treasurer’s pooled investment fundcounty of riverside treasurer’s pooled investment fund is...
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COUNTY OF RIVERSIDE TREASURER’S POOLED INVESTMENT FUND IS CURRENTLY RATED: Aaa-bf BY MOODY’S INVESTOR’S SERVICE AND AAA/V1 BY FITCH RATINGS
T h e T r e a s u r e r ' s P o o l e d I n v e s t m e n t F u n d i s c o m p r i s e d o f t h e
C o u n t y , S c h o o l s , S p e c i a l D i s t r i c t s , a n d o t h e r D i s c r e t i o n a r y D e p o s i t o r s .
County of Riverside Treasurer’s Pooled Investment Fund
C a p i t a l M a r k e t s T e a m
Don Kent
Treasurer-Tax Collector
Jon Christensen
Asst. Treasurer-Tax Collector
Giovane Pizano
Investment Manager
Isela Licea
Asst. Investment Manager
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 achieve a
return on the funds under his or her
control.
I n v e s t m e n t O b j e c t i v e s
March 2015
Month End Market
Value ($)*
Month End Book
Value ($)
Paper Gain or
Loss ($)
Paper Gain
or Loss (%)
Book
Yield (%)
Yrs to
Maturity
Modified
Duration
March 5,730,402,540.40 5,728,600,174.74 1,802,365.66 0.03 0.46 1.25 1.22
February 5,517,030,770.65 5,517,608,884.48 (578,113.83) (0.01) 0.48 1.35 1.32
January 5,536,152,467.50 5,532,205,553.13 3,946,914.37 0.07 0.44 1.26 1.23
December 5,895,845,894.96 5,899,853,397.68 (4,007,502.72) (0.07) 0.43 1.24 1.21
November 4,813,034,831.17 4,811,717,725.40 1,317,105.77 0.03 0.46 1.42 1.39
October 4,619,489,691.81 4,619,977,432.54 (487,740.73) (0.01) 0.44 1.35 1.32
“ Stuck in the Slow Lane ”
Remember that Friday after work, on the way up the Cajon Pass for the out of town family vacation? That’s where you found yourself doing 45 mph behind the pickup truck pulling an oversized trailer, stuck in the slow lane. Try as you may, you just can’t seem to get around for enough clear road to pick up speed and pass. Our national economy seems to also be experiencing this as well. It’s no surprise though that we have had a slow-er start to economic growth so far this year; GDP growth has been diminished somewhat due in part to the mas-sive sell off in oil, severe winter weather on the East Coast and the Rust Belt, the West Coast port slowdown, and, widening trade deficits against a very strong dollar. We are also seeing continued weakness overseas as trade sanctions remain against Russia over its involvement with Ukraine and last years’ takeover of Crimea. The Greek tragedy continues to play out as it decides wheth-er or not it will make debt payments to the IMF or its government workers. Sounds like a broken record but it remains to be seen if Greece continues to be a part of the Euro, or, if going back to the drachma is a possibility. Either way, hundreds of billions of Euro are at stake. The European Central Bank’s recent announcement for its version of quantitative easing and the Bank of Eng-land’s pass on raising rates are obviously not signs of unfettered growth and good times in the Eurozone, although their year-to-date stock market indices would suggest otherwise. Growth in China has softened up a bit with the Chinese government announcing it is now targeting GDP growth at 7% vs. 7.5% (still a big number). Furthermore war drums continue beating in the Middle East with Syria, Iraq and Iran in chaos due to ISIS and now a full blown civil war in Yemen. The geopolitical
risk there is the massive oil trade that flows through the narrow passage of the Gulf of Aden into the Red Sea; further uncertainty is assured. Back at home, U.S. jobless claims increased in March and were revised downward for January and February. The unemployment rate held in at 5.5% but as we have dis-cussed before, this number does not include the labor participation rate, or U-6 total unemployment, currently at 10.9% for the month. We believe that there could be continued pain in the oil sector as lower prices force some wells to be idled and exploration and development to slow. Lower energy prices will provide stimulus for the economy as more dollars remain in the hands of the consumer, but it has not shown up in a big way as of yet. As was widely anticipated at the March 18th meeting, FOMC members acknowledged a slower economy with the FED dropping the language that it could be patient when beginning to normalize monetary policy. By re-moving the “patient” reference, it has placed itself in a better position to respond to positive economic data. This language opens the door to a potential rate hike as early as June, however, their economic projections also seem to indicate that meeting its goals of full employ-ment and 2% inflation are further down the road. So, it seems as if even the FED is isn’t quite ready to accelerate by raising rates anytime soon.
Don Kent
Treasurer-Tax Collector
Value ChangeNymex Crude 47.60$ (2.16)$
Gold (USD/OZ) 1,183.68$ (29.54)$
Value Change
Dow Jones (DJIA) 17,776.12$ (356.58)$
S&P 500 Index 2,067.89$ (36.61)$
NASDAQ (NDX) 4,333.68$ (106.99)$
Fed Move 04/29/2015 06/17/2015
Decrease to 0.00% 50.0% 44.0%
Increase to 0.25% 50.0% 50.0%
Increase to 0.50% 0.0% 6.0%
Increase to 0.75% 0.0% 0.0%
Increase to 1% 0.0% 0.0%
Current Fed Funds Rate: 0-0.25%
Probability for FOMC Dates:
Current Market Data
Economic Indicators
Stock Indices
Commodities
Fed Funds Target Rate
COUNTY OF RIVERSIDE TREASURER-TAX COLLECTOR
US Treasury Curve (M/M)
FOMC Meeting Schedule
Release % Risk Assessment
28-Jan 0-.25% Growth
18-Mar 0-.25 Growth
Release Date Indicator Consensus Actual
03/06/2015 230,000 295,000
03/06/2015 5.6% 5.5%
03/25/2015 0.7% -1.4%
03/27/2015 2.4% 2.2%
03/31/2015 95.5 101.3
03/05/2015 0.2% -0.2%
03/24/2015 0.2% 0.2%Consumer Price Index - M/M change: The Consumer Price Index is a measure of the
average price level of a fixed basket of goods and services purchased by consumers.
Non-Farm Payrolls M/M change: Counts the number of paid employees working part-
time or full-time in the nation's business and government establishments.
Employment Situation: Measures the number of unemployed as a percentage of the
labor force.Durable Goods Orders - M/M change: Reflects the new orders placed with domestic
manufacturers for immediate and future delivery of factory hard goods. Real Gross Domestic Product - Q/Q change: The broadest measure of aggregate
economic activity and encompasses every sector of the economy. GDP is the country's most comprehensive economic scorecard.Consumer Confidence: Measures consumer attitudes on present economic conditions
and expectations of future conditions. Factory Orders M/M change: Represents the dollar level of new orders for both
durable and nondurable goods.
Fund Symbol 7 Day YieldFidelity Prime Institutional MMF FIPXX 0.09%Federated Prime Obligations Fund POIXX 0.05%Wells Fargo Advantage Heritage WFJXX 0.10%Morgan Stanley Institutional Prime Liquidity Fund MPFXX 0.07%JP Morgan CJPXX 0.07%
AAA Rated Prime Institutional Money-Market Funds
0.40% 0.37% 0.40% 0.42% 0.41% 0.42% 0.44% 0.44% 0.46% 0.43% 0.44% 0.48% 0.46%
0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.04% 0.05% 0.05% 0.06% 0.06% 0.07% 0.08%
0.00%
0.50%
1.00%
Mar-14 May-14 Jul-14 Sep-14 Nov-14 Jan-15 Mar-15
Pool Yield
TIMMI
The Pooled Investment Fund cash flow requirements are based upon a 12 month historical cash flow model. Based upon projected cash receipts and maturing investments, there are sufficient funds to meet future cash flow disbursements over the next 12 months.
The Treasurer’s Institutional Money Market Index (TIMMI) is compiled and reported by the Riverside County Treasurer’s Capital Markets division. It is a composite index derived from four AAA rated prime institutional money market funds. Similar to the Treasurer’s Office, prime money market funds invest in a diversified portfolio of U.S. dollar denominated money market instruments including U.S. Treasuries, government agencies, commercial paper, certificates of deposits, repurchase agreements, etc. TIMMI is currently comprised of the five multi billion dollar funds listed below.
TIMMI
COUNTY OF RIVERSIDE TREASURER-TAX COLLECTOR 3
Cash Flows
Month Monthly Receipts
Monthly Disbursements Difference
Required Matured
Investments Balance
Actual Investments
Maturing
Available to Invest >
1 Year 04/2015 279.54 04/2015 1,375.00 950.00 425.00 704.54 927.4505/2015 520.00 1,185.89 (665.89) 38.65 546.6306/2015 750.00 1,220.61 (470.61) 431.96 - 493.3707/2015 1,100.00 1,050.00 50.00 50.00 222.0608/2015 725.00 850.00 (125.00) 75.00 - 178.3409/2015 800.00 1,000.00 (200.00) 200.00 - 295.0010/2015 975.00 1,150.00 (175.00) 175.00 - 181.1611/2015 1,150.00 900.00 250.00 250.00 50.0012/2015 1,900.00 975.00 925.00 1,175.00 100.0001/2016 901.94 1,593.66 (691.72) 483.28 430.0702/2016 875.00 1,000.00 (125.00) 358.28 191.7503/2016 1,100.00 970.00 130.00 488.28 80.00TOTALS 12,171.94 12,845.16 (673.22) 881.96 3,827.57 3,695.83 4,846.64
15.40% 64.52% 84.60%* All values reported in millions ($).
