 249,000.00249,066.85

249,771.90249,838.75

92937CDH8Wex BankCD

Fixed N 1.18 NRNA

248,000.00 12/11/201712/11/2017

1.201.015

913.18 248,000.00248,913.18

248,540.64249,453.82

080515BM0Belmont Savings BankCD

Fixed N 3.281 NANA

249,000.00 02/18/202002/18/2020

1.401.464

133.71 249,000.00249,133.71

248,474.61248,608.32


32




Book Yield,Yield



57116AHW1Marlin Business BankCD

Fixed N 1.99 NRNA

248,000.00 10/15/201810/15/2018

1.701.309

196.36 248,000.00248,196.36

249,946.80250,143.16

12738RCW2Cadence Bank, N.A.CD

Fixed N 1.351 NANA

248,000.00 02/12/201802/12/2018

1.2491.066

441.64 248,000.00248,441.64

248,615.04249,056.68

065847CZ6Bank of Wisconsin DellsCD

Fixed N 3.66 NANA

249,000.00 07/17/202007/17/2020

1.501.554

143.26 249,000.00249,143.26

248,504.49248,647.75

20364AAQ8Community Financial Services BankCD

Fixed N 0.044 NANA

248,000.00 10/17/201610/17/2016

0.800.64

76.10 248,000.00248,076.10

248,017.36248,093.46

55266CNH5MB Financial Bank, National AssociationCD

Fixed N 1.853 NANA

249,000.00 08/21/201808/21/2018

1.351.226

92.10 249,000.00249,092.10

249,577.68249,669.78

58403BG26Medallion BankCD

Fixed N 0.008 NRNA

248,000.00 10/04/201610/04/2016

1.0990.61

1,345.32 248,000.00249,345.32

248,009.92249,355.24

58733AAY5Mercantil Commercebank, National AssociationCD

Fixed N 1.531 NANA

248,000.00 04/24/201804/24/2018

1.501.14

1,630.68 248,000.00249,630.68

249,376.40251,007.08

06414QUB3Bank of North CarolinaCD

Fixed N 1.276 NRNA

247,000.00 01/16/201801/16/2018

1.251.044

126.88 247,000.00247,126.88

247,652.08247,778.96

33612JFU8First Priority BankCD

Fixed N 1.958 NANA

248,000.00 09/28/201809/28/2018

1.451.271

9.85 248,000.00248,009.85

248,870.48248,880.33

844772BA0SouthWest BankCD

Fixed N 0.368 NANA

237,000.00 02/13/201702/13/2017

0.750.745

87.66 237,000.00237,087.66

237,004.74237,092.40

319141CL9First Bank of Highland ParkCD

Fixed N 1.01 NRNA

248,000.00 10/10/201710/10/2017

1.250.968

1,494.79 248,000.00249,494.79

248,711.76250,206.55

795450SU0Sallie Mae BankCD

Fixed N 1.888 NRNR

247,000.00 09/04/201809/04/2018

1.7991.288

341.06 247,000.00247,341.06

249,395.90249,736.96

70153RHJ0Parkway Bank And Trust CompanyCD

Fixed N 0.51 NRNR

248,000.00 04/07/201704/07/2017

1.150.793

1,383.02 248,000.00249,383.02

248,453.84249,836.86

29976DA42EverBankCD

Fixed N 0.90 NRNR

248,000.00 08/28/201708/28/2017

1.0990.929

254.12 248,000.00248,254.12

248,381.92248,636.04

46115DDU7Bank of The OzarksCD

Fixed N 0.044 NANR

249,000.00 10/17/201610/17/2016

1.000.635

95.51 249,000.00249,095.51

249,039.84249,135.35

51210SKR7Lakeside Bank (Inc)CD

Fixed N 0.063 NRNR

248,000.00 10/24/201610/24/2016

0.900.646

48.92 248,000.00248,048.92

248,039.68248,088.60

89579NBF9Triad BankCD

Fixed N 0.447 NRNR

249,000.00 03/14/201703/14/2017

1.000.761

115.97 249,000.00249,115.97

249,266.43249,382.40

20033AME3Comenity Capital BankCD

Fixed N 1.855 NRNR

249,000.00 08/24/201808/24/2018

1.701.265

81.18 249,000.00249,081.18

251,026.86251,108.04

90348JAP5UBS Bank USACD

Fixed N 1.961 A-1NR

248,000.00 10/01/201810/01/2018

1.401.266

9.51 248,000.00248,009.51

248,657.20248,666.71

06740KJK4Barclays Bank DelawareCD

Fixed N 3.782 NRNR

247,000.00 09/16/202009/16/2020

2.1991.71

223.32 247,000.00247,223.32

