city of costa mesa finance department interoffice

CITY OF COSTA MESA FINANCE DEPARTMENT

INTEROFFICE MEMORANDUM

TO: HONORABLE CITY COUNCIL TOM HATCH, CITY MANAGER

FROM: STEPHEN DUNIVENT, INTERIM FINANCE DIRECTOR DATE: APRIL 18, 2017 SUBJECT: TREASURER’S REPORT FOR THE MONTH OF MARCH, 2017 Attached is the Treasurer’s Report for the month of March 2017. This performance report lists the various types of securities, institutions from which the securities were purchased, maturity dates and interest rates for all securities held in the City’s investment portfolio as of the end of the reporting period. All of the City’s investments as of March 31, 2017 are in compliance with the Investment Policy and the California Government Code except as otherwise noted or disclosed herein. All market values provided in this report were obtained from The Bank of New York Mellon, except for the Local Agency Investment Fund (LAIF). Market values for LAIF were provided by the State Treasurer’s Office. The market value shown for the City’s LAIF investment represents the City’s contractual rights to its LAIF account and does not represent the value of the underlying portfolio securities. SUMMARY Beginning Book Value $112,782,645.07 Deposits/Acquisitions 580,218.52 Withdrawals/Dispositions - Ending Book Value $113,362,863.59 As of March 31, 2017, the City has adequate cash reserves necessary to meet its obligations for the next six months. There were no securities purchased, called, matured or sold during the month of March 2017. COMPLIANCE REPORTING The City held two Lehman Brothers Medium-Term Corporate Notes in its investment portfolio. The total amount invested in these two securities stated at cost was $5,049,700. Lehman Brothers filed for bankruptcy protection status on September 15, 2008 and the debt rating fell from A2 to B3- on that date. The market value loss of $4,107,075 for the securities was recorded on the City’s general ledger in September 2008, and is updated annually. The current estimates for recoveries through the bankruptcy proceedings are unknown.

SD17-033

ATTACHMENT 1

POOLED CASH AND INVESTMENTS BY FUND

AS OF MARCH 31, 2017

FUND NO FUND NAME AMOUNT

101 General Fund 38,536,673.57$ *

201 Special Gas Tax Fund 9,646,745.32

202 Prop. 172 - Public Safety Fund (305,149.34)

203 Air Quality Improvement Fund (AB 2766) 209,144.49

205 HUD -HOME Program-HOME Investment Partnership Act 26,701.03

207 HUD -Community Development Block Grant Program Fund 88,396.18

208 Park Development Fees Fund 4,913,704.40

209 Drainage Fees Fund 2,095,594.09

213 Supplemental Law Enforcement Services Fund (SLESF) (90,972.81)

214 Traffic Impact Fees Fund 3,292,899.22

216 Rental Rehabilitation Program Fund 98,148.80

217 Narcotics Forfeiture Fund 465,851.85

218 Fire System Development Fees Fund 355,599.26

219 Local Law Enforcement Block 17,328.37

220 Office of Traffic Safety (29,946.27)

222 Costa Mesa Housing Authority 1,009,060.84

223 Costa Mesa Housing Authority Civic Center Barrio 382,310.41

401 Capital Improvements Fund 25,823,188.76

403 Measure "M" Construction Fund 608,984.60

409 Vehicle Parking District #1 Fund 20,219.33

410 Vehicle Parking District #2 Fund 38,265.75

413 Golf Course Improvement Fund 379,356.47

414 Measure "M" Turnback Fund 211,752.31

415 Measure "M" 2 Construction Fund (1,196,856.45)

416 Measure "M" 2 Fairshare Fund 5,688,202.57

601 Equipment Maintenance and Replacement Fund 1,990,965.03

602 Self-Insurance Fund - Liab/W.C./Unemployment 5,340,710.26

603 IT Replacement Fund 3,003,924.06

701 Deposits 4,730,970.96

705 Costa Mesa Community Foundation 107,025.67

755 Police Retirement - 1% Supplemental 251,432.54

Total Pooled Cash & Investments 107,712,374.70$ **

* Council has designated the following items in General Fund balance:

- $14.125 million for emergency reserve

- $2 million for self-insurance reserve

** Reconciliation of Total Pooled Cash & Investments to Portfolio Total End Cost Value:

Total Pooled Cash & Investments 107,712,374.70$

Market Value Adjustment (521,799.55)

Cash Held in Trust 6,172,288.44

Portfolio Total End Cost Value (Attachment 3) 113,362,863.59$

ATTACHMENT 2

GENERAL FUND CASH POSITION The City’s General Fund receives its most significant revenues, such as sales tax and property tax, several times during the year. However it pays for majority of the City’s operational expenditures throughout the year. The in-flows and out-flows of the General Fund cash are closely monitored by Finance staff. The flowing is a summary of the General Fund historical ending cash balances over the past five calendar years:

HISTORICAL TREASURER'S REPORT GENERAL FUND CASH

BALANCE (IN MILLIONS)

CY 2013 CY 2014 CY 2015 CY 2016 CY 2017 January $ 35.6 $ 33.8 $ 34.1 $ 29.8 $ 46.3

February 33.7 31.7 32.8 29.8 45.5

March 27.0 28.6 31.9 31.7 38.5

April 33.0 35.6 34.9 40.1

May 39.6 44.4 44.3 47.8

June 38.3 41.8 41.7 45.7

July 35.0 34.5 31.4 41.5

August 31.9 31.8 31.9 41.0

September 27.8 27.3 28.7 39.8

October 20.3 24.2 25.1 38.5

November 20.1 19.1 26.1 39.7

December 26.6 26.6 25.2 40.8

As indicated in the above graph, the General Fund’s cash balance typically peaks at May of each year and dips to the lowest point around October and November. Overall, the General Fund’s cash balance has been steadily increased comparing to the same time period in prior years. All other activities appears reasonable and consistent with staff’s expectations.

Jan‐13

Mar‐13

May‐13

Jul‐13

Sep‐13

Nov‐13

Jan‐14

Mar‐14

May‐14

Jul‐14

Sep‐14

Nov‐14

Jan‐15

Mar‐15

May‐15

Jul‐15

Sep‐15

Nov‐15

Jan‐16

Mar‐16

May‐16

Jul‐16

Sep‐16

Nov‐16

Jan‐17

Mar‐17

$‐

$10

$20

$30

$40

$50

$60

Jan‐13 Jul‐13 Jan‐14 Jul‐14 Jan‐15 Jul‐15 Jan‐16 Jul‐16 Jan‐17

Millions

GENERAL FUND ‐ CASH BALANCEFIVE YEARS HISTORICAL

Monthly Account Statement

(904)645-1918

Lauren Dehner

Bank of New York Mellon

CustodianChandler TeamFor questions about your account,

please call (800) 317-4747 or

Email [email protected]

City of Costa Mesa Consolidated

March 1, 2017 through March 31, 2017

Information contained herein is confidential. We urge you to compare this statement to the one you receive from yourqualified custodian. Prices are provided by IDC, an independent pricing source. In the event IDC does not provide a price or if the price provided is not reflective of fair market value, Chandler will obtain pricing from an alternative approved third party pricing

source in accordance with our written valuation policy and procedures. Our valuation procedures are also disclosed in Item 5 of our Form ADV Part 2A.