Asset Allocation
COUNTY OF RIVERSIDE TREASURER-TAX COL-
100,000.00 100.00% 0.13% .003 .003
54,000.00 100.00% 0.42% .003 .003
260,000.00 100.00% 0.08% .003 .003
395.00 100.00% 0.97% 5.214 5.214
435,000.00 100.05% 0.36% 1.129 1.129
253,571.00 100.05% 0.14% .359 .359
588,823.00 100.11% 1.17% 1.771 3.175
241,000.00 100.02% 0.12% .367 .367
593,674.00 99.99% 0.75% 2.120 2.278
150,000.00 100.04% 0.14% .400 .400
752,070.71 100.03% 0.74% 1.538 2.124
150,061.00 100.05% 0.11% .239 .239
674,766.00 100.00% 0.28% .971 .971
75,000.00 100.09% 0.22% .543 .543
258,850.00 100.10% 1.12% .439 3.026
120,930.00 100.04% 0.15% .076 .076
44,855.00 100.00% 0.31% .557 .557
641,500.00 100.02% 0.15% .158 .158
5,729,495.71 100.03% 0.46% .903 1.258
.003
54,000.00 54,000.00
100,000.00
Totals (000's):
100,000.00
335,000.00 335,000.00 335,000.00
5,730,402.54
COMM PAPER
258,837.00 259,106.32
641,203.25 641,315.57
MUNI BONDS
MUNI ZER0 CPNS
FMAC DISC NOTES
FARMER MAC
74,917.2574,853.48
120,872.56 120,916.25
5,728,600.17
44,845.77 44,845.77
674,777.08
253,355.98
Assets (000's) Scheduled Par
FNMA DISC NOTES 240,856.66 240,893.40
Scheduled Market
395.00
589,442.60
435,309.40
253,471.27
WAL (Yr) Mat (Yr)Mkt/ Sch
Book
752,252.35
YieldScheduled Book
395.00
593,813.28
260,000.00 260,000.00
100.00% 0.09% .003
150,031.44
674,799.12
149,885.15 149,951.63
752,006.24
593,777.22
US TREAS BONDS 435,092.58
588,821.44
FFCB DISC NOTES
FFCB BONDS
FHLB DISC NOTES
FHLB BONDS
149,962.67
REPOS
MMKT
CALTRUST FND
FNMA BONDS
DDA/PASSBK
FHLMC DISC NOTES
FHLMC BONDS
LOCAL AGCY OBLIG
Maturity Distribution
COUNTY OF RIVERSIDE TREASURER-TAX COLLECTOR 5
Scheduled Par (000's) 0-1 Mos 1-3 Mos 3-12 Mos 1-2 Yr 2-3 Yr >3 Yr Totals (000's)
REPO 100,000.00 - - - - - 100,000.00
MMKT 335,000.00 - - - - - 335,000.00
CALTRUST FND 54,000.00 - - - - - 54,000.00
DDA/PASSBK 260,000.00 - - - - - 260,000.00
LOCAL AGCY OBLIG - - - - - 395.00 395.00
US TREAS BONDS - - 175,000.00 225,000.00 35,000.00 - 435,000.00
FHLMC DISC NOTES - 86,571.00 167,000.00 - - - 253,571.00
FHLMC BONDS - - 80,000.00 160,130.00 34,500.00 314,193.00 588,823.00
FNMA DISC NOTES - 50,000.00 191,000.00 - - - 241,000.00
FNMA BONDS - 65,000.00 15,000.00 156,887.00 254,452.00 102,335.00 593,674.00
FHLB DISC NOTES - - 150,000.00 - - - 150,000.00
FHLB BONDS - 5,000.00 324,500.00 103,185.71 35,000.00 284,385.00 752,070.71
FFCB DISC NOTES - 90,000.00 60,061.00 - - - 150,061.00
FFCB BONDS - 148,150.00 344,320.00 117,296.00 15,000.00 50,000.00 674,766.00
FMAC DISC NOTES - 25,000.00 50,000.00 - - - 75,000.00
FARMER MAC - - 85,000.00 15,000.00 8,850.00 150,000.00 258,850.00
MUNI ZERO CPNS 38,450.00 82,480.00 - - - - 120,930.00
MUNI BONDS - 11,295.00 21,490.00 12,070.00 - - 44,855.00
COMM PAPER 140,000.00 426,500.00 75,000.00 - - - 641,500.00
Totals (000's): 927,450.00 989,996.00 1,738,371.00 789,568.71 382,802.00 901,308.00 5,729,495.71
% 16.19% 17.28% 30.34% 13.78% 6.68% 15.73%Cumulative % 16.19% 33.47% 63.81% 77.59% 84.27% 100.00%
Credit Quality
Book Market4,190,430.71 4,190,115.81 4,191,402.40 100.03%
30,000.00 29,975.17 29,984.80 100.03%
8,335.00 8,327.92 8,327.92 100.00%
499,295.00 499,068.42 499,160.97 100.02%
337,190.00 337,027.39 337,113.79 100.03%
NR 639,245.00 639,126.10 639,440.42 100.05% 0.45%
NA 25,000.00 24,959.38 24,972.25 100.05% 0.20%
5,729,495.71 5,728,600.17 5,730,402.54
0.15%
0.15%
Aa1
100.03%Totals (000's):
Aa3
0.46%
MKT/Book
Aa
Aa2
0.29%
0.53%
0.23%
YieldAaa
Moody (000's) Par
MOODY’S S & P
S&P (000's)AAA
AA+ 3,938,595.71 3,938,200.15
AA
AA- 337,190.00 337,027.39
NR
NA 25,000.00 24,959.38 100.05% 0.20%
Totals (000's): 0.46%
100.03%
639,245.00 639,126.10
0.15%
0.45%100.05%
353,000.00 352,841.10 352,911.31
639,440.42
337,113.79 100.03%
5,729,495.71 5,728,600.17 5,730,402.54 100.03%
24,972.25
Par Book Market MKT/Book Yield
436,496.65436,446.06436,465.00
3,939,468.13
100.02%
0.56%
0.16%100.01%
0.15%
COUNTY OF RIVERSIDE TREASURER-TAX COLLECTOR
DescriptionMaturity
Date Coupon Par
Value BookValue
MarketPrice
MarketValue
UnrealizedGain/Loss
REPO - WFF 04/01/2015 .130 100,000,000.00 100,000,000.00 100.000000 100,000,000.00 0.00
.130 100,000,000.00 100,000,000.00 100.000000 100,000,000.00 0.00
CALTRUST HERITAGE 04/01/2015 .102 200,000,000.00 200,000,000.00 100.000000 200,000,000.00 0.00FIDELITY PRIME 04/01/2015 .091 85,000,000.00 85,000,000.00 100.000000 85,000,000.00 0.00
FEDERATED PRIME 04/01/2015 .045 10,000,000.00 10,000,000.00 100.000000 10,000,000.00 0.00MORGAN STANLEY PRIME 04/01/2015 .061 10,000,000.00 10,000,000.00 100.000000 10,000,000.00 0.00JP MORGAN PRIME 04/01/2015 .074 30,000,000.00 30,000,000.00 100.000000 30,000,000.00 0.00
.094 335,000,000.00 335,000,000.00 100.000000 335,000,000.00 0.00
CALTRUST SHT TERM 04/01/2015 .421 54,000,000.00 54,000,000.00 100.000000 54,000,000.00 0.00
.421 54,000,000.00 54,000,000.00 100.000000 54,000,000.00 0.00
UB MANAGED RATE 04/01/2015 .080 260,000,000.00 260,000,000.00 100.000000 260,000,000.00 0.00
.080 260,000,000.00 260,000,000.00 100.000000 260,000,000.00 0.00
US DIST COURTHOUSE 06/15/2020 .975 395,000.00 395,000.00 100.000000 395,000.00 0.00.975 395,000.00 395,000.00 100.000000 395,000.00 0.00
U.S. TREASURY BOND 08/31/2017 .625 5,000,000.00 4,937,109.38 99.820000 4,991,000.00 53,890.62U.S. TREASURY BOND 06/30/2017 .750 5,000,000.00 4,971,875.00 100.203000 5,010,150.00 38,275.00U.S. TREASURY BOND 01/15/2016 .375 25,000,000.00 25,047,851.56 100.117000 25,029,250.00 -18,601.56U.S. TREASURY BOND 01/15/2016 .375 25,000,000.00 25,043,945.31 100.117000 25,029,250.00 -14,695.31U.S. TREASURY BOND 01/15/2016 .375 25,000,000.00 25,057,617.19 100.117000 25,029,250.00 -28,367.19U.S. TREASURY BOND 05/15/2016 .250 25,000,000.00 24,971,679.69 99.914000 24,978,500.00 6,820.31U.S. TREASURY BOND 05/15/2017 .875 25,000,000.00 25,077,148.44 100.563000 25,140,750.00 63,601.56U.S. TREASURY BOND 05/15/2016 .250 25,000,000.00 24,967,773.44 99.914000 24,978,500.00 10,726.56U.S. TREASURY BOND 05/15/2016 .250 25,000,000.00 24,967,773.44 99.914000 24,978,500.00 10,726.56U.S. TREASURY BOND 05/15/2016 .250 25,000,000.00 24,971,679.69 99.914000 24,978,500.00 6,820.31U.S. TREASURY BOND 01/31/2017 .875 25,000,000.00 25,129,882.81 100.656000 25,164,000.00 34,117.19U.S. TREASURY BOND 02/29/2016 .250 25,000,000.00 25,003,906.25 99.992000 24,998,000.00 -5,906.25U.S. TREASURY BOND 05/15/2016 .250 25,000,000.00 24,984,375.00 99.914000 24,978,500.00 -5,875.00U.S. TREASURY BOND 01/31/2016 .375 25,000,000.00 25,027,343.75 100.125000 25,031,250.00 3,906.25U.S. TREASURY BOND 01/15/2016 .375 25,000,000.00 25,029,296.88 100.117000 25,029,250.00 -46.88U.S. TREASURY BOND 05/15/2016 .250 25,000,000.00 24,941,406.25 99.914000 24,978,500.00 37,093.75U.S. TREASURY BOND 01/15/2016 .375 25,000,000.00 25,014,648.44 100.117000 25,029,250.00 14,601.56
U.S. TREASURY BOND 05/15/2016 .250 50,000,000.00 49,947,265.63 99.914000 49,957,000.00 9,734.37.375 435,000,000.00 435,092,578.15 100.071126 435,309,400.00 216,821.85
