HomeMy Public PortalAbout11 November 26, 2018 Budget & ImplementationTime:
Date:
Location:
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
MEETING AGENDA
Budget and Implementation Committee
9:30 a.m.
November 26, 2018
BOARD ROOM
County of Riverside Administration Center
4080 Lemon St, First Floor, Riverside CA 92501
COMMITTEE MEMBERS
Rusty Bailey, Chair/ Andy Melendrez, City of Riverside
Linda Krupa, Vice Chair / Russ Brown, City of Hemet
Lloyd White / Nancy Carroll, City of Beaumont
Jim Hyatt / Linda Molina, City of Calimesa
Randall Bonner / Vicki Warren, City of Canyon Lake
Greg Pettis / Shelley Kaplan, City of Cathedral City
Steven Hernandez / To Be Appointed, City of Coachella
Scott Matas / Russell Betts, City of Desert Hot Springs
STAFF
Anne Mayer, Executive Director
Theresia Trevino, Chief Financial Officer
AREAS OF RESPONSIBILITY
Annual Budget Development and Oversight
Competitive Federal and State Grant Programs
Countywide Communications and Outreach Programs
Countywide Strategic Plan
Legislation
Public Communications and Outreach Programs
Short Range Transit Plans
Dana Reed / To Be Appointed, City of Indian Wells
Bob Magee / Natasha Johnson, City of Lake Elsinore
Rick Gibbs / Jonathan Ingram, City of Murrieta
Jan Harnik / Kathleen Kelly, City of Palm Desert
Michael Naggar / Matt Rahn, City of Temecula
John F. Tavaglione, County of Riverside, District II
Chuck Washington, County of Riverside, District III
Commentsare welcomed by the Commission. If you wish to provide commentsto the Commission,
please complete and submit BDeakerCard to the Clerk of the Board.
Tara Bve rl
From: Tara Byerly
Sent: Wednesday, November 21, 2018 10:34 AM
To: Tara Byerly
Cc: Lisa Mobley; Anne Mayer; JOHN STANDIFORD
Subject: RCTC: Budget and Implementation Committee Meeting Agenda - November 26, 2018
Importance: High
Good morning Budget and Implementation Committee Members,
Attached is the link to the Budget and Implementation Committee Agenda for the meeting scheduled @ 9:30 a.m. on
Monday, November 26.
https://www.rctc.org/wp-content/uploads/2018/11/Nov-Budget-and-Implementation-agenda.pdf
Also attached for your review and use is the Conflict of Interest memo and form. Please let me know if you have any
questions. Thank you.
Conflict of Conflict of
Interest Forrn.padf Interest Mem o.p...
Respectfully,
Tara Byerly
Deputy Clerk of the Board
Riverside County Transportation Commission
951.787.7141 W 1951.787.7906 F
4080 Lemon St. 3rd FI. I P.O. Box 12008 Riverside, CA 92502
rctc.org
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RIVERSIDE COUNTY TRANSPORTATION COMMISSION
BUDGET AND IMPLEMENTATION COMMITTEE
www. rctc. orq
AGENDA*
*Actions may be taken on any item listed on the agenda
9:30 a.m.
Monday, November 26, 2018
BOARD ROOM
County of Riverside Administrative Center
4080 Lemon Street, First Floor
Riverside, California
In compliance with the Brown Act and Government Code Section 54957.5, agenda materials distributed
72 hours prior to the meeting, which are public records relating to open session agenda items, will be
available for inspection by members of the public prior to the meeting at the Commission office, 4080 Lemon
Street, Third Floor, Riverside, CA, and on the Commission's website, www.rctc.orq.
In compliance with the Americans with Disabilities Act, Government Code Section 54954.2, and the Federal
Transit Administration Title VI, please contact the Clerk of the Board at (951) 787-7141 if special assistance
is needed to participate in a Commission meeting, including accessibility and translation services. Assistance
is provided free of charge. Notification of at least 48 hours prior to the meeting time will assist staff in
assuring reasonable arrangements can be made to provide assistance at the meeting.
1. CALL TO ORDER
2. ROLL CALL
3. PLEDGE OF ALLEGIANCE
4. PUBLIC COMMENTS — Each individual speaker is limited to speak three (3) continuous
minutes or less. The Committee may, either at the direction of the Chair or by majority vote
of the Committee, waive this three minute time limitation. Depending on the number of
items on the Agenda and the number of speakers, the Chair may, at his/her discretion, reduce
the time of each speaker to two (2) continuous minutes. Also, the Committee may terminate
public comments if such comments become repetitious. In addition, the maximum time for
public comment for any individual item or topic is thirty (30) minutes. Speakers may not yield
their time to others without the consent of the Chair. Any written documents to be
distributed or presented to the Committee shall be submitted to the Clerk of the Board. This
policy applies to Public Comments and comments on Agenda Items.
Under the Brown Act, the Board should not take action on or discuss matters raised during
public comment portion of the agenda which are not listed on the agenda. Board members
may refer such matters to staff for factual information or to be placed on the subsequent
agenda for consideration.
Budget and Implementation Committee
November 26, 2018
Page 2
5. APPROVAL OF MINUTES — AUGUST 27, 2018
6. ADDITIONS/REVISIONS (The Committee may add an item to the Agenda after making a
finding that there is a need to take immediate action on the item and that the item came to
the attention of the Committee subsequent to the posting of the agenda. An action adding
an item to the agenda requires 2/3 vote of the Committee. If there are less than 2/3 of the
Committee members present, adding an item to the agenda requires a unanimous vote.
Added items will be placed for discussion at the end of the agenda.)
7. CONSENT CALENDAR - All matters on the Consent Calendar will be approved in a single
motion unless a Commissioner(s) requests separate action on specific item(s). Items pulled
from the Consent Calendar will be placed for discussion at the end of the agenda.
7A. QUARTERLY INVESTMENT REPORT
Overview
This item is for the Committee to:
Page 1
1) Receive and file the Quarterly Investment Report for the quarter ended
September 30, 2018; and
2) Forward to the Commission for final action.
8. ANNUAL INVESTMENT POLICY REVIEW
Overview
This item is for the Committee to:
Page 70
1) Adopt Resolution No. 18-018, "Resolution of the Riverside County Transportation
Commission Regarding the Revised Investment Policy";
2) Adopt the revised annual Investment Policy; and
3) Forward to the Commission for final action.
Budget and Implementation Committee
November 26, 2018
Page 3
9. AMENDMENT TO SUNLINE TRANSIT AGENCY'S FISCAL YEAR 2018/19 SHORT RANGE
TRANSIT PLAN
Overview
This item is for the Committee to:
Page 85
1) Approve a modification to SunLine Transit Agency's (SunLine) Fiscal Year 2018/19
operating assistance funding by amending the original amount of $38,900,991 to
$39,654,404 to reflect additional operating expenses and revenues for the West
Coast Center of Excellence funded with federal Section 5309 pass -through funds from
the Center for Transportation and the Environment (CTE), the Buzz Service subsidized
by the city of Palm Springs, and personnel costs for eight new full-time employees
scheduled to start in January 2019 and funded with additional Local Transportation
Funds (LTF);
2) Approve a modification to SunLine's FY 2018/19 capital improvement program to
reflect an additional request of $2,982,000 in LTF to cover capital expenses related
to various stations, facilities and building projects, and partial funding to purchase
five trolleys for the new Buzz Service;
3) Approve a modification to SunLine's FY 2018/19 capital improvement program to
reflect an increase of $178,239 in FY 2017/18 Federal Transit Administration (FTA)
Section 5339 funds offset by a decrease of the same amount in State Transit
Assistance (STA) funds for the fixed route bus replacement, information technology
and transit enhancement projects;
4) Reprogram the STA capital amount of $418,000 originally identified in the FY 2014/15
Short Range Transit Plan (SRTP) for the operator breakroom project to the purchase
of five trolleys for the Buzz Service;
5) Approve a $2,982,000 adjustment to the FY 2018/19 budget to increase LTF capital
expenditures and a $178,239 adjustment to decrease STA expenditures;
6) Approve an amendment to SunLine's FY 2018/19 SRTP to reflect these changes; and
7) Forward to the Commission for final action.
10. AGREEMENT FOR AUDIT SERVICES FOR THE TRANSPORTATION DEVELOPMENT ACT
TRIENNIAL AUDIT
Overview
This item is for the Committee to:
Page 90
1) Award Agreement No. 19-62-009-00 to Michael Baker International, Inc. for audit
services for the Transportation Development Act (TDA) Triennial Audit for a
three-year term, plus one two-year option, in an amount not to exceed $220,815;
2) Authorize the Chair or Executive Director, pursuant to legal counsel review, to
execute the agreement on behalf of the Commission; and
3) Forward to the Commission for final action.
Budget and Implementation Committee
November 26, 2018
Page 4
11. ITEM(S) PULLED FROM CONSENT CALENDAR AGENDA
12. COMMISSIONERS / STAFF REPORT
Overview
This item provides the opportunity for the Commissioners and staff to report on attended
and upcoming meeting/conferences and issues related to Commission activities.
13. ADJOURNMENT
The next Budget and Implementation Committee meeting is scheduled to be held at
9:30 a.m., Monday, January 28, 2019, Board Chambers, First Floor, County Administrative
Center, 4080 Lemon Street, Riverside.
RIVERSIDE COUNTY TRANSPORTATION COMMISSION
BUDGET AND IMPLEMENTATION COMMITTEE
ROLL CALL
NOVEMBER 26, 2018
Present
County of Riverside, District II
County of Riverside, District III
City of Beaumont
City of Calimesa
City of Canyon Lake
City of Cathedral City
City of Coachella
City of Desert Hot Springs
City of Hemet
City of Indian Wells
City of Lake Elsinore
City of Murrieta
jACity of Palm Desert
City of Riverside
City of Temecula
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RIVERSIDE COUNTY TRANSPORTATION COMMISSION
BUDGET AND IMPLEMENTATION COMMITTEE SIGN -IN SHEET
NOVEMBER 26, 2018
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AGENDA ITEM 5
MINUTES
RIVERSIDE COUNTY TRANSPORTATION COMMISSION
BUDGET AND IMPLEMENTATION COMMITTEE
Monday, August 27, 2018
MINUTES
1. CALL TO ORDER
The meeting of the Budget and Implementation Committee was called to order by
Vice Chair Linda Krupa at 9:31 a.m., in the Board Room at the County of Riverside
Administrative Center, 4080 Lemon Street, First Floor, Riverside, California, 92501.
2. ROLL CALL
Members/Alternates Present
Rusty Bailey*
Russell Betts
Randall Bonner
Rick Gibbs
Jan Harnik
Jim Hyatt
Shelley Kaplan
Linda Krupa
Bob Magee
Dana Reed
Chuck Washington
Lloyd White
*Arrived after the meeting was called to order
3. PLEDGE OF ALLEGIANCE
Members Absent
Steven Hernandez
Michael Naggar
John F. Tavaglione
Commissioner Russell Betts led the Budget and Implementation Committee in a flag
salute.
4. PUBLIC COMMENTS
There were no requests to speak from the public.
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 2
5. APPROVAL OF MINUTES — JUNE 25, 2018
M/S/C (Bonner/Harnik) to approve the minutes of June 25, 2018 meeting as
submitted.
Abstain: Kaplan
6. ADDITIONS / REVISIONS
There were no additions or revisions to the agenda.
7. CONSENT CALENDAR - All matters on the Consent Calendar will be approved in a single
motion unless a Commissioner(s) requests separate action on specific item(s). Items pulled
from the Consent Calendar will be placed for discussion at the end of the agenda.
M/S/C (Reed/Kaplan) to approve the following Consent Calendar item(s):
7A. SINGLE SIGNATURE AUTHORITY REPORT
1) Receive and file the Single Signature Authority report for the fourth
quarter ended June 30, 2018; and
2) Forward to the Commission for final action.
7B. QUARTERLY INVESTMENT REPORT
1) Receive and file the Quarterly Investment Report for the quarter ended
June 30, 2018; and
2) Forward to the Commission for final action.
At this time, Chair Rusty Bailey joined the meeting.
8. ENTERPRISE RESOURCE PLANNING SOFTWARE IMPLEMENTATION PROJECT
MANAGEMENT OVERSIGHT
Michele Cisneros, Deputy Director of Finance, provided details for the Enterprise
Resource Planning (ERP) software implementation project management oversight
services and the approval of the sole source agreement with SDI Presence, LLC (SDI).
In response to Commissioner Lloyd White's inquiry as why this is a sense of urgency as far
as the bid process goes, Michele Cisneros replied the finance staff needs to work with the
back office toll system operator to develop an integration between their system and the
Commission's financial system. This has to be done before the Interstate 15 Express Lanes
open to ensure those financial transactions are coming over. She explained the
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 3
Commission's toll operator Cofiroute USA is in the Commission's current year ERP system
so instead of moving over two back system operations there would be only one toll
system operator to move over into the new ERP system. She explained there are final
contract negotiation issues with Tyler Technologies (Tyler) and staff believes in order to
get this contract finalized is to move forward with the implementation to meet the 1-15
ELP opening deadline.
In response to Commissioner White's clarification about recognizing the need for this type
of consultant support was due to contract difficulties with Tyler, Michele Cisneros replied
staff is having delays in finalizing the Tyler contract mainly due to data conversion, what
Tyler is proposing to do, and the Commission needs. Therefore, staff needs that expert
experience to identify what Tyler is affirming that not all the detailed data needs to be
converted over and to be looking out for the Commissions best interest.
Commissioner White expressed being reluctant to approve a sense of urgency contract
without going to full bid unless there really is a need and a reason for the sense of urgency.
M/S/C (Harnik/Reed) to:
1) Approve sole source Agreement No. 19-19-003-00 to SDI Presence, LLC
(SDI) for Enterprise Resource Planning (ERP) software implementation
project management oversight for a two-year period in the amount of
$436,800, plus a 15 percent contingency amount of $65,500, for a total
amount not to exceed $502,300;
2) Authorize the Chair or Executive Director, pursuant to legal counsel
review, to execute the agreement on behalf of the Commission;
3) Authorize the Executive Director, or designee, to approve contingency
work pursuant to the agreement terms up to the total amount;
4) Approve a budget adjustment in the amount of $251,100; and
5) Forward to the Commission for final action.
No: White
9. STATE AND FEDERAL LEGISLATIVE UPDATE
Jillian Guizado, Legislative Affairs Manager, provided an update on state and federal
legislation.
Commissioner Betts noted he heard the mileage based user fee proposed and explained
at the Southern California Association of Governments (SCAG) Transportation Committee
about two years ago, there was a presentation regarding the collection fee on the excise
tax is by far the most deficient method to collect the tax. He stated by contrast the
estimates for cost of collection on vehicle miles traveled is about 20 percent and the 20
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 4
percent does not count the private sector cost to comply and asked if there is a proposal
for the Commission to support some effort.
Jillian Guizado replied this is just receive and file and this is Chairman Bill Shuster's draft.
She explained Chairman Shuster is retiring this year and is hopeful to put something
forward that might make a difference in transportation since it is constantly being faced
with funding challenges. She stated if there are some details that come forward, staff will
provide an update at a future Commission meeting.
Commissioner Betts expressed it is very important that something needs to be done to
catch up on the maintenance of the roads and bridges the concern is where to collect it.
He stated the problem is the Excise Tax has not been raised in a long time and the
representatives in Washington, D.C. do not want to do that for the ramifications they
would receive for a vote such as that.
Chair Bailey expressed appreciation for Commissioner Betts' comments and stated
obviously Chairman Shuster wants a legacy and to go out trying to address the issues that
he has seen for a lifetime. He inquired is the federal government going to take
responsibility or will they push it down to the local governments again.
Anne Mayer referred to the road charge pilot and stated Chairman Shuster's
recommendation is to conduct a nationwide pilot similar to what California recently
completed. She expressed the points raised by Commissioner Betts are accurate in that
the cost to administer a new program such as that is significant. She discussed the
California road charge pilot final report, the pros and cons, and how well done the effort
was. Although she is uncertain where it is going to head due to the challenge with
implementing new programs such as this.
Commissioner Jan Harnik explained her questions and comments were addressed
however, she inquired about receiving the results of the pilot programs as many of the
Commissioners had participated in them.
Anne Mayer replied staff will make sure that all Commissioners are provided a link to that
final report.
M/S/C to:
1) Receive and file an update on state and federal legislation; and
2) Forward to the Commission for final action.
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 5
10. QUARTERLY PUBLIC ENGAGEMENT METRICS REPORT, APRIL — JUNE 2018
Cheryl Donahue Public Affairs Manager, provided details for the quarterly Public
Engagement metrics report for April —June 2018.
In response to Commissioner Reed's inquiry for the 4.6 million impressions and if those
are the advertisements themselves, Cheryl Donahue replied it could be sponsored RCTC
advertisements, the posts staff is doing, or just any type of comment but a large number
of that was from advertisements for this past quarter.
M/S/C to:
1) Receive and file the Quarterly Public Engagement Metrics Report for
April — June, 2018; and
2) Forward to the Commission for final action.
11. SB 132 AGREEMENT FOR MCKINLEY GRADE SEPARATION PROJECT
Martha Masters, Senior Management Analyst, presented the SB 132 McKinley Grade
Separation project, highlighting the following:
• SB 132 projects map
• City of Corona McKinley Grade Separation map project location
In response to Commissioner Betts inquiry if this will require an entire environmental
impact report, Anne Mayer replied there are special exemptions for grade separations so
some grade separations get exemptions from normal processes; although she is uncertain
of which combination of documents the city is using.
M/S/C (White/Reed) to:
1) Approve Agreement No. 19-31-005-00 with the city of Corona for the
McKinley Grade Separation project that received an allocation of
$84,450,000 of SB 132 funds;
2) Authorize the Executive Director, pursuant to legal counsel review, to
execute the agreement and any future amendments considered minor,
with the exception of changes to funding; and
3) Forward to the Commission for final action.
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 6
12. FISCAL YEAR 2018/19 ANNUAL LOCAL TRANSPORTATION FUND PLANNING
ALLOCATIONS TO WESTERN RIVERSIDE COUNCIL OF GOVERNMENTS AND COACHELLA
VALLEY ASSOCIATION OF GOVERNMENTS
Martha Masters provided details for the Fiscal Year 2018/19 allocation of Local
Transportation Fund (LTF) funds planning allocations to Western Riverside Council of
Governments and Coachella Valley Association of Governments.
M/S/C (Harnik/Hyatt) to:
1) Approve an allocation of Local Transportation Fund (LTF) funds for
planning in the amount of $775,500 for Western Riverside Council of
Governments (WRCOG) and $423,000 for the Coachella Valley
Association of Governments (CVAG) for efforts identified in each
agency's Fiscal Year 2018/19 LTF Program Objectives/Work Plan (Work
Plan) that supports transportation planning programs and functions
consistent with regional and subregional plans, programs, and
requirements; and
2) Forward to the Commission for final action.
13. RIVERSIDE TRANSIT AGENCY FISCAL YEAR 2018/2019 SHORT RANGE TRANSIT PLAN
AMENDMENT
Monica Morales, Management Analyst, provided an overview for the Riverside Transit
Agency (RTA) Fiscal Year 2018 Short Range Transit Plan (SRTP) amendment.
Anne Mayer explained this bill, which was discussed previously and she is aware that for
those cities, other agencies, and counties who are members of a joint powers authority
(JPA) such as RTA were very concerned their individual cities could become responsible
for the pension liabilities of the JPA service. She expressed it could also become a concern
for the Commission for Metrolink so certainly the Commission would not be supportive
of that bill. She suggested it is much more effective to pay it off now as opposed to paying
it off over such an extended period of time.
M/S/C (Krupa/Bonner) to:
1) Approve an amendment to the Riverside Transit Agency (RTA) Fiscal Year
2018/19 Short Range Transit Plan (SRTP) for $22.1 million related to the
payment of RTA's current unfunded pension liability;
2) Approve an allocation of $22.1 million in Local Transportation Fund (LTF)
Western County Bus Unallocated LTF fund balance to provide funding for
RTA to pay its current unfunded pension liability;
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 7
3) Approve an adjustment to the FY 2018/19 budget in the amount of $22.1
million to increase transit operating expenditures; and
4) Forward to the Commission for final action.
14. RIVERSIDE COUNTY PUBLIC TRANSPORTATION: ANNUAL COUNTYWIDE PERFORMANCE
REPORT FOR FISCAL YEAR 2016/17
Monica Morales presented the Riverside County Public Transportation: Annual
Countywide Performance report for FY 2016/17, highlighting the following areas:
• Purpose — Policy and compliance, utilization, accessibility and coverage,
connectivity, and resources
• Revenue and expense for total passenger fares received and operating expense
• Farebox recovery ratio are being met by the transit operators
• Actual trips provided — Public Transit Trips Per Capita, FY 2016/17
• Coverage — Bus service areas in varying sizes and landscapes for both Western
Riverside County and Blythe area
• Themes —
o Trend of declining farebox recovery for each operator
o Further reduction in ridership for bus and rail service
o Continued population growth, with fewer trips provided in consecutive
years
o Increases in service while ridership and farebox decline
o Operators continue to refine services and launch new initiatives
In response to Commissioner Jim Hyatt's inquiry about the historic farebox experience
and asked how the city of Corona continues to be so consistent, Monica Morales replied
in FY 2017/18 change as that city was a public demand response so it was slightly
different. She asked Dennis Brooks from AMMA Transit Planning to come to the podium.
Dennis Brooks clarified to Commissioner Hyatt about how the city of Corona continues to
meet farebox.
Commissioner Hyatt concurred and stated how the city of Corona can be so consistent.
Mr. Brooks explained some of the cities are allowed to use city general funds to contribute
to ensure they are meeting that farebox ratio.
In response to Commissioner Shelley Kaplan's clarification SunLine Transit Agency
(SunLine) made arrangements through grant funding to provide free bus service for COD
students and if that was included as part of the farebox revenue, Monica Morales replied
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 8
she believes SunLine is using Low Carbon Transit Operations Program (LCTOP) funds,
which is considered a local fund and it does get counted as part of their farebox.
Anne Mayer replied that LCTOP is a formula program as a result of the overall Cap -and -
Trade program in the state so it is money that funnels down to the local level for programs
such as that.
Monica Morales stated many of the transit operators are using it as a fare subsidy option.
Commissioner Dana Reed referred to the percentage of farebox recovery and stated he
believes SunLine has a higher goal then RTA and wanted to know why there is not an
equal goal.
Dennis Brooks replied SunLine actually has a blended farebox recovery ratio and generally
for urbanized areas, it is a 20 percent farebox recovery and for rural areas it is 10 percent,
which is based on the population density and the service area they cover.
In response to Commissioner Reed inquiry the city of Riverside, which is an urban area is
at about 12 percent, Mr. Brooks replied correct and the city of Riverside's farebox
recovery ratio requirement is 10 percent since it is a demand response system.
Anne Mayer explained the issues for the Commission's transit providers both bus and rail
is continued decreasing ridership and staff will bring updates and work with the transit
agencies to ensure they have the tools needed to propose and implement service that is
cost effective and meets the requirements. Chair Reed and Commission staff have been
invited to attend a SunLine Financial Ad Hoc Committee meeting on September 17, they
will be there to answer questions the SunLine Board has regarding transportation and
transit funding as well as policies and programs.
Chair Bailey referred to page 163 of the Annual Countywide Performance Report for
FY 2016/17 and stated there is a report that UCLA provided great research on "Untapped
Potential" this came through Southern California Association of Governments (SCAG). He
stated this last year SCAG changed their model of focus on new riders and encourage
those new riders to use transit for some trips. He explained one of the statistics in this
research proposes that if just one in every four non -riders could be encouraged to take
transit trip once every two weeks annual ridership would grow by 96,000,000. He
suggested the Commissioners should provide this education piece to their constituents.
Much of this research is based on car ownership that is increasing there are more car trips
but how can students be connected to the public transportation in the University to
provide them that free service and suggested to start discussing this.
RCTC Budget and Implementation Committee Minutes
August 27, 2018
Page 9
M/S/C to:
1) Receive and file the Riverside County Public Transportation: Annual
Countywide Performance Report (Countywide Report) for Fiscal Year
2016/17; and
2) Forward to the Commission for final action.
15. ITEM(S) PULLED FROM CONSENT CALENDAR AGENDA
16. COMMISSIONERS / EXECUTIVE DIRECTOR REPORT
Anne Mayer announced the September 12 Commission meeting will commence at 9:00
a.m. to accommodate the California League of Cities that is taking place the same day.
17. ADJOURNMENT
There being no further business for consideration by the Budget and Implementation
Committee, the meeting was adjourned at 10:21 a.m.
Respectfully submitted,
Lisa Mobley
Clerk of the Board
AGENDA ITEM 7A
RIVERSIDE COUNTY TRANSPORTATION COMMISSION
DATE:
November 26, 2018
TO:
Budget and Implementation Committee
FROM:
Megan Kavand, Senior Financial Analyst
Michele Cisneros, Deputy Finance Director
THROUGH:
Theresia Trevino, Chief Financial Officer
SUBJECT:
Quarterly Investment Report
STAFF RECOMMENDATION:
This item is for the Committee to:
1) Receive and file the Quarterly Investment Report for the quarter ended
September 30, 2018; and
2) Forward to the Commission for final action.
BACKGROUND INFORMATION:
Prior to Fiscal Year 2013/14, the Commission's quarterly investment reports reflected
investments primarily concentrated in the Riverside County Pooled Investment Fund (RCPIF).
Other investments included the state Local Agency Investment Fund and mutual funds. As a
result of significant project financings such as the State Route 91 Corridor Improvement Project
(91 Project or 91 CIP) and the Interstate 15 Express Lanes Project (1-15 ELP), the Commission
determined it would be prudent to engage an investment manager for the bond proceeds and
other required funds. Additionally, the Commission desired to engage an investment manager
to provide investment advisory and management services related to the Commission's operating
funds.
In May 2013, following a competitive procurement, the Commission awarded two investment
management services agreements to Logan Circle Partners, L.P. (Logan) for the 91 Project's
proceeds generated from the issuance of sales tax revenue bonds and toll revenue bonds and to
Payden & Rygel Investment Management (Payden & Rygel) for Commission operating funds. At
its April 2017 meeting and based on a competitive procurement, the Commission awarded an
investment management services agreement to Logan related to the issuance of the sales tax
revenue bonds for the 1-15 ELP.
Commencing in July 2013, Logan invested the 91 Project debt proceeds and subsequent
91 Project equity contributions in separate accounts of the Short -Term Actively Managed
Program (STAMP). Consistent with financing expectations, the Commission expended
substantially all of the 91 Project debt proceeds and equity contributions, except for the toll
Agenda Item 7A
1
revenue bonds debt service reserve. The Commission authorized Payden & Rygel to make
specific investments for the Commission's operating funds beginning with the third quarter of
FY 2014/15.
In July 2017, the 1-15 ELP project and 91 Project completion financing (2017 Financing) was
completed and sales tax bond proceeds approximating $154.6 million were received. Logan
invested the 2017 Financing debt proceeds in accounts of a separate STAMP portfolio during the
first quarter of FY 2017/18.
The quarterly investment report for the first quarter of FY 2018/19, as required by state law and
Commission policy, reflects the investment activities resulting from the 91 Project,
2017 Financing, and available operating cash. The quarterly investment report includes the
following information:
• Investment Portfolio Report;
• 91 CIP STAMP Portfolio by Investment Category;
• 91 CIP STAMP Portfolio by Account;
• 91 CIP STAMP Portfolio Transaction Report by Account;
• 91 CIP STAMP Portfolio Summary of investments by credit rating, industry group, asset
class, security type, and market sector;
• 91 CIP STAMP Portfolio Toll Revenue Series A & Series B Reserve Fund Summary of
investments by credit rating, industry group, asset class, security type, and market sector;
• 91 CIP STAMP Portfolio Residual Fund Required Retained Balance Summary of
investments by credit rating, industry group, asset class, security type, and market sector;
• 2017 Financing STAMP Portfolio by Investment Category;
• 2017 Financing STAMP Portfolio by Account;
• 2017 Financing STAMP Portfolio Transaction Report by Account;
• 2017 Financing STAMP Portfolio Summary of investments by credit rating, industry group,
asset class, security type, and market sector;
• 2017 Financing STAMP Portfolio Sales Tax Revenue Fund Summary of investment by
credit rating, industry group, asset class, security type, and market sector;
• 2017 Financing STAMP Portfolio 1-15 ELP Sales Tax Senior Lien TIFIA Project Fund
Summary of investment by credit rating, industry group, asset class, security type, and
market sector;
• 2017 Financing STAMP Portfolio Ramp Up Fund Summary of investment by credit rating,
industry group, asset class, security type, and market sector;
• Logan Circle Partners, L.P. Short Duration Third Quarter 2018 Review;
• Payden & Rygel Operating Portfolio by Investment Category;
• Payden & Rygel Operating Portfolio Transaction Report;
• Payden & Rygel Operating Portfolio Third Quarter 2018 Review; and
• County of Riverside Investment Report for the Quarter Ended September 30, 2018.
Agenda Item 7A
2
The Commission's investments were in full compliance with the Commission's investment policy
adopted on December 13, 2017, and investments securities permitted under the indenture for
the Commission's sales tax revenue bonds and the master indenture for the Commission's toll
revenue bonds. Additionally, the Commission has adequate cash flows for the next six months.
Attachments:
1) Investment Portfolio Report
2) 91 CIP STAMP Portfolio by Investment Category
3) 91 CIP STAMP Portfolio by Account
4) 91 CIP STAMP Portfolio Transaction Report by Account
5) 91 CIP STAMP Portfolio Summary of Investments
6) 91 CIP STAMP Portfolio Toll Revenue Series A & Series B Reserve Fund Summary of
Investments
7) 91 CIP STAMP Portfolio Residual Fund Required Retained Balance Summary of
investments
8) 2017 Financing STAMP Portfolio by Investment Category
9) 2017 Financing STAMP Portfolio by Account
10) 2017 Financing STAMP Portfolio Transaction Report by Account
11) 2017 Financing STAMP Portfolio Summary of Investments
12) 2017 Financing STAMP Portfolio Sales Tax Revenue Fund Summary of Investments
13) 2017 Financing STAMP Portfolio 1-15 ELP Sales Tax Senior Lien TIFIA Project Fund
Summary of Investments
14) 2017 Financing STAMP Portfolio Ramp Up Fund Summary of Investments
15) Payden & Rygel Operating Portfolio by Investment Category
16) Payden & Rygel Operating Portfolio Transaction Report
17) Logan Circle Partners, L.P. Short Duration Quarterly Review
18) Payden & Rygel Operating Portfolio Quarterly Review
19) County of Riverside Investment Report
Agenda Item 7A
3
ATTACHMENT 1
Riverside County Transportation Commission
Investment Portfolio Report
Period Ended: September 30, 2018
RATING COUPON PAR PURCHASE MATURITY YIELD TO PURCHASE MARKET UNREALIZED
FAIR VALUE MOODYS / S&P RATE VALUE DATE DATE MATURITY COST VALUE GAIN (LOSS)
OPERATING FUNDS
City National Bank Deposits 13,301,488 A3/BBB+ N/A N/A
County Treasurer's Pooled Investment Fund 466,126,803 Aaa-bf/AAA-V1 N/A 1.97%
Local Agency Investment Fund (LAIF) 3,734,005 N/A N/A N/A
Subtotal Operating Funds 483,162,297
FUNDS HELD IN TRUST
County Treasurer's Pooled Investment Fund:
Local Transportation Fund 61,814,404 Aaa-bf/AAA-V1 N/A 1.97%
Subtotal Funds Held in Trust 61,814,404
COMMISSION MANAGED PORTFOLIO
US Bank Payden & Rygel Operating 51,195,893 See attached report for details
First American Government Obligation Fund 43,269,360 N/A N/A N/A
Subtotal Commission Managed Portfolio 94,465,253
STAMP PORTFOLIO for 91 CIP
Series A & Series B Reserve Fund
Residual Fund Required Retained Balance
Subtotal STAMP Portfolio - 91 CIP
STAMP PORTFOLIO for 2017 Financing
Sales Tax 115 ELP Project Revenue Fund
Sales Tax Revenue Fund
Ramp Up Fund
Subtotal STAMP Portfolio - 2017 Financing
TOTAL All Cash and Investments
$500,000,000
$45o,000,000
$400,000,000
$350,000,000
$3o0,000,000
$250,00o,000
$200,000,000
$1s0,000,000
$100,000,000
$50,000,000
17,766,209
6,587,335
24,353,543
See attached report for details
See attached report for details
75,534,875
961
7,971,389
83,507,224
See attached report for details
See attached report for details
See attached report for details
$ 747,302,722
Nature of Investments
■ STAMP Portfolio for 91 CIP Reserve
■ STAMP Portfolio for 91 CIP Residual Fund
■ STAMP Portfolio for 2017 Financing 115 ELP
Project Revenue Fund
■ STAMP Portfolio for 2017 Financing Revenue
Fund
■ STAMP Portfolio for 2017 Financing Ramp Up
Fund
■ Commission Managed Portfolio
■ Trust Funds
■ Operating Funds
1.00% Money
Market Funds
20.28% Fixed
Income
0.50% LAIF
5.79% Mutual
Funds
72.43% County
Pool/Cash
4
ATTACHMENT 2
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio by Investment Category for quarter ended September 30, 2018
Source
Account
Account
Identifier
Security Type
Category
Issuer
Final
Maturity
Trade Date
Current Face Value
Original Cost
Next Call
Date
Base Market Value
Base Net Total
Unrealized
Gain/Loss
Coupon
Summarized
Yield Credit Rating
256350023
LC -Sr Lien Reserve Fund -I
3I37EADB2
Agency
Federal Home Loan Mortgage Corporation
O1/13/2022
--
950,000.00
942,921.50
---
933,593.50
(16,086.77)
2.375
2.929 AAA
256350023
LC -Sr Lien Reserve Fund-1
3135GOD75
Agency
Federal National Mortgage Association, Inc.
_ 06/22/2020
05/06/2015
600,000.00
593,490.00
---
587,190.00
(10,555.51)
1.500
2.769 AAA
256350023
LC -Sr Lien Reserve Fund -I
3137EADR7
Agency
Federal Home Loan Mortgage Corporation
05/O1/2020
05/15/2015
475,000.00
471,527.75
---
464,654.50
(9,206.76)
1.375
2.783 AAA
256350023
LC -Sr Lien Reserve Fund-1
3134GSTKI
Agency
Federal Home Loan Mortgage Corporation
08/23/2021
08/27/2018
200,000.00
200,100.00
11/23/2018
200,002.00
(58.92)
3.000
2.989 AAA
256350023
LC -Sr Lien Reserve Fund -I
3I34G9V38
Agency
Federal Home Loan Mortgage Corporation
07/27/2021
08/28/2018
250,000.00
245,225.00
10/27/2018
244,725.00
(648.24)
1.500
2.962 AAA
256350021
LC-RCTC 2013 Residual Fund
3134GSTKI
Agency
Federal Home Loan Mortgage Corporation
08/23/2021
08/27/2018
100,000.00
100,050.00
11/23/2018
100,001.00
(29.46)
3.000
2.989 AAA
256350023
LC -Sr Lien Reserve Fund -I
3I36A72D3
Agency CMO
Federal National Mortgage Association, Inc.
04/25/2022
07/03/2013
331,344.00
314,776.80
--
323,229.38
(1,982.71)
2.482
3.564 AAA
256350023
LC -Sr Lien Reserve Fund-1
3137ASNH3
Agency CMO
Federal Home Loan Mortgage Corporation
09/25/2021
07/03/2013
98,568.97
96,324.21
---
97,480.76
(506.49)
1.459
2.787 AAA
256350023
LC -Sr Lien Reserve Fund -I
3I37AUPE3
Agency CMO
Federal Home Loan Mortgage Corporation
06/25/2022
--
379,000.00
366,344.03
--
369,483.31
(4,059.11)
2.396
3.104 AAA
256350023
LC -Sr Lien Reserve Fund-1
31395EZP5
Agency CMO
Federal Home Loan Mortgage Corporation
08/15/2019
07/09/2013
6,555.58
_ 6,935.59
---
6,574.13
(27.18)
4.500
2.919 AAA
256350023
LC -Sr Lien Reserve Fund -I
38377JZ89
Agency CMO
The Government National Mortgage Association Guarantt
10/20/2039
07/05/2013
55,512.01
57,209.90
--
55,395.44
(1,233.94)
3.500
3.538 AAA
256350023
LC -Sr Lien Reserve Fund-1
38377RVK8
Agency CMO
The Government National Mortgage Association Guarantt
04/20/2039
---
121,075.07
123,490.63
---
119,855.85
(2,633.47)
3.000
3.378 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378TAF7
Agency CMO
The Government National Mortgage Association Guarantt
07/20/2041
07/05/2013
137,146.93
137,167.60
--
133,733.34
(3,289.57)
2.500
3.359 AAA
256350023
LC -Sr Lien Reserve Fund-1
38378CRT6
Agency CMO
The Government National Mortgage Association Guarantt
10/20/2040
05/22/2014
54,766.86
52,884.25
---
52,197.75
(1,035.61)
2.000
3.677 AAA
256350023
LC -Sr Lien Reserve Fund -I
38376GB33
Agency CMO
The Government National Mortgage Association Guarantt
10/16/2044
01/23/2015
164,831.26
169,193.56
--
164,872.47
(888.84)
3.500
3.206 AAA
256350023
LC -Sr Lien Reserve Fund-1
38376T5ZI
Agency CMO
The Government National Mortgage Association Guarantt
O1/16/2039
01/26/2015
85,703.59
89,538.83
---
84,586.02
(3,889.80)
3.000
3.475 AAA
256350023
LC -Sr Lien Reserve Fund -I
38376WA62
Agency CMO
The Government National Mortgage Association Guarantt
10/20/2039
--
81,028.25
84,352.17
--
83,452.61
(1,485.28)
4.000
2.928 AAA
256350023
LC -Sr Lien Reserve Fund-1
38377RSZ9
Agency CMO
The Government National Mortgage Association Guarantt
06/16/2039
---
69,218.05
71,390.72
---
70,258.40
(369.24)
4.500
2.606 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378B7F0
Agency CMO
Government National Mortgage Association
12/16/2042
--
450,000.00
427,324.22
--
417,663.00
(17,956.12)
2.273
3.879 AAA
256350023
LC -Sr Lien Reserve Fund-1
3137AJMF8
Agency CMO
Federal Home Loan Mortgage Corporation
10/25/2021
08/05/2015
30,000.00
31,038.28
---
29,868.30
(610.70)
2.968
3.076 AAA
256350023
LC -Sr Lien Reserve Fund -I
3137ATRW4
Agency CMO
Federal Home Loan Mortgage Corporation
05/25/2022
--
282,110.00
278,085.13
--
274,995.19
(3,382.26)
2.373
3.103 AAA
256350023
LC -Sr Lien Reserve Fund-1
38380AZ34
Agency CMO
The Government National Mortgage Association Guarantt _ 04/20/2046
11/28/2016
_ 150,339.60
154,550.29
---
146,781.06
(7,206.26)
3.000
3.462 AAA
256350023
LC -Sr Lien Reserve Fund -I
3137AXHPI
Agency CMO
Federal Home Loan Mortgage Corporation
09/25/2022
09/29/2017
140,000.00
142,089.06
--
136,914.40
(4,717.48)
2.573
3.149 AAA
256350023
LC -Sr Lien Reserve Fund-1
3137A5FP4
Agency CMO
Federal Home Loan Mortgage Corporation
O1/15/2021
---
115,078.11
_ 115,091.12
---
114,159.78
(888.12)
_2.500
3.006 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378CDK0
Agency CMO
The Government National Mortgage Association Guarantt
03/20/2035
03/16/2018
27,461.46
27,590.19
--
27,429.88
(122.99)
3.000
2.968 AAA
256350023
LC -Sr Lien Reserve Fund-1
38377LQT8
Agency CMO
The Government National Mortgage Association Guarantt
12/20/2037
---
35,246.09
_ 35,258.69
---
35,264.77
34.14
_3.000
2.567 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378AWX5
Agency CMO
The Government National Mortgage Association Guarantt
O1/20/2036
03/28/2018
103,498.00
104,055.91
--
103,181.29
(753.40)
3.000
3.149 AAA
256350023
LC -Sr Lien Reserve Fund-1
38378DDC6
Agency CMO
The Government National Mortgage Association Guarantt
04/20/2038
06/20/2018
161,866.50
_ 162,960.36
---
162,264.69
(564.51)
_3.500
3.017 AAA
256350023
LC -Sr Lien Reserve Fund -I
31398QTP2
Agency CMO
Federal Home Loan Mortgage Corporation
05/15/2038
06/26/2018
90,000.00
91,761.33
--
91,680.30
372.22
4.500
2.071 AAA
256350023
LC -Sr Lien Reserve Fund-1
38377WL77
Agency CMO
Government National Mortgage Association
O1/20/2039
08/28/2018
45,487.87
45,288.86
---
45,378.70
116.21
2.000
2.721 AAA
256350023
LC -Sr Lien Reserve Fund -I
38375KCX8
Agency CMO
Government National Mortgage Association
O1/20/2037
09/18/2018
59,872.05
60,311.74
--
60,287.56
(47.44)
5.500
3.185 AAA
256350021
LC-RCTC 2013 Residual Fund
3137A1LC5
Agency CMO
Federal Home Loan Mortgage Corporation
_ 08/15/2020
01/17/2018
16,265.31
16,211.94
---
16,162.02
(55.75)
2.000
2.916 _AAA
256350021
LC-RCTC 2013 Residual Fund
3I37A5FP4
Agency CMO
Federal Home Loan Mortgage Corporation
O1/15/2021
01/30/2018
41,138.17
41,241.01
--
40,809.89
(401.29)
2.500
3.006 AAA
256350021
LC-RCTC 2013 Residual Fund
38378CDK0
Agency CMO
The Government National Mortgage Association Guarantt
03/20/2035
01/30/2018
_ 49,430.63
49,886.31
---
49,373.79
(375.52)
3.000
2.968 AAA
256350021
LC-RCTC 2013 Residual Fund
38378AWX5
Agency CMO
The Government National Mortgage Association Guarantt
O1/20/2036
01/30/2018
34,499.33
34,833.54
--
34,393.76
(361.27)
3.000
3.149 AAA
256350021
LC-RCTC 2013 Residual Fund
3137APP53
Agency CMO
Federal Home Loan Mortgage Corporation
10/25/2020
05/18/2018
12,209.97
12,059.73
---
12,076.27
(3.16)
_1.781
2.972 AAA
256350021
LC-RCTC 2013 Residual Fund
3137A1N90
Agency CMO
Federal Home Loan Mortgage Corporation
06/25/2020
06/26/2018
65,000.00
65,594.14
--
65,455.65
(38.26)
3.531
2.956 AAA
256350023
LC -Sr Lien Reserve Fund-1
31417YKF3
Agency MBS
Federal National Mortgage Association, Inc.
O1/O1/2030
07/10/2013
75,149.97
79,283.22
---
77,775.71
(1,245.79)
_4.500
3.387 AAA
256350023
LC -Sr Lien Reserve Fund -I
3I36A4M48
Agency MBS
Federal National Mortgage Association, Inc.
O1/25/2022
07/05/2013
40,736.60
40,851.17
--
40,582.62
(206.99)
2.098
7.257 AAA
256350023
LC -Sr Lien Reserve Fund-1
31381PEB0
Agency MBS
Federal National Mortgage Association, Inc.
11/O1/2020
09/26/2014
252,179.85
265,537.50
---
253,213.78
(2,905.65)
3.370
3.145 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378KXW4
Agency MBS
The Government National Mortgage Association Guarantt
02/16/2037
12/11/2014
121,082.63
120,496.13
--
117,373.86
(3,441.36)
1.705
4.024 AAA
256350023
LC -Sr Lien Reserve Fund-1
38378B6A2
Agency MBS
Government National Mortgage Association
11/16/2052
01/22/2015
115,089.39
111,461.37
---
108,498.22
(4,438.63)
1.826
3.781 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378KSL4
Agency MBS
The Government National Mortgage Association Guarantt
12/16/2046
--
425,000.00
415,829.11
--
383,681.50
(34,572.31)
2.811
4.284 AAA
256350023
LC -Sr Lien Reserve Fund-1
38378KRS0
Agency MBS
The Government National Mortgage Association Guarantt
07/16/2043
05/08/2015
450,000.00
434,460.94
---
418,626.00
(21,917.61)
2.389
4.087 AAA
256350023
LC -Sr Lien Reserve Fund -I
38378XP62
Agency MBS
The Government National Mortgage Association Guarantt
05/16/2055
05/14/2015
318,853.63
322,789.48
--
301,661.04
(20,248.67)
2.500
3.841 AAA
256350023
LC -Sr Lien Reserve Fund-1
38378KWU9
Agency MBS
The Government National Mortgage Association Guarantt
11/16/2041
---
129,823.38
123,824.12
---
121,523.77
(3,318.10)
1.400
4.550 AAA
256350023
LC -Sr Lien Reserve Fund -I
38379KDN5
Agency MBS
Government National Mortgage Association
09/16/2055
08/05/2015
167,300.11
163,026.11
--
155,804.92
(9,341.76)
2.116
4.059 AAA
256350023
LC -Sr Lien Reserve Fund-1
3138L33G8
Agency MBS
Federal National Mortgage Association, Inc.
06/O1/2020
11/12/2015
100,000.00
99,875.00
---
98,181.00
(1,654.83)
2.010
3.023 AAA
256350023
LC -Sr Lien Reserve Fund -I
31381Q6B7
Agency MBS
Federal National Mortgage Association, Inc.
06/O1/2021
07/15/2016
184,602.41
204,735.61
--
189,197.16
(6,575.70)
4.295
3.224 AAA
256350023
LC -Sr Lien Reserve Fund-1
3136A7MN9
Agency MBS
Federal National Mortgage Association, Inc.
05/25/2022
08/29/2016
300,000.00
308,578.13
---
290,592.00
(14,305.07)
2.349
3.605 AAA
256350023
LC -Sr Lien Reserve Fund -I
3137B1U75
Agency MBS
Federal Home Loan Mortgage Corporation
O1/25/2023
08/29/2016
380,000.00
394,917.97
--
369,850.20
(19,609.80)
2.522
3.266 AAA
256350023
LC -Sr Lien Reserve Fund-1
3138EJPZ5
Agency MBS
Federal National Mortgage Association, Inc.
07/O1/2022
08/29/2016
274,780.49
291,857.67
---
270,897.84
(15,296.00)
2.973
3.553 AAA
256350023
LC -Sr Lien Reserve Fund -I
3I38L76A9
Agency MBS
Federal National Mortgage Association, Inc.
11/O1/2021
10/04/2016
123,135.82
127,580.26
--
122,706.08
(2,629.62)
2.590
2.703 AAA
256350023
LC -Sr Lien Reserve Fund-1
31381T4E7
Agency MBS
Federal National Mortgage Association, Inc.
03/O1/2022
10/25/2016
263,117.86
274,906.78
---
257,916.02
(12,039.45)
2.670
3.456 AAA
256350023
LC -Sr Lien Reserve Fund -I
36202F2H8
Agency MBS
Ginnie Maell
O1/20/2027
--
186,569.19
192,299.18
--
185,227.76
(6,632.51)
3.000
3.211 AAA
256350023
LC -Sr Lien Reserve Fund-1
3136AHAE0
Agency MBS
Federal National Mortgage Association, Inc.
04/25/2023
10/28/2016
185,268.39
189,263.24
---
180,379.16
(7,608.10)
2.603
4.094 AAA
256350023
LC -Sr Lien Reserve Fund -I
3138EKXL4
Agency MBS
Federal National Mortgage Association, Inc.
03/O1/2023
--
278,891.59
274,927.29
--
269,886.18
(5,518.76)
2.350
3.405 AAA
256350023
LC -Sr Lien Reserve Fund-1
3136AC7J4
Agency MBS
Federal National Mortgage Association, Inc.
03/25/2023
02/21/2018
56,437.66
55,509.53
---
54,936.98
(682.66)
2.570
3.560 AAA
256350023
LC -Sr Lien Reserve Fund -I
31381R5T7
Agency MBS
Federal National Mortgage Association, Inc.
09/O1/2021
08/29/2018
130,000.00
132,747.27
--
131,596.40
(1,077.80)
3.770
3.272 AAA
256350023
LC -Sr Lien Reserve Fund-1
3138NJAE8
Agency MBS
Federal National Mortgage Association, Inc.
12/O1/2020
09/13/2018
28,604.81
28,935.56
---
28,878.56
(55.39)
3.619
3.101 AAA
256350023
LC -Sr Lien Reserve Fund -I
31381N7G2
Agency MBS
Federal National Mortgage Association, Inc.
10/O1/2020
09/25/2018
45,271.88
45,438.12
--
45,247.43
(196.53)
3.270
3.357 AAA
256350021
LC-RCTC 2013 Residual Fund
31416BVR6
Agency MBS
Federal National Mortgage Association, Inc.