6225 Lusk Boulevard | San Diego, CA 92121 | Phone 800.317.4747 | Fax 858.546.3741 | www.chandlerasset.com

Attachment 3

ACCOUNT SUMMARY

Beg. Valuesas of 2/28/17

End Valuesas of 3/31/17

Market Value 112,614,556 113,161,075Accrued Interest 240,703 293,492Total Market Value 112,855,259 113,454,567

Income Earned 91,410 100,711Cont/WD

Par 117,472,976 118,053,194Book Value 112,782,645 113,362,864Cost Value 112,782,645 113,362,864

TOP ISSUERS

Issuer % Portfolio

Local Agency Investment Fund 43.3 %

Government of United States 15.3 %

Federal Home Loan Bank 8.2 %

Federal Home Loan Mortgage Corp 7.0 %

Federal National Mortgage Assoc 5.5 %

Bank Cash Account 5.4 %

JP Morgan Chase & Co 3.5 %

Honda Motor Corporation 0.9 %

89.1 %

PORTFOLIO CHARACTERISTICS

Average Duration 1.20

Average Coupon 1.02 %

Average Purchase YTM 1.05 %

Average Market YTM 1.11 %

Average S&P/Moody Rating AA/Aa1

Average Final Maturity 1.24 yrs

Average Life 1.24 yrs

CREDIT QUALITY (S&P)MATURITY DISTRIBUTIONSECTOR ALLOCATION

PERFORMANCE REVIEW

Total Rate of Return Current Latest Year Annualized SinceAs of 3/31/2017 Month 3 Months To Date 1 Yr 3 Yrs 5 Yrs 10 Yrs

Portfolio SummaryAs of 3/31/2017

City of Costa Mesa ConsolidatedAccount #10196

Execution Time: 4/17/2017 11:03:25 AMChandler Asset Management - CONFIDENTIAL Page 1

Category Standard Comment

Treasury Issues No limitations CompliesFederal Agencies No maximum limitations; 35% per issuer CompliesMunicipal Securities "A" or higher by at least one NRSRO; 5% max issuer; 5 years max maturity CompliesBanker’s Acceptances "A-1" or higher short term rating by at least one NRSRO; "A" or higher by at

least one NRSRO if long term debt issued; 40% maximum; 5% max per issuer; 180 days max maturity

Complies

Certificates of Deposit/Bank and Time Deposits

"A" or higher by at least one NRSRO; "A-1" or higher short term rating by at least one NRSRO; 20% maximum; 5 years max maturity; FDIC Insurance and/or Collateralization

Complies

Negotiable Certificates of Deposit and CD Placement Service

"A" or higher by at least one NRSRO if long term debt; "A-1" or higher short term rating by at least one NRSRO; 30% maximum; 5% max issuer; 5 years max maturity

Complies

Repurchase Agreements >102% collateralization; 30% maximum; 1 year max maturity CompliesCommercial Paper "A-1" rated or equivalent by at least one NRSRO; "A" or higher by at least one

NRSRO if long term debt issued; 25% maximum; 5% max per issuer; 270 days maximum maturity; US issuer; > $500 million in assets

Complies

Medium Term Notes "A" or better by at least one NRSRO; 30% maximum; 5% max per issuer; 5 years max maturity; US issuer

Complied at time of purchase*

Asset-Backed, Mortgage-Backed Securities, CMOs

"AA" or better by one NRSRO; "A" or higher rating for the issuer's debt by one NRSRO; 20% maximum; 5 years max maturity

Complies

Money Market Mutual Funds "AAA" rating by not less than two NRSROs or SEC registered; 20% maximum; Min $500 million under management

Complies

LAIF $50 million limit currently permitted by LAIF CompliesCounty Pool Not used by investment adviser Complies Maximum Maturity 5 years (Any investment extending 5 years requires prior City Council approval);

20% of the portfolio must mature within one yearComplies

City of Costa Mesa ConsolidatedMarch 31, 2017

COMPLIANCE WITH INVESTMENT POLICYThis portfolio is a consolidation of assets managed by Chandler Asset Management and assets managed internally by Client. Chandler relies on Client to

provide accurate information for reporting assets and producing this compliance statement.

*Lehman Brothers (LEH) filed for bankruptcy on September 15, 2008. The city owns $5M par of LEH.

Holdings ReportAs of 3/31/17


CUSIP Security Description Par Value/UnitsPurchase Date

Book YieldCost Value

Book ValueMkt PriceMkt YTM

Market ValueAccrued Int.

% of Port.Gain/Loss

Moody/S&P Fitch

MaturityDuration

AGENCY

3137EADV8 FHLMC Note0.75% Due 7/14/2017

1,000,000.00 07/08/20150.69 %

1,001,230.001,001,230.00

99.960.88 %

999,631.001,604.17

0.88 %(1,599.00)

Aaa / AA+AAA

0.290.29

3136G1AZ2 FNMA Callable Note Qtrly 1/30/141% Due 1/30/2018

2,000,000.00 01/04/20131.00 %

2,000,000.002,000,000.00

99.921.09 %

1,998,440.003,388.89

1.76 %(1,560.00)

Aaa / AA+AAA

0.840.83

3133ECPB4 FFCB Note0.875% Due 5/14/2018

1,000,000.00 05/17/20130.92 %

997,810.00997,810.00

99.701.14 %

997,047.003,329.86

0.88 %(763.00)

Aaa / AA+AAA

1.121.11

3135G0WJ8 FNMA Note0.875% Due 5/21/2018

2,000,000.00 05/17/20130.94 %

1,993,660.001,993,660.00

99.661.18 %

1,993,176.006,319.44

1.76 %(484.00)

Aaa / AA+AAA

1.141.13

313383HQ7 FHLB Callable Note 1X 6/24/141.2% Due 6/27/2018

3,000,000.00 05/30/20131.20 %

3,000,000.003,000,000.00

100.091.12 %

3,002,772.009,400.00

2.65 %2,772.00

Aaa / AA+AAA

1.241.22

3134G4A57 FHLMC Callable Note 1X 6/24/141.25% Due 6/27/2018

2,000,000.00 05/31/20131.25 %

2,000,000.002,000,000.00

100.141.13 %

2,002,854.006,527.78

1.77 %2,854.00

Aaa / AA+AAA

1.241.22

313376BR5 FHLB Note1.75% Due 12/14/2018

985,000.00 07/18/20160.85 %

1,006,019.901,006,019.90

100.841.25 %

993,239.535,123.37

0.88 %(12,780.37)

Aaa / AA+AAA

1.711.67

313378QK0 FHLB Note1.875% Due 3/8/2019

1,250,000.00 01/22/20161.23 %

1,274,437.501,274,437.50

100.971.37 %

1,262,125.001,497.40

1.11 %(12,312.50)

Aaa / AA+AAA

1.941.90

3137EADZ9 FHLMC Note1.125% Due 4/15/2019

1,000,000.00 08/15/20160.91 %

1,005,720.001,005,720.00

99.521.37 %

995,161.005,187.50

0.88 %(10,559.00)

Aaa / AA+AAA

2.042.00

3137EAEB1 FHLMC Note0.875% Due 7/19/2019

1,440,000.00 09/26/20160.96 %

1,436,486.401,436,486.40

98.781.41 %

1,422,502.562,520.00

1.26 %(13,983.84)

Aaa / AA+AAA

2.302.26

3137EADM8 FHLMC Note1.25% Due 10/2/2019

1,500,000.00 11/03/20151.48 %

1,486,860.001,486,860.00

99.441.48 %

1,491,634.509,322.92

1.32 %4,774.50

Aaa / AA+AAA

2.512.44

313383HU8 FHLB Note1.75% Due 6/12/2020

2,000,000.00 Various1.50 %

2,021,970.002,021,970.00

100.191.69 %

2,003,788.0010,597.22

1.78 %(18,182.00)

Aaa / AA+NR

3.203.08

3135G0D75 FNMA Note1.5% Due 6/22/2020

1,000,000.00 10/14/20151.39 %

1,004,930.001,004,930.00

99.561.64 %

995,622.004,125.00

0.88 %(9,308.00)

Aaa / AA+AAA

3.233.12

3135G0F73 FNMA Note1.5% Due 11/30/2020

1,250,000.00 01/22/20161.58 %

1,245,325.001,245,325.00

99.171.73 %

1,239,612.506,302.08

1.10 %(5,712.50)

