M a p o f S t a t u t o r y N a t u r a l H a z a r d Z o

EAST BAY MUNICIPAL UTILITY DISTRICT

DATE: October 19, 2017

MEMO TO: Board of Directors

THROUGH: Alexander R. Coate, General Manager A11t-FROM: Sophia D. Skoda, Director of Finance~( SUBJECT: Quarterly Investment Report - September 30, 2017

SUMMARY

In accordance with Section 53646 of the California Government Code the Treasurer of the District hereby submits to the General Manager, the Internal Auditor, and the Board of Directors a quarterly investment report. Attached is the September 30, 2017 quarterly investment report. This report will be reviewed with the Finance/Administration Committee on October 24, 2017.

DISCUSSION

The investments held by the District on September 30, 2017 are shown in Attachment A and totaled $744.5 million. The portfolio is in compliance with the Board's adopted policy regarding District investments and yielded 1.35 percent. The portfolio includes Water System Debt Service Reserve Funds of approximately $3.6 million that are invested in a Federal Agency note and short-term money market funds. Investments also reflect working capital of the District's Employee Retirement System (ERS) and Joint Powers Agencies.

Attachment B shows the composition and credit allocation of the District's investment portfolio. It also shows a comparison of the yield of the District's portfolio against the yield on the 90-day Treasury bill and the Federal Funds Rate. On September 30, 2017, the Federal Funds Rate was 1.25 percent and the yield on the 90-day Treasury bill was 1.06 percent. A forecast of the projected cash balance of the Water and Wastewater System General Funds for the six months through March 2018 is also included. In compliance with Section 53646(b)3 of the California Government Code, this report denotes that the District projects that it will be able to meet expenditure requirements for the next six months from a combination of maturing investments and revenues from budgeted operations.

ARC:SDS:DB

Attachment A - Portfolio Summary as of September 30, 2017 Attachment B- Yield and Composition of Investment Portfolio as of September 30, 2017

I:\Sec\2017 Board Related Items\Committees 2017\102417 Finance Ctte\FIN - Ctte Item Quarterly Investment Report 102417 .doc

Description

Federal Agency Issues Coupon LAIF Local Government Investment Pool CAMP CA Asset Mgmt Program Cash Money Market Mutual Funds

Municipal Bonds Medium Term Notes

Total/Average

Sop/6.- ///-Director of Finance

*LAIF includes Retirement funds of $6,013, 117.66

EAST BAY MUNICIPAL UTILITY DISTRICT Portfolio Management

Portfolio Summary September 30, 2017

Face Amount Market Value Book Value

Shares

528,923,706 527,124,707 528,411,705 71,013,118 71,013,118 71,013,118 55,311,841 55,311 ,841 55,311,841

40,525,089 40,525,089 40,525,089 23,292,447 23,292,447 23,292,447

15,975,000 15,898,622 15,965,128 9,409,000 9,395,537 9,402, 193

744,450,201 7 42,561,360 7 43,921,521

/~//,,/5;z Date~·

ATTACHMENT A

% of YTM@ Days To Portfolio Cost Maturity

70.99 1.50 689 9.56 1.08 1 7.45 1.15 1 5.46 0.30 3.14 0.93 1 2.14 1.38 516 1.27 1.39 401

100.00 1.35 505

EBMUO


Non-cash Portfolio Holdings by Fund September 30, 2017

Water:

Description

Federal Agency Issues Coupon

CAMP CA Asset Mgmt Program LAIF Local Government Investment Pool

Money Market Mutual Funds Municipal Bonds Medium Term Notes

Total/Average

Wastewater:

Description

Federal Agency Issues Coupon LAIF Local Government Investment Pool

CAMP CA Asset Mgmt Program Municipal Bonds

Total/Average

Face Amount Shares

474,940,706

45,262,783

37,351,800 20,000,000 10,665,000 9,409,000

597,629,289

Face Amount Shares

52,743,000 21,021,100 10,049,058

5,310,000

89,123,158

Market Value

473,291,281

45,262,783 37,351,800 20,000,000 10,605,526

9,395,537

595,906,926

Market Value

52,597,955 21,021, 100 10,049,058

5,293,097

88,961,209

ATTACHMENT A

Book Value

474,428,589 45,262,783

37,351,800 20,000,000 10,652,059 9,402, 193

597,097,424

Book Value

52,744,811 21,021,100 10,049,058

5,313,069

89,128,038

<i~ EBMUD

JPA:



Face Amount Market Value

BACWA Shares LAIF Local Government Investment Pool 2,262,600 2,262,600

Federal A9enc:t lssues Cou2on 905,000 900,471

Total/Average 3,167,600 3,163,071

DERWA

LAIF Local Government Investment Pool 0 0

Total/Average 0 0

FRWA

LAIF Local Government Investment Pool 2, 150,000 2, 150,000

Total/Average 2,150,000 2,150,000

llCP

LAIF Local Government Investment Pool 150,500 150,500

Total/Average 150,500 150,500

UMRWA

LAIF Local Government Investment Pool 64,000 64,000


ATIACHMENTA

Book Value

2,262,600

903,304

3,165,904

0

0

2, 150,000

2,150,000

150,500

150,500

64,000

64,000

Other:



Employee Retirement System Face Amount

Market Value Shares

LAIF Local Government Investment Pool 6,013,118 6,013,118

Total/Average 6,013,118 6,013,118

FERC

LAIF Local Government Investment Pool 2,000,000 2,000,000

Total/Average 2,000,000 2,000,000

DSRF Water 2008A Monet Market Mutual Funds 3,287,035 3,287,035

Total/Average 3,287,035 3,287,035

DSRF Water 201 OA

Federal Agency Issues Coupon 335,000 335,000

Monet Market Mutual Funds 5,412 5,412


ATIACHMENTA

Book Value

6,013,118

6,013,118

2,000,000

2,000,000

3,287,035

3,287,035

335,000

5,412

340,412

Water (Continued)