12/O1/2020
01/17/2018
49,043.38
50,146.86
---
50,523.51
777.84
5.000
-0.144 AAA
256350021
LC-RCTC 2013 Residual Fund
3137B1UF7
Agency MBS
Federal Home Loan Mortgage Corporation
09/25/2022
01/25/2018
19,069.65
18,789.56
--
18,612.17
(208.33)
1.785
3.026 AAA
256350021
LC-RCTC 2013 Residual Fund
3137AXHN6
Agency MBS
Federal Home Loan Mortgage Corporation
_ 02/25/2022
01/25/2018
33,904.53
33,438.35
---
33,145.07
(349.73)
1.749
3.033 _AAA
256350021
LC-RCTC 2013 Residual Fund
3I294KUP8
Agency MBS
Federal Home Loan Mortgage Corporation
11/O1/2018
02/O1/2018
1,120.64
1,131.85
--
1,128.94
6.03
5.000
-5.593 AAA
256350021
LC-RCTC 2013 Residual Fund
3137AWQG3
Agency MBS
Federal Home Loan Mortgage Corporation
_ 04/25/2022
01/30/2018
39,500.65
38,667.43
---
38,460.60
(318.29)
1.583
3.011 AAA
256350021
LC-RCTC 2013 Residual Fund
3I37B2GW4
Agency MBS
Federal Home Loan Mortgage Corporation
03/25/2020
06/29/2018
98,064.40
97,428.51
--
97,258.31
(243.29)
2.313
2.863 AAA
256350021
LC-RCTC 2013 Residual Fund
02582JGN4
Asset Backed
American Express Credit Account Master Trust
05/15/2019
01/16/2018
100,000.00
100,351.56
---
100,194.00
(61.37)
2.528
2.322 AAA
256350021
LC-RCTC 2013 Residual Fund
89236WAD0
Asset Backed
Toyota Auto Receivables 2015-A Owner Trust
06/15/2020
01/19/2018
20,408.22
20,353.22
--
20,376.59
(9.39)
1.520
2.156 AAA
256350021
LC-RCTC 2013 Residual Fund
161571FK5
Asset Backed
Chase Issuance Trust
08/15/2019
01/25/2018
115,000.00
113,827.54
---
113,817.80
(515.07)
1.580
2.779 AAA
5
Page 2 of 32
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio by Investment Category for quarter ended September 30, 2018
Source
Account
256350021
Account
LC-RCTC 2013 Residual Fund
Identifier
65479AAD4
Secun ype
Category
Asset Backed
Issuer
Nissan Auto Lease Trust 2017-A
ma
Maturity
04/15/2020
Trade Date
01/25/2018
Current Face Value
50,000.00
Original Cost
49,771.48
'e: al
Date
---
Base Market Value
49,706.50
Base Net Total
Unrealized
Coupon
1.910
Summarized
Yield Credit Rating
2.785 AAA
256350021
LC-RCTC 2013 Residual Fund
055657AC4
Asset Backed
Bmw Vehicle Lease Trust 2017-1
05/20/2020
01/29/2018
100,000.00
99,703.13
---
99,602.00
(273.75)
1.980
2.795 AAA
256350021
LC-RCTC 2013 Residual Fund
65477XAE4
Asset Backed
Nissan Auto Lease Trust 2016-B
O1/18/2022
04/13/2018
45,000.00
44,637.89
---
44,864.10
13.46
1.610
2.558 AAA
256350021
LC-RCTC 2013 Residual Fund
05522RCV8
Asset Backed
BA Credit Card Trust
05/15/2019
06/29/2018
100,000.00
100,214.84
100,198.00
30.22
2.548
2.336 AAA
256350021
LC-RCTC 2013 Residual Fund
65478DAD9
Asset Backed
Nissan Auto Receivables 2018-A Owner Trust
05/16/2022
06/29/2018
85,000.00
84,561.72
--
84,432.20
(173.68)
2.650
2.998 AAA
256350021
LC-RCTC 2013 Residual Fund
02587AAJ3
Asset Backed
American Express Credit Account Master Trust
02/18/2020
06/29/2018
100,000.00
98,515.63
---
98,614.00
(120.58)
1.930
2.968 AAA
256350021
LC-RCTC 2013 Residual Fund
65478HAD0
Asset Backed
NAROT 17-C
04/18/2022
09/25/2018
70,000.00
68,908.98
--
68,980.80
65.86
2.120
2.899 AAA
256350021
LC-RCTC 2013 Residual Fund
14912L6M8
Corporate
Caterpillar Financial Services Corporation
11/13/2018
01/19/2018
100,000.00
99,809.00
---
99,922.00
(50.37)
1.800
2.410 A
256350021
LC-RCTC 2013 Residual Fund
13607RAB6
Corporate
Canadian Imperial Bank of Commerce
09/06/2019
01/19/2018
100,000.00
98,888.00
--
98,864.00
(492.45)
1.600
2.834 AA
256350021
LC-RCTC 2013 Residual Fund
89114QBF4
Corporate
The Toronto -Dominion Bank
O1/22/2019
01/19/2018
50,000.00
50,366.50
---
50,127.50
13.72
3.187
2.448 AA
256350021
LC-RCTC 2013 Residual Fund
05531FAQ6
Corporate
BB&T Corporation
02/O1/2019
01/25/2018
100,000.00
100,106.00
01/02/2019
99,889.00
(140.01)
2.250
2.569 A
256350021
LC-RCTC 2013 Residual Fund
9115911HE3
Corporate
U.S. Bancorp
11/15/2018
01/25/2018
100,000.00
100,035.00
10/15/2018
99,939.00
(62.91)
1.950
2.401 A
256350021
LC-RCTC 2013 Residual Fund
24422ESF7
Corporate
John Deere Capital Corporation
12/13/2018
01/25/2018
100,000.00
99,980.00
--
99,897.00
(98.62)
1.950
2.433 A
256350021
LC-RCTC 2013 Residual Fund
466251-KA7
Corporate
JPMorgan Chase & Co.
O1/23/2020
01/25/2018
100,000.00
99,577.00
12/23/2019
98,977.00
(741.65)
2.250
3.045 A
256350021
LC-RCTC 2013 Residual Fund
38141EA58
Corporate
The Goldman Sachs Group, Inc.
03/15/2020
01/25/2018
100,000.00
105,718.00
--
103,079.00
(868.53)
5.375
3.204 A
256350021
LC-RCTC 2013 Residual Fund
06406HCU1
Corporate
The Bank of New York Mellon Corporation
05/15/2019
01/25/2018
100,000.00
99,974.00
04/15/2019
99,736.00
(252.13)
2.200
2.623 A
256350021
LC-RCTC 2013 Residual Fund
06051GFN4
Corporate
Bank of America Corporation
04/21/2020
01/25/2018
100,000.00
99,537.00
--
98,722.00
(953.51)
2.250
3.093 A
256350021
LC-RCTC 2013 Residual Fund
86787EAS6
Corporate
SunTrust Bank
O1/31/2020
01/25/2018
100,000.00
100,644.00
12/31/2019
100,348.00
(70.92)
2.872
2.645 A
256350021
LC-RCTC 2013 Residual Fund
0258MODZ9
Corporate
American Express Credit Corporation
11/05/2018
01/25/2018
100,000.00
99,905.00
10/15/2018
99,980.00
(8.33)
1.875
2.282 A
256350021
LC-RCTC 2013 Residual Fund
780082AC7
Corporate
Royal Bank of Canada
10/14/2020
01/25/2018
100,000.00
98,862.00
---
97,845.00
(1,293.80)
2.100
3.197 AAA
256350021
LC-RCTC 2013 Residual Fund
6I747WAF6
Corporate
Morgan Stanley
O1/25/2021
01/29/2018
100,000.00
108,369.00
--
105,112.00
(1,441.03)
5.750
3.441 A
256350021
LC-RCTC 2013 Residual Fund
06416CAC2
Corporate
The Bank of Nova Scotia
04/26/2021
01/29/2018
100,000.00
97,511.00
---
96,687.00
(1,321.74)
1.875
3.224 AAA
256350021
LC-RCTC 2013 Residual Fund
254010AC5
Corporate
Dignity Health
11/O1/2019
03/15/2018
24,000.00
23,897.52
--
23,850.48
(80.57)
2.637
3.221 A
256350021
LC-RCTC 2013 Residual Fund
369550BA5
Corporate
General Dynamics Corporation
05/11/2020
05/08/2018
25,000.00
24,911.50
---
24,939.50
11.19
2.875
3.028 A
256350021
LC-RCTC 2013 Residual Fund
46849LTA9
Corporate
Jackson National Life Global Funding
06/11/2021
06/06/2018
30,000.00
30,000.00
--
30,140.40
140.40
2.811
2.688 AA
256350021
LC-RCTC 2013 Residual Fund
31677QBB4
Corporate
Fifth Third Bank
04/25/2019
06/29/2018
200,000.00
199,518.00
03/25/2019
199,652.00
(12.80)
2.375
2.680 A
256350021
LC-RCTC 2013 Residual Fund
61746BDM5
Corporate
Morgan Stanley
O1/24/2019
06/29/2018
100,000.00
99,869.00
--
99,943.00
15.89
2.500
2.667 A
256350021
LC-RCTC 2013 Residual Fund
17275RBG6
Corporate
Cisco Systems, Inc.
09/20/2019
06/29/2018
150,000.00
147,883.50
---
148,041.00
(264.76)
1.400
2.763 AA
256350021
LC-RCTC 2013 Residual Fund
40428HPN6
Corporate
HSBC USA Inc.
11/13/2019
06/29/2018
100,000.00
99,140.00
--
99,338.00
45.06
2.375
2.976 A
256350021
LC-RCTC 2013 Residual Fund
89114QAS7
Corporate
The Toronto -Dominion Bank
07/02/2019
06/29/2018
100,000.00
99,429.00
---
99,562.00
(6.09)
2.125
2.708 AA
256350021
LC-RCTC 2013 Residual Fund
06367TPX2
Corporate
Bank of Montreal
12/12/2019
06/29/2018
100,000.00
98,847.00
--
99,045.00
4.30
2.100
2.910 AA
256350021
LC-RCTC 2013 Residual Fund
36164QMS4
Corporate
GE Capital International Funding Company Unlimited
Company
11/15/2020
07/02/2018
200,000.00
195,482.00
---
195,424.00
(502.36)
2.342
3.464 A
256350021
LC-RCTC 2013 Residual Fund
375558BB8
Corporate
Gilead Sciences, Inc.
09/O1/2020
07/03/2018
35,000.00
34,582.10
--
34,648.25
21.00
2.550
3.091 A
256350021
LC-RCTC 2013 Residual Fund
46625HHS2
Corporate
JPMorgan Chase & Co.
07/22/2020
07/03/2018
40,000.00
40,970.00
---
40,843.20
(17.41)
4.400
3.194 A
256350021
LC-RCTC 2013 Residual Fund
902674XF2
Corporate
UBS AG
06/08/2020
07/02/2018
200,000.00
196,114.00
05/08/2020
196,390.00
(197.34)
2.200
3.303 AA
256350021
LC-RCTC 2013 Residual Fund
0258MOEE5
Corporate
American Express Credit Corporation
03/03/2020
07/17/2018
60,000.00
59,195.40
02/O1/2020
59,328.00
34.68
2.200
3.005 A
256350021
LC-RCTC 2013 Residual Fund
46849LSP7
Corporate
Jackson National Life Global Funding
04/29/2021
09/17/2018
10,000.00
9,718.95
--
9,721.60
(0.84)
2.250
3.383 AA
256350023
LC -Sr Lien Reserve Fund-1
31846V401
MM Fund
First American Funds, Inc.
09/30/2018
---
0.00
5,063.65
---
5,063.65
0.00
1.580
1.530 AAA
256350021
LC-RCTC 2013 Residual Fund
31846V401
MM Fund
First American Funds, Inc.
09/30/2018
--
0.00
15,422.18
--
15,422.18
0.00
1.580
1.530 AAA
256350021
LC-RCTC 2013 Residual Fund
459058GK3
Non -US Gov
International Bank for Reconstruction and Development
08/21/2020
---
30,000.00
30,006.00
---
30,005.40
(0.26)
2.380
2.406 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828SA9
TIPS
Treasury, United States Department of
O1/15/2022
--
462,069.30
464,371.95
--
450,628.46
(13,142.50)
0.125
0.887 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828V49
TIPS
Treasury, United States Department of
O1/15/2027
---
292,110.00
290,767.15
---
278,839.44
(12,116.29)
0.375
0.945 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828UH1
TIPS
Treasury, United States Department of
O1/15/2023
02/05/2018
191,059.75
188,561.67
--
184,959.21
(3,927.87)
0.125
0.883 AAA
256350021
LC-RCTC 2013 Residual Fund
912828UH1
TIPS
Treasury, United States Department of
O1/15/2023
---
98,259.30
96,388.98
---
95,121.88
(1,403.16)
0.125
0.883 AAA
256350021
LC-RCTC 2013 Residual Fund
9I2828SA9
TIPS
Treasury, United States Department of
O1/15/2022
06/29/2018
200,415.60
197,069.62
--
195,453.31
(1,855.93)
0.125
0.887 AAA
256350023
LC -Sr Lien Reserve Fund-1
9128281358
US Gov
Treasury, United States Department of
44227
--
1375000
1405890.241
--
1352340
-36968.1906
2.125
2.85747 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828XB1
US Gov
Treasury, United States Department of
05/15/2025
05/24/2016
1,200,000.00
1,228,546.88
--
1,136,208.00
(85,308.15)
2.125
3.015 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828G38
US Gov
Treasury, United States Department of
11/15/2024
04/18/2017
1,350,000.00
1,369,037.11
---
1,293,732.00
(71,890.99)
2.250
2.999 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828L99
US Gov
Treasury, United States Department of
10/31/2020
--
1,250,000.00
1,239,802.73
--
1,213,237.50
(30,564.89)
1.375
2.834 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828L57
US Gov
Treasury, United States Department of
09/30/2022
---
1,400,000.00
1,386,564.45
---
1,337,826.00
(51,981.53)
1.750
2.933 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828VV9
US Gov
Treasury, United States Department of
08/31/2020
07/14/2017
305,000.00
310,087.30
--
301,031.95
(7,117.73)
2.125
2.824 AAA
256350023
LC -Sr Lien Reserve Fund-1
912828UN8
US Gov
Treasury, United States Department of
02/15/2023
07/27/2018
105,000.00
101,300.39
---
100,955.40
(475.54)
2.000
2.943 AAA
256350021
LC-RCTC 2013 Residual Fund
912828UF5
US Gov
Treasury, United States Department of
12/31/2019
--
265,000.00
259,842.78
--
259,856.35
(901.88)
1.125
2.707 AAA
256350021
LC-RCTC 2013 Residual Fund
912828576
US Gov
Treasury, United States Department of
07/31/2021
06/29/2018
95,000.00
90,769.53
---
90,483.70
(626.24)
1.125
2.880 AAA
256350021
LC-RCTC 2013 Residual Fund
912828B58
US Gov
Treasury, United States Department of
O1/31/2021
06/29/2018
265,000.00
261,853.13
--
260,632.80
(1,526.55)
2.125
2.857 AAA
256350021
LC-RCTC 2013 Residual Fund
912828Q37
US Gov
Treasury, United States Department of
03/31/2021
06/29/2018
270,000.00
260,286.33
---
259,591.50
(1,574.20)
1.250
2.855 AAA
256350021
LC-RCTC 2013 Residual Fund
9I2828V V9
US Gov
Treasury, United States Department of
08/31/2020
--
510,000.00
505,133.20
--
503,364.90
(2,265.36)
2.125
2.824 AAA
256350021
LC-RCTC 2013 Residual Fund
912828L57
US Gov
Treasury, United States Department of
09/30/2022
06/29/2018
100,000.00
96,167.97
---
95,559.00
(829.50)
1.750
2.933 AAA
256350021
LC-RCTC 2013 Residual Fund
912828VA5
US Gov
Treasury, United States Department of
04/30/2020
--
445,000.00
434,000.98
--
433,665.85
(1,264.35)
1.125
2.774 AAA
256350021
LC-RCTC 2013 Residual Fund
56052FHZ1
VRDN
Maine State Housing Authority
11/15/2052
06/29/2018
100,000.00
100,000.00
10/30/2018
100,000.00
0.00
2.200
2.200 AA
256350021
LC-RCTC 2013 Residual Fund
658886DZ6
VRDN
North Dakota Housing Finance Agency
07/O1/2038
06/29/2018
100,000.00
100,000.00
10/31/2018
100,000.00
0.00
2.120
2.120 AA
24,960,174.73
24,993,507.41
24,353,54396
(626,358.56)
6
Page 3 of 32
OFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio by Account for quarter ended September 30, 2018
ATTACHMENT 3
Source
Security Ty pc
Current ' .
xt Call
Base Net Total
Unrealized
Summarized
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
256350021 LC-RCTC 2013 Residual Fund
3134GSTK1 Agency
Federal Home Loan Mortgage Corporation
3137A1LC5 Agency CMG Federal Home Loan Mortgage Corporation
3137A5FP4 Agency CMG
Federal Home Loan Mortgage Corporation
38378CDK0 Agency CMG The Government National Mortgage Association Guaranteed REMIC Pass-T
38378AWX5 Agency CMG
The Government National Mortgage Association Guaranteed REMIC Pass-T
3137APP53 Agency CMG Federal Home Loan Mortgage Corporation
3137A1N90 Agency CMG
Federal Home Loan Mortgage Corporation
31416BVR6 Agency MBS Federal National Mortgage Association, Inc.
3137B1UF7 Agency MBS
Federal Home Loan Mortgage Corporation
3137AXHN6 Agency MBS Federal Home Loan Mortgage Corporation
31294KUP8 Agency MBS
Federal Home Loan Mortgage Corporation
3137AWQG3 Agency MBS Federal Home Loan Mortgage Corporation
3137B2GW4 Agency MBS
Federal Home Loan Mortgage Corporation
02582JGN4 Asset Backed American Express Credit Account Master Trust
89236WAD0 Asset Backed
Toyota Auto Receivables 2015-A Owner Trust
161571FK5 Asset Backed Chase Issuance Trust
65479AAD4 Asset Backed
Nissan Auto Lease Trust 2017-A
055657AC4 Asset Backed Bmw Vehicle Lease Trust 2017-1
65477XAE4 Asset Backed
Nissan Auto Lease Trust 2016-B
05522RCV8 Asset Backed BA Credit Card Trust
65478DAD9 Asset Backed
Nissan Auto Receivables 2018-A Owner Trust
02587AAJ3 Asset Backed American Express Credit Account Master Trust
65478HAD0 Asset Backed
14912L6M8 Corporate
13607RAB6 Corporate
NAROT 17-C
Caterpillar Financial Services Corporation
Canadian Imperial Bank of Commerce
89114QBF4 Corporate The Toronto -Dominion Bank
05531FAQ6 Corporate
91159HHE3 Corporate
24422ESF7 Corporate
46625HKA7 Corporate
38141E408 Corporate
06406HCU1 Corporate
06051GFN4 Corporate
86787EAS6 Corporate
0258MODZ9 Corporate
BB&T Corporation
U.S. Bancorp
John Deere Capital Corporation
JPMorgan Chase & Co.
The Goldman Sachs Group, Inc.
The Bank of New York Mellon Corporation
Bank of America Corporation
SunTmst Bank
American Express Credit Corporation
780082AC7 Corporate Royal Bank of Canada
61747WAF6 Corporate
06416CAC2 Corporate
254010AC5 Corporate
369550BA5 Corporate
46849LTA9 Corporate
31677QBB4 Corporate
61746BDM5 Corporate
17275RBG6 Corporate
40428HPN6 Corporate
89114QAS7 Corporate
06367TPX2 Corporate
36164QMS4 Corporate
375558BB8 Corporate
46625HHS2 Corporate
902674XF2 Corporate
Morgan Stanley
The Bank of Nova Scotia
Dignity Health
General Dynamics Corporation
Jackson National Life Global Funding
Fifth Third Bank
Morgan Stanley
Cisco Systems, Inc.
HSBC USA Inc.
The Toronto -Dominion Bank
Bank of Montreal
GE Capital International Funding Company Unlimited Company
Gilead Sciences, Inc.
IPMorgan Chase Be Co.
UBS AG
0258MOEE5 Corporate American Express Credit Corporation
46849LSP7 Corporate
Jackson National Life Global Funding
31846V401 MM Fund First American Funds, Inc.
08/23/2021 08/27/2018 100,000.00 100,050.00 11/23/2018 100,001.00 (29.46) 3.000 2.989
O8/15/2020 01/17/2018
01/15/2021 01/30/2018
03/20/2035 01/30/2018
01/20/2036 01/30/2018
10/25/2020 05/18/2018
06/25/2020 06/26/2018
12/O1/2020 01/17/2018
09/25/2022 01/25/2018
02/25/2022 01/25/2018
11/O1/2018 02/O1/2018
04/25/2022 01/30/2018
03/25/2020 06/29/2018
05/15/2019 01/16/2018
06/15/2020 01/19/2018
O8/15/2019 01/25/2018
04/15/2020 01/25/2018
05/20/2020 01/29/2018
01/18/2022 04/13/2018
05/15/2019 06/29/2018
05/16/2022 06/29/2018
02/18/2020 06/29/2018
04/18/2022 09/25/2018
11/13/2018 01/19/2018
09/06/2019 01/19/2018
01/22/2019 01/19/2018
02/O1/2019 01/25/2018
11/15/2018 01/25/2018
12/13/2018 01/25/2018
01/23/2020 01/25/2018
03/15/2020 01/25/2018
05/15/2019 01/25/2018
04/21/2020 01/25/2018
01/31/2020 01/25/2018
11/05/2018 01/25/2018
10/14/2020 01/25/2018
01/25/2021 01/29/2018
04/26/2021 01/29/2018
11/O1/2019 03/15/2018
05/11/2020 05/08/2018
06/11/2021 06/06/2018
04/25/2019 06/29/2018
01/24/2019 06/29/2018
09/20/2019 06/29/2018
11/13/2019 06/29/2018
07/02/2019 06/29/2018
12/12/2019 06/29/2018
11/15/2020 07/02/2018
09/O1/2020 07/03/2018
07/22/2020 07/03/2018
06/08/2020 07/02/2018
03/03/2020 07/17/2018
04/29/2021 09/17/2018
09/30/2018
16,265.31
41,138.17
16,211.94
41,241.01
49,430.63 49,886.31
34,499.33
34,833.54
12,209.97 12,059.73
65,000.00
65,594.14
49,043.38 50,146.86
19,069.65
33,904.53
1,120.64
39,500.65
98,064.40
18,789.56
33,438.35
1,131.85
38,667.43
97,428.51
100,000.00 100,351.56
20,408.22
20,353.22
115,000.00 113,827.54
50,000.00
49,771.48
100,000.00 99,703.13
45,000.00
100,000.00
85,000.00
100,000.00
70,000.00
100,000.00
100,000.00
44,637.89
100,214.84
84,561.72
98,515.63
68,908.98
99,809.00
98,888.00
50,000.00 50,366.50
100,000.00
100,106.00 01/02/2019
100,000.00 100,035.00 10/15/2018
100,000.00
99,980.00
100,000.00 99,577.00 12/23/2019
100,000.00
100,000.00
100,000.00
105,718.00
99,974.00 04/15/2019
99,537.00
100,000.00 100,644.00 12/31/2019
100,000.00
99,905.00 10/15/2018
100,000.00 98,862.00
100,000.00
100,000.00
24 000.00
25,000.00
30,000.00
108,369.00
97,511.00
23 897.52
24,911.50
30,000.00
200,000.00 199,518.00 03/25/2019
100,000.00
150,000.00
100,000.00
100,000.00
100,000.00
200,000.00
35,000.00
40,000.00
200,000.00
60,000.00
10,000.00
99,869.00
147,883.50
99,140.00
99,429.00
98,847.00
195,482.00
34,582.10
40,970.00
196,114.00 05/08/2020
59,195.40 02/01/2020
9,718.95
15,422.18
16,162.02
40,809.89
49,37339
34,393.76
12,076.27
65,455.65
50,523.51
18,612.17
33,145.07
1,128.94
38,460.60
97,258.31
100,194.00
20,376.59
113,817.80
49,706.50
99,602.00
44,864.10
100,198.00
84,432.20
98,614.00
68,980.80
99,922.00
98,864.00
50,127.50
99,889.00
99,939.00
99,897.00
98,977.00
103,079.00
99,736.00
98,722.00
100,348.00
99,980.00
97,845.00
105,112.00
96,687.00
23 850.48
24,939.50
30,140.40
199,652.00
99,943.00
148,041.00
99,338.00
99,562.00
99,045.00
195,424.00
34,648.25
40,843.20
196,390.00
59,328.00
9,721.60
15,422.18
(55.75) 2.000 2.916
(401.29) 2.500 3.006
(375.52) 3.000 2.968
(361.27) 3.000 3.149
(3.16) 1.781 2.972
(38.26) 3.531 2.956
777.84 5.000 -0.144
(208.33) 1.785 3.026
(349.73) 1.749 3.033
6.03 5.000 -5.593
(318.29) 1.583 3.011
(243.29) 2.313 2.863
(61.37) 2.528 2.322
(9.39) 1.520 2.156
(515.07) 1.580 2.779
(177.51) 1.910 2.785
(273.75) 1.980 2.795
13.46 1.610 2.558
30.22 2.548 2.336
(173.68) 2.650 2.998
(120.58) 1.930 2.968
65.86 2.120 2.899
(50.37) 1.800 2.410
(492.45) 1.600 2.834
13.72 3.187 2.448
(140.01) 2.250 2.569
(62.91) 1.950 2.401
(98.62) 1.950 2.433
(741.65) 2.250 3.045
(868.53) 5.375 3.204
(252.13) 2.200 2.623
(953.51) 2.250 3.093
(70.92) 2.872 2.645
(8.33) 1.875 2.282
(1,293.80) 2.100 3.197
(1,441.03) 5.750 3.441
(1,321.74) 1.875 3.224
(80.57) 2.637 3.221
11.19 2.875 3.028
140.40 2.811 2.688
(12.80) 2.375 2.680
15.89 2.500 2.667
(264.76) 1.400 2.763
45.06 2.375 2.976
(6.09) 2.125 2.708
4.30 2.100 2.910
(502.36) 2.342 3.464
21.00 2.550 3.091
(17.41) 4.400 3.194
(197.34) 2.200 3.303
34.68 2.200 3.005
(0.84) 2.250 3.383
1.580 1.530
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
A
AA
AA
A
A
A
A
A
A
A
AAA
AAA
AA
AA
AA
AAA
256350021 LC-RCTC 2013 Residual Fund
459058GK3 Non -US Gov
International Bank for Reconstruction and Development
08/21/2020
30,000.00
30,006.00
30,005.40
(0.26) 2.380 2.406
AAA
256350021 LC-RCTC 2013 Residual Fund
912828UH1 TIPS
Treasury, United States Department of
01/15/2023
98,259.30
96,388.98
95,121.88
(1,403.16) 0.125 0.883
AAA
256350021 LC-RCTC 2013 Residual Fund
912828SA9 TIPS
Treasury, United States Department of
01/15/2022 06/29/2018
200,415.60
197,069.62
195,453.31
AAA
256350021 LC-RCTC 2013 Residual Fund
912828UF5 US Gov Treasury, United States Department of
12/31/2019
259,856.35
AAA
256350021 LC-RCTC 2013 Residual Fund
912828576 US Gov
Treasury, United States Department of
07/31/2021 06/29/2018
95,000.00
90,769.53
90,483.70
AAA
256350021 LC-RCTC 2013 Residual Fund
912828B58 US Gov
Treasury, United States Department of
01/31/2021 06/29/2018
260,632.80
AAA
256350021 LC-RCTC 2013 Residual Fund
912828Q37 US Gov
Treasury, United States Department of
03/31/2021 06/29/2018
270,000.00
260,286.33
259,591.50
AAA
256350021 LC-RCTC 2013 Residual Fund
912828VV9 US Gov
Treasury, United States Department of
08/31/2020
510,000.00
505,133.20
503,364.90
AAA
256350021 LC-RCTC 2013 Residual Fund
912828L57 US Gov
Treasury, United States Department of
09/30/2022 06/29/2018
100,000.00
96,167.97
95,559.00
AAA
256350021 LC-RCTC 2013 Residual Fund
912828VA5 US Gov
Treasury, United States Department of
04/30/2020
445,000.00
434,000.98
433,665.85
AAA
256350021 LC-RCTC 2013 Residual Fund
Maine State Housing AuthoritY
11/15/2052 06/29/2018
100,000.00
100,000.00 10/30/2018
100,000.00
0.00 2.200 2.200
256350021 LC-RCTC 2013 Residual Fund
North Dakota Housing Finance Agency
07/01/2038 06/29/2018
100,000.00
100,000.00 10/31/2018
100,000.00
AA
6,587,334.76
256350023 LC -Sr Lien Reserve Fund-1
3137EADB2 Agency
Federal Home Loan Mortgage Corporation
01/13/2022
950,000.00
942,921.50
933,593.50
AAA
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
3135GOD75 Agency
3137EADR7 Agency
3134GSTIC1 Agency
3134G9V38 Agency
Federal National Mortgage Association, Inc.
Federal Home Loan Mortgage Corporation
Federal Home Loan Mortgage Corporation
Federal Home Loan Mortgage Corporation
3136A72D3 Agency CMG Federal National Mortgage Association, Inc.
3137ASNH3 Agency CMG
Federal Home Loan Mortgage Corporation
3137AUPE3 Agency CMG Federal Home Loan Mortgage Corporation
31395EZP5 Agency CMG
Federal Home Loan Mortgage Corporation
38377JZ89 Agency CMG The Government National Mortgage Association Guaranteed REMIC Pass-T
38377RVIC8 Agency CMG
38378TAF7 Agency CMG
38378CRT6 Agency CMG
The Government National Mortgage Association Guaranteed REMIC Pass-T
06/25/2022
04/20/2039
The Government National Mortgage Association Guaranteed REMIC Pass-T 07/20/2041 07/05/2013
The Government National Mortgage Association Guaranteed REMIC Pass-T
600,000.00
475,000.00
200,000.00
250,000.00
331,344.00
98,568.97
379,000.00
6,555.58
55,512.01
121,075.07
137,146.93
593,490.00
471,527.75
314,776.80
96,324.21
366,344.03
57,209.90
137,167.60
587,190.00
464,654.50
200,002.00
244,725.00
323,229.38
97,480.76
369,48331
6,574.13
55,395.44
119,855.85
133,73334
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
38376GB33 Agency CMG The Government National Mortgage Association Guaranteed REMIC Pass-T 10/16/2044 01/23/2015
38376T5Z1 Agency CMG
The Government National Mortgage Association Guaranteed REMIC Pass-T
164,831.26
169,193.56
89538.83
164,872.47
Page 4 of 32
INFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio by Account for quarter ended September 30, 2018
Sour c
_ Account
Account
Identifier
Seco Ott T,vpc
Cateaory
Issuer
Final NI urity
Trade Date
Cu omit
Value
xt Call
Original Cost Date
Base Market Value
Base Net Total
Unrealized
Gain/Lass
Coupon
Vield
Summarized
Credit Bating
256350023
LC -Sr Lien Reserve Fund-1
38376WA62
Agency CMG
The Government National Mortgage Association Guaranteed REMIC Pass-T
10/20/2039
---
81,028.25
84,352.17 ---
83,452.61
(1,485.28)
4.000
2.928
AAA
256350023
LC -Sr Lien Reserve Fund-1
38377RSZ9
Agency CMO
The Government National Mortgage Association Guaranteed REMIC Pass-
Through Securities
06/16/2039
-
69,218.05
71,390.72 -
70 258.40
(369.24)
4.500
2.606
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378B7F0
Agency CMO
Government National Mortgage Association
12/16/2042
--
450,000.00
427,324.22 --
417,663.00
(17,956.12)
2.273
3.879
AAA
256350023
LC-S Lien Reserve Fund-1
3137AJMF8
Agency CMO
Federal Home Loan Mortgage Corporation
10/25/2021
08/05/2015
30,000.00
31,038.28 -
29,868.30
(610.70)
2.968
3.076
AAA
256350023
LC -Sr Lien Reserve Fund-1
3137ATRW4
Agency CMO
Federal Home Loan Mortgage Corporation
05/25/2022
-
282,110.00
278,085.13 -
274,995.19
(3,382.26)
2. 73
3.103
AAA
256350023
LC -Sr Lien Reserve Fund-1
38380AZ34
Agency CMO
The Government National Mortgage Association Guaranteed REMIC Pass-T
04/20/2046
11/28/2016
150,339.60
154,550.29 -
146,781.06
(7,206.26)
3.000
3.462
AAA
256350023
LC -Sr Lien Reserve Fund-1
3137AXEIPI
Agency CMO
Federal Home Loan Mortgage Corporation
09/25/2022
09/29/2017
140,000.00
142,089.06 -
136,914.40
(4,717.48)
2.573
3.149
AAA
256350023
LC -Sr Lien Reserve Fund-1
3137A5FP4
Agency CMO
Federal Home Loan Mortgage Corporation
01/15/2021
-
115,078.11
115,091.12 -
114,159.78
(888.12)
2.500
3.006
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378CDK0
Agency CMO
The Government National Mortgage Association Guaranteed REMIC Pass-T
03/20/2035
03/16/2018
27,461.46
27,590.19 -
27,429.88
(122.99)
3.000
2.968
AAA
256350023
LC-S Lien Reserve Fund-1
38377LQT8
Agency CMO
The Government National Mortgage Association Guaranteed REMIC Pass-T
12/20/2037
-
35,246.09
35,258.69 -
35,264.77
34.14
3.000
2.567
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378AWX5
Agency CMO
The Government National Mortgage Association Guaranteed REMIC Pass-T
01/20/2036
03/28/2018
103,498.00
104,055.91 ---
103,181.29
(753.40)
3.000
3.149
AAA
256350023
LC-S Lien Reserve Fund-1
38378DDC6
Agency CMO
The Government National Mortgage Association Guaranteed REMIC Pass-T
04/20/2038
06/20/2018
161,866.50
162,960.36 -
162,264.69
(564.51)
3.500
3.017
AAA
256350023
LC -Sr Lien Reserve Fund-1
31398QTP2
Agency CMO
Federal Home Loan Mortgage Corporation
05/15/2038
06/26/2018
90,000.00
91,761.33 -
91,680.30
372.22
4.500
2.071
AAA
256350023
LC -Sr Lien Reserve Fund-1
38377WL77
Agency CMO
Government National Mortgage Association
01/20/2039
08/28/2018
45 487.87
45 288.86 -
45 378.70
116.21
2.000
2.721
AAA
256350023
LC -Sr Lien Reserve Fund-1
38375KCX8
Agency CMO
Government National Mortgage Association
01/20/2037
09/18/2018
59,872.05
60,311.74 -
60,287.56
(47.44)
5.500
3.185
AAA
256350023
LC -Sr Lien Reserve Fund-1
31417YKF3
Agency MBS
Federal National Mortgage Association, Inc.
01/0 /2030
07/10/2013
75,149.97
79,283.22 -
77,775.71
(1,245.79)
4.500
3.387
AAA
256350023
LC -Sr Lien Reserve Fund-1
3136A4M48
Agency MBS
Federal National Mortgage Association,Inc.
01/25/2022
07/05/2013
40,736.60
40,851.17 -
40,582.62
(206.99)
2.098
7.257
AAA
256350023
LC-S Lien Reserve Fund-1
31381PEH0
Agency MBS
Federal National Mortgage Association, Inc.
II/0 /2020
09/26/2014
252,179.85
265,537.50 -
253,213.78
(2,905.65)
3.370
3.145
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378KXW4
Agency MBS
The Government National Mortgage Association Guaranteed REMIC Pass-T
02/16/2037
12/11/2014
121,082.63
120,496.13 ---
117,373.86
(3,441.36)
1.705
4.024
AAA
256350023
LC-S Lien Reserve Fund-1
38378H6A2
Agency MBS
Government National Mortgage Association
II/16/2052
01/22/2015
115,089.39
111,461.37 -
108,498.22
(4,438.63)
1.826
3.781
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378KSL4
Agency MBS
The Government National Mortgage Association Guaranteed REMIC Pass-T
12/16/2046
-
425,000.00
415,829.11 ---
383,681.50
(34,572.31)
2.811
4.284
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378KRS0
Agency MBS
The Government National Mortgage Association Guaranteed REMIC Pass-
Through Securities
07/16/2043
05/08/2015
450,000.00
434,460.94 --
418,626.00
(21,917.61)
2.389
4.087
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378XP62
Agency MBS
The Government National Mortgage Association Guaranteed REMIC Pass-
Through Securities
05/16/2055
05/14/2015
318,853.63
322,789.48 ---
301,661.04
(20,248.67)
2.500
3.841
AAA
256350023
LC -Sr Lien Reserve Fund-1
38378KWU9
Agency MBS
The Government National Mortgage Association Guaranteed REMIC Pass-
Through Securities
11/16/2041
-
129,823.38
123,824.12 ---
121,523.77
(3,318.10)
1.400
4.550
AAA
256350023
LC -Sr Lien Reserve Fund-1
38379KDN5
Agency MBS
Government National Mortgage Association
09/16/2055
08/05/2015
167,300.11
163,026.11 ---
155,804.92
(9,341.76)
2.116
4.059
AAA
256350023
LC -Sr Lien Reserve Fund-1
3138L33G8
Agency MBS
Federal National Mortgage Association,Inc.
06/01/2020
11/12/2015
100,000.00
99,875.00 -
98,181.00
(1,654.83)
2.010
3.023
AAA
256350023
LC -Sr Lien Reserve Fund-1
31381Q6B7
Agency MBS
Federal National Mortgage Association, Inc.
06/01/2021
07/15/2016
184,602.41
_ 204,735.61 --
189,197.16
(6,575.70)
4.295
3.224
AAA
256350023
LC -Sr Lien Reserve Fund-1
3136A7MN9
Agency MBS
Federal National Mortgage Association, Inc.
05/25/2022
08/29/2016
300,000.00
308,578.13 -
290,592.00
(14,305.07)
2.349
3.605
AAA
256350023
LC -Sr Lien Reserve Fund-1
3137B1U75
Agency MBS
Federal Horne Loan Mortgage Corporation
01/25/2023
08/29/2016
380,000.00
394,917.97 -
369,850.20
(19,609.80)
2.522
3.266
AAA
256350023
LC -Sr Lien Reserve Fund-1
3138EIPZ5
Agency MBS
Federal National Mortgage Association, Inc.
07/01/2022
08/29/2016
274,780.49
291,857.67 -
270,897.84
(15,296.00)
2.973
3.553
AAA
256350023
LC -Sr Lien Reserve Fund-1
3138L76A9
Agency MBS
Federal National Mortgage Association, Inc.
11/01/2021
10/04/2016
123,135.82
127,580.26 --
122,706.08
(2,629.62)
2.590
2.703
AAA
256350023
LC -Sr Lien Reserve Fund-1
31381T4E7
Agency MBS
Federal National Mortgage Association,Inc.
03/01/2022
10/25/2016
263,117.86
274,906.78 -
257,916.02
(12,039.45)
2.670
3.456
AAA
256350023
LC -Sr Lien Reserve Fund-1
36202F2H8
Agency MBS
Ginnie Mae II
01/20/2027
---
186,569.19
192,299.18 -
185,227.76
(6,632.51)
3.000
3.211
AAA
256350023
LC -Sr Lien Reserve Fund-1
3136AHAE0
Agency MBS
Federal National Mortgage Association, Inc.
04/25/2023
10/28/2016
185,268.39
189,263.24 -
180,379.16
(7,608.10)
2.603
4.094
AAA
256350023
LC -Sr Lien Reserve Fund-1
3138EKXL4
Agency MBS
Federal National Mortgage Association, Inc.
03/01/2023
---
278,891.59
274,927.29 -
269,886.18
(5,518.76)
2.350
3.405
AAA
256350023
LC -Sr Lien Reserve Fund-1
3136AC7J4
Agency MBS
Federal National Mortgage Association, Inc.
03/25/2023
02/21/2018
56,437.66
55,509.53 -
54,936.98
(682.66)
2.570
3.560
AAA
256350023
LC -Sr Lien Reserve Fund-1
31381R5T7
Agency MBS
Federal National Mortgage Association,Inc.
09/01/2021
08/29/2018
130,000.00
132,747.27 -
131,596.40
(1,077.80)
3.770
3.272
AAA
256350023
LC -Sr Lien Reserve Fund-1
3138NJAE8
Agency MBS
Federal National Mortgage Association, Inc.
12/01/2020
09/13/2018
28,604.81
28,935.56 -
28,878.56
(55.39)
3.619
3.101
AAA
256350023
LC -Sr Lien Reserve Fund-1
31381N7G2
Agency MBS
Federal National Mortgage Association ,Inc.
10/01/2020
09/25/2018
45,271.88
45,438.12 -
45,247.43
(196.53)
3.270
3.357
AAA
256350023
LC -Sr Lien Reserve Fund-1
31846V401
MM Fund
First American Funds, Inc.