Aaa / AA+AAA

3.673.53

3130A7CV5 FHLB Note1.375% Due 2/18/2021

2,000,000.00 04/25/20161.46 %

1,991,960.001,991,960.00

98.471.78 %

1,969,386.003,284.72

1.74 %(22,574.00)

Aaa / AA+AAA

3.893.75

3137EAEC9 FHLMC Note1.125% Due 8/12/2021

1,000,000.00 08/15/20161.27 %

993,000.00993,000.00

96.561.95 %

965,637.001,531.25

0.85 %(27,363.00)

Aaa / AA+AAA

4.374.22

Total Agency 24,425,000.00 1.19 %24,459,408.8024,459,408.80 1.37 %

24,332,628.0980,061.60

21.52 %(126,780.71)

Aaa / AA+AAA

2.092.03

CASH

90COCM$00 Summary of Cash Held in Trust *See Details (Attached)

6,172,288.44 Various0.00 %

6,172,288.446,172,288.44

1.000.00 %

6,172,288.440.00

5.44 %0.00

NR / NRNR

0.000.00








% of Port.Gain/Loss

Moody/S&P Fitch

MaturityDuration

CASH

90JPMC$02 JP Morgan Chase Checking Account 3,453,728.14 Various0.00 %

3,453,728.143,453,728.14

1.000.00 %

3,453,728.140.00

3.04 %0.00

NR / NRNR

0.000.00

Total Cash 9,626,016.58 N/A9,626,016.589,626,016.58 0.00 %

9,626,016.580.00

8.48 %0.00

NR / NRNR

0.000.00

LAIF

90LAIF$00 Local Agency Investment Fund State Pool

48,982,929.90 Various0.83 %

48,982,929.9048,982,929.90

1.000.83 %

48,982,929.9093,529.73

43.26 %0.00

NR / NRNR

0.000.00

Total LAIF 48,982,929.90 0.83 %48,982,929.9048,982,929.90 0.83 %

48,982,929.9093,529.73

43.26 %0.00

NR / NRNR

0.000.00

MONEY MARKET FUND FI

94975H312 Wells Fargo Advantage Treasury Plus MMF

219,247.69 Various0.33 %

219,247.69219,247.69

1.000.33 %

219,247.690.00

0.19 %0.00

Aaa / AAAAAA

0.000.00

Total Money Market Fund FI 219,247.69 0.33 %219,247.69219,247.69 0.33 %

219,247.690.00

0.19 %0.00

Aaa / AAAAAA

0.000.00

US CORPORATE

36962G6K5 General Electric Capital Corp Note1.6% Due 11/20/2017

1,000,000.00 11/13/20141.38 %

1,006,420.001,006,420.00

100.061.50 %

1,000,618.005,822.22

0.89 %(5,802.00)

A1 / AA-AA-

0.640.63

40428HPH9 HSBC USA Inc Note1.625% Due 1/16/2018

650,000.00 05/12/20151.44 %

653,100.50653,100.50

99.941.70 %

649,591.802,200.52

0.57 %(3,508.70)

A2 / AAA-

0.800.78

525ESCIB7 Lehman Brothers Note-DefaultedDue 1/24/2018

2,500,000.00 04/17/20120.00 %

154,141.22154,141.22

6.500.00 %

162,500.000.00

0.14 %8,358.78

NR / NRNR

0.820.00

525ESC2W8 Lehman Brothers ESCROW CUSIP - DefaultedDue 2/6/2018

2,500,000.00 04/17/20120.00 %

141,737.51141,737.51

6.500.00 %

162,500.000.00

0.14 %20,762.49

NR / NRNR

0.850.00

166764AE0 Chevron Corp Callable Note Cont 5/24/20181.718% Due 6/24/2018

650,000.00 05/12/20151.36 %

657,104.50657,104.50

100.321.43 %

652,087.153,008.89

0.58 %(5,017.35)

Aa2 / AA-NR

1.231.13

532457BF4 Eli Lilly & Co Note1.95% Due 3/15/2019

650,000.00 07/08/20151.78 %

653,952.00653,952.00

100.701.59 %

654,536.35563.33

0.58 %584.35

A2 / AA-A

1.961.91

30231GAD4 Exxon Mobil Corp Callable Note Cont 2/15/20191.819% Due 3/15/2019

700,000.00 01/25/20161.70 %

702,604.00702,604.00

100.381.61 %

702,662.10565.91

0.62 %58.10

Aaa / AA+NR

1.961.84

91159HHH6 US Bancorp Callable Note Cont 3/25/20192.2% Due 4/25/2019

650,000.00 05/15/20151.73 %

661,583.00661,583.00

100.801.79 %

655,193.506,196.67

0.58 %(6,389.50)

A1 / A+AA

2.071.92








% of Port.Gain/Loss

Moody/S&P Fitch

MaturityDuration

US CORPORATE

89236TBP9 Toyota Motor Credit Corp Note2.125% Due 7/18/2019

700,000.00 02/04/20161.74 %

709,030.00709,030.00

100.791.77 %

705,555.903,016.32

0.62 %(3,474.10)

Aa3 / AA-A

2.302.23

02665WAH4 American Honda Finance Note2.25% Due 8/15/2019

1,000,000.00 02/24/20151.92 %

1,013,930.001,013,930.00

100.871.87 %

1,008,743.002,875.00

0.89 %(5,187.00)

A1 / A+NR

2.382.30

06406HCW7 Bank of New York Callable Note Cont 8/11/20192.3% Due 9/11/2019

1,000,000.00 02/20/20151.99 %

1,013,390.001,013,390.00

100.951.89 %

1,009,479.001,277.78

0.89 %(3,911.00)

A1 / AAA-

2.452.29

46625HKA7 JP Morgan Chase Callable Note Cont 12/23/20192.25% Due 1/23/2020

500,000.00 04/29/20152.32 %

498,480.00498,480.00

100.342.12 %

501,721.502,125.00

0.44 %3,241.50

A3 / A-A+

2.822.63

94974BGF1 Wells Fargo Corp Note2.15% Due 1/30/2020

650,000.00 07/08/20152.22 %

647,900.50647,900.50

100.212.07 %

651,374.102,367.99

0.58 %3,473.60

A2 / AAA-

2.842.73

24422ESW0 John Deere Capital Corp Note2.05% Due 3/10/2020

500,000.00 04/29/20151.93 %

502,735.00502,735.00

100.062.03 %

500,302.00597.92

0.44 %(2,433.00)

A2 / AA

2.952.84

713448CS5 PepsiCo Inc Callable Note Cont 3/30/20201.85% Due 4/30/2020

650,000.00 05/12/20152.04 %

644,052.50644,052.50

100.391.71 %

652,560.355,043.82

0.58 %8,507.85

A1 / AA

3.082.89

747525AD5 Qualcomm Inc Note2.25% Due 5/20/2020

650,000.00 06/03/20152.37 %

646,314.50646,314.50

100.222.18 %

651,439.755,321.88

0.58 %5,125.25

A1 / A+NR

3.142.99

857477AV5 State Street Bank Note1.95% Due 5/19/2021

700,000.00 11/14/20162.19 %

692,860.00692,860.00

98.252.40 %

687,743.705,005.00

0.61 %(5,116.30)

A1 / AAA-

4.143.91

037833CC2 Apple Inc Callable Note Cont 7/4/20211.55% Due 8/4/2021

1,000,000.00 01/12/20172.24 %

970,470.00970,470.00

97.022.28 %

970,175.002,454.17

0.86 %(295.00)

Aa1 / AA+NR

4.354.16

594918BP8 Microsoft Callable Note Cont 7/8/211.55% Due 8/8/2021

700,000.00 09/26/20161.59 %

698,852.00698,852.00

97.442.17 %

682,099.601,597.36

0.60 %(16,752.40)