251,616.43251,839.75

38147J3R1Goldman Sachs Bank USACD

Fixed N 1.89 A-1P-1

247,000.00 09/04/201809/04/2018

1.6491.271

312.64 247,000.00247,312.64

248,773.46249,086.10


33

CORP




Book Yield,Yield



33583CRW1First Niagara Bank, National AssociationCD

Fixed N 0.976 NRP-1

248,000.00 09/25/201709/25/2017

1.150.954

46.88 248,000.00248,046.88

248,473.68248,520.56

36160J2N7GE Capital BankCD

Fixed N 1.72 NAP-1

248,000.00 07/03/201807/03/2018

1.5991.206

978.41 248,000.00248,978.41

249,688.88250,667.29

02587DWJ3American Express Centurion BankCD

Fixed N 2.097 A-2P-1

248,000.00 11/28/201811/28/2018

2.001.37

1,712.22 248,000.00249,712.22

251,308.32253,020.54

49306SVY9KeyBank National AssociationCD


247,000.00 01/22/201901/22/2019

1.5491.328

765.70 247,000.00247,765.70

248,239.94249,005.64

94768NJU9Webster Bank, National AssociationCD


248,000.00 07/02/201907/02/2019

1.9811.434

1,174.77 247,461.52248,636.30

251,100.00252,274.77

140420PT1Capital One BankCD


248,000.00 10/09/201810/09/2018

1.801.321

2,152.50 248,000.00250,152.50

250,363.44252,515.94

05573J4Q4BMO Harris Bank National AssociationCD


248,000.00 03/23/201703/23/2017

0.900.773

48.92 248,000.00248,048.92

248,148.80248,197.72

14042E5T3Capital One, National AssociationCD


249,000.00 08/21/201708/21/2017

1.2490.923

366.68 249,000.00249,366.68

249,717.12250,083.80

31984GDJ5First Commercial BankCD

Fixed N 0.823 NAP-1

248,000.00 07/31/201707/31/2017

1.000.90

6.79 248,000.00248,006.79

248,205.84248,212.63

06424XBQ4United BankCD

Fixed N 1.752 NRP-1

248,000.00 07/17/201807/17/2018

1.551.217

1,758.76 248,000.00249,758.76

249,460.72251,219.48

2546714P2Discover BankCD

Fixed N 0.881 NRP-2

248,000.00 08/21/201708/21/2017

1.2990.923

370.98 248,000.00248,370.98

248,823.36249,194.34

------CD

--- --- 1.735 AAa2

14,131,000.00 06/28/201807/14/2018

1.401.166

27,609.02 14,130,461.5214,158,070.55

14,181,422.8014,209,031.82




Book Yield,Yield



037833AQ3APPLE INCCORP

Fixed N 2.509 AA+Aa1

3,500,000.00 05/06/201905/06/2019

1.541.23

29,604.17 3,549,705.083,579,309.24

3,577,665.003,607,269.17

037833AM2APPLE INCCORP

Fixed N 0.592 AA+Aa1

4,000,000.00 05/05/201705/05/2017

0.8410.819

16,916.67 4,004,941.194,021,857.86

4,005,480.004,022,396.67

931142CJ0WAL-MART STORES INCCORP

Fixed N 1.329 AAAa2

470,000.00 02/15/201802/15/2018

0.4810.92

3,483.22 504,147.70507,630.92

501,259.70504,742.92

084664BW0BERKSHIRE HATHAWAY FINANCE CORPCORP

Fixed N 1.596 AAAa2

1,000,000.00 05/15/201805/15/2018

1.2141.16

4,911.11 1,001,382.651,006,293.76

1,002,240.001,007,151.11

822582AR3SHELL INTERNATIONAL FINANCE BVCORP

Fixed N 0.885 AAa2

1,805,000.00 08/21/201708/21/2017

1.2910.92

2,256.25 1,802,363.281,804,619.53

1,808,267.051,810,523.30

166764AA8CHEVRON CORPCORP

Fixed Y 1.086 AA-Aa2

2,750,000.00 12/05/201712/05/2017

1.4581.15

9,782.67 2,738,671.982,748,454.64

2,748,515.002,758,297.67


34

MMFUND

US GOV




Book Yield,Yield



89233P6S0TOYOTA MOTOR CREDIT CORPCORP

Fixed N 0.999 AA-Aa3

2,717,000.00 10/05/201710/05/2017

1.2961.06

16,603.89 2,715,748.642,732,352.53

2,722,189.472,738,793.36

89236TCP8TOYOTA MOTOR CREDIT CORPCORP

Fixed N 1.753 AA-Aa3

5,000,000.00 07/13/201807/13/2018

1.4331.20

16,791.67 5,010,296.705,027,088.37