09/30/2018
-
-
5,063.65 -
5,063.65
-
1.580
1.530
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828SA9
TIPS
Treasury, United States Department of
01/15/2022
-
462,069.30
464,371.95 --
450,628.46
(13,142.50)
0.125
0.887
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828V49
T1PS
Treasury, United States Department of
01/15/2027
-
292,110.00
290,767.15 -
278,839.44
(12,116.29)
0.375
0.945
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828UH1
TIPS
Treasury, United States Department of
01/15/2023
02/05/2018
191,059.75
188,561.67 --
184,959.21
(3,927.87)
0.125
0.883
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828B58
US Gov
Treasury, United States Department of
01/31/2021
-
1,375,000.00
1,405,890.24 -
1,352,340.00
(36,968.19)
2.125
2.857
AAA
256350023
LC -Sr Lien Reserve Fund-1
9128283(131
_ US Gov
Treasury, United States Department of
05/15/2025
05/24/2016
1,200,000.00
1,228,546.88 -
1,136,208.00
(85,308.15)
_2.125
3.015
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828G38
US Gov
Treasury, United States Department of
45611
42843
1350000
1369037.11 --
1293732
-71890.9895
2.25
2.99908
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828L99
US Gov
Treasury, United States Department of
10/31/2020
-
1,250,000.00
1,239,802.73 ---
1,213,237.50
(30,564.89)
1.375
2.834
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828L57
US Gov
Treasury, United States Department of
09/30/2022
-
1,400,000.00
1,386,564.45 -
1,337,826.00
(51,981.53)
1.750
2.933
AAA
256350023
LC -Sr Lien Reserve Fund-1
912828VV9
US Gov
Treasury, United States Department of
08/31/2020
07/14/2017
305,000.00
310,087.30 -
301,031.95
(7,117.73)
2.125
2.824
AAA
256350023
LC-S Lien Reserve Fund-1
912828UN8
US Gov
Treasury, United States Department of
02/15/2023
07/27/2018
105,000.00
101,300.39 -
100,955.40
(475.54)
2.000
2.943
AAA
18,312,844.94
18,387,402.02
17,766,209.20
(602,696.91)
8
Page 5 of 32
ri 15
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio Transaction Report by Account
Quarter ended September 30, 2018
ATTACHMENT 4
Source
Beginning Base Base Maturities and
Base Base Change In
Net Total Realized Amortization/A Net Unrealized
Ending Base Ending Accrued
256350021
L C-RCTC 20
3 Residual Fund
61747WAF6
MORGAN STANLEY
256350021 L C-RCTC 2013 Residual Fund
38141EA58 GOLDMAN SACHS GROUP INC
256350021 L C-RCTC 2013 Residual Fund
31416BVR6 FN 995324
256350021 L C-RCTC 2013 Residual Fund
46625HHS2 1PMORGAN CHASE & CO
105,725.00
103,574.00
62,007.15
40,970.00
(11,805.82)
(213.97)
(686.88)
(663.77)
(236.20)
(109.39)
73.88
168.77
772.34
(17.41)
105,112.00
103,079.00
50,523.51
40,843.20
1,054.17
238.89
204.35
337.33
256350021 L C-RCTC 2013 Residual Fund 3137A1N90 FHMS K008 A2
65,711.75
(98.42) (157.68) 65,455.65 191.26
256350021 LC-RCTC 2013 Residual Fund 89114QBF4 TORONTO-DOMINION BANK
256350021 L C-RCTC 2013 Residual Fund 86787EAS6 SUNTRUST BANK
50,222.00
100,352.00
(92.63) (1.87) 50,127.50 309.85
(84.52) 80.52 100,348.00 494.69
256350021 L C-RCTC 2013 Residual Fund 02582JGN4 AMXCA 141 A
100,250.00
(56.86) 0.86 100,194.00 98.33
256350021 L C-RCTC 2013 Residual Fund 38378CDK0 GNR 111690 AK
58,206.06
(8,693.47) (61.16) (48.75) (28.89) 49,373.79 123.58
256350021 L C-RCTC 2013 Residual Fund 05522RCV8 BACCT 161 A
100,210.00
(47.06) 35.06 100,198.00 99.11
256350021 L C-RCTC 2013 Residual Fund 05531FAQ6 BB&T CORP
99,747.00
(28.86) 170.86 99,889.00 375.00
256350021 L C-RCTC 2013 Residual Fund 38378AWX5 GNR 11157E QA
39,160.45
(4,645.08) (36.61) (27.15) (57.85) 34,393.76 86.25
256350021 L C-RCTC 2013 Residual Fund 3134GSTK1 FEDERAL HOME LOAN MORTGAGE CORP
100,050.00
(19.54) (29.46) 100,001.00 316.67
256350021 LC-RCTC 2013 Residual Fund 3137A5FP4 FHA 3791E DA
44,858.33
(3,927.02) (7.98) (13.94) (99.51) 40,809.89 85.70
256350021 L C-RCTC 2013 Residual Fund 91159HHE3 U.S. BANCORP
99,788.00
(12.55) 163.55 99,939.00 736.67
256350021 LC-RCTC 2013 Residual Fund 31294KUP8 FH E01490
4,262.29
(3,090.23) (11.22) (7.05) (24.85) 1,128.94 4.67
256350021 L C-RCTC 2013 Residual Fund 375558BQ5 GILEAD SCIENCES INC
100,098.00 - (100,109.00)
(24.09)
(0.91) 36.00
256350021 LC-RCTC 2013 Residual Fund 459058GK3 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM - 15,006.00
(0.34) (2.96) 15,002.70 37.12
256350021 L C-RCTC 2013 Residual Fund 31846V401
1,684,762.14
558,947.33 (2,228,287.29)
15,422.18
256350021 LC-RCTC 2013 Residual Fund 97689P2K3 WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP R
100,000.00 - (100,000.00)
256350021 L C-RCTC 2013 Residual Fund 136069XZ9 CANADIAN IMPERIAL BANK OF COMMERCE
44,987.85 - (45,065.25) - - 65.25 - 12.15
256350021 LC-RCTC 2013 Residual Fund 46849LTA9 JACKSON NATIONAL LIFE GLOBAL FUNDING 30,038.10
102.30
30,140.40 46.85
256350021 L C-RCTC 2013 Residual Fund 3137B2GW4 FBMS K713 A2
97,814.47 (97,955.03)
140.56
256350021 LC-RCTC 2013 Residual Fund 56052FHZ1 MAINE ST HSG AUTH MTG PUR 100,000.00
100,000.00 732.66
256350021 L C-RCTC 2013 Residual Fund 196479YN3 COLORADO HSG & FIN AUTH
100,000.00 - (100,000.00)
256350021 LC-RCTC 2013 Residual Fund 658886DZ6 NORTH DAKOTA ST HSG FIN AGY MTG REV 100,000.00
100,000.00 501.63
256350021 L C-RCTC 2013 Residual Fund 459058GK3 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM - 15,000.00
2.70 15,002.70 37.12
256350021 L C-RCTC 2013 Residual Fund 3136AC714 FNA 13M6 2A
19,236.50 - (19,135.71) - (120.39) (101.34) 2.63 118.31
256350021 L C-RCTC 2013 Residual Fund 46849LSP7 JACKSON NATIONAL LEE GLOBAL FUNDING
9,718.95
3.49 (0.84) 9,721.60 95.00
256350021 L C-RCTC 2013 Residual Fund 3137A1L.C5 FHA 3710F AB
21,818.62
(5,664.27) 16.94 3.72 (12.99) 16,162.02 27.11
256350021 L C-RCTC 2013 Residual Fund 912828V V9 UNITED STATES TREASURY
49,337.89
4.65 6.96 49,349.50 90.99
256350021 LC-RCTC 2013 Residual Fund 06406HCU1 BANK OF NEW YORK MELLON CORP 99,590.00
4.73 141.27 99,736.00 831.11
256350021 L C-RCTC 2013 Residual Fund 24422ESF7 JOHN DEERE CAPITAL CORP 99,691.00
5.52 200.48 99,897.00 585.00
256350021 L C-RCTC 2013 Residual Fund 65478HAD0 NAROT 17C A3
68,908.98
5.96 65.86 68,980.80 65.96
256350021 L C-RCTC 2013 Residual Fund 89236WAD0 TAOT 15A A4
36,835.17
(16,521.85) 17.25 7.28 38.74 20,376.59 13.79
256350021 LC-RCTC 2013 Residual Fund 912828VA5 UNITED STATES TREASURY
68,230.86
8.92 (22.68) 68,217.10 329.55
256350021 LC-RCTC 2013 Residual Fund 369550BA5 GENERAL DYNAMICS CORP 24,972.75
10.81 (44.06) 24,939.50 279.51
256350021 L C-RCTC 2013 Residual Fund 3137B1UF7 FHMS K027 Al
19,763.24
(1,152.22) 15.58 13.98 (28.41) 18,612.17 28.37
256350021 L C-RCTC 2013 Residual Fund 254010AC5 DIGNITY HEALTH 23,954.16
15.58 (119.26) 23,850.48 263.70
256350021 L C-RCTC 2013 Residual Fund 3137APP53 FHMS K018 Al
13,713.04
(1,654.19) 19.05 17.26 (18.89) 12,076.27 18.12
256350021 L C-RCTC 2013 Residual Fund 58769DAD2 MBALT 17A A3
14,909.25 - (14,937.89) - - (15.37) 23.18 20.84
256350021 L C-RCTC 2013 Residual Fund 3137AXHN6 FHMS K024 Al
35,431.42
(2,285.06) 28.69 25.80 (55.78) 33,145.07 49.42
256350021 L C-RCTC 2013 Residual Fund 0258MODZ9 AMERICAN EXPRESS CREDIT CORP 99,783.00
30.68 166.32 99,980.00 760.42
256350021 LC-RCTC 2013 Residual Fund 0258MOEE5 AMERICAN EXPRESS CREDIT CORP
19,733.40
32.45 10.15 19,776.00 34.22
256350021 L C-RCTC 2013 Residual Fund 0258MOEE5 AMERICAN EXPRESS CREDIT CORP
19,731.60
32.66 11.74 19,776.00 34.22
256350021 LC-RCTC 2013 Residual Fund 0258MOEE5 AMERICAN EXPRESS CREDIT CORP
19,730.40
32.81 12.79 19,776.00 34.22
256350021 L C-RCTC 2013 Residual Fund 58769DAD2 MEALT 17A A3
36,776.15 - (36,846.80) - - (79.58) 36.54 113.69
256350021 LC-RCTC 2013 Residual Fund 912828XK1 UNITED STATES TREASURY
294,902.65
(264,927.54) (30,000.00)
(1.15) 39.83 (13.79)
256350021 L C-RCTC 2013 Residual Fund 65479AAD4 NALT 17A A3
49,586.00
41.88 78.62 49,706.50 42.44
256350021 LC-RCTC 2013 Residual Fund 65478DAD9 NAROT 18A A3
84,548.65
44.16 (160.61) 84,432.20 100.11
256350021 L C-RCTC 2013 Residual Fund 3137AWQG3 FHMS K023 Al
41,009.88
(2,517.24) 47.79 44.56 (124.39) 38,460.60 52.11
256350021 L C-RCTC 2013 Residual Fund 375558BB8 GILEAD SCIENCES INC
256350021 L C-RCTC 2013 Residual Fund 313385YZ3 FEDERAL HOME LOAN BANKS
34,582.10
45.15 21.00 34,648.25 74.38
229,951.70 - - (230,000.00) - - 45.74 2.56
256350021 LC-RCTC 2013 Residual Fund 06051GFN4 BANK OF AMERICA CORP 98,628.00
51.24 42.76 98,722.00 1,000.00
256350021 L C-RCTC 2013 Residual Fund 46625HKA7 JPMORGAN CHASE & CO 98,714.00
53.03 209.97 98,977.00 425.00
256350021 LC-RCTC 2013 Residual Fund 61746BDM5 MORGAN STANLEY 99,842.00
58.11 42.89 99,943.00 465.28
256350021 L C-RCTC 2013 Residual Fund 14912L6M8 CATERPILLAR FINANCIAL SERVICES CORP 99,727.00
59.12 135.88 99,922.00 690.00
256350021 LC-RCTC 2013 Residual Fund 055657AC4 BMWLT 171 A3
99,415.00
60.95 126.05 99,602.00 60.50
256350021 L C-RCTC 2013 Residual Fund 3137B2GW4 FBMS K713 A2
97,774.54 - - (348.29) 2.13 73.21 (243.29) 97,258.31 189.02
256350021 LC-RCTC 2013 Residual Fund 780082AC7 ROYAL BANK OF CANADA 97,910.00
256350021 L C-RCTC 2013 Residual Fund 912828VA5 UNITED STATES TREASURY
38,987.50
103.10 (168.10) 97,845.00 974.17
116.25 (122.55) 38,981.20 188.32
256350021 L C-RCTC 2013 Residual Fund 65477XAE4 NALT 16B A4
256350021 L C-RCTC 2013 Residual Fund 912828VA5 UNITED STATES TREASURY
44,725.05
131,735.74
118.40 20.65 44,864.10 32.20
127.17 (301.36) 131,561.55 635.56
256350021 LC-RCTC 2013 Residual Fund 89114QAS7 TORONTO-DOMINION BANK
99,407.00
139.09 15.91 99,562.00 525.35
256350021 L C-RCTC 2013 Residual Fund 31677QBB4 FIFTH THIRD BANK 199,212.00
146.80 293.20 199,652.00 2,058.33
256350021 LC-RCTC 2013 Residual Fund 40428HPN6 HSBC USA INC (NEW)
99,020.00
152.94 165.06 99,338.00 903.82
256350021 L C-RCTC 2013 Residual Fund 13607RAB6 CANADIAN IMPERIAL BANK OF COMMERCE 98,529.00
171.11 163.89 98,864.00 111.11
256350021 LC-RCTC 2013 Residual Fund 912828UF5 UNITED STATES TREASURY
112,723.00 - (83,406.25) - - (573.10) 185.18 488.88 29,417.70 85.29
256350021 L C-RCTC 2013 Residual Fund 06416CAC2 BANK OF NOVA SCOTIA 96,773.00
187.42 (273.42) 96,687.00 807.29
256350021 L C-RCTC 2013 Residual Fund 161571FK5 CHAIT 124 A
113,553.30
188.81 75.69 113,817.80 80.76
256350021 L C-RCTC 2013 Residual Fund 06367TPX2 BANK OF MONTREAL 98,810.00
193.70 41.30 99,045.00 635.83
256350021 LC-RCTC 2013 Residual Fund 912828UH1 UNITED STATES TREASURY 31,828.67
215.38 (336.76) 31,707.29 8.68
256350021 L C-RCTC 2013 Residual Fund 912828L57 UNITED STATES TREASURY 96,184.00
215.84 (840.84) 95,559.00 4.81
256350021 L C-RCTC 2013 Residual Fund 02587AAJ3 AMXCA 171 A
98,525.00
218.95 (129.95) 98,614.00 85.78
256350021 L C-RCTC 2013 Residual Fund 912828B58 UNITED STATES TREASURY 261,843.85
299.56 (1,510.61) 260,632.80 948.74
256350021 LC-RCTC 2013 Residual Fund 912828576 UNITED STATES TREASURY
100,332.75 - (9,552.34) - - (25.66) 355.64 (626.70) 90,483.70 180.06
256350021 L C-RCTC 2013 Residual Fund 17275RBG6 CISCO SYSTEMS INC 147,888.00
422.26 (269.26) 148,041.00 64.17
256350021 LC-RCTC 2013 Residual Fund 36164QMS4 GE CAPITAL INTERNATIONAL FUNDING CO
195,482.00
444.36 (502.36) 195,424.00 1,769.51
256350021 L C-RCTC 2013 Residual Fund 912828UH1 UNITED STATES TREASURY 63,657.34
466.15 (708.90) 63,414.59 17.36
256350021 LC-RCTC 2013 Residual Fund 902674XF2 UBS AG (LONDON BRANCH)
196,114.00
473.34 (197.34) 196,390.00 1,381.11
256350021 L C-RCTC 2013 Residual Fund 912828V V9 UNITED STATES TREASURY 455,795.60
481.94 (2,262.14) 454,015.40 837.09
256350021 LC-RCTC 2013 Residual Fund 912828VA5 UNITED STATES TREASURY 195,024.00
662.47 (780.47) 194,906.00 941.58
256350021 L C-RCTC 2013 Residual Fund 912828UF5 UNITED STATES TREASURY
230,364.26 - - - - 729.64 (655.25) 230,438.65 668.12
256350021 LC-RCTC 2013 Residual Fund 912828Q37 UNITED STATES TREASURY
260,317.80 0.00 0.00 0.00 0.00 0.00 860.67 (1,586.97) 259,591.50 9.27
9
Page 6 of 32
r/15
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio Transaction Report by Account
Quarter ended September 30, 2018
Source
Base Base Change In
Beginning Base Base Maturities and Net Total Realized Amortization/A Net Unrealized Ending Base Ending Accrued
256350021 LGRCTC 2013 Residual Fund
912828SA9
UNITED STATES TREASURY
195,818.82
8,102,451.95
1,812,450.52
(3,002,268.07)
(260,000.00) (62,425.13)
1,42146
(938.54) 7,799.47
(1,787.97)
195,453.31
53.10
(9,735.43) 6,587,334.76 26,758.82
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LGSr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
3138EJPZ5 FN AL2239
31381Q6B7 FN 468066
31381T4E7 FN 470721
31381PEB0 FN 466430
912828XB1 UNITED STATES TREASURY
912828E58 UNITED STATES TREASURY
3137B1U75 FHMS KS01 A2
912828G38 UNITED STATES TREASURY
912828VV9 UNITED STATES TREASURY
31398QTP2 FHR 3747C HW
3136A7MN9 FNA 12M8 A2
3137EADB2 FREDDIE MAC
912828E58 UNITED STATES TREASURY
3138L76A9 FN AM7164
3137EADB2 FREDDIE MAC
3136AHAE0 FNA 13M14 APT
912828E58 UNITED STATES TREASURY
38378DDC6 GNR 1216E GB
912828E58 UNITED STATES TREASURY
912828VV9 UNITED STATES TREASURY
38377RSZ9 GNR 10162D PQ
38376GB33 GNR 116 BA
3137AXHP1 FHMS K024 A2
38377RSZ9 GNR 10162D PQ
912828E58 UNITED STATES TREASURY
3137AUPE3 RIMS K021 A2
38378XP62 GNR 14166 PL
36202F2H8 G2005276
38376T5Z1 GNR 104A PD
31381R5T7 FN 468958
38378AWX5 GNR 11157E QA
912828VV9 UNITED STATES TREASURY
38380AZ34 GNR 16147C DA
3137AJMF8 FHMS K016 A2
274,044.46 - - - (1,618.89) (72.86) (1,233.12) (221.75) 270,897.84 680.77
191,380.60 - - - (818.75) (52.72) (1,037.89) (274.08) 189,197.16 660.72
260,366.79 - - - (1,603.60) (45.90) (873.61) 72.34 257,916.02 585.44
255,591.48 - - - (1,174.52) (21.10) (781.89) (400.18) 253,213.78 708.21
1,148,292.00 - - - - - (762.36) (11,321.64) 1,136,208.00 9,631.79
721,305.70 - - - - (673.12) (2,662.98) 717,969.60 2,613.52
371,754.00 - - - - - (666.06) (1,237.74) 369,850.20 798.63
1,306,233.00 - - - - - (597.48) (11,903.52) 1,293,732.00 11,473.17
346,801.00 - (44,527.15) - - (958.09) (445.88) 162.07 301,031.95 555.02
92,242.80 - - - - (442.66) (119.84) 91,680.30 337.50
291,933.00 - - - (440.24) (900.76) 290,592.00 587.35
197,374.00 - - - - - (347.20) (480.80) 196,546.00 1,029.17
296,427.00 - (64,131.64) - - (1,581.50) (309.01) 722.34 231,127.20 841.34
123,459.72 - - - (55120) (10.79) (267.75) 80.10 122,706.08 265.77
197,374.00 - - - - (265.35) (562.65) 196,546.00 1,029.17
182,657.84 - - - (1,700.97) (26.12) (254.71) (296.89) 180,379.16 401.91
98,809.00 - - - - - (247.16) (209.84) 98,352.00 358.02
192,655.36 - - - (29,459.15) (199.08) (190.15) (542.29) 162,264.69 472.11
143,273.05 - - - - - (177.34) (485.31) 142,610.40 519.12
148,629.00 - (148,428.90) - - (3,769.48) (176.34) 3,745.72 -
69,150.42 - - - (12,569.07) (255.09) (148.37) (135.20) 56,042.69 207.05
170,035.51 - - - (5,029.30) (29.42) (118.78) 14.45 164,872.47 480.76
137,296.60 - - - - - (115.80) (266.40) 136,914.40 300.18
17,540.60 - - - (3,188.25) (114.80) (109.06) 87.23 14,215.71 52.52
113,630.35 - - - - - (108.43) (417.12) 113,104.80 411.72
140,641.92 - - - - - (99.70) (158.06) 140,384.16 287.52
311,125.97 - - - (7,925.05) (78.38) (88.30) (1,373.20) 301,661.04 664.28
162,533.26 - - - (12,012.57) (421.67) (82.20) (454.02) 149,562.79 376.61
90,448.25 - - - (5,385.01) (177.42) (77.60) (222.20) 84,586.02 214.26
- 132,747.27 - - (73.07) (1,077.80) 131,596.40 408.42
117,481.36 - - (13935.22) (64.35) (62.61) (237.89) 103,181.29 258.75
84,223.10 - (84,113.48) - - (1,576.72) (54.02) 1,521.11 - -
153,578.57 - - - (5,424.34) (132.94) (49.62) (1,190.61) 146,781.06 375.85
29.877.60 - - - - (45.79) 36.49 29.868.30 74.19
256350023 LGSr Lien Reserve Fund-1 31417YKF3 FN MA0293
256350023 LC -Sr Lien Reserve Fund-1
82,165.28
(3,466.56) (179.74) (44.81) (698.45) 77,775.71 281.81
912828B58 UNITED STATES TREASURY 49,404.50
256350023 LGSr Lien Reserve Fund-1 3134GSTK1 FEDERAL HOME LOAN MORTGAGE CORP
256350023 LC -Sr Lien Reserve Fund-1 38377WL77 GNR 1194A AB
(43.68) (184.82) 49,176.00 179.01
200,100.00
256350023 LGSr Lien Reserve Fund-1 38378CRT6 GNR 1213E EG
256350023 LC -Sr Lien Reserve Fund-1 38376WA62 GNR 1015C PD
256350023 LGSr Lien Reserve Fund-1 3137A5FP4 FHR 3791E DA
256350023 LC -Sr Lien Reserve Fund-1 38378CDK0 GNR 111690 AK
256350023 LGSr Lien Reserve Fund-1 38377RVK8 GNR 10166F GP
55,952.49
(39.08) (58.92) 200,002.00 633.33
58,278.62 - - (13,046.84) 65.33 (34.62) 116.21 45,378.70 75.81
(3,585.68) 97.57 (31.40) (235.24) 52,197.75 91.28
46,531.94
(3,839.26) (243.82) (25.88) (227.83) 42,195.14 136.56
75,038.61
(6,569.08) (13.36) (23.32) (166.45) 68,266.40 143.37
32,336.69
(4,829.71) (18.30) (19.48) (39.32) 27,429.88 68.65
39,204.65
(2,691.23) (68.22) (17.90) (66.54) 36,360.76 91.83
256350023 LC -Sr Lien Reserve Fund-1 38377LQT8 GNR 10128D KE
35,721.48
(8,748.73) (1.58) (17.07) (57.24) 26,896.86 67.21
256350023 LGSr Lien Reserve Fund-1 3136A4M48 FNA 12M3A 1A1
256350023 LC -Sr Lien Reserve Fund-1 31395EZP5 FHR 2835G MD
133,837.64
256350023 LGSr Lien Reserve Fund-1 38377RVK8 GNR 10166F GP
(94,433.82) (137.28) (15.15) 1,331.22 40,582.62 71.22
10,323.52
(3,710.56) (29.24) (14.82) 5.22 6,574.13 24.58
65,341.09
(4,485.38) (61.39) (14.11) (178.94) 60,601.27 153.04
256350023 LC -Sr Lien Reserve Fund-1 38377LQT8 GNR 10128D KE
11,113.35
(2,721.83) 1.57 (3.38) (21.81) 8,367.91 20.91
256350023 LGSr Lien Reserve Fund-1 38376WA62 GNR 1015C PD
256350023 LC -Sr Lien Reserve Fund-1 38378TAF7 GNR 1371A GA
256350023 LGSr Lien Reserve Fund-1 3138NJAE8 FN FN0004
45,497.89
(3,753.94) (125.21) (2.93) (358.34) 41,257.47 133.53
141,689.12
256350023 LC -Sr Lien Reserve Fund-1 3137ATRW4 FHMS K020 A2
256350023 LGSr Lien Reserve Fund-1 31846V401 FIRST AMER:GVT OBLG D
122,055.00
256350023 LC -Sr Lien Reserve Fund-1 36202F2H8 G2 005276
(7,049.78) 6.28 (2.60) (909.68) 133,733.34 285.72
28,935.56
(1.61) (55.39) 28,878.56 86.27
(0.31) (207.19) 121,847.50 247.19
1,201.86 744,448.99 (740,587.20) - - - - - 5,063.65
256350023 LGSr Lien Reserve Fund-1 3138L33G8 FN AM3498
256350023 LC -Sr Lien Reserve Fund-1 38377RVK8 GNR 10166F GP
256350023 LGSr Lien Reserve Fund-1 31381E762 FN 466295
98,249.00
36,876.43 - - (918.63) (0.90) 0.02 (291.96) 35,664.96 89.81
3.59 (71.59) 98,181.00 167.50
24,684.40
256350023 LC -Sr Lien Reserve Fund-1 3137A5FP4 FHR 3791E DA
256350023 LGSr Lien Reserve Fund-1 38377JZ89 GNR 10117A GK
256350023 LC -Sr Lien Reserve Fund-1 38378KWU9 GNR 1396 A
50,446.12
(1,694.48) 25.22 4.99 (126.34) 22,893.81 57.82
45,438.12
5.84 (196.53) 45,247.43 123.37
(4,416.18) 14.84 6.09 (157.50) 45,893.38 96.38
60,414.03
256350023 LGSr Lien Reserve Fund-1 3138EKXI4 FN AL3382
256350023 LC -Sr Lien Reserve Fund-1 38378KXW4 GNR 13105 A
14,472.51
(4,662.51) (91.97) 7.36 (271.48) 55,395.44 161.91
(128.69) 1.40 8.21 (56.53) 14,296.92 17.82
239,788.65
256350023 LGSr Lien Reserve Fund-1 38375KCX8 GNR 0726C MA
165,848.54
256350023 LC -Sr Lien Reserve Fund-1 38378KWU9 GNR 1396 A
256350023 LGSr Lien Reserve Fund-1 38378KSL4 GNR 1374 AL
256350023 LC -Sr Lien Reserve Fund-1 3138EKXL4 FN AL3382
54,271.92
(1,401.89) 13.13 13.76 (1,351.47) 237,062.19 479.74
(50,754.43) 117.28 15.43 2,147.05 117,373.86 172.04
60,311.74
23.26 (47.44) 60,287.56 274.41
(482.58) 6.27 28.32 (210.51) 53,613.43 66.82
205,726.50
256350023 LGSr Lien Reserve Fund-1 3138EKXI4 FN AL3382
256350023 LC -Sr Lien Reserve Fund-1
18,445.28
30.87 (2,631.87) 203,125.50 527.00
(107.84) 3.48 34.31 (139.68) 18,235.55 36.90
14,756.22
912828L99 UNITED STATES TREASURY 145,921.50
256350023 LGSr Lien Reserve Fund-1 3136AC714 FNA 13M6 2A
256350023 LC -Sr Lien Reserve Fund-1 38378B6A2 GNR 1312A AB
256350023 LGSr Lien Reserve Fund-1 3137ASNH3 FHMS K019 Al
256350023 LC -Sr Lien Reserve Fund-1 38378KSI4 GNR 1374 AL
256350023 LGSr Lien Reserve Fund-1 912828VA5 UNITED STATES TREASURY
256350023 LC -Sr Lien Reserve Fund-1 38378B7F0 GNR 1333 B
256350023 LGSr Lien Reserve Fund-1 383791IDN5 GNR 1529 AD
256350023 LC -Sr Lien Reserve Fund-1 912828UN8 UNITED STATES TREASURY
(86.27) 3.38 35.17 (120.06) 14,588.44 29.52
37.96 (370.96) 145,588.50 863.11
69,251.43
(14,323.82) 211.76 54.39 (256.77) 54,936.98 120.87
109,718.71
(663.52) 12.68 67.06 (636.71) 108,498.22 175.13
113,065.50
(15,817.70) 101.42 79.79 51.76 97,480.76 119.84
182,868.00
91.80 (2,403.80) 180,556.00 468.44
156,019.20 - (156,095.11) - - (2,907.23) 93.61 2,889.54
187,136.00
106.65 (1,614.65) 185,628.00 378.83
157,721.62
(773.14) 10.34 124.80 (1,278.70) 155,804.92 295.00
101,300.39
130.55 (475.54) 100,955.40 268.21
256350023 LGSr Lien Reserve Fund-1 3134G9V38 FEDERAL HOME LOAN MORTGAGE CORP
245,225.00
148.24 (648.24) 244,725.00 666.67
256350023 LC -Sr Lien Reserve Fund-1 3137EADR7 FREDDIE MAC
465,224.50
177.12 (747.12) 464,654.50 2,721.35
256350023 LGSr Lien Reserve Fund-1 38378KWU9 GNR 1396 A - 53,277.35 - - (322.12) 24.71 196.84 436.64 53,613.42 66.82
256350023 LC -Sr Lien Reserve Fund-1
912828L57 UNITED STATES TREASURY 529,012.00
205.83 (3,643.33) 525,574.50 26.44
256350023 LGSr Lien Reserve Fund-1 3137ATRW4 FHMS K020 A2
153,408.49
219.81 (480.61) 153,147.69 310.69
10
Page 7 of 32
r/15
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio Transaction Report by Account
Quarter ended Se•tember 30, 2018
Source
Account
Account
Identifier
Description
Beginning Base
Market Value
Base Purchases
Base Sales
Base Base Change In
Base Maturities and Net Total Realized Amortization/A Net Unrealized Ending Base Ending Accrued
Redemptions Base Pavdowns Gain/Loss cerelion Gain/Loss Markel Value Income Balance
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
38378B7F0
GNR 1333 B
3135GOD75 FEDERAL NATIONAL MORTGAGE ASSOCIATION
912828V49 UNITED STATES TREASURY
233,920.00
587,838.00
55,418.95
316.65
323.83
326.02
(2,201.65)
(971.83)
(972.93)
232,035.00
587,190.00
54,772.03
473.54
2,475.00
45.61
256350023 LGSr Lien Reserve Fund-1
912828L57 UNITED STATES TREASURY
817,564.00
407.78
(5,720.28)
812,251.50
40.87
256350023 LC -Sr Lien Reserve Fund-1 3137AUPE3 FEMS K021 A2
229,519.80
412.54 (833.19) 229,099.15 469.22
256350023 LC -Sr Lien Reserve Fund-1 3136A72D3 FNA 12M9 A2
256350023 LC -Sr Lien Reserve Fund-1
38378KRS0 GNR 1378 AG
344,831.55
419,823.00
(20,499.80) 396.31 423.84 (1,922.52) 323,229.38 685.33
562.73
(1,759.73)
418,626.00
895.72
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
3137EADE2 FREDDIE MAC
912828L99 UNITED STATES TREASURY
542,778.50
1,070,091.00
624.06
692.00
(2,901.06)
(3,134.00)
540,501.50
1,067,649.00
2,830.21
6,329.48
256350023 LC -Sr Lien Reserve Fund-1
912828SA9
UNITED STATES TREASURY
179.500.58
1028.13
(I 363.181
179.165.53
48.67
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
256350023 LC -Sr Lien Reserve Fund-1
912828UH1
UNITED STATES TREASURY
912828V49 UNITED STATES TREASURY
912828SA9
UNITED STATES TREASURY
185,667.24
226,713.87
271,970.58
1,256.40
1,438.51
1,580.94
(1,964.42)
(4,084.97)
(2,088.58)
184,959.21
224,067.41
271,462.93
50.62
186.57
73.75
17,767,669.62
1,706,939.47
(1,237,883.481
0.00
(382,385.88)
(12,353.701
(429.75)
(75,347.09)
17,766,209.20
63,839.17
11
Page 8 of 32
FirRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio Summary of Investments for quarter ended September 30, 2018
ATTACHMENT 5
Credit Rating
25, 000.000
a
to
g20,000,000
Q
y 15,000,000
7
y 10,000 000
ro
fro
� 5,000,000
m
m
0
AAA
AA+
AA AA- I A+ A
A- NA
Asset Class
Money Market
Funds 13,223%1
Cash
1.0.002°i1
Fixed
Income 06.779%)
Chart calculated by: Base Market Value + Accrued
*Negative cash reflects securities in transit at month end
Industry Group
Other
(9.655%)
Agency Collet
PAC CMO
Cash
(3.221%)
Agency Collat
CMO (3.4%)
Banks
(6.766%)
FNMA
Collateral (7.131%)
Commercial
MRS (18.340%)
Sovereign
(49.204%)
Chan calculated 6y: Baae Market Value + Accrued
Security Type
7thcr
FkILMC CMO
(4.993%)
GNMA s
(7.113%)
GNMA CMO
17.358%)
FNMA
(9.379%i
AGCY BOND
(10.066%)
US GOV
(34.364%)
CORP
(i6.86654)
Chart calculated 6y: Base Market Value + Accrued
Market Sector
Industrial
(2.497%
Asset
BaCked (3.095%)Gorernment
(39.257%)
Other
0.797%I
Cash
(3.221%)
Financial +
(B.704'S%)
Agency 1
(10.066%)
Mortgage
Backed 132.363%1
Chart calculated 6y: Base Market Value + Accrued
12
Pir
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
91 CIP STAMP Portfolio
Series A & Series B Reserve Fund Summary of Investments for quarter ended September 30, 2018
20,000,000
e 15,000,000
Q
t
7 10, 000.000
m
M 5,000,000
m
@rn
m
Credit Rating
AAA
Asset Class
Money Madge) Funds -
(0.0Z87 l
Casl)
(-0.0124E)
Fixed
Income (89"884%)
Chart calculated by: Base Market Value + ACcnled
*Negative cash reflects securities in transit at month end
ATTACHMENT 6
Industry Group
Cash
{0 0 Vs
GNMA2 Collateral
17 "o41 %1
Agency Collet
PAC CMG (3.685%) ;
Agency Collet
CMG (4.022%) I
FNMA r
Collateral [9.608%) lj
Commercial
MBS {24.476%)
Sovereign
(56_732%)
Chart ralculaied by: Base Market Value + Accrued
Security Type
TIPS
F NLMC CMG
(6.297%)
GNMA CMG
(9.905%F
GNMA
0 0.067%)
FNMA
(72.06%)
Omar
(3.909%)
---- LIS GOV
(37_84%1.
'AGCY SONh
(7 3.604%)
Chart calculated by: Base Market Value + Accrued
Market Sector
Government
(43.06870
Cash
(0.016%)
- Mortgage
Sacked (43.222%)
Chart Calculated by: @BSI§ Market Value + AC -trued
13
IVRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
ATTACHMENT 7
91 CIP STAMP Portfolio
Residual Fund Required Retained Balance Summary of Investments for quarter ended September 30, 2018
Credit Rating
4,000,000
2
8 3,000,occi
S
k
ku
7 2,000,000
77
M 1,000,000
m
AAA
AA+
AA
AA-
A+
■
Asset Class
Money Market Funds`
{0.233%)
Cash
0:92 %H
Fixed
Income (99.728%)
Chart calculated lay: Base Market Value + ACM:led
Industry Group
Other
(15.756%1
MISCellenoous
M anufactur (2.98%)
US
Municipals (3.04 t!S)
Commercial
MBS 14.013%1
Credit Card
ABS (6.245%)
Diversified Fl nen
Sery (9.229%)
Sovereign
(54.746%)
Banks
(23.99%)
CM1art ralculaled by: Base Market Value + Accrued
Security Type
FNLMC CMG
(2.038%)
FNLMC
(2.836%)
VRCIN (3.041 %) r
TIPS
(4.393%)
ABS
(11A71%)
Other
(5.802%)
—CORP
(41.24%)
us Gov
ma.537ss)
Chart calculated lay: Base Market Value + Accrued
Market Sector
Other
(0.27 '6)
Agency
Municipal" �
(3.041 %1
Mortgage
Backed (6.929%)
MduMrlal
(9.52874
Asset
Backed (17.51154
Financial
(33-21a%)
Government
{33.685%)
Chart calculated by: Bare Market Vacua + ACCrued
14
ATTACHMENT 8
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio by Investment Category for quarter ended September 30, 2018
Account
Identifier
Security Type
Category
Issuer
Final
Maturity
Trade Date
07/03/2018
Current Face Value
350,000.00
Original Cost
350,150.50
eat
Date
---
Base Market Value
349,013.00
Base Net Total
Unrealized
Gain/Loss
(1,122.07)
Coupon
2.625
Summarized
Yield Credit Ratin
2.798 AAA
240907020
240907020
RCTC I-15 Pri RAMP UP RESERVE
3130AECJ7
Agency
Federal Home Loan Banks
05/28/2020
RCTC 1-15 Pri RAMP UP RESERVE
3134GSTK1
Agency
Federal Home Loan Mortgage Corporation
08/23/2021
08/27/2018
150,000.00
150,075.00
11/23/2018
150,001.50
(44.19)
3.000
2.989 AAA
240907004
LC-RCTC Toll Revenue: - I-15
3137AL6V6
Agency CMO
Federal Home Loan Mortgage Corporation
10/25/2018
12/O1/2017
227,141.68
227,691.79
---
226,760.08
(381.60)
2.323
2.511 AAA
240907004
LC-RCTC Toll Revenue: - I-15
3137ANMN2
Agency CMO
Federal Home Loan Mortgage Corporation
12/25/2018
---
666,568.64
666,115.76
---
203,486.57
(206.76)
2.220
2.458 AAA
240907004
LC-RCTC Toll Revenue: - I-15
31398E2E3
Agency CMO
Federal Home Loan Mortgage Corporation
01/25/2019
01/03/2018
52,629.26
53,681.85
---
52,661.37
(146.80)
5.053
2.457 AAA
240907004
LC-RCTC Toll Revenue: -I-15 _
31397Q4Q8
Agency CMO
Federal National Mortgage Association, Inc.
03/25/2035
01/10/2018
141,656.53
142,851.76
---
141,775.52
(112.41)
4.000
2.223 AAA
240907004
LC-RCTC Toll Revenue: - I-15
3137FBUW4
Agency CMO
Federal Home Loan Mortgage Corporation
10/25/2019
01/23/2018
830,000.00
830,389.06
---
830,091.30
(1,441.35)
2.281
2.490 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137ANMN2
Agency CMO
Federal Home Loan Mortgage Corporation
12/25/2018
12/05/2017
1,164,877.24
1,167,269.89
---
1,162,780.46
(1,037.94)
2.220
2.458 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
383742C76
Agency CMO
Govemment National Mortgage Association
08/16/2037
01/31/2018
86,638.14
88,804.09
---
88,032.15
(579.86)
4.000
3.203 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
38375JCJ2
Agency CMO
Government National Mortgage Association
12/16/2037
01/31/2018
31,209.83
31,307.36
---
31,345.90
90.13
5.305
3.346 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137ASR97
Agency CMO
Federal Home Loan Mortgage Corporation
01/25/2022
02/27/2018
35,320.03
34,525.33
---
34,428.55
(197.66)
1.573
2.993 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
38375KCX8
Agency CMO
Government National Mortgage Association
01/20/2037
09/18/2018
196,722.45
198,167.13
---
198,087.70
(155.85)
5.500
3.185 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
31392J6N4
Agency CMO
Federal National Mortgage Association, Inc.
04/25/2023
12/05/2017
557,127.46
606,088.30
---
581,390.36
(18,631.79)
5.500
2.831 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137B84S3
Agency CMO
Federal Home Loan Mortgage Corporation
02/15/2029
01/31/2018
141,852.61
140,079.45
---
138,777.24
(1,374.87)
2.000
3.155 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
31397SE83
Agency CMO
Federal National Mortgage Association, Inc.
02/25/2039
01/30/2018
17,479.68
17,578.00
---
17,475.31
(1.60)
4.000
2.121 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137A5FP4
Agency CMO
Federal Home Loan Mortgage Corporation
01/15/2021
01/30/2018
70,550.40
70,726.78
---
69,987.41
(688.20)
2.500
3.006 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
31398N2K9
Agency CMO
Federal National Mortgage Association, Inc.
11/25/2025
01/31/2018
13,153.54
13,202.87
---
13,130.92
(33.05)
3.500
3.245 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
38378CDK0
Agency CMO
The Government National Mortgage Association
Guaranteed REMIC Pass -Through Securities
03/20/2035
01/30/2018
115,338.14
116,401.41
---
115,205.50
(876.23)
3.000
2.968 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
38378AWX5
Agency CMO
The Government National Mortgage Association Guaranb
O1/20/2036
01/30/2018
172,496.66
174,167.72
---
171,968.82
(1,806.34)
3.000
3.149 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
38378DDC6
Agency CMO
The Govemment National Mortgage Association Guaranty
04/20/2038
06/20/2018
97,119.90
97,776.22
---
97,358.82
(338.71)
3.500
3.017 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
38377WL77
Agency CMO
Government National Mortgage Association
01/20/2039
08/28/2018
20,341.17
20,252.18
---
20,292.35
51.96
2.000
2.721 AAA
240907004
LC-RCTC Toll Revenue: -I-15
3137B2GW4
Agency MBS
Federal Home Loan Mortgage Corporation
03/25/2020
06/29/2018
588,386.39
584,571.08
---
583,549.86
(1,459.75)
2.313
2.863 AAA
240907004
LC-RCTC Toll Revenue: - I-15
3136AK2A0
Agency MBS
Federal National Mortgage Association, Inc.
09/25/2019
01/08/2018
221,390.54
221,053.53
---
219,889.51
(1,196.39)
2.171
2.955 AAA
240907004
LC-RCTC Toll Revenue: -I-15
3138155E8
Agency MBS
Federal National Mortgage Association, Inc.
12/01/2018
12/01/2017
438,823.01
440,537.16
---
438,134.06
(449.10)
2.640
2.568 AAA
240907004
LC-RCTC Toll Revenue: - I-15
36225B5Y0
Agency MBS
Govemment National Mortgage Association
06/15/2019
12/21/2017
9,216.88
9,320.58
---
9,216.42
(16.70)
5.500
3.864 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
31283K5N4
Agency MBS
Federal Home Loan Mortgage Corporation
08/01/2020
12/05/2017
628,765.70
642,928.01
---
640,177.79
(18,808.40)
5.000
1.875 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3620A9WV9
Agency MBS
Govemment National Mortgage Association
12/15/2024
05/23/2018
15,384.17
15,720.70
---
15,697.69
(9.57)
4.000
3.052 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3138NJAE8
Agency MBS
Federal National Mortgage Association, Inc.
12/01/2020
09/13/2018
50,853.00
51,441.00
---
51,339.66
(98.46)
3.619
3.101 AAA
240907020
RCTC 1-15 Pri RAMP UP RESERVE
31381N7G2
Agency MBS
Federal National Mortgage Association, Inc.
10/O1/2020
09/25/2018
90,543.77
90,876.24
---
90,494.88
(393.04)
3.270
3.357 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3136AC7J4
Agency MBS
Federal National Mortgage Association, Inc.
03/25/2023
02/21/2018
47,031.38
46,257.94
---
45,780.82
(568.89)
2.570
3.560 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137B1U75
Agency MBS
Federal Home Loan Mortgage Corporation
O1/25/2023
02/27/2018
120,000.00
117,965.63
---
116,794.80
(1,405.22)
2.522
3.266 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137B3NW4
Agency MBS
Federal Home Loan Mortgage Corporation
09/25/2022
09/26/2018
108,552.99
107,620.12
---
107,839.80
230.55
2.778
3.038 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137AXIdN6
Agency MBS
Federal Home Loan Mortgage Corporation
02/25/2022
01/25/2018
80,849.28
79,737.61
---
79,038.26
(833.95)
1.749
3.033 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
31418ASD1
Agency MBS
Federal National Mortgage Association, Inc.
04/01/2023
01/31/2018
83,196.56
82,388.57
---
81,434.46
(981.36)
2.000
3.104 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3137B1UF7
Agency MBS
Federal Home Loan Mortgage Corporation
09/25/2022
01/25/2018
40,863.54
40,263.36
---
39,883.23
(446.41)
1.785
3.026 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
3620ARB67
Agency MBS
Government National Mortgage Association
05/15/2025
05/23/2018
31,685.85
32,438.40
---
32,314.50
(100.06)
_ 4.000
3.116 AAA
240907020
RCTC 1-15 Pri RAMP UP RESERVE
3136A96F0
Agency MBS
Federal National Mortgage Association, Inc.
11/25/2022
02/27/2018
75,000.00
72,694.34
---
72,251.25
(810.02)
2.184
3.550 AAA
240907004
LC-RCTC Toll Revenue: -I-15
05522RCQ9
Asset Backed
BA Credit Card Trust
01/15/2019
03/21/2018
1,100,000.00
1,102,406.25
---
1,101,100.00
(115.74)
2.538
2.300 AAA
240907004
LC-RCTC Toll Revenue: - I-15
02582JGN4
Asset Backed
American Express Credit Account Master Trust
05/15/2019
01/16/2018
252,000.00
252,885.94
---
252,488.88
(154.67)
2.528
2.322 AAA
240907004
LC-RCTC Toll Revenue: - I-15
89236WAD0
Asset Backed
Toyota Auto Receivables 2015-A Owner Trust
06/15/2020
01/19/2018
223,674.14
223,071.26
---
223,327.44
(102.96)
1.520
2.156 AAA
240907004
LC-RCTC Toll Revenue: - I-15
65478AAD5
Asset Backed
Nissan Auto Receivables 2015-C Owner Trust
05/15/2020
12/21/2017
344,108.66
342,966.12
---
342,904.28
(584.18)
1.370
2.416 AAA
240907004
LC-RCTC Toll Revenue: - I-15
43814LAC3
Asset Backed
Honda Auto Receivables 2015-4 Owner Trust
09/23/2019
07/24/2017
0.02
0.02
---
0.02
(0.00)
1.230
1.903 AAA
240907004
LC-RCTC Toll Revenue: - I-15
05522RCV8
Asset Backed
BA Credit Card Trust
05/15/2019
06/29/2018
750,000.00
751,611.33
---
751,485.00
226.59
2.548
2.336 AAA
240907004
LC-RCTC Toll Revenue: - I-15
161571HCI
Asset Backed
Chase Issuance Trust
06/17/2019
---
763,000.00
758,373.05
---
755,720.98
(5,455.83)
1.370
2.726 AAA
240907004
LC-RCTC Toll Revenue: - I-15
65477XAE4
Asset Backed
Nissan Auto Lease Trust 2016-B
O1/18/2022
04/13/2018
405,000.00
401,741.02
---
403,776.90
121.16
1.610
2.558 AAA
240907004
LC-RCTC Toll Revenue: - I-15
05582XAD4
Asset Backed
Bmw Vehicle Lease Trust 2016-2
09/20/2019
07/27/2017
579,883.03
578,682.49
---
578,270.96
(1,407.20)
1.430
2.723 AAA
240907004
LC-RCTC Toll Revenue: - I-15
58768MAC5
Asset Backed
Mercedes-Benz Auto Lease Trust 2016-B
08/15/2019
-
683,403.04
681,459.93
---
682,220.75
(870.83)
1.350
2.653 AAA
240907004
LC-RCTC Toll Revenue: - I-15
90290XAD9
Asset Backed
USAA Auto Owner Trust 2005-1
11/16/2020
03/22/2018
0.01
0.01
---
0.01
(0.00)
1.540
1.664 AAA
240907004
LC-RCTC Toll Revenue: - I-15
161571HJ6
Asset Backed
Chase Issuance Trust
01/15/2020
03/23/2018
500,000.00
501,347.66
---
501,490.00
212.20
2.458
2.320 AAA
240907004
LC-RCTC Toll Revenue: - I-15
02587AAJ3
Asset Backed
American Express Credit Account Master Trust
02/18/2020
06/29/2018
650,000.00
640,351.56
---
640,991.00
(783.73)
1.930
2.968 AAA
240907004
LC-RCTC Toll Revenue: - I-15
58769DAD2
Asset Backed
Mercedes-Benz Auto Lease Trust 2017-A
03/16/2020
07/27/2017
965,000.00
965,942.38
---
961,043.50
(4,177.58)
1.790
2.713 AAA
240907004
LC-RCTC Toll Revenue: -I-15
65479AAD4
Asset Backed
Nissan Auto Lease Trust 2017-A
04/15/2020
01/25/2018
850,000.00
846,115.23
---
845,010.50
(3,017.77)
1.910
2.785 AAA
240907004
LC-RCTC Toll Revenue: - I-15
65478GAC4
Asset Backed
Nissan Auto Receivables 2017-B Owner Trust
05/15/2020
06/29/2018
403,004.78
402,926.07
---
403,004.78
0.28
2.258
2.394 AAA
240907004
LC-RCTC Toll Revenue: - I-15
65478DAD9
Asset Backed
Nissan Auto Receivables 2018-A Owner Trust
05/16/2022
06/29/2018
600,000.00
596,906.25
---
595,992.00
(1,225.98)
2.650
2.998 AAA
240907004
LC-RCTC Toll Revenue: - I-15
47788CAA0
Asset Backed
John Deere Owner Trust 2018
03/15/2019
02/21/2018
472,280.81
472,280.81
---
472,167.46
(113.35)
1.950
2.269 AAA
240907004
LC-RCTC Toll Revenue: - I-15
55379WKQ8
CD
MUFG Bank, Ltd.
10/15/2018
09/26/2018
2,000,000.00
1,999,898.44
---
1,999,900.00
(25.17)
2.110
2.216 AAA
240907020
RCTC I-15 Pri RAMP UP RESERVE
62888VAA6
CMO
NCUA Guaranteed Notes Trust 2011-R1
10/07/2020
01/30/2018
44,836.65
44,976.77
---
44,975.20
33.17
2.530
2.546 AAA
240907004
LC-RCTC Toll Revenue: - I-15
46625HHL7
Corporate
JPMorgan Chase & Co.
04/23/2019
07/25/2017
1,000,000.00
1,075,520.00
---
1,019,800.00
(5,254.32)
6.300
2.767 A
240907004
LC-RCTC Toll Revenue: - I-15
38141EA58
Corporate
The Goldman Sachs Group, Inc.
03/15/2020
07/26/2017
500,000.00
540,800.00
---
515,395.00
(7,729.73)
5.375
3.204 A
240907004
LC-RCTC Toll Revenue: - I-15
78011DAF1
Corporate
Royal Bank of Canada
10/01/2018
08/08/2018
850,000.00
849,566.50
---
850,000.00
-
_ 2.000
1.981 AAA
240907004
LC-RCTC Toll Revenue: - I-15
718172BF5
Corporate
Philip Morris International Inc.
01/15/2019
07/26/2017
1,000,000.00
1,003,040.00
---
998,080.00
(2,536.54)
1.875
2.516 A
240907004
LC-RCTC Toll Revenue: - I-15
61746BDM5
_Corporate
Morgan Stanley
01/24/2019
---
1,500,000.00
1,508,405.00
---
1,499,145.00
(2,450.26)
_ 2.500
2.667 A
240907004
LC-RCTC Toll Revenue: - I-15
0258MODK2
Corporate
American Express Credit Corporation
03/18/2019
07/25/2017
1,000,000.00
1,006,560.00
---
997,820.00
(4,093.02)
2.125
2.591 A
240907004
LC-RCTC Toll Revenue: - I-15
172967HM6
Corporate
Citigroup Inc.
04/08/2019
07/25/2017
1,000,000.00
1,010,110.00
---
998,960.00
(4,232.72)
2.550
2.749 BBB
240907004
LC-RCTC Toll Revenue: - I-15
31677QBB4
Corporate
Fifth Third Bank
04/25/2019
06/29/2018
1,000,000.00
997,590.00
03/25/2019
998,260.00
(63.99)
2.375
2.680 A
240907004
LC-RCTC Toll Revenue: - I-15
22546QAN7
Corporate
Credit Suisse AG
05/28/2019
07/26/2017
1,000,000.00
1,009,340.00
---
996,880.00
(6,563.42)
2.300
2.773 A
240907004
LC-RCTC Toll Revenue: - I-15
89114QAS7
Corporate
The Toronto -Dominion Bank
07/02/2019
07/27/2017
1,000,000.00
1,007,670.00
---
995,620.00
(7,453.57)
2.125
2.708 AA
240907004
LC-RCTC Toll Revenue: -I-15
90261XHE5
Corporate
UBS AG
08/14/2019
07/25/2017
850,000.00
857,505.50
---
846,515.00
(6,760.17)
2.375
2.849 AA
240907004
LC-RCTC Toll Revenue: - I-15
40428HPN6
Corporate
HSBC USA Inc.
11/13/2019
07/26/2017
1,000,000.00
1,010,720.00
---
993,380.00
(11,976.89)
2.375
2.976 A
240907004
LC-RCTC Toll Revenue: - I-15
17401QAB7
Corporate
Citizens Bank, National Association
12/04/2019
07/26/2017
1,000,000.00
1,008,450.00
11/04/2019
993,160.00
(11,022.54)
2.450
3.041 A
240907004
LC-RCTC Toll Revenue: - I-15
46625HKA7
Corporate
JPMorgan Chase & Co.
O1/23/2020
07/25/2017
500,000.00
503,005.00
12/23/2019
494,885.00
(6,688.50)
2.250
3.045 A
240907004
LC-RCTC Toll Revenue: -I-15
61747YDW2
Corporate
Morgan Stanley
01/27/2020
07/25/2017
500,000.00
506,130.00
---
496,795.00
(6,526.61)
2.650
3.144 A
240907004
LC-RCTC Toll Revenue: - I-15
780082AA1
Corporate
Royal Bank of Canada
02/05/2020
07/26/2017
1,500,000.00
1,497,390.00
---
1,476,900.00
(21,675.17)
1.875
3.045 AAA
240907004
LC-RCTC Toll Revenue: - I-15
172967.A1
Corporate
Citigroup Inc.
02/18/2020
07/25/2017
500,000.00
503,600.00
---
495,260.00
(6,731.86)
2.400
3.101 BBB
15
Page 12 of 32
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio by Investment Category for quarter ended September 30, 2018
Source
Account
Account
Identifier
Security Type
Category
Issuer
Final
Maturity
Trade Date
Current Face Value
Original Cost
Date
Base Market Value
Base Net Total
Unrealized
Gain/Loss
Coupon
Summarized
Yield Credit Rating
240907004
LC-RCTC Toll Revenue: -I-15
06051GFN4
Corporate
Bank of America Corporation
04/21/2020
12/04/2017
1,000,000.00
997,850.00
---
987,220.00
(11,367.59)
2.250
3.093 A
240907004
LC-RCTC Toll Revenue: -I-15
064159HC3
Corporate
The Bank of Nova Scotia
01/15/2019
01/23/2018
400,000.00
399,504.00
---
399,308.00
(544.65)
1.950
2.526 AA
240907004
LC-RCTC Toll Revenue: -I-15
89114QBE7
Corporate
The Toronto-Domirdon Bank
O1/22/2019
01/23/2018
370,000.00
369,463.50
---
369,345.10
(488.02)
1.950
2.504 AA
240907004
LC-RCTC Toll Revenue: - I-15
69353REV6
Corporate
PNC Bank, National Association
03/04/2019
07/26/2017
1,000,000.00
1,003,210.00
02/02/2019
997,260.00
(3,479.05)
1.950
2.586 A
240907004
LC-RCTC Toll Revenue: - I-15
07330NAL9
Corporate
Branch Banking and Trust Company
05/10/2019
07/27/2017
1,000,000.00
995,340.00
04/10/2019
993,080.00
(5,289.51)
1.450
2.587 A
240907004
LC-RCTC Toll Revenue: - I-15
49327M2P8
Corporate
KeyBank National Association
08/22/2019
07/24/2017
1,000,000.00
995,550.00
---
989,260.00
(8,773.69)
1.600
2.816 A
240907004
LC-RCTC Toll Revenue: - I-15
24422ETJ8
Corporate
John Deere Capital Corporation
10/09/2019
07/26/2017
1,125,000.00
1,114,650.00
---
1,106,887.50
(13,187.83)
1.250
2.846 A
240907004
LC-RCTC Toll Revenue: - I-15
17275RBG6
Corporate
Cisco Systems, Inc.
09/20/2019
06/29/2018
1,050,000.00
1,035,184.50
---
1,036,287.00
(1,853.33)
1.400
2.763 AA
240907004
LC-RCTC Toll Revenue: -I-15
06367TPX2
Corporate
Bank of Montreal
12/12/2019
07/26/2017
1,000,000.00
1,005,160.00
---
990,450.00
(12,219.43)
2.100
2.910 AA
240907004
LC-RCTC Toll Revenue: - I-15
14912L6Y2
Corporate
Caterpillar Financial Services Corporation
01/10/2020
07/26/2017
1,000,000.00
1,008,020.00
---
989,270.00
(14,998.44)
2.100
2.957 A
240907004
LC-RCTC Toll Revenue: - I-15
0258MOEE5
Corporate
American Express Credit Corporation
03/03/2020
07/25/2017
500,000.00
503,990.00
02/O1/2020
494,400.00
(7,773.44)
2.200
3.005 A
240907004
LC-RCTC Toll Revenue: - I-15
375558BQ5
Corporate
Gilead Sciences, Inc.
09/20/2019
---
1,495,000.00
1,496,206.00
---
1,496,779.05
817.51
2.588
2.508 A
240907004
LC-RCTC Toll Revenue: -I-15
87019SKV5
CP
Swedbank AB
10/29/2018
09/17/2018
2,000,000.00
1,995,053.34
---
1,996,460.00
(242.23)
0.000
2.137 AAA
240907004
LC-RCTC Toll Revenue: - I-15
64105SK15
CP
Nestle Finance International Ltd.
10/01/2018
09/17/2018
1,900,000.00
1,898,544.39
---
1,900,000.00
-
0.000
0.000 AAA
240907004
LC-RCTC Toll Revenue: - I-15
26055BK94
CP
The Dow Chemical Company
10/09/2018
09/26/2018
1,350,000.00
1,348,893.38
---
1,349,325.00
6.00
0.000
1.809 AA
240907004
LC-RCTC Toll Revenue: -I-15
07274MKK0
CP
Bayerische Landesbank
10/19/2018
09/28/2018
1,000,000.00
998,658.33
---
998,870.00
20.00
0.000
2.046 AAA
240907004
LC-RCTC Toll Revenue: - I-15
50000E1(29
CP
Koch Industries, Inc.
10/02/2018
09/11/2018
1,025,000.00
1,023,786.23
---
1,024,938.50
(3.70)
0.000
0.721 AAA
240907004
LC-RCTC Toll Revenue: - I-15
43357MKJ8
CP
Hitachi Capital America Corp.
10/18/2018
09/17/2018
2,000,000.00
1,995,952.78
---
1,997,860.00
79.44
0.000
2.039 AA
240907004
LC-RCTC Toll Revenue: - I-15
78355BKH4
CP
Ryder System, Inc.
10/17/2018
09/17/2018
2,000,000.00
1,996,250.00
---
1,997,980.00
(20.00)
0.000
2.031 AA
240907004
LC-RCTC Toll Revenue: - I-15
711121(1(42
CP
The Peoples Gas Light And Coke Company
10/04/2018
---
1,625,000.00
1,623,805.89
---
1,624,691.25
(1.58)
0.000
1.373 AAA
240907004
LC-RCTC Toll Revenue: - I-15
63743DKH3
CP
National Rural Utilities Cooperative Finance Corporation
10/17/2018
09/27/2018
2,000,000.00
1,997,611.12
---
1,997,980.00
(108.90)
0.000
2.031 AAA
240907004
LC-RCTC Toll Revenue: - I-15
927801(10(5
CP
Virginia Electric and Power Company
10/31/2018
09/28/2018
2,000,000.00
1,995,545.00
---
1,996,220.00
270.00
0.000
2.140 AAA
240907004
LC-RCTC Toll Revenue: - I-15
CCYUSD
Currency
UNITED STATES OF AMERICA
09/30/2018
-
-
5,000,000.00
---
5,000,000.00
-
0.000
0.000 AAA
240907020
RCTC I-15 Pq RAMP UP RESERVE
CCYUSD
Currency
UNITED STATES OF AMERICA
09/30/2018
---
-
300,000.00
---
300,000.00
-
0.000
0.000 AAA
245490001
LC-RCTC 2017 PILE Sales Tax
9AMMFO5B2
MM Fund
U.S. Bank Money Market Account Fund
09/30/2018
09/26/2018
-
960.73
---
960.73
-
0.200
0.000 NA
240907004
LC-RCTC Toll Revenue: - I-15
31846V203
MM Fund
First American Funds, Inc.
09/30/2018
09/26/2018
-
718,035.82
---
718,035.82
-
1.730
1.680 AAA
240907020
RCTC 1-15 Prj RAMP UP RESERVE
31846V203
MM Fund
First American Funds, Inc.
09/30/2018
-
-
227,097.56
---
227,097.56
-
1.730
1.680 AAA
240907004
LC-RCTC Toll Revenue: - I-15
70914PPD8
Muni
Pennsylvania, Commonwealth of
07/15/2019
09/18/2018
305,000.00
308,080.50
---
307,958.50
(10.45)
4.050
2.807 AA
240907004
LC-RCTC Toll Revenue: - I-15
392274A89
Muni
Greater Orlando Aviation Authority.