83 EB MUD

Description

Water: Federal Agency Issues Coupon

FNMA 1.1 10/29/2018-16

FFCB 1.2511/21/2018 FH LMC Step 5/22/2020-17

FHLB 1.6 5/22/2020-18 FFCB 1.12 5/3/2019-17 FNMA 0.875 5/21/2018 FHLMC Step 8/24/2021-17 FNMA 0.875 5/21/2018 FHLB Step 11/24/2021-17 FHLMC 1.511/27/2019-17 FHLB 1.2 5/23/2019-16 FNMA 0.875 5/21/2018 FNMA 1 4/30/2018-13 FHLB Step 11/28/2018-17 FHLMC Step 11/22/2019-17 FHLMC 1.5511/27/2019-17 FFCB 1.25 5/23/2019-16

FHLB 1.07 11 /26/2018-17 FHLMC 0.7510/27/2017 FHLMC Step 10/26/2018-17

FHLMC Step 5/9/2019-17 FHLMC Step 7/19/2021-17

FHLMC Step 7/27/2021-17

FHLMC Step 8/25/2021-16 FHLMC Step 8/25/2021-17 FNMA 1.05 2/27/2018-15 FHLMC 1.45 5/28/2019-17 FHLB Step 11/23/2020-17 FHLMC Step 11/23/2020-17 FH LB 1.65 5/28/2020-18 FHLB 1.24 5/23/2019-13 FHLB Step 3/30/2021-16 FHLMC 1 7/27/2018-17


Portfolio Details by Fund - Investments September 30, 2017

CUSIP Date

Settlement Face Amount Market Value Book Value Shares

3135GOG64

3133EHNY5 3134GBNG3 3130ABYZ3 3133EGD77 3135GOWJ8 3134GAEM2 3135GOWJ8 3130AA2M9 3134GA4E1 3130A7ZW8 3135GOWJ8 3136GOV57 3134GAWZ3

3134GAWK6 3134GA2P8 3133EFD20

3130A7XG5 3134G7V24 3134GASM7

3134GBPG1 3134G9N52

3134G9L47 3134GACG7

3134G95P8 \ 3136G1DG1 '

3134GBNZ1 3130A9XUO 3134GAWWO 3130AC7J7 313382ZB2 3130A9HD6 3134G9X51

10/30/2015

6/27/2017 7/21/2017 8/23/2017

8/7/2017 9/18/2017 8/24/2016 6/28/2017

11/30/2016 6/27/2017

6/26/2017 8/16/2017 9/20/2017

11/28/2016 11/22/2016 6/30/2017 9/27/2017

8/16/2017 10/27/2015 10/26/2016 6/26/2017 7/19/2016

7/27/2016

8/25/2016 8/25/2016 2/27/2013 7/12/2017

11/23/2016 11/23/2016

8/28/2017 9/20/2017 9/30/2016 7/27/2016

20,000,000

15,000,000 11,975,000

10,500,000 10,000,000

9,951 ,000 9,000,000 8,815,000 8,750,000 6,700,000 6,000,000 5,790,000 5,665,000

5,650,000 5,425,000 5,420,000 5,000,000 5,000,000 5,000,000 5,000,000

5,000,000 5,000,000

5,000,000 5,000,000

5,000,000 5,000,000 4,470 ,000 4,400,000 4,275,000 4,185,000 4,100,000 4,000,000 4,000,000

19,908,200

14,969,850 11 ,972,006

10,456,740 9,915,300 9,925,525 8,969,310 8,792,434 8,745,100 6,682,647 5,947,980 5,775,178 5,656,219

5,644,972 5,386,374 5,408,726 4,975,900 4,976,650

4,999,250 4,995, 100 4,999,150 4,960,550

4,925,700

4,973,150 4,974,150 4,996,200 4,457,261 4,381,872 4,256,489 4,167,423 4,080,935 3,986,240 3,989,200

20,000,000

14,988,638 11 ,975,000

10,498,737 9,948,312 9,928,761 8,998,947 8,794,524 8,728,135 6,704,484 5,973,983 5,776,558 5,657,102

5,644,946 5,415,302 5,422,378 4,979,602

4,984,006 5,000,000 5,000,000 4,999,527 5,000,000 5,000,000 5,000,000

5,000,000 4,999,846 4,468,974 4,392,207 4,264,905 4,184,838 4,086 ,893 4,000,000 4,000,000

Cost Value Moodys S&P

20,000,000

14,986,050 11,975,000

10,498,688 9,943,500 9,927,615 8,998,650 8,786,263 8,723,750 6,705,025

5,969,820 5,773,962 5,656,729 5,641 ,299 5,411 ,438 5,422 ,656 4,979,500

4,982,300 5,000,000 5,000,000

4,999,450 5,000,000

5,000,000 5,000,000 5,000,000 4,998,125 4,468,838 4,390,100 4,262,175 4,184,833 4,086,675 4,000,000 4,000,000

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 Aaa Aaa Aaa

AA+

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+

AA+ AA+ AA+ AA+

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+

ATTACHMENT A

YTM@ Days To Cost Maturity

1.10

1.32

2.03 1.61 1.45 1.23 2.08 1.24 2.05 1.47 1.47 1.24

1.24 1.31

1.74 1.53 1.50 1.35

0.75 1.32

1.53 1.73 1.62

2.21 1.89 1.06 1.46 1.70 1.84

1.65 1.44 2.30 1.00

394

417 965

965 580 233 1424 233 1516 788 600 233 212

424 783 788 600

422 27

391

586 1388 1396 1425 1425 150 605 1150 1150

971 600 1277 300

5

Water (Continued)

Description

FHLMC Step 10/28/2019-17 FHLMC Step 10/28/2019-17 FHLMC Step 6/30/2020-16

FHLMC Step 9/23/2021-16 FNMA 1.25 7/26/2019-17 FNMA Step 7/26/2019-16 FNMA Step 7/28/2021-17 FHLMC Step 10/26/2018-17 FHLMC Step 10/28/2021-17 FNMA 1.2511/15/2019-17 FHLB Step 12/28/2021-17 FHLMC 1.3 11/27/2019-17 FNMA 1.2511/25/2019-17