FHLMC-DISC NOTE 07/10/2015 .150 15,000,000.00 14,977,687.50 99.981000 14,997,150.00 19,462.50FHLMC-DISC NOTE 08/18/2015 .170 20,000,000.00 19,966,377.78 99.964000 19,992,800.00 26,422.22
FHLMC-DISC NOTE 06/17/2015 .105 25,000,000.00 24,984,687.50 99.987000 24,996,750.00 12,062.50FHLMC-DISC NOTE 06/17/2015 .105 25,000,000.00 24,985,052.08 99.987000 24,996,750.00 11,697.92FHLMC-DISC NOTE 06/17/2015 .105 25,000,000.00 24,985,052.08 99.987000 24,996,750.00 11,697.92FHLMC-DISC NOTE 06/15/2015 .175 11,571,000.00 11,560,987.87 99.987000 11,569,495.77 8,507.90FHLMC-DISC NOTE 07/31/2015 .118 32,000,000.00 31,981,513.33 99.976000 31,992,320.00 10,806.67FHLMC DISC NOTE 10/19/2015 .150 25,000,000.00 24,976,666.67 99.918000 24,979,500.00 2,833.33FHLMC-DISC NOTE 10/20/2015 .150 25,000,000.00 24,977,395.83 99.917000 24,979,250.00 1,854.17FHLMC-DISC NOTE 09/11/2015 .152 25,000,000.00 24,981,458.33 99.941000 24,985,250.00 3,791.67FHLMC DISC NOTE 09/11/2015 .170 25,000,000.00 24,979,104.17 99.941000 24,985,250.00 6,145.83
.137 253,571,000.00 253,355,983.14 99.960668 253,471,265.77 115,282.63
FHLMC 4Yr 11/01/2016 .625 10,000,000.00 9,991,200.00 100.118000 10,011,800.00 20,600.00FHLMC 3YrNc1YrE 01/15/2016 .450 5,000,000.00 5,000,000.00 100.117000 5,005,850.00 5,850.00FHLMC 4Yr 11/01/2016 .625 4,625,000.00 4,629,301.25 100.118000 4,630,457.50 1,156.25FHLMC 3.5YrNc3MoB 09/14/2016 .650 5,000,000.00 5,000,000.00 99.786000 4,989,300.00 -10,700.00FHLMC 3YrNc3MoB 09/14/2016 .650 5,000,000.00 4,999,000.00 99.786000 4,989,300.00 -9,700.00FHLMC 3.5YrNc3MoB 09/14/2016 .650 5,000,000.00 5,000,000.00 99.786000 4,989,300.00 -10,700.00FHLMC 5YrNc6MoB 12/18/2018 1.500 5,000,000.00 5,000,000.00 100.263000 5,013,150.00 13,150.00FHLMC 5YrNc6MoB 12/18/2018 1.375 10,000,000.00 10,000,000.00 100.165000 10,016,500.00 16,500.00FHLMC 5YrNc3MoB 08/21/2019 1.500 5,000,000.00 5,000,000.00 100.195000 5,009,750.00 9,750.00FHLMC 5YrNc3MoB 08/20/2019 1.750 10,000,000.00 10,000,000.00 100.201000 10,020,100.00 20,100.00FHLMC 5YrNc6MoB 08/21/2019 1.500 9,150,000.00 9,150,000.00 100.195000 9,167,842.50 17,842.50FHLMC 5YrNc6MoB 08/28/2019 1.700 10,000,000.00 10,000,000.00 100.202000 10,020,200.00 20,200.00FHLMC 5YrNc6MoB 08/28/2019 1.700 10,000,000.00 10,000,000.00 100.202000 10,020,200.00 20,200.00FHLMC 5YrNc6MoB 09/16/2019 1.625 10,000,000.00 10,000,000.00 100.207000 10,020,700.00 20,700.00FHLMC 5YrNc3MoB 09/04/2019 1.500 3,200,000.00 3,200,000.00 100.171000 3,205,472.00 5,472.00FHLMC 5YrNc3MoB 11/20/2019 1.500 5,863,000.00 5,863,000.00 100.176000 5,873,318.88 10,318.88FHLMC 5YrNc3MoB 11/26/2019 1.750 10,000,000.00 10,000,000.00 100.233000 10,023,300.00 23,300.00FHLMC 1YrNc6MoB 12/09/2015 .270 25,000,000.00 25,000,000.00 99.927000 24,981,750.00 -18,250.00FHLMC 5YrNc3MoB 11/26/2019 1.625 15,000,000.00 15,000,000.00 100.217000 15,032,550.00 32,550.00FHLMC 5YrNc3MoB 11/26/2019 1.750 10,000,000.00 10,000,000.00 100.243000 10,024,300.00 24,300.00FHLMC 2.25YrNc6MoE 02/28/2017 .750 15,000,000.00 15,000,000.00 100.105000 15,015,750.00 15,750.00FHLMC 1YrNc6MoE 12/09/2015 .270 50,000,000.00 50,000,000.00 99.927000 49,963,500.00 -36,500.00FHLMC 1Yr 05/13/2016 .500 25,000,000.00 25,055,500.00 100.127000 25,031,750.00 -23,750.00FHLMC 5YrNc3MoB 11/26/2019 1.750 13,080,000.00 13,080,000.00 100.233000 13,110,476.40 30,476.40FHLMC 5YrNc3MoB 11/20/2019 1.625 10,000,000.00 10,000,000.00 100.206000 10,020,600.00 20,600.00FHLMC 5YrNc3MoB 11/26/2019 1.750 5,000,000.00 5,000,000.00 100.233000 5,011,650.00 11,650.00FHLMC 5YrNc3MoB 11/26/2019 1.750 10,000,000.00 9,995,000.00 100.243000 10,024,300.00 29,300.00FHLMC 5YrNc6MoB 12/24/2019 1.600 20,000,000.00 20,000,000.00 100.251000 20,050,200.00 50,200.00FHLMC 3YrNc2MoB 05/27/2016 .500 15,000,000.00 14,994,000.00 99.956000 14,993,400.00 -600.00FHLMC 2YrNc3MoB 12/19/2016 .750 15,000,000.00 14,988,000.00 99.975000 14,996,250.00 8,250.00FHLMC 2.25YrNc3MoB 03/24/2017 .850 5,505,000.00 5,497,843.50 100.142000 5,512,817.10 14,973.60FHLMC 2.5YrNc3MoB 06/30/2017 1.000 9,500,000.00 9,488,600.00 100.043000 9,504,085.00 15,485.00FHLMC 5YrNc3MoB 01/16/2020 1.750 10,000,000.00 10,000,000.00 100.058000 10,005,800.00 5,800.00FHLMC 2YrNc1YrE 12/30/2016 .750 25,000,000.00 25,000,000.00 100.146000 25,036,500.00 36,500.00FHLMC 5YrNc3MoB 12/30/2019 1.800 10,000,000.00 10,000,000.00 100.001000 10,000,100.00 100.00FHLMC 5YrNc3MoB 01/30/2020 1.850 10,000,000.00 10,000,000.00 100.083000 10,008,300.00 8,300.00FHLMC 2YrNc6MoE 01/30/2017 .700 10,000,000.00 10,000,000.00 99.823000 9,982,300.00 -17,700.00FHLMC 5YrNc3MoB 02/19/2020 1.600 10,000,000.00 10,000,000.00 99.976000 9,997,600.00 -2,400.00FHLMC 2YrNc6MoE 01/30/2017 .700 10,000,000.00 10,000,000.00 99.823000 9,982,300.00 -17,700.00FHLMC 2.5YrNc6MoE 08/25/2017 1.000 10,000,000.00 10,000,000.00 100.159000 10,015,900.00 15,900.00FHLMC 2.75YrNc3MoB 11/27/2017 1.125 15,000,000.00 15,000,000.00 100.136000 15,020,400.00 20,400.00FHLMC 5YrNc3MoB 02/27/2020 1.600 10,000,000.00 10,000,000.00 100.209000 10,020,900.00 20,900.00FHLMC 5YrNc3MoB 03/12/2020 1.700 20,000,000.00 20,000,000.00 100.162000 20,032,400.00 32,400.00FHLMC 5YrNc3MoB 03/23/2020 1.750 10,000,000.00 10,000,000.00 100.208000 10,020,800.00 20,800.00FHLMC 5YrNc3MoB 03/25/2020 1.625 15,000,000.00 15,000,000.00 100.196000 15,029,400.00 29,400.00
REPOSREPO .130 .003 .003
.130 .003 .003MMKTWFJXX .102 .003 .003FIPXX .091 .003 .003
POIXX .045 .003 .003MPFXX .061 .003 .003CJPXX .074 .003 .003
.094 .003 .003CALTRUST FNDCLTR .421 .003 .003
.421 .003 .003DDA/PASSBKCASH .080 .003 .003
.080 .003 .003LOCAL AGCY OBLIGLAO .975 2.570 5.214
.975 2.570 5.214US TREAS BONDS912828TM2 1.013 2.389 2.422912828TB6 .932 2.221 2.252912828UG3 .225 .787 .795912828UG3 .237 .787 .795912828UG3 .184 .787 .795912828VC1 .324 1.119 1.126912828WH9 .752 2.093 2.126912828VC1 .335 1.118 1.126912828VC1 .335 1.118 1.126912828VC1 .324 1.119 1.126912828SC5 .641 1.815 1.841912828B82 .238 .915 .918912828VC1 .292 1.119 1.126912828B41 .278 .831 .838912828UG3 .267 .787 .795912828VC1 .418 1.118 1.126912828UG3 .320 .787 .795
912828VC1 .329 1.119 1.126.357 1.119 1.129
FHLMC DISC NOTES313396HY2 .150 .276 .277313396KP7 .170 .383 .384
313396GZ0 .105 .213 .214313396GZ0 .105 .213 .214313396GZ0 .105 .213 .214313396GX5 .175 .208 .208313396JV6 .118 .334 .334313396ND1 .150 .552 .553313396NE9 .150 .555 .556313396LP6 .150 .448 .449313396LP6 .170 .448 .449