5,030,800.005,047,591.67

36962G5W0GENERAL ELECTRIC COCORP

Fixed N 0.567 AA-A1

7,585,000.00 04/27/201704/27/2017

1.1480.94

74,627.97 7,634,575.917,709,203.89

7,644,011.307,718,639.27

36962GY40GENERAL ELECTRIC CAPITAL CORPORATIONCORP

Fixed N 0.056 AA-A1

2,000,000.00 10/20/201610/20/2016

0.900.782

48,076.39 2,004,625.262,052,701.65

2,005,080.002,053,156.39

------CORP

Fixed --- 1.099 AA-Aa3

30,827,000.00 11/16/201711/16/2017

1.2231.024

223,054.00 30,966,458.3831,189,512.38

31,045,507.5231,268,561.52




Book Yield,Yield



94984B793WELLS FRGO HERITAGE CL SELECT MMFMMFUND

Fixed N 0.00 AAAmAaa

19,084,379.81 09/30/201609/30/2016

0.480.48

0.00 19,084,379.8119,084,379.81

19,084,379.8119,084,379.81

LAIFUND1STATE OF CALIFORNIAMMFUND

Fixed N 0.00 NANA

49,995,679.75 09/30/201609/30/2016

0.650.65

0.00 49,995,679.7549,995,679.75

49,995,679.7549,995,679.75

CTRSTCALTRUST INVESTMENT TRUST OF CALIFORNIAMMFUND

Variable N 0.00 AAfNA

2,875,791.55 09/30/201609/30/2016

0.810.81

0.00 28,842,587.6128,842,587.61

28,844,189.2528,844,189.25


Fixed N 0.00 NANA

6,595,803.25 09/30/201609/30/2016

0.650.65

0.00 6,595,803.256,595,803.25

6,595,803.256,595,803.25

BOFAPFCBANK OF AMERICAMMFUND

Fixed N 0.00 NANA

32,089,554.47 09/30/201609/30/2016

0.500.50

0.00 32,089,554.4732,089,554.47

32,089,554.4732,089,554.47

CBBPMMGSCITIZENS BUSINESS BANKMMFUND

Fixed N 0.00 NANA

5,086,340.72 09/30/201609/30/2016

0.350.35

0.00 5,086,340.725,086,340.72

5,086,340.725,086,340.72

------MMFUND

--- N 0.00 AA+Aaa

115,727,549.55 09/30/201609/30/2016

0.6150.615

0.00 141,694,345.61141,694,345.61

141,695,947.25141,695,947.25




Book Yield,Yield



912828C57UNITED STATES TREASURYUS GOV

Fixed N 4.286 AA+Aaa

2,800,000.00 03/31/202103/31/2021

1.0861.144

173.08 2,942,652.712,942,825.78

2,935,408.002,935,581.08

912828RE2UNITED STATES TREASURYUS GOV


5,500,000.00 08/31/201808/31/2018

1.1590.788

7,064.92 5,535,424.605,542,489.51

5,574,360.005,581,424.92

912828VF4UNITED STATES TREASURYUS GOV


7,000,000.00 05/31/202005/31/2020

1.5751.024

32,346.31 6,950,257.086,982,603.39

7,088,060.007,120,406.31

912828UB4UNITED STATES TREASURYUS GOV

Fixed N 3.10 AA+Aaa

3,000,000.00 11/30/201911/30/2019

1.5290.942

10,081.97 2,951,172.792,961,254.75

3,005,400.003,015,481.97


35




Book Yield,Yield



912828WT3UNITED STATES TREASURYUS GOV


4,200,000.00 07/15/201707/15/2017

0.7510.632

7,789.40 4,204,081.674,211,871.07

4,208,022.004,215,811.40

912828WS5UNITED STATES TREASURYUS GOV


6,000,000.00 06/30/201906/30/2019

1.0550.879

24,639.95 6,092,351.956,116,991.90

6,121,380.006,146,019.95



3,700,000.00 06/30/201906/30/2019

1.390.879

15,194.63 3,723,382.303,738,576.93

3,774,851.003,790,045.63

912828KD1UNITED STATES TREASURYUS GOV

Fixed N 2.30 AA+Aaa

2,000,000.00 02/15/201902/15/2019

0.5780.823

7,024.46 2,102,214.632,109,239.09

2,090,460.002,097,484.46


Fixed N 2.30 AA+Aaa

2,000,000.00 02/15/201902/15/2019

0.8440.823

7,024.46 2,089,356.172,096,380.63

2,090,460.002,097,484.46

912828M98UNITED STATES TREASURYUS GOV


6,000,000.00 11/30/202011/30/2020

1.361.092

32,766.39 6,064,124.566,096,890.95

6,129,840.006,162,606.39



7,000,000.00 03/15/201703/15/2017

0.8680.468

2,320.44 6,996,257.186,998,577.62

7,009,030.007,011,350.44