FHLB Step 9/30/2019-16 FHLMC5.12511/17/2017 FHLMC Step 7/14/2020-16 FFCB 1.74 11/25/2020-17 FHLMC 1.125 11/26/2018-17 FHLMC 1.2 5/23/2019-16 FHLMCStep 11/26/2019-17

FHLMC Step 7/27/2021-17 FHLMC 1.25 5/24/2019-16 FHLB Step 5/24/2021-17

FFCB 1.311/7/2019 FHLMC 1 5/25/2018-17 FHLMC 1.3 5/24/2019-16 FHLMC Step 7/19/2021-17 FNMA 0.875 5/21/2018 FNMA 1.75 11/26/2019 FNMA Step 10/28/2019-16 FNMA Step 7/19/2021-17

FNMA Step 7/26/2019-17 FHLMC Step 10/28/2021-17

FFCB 0.89 11116/2018 FHLMC 1.05 5/25/2018-16 FHLMC 1 5/25/2018-16 FHLB 1 5/10/2018-17

FHLMC Step 10/28/2019-17 FHLMC Step 7/26/2019-17 FHLMC Step 8/28/2019-17 FHLMC Step 9/30/2021-16 FFCB 0.89 11/16/2018

CUSIP

3134GARP1 3134GARP1 3134G9YE1

3134GAHM9 3135GON25 3136G3ZA6 3136G3T96 3134GASM7 3134GASR6 3135GOR62 3130AABN7 3134GAWD2 3135GOR70

3130A9HF1 3137EABA6 3134G9J81 3133EHKS1 3134G9QH3 3134GAAR5 3134GAZN7 3134G9K63 3134G9LD7

3130ABBGO 3133EA7D4 3134G9HC4 3134G9MU8 3134G9N52 3135GOWJ8

3135GOZY2 3136G3E43 3136G3ZZ1

3136G3F67

3134GASC9

3133EGJ48 3134G9LS4 3134G9KUO 3130A8XH1 3134GAUR3 3134G9J24 3134GAEV2 3134GAGL2 3133EGJ48

Date Settlement Face Amount Market Value Book Value

Shares

10/28/2016 10/28/2016 6/30/2016

9/23/2016 7/26/2016 7/26/2016 7/28/2016

10/26/2016 10/28/2016 7/20/2017

12/28/2016 7/12/2017 7/14/2017

9/30/2016 7/25/2017

7/14/2016 6/23/2017 7/11/2017 8/23/2016

11/30/2016

7/27/2016 7/18/2017 8/14/2017 9/22/2017 9/19/2017 7/18/2017 7/19/2016 6/26/2017 7/11/2017 7/28/2016 7/19/2016 7/26/2016

10/28/2016

7/25/2017 6/22/2017 8/21/2017 9/20/2017

10/28/2016 7/26/2016 8/30/2016 9/30/2016

9/18/2017

4,000,000 4,000,000 4,000,000

4,000,000 4,000,000 4,000,000 4,000,000 3,950,000 3,550,000 3,515,000 3,510,000 3,500,000

3,500,000 3,425,000 3,413,000 3,365,000 3,325,000 3,215,000 3,200,000 3,190,000

3,180,000 3,050,000 3,025,000 3,000,000 3,000,000 3,000,000 3,000,000 3.000,000 3,000,000 3,000,000 3,000,000 3,000,000

2,960,000

2,836,000 2,666,000 2,650,000 2,500,000 2,500,000

2,500,000 2,500,000 2,468,000

2,439,000

3,998,560 3,998,560 3,992,320

3,991 ,400 3,975,520 3,981 ,680 3,975,240 3,946, 129 3,547,835 3,486,388 3,511,088

3,473,470 3,468,990 3,425,000 3,430,270 3,353,189 3,307,344 3,203,715 3,175,840 3,188,277

3,140,632 3,037,038 3,023,125 2,982,060 2,995,170 2,990,280

2,976,330 2,992,320 3,011,400 2,993,010 2,958,300

2,991 ,240 2,942,536 2,818,842 2,662,534 2,644,886 2,495,325 2,496,775

2,494,325 2,492,425 2,460,078

2,424,244

4,000,000 4,000,000 4,000,000

3,998,407 4,000,000 4,000,000 4,000,000 3,950,000 3,548,553 3,495,701 3,507,765

3,486,464 3,481,564 3,423,858 3,430,690 3,364,766 3,321,938 3,207,178 3,200,000 3,185,858 3, 179,392 3,042,939

3,024,766 2,985,214 2,995,900 2,995,993

3,000,000 2,993,095 3,016,867 2,999,521 3,000,000 3,000,000

2,956,983 2,822,706 2,662,306 2,646,055 2,496,053 2,500,000 2,499,848 2,500,000 2,467,605

2,427,008


4,000,000 4,000,000 4,000,000

3,998,000 4,000,000 4,000,000 4,000,000 3,950,000 3,548,225 3,493,910 3,507,368

3,485,090 3,479,735 3,423,288 3,455,383 3,364,664 3,321,675 3,205,677 3,200,000 3,184,258

3,179,205 3,042,070 3,024,758

2,985,060 2,995 ,710 2,995,500

3,000,000 2,990,250 3,018,603 2,999 ,250 3,000,000

3,000,000 2,956,300

2,820,544 2,660,748 2,645,389 2,495,875 2,500,000 2,499,750 2,500,000 2,467,506

2,426,659

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 Aaa

Aaa Aaa

Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa

Aaa

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+

AA+ AA+ AA+

AA+ AA+ AA+ AA+ AA+

AA+ AA+

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+

AA+

ATTACHMENT A

YTM@ Days To Cost Maturity

1.78 1.78 1.74

2.09 1.25 1.41 1.69 1.32 2.04 1.51

3.08

1.48 1.50 1.69 1.11 1.53 1.77 1.34 1.20 1.56

1.76 1.39

2.57 1.54 1.21 1.38 1.73 1.24 1.48 1.54 1.73

1.46 2.03 1.31 1.27 1.23 1.26 1.57 1.50 1.71 2.27

1.33

758 758

1004

1454 664 664 1397 391 1489 776

1550

788 786 730 48

1018 1152 422 600 787

1396 601 1332 768

237 601 1388 233 787 758 1388

664 1489 412 237 237 222 758 664 697 1461

412 6

Water (Continued)