.137 .359 .359FHLMC BONDS3134G3S50 .647 1.569 1.5923134G33R9 .450 .786 .7953134G3S50 .600 1.569 1.5923134G36J4 .650 1.443 1.4603134G36J4 .656 1.443 1.4603134G36J4 .650 1.443 1.4603134G4MB1 1.500 3.584 3.7213134G4M88 1.375 3.595 3.7213134G5F75 1.500 4.226 4.3953134G5E68 1.750 4.196 4.3923134G5F75 1.500 4.226 4.3953134G5GM1 1.700 4.224 4.4143134G5GM1 1.700 4.224 4.4143134G5GX7 1.625 4.281 4.4663134G5GU3 1.500 4.261 4.4333134G5LW3 1.500 4.439 4.6443134G5NG6 1.750 4.423 4.6603134G5PL3 .270 .687 .6933134G5P66 1.625 4.439 4.6603134G5P33 1.750 4.423 4.6603134G5NY7 .750 1.898 1.9183134G5PL3 .270 .687 .6933137EADQ9 .350 1.111 1.1213134G5NG6 1.750 4.423 4.6603134G5NB7 1.625 4.423 4.6443134G5NG6 1.750 4.423 4.6603134G5P33 1.760 4.423 4.6603134G5SR7 1.600 4.520 4.7373134G4WC8 .527 1.149 1.1593134G5SB2 .790 1.699 1.7233134G5SF3 .909 1.959 1.9843134G5SU0 1.049 2.223 2.2523134G5VW2 1.750 4.561 4.8003134G5WA9 .750 1.732 1.7533134G5UX1 1.800 4.513 4.7533134G5XK6 1.850 4.587 4.8383134G6AA1 .700 1.821 1.8383134G6AQ6 1.600 4.671 4.8933134G6AA1 .700 1.814 1.8383134G6BS1 1.000 2.363 2.4053134G6BT9 1.125 2.606 2.6633134G6DA8 1.600 4.693 4.9153134G6GX5 1.700 4.722 4.9533134G6JJ3 1.750 4.746 4.9843134G6KV4 1.625 4.767 4.989
Month End Portfolio Holdings
Yield To Maturity
ModifiedDuration
Years ToMaturityCUSIP
Fund: 1 POOL FUND
COUNTY OF RIVERISIDE TREASURER-TAX COLLECTOR 7
DescriptionMaturity
Date Coupon Par
Value BookValue
MarketPrice
MarketValue
UnrealizedGain/Loss
Month End Portfolio Holdings
Yield To Maturity
ModifiedDuration
Years ToMaturityCUSIP
FHLMC 5YrNc3MoB 03/30/2020 1.900 15,000,000.00 15,000,000.00 100.251000 15,037,650.00 37,650.00FHLMC 5YrNc3MoB 03/25/2020 1.625 7,900,000.00 7,900,000.00 100.196000 7,915,484.00 15,484.00FHLMC 5YrNc3MoB 03/30/2020 1.850 15,000,000.00 15,000,000.00 100.235000 15,035,250.00 35,250.00FHLMC 2.25YrNc3MoB 09/30/2016 .620 10,000,000.00 10,000,000.00 100.021000 10,002,100.00 2,100.00FHLMC 5YrNc3MoB 03/23/2020 1.625 10,000,000.00 9,990,000.00 100.195000 10,019,500.00 29,500.00
1.175 588,823,000.00 588,821,444.75 100.105227 589,442,603.38 621,158.63
FNMA DISC NOTE 05/13/2015 .095 25,000,000.00 24,988,125.00 99.995000 24,998,750.00 10,625.00FNMA DISC NOTE 05/20/2015 .100 25,000,000.00 24,987,777.78 99.994000 24,998,500.00 10,722.22FNMA DISC NOTE 08/12/2015 .115 31,000,000.00 30,982,670.14 99.965000 30,989,150.00 6,479.86FNMA DISC NOTE 09/15/2015 .110 35,000,000.00 34,977,862.50 99.940000 34,979,000.00 1,137.50FNMA DISC NOTE 09/16/2015 .170 25,000,000.00 24,978,631.94 99.939000 24,984,750.00 6,118.06FNMA DISC NOTE 09/10/2015 .130 25,000,000.00 24,984,743.06 99.941000 24,985,250.00 506.94FNMA DISC NOTE 09/02/2015 .130 25,000,000.00 24,985,555.56 99.944000 24,986,000.00 444.44FNMA DISC NOTE 09/02/2015 .130 25,000,000.00 24,985,645.83 99.944000 24,986,000.00 354.17FNMA DISC NOTE 09/02/2015 .130 25,000,000.00 24,985,645.83 99.944000 24,986,000.00 354.17
.123 241,000,000.00 240,856,657.64 99.955768 240,893,400.00 36,742.36
FNMA 5Yr 02/04/2016 .282 10,000,000.00 9,990,000.00 100.118000 10,011,800.00 21,800.00FNMA 5YrNc1YrB 11/08/2017 .800 10,000,000.00 10,000,000.00 100.056000 10,005,600.00 5,600.00FNMA 3YrNc1YrE 10/22/2015 .500 5,000,000.00 5,001,562.50 100.107000 5,005,350.00 3,787.50FNMA 5YrNc6MoB 11/07/2017 .800 5,250,000.00 5,250,000.00 100.044000 5,252,310.00 2,310.00FNMA 5YrNc1YrB 12/18/2017 .850 10,000,000.00 10,000,000.00 99.818000 9,981,800.00 -18,200.00FNMA 5YrNc1YrB 12/13/2017 .800 5,000,000.00 5,000,000.00 100.076000 5,003,800.00 3,800.00FNMA 5YrNc1YrB 12/18/2017 .850 8,752,000.00 8,752,000.00 99.818000 8,736,071.36 -15,928.64FNMA 5YrNc1YrB 12/26/2017 .750 10,000,000.00 10,000,000.00 99.781000 9,978,100.00 -21,900.00FNMA 5YrNc1YrB 12/27/2017 .800 5,000,000.00 5,000,000.00 99.913000 4,995,650.00 -4,350.00FNMA 5YrNc1YrB 12/13/2017 .800 5,000,000.00 5,000,000.00 100.076000 5,003,800.00 3,800.00FNMA 5YrNc1YrB 12/26/2017 .700 8,750,000.00 8,750,000.00 99.968000 8,747,200.00 -2,800.00FNMA 5YrNc1YrB 12/26/2017 .700 10,000,000.00 10,000,000.00 100.032000 10,003,200.00 3,200.00FNMA 5YrNc1YrB 01/30/2018 .850 5,000,000.00 5,000,000.00 100.052000 5,002,600.00 2,600.00FNMA 5YrNc1YrB 01/30/2018 .850 5,000,000.00 5,000,000.00 99.991000 4,999,550.00 -450.00FNMA 5YrNc6MoB 01/30/2018 .700 7,200,000.00 7,200,000.00 100.043000 7,203,096.00 3,096.00FNMA 5YrNc1YrB 01/29/2018 .800 10,000,000.00 10,000,000.00 100.006000 10,000,600.00 600.00FNMA 5YrNc1YrB 01/30/2018 .800 10,000,000.00 10,000,000.00 99.711000 9,971,100.00 -28,900.00FNMA 5YrNc1YrB 01/30/2018 .750 4,500,000.00 4,500,000.00 100.046000 4,502,070.00 2,070.00FNMA 5YrNc1YrB 01/30/2018 1.250 10,000,000.00 10,000,000.00 100.082000 10,008,200.00 8,200.00FNMA 5YrNc1YrB 02/28/2018 .800 15,000,000.00 15,000,000.00 100.083000 15,012,450.00 12,450.00FNMA 5YrNc1YrB 02/28/2018 1.000 10,000,000.00 10,000,000.00 100.106000 10,010,600.00 10,600.00FNMA 5YrNc1YrB 02/28/2018 1.000 5,000,000.00 4,998,500.00 100.106000 5,005,300.00 6,800.00FNMA 5YrNc6MoB 02/28/2018 1.120 10,000,000.00 10,000,000.00 100.135000 10,013,500.00 13,500.00FNMA 5YrNc1YrB 02/20/2018 1.000 5,000,000.00 4,993,750.00 100.100000 5,005,000.00 11,250.00FNMA 5YrNc6MoB 02/28/2018 1.120 10,000,000.00 10,000,000.00 100.135000 10,013,500.00 13,500.00FNMA 5YrNc6MoB 03/06/2018 1.000 10,000,000.00 10,000,000.00 100.080000 10,008,000.00 8,000.00FNMA 5YrNc6MoB 03/19/2018 1.120 5,000,000.00 4,998,750.00 100.125000 5,006,250.00 7,500.00FNMA 5YrNc6MoB 03/19/2018 1.120 10,000,000.00 10,000,000.00 100.125000 10,012,500.00 12,500.00FNMA 5YrNc6MoB 03/19/2018 1.120 5,000,000.00 5,000,000.00 100.125000 5,006,250.00 6,250.00FNMA 5YrNc6MoB 03/27/2018 1.000 5,000,000.00 5,000,000.00 100.064000 5,003,200.00 3,200.00FNMA 5YrNc1YrB 03/27/2018 .800 5,000,000.00 5,000,000.00 100.047000 5,002,350.00 2,350.00FNMA 3.5YrNc6MoB 09/27/2016 .625 5,500,000.00 5,498,350.00 100.044000 5,502,420.00 4,070.00
FNMA 3.5YrNc6MoB 09/27/2016 .625 5,000,000.00 5,000,000.00 100.044000 5,002,200.00 2,200.00FNMA 5YrNc6MoB 03/19/2018 1.120 10,000,000.00 10,000,000.00 100.125000 10,012,500.00 12,500.00FNMA 5YrNc1YrB 03/28/2018 .850 5,000,000.00 5,000,000.00 100.105000 5,005,250.00 5,250.00
FNMA 5YrNc1YrB 03/28/2018 1.000 5,000,000.00 5,000,000.00 100.227000 5,011,350.00 11,350.00FNMA 5YrNc6MoB 03/20/2018 1.000 5,000,000.00 4,996,250.00 100.123000 5,006,150.00 9,900.00FNMA 5YrNc1YrB 03/28/2018 1.000 5,000,000.00 5,000,000.00 99.638000 4,981,900.00 -18,100.00FNMA 3YrNc6MoB 09/26/2016 .650 5,000,000.00 5,000,000.00 99.907000 4,995,350.00 -4,650.00FNMA 5YrNc6MoC 04/24/2018 .800 10,000,000.00 10,000,000.00 100.034000 10,003,400.00 3,400.00FNMA 5YrNc6MoC 04/16/2018 .875 10,000,000.00 10,000,000.00 100.026000 10,002,600.00 2,600.00FNMA 5YrNc6MoB 04/30/2018 .750 10,000,000.00 10,000,000.00 100.050000 10,005,000.00 5,000.00FNMA 3.5YrNc6MoB 10/25/2016 .625 5,000,000.00 5,000,000.00 100.032000 5,001,600.00 1,600.00FNMA 3.5YrNc6MoB 10/25/2016 .625 10,000,000.00 10,000,000.00 100.032000 10,003,200.00 3,200.00FNMA 3.5YrNc6MoB 10/25/2016 .625 10,000,000.00 10,000,000.00 100.032000 10,003,200.00 3,200.00FNMA 5YrNc1YrB 04/16/2018 .875 5,000,000.00 5,000,000.00 100.026000 5,001,300.00 1,300.00FNMA 3.5YrNc6MoB 10/25/2016 .625 20,000,000.00 20,000,000.00 100.032000 20,006,400.00 6,400.00FNMA 3.5YrNc6MoB 11/15/2016 .600 10,000,000.00 10,000,000.00 99.934000 