Aaa / AAAAA+

4.364.17

Total US Corporate 17,350,000.00 1.83 %12,668,657.2312,668,657.23 1.83 %

12,660,882.8050,039.78

11.20 %(7,774.43)

A1 / AA-AA-

2.492.35

US TREASURY

912828SD3 US Treasury Note1.25% Due 1/31/2019

1,000,000.00 02/20/20151.35 %

996,058.04996,058.04

100.031.23 %

1,000,312.002,071.82

0.88 %4,253.96

Aaa / AA+AAA

1.841.81

912828WL0 US Treasury Note1.5% Due 5/31/2019

1,000,000.00 05/17/20160.95 %

1,016,448.661,016,448.66

100.431.30 %

1,004,336.005,027.47

0.89 %(12,112.66)

Aaa / AA+AAA

2.172.12

912828TN0 US Treasury Note1% Due 8/31/2019

1,450,000.00 11/14/20161.21 %

1,441,565.401,441,565.40

99.121.37 %

1,437,199.401,260.87

1.27 %(4,366.00)

Aaa / AA+AAA

2.422.37

912828H52 US Treasury Note1.25% Due 1/31/2020

1,000,000.00 02/20/20151.53 %

986,683.04986,683.04

99.361.48 %

993,555.002,071.82

0.88 %6,871.96

Aaa / AA+AAA

2.842.77

912828J84 US Treasury Note1.375% Due 3/31/2020

1,000,000.00 04/29/20151.46 %

996,136.16996,136.16

99.571.52 %

995,664.0037.57

0.88 %(472.16)

Aaa / AA+AAA

3.002.93

912828K58 US Treasury Note1.375% Due 4/30/2020

1,200,000.00 05/15/20151.46 %

1,195,269.651,195,269.65

99.471.55 %

1,193,672.406,928.18

1.06 %(1,597.25)

Aaa / AA+AAA

3.082.99








% of Port.Gain/Loss

Moody/S&P Fitch

MaturityDuration

US TREASURY

912828XE5 US Treasury Note1.5% Due 5/31/2020

2,200,000.00 Various1.57 %

2,192,817.922,192,817.92

99.751.58 %

2,194,500.0011,060.44

1.94 %1,682.08

Aaa / AA+AAA

3.173.07

912828L32 US Treasury Note1.375% Due 8/31/2020

1,000,000.00 05/17/20161.19 %

1,007,698.661,007,698.66

99.071.65 %

990,742.001,195.65

0.87 %(16,956.66)

Aaa / AA+AAA

3.423.32

912828L99 US Treasury Note1.375% Due 10/31/2020

1,500,000.00 11/03/20151.60 %

1,484,126.121,484,126.12

98.911.69 %

1,483,593.008,660.22

1.32 %(533.12)

Aaa / AA+AAA

3.593.46

912828M98 US Treasury Note1.625% Due 11/30/2020

1,000,000.00 01/22/20161.47 %

1,007,151.791,007,151.79

99.711.71 %

997,070.005,446.43

0.88 %(10,081.79)

Aaa / AA+AAA

3.673.53

912828P87 US Treasury Note1.125% Due 2/28/2021

1,450,000.00 04/04/20161.21 %

1,444,114.231,444,114.23

97.561.77 %

1,414,656.251,418.48

1.25 %(29,457.98)

Aaa / AA+AAA

3.923.80

912828Q78 US Treasury Note1.375% Due 4/30/2021

1,150,000.00 02/10/20171.78 %

1,131,001.901,131,001.90

98.321.80 %

1,130,683.456,646.46

1.00 %(318.45)

Aaa / AA+AAA

4.083.92

912828F96 US Treasury Note2% Due 10/31/2021

1,100,000.00 02/10/20171.88 %

1,106,105.251,106,105.25

100.461.90 %

1,105,027.009,237.57

0.98 %(1,078.25)

Aaa / AA+AAA

4.594.33

912828G53 US Treasury Note1.875% Due 11/30/2021

1,400,000.00 01/12/20171.85 %

1,401,426.571,401,426.57

99.881.90 %

1,398,359.208,798.08

1.24 %(3,067.37)

Aaa / AA+AAA

4.674.42

Total US Treasury 17,450,000.00 1.48 %17,406,603.3917,406,603.39 1.61 %

17,339,369.7069,861.06

15.34 %(67,233.69)

Aaa / AA+AAA

3.353.23

TOTAL PORTFOLIO 118,053,194.17 1.05 %113,362,863.59113,362,863.59 1.11 %

113,161,074.76293,492.17

100.00 %(201,788.83)

Aa1 / AAAAA

1.241.20

TOTAL MARKET VALUE PLUS ACCRUED 113,454,566.93


Transaction Ledger2/28/17 Thru 3/31/17


Transaction Type

Settlement Date CUSIP Quantity Security Description Price

Acq/DispYield Amount

Interest Pur/Sold Total Amount Gain/Loss

ACQUISITIONS

Purchase 03/02/2017 94975H312 13.28 Wells Fargo Advantage Treasury Plus MMF 1.000 0.13 % 13.28 0.00 13.28 0.00

Purchase 03/08/2017 94975H312 11,718.75 Wells Fargo Advantage Treasury Plus MMF 1.000 0.13 % 11,718.75 0.00 11,718.75 0.00





Subtotal 47,936.03 47,936.03 0.00 47,936.03 0.00

Security Contribution

03/31/2017 90COCM$00 478,290.34 Summary of Cash Held in Trust *See Details (Attached)

1.000 478,290.34 0.00 478,290.34 0.00

Security Contribution

03/31/2017 90JPMC$02 53,992.15 JP Morgan Chase Checking Account 1.000 53,992.15 0.00 53,992.15 0.00

Subtotal 532,282.49 532,282.49 0.00 532,282.49 0.00

TOTAL ACQUISITIONS 580,218.52 580,218.52 0.00 580,218.52 0.00

OTHER TRANSACTIONS

Interest 03/08/2017 313378QK0 1,250,000.00 FHLB Note1.875% Due 3/8/2019

0.000 11,718.75 0.00 11,718.75 0.00

Interest 03/10/2017 24422ESW0 500,000.00 John Deere Capital Corp Note2.05% Due 3/10/2020

0.000 5,125.00 0.00 5,125.00 0.00

Interest 03/11/2017 06406HCW7 1,000,000.00 Bank of New York Callable Note Cont 8/11/20192.3% Due 9/11/2019

0.000 11,500.00 0.00 11,500.00 0.00

Interest 03/15/2017 30231GAD4 700,000.00 Exxon Mobil Corp Callable Note Cont 2/15/20191.819% Due 3/15/2019

0.000 6,366.50 0.00 6,366.50 0.00

Interest 03/15/2017 532457BF4 650,000.00 Eli Lilly & Co Note1.95% Due 3/15/2019

0.000 6,337.50 0.00 6,337.50 0.00

Interest 03/31/2017 912828J84 1,000,000.00 US Treasury Note1.375% Due 3/31/2020

0.000 6,875.00 0.00 6,875.00 0.00

Subtotal 5,100,000.00 47,922.75 0.00 47,922.75 0.00


Transaction Ledger2/28/17 Thru 3/31/17


Transaction Type

Settlement Date CUSIP Quantity Security Description Price

Acq/DispYield Amount

Interest Pur/Sold Total Amount Gain/Loss

OTHER TRANSACTIONS

Dividend 03/02/2017 94975H312 171,311.66 Wells Fargo Advantage Treasury Plus MMF 0.000 13.28 0.00 13.28 0.00