912828F54UNITED STATES TREASURYUS GOV


14,550,000.00 10/15/201710/15/2017

0.8050.69

58,786.37 14,560,578.9714,619,365.35

14,577,790.5014,636,576.87

912828SD3UNITED STATES TREASURYUS GOV


3,000,000.00 01/31/201901/31/2019

1.5940.83

6,317.93 2,976,472.032,982,789.97

3,029,070.003,035,387.93

912828SH4UNITED STATES TREASURYUS GOV


2,600,000.00 02/28/201902/28/2019

1.5320.848

3,061.46 2,590,368.032,593,429.49

2,632,708.002,635,769.46



14,500,000.00 02/28/201902/28/2019

1.0130.848

17,073.55 14,624,720.7614,641,794.31

14,682,410.0014,699,483.55

912828UJ7UNITED STATES TREASURYUS GOV


2,000,000.00 01/31/201801/31/2018

1.5480.716

2,948.37 1,982,332.981,985,281.35

2,004,220.002,007,168.37

912828UF5UNITED STATES TREASURYUS GOV


1,900,000.00 12/31/201912/31/2019

1.5520.956

5,401.83 1,874,395.441,879,797.27

1,910,241.001,915,642.83

912828QG8UNITED STATES TREASURYUS GOV


11,000,000.00 04/30/201804/30/2018

1.1820.751

120,835.60 11,247,957.2111,368,792.80

11,323,950.0011,444,785.60

912828XE5UNITED STATES TREASURYUS GOV


6,500,000.00 05/31/202005/31/2020

0.9741.021

32,766.39 6,622,835.976,655,602.37

6,611,735.006,644,501.39

912828TR1UNITED STATES TREASURYUS GOV

Fixed N 2.95 AA+Aaa

8,000,000.00 09/30/201909/30/2019

1.6830.905

219.78 7,840,831.007,841,050.78

8,022,480.008,022,699.78


Fixed N 2.95 AA+Aaa

3,500,000.00 09/30/201909/30/2019

1.5260.905

96.15 3,446,285.093,446,381.25

3,509,835.003,509,931.15

912828TS9UNITED STATES TREASURYUS GOV


2,000,000.00 09/30/201709/30/2017

1.4350.672

34.34 1,984,015.351,984,049.69

1,999,060.001,999,094.34

912828VK3UNITED STATES TREASURYUS GOV


1,500,000.00 06/30/201806/30/2018

1.3010.769

5,212.30 1,501,904.671,507,116.97

1,515,765.001,520,977.30

912828UE8UNITED STATES TREASURYUS GOV

Fixed N 1.24 AA+Aaa

13,550,000.00 12/31/201712/31/2017

0.8410.718

25,682.40 13,534,743.0013,560,425.41

13,555,284.5013,580,966.90


Fixed N 1.24 AA+Aaa

6,250,000.00 12/31/201712/31/2017

1.0180.718

11,846.13 6,229,273.796,241,119.92

6,252,437.506,264,283.63


36




Book Yield,Yield



912828TG5UNITED STATES TREASURYUS GOV

Fixed N 0.83 AA+Aaa

7,000,000.00 07/31/201707/31/2017

1.5030.623

5,896.74 6,942,255.246,948,151.98

6,992,860.006,998,756.74

912828TB6UNITED STATES TREASURYUS GOV


1,500,000.00 06/30/201706/30/2017

1.0750.619

2,843.07 1,496,378.541,499,221.61

1,501,470.001,504,313.07



15,000,000.00 06/30/201706/30/2017

0.4530.619

28,430.71 15,033,191.1715,061,621.87

15,014,700.0015,043,130.71

912828UQ1UNITED STATES TREASURYUS GOV


10,000,000.00 02/29/202002/29/2020

1.6110.989

10,704.42 9,880,534.059,891,238.47

10,087,500.0010,098,204.42

912828VV9UNITED STATES TREASURYUS GOV


2,000,000.00 08/31/202008/31/2020

1.6151.071

3,639.50 2,038,501.832,042,141.33

2,080,620.002,084,259.50

912828H52UNITED STATES TREASURYUS GOV


2,500,000.00 01/31/202001/31/2020

1.5470.973

5,264.95 2,475,977.402,481,242.34

2,522,650.002,527,914.95

912828VE7UNITED STATES TREASURYUS GOV


10,250,000.00 05/31/201805/31/2018

0.8630.757

34,446.72 10,273,119.7910,307,566.52

10,291,205.0010,325,651.72



4,000,000.00 05/31/201805/31/2018

1.430.757

13,442.62 3,971,796.943,985,239.57

4,016,080.004,029,522.62

912828A34UNITED STATES TREASURYUS GOV


5,300,000.00 11/30/201811/30/2018

1.0590.823