9,993,400.00 -6,600.00FNMA 5YrNc6MoB 04/18/2018 1.000 5,610,000.00 5,610,000.00 100.034000 5,611,907.40 1,907.40FNMA 3.5YrNc1YrB 11/15/2016 .600 10,000,000.00 10,000,000.00 99.934000 9,993,400.00 -6,600.00FNMA 5YrNc6MoB 05/08/2018 .900 5,000,000.00 5,000,000.00 100.081000 5,004,050.00 4,050.00FNMA 3.5YrNc6MoB 12/27/2016 .680 12,000,000.00 12,006,600.00 99.954000 11,994,480.00 -12,120.00FNMA 3.5YrNc1YrE 11/15/2016 .600 5,000,000.00 5,000,000.00 99.934000 4,996,700.00 -3,300.00FNMA 3.5YrNc1YrE 11/15/2016 .600 5,000,000.00 5,000,000.00 99.934000 4,996,700.00 -3,300.00FNMA 3.5YrNc1YrE 11/15/2016 .600 5,000,000.00 5,000,000.00 99.934000 4,996,700.00 -3,300.00FNMA 3.5YrNc1YrE 11/15/2016 .600 10,000,000.00 10,000,000.00 99.934000 9,993,400.00 -6,600.00FNMA 3.5YrNc1YrE 11/15/2016 .600 5,000,000.00 5,000,000.00 99.934000 4,996,700.00 -3,300.00FNMA 5YrNc6MoB 04/30/2018 .750 5,000,000.00 5,000,000.00 100.050000 5,002,500.00 2,500.00FNMA 5YrNc6MoB 05/08/2018 .900 21,750,000.00 21,750,000.00 100.081000 21,767,617.50 17,617.50FNMA 3.5YrNc1YrB 11/28/2016 .500 10,000,000.00 9,996,000.00 99.844000 9,984,400.00 -11,600.00FNMA 3.5YrNc1YrB 11/15/2016 .600 3,635,000.00 3,635,000.00 99.934000 3,632,600.90 -2,399.10FNMA 3.5YrNc1YrB 11/15/2016 .600 10,000,000.00 9,998,500.00 99.934000 9,993,400.00 -5,100.00FNMA 3.5YrNc1YrB 11/15/2016 .600 10,000,000.00 10,000,000.00 99.934000 9,993,400.00 -6,600.00FNMA 3.5YrNc1YrB 11/28/2016 .500 752,000.00 739,216.00 99.844000 750,826.88 11,610.88FNMA 5YrNc6MoB 06/12/2018 .850 10,000,000.00 9,911,500.00 100.098000 10,009,800.00 98,300.00FNMA 1Yr 05/27/2015 .500 20,000,000.00 20,078,200.00 100.061000 20,012,200.00 -66,000.00FNMA 1.25Yr 05/27/2015 .500 20,000,000.00 20,084,102.60 100.061000 20,012,200.00 -71,902.60FNMA 1Yr 05/27/2015 .500 25,000,000.00 25,100,000.00 100.061000 25,015,250.00 -84,750.00FNMA 5YrNc6MoB 02/13/2020 1.500 10,000,000.00 10,000,000.00 100.224000 10,022,400.00 22,400.00FNMA 5YrNc6MoB 02/20/2020 1.500 9,975,000.00 9,975,000.00 99.735000 9,948,566.25 -26,433.75
.786 593,674,000.00 593,813,281.10 100.017386 593,777,216.29 -36,064.81
FHLB DISC NOTE 07/29/2015 .130 50,000,000.00 49,967,138.89 99.980167 49,990,083.33 22,944.44FHLB DISC NOTE 08/05/2015 .130 50,000,000.00 49,967,138.89 99.979000 49,989,500.00 22,361.11FHLB DISC NOTE 11/13/2015 .160 25,000,000.00 24,968,777.75 99.930944 24,982,736.11 13,958.36FHLB DISC NOTE 09/02/2015 .135 25,000,000.00 24,982,093.75 99.957222 24,989,305.56 7,211.81
.136 150,000,000.00 149,885,149.28 99.967750 149,951,625.00 66,475.72
FHLB 3Yr 05/22/2015 .500 5,000,000.00 5,000,000.00 100.053000 5,002,650.00 2,650.00FHLB 5YrNc3MoB 10/10/2017 .750 10,000,000.00 10,000,000.00 100.007000 10,000,700.00 700.00FHLB 5YrNc6MoB 04/25/2018 .900 10,000,000.00 10,000,000.00 100.039000 10,003,900.00 3,900.00FHLB 5YrNc3MoB 04/25/2018 .850 8,350,000.00 8,350,000.00 100.049000 8,354,091.50 4,091.50
3130A4N24 1.900 4.748 5.0033134G6KV4 1.625 4.767 4.9893134G6KM4 1.850 4.755 5.0033134G5BN4 .620 1.491 1.5043134G6KJ1 1.646 4.761 4.984
1.173 3.052 3.177FNMA DISC NOTES313588FN0 .095 .118 .118313588FV2 .100 .137 .137313588KH7 .115 .366 .367313588LT0 .110 .459 .460313588LU7 .170 .462 .463313588LN3 .130 .446 .447313396LE1 .130 .424 .425313588LE3 .130 .424 .425313588LE3 .130 .424 .425
.123 .366 .367FNMA BONDS3136FP6X0 .383 .840 .8493136G0W49 .800 2.566 2.6113135G0QB2 .489 .556 .5623136G03B5 .800 2.567 2.6083136G12F5 .850 2.675 2.7213136G13S6 .800 2.660 2.7073136G12F5 .850 2.675 2.7213136G14Q9 .750 2.698 2.7423136G16J3 .800 2.705 2.7453136G13S6 .800 2.660 2.7073136G17E3 .700 2.702 2.7423136G1A66 .700 2.701 2.7423136G1B40 .850 2.791 2.8383136G1B32 .850 2.793 2.8383136G1AQ2 .700 2.795 2.8383136G1C56 .800 2.787 2.8363136G1AJ8 .800 2.793 2.8383136G1AY5 .750 2.792 2.8383136G1BF5 1.250 2.787 2.8383136G1D97 .800 2.875 2.9183136G1DA4 1.000 2.865 2.9183136G1DA4 1.006 2.865 2.9183136G1DB2 1.120 2.863 2.9183136G1CW7 1.042 2.841 2.8963136G1DB2 1.120 2.863 2.9183136G1ET2 1.000 2.879 2.9343136G1FW4 1.128 2.913 2.9703136G1FW4 1.120 2.913 2.9703136G1FW4 1.120 2.913 2.9703136G1GS2 1.000 2.955 2.9923136G1GN3 .800 2.947 2.9923136G1GR4 .634 1.480 1.496
3136G1GR4 .625 1.480 1.4963136G1FW4 1.120 2.913 2.9703136G1HC6 .850 2.948 2.995
3136G1HB8 1.000 2.947 2.9953136G1HE2 1.022 2.926 2.9733136G1HP7 1.000 2.947 2.9953135G0VQ3 .650 1.476 1.4933136G1JY6 .800 3.010 3.0683136G1KB4 .875 2.989 3.0473136G1KJ7 .750 3.033 3.0853135G0WL3 .625 1.552 1.5733135G0WL3 .625 1.552 1.5733135G0WL3 .625 1.552 1.5733136G1KB4 .875 2.989 3.0473135G0WL3 .625 1.552 1.5733135G0WS8 .600 1.608 1.6303136G1JW0 1.000 2.993 3.0523135G0WS8 .600 1.608 1.6303136G1KW8 .900 3.047 3.1073136G14F3 .665 1.723 1.7453135G0WS8 .600 1.608 1.6303135G0WS8 .600 1.608 1.6303135G0WS8 .600 1.608 1.6303135G0WS8 .600 1.608 1.6303135G0WS8 .600 1.608 1.6303136G1KJ7 .750 3.033 3.0853136G1KW8 .900 3.047 3.1073136G1LT4 .512 1.647 1.6663135G0WS8 .600 1.608 1.6303135G0WS8 .604 1.608 1.6303135G0WS8 .600 1.608 1.6303136G1LT4 1.009 1.643 1.6663136G1MU0 1.077 3.139 3.2033135G0KM4 .182 .156 .1563135G0KM4 .157 .156 .1563135G0KM4 .119 .156 .1563136G2DQ7 1.500 4.667 4.8773136G2DW4 1.500 4.687 4.896
.754 2.237 2.278FHLB DISC NOTES313384JT7 .130 .328 .329313384KA6 .130 .347 .348313384PE3 .160 .620 .622313384LE7 .135 .424 .425
.136 .399 .400FHLB BONDS313378AC5 .500 .142 .142313380UF2 .750 2.492 2.532313382PH0 .900 3.011 3.071313382PP2 .850 3.010 3.071
COUNTY OF RIVERISIDE TREASURER-TAX COLLECTOR 8
DescriptionMaturity
Date Coupon Par
Value BookValue
MarketPrice
MarketValue
UnrealizedGain/Loss
Month End Portfolio Holdings
Yield To Maturity
ModifiedDuration
Years ToMaturityCUSIP
FHLB 3.5YrNc3MoB 10/11/2016 .625 9,400,000.00 9,400,000.00 100.015000 9,401,410.00 1,410.00FHLB 3.5YrNc3MoB 10/24/2016 .550 10,000,000.00 10,000,000.00 100.031000 10,003,100.00 3,100.00FHLB 4YrNc3MoA 10/11/2016 .700 4,285,714.00 4,285,714.00 99.906000 4,281,685.43 -4,028.57FHLB 5YrNc6MoB 05/21/2018 .750 12,000,000.00 12,000,000.00 100.071000 12,008,520.00 8,520.00FHLB 5YrNC3MoB 05/23/2018 .750 10,000,000.00 10,000,000.00 99.958000 9,995,800.00 -4,200.00FHLB 5YrNc6MoB 05/25/2018 .750 10,000,000.00 10,000,000.00 100.098000 10,009,800.00 9,800.00FHLB 5YrNc6MoB 05/29/2018 .750 5,000,000.00 5,000,000.00 100.099000 5,004,950.00 4,950.00FHLB 5YrNc1YrB 06/12/2018 .800 10,000,000.00 10,000,000.00 100.116000 10,011,600.00 11,600.00FHLB 5YrNc1YrB 06/12/2018 .800 10,000,000.00 10,000,000.00 100.116000 10,011,600.00 11,600.00FHLB 5YrNc3MoB 06/19/2018 .875 5,000,000.00 5,000,000.00 99.787000 4,989,350.00 -10,650.00FHLB 5YrNc3MoB 06/19/2018 .875 5,000,000.00 5,000,000.00 99.787000 4,989,350.00 -10,650.00FHLB 5YrNc3MoB 06/19/2018 .875 5,000,000.00 5,000,000.00 99.787000 4,989,350.00 -10,650.00FHLB 5YrNc3MoB 06/19/2018 .875 10,000,000.00 10,000,000.00 99.787000 9,978,700.00 -21,300.00FHLB 5YrNc6MoB 06/20/2018 .900 5,000,000.00 4,998,000.00 99.923000 