Subtotal 171,311.66 13.28 0.00 13.28 0.00

TOTAL OTHER TRANSACTIONS 5,271,311.66 47,936.03 0.00 47,936.03 0.00


Income Earned2/28/17 Thru 3/31/17

City of Costa Mesa Consolidated Account #10196

CUSIP Security Description

Trade DateSettle Date

Units

Book Value: BeginBook Value: Acq

Book Value: DispBook Value: End

Prior AccruedInc. Received

Ending AccruedTotal Interest

Accr. Of DiscountAmort. Of Premium

Net Accret/AmortIncome Earned

Unreal G/LTotal Income

Fixed Income 02665WAH4 American Honda Finance

Note 2.25% Due 08/15/2019

02/24/201502/27/2015

1,000,000.00

1,013,930.000.000.00

1,013,930.00

1,000.000.00

2,875.001,875.00

0.000.000.00

1,875.000.00

1,875.00

037833CC2 Apple Inc Callable Note Cont 7/4/2021 1.55% Due 08/04/2021

01/12/201701/18/2017

1,000,000.00

970,470.000.000.00

970,470.00

1,162.500.00

2,454.171,291.67

0.000.000.00

1,291.670.00

1,291.67

06406HCW7 Bank of New York Callable Note Cont 8/11/2019 2.3% Due 09/11/2019

02/20/201502/25/2015

1,000,000.00

1,013,390.000.000.00

1,013,390.00

10,861.1111,500.001,277.781,916.67

0.000.000.00

1,916.670.00

1,916.67

166764AE0 Chevron Corp Callable Note Cont 5/24/2018 1.718% Due 06/24/2018

05/12/201505/15/2015650,000.00

657,104.500.000.00

657,104.50

2,078.300.00

3,008.89930.59

0.000.000.00

930.590.00

930.59

24422ESW0 John Deere Capital Corp Note 2.05% Due 03/10/2020

04/29/201505/04/2015500,000.00

502,735.000.000.00

502,735.00

4,868.755,125.00

597.92854.17

0.000.000.00

854.170.00

854.17

30231GAD4 Exxon Mobil Corp Callable Note Cont 2/15/2019 1.819% Due 03/15/2019

01/25/201601/28/2016700,000.00

702,604.000.000.00

702,604.00

5,871.336,366.50

565.911,061.08

0.000.000.00

1,061.080.00

1,061.08

3130A7CV5 FHLB Note 1.375% Due 02/18/2021

04/25/201604/26/2016

2,000,000.00

1,991,960.000.000.00

1,991,960.00

993.060.00

3,284.722,291.66

0.000.000.00

2,291.660.00

2,291.66

313376BR5 FHLB Note 1.75% Due 12/14/2018

07/18/201607/19/2016985,000.00

1,006,019.900.000.00

1,006,019.90

3,686.910.00

5,123.371,436.46

0.000.000.00

1,436.460.00

1,436.46

313378QK0 FHLB Note 1.875% Due 03/08/2019

01/22/201601/25/2016

1,250,000.00

1,274,437.500.000.00

1,274,437.50

11,263.0211,718.751,497.401,953.13

0.000.000.00

1,953.130.00

1,953.13

313383HQ7 FHLB Callable Note 1X 6/24/14 1.2% Due 06/27/2018

05/30/201306/27/2013

3,000,000.00

3,000,000.000.000.00

3,000,000.00

6,400.000.00

9,400.003,000.00

0.000.000.00

3,000.000.00

3,000.00






Units








313383HU8 FHLB Note 1.75% Due 06/12/2020

VariousVarious

2,000,000.00

2,021,970.000.000.00

2,021,970.00

7,680.560.00

10,597.222,916.66

0.000.000.00

2,916.660.00

2,916.66

3133ECPB4 FFCB Note 0.875% Due 05/14/2018

05/17/201305/21/2013

1,000,000.00

997,810.000.000.00

997,810.00

2,600.690.00

3,329.86729.17

0.000.000.00

729.170.00

729.17

3134G4A57 FHLMC Callable Note 1X 6/24/14 1.25% Due 06/27/2018

05/31/201306/27/2013

2,000,000.00

2,000,000.000.000.00

2,000,000.00

4,444.440.00

6,527.782,083.34

0.000.000.00

2,083.340.00

2,083.34

3135G0D75 FNMA Note 1.5% Due 06/22/2020

10/14/201510/15/2015

1,000,000.00

1,004,930.000.000.00

1,004,930.00

2,875.000.00

4,125.001,250.00

0.000.000.00

1,250.000.00

1,250.00

3135G0F73 FNMA Note 1.5% Due 11/30/2020

01/22/201601/25/2016

1,250,000.00

1,245,325.000.000.00

1,245,325.00

4,739.580.00

6,302.081,562.50

0.000.000.00

1,562.500.00

1,562.50

3135G0WJ8 FNMA Note 0.875% Due 05/21/2018

05/17/201305/21/2013

2,000,000.00

1,993,660.000.000.00

1,993,660.00

4,861.110.00

6,319.441,458.33

0.000.000.00

1,458.330.00

1,458.33

3136G1AZ2 FNMA Callable Note Qtrly 1/30/14 1% Due 01/30/2018

01/04/201301/30/2013

2,000,000.00

2,000,000.000.000.00

2,000,000.00

1,722.220.00

3,388.891,666.67

0.000.000.00

1,666.670.00

1,666.67

3137EADM8 FHLMC Note 1.25% Due 10/02/2019

11/03/201511/04/2015

1,500,000.00

1,486,860.000.000.00

1,486,860.00

7,760.420.00

9,322.921,562.50

0.000.000.00

1,562.500.00

1,562.50

3137EADV8 FHLMC Note 0.75% Due 07/14/2017

07/08/201507/09/2015

1,000,000.00

1,001,230.000.000.00

1,001,230.00

979.170.00

1,604.17625.00

0.000.000.00

625.000.00

625.00

3137EADZ9 FHLMC Note 1.125% Due 04/15/2019

08/15/201608/16/2016

1,000,000.00

1,005,720.000.000.00

1,005,720.00

4,250.000.00

5,187.50937.50

0.000.000.00

937.500.00

937.50

3137EAEB1 FHLMC Note 0.875% Due 07/19/2019

09/26/201609/28/2016

1,440,000.00

1,436,486.400.000.00

1,436,486.40

1,470.000.00

2,520.001,050.00

0.000.000.00

1,050.000.00

1,050.00






Units








3137EAEC9 FHLMC Note 1.125% Due 08/12/2021

08/15/201608/16/2016

1,000,000.00

993,000.000.000.00

993,000.00

593.750.00

1,531.25937.50

0.000.000.00

937.500.00

937.50

36962G6K5 General Electric Capital Corp Note 1.6% Due 11/20/2017

11/13/201411/18/2014

1,000,000.00

1,006,420.000.000.00

1,006,420.00

4,488.890.00

5,822.221,333.33

0.000.000.00

1,333.330.00

1,333.33

40428HPH9 HSBC USA Inc Note 1.625% Due 01/16/2018

05/12/201505/15/2015650,000.00

653,100.500.000.00

653,100.50

1,320.310.00

2,200.52880.21

0.000.000.00

880.210.00

880.21

46625HKA7 JP Morgan Chase Callable Note Cont 12/23/2019 2.25% Due 01/23/2020

04/29/201505/04/2015500,000.00

498,480.000.000.00

498,480.00

1,187.500.00

2,125.00937.50

0.000.000.00

937.500.00

937.50

525ESC2W8 Lehman Brothers ESCROW CUSIP - Defaulted Due 02/06/2018

04/17/201204/18/2012

2,500,000.00

141,737.510.000.00

141,737.51

0.000.000.000.00

0.000.000.000.00

0.000.00

525ESCIB7 Lehman Brothers Note-Defaulted Due 01/24/2018

04/17/201204/18/2012

2,500,000.00

154,141.220.000.00

154,141.22

0.000.000.000.00

0.000.000.000.00

0.000.00

532457BF4 Eli Lilly & Co Note 1.95% Due 03/15/2019

07/08/201507/13/2015650,000.00

653,952.000.000.00

653,952.00

5,844.586,337.50