22,264.34 5,321,592.315,343,856.66

5,348,442.005,370,706.34

912828D23UNITED STATES TREASURYUS GOV


7,000,000.00 04/30/201904/30/2019

1.2040.865

47,601.90 7,074,667.557,122,269.45

7,135,660.007,183,261.90

912828UU2UNITED STATES TREASURYUS GOV


5,000,000.00 03/31/201803/31/2018

0.890.732

103.02 4,989,588.394,989,691.41

5,001,350.005,001,453.02

912828G20UNITED STATES TREASURYUS GOV


6,250,000.00 11/15/201711/15/2017

1.0650.704

20,656.42 6,236,773.006,257,429.42

6,261,937.506,282,593.92



6,800,000.00 11/30/201911/30/2019

1.5070.94

34,278.69 6,798,609.646,832,888.33

6,918,456.006,952,734.69

912828PT1UNITED STATES TREASURYUS GOV

Fixed N 1.31 AA+Aaa

12,000,000.00 01/31/201801/31/2018

1.0820.747

53,070.65 12,244,034.2712,297,104.93

12,298,560.0012,351,630.65

912828NG1UNITED STATES TREASURYUS GOV


8,000,000.00 05/31/201705/31/2017

0.7810.632

73,934.43 8,104,085.888,178,020.31

8,112,480.008,186,414.43

912828WW6UNITED STATES TREASURYUS GOV


3,500,000.00 07/31/201907/31/2019

1.6690.884

9,582.20 3,495,720.063,505,302.26

3,572,450.003,582,032.20

912828B90UNITED STATES TREASURYUS GOV


5,500,000.00 02/28/202102/28/2021

1.5091.136

9,419.89 5,614,991.255,624,411.14

5,704,105.005,713,524.89

912828VJ6UNITED STATES TREASURYUS GOV


7,650,000.00 06/30/202006/30/2020

1.4151.042

36,249.15 7,778,068.057,814,317.20

7,883,707.507,919,956.65

912828K66UNITED STATES TREASURYUS GOV


15,000,000.00 04/30/201704/30/2017

0.5790.539

31,385.87 14,993,141.2715,024,527.13

14,996,550.0015,027,935.87

912828WY2UNITED STATES TREASURYUS GOV


6,500,000.00 07/31/202107/31/2021

1.1231.176

24,639.95 6,843,475.236,868,115.17

6,827,015.006,851,654.95

912828WD8UNITED STATES TREASURYUS GOV


5,000,000.00 10/31/201810/31/2018

1.4640.811

26,154.89 4,978,099.425,004,254.32

5,045,300.005,071,454.89


37

Summary

* Grouped by: Security Type. * Groups Sorted by: Security Type. * Filtered By: Description ≠ "Payable" and Description ≠ "Receivable". * Weighted by: Market Value + Accrued, except Book Yield by Base Book Value + Accrued.




Book Yield,Yield





11,750,000.00 09/15/201709/15/2017

0.6180.672

5,193.37 11,792,666.2511,797,859.62

11,786,777.5011,791,970.87

912828TN0UNITED STATES TREASURYUS GOV


1,900,000.00 08/31/201908/31/2019

1.9720.894

1,627.07 1,847,953.371,849,580.44

1,905,795.001,907,422.07

912828RH5UNITED STATES TREASURYUS GOV


10,500,000.00 09/30/201809/30/2018

1.1150.803

396.63 10,553,779.7510,554,176.39

10,618,965.0010,619,361.63

---UNITED STATES TREASURYUS GOV


309,950,000.00 10/20/201810/20/2018

1.0990.801

937,935.83 311,446,990.58312,384,926.41

313,578,893.00314,516,828.83




Book Yield,Yield



---------

--- --- 1.369 AA+Aaa

480,635,549.55 02/24/201802/24/2018

0.9750.773

1,379,362.74 508,717,436.07510,096,798.81

510,988,770.57512,368,133.31


38


Interest/Dividend

Received

Transfers In/Out Purchases PurchasedAccruedIncome

Sales Disposed Accrued Maturities andRedemptions

Paydowns Net RealizedGain/Loss

Beginning OriginalCost,

Ending Original Cost

Beginning MarketValue,

Ending Market Value


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 49,995,679.7549,995,679.75

49,995,679.7549,995,679.75


0.00 0.00 17,500,000.00 0.00 -45,000,000.00 0.00 0.00 0.00 0.00 34,095,803.256,595,803.25