4,996,150.00 -1,850.00FHLB 5YrNc3MoB 06/20/2018 1.000 13,000,000.00 13,000,000.00 100.113000 13,014,690.00 14,690.00FHLB 5YrNc3MoB 06/20/2018 1.250 10,000,000.00 10,000,000.00 99.810000 9,981,000.00 -19,000.00FHLB 3.5YrNc1MoB 12/19/2016 .750 5,000,000.00 5,000,000.00 100.028000 5,001,400.00 1,400.00FHLB 3.5YrNc1MoB 12/19/2016 .750 10,000,000.00 10,000,000.00 100.028000 10,002,800.00 2,800.00FHLB 3YrNc6MoB 03/24/2017 .900 5,000,000.00 5,000,000.00 100.003000 5,000,150.00 150.00FHLB 3.5YrNc6MoE 09/26/2017 1.050 5,000,000.00 5,000,000.00 100.318000 5,015,900.00 15,900.00FHLB 3.25YrNc3MoB 06/27/2017 1.050 10,000,000.00 9,997,500.00 100.161000 10,016,100.00 18,600.00FHLB 5YrNc3MoB 06/18/2019 1.500 10,000,000.00 10,000,000.00 100.255000 10,025,500.00 25,500.00FHLB 5YrNc3MoB 06/18/2019 1.500 15,000,000.00 15,000,000.00 100.255000 15,038,250.00 38,250.00FHLB 5YrNc3MoB 06/26/2019 1.500 8,000,000.00 8,000,000.00 99.968000 7,997,440.00 -2,560.00FHLB 5YrNc3MoB 07/09/2019 1.000 10,000,000.00 10,000,000.00 100.021000 10,002,100.00 2,100.00FHLB 5YrNc3MoB 07/09/2019 1.750 5,000,000.00 5,000,000.00 100.032000 5,001,600.00 1,600.00FHLB 5YrNc3MoB 07/09/2019 1.750 5,250,000.00 5,247,375.00 100.032000 5,251,680.00 4,305.00FHLB 5YrNc3MoB 11/20/2019 1.625 15,000,000.00 15,000,000.00 100.212000 15,031,800.00 31,800.00FHLB 5YrNc3MoB 12/19/2019 1.800 5,000,000.00 5,000,000.00 100.219000 5,010,950.00 10,950.00FHLB 3Yr 12/29/2017 1.050 10,000,000.00 10,000,000.00 100.446000 10,044,600.00 44,600.00FHLB 5YrNc6MoB 12/30/2019 1.500 10,000,000.00 10,000,000.00 99.805000 9,980,500.00 -19,500.00FHLB 1Yr 01/29/2016 .250 15,000,000.00 15,000,000.00 99.959000 14,993,850.00 -6,150.00FHLB 1Yr 01/29/2016 .250 25,000,000.00 25,000,000.00 99.959000 24,989,750.00 -10,250.00FHLB 1YrNc6MoE 01/06/2016 .300 15,000,000.00 15,000,000.00 99.998000 14,999,700.00 -300.00FHLB 1YrNc7MoB 01/06/2016 .310 25,000,000.00 25,000,000.00 99.986000 24,996,500.00 -3,500.00FHLB 1YrNc6MoE 12/30/2015 .300 25,000,000.00 25,000,000.00 99.981000 24,995,250.00 -4,750.00FHLB 2YrNc1YrE 12/30/2016 .750 7,000,000.00 7,000,000.00 100.248000 7,017,360.00 17,360.00FHLB 5YrNc6MoB 12/19/2019 1.800 10,000,000.00 10,000,000.00 100.219000 10,021,900.00 21,900.00FHLB 2YrNc6MoE 12/30/2016 .770 12,500,000.00 12,500,000.00 100.140000 12,517,500.00 17,500.00FHLB 5YrNc3MoB 12/30/2019 1.800 4,600,000.00 4,600,000.00 100.271000 4,612,466.00 12,466.00FHLB 1Yr 01/26/2016 .300 25,000,000.00 25,000,000.00 99.970000 24,992,500.00 -7,500.00FHLB 1Yr 02/29/2016 .350 6,500,000.00 6,500,000.00 100.001000 6,500,065.00 65.00FHLB 5YrNc6MoB 01/22/2020 1.625 3,360,000.00 3,360,000.00 99.855000 3,355,128.00 -4,872.00FHLB 5YrNc6MoB 01/30/2020 1.500 9,825,000.00 9,825,000.00 99.836000 9,808,887.00 -16,113.00FHLB 1YrNc3MoB 02/26/2016 .300 25,000,000.00 25,000,000.00 99.964000 24,991,000.00 -9,000.00FHLB 1YrNc3MoB 02/26/2016 .300 25,000,000.00 25,000,000.00 99.964000 24,991,000.00 -9,000.00FHLB 5YrNc3MoB 02/27/2020 1.800 15,000,000.00 15,000,000.00 100.230000 15,034,500.00 34,500.00FHLB 5YrNc3MoB 02/17/2020 1.800 10,000,000.00 10,000,000.00 100.230000 10,023,000.00 23,000.00FHLB 5YrNc3MoB 03/11/2020 1.750 10,000,000.00 10,000,000.00 100.169000 10,016,900.00 16,900.00FHLB 1YrNc6MoE 03/18/2016 .400 15,000,000.00 15,000,000.00 99.995000 14,999,250.00 -750.00FHLB 1Yr 10/16/2015 .200 4,000,000.00 4,001,040.00 100.024000 4,000,960.00 -80.00FHLB 7Mo 10/13/2015 .160 25,000,000.00 24,996,587.00 99.943000 24,985,750.00 -10,837.00FHLB 1YrNc3MoB 03/30/2016 .400 25,000,000.00 25,000,000.00 99.970000 24,992,500.00 -7,500.00FHLB 1YrNc3MoB 03/30/2016 .400 15,000,000.00 15,000,000.00 99.970000 14,995,500.00 -4,500.00FHLB 5YrNc3MoB 03/30/2020 1.850 10,000,000.00 10,000,000.00 100.262000 10,026,200.00 26,200.00FHLB 7Mo 10/14/2015 .190 19,000,000.00 19,003,040.00 99.983000 18,996,770.00 -6,270.00FHLB 6Mo 09/25/2015 .150 25,000,000.00 24,981,041.67 99.936000 24,984,000.00 2,958.33FHLB 6Mo 10/02/2015 .150 25,000,000.00 24,980,312.50 99.925000 24,981,250.00 937.50FHLB 6Mo 09/29/2015 .150 25,000,000.00 24,980,625.00 99.935000 24,983,750.00 3,125.00
.721 752,070,714.00 752,006,235.17 100.024152 752,252,352.93 246,117.76
FFCB DISC NOTE 05/07/2015 .070 15,000,000.00 14,994,050.00 99.996000 14,999,400.00 5,350.00FFCB DISC NOTE 05/29/2015 .082 25,000,000.00 24,987,244.44 99.993000 24,998,250.00 11,005.56FFCB DISC NOTE 06/29/2015 .120 25,000,000.00 24,981,333.33 99.985000 24,996,250.00 14,916.67FFCB DISC NOTE 06/18/2015 .110 25,000,000.00 24,983,958.33 99.987000 24,996,750.00 12,791.67FFCB DISC NOTE 05/29/2015 .110 25,000,000.00 24,986,631.94 99.993000 24,998,250.00 11,618.06FFCB DISC NOTE 07/10/2015 .170 15,061,000.00 15,046,562.36 99.981000 15,058,138.41 11,576.05FFCB DISC NOTE 10/09/2015 .140 20,000,000.00 19,982,888.89 99.922000 19,984,400.00 1,511.11
.113 150,061,000.00 149,962,669.29 99.980300 150,031,438.41 68,769.12
FFCB 5Yr 04/20/2016 .246 10,000,000.00 9,995,000.00 100.143000 10,014,300.00 19,300.00FFCB 3Yr 05/01/2015 .500 5,000,000.00 4,997,000.00 100.032000 5,001,600.00 4,600.00FFCB 2.5Yr 07/24/2015 .214 15,000,000.00 14,996,061.75 100.037000 15,005,550.00 9,488.25FFCB 3YrNc1YrC 04/11/2016 .430 5,000,000.00 4,994,250.00 99.962000 4,998,100.00 3,850.00FFCB 1.75Yr 08/25/2015 .280 15,000,000.00 15,000,000.00 100.044000 15,006,600.00 6,600.00FFCB 3YrNC1YrA 12/09/2016 .680 5,000,000.00 4,992,500.00 99.956000 4,997,800.00 5,300.00FFCB 1Yr 09/10/2015 .250 10,000,000.00 9,996,800.00 100.036000 10,003,600.00 6,800.00FFCB 2Yr 03/03/2016 .375 10,000,000.00 10,001,000.00 100.028000 10,002,800.00 1,800.00FFCB 1.25Yr 06/04/2015 .190 15,000,000.00 14,999,475.00 100.011000 15,001,650.00 2,175.00FFCB 1.25Yr 05/01/2015 .500 15,000,000.00 15,055,545.00 100.032000 15,004,800.00 -50,745.00FFCB 1.25Yr 06/04/2015 .190 20,000,000.00 20,000,600.00 100.011000 20,002,200.00 1,600.00FFCB 1.25Yr 06/04/2015 .190 15,000,000.00 15,000,000.00 100.011000 15,001,650.00 1,650.00FFCB 1Yr 06/10/2015 .230 15,000,000.00 15,000,900.00 100.015000 15,002,250.00 1,350.00FFCB 1.25Yr 06/04/2015 .190 15,000,000.00 15,004,770.00 100.011000 15,001,650.00 -3,120.00FFCB 1Yr 05/01/2015 .130 15,000,000.00 14,999,367.90 99.997000 14,999,550.00 182.10FFCB 1.25Yr 05/14/2015 .190 33,150,000.00 33,150,000.00 100.000000 33,150,000.00 0.00FFCB 1Yr 07/09/2015 .150 10,000,000.00 9,998,700.00 99.995000 9,999,500.00 800.00FFCB 1Yr 08/04/2015 .190 25,000,000.00 25,000,000.00 99.975000 24,993,750.00 -6,250.00FFCB 1Yr 08/21/2015 .180 25,000,000.00 25,000,000.00 100.006000 25,001,500.00 1,500.00FFCB 1.25Yr 08/05/2015 .180 4,000,000.00 4,000,262.00 99.999000 3,999,960.00 -302.00FFCB 1Yr 10/01/2015 .190 20,000,000.00 19,998,400.00 99.973000 19,994,600.00 -3,800.00FFCB 5Yr 10/10/2019 .245 15,000,000.00 15,000,000.00 100.042000 15,006,300.00 6,300.00FFCB 5Yr 10/10/2019 .245 25,000,000.00 25,000,000.00 100.042000 25,010,500.00 10,500.00FFCB 1.25Yr 01/11/2016 .270 25,000,000.00 25,016,250.00 100.006000 25,001,500.00 -14,750.00FFCB 5Yr 10/10/2019 .245 10,000,000.00 9,997,560.00 100.042000 10,004,200.00 6,640.00FFCB 1.25Yr 01/29/2016 .230 10,000,000.00 9,997,500.00 99.934000 9,993,400.00 -4,100.00FFCB 1.25Yr 01/29/2016 .230 15,000,000.00 14,996,250.00 99.934000 14,990,100.00 -6,150.00FFCB 1.25Yr 01/29/2016 .230 25,000,000.00 25,000,000.00 99.934000 24,983,500.00 -16,500.00FFCB 1Yr 01/04/2016 .220 25,000,000.00 25,000,000.00 99.961000 24,990,250.00 -9,750.00FFCB 1Yr 01/22/2016 .230 15,070,000.00 15,070,000.00 99.984000 15,067,588.80 -2,411.20