Description

FHLMC Step 8/28/2019-17

FHLMC Step 11/22/2019-17

FFCB 1.39 4/17/2019-17

FHLB 1.02 5/24/2019-17

FH LMC Step 11 /23/2020-17 FHLMC 1.12511/28/2018-17

FHLMC Step 11/26/2019-17 FFCB 1.15 11 /23/2018-16 FHLB 1.0510/26/2018-16

FHLMC 11 1/28/2018-16

FHLMC 1 11/29/2018-15

FHLMC 1 7/27/2018-17

FHLMC 1.07 5/25/2018-16

FHLMC 1.125 5/22/2019-17

FHLMC 1.125 5/28/2019-17

FHLMC Step 1/25/2019-17

FNMA 1.05 2/27/2018-15

FNMA Step 7/26/2019-17

FNMA Step 7/26/2019-17

FHLB 511/17/2017 FHLMC Step 9/30/2019-17 FFCB 2 5/17/2021-17

FHLMC Step 10/28/2021-17

FNMA 0.875 5/21 /2018

FNMA 1.4 6/13/2019-16 FFCB 1.18 11/26/2019

FNMA 1.0511/26/2018-14

FNMA 0.875 5/21 /2018

FHLB 1.2 10/26/2018-17 FFCB 1.2 2/11/2019-16

FFCB 1.06 11/19/2018-16

FHLB 111/23/2018-17

FHLB 1.45 11 /8/2019-13

FHLB Step 11/17/2021-17

FNMA 0.94 7/27/2018-16

FNMA 1.25 6/13/2019-16 FHLMC 5.125 11/17/2017

FFCB 110/17/2018 FHLMC Step 6/28/2019-16

FHLB 1.375 5/28/2019 FFCB 0.98 4/24/2018-14

FFCB 1 4/11/2018-14

CUSIP

3134GAEV2

3134GAWK6

3133EHFP3

3130A8YU1

3134GAWWO

3134GAYE8 3134GAZN7

3133EFD95 3130A8RPO

3134GAHA5 3134G44S4

3134G9X51

3134G9GP6

3134G92M8

3134GAXB5

3134G9Y43

3136G1DG1 3136G3F67

3136G3ZT5 3133XMQ87

3134GAMF8 3133EHJP9

3134GASK1

3135GOWJ8 3135GOK85

3133EC4K7

3136G06Q9

3135GOWJ8

3130AAM47

3133EFYT8

3133EGBE4

3130A8Y98

313380ZNO

3130A9UU3

3136G3ZU2

3135GOK77

3137EABA6 3133EFN37

3134G9VN4 3130ABF92 3133ECMF8

3133ECL44

Settlement Face Amount Market Value Book Value Date Shares

8/30/2016

11/22/2016

9/22/2017

6/23/2017

11/23/2016

8/17/2017

11/30/2016 8/3/2017

9/19/2017

8/30/2016 8/4/2017

7/27/2016

8/1/2017

9/18/2017

9/19/2017

7/25/2016

2/27/2013 7/26/2016

7/26/2016 6/26/2017

9/30/2016 7/24/2017

10/28/2016

8/18/2017

8/11/2017 6/28/2017

9/19/2017

7/18/2017

7/19/2017

8/11/2017

6/23/2017

7/25/2017

8/1/2017

11/17/2016

7/27/2016

9/22/2017

7/12/2017 8/16/2017

9/20/2017 9/22/2017 8/14/2017

7/24/2017

2,400,000

2,250,000

2,200,000

2,200,000

2,150,000 2,095,000

2,050,000

2,000,000 2,000,000 2,000,000

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000 2,000,000

2,000,000

1,995,000

1,930,000 1,830,000

1,800,000

1,785,000

1,720,000 1,700,000

1,700,000

1,600,000

1,550,000

1,537,000

1,500,000

1,500,000

1,500,000

1,500,000

1,500,000 1,400,000

1,350,000

1,195,000

1, 174,000 1,130,000 1,000,000

1,000,000

2,392,728

2,233,980

2,195,622

2,182,092 2,140,691

2,086,515

2,048,893 1,992,520

1,991 , 100 1,986,940

1,990,020

1,994,600

1,996,920

1,987,360

1,986,580

1,997,500

1,998,480

1,994, 160

1,987,880 2,004,596

1,928, 186 1,821,527

1,794,762

1,780,430

1, 712,982 1,685,295

1,689,817

1,595,904

1,545,645

1,529,945

1,493,310

1,491,510

1,492,575

1,494,840 1,492,770

1,392,790

1,356,831

1,190,101

1,172,873 1,128,215

998,210

998,080

2,400,000

2,247,587

2, 197,831

2, 186,438

2, 144,923 2,090,293

2,049, 113

1,995,346 1,994,281 2,000,000

1,992,108

1,999,671

1,997,606

1,990,883

1,989,393

2,000,000

2,000,000

2,000,000

2,000,000

2,005,048

1,930,000 1,830, 191

1,800,000

1,780,952

1,718,758 1,689,309

1,694, 185

1,596,260 1,548,367

1,533,088

1,495, 192

1,494, 181

1,497,050

1,493,802

1,500,000 1,393,849

1,356,836 1, 190,873

1,173,018 1, 128,807

998,591

998,780


2,400,000

2,246,625

2,197,800

2,184,204 2,143,550 2,089,804

2,048,770 1,994,702

1,994,120 2,000,000

1,991,050

1,999,200

1,997,000

1,990,700

1,989,200

2,000,000

2,000,000

2,000,000

2,000,000

2,025,144

1,930,000 1,830,201

1,800,000

1,780,205

1, 718,658 1,688,032

1,694,033

1,595,072

1,548,063

1,532,696

1,494,045

1,493,250

1,496,820

1,492,500

1,500,000

1,393,770

1,368,725 1, 190,387

1, 173,002 1,128,791

998,270

998,350

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

Aaa

Aaa

Aaa

Aaa

Aaa

Aaa

Aaa

Aaa

Aaa Aaa Aaa

Aaa

AA+

AA+ AA+

AA+

AA+ AA+

AA+ AA+

AA+ AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+ AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+