563.331,056.25

0.000.000.00

1,056.250.00

1,056.25

594918BP8 Microsoft Callable Note Cont 7/8/21 1.55% Due 08/08/2021

09/26/201609/29/2016700,000.00

698,852.000.000.00

698,852.00

693.190.00

1,597.36904.17

0.000.000.00

904.170.00

904.17

713448CS5 PepsiCo Inc Callable Note Cont 3/30/2020 1.85% Due 04/30/2020

05/12/201505/15/2015650,000.00

644,052.500.000.00

644,052.50

4,041.740.00

5,043.821,002.08

0.000.000.00

1,002.080.00

1,002.08

747525AD5 Qualcomm Inc Note 2.25% Due 05/20/2020

06/03/201506/08/2015650,000.00

646,314.500.000.00

646,314.50

4,103.130.00

5,321.881,218.75

0.000.000.00

1,218.750.00

1,218.75

857477AV5 State Street Bank Note 1.95% Due 05/19/2021

11/14/201611/17/2016700,000.00

692,860.000.000.00

692,860.00

3,867.500.00

5,005.001,137.50

0.000.000.00

1,137.500.00

1,137.50






Units








89236TBP9 Toyota Motor Credit Corp Note 2.125% Due 07/18/2019

02/04/201602/09/2016700,000.00

709,030.000.000.00

709,030.00

1,776.740.00

3,016.321,239.58

0.000.000.00

1,239.580.00

1,239.58

91159HHH6 US Bancorp Callable Note Cont 3/25/2019 2.2% Due 04/25/2019

05/15/201505/20/2015650,000.00

661,583.000.000.00

661,583.00

5,005.000.00

6,196.671,191.67

0.000.000.00

1,191.670.00

1,191.67

912828F96 US Treasury Note 2% Due 10/31/2021

02/10/201702/13/2017

1,100,000.00

1,106,105.250.000.00

1,106,105.25

7,353.590.00

9,237.571,883.98

0.000.000.00

1,883.980.00

1,883.98

912828G53 US Treasury Note 1.875% Due 11/30/2021

01/12/201701/18/2017

1,400,000.00

1,401,426.570.000.00

1,401,426.57

6,562.500.00

8,798.082,235.58

0.000.000.00

2,235.580.00

2,235.58

912828H52 US Treasury Note 1.25% Due 01/31/2020

02/20/201502/23/2015

1,000,000.00

986,683.040.000.00

986,683.04

1,001.380.00

2,071.821,070.44

0.000.000.00

1,070.440.00

1,070.44

912828J84 US Treasury Note 1.375% Due 03/31/2020

04/29/201504/30/2015

1,000,000.00

996,136.160.000.00

996,136.16

5,741.766,875.00

37.571,170.81

0.000.000.00

1,170.810.00

1,170.81

912828K58 US Treasury Note 1.375% Due 04/30/2020

05/15/201505/18/2015

1,200,000.00

1,195,269.650.000.00

1,195,269.65

5,515.190.00

6,928.181,412.99

0.000.000.00

1,412.990.00

1,412.99

912828L32 US Treasury Note 1.375% Due 08/31/2020

05/17/201605/18/2016

1,000,000.00

1,007,698.660.000.00

1,007,698.66

37.360.00

1,195.651,158.29

0.000.000.00

1,158.290.00

1,158.29

912828L99 US Treasury Note 1.375% Due 10/31/2020

11/03/201511/04/2015

1,500,000.00

1,484,126.120.000.00

1,484,126.12

6,893.990.00

8,660.221,766.23

0.000.000.00

1,766.230.00

1,766.23

912828M98 US Treasury Note 1.625% Due 11/30/2020

01/22/201601/25/2016

1,000,000.00

1,007,151.790.000.00

1,007,151.79

4,062.500.00

5,446.431,383.93

0.000.000.00

1,383.930.00

1,383.93

912828P87 US Treasury Note 1.125% Due 02/28/2021

04/04/201604/05/2016

1,450,000.00

1,444,114.230.000.00

1,444,114.23

44.330.00

1,418.481,374.15

0.000.000.00

1,374.150.00

1,374.15






Units








912828Q78 US Treasury Note 1.375% Due 04/30/2021

02/10/201702/13/2017

1,150,000.00

1,131,001.900.000.00

1,131,001.90

5,299.790.00

6,646.461,346.67

0.000.000.00

1,346.670.00

1,346.67

912828SD3 US Treasury Note 1.25% Due 01/31/2019

02/20/201502/23/2015

1,000,000.00

996,058.040.000.00

996,058.04

1,001.380.00

2,071.821,070.44

0.000.000.00

1,070.440.00

1,070.44

912828TN0 US Treasury Note 1% Due 08/31/2019

11/14/201611/15/2016

1,450,000.00

1,441,565.400.000.00

1,441,565.40

39.400.00

1,260.871,221.47

0.000.000.00

1,221.470.00

1,221.47

912828WL0 US Treasury Note 1.5% Due 05/31/2019

05/17/201605/18/2016

1,000,000.00

1,016,448.660.000.00

1,016,448.66

3,750.000.00

5,027.471,277.47

0.000.000.00

1,277.470.00

1,277.47

912828XE5 US Treasury Note 1.5% Due 05/31/2020

VariousVarious

2,200,000.00

2,192,817.920.000.00

2,192,817.92

8,250.000.00

11,060.442,810.44

0.000.000.00

2,810.440.00

2,810.44

94974BGF1 Wells Fargo Corp Note 2.15% Due 01/30/2020

07/08/201507/13/2015650,000.00

647,900.500.000.00

647,900.50

1,203.400.00

2,367.991,164.59

0.000.000.00

1,164.590.00

1,164.59

TOTAL Fixed Income 59,225,000.00

54,534,669.420.000.00

54,534,669.42

181,247.0747,922.75

199,962.4466,638.12

0.000.000.00

66,638.120.00

66,638.12

Cash & Equivalent 90COCM$00 Summary of Cash Held in Trust

*See Details (Attached) VariousVarious

6,172,288.44

5,693,998.10478,290.34

0.006,172,288.44

0.000.000.000.00

0.000.000.000.00

0.000.00

90JPMC$02 JP Morgan Chase Checking Account Various

Various3,453,728.14

3,399,735.9953,992.15

0.003,453,728.14

0.000.000.000.00

0.000.000.000.00

0.000.00






Units








94975H312 Wells Fargo Advantage Treasury Plus MMF Various

Various219,247.69

171,311.6647,936.03

0.00219,247.69

0.0013.28

0.0013.28

0.000.000.00

13.280.00

13.28

TOTAL Cash & Equivalent 9,845,264.27

9,265,045.75580,218.52

0.009,845,264.27

0.0013.28

0.0013.28

0.000.000.00

13.280.00

13.28

Local Agency Investment Fund 90LAIF$00 Local Agency Investment Fund

State Pool VariousVarious

48,982,929.90

48,982,929.900.000.00

48,982,929.90

59,469.790.00

93,529.7334,059.94

0.000.000.00

34,059.940.00

34,059.94

TOTAL Local Agency Investment Fund 48,982,929.90

48,982,929.900.000.00

48,982,929.90

59,469.790.00

93,529.7334,059.94

0.000.000.00

34,059.940.00

34,059.94

TOTAL PORTFOLIO 118,053,194.17

112,782,645.07580,218.52

0.00113,362,863.59

240,716.8647,936.03

293,492.17100,711.34

0.000.000.00

100,711.340.00

100,711.34


Cash Flow ReportFrom 03/31/2017


Payment DateTransaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount

04/02/2017 Interest 3137EADM8 1,500,000.00 FHLMC Note1.25% Due 10/2/2019

0.00 9,375.00 9,375.00

04/15/2017 Dividend 90LAIF$00 48,982,929.90 Local Agency Investment Fund State Pool 0.00 93,529.73 93,529.73