10/O1/2019
07/26/2017
700,000.00
724,094.00
---
702,968.00
(8,390.62)
3.483
3.053 AA
240907004
LC-RCTC Toll Revenue: -I-15
355185PF0
Muni
Franklin, City of
03/01/2019
04/18/2018
375,000.00
375,000.00
12/O1/2018
374,917.50
(82.50)
2.500
2.515 AA
240907004
LC-RCTC Toll Revenue: - I-15
459058GK3
Non -US Gov
International Bank for Reconstruction and Development
08/21/2020
-
1,210,000.00
1,210,259.00
---
1,210,217.80
(34.15)
2.380
2.406 AAA
240907020
RCTC I-15 Pq RAMP UP RESERVE
912828SA9
TIPS
Treasury, United States Department of
01/15/2022
---
322,891.80
320,530.78
---
314,897.00
(6,040.36)
0.125
0.887 AAA
240907020
RCTC 1-15 Prj RAMP UP RESERVE
912828UH1
TIPS
Treasury, United States Department of
O1/15/2023
02/05/2018
81,882.75
80,812.14
---
79,268.23
(1,683.37)
0.125
0.883 AAA
240907004
LC-RCTC Toll Revenue: - I-15
912828UF5
US Gov
Treasury, United States Department of
12/31/2019
06/29/2018
3,700,000.00
3,627,156.25
---
3,628,183.00
(11,205.82)
1.125
2.707 AAA
240907004
LC-RCTC Toll Revenue: - I-15
912828P53
US Gov
Treasury, United States Department of
02/15/2019
07/16/2018
2,440,000.00
2,419,221.88
---
2,425,408.80
(1,249.51)
0.750
2.334 AAA
240907020
RCTC I-15 Pq RAMP UP RESERVE
912828UF5
US Gov
Treasury, United States Department of
12/31/2019
---
435,000.00
426,695.70
---
426,556.65
(2,147.88)
1.125
2.707 AAA
240907020
RCTC 1-15 Prj RAMP UP RESERVE
912828VA5
US Gov
Treasury, United States Department of
04/30/2020
-
665,000.00
648,627.54
---
648,062.45
(2,412.70)
1.125
2.774 AAA
240907020
RCTC I-15 Pq RAMP UP RESERVE
912828V V9
US Gov
Treasury, United States Department of
08/31/2020
---
775,000.00
766,685.54
---
764,917.25
(2,304.68)
2.125
2.824 AAA
240907020
RCTC 1-15 Prj RAMP UP RESERVE
912828B58
US Gov
Treasury, United States Department of
O1/31/2021
07/05/2018
320,000.00
316,212.50
---
314,726.40
(1,829.26)
2.125
2.857 AAA
240907020
RCTC I-15 Pq RAMP UP RESERVE
912828P53
US Gov
Treasury, United States Department of
02/15/2019
07/16/2018
240,000.00
237,956.25
---
238,564.80
(122.90)
0.750
2.334 AAA
240907004
LC-RCTC Toll Revenue: - I-15
97689P2K3
VRDN
Wisconsin Housing and Economic Development Authont
09/O1/2037
07/02/2018
1,400,000.00
1,400,000.00
10/30/2018
1,400,000.00
-
2.050
2.050 AA
240907004
LC-RCTC Toll Revenue: - I-15 _
64986U4H7
VRDN
New York State Housing Finance Agency
11/01/2048
07/02/2018
1,400,000.00
1,400,000.00
10/15/2018
1,400,000.00
-
2.000
2.000 AA
240907004
LC-RCTC Toll Revenue: - I-15
196479YN3
VRDN
Colorado Housing and Finance Authority
10/O1/2038
07/02/2018
750,000.00
750,000.00
10/15/2018
750,000.00
-
2.020
2.020 AAA
78,014,732.10
84,348,115.95
83,507,224.36
(302,255.47)
16
Page 13 of 32
OFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
3137AL6V6
3137ANMN2
31398E2E3
Agency CMO
Agency CMO
Agency CMO
31397Q4Q8 Agency CMO
3137FBUW4 Agency CMO
2017 Financing STAMP Portfolio by Account for quarter ended September 30, 2018
Federal Home Loan Mortgage Corporation
Federal Home Loan Mortgage Corporation
Federal Home Loan Mortgage Corporation
Federal National Mortgage Association, Inc.
Federal Home Joan Mortgage Corporation
3137B2GW4 Agency MBS Federal Home Loan Mortgage Corporation
3136AK2A0 Agency MBS Federal National Mortgage Association, Inc.
3138155E8 Agency MBS Federal National Mortgage Association, hrc.
36225B5Y0 Agency MBS Government National Mortgage Association
05522RCQ9 Asset Backed BA Credit Card Trust
02582JGN4 Asset Backed American Express Credit Account Master Trust
ATTACHMENT 9
Base Net Total
Unrealized
10/25/2018 12/O1/2017 227,141.68 227,691.79 - 226,760.08 (381.60) 2.323 2.511 AAA
12/25/2018 --- 666,568.64 666,115.76 --- 203,486.57 (206.76) 2.220 2.458 AAA
01/25/2019 01/03/2018 52,629.26 53,681.85 - 52,661.37 (146.80) 5.053 2.457 AAA
03/25/2035 01/10/2018 _ 141,656.53 _ 142,851.76 - 141,775.52 (112.41) 4.000 2.223 AAA
10/25/2019 01/23/2018 830,000.00 830,389.06 - 830,091.30 (1,441.35) 2.281 2.490 AAA
03/25/2020 06/29/2018 588,386.39 584,571.08 - 583,549.86 (1,459.75) 2.313 2.863 AAA
09/25/2019 01/08/2018 221,390.54 221,053.53 - 219,889.51 (1,196.39) 2.171 2.955 AAA
12/01/2018 12/01/2017 438,823.01 440,537.16 - 438,134.06 (449.10) 2.640 2.568
06/15/2019 12/21/2017
AAA
9,216.88 9,320.58 - 9,216.42 (16.70) 5.500 3.864 AAA
01/15/2019 03/21/2018 1,100,000.00 1,102,406.25 - 1,101,100.00 (115.74) 2.538 2.300 AAA
05/15/2019 01/16/2018 252,000.00 252,885.94 - 252,488.88 (154.67) 2.528 2.322 AAA
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
89236WAD0 Asset Backed Toyota Auto Receivables 2015-A Owner Trust
65478AAD5 Asset Backed Nissan Auto Receivables 2015-C Owner Trust
06/15/2020 01/19/2018 223,674.14 223,071.26 - 223,327.44 (102.96) 1.520 2.156 AAA
05/15/2020 12/21/2017 344,108.66 342,966.12 - 342,904.28 (584.18) 1.370 2.416 AAA
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
43814LAC3 Asset Backed Honda Auto Receivables 2015-4 Owner Trust
05522RCV8 Asset Backed BA Credit Card Trust
09/23/2019 07/24/2017
0.02 0.02 - 0.02 (0.00) 1.230 1.903 AAA
05/15/2019 06/29/2018 750,000.00 751,611.33 - 751,485.00 226.59 2.548 2.336 AAA
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
161571HC1 Asset Backed Chase Issuance Trust
65477XAE4 Asset Backed Nissan Auto Lease Trust 2016-B
05582XAD4 Asset Backed Bmw Vehicle Lease Trust 2016-2
58768MAC5 Asset Backed Mercedes-Benz Auto Lease Trust 2016-B
90290XAD9 Asset Backed USAA Auto Owner Trust 2005-1
161571E16 Asset Backed Chase Issuance Trust
02587AAJ3 Asset Backed American Express Credit Account Master Trust
58769DAD2 Asset Backed Mercedes-Benz Auto Lease Trust 2017-A
65479AAD4 Asset Backed Nissan Auto Lease Trust 2017-A
65478GAC4 Asset Backed Nissan Auto Receivables 2017-B Owner Trust
65478DAD9 Asset Backed Nissan Auto Receivables 2018-A Owner Trust
47788CAA0 Asset Backed John Deere Owner Trust 2018
55379WKQ8 CD MUFG Bank, Ltd.
46625HHL7 Corporate 1PMorgan Chase & Co.
38141EA58 Corporate The Goldman Sachs Group, Inc.
78011DAF1 Corporate Royal Bank of Canada
718172BF5 Corporate Philip Morris International Inc.
61746BDM5 Corporate Morgan Stanley
0258MODK2 Corporate American Express Credit Corporation
172967HM6 Corporate Citigroup Inc.
31677QBB4 Corporate Fifth Third Bank
22546QAN7 Corporate Credit Suisse AG
89114QAS7 Corporate The Toronto -Dominion Bank
90261XHE5 Corporate UBS AG
40428HPN6 Corporate HSBC USA Inc.
17401QAB7 Corporate Citizens Bank, National Association
46625HKA7 Corporate JPMorgan Chase & Co.
61747YDW2 Corporate Morgan Stanley
780082AA1 Corporate Royal Bank of Canada
172967711 Corporate Citigroup Inc.
06051GFN4 Corporate Bank of America Corporation
064159HC3 Corporate The Bank of Nova Scotia
89114QBE7 Corporate The Toronto -Dominion Bank
69353REV6 Corporate PNC Bank, National Association
07330NAL9 Corporate Branch Banking and Trust Company
49327M2P8 Corporate KeyBank National Association
24422E1'18 Corporate John Deere Capital Corporation
17275RBG6 Corporate Cisco Systems, Inc.
06367TPX2 Corporate Bank of Montreal
1491216Y2 Corporate Caterpillar Financial Services Corporation
0258MOEE5 Corporate American Express Credit Corporation
375558BQ5 Corporate Gilead Sciences, Inc.
87019SKV5 CP Swedbank AB
64105SK15 CP Nestle Finance International Ltd.
26055BK94 CP The Dow Chemical Company
07274MKK0 CP Bayerische Landesbank
50000E1(29 CP Koch Industries, Inc.
43357MKJ8 CP Hitachi Capital America Corp.
78355BKH4 CP Ryder System, Inc.
711121(1(.42 CP The Peoples Gas Light And Coke Company
63743DKH3 CP National Rural Utilities Cooperative Finance Corporation
92780KKX5 CP Virginia Electric and Power Company
06/17/2019 763,000.00 758,373.05 - 755,720.98 (5,455.83) 1.370 2.726 AAA
01/18/2022 04/13/2018 405,000.00 401,741.02 - 403,776.90 121.16 1.610 2.558 AAA
09/20/2019 07/27/2017 579,883.03 578,682.49 - 578,270.96 (1,407.20) 1.430 2.723 AAA
08/15/2019 - 683,403.04 681,459.93 - 682,220.75 (870.83) 1.350 2.653 AAA
11/16/2020 03/22/2018
0.01 0.01 - 0.01 (0.00) 1.540 1.664 AAA
01/15/2020 03/23/2018 500,000.00 501,347.66 - 501,490.00 212.20 2.458 2.320 AAA
02/18/2020 06/29/2018 650,000.00 640,351.56 - 640,991.00 (783.73) 1.930 2.968 AAA
03/16/2020 07/27/2017 965,000.00 965,942.38 - 961,043.50 (4,177.58) 1.790 2.713 AAA
04/15/2020 01/25/2018 850,000.00 846,115.23 - 845,010.50 (3,017.77) 1.910 2.785 AAA
05/15/2020 06/29/2018 403,004.78 402,926.07 - 403,004.78 0.28 2.258 2.394 AAA
05/16/2022 06/29/2018 600,000.00 596,906.25 - 595,992.00 (1,225.98) 2.650 2.998 AAA
03/15/2019 02/21/2018 472,280.81 472,280.81 - 472,167.46 (113.35) 1.950 2.269 AAA
10/15/2018 09/26/2018 2,000,000.00 1,999,898.44 - 1,999,900.00 (25.17) 2.110 2.216 AAA
04/23/2019 07/25/2017 1,000,000.00 1,075,520.00 - 1,019,800.00 (5,254.32) 6.300 2.767 A
03/15/2020 07/26/2017 500,000.00 540,800.00 - 515,395.00 (7,729.73) 5.375 3.204 A
10/O1/2018 08/08/2018 850,000.00 849,566.50 - 850,000.00 - 2.000 1.981 AAA
01/15/2019 07/26/2017 1,000,000.00 1,003,040.00 - 998,080.00 (2,536.54) 1.875 2.516 A
01/24/2019
- 1,500,000.00
1,508,405.00 - 1,499,145.00 (2,450.26) 2.500 2.667 A
03/18/2019 07/25/2017 1,000,000.00 1,006,560.00 - 997,820.00 (4,093.02) 2.125 2.591 A
04/08/2019 07/25/2017 1,000,000.00 1,010,110.00 - 998,960.00 (4,232.72) 2.550 2.749 BBB
04/25/2019 06/29/2018 1,000,000.00 997,590.00 03/25/2019 998,260.00 (63.99) 2.375 2.680 A
05/28/2019 07/26/2017 1,000,000.00 1,009,340.00 - 996,880.00 (6,563.42) 2.300 2.773 A
07/02/2019 07/27/2017 1,000,000.00 1,007,670.00 - 995,620.00 (7,453.57) 2.125 2.708 AA
08/14/2019 07/25/2017 850,000.00 857,505.50 - 846,515.00 (6,760.17) 2.375 2.849 AA
11/13/2019 07/26/2017 1,000,000.00 1,010,720.00 - 993,380.00 (11,976.89) 2.375 2.976 A
12/04/2019 07/26/2017 1,000,000.00 1,008,450.00 11/04/2019 993,160.00 (11,022.54) 2.450 3.041 A
01/23/2020 07/25/2017 500,000.00 503,005.00 12/23/2019 494,885.00 (6,688.50) 2.250 3.045
A
01/27/2020 07/25/2017 500,000.00 506,130.00 - 496,795.00 (6,526.61) 2.650 3.144 A
02/05/2020 07/26/2017 1,500,000.00 1,497,390.00 - 1476,900.00 (21,675.17) 1.875 3.045 AAA
02/18/2020 07/25/2017 500,000.00 503,600.00 - 495,260.00 (6,731.86) 2.400 3.101 BBB
04/21/2020 12/04/2017 1,000,000.00 997,850.00 - 987,220.00 (11,367.59) 2.250 3.093 A
01/15/2019 01/23/2018 400,000.00 399,504.00 - 399,308.00 (544.65) 1.950 2.526 AA
01/22/2019 01/23/2018 370,000.00 369,463.50 - 369,345.10 (488.02) 1.950 2.504 AA
03/04/2019 07/26/2017 1,000,000.00 1,003,210.00 02/02/2019 997,260.00 (3,479.05) 1.950 2.586 A
05/10/2019 07/27/2017 1,000,000.00 995,340.00 04/10/2019 993,080.00 (5,289.51 1.450 2.587 A
08/22/2019 07/24/2017 1,000,000.00 995,550.00 - 989,260.00 (8,773.69) 1.600 2.816 A
10/09/2019 07/26/2017 1,125,000.00
1,114,650.00 - 1,106,887.50 (13,187.83) 1.250 2.846 A
09/20/2019 06/29/2018 1,050,000.00 1,035,184.50 - 1,036,287.00 (1,853.33) 1.400 2.763 AA
12/12/2019 07/26/2017 1,000,000.00
1,005,160.00 - 990,450.00 (12,219.43) 2.100 2.910 AA
01/10/2020 07/26/2017 1,000,000.00 1,008,020.00 - 989,270.00 (14,998.44) 2.100 2.957 A
03/03/2020 07/25/2017 500,000.00
09/20/2019
- 1,495,000.00
503,990.00 02/O1/2020 494,400.00 (7,773. 2.200 3.005 A
1,496,206.00 - 1 496,779.05 817.51 2.588 2.508 A
10/29/2018 09/17/2018 2,000,000.00 1,995,053.34 - 1,996,460.00 (242.23) 0.000 2.137
AAA
10/01/2018 09/17/2018 1,900,000.00 1,898,544.39 - 1,900,000.00 - 0.000 0.000 AAA
10/09/2018 09/26/2018 1,350,000.00
1,348,893.38 - 1,349,325.00 6.00 0.000 1.809 AA
10/19/2018 09/28/2018 1,000,000.00 998,658.33 - 998,870.00 20.00 0.000 2.046 AAA
10/02/2018 09/11/2018 1,025,000.00
1,023,786.23 - 1,024,938.50 (3.70) 0.000 0.721 AAA
10/18/2018 09/17/2018 2,000,000.00 1,995,952.78 - 1,997,860.00 79.44 0.000 2.039 AA
10/17/2018 09/17/2018 2,000,000.00 1,996,250.00 - 1,997,980.00 (20.00) 0.000 2.031 AA
10/04/2018
- 1,625,000.00
10/17/2018 09/27/2018 2,000,000.00
1,623,805.89 - 1,624,691.25 (1.58) 0.000 1.373 AAA
1,997,611.12 - 1,997,980.00 (108.90) 0.000 2.031 AAA
10/31/2018 09/28/2018 2,000,000.00 1,995,545.00 - 1,996,220.00 270.00 0.000 2.140 AAA
240907004 LC-RCTC Toll Revenue: - I-15 CCYUSD Currency UNITED STATES OF AMERICA 09/30/2018 - - 5,000,000.00 - 5,000,000.00 - 0.000 0.000 AAA
240907004 LC-RCTC Toll Revenue: -1-15
31846V203 MM Fund First American Funds, Inc.
09/30/2018 09/26/2018 - 718,035.82 - 718,035.82 - 1.730 1.680 AAA
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
240907004 LC-RCTC Toll Revenue: -1-15
240907004 LC-RCTC Toll Revenue: - I-15
70914PPD8 Muni Pennsylvania, Commonwealth of 07/15/2019 09/18/2018 305,000.00 308,080.50 - 307,958.50 (10.45) 4.050 2.807 AA
392274A89 Muni Greater Orlando Aviation Authority.
355185PF0 Muni Franklin, City of
459058GK3 Non -US Gov International Bank for Reconstruction and Development
912828UF5 US Gov Treasury, United States Department of
912828P53 US Gov Treasury, United States Department of
97689P2K3 VRDN Wisconsin Housing and Economic Development Authority
64986U4H7 VRDN New York State Housing Finance Agency
196479YN3 VRDN Colorado Housing and Finance Authority
10/O1/2019 07/26/2017 700,000.00 724,094.00 - 702,968.00 (8,390.62) 3.483 3.053 AA
03/O1/2019 04/18/2018 375,000.00
08/21/2020
- 1,210,000.00
375,000.00 12/O1/2018 374,917.50 (82.50) 2.500 2.515 AA
1,210,259.00 - 1210,217.80 (34.15) 2.380 2.406 AAA
12/31/2019 06/29/2018 3,700,000.00 3,627,156.25 - 3 628,183.00 (11,205.82) 1.125 2.707 AAA
02/15/2019 07/16/2018 2,440,000.00 2,419,221.88 - 2,425,408.80 (1,249.51) 0.750 2.334 AAA
09/O1/2037 07/02/2018 1,400,000.00 1,400,000.00 10/30/2018 1,400,000.00 - 2.050 2.050 AA
11/O1/2048 07/02/2018 1,400,000.00 1,400,000.00 10/15/2018 1,400,000.00 - 2.000 2.000 AA
10/O1/2038 07/02/2018 750,000.00 750,000.00 10/15/2018 750,000.00 - 2.020 2.020 AAA
70,537,167.42 76,320,656.29 75,534,874.97 (234,776.39)
240907020 RCTC 1-15 Prj RAMP UP RESERVE 3130AECI7 Agency Federal Home Loan Banks 05/28/2020 07/03/2018 350,000.00 350,150.50 - 349,013.00 (1,122.07) 2.625 2.798 AAA
240907020 RCTC I-15 Prj RAMP UP RESERVE 3134GSTKI Agency Federal Home Loan Mortgage Corporation 08/23/2021 08/27/2018 150,000.00 150,075.00 I I/23/2018 150,001.50 (44.19) 3.000 2.989 AAA
240907020 RCTC 1-15 Prj RAMP UP RESERVE 3137ANMN2 Agency CMO Federal Home Loan Mortgage Corporation 12/25/2018 12/05/2017 1,164,877.24 1,167,269.89 - 1,162,780.46 (1,037.94) 2.220 2.458 AAA
17
Page 14 of 32
OFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio by Account for quarter ended September 30, 2018
240907020
240907020
240907020
240907020
240907020
RCTC I-15 Prj RAMP UP RESERVE
RCTC I-15 Pp RAMP UP RESERVE
RCTC I-15 Prj RAMP UP RESERVE
RCTC I-15 Pp RAMP UP RESERVE
RCTC I-15 Prj RAMP UP RESERVE
383742C76
38375702
3137ASR97
38375KCX8
31392J6N4
Agency CMO
Agency CMO
Agency CMO
Agency CMO
Agency CMO
240907020 RCTC I-15 Pp RAMP UP RESERVE 3137B84S3 Agency CMO
240907020 RCTC I-15 Ptj RAMP UP RESERVE 313975E83 Agency CMO
240907020 RCTC I-15 Prj RAMP UP RESERVE 3137A5FP4 Agency CMO
240907020 RCTC I-15 Ptj RAMP UP RESERVE 31398N2K9
Government National Mortgage Association
Government National Mortgage Association
Federal Home Loan Mortgage Corporation
Government National Mortgage Association
Federal National Mortgage Association, Inc.
Federal Home Loan Mortgage Corporation
Federal National Mortgage Association, Inc.
Federal Home Loan Mortgage Corporation
Agency CMO Federal National Mortgage Association, Inc.
240907020 RCTC I-15 Prj RAMP UP RESERVE 38378CDK0 Agency CMO
240907020 RCTC I -IS Prj RAMP UP RESERVE 38378AWX5 Agency CMO
240907020 RCTC I-15 Pp RAMP UP RESERVE 38378DDC6 Agency CMO
240907020 RCTC I -IS Prj RAMP UP RESERVE 38377WL77 Agency CMO
240907020 RCTC I-15 Pp RAMP UP RESERVE 31283K5N4 Agency MBS
240907020 RCTC I -IS Prj RAMP UP RESERVE 3620A9WV9 Agency MBS
240907020 RCTC I-15 Pp RAMP UP RESERVE 3138NJAE8 Agency MBS
240907020 RCTC I -IS Prj RAMP UP RESERVE 31381N7G2 Agency MBS
240907020 RCTC I-15 Pp RAMP UP RESERVE 3136AC7J4 Agency MBS
240907020 RCTC I -IS Prj RAMP UP RESERVE 3137B1U75 Agency MBS
240907020 RCTC I-15 Pp RAMP UP RESERVE 3137B3NW4 Agency MBS
240907020 RCTC I-1 S Prj RAMP UP RESERVE 3137AXHN6 Agency MBS
240907020 RCTC I-15 Pp RAMP UP RESERVE 31418ASD1 Agency MBS
240907020 RCTC I -IS Prj RAMP UP RESERVE 3137B1UF7 Agency MBS
240907020 RCTC I-15 Pp RAMP UP RESERVE 3620ARB67 Agency MBS
240907020 RCTC I-1 S Prj RAMP UP RESERVE 3136A96F0 Agency MBS
240907020 RCTC I-15 Pp RAMP UP RESERVE 62888VAA6 CMO
240907020 RCTC I-1 S Prj RAMP UP RESERVE CCYUSD
Currency
240907020 RCTC I-15 Pp RAMP UP RESERVE 31846V203 MM Fund
240907020 RCTC I-1 S Prj RAMP UP RESERVE 912828SA9 TIPS
240907020 RCTC I-15 Pp RAMP UP RESERVE 912828UH1 TIPS
240907020 RCTC I-1 S Prj RAMP UP RESERVE 912828UF5 US Gov
240907020 RCTC I-15 Pp RAMP UP RESERVE 912828VA5 US Gov
240907020 RCTC I-1 S Prj RAMP UP RESERVE 912828V V9 US Gov
240907020 RCTC I-15 Pp RAMP UP RESERVE 912828B58 US Gov
240907020 RCTC I-15 Prj RAMP UP RESERVE 912828P53 US Gov
08/16/2037 01/31/2018
12/16/2037 01/31/2018
86,638.14 88,804.09 --- 88,032.15 (579.86) 4.000 3.203
31,209.83 31,307.36 - 31,345.90 90.13 5.305 3.346 AAA
The Government National Mortgage Association Guaranteed REMIC Pass -
The Government National Mortgage Association Guaranteed REMIC Pass-T
The Government National Mortgage Association Guaranteed REMIC Pass-T
Government National Mortgage Association
Federal Home Loan Mortgage Corporation
Government National Mortgage Association
Federal National Mortgage Association, Inc.
Federal National Mortgage Association, Inc.
Federal National Mortgage Association, Inc.
Federal Home Loan Mortgage Corporation
Federal Home Loan Mortgage Corporation
Federal Home Loan Mortgage Corporation
Federal National Mortgage Association, Inc.
Federal Home Loan Mortgage Corporation
Government National Mortgage Association
Federal National Mortgage Association, Inc.
NCUA Guaranteed Notes Trust 2011-R1
UNITED STATES OF AMERICA
First American Funds, Inc.
Treasury, United States Department of
Treasury, United States Department of
Treasury, United States Department of
Treasury, United States Department of
Treasury, United States Department of
Treasury, United States Department of
Treasury, United States Department of
01/25/2022 02/27/2018
01/20/2037 09/18/2018
04/25/2023 12/05/2017
02/15/2029 01/31/2018
35,320.03 34,525.33 --- 34,428.55 (197.66) 1.573 2.993 AAA
196,722.45 198,167.13 - 198,087.70 (155.85) 5.500 3.185 AAA
557,127.46 606,088.30 - 581,390.36 08,631.79) 5.500 2.831 AAA
141,852.61
02/25/2039 01/30/2018 17,479.68
01/15/2021 01/30/2018
11/25/2025 01/31/2018
03/20/2035 01/30/2018
01/20/2036 01/30/2018
04/20/2038 06/20/2018
01/20/2039 08/28/2018
08/01/2020 12/05/2017
12/15/2024 05/23/2018
12/01/2020 09/13/2018
10/01/2020 09/25/2018
03/25/2023 02/21/2018
01/25/2023 02/27/2018
09/25/2022 09/26/2018
02/25/2022 01/25/2018
04/01/2023 01/31/2018
09/25/2022 01/25/2018
05/15/2025 05/23/2018
11/25/2022 02/27/2018
10/07/2020 01/30/2018
09/30/2018
09/30/2018
01/15/2022
01/15/2023 02/05/2018
12/31/2019
04/30/2020
08/31/2020
01/31/2021 07/05/2018
02/15/2019 07/16/2018
70,550.40
13,153.54
115,338.14
172,496.66
97,119.90
20,341.17
628,765.70
15,384.17
50,853.00
90,543.77
47,031.38
120,000.00
108,552.99
80,849.28
83,196.56
40,863.54
31,685.85
75,000.00
44,836.65
322,891.80
81,882.75
435,000.00
665,000.00
775,000.00
320,000.00
240,000.00
140,079.45
17,578.00
70,726.78
13,202.87
116,401.41
174,167.72
97,776.22
20,252.18
642,928.01
15,720.70
51,441.00
90,876.24
46,257.94
117,965.63
107,620.12
79,737.61
82,388.57
40,263.36
32,438.40
72,694.34
44,976.77
300,000.00
227,097.56
320,530.78
80,812.14
426,695.70
648,627.54
766,685.54
316,212.50
237,956.25
138,777.24
17,475.31
69,987.41
13,130.92
115,205.50
171,968.82
97,358.82
20,292.35
640,177.79
15,697.69
51,339.66
90,494.88
45,780.82
116,794.80
107,839.80
79,038.26
81,434.46
39,883.23
32,314.50
72,251.25
44,975.20
300,000.00
227,097.56
314,897.00
79,268.23
426,556.65
648,062.45
764,917.25
314,726.40
238,564.80
(1,374.87) 2.000 3.155
(1.60) 4.000 2.121
(688.20) 2.500 3.006
(33.05) 3.500 3.245
(876.23) 3.000 2.968
(1,806.34) 3.000 3.149
(338.71) 3.500 3.017
51.96 2.000 2.721
08,808.40) 5.000 1.875
(9.57) 4.000 3.052
(98.46) 3.619 3.101
(393.04) 3.270 3.357
(568.89) 2.570 3.560
(1,405.22) 2.522 3.266
230.55 2.778 3.038
(833.95) 1.749 3.033
(981.36) 2.000 3.104
(446.41) 1.785 3.026
(100.06) 4.000 3.116
(810.02) 2.184 3.550
33.17 2.530 2.546
0.000 0.000
1.730 1.680
(6,040.36) 0.125 0.887
(1,683.37) 0.125 0.883
(2,147.88) 1.125 2.707
(2,412.70) 1.125 2.774
(2,304.68) 2.125 2.824
(1,829.26) 2.125 2.857
(122.90) 0.750 2.334
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
7,477,564.68
8,026,498.93
7,971,388.66
(67,479.09)
245490001 LC-RCTC 2017 PR.!: Sales Tax 9AMMF05B2 MM Fund
U.S. Bank Money Market Account Fund
09/30/2018 09/26/2018 - 960.73
960.73 - 0.200 0.000 NA
18
Page 15 of 32
illgRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio Transaction Report by Account
Quarter ended September 30, 2018
ATTACHMENT 10
Source
Base Base Change In Net
Beginning Base Base Maturities and Net Total Realized AmortizatioNAc Unrealized Ending Base Ending Accrued
240907004 LC-RCTC Toll Revenue:-I-15
38141EA25
GOLDMAN SACHS GROUP INC
027,620.00
(1,019,750.00)
(1,805.86) (13,504.16) 7,440.02
240907004 LC-RCTC Toll Revenue:-I-15 46625HHL7 1PMORGAN CHASE &CO
240907004 LC-RCTC Toll Revenue:-I-15
38141EA58 GOLDMAN SACHS GROUP INC
1,028,130.00
517,870.00
(11,155.13) 2,825.13
(3,904.97)
1,429.97
1,019,800.00
515,395.00
27,650.00
1,194.44
240907004 LC-RCTC Toll Revenue:-I-15
392274A89 GREATER ORLANDO AVIATION AUTH ORLANDO FLA ARPT FAC
705,306.00
(2,816.23)
478.23
702,968.00
12,190.50
240907004 LC-RCTC Toll Revenue:-I-15
61746BDM5 MORGAN STANLEY
998,420.00
(1,570.57)
2,580.57 999,430.00
4,652.78
240907004 LC-RCTC Toll Revenue: - I-15 172967HM6 CITIGROUP INC
998,290.00
(1,531.72) 2,201.72 998,960.00 12254.17
240907004 LC-RCTC Toll Revenue:-I-15 74432QBW4 PRUDENTIAL FINANCIAL INC
1,499,580A0
(1,500,000.00)
(1,340.89) 1,760.89
240907004 LC-RCTC Toll Revenue: - I-15 22546QAN7 CREDIT SUISSE AG (NEW YORK BRANCH)
995,190.00
(1,300.32) 2,990.32 996,880.00 7,858.33
240907004 LC-RCTC Toll Revenue:-I-15 40428HPN6 HSBC USA INC (NEW)
990,200.00
(1,184.05) 4,364.05 993,380.00 9,038.19
240907004 LC-RCTC Toll Revenue:-I-15 0258MODK2 AMERICAN EXPRESS CREDIT CORP
996,160.00
(1,025.44) 2,685.44 997,820.00 767.36
240907004 LC-RCTC Toll Revenue: - I-15 89114QAS7 TORONTO-DOMINION BANK
994,070.00
(1,015.14) 2,565.14 995,620.00 5,253.47
240907004 LC-RCTC Toll Revenue: - I-15 17401QAB7 CITIZENS BANK NA
990,820.00
(949.50) 3,289.50 993,160.00 7,962.50
240907004 LC-RCTC Toll Revenue:-I-15 90261XHE5 UBS AG(STAMFORD BRANCH)
844,687.50
(939.51) 2,767.01 846,515.00 2,635.59
240907004 LC-RCTC Toll Revenue:-I-15 14912L6Y2 CATERPILLAR FINANCIAL SERVICES CORP
989,510.00
(829.32) 589.32 989270.00 4,725.00
240907004 LC-RCTC Toll Revenue: - I-15 05522RCQ9 BACCT 141 A
1,101,760.00
(669.24) 9.24 1,101,100.00 1,085.89
240907004 LC-RCTC Toll Revenue:-I-15 61747YDW2 MORGAN STANLEY
496,370A0
(622.24) 1,047.24 496,795.00 2,355.56
240907004 LC-RCTC Toll Revenue:-I-15 06367TPX2 BANK OF MONTREAL
988,100.00
(554.18) 2,904.18 990,450.00 6,358.33
240907004 LC-RCTC Toll Revenue:-I-15 69353REV6 PNC BANK NA
994,510A0
(546.17) 3,296.17 997260.00 1,462.50
240907004 LC-RCTC Toll Revenue:-I-15
718172BF5 PHILIP MORRIS INTERNATIONAL INC 995,530.00
(535.78) 3,085.78 998,080.00 3,958.33
240907004 LC-RCTC Toll Revenue:-I-15 3138155E8 FN 469845
440,792.88
(2,570.16) (0.85) (528.35) 440.55 438,134.06 965.41
240907004 LC-RCTC Toll Revenue:-I-15
0258MOEE5 AMERICAN EXPRESS CREDIT CORP 493,440.00
(402.49) 1,362.49 494,400.00 855.56
240907004 LC-RCTC Toll Revenue:-I-15 31397Q4Q8 FNR 10155B JA
272,927.76 - - - (130,227.20) (413.29) (401.20) (110.54) 141,775.52 472.19
240907004 LC-RCTC Toll Revenue: - I-15 31398E2E3 FIIMS K003 A4
81,582.13
(30,297.55) 1,668.13 (384.70) 93.36 52,661.37 221.61
240907004 LC-RCTC Toll Revenue:-I-15 94973VBE6 ANTHEM INC 1,499,805.00 - - (1,500,000.00) - - (37895) 57395
240907004 LC-RCTC Toll Revenue:-I-15 172967JJ1 CITIGROUP INC
493,625.00
(357.75) 1,992.75 495260.00 1,433.33
240907004 LC-RCTC Toll Revenue:-I-15 05522RCV8 BACCT 161A
751,575A0
(352.92) 262.92 751,485.00 743.30
240907004 LC-RCTC Toll Revenue:-I-15
46625HKA7 1PMORGAN CHASE & CO 493,570.00
(317.11) 1,632.11 494,885.00 2,125.00
240907004 LC-RCTC Toll Revenue:-I-15
37555813Q5 GILEAD SCIENCES INC 900,882.00
(244.46) 433.46 901,071.00 711.56
240907004 LC-RCTC Toll Revenue: - I-15 3137ANMN2 FIIMS K707 A2
314,316.45
(111,146.49) 55.16 (187.17) 448.63 203,486.58 377.13
240907004 LC-RCTC Toll Revenue: - I-15 58769DAD2 MBALT 17A A3
959,161.75
(158.82) 2,040.57 961,043.50 767.71
240907004 LC-RCTC Toll Revenue: - I-15 025821GN4 AMXCA 141 A
252,630A0
(143.28) 2.16 252,488.88 247.79
240907004 LC-RCTC Toll Revenue:-I-15 70914PPD8 PENNSYLVANIA(COMMONWEALTH OF)
308,080.50
(111.55) (10.45) 307,958.50 2,607.75
240907004 LC-RCTC Toll Revenue:-I-15 3137AL6V6 FIIMS K706 A2
657,394.44 - - - (431,840.91) 230.78 (85.73) 1,061.50 226,760.08 439.71
240907004 LC-RCTC Toll Revenue:-I-15 36225B5Y0 GN 781763
32,820.38
(23,509.26) (102.94) (64.51) 72.74 9,216.42 42.24
240907004 LC-RCTC Toll Revenue:-I-15 16157111.16 CHAIT 171A
501,140.00
(33.47) 383A7 501,490.00 478.03
240907004 LC-RCTC Toll Revenue: - I-15 47787UAE3 MOT 15 A4
729,706.86
(729,962.35) (35.63) (796) 299.08
240907004 LC-RCTC Toll Revenue:-I-15
459058G1(3 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM - 185,074.00
(4.15) (36.55) 185,033.30 457.77
240907004 LC-RCTC Toll Revenue: - I-15 3136AK2A0 FNA 14M10 AS2
220,945.19
(1,34994) 1.86 (396) 296.36 219,889.51 400.60
240907004 LC-RCTC Toll Revenue: - I-15 3137B6ZL8 FIIMS K714 Al
88,283.95
(88,574.47) 101.31 (3.74) 192.95
240907004 LC-RCTC Toll Revenue:-I-15
459058GK3 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM - 500,185.00
(2.90) (92.10) 500,090.00 1,237.22
240907004 LC-RCTC Toll Revenue:-I-15 31398NG99 FNR 10112H AE
(0.00) 0.00
240907004 LC-RCTC Toll Revenue:-I-15 31846V203 FIRST AMER:GVT OBLG Y 4,977,553.72 138,976,450.27 (143,235,968.17)
718,035.82
240907004 LC-RCTC Toll Revenue:-I-15
CCYUSD Receivable 6,598,581.28
5,000,000.00
240907004 LC-RCTC Toll Revenue:-I-15
97689P2K3 WISCONSIN HSG& ECONOMIC DEV AUTH HOME OWNERSHIP R - 1,400,000.00
1,400,000.00 2,063.06
240907004 LC-RCTC Toll Revenue: - I-15 3137A7NT3 FIIMS K011 Al 2,630.39 - - - (2,634.47) (0.00) - 4.08
240907004 LC-RCTC Toll Revenue:-I-15 3137B2GW4 FHMS K713 A2 586,886.84 (587,730.19)
843.35
240907004 LC-RCTC Toll Revenue:-I-15 64986U4H7 NEW YORK ST HSG FIN AGY REV
1,400,000.00
1,400,000.00 1,962.30
240907004 LC-RCTC Toll Revenue: - I-15 196479YN3 COLORADO HSG & FIN AUTH
750,000.00
750,000.00 7,028.22
240907004 LC-RCTC Toll Revenue:-I-15
375558BQ5 GILEAD SCIENCES INC 595,583.10
124.95 595,708.05 470.42
240907004 LC-RCTC Toll Revenue:-I-15 54438CWT5 LOS ANGELES CALIF CMNTY COLLEGE DIST
544,809.25 - - (545,000.00) - - - 190.75
240907004 LC-RCTC Toll Revenue:-I-15 73358WT46 PORT AUTH NY&NJ
219,755.80 - - (220,000.00) - - - 244.20
240907004 LC-RCTC Toll Revenue: - I-15 47788CAA0 MOT 2018 Al
1,177,504A6
(705,930.20) 0.02
593.58 472,167.46 358.15
240907004 LC-RCTC Toll Revenue:-I-15
355185PF0 FRANKLINWIS 374,771.25
146.25 374,917.50 781.25
240907004 LC-RCTC Toll Revenue:-I-15
459058GK3 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM - 525,000.00
94.50 525,094.50 1,299.08
240907004 LC-RCTC Toll Revenue: - I-15 31398E2E3 FIIMS K003 A4
1,542.85
2.88 8.60
240907004 LC-RCTC Toll Revenue: - I-15 05581RAD8 BMWLT 161 A3
21,726.48
(21,739.51) (0.02) 5.61 7.44
240907004 LC-RCTC Toll Revenue:-I-15 65477UAC4 NAROT 15A A3
54,267.63
(54,327.93) 22.04 8.12 30.14
240907004 LC-RCTC Toll Revenue: - I-15 3137AKKC4 FHMS K705 A2
144,226.41
(144,500.96) 54.55 18.10 201.91
240907004 LC-RCTC Toll Revenue:-I-15 55379WKQ8 MUFG Bank, Ltd. - 1,999,898.44 - - - - 26.73 (25.17) 1,999,900.00 6,330.00
240907004 LC-RCTC Toll Revenue:-I-15 161571HC1 CHAIT 162A
12,837.76
38.71 (0.49) 12,875.98 7.92
240907004 LC-RCTC Toll Revenue:-I-15 22533UG23 Credit Agricole Corporate and Investment Bank 1,075,000.00 - - (1,075,000.00) - - 55.24 (55.24)
240907004 LC-RCTC Toll Revenue:-I-15 22533UH14 Credit Agrlcole Corporate and Investment Bank
1,399,927.28 - (1,400,000.00) - - 72.72
240907004 LC-RCTC Toll Revenue: - I-15 46640QG21 J.P. Morgan Securities LLC 1,400,000.00 - - (1,400,000.00) - - 73.89 (73.89)
240907004 LC-RCTC Toll Revenue: - I-15 14912EH18 Caterpillar Financial Services Corporation
1,399,926.11 - (1,400,000.00) - - 73.89
240907004 LC-RCTC Toll Revenue:-I-15 89236WAD0 TAOT 15A A4
403,713.43 - - - (181,079.52) 189.14 79.81 424.58 223,327.44 151.10
240907004 LC-RCTC Toll Revenue:-I-15 65478GAC4 NAROT 17B A2B 572,369.13 (0.00) - - (169,364.35) 30.84 80.66 (111.50) 403,004.78 353.95
240907004 LC-RCTC Toll Revenue:-I-15 04056BG20 Arizona Public Service Company 1,400,000.00 - - (1,400,000.00) - - 82.45 (82.45)
240907004 LC-RCTC Toll Revenue:-I-15 161571HA5 CHAIT 157A 1,499,535.00 - - - (1,500,000.00) - 101.10 36390
240907004 LC-RCTC Toll Revenue: - I-15 43814LAC3 HAROT 154 A3
520,310.66 - (261,948.86) - (259,950.98) 6.46 116.82 1,465.92 0.02
240907004 LC-RCTC Toll Revenue:-I-15
064159HC3 BANK OF NOVA SCOTIA 398,548.00
128.10 631.90 399,308A0 1,646.67
240907004 LC-RCTC Toll Revenue:-I-15
89114QBE7 TORONTO-DOMINION BANK 368,508.90
136.09 700.11 369,345.10 1,382.88
240907004 LC-RCTC Toll Revenue: - I-15 7111210K42 The Peoples Gas Light And Coke Company - 424,780.89 - - - - 136.94 1.42 424,919.25
240907004 LC-RCTC Toll Revenue: - I-15 90290XAD9 USAOT 151 A4
566223.91 - (456,178.61) - (110,554.64) 1,131.38 160.36 (782.40) 0.01
240907004 LC-RCTC Toll Revenue: - I-15 05582XAD4 BMWLT 162 A3
878,262.85
(301,827.31) 132.04 165.06 1,538.31 578270.96 253.38
240907004 LC-RCTC Toll Revenue: - I-15 58768MAC5 MBALT 16B A3
777,696.34 - - - (351,309.62) 137.57 172.07 1,296.58 427,992.94 257.24
240907004 LC-RCTC Toll Revenue: - I-15 07274MKK0 Bayerische Landesbank - 998,658.33 - - - - 191.67 20.00 998,870.00
240907004 LC-RCTC Toll Revenue: - I-15 58768MAC5 MBALT 16B A3
461,951.63 - - - (208,677.92) 227.24 215.99 510.86 254227.81 152.80
240907004 LC-RCTC Toll Revenue:-I-15
06051GFN4 BANK OF AMERICA CORP 986280.00
223.28 716.72 987220.00 10,000.00
240907004 LC-RCTC Toll Revenue: - I-15 65478AAD5 NAROT 15C A3
499,302.31
(157,632.10) 338.82 232.95 662.30 342,904.28 209.52
240907004 LC-RCTC Toll Revenue:-I-15 74456DGP4 Public Service Electric and Gas Company
1,399,755.00 - (1,400,000.00) - - 245.00
240907004 LC-RCTC Toll Revenue: - I-15 23336KGP1 DTE Electric Company
1,399,752.68 - (1,400,000.00) - - 247.32
240907004 LC-RCTC Toll Revenue:-I-15 04056BG53 Arizona Public Service Company
1,399,751.50 - (1,400,000.00) - - 248.50
240907004 LC-RCTC Toll Revenue:-I-15
780082AA1 ROYAL BANK OF CANADA 1,476,375.00
262.64 262.36 1,476,900.00 4,375.00
240907004 LC-RCTC Toll Revenue: - I-15 61746BDM5 MORGAN STANLEY
499,345.00
290.56 79.44 499,715.00 2,326.39
240907004 LC-RCTC Toll Revenue: - I-15 07274MGQ2 Bayerische Landesbank
1,399,688.89 - (1,400,000.00) - - 311.11
240907004 LC-RCTC Toll Revenue:-I-15 65478DAD9 NAROT 18A A3 596,814.00 - - - - - 311.73 (1,133.73) 595,992.00 706.67
240907004 LC-RCTC Toll Revenue: - I-15 313385B21 FEDERAL HOME LOAN BANKS
799,672.89 - (800,000.00) - - 327.11
240907004 LC-RCTC Toll Revenue: - I-15 9278010KX5 Virginia Electric and Power Company - 1,995,545.00 - - - - 405.00 270.00 1,996220.00
19
Page 16 of 32
illgRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio Transaction Report by Account
Quarter ended September 30, 2018
Source
Beginning Base
Base Maturities and
Base Base Change In Net
Net Total Realized AmortizatioNAc Unrealized Ending Bast) Ending Accrued
240907004
240907004
240907004
240907004
240907004
LC-RCTC Toll Revenue: - I-15
LC-RCTC Toll Revenue: - I-15
LC-RCTC Toll Revenue: - I-15
LC-RCTC Toll Revenue: - I-15
LC-RCTC Toll Revenue: - I-15
313385ZU3
26055BK94
78011DAF1
3137B2GW4
3137FBUW4
FEDERAL HONE LOAN BANKS
The Dow Chemical Company
ROYAL BANK OF CANADA
FHMS K713 A2
FHMS 1004 AG2
830,000.00
3,999,593.32
1,348,893.38
849,566.50
586,647.28
(4,000,000.00)
(2,089:75)
12.80
406.68
425.62
433.50
439.27
446.73
6.00
(1,459.75)
(355.43)
1,349,325.00
850,000.00
583,549.86
830,091.30
8,500.00
1,134.11
315.59
240907004 LC-RCTC Toll Revenue:-I-15
78355BGA4 Ryder System, Inc.
799,632.00
(800,000.00)
450.00
(82.00)
240907004 LC-RCTC Toll Revenue:-I-15
14912EGP6 Caterpillar Financial Services Corporation
1,399,542.66
(1,400,000.00)
457.34
240907004 LC-RCTC Toll Revenue:-I-15
313385ZZ2 FEDERAL HOME LOAN BANKS
899,537.50
(900,000.00)
462.50
240907004 LC-RCTC Toll Revenue:-I-15
63743DKH3 National Rural Utilities Cooperative Finance Corpo
1,997,611.12
477.78
(108.90) 1,997,980.00
240907004 LC-RCTC Toll Revenue:-I-15
07274MH32 Bayerische Landesbank
1,449,450.20
(1,450,000.00)
549.80
240907004 LC-RCTC Toll Revenue:-I-15
49327M2P8 KEYBANK NA
985,260.00
551.01
3,448.99
989,260.00
1,733.33
240907004 LC-RCTC Toll Revenue:-I-15
04056BGQ7 Arizona Public Service Company
1,399,425.61
(1,400,000.00)
574.39
240907004 LC-RCTC Toll Revenue:-I-15
04056BGX2 Arizona Public Service Company
1,424,418.13
(1,425,000.00)
581.87
240907004 LC-RCTC Toll Revenue:-I-15
04056BGG9 Arizona Public Service Company
1,399,417.45
(1,400,000.00)
582.55
240907004 LC-RCTC Toll Revenue:-I-15
04056BH94 Arizona Public Service Company
1,449,413.56
(1,450,000.00)
586.44
240907004 LC-RCTC Toll Revenue:-I-15
313385ZN9 FEDERAL HOME LOAN BANKS
1,699,405.00
(1,700,000.00)
595.00
240907004 LC-RCTC Toll Revenue:-I-15
161571HC1 CHAIT 162A
740,640.00
596.96
1,608.04
742,845.00
456.67
240907004 LC-RCTC Toll Revenue:-I-15
63743DG96 National Rural Utilities Cooperative Finance Como
1,399,440.00
(1,400,000.00)
616.00
(56.00)
240907004 LC-RCTC Toll Revenue:-I-15
14912E.JR9 Caterpillar Financial Services Corporation
1,399,359.11
(1,400,000.00)
640.89
240907004 LC-RCTC Toll Revenue:-I-15
05916SH29 Baltimore Gas and Electric Company
1,499,358.33
(1,500,000.00)
641.67
240907004 LC-RCTC Toll Revenue:-I-15
23336KGL0 DTE Electric Company
1,399,346.66
(1,400,000.00)
653.34
240907004 LC-RCTC Toll Revenue:-I-15
07330NAL9 BRANCH BANKING AND TRUST CO
989,150.00
664.97
3,265.03
993,080.00
5,679.17
240907004 LC-RCTC Toll Revenue:-I-15
69372BGC8 PACCAR Financial Corp.
1,399,335.00
(1,400,000.00)
665.00
240907004 LC-RCTC Toll Revenue:-I-15
313385621 FEDERAL HOME LOAN BANKS
2,199,321.67
(2,200,000.00)
678.33
240907004 LC-RCTC Toll Revenue:-I-15
65479AAD4 NALT 17A A3
842,962.00
711.91
1,336.59
845,010.50
721.56
240907004 LC-RCTC Toll Revenue:-I-15
31677QBB4 FIFTH THIRD BANK
996,060.00
733.99
1,466.01
998,260.00
10,291.67
240907004 LC-RCTC Toll Revenue:-I-15
67021KGL7 NSTAR Electric Company
1,399,261.11
(1,400,000.00)
738.89
240907004 LC-RCTC Toll Revenue:-I-15
711121(1(42 The Peoples Gas Light And Coke Company
1,199,025.00
750.00
(3.00) 1,199,772.00
240907004 LC-RCTC Toll Revenue:-I-15
313385A97 FEDERAL HONE LOAN BANKS
2,999,229.18
(3,000,000.00)
770.82
240907004 LC-RCTC Toll Revenue:-I-15
43357MGB0 Hitachi Capital America Corp.
1,399,188.00
(1,400,000.00)
812.00
240907004 LC-RCTC Toll Revenue:-I-15
92780K1K5 Virginia Electric and Power Company
1,854,113.72
(1,855,000.00)
886.28
240907004 LC-RCTC Toll Revenue:-I-15
69372BGQ7 PACCAR Financial Corp.
1,399,099.34
(1,400,000.00)
900.66
240907004 LC-RCTC Toll Revenue:-I-15
87030KH17 Aktiebolaget Svensk Exportkredit
1,399,090.00
(1,400,000.00)
910.00
240907004 LC-RCTC Toll Revenue:-I-15
23336KH62 DTE Electric Company
1,424,085.62
(1,425,000.00)
914.38
240907004 LC-RCTC Toll Revenue:-I-15
14912EGD3 Caterpillar Financial Services Corporation
1,399,118.00
(1,400,000.00)
956.67
(74.67)
240907004 LC-RCTC Toll Revenue:-I-15
22533UHT3 Credit Agrlcole Corporate and Investment Bank
1,499,035.01
(1,500,000.00)
964.99
240907004 LC-RCTC Toll Revenue:-I-15
740051GG7 Praxah, Inc.