AA+ AA+ AA+

AA+

AA+

AA+

AA+ AA+

AA+ AA+ AA+

AA+

ATTACHMENT A

YTM@ DaysTo Cost Maturity

1.71

1. 71

1.45

1.40 1.84

1.32 1.52

1.36

1.32 1.00

1.34

1.02

1.26

1.41

1.45

1.22

1.05

1.46 1.25

1.12 1.62

2.00

2.27

1.23

1.44

1.48

1.35

1.24

1.30

1.39

1.35

1.34

1.55

1.91

0.94 1.51

1.11

1.33

1.68 1.44 1.23

1.23

697

783

564

601

1150 424 787

419

391 424

425

300

237

599

605

482

150

664

664

48 730

1325

1489

233

621

787

422

233

391

499

415

419

769

1509 300 621

48

382 636 605 206

193 7

Water (Continued)

Description

FFCB 1.12 5/3/2019-17

FFCB 1.1810/18/2019-16 FFCB 1.65 5/15/2019 FHLB 1 5/10/2018-17 FHLB 1 5/16/2018-13 FHLB 1.25 11/13/2019-15 FHLB 1.25 11/30/2018 FHLMC 0.9 5/10/2018-16 FHLMC 1 5/25/2018-16 FHLMC 1 5/25/2018-16 FHLMC 1 5/25/2018-16 FNMA 1.03 5/21/2018-14 FNMA 1.25 11/26/2019-17 FNMA 1.4 11/27/2019-13 FNMA Step 2/26/2019-16 FNMA 1.15 5/24/2019-17

FNMA 1.2 6/24/2019-14 FHLB 1.42 5/28/2019-17 FHLB Step 9/30/2019-16 FHLMC Step 11127/2020-16 FHLB 1.42 5/28/2019-17 FNMA 0.875 5/21/2018 FFCB 1.15 11/23/2018-16 FHLMC 1.2 7/30/2018-14 FHLMC 1.05 2/26/2018-16 FFCB 5.15 11/15/2019 FNMA 0.875 5/21/2018 FHLMC 1 5/11/2018-16

FHLMC Step 10/28/2021-17 FNMA 1 4/30/2018-14

FNMA 0.95 7/20/2018-16

FAMC 1.52 7/15/2019-18 FFCB 0.875 6/25/2018

FFCB 0.97 11/1/2018-17

FFCB 1.1 10/15/2018-16

FFCB 1.32 5/7/2020-17 FHLB 1.03 5/28/2019-17 FHLB 1.05 11/8/2018-13 FH LB 1.25 5/23/2019-16 FHLB 2 11/21/2019 FHLMC 0.85 11/28/2017-14 FHLMC 1 11/23/2018-17

CUSIP

3133EGD77 3133EGLD5 3133EDLR1 3130A8XH1 313382Y98 313382W33 3130A6UJ4 3134G9T49 3134G9KUO 3134G9KUO 3134G9KUO 3135GOXA6 3136G3PE9 3136G13ZO

3136G2ZX8

3136G3AR6 3136G14UO 3130AC586 3130A9HF1 3134G75M9 3130AC586 3135GOWJ8 3133EFD95 3134G3ZK9 3134G8L98 31331YEH9 3135GOWJ8

3134G9JDO

3134GASR6 3136G1 KOO 3136G3ZQ1 3132XOWA5

3133EFD87 3133EGA70

3133EFJP3 3133EGD69 3130A92Y6 313381VJ1 3130A86T5 313376H24 3134G3Y53 3134GAGG3

Settlement Face Amount Market Value Book Value Cost Value Moodys S&P Date Shares

8/10/2017

7/19/2017 9/19/2017 6/27/2017 7/24/2017 7/21/2017 9/21/2017 7/25/2017 7/12/2017 8/14/2017 8/10/2017 8/21/201 7

7/19/2017 8/17/2017 2/26/2016

9/19/2017

9/20/2017 8/28/2017 9/30/2016 8/7/2017

8/28/2017 8/11 /2017 7/27/2017 7/19/2017 8/15/2017 7/24/2017 8/4/2017

8/10/2017 10/28/2016

8/4/2017 7/24/2017

8/14/2017 8/17/2017

7/17/2017 8/18/2017

7/27/2017 7/27/2017 6/23/2017 6/23/2017

8/1/2017 8/2/201 7

7/21/2017

1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000

1,000,000 1,000,000 1,000,000

1,000,000 1,000,000

970,000 900,000 900,000 850,000 840,000 800,000 800,000 700,000 691 ,000 635,000

600,000 585,000

510,000 505,000 500,000

500,000

500,000 500,000 500,000 500,000 500,000 500,000 500,000 500,000 500,000

991,530

990,210 1,001 ,920

998,130 997,680 991, 190 997,780 997,310 998,070 998,070 998,070

998,030 992,910 994,200

998,520

994,050 994,330 967,129 900,000 896,274 847,484 837,850 797,008 799,336 699,286 741,920 633,374 598,854

584,643 508,995 503,470

500,000 498,400 497, 140 498,805

493,825 495,260 497,815 497,300 504,810 499,780 496,990

995,588 993,568

1,003,387

998,774 998,459 995,567 998,253 997,926 998, 131 998,665 998,502

998,728 995,809 997,869

1,000,000

995,483 995,728 970,000 899,874 897,851 850,000 838,147 797,874 799,471

699,465 744,056 633,508

599, 116

584,876 509,232 503,553

500,000 498,620

497,729 498,711

496,022 496,456 498,526 498,464 505,494 499,771 498,290

995,200 Aaa 992,940 Aaa

1,003,450 Aaa 998,250 Aaa 998 ,000 Aaa 995,160 Aaa 998,216 Aaa 997,300 None 997,500 Aaa 998,400 Aaa 998,180 Aaa 998,510 Aaa