04/15/2017 Interest 3137EADZ9 1,000,000.00 FHLMC Note1.125% Due 4/15/2019

0.00 5,625.00 5,625.00

04/25/2017 Interest 91159HHH6 650,000.00 US Bancorp Callable Note Cont 3/25/20192.2% Due 4/25/2019

0.00 7,150.00 7,150.00

04/30/2017 Interest 713448CS5 650,000.00 PepsiCo Inc Callable Note Cont 3/30/20201.85% Due 4/30/2020

0.00 6,012.50 6,012.50

04/30/2017 Interest 912828F96 1,100,000.00 US Treasury Note2% Due 10/31/2021

0.00 11,000.00 11,000.00

04/30/2017 Interest 912828K58 1,200,000.00 US Treasury Note1.375% Due 4/30/2020

0.00 8,250.00 8,250.00

04/30/2017 Interest 912828Q78 1,150,000.00 US Treasury Note1.375% Due 4/30/2021

0.00 7,906.25 7,906.25

04/30/2017 Interest 912828L99 1,500,000.00 US Treasury Note1.375% Due 10/31/2020

0.00 10,312.50 10,312.50

Apr 2017 0.00 159,160.98 159,160.98

05/14/2017 Interest 3133ECPB4 1,000,000.00 FFCB Note0.875% Due 5/14/2018

0.00 4,375.00 4,375.00

05/19/2017 Interest 857477AV5 700,000.00 State Street Bank Note1.95% Due 5/19/2021

0.00 6,825.00 6,825.00

05/20/2017 Interest 747525AD5 650,000.00 Qualcomm Inc Note2.25% Due 5/20/2020

0.00 7,312.50 7,312.50

05/20/2017 Interest 36962G6K5 1,000,000.00 General Electric Capital Corp Note1.6% Due 11/20/2017

0.00 8,000.00 8,000.00

05/21/2017 Interest 3135G0WJ8 2,000,000.00 FNMA Note0.875% Due 5/21/2018

0.00 8,750.00 8,750.00

05/30/2017 Interest 3135G0F73 1,250,000.00 FNMA Note1.5% Due 11/30/2020

0.00 9,375.00 9,375.00

05/31/2017 Interest 912828G53 1,400,000.00 US Treasury Note1.875% Due 11/30/2021

0.00 13,125.00 13,125.00

05/31/2017 Interest 912828XE5 2,200,000.00 US Treasury Note1.5% Due 5/31/2020

0.00 16,500.00 16,500.00

05/31/2017 Interest 912828M98 1,000,000.00 US Treasury Note1.625% Due 11/30/2020

0.00 8,125.00 8,125.00

05/31/2017 Interest 912828WL0 1,000,000.00 US Treasury Note1.5% Due 5/31/2019

0.00 7,500.00 7,500.00

May 2017 0.00 89,887.50 89,887.50





06/12/2017 Interest 313383HU8 2,000,000.00 FHLB Note1.75% Due 6/12/2020

0.00 17,500.00 17,500.00

06/14/2017 Interest 313376BR5 985,000.00 FHLB Note1.75% Due 12/14/2018

0.00 8,618.75 8,618.75

06/22/2017 Interest 3135G0D75 1,000,000.00 FNMA Note1.5% Due 6/22/2020

0.00 7,500.00 7,500.00

06/24/2017 Interest 166764AE0 650,000.00 Chevron Corp Callable Note Cont 5/24/20181.718% Due 6/24/2018

0.00 5,583.50 5,583.50

06/27/2017 Interest 313383HQ7 3,000,000.00 FHLB Callable Note 1X 6/24/141.2% Due 6/27/2018

0.00 18,000.00 18,000.00

06/27/2017 Interest 3134G4A57 2,000,000.00 FHLMC Callable Note 1X 6/24/141.25% Due 6/27/2018

0.00 12,500.00 12,500.00

Jun 2017 0.00 69,702.25 69,702.25

07/14/2017 Maturity 3137EADV8 1,000,000.00 FHLMC Note0.75% Due 7/14/2017

1,000,000.00 3,750.00 1,003,750.00

07/16/2017 Interest 40428HPH9 650,000.00 HSBC USA Inc Note1.625% Due 1/16/2018

0.00 5,281.25 5,281.25

07/18/2017 Interest 89236TBP9 700,000.00 Toyota Motor Credit Corp Note2.125% Due 7/18/2019

0.00 7,437.50 7,437.50

07/19/2017 Interest 3137EAEB1 1,440,000.00 FHLMC Note0.875% Due 7/19/2019

0.00 6,300.00 6,300.00

07/23/2017 Interest 46625HKA7 500,000.00 JP Morgan Chase Callable Note Cont 12/23/20192.25% Due 1/23/2020

0.00 5,625.00 5,625.00

07/30/2017 Interest 94974BGF1 650,000.00 Wells Fargo Corp Note2.15% Due 1/30/2020

0.00 6,987.50 6,987.50

07/30/2017 Interest 3136G1AZ2 2,000,000.00 FNMA Callable Note Qtrly 1/30/141% Due 1/30/2018

0.00 10,000.00 10,000.00

07/31/2017 Interest 912828H52 1,000,000.00 US Treasury Note1.25% Due 1/31/2020

0.00 6,250.00 6,250.00

07/31/2017 Interest 912828SD3 1,000,000.00 US Treasury Note1.25% Due 1/31/2019

0.00 6,250.00 6,250.00

Jul 2017 1,000,000.00 57,881.25 1,057,881.25

08/04/2017 Interest 037833CC2 1,000,000.00 Apple Inc Callable Note Cont 7/4/20211.55% Due 8/4/2021

0.00 7,750.00 7,750.00

08/08/2017 Interest 594918BP8 700,000.00 Microsoft Callable Note Cont 7/8/211.55% Due 8/8/2021

0.00 5,425.00 5,425.00

08/12/2017 Interest 3137EAEC9 1,000,000.00 FHLMC Note1.125% Due 8/12/2021

0.00 5,625.00 5,625.00

08/15/2017 Interest 02665WAH4 1,000,000.00 American Honda Finance Note2.25% Due 8/15/2019

0.00 11,250.00 11,250.00





08/18/2017 Interest 3130A7CV5 2,000,000.00 FHLB Note1.375% Due 2/18/2021

0.00 13,750.00 13,750.00


0.00 6,875.00 6,875.00

08/31/2017 Interest 912828P87 1,450,000.00 US Treasury Note1.125% Due 2/28/2021

0.00 8,156.25 8,156.25

08/31/2017 Interest 912828TN0 1,450,000.00 US Treasury Note1% Due 8/31/2019

0.00 7,250.00 7,250.00

Aug 2017 0.00 66,081.25 66,081.25

09/08/2017 Interest 313378QK0 1,250,000.00 FHLB Note1.875% Due 3/8/2019

0.00 11,718.75 11,718.75

09/10/2017 Interest 24422ESW0 500,000.00 John Deere Capital Corp Note2.05% Due 3/10/2020

0.00 5,125.00 5,125.00

09/11/2017 Interest 06406HCW7 1,000,000.00 Bank of New York Callable Note Cont 8/11/20192.3% Due 9/11/2019

0.00 11,500.00 11,500.00

09/15/2017 Interest 532457BF4 650,000.00 Eli Lilly & Co Note1.95% Due 3/15/2019

0.00 6,337.50 6,337.50

09/15/2017 Interest 30231GAD4 700,000.00 Exxon Mobil Corp Callable Note Cont 2/15/20191.819% Due 3/15/2019