1,398,960.11
(1,400,000.00)
1,039.89
240907004 LC-RCTC Toll Revenue:-I-15
313385ZP4 FEDERAL HOME LOAN BANKS
6,998,958.75
(7,000,000.00)
1,041.25
240907004 LC-RCTC Toll Revenue:-I-15
64587BJS2 New Jersey Natural Gas Company
1,998,940.00
(2,000,000.00)
1,060.00
240907004
LC-RCTC Toll Revevue•
I-15
87019SHP2
Swedbank AB
1
98.938.34
(1.400.000.001
1.061.66
240907004 LC-RCTC Toll Revenue:-I-15
67021KH36 NSTAR Electric Company
1,398,938.34
(1,400,000.00)
1,061.66
240907004 LC-RCTC Toll Revenue:-I-15
65477XAE4 NALT 16B A4
402,525.45
1,065.64
185.81
403,776.90
289.80
240907004 LC-RCTC Toll Revenue:-I-15
912796PZ6 UNITED STATES TREASURY
6,998,897.50
(7,000,000.00)
1,102.50
240907004 LC-RCTC Toll Revenue:-I-15
09659KHF0 BNP Paribas Fortis
1,398,862.50
(1,400,000.00)
1,137.50
240907004 LC-RCTC Toll Revenue:-I-15
50000E1(.29 Koch Industries, Inc.
1,023,786.23
1,155.97
(3.70) 1,024,938.50
240907004 LC-RCTC Toll Revenue:-I-15
63873KH26 Natixis
1,398,811.55
(1,400,000.00)
1,188.45
240907004 LC-RCTC Toll Revenue:-I-15
24422ET18 JOHN DEERE CAPITAL CORP
1,104,243.75
1,196.59
1,447.17
1,106,887.50
6,718.75
240907004 LC-RCTC Toll Revenue:-I-15
46640QH79 J.P. Morgan Securities LLC
848,801.74
(850,000.00)
1,198.26
240907004 LC-RCTC Toll Revenue:-I-15
912828L40 UNITED STATES TREASURY
1,998,671.88
(2,000,000.00)
1,328.12
240907004 LC-RCTC Toll Revenue:-I-15
21687BGW5 Cooperatieve Rabobank U.A.
1,398,663.00
(1,400,000.00)
1,337.00
240907004 LC-RCTC Toll Revenue:-I-15
29878SHA7 Banque europeenne dinvestissement(BEI)
1,398,635.00
(1,400,000.00)
1,365.00
240907004 LC-RCTC Toll Revenue:-I-15
02587AA13
AMXCA 171 A
640,412.50
1.423.17
(844.67)
640,991.00
557.56
240907004 LC-RCTC Toll Revenue:-I-15
64105SK15 Nestle Finance International Ltd.
1,898,544.39
1,455.61
1,900,000.00
240907004 LC-RCTC Toll Revenue:-I-15
14912EHU4 Caterpillar Financial Services Corporation
1,398,407.50
(1,400,000.00)
1,592.50
240907004 LC-RCTC Toll Revenue:-I-15
87019SKV5 Swedbank AB
1,995,053.34
1,648.89
(242.23) 1,996,460.00
240907004 LC-RCTC Toll Revenue:-I-15
912828L40 UNITED STATES TREASURY
3,198,250.00
(3,200,000.00)
1,750.00
240907004 LC-RCTC Toll Revenue:-I-15
78355BKH4 Ryder System, Inc.
1,996,250.00
1,750.00
(20.00) 1,997,980.00
240907004 LC-RCTC Toll Revenue:-I-15
43357MKJ8 Hitachi Capital America Corp.
1,995,952.78
1,827.78
79.44
1,997,860E0
240907004 LC-RCTC Toll Revenue:-I-15
912828L40 UNITED STATES TREASURY
2498,144.53
(2,500,000.00)
1,855.47
240907004 LC-RCTC Toll Revenue:-I-15
313385H25 FEDERAL HOME LOAN BANKS
7,033,133.77
(7,035,000.00)
1,866.23
240907004 LC-RCTC Toll Revenue:-I-15
912828XK1 UNITED STATES TREASURY
5,998,020.00
(6,000,000.00)
2,260.42
(280.42)
240907004 LC-RCTC Toll Revenue:-I-15
912796PQ6 UNITED STATES TREASURY
4,282,986.05
(4,285,000.00)
2,343.66
(329.71)
240907004 LC-RCTC Toll Revenue:-I-15
63743DH18 National Rural Utilities Cooperative Finance Corpo
1,397,588.89
(1,400,000.00)
2,411.11
240907004 LC-RCTC Toll Revenue:-I-15
97684HH95 Wisconsin Public Service Corporation
1,397,550.00
(1,400,000.00)
2,450.00
240907004 LC-RCTC Toll Revenue:-I-15
912828L40 UNITED STATES TREASURY
7,347,416.02
(7,350,000.00)
2,583.98
240907004 LC-RCTC Toll Revenue:-I-15
50000EJB1 Koch Industries, Inc.
1,397,277.78
(1,400,000.00)
2,722.22
240907004 LC-RCTC Toll Revenue:-I-15
912828RE2 UNITED STATES TREASURY
3,997280.00
(4,000,000.00)
2,723.21
(3.21)
240907004 LC-RCTC Toll Revenue:-I-15
26055BHM9 The Dow Chemical Company
1,397,228.00
(1,400,000.00)
2,772.00
240907004 LC-RCTC Toll Revenue:-I-15
69372BJA9 PACCAR Financial Corp.
1,997,197.78
(2,000,000.00)
2,802.22
240907004 LC-RCTC Toll Revenue:-I-15
43357MHX1 Hitachi Capital America Corp.
1,397,16695
(1,400,000.00)
2,833.05
240907004 LC-RCTC Toll Revenue:-I-15
62479MJ46 MUFG Bank, Ltd
1,997,111.12
(2,000,000.00)
2,888.88
240907004 LC-RCTC Toll Revenue:-I-15
17275RBG6 CISCO SYSTEMS INC
1,035,216.00
2,955.83
(1,884.83) 1,036287.00
449.17
240907004 LC-RCTC Toll Revenue:-I-15
26055B.JH8 The Dow Chemical Company
1,396,484.45
(1,400,000.00)
3,515.55
240907004 LC-RCTC Toll Revenue:-I-15
02665K1Q1 American Honda Finance Corporation
2,493,472.23
(2,500,000.00)
6,527.77
240907004 LC-RCTC Toll Revenue:-I-15
912828P53 UNITED STATES TREASURY
2,419,221.88
7,436.43
(1,249.51)
2,425,408.80
2,337.23
240907004 LC-RCTC Toll Revenue:-I-15
9128281'42
UNITED STATES TREASURY
4.991.210.94
(5.000.000.00)
8.789.06
240907004 LC-RCTC Toll Revenue:
I-15 912828UF5 UNITED STATES TREASURY
3,626,740.00
86,599,976.00 282,248,058.34 (144,973,845.64) (141,165,000.00) (5,721,097.59)
11,970.30
1,981.56 80,801.52
(10,527.30) 3,628,183.00
64,136.39 75,534,87498
10,519.36
217,806.81
1240907020
RCTC 115 Pri RAMP UP RESERVE
240907020 RCTC I-15 Pj RAMP UP RESERVE
31283K5N4
FH C11753
3139216N4 FNR 0323B EQ
793.428.40
643,999.52
(143.773.25)
(56,217.10)
(7.548.461
(4.800.831
(4,440.66) (1,857.90)
2.871.93
(93.50)
640.177.79
581,390.36
2.619.86
2,553.50
240907020 RCTC 1-15 P j RAMP UP RESERVE
3137ANMN2 FHMS K707 A2
1,796,094.00
(635,122.77)
241.03 (1,19595)
2,764.15
1,162,780.46
2,155.02
240907020 RCTC I-15 Pj RAMP UP RESERVE
1240907020 RCTC I-15 Pn RAMP UP RESERVE
38378AWX5 GNR 11157E QA
38378DDC6 GNR 1216E GB
195,802.27
115.59322
(23,225.37)
(17.675.49)
(183.081
(119.451
(135.77)
(114.09)
(289.23)
(325.37)
171,968.82
97.358.82
431.24
28327
240907020 RCTC I-15 Pj RAMP UP RESERVE
38378CDK0 GNR 11169G AK
135,814.13
(20,284.77)
(142.70)
(113.75)
(67.41)
115,205.50
288.35
240907020 RCTC 1-15 Pj RAMP UP RESERVE
383742C76 GNR 0832B PA
94,712E3
(6,118.58)
(143.06)
(74.14)
(344.10)
88,032.15
288.79
240907020 RCTC I-15 Pj RAMP UP RESERVE
31397SE83 FNR 1136C PA
37,582.62
(20,106.34)
(16.46)
(48.93)
64.41
17,475.31
58.27
240907020 RCTC 1-15 Pj RAMP UP RESERVE
3134GSTK1 FEDERAL HOME LOAN MORTGAGE CORP
150,075.00
(29.31)
(44.19)
150,001.50
475.00
20
Page 17 of 32
illgRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio Transaction Report by Account
Quarter ended September 30, 2018
Source
Beginning Base
1.
Base Maturities and
Base Base Change In Net
Net Total Realized AmortizatloNAc Unrealized Ending Base
Ending Accrued
240907020 RCTC I-15 Pj RAMP UP RESERVE
3620ARB67
GN 737261
240907020
RCTC I-15 P j RAMP UP RESERVE
240907020 RCTC I-15 Pj RAMP UP RESERVE
240907020 RCTC I-15 P j RAMP UP RESERVE
240907020 RCTC I-15 Pj RAMP UP RESERVE
3137A5FP4
FHA 3791 E DA
313788453 FHA 4305ACT
38375/02 GNR 0668 D
31398N2K9 FNR 10123B DL
34,966.49
76,930.34
153,308.28
35,454.88
33,497.25
240907020 RCTC I-15 P j RAMP UP RESERVE
240907020 RCTC I-15 Pj RAMP UP RESERVE
240907020 RCTC I-15 P j RAMP UP RESERVE
38377WL77 GNR 1194A AB
3130AEC17 FEDERAL HOME LOAN BANKS
3620A9WV9 GN 723460
16,784.70
26,060.92
350,150.50
(2,099.51)
(6,734.68)
(14,712.23)
(4,053.23)
(20,371.20)
(5,834.26)
(976.15)
(49.65)
(13.70)
172.51
(7.31)
(26.22)
29.21
(21.17)
(28.41)
(23.91)
(21.29)
(18.62)
(18.26)
(15A8)
(15.43)
(15.33)
(474.43)
(170.65)
29.97
(29.81)
49.35
51.96
(1,122.07)
(74.37)
32,314.50
69,987.41
138,777.24
31,345.90
13,130.92
20,292.35
349,013.00
15,697.69
05.62
14648
236.42
137.97
38.36
33.90
3,317.71
5128
240907020 RCTC I-15 Pj RAMP UP RESERVE
62888VAA6 NGN 10R1 IA
49,514.42
(4,511.97) (11.42)
(13.72)
(2.12)
44,975.20
78.78
240907020 RCTC I-15 Pj RAMP UP RESERVE
3137B3NW4 FHMS K031 Al
107,620.12
(10.87)
230.55
107,839.80
251.30
240907020 RCTC I-15 Pj RAMP UP RESERVE
3138NME8 FN FN0004
51,441.00
(2.87)
(98.46)
51,339.66
153.36
240907020 RCTC I-15 Pj RAMP UP RESERVE
31846V203 -
34,894.31
4483,446.60
(4,291,243.35)
227,097.56
240907020 RCTC I-15 Pj RAMP UP RESERVE
CCYUSD Receivable
712,293.75
300,000.00
240907020 RCTC I-15 Pj RAMP UP RESERVE
31418ASD1 FN MA1415
1,396.83
(121.25)
1.32
0.35
(4.85)
1272.41
2.17
240907020 RCTC I-15 Pj RAMP UP RESERVE
31381N7G2 FN 466295
90,876.24
11.68
(393.04)
90,494.88
246.73
240907020 RCTC I-15 Pj RAMP UP RESERVE
31418ASD1 FN MA1415
88,000.48
(7,638.50)
72.05
17.50
(289.48)
80,162.05
136.49
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828VV9 UNITED STATES TREASURY
296,027.34
27.93
41.73
296,097.00
545.93
240907020 RCTC I-15 P j RAMP UP RESERVE
3137B IUF7 FHMS K027 Al
42,349.81
(2,469.05)
33.39
29.96
(60.88)
39,883.23
60.78
240907020 RCTC I-15 Pj RAMP UP RESERVE
3137ASR97 FHMS K020 Al
36,763.62
(2,326.01)
47.58
45.26
(10190)
34,428.55
46.30
240907020 RCTC I-15 P j RAMP UP RESERVE
3136AC714 FNA 13M6 2A
57,709.52
(11,936.51)
176.46
45.33
(213.98)
45,780.82
100.73
240907020 RCTC I-15 Pj RAMP UP RESERVE
3137AXHN6 FHMS K024 Al
84,490.33
(5,449.00)
68.43
61.51
(133.02)
79,038.26
117.84
240907020 RCTC I-15 P j RAMP UP RESERVE
912796PN3 UNITED STATES TREASURY
719,928.00
(720,000.00)
72.00
240907020 RCTC I-15 Pj RAMP UP RESERVE
38375KCX8 GNR 0726C MA
198,167.13
76A3
(155.85)
198,087.70
901.64
240907020 RCTC I-15 Pj RAMP UP RESERVE
3137B1U75 FHMS KS01 A2
117,396.00
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828VA5 UNITED STATES TREASURY
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828L40 UNITED STATES TREASURY
101.37
(702.57)
116,794.80
25220
161,010.35
155.43
(368.33)
160,797.45
776.80
374,838.87
(375,000.00)
161.13
240907020 RCTC I-15 Pj RAMP UP RESERVE
3136A96F0 FNA 12M17 A2
72,495.00
168.71
(412.46)
72,251.25
136.50
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828L40 UNITED STATES TREASURY
474,777.34
(174,938.48)
(300 000.00)
(8.44)
169.58
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828RE2 UNITED STATES TREASURY
394,783.98
(395,000.00)
216.02
240907020 RCTC I-15 P j RAMP UP RESERVE
313385C38 FEDERAL HOME LOAN BANKS
299,733.67
(300,000.00)
266.33
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828XK1 UNITED STATES TREASURY
709,765.70
(710,000.00)
267A8
(33.18)
240907020 RCTC I-15 P j RAMP UP RESERVE
9128281358 UNITED STATES TREASURY
316,212.50
343.16
(1,829.26)
314,726.40
1,145.65
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828T42 UNITED STATES TREASURY
299,554.69
(300,000.00)
445.31
240907020 RCTC I-15 P j RAMP UP RESERVE
912828UF5 UNITED STATES TREASURY
186,238.00
451.66
(377.56)
186,312.10
540.18
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828VV9 UNITED STATES TREASURY
470,658.50
497.65
(2,335.90)
468,820.25
864.38
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828SA9 UNITED STATES TREASURY
76,151.76
507.65
(649.80)
76,009.62
20.65
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828SA9 UNITED STATES TREASURY
76,151.76
513.68
(655.82)
76,009.62
20.65
240907020 RCTC I-15 P j RAMP UP RESERVE
912828UHI UNITED STATES TREASURY
79,571.67
538.46
(841.90)
79,268.23
21.69
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828P53 UNITED STATES TREASURY
237,956.25
731.45
(122.90)
238,564.80
229.89
240907020 RCTC I-15 P i RAMP UP RESERVE
912828UF5 UNITED STATES TREASURY
240907020 RCTC I-15 Pj RAMP UP RESERVE
912828SA9 UNITED STATES TREASURY
240907020 RCTC I-15 P j RAMP UP RESERVE
912828VA5 UNITED STATES TREASURY
240,149.00
163,182.35
487,560.00
792.63
1,040.80
1,656.17
(697.08)
(1,345.39)
(1,951.17)
240,244.55
162,877.76
487,265.00
696.55
4425
2,353.94
7,950,700.95
9,032,660.50 (4,466,181.83)
245490001 LC-RCTC 2017 PRI: Sales Tax
245490001 LC-RCTC 2017 PRJ: Sales Tax
9AMMF05B2 U.S. BANK MONEY MARKET ACCOUNT FUND
CCYUSD Cash
17,568.39
0.03
14,617,398:53 (14,634,006:19)
(3,100,000.00) (1,011,757.22) (11,889.79) 857.78
(10,70797) 7,971,388.66
22,966.94
960.73
245490001 LC-RCTC 2017 PRI: Sales Tax
CCYUSD Receivable
778,093.18
245490001 LC-RCTC 2017 PRJ: Sales Tax
31398NG99 FNR 10112H AE
0.01
(0.01)
245490001 LC-RCTC 2017 PRI: Sales Tax
54438CWT5 LOS ANGELES CALIF CMNTY COLLEGE DIST
274,903.75
(275,000.00)
96.25
245490001 LC-RCTC 2017 PRJ: Sales Tax
41284CAD6 HDMOT 152 A3
874.44
(874.87)
(0.00)
0.19
0.24
245490001 LC-RCTC 2017 PRI: Sales Tax
65477UAC4 NAROT 15A A3
18,089.21
(18,109.30)
7.33
2.71
10.05
245490001 LC-RCTC 2017 PRJ: Sales Tax
313589YV9 FEDERAL NATIONAL MORTGAGE ASSOCIATION
300,000.00
(300,000.00)
15.01
(15.01)
245490001 LC-RCTC 2017 PRI: Sales Tax
313589A45 FEDERAL NATIONAL MORTGAGE ASSOCIATION
324,983.93
(325,000.00)
16.07
245490001 LC-RCTC 2017 PRJ: Sales Tax
43814LAC3 HAROT 154 A3
52,724.81
(26,544.15)
(26,341.69)
21.57
18.39
121.07
245490001 LC-RCTC 2017 PRI: Sales Tax
90290XAD9 USAOT 151 A4
166,536.45
(134,170.18)
(32,516.07)
332.76
47.17
(230.12)
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385ZE9 FEDERAL HOME LOAN BANKS
599,939.33
(600,000.00)
60.67
245490001 LC-RCTC 2017 PRI: Sales Tax
313385ZG4 FEDERAL HOME LOAN BANKS
399,939.00
(400,000.00)
61.00
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385ZU3 FEDERAL HOME LOAN BANKS
599,939.00
(600,000.00)
61.00
245490001 LC-RCTC 2017 PRI: Sales Tax
245490001 LC-RCTC 2017 PRJ: Sales Tax
245490001 LC-RCTC 2017 PRI: Sales Tax
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385ZG4 FEDERAL HOME LOAN BANKS
313385ZL3 FEDERAL HOME LOAN BANKS
313385ZM1 FEDERAL HOME LOAN BANKS
313385ZM1 FEDERAL HOME LOAN BANKS
299,938.67
349 930.78
249,924.79
299,922.92
(300,000.00)
(350 000.00)
(250,000.00)
(300,000.00)
61.33
69.22
75.21
77.08
245490001 LC-RCTC 2017 PRI: Sales Tax
313385ZK5 FEDERAL HOME LOAN BANKS
299,910.00
(300.000.00)
90.00
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385YZ3 FEDERAL HOME LOAN BANKS
599,907.50
(600,000.00)
92.50
245490001 LC-RCTC 2017 PRI: Sales Tax
313385ZL3 FEDERAL HOME LOAN BANKS
400,897.52
(401.000.00)
102.48
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385ZP4 FEDERAL HOME LOAN BANKS
699,895.88
(700,000.00)
104.12
245490001 LC-RCTC 2017 PRI: Sales Tax
912796PN3 UNITED STATES TREASURY
649.909.00
(650.000.00)
128.05
(37.05)
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385ZT6 FEDERAL HOME LOAN BANKS
699,858.83
(700,000.00)
141.17
245490001 LC-RCTC 2017 PRI: Sales Tax
313385ZD1 FEDERAL HOME LOAN BANKS
399.855.33
(400.000.00)
144.67
245490001 LC-RCTC 2017 PRJ: Sales Tax
313385ZS8 FEDERAL HOME LOAN BANKS
599,847.50
(600,000.00)
152.50
245490001 LC-RCTC 2017 PRI: Sales Tax
912828XK1 UNITED STATES TREASURY
544.820.15
(545.000.00)
204.91
(25.06)
245490001 LC-RCTC 2017 PRJ: Sales Tax
912796MK2 UNITED STATES TREASURY
849,704.15
(850,000.00)
295.85
245490001 LC-RCTC 2017 PRI: Sales Tax
313385A30 FEDERAL HOME LOAN BANKS
799,669.34
(800.000.00)
330.66
245490001 LC-RCTC 2017 PRJ: Sales Tax
912796PR4 UNITED STATES TREASURY
849,612.72
(850,000.00)
387.28
245490001 LC-RCTC 2017 PRI: Sales Tax
313385A48 FEDERAL HOME LOAN BANKS
1,149,584.08
(1.150.000.001
415.92
245490001 LC-RCTC 2017 PRJ: Sales Tax
912796PQ6 UNITED STATES TREASURY
839,605.20 - - (840,000.00)
245490001 LC-RCTC 2017 PRI: Sales Tax
912796PS2 UNITED STATES TREASURY
849A14.92
(850,000.00)
3,643,124.61 25,940,074.72 (14,794,720.521
(13,936,000.001
423.50 (28.70)
585.08
(77,84192)
361.65
4,163.73
(108.33) 960.73
98,193,801.56 317,220,793.56 (164,234,747.99) (158,201,000.00) (6,810,696.73)
(9,54638) 85,823.03
53,320.09 83,507,22437 240,773.75
21
Page 18 of 32
FirRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio Summary of Investments for quarter ended September 30, 2018
ATTACHMENT 11
•
Base Market Value + Accrued
Credit Rating
40, 000.000
30,000,000
20,000,000
10,000,000 _
■■_ ■
I AAA AA, AA r AA- A+ A I A- BBB. r A-1+ r A-2 Other 1
Asset Class
Money Market Funds
Cash
I5.ZSSLiS)
Fired
Income [93.683%]
Chart calculated 6y: Base Market Value + Accrued
Industry Group
Other
[30.52%]
Credit Card
ABS (4.783t6]
Commercial
M63 (5.335%)
US _
Hun lclpalf [5.924%]
casn
(6.417%)
Banks
(25.OS6%)
'Sovereign
(11.17a%]
Diversified Fine
se, [t 0.758%1
Chan calculated 6y: Baae Market Value + Accrued
Security Type
Other
(14.267%)
FHLMC CM°
(3.918%)
VRON
(4.251rf.1 —�
CASH
(S.2t16%)
US GOV
p ri.197%]
ABS
(11.363%)
�`CORP
00.051 %j
\ CP
[20.155%]
Chart calculaled 6y: Base Market Value + Accrued
Market Secto
Other
14.92.170
Municipal
[5.924Y �
Casil
[9.417%]
Mortgage
Backed (9.279%]
I
AYaet
Backed (11.353%)
GOVernnlsRS
(12.028%)
-Financial
(35.843%)
Industrial
(14.225%1
Chart calculated 6y: Base Market Value + Accrued
22
RIFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio
Sales Tax Revenue Fund Summary of Investments for quarter ended September 30, 2018
ATTACHMENT 12
1,250
'i
1.000
U
U
Q
w 750
7
y 500
m
m 250
N
m
0
Credit Rating
NA
Asset Class
•
l
Money Market
Funds(100%)
Chart calculated hy: Base Markel Value + Accrued
Industry Group
410
Cash
(100%)
Chart calculated by: Base Markel Value. Accrued
Security Type
M ■1 FUND
(100%)
Chart calculated hy: Base Markel Value + Accrued
Market Sector
Cash
[100%)
Chart calculated by: Base Market Value + AGtrued
23
IVRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
ATTACHMENT 13
2017 Financing STAMP Portfolio
Sales Tax 115 ELP Project Revenue Fund Summary of Investments for quarter ended September 30, 2018
Credit Rating
30,000,000
25,000,000
Q 20,000.000
,35
as 15,000,000
m
@ 10,000,000
• 5,000,000
AAA 1 AA-1- AA AA- 1 A+ A A- 1 BBB+ A-7+ A-2 1
Asset Class
Money Market Funus
(0,940%)
Cash
(6.017%)
Flied
Income (93.035%)
Chart calculated by: Base Market Value + ACcnied
Industry Group
Other
(28.96311/ ]
Auto Lease
Loans 14.583%)
Credit Card
ARS(5288%)�
VS �-
Munleipels (6.54954a)
Cash
(6.995%)
Banks
(27,735%]
'Diversified Flnan
Sere (11.591%)
Sovereign
(8.0(6%)
Chart ralculaied by: Base Market Value + Accrued
Security Type
co
(2140%)
VRDN
(4.7%)
CASH
(6.017%)
LS GOV
(6.696%)
ABS
(12.502%)
Other
(9.9%) \
'CP
(22.283%)
-CORP
133.986%1
Chart calculated by: Base Market Value + Accrued
Market Sector
Other
(4.1116%)
uuuey
(4.779%)--
Municipal_
(6.549%)
Cash
(6.96556]
Government
(9.607'.6)
Asset
Backed (12.562%)
Financial
(39.626%)
Industrial
(10.727%)
Chart calculated by: Bate Market Valua + AC -Cued
24
rirRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
2017 Financing STAMP Portfolio
Ramp Up Fund Summary of Investments for quarter ended September 30, 2018
Credit Rating
10,000,000
78
8,o0o,o00
U
Q
6,000,000
ro 4,000,000
co
m 2,000,000
@H
m
Asset Class
Money Market
Funds (2.84%)
Cash
0.825%]
Fused
Income (96.785%)
Chart calculated by: Base Market Value + ACcnied
`Negative cash reflects securities in transit at month end
ATTACHMENT 14
Industry Group
Other
(0.602%)
Cash
(1.215:6
Agency Collar PAC CMO
(1.44%)
FNMA
Collateral (2.799%)
FGLMC
Collateral (6.039%)
Agency Collar
CMO (21.067%)
Commercial
MBS (23.011 %)
'Sovereign
(41.2359,4
Chart ralculeled by: Base Market Value + Accrued
Security Type
Other
(11.916%)
FNMA
(3.482%]
AGCY BONO--
Ie.206%f
FGLMC
(8-039%I
FNMA CMO
(8.633%j
'US GOV
(30.016%)
FIILMC CMO
(16.635%)
GNMA CMO
(11.079%)
Chart calculated by: Base Market Value + Accrued
Market Sector
Agency
(6.266%)
Government
(34.947%)
Ceah
0.215W
1
—Mortgage
Backed'.(57.55%)
Chart calculated by: Bess Market Value + ACCrued
25
PirRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio b Investment Cate • o for Quarter ended Se • tember 30, 2018
ATTACHMENT 15
Account Number: 001050990415
Name: RIVERSIDE COUNTY TRANS COMM
CUSIP Security Type Category
Issuer
Next Call Base Market Unrealized Accrued Credit
Final Maturity Trade Date Date Original Cost Value Gain/Loss Income Coupon Yield Rating
3133EH2J1 Agencies
3133EHRD7 Agencies
FFCB 2.141%12/11/20
12/11/2020
12/11/2017
510,000.00
510,030.60
30.60
588.57
2.140
2.141
AA+
AA+
F F C B DEB 2.22794 % 7/13/22
07/13/2022
07/13/2017
310,000.00
310,387.50
387.50
332.83
2.230
2.227
3133EHRZ8
Agencies
F F C B DEB 2.06475% 6/25/20
06/25/2020
07/25/2017
510,000.00
510,260.10
260.10
175.50
2.220
2.064
AA+
3133EHTJ2
Agencies
F F C B DEB 2.326% 8/01/22
08/01/2022
08/01/2017
230,000.00
230,200.10
200.10
416.64
2.170
2.326
AA+
3133EHVR1
Agencies
F F C B DEB 2.22219% 8/24/20
08/24/2020
08/24/2017
130,000.00
130,097.50
97.50
52.48
2.220
2.221
AA+
3133EHXH1
Agencies
F F C B 2.20031 % 9/06/22
09/06/2022
09/06/2017
260,000.00
260,135.20
135.20
390.03
2.200
2.199
AA+
3133EJZD4
Agencies
F F C B DEB 2.960% 9/13/21
09/13/2021
09/13/2018 12/13/2018
258,921.00
259,123.80
202.80
384.80
2.960
2.974
AA+
3134GBTL6
Agencies
F H L M C M T N 2.100% 6/29/22
06/29/2022
06/29/2017 12/29/2018
484,720.00
481,910.00
(2,810.00)
2,683.33
2.100
2.183
AA+
3134GSWC5
Agencies
F H L M C M T N 2.900% 8/27/21
08/27/2021
08/27/2018 11/27/2018
510,000.00
507,577.50
(2,422.50)
1,396.83
2.900
2.919
AA+
3135GOT29
Agencies
F N M A DEB 1.500 % 2/28/20
02/28/2020
02/28/2017
299,808.00
294,870.00
(4,938.00)
412.50
1.500
1.526
AA+
3136G4SW4
Agencies
F N M A M T N 2.900% 6/28/21
06/28/2021
06/28/2018 12/28/2018
259,870.00
258,125.40
(1,744.60)
1,947.83
2.900
2.916
AA+
3137EAEL9
Agencies
F H L M C M T N 2.375% 2/16/21
02/16/2021
02/16/2018
508,653.60
504,135.00
(4,518.60)
1,514.06
2.380
2.408
AA+
02582JHG8
Asset -Backed
AMERICAN EXPRESS 1.640% 12/15/21
12/15/2021
05/30/2017
419,932.72
417,337.20
(2,595.52)
306.13
1.640
1.650
AAA
05582QAD9
Asset -Backed
BMW VEHICLE OWNER 1.160% 11/25/20
11/25/2020
07/20/2016
287,565.82
285,597.28
(1,968.54)
55.60
1.160
1.168
N/A
05584PAD9
Asset -Backed
BMW VEHICLE LEASE 2.070% 10/20/20
10/20/2020
10/25/2017
99,999.92
99,107.00
(892.92)
63.25
2.070
2.089
N/A
161571HC1
Asset -Backed
CHASE ISSUANCE TRUST 1.370% 6/15/21
06/15/2021
06/17/2016
750,013.80
742,845.00
(7,168.80)
456.67
1.370
1.383
AAA
17305EGA7
Asset -Backed
CITIBANK CREDIT CARD 1.740% 1/19/21
01/19/2021
01/26/2017
379,927.23
379,164.00
(763.23)
1,359.13
1.740
1.743
AAA
17305EGB5
Asset -Backed
CITIBANK CREDIT 1.920% 4/07/22
04/07/2022
04/11/2017
229,933.74
226,366.00
(3,567.74)
2,134.40
1.920
1.953
AAA
31846V203
Asset -Backed
FIRST AM GOVT OB FD CL Y
1,234,510.52
1,234,510.52
-
435.01
1.790
1.778
45750TAG8
Asset -Backed
INLAND VLY CA DEV 3.627% 3/01/20
03/01/2020
05/15/2014
232,268.07
232,219.50
(48.57)
695.18
1.780
3.596
AA
54473ERQ9
Asset -Backed
LOS ANGELES CNTY CA 2.036% 12/01/18
12/01/2018
09/02/2015 i
50,000.00
49,961.50
(38.50)
339.33
1.790
2.037
AA
649791EV8
Asset -Backed
NEW YORK ST SER B 3.600% 2/15/19
02/15/2019
03/30/2011
252,392.65
250,945.00
(1,447.65)
1,150.00
2.050
3.590
AA+
79876CBQ0
Asset -Backed
SAN MARCOS CA REDEV 2.000% 10/01/20
10/01/2020
12/14/2017=
109,256.40
107,449.10
(1,807.30)
1,100.00
1.770
2.048
AA-
88579YBA8
Asset -Backed
3M COMPANY MTN 3.000 % 9/14/21
09/14/2021
09/14/2018 08/14/2021
249,487.50
249,575.00
87.50
354.17
1.760
3.010
AA-
89190BAD0
Asset -Backed
TOYOTA AUTO 1.760% 7/15/21
07/15/2021
05/17/2017=
519,960.12
514,217.60
(5,742.52)
406.76
1.730
1.782
AAA
89238MAD0
Asset -Backed
TOYOTA AUTO 1.730% 2/16/21
02/16/2021
03/15/2017
375,955.74
373,337.92
(2,617.82)
289.10
1.700
1.743
AAA
037833BS8
Credit
APPLE INC 2.250% 2/23/21
02/23/2021
02/23/2016 01/23/2021
495,675.00
491,090.00
(4,585.00)
1,187.50
2.250
2.299
AA+
037833CS7
Credit
APPLE INC 1.800% 5/11/20
05/11/2020
05/11/2017
484,505.30
476,881.10
(7,624.20)
3,395.00
1.800
1.832
AA+
053015AD5
Credit
AUTOMATIC DATA 2.250% 9/15/20
09/15/2020
09/15/2015 08/15/2020
453,997.38
444,262.50
(9,734.88)
450.00
2.250
2.284
AA
06050TMH2
Credit
BANK OF AMERICA NA 25.6138 % 8/28/20
08/28/2020
08/28/2018 08/28/2019
410,000.00
410,188.60
188.60
2.560
25.596
A+
06406FAA1
Credit
BANK OF NY MTN 2.500% 4/15/21
04/15/2021
02/19/2016 03/15/2021
758,499.79
736,410.00
(22,089.79)
8,645.83
2.500
2.552
A
06406HBM0
Credit
BANK NY MELLON MTN 5.450% 5/15/19
05/15/2019
05/12/2009
250,647.01
246,058.34
(4,588.67)
4,982.51
5.450
5.373
A
084664CK5
Credit
BERKSHIRE HATHAWAY 1.300% 8/15/19
08/15/2019
08/15/2016
159,844.80
158,070.40
(1,774.40)
265.78
1.300
1.315
AA
084670BQ0
Credit
BERKSHIREHATHAWAY 2.200% 3/15/21
03/15/2021
03/15/2016 02/15/2021
466,436.01
461,834.34
(4,601.67)
460.53
2.200
2.247
AA
166764AN0
Credit
CHEVRON CORP 2.193% 11/15/19
11/15/2019
11/18/2014
502,883.11
496,440.00
(6,443.11)
4,142.33
2.190
2.211
AA-
166764AU4
Credit
CHEVRON CORP 2.91461 % 3/03/22
03/03/2022
03/03/2015
504,383.40
505,785.00
1,401.60
1,133.46
2.850
2.882
AA-
17275RAE2
Credit
CISCO SYSTEMS INC 4.950% 2/15/19
02/15/2019
02/17/2009
365,931.86
363,117.60
(2,814.26)
2,277.00
4.950
4.917
AA-
17275RAX0
Credit
CISCO SYSTEMS INC 2.450% 6/15/20
06/15/2020
06/17/2015
599,952.00
595,242.00
(4,710.00)
4,328.33
2.450
2.473
AA-
17275RBG6
Credit
CISCO SYSTEMS INC 1.400% 9/20/19
09/20/2019
09/20/2016
39,955.60
39,477.60
(478.00)
17.11
1.400
1.419
AA-
30231GAV4
Credit
EXXON MOBIL 2.222% 3/01/21
03/01/2021
03/03/2016 02/01/2021
495,685.00
490,065.00
(5,620.00)
925.83
2.220
2.271
AA+
47787XAC1
Credit
JOHN DEERE OWNER 1.780% 4/15/21
04/15/2021
03/02/2017
309,955.86
307,594.40
(2,361.46)
245.24
1.950
1.794
N/A
478160CH5
Credit
JOHNSON JOHNSON 1.950% 11/10/20
11/10/2020
11/10/2017
249,732.50
244,947.50
(4,785.00)
1,909.38
2.960
1.990
AAA
58769DAD2
Credit
MERCEDES BENZ AUTO 1.790% 4/15/20
04/15/2020
04/26/2017
369,991.56
368,483.00
(1,508.56)
294.36
5.000
1.797
AAA
589331AN7
Credit
MERCKCOINC 5.000% 6/30/19
06/30/2019
06/25/2009
516,323.34
509,025.00
(7,298.34)
6,319.44
1.850
4.930
AA
702282ND2
Credit
PASADENA CA UNIF 1.861% 11/01/18
11/01/2018
03/20/2014 T
250,305.29
249,857.50
(447.79)
1,938.54
1.450
1.861
A+
717081DU4
Credit
PFIZER INC 1.450% 6/03/19
06/03/2019
06/03/2016
249,715.00
247,970.00
(1,745.00)
1,188.19
3.000
1.462
AA
717081EM1
Credit
PFIZER INC 3.000% 9/15/21
09/15/2021
09/07/2018
249,662.50
249,945.00
282.50
500.00
1.750
3.011
AA
80284TAF2
Credit
SANTANDER DRIVE 1.770% 9/15/20
09/15/2020
02/28/2017
50,146.82
50,106.05
(40.77)
39.45
2.550
1.771
AAA
882723UC1
Credit
TEXAS ST REF WTR 2.036% 8/01/20
08/01/2020
02/05/2015
251,154.41
246,245.00
(4,909.41)
848.33
3.000
2.068
AAA
90290AAC1
Credit
USAA AUTO OWNER 1.700% 5/17/21
05/17/2021
09/20/2017
139,985.24
138,776.40
(1,208.84)
105.78
2.050
1.715
AAA
90331 HNG4
Credit
US BANK NA MTN 2.050% 10/23/20
10/23/2020
10/24/2017 09/23/2020
249,950.00
244,847.50
(5,102.50)
2,249.31
2.350
2.100
AA-
90331HNJ8
Credit
US BANK NA MTN 2.350% 1/23/20
01/23/2020
01/23/2018 12/23/2019
254,885.25
252,896.25
(1,989.00)
1,131.92
2.980
2.372
AA-
931142DY6
Credit
WALMART STORES INC 1.750% 10/09/19
10/09/2019
10/20/2017 .