995,420 Aaa 997,750 Aaa

1,000,000 Aaa

995,400 Aaa 995 ,660 Aaa

970,000 Aaa 899,811 Aaa 897,750 Aaa 850,000 Aaa 837,749 Aaa 797,544 Aaa 799,344 Aaa 699,300 Aaa 748,705 Aaa 633,143

598,914

584,848 509,026 503,217 500,000 498,394

497,300 498,565 495,750 496,075 498,165 498,210 505,915 499,543

498,000

Aaa

Aaa Aaa

Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa

AA+ AA+ AA+

AA+ AA+ AA+ AA+ None AA+ AA+ AA+

AA+ AA+ AA+

AA+

AA+ AA+

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+

AA+

AA+

AA+ AA+ AA+ AA+ AA+ AA+

AA+ AA+ AA+ AA+ AA+ AA+ AA+

ATTACHMENT A

YTM@ DaysTo Cost Maturity

1.40

1.50 1.44 1.20 1.25 1.46 1.40 1.24 1.29 1.21

1.23 1.23

1.45

1.50 1.39

1.43 1.45

1.42 1.68 2.67 1.42 1.22 1.39 1.28 1.24 1.46

1.24 1.24

2.04

1.26 1.31 1.52 1.25 1.39 1.35 1.63 1.47 1.32 1.44 1.48 1.13 1.30

580 748 592

222 228 774 426 222 237 237 237

233

787

788 514

601 632

605 730

1154 605 233 419

303 149

776 233 223

1489

212 293

653 268 397 380 950 605 404 600 782 59

419 8

Water (Continued)

Description

FHLMC 111/23/2018-17 FHLMC 1 5/23/2018-16 FHLMC 1.0510/30/2018-15 FHLMC 1.2 5/7/2019-15 FNMA 1.2511/20/2018-15 FNMA 1.511/30/2018-14 FNMA 0.875 5/21/2018 FHLMC 1.5 9/9/2019-18 FHLB 1.3 5/1 /2020-17 FHLMC Step 10/28/2019-17 FHLB Step 6/29/2020-17 FHLB 1.125 8/23/2018-16 FHLMC Step 5/22/2019-17 FFCB 1.02 5/14/2018-13 FFCB 1.3410/17/2019-14

FHLB 1.15 11/6/2018-14

FHLMC 1.211/19/2018-13 FFCB 4.25 4/16/2018 FFCB 2.07 5/9/2022-18 FNMA 1 6/19/2018-14 FHLMC 1.2511/22/2019-17 FHLB 5.37511/15/2017 FHLB 1 5/4/2018-16 FHLMC 1.5 9/27/2019-17 FHLB 1.3710/24/2019-14 FNMA 1.411/25/2019-16 FFCB 1.12 10/22/2018-13 FNMA 1.05 11/26/2018-14 FAMC 1.14 9/4/2018 FFCB 4.25 4/16/2018 FHLB 1.35 11 /24/2020-17

FHLMC 1.0511/28/2018-17

FNMA 1.15 11/28/2018-14

Subtotal/Average

CAMP CA Asset Mgmt Program CAMP MM

Subtotal/Average

LAIF Local Government Investment Pool LAIF LGIP - Water

Subtotal/Average

CUSIP

3134GAGG3 3134G74Z1 3134G42X5 3134G43G1 3136G2H91 3136GOHKO 3135GOWJ8 3134GA7A6 3130A8WW9 3134GASN5 3130ABLU8 3130A8VQ3 3134GBLF7 3133EC2E3 313380XXO

3133816L4

3134G3U32 31331YF21

3133EHHV8 3136G12Z1 3134GAWNO 3133MUDV4 3130A7TJ4 3134GBWH1 313360Z75 3136G3RC1 3133EA5L8 313680609 3132XOBT7

31331YF21 3130A9VU2

3134G94Q7

3136G1M89

CAMP6035

LGIP1001

ATTACHMENT A

YTM@ Days To Settlement Face Amount Market Value Book Value Cost Value Moodys S&P Cost Maturity Date Shares

8/17/2017 6/1/2017

8/11 /2017 8/7/2017

7/19/2017 6/26/2017 6/26/2017 7/24/2017

8/4/2017

10/28/2016 8/17/2017 8/17/2017 6/26/2017 7/27/2017 8/18/2017

6/18/2017 7/17/2017 8/11/2017

8/2/2017 8/15/2017 7/12/2017 7/12/2017 7/26/2017 8/14/2017 6/14/2017 7/12/2017 8/14/2017 8/10/2017 6/11 /2017 8/11/2017 7/27/2017

8/22/2017

8/23/2017

500,000 500,000 500,000 500,000 500,000 450,000 440,000 420,000

400,000 400,000 365,000 350,000 300,000 250,000 250,000

250,000 250,000 210,000

200,000 200,000 175,000

165,000 150,000 150,000 139,706 132,000 125,000 120,000

119,000 100,000 100,000 100,000

100,000 474,940,706

496,990 496,900 497,695

497,440 498,845 449,969 438,874 418,874 395,428 398,140 364,781 349,283 299,620 249 ,668 248,578

248,905 249,098 213,341

198,896 199,600 173,555 165,843 149,772 149,403 138,271 131 ,358 124,471 119,281 118,819 101,591 97,683

99,515 99,604

473,291,281

498,190 499,060 498,602 498,499 499,538 450,743

438,952 419,943

397,027 400,000 364,650 349,491 299,974 249,631

249,338 249,429

249,704 213,370 200,145 199,624 174,130 165,858 149,709 149,859 138,851 131 ,545 124,680 119,590 118,783 101 ,605