34,095,803.256,595,803.25

94984B793WELLS FRGO HERITAGE CL SELECTMMFMMFUND

6,403.69 0.00 6,403.69 0.00 0.00 0.00 0.00 0.00 0.00 19,077,976.1219,084,379.81

19,077,976.1219,084,379.81

CTRSTCALTRUST INVESTMENT TRUST OFCALIFORNIAMMFUND

18,600.51 0.00 18,600.51 0.00 0.00 0.00 0.00 0.00 0.00 28,823,987.1028,842,587.61

28,825,588.7328,844,189.25

CBBPMMGSCITIZENS BUSINESS BANKMMFUND

1,462.77 0.00 1,462.77 0.00 0.00 0.00 0.00 0.00 0.00 5,084,877.955,086,340.72

5,084,877.955,086,340.72

BOFAPFCBANK OF AMERICAMMFUND

12,244.63 0.00 22,779,466.71 0.00 -22,121,895.74 0.00 0.00 0.00 0.00 31,431,983.5032,089,554.47

31,431,983.5032,089,554.47

CCYUSDReceivableCASH

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 25,004.2026,067.97

25,004.2026,067.97

CCYUSDCashCASH

0.00 -26,854,673.66 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.00

0.000.00

CCYUSDCashCASH

0.00 -290,514.96 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.00

0.000.00

912828B90UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,625,361.335,625,361.33

5,695,965.005,704,105.00

912828VV9UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,042,421.882,042,421.88

2,077,660.002,080,620.00

912828VJ6UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 7,791,793.957,791,793.95

7,874,757.007,883,707.50

037833AQ3APPLE INCCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,557,435.003,557,435.00

3,581,970.003,577,665.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 7,086,406.257,086,406.25

7,133,420.007,135,660.00

912828M98UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,070,308.006,070,308.00

6,116,700.006,129,840.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,120,000.002,120,000.00

2,091,400.002,090,460.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,104,843.752,104,843.75

2,091,400.002,090,460.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10,278,828.1310,278,828.13

10,284,030.0010,291,205.00

89236TCP8TOYOTA MOTOR CREDIT CORPCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,012,624.305,012,624.30

5,036,850.005,030,800.00

037833AM2APPLE INCCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4,008,360.004,008,360.00

4,005,680.004,005,480.00

Portfolio Activity Summary Riverside, City of General Agg (66771)09/01/2016 - 09/30/2016 Return to Table of Contents Dated: 10/27/2016

39


Interest/Dividend

Received







Ending Market Value

084664BW0BERKSHIRE HATHAWAY FINANCECORPCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,001,730.001,001,730.00

1,002,530.001,002,240.00

912828VK3UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,502,343.751,502,343.75

1,515,120.001,515,765.00

912828F54UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 14,564,777.3414,564,777.34

14,575,026.0014,577,790.50

912828RE2UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,542,968.755,542,968.75

5,572,215.005,574,360.00

912828RH5UNITED STATES TREASURYUS GOV

72,187.50 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10,564,785.0010,564,785.00

10,615,710.0010,618,965.00


58,750.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 11,811,044.9211,811,044.92

11,785,367.5011,786,777.50

912828A34UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,325,671.885,325,671.88

5,346,375.005,348,442.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 15,051,562.5015,051,562.50

15,012,900.0015,014,700.00

931142CJ0WAL-MART STORES INCCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 514,400.90514,400.90

502,932.90501,259.70

92937CDH8Wex BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,632.40248,540.64

23204HDB1Customers BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,781.20248,679.52

34387ABS7Flushing BankCD

317.22 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

250,543.80250,043.31

49306SVY9KeyBank National AssociationCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

248,694.42248,239.94

12738RCW2Cadence Bank, N.A.CD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,746.48248,615.04

91330ABD8Unity BankCD

317.22 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,432.28248,312.76

74160NEN6Prime Alliance Bank, Inc.CD

243.20 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,272.92248,175.81

108622ET4Bridgewater BankCD

317.22 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,482.08248,352.60

82669LFR9Signature Bank of ArkansasCD

222.05 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

249,321.21249,278.88

27113PAM3East Boston Savings BankCD

296.07 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

250,180.26249,771.90

06740KJK4Barclays Bank DelawareCD

2,739.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

252,174.65251,616.43

33583CRW1First Niagara Bank, National AssociationCD

1,437.72 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,535.68248,473.68


40


Interest/Dividend

Received







Ending Market Value

05573J4Q4BMO Harris Bank National AssociationCD

1,125.17 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,166.16248,148.80

33612JFU8First Priority BankCD

1,812.78 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

249,373.92248,870.48

90348JAP5UBS Bank USACD

294.88 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

249,118.48248,657.20

40434AC72HSBC Bank USA, National AssociationCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 246,000.00246,000.00