313382LE1 .625 1.514 1.534313382SL8 .550 1.551 1.570313380S57 .700 1.512 1.534313382Y31 .750 3.088 3.1423133833M1 .750 3.094 3.1483133833J8 .750 3.099 3.1533133834M0 .750 3.110 3.1643133836N6 .800 3.143 3.2033133836N6 .800 3.143 3.203313383CP4 .875 3.157 3.222313383CP4 .875 3.157 3.222313383CP4 .875 3.157 3.222313383CP4 .875 3.157 3.222313383EM9 .908 3.158 3.225313383EN7 1.000 3.152 3.225313383EP2 1.250 3.135 3.225313383G62 .750 1.699 1.723313383G62 .750 1.699 1.7233130A15J3 .900 1.958 1.9843130A1AQ1 1.050 2.447 2.4933130A17J1 1.058 2.201 2.2443130A23Z7 1.500 4.052 4.2193130A23Z7 1.500 4.052 4.2193130A2AH9 1.500 4.074 4.2413130A2DX1 1.000 4.163 4.2773130A2DZ6 1.750 4.083 4.2773130A2DZ6 1.760 4.083 4.2773130A3ES9 1.625 4.423 4.6443130A3LC6 1.800 4.480 4.7233130A3N83 1.050 2.691 2.7513130A3MT8 1.500 4.552 4.7533130A3P81 .250 .826 .8333130A3P81 .250 .826 .8333130A3QH0 .300 .762 .7703130A3QP2 .310 .762 .7703130A3Q56 .300 .748 .7513130A3QU1 .750 1.732 1.7533130A3LC6 1.800 4.480 4.7233130A3RM8 .770 1.732 1.7533130A3S21 1.800 4.513 4.7533130A3WE0 .300 .817 .8253130A3W42 .350 .914 .9183130A3UB8 1.625 4.594 4.8163130A3VZ4 1.500 4.632 4.8383130A3ZV9 .300 .901 .9103130A3ZV9 .300 .901 .9103130A4AR3 1.800 4.668 4.9153130A4AH5 1.800 4.642 4.8883130A4BX9 1.750 4.881 4.9513130A4DE9 .400 .961 .9673130A34U5 .158 .541 .5453130A4KB7 .183 .536 .5373130A4JV5 .400 .997 1.0003130A4JV5 .400 .997 1.0003130A4JU7 1.850 4.755 5.0033130A3CC6 .163 .535 .540313384MD8 .304 .487 .488313384ML0 .303 .502 .507313384MH9 .304 .498 .499
.737 2.067 2.125FFCB DISC NOTES313312FG0 .070 .101 .101313312GE4 .082 .161 .162313312HM5 .120 .246 .247313312HA1 .110 .216 .216313312GE4 .110 .161 .162313396HY2 .170 .276 .277313312MT4 .140 .525 .526
.113 .238 .239FFCB BONDS31331KHV5 .292 1.051 1.0583133EANJ3 .520 .085 .0853133ECBA1 .292 .314 .3153133ECKZ6 .469 1.022 1.0333133EDAL6 .280 .402 .4033133EDBK7 .731 1.673 1.6963133EDEK4 .270 .446 .4473133EDG63 .370 .920 .9263133EDGB2 .193 .178 .1783133EANJ3 .178 .085 .0853133EDGB2 .188 .178 .1783133EDGB2 .190 .178 .1783133EDES7 .225 .194 .1953133EDGB2 .162 .178 .1783133EDKV3 .134 .085 .0853133EDFD9 .190 .120 .1213133EDQ70 .163 .274 .2743133EDRV6 .190 .345 .3453133EDTB8 .180 .391 .3923133EDKW1 .172 .347 .3483133EDWP3 .198 .502 .5043133EDXQ0 .245 4.501 4.5323133EDXQ0 .245 4.501 4.5323133EDN40 .218 .776 .7843133EDXQ0 .250 4.500 4.5323133EDZX3 .250 .826 .8333133EDZX3 .250 .826 .8333133EDZX3 .230 .826 .8333133EEEC0 .220 .757 .7643133EDZ47 .230 .807 .814
COUNTY OF RIVERISIDE TREASURER-TAX COLLECTOR 9
DescriptionMaturity
Date Coupon Par
Value BookValue
MarketPrice
MarketValue
UnrealizedGain/Loss
Month End Portfolio Holdings
Yield To Maturity
ModifiedDuration
Years ToMaturityCUSIP
FFCB 1Yr 01/21/2016 .240 25,000,000.00 25,000,000.00 99.903000 24,975,750.00 -24,250.00FFCB 1.25Yr 05/06/2016 .350 25,000,000.00 25,000,000.00 100.008000 25,002,000.00 2,000.00FFCB 1Yr 02/09/2016 .250 10,000,000.00 10,000,000.00 99.910000 9,991,000.00 -9,000.00
FFCB 1Yr 02/02/2016 .250 5,250,000.00 5,248,766.25 99.921000 5,245,852.50 -2,913.75FFCB 3YrNcYr1C 05/13/2016 .375 10,000,000.00 10,000,000.00 99.987000 9,998,700.00 -1,300.00FFCB 1Yr 05/13/2016 .400 12,296,000.00 12,303,807.96 100.084000 12,306,328.64 2,520.68FFCB 1.25Yr 05/06/2016 .350 25,000,000.00 25,000,000.00 100.008000 25,002,000.00 2,000.00FFCB 3Yr 01/09/2018 .875 5,000,000.00 4,988,250.00 99.669000 4,983,450.00 -4,800.00FFCB 1Yr 02/17/2016 .320 15,000,000.00 15,001,500.00 100.012000 15,001,800.00 300.00FFCB 2.5Yr 09/25/2017 1.000 10,000,000.00 10,000,000.00 100.397000 10,039,700.00 39,700.00
FFCB 1Yr 02/26/2016 .280 15,000,000.00 15,000,000.00 99.970000 14,995,500.00 -4,500.00FFCB 1Yr 02/26/2016 .280 10,000,000.00 9,998,600.00 99.970000 9,997,000.00 -1,600.00FFCB 1Yr 03/04/2016 .280 15,000,000.00 15,000,000.00 99.955000 14,993,250.00 -6,750.00FFCB 1.25Yr 06/27/2016 .500 25,000,000.00 25,000,000.00 100.056000 25,014,000.00 14,000.00
.281 674,766,000.00 674,799,115.86 100.001642 674,777,079.94 -22,035.92
FAMCA DISC NOTE 05/11/2015 .130 25,000,000.00 24,974,993.06 99.995000 24,998,750.00 23,756.94FAMCA DISC NOTE 11/16/2015 .195 25,000,000.00 24,959,375.00 99.889000 24,972,250.00 12,875.00FAMCA DISC NOTE 02/18/2016 .320 25,000,000.00 24,919,111.11 99.785000 24,946,250.00 27,138.89
.215 75,000,000.00 74,853,479.17 99.889667 74,917,250.00 63,770.83
FAMCA 3Yr 07/02/2015 .550 10,000,000.00 9,989,000.00 100.052000 10,005,200.00 16,200.00FAMCA 3Yr 01/28/2016 .425 5,000,000.00 5,000,000.00 99.975000 4,998,750.00 -1,250.00FAMCA 5YrNc6MoB 04/03/2018 .875 10,000,000.00 10,000,000.00 100.000000 10,000,000.00 0.00FAMCA 1.25Yr 06/29/2015 .170 25,000,000.00 25,000,000.00 100.002000 25,000,500.00 500.00FAMCA 1.5Yr 01/25/2016 .365 25,000,000.00 24,998,000.00 100.054000 25,013,500.00 15,500.00FAMCA 3Yr 09/05/2017 1.120 8,850,000.00 8,850,000.00 100.742000 8,915,667.00 65,667.00FAMCA 5YrNc6MoB 10/17/2019 1.875 10,000,000.00 10,000,000.00 100.057000 10,005,700.00 5,700.00FAMCA 5YrNc6MoB 11/04/2019 1.850 15,000,000.00 15,000,000.00 100.156000 15,023,400.00 23,400.00FAMCA 5YrNc6MoB 12/02/2019 1.750 15,000,000.00 15,000,000.00 100.200000 15,030,000.00 30,000.00FAMCA 5YrNc6MoB 12/02/2019 1.750 10,000,000.00 10,000,000.00 100.200000 10,020,000.00 20,000.00FAMCA 5YrNc6MoB 12/10/2019 1.625 15,000,000.00 15,000,000.00 100.199000 15,029,850.00 29,850.00FAMCA 5YrNc6MoB 12/23/2019 1.750 15,000,000.00 15,000,000.00 100.324000 15,048,600.00 48,600.00FAMCA 5YrNc6MoB 01/06/2020 1.750 15,000,000.00 15,000,000.00 100.251000 15,037,650.00 37,650.00FAMCA 5YrNc6MoB 01/29/2020 1.600 10,000,000.00 10,000,000.00 99.972000 9,997,200.00 -2,800.00FAMCA 5YrNc3MoB 02/04/2020 1.550 10,000,000.00 10,000,000.00 99.982000 9,998,200.00 -1,800.00FAMCA 5YrNc3MoB 02/04/2020 1.450 10,000,000.00 10,000,000.00 100.105000 10,010,500.00 10,500.00FAMCA 5YrNc3MoB 02/04/2020 1.600 15,000,000.00 15,000,000.00 99.887000 14,983,050.00 -16,950.00FAMCA 1Yr 05/24/2016 .400 15,000,000.00 15,000,000.00 100.001000 15,000,150.00 150.00FAMCA 1Yr 02/25/2016 .350 20,000,000.00 20,000,000.00 99.942000 19,988,400.00 -11,600.00
1.120 258,850,000.00 258,837,000.00 100.099021 259,106,317.00 269,317.00