98,911

99,657 99,748

498,000 Aaa 498,820 Aaa 498,425 Aaa 498,360 Aaa 499,458 Aaa 450,910 Aaa 438,520 Aaa 419,937 Aaa 396,848 Aaa 400,000 Aaa 364,635 Aaa 349,423 Aaa 299,970 Aaa 249,525 Aaa 249,300 Aaa

249,368 Aaa

249,650 Aaa 214,221 Aaa 200,150 Aaa 199,558 Aaa

174,041 Aaa 167,350 Aaa 149,621 Aaa 149,850 Aaa 138,798 Aaa 131 ,498 Aaa 124,641 Aaa 119,541 Aaa 118,751 Aaa 102,010 Aaa

98,850 Aaa

99,625 99,725

Aaa

Aaa 474,428,589 474,399,609

5/9/2014 45,262,783 45,262,783 45,262,783 45,262,783 NR 45,262,783 45,262,783 45,262,783 45,262,783

6/30/201 1 37,351 ,800 37,351 ,800 37,351 ,800 37,351,800 NR 37,351,800 37,351,800 37,351,800 37,351,800

AA+ AA+ AA+ AA+ AA+ AA+ AA+ AA+


AA+ AA+ AA+ AA+ AA+ AA+


AA+ AA+

AA+

AA+ AA+

AAA

NR

1.32 1.29 1.31

1.39 1.33 1.36 1.25 1.51 1.60 1.41 1.93 1.29 1.79 1.26 1.47

1.36 1.31

1.27 2.05 1.26 1.49 1.18 1.33

1.55 1.67 1.56 1.36 1.35 1.34 1.27 1. 71

1.35 1.37

1.15

1.08

419 235

395 584 416 426 233 709 944 758

1003 327 599 226 747

402 415 196 1682

262 783 46 216 727 754 786 387 422

339 198 1151

424 424

9

Water (Continued) ATTACHMENT A

Description CUSIP Settlement Face Amount M k t V 1 Book Value Cost Value Moodys S&P

YTM@ Days To Date Shares ar e a ue Cost Maturity

Money Market Mutual Funds

Fidelity Investments Gov MM MM MM0057 6/22/2017 20,000,000 20,000,000 20,000,000 20,000,000 None None 0.89 Subtotal/Average 20,000,000 20,000,000 20,000,000 20,000,000

Municipal Bonds Los Angeles County Redevelopment 1 9/1/2018 54465AGJ5 8/25/2016 3,250,000 3,233,685 3,249,615 3,249,155 Aa3 AA 1.01 336 Successor Agency to the Redevelopment Agency of th 79730WBF6 2/9/2017 2,000,000 1,988,200 1,995,004 1,991 ,540 None AA 1.53 336 Santee CDC Successor Agency 1.5 8/1 /2018 802862AV4 11/8/2016 1,000,000 995,130 1,002,059 1,004,260 None AA 1.25 305 Highland Redevelopment Agency Successor Agency 2 2 430034AVO 9/7/2017 810,000 799,551 806,359 806,290 None AA+ 2.14 1220 Santa Cruz County Redevelopment Successor Agency 2 80182YCR6 8/3/2017 760,000 757,484 760,000 760,000 None AA 2.01 1067 Contra Costa County Redevelopment Agency Successor 212263AQO 8/16/2017 750,000 744,923 745,781 745,598 None AA 1.96 1036 University Calif Rev Bond 1.796 7/1/2019 91412GSB2 10/16/2015 500,000 500,205 501,232 502,610 Aa2 AA 1.65 639 Santa Cruz County Redevelopment Successor Agency 1 80182YCQ8 8/3/201 7 475,000 473,547 475,000 475,000 None AA 1.61 701 Yorba Linda Redevelopment Agency Successor Agency 986176AR6 9/1/2017 365,000 361,660 363,987 363,971 None AA- 2.31 1797 Yorba Linda Redevelopment Agency Successor Agency 986176AM7 8/24/2017 295,000 295,089 294,997 294,997 None AA- 1.50 336 Yorba Linda Redevelopment Agency Successor Agency 986176APO 8/24/2017 235,000 233,494 234,666 234,655 None AA- 1.80 1067 Alameda County Improvement Commission Successor Ag 010775BA1 6/7/2017 225,000 222,559 223,359 223,182 None AA- 2.26 1067

Subtotal/Average 10,665,000 10,605,526 10,652,059 10,651,257

Medium Term Notes Microsoft Corp 1.3 11 /3/2018 594918BFO 9/20/2017 8,909,000 8,894,657 8,899,005 8,898,755 Aaa AAA 1.40 399 Johnson & Johnson 1.65 12/5/2018 478160BG8 10/27/2015 500,000 500,880 503,188 508,395 Aaa AAA 1.10 431


Total/Average 597,629,289 595,906,926 597,097,424 597,072,599

10

Wastewater (Continued) ATTACHMENT A

~B EAST BAY MUNICIPAL UTILITY DISTRICT

Portfolio Management

Portfolio Details by Fund - Investments EBMUD September 30, 2017

Description CUSIP Settlement Face Amount M k t V 1 Book Value Cost Value Moodys S&P YTM@ Days To

Date Shares ar e a ue Cost Maturity

Wastewater: Federal A9ency Issues Coupon FNMA 1.0310/26/2018 3136G2PN1 10/26/2015 5,000,000 4,977,400 5,000,000 5,000,000 Aaa AA+ 1.03 391