247,864.68248,467.38


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,231,931.256,231,931.25

6,261,000.006,261,937.50


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,494,375.001,494,375.00

1,501,290.001,501,470.00

912828WD8UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4,973,828.134,973,828.13

5,042,200.005,045,300.00

166764AA8CHEVRON CORPCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,734,721.002,734,721.00

2,751,732.502,748,515.00

912828VF4UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,944,765.636,944,765.63

7,075,460.007,088,060.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,964,843.753,964,843.75

4,013,280.004,016,080.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,798,406.256,798,406.25

6,908,936.006,918,456.00

89233P6S0TOYOTA MOTOR CREDIT CORPCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,715,233.952,715,233.95

2,720,830.972,722,189.47

912828K66UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 14,988,281.2514,988,281.25

14,992,350.0014,996,550.00


26,250.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,992,860.006,992,860.00

7,008,190.007,009,030.00

912828WW6UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,495,078.133,495,078.13

3,569,720.003,572,450.00

822582AR3SHELL INTERNATIONAL FINANCE BVCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,801,135.501,801,135.50

1,808,050.451,808,267.05

912828UU2UNITED STATES TREASURYUS GOV

18,750.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4,986,718.754,986,718.75

4,997,450.005,001,350.00

2546714P2Discover BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,887.84248,823.36

02587CAU4American Express Bank, FSBCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,776.24248,716.72

795450SU0Sallie Mae BankCD

2,241.27 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

249,756.52249,395.90

70153RHJ0Parkway Bank And Trust CompanyCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,513.36248,453.84


41


Interest/Dividend

Received







Ending Market Value

57116AHW1Marlin Business BankCD

358.07 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

250,427.92249,946.80

58403BG26Medallion BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,124.00248,009.92

46115DDU7Bank of The OzarksCD

211.48 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

249,139.44249,039.84

89579NBF9Triad BankCD

211.48 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

249,306.27249,266.43

88413QAD0Third Federal Savings and LoanAssociation of ClevCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

249,225.12249,108.56

17284CC69CIT Bank, National AssociationCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

250,989.05250,606.20

51210SKR7Lakeside Bank (Inc)CD

189.57 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,119.04248,039.68

06414QUB3Bank of North CarolinaCD

262.23 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

247,768.17247,652.08

29976DA42EverBankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,431.52248,381.92

20033AME3Comenity Capital BankCD

359.52 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

251,425.26251,026.86

14042E5T3Capital One, National AssociationCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

249,779.37249,717.12

56034WAH4Main Street Bank Corp.CD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,176.08248,104.16

319141CL9First Bank of Highland ParkCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,788.64248,711.76

20364AAQ8Community Financial Services BankCD

168.50 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,074.40248,017.36

140420PT1Capital One BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

250,807.36250,363.44

58733AAY5Mercantil Commercebank, NationalAssociationCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

249,671.52249,376.40

02587DWJ3American Express Centurion BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

251,687.76251,308.32

912828UB4UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,944,921.882,944,921.88

3,000,930.003,005,400.00


40,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 7,819,375.007,819,375.00

8,010,640.008,022,480.00

912828TN0UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,840,773.441,840,773.44

1,903,420.001,905,795.00

912828SD3UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,972,343.752,972,343.75

3,026,490.003,029,070.00


42


Interest/Dividend

Received







Ending Market Value

912828H52UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,473,046.882,473,046.88

2,518,750.002,522,650.00

912828TS9UNITED STATES TREASURYUS GOV

6,250.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,977,421.881,977,421.88

1,998,280.001,999,060.00

912828UJ7UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,976,875.001,976,875.00

2,003,280.002,004,220.00

912828TG5UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,913,593.756,913,593.75

6,989,360.006,992,860.00

912828UQ1UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 9,866,406.259,866,406.25

10,071,900.0010,087,500.00

912828UF5UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1,871,203.131,871,203.13

1,907,562.001,910,241.00


17,500.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,439,023.443,439,023.44

3,504,655.003,509,835.00

912828WY2UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,851,000.006,851,000.00

6,816,875.006,827,015.00


31,500.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,946,020.002,946,020.00