294,994.10
292,339.10
(2,655.00)
2,466.53
1.750
1.767
AA
931142EA7
Credit
WALMART STORES INC 1.900 % 12/15/20
12/15/2020
10/20/2017
489,760.00
489,360.00
(400.00)
2,797.22
1.900
1.947
AA
931142EJ8
Credit
WALMART INC 3.125% 6/23/21
06/23/2021
06/27/2018
129,993.50
130,261.30
267.80
1,060.76
3.130
3.126
AA
94988J5D5
Credit
WELLS FARGO BANK MTN 1.750% 5/24/19
05/24/2019
06/02/2016
503,793.05
501,879.10
(1,913.95)
3,117.67
1.750
1.762
A+
94988J5Q6
Credit
WELLS FARGO MTN 2.84706% 7/23/21
07/23/2021
07/23/2018 07/23/2020
500,000.00
501,205.00
1,205.00
2,767.98
2.850
2.845
A+
3136131XP4
Mortgage -Backed
F N M A GTD REMIC 3.560% 9/25/21
09/25/2021
04/01/2018
211,342.15
209,660.88
(1,681.27)
616.18
3.560
3.534
N/A
3137BNN26
Mortgage -Backed
F H L M C MLTCL MTG 1.780% 7/25/19
07/25/2019
04/01/2016
31,156.74
30,846.43
(310.31)
46.10
1.780
1.793
N/A
3137BPCF4
Mortgage -Backed
F H L M C MLTCL MTG 1.376 % 10/25/20
10/25/2020
05/01/2016
62,939.60
62,663.79
(275.81)
14.43
1.380
1.381
N/A
3137FGZN8
Mortgage -Backed
F H L M C MLTCL 3.19393% 2/25/23
02/25/2023
08/14/2018
235,500.22
235,500.22
-
125.36
2.310
3.194
N/A
26
PirRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio b Investment Cate • o for Quarter ended Se • tember 30, 2018
Account Number: 001050990415
Name: RIVERSIDE COUNTY TRANS COMM
Next Call
Base Market
Unrealized
Accrued
Credit
CUS1P
Security Type Category
Issuer
Final Maturity Trade Date
Date
Original Cost
Value
Gain/Loss
Income
Coupon
Yield
Rating
010831 DL6
Taxable Muni
ALAMEDA CNTY CA JT 2.485 % 6/01/19
06/01/2019
04/24/2018
260,000.00
259,584.00
(416.00)
2,153.67
2.490
2.490
AA+
010831DN2
Taxable Muni
ALAMEDA CNTY CA JT 2.866% 6/01/21
06/01/2021
04/24/2018
255,000.00
253,059.45
(1,940.55)
2,436.10
2.870
2.895
AA+
13063BFS6
Taxable Muni
CALIFORNIA ST BUILD 6.650% 3/01/22
03/01/2022
04/01/2010
481,875.84
463,679.25
(18,196.59)
2,355.21
6.650
6.073
AA-
13063C4V9
Taxable Muni
CALIFORNIA ST 1.050% 11/01/18
11/01/2018
11/03/2016
149,887.50
149,838.00
(49.50)
656.25
1.050
1.050
AA-
13063DAB4
Taxable Muni
CALIFORNIA ST HIGH 1.593% 4/01/19
04/01/2019
04/27/2017
350,020.28
348,082.00
(1,938.28)
2,787.75
1.590
1.600
AA-
13063DGA0
Taxable Muni
CALIFORNIA ST 2.800% 4/01/21
04/01/2021
04/25/2018
500,020.00
498,340.00
(1,680.00)
6,066.67
2.800
2.824
AA-
13066YTY5
Taxable Muni
CALIFORNIA ST DEPT 1.713% 5/01/21
05/01/2021
09/28/2016
105,052.47
102,875.93
(2,176.54)
757.44
1.710
1.768
AA
13077CT38
Taxable Muni
CALIFORNIA ST 1.982% 11/01/19
11/01/2019
08/05/2015
130,329.23
128,593.40
(1,735.83)
1,073.58
1.980
2.003
AA-
43814PAC4
Taxable Muni
HONDA AUTO 1.790% 9/20/21
09/20/2021
09/29/2017
149,983.76
147,861.00
(2,122.76)
96.96
3.630
1.817
AAA
48125LRJ3
Taxable Muni
JP MORGAN MTN 2.92506% 9/23/19
43731
42636
848,631.79
848,810.95
179.16
549.26
1.750
2.915
A+
544445AY5
Taxable Muni
LOS ANGELES CA DEPT 1.750% 5/15/19
05/15/2019
12/06/2016
100,000.00
99,507.00
(493.00)
661.11
2.090
1.758
AA
544445AZ2
Taxable Muni
LOS ANGELES CA DEPT 2.092 % 5/15/20
05/15/2020
12/06/2016
98,788.00
98,647.00
(141.00)
790.31
1.130
2.121
AA
54465AGK2
Taxable Muni
LOS ANGELES CA 1.125% 9/01/19
09/01/2019
08/25/2016
266,868.00
266,093.10
(774.90)
253.13
2.040
1.141
AA
594918BV5
Taxable Muni
MICROSOFT CORP 1.850% 2/06/20
02/06/2020
02/06/2017
499,665.00
493,935.00
(5,730.00)
1,413.19
3.380
1.873
AAA
6055806F1
Taxable Muni
MISSISSIPPI ST SER D 3.381% 11/01/18
11/01/2018
11/10/2010
100,942.57
100,079.00
(863.57)
1,408.75
3.600
3.381
AA
649791EJ5
Taxable Muni
NEW YORK ST REF SER 3.600% 9/01/19
09/01/2019
03/30/2011
509,729.38
503,130.00
(6,599.38)
1,500.00
3.600
3.581
AA+
65479BAD2
Taxable Muni
NISSAN AUTO LEASE 2.050% 9/15/20
09/15/2020
10/10/2017
219,961.57
218,167.40
(1,794.17)
200.44
2.290
2.067
N/A
697379UD5
Taxable Muni
PALO ALTO CA 2.291 % 8/01/20
08/01/2020
08/14/2012
321,873.50
321,243.00
(630.50)
1,240.96
1.860
2.319
AAA
742718EZ8
Taxable Muni
PROCTER GAMBLE CO 1.750% 10/25/19
10/25/2019
10/25/2017
149,947.50
148,450.50
(1,497.00)
1,137.50
2.710
1.770
AA-
78607QAT2
Taxable Muni
SACRAMENTO CA 2.712% 11/01/19
11/01/2019
05/30/2018
130,000.00
129,649.00
(351.00)
1,184.99
2.700
2.720
AA+
797299LR3
Taxable Muni
SAN DIEGO CA PUBLIC 2.698% 10/15/19
10/15/2019
06/21/2018
500,000.00
498,765.00
(1,235.00)
3,747.22
2.990
2.705
AA-
797299LT9
Taxable Muni
SAN DIEGO CA PUBLIC 2.994% 10/15/21
10/15/2021
06/21/2018
200,000.00
198,044.00
(1,956.00)
1,663.33
2.170
3.028
AA-
797669XT0
Taxable Muni
SAN FRANCISCO CA 2.169% 7/01/20
07/01/2020
12/28/2017
100,000.00
98,814.00
(1,186.00)
542.25
2.000
2.196
AA+
79770GGM2
Taxable Muni
SAN FRANCISCO CITY 2.000% 8/01/20
08/01/2020
11/30/2017
299,607.00
294,723.00
(4,884.00)
1,000.00
2.100
2.036
AA-
798170AB2
Taxable Muni
SAN JOSE CA 2.098% 8/01/19
08/01/2019
12/21/2017
320,000.00
318,275.20
(1,724.80)
1,118.93
2.260
2.110
AA
798170AC0
Taxable Muni
SAN JOSE CA REDEV 2.259% 8/01/20
08/01/2020
12/21/2017
190,000.00
187,695.30
(2,304.70)
715.35
2.000
2.288
AA
857477AS2
Taxable Muni
STATE STREET CORP 2.550% 8/18/20
08/18/2020
08/18/2015
793,939.50
781,924.52
(12,014.98)
2,400.12
2.040
2.577
A
91412G2R5
Taxable Muni
UNIV OF CALIFORNIA 1.877% 5/15/20
05/15/2020
09/28/2017
90,000.00
88,436.70
(1,563.30)
638.18
1.880
1.910
AA-
91412G2S3
Taxable Muni
UNIV OF CALIFORNIA 2.112 % 5/15/21
05/15/2021
09/28/2017
140,000.00
136,325.00
(3,675.00)
1,117.01
2.110
2.171
AA-
91412GD36
Taxable Muni
UNIV OF CA 1.169% 5/15/19
05/15/2019
04/20/2016
140,000.00
138,770.80
(1,229.20)
618.27
1.170
1.179
AA
91412GWV3
Taxable Muni
UNIV OF CA 2.003% 5/15/19
05/15/2019
03/25/2015
250,000.00
249,077.50
(922.50)
1,891.72
2.000
2.010
AA
91159HHQ6
Treasuries
US BANCORP MTN 2.98156% 1/24/22
01/24/2022
01/24/2017
12/23/2021
504,139.09
504,385.00
245.91
2,857.33
1.500
2.956
A+
912828202
Treasuries
U S TREASURY NT 1.500% 8/15/20
08/15/2020
08/15/2017
1,457,105.41
1,423,372.50
(33,732.91)
2,793.18
2.000
1.537
N/A
9128283S7
Treasuries
U S TREASURY NT 2.000% 1/31/20
01/31/2020
01/31/2018
1,536,510.93
1,525,323.80
(11,187.14)
5,189.13
2.250
2.020
N/A
9128284C1
Treasuries
U S TREASURY NT 2.250% 3/31/20
03/31/2020
04/02/2018
1,659,092.19
1,647,483.60
(11,608.59)
18,473.69
2.380
2.268
N/A
9128284J6
Treasuries
U S TREASURY NT 2.375 % 4/30/20
04/30/2020
04/30/2018
2,287,937.69
2,280,564.45
(7,373.24)
22,809.68
2.380
2.391
N/A
9128284P2
Treasuries
U S TREASURY NT 2.625% 5/15/21
05/15/2021
05/15/2018
1,277,916.02
1,271,948.80
(5,967.22)
12,691.30
2.630
2.645
N/A
912828400
Treasuries
U S TREASURY NT 2.500% 5/31/20
05/31/2020
05/31/2018
509,741.02
507,567.30
(2,173.72)
4,284.84
2.500
2.514
N/A
9128284T4
Treasuries
U S TREASURY NT 2.625% 6/15/21
06/15/2021
06/15/2018
639,675.00
635,750.40
(3,924.60)
4,957.38
2.630
2.646
N/A
9128284W7
Treasuries
U S TREASURY NT 2.750% 8/15/21
08/15/2021
08/15/2018
1,937,973.44
1,927,821.15
(10,152.29)
6,796.16
2.750
2.765
N/A
9128284Y3
Treasuries
U S TREASURY NT 2.625% 8/31/20
08/31/2020
08/31/2018
6,671,143.75
6,656,018.80
(15,124.95)
14,771.33
2.630
2.637
N/A
9128285A4
Treasuries
U S TREASURY NT 2.750 % 9/15/21
09/15/2021
09/15/2018
507,948.05
508,067.10
119.05
619.89
2.750
2.765
N/A
912828XY1
Treasuries
U S TREASURY NT 2.500% 6/30/20
06/30/2020
06/30/2018
769,187.89
766,026.80
(3,161.09)
4,864.81
2.500
2.515
N/A
912828Y20
Treasuries
U S TREASURY NT 2.625% 7/15/21
07/15/2021
07/16/2018
249,619.14
248,272.50
(1,346.64)
1,373.13
2.630
2.647
N/A
912828Y46
Treasuries
U S TREASURY NT 2.625% 7/31/20
07/31/2020
07/31/2018
1,828,355.86
1,823,997.60
(4,358.26)
8,093.27
2.630
2.636
N/A
51,541,328.59
51,195,893.02
(345,435.58)
236,184.28
15111Pr
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
ATTACHMENT 16
Account Number: 001050990415
Name: RIVERSIDE COUNTY TRANS COMM
Transaction Settlement
Date Trade Date Date
CUSIP Description
Units
Miscellaneous
Price Commissions SEC Fees Fees
Net Cash Amount Amount
Short Term
Federal Tax Cost Gain/Loss
Amount
Long Term
Gain/Loss
Amount
INTEREST EARNED ON F F C B DEB 2.05246% 8/01/22 $1 PV ON 230000.0000
7/2/2018 3133EHTJ2 SHARES DUE 7/1/2018
7/2/2018 7/2/2018 3134GBTL6 PAID ACCRUED INTEREST ON PURCHASE OF F H L M C M T N 2.100 % 6/29/22
PURCHASED PAR VALUE OF F H L M C M T N 2.100 % 6/29/22 /SUNTRUST
7/2/2018 6/29/2018 7/2/2018 3134GBTL6 ROBINSON HUMPHREY, IN/500,000 PAR VALUE AT 96.944
7/2/2018 7/2/2018 7/2/2018 31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
7/2/2018 7/2/2018 7/2/2018 31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
393.39
500,000.00
30,724.87
99,063.90
0.97
1.00
1.00
INTEREST EARNED ON FIRST AM GOVT OB FD CL Y UNIT ON 0.0000 SHARES DUE
7/2/2018 31846V203 6/30/2018 INTEREST FROM 6/1/18 TO 6/30/18
(87.50)
(484,720.00) 484,720.00
(30,724.87) 30,724.87
(99,063.90) 99,063.90
207.73
7/2/2018
AMORTIZED PREMIUM ON MERCK CO INC 5.000% 6/30/19 CURRENT YEAR
589331AN7 AMORTIZATION
8,014.13
7/2/2018
589331AN7
INTEREST EARNED ON MERCK CO INC 5.000 % 6/30/19 $1 PV ON 500000.0000
SHARES DUE 6/30/2018
12,500.00
7/2/2018
797669X1-0
INTEREST EARNED ON SAN FRANCISCO CA 2.169% 7/01/20 $1 PV ON
100000.0000 SHARES DUE 7/1/2018
-
- - -
- 1,102.58
-
- -
7/2/2018
7/2/2018
9128282X7
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.375% 9/30/19
-
- - -
- 349.39
-
- -
7/2/2018
6/29/2018
7/2/2018
9128282X7
SOLD PAR VALUE OF U S TREASURY NT 1.375% 9/30/19 /HSBC SECURITIES,
INC./100,000 PAR VALUE AT 98.71451 %
(100,000.00)
0.99 - -
- 98,714.51
(99,847.15)
(1,132.64) -
7/2/2018
7/2/2018
9128283T5
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.67343%
1/31/20
-
- - -
- 1,657.27
-
- -
7/2/2018
6/29/2018
7/2/2018
9128283T5
SOLD PAR VALUE OF U S TREASURY NT 1.67343% 1/31/20 /DEUTSCHE BANK
SECURITIES, INC./500,000 PAR VALUE AT 99.975826 %
(500,000.00)
1.00 - -
- 499,879.13
(499,585.26)
293.87 -
7/3/2018
7/3/2018
7/3/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(324,809.53)
1.00 - -
- 324,809.53
(324,809.53)
- -
7/3/2018
7/3/2018
697379UD5
PAID ACCRUED INTEREST ON PURCHASE OF PALO ALTO CA 2.291 h 8/01/20
-
- - -
(3,143.76)
-
- -
7/3/2018
6/29/2018
7/3/2018
697379UD5
PURCHASED PAR VALUE OF PALO ALTO CA 2.291 % 8/01/20 /PERSHING
LLC/325,000 PAR VALUE AT 99.038 %
325,000.00
0.99 - -
321,873.50)
321,873.50
- -
7/6/2018
3133EHXH1
INTEREST EARNED ON F F C B 2.0027 % 9/06/22 $1 PV ON 260000.0000
SHARES DUE 7/6/2018 i
f -
- - -
453.48
7/6/2018
7/6/2018
7/6/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
34,256.96
1.00 - -
- (34,256.96)
34,256.96
- -
7/6/2018
7/6/2018
7/6/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y 7
(51,988.75)
1.00 - -
- 51,988.75
(51,988.75)
- -
7/6/2018
7/6/2018
9128282T6
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.250 % 8/31/19
-
- - -
- 17.39
-
- -
7/6/2018
7/5/2018
7/6/2018
9128282T6
SOLD PAR VALUE OF U S TREASURY NT 1.250 % 8/31/19 /NATWEST MARKETS
SECURITIES INC/4,000 PAR VALUE AT 98.672 %
(4,000.00)
0.99 - -
- 3,946.88
(3,993.44)
(46.56) -
7/6/2018
7/6/2018
9128282X7
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.375% 9/30/19
-
- - -
- 4,664.48
-
- -
7/6/2018
7/5/2018
7/6/2018
9128282X7
SOLD PAR VALUE OF U S TREASURY NT 1.375% 9/30/19 /NOMURA SECURITIES
INTL., FIXED/1,280,000 PAR VALUE AT 98.703125 %
(1,280,000.00)
0.99 - -
- 1,263,400.00
(1,278,043.55)
(14,643.55) -
7/6/2018
7/6/2018
9128283X6
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 2.250 % 2/15/21
-
- - -
- 1,051.66
-
- -
7/6/2018
7/5/2018
7/6/2018
9128283X6
SOLD PAR VALUE OF U S TREASURY NT 2.250 % 2/15/21 /CITIGROUP GLOBAL
MARKETS INC./XOTC 120,000 PAR VALUE AT 99.0625 % =
(120,000.00)
0.99 - -
- 118,875.00
(119,446.88)
(571.88) -
7/6/2018
7/6/2018
9128284T4
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625 % 6/15/21
-
- - -
- (963.93)
-
- -
7/6/2018
7/5/2018
7/6/2018
9128284T4
PURCHASED PAR VALUE OF U S TREASURY NT 2.625 % 6/15/21 /MLPFS
INC/FIXED INCOME/640,000 PAR VALUE AT 99.94921875 %
640,000.00
1.00 - -
- (639,675.00)
639,675.00
- -
7/6/2018
7/6/2018
912828XY1
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.500% 6/30/20
-
- - -
- (313.86)
-
- -
7/6/2018
7/5/2018
7/6/2018
912828XY1
PURCHASED PAR VALUE OF U S TREASURY NT 2.500 % 6/30/20 /NOMURA
SECURITIES/FIX INCOME/770,000 PAR VALUE AT 99.89453117 %
770,000.00
1.00 - -
- (769,187.89)
769,187.89
- -
7/11/2018
3133EH2J1
INTEREST EARNED ON F F C B 2.05638 % 12/11/20 $1 PV ON 510000.0000
SHARES DUE 7/11/2018
-
- - -
- 873.96
-
7/11/2018
7/11/2018
7/11/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y = 1
873.96
1.00 - -
- (873.96)
873.96
7/12/2018
7/12/2018
7/12/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
247,734.96
1.00 - -
- (247,734.96)
247,734.96
7/12/2018
7/12/2018
9128282X7
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.375% 9/30/19
i -
- - -
- 967.38
-
-
7/12/2018
7/11/2018
7/12/2018
9128282X7
SOLD PAR VALUE OF U S TREASURY NT 1.375% 9/30/19 /NATWEST MARKETS
SECURITIES INC/250,000 PAR VALUE AT 98.707032 %
(250,000.00)
0.99 - -
- 246,767.58
249,617.88
2,850.30 -
7/13/2018
INTEREST EARNED ON F F C B DEB 2.12738% 7/13/22 $1 PV ON 310000.0000
3
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
549.57
1.00 - -
- (549.57)
549.57
7/16/2018
02582JHG8
INTEREST EARNED ON AMERICAN EXPRESS 1.640% 12/15/21 $1 PV ON
420000.0000 SHARES DUE 7/15/2018
-
- - -
- 574.00
-
-
7/16/2018
161571HC1
AMORTIZED PREMIUM ON CHASE ISSUANCE TRUST 1.370% 6/15/21 CURRENT
YEAR AMORTIZATION
-
- - -
- -
(3.79)
7/16/2018
,
161571HC1
INTEREST EARNED ON CHASE ISSUANCE TRUST 1.370 % 6/15/21 $1 PV ON
750000.0000 SHARES DUE 7/15/2018 _
-
- - -
- 856.25
-
- -
7/16/2018
7/16/2018
7/16/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
1,430.25
1.00 - -
- (1,430.25)
1,430.25
- -
7/16/2018
7/16/2018
7/16/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(226,782.98)
1.00 - -
- 226,782.98
(226,782.98)
- -
7/16/2018
47787XAC1
INTEREST EARNED ON JOHN DEERE OWNER 1.780% 4/15/21 $1 PV ON 459.8300
SHARES DUE 7/15/2018 $0.00148/PV ON 310,000.00 PV DUE 7/15/18
-
- - -
- 459.83
-
- -
7/16/2018
58769DAD2
INTEREST EARNED ON MERCEDES BENZ AUTO 1.790% 4/15/20 $1 PV ON
551.9200 SHARES DUE 7/15/2018 $0.00149/PV ON 370,000.00 PV DUE 7/15/18
-
- - -
- 551.92
-
- -
28
Page 25 of 32
15111Pr
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415 Name: RIVERSIDE COUNTY TRANS COMM
Transaction Settlement
Date Trade Date Date CUSIP Description
Units
Short Term Long Term
Miscellaneous Federal Tax Cost Gain/Loss Gain/Loss
Price Commissions SEC Fees Fees Net Cash Amount Amount Amount Amount
INTEREST EARNED ON NISSAN AUTO LEASE 2.050% 9/15/20 $1 PV ON 375.8300
7/16/2018 65479BAD2 SHARES DUE 7/15/2018 $0.00171/PV ON 220,000.00 PV DUE 7/15/18
AMORTIZED PREMIUM ON ORACLE CORP 2.375 % 1/15/19 CURRENT YEAR
7/16/2018 68389XAQ8 AMORTIZATION
INTEREST EARNED ON ORACLE CORP 2.375% 1/15/19 $1 PV ON 500000.0000
7/16/2018 68389XAQ8 SHARES DUE 7/15/2018 - -
7/16/2018 7/15/2018 7/16/2018 80284TAF2 PAID DOWN PAR VALUE OF SANTANDER DRIVE 1.770% 9/15/20 j (13,863.59) 7.08
INTEREST EARNED ON SANTANDER DRIVE 1.770 % 9/15/20 $1 PV ON 162.2500
7/16/2018 80284TAF2 SHARES DUE 7/15/2018 $0.00148/PV ON 110,000.00 PV DUE 7/15/18
INTEREST EARNED ON TOYOTA AUTO 1.760 % 7/15/21 $1 PV ON 762.6700 T
7/16/2018 89190BAD0 SHARES DUE 7/15/2018 $0.00147/PV ON 520,000.00 PV DUE 7/15/18
INTEREST EARNED ON TOYOTA AUTO 1.730 % 2/16/21 $1 PV ON 542.0700
7/16/2018 89238MAD0 SHARES DUE 7/15/2018 $0.00144/PV ON 376,000.00 PV DUE 7/15/18 -
INTEREST EARNED ON USAA AUTO OWNER 1.700% 5/17/21 $1 PV ON 198.3300
7/16/2018 90290AAC1 SHARES DUE 7/15/2018 $0.00142/PV ON 140,000.00 PV DUE 7/15/18
375.83
(2,043.45)
5,937.50
13,863.59
(13,863.49)
162.25
762.67
542.07
198.33
0.10
7/16/2018
7/16/2018
912828Y20 PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625 % 7/15/21
-
- - -
- (17.83)
-
-
-
7/16/2018
7/11/2018
7/16/2018
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 7/15/21 /CITADEL
912828Y20 SECURITIES LLC/250,000 PAR VALUE AT 99.847656 %
250,000.00
1.00 - -
- (249,619.14)
249,619.14
-
-
7/17/2018
INTEREST EARNED ON CITIBANK CREDIT CARD 1.740 % 1/19/21 $1 PV ON
17305EGA7 380000.0000 SHARES DUE 7/17/2018
-
- - -
- 3,306.00
-
-
-
7/17/2018
7/17/2018
7/17/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
3,306.00
1.00 - -
- (3,306.00)
3,306.00
-
-
7/18/2018
7/18/2018
7/18/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
505,097.64
1.00 - -
- (505,097.64)
505,097.64
-
-
7/18/2018
INTEREST EARNED ON HONDA AUTO 1.790 % 9/20/21 $1 PV ON 223.7500
43814PAC4 SHARES DUE 7/18/2018 $0.00149/PV ON 150,000.00 PV DUE 7/18/18
-
- - -
- 223.75
-
-
-
7/18/2018
7/16/2018
7/18/2018
SOLD PAR VALUE OF WELLS FARGO MTN 2.67519% 12/06/19 /DAIWA CAPITAL
94988J5J2 MARKETS AMERICA/XOTC 500,000 PAR VALUE AT 100.629 %
(500,000.00)
1.01 - -
- 503,145.00
(503,280.56)
(135.56)
-
7/18/2018
AMORTIZED PREMIUM ON WELLS FARGO MTN 2.67519% 12/06/19 CURRENT
94988J5J2 YEAR AMORTIZATION
■ -
- - -
- -
(268.21)
-
-
7/18/2018
7/18/2018
RECEIVED ACCRUED INTEREST ON SALE OF WELLS FARGO MTN 2.67519%
94988J5J2 12/06/19
-
- - -
- 1,728.89
-
-
-
7/20/2018
INTEREST EARNED ON BMW VEHICLE LEASE 2.070 % 10/20/20 $1 PV ON 172.5000
05584PAD9 SHARES DUE 7/20/2018 $0.00173/PV ON 100,000.00 PV DUE 7/20/18
-
- - -
- 172.50
-
-
-
7/20/2018
7/20/2018
7/20/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
172.50
1.00 - -
- (172.50)
172.50
-
-
7/23/2018
7/23/2018
7/23/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(497,003.75)
1.00 - -
- 497,003.75
(497,003.75)
-
-
7/23/2018
INTEREST EARNED ON US BANK NA MTN 2.350 % 1/23/20 $1 PV ON 255000.0000
90331HNJ8 SHARES DUE 7/23/2018
-
- - -
- 2,996.25
-
-
-
7/23/2018
7/16/2018
7/23/2018
PURCHASED PAR VALUE OF WELLS FARGO MTN 2.84706% 7/23/21 /WELLS
94988J5Q6 FARGO SECURITIES, LLC/500,000 PAR VALUE AT 100 h
500,000.00
1.00 - -
-r
- (500,000.00)
500,000.00
-
-
7/24/2018
INTEREST EARNED ON F F C B DEB 2.10113% 8/24/20 $1 PV ON 130000.0000
3133EHVR1 SHARES DUE 7/24/2018
-
- - -
- 227.62
-
-
-
7/24/2018
7/24/2018
7/24/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
227.62
1.00 - -
- (227.62)
227.62
-
-
7/24/2018
7/24/2018
7/24/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
3,790.69
1.00 - -
- (3,790.69)
3,790.69
-
-
7/24/2018
AMORTIZED PREMIUM ON US BANCORP MTN 3.000% 1/24/22 CURRENT YEAR
91159HHQ6 AMORTIZATION
-
- - -
- -
(286.61)
-
-
7/24/2018
INTEREST EARNED ON US BANCORP MTN 3.000% 1/24/22 $1 PV ON
91159HHQ6 500000.0000 SHARES DUE 7/24/2018
-
- - -
- 3,790.69
-
-
-
7/25/2018
7/25/2018
7/25/2018
7/25/2018
TRUST FEES COLLECTED CHARGED FOR PERIOD 06/01/2018 THRU 06/30/2018
COLLECTED BY DISBURSEMENT
-
- - -
- (531.24)
-
-
-
05582QAD9 PAID DOWN PAR VALUE OF BMW VEHICLE OWNER 1.160% 11/25/20
(32,796.59)
- - -
- 32,796.59
(32,796.44)
-
0.15
7/25/2018
INTEREST EARNED ON BMW VEHICLE OWNER 1.160% 11/25/20 $1 PV ON
05582QAD9 371.0700 SHARES DUE 7/25/2018 $0.00097/PV ON 383,866.93 PV DUE 7/25/18
-
- - -
- 371.07
-
-
-
7/25/2018
INTEREST EARNED ON F F C B DEB 2.09113% 6/25/20 $1 PV ON 510000.0000
3133EHRZ8 SHARES DUE 7/25/2018
-
- - -
- 888.73
-
-
-
7/25/2018
7/25/2018
7/25/2018
3136AMTM1 PAID DOWN PAR VALUE OF F N M A GTD REMIC 1.858% 9/25/18
(30,346.23)
- - -
- 30,346.23
(30,338.46)
-
7.77
7/25/2018
INTEREST EARNED ON F N M A GTD REMIC 1.858 % 9/25/18 $1 PV ON 77.5500
3136AMTM1 SHARES DUE 7/25/2018 $0.00180/PV ON 43,130.07 PV DUE 7/25/18
-
- -
77.55
-
-
-
7/25/2018
AMORTIZED PREMIUM ON F N M A GTD REMIC 3.560 % 9/25/21 CURRENT YEAR
3136B1XP4 AMORTIZATION
-
- -
-
(105.53)
-
-
7/25/2018
INTEREST EARNED ON F N M A GTD REMIC 3.560 % 9/25/21 $1 PV ON 652.6700
3136B1XP4 SHARES DUE 7/25/2018 $0.00297/PV ON 220,000.00 PV DUE 7/25/18
-
- - -
- 652.67
-
-
-
7/25/2018
7/25/2018
7/25/2018
3137BNN26 PAID DOWN PAR VALUE OF F H L M C MLTCL MTG 1.780 % 7/25/19
(104.51)
- - -
- 104.51
(104.83)
-
(0.32)
7/25/2018
AMORTIZED PREMIUM ON F H L M C MLTCL MTG 1.780 % 7/25/19 CURRENT YEAR
3137BNN26 AMORTIZATION
-
- - -
- -
(13.80)
-
-
7/25/2018
_
INTEREST EARNED ON F H L M C MLTCL MTG 1.780% 7/25/19 $1 PV ON 80.9100
3137BNN26 SHARES DUE 7/25/2018 $0.00148/PV ON 54,544.21 PV DUE 7/25/18
-
- - -
- 80.91
7/25/2018
7/25/2018
7/25/2018
3137BPCF4 PAID DOWN PAR VALUE OF F H L M C MLTCL MTG 1.376 % 10/25/20
(36,610.47)
- - -
- 36,610.47
(36,610.18)
-
0.29
7/25/2018
INTEREST EARNED ON F H L M C MLTCL MTG 1.376% 10/25/20 $1 PV ON 197.1500
3137BPCF4 SHARES DUE 7/25/2018 $0.00115/PV ON 171,932.94 PV DUE 7/25/18
-
- - -
- 197.15
-
-
7/25/2018
7/25/2018
7/25/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
101,594.64
1.00 - -
- (101,594.64)
101,594.64
-
7/26/2018
7/26/2018
7/26/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
1,814,096.48
1.00 - -
- (1,814,096.48)
1,814,096.48
-
-
7/26/2018
7/26/2018
9128282X7 RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.375% 9/30/19
-
- - -
- 8,043.75
-
-
7/26/2018
7/25/2018
7/26/2018
SOLD PAR VALUE OF U S TREASURY NT 1.375 % 9/30/19 /CITIGROUP GLOBAL
9128282X7 MARKETS INC./XOTC 1,830,000 PAR VALUE AT 98.691406%
(1,830,000.00)
0.99 - -
- 1,806,052.73
(1,827,191.74)
(21,139.01)
7/31/2018
7/31/2018
7/31/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(1,800,055.86)
1.00 - -
- 1,800,055.86
(1,800,055.86)
-
-
29
Page 26 of 32
RIFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415
Name: RIVERSIDE COUNTY TRANS COMM
Transaction Settlement
Date Trade Date Date
CUSIP Description
Units
Price
Miscellaneous
Commissions SEC Fees Fees
Net Cash Amount Amount
Short Term
Federal Tax Cost Gain/Loss
Amount
Long Term
Gain/Loss
Amount
INTEREST EARNED ON U S TREASURY NT 2.000 % 1/31/20 $1 PV ON
//31/LU16
7/31/2018
7/25/2018
7/31/2018
UIL6LOJJ/ •
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 7/31/20 /CITIGROUP
912828Y46 GLOBAL MARKETS INC./1,830,000 PAR VALUE AT 99.91015628 %
-
1,830,000.00
- - -
1.00
- LB,JUU.UU
- (1,828,355.86)
-
1,828,355.86
-
-
-
-
-
-
-
-
-
-
8/1/2018
INTEREST EARNED ON F F C B DEB 2.16213% 8/01/22 $1 PV ON 230000.0000
3133EHTJ2 SHARES DUE 8/1/2018
-
- - -
- 428.22
L -
-
8/1/2018
8/1/2018
8/1/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
15,198.95
1.00
- (15,198.95)
15,198.95
8/1/2018
INTEREST EARNED ON FIRST AM GOVT OB FD CL Y UNIT ON 0.0000 SHARES DU
31846V203 7/31/2018 INTEREST FROM 7/1/18 TO 7/31/18
638.60
8/1/2018
INTEREST EARNED ON PALO ALTO CA 2.291 % 8/01/20 $1 PV ON 325000.0000
697379UD5 SHARES DUE 8/1/2018
- 3,722.88
8/1/2018
INTEREST EARNED ON SAN FRANCISCO CITY 2.000 % 8/01/20 $1 PV ON
79770GGM2 300000.0000 SHARES DUE 8/1/2018
3,000.00
8/1/2018
INTEREST EARNED ON SAN JOSE CA 2.098% 8/01/19 $1 PV ON 320000.0000
798170AB2 SHARES DUE 8/1/2018
-
- - -
- 3,356.80
-
-
8/1/2018
INTEREST EARNED ON SAN JOSE CA REDEV 2.259% 8/01/20 $1 PV ON
798170AC0 190000.0000 SHARES DUE 8/1/2018
-
- - -
- 2,146.05
8/1/2018
AMORTIZED PREMIUM ON TEXAS ST REF WTR 2.036 % 8/01/20 CURRENT YEAR
882723UC1 AMORTIZATION
-
- - -
- -
59)
-
-
8/1/2018
INTEREST EARNED ON TEXAS ST REF WTR 2.036 % 8/01/20 $1 PV ON
882723UC1 250000.0000 SHARES DUE 8/1/2018
-
- - -
- 2,545.00
-
-
8/2/2018
INTEREST EARNED ON F N M A 0.875 % 8/02/19 $1 PV ON 530000.0000
3135GON33 SHARES DUE 8/2/2018
-
- - -
- 2,318.75
-
-
-
8/2/2018
8/2/2018
8/2/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
2,957.35
1.00 - -
- (2,957.35)
2,957.35
-
-
8/6/2018
INTEREST EARNED ON F F C B 2.16725% 9/06/22 $1 PV ON 260000.0000
3133EHXH1 SHARES DUE 8/6/2018
-
- - -
- 485.22
-
-
-
8/6/2018
8/6/2018
8/6/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
5, 110.22
1.00 - -
- (5, 110.22)
5, 110.22
-
-
8/6/2018
INTEREST EARNED ON MICROSOFT CORP 1.850 % 2/06/20 $1 PV ON
594918BV5 500000.0000 SHARES DUE 8/6/2018
-
- - -
- 4,625.00
-
-
-
8/13/2018
INTEREST EARNED ON F H L B DEB 2.125% 2/11/20 $1 PV ON 800000.0000
3130ADN32 SHARES DUE 8/11/2018
-
- - -
- 8,594.44
-
-
-
8/13/2018
INTEREST EARNED ON F F C B 2.0875 % 12/11/20 $1 PV ON 510000.0000
3133EH2J1 SHARES DUE 8/11/2018
-
- - -
- 916.76
-
-
-
8/13/2018
INTEREST EARNED ON F F C B DEB 2.15425% 7/13/22 $1 PV ON 310000.0000
3133EHRD7 SHARES DUE 8/13/2018
-
- - -
- 575.07
-
-
-
8/13/2018
8/13/2018
8/13/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
916.76
1.00 - -
- (916.76)
916.76
-
-
8/13/2018
8/13/2018
8/13/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
128,220.20
1.00 - -
- (128,220.20)
128,220.20
-
-
8/13/2018
8/13/2018
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.500 %
912828F62 10/31/19
-
- - -
- 513.59
-
-
-
8/13/2018
8/10/2018
8/13/2018
SOLD PAR VALUE OF U S TREASURY NT 1.500 % 10/31/19 /HSBC SECURITIES,
912828F62 INC./120,000 PAR VALUE AT 98.780917 % _
(120,000.00)
0.99 - -
- 118,537.10
(119,821.14)
(1,284.04)
-
8/14/2018
8/1/2018
8/14/2018
PURCHASED PAR VALUE OF F H L M C MLTCL 2.28138 % 2/25/23 /J.P. MORGAN
3137FGZN8 SECURITIES LLC/240,000 PAR VALUE AT 100 %
240,000.00
1.00 - -
- (240,000.00)
240,000.00
-
-
8/14/2018
8/14/2018
8/14/2018
_
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y `
(240,000.00)
1.00 - -
- 240,000.00
(240,000.00)
-
-
8/15/2018
INTEREST EARNED ON AMERICAN EXPRESS 1.640 % 12/15/21 $1 PV ON
02582JHG8 420000.0000 SHARES DUE 8/15/2018
-
- - -
- 574.00
-
-
-
8/15/2018
INTEREST EARNED ON BERKSHIRE HATHAWAY 1.300% 8/15/19 $1 PV ON
084664CK5 160000.0000 SHARES DUE 8/15/2018 _ _
-
- - -
- 1,040.00
-
-
-
8/15/2018
AMORTIZED PREMIUM ON CHASE ISSUANCE TRUST 1.370% 6/15/21 CURRENT
161571HC1 YEAR AMORTIZATION
-
- - -
- -
(3.29)
-
-
8/15/2018
INTEREST EARNED ON CHASE ISSUANCE TRUST 1.370% 6/15/21 $1 PV ON
161571HC1 750000.0000 SHARES DUE 8/15/2018
856.25
-
-
8/15/2018
AMORTIZED PREMIUM ON CISCO SYSTEMS INC 4.950% 2/15/19 CURRENT YEAR
17275RAE2 AMORTIZATION
-
- - -
- -
5,883.98)
-
-
8/15/2018
INTEREST EARNED ON CISCO SYSTEMS INC 4.950% 2/15/19 $1 PV ON I
17275RAE2 360000.0000 SHARES DUE 8/15/2018
8,910.00
-
-
8/15/2018
8/15/2018
8/15/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
1,430.25
1.00 - -
- (1,430.25)
1,430.25
-
-
8/15/2018
8/15/2018
8/15/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
50,669.72
1.00 - -
- (50,669.72)
50,669.72
-
-
8/15/2018
INTEREST EARNED ON JOHN DEERE OWNER 1.780% 4/15/21 $1 PV ON 459.8300
47787XAC1 SHARES DUE 8/15/2018 $0.00148/PV ON 310,000.00 PV DUE 8/15/18
-
- - -
- 459.83
-
-
8/15/2018
r INTEREST EARNED ON MERCEDES BENZ AUTO 1.790% 4/15/20 $1 PV ON
58769DAD2 551.9200 SHARES DUE 8/15/2018 $0.00149/PV ON 370,000.00 PV DUE 8/15/18
-
- - -
- 551.92
-
-
8/15/2018
AMORTIZED PREMIUM ON NEW YORK ST SER B 3.600% 2/15/19 CURRENT YEAR
649791EV8 AMORTIZATION
-
- - -
- -
2,372.83
8/15/2018
INTEREST EARNED ON NEW YORK ST SER B 3.600% 2/15/19 $1 PV ON
649791EV8 250000.0000 SHARES DUE 8/15/2018
-
- - -
- 4,500.00
-
8/15/2018
INTEREST EARNED ON NISSAN AUTO LEASE 2.050% 9/15/20 $1 PV ON 375.8300
65479BAD2 SHARES DUE 8/15/2018 $0.00171/PV ON 220,000.00 PV DUE 8/15/18
375.83
8/15/2018
8/15/2018
8/15/2018
80284TAF2 PAID DOWN PAR VALUE OF SANTANDER DRIVE 1.770% 9/15/20
(22,252.27)
- - -
- 22,252.27
(22,252.12)
-
0.15
8/15/2018
INTEREST EARNED ON SANTANDER DRIVE 1.770% 9/15/20 $1 PV ON 141.8000
80284TAF2 SHARES DUE 8/15/2018 $0.00148/PV ON 96,136.41 PV DUE 8/15/18
-
- - -
- 141.80
-
-
-
8/15/2018
INTEREST EARNED ON TOYOTA AUTO 1.760% 7/15/21 $1 PV ON 762.6700
89190BAD0 SHARES DUE 8/15/2018 $0.00147/PV ON 520,000.00 PV DUE 8/15/18
-
- - -
- 762.67
-
-
-
8/15/2018
INTEREST EARNED ON TOYOTA AUTO 1.730% 2/16/21 $1 PV ON 542.0700
89238MAD0 SHARES DUE 8/15/2018 $0.00144/PV ON 376,000.00 PV DUE 8/15/18
-
- - -
- 542.07
-
-
-
30
Page 27 of 32
RIFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415
Transaction Settlement
Date Trade Date Date
Name: RIVERSIDE COUNTY TRANS COMM
CUSIP Description
Units
Miscellaneous
Price Commissions SEC Fees Fees
Net Cash Amount Amount
Short Term Long Term
Federal Tax Cost Gain/Loss Gain/Loss
Amount Amount
INTEREST EARNED ON USAA AUTO OWNER 1.700% 5/17/21 $1 PV ON 198.3300
6/IJ/LUI
8/15/2018
U
UULUUfWLI 041U.UU IYL/ry V
INTEREST EARNED ON U S TREASURY NT 1.500% 8/15/20 $1 PV ON
9128282Q2 1458000.0000 SHARES DUE 8/15/2018
-
- - -
- -
- IVOd.3
- 10,935.00
-
-
-
-
-
-
-
-
-
-
-
8/16/2018
INTEREST EARNED ON F H L M C M T N 2.375% 2/16/21 $1 PV ON 510000.0000
3137EAEL9 SHARES DUE 8/16/2018
-
- - -
- 6,056.25
-
8/16/2018
8/16/2018
8/16/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
6,056.25
1.00 - -
- (6,056.25)
6,056.25
-
8/20/2018
INTEREST EARNED ON BMW VEHICLE LEASE 2.070 % 10/20/20 $1 PV ON 172.5000
05584PAD9 SHARES DUE 8/20/2018 $0.00173/PV ON 100,000.00 PV DUE 8/20/18
-
- - -
- 172.50
-
8/20/2018
8/20/2018
8/20/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
10,443.25
1.00 - -
- (10,443.25)
10,443.25
-
8/20/2018
INTEREST EARNED ON HONDA AUTO 1.790 % 9/20/21 $1 PV ON 223.7500
43814PAC4 SHARES DUE 8/18/2018 $0.00149/PV ON 150,000.00 PV DUE 8/18/18
-
- - -
- 223.75
-
-
8/20/2018
AMORTIZED PREMIUM ON STATE STREET CORP 2.550% 8/18/20 CURRENT YEAR
857477AS2 AMORTIZATION
-
- - -
- -
1,502.93
-
-
8/20/2018
INTEREST EARNED ON STATE STREET CORP 2.550% 8/18/20 $1 PV ON
857477AS2 788000.0000 SHARES DUE 8/18/2018
-
-
- - -
- - -
- 10,047.00
- 472.22
-
-
-
-
-
8/21/2018
8/21/2018
3130ADN32 RECEIVED ACCRUED INTEREST ON SALE OF F H L B DEB 2.125% 2/11/20
8/21/2018
8/20/2018
8/21/2018
SOLD PAR VALUE OF F H L B DEB 2.125 % 2/11/20 /J.P. MORGAN SECURITIES
3130ADN32 LLC/800,000 PAR VALUE AT 99.34 %
(800,000.00)
0.99 - -
- 794,720.00
(798,536.00)
(3,816.00)
-
8/21/2018
8/21/2018
8/21/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(170,291.63)
1.00 - -
- 170,291.63
(170,291.63)
-
-
8/21/2018
8/21/2018
8/21/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
162,937.65
1.00 - -
- (162,937.65)
162,937.65
-
-
8/21/2018
8/21/2018
9128284W7 PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.750% 8/15/21
-
- - -
- (358.70)
-
-
-
8/21/2018
8/20/2018
8/21/2018
PURCHASED PAR VALUE OF U S TREASURY NT 2.750% 8/15/21 /J.P. MORGAN
9128284W7 SECURITIES LLC/800,000 PAR VALUE AT 100.2734375 %
800,000.00
1.00 - -
- (802,187.50)
802,187.50
-
-
8/22/2018
8/22/2018
3130ACE26 RECEIVED ACCRUED INTEREST ON SALE OF F H L B 1.375 % 9/28/20
-
- - -
- 1,980.00
-
-
-
8/22/2018
8/21/2018
8/22/2018
SOLD PAR VALUE OF F H L B 1.375% 9/28/20 /DEUTSCHE BANK
3130ACE26 SECURITIES, INC./360,000 PAR VALUE AT 97.426003 %
(360,000.00)
0.97 - -
- 350,733.61
(358,844.40)
(8,110.79)
-
8/22/2018
8/22/2018
8/22/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
154,605.13
1.00 - -
- (154,605.13)
154,605.13
-
-
8/22/2018
8/22/2018
8/22/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(162,937.65)
1.00 - -
- 162,937.65
(162,937.65)
-
-
8/22/2018
8/22/2018
9128284W7 PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.750% 8/15/21
-
- - -
- (188.32)
-
-
-
8/22/2018
8/21/2018
8/22/2018
PURCHASED PAR VALUE OF U S TREASURY NT 2.750% 8/15/21 /NATW EST
9128284W7 MKTS SECS/FIXED INCOME/360,000 PAR VALUE AT 100.23828056 %
360,000.00
1.00 - -
- (360,857.81)
360,857.81
-
-
8/23/2018
INTEREST EARNED ON APPLE INC 2.250% 2/23/21 $1 PV ON 500000.0000
037833BS8 SHARES DUE 8/23/2018
-
- - -
- 5,625.00
-
-
-
8/23/2018
8/23/2018
8/23/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
5,625.00
1.00 - -
- (5,625.00)
5,625.00
-
-
8/24/2018
INTEREST EARNED ON F F C B DEB 2.079% 8/24/20 $1 PV ON 130000.0000
3133EHVR1 SHARES DUE 8/24/2018
-
- - -
- 232.73
-
-
-
8/24/2018
8/24/2018
8/24/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
501,559.19
1.00 - -
- (501,559.19)
501,559.19
-
-
8/24/2018
8/24/2018
68389XAQ8 RECEIVED ACCRUED INTEREST ON SALE OF ORACLE CORP 2.375% 1/15/19
-
- - -
- 1,286.46
-
-
-
8/24/2018
8/22/2018
8/24/2018
SOLD PAR VALUE OF ORACLE CORP 2.375% 1/15/19 /MARKETAXESS
68389XAQ8 CORP/500,000 PAR VALUE AT 100.008 %
(500,000.00)
1.00 - -
- 500,040.00
(501,608.39)
-
(1,568.39)
8/24/2018
AMORTIZED PREMIUM ON ORACLE CORP 2.375% 1/15/19 CURRENT YEAR
68389XAQ8 AMORTIZATION
-
- - -
- -
(451.33)
-
-
8/27/2018
TRUST FEES COLLECTED CHARGED FOR PERIOD 07/01/2018 THRU 07/31/2018
COLLECTED BY DISBURSEMENT
-
- - -
- (531.58)
-
-
-
8/27/2018
8/25/2018
8/27/2018
05582QAD9 PAID DOWN PAR VALUE OF BMW VEHICLE OWNER 1.160% 11/25/20
(32,920.50)
- - -
- 32,920.50
(32,920.35)
-
0.15
8/27/2018
INTEREST EARNED ON BMW VEHICLE OWNER 1.160% 11/25/20 $1 PV ON
05582QAD9 339.3700 SHARES DUE 8/25/2018 $0.00097/PV ON 351,070.34 PV DUE 8/25/18
-
- - -
- 339.37
-
-
8/27/2018
8/27/2018
3130ADUJ9 RECEIVED ACCRUED INTEREST ON SALE OF F H L B DEB 2.375% 3/30/20
-
- - -
- 9,878.02
-
-
-
8/27/2018
8/23/2018
8/27/2018
SOLD PAR VALUE OF F H L B DEB 2.375% 3/30/20 /CITIGROUP GLOBAL
3130ADUJ9 MARKETS INC./930,000 PAR VALUE AT 99.653 %
(930,000.00)
1.00 - -
- 926,772.90
(929,832.60)
(3,059.70)
-
8/27/2018
INTEREST EARNED ON F F C B DEB 2.06363% 6/25/20 $1 PV ON 510000.0000
3133EHRZ8 SHARES DUE 8/25/2018
-
- - -
- 906.28
-
-
-
8/27/2018
8/22/2018
8/27/2018
PURCHASED PAR VALUE OF F H L M C M T N 2.900% 8/27/21 /CITIGROUP
3134GSWC5 GLOBAL MARKETS INC./510,000 PAR VALUE AT 100 %
510,000.00
1.00 - -
- (510,000.00)
510,000.00
-
-
8/27/2018
8/25/2018
8/27/2018
3136AMTM1 PAID DOWN PAR VALUE OF F N M A GTD REMIC 1.858% 9/25/18
(6,021.61)
- - -
- 6,021.61
(6,020.07)
-
1.54
8/27/2018
INTEREST EARNED ON F N M A GTD REMIC 1.858% 9/25/18 $1 PV ON 25.2600
3136AMTM1 SHARES DUE 8/25/2018 $0.00198/PV ON 12,783.84 PV DUE 8/25/18
-
- - -
- 25.26
-
8/27/2018
8/25/2018
8/27/2018
PAID DOWN PAR VALUE OF F N M A GTD REMIC 3.560% 9/25/21 8/25/18 PRIN AND
3136B1XP4 INT PYMT
(6,285.97
85.43 - -
- 6,285.97
113.27
-
8/27/2018
INTEREST EARNED ON F N M A GTD REMIC 3.560% 9/25/21 $1 PV ON 652.6700
3136B1XP4 SHARES DUE 8/25/2018 $0.00297/PV ON 220,000.00 PV DUE 8/25/18
- - -
- 652.67
199.24
-
8/27/2018
AMORTIZED PREMIUM ON F N M A GTD REMIC 3.560% 9/25/21 CURRENT YEAR
3136B1XP4 AMORTIZATION
-
- - -
- -
109.05)
-
-
8/27/2018
INTEREST EARNED ON F N M A GTD REMIC 3.560% 9/25/21 $1 PV ON
3
3137BNN26 PAID DOWN PAR VALUE OF F H L M C MLTCL MTG 1.780% 7/25/19
-
(3,083.93)
- - -
- - -
-
- 3,083.93
-
(3,092.62)
-
-
(8.69)
8/27/2018
AMORTIZED PREMIUM ON F H L M C MLTCL MTG 1.780% 7/25/19 CURRENT YEAR
3137BNN26 AMORTIZATION
-
- - -
- -
(14.23)
-
-
8/27/2018
INTEREST EARNED ON F H L M C MLTCL MTG 1.780% 7/25/19 $1 PV ON 80.7500
3137BNN26 SHARES DUE 8/25/2018 $0.00148/PV ON 54,439.70 PV DUE 8/25/18
-
- - -
- 80.75
-
-
-
8/27/2018
INTEREST EARNED ON F H L M C MLTCL MTG 1.376% 10/25/20 $1 PV ON 155.1700
3137BPCF4 SHARES DUE 8/25/2018 $0.00115/PV ON 135,322.47 PV DUE 8/25/18
-
- - -
- 155.17
-
-
-
31
Page 28 of 32
15111Pr
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415
Transaction
Settlement
Name: RIVERSIDE COUNTY TRANS COMM
Miscellaneous
Federal Tax Cost
Short Term
Gain/Loss
Long Term
Gain/Loss
8/27/2018
8/25/2018
8/27/2018
3137BPCF4
PAID DOWN PAR VALUE OF F H L M C MLTCL MTG 1.376 % 10/25/20
(50,296.29)
- - -
- 50,296.29
(50,295.89)
60,577.04
-
0.40
8/27/2018
8/27/2018
8/27/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
60,577.04
1.00 - -
- (60,577.04)
-
-
8/27/2018
8/27/2018
8/27/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
466,332.36
1.00 - -
- (466,332.36)
466,332.36
-
-
8/28/2018
8/22/2018
8/28/2018
06050TMH2
PURCHASED PAR VALUE OF BANK OF AMERICA NA 25.6138 % 8/28/20 /MLPFS
INC/FIXED INCOME/410,000 PAR VALUE AT 100 %
410,000.00
1.00 - -
- (410,000.00)
410,000.00
-
-
8/28/2018
3135GOT29
INTEREST EARNED ON F N M A DEB 1.500 % 2/28/20 $1 PV ON 300000.0000
SHARES DUE 8/28/2018
-
- - -
- 2,250.00
-
-
-
8/28/2018
8/28/2018
8/28/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(407,750.00)
1.00 - -
- 407,750.00
(407,750.00)
-
-
8/31/2018
8/31/2018
8/31/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(716,315.63)
1.00 - -
716,315.63
(716,315.63)
-
-
8/31/2018
9128283Y4
AMORTIZED PREMIUM ON U S TREASURY NT 2.250 % 2/29/20 CURRENT YEAR
AMORTIZATION
- -
- -
(4.56)
-
-
8/31/2018
9128283Y4
INTEREST EARNED ON U S TREASURY NT 2.250 % 2/29/20 $1 PV ON
265000.0000 SHARES DUE 8/31/2018
-
- - -
- 2,981.25
-
-
-
8/31/2018
8/29/2018
8/31/2018
9128284Y3
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 8/31/20 M.P. MORGAN
SECURITIES LLC/720,000 PAR VALUE AT 99.90234444 %
720,000.00
1.00 - -
- (719,296.88)
719,296.88
-
-
9/4/2018
13063BFS6
AMORTIZED PREMIUM ON CALIFORNIA ST BUILD 6.650 % 3/01/22 CURRENT YEAR
AMORTIZATION
-
- - -
- -
(7,709.84)
-
-
9/4/2018
13063BFS6
INTEREST EARNED ON CALIFORNIA ST BUILD 6.650% 3/01/22 $1 PV ON
425000.0000 SHARES DUE 9/1/2018
-
- - -
- 14,131.25
-
-
-
9/4/2018
166764AU4
AMORTIZED PREMIUM ON CHEVRON CORP 2.91461 % 3/03/22 CURRENT YEAR
AMORTIZATION
-
- - -
- -
(296.74)
-
-
9/4/2018
166764AU4
INTEREST EARNED ON CHEVRON CORP 2.91461% 3/03/22 $1 PV ON
500000.0000 SHARES DUE 9/3/2018
-
- - -
- 3,643.26
-
-
-
9/4/2018
30231GAV4
INTEREST EARNED ON EXXON MOBIL 2.222 % 3/01/21 $1 PV ON 500000.0000
SHARES DUE 9/1/2018
-
- - -
- 5,555.00
-
-
-
9/4/2018
3133EHTJ2
INTEREST EARNED ON F F C B DEB 2.1515% 8/01/22 $1 PV ON 230000.0000
SHARES DUE 9/1/2018
-
- - -
- 426.12
-
-
-
9/4/2018
9/4/2018
9/4/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
38,445.43
1.00 - -
- (38,445.43)
38,445.43
-
-
9/4/2018
31846V203
INTEREST EARNED ON FIRST AM GOVT OB FD CL Y UNIT ON 0.0000 SHARES DUE
8/31/2018 INTEREST FROM 8/1/18 TO 8/31/18
-
- - -
- 416.20
-
9/4/2018
45750TAG8
•
AMORTIZED PREMIUM ON INLAND VLY CA DEV 3.627% 3/01/20 CURRENT YEAR
AMORTIZATION
-
- - -
-
413.73
9/4/2018
45750TAG8
INTEREST EARNED ON INLAND VLY CA DEV 3.627 % 3/01/20 $1 PV ON
230000.0000 SHARES DUE 9/1/2018
-
- - -
- 4,171.05
9/4/2018
54465AGK2
INTEREST EARNED ON LOS ANGELES CA 1.125% 9/01/19 $1 PV ON
270000.0000 SHARES DUE 9/1/2018
-
- - -
- 1,518.75
-
-
-
9/4/2018
649791EJ5
AMORTIZED PREMIUM ON NEW YORK ST REF SER 3.600 % 9/01/19 CURRENT
YEAR AMORTIZATION
-
- - -
- -
(4,805.76)
-
-
9/4/2018
649791EJ5
INTEREST EARNED ON NEW YORK ST REF SER 3.600% 9/01/19 $1 PV ON
500000.0000 SHARES DUE 9/1/2018
-
- - -
- 9,000.00
-
-
-
9/5/2018
9/5/2018
9/5/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y Me
(103,078.52)
1.00 - -
- 103,078.52
(103,078.52)
-
-
9/5/2018
9/5/2018
9/5/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
118,844.72
1.00 - -
- (118,844.72)
118,844.72
-
-
9/5/2018
9/5/2018
9128284W7
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.750 % 8/15/21
-
- - -
(816.03)
` -
-
-
9/5/2018
9/4/2018
9/5/2018
9128284W7
PURCHASED PAR VALUE OF U S TREASURY NT 2.750 % 8/15/21 /BMO CAPITAL
MARKETS CORP/BONDS/520,000 PAR VALUE AT 100.078125 %
520,000.00
1.00
520,406.25
520,406.25
9/5/2018
9/5/2018
9128284Y3
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625% 8/31/20
-
- - -
- (561.98)
-
9/5/2018
9/4/2018
9/5/2018
9128284Y3
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 8/31/20 /CITIGROUP
GLOBAL MARKETS INC./1,550,000 PAR VALUE AT 99.94921871 %
1,550,000.00
1.00 - -
- (1,549,212.89)
1,549,212.89
-
-
9/5/2018
9/5/2018
912828F62
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.500 %
10/31/19
-
�-
10,956.52
9/5/2018
9/4/2018
9/5/2018
912828F62
SOLD PAR VALUE OF U S TREASURY NT 1.500 % 10/31/19 /BMO CAPITAL
MARKETS CORP./2,100,000 PAR VALUE AT 98.828125 %
2,100,000.00)
0.99 - -
- 2,075,390.63
2,095,532.58)
20,141.95
-
9/6/2018
3133EHXH1
INTEREST EARNED ON F F C B 2.16019% 9/06/22 $1 PV ON 260000.0000
SHARES DUE 9/6/2018
483.64
-
9/6/2018
9/6/2018
9/6/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
243,719.09
1.00 - -
- (243,719.09)
243,719.09
9/6/2018
9/6/2018
9/4/2018
9/6/2018
9/6/2018
717081DL4
717081DL4
RECEIVED ACCRUED INTEREST ON SALE OF PFIZER INC 2.100% 5/15/19
=-
- - -
- 1,618.75
-
-
SOLD PAR VALUE OF PFIZER INC 2.100 % 5/15/19 /CREDIT SUISSE
SECURITIES (USA)/250,000 PAR VALUE AT 99.719 %
250,000.00
1.00 - -
- 249,297.50
250,759.75
-
1,462.25
9/6/2018
717081DL4
AMORTIZED PREMIUM ON PFIZER INC 2.100 % 5/15/19 CURRENT YEAR
AMORTIZATION
-
- - -
- -
339.34
-
9/6/2018
9/6/2018
9128283H1
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.750 %
11/30/19
-
- - -
- 7,239.55
-
-
9/6/2018
9/5/2018
9/6/2018
9128283H1
SOLD PAR VALUE OF U S TREASURY NT 1.750% 11/30/19 /CITIGROUP GLOBAL
MARKETS INC./XOTC 1,545,000 PAR VALUE AT 99.034821 %
(1,545,000.00)
0.99 - -
- 1,530,087.98
(1,542,887.70)
(12,799.72)
.
9/6/2018
9/6/2018
9128284Y3
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625% 8/31/20
-
- - -
- (672.20)
-
-
9/6/2018
9/5/2018
9/6/2018
9128284Y3
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 8/31/20 /NATWEST
MKTS SECS/FIXED INCOME/1,545,000 PAR VALUE AT 99.95703107 %
1,545,000.00
1.00 - -
- (1,544,336.13)
1,544,336.13
-
.
9/7/2018
9/7/2018
9/7/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(249,662.50)
1.00 - -
- 249,662.50
(249,662.50)
-
9/7/2018
9/4/2018
9/7/2018
717081EM1
PURCHASED PAR VALUE OF PFIZER INC 3.000% 9/15/21 /CREDIT SUISSE
SECURITIES (USA)/250,000 PAR VALUE AT 99.865 %
250,000.00
1.00 - -
- (249,662.50)
249,662.50
-
9/11/2018
9/11/2018
191216BT6
RECEIVED ACCRUED INTEREST ON SALE OF COCA COLA CO THE 1.875%
10/27/20
-
- - -
- 3,489.58
-
-
-
32
Page 29 of 32
15111Pr
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415
Transaction Settlement
Date Trade Date Date
Name: RIVERSIDE COUNTY TRANS COMM
CUSIP Description
Units
Price
Miscellaneous
Commissions SEC Fees Fees
Net Cash Amount Amount
Short Term Long Term
Federal Tax Cost Gain/Loss Gain/Loss
Amount Amount
SOLD PAR VALUE OF COCA COLA CO THE 1.875 % 10/27/20 /GOLDMAN SACHS &
9/11/2018
9/7/2018
9/11/2018
191216BT6 CO. LLC/XOTC 500,000 PAR VALUE AT 97.882 %
(500,000.00)
0.98 - -
- 489,410.00
(500,143.32)
-
(10,733.32)
9/11/2018
AMORTIZED PREMIUM ON COCA COLA CO THE 1.875 % 10/27/20 CURRENT YEAR
191216BT6 AMORTIZATION
-
- - -
- -
(29.33)
-
-
9/11/2018
INTEREST EARNED ON F F C B 2.07731 % 12/11/20 $1 PV ON 510000.0000
3133EH2J1 SHARES DUE 9/11/2018
-
- - -
- 912.29
-
-
-
9/11/2018
9/11/2018
3135GON33 RECEIVED ACCRUED INTEREST ON SALE OF F N M A 0.875 % 8/02/19
-
- - -
- 502.40
-
-
-
9/11/2018
9/10/2018
9/11/2018
SOLD PAR VALUE OF F N M A 0.875 % 8/02/19 /MORGAN STANLEY & CO.
3135GON33 LLC/530,000 PAR VALUE AT 98.551 %
(530,000.00)
0.99 - -
- 522,320.30
(529,109.60)
-
(6,789.30)
9/11/2018
9/11/2018
9/11/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
442,731.48
1.00 - -
- (442,731.48)
442,731.48
-
-
9/11/2018
9/11/2018
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 1.750%
9128283H1 11/30/19
-
- - -
- 4,801.74
9/11/2018
9/7/2018
9/11/2018
SOLD PAR VALUE OF U S TREASURY NT 1.750% 11/30/19 /NATWEST MARKETS
9128283H1 SECURITIES INC/975,000 PAR VALUE AT 98.992188 %
975,000.00
0.99
965,173.83
973,666.99
8,493.16
9/11/2018
9/11/2018
9128284Y3 PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625% 8/31/20
(1,232.37)
9/11/2018
9/7/2018
9/11/2018
PURCHASED PAR VALUE OF U S TREASURY NT 2.625 % 8/31/20 /MLPFS
9128284Y3 INC/FIXED INCOME/1,545,000 PAR VALUE AT 99.84765631 %
1,545,000.00
1.00 - -
- (1,542,646.29)
1,542,646.29
-
-
9/12/2018
9/12/2018
191216BV1 RECEIVED ACCRUED INTEREST ON SALE OF COCA COLA CO 1.375 % 5/30/19
-
- - -
- 973.96
-
9/12/2018
9/10/2018
9/12/2018
SOLD PAR VALUE OF COCA COLA CO 1.375% 5/30/19 /MILLENNIUM
191216BV1 ADVISORS, LLC/250,000 PAR VALUE AT 99.215 %
(250,000.00)
0.99 - -
- 248,037.50
(249,825.00)
-
1,787.50
9/12/2018
9/12/2018
9/12/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(243,044.37)
1.00 - -
- 243,044.37
(243,044.37)
-
9/12/2018
9/12/2018
PAID ACCRUED INTEREST ON PURCHASE OF WALMART STORES INC 1.900 %
931142EA7 12/15/20
-
- - -
- (2,295.83)
-
-
9/12/2018
9/10/2018
9/12/2018
PURCHASED PAR VALUE OF WALMART STORES INC 1.900 % 12/15/20 /US
931142EA7 BANCORP INVESTMENTS INC./500,000 PAR VALUE AT 97.952 %
500,000.00
0.98 - -
- (489,760.00)
489,760.00
9/13/2018
INTEREST EARNED ON F F C B DEB 2.14731 % 7/13/22 $1 PV ON 310000.0000
3133EHRD7 SHARES DUE 9/13/2018
-
- - -
- 573.21
-
-
9/13/2018
9/13/2018
9/13/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y M.