0.00 6,366.50 6,366.50

09/30/2017 Interest 912828J84 1,000,000.00 US Treasury Note1.375% Due 3/31/2020

0.00 6,875.00 6,875.00

Sep 2017 0.00 47,922.75 47,922.75

10/02/2017 Interest 3137EADM8 1,500,000.00 FHLMC Note1.25% Due 10/2/2019

0.00 9,375.00 9,375.00

10/15/2017 Interest 3137EADZ9 1,000,000.00 FHLMC Note1.125% Due 4/15/2019

0.00 5,625.00 5,625.00

10/25/2017 Interest 91159HHH6 650,000.00 US Bancorp Callable Note Cont 3/25/20192.2% Due 4/25/2019

0.00 7,150.00 7,150.00

10/30/2017 Interest 713448CS5 650,000.00 PepsiCo Inc Callable Note Cont 3/30/20201.85% Due 4/30/2020

0.00 6,012.50 6,012.50

10/30/2017 Interest 912828Q78 1,150,000.00 US Treasury Note1.375% Due 4/30/2021

0.00 7,906.25 7,906.25

10/31/2017 Interest 912828F96 1,100,000.00 US Treasury Note2% Due 10/31/2021

0.00 11,000.00 11,000.00

10/31/2017 Interest 912828K58 1,200,000.00 US Treasury Note1.375% Due 4/30/2020

0.00 8,250.00 8,250.00


0.00 10,312.50 10,312.50

Oct 2017 0.00 65,631.25 65,631.25





11/14/2017 Interest 3133ECPB4 1,000,000.00 FFCB Note0.875% Due 5/14/2018

0.00 4,375.00 4,375.00

11/19/2017 Interest 857477AV5 700,000.00 State Street Bank Note1.95% Due 5/19/2021

0.00 6,825.00 6,825.00

11/20/2017 Interest 747525AD5 650,000.00 Qualcomm Inc Note2.25% Due 5/20/2020

0.00 7,312.50 7,312.50

11/20/2017 Maturity 36962G6K5 1,000,000.00 General Electric Capital Corp Note1.6% Due 11/20/2017

1,000,000.00 8,000.00 1,008,000.00

11/21/2017 Interest 3135G0WJ8 2,000,000.00 FNMA Note0.875% Due 5/21/2018

0.00 8,750.00 8,750.00

11/30/2017 Interest 3135G0F73 1,250,000.00 FNMA Note1.5% Due 11/30/2020

0.00 9,375.00 9,375.00

11/30/2017 Interest 912828G53 1,400,000.00 US Treasury Note1.875% Due 11/30/2021

0.00 13,125.00 13,125.00

11/30/2017 Interest 912828M98 1,000,000.00 US Treasury Note1.625% Due 11/30/2020

0.00 8,125.00 8,125.00

11/30/2017 Interest 912828XE5 2,200,000.00 US Treasury Note1.5% Due 5/31/2020

0.00 16,500.00 16,500.00

11/30/2017 Interest 912828WL0 1,000,000.00 US Treasury Note1.5% Due 5/31/2019

0.00 7,500.00 7,500.00

Nov 2017 1,000,000.00 89,887.50 1,089,887.50

12/12/2017 Interest 313383HU8 2,000,000.00 FHLB Note1.75% Due 6/12/2020

0.00 17,500.00 17,500.00

12/14/2017 Interest 313376BR5 985,000.00 FHLB Note1.75% Due 12/14/2018

0.00 8,618.75 8,618.75

12/22/2017 Interest 3135G0D75 1,000,000.00 FNMA Note1.5% Due 6/22/2020

0.00 7,500.00 7,500.00

12/24/2017 Interest 166764AE0 650,000.00 Chevron Corp Callable Note Cont 5/24/20181.718% Due 6/24/2018

0.00 5,583.50 5,583.50

12/27/2017 Interest 313383HQ7 3,000,000.00 FHLB Callable Note 1X 6/24/141.2% Due 6/27/2018

0.00 18,000.00 18,000.00

12/27/2017 Interest 3134G4A57 2,000,000.00 FHLMC Callable Note 1X 6/24/141.25% Due 6/27/2018

0.00 12,500.00 12,500.00

Dec 2017 0.00 69,702.25 69,702.25

01/16/2018 Maturity 40428HPH9 650,000.00 HSBC USA Inc Note1.625% Due 1/16/2018

650,000.00 5,281.25 655,281.25

01/18/2018 Interest 89236TBP9 700,000.00 Toyota Motor Credit Corp Note2.125% Due 7/18/2019

0.00 7,437.50 7,437.50

01/19/2018 Interest 3137EAEB1 1,440,000.00 FHLMC Note0.875% Due 7/19/2019

0.00 6,300.00 6,300.00





01/23/2018 Interest 46625HKA7 500,000.00 JP Morgan Chase Callable Note Cont 12/23/20192.25% Due 1/23/2020

0.00 5,625.00 5,625.00

01/30/2018 Interest 94974BGF1 650,000.00 Wells Fargo Corp Note2.15% Due 1/30/2020

0.00 6,987.50 6,987.50

01/30/2018 Maturity 3136G1AZ2 2,000,000.00 FNMA Callable Note Qtrly 1/30/141% Due 1/30/2018

2,000,000.00 10,000.00 2,010,000.00

01/31/2018 Interest 912828H52 1,000,000.00 US Treasury Note1.25% Due 1/31/2020

0.00 6,250.00 6,250.00

01/31/2018 Interest 912828SD3 1,000,000.00 US Treasury Note1.25% Due 1/31/2019

0.00 6,250.00 6,250.00

Jan 2018 2,650,000.00 54,131.25 2,704,131.25

02/04/2018 Interest 037833CC2 1,000,000.00 Apple Inc Callable Note Cont 7/4/20211.55% Due 8/4/2021

0.00 7,750.00 7,750.00

02/08/2018 Interest 594918BP8 700,000.00 Microsoft Callable Note Cont 7/8/211.55% Due 8/8/2021

0.00 5,425.00 5,425.00

02/12/2018 Interest 3137EAEC9 1,000,000.00 FHLMC Note1.125% Due 8/12/2021

0.00 5,625.00 5,625.00

02/15/2018 Interest 02665WAH4 1,000,000.00 American Honda Finance Note2.25% Due 8/15/2019

0.00 11,250.00 11,250.00

02/18/2018 Interest 3130A7CV5 2,000,000.00 FHLB Note1.375% Due 2/18/2021

0.00 13,750.00 13,750.00


0.00 6,875.00 6,875.00

02/28/2018 Interest 912828P87 1,450,000.00 US Treasury Note1.125% Due 2/28/2021

0.00 8,156.25 8,156.25

02/28/2018 Interest 912828TN0 1,450,000.00 US Treasury Note1% Due 8/31/2019

0.00 7,250.00 7,250.00

Feb 2018 0.00 66,081.25 66,081.25

03/08/2018 Interest 313378QK0 1,250,000.00 FHLB Note1.875% Due 3/8/2019

0.00 11,718.75 11,718.75

03/10/2018 Interest 24422ESW0 500,000.00 John Deere Capital Corp Note2.05% Due 3/10/2020

0.00 5,125.00 5,125.00

03/11/2018 Interest 06406HCW7 1,000,000.00 Bank of New York Callable Note Cont 8/11/20192.3% Due 9/11/2019

0.00 11,500.00 11,500.00

03/15/2018 Interest 30231GAD4 700,000.00 Exxon Mobil Corp Callable Note Cont 2/15/20191.819% Due 3/15/2019

0.00 6,366.50 6,366.50

03/15/2018 Interest 532457BF4 650,000.00 Eli Lilly & Co Note1.95% Due 3/15/2019

0.00 6,337.50 6,337.50





03/31/2018 Interest 912828J84 1,000,000.00 US Treasury Note1.375% Due 3/31/2020

0.00 6,875.00 6,875.00

Mar 2018 0.00 47,922.75 47,922.75

Total 4,650,000.00 883,992.23 5,533,992.23


city of costa mesa finance department interoffice

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