UC REGENTS 04/07/2015 .145 38,450,000.00 38,432,499.91 99.997583 38,449,070.79 16,570.88UC REGENTS 05/05/2015 .165 35,000,000.00 34,981,391.67 99.984417 34,994,545.83 13,154.16UC REGENTS 05/12/2015 .145 22,480,000.00 22,469,315.76 99.983486 22,476,287.68 6,971.92UC REGENTS 05/08/2015 .150 10,000,000.00 9,995,333.33 99.984583 9,998,458.33 3,125.00UC REGENTS 05/06/2015 .145 15,000,000.00 14,994,018.75 99.985903 14,997,885.42 3,866.67
.151 120,930,000.00 120,872,559.42 99.988628 120,916,248.05 43,688.63
LOUISIANA STATE 05/15/2016 .540 12,070,000.00 12,070,000.00 100.000000 12,070,000.00 0.00MAINE STATE 06/01/2015 .200 11,295,000.00 11,292,853.95 99.981000 11,292,853.95 0.00TEXAS STATE 10/01/2015 .210 12,465,000.00 12,465,000.00 100.000000 12,465,000.00 0.00WASHINGTON STATE 08/01/2015 .150 8,335,000.00 8,327,915.25 99.915000 8,327,915.25 0.00COUNTY OF RIVERSIDE 10/14/2015 .350 690,000.00 690,000.00 100.000000 690,000.00 0.00
.287 44,855,000.00 44,845,769.20 99.979421 44,845,769.20 0.00
COCA-COLA CO 04/13/2015 .150 25,000,000.00 24,986,562.50 99.995000 24,998,750.00 12,187.50TOYOTA MOTOR CORP 04/06/2015 .180 25,000,000.00 24,984,750.00 99.997917 24,999,479.17 14,729.17TOYOTA MOTOR CORP 05/13/2015 .200 20,000,000.00 19,986,666.67 99.982500 19,996,500.00 9,833.33COCA-COLA CO 05/18/2015 .150 20,000,000.00 19,989,583.33 99.980417 19,996,083.33 6,500.00GE CAPITAL CORP 05/15/2015 .170 40,000,000.00 39,977,333.33 99.981667 39,992,666.67 15,333.34PROCTER & GAMBLE 04/15/2015 .120 50,000,000.00 49,985,000.00 99.994167 49,997,083.33 12,083.33PROCTER & GAMBLE 04/15/2015 .120 40,000,000.00 39,988,000.00 99.994167 39,997,666.67 9,666.67TOYOTA MOTOR CORP 05/27/2015 .190 45,000,000.00 44,971,737.50 99.976667 44,989,500.00 17,762.50NESTLE 06/02/2015 .120 30,000,000.00 29,987,700.00 99.967278 29,990,183.33 2,483.33NESTLE 06/04/2015 .100 20,000,000.00 19,993,333.33 99.966222 19,993,244.44 -88.89COCA-COLA CO 06/24/2015 .175 21,500,000.00 21,485,577.16 99.955667 21,490,468.33 4,891.17NESTLE 06/11/2015 .120 30,000,000.00 29,988,000.00 99.962528 29,988,758.33 758.33NESTLE 06/15/2015 .120 30,000,000.00 29,987,800.00 99.960417 29,988,125.00 325.00
GE CAPITAL CORP 06/17/2015 .170 30,000,000.00 29,983,000.00 99.959361 29,987,808.33 4,808.33
NESTLE 06/17/2015 .120 30,000,000.00 29,988,000.00 99.959361 29,987,808.33 -191.67TOYOTA MOTOR CORP 06/18/2015 .180 19,000,000.00 18,988,600.00 99.958833 18,992,178.33 3,578.33NESTLE 06/23/2015 .130 30,000,000.00 29,986,566.67 99.956194 29,986,858.33 291.66COCA COLA CO 05/12/2015 .105 21,000,000.00 20,995,283.75 99.982917 20,996,412.50 1,128.75GE CAPITAL CORP 05/15/2015 .140 40,000,000.00 39,988,022.22 99.981667 39,992,666.67 4,644.45TOYOTA MOTOR CORP 07/14/2015 .150 50,000,000.00 49,975,625.00 99.939333 49,969,666.67 -5,958.33GE CAPITAL CORP 07/22/2015 .160 25,000,000.00 24,986,111.11 99.934667 24,983,666.67 -2,444.44
.145 641,500,000.00 641,203,252.57 99.971251 641,315,574.43 112,321.86
.467 5,729,495,714.00 5,728,600,174.74 100.015827 5,730,402,540.40 1,802,365.66
.467 5,729,495,714.00 5,728,600,174.74 100.015827 5,730,402,540.40 1,802,365.66
3133EEKU3 .240 .804 .8113133EEMS6 .350 1.093 1.1013133EENK2 .250 .854 .863
3133EEMG2 .274 .834 .8443133ECP99 .375 1.112 1.1213133EDSR4 .350 1.113 1.1213133EEMS6 .350 1.093 1.1013133EENE6 .957 2.728 2.7813133EEPT1 .310 .876 .8853133EEQX1 1.000 2.455 2.490
3133EERB8 .280 .901 .9103133EERB8 .294 .901 .9103133EESJ0 .280 .923 .9293133EEVB3 .500 1.232 1.244
.275 .964 .971FMAC DISC NOTES31315KFL9 .130 .112 .11231315KPH7 .195 .628 .63031315KTF7 .321 .884 .888
.215 .541 .543FARMER MAC31315PQK8 .587 .254 .25531315PYY9 .425 .822 .83031315PRT8 .875 2.956 3.01131315PU49 .170 .246 .24731315PJ75 .370 .814 .82231315P2K4 1.120 2.387 2.43631315P5R6 1.875 4.300 4.55131315P5X3 1.850 4.350 4.60031315PG60 1.750 4.440 4.67731315PG60 1.750 4.440 4.67731315PS42 1.625 4.478 4.69931315PV48 1.750 4.498 4.73431315P4Y2 1.750 4.534 4.77331315P7E3 1.600 4.616 4.83631315P7L7 1.550 4.636 4.85231315PD71 1.450 4.649 4.85231315PE54 1.600 4.630 4.85231315PT33 .400 1.142 1.15131315PT90 .350 .898 .907
1.122 2.896 3.027MUNI ZER0 CPNS91411UR72 .145 .019 .01991411US55 .165 .096 .09691411USC0 .145 .115 .11591411US89 .150 .104 .10491411US63 .145 .098 .099
.151 .076 .076MUNI BONDS546415L73 .540 1.115 1.12656052AXR2 .220 .170 .170882723PH6 .210 .502 .50493974DHP6 .230 .336 .33776914AAG7 .350 .537 .540
.307 .553 .557COMM PAPER19121BRD3 .150 .036 .03689233HR63 .180 .016 .01689233HSD7 .200 .117 .11819121BSJ9 .150 .131 .13236959JSF1 .170 .123 .12374271URF9 .120 .041 .04174271URF9 .120 .041 .04189233HST2 .190 .156 .15664105HT28 .120 .172 .17364105HT44 .100 .178 .17819121BTQ2 .175 .232 .23364105HTB8 .120 .197 .19764105HTF9 .120 .208 .208
36959JTH6 .170 .213 .214
64105HTH5 .120 .213 .21489233HTJ3 .180 .216 .21664105HTP7 .130 .230 .23019121BSC4 .105 .115 .11536959JSF1 .140 .123 .12389233HUE2 .150 .287 .28836959JUN1 .160 .309 .310
.145 .157 .158
Total Fund .464 1.225 1.258
Grand Total .464 1.225 1.258
COUNTY OF RIVERISIDE TREASURER-TAX COLLECTOR 10
1 Mutual Funds maturity may be interpreted as weighted average maturity not exceeding 60 days. 2 Or must have an investment advisor with not less than 5 years experience and with assets under management of $500,000,000.
THIS COMPLETES THE REPORT REQUIREMENTS OF CALIFORNIA GOVERNMENT C0DE 53646
MUNICIPAL BONDS
(MUNI)
5 YEARS NO LIMIT NA 3 YEARS 15% AA-/Aa3/AA- 2.89%
U.S. TREASURIES 5 YEARS NO LIMIT NA 5 YEARS 100% NA 7.59%
LOCAL AGENCY
OBLIGATIONS (LAO)
5 YEARS NO LIMIT NA 3 YEARS 2.5% INVESTMENT
GRADE
0.01%
FEDERAL AGENCIES 5 YEARS NO LIMIT AAA 5 YEARS 100% NA 65.24%
COMMERCIAL PAPER (CP) 270 DAYS 40% A1/P1 270 DAYS 40% A1/P1/F1 11.19%
CERTIFICATE & TIME
DEPOSITS (NCD & TCD)
5 YEARS 30% NA 1 YEAR 25% Combined A1/P1/F1 0.00%
REPURCHASE
AGREEMENTS (REPO)
1 YEARS NO LIMIT NA 45 DAYS 40% max, 25% in term
repo over 7 days
A1/P1/F1 1.75%
REVERSE REPOS 92 DAYS 20% NA 60 DAYS 10% NA 0.00%
MEDIUM TERM NOTES
(MTNO)
5 YEARS 30% A 3 YEARS 20% AA/Aa2/AA 0.00%
CALTRUST SHORT TERM
FUND
NA NA NA DAILY
LIQUIDITY
1.0% NA 0.94%
MONEY MARKET MUTUAL
FUNDS (MMF)
60 DAYS (1) 20% AAA/Aaa (2)
DAILY
LIQUIDITY
20% AAA by 2 Of 3
RATINGS AGC.
5.85%
LOCAL AGENCY
INVESTMENT FUND (LAIF)
NA NA NA DAILY
LIQUIDITY
Max $50 million NA 0.00%
CASH/DEPOSIT ACCOUNT NA NA NA NA NA NA 4.54%
The Treasurer’s Pooled Investment Fund was in FULL COMPLIANCE with the Treasurer’s Statement of Investment Policy. The County’s Investment Policy is more restrictive than the Califor-nia Government Code. This policy is reviewed annually by the County’s Investment Oversight Committee and approved by the County Board of Supervisors.
Full Compliance
COUNTY OF RIVERSIDE TREASURER-TAX COLLECTOR 13
County o f R ive rs ide T r e a s u r e r - T a x C o l l e c t o r
C a p i t a l M a r k e t s
4 0 8 0 L e m o n S t r e e t , 4 t h F l o o r R i v e r s i d e , C A 9 2 5 0 2 - 2 2 0 5
www.treasurer-tax.co.riverside.ca.us
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