(254,501.29)
1.00 - -
- 254,501.29
(254,501.29)
-
9/13/2018
9/13/2018
9128284W7 PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.750% 8/15/21
-
- - -
- (552.62)
-
-
9/13/2018
9/11/2018
9/13/2018
PURCHASED PAR VALUE OF U S TREASURY NT 2.750% 8/15/21 /NATWEST
9128284W7 MKTS SECS/FIXED INCOME/255,000 PAR VALUE AT 99.81250196 %
255,000.00
1.00 - -
- (254,521.88)
254,521.88
-
9/14/2018
9/14/2018
9/14/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
72,152.38
1.00 - -
- (72,152.38)
72,152.38
9/14/2018
9/14/2018
9/14/2018
31846V203 SOLD UNITS OF FIRST AM GOVT OB FD CL Y
(58,087.13)
250,000.00
1.00 - -
1.00 - -
- 58,087.13
(58,087.13)
9/14/2018
9/11/2018
9/14/2018
PURCHASED PAR VALUE OF 3M COMPANY MTN 3.000 % 9/14/21 /CITIGROUP
88579YBA8 GLOBAL MARKETS INC./250,000 PAR VALUE AT 99.795 %
- (249,487.50)
249,487.50
9/14/2018
9/14/2018
9128283Y4 RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 2.250% 2/29/20
-
- - -
- 230.59
-
9/14/2018
9/13/2018
9/14/2018
SOLD PAR VALUE OF U S TREASURY NT 2.250% 2/29/20 /BMO CAPITAL
9128283Y4 MARKETS CORP./265,000 PAR VALUE AT 99.366853 %
265,000.00
0.99 - -
- 263,322.16
265,014.54
1,692.38
-
9/14/2018
AMORTIZED PREMIUM ON U S TREASURY NT 2.250% 2/29/20 CURRENT YEAR
9128283Y4 AMORTIZATION
-
1.60
9/17/2018
INTEREST EARNED ON AMERICAN EXPRESS 1.640% 12/15/21 $1 PV ON
02582JHG8 420000.0000 SHARES DUE 9/15/2018
-
- - -
-
- 574.00
- -
-
1,019.89
-
-
-
9/17/2018
AMORTIZED PREMIUM ON AUTOMATIC DATA 2.250% 9/15/20 CURRENT YEAR
053015AD5 AMORTIZATION
9/17/2018
INTEREST EARNED ON AUTOMATIC DATA 2.250% 9/15/20 $1 PV ON
053015AD5 450000.0000 SHARES DUE 9/15/2018
-
- - -
- 5,062.50
-
-
9/17/2018
INTEREST EARNED ON BERKSHIRE HATHAWAY 2.200% 3/15/21 $1 PV ON
084670BQ0 471000.0000 SHARES DUE 9/15/2018
-
- - -
- 5,181.00
-
-
-
9/17/2018
AMORTIZED PREMIUM ON CHASE ISSUANCE TRUST 1.370% 6/15/21 CURRENT
161571HC1 YEAR AMORTIZATION
-
- - -
- -
(2.76)
-
-
9/17/2018
INTEREST EARNED ON CHASE ISSUANCE TRUST 1.370% 6/15/21 $1 PV ON
161571HC1 750000.0000 SHARES DUE 9/15/2018 PP--
- - -
- 856.25
-
-
-
9/17/2018
9/17/2018
9/17/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
36,980.10
1.00 - -
- (36,980.10)
36,980.10
-
-
9/17/2018
9/17/2018
9/17/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
1,430.25
1.00 - -
- (1,430.25)
1,430.25
-
-
9/17/2018
INTEREST EARNED ON JOHN DEERE OWNER 1.780% 4/15/21 $1 PV ON 459.8300
47787XAC1 SHARES DUE 9/15/2018 $0.00148/PV ON 310,000.00 PV DUE 9/15/18
-
- - -
- 459.83
-
-
-
9/17/2018
r INTEREST EARNED ON MERCEDES BENZ AUTO 1.790% 4/15/20 $1 PV ON
58769DAD2 551.9200 SHARES DUE 9/15/2018 $0.00149/PV ON 370,000.00 PV DUE 9/15/18
-
- - -
- 551.92
-
-
-
9/17/2018
INTEREST EARNED ON NISSAN AUTO LEASE 2.050% 9/15/20 $1 PV ON 375.8300
65479BAD2 SHARES DUE 9/15/2018 $0.00171/PV ON 220,000.00 PV DUE 9/15/18
-
- - -
- 375.83
-
-
-
9/17/2018
9/15/2018
9/17/2018
80284TAF2 PAID DOWN PAR VALUE OF SANTANDER DRIVE 1.770% 9/15/20
(23,736.97)
42.73 - -
- 23,736.97
(23,736.81)
-
0.16
9/17/2018
INTEREST EARNED ON SANTANDER DRIVE 1.770% 9/15/20 $1 PV ON 108.9800
80284TAF2 SHARES DUE 9/15/2018 $0.00148/PV ON 73,884.14 PV DUE 9/15/18
-
- - -
- 108.98
-
-
-
9/17/2018
INTEREST EARNED ON TOYOTA AUTO 1.760% 7/15/21 $1 PV ON 762.6700
89190BAD0 SHARES DUE 9/15/2018 $0.00147/PV ON 520,000.00 PV DUE 9/15/18
-
- - -
- 762.67
-
-
-
9/17/2018
INTEREST EARNED ON TOYOTA AUTO 1.730% 2/16/21 $1 PV ON 542.0700
89238MAD0 SHARES DUE 9/15/2018 $0.00144/PV ON 376,000.00 PV DUE 9/15/18
-
- - -
- 542.07
-
-
-
9/17/2018
INTEREST EARNED ON USAA AUTO OWNER 1.700% 5/17/21 $1 PV ON 198.3300
90290AAC1 SHARES DUE 9/15/2018 $0.00142/PV ON 140,000.00 PV DUE 9/15/18
- - -
- 198.33
-
-
-
9/18/2018
9/18/2018
9/18/2018
31846V203 PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
223.75
1.00 -
- (223.75)
223.75
-
-
9/18/2018
INTEREST EARNED ON HONDA AUTO 1.790% 9/20/21 $1 PV ON 223.7500
43814PAC4 SHARES DUE 9/18/2018 $0.00149/PV ON 150,000.00 PV DUE 9/18/18
223.75
33
Page 30 of 32
15111Pr
RIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415
Transaction
Settlement
Name: RIVERSIDE COUNTY TRANS COMM
Miscellaneous
Federal Tax Cost
Short Term
Gain/Loss
Long Term
Gain/Loss
9/19/2018
9/19/2018
3130ABMP8
-
(769,912.61)
-
-
RECEIVED ACCRUED INTEREST ON SALE OF F H L B DEB 2.132 % 6/27/19
-
- - -
- 3,911.34
9/19/2018 9/18/2018
9/19/2018
3130ABMP8
SOLD PAR VALUE OF F H L B DEB 2.132% 6/27/19 /MORGAN STANLEY & CO.
LLC/770,000 PAR VALUE AT 100.0097 %
(770,000.00)
1.00 - -
- 770,074.69
-
162.08
09/19/2018 43362
43362
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
-110,786.4800
1.000000 - -
- 110,786.48
(110,786.48)
-
-
09/19/2018 43362
43362
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
116,147.9600
1.000000 - -
- (116,147.96)
116,147.96
-
-
09/19/2018
43362
9128284Y3
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625% 8/31/20
0.0000
0.000000 - -
- (1,060.88)
-
-
-
09/19/2018 09/18/2018
09/19/2018
-r
9128284Y3
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 8/31/20 /MLPFS INC/FIXED
INCOME/770,000 PAR VALUE AT 99.68359351 %
770,000.0000
0.996836 - -
- (767,563.67)
767,563.67
-
-
09/20/2018
05584PAD9
INTEREST EARNED ON BMW VEHICLE LEASE 2.070% 10/20/20 $1 PV ON 172.5000
SHARES DUE 9/20/2018 $0.00173/PV ON 100,000.00 PV DUE 9/20/18
0.0000
0.000000 - -
- 172.50
-
-
-
09/20/2018
17275RBG6
INTEREST EARNED ON CISCO SYSTEMS INC 1.400 % 9/20/19 $1 PV ON 40000.0000
SHARES DUE 9/20/2018
0.0000
0.000000 - -
- 280.00
-
09/20/2018 09/20/2018
09/20/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
452.5000
1.000000 - -
- (452.50)
452.50
09/21/2018
09/21/2018
3133EJJD2
3133EJJD2
RECEIVED ACCRUED INTEREST ON SALE OF F F C B DEB 2.540% 4/05/21
0.0000
0.000000 - -
0.990930 - -
- 5,973.23
- 505,374.30
-
S10,001.40)
4,627.10
-
09/21/2018 09/20/2018
09/21/2018
SOLD PAR VALUE OF F F C B DEB 2.540% 4/05/21 /HSBC SECURTTIES (USA) FXD
INC/510,000 PAR VALUE AT 99.093%
-510,000.0000
09/21/2018
3133EJJD2
AMORTIZED PREMIUM ON F F C B DEB 2.540% 4/05/21 CURRENT YEAR
AMORTIZATION
0.0000
0.000000 - -
- -
1 (3.70)
-
09/21/2018
09/21/2018
3137EAEK1
RECEIVED ACCRUED INTEREST ON SALE OF F H L M C M T N 1.875% 11/17/20
0.0000
0.000000 - -
- 3,552.08
-
-
-
09/21/2018 09/20/2018
09/21/2018
3137EAEK1
SOLD PAR VALUE OF F H L M C M T N 1.875% 1 I/17/20 /MORGAN STANLEY & CO.
LLC/550,000 PAR VALUE AT 97.986 %
-550,000.0000
0.979860 - -
- 538,923.00
(549,472.00)
(10,549.00)
-
09/21/2018 09/21/2018
09/21/2018
31846V203
SOLD UNITS OF FIRST AM GOVT OB FD CL Y
-3,283.3200
1.000000 - -
- 3,283.32
(3,283.32)
-
-
09/21/2018
09/21/2018
9128284Y3
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.625% 8/31/20
0.0000
0.000000 - -
- (837.53)
-
-
-
09/21/2018 09/20/2018
09/21/2018
9128284Y3
PURCHASED PAR VALUE OF U S TREASURY NT 2.625% 8/31/20 /MLPFS INC/FIXED
INCOME/550,000 PAR VALUE AT 99.65234364 %
550,000.0000
0.996523 - -
- (548,087.89)
548,087.89
-
-
09/21/2018
09/21/2018
9128285A4
PAID ACCRUED INTEREST ON PURCHASE OF U S TREASURY NT 2.750% 9/15/21
0.0000
0.000000 - -
- (232.46)
-
-
-
09/21/2018 09/20/2018
09/21/2018
9128285A4
PURCHASED PAR VALUE OF U S TREASURY NT 2.750% 9/15/21 /MLPFS INC/FIXED
INCOME/510,000 PAR VALUE AT 99.59765686%
510,000.0000
0.995977 - -
- (507,948.05)
507,948.05
-
-
09/24/2018
3133EHVR1
INTEREST EARNED ON F F C B DEB 2.076% 8/24/20 $1 PV ON 130000.0000 SHARES
DUE 9/24/2018
0.0000
0.000000 - -
- 232.40
-
-
-
09/24/2018 09/24/2018
09/24/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
6,480.2500
1.000000 - -
- (6,480.25)
6,480.25
-
-
09/24/2018
48I25LRJ3
AMORTIZED PREMIUM ON JP MORGAN MTN 2.92506% 9/23/19 CURRENT YEAR
AMORTIZATION
0.0000
0.000000 - -
- -
(905.68)
-
-
09/24/2018
48I25LRJ3
INTEREST EARNED ON JP MORGAN MTN 2.92506% 9/23/19 $1 PV ON 845000.0000
SHARES DUE 9/24/2018
0.0000
0.000000 - -
- 6,247.85
-
-
-
09/25/2018
TRUST FEES COLLECTED CHARGED FOR PERIOD 08/01/2018 THRU 08/31/2018
COLLECTED BY DISBURSEMENT
0.0000
0.000000
(533.28)
09/25/2018 09/25/2018
09/25/2018
05582QAD9
PAID DOWN PAR VALUE OF BMW VEHICLE OWNER 1.I60% 11/25/20
-30,582.7300
0.000000
30,582.73
(30,582.59)
0.14
09/25/2018
05582QAD9
INTEREST EARNED ON BMW VEHICLE OWNER 1.160% 11/25/20 $1 PV ON 307.5400
SHARES DUE 9/25/2018 $0.00097/PV ON 318,149.84 PV DUE 9/25/18
0.0000
0.000000 - -
- 307.54
-
09/25/2018
3133EHRZ8
INTEREST EARNED ON F F C B DEB 2.06475% 6/25/20 $ l PV ON 510000.0000 SHARES
DUE 9/25/2018
0.0000
0.000000 - -
- 906.77
-
-
-
09/25/2018 09/25/2018
09/25/2018
3136AMTM1
PAID DOWN PAR VALUE OF F NM A GTD REMIC 1.858% 9/25/18
-6,762.2300
7,691.397842 - -
- 6,762.23
(6,760.49)
-
1.74
09/25/2018
INTEREST EARNED ON F N M A GTD REMIC 1.858 % 9/25/18 $1 PV ON 13.3500 SHARES
3136AMTM1 DUE 9/25/2018 $0.00197/PV ON 6,762.23 PV DUE 9/25/18
0.0000
0.000000 - -
- 13.35
-
-
-
09/25/2018 09/25/2018
09/25/2018
3136E IXP4
PAID DOWN PAR VALUE OF F NM A GTD REMIC 3.560% 9/25/21
-6,011.7800
0.000000 - -
- 6,011.78
(6, I17.13)
(105.35)
-
09/25/2018
3136B1XP4
AMORTIZED PREMIUM ON F N M A GTD REMIC 3.560% 9/25/21 CURRENT YEAR
AMORTIZATION
0.0000
0.000000 - -
- -
(105.93)
-
-
09/25/2018
3136B1XP4
INTEREST EARNED ON F N M A GTD REMIC 3.560% 9/25/21 $1 PV ON 634.0200
SHARES DUE 9/25/2018 $0.00297/PV ON 213,714.03 PV DUE 9/25/18
0.0000
0.000000 - -
- 634.02
-
-
-
09/25/2018
3136B1XP4
INTEREST EARNED ON F N M A GTD REMIC 3.560% 9/25/21 $1 PV ON 213714.0300
SHARES DUE 9/25/2018
0.0000
0.000000 - -
- 11.45
-
-
-
09/25/2018 09/25/2018
09/25/2018
3137BNN26
PAID DOWN PAR VALUE OF F H L M C MLTCL MTG 1.780% 7/25/19
-20,278.4400
0.000000 - -
- 20,278.44
(20,330.25)
-
(51.81)
09/25/2018
3137BNN26
AMORTIZED PREMIUM ON F H L M C MLTCL MTG 1.780% 7/25/19 CURRENT YEAR
AMORTIZATION
0.0000
0.000000 - -
- -
(13.42)
-
-
09/25/2018
3137BNN26
INTEREST EARNED ON F H L M C MLTCL MTG 1.780% 7/25/19 $ I PV ON 76.1800
SHARES DUE 9/25/2018 $0.00148/PV ON 51,355.77 PV DUE 9/25/18
0.0000
0.000000 - -
- 76.18
-
-
-
09/25/2018 09/25/2018
09/25/2018
3137BPCF4
PAID DOWN PAR VALUE OF F H L M C MLTCL MTG 1.376% 10/25/20
-22,086.0800
0.000000 - -
22,086.08
(22,085.90)
-
0.18
e
09/25/2018
3137BPCF4
INTEREST EARNED ON F H L M C MLTCL MTG 1.376% 10/25/20 $ I PV ON 97.5000
SHARES DUE 9/25/2018 $0.00115/PV ON 85,026.18 PV DUE 9/25/18
0.0000
0.000000 - -
97.50
-
-
-
09/25/2018 09/25/2018
09/25/2018
3137FGZN8
PAID DOWN PAR VALUE OF F H L M C MLTCL 3.19393% 2/25/23
-4,499.7800
0.000000 - -
- 4,499.78
(4,499.78)
-
-
09/25/2018
3137FGZN8
INTEREST EARNED ON F H L M C MLTCL 3.19393% 2/25/23 $1 PV ON 638.7900 SHARES
DUE 9/25/2018 $0.00266/PV ON 240,000.00 PV DUE 9/25/18
0.0000
0.000000 - -
- 638.79
-
-
-
09/25/2018 09/25/2018
09/25/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
6,787.0300
1.000000 - -
- (6,787.03)
6,787.03
-
-
09/25/2018 09/25/2018
09/25/2018
31846V203
PURCHASED UNJJS OF FIRST AM GOVT OB FD CL Y
85,586.3300
1.000000 - -
- (85,586.33)
85,586.33
-
-
09/26/2018
09/26/2018
3133EJZD4
PAID ACCRUED INTEREST ON PURCHASE OF F F C B DEB 2.960% 9/13/21
0.0000
0.000000 - -
- (277.91)
-
-
-
09/26/2018 09/25/2018
09/26/2018
3133EJZD4
PURCHASED PAR VALUE OF F F C B DEB 2.960% 9/13/21 /NOMURA
SECURTTIES/FIX INCOME/260,000 PAR VALUE AT 99.585 %
260,000.0000
0.995850 - -
- (258,921.00)
258,921.00
-
-
09/26/2018 09/26/2018
09/26/2018
31846V203
PURCHASED UNITS OF FIRST AM GOVT OB FD CL Y
1,022,339.7700
1.000000 - -
- (1,022,339.77)
1,022,339.77
-
09/26/2018
09/26/2018
9128283S7
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 2.000% 1/31/20
0.0000
0.000000 - -
- 805.43
-
-
ea
09/26/2018 09/25/2018
09/26/2018
9128283$7
SOLD PAR VALUE OF U S TREASURY NT 2.000% 1/31/20 /RBC CAPITAL MARKETS,
LLC/260,000 PAR VALUE AT 99.03091538 %
-260,000.0000
0.990309 - -
- 257,480.38
(259,410.94)
(1,930.56)
09/26/2018 ;
09/26/2018
9128283S7
RECEIVED ACCRUED INTEREST ON SALE OF U S TREASURY NT 2.000% 1/31/20
0.0000
0.000000 - -
- 3,190.76
-
-
_
09/26/2018 09/25/2018
09/26/2018
9128283S7
SOLD PAR VALUE OF U S TREASURY NT 2.000% 1/31/20 /BMO CAPITAL MARKETS
CORP./1,030,000 PAR VALUE AT 99.035156 %
-1,030,000.0000
0.990352 - -
- 1,020,062.11
(1,027,666.40)
(7,604.29)
-
34
Page 31 of 32
RIFRIVERSIDE
COUNTY
TRANSPORTATION
COMMISSION
Payden & Rygel Operating Portfolio Transaction Report
Quarter ended September 30, 2018
Account Number: 001050990415 Name: RIVERSIDE COUNTY TRANS COMM
Short Term Long Tenn I
Transaction Settlement Miscellaneous Federal Tax Cost Gain/Loss Gain/Loss
Date Trade Date Date CUSIP Description Units Price Commissions SEC Fees Fees Net Cash Amount Amount Amount Amount
Total
106,963.15 (124,552.94) (22,226.73)
35
Page 32 of 32
ATTACHMENT 17
LoGANCIRCLE
P A R T NERS
A MetLife Affiliate
Riverside County
Transportation Commission
SHORT DURATION FIXED INCOME
November 5, 2018
Logan Circle Partners, L.P. ■ MetLife Investment Management
One MetLife Way ■ Whippany, NJ 07981
36
GLOBAL PRESENCE
➢ Logan Circle Partners, L.P. ("Logan Circle" or "LCP") is a MetLife, Inc. company and is part of MetLife
Investment Management ("MIM"), MetLife Inc.'s Institutional Investment Management Business.
➢ MetLife has 49,000 employees worldwide with offices in more than 40 countries.
•
•
•
Philadelphia
•
r� Whippany
ltegional Investment Offices Additional Investment Offices
LOGANCIRCLE
P A R TNER S
A MetLife Affiliate
37
FIRM HIGHLIGHTS
Business Structure
MetLife
Insurance
LCP Employees
Investment
Management (MIM)
I
Logan Circle Partners
107 Employees
(as of 9/30/2018)
Portfolio Management
10
Research
39
Trading
18
Risk Management / Portfolio Analytics
3
Client Services
16
Legal / Compliance
5
Administration / Operations
16
➢ Logan Circle is dedicated solely to the institutional
marketplace and have $38.8 billions in total assets
under management.
➢ The senior members of our Investment team have
worked together on fixed income portfolios for 20
years.
➢ Suite of fixed income investment strategies includes
broad coverage of both the risk spectrum (Enhanced
Cash to High Yield) and the term structure (Short -
Term to Long Duration).
LCP Institutional Clients
Assets by Client Type'
(Millions as of 9/30/2018)
Corporate
$16,431
Sub -Advisory
$15,452
Public
$3,616
Insurance
$543
Other
$2,777
TOTAL:
$38,818
Based on unaudited estimates and are subject to change. Fee paying assets under management as of 9/30Y18
LOGANCIRCLE
P A R TNERS
A MetLife Affiliate
38
FIXED INCOME TEAM
Fundamental
RESEARCH
Credit
Brian Funk, CFA
Park Benjamin, CFA
Zach Bauer, CFA
Kevin Bowles, CFA
Ian Bowman
RA . o.omberg, 0E5
David Caras, CFA
Jack Chan, CFA
Rick Corbit
Richard Davis, CFA
Joseph Di Carlo, CFA
Stephen Driscoll
Michael Frey
Brent Garrels
Elyse Goldschmidt
Matthew Higgins, CFA
John Jennings, CFA
Leo Keiser, CFA
Brian Kish, CFA
Kevin Kloeblen, CFA
Richard 1 ee
Jack Maine
Christopher Meyer
Hcicnc Mochlmaa, CFA
Scott O'Donnell
Michael Recchiuti
Thomas Sarkis, CFA
Yahyin Shen, CFA
Joel Trujilo
Scott Wancier
Susan young
Short Term Credit
David Wheeler, CFA
Municipal
Sharon Carroll
Joseph Gan kiewicz, CFA
Robert Moore, CFA
Trevor O'Connell, CFA
William Schramm, CFA'
Kimberley Slough'
Structured Products*
Kevin Hendrickson, CFA
John Palphreyrran, CFA
Joseph Watkins
Sovereign
Neev Wanvan
Risk Management
PORTFOLIO MANAGEMENT
Jude Driscoll, CIO
Todd Howard, CFA
Andy Kronschnabel, CFA
Al Leone, CFA
Josh Lofgren, CFA
Peter Mahoney
Scott Moses, CFA
Stephen Mullin, CFA
Scott Pavlak, CFA
Timothy Rabe, CFA
RISK MANAGEMENT 1
PORTFOLIO ANALYTICS
Ryan Dougherty
Jordan Marron, CFA
OirstrucnrodprontrIssndrmrldpaissrialySsime0eVi naseerthsrmitradr.gnasccoartalties
Technical
TRADING
High Grade
Dana Cottrell
Anthony DeMana
Steve Kelly, CFA
Lou Petriello, CFA
High Yield
Tom McClintic
Robb Barrett
Ameera Besspiaa
James Grace
Spencer Tull°
Sovereign
Carrie Biemer, CFA
Mike DeFazio
Chns Magnus
Structured Products*
Kevin Hendrickson, CFA
John Palphreyman, CFA
Joseph Watk ns
Money Markets I Rates
Phillip Tran
Municipal
Vino2,ntDel Vecchio
Kimberley Slough'
William Schramm, CFA'
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
39 3
CREDIT RESEARCH TEAM
Brian Funk, CFA
Managing Director, Head of Credit Research
35 Professionals Covering Corporate and Municipal Credit
Consumer&
Enerav&Basic
Financials
Industrials
Municipals
Telecom, Media&
Utilities &
Healthcare
Materials
Scott O'Donnell
John Jennings, CFA
Joe Gankiewicz, CFA
Technology
Midstream
Ian Bowman
Brent Gerais
Zech Bauer, CFA
Leo Keiser, CFA
Elyse Goldschmidt
Brian Kish, CFA
Kevin Kloeblen, CFA
Yahyin Shen. CFA
Park Benjamin, CFA
Rick Corbit
Stephen Driscoll
Michael Recchiuti
Joel Trujillo
Joseph DI Carlo, CFA
Jack Maine
Helene Moeh!man,
CFA
Rich Davis, CFA
Matthew Higgins, CFA
Richard Lee
Tom Sarkis. CFA
Sharon Carroll
RobertMoore, CFA
Trevor O'Connell, CFA
Kevin Bowles, CFA
David Caras, CFA
Jack Chan, CFA
Chris Meyer
Scott Wancier, CFA
Marc Bromberg. CFA
Michael Frey
Susan Young
Regional Credit Teams
LONDON
CEEMEA Credit
Jean-Luo Eberlln
10 profeomionsle covering EMU.
16 evg_ years experience+
BONG KONG
Axis Credit
Bel Fu
16 proreealonela covering Pals
16 avg. pars assonance+
SANTIAGO
Latin America Credit
Marto Cartes
12 proreaalonsia covering Win Americo
12 eery. years experience+
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
40
MARKET REVIEW
Outlook and Current Themes
➢ GDP - Global growth diverges with the U.S. economy's momentum continuing to be driven by the strong labor market and
stimulative fiscal policy, whose impact is expected to slightly diminish over the next year. Pace of domestic growth will fade in
2019 but will remain in the 2.5% to 3% range, well above the post -crisis average. Business and government spending assume
greater importance in sustaining higher real GDP growth while consumer spending component remains stable. Impact of tariffs,
other trade -related issues and a slowdown in the housing market could weigh on the positive growth outlook.
➢ Employment - Unemployment rate expected to drift lower barring a substantial upward move in the labor force participation rate.
U.S. labor market remains historically tight by most indicators. The number of job openings exceeds the amount of job seekers for
the first time, which has translated into higher wages given the shallow job pool of qualified job applicants. The seasonally -
adjusted U.S. Quits Rate has reached 17-year highs, further evidence of employee confidence. Average hourly earnings data
understates strength in weekly earnings growth data for non -supervisory and production workers.
➢ Consumer - Strength of consumer spending sustained by the increased pace of wage growth and low unemployment. Consumer
confidence, which is highly correlated with the stock market, continues to rise, reaching multi -decades highs. U.S. real medium
household income has reached a record level. Should energy prices spike higher or tariffs begin to push prices of consumer
goods up significantly, the pace of spending growth may ease.
➢ Business - Corporate fundamentals continue to benefit from solid economic growth, which has produced stronger revenue
growth, expanded operating margins and generated higher pre-tax earnings. Readings from confidence measures like the NFIB
Small Business Optimism Index and CEO Confidence signal business cycle is likely to extend further. Potential for adverse
outcomes arising from the unfolding trade and tariff actions supports our preference for U.S.-centric issuers. Late -cycle corporate
behavior evident in selected non -financial subsectors as companies ramp up M&A activity and seek to increase shareholder
returns through share buybacks and increased dividend payouts, which supports our more defensive approach in underweighting
or avoiding selected non -financial sub -sectors. Production bottlenecks and supply chain disruptions coupled with selected labor
shortages could pressure operating margins in coming quarters.
➢ U.S. Monetary & Fiscal Policy - Strength in the economy and financial markets as well as firming inflation will enable the Fed to
carry on with its normalization program. The rates market has become more closely aligned with the Fed's dot plot forecast for
rate hikes through the end of 2019. Recent and prospective changes in the makeup of the Fed as well as among member
regional bank presidents is not expected to tilt the hawk/dove balance over the near term. Continued gradual removal of
monetary policy accommodation combined with stimulative fiscal policy remains positive for the U.S. dollar despite forthcoming
growth in federal deficits and looming ramp -up in Treasury issuance.
➢ Inflation - Despite late -summer dip in core CPI, U.S. inflation is expected to remain on a gradual upward path due to mounting
wage pressures, higher energy prices and eventual flow -through impact of tariffs on imported consumer goods. Year -over -year
core PCE has reached the Fed's 2% target. University of Michigan one-year consumer inflation expectations have risen from
2016-2017 levels. Changing costs for shelter, medical and education remain key factors of core service inflation, components
which are not expected to decline.
➢ Residential / Commercial Real Estate - With the inventory of existing homes available for sale remaining at low levels, housing
prices should continue to move higher, albeit at a slower pace. Consumers continue to benefit from rising take home pay via
higher wages and reduced tax rates, although tax law changes create affordability challenges for higher priced homeowners in
those states with higher income and property tax rates. Overall housing starts have slowed, with notable weakness in the multi-
family sector. We do not see this as a reversal of the trend toward rental housing, as current levels of starts are in line with
longer -term averages and vacancies remain near historic lows. With new supply peaking, commercial property vacancy rates
should remain stable for most subsectors although lower quality retail properties may face challenges.
➢ Central Banks / International - Central banks are moving in the direction of less accommodation. The ECB's plan to finally halt
QE at year-end and potentially undertake its first rate hike next summer is a precursor of higher global interest rates. Uncertainty
over Brexit is likely to persist and foster market volatility but its ultimate impact is expected to be minor. Favorable developments
on the trade front in terms of their relationship with the U.S. for North America and South Korea contrast with others such as
China and the E.U. which could lead to adverse outcomes impacting currency valuations or the willingness to hold U.S.
Treasuries. Emerging market volatility experienced in particular by Argentina and Turkey has subsided, stalling contagion into the
broader EM market.
The views presented above are Logan Qrde's and are subject to change over titre. There can be no anti prance that the views expressed above will prone accurate and should not be relied upon as a
reliable indicator of future events.
LOGANCIRCLE
P A R T NE R S
A Met Life Affiliate
41
PORTFOLIO REVIEW — Debt Reserve Fund
Portfolio Characteristics
As of June 30, 2018 Actual Portfolio
Yield to Maturity 2.93%
Duration 3.51 Years
Average Quality (Moodys) Aaa
Portfolio Market Value $17,831,499
As of September 30, 2018 Actual Portfolio
Yield to Maturity 3.14%
Duration 3.39 Years
Average Quality (Moodys) Aaa
Portfolio Market Value $17,842,317
Asset Allocation
RMBS
9%
Portfolio Performance'
3Q 2018 YTD
Since Inception
(8/1/2013)
Total Debt Service Fund (Gross of Fees)
0.06% -0.66% 1.71
Total Debt Service Fund (Net of Fees)
0.04% -0.73% 1.61 %
ICE BofAML U.S. Troasury Index 3-7 Year
-0.23% -1.17% 1.18%
Excess Retum +29 +51 +53
Past Performance is not indicative of fixture results. R fort ante returns for periods greater than one year are annualized. The performance benchmark shown for the Rverside County Debt Reserve Fund is
the ICE BofAINL US TraaRr try 3-7 Year, which is a broad -based index consisting of U.S. Trregglry securities with an outstanding par greater or equal to $25 trillion and a maturity range from three to seven
years, inclusive, reflecting total retum.
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
42
6
PORTFOLIO REVIEW — 2017 Toll Revenue 1-15 Project Fund
Portfolio Characteristics
As of June 30, 2018 Actual Portfolio
Yield to Maturity 2.263/0
Duration 0.55 Years
Average Quality (Mood's) Aa3
Portfolio Market value $80,762,416
As of September 30, 2018 Actual Portfolio
Yield to Maturity 2.42%
Duration 0.45 Years
Average Quality (Moody's) Aa3
Portfolio Market Value $75,772,308
Asset Allocation
cnBs
oP
22%
Portfolio Performance'
Since
3Q2018 YTD Inception
(8/1/2017)
2017 Toll Revenue I-15 Project Fund (Gross of Fees)
0.59% 1.31% 1.50%
2017 Toll Revenue 1-15 Project Fund (Net of Fees)
0.56% 1.24% 1.40%
ICE BofAML U.S. Troasury Index 0-2 Year
0.39% 0.95% 0.93%
FTSE 6-Month Treasury Bill2
0.52%
Fxo ss Rletum vs 0-2 Year
+20
+36 +57
'Past performance is not indicative of future results. The Since Inception performance retums of the portfolio is as of the first full month following the funding date. The performance benchmark shown for the
Rversrde County 115 Express Lanes 2017 Toll Revenue Project Portfolio is the ICE BofAIYL 0-2 Year U.S. Trans toy Index, which is a broad -based index consisting of US. Treasury securities with an
outstanding par greater than or equal to $250 Trillion and a rrdurity range from zero to two years, reflecting total retum.
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
43 7
PORTFOLIO REVIEW — 2013 SR-91 Project Residual
Portfolio Characteristics
Asset Allocation
CMPS
RIVES4%
As of June 30, 2018 Actual Portfolio 4%
Yield to Maturity 2.54%
Duration 1.25 Years
Average Quality (Moodys) Aa2
Portfolio Market Value $6,585,837
CIVBS
Agency RIVES 4%
2% 3%
As of September 30, 2018
Municipal
Actual Portfolio 3%
Yield to Maturity 2.81%
Duration 1.37 Years
Average Quality (Moodys) Aa2
Portfolio Market Value $6,616,646
Money
Markets
1%
Portfolio Performance' 3Q2018
Since Inception
(2/1/2018)
Riverside County 2013 SR 91 Project Residual Fund (Gross of Fees)
0.47% 1.04%
Riverside County 2013 SR 91 Project Residual Fund (Net of Fees)
0.44% 0.97%
ICE BofAML U.S. Tronalry Index 1-3 Year
0.19% 0.58%
Lxc:Pqs Retum
+28 +46
'Past perforrrance is not indicative of future results. Inception date 1/4/18. Perfam ance returns are calculated as of the first full month following the funeting date. The performance benchmark shown for the
Rverside Carly 2013 Residual Fund Patfolio is the ICE BofAIvL 1-3 Year US Treasury Index, which is a broad -based index insisting of US Treasury securities with an outstandng par greater than or
equal to $250 million and a maturity range from one to three years, reflecting total retum.
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
44 8
PORTFOLIO REVIEW — 2017 Toll Revenue 1-15 Ramp Up Reserve
Portfolio Characteristics
As of June 30, 2018 Actual Portfolio
Yield to Maturity 2.26%
Duration 1.10 Years
Average Quality (Moodys) Aaa
Portfolio Market Value $7,970,925
As of September 30, 2018 Actual Portfolio
Yield to Maturity 2.73%
Duration 1.41 Years
Average Quality (Moodys) Aaa
Portfolio Market Value $7,995,779
Asset Allocation
CM3S
25%
Agency
6%
Portfolio Performance' 3Q2018
Since Inception
(1/1/2018)
2017 Toll Revenue 1-15 Ramp Up Reserve (Gross of Fees)
0.31% 1.25%
2017 Toll Revenue 1-15 Ramp Up Reserve (Net of Fees)
0.29% 1.18%
ICE BofAIVL U.S. Troa.,ury Index 1-3 Year
0.19% 0.29%
Excess Retum
+12 +96
'Past performance is not indicative of future results. Inception date 12/5117. Performance retums are calculated as of the first full month following the funding date. The perforance benchmark shown for
the Riverside County 115 Express Lanes Toll Revenue Reserve Portfolio is the ICE BofANL 1-3 Year U.S Treasury Index, which is a broad -based index consisting of U.S Treasury securities with an
outstanding par greater than or equal to $250 million and a nalurity range from one to three years, reflecting total retum.
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
45 9
RCTC PORTFOLIOS
2013 SR 91 Reserve and Residual Funds
Portfolio
Beginning
Market value Net Flows
(7/3/2013)
Market Value Change in
(9/30/2018) Market Value
Debt Service Reserve Fund
$17,667,869 ($1,274,770) $17,842,317 +$1,449,218
Portfolio
Beginning
Market value Net Flows
(1/16/2018)
Market Value Change in
(9/30/2018) Market Value
2013 SR 91 Project Residual Fund
$3,292,782 $3,276,000 $6,616,646 +$47,864
2017 1-15 Project
Portfolio
Beginning
Market Value Net Flows
(7/24/2017)
Market value Change in
(9/30/2018) Market Value
2017 Toll Revenue 1-15 Project Fund
$98,562,718 ($24,314,075) $75,772,308 +$1,523,665
1-15 Express 2017 Project Sales Tax Revenue $56 043,134 ($56,4.80,618) $961 +$438,445
Beginning
Market Value
(12/5/2017)
2017 Toll Revenue 1-15 Ramp Up Reserve $7,723,487 $166,500 $7,995,779 +$105,792
Total Project
$162,329,339 ($80,628,193) $83,769,048 +$2,067,902
LOGANCIRCLE
P A R TNERS
A Met Life Affiliate
46
DISCLAIMERS
In general. This disclaimer applies to this document and the verbal or written comments of any person presenting it. This
document, taken together with any such verbal or written comments, is referred to herein as the "Presentation." Logan Circle
Partners, L.P., a MetLife, Inc. company, is referred to herein as "Logan Circle" and is part of MetLife, Inc.'s institutional
investment management business.
No offer to purchase or sell securities. This Presentation is being provided to you, at your specific request. This
Presentation does not constitute an offer to sell or a solicitation of an offer to buy any security and may not be relied upon in
connection with the purchase or sale of any security.
Projections. Projections contained in this Presentation are based on a variety of estimates and assumptions by Logan Circle,
including, among others, estimates of future operating results, the value of assets and market conditions at the time of
disposition, and the timing and manner of disposition or other realization events. These estimates and assumptions are
inherently uncertain and are subject to numerous business, industry, market, regulatory, competitive and financial risks that
are outside of Logan Circle's control. There can be no assurance that the assumptions made in connection with the
projections will prove accurate, and actual results may differ materially, including the possibility that an investor may lose
some or all of its invested capital. The inclusion of the projections herein should not be regarded as an indication that Logan
Circle or any of its affiliates considers the projections to be a reliable prediction of future events and the projections should not
be relied upon as such. Neither Logan Circle nor any of its affiliates or representatives has made or makes any representation
to any person regarding the projections and none of them intends to update or otherwise revise the projections to reflect
circumstances existing after the date when made or to reflect the occurrence of future events, if any or all of the assumptions
underlying the projections are later shown to be in error. For purposes of this paragraph, the term "projections" includes
"targeted returns".
Past performance. Past performance is not a reliable indicator of future results and should not be relied upon as the basis for
making an investment decision. The information presented is only available for institutional client use.
No reliance, no update and use of information. You may not rely on this Presentation as the basis upon which to make an
investment decision. To the extent that you rely on this Presentation in connection with any investment decision, you do so at
your own risk. This Presentation is being provided in summary fashion and does not purport to be complete. The information
in the Presentation is provided to you as of the dates indicated and Logan Circle does not intend to update the information
after its distribution, even in the event that the information becomes materially inaccurate. Certain information contained in
this Presentation includes performance and characteristics of Logan Circle's strategies and any represented benchmarks,
which may derive from calculations or figures that have been provided by independent third parties, or have been prepared
internally and have not been audited or verified. Use of different methods for preparing, calculating or presenting information
may lead to different results for the information presented, compared to publicly quoted information, and such differences may
be material.
Knowledge and experience. You acknowledge that you are knowledgeable and experienced with respect to the financial,
tax and business aspects of this Presentation and that you will conduct your own independent financial, business, regulatory,
accounting, legal and tax investigations with respect to the accuracy, completeness and suitability of this Presentation should
you choose to use or rely on this Presentation, at your own risk, for any purpose.
Risk of loss. An investment in the strategy will be highly speculative and there can be no assurance that the strategy's
investment objectives will be achieved. Investors must be prepared to bear the risk of a total loss of their investment.
Distribution of this Presentation. Logan Circle expressly prohibits any reproduction, in hard -copy, electronic or any other
form, or any redistribution to any third party of this Presentation without the prior written consent of Logan Circle. This
Presentation is not intended for distribution to, or use by, any person or entity in any jurisdiction or country where such
distribution or use is contrary to local law or regulation.
No tax, legal or accounting advice. This Presentation is not intended to provide, and should not be relied upon for (and you
shall not construe it as) accounting, legal, regulatory, financial or tax advice or investment recommendations. Any statements
of U.S. federal tax consequences contained in this Presentation were not intended to be used and cannot be used to avoid
penalties under the U.S. Internal Revenue Code or to promote, market or recommend to another party any tax -related matters
addressed herein.
Confidentiality. By accepting receipt or reading any portion of this Presentation, you agree that you will treat the
Presentation confidentially. This reminder should not be read to limit, in any way, the terms of any confidentiality agreement
you or your organization may have in place with Logan Circle.
LOGANCIRCLE
P A R T NE R S
A MetLife Affiliate
47
L1018509623[exp0319][All States]
11
ATTACHMENT 18
Payden&Rygel
QUARTERLY PORTFOLIO REVIEW
Riverside County
Transportation
Commission
3rd Quarter 2018
I li
PAYDEN.COM
LOS ANGELES I BOSTON I LONDON 1 MILAN
48
LETTER FROM THE CEO
October 2018
As we are now in the fourth quarter of the year, investors are focused on "what the future will bring." Will it
be a continuation of the last 12 months? The future obviously won't resemble the past. However, there are
some important trends today that we would like to explore in a positive vein.
The U.S. economy shows great strength. We think the business cycle is far from over. The consumer is strong
and corporate balance sheets look healthy. Meanwhile, inflation is still under control.
The big question everyone is asking is: where are interest rates going? Higher interest rates are a good thing
if they're rising for the right reasons. And we think the right reasons are driving both higher rates and higher
equity prices: strong economic growth and corporate profits.
Further abroad, we see more challenges. Global economic growth has slowed somewhat this year, and
higher interest rates and a stronger U.S. dollar may prove challenging for some economies. Brexit still looms,
unfinished and uncertain, and European politics are as vexing as ever. Challenges and risks remain.
September was a reflective month for Payden & Rygel. We opened our doors 35 years ago on September 12,
1983. We've grown globally, opening an office in London 20 years ago, in September 1998. More recently
we opened a new office in continental Europe in Milan. Despite the changes and expansion, our ownership,
governance structure and culture remain the same —quite extraordinary.
My best wishes to you and your family for the coming holiday season.
Health and happiness,
Joan A. Payden
President & CEO
49
2812
Riverside County Transportation Commission
Portfolio Review and Market Update - 3rd Quarter 2018
PORTFOLIO CHARACTERISTICS (As of 9/30/2018)
Portfolio Market Value
Weighted Average Credit Quality
Weighted Average Duration
Weighted Average Yield to Maturity
$51.4 million
AA+
1.52 years
2.79%
SECTOR ALLOCATION
45%
40%
35%
30%
25%
20%
15%
10%
5%■■■■■-�
0%
a buoy ��� Go Syr
G ���m Po'oe �-o�o C.) a°
,S(2'
�o
5�
P
DURATION DISTRIBUTION
60%
50%
40%
30%
20%
10%
0%
0-1 1-2 2-3 3+
Years
PORTFOLIO RETURNS - Periods Ending 9/30/2018
RCTC Operating Portfolio
ICE BofAML 1-3 Year US Treasury Index
Periods over one year are annualized
Since
3rd 2018 Trailing Inception
Quarter YTD 1 Yr (3/1/15)
0.40% 0.73% 0.60%
0.19% 0.29% 0.03%
0.80%
0.51 %
pPayden & Rygel • 333 South Grand Avenue • Los Angeles, California goo71 • (213) 625-igoo • www.payden.com
50
Portfolio Review and Market Update - 3rd Quarter 2018
2812
MARKET THEMES
The third quarter was a tug-of-war between robust economic data and persistent geopolitical risk across the
globe. The U.S. economy remained the anchor for global growth, with tailwinds coming from strong
employment figures and corporate profits. Consequently, the Federal Reserve continued to raise interest rates,
notching its eighth hike since the end of 2015. Headwinds outside the U.S. included volatility in emerging
markets, overhang regarding Italian politics and the forthcoming departure of the UK from the euro zone. All in
all, the tone across risk assets was broadly positive despite volatility in select sectors. Yields moved higher, but
corporate credit risk premiums declined and equity prices increased globally. We believe the front end of the
yield curve is the most attractive it has been in a decade as yields move up and provide higher total return
potential and low return volatility.
■ The portfolio holds a diversified mix of credit sectors for income generation.
■ Corporate and securitized bonds outperformed Treasuries over the quarter as yield premiums fell. We view
short credit as attractive given strong fundamentals and yield levels that we have not seen since 2009.
■ We remain active in both secondary and primary markets when pricing is supportive.
■ We continue to utilize floating-rate coupon bonds across a range of sectors in anticipation of higher
front-end rates driven by an active Fed.
■ Short U.S. Treasury yields moved higher by 20 to 30 basis points, with the two-year maturity rising 0.29%
to 2.82%. The slope between two- and five-year maturities continued its flattening trend, falling 0.08% to
end the quarter at 13 basis points.
■ Our underweight duration position was additive to performance as Treasury yields increased.
■ Floating-rate positions contributed positively to performance as Treasury yields rose and LIBOR remained
range bound. One -month LIBOR rose 0.17% to 2.26% and 3-month LIBOR rose 0.06% to 2.40%.
■ Corporate securities outperformed Treasuries during the quarter, benefiting from spread compression and
yield advantage.
■ High -quality asset -backed securities outperformed Treasuries while providing diversification and flexible
reinvestment opportunities.
pPayden & Rygel • 333 South Grand Avenue • Los Angeles, California goo71 • (213) 625-igoo • www.payden.com
51
MARKET PERSPECTIVE
With three quarters of the year in the books, one theme has driven the global economy and financial markets in 2018:
divergence. U.S. economic growth has accelerated in 2018, while Chinese growth has decelerated (see Chart 1). With
the two largest economies in the world moving in different directions, ripple effects were felt around the world. Higher
U.S. interest rates, justified by stronger U.S. economic growth, produced knock -on effects in emerging markets. Weaker
economic activity out of China also exerted a drag on global activity, from the emerging world to European exports. As a
result, the market implications of global divergence appeared most clearly in equity returns. While the U.S. has returned
almost 10% year-to-date (see Chart 2), the rest of the world has registered declines (except for Japan). As the U.S. con-
tinues to grow above trend for the rest of the year, we will closely watch whether the global divergence theme continues.
Chart 1: Divergence in 2018 — U.S. Nominal GDP Growth Accelerates as China Slows
% Change Year -Over -Year
8%
7%
6%
5%
4%
3%
2%
1%
0%
-1 %
-2%
-3 %
-4%
'06
— U.S. Nominal GDP YoY (LHS) — China Nominal GDP YoY (RHS)
'07 '08 '09 '10 '11
'1
2 '13 '14 '15 '16 '17 '18
26%
24%
22%
20%
18%
16%
14%
12%
10%
8%
6%
4%
2%
0%
aeakian0-RaA a6ueu oh
Source: Bureau of Economic Analysis, National Bureau of Statistics of China
Chart 2: Stock Returns Reflect The Divergence Theme — Major Index Total Returns Year -to -Date*
Total Returns Year -to -Date
12%
9%
6%
3%
U.S. S&P 500 MSCI Japan
Index Index
EURO STOXX
MSCI Emerging Shanghai Stock
Markets Index Exchange
Composite Index
Source: Standard and Poor's, MSCI, STOXX, Shanghai Stock Exchange, Bloomberg
"As of 9/28/2018
52
9 fq
Payden&Rygel
LOS ANGELES I BOSTON I LONDON I MILAN
PAYDEN.COM
US DOMICILED MUTUAL FUNDS
CASH BALANCE
Payden/Kravitz Cash Balance Plan Fund
EQUITY
Equity Income Fund
GLOBAL FIXED INCOME
Emerging Markets Bond Fund
Emerging Markets Corporate Bond Fund
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53
ATTACHMENT 19
County of Riverside
Treasurer s Pooled Investment Fund
Se•tember '018
Contents
Treasurer's Pooled Investment Fund
Economy
Market Data
Portfolio Data
Compliance Report
Month End Holdings
Hot air balloons over Lake Skinner in Temecula, Southwest Riverside County, CA. Digital Image. NBC San Diego. http://www.nbcsandiepo.com/news/local/temecula-vallev-2014-balloon-wine-festival-north-san-dieao-9l,11429.51 html
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
55
1
Treasurer's Pooled Investment Fund
Quarterly Commentary
We are proud to announce that we
are unveiling a new, more interactive
way to read the monthly Treasurer's
Pooled Investment Fund (TPIF) report.
Follow the link on the Treasurer's website
to see it for yourself. We hope you enjoy.
This month, the stock market and the
economy continued to show resilience in
the face of the US -China trade war and
some turbulence in domestic politics. The
Federal Reserve (FED) hiked short-term
interest rates as expected and the S&P
500 reached another record -high of
2,930. Fitch has once again affirmed the
TPIF's AAA rating, Fitch's highest possible
rating.
On September 24, the U.S. implement-
ed another round of tariffs on imports
from China, a 10 percent tax on $200bn
worth of Chinese imports; this is on top of
the $50bn worth already taxed earlier this
year. China immediately retaliated with 5
to 10 percent tariffs on $60bn worth of
U.S. goods.
Emerging market fears over Brazil, Ar-
gentina, Turkey, and South Africa contin-
ue this month; however, the U.S. equity
market continues to strengthen.
Treasurer's Statement
Higher Rates Begin to Sting
Despite the trade war between the
world's two largest economies, the U.S.
economy is coasting into its tenth consec-
utive year of expansion. In recent months,
job gains have been strong, the unem-
ployment rate has remained low and
measures of inflation have been in -line
with the FED's long-term goal. Improving
consumer confidence, strong retail sales
and steady household spending are signs
that the economy should continue on its
path for at least the short-term.
Citing a strong job market and stable
inflation during their September 26 meet-
ing, the Federal Open Market Committee
(FOMC) raised the target range for the
federal funds rate from 1.75-2.00% to 2.00
-2.25%. This rate hike marks the third of
the calendar year, sixth since 2017, and
brings FED funds within 75 basis points of
its projected neutral FED funds rate of
3.00%. Reaching the FED's neutral rate
increases the chances for the end of the
FED's current rate hike cycle.
The housing sector remains strong,
evidenced by the annual growth in house
prices remaining above 6 percent since
October 2017. However, there have been
The Treasurer's Pooled Investment Fund is comprised of contributions from the county,
schools, special districts, and other discretionary depositors throughout the County of Riverside.
The primary objective of the treasurer shall be to safeguard the principal of the funds under the
treasurer's control, meet the liquidity needs of the depositor, and to maximize a return on the
funds within the given parameters.
The Treasurer -Tax Collector and the Capital Markets team are committed to maintaining
the highest credit ratings. The Treasurer's Pooled Investment Fund is currently rated Aaa-bf by
Moody's Investor Service and AAAf/S1 by Fitch Ratings, two of the nation's most trusted bond
credit rating services.