2,931,908.002,935,408.00

912828XE5UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,626,425.006,626,425.00

6,599,515.006,611,735.00

912828WT3UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4,205,906.254,205,906.25

4,208,022.004,208,022.00

3137EABA6FEDERAL HOME LOAN MORTGAGECORPAGCY BOND

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 12,023,380.0012,023,380.00

10,523,000.0010,487,000.00

36962G5W0GENERAL ELECTRIC COCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 7,810,729.607,810,729.60

7,650,003.457,644,011.30

577234BZ9Mauch Chunk Trust CompanyCD

252.76 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,662.16248,600.16

20361LBM5Community Bankers' BankCD

347.54 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

250,227.04249,733.52

06424XBQ4United BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

249,862.48249,460.72

52168UCU4Leader Bank, National AssociationCD

221.16 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,381.92248,342.24

31984GDJ5First Commercial BankCD

210.63 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,240.56248,205.84

20786ABA2ConnectOne BankCD

325.16 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

248,289.34248,062.10

373128EK9Georgia Bank & Trust Company ofAugustaCD

211.48 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

249,283.86249,251.49

36160J2N7GE Capital BankCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

250,048.48249,688.88


43


Interest/Dividend

Received







Ending Market Value

38147J3R1Goldman Sachs Bank USACD

2,054.50 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

249,205.71248,773.46

90983WAZ4United Community BankCD

210.63 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 248,000.00248,000.00

248,310.00248,275.28

855736DA9The State Bank and Trust CompanyCD

338.37 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,357.58248,023.92

36962GY40GENERAL ELECTRIC CAPITALCORPORATIONCORP

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,186,720.002,186,720.00

2,012,560.002,005,080.00

46147URG7Investors Community BankCD

243.20 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,272.92248,175.81

080515BM0Belmont Savings BankCD

296.07 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,494.53248,474.61

065847CZ6Bank of Wisconsin DellsCD

317.22 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

248,633.97248,504.49

94768NJU9Webster Bank, National AssociationCD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,380.00247,380.00

251,464.56251,100.00

844772BA0SouthWest BankCD

150.97 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 237,000.00237,000.00

237,009.48237,004.74

55266CNH5MB Financial Bank, National AssociationCD

285.50 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

249,933.75249,577.68

912828QG8UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 11,609,726.5611,609,726.56

11,331,760.0011,323,950.00

020080AV9Alma BankCD

356.63 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

249,087.15248,869.79

912828PT1UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 12,668,906.2412,668,906.24

12,310,800.0012,298,560.00

912828NG1UNITED STATES TREASURYUS GOV

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 8,470,000.008,470,000.00

8,125,040.008,112,480.00

061149AR1Bank of Charles TownCD

380.66 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 249,000.00249,000.00

250,750.47250,329.66

29266NX51EnerBank USACD

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 247,000.00247,000.00

249,257.58248,657.37


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,582,734.382,582,734.38

2,631,694.002,632,708.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 14,642,734.3814,642,734.38

14,676,755.0014,682,410.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 13,530,416.0213,530,416.02

13,549,458.0013,555,284.50


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,104,062.506,104,062.50

6,118,140.006,121,380.00


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,730,785.163,730,785.16

3,772,853.003,774,851.00


44

* Weighted by: Ending Market Value + Accrued.


Interest/Dividend

Received







Ending Market Value


0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 6,203,613.136,203,613.13

6,249,750.006,252,437.50

---------

329,226.56 -27,145,188.62 40,305,933.68 0.00 -67,121,895.74 0.00 0.00 0.00 0.00 538,653,681.71511,838,783.42

537,741,781.31511,014,838.54


45

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Past performance is not an indicator of future performance or results.

Public Trust statements present beginning and ending balances and are based on Market Value plus accrued interest on a Trade Date basis. Customized reports made available to the end user either from Public Trust orthrough the online reporting platform may present information and portfolio analytics using various optional methods including, but not limited to, historical cost, amortized cost, and market value. Custom reports may also differfrom the information received from the custodian as a result of additional formulas and filters created based on end user preferences.

The investment advisor providing these services is Public Trust Advisors, LLC, an investment adviser registered with the U.S. Securities and Exchange Commission (SEC) under the Investment Advisers Act of 1940, asamended. Registration with the SEC does not imply a certain level of skill or training. Public Trust is required to maintain a written disclosure brochure of our background and business experience. If you would like to receive acopy of our current disclosure brochure, privacy policy, or code of ethics please contact us at the address below.

Public Trust Advisors

717 17th St. Suite 1850

Denver, CO 80202

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Monthly Investment Report for Period Ended September 30, 2016 · September 1, 2016 Beginning...

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