Since its inception, the Treasurer's Pooled Investment Fund has been in full compliance
with the Treasurer's Statement of Investment Policy, which is more restrictive than California
Government Code 53646.
6-Month Pool Performance
some early signs of the housing market
beginning to cool off, such as recent
downward trends in house price indices,
housing starts, construction permits for
new houses, new home sales, and lumber
prices.
September saw steady increases in
intermediate Treasury yields. The 2-year
yield started the month at 2.63% and rose
to finish at 2.82% and the 5-year yield
started the month at 2.74% and rose to
finish at 2.96%. The Treasury curve steep-
ened slightly, with the 2-year-to-5-year
spread starting the month at +11 and
rising to finish the month at +14. General-
ly, curve steepening is a sign of investors'
confidence that the economy is strength-
ening and that the risk of inflation is in-
creasing.
In the face of negative headlines, in-
vestors continue to drive stock prices and
bond yields higher. Thanks to these higher
yields in the fixed income market, our TPIF
yield now exceeds 2.00% for the first time
since 2009!
Jon Christensen
Treasurer -Tax Collector
Capital Markets Team
Jon Christensen
Treasurer -Tax Collector
Giovane Pizano
Chief Investment Manager
Steve Faeth
Sr. Investment Manager
Isela Licea
Assistant Investment Manager
Jake Nieto
Administrative Services Assistant
Month End Market Month End Book
Value ($)* Value ($)
Paper Gain
or Loss ($)
Paper Gain or Book Yield
Loss (%) (%)
WAM (Yrs)
18-Sep
18-Aug
18-Jul
18-Jun
18-May
18-Apr
6,010,617,673.04
5,91 1,098,915.70
5,978,974,759.31
6,488,967,672.40
7,108,808,189.85
7,705,324,013.51
6,046,972,952.10
5,941,969,016.43
6,015,426,250.42
6,525,613,476.09
7,140,053,875.23
7,744,877,200.23
(36,355,279.06)
(30,870,100.73)
(36,451,491.11)
(36,645,803.69)
(31,245,685.38)
(39,553,186.72)
- 0.60%
-0.52%
- 0.61 %
-0.56%
- 0.44%
-0.51 %
2.01
1.96
1.92
1.88
1.82
1.75
1.16
1.20
1.24
1.17
1.11
1.04
*Market values do not include accrued interest.
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
56
2
Economy
National Economy
The US housing market slows as rising prices continue to out-
pace wage growth and interest rises. [NY Times; 10/02/2018]
• U of M Consumer Sentiment Index nears highest in fourteen
years in September. [FRED/Tradina Economics; 10/02/2018]
• Real annual growth of advanced retail and food service sales
exceeds 3.5% in last three of four months. (FRED. 10/02/2018]
• The seasonally adjusted annualized rate (SAAR) of car sales is
expected to fall four percent in September, owing to Hurricane
Florence and rising interest rates. Reuters* 10/02/2018].
U of M: Consumer Sentiment Index
103.8 98.1
100.0
90.0
80.0
70.0
60.0
101.4 100.1
100.7
50.0
00 Ob 05 Ob O� 00 61 \O `\ \� \5 \� \5 \b \� \'b
55�� 5�� 5�� 5° 5° 5° 5° 5° 5° 5° 5° 5° 5° 5° 5°
Case-Shiller Nat'l Home Price Index - Y/Y
7.0%
6.5%
6.0%
5.5%
5.0%
4.5%
4.0%
\‘'D \<*) \b
`, 4' p�
\b \b
,J\ 0
a�\1
Key Economic Indicators
\1 \� \O \`b
State Economy
Annual employment growth in California of 2.0% exceed-
ed the national pace of 1.6% in July, led by gains in the
construction sector (4.7%). [Bank of the West* 10/03/2018].
• 287k workers in California are exposed to China's initial round
of $50bn in retaliatory tariffs. [Marketwatch/BLS. 10/03/2018]
• Single family home (SFH) sales SAAR statewide and in River-
side County fell 6.6% in August from the same month last
year; SFH prices rose 5.5% statewide and 3.3% in Riverside
County over the same period. [CAR* 10/03/2018]
Adv. Real Retail and Food Service Sales - Y/Y
4.0% -
3.5%
3.0%
2.5%
2.0%
1.5%
1.0%
0.5%
0.0%
\5 G\`D
POD Oe
i
7.0%
6.0%
5.0%
4.0%
3.0%
i
b
P
i
PJ0 OeG Q�` PJ`° OeG QQ` POD
U3 Unemployment Rate
- US
- CA
Riverside County
NNNN
4 G
P O P P O Q P O Q P
3.9%
Release Date
Indicator
Actual Consensus Difference
09/27/2018
09/07/2018
09/07/2018
09/13/2018
09/13/2018
09/06/2018
09/26/2018
09/06/2018
09/27/2018
Real GDP - Q/Q Change - 2Q18 (3rd estimate)
Unemployment Rate - Seasonally Adjusted
Non -Farm Payrolls - M/M Change
CPI - Y/Y Change
CPI Ex Food and Energy - Y/Y Change
Non -Manufacturing Index (> 50 indicates growth)
New Home Sales - SAAR
Factory Orders - M/M Change
Durable Goods Orders - M/M Change
4.20%
3.90%
201,000
2.70%
2.20%
58.5
629,000
-0.80%
4.50%
4.30%
3.80%
195,000
2.80%
2.30%
56.8
630,000
-0.70%
2.20%
- 0.10%
0.10%
6,000
- 0.10%
- 0.10%
1.70
- 1,000
- 0.10%
2.30%
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
57
3
Market Data
FOMC Meeting 09/26/2018
• The FOMC stated data received from their last meeting in August "indicates that the labor market has continued to
strengthen and that economic activity has been rising at a strong rate."
• The Federal Reserve raised the Fed Funds Target Rate to 2.00-2.25% from 1.75-2.00%.
• "Risks to the economic outlook appear roughly balanced", stated the FOMC in their August 1, 2018 press release.
• The next FOMC policy statement meeting is scheduled for November 8, 2018.
Fed Funds Target Rate (Upper Limit)
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
1
1
N� N$ N� N2 �$ N5b \� Nb ^
cpY OGv �oJ Qec ,d• Few �o� P9s0d� , J,� SJ� PJ� Se9,\9'
US Treasury Curve
3.50
3.00
P 2.50
r
2.00
1.50
0
+ 08/31/2018 t 09/28/2018
5
10
15
Years
20
25
30
Treasury Curve Differentials
3 Mo 6 Mo
1 Yr 2 Yr
3 Yr 5 Yr
10 Yr 30 Yr
09/28/2018 - 08/31/2018
09/28/2018
08/31 /2018 2.11 2.28 2.46 2.62 2.70 2.74 2.86 3.02
The US Treasury Curve and its forecasted values are subject to frequent change and will be updated monthly with each
issued TPIF report.
0.08 0.08 0.13 0.19 0.18 0.20 0.19 0.17
2.19 2.36 2.59 2.81 2.88 2.94 3.05 3.19
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
58
4
Market Data cont'd
79.00
74.00
69.00
64.00
59.00
54.00
49.00
Nymex Crude (left)
Ethanol (right)
Commodities
Nymex Nat Gas (right)
44.00
.\1 �� ��
S°e ÷o roc °�
28,000.00
26,000.00
24,000.00
22,000.00
Dow Jones
�b \b
S0q
Industrial Metals (left) Precious Metals (left)
Iron Ore (right)
95.00
210.00
4.00 90.00
190.00
3.50 85.00
170.00 *** 80.00
3.00
150.00 - 75.00
2.50 \ _ �� \ - 70.00
130.00
2.00 \ / 65.00
110.00
60.00
1.50
90.00 55.00
1.00 70.00 50.00
,\1 �� \cb Ng) \``b
S°e' �°�' �a� ' �a�' ��� Sep
Stocks
8,000.00 NASDAQ 100 3,000.00
(Left)
S&P 500 (right)
7,500.00 2,800.00
700000
6,50000
2,600.00
2,400.00
6,000.00 2,200.00
20,000.00 5,500.00
�1 11 \q' N`b 1b <b \c6 1 1 �0 �0 <b <b
509 Sep °'���
2,000.00
*Values listed on this page are in US dollars and are based on the final business day of each month.
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR 5
59
Portfolio Data
The County of Riverside's Treasurer's Pooled Investment Fund is currently rated AAA-bf by Moody's Investor Service and
AAAf/S1 by Fitch Ratings.
Moody's Asset Rating (000's)
Book MKT/Book % Book Yield
Aaa
Aal
Aa2
Aa3
Al
NR
Totals:
3,651,716.24 98.90% 60.39% 1.88%
349,017.81 100.41 % 5.77% 2.23%
281,820.70 100.31 % 4.66% 2.41 %
774,253.70 100.28% 12.80% 2.27%
10,000.00 100.00% 0.17% 2.59%
980,164.50 99.95% 16.21 % 2.12%
6,046,972.95 99.40% 100.00% 2.01 %
S&P Asset Rating (0OO's)
Book MKT/Book % Book Yield
AAA
AA+
AA
AA-
A+
NR
Totals:
331,168.90 100.21 % 5.48% 2.27%
3,667,565.02 98.96% 60.65% 1.87%
126,905.46 100.48% 2.10% 2.33%
866,169.07 100.1 1 % 14.32% 2.31 %
75,000.00 100.00% 1.24% 2.50%
980,164.50 99.95% 16.21 % 2.12%
6,046,972.95 99.40% 100.00% 2.01%
12-Month Projected Cash Flow
AA AA_ A+
2% 14% 1 %
NR
16%
AAA
Al
<1 %
Required
Monthly Monthly Matured
Month Receipts Disbursements Difference Investments
Balance
Actual
Investments Available to
Maturing Invest> 1 Year
10/2018
10/2018
1,051 .06
1,100.00 (48.94)
1 1 /2018 1,125.00
1,100.00 25.00
12/2018 2,350.00 1,100.00 1,250.00
82.50
33.56 1,406.82
58.56 384.50
1,308.56
01 /2019 1,000.00 2,100.00 (1,100.00)
208.56 558.66
02/2019
850.00 1,050.00 (200.00)
8.56 255.34
03/2019 1,350.00 1,200.00 150.00
158.56 158.31
04/2019 2,000.00 1,300.00 700.00
858.56 16.10
05/2019 1,200.00 2,050.00 (850.00)
8.56 184.46
06/2019 1,050.00 1,850.00 (800.00) 791.44
154.09
07/2019
969.28 1,250.00
(280.72) 280.72
08/2019
900.00
1,200.00
(300.00) 300.00
09/2019
1,100.00
1,200.00
(100.00)
100.00
166.58
166.24
68.75
TOTALS 1 4,945.34 16,500.00 (1,554.66) 1,472.16
24.35%
2,725.98
3,519.85
58.21 %
4,574.81
75.65%
* Values listed in Cash Flow Table are in millions of USD.
Based on historic and current financial conditions within the County, the Pool is expected to maintain sufficient liquidity of
funds to cover County expenses for the next twelve months.
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
60
6
Portfolio Data cont' d
Asset Maturity Distribution (Par Value, 000's)
2,000,000
1,500,000
1,000,000
500,000
22.50%
1,364,819.04
0-1 Mos
7.37%
447,128.00
Asset Allocation (000's)
1-3 Mos
28.99%
1,758,518.00
3-12 Mos
16.19%
982,074.00
1-2 Yr
13.85%
840,254.00
2-3 Yr
11.09%
672,960.00
3-5 Yr
Assets
Scheduled Book Scheduled Market Mkt/ Sch Book Yield WAL (Yr.) Mat (Yr.)
TREAS
AGENCIES
MMKT
CASH
CALTRUST FND
COMM PAPER
NCDS
MEDIUM TERM NOTES
MUNI
LOCAL AGCY OBLIG
193,953.58
3,059,637.48
88,994.51
770,000.00
24,000.00
767,139.82
723,931.28
212,505.21
206,651.08
160.00
193,726.97
3,017,593.26
88,994.51
770,000.00
24,000.00
773,109.40
723,931.28
212,451.18
206, 651.08
160.00
99.88%
98.63%
100.00%
100.00%
100.00%
100.78%
100.00%
99.97%
100.00%
100.00%
1.84%
1.80%
2.05%
2.11%
2.19%
2.37%
2.39%
2.47%
1.73%
2.46%
0.47
1.93
0.00
0.00
0.00
0.26
0.28
1.27
1.16
1.71
0.47
1.99
0.00
0.00
0.00
0.26
0.28
1.29
1.16
1.71
Totals:
6,046,972.95 6,010,617.67 99.407. 2.017. 1.14 1.17
* For details on the Pool's composition see Month End Portfolio Holdings, pages 9 to 13.
TIMMI
2.50%
2.00% -
1.50% -
1.00%
1.25%
1.22%
Pool Yield TIMMI
1.27%
1.23%
1.39%
1.32% 1.45%
1.25%
1.88% 1.92%
1.47%
1.51 %
1.53%
1.54%
1.63% 1.75%
1.80%
1.88%
1.96% 2.01 %
1.82% 2.08% 2.07% 2.06% 2.17%
1.93%
\1 �$ ��� of �� t,\� \� �� J\\$ ' \� ��
SeP Oo\" �o 9eG�3 �a Fe � pQ OC' )�() PJ�Sep
The Treasurer's Institutional Money Market Index (TIMMI) is a composite index of four AAA rated prime institutional money market funds.
Their aggregate yield is compared to the yield of the Treasurer's Pooled Investment Fund in the above graph.
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
61
7
Compliance Report
Compliance Status: Full Compliance
The Treasurer's Pooled Investment Fund was in full compliance with the County of Riverside's Treasurer's State-
ment of Investment Policy. The County's Statement of Investment Policy is more restrictive than California Gov-
ernment Code 53646. The County's Investment Policy is reviewed annually by the County of Riverside's Over-
sight Committee and approved by the Board of Supervisors.
Investment Category
MUNICIPAL BONDS
U.S. TREASURIES
LOCAL AGENCY
OBLIGATIONS (LAO)
FEDERAL AGENCIES
COMMERCIAL PAPER
(CP)
CERTIFICATE & TIME
DEPOSITS (NCD & TCD)
REPURCHASE
AGREEMENTS (REPO)
REVERSE REPOS
MEDIUM TERM NOTES
(MTNO)
CALTRUST SHORT TERM
FUND
MONEY MARKET
MUTUAL FUNDS (MMF)
LOCAL AGENCY
INVESTMENT FUND (LAIF)
CASH/DEPOSIT
ACCOUNT
GOVERNMENT CODE
Maximum Authorized S&P/
Maturity % Limit Moody's
5 YEARS
5 YEARS
5 YEARS
NO LIMIT NA
NO LIMIT NA
NO LIMIT NA
5 YEARS NO LIMIT AAA
270 DAYS 40% Al/P1
5 YEARS 30% NA
1 YEARS NO LIMIT NA
92 DAYS 20% NA
COUNTY INVESTMENT POLICY
Maximum
Maturity
Authorized % S&P/ Moody's
Limit
4 YEARS
5 YEARS
3 YEARS
5 YEARS
270 DAYS
1 YEAR
45 DAYS
60 DAYS
5 YEARS 30% A 3 YEARS
NA NA
60 DAYS (i) 20%
NA NA
NA NA NA NA
NA
AAA/Aaa
(2)
NA
DAILY
LIQUIDITY
DAILY
LIQUIDITY
DAILY
LIQUIDITY
Actual %
15% AA-/Aa3/AA- 3.42%
100%
2.50%
100%
40%
25%
Combined
NA
INVESTMENT
GRADE
NA
Al/Pl/F1
Al/Pl/Fl
40% max, 25%
in term repo Al/P1/F1
over 7 days
10%
NA
3.21
<0.1 %
50.60%
12.69%
11.97%
0.00%
0.00%
20% AA/Aa2/AA 3.51%
1.00%
NA
0.40%
AAA by 2 Of 3
20% RATINGS 1.47%
AGC.
Max
$50 million
NA
NA
NA
1 Money Market Mutual Funds maturity may be interpreted as a weighted average maturity not exceeding 60 days.
2 0 r must have an investment advisor with no fewer than 5 years experience and with assets under management of $500,000,000 USD.
0.00%
12.73%
THIS COMPLETES THE REPORT REQUIREMENTS OF CALIFORNIA GOVERNMENT CODE 53646.
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR 8
62
CD
Month End Portfolio Holdings
Fund:1 POOL FUND
O O O N h
O G O C O � � [V
O O O O O O O O
00000 N O_O_
0 0 0
O O O
0 0 0 0 o m o 0
O O O O O M O O
O O O O O O O
O O O O C M N N
O O O O O O O O
O O O O O N N 8
tJ C tJ C tJ h N g
O O O O O m m O
O O O O O m m O
O N N N
8 8 8 8 ESSS
Nth M
O O O O O O O O
ggggign
o i N N N
MOOmNcr'!NN
rnrnrnw0000
V E O n m OM
m. m. N N N N
........
N N N N N N N N
00000000
O O O O O O O O
LL LL
22
O LL 22
m> E LL W W
8 U QEE
W E E
e O
LLO
ORP8V o a
a
f
!"Wag
LL
88, 994, 505.65 100.024156
88,973,013.10
1
a
30, 000, 000.00 100.0000
06/15/2020
rMM invNr
M M M M N M
M M O � l0 th
to a v a m M M
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6NJ T tD r n O
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O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O
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N N gg No N .5,5 4 N tJ G N gdd N N ggggg,56 N NtM
N N N N N N N �� r � � � � � N � � � N N N N N � � �
r
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e
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e
A
M m r M r N 0 O
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m m M M M ro N
M M N M M r
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Month End Po nfolio Holdings
C USIP
Description
Maturity
Date
Coupon
Yield
To Mat
Par
Value
Book Market Market Unrealized Modified Years To
Value Price Value Gain/Loss Duration Maturity
1760: FHLB-SIEP°A-Q 30/360
3130A8UH4 FHLB 3YrNc M oB
08/15/2019 2.000 2.000 25,000,000.00
25,000,000.00
1765: FHLB-SlEP"k-S 30/360
3130A9DH1 FHLB SYrNc 3M oB
3130A9DA6 FHLB SYrNc 3M oB
3130AA2T4 FHLB SYrNc 6M oB
3130AA274 FHLB SYrNc 6M oB
3130AA5A2 FHLB SYrNc 1YrB
3130ABQV1 FHLB SYrNc 6M oB
3130ABVZ6 FHLB SYrNc 6M oB
3130ABZW9 FHLB SYrNc 3M oB
3130AC6H2 FHLB SYrNc 3M oB
3130AC418 FHLB SYrNc 3M oB
3130A9N3 FHLB 3.4YrNc 2M oB
3130AA5Y0 FHLB 4.16YrNc 2M oB
09/ 30/ 2021
09/ 30/ 2021
12/09/2021
12/09/2021
12/08/2021
07/ 26/ 2022
02/09/2022
08/24/2022
08/24/2022
05/24/2022
11/08/2021
11/25/2022
1.500
1.500
1.600
1.600
1.700
2.000
1.750
2.000
2.000
1.800
1.250
1.375
1.500
1.500
1.600
1.600
1.700
2.000
1.750
2.000
2.000
1.800
2.210
2.023
15,000,000.00
15,000,000.00
10,000,000.00
10,000,000.00
15,000,000.00
15,000,000.00
20,000,000.00
10,000,000.00
15,000,000.00
20,000,000.00
10,000,000.00
5,100,000.00
160,100,000.00
25,000,000.00 99.849000 24,962,250.00
25,000,000.00 99.849000 24,962,250.00
15,000,000.00 97.129000 14,569,350.00
15,000,000.00 97.103000 14,565,450.00
10,000,000.00 96.642000 9,664,200.00
10,000,000.00 96.642000 9,664,200.00
15,000,000.00 97.472000 14,620,800.00
15,000,000.00 97.460000 14,619,000.00
20,000,000.00 97.796000 19,559,200.00
10,000,000.00 96.724000 9,672,400.00
15,000,000.00 96.521000 14,478,150.00
20,000,000.00 97.581000 19,516,200.00
9,690,500.00 96.668000 9,666,800.00
4,967,400.00 97.266000 4,960,566.00
159,657,900.00 97.161971 155,556,316.00
-37,750.00
-37,750.00
-430,650.00
-434,550.00
-335,800.00
-335,800.00
-379,200.00
-381,000.00
-440,800.00
-327,600.00
-521,850.00
-483,800.00
-23,700.00
-6,834.00
-4,101,584.00
1767: FHL&Var--M A/360
3130A9FU0 FHLB 4Yr 09/22/2020 2.362 2.362 10,000,000.00 10,000,000.00 100.341000 10,034,100.00 34,100.00
3130A9FM8 FHLB 4Yr 09/22/2020 2.362 2.362 15,000,000.00 15,000,000.00 100.341000 15,051,150.00 51,150.00
3130A9FR7 FHLB 4Yr 09/28/2020 2.392 2.392 10,000,000.00 10,000,000.00 100.366000 10,036,600.00 36,600.00
3130A9FR7 FHLB 4Yr 09/28/2020 2.392 2.392 15,000,000.00 15,000,000.00 100.366000 15,054,900.00 54,900.00
2.377 50,000,000.00 50,000,000.00 100.353500 50,176,750.00 176,750.00
1770: FHLBVar-Q A/360
3130A8N F6 FHLB 3Yr 07/01/2020 2.462 2.462 25,000,000.00 25,000,000.00 100.448000 25,112,000.00 112,000.00
_ 2.462 25,000,000.00 25,000,000.00 100.448000 25,112,000.00 112,000.00
1900: FFC&DISC NOTE
313313L71 FFCB DISC NOTE
10/24/2018
1.620 1.644 20,000,000.00
20,000,000.00
19,705,700.00 99.865000 19,973,000.00
19,772,700.00 99.865000 19,973,000.00
267,300.00
2STa00.00
868 .874
.868 .874
2.928 3.003
2.928 3.003
3.085 3.195
3.085 3.195
3.075 3.192
3.650 3.822
3.240 3.364
3.727 3.901
3.727 3.901
3.496 3.649
3.006 3.110
3.987 4.156
1.961 1.981
1.961 1.981
1.983 1.997
1.983 1.997
Mir Al
1.728 1.753
1.728 1.753
.065 .066
O6
1925: FPO& Fxd-S 30/ 360
3133EFHH3 FFCB 3YrNc 3M oA 10/15/2018 1.110 1.110 5,000,000.00 5,000,000.00 99.952000 4,997,600.00-2,400.00 .041 .041
3133ER/38 FFCB 3YrNc 1YrA 03/29/2019 1.250 1.250 10,310,000.00 10,310,000.00 99.385000 10,246,593.50-63,406.50 .490 .493
3133EF5D5 FFCB 4YrNc 1YrA 04/27/2020 1.420 1.420 7,700,000.00 7,700,000.00 97.889000 7,537,453.00-162,547.00 1.543 1.575
3133EG NY7 FFCB 2.5YrNc 3M oA 01/28/2019 1.110 1.110 25,000,000.00 25,000,000.00 99.497000 24,874,250.00-125,750.00 .327 .329
3133EG SA4 FFCB 4YrNc 1YrA 08/24/2020 1.320 1.320 10,000,000.00 10,000,000.00 97.223000 9,722,300.00-277,700.00 1.868 1.901
3133EGVK8 FFCB 4YrNc 1YrA 09/21/2020 1.350 1.350 10,000,000.00 10,000,000.00 97.160000 9,716,000.00-284,000.00 1.942 1.978
3133EGXX8 FFCB 4YrNc 1YrA 10/13/2020 1.340 1.340 15,000,000.00 15,000,000.00 97.043000 14,556,450.00-443,550.00 1.990 2.038
3133EG C94 FFCB 4YrNc 3M oA 11/02/2020 1.380 1.380 10,000,000.00 10,000,000.00 97.038000 9,703,800.00-296,200.00 2.041 2.093
3133EG R49 FFCB 4YrNc 1YrA 12/07/2020 1.770 1.770 10,000,000.00 10,000,000.00 97.705000 9,770,500.00-229,500.00 2.124 2.189
3133EHAJ2 FFCB 3YrNc 1YrE 02/27/2020 1.710 1.710 10,000,000.00 10,000,000.00 98.557000 9,855,700.00-144,300.00 1.384 1.411
3133EHNY5 FFCB 1.5Yr 11/21/2018 1.250 1.342 10,000,000.00 9,987,200.00 99.874000 9,987,400.00 200.00 .141 .142
3133EHNY5 FFCB 1.5Yr 11/21/2018 1.250 1.322 10,000,000.00 9,990,000.00 99.874000 9,987,400.00-2,600.00 .141 .142
3133EHRX1 FFCB 2.5Yr 01/17/2020 1.520 1.520 10,000,000.00 10,000,000.00 98.484000 9,848,400.00-151,600.00 1.276 1.299
3133EHUL5 FFCB 3Yr 08/10/2020 1.550 1.550 5,000,000.00 5,000,000.00 97.699000 4,884,950.00-115,050.00 1.824 1.863
3133EHWN9 FFCB 2Yr 08/28/2019 1.400 1.400 5,000,000.00 5,000,000.00 98.936000 4,946,800.00-53,200.00 .907 .910
3133EE260 FFCB 2Yr 06/24/2019 1.520 1.400 5,000,000.00 5,010,640.00 99.276000 4,963,800.00-46,840.00 .724 .732
3133EHWN9 FFCB 2Yr 08/28/2019 1.400 1.410 10,000,000.00 9,998,000.00 98.936000 9,893,600.00-104,400.00 .907 .910
3133EHZN6 FFCB 3Yr 03/20/2020 1.450 1.511 20,000,000.00 19,970,400.00 98.088000 19,617,600.00-352,800.00 1.450 1.471
3133EHJ95 FFCB 3Yr 10/26/2020 1.750 1.760 20,000,000.00 19,994,000.00 97.804000 19,560,800.00-433,200.00 2.012 2.074
3133EHP98 FFCB 2Yr 11/06/2019 1.600 1.667 25,000,000.00 24,967,247.50 98.880000 24,720,000.00-247,247.50 1.079 1.101
3133EH6X6 FFCB 4Yr 01/12/2022 2.200 2.365 10,000,000.00 9,938,000.00 97.685000 9,768,500.00-169,500.00 3.134 3.288
3133EJEM7 FFCB 3Yr 03/01/2021 2.500 2.501 10,000,000.00 9,999,700.00 99.133000 9,913,300.00-86,400.00 2.329 2.419
3133EJCE7 FFCB 2.8Yr 02/12/2021 2.350 2.474 15,000,000.00 14,948,670.00 98.759000 14,813,850.00-134,820.00 2.281 2.373
3133EJKN8 FFCB 5Yr 04/11/2023 2.700 2.721 10,000,000.00 9,990,300.00 98.669000 9,866,900.00-123,400.00 4.184 4.532
3133EJNS4 FFCB 3Yr 05/10/2021 2.700 2.747 10,000,000.00 9,986,600.00 99.518000 9,951,800.00-34,800.00 2.479 2.611
3133EHFD0 FFCB 4.5Yr 04/11/2023 2.400 3.160 5,000,000.00 4,839,900.00 96.936000 4,846,800.00 6,900.00 4.200 4.532
1.684 293,010,000.00 292,630,657.50 98.47873A_ 288,552,546.50-4,078,111.00
1930: FFCBVar-M A/360
3133EDXQO FFCB 5Yr 10/10/2019 2.203 2.203 15,000,000.00 15,000,000.00 100.154000 15,023,100.00 23,100.00 1.025 1.027
3133EDXQ0 FFCB 5Yr 10/10/2019 2.203 2.203 25,000,000.00 25,000,000.00 100.154000 25,038,500.00 38,500.00 1.025 1.027
3133EDX00 FFCB 5Yr 10/10/2019 2.203 2.225 10,000,000.00 9,997,560.00 100.154000 10,015,400.00 17,840.00 1.025 1.027
3133EFI56 FFCB4Yr 04/01/2020 2.339 2.339 25,000,000.00 25,000,000.00 100.395000 25,098,750.00 98,750.00 1.492 1.504
3133EF229 FFCB 4Yr 04/13/2020 2.393 2.393 50,000,000.00 50,000,000.00 100.416000 50,208,000.00 208,000.00 1.525 1.537
3133EGCE3 FIB5Yr 05/25/2021 2.486 2.486 10,000,000.00 10,000,000.00 100.654000 10,065,400.00 65,400.00 2.622 2.652
3133EGCE3 FFCB 5Yr 05/25/2021 2.486 2.486 10,000,000.00 10,000,000.00 100.654000 10,065,400.00 65,400.00 2.622 2.652
3133EGYA7 FIB3Yr 10/11/2019 2.311 2.311 15,000,000.00 15,000,000.00 100.266000 15,039,900.00 39,900.00 1.025 1.030
3133EGZ37 FFCB 3Yr 10/24/2019 2.392 2.392 15,000,000.00 15,000,000.00 100.247000 15,037,050.00 37,050.00 1.061 1.066
3133EG F67 FFCB 3Yr 11/14/2019 2.304 2.304 15,000,000.00 15,000,000.00 100.241000 15,036,150.00 36,150.00 1.115 1.123
3133EG F67 FFCB 3Yr 11/14/2019 2.304 2.304 15,000,000.00 15,000,000.00 100.241000 15,036,150.00 36,150.00 1.115 1.123
3133EG4C6 FFCB3.9Yr 01/18/2022 2.405 2.116 15,000,000.00 15,139,095.00 100.680000 15,102,000.00-37,095.00 3.195 3.304
3133EJDG1 FFCB 5Yr 02/21/2023 2.252 2.252 15,000,000.00 15,000,000.00 99.948000 14,992,200.00-7,800.00 4.222 4.397
3133EIF53 FFCB 3Yr 03/12/2021 2.149 2.149 15,000,000.00 15,000,000.00 99.974000 14,996,100.00-3,900.00 2.392 2.449
3133EJJB3 FFCB 3.5Yr 10/04/2021 2.139 2.139 25,000,000.00 25,000,000.00 99.913000 24,978,250.00-21,750.00 2.917 3.014
3133EIFS3 FFCB 3Yr 03/12/2021 2.149 2.149 22,500,000.00 22,500,000.00 99.974000 22,494,150.00-5,850.00 2.392 2.449
3133EJ1G4 FFCB 3Yr 06/28/2021 2.252 2.252 5,000,000.00 5,000,000.00 99.994000 4,999,700.00-300.00 2.667 2.745
3133EI1G4 FFCB 3Yr 06/28/2021 2.252 2.252 5,000,000.00 5,000,000.00 99.994000 4,999,700.00-300.00 2.667 2.745
3133EJZP7 FFCB 3Yr 09/17/2021 2.178 2.178 5,000,000.00 5,000,000.00 99.914000 4,995,700.00-4,300.00 2.864 2.967
3133EJZP7 FFCB 3Yr 09/17/2021 2.178 2.178 5,000,000.00 5,000,000.00 99.914000 4,995,700.00 -4,300.00 2.864 2.967
3133EJZP7 FFCB 3Yr 09/17/2021 2.178 2.178 5,000,000.00 5,000,000.00 99.914000 4,995,700.00-4,300.00 2.864 2.967
3133EJZP7 FFCB 3Yr 09/17/2021 2.178 2.178 5,000,000.00 5,000,000.00 99.914000 4,995,700.00-4,300.00 2.864 2.967
2.271 327,500,000.00 327,636,655.00 100.216397R 328,208,700.00 572,045.00 1.953
1950: FMAC-Fxd-S 30/360
3132X0WK3 FAM CA 2Yr
3132XOWY3 FAM CA 2Yr
3132XOA50 FAM CA 1.4Yr
3132X0C41 FAM CA 1.5Yr
3132XOC74 FAM CA 2.08Yr
3132X0F97 FAM CA 1Yr
3132X02Y6 FAM CA 1.58Yr
3132X03B5 FAM CA 4.9Yr
3132X04F5 FAM CA 2.91Yr
08/20/2019 1.440 1.442 5,000,000.00 4,999,800.00 99.010000 4,950,500.00-49,300.00
09/26/2019 1.420 1.420 10,000,000.00 10,000,000.00 98.902000 9,890,200.00-109,800.00
05/15/2019 1.810 1.810 10,000,000.00 10,000,000.00 99.590000 9,959,000.00-41,000.00
O6/24/2019 1.860 1.860 20,000,000.00 20,000,000.00 99.526000 19,905,200.00-94,800.00
02/03/2020 1.970 1.970 15,000,000.00 15,000,000.00 99.143000 14,871,450.00-128,550.00
01/29/2019 1.900 1.900 25,000,000.00 25,000,000.00 99.816000 24,954,000.00-46,000.00
01/02/2020 2.530 2.530 20,000,000.00 20,000,000.00 99.904000 19,980,800.00-19,200.00
06/30/2023 2.850 2.964 10,000,000.00 9,947,900.00 99.111000 9,911,100.00-36,800.00
07/23/2021 2.840 2.864 10,000,000.00 9,993,300.00 99.889000 9,988,900.00-4,400.00
879 388
978 389
615 322
722 .732
1.314 1.345
328 .332
1.233 1.258
4.385 4.751
2.674 2.814
2.09
1965: FMAC-Var-M A/360
3132X0A18 FAMCA 2.5 Yr
3132X0577 FAM CA 3Yr
3132X0U90 FAM CA 3Yr
125,000,000.00
941,000.00 99.528920
124,411,150.00
-529,850.00
06/02/2020 2.244 2.096 25,000,000.00 25,063,500.00 100.269000 25,067,250.00 3,750.00
04/23/2021 2.266 2.266 25,000,000.00 25,000,000.00 100.091000 25,022,750.00 22,750.00
05/10/2021 2.153 2.153 10,000,000.00 10,000,000.00 100.008000 10,000,800.00 800.00
1.649 1.674
2.496 2.564
2.540 2.611
C O UNTY OF RIVERSIDE 1REASJRER TAX C O LLEC TO R
60,000,000.00
65
60,063,500.00 100.151333 60,090,800.00
27,300.00
11
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25,000,000.00 100.193600
25,000,000.00
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Month End Portfolio Holdings
CUSP Description
Maturity
Date
Coupon
Yield
To Mat
Par
Value
Book
Value
Market
Rite
Market Unrealized
Value Gain/loss
Modified Years To
Duration Maturity
4540: NC D-A A/ 360
05252WNR0 AUSTRALIA NZ BK GRP
65590AXW1 NORDEA BK
4541: NCD-VAR-M A/360
9612116P8 WESIPAC BANK NY
10/ 10/ 2018
01/ 16/ 2019
2.130 2.130 30,000,000.00
2.420 2.420 25,000,000.00
2.262W2.26M 55,000,000.00
11/06/2018 2.320 2.320
2.320 2.320
30,000,000.00 100.000000
25,000,000.00 100.000000
30,000,000.00
25,000,000.00
55,000,000.00 100.000000 55,000,000.00
25,000,000.00 25,000,000.00 100.000000 25,000,000.00
25,000,000.00 25,000,000.00 100.000000 25,000,000.00
0.00
0.00
0.00
0.00
0.00
.027
.289
.146
.100
.100
.027
.296
.149
.101
.101
Total Fund
1.923 2.015 6,065,753,037.08 6,046,972,952.10 99.091038 6,010,617,673.04-36,355,279.06
1.128 1.163
Grand Total
1.923 2.015 6,065,753,037.08 6,046,972,952.10 99.091038 6,010,617,673.04-36,355,279.06
1.128 1.163
C 0 UNTY 0 F RIVERSIDE 1REASJRER TAX C 0 LLEC TO R
67
13
The Mission Inn, Downtown Riverside. Digital Image. The Mission Inn. http://www.missioninn.com/about-en.html.
COUNTY OF RIVERSIDE TREASURER -TAX COLLECTOR
68
COUNTY OF RIVERSIDE
TREASURER -TAX COLLECTOR
CAPITAL MARKETS
COUNTY ADMINISTRATIVE CENTER
4080 LEMON STREET,
4TH FLOOR,
RIVERSIDE, CA 92502-2205
WWW.COUNTYTREASURER.ORG
AGENDA ITEM 8
RIVERSIDE COUNTY TRANSPORTATION COMMISSION
DATE:
December 12, 2018
TO:
Budget and Implementation Committee
FROM:
Theresia Trevino, Chief Financial Officer
THROUGH:
John Standiford, Deputy Executive Director
SUBJECT:
Annual Investment Policy Review
STAFF RECOMMENDATION:
This item is for the Committee to:
1) Adopt Resolution No. 18-018, "Resolution of the Riverside County Transportation
Commission Regarding the Revised Investment Policy";
2) Adopt the revised annual Investment Policy; and
3) Forward to the Commission for final action.
BACKGROUND INFORMATION:
Section XIV of the Investment Policy requires an annual investment policy review and specifically
states that the "Chief Financial Officer shall annually render to the Board a statement of
investment policy, which the Board must consider at a public meeting. Any changes to the policy
shall also be considered by the Board at a public meeting."
Staff reviewed the Investment Policy approved by the Commission in December 2017, considered
changes to the California Government Code as of September 2018, and consulted with the
Commission's investment managers as well as the County Treasurer's Office in order to
determine an appropriate level of changes primarily affecting the Commission's operating
investment portfolio. Accordingly, staff recommends the following changes to the Commission's
investment policy:
• Add supranational obligations as an eligible investment with specified diversification,
purchase restrictions, maturity, and credit quality criteria;
• Change in minimum credit quality for municipal bonds and U.S. corporate debt from
"Aa3/AA-/ or AA-" to "A1/A+/or A+";
• Change maximum percentage of holdings in U.S. corporate debt (from 25 percent to 30
percent);
• Change in maximum maturity of negotiable certificates of deposit from 180 days to one
year; and
• Change in reference from "surplus funds" to "Commission's funds".
Agenda Item8
70
Staff believes that these recommendations continue to adhere to the Commission's investment
objectives, in priority order, of safety, liquidity, and return on investment.
Attachments:
1) Resolution No. 18-018
2) Investment Policy (draft)
Agenda Item8
71
ATTACHMENT 1
RESOLUTION NO. 18-018
RESOLUTION OF THE
RIVERSIDE COUNTY TRANSPORTATION COMMISSION
REGARDING THE
REVISED INVESTMENT POLICY
WHEREAS, the Riverside County Transportation Commission (the "Commission")
currently retains the authority to add, delete or otherwise modify the Commission's
policies and procedures.
NOW, THEREFORE, the Riverside County Transportation Commission does hereby
resolve as follows:
Section 1. The Riverside County Transportation Commission hereby adopts the
Investment Policy, as revised on December 12, 2018, and attached as
Exhibit A.
APPROVED AND ADOPTED this 12th day of December, 2018.
Dana W. Reed, Chair
Riverside County Transportation Commission
ATTEST:
Lisa Mobley
Clerk of the Board
72
ATTACHMENT 2
Riverside [aunty iranspartniian Commis3inn
INVESTMENT POLICY
I. Introduction
The purpose of this document is to identify policies and procedures that enhance
opportunities for a prudent investment program and to organize and formalize
investment -related activities.
II. Scope
It is intended that this Policy cover all funds (except retirement funds) and
investment activities under the direction of the Commission. Investment activities
may be classified between operating and bond/debt portfolios.
III. Delegation of Authority
Pursuant to the Commission's Administrative Code, the Board's management
responsibility for the investment program is hereby delegated for a one-year period
to the Executive Director who shall monitor and review all investments for
consistency with this investment policy. Subject to review, the Board may renew
the delegation of authority pursuant to this section each year. The Executive
Director may delegate these duties to his designee ("Chief Financial Officer"). The
Commission may delegate its investment decision making and execution authority
to an investment advisor. The advisor shall follow this Policy and such other written
instructions as are provided.
IV. Prudence
All persons authorized to make investment decisions on behalf of the Commission
are subject to the prudent investor standard. Investments shall be made with care,
skill, prudence and diligence under circumstances then prevailing, including, but
not limited to, the general economic conditions and the anticipated needs of the
Commission that a prudent person acting in a like capacity and familiarity with
those matters would use in the conduct of funds of a like character and with like
aims, to safeguard the principal and maintain the liquidity needs of the
Commission.
Authorized individuals acting in accordance with this Policy and written procedures
and exercising due diligence shall be relieved of personal responsibility for an
individual security's credit risk or market price changes, provided deviations from
expectations are reported in a timely fashion.
Revised December -1-3-12, 204-72018
73
V. Objective
The Commission's primary investment objectives, in priority order, shall be:
1. Safety. Safety of principal is the foremost objective of the investment
program. Investments of the Commission shall be undertaken in a
manner that seeks to ensure preservation of capital in the portfolio.
2. Liquidity. The investment portfolio of the Commission will remain
sufficiently liquid to enable the Commission to meet its cash flow
requirements.
3. Return on Investment. The investment portfolio of the Commission
shall be designed with the objective of maximizing return on its
investments, but only after ensuring safety and liquidity.
The Commission may from time to time sell securities that it owns in order to better
reposition its portfolio assets in accordance with updated cash flow schedules,
yield opportunities existing between market sectors, or simply market timing.
VI. Investments
California Government Code Section 53601 governs the investments permitted for
purchase by the Commission. Within the investments permitted by Code, the
Commission seeks to further restrict eligible investments to the investments listed
in Section V1.1 below. Percentage limitations, where indicated, apply at the time
of purchase. Percentage holdings with any one non-U.S. Government issuer or
non -Federal Agency issuer are further restricted to a maximum of 10% (direct and
indirect commitments), except as otherwise noted. Rating requirements where
indicated, apply at the time of purchase. In the event a security held by the
Commission is subject to a rating change that brings it below the minimum
specified rating requirement, the Chief Financial Officer shall be authorized to act
immediately and to notify the Board of any actions taken in regards to the security.
The course of action to be followed will then be decided on a case -by -case basis,
considering such factors as the reason for the rate drop, prognosis for recovery or
further rate drops, and the market price of the security.
1. Eligible Investments
A. U.S. Government Issues. United States Treasury notes, bonds,
bills, or certificates of indebtedness, or those for which the faith and
credit of the United States are pledged for the payment of principal
and interest.
Revised December -1-3-12, 204-72018
74
1
1
B. Federal Agency Securities. Federal agency or United States
government -sponsored enterprise obligations, participations, or
other instruments, including those issued by or fully guaranteed as
to principal and interest by federal agencies or United States
government -sponsored enterprises.
C. Supranational Obligations. Obligations issued, or unconditionally
guaranteed, by the following supranational institutions:
1. International Bank for Reconstruction and
Development; and
2. International Finance Corporation.
Such securities must have a maximum maturity of four (4) years and
ratings from at least one Nationally Recognized Statistical Rating
Organization (NRSRO) as follows: at least "Aa/AA/or AA" which
denotes "Aa2" by Moody's Investors Service (Moody's), or "AA" by
S&P Global Ratings (S&P), or "AA" by Fitch Ratings (Fitch); or as
otherwise approved by the Commission. Investments in
supranational obligations are limited to a maximum of 20% of
Commission funds with no more than 10% of funds invested in any
one supranational institution.
GD. Municipal Bonds.
Registered treasury notes or bonds of any of the other 49 United
States, in addition to California, payable solely out of the revenues
from a revenue -producing property owned, controlled, or operated
by a state or by a department, board, agency or authority of any of
the other 49 United States, in addition to California. Such securities
must have a maximum maturity of five (5) years and ratings from at
least one Nationally Recognized Statistical Rating Organization
(NRSRO) as follows: at least "Aa3/AA /or M Al/A+/or A+"" which
vncnvtes"Ao�_Ann�inester_s_ge y
ta-R Jar€! & Dnnr`o� Da�`rc Ptch\• or as
�ccr c�`TCrTccrT7+
otherwise approved by the Commission.
Registered general obligation treasury notes or bonds of any of
the 50 United States. Such securities must have a maximum
maturity of five (5) years and ratings from at least one NRSRO as
follows: at least "Aa3/M /or M Al/A+/or A+"" or as otherwise
approved by the Commission.
Taxable or tax-exempt bonds, notes, warrants, or other evidences of
indebtedness of any local agency within the State of California with
a maximum maturity of five (5) years and ratings from at least one
NRSRO as follows: at least "Aa3/M /or AA Al/A+/or A+"`° (the
Revised December -1-3-12, 204-72018
75
minimum rating shall apply to the local agency, irrespective of any
credit enhancement), including bonds, notes, warrants, or other
evidences of indebtedness payable solely out of the revenues from
a revenue -producing property owned, controlled, or operated by
either the local agency, a department, board, agency, or authority of
the local agency, or of any local agency within this state.
Investments in municipal bonds are further limited to 25% of surplus
the Commission's funds.
1XE. Tri-Party Repurchase Agreements. Tri-party repurchase
agreements are to be used solely as short-term investments not to
exceed 30 days. The Commission may enter into tri-party
repurchase agreements with primary government securities dealers
rated "A" or better by two NRSROs. Counterparties should also have
(i) a short-term credit rating of at least P-1/A-1/ or F-1; (ii) minimum
assets and capital size of $25 billion in assets and $350 million in
capital; (iii) five years of acceptable audited financial results; and (iv)
a strong reputation among market participants.
The following collateral restrictions will be observed: Only U.S.
Treasury securities or Federal Agency securities, as described in V.1
A and B, will be acceptable collateral. All securities underlying tri-
party repurchase agreements must be delivered to the Commission's
custodian or fiscal agent bank versus payment or be handled under
a properly executed tri-party repurchase agreement. The total
market value of all collateral for each tri-party repurchase agreement
must equal or exceed 102% of the total dollar value of the money
invested by the Commission for the term of the investment. For any
tri-party repurchase agreement with a term of more than one day, the
value of the underlying securities must be reviewed on an on -going
basis according to market conditions. Market value must be
calculated each time there is a substitution of collateral.
The Commission or its trustee shall have a perfected first security
interest under the Uniform Commercial Code in all securities subject
to tri-party repurchase agreement. The Commission shall have
properly executed a PSA agreement with each counterparty with
which it enters into tri-party repurchase agreements.
EF. U.S. Corporate Debt. Medium -term notes, defined as all corporate
and depository institution securities with a maximum remaining
maturity of five (5) years or less, issued by corporations organized
and operating within the United States or depository institutions
licensed by the United States or any state and operating within the
United States. Eligible investment shall be rated at least "Aa3/AA-
Revised December -1-3-12, 204-72018
76
/or AA " or better by at least one NRSRO. Investments in U.S.
Corporate Debt are further limited to 2530% of surplus the
Commission's funds.
�G. Commercial Paper. Commercial paper rated in the highest
category by one or more nationally recognized statistical rating
organization (NRSRO). The entity that issues the commercial paper
shall meet all of the following conditions in either paragraph (1) or
paragraph (2):
(1) The entity meets the following criteria: (A) Is organized and
operating in the United States as a general corporation. (B) Has
total assets in excess of five hundred million dollars
($500,000,000). (C) Has debt other than commercial paper, if
any, that is rated "A" or higher by at least one NRSRO.
(2) The entity meets the following criteria: (A) Is organized within the
United States as a special purpose corporation, trust, or limited
liability company. (B) Has program -wide credit enhancements,
including, but not limited to, over collateralization, letters of credit,
or surety bond. (C) Has commercial paper that is rated at least
"P-1/A-1/or F-1 ", or the equivalent, by at least one NRSRO.
Purchases of eligible commercial paper may not exceed 270 days
maturity nor represent more than 10% of the outstanding paper of an
issuing corporation. Investments in commercial paper are limited to
a maximum of 25% of surplus the Commission's funds.
GrH. Banker's Acceptances. Banker's acceptances issued by domestic
or foreign banks, which are eligible for purchase by the Federal
Reserve System. Purchases of banker's acceptances may not
exceed 180 days maturity. Eligible banker's acceptances are
restricted to issuing financial institutions with short-term paper rated
in the highest category by one or more nationally recognized rating
service. Investments in banker's acceptances are further limited to
40% of surplus the Commission's funds with no more than 30% of
surplus the Commission's funds invested in the banker's
acceptances of any one commercial bank.
#1,I. Money Market Mutual Funds. Shares of beneficial interest issued
by diversified management companies that are money market funds
registered with the Securities and Exchange Commission under the
Investment Company Act of 1940 (15 U.S.C. Sec. 80a-1, et seq.)
and that invest solely in U.S. treasuries, obligations of the U.S.
Treasury, and repurchase agreements relating to such treasury
obligations.
Revised December -1-3-12, 204-72018
77
The Commission may invest in shares of beneficial interest issued
by accompany shall have met either of the following criteria: (1)
Attained the highest ranking or the highest letter and numerical rating
provided by not less than two nationally recognized rating services.
(2) Retained an investment adviser registered or exempt from
registration with the Securities and Exchange Commission with not
less than five years' experience managing money market mutual
funds with assets under management in excess of five hundred
million dollars ($500,000,000).
The purchase price of shares of beneficial interest purchased
pursuant to this subdivision shall not include any commission that the
companies may charge. Investments in Money Market Mutual Funds
are further limited to 20% of surplus the Commission's funds.
l„J. Riverside County Pooled Investment Fund ("RCPIF"). The
Commission may invest in the Riverside County Pooled Investment
Fund. As on -going due diligence, the Chief Financial Officer shall
obtain the information listed below:
• A description of eligible investment securities and a written
statement of investment policy.
• A description of the interest calculation, the frequency of interest
distributions, and the treatment of gains and losses in the
portfolio.
• A description of how often the securities are priced, how the
securities are safeguarded, and the audit arrangements.
• A description of who may invest in the program, how often they
may invest, and what size deposits and withdrawals are allowed.
• A schedule for receiving statements and portfolio listings.
• A fee schedule, and when and how fees are assessed.
• The composition of the investment fund for each reporting period.
J,K. State of California Local Agency Investment Fund ("LAIF"). The
Commission may invest in LAIF. As on -going due diligence, the
Chief Financial Officer shall obtain the information listed below:
• A description of eligible investment securities and a written
statement of investment policy.
• A description of the interest calculation, the frequency of interest
distributions, and the treatment of gains and losses in the
portfolio.
• A description of how often the securities are priced, how the
securities are safeguarded, and the audit arrangements.
Revised December -1-3-12, 204-72018
78
" A d e s c r i p t i o n o f w h o m a y i n v e s t i n t h e p r o g r a m , h o w o f t e n t h e y
m a y i n v e s t , a n d w h a t s i z e d e p o s i t s a n d w i t h d r a w a l s a r e a l l o w e d .
" A s c h e d u l e f o r r e c e i v i n g s t a t e m e n t s a n d p o r t f o l i o l i s t i n g s .
" A f e e s c h e d u l e , a n d w h e n a n d h o w f e e s a r e a s s e s s e d .
" T h e c o m p o s i t i o n o f t h e i n v e s t m e n t f u n d f o r e a c h r e p o r t i n g p e r i o d .
I C L . C e r t i f i c a t e s o f D e p o s i t .
N e g o t i a b l e C e r t i f i c a t e s o f D e p o s i t ( N C D '