FNMA 0.875 5/21/2018 3135GOWJ8 6/27/2017 4,378,000 4 ,366,792 4,367,955 4,363,859 Aaa AA+ 1.24 233

FHLMC 1.75 5/30/2019 3137EADG1 6/29/2017 3,000,000 3,013,050 3,019,922 3,022,974 Aaa AA+ 1.34 607 FNMA 1.625 11/27/2018 3135GOYT4 6/27/2017 3,000,000 3,003,900 3,011,397 3,013,956 Aaa AA+ 1.29 423 FHLMC Step 7 /14/2020-16 3134G9J81 7/14/2016 2,500,000 2,491,225 2,500,000 2,500,000 Aaa AA+ 1.52 1018 FHLMC Step 6/30/2020-16 3134G9YE1 6/30/2016 2,425,000 2,420,344 2,424,667 2,424,515 Aaa AA+ 1.74 1004 FH LMC Step 8/24/2018-17 3134G96M4 8/24/2016 2,250,000 2,248,380 2,249,495 2,248,875 Aaa AA+ 1.30 328 FHLB 0.95 5/24/2018-16 3133834Z1 7/12/2017 2,000,000 1,995,960 1,996,266 1,995,000 Aaa AA+ 1.24 236 FHLMC Step 8/24/2021-17 3134G9209 8/24/2016 2,000,000 1,995,740 1,999,844 1,999,800 Aaa AA+ 2.37 1424 FNMA 0.9 7/13/2018-17 3135GOM42 7/13/2016 2,000,000 1,993,360 2,000,000 2,000,000 Aaa AA+ 0.90 286 FNMA 1.625 11/27/2018 3135GOYT4 6/27/2017 2,000,000 2,002,600 2,007,709 2,009,440 Aaa AA+ 1.29 423 FHLB 1 5/23/2018-17 3130A86F5 5/23/2016 1,860,000 1,856, 168 1,860,000 1,860,000 Aaa AA+ 1.00 235 FHLB Step 7/27/2020-17 3130A8RH8 7/27/2016 1,500,000 1,478, 100 1,499,788 1,499,700 Aaa AA+ 1.62 1031 FHLMC 1.2 5/23/2019-16 3134GAAR5 8/23/2016 1,500,000 1,488,675 1,500,000 1,500,000 Aaa AA+ 1.20 600 FHLMC 1.3 8/28/2019-16 3134GAFY5 8/30/2016 1,500,000 1,491 ,045 1,500,000 1,500,000 Aaa AA 1.30 697 FHLMC Step 7/26/2019-17 3134G9J24 7/26/2016 1,500,000 1,496,595 1,499,909 1,499,850 Aaa AA+ 1.50 664 FHLMC 1 8/28/2018-16 3134GACY8 8/30/2016 1,300,000 1,294,293 1,300,000 1,300,000 Aaa AA+ 1.00 332 FHLMC Step 6/28/2019-16 3134G9YQ4 6/28/2016 1, 150,000 1, 146,585 1, 149,833 1,149,713 Aaa AA+ 1.58 636 FNMA 2.311/24/2017-11 3136FPXN2 7/11/2017 1,000,000 1,001 ,700 1,001,743 1,004,310 Aaa AA+ 1.13 55 FNMA Step 7/26/2019-17 3136G3F67 7/26/2016 1,000,000 997,080 1,000,000 1,000,000 Aaa AA+ 1.46 664 FNMA Step 7/28/2021-17 3136G3T96 7/28/2016 1,000,000 993,810 1,000,000 1,000,000 Aaa AA+ 1.69 1397 FHLB 1.3311/22/2019-17 3130AA2X5 9/27/2017 750,000 743,730 745,457 745,440 Aaa AA+ 1.62 783 FHLMC 1 5/25/2018-16 3134G9KUO 7/11/2017 600,000 598,842 598,972 598,620 Aaa AA+ 1.27 237 FHLMC Step 8/24/2021-17 3134GAAJ3 8/24/2016 600,000 598,008 599,766 599,700 Aaa AA+ 2.09 1424 FAMC 1.55 9/6/2018 31315PQC6 9/18/2017 500,000 500,870 500,966 501 ,000 Aaa AA+ 1.34 341 FAMC 1.875 9/5/2018 31315P2G3 9/18/2017 500,000 502,460 502,463 502,550 Aaa AA+ 1.34 340 FFCB 1.35 5/2/2019 3133EHHN6 9/18/2017 500,000 498,065 499,368 499,355 Aaa AA+ 1.43 579 FHLMC 1.0511/28/2018-17 3134GAWM2 6/30/2017 500,000 497,065 497,995 497,560 Aaa AA+ 1.40 424 FHLMC 1.4 5/28/2020-17 3134GAYMO 7/10/2017 500,000 495,615 495,721 495,360 Aaa AA+ 1.73 971 FHLB 1.01 4/25/2018-13 313382022 9/18/2017 450,000 449,343 449,291 449,250 Aaa AA+ 1.29 207 FHLMC Step 8/27/2019-17 3134G97C5 8/30/2016 440,000 437,826 439,706 439,538 Aaa AA+ 1.67 696

11

Wastewater (Continued) ATTACHMENT A



FHLMC 1.3 5/24/2019-16 3134G9MU8 6/29/2017 400,000 398,704 398,943 398,780 Aaa AA+ 1.46 601 FHLMC Step 5/9/2022-17 3134GBJH6 7/11/2017 355,000 354,105 353,984 353,935 None None 1.98 1682 FNMA 1.411/25/2019-17 3136G4GU1 6/28/2017 350,000 347,228 349,062 348,950 Aaa AA+ 1.53 786 FFCB 1.12 5/3/2019-17 3133EGD77 9/28/2017 300,000 297,459 297,863 297,856 Aaa AA+ 1.58 580 FNMA 1.1610/29/2018-16 3135GOF40 9/19/2017 300,000 298,728 299,483 299,469 Aaa AA+ 1.32 394 FHLB 1.111/28/2018-16 3130A7YG4 9/27/2017 250,000 248,938 249,094 249,088 Aaa AA+ 1.42 424 FHLB 1.511/9/2021-17 3130A9Z61 7/10/2017 235,000 232,704 231 ,323 231 , 123 Aaa AA+ 1.90 1501 FNMA Step 5/18/2020-18 3136G3ME2 9/18/2017 200,000 199, 188 199,407 199,400 Aaa AA+ 1.95 961 FHLB 1.0711/26/2018-17 3130A7XG5 6/29/2017 155,000 154,276 154,506 154,398 Aaa AA+ 1.35 422 FFCB 1.7 5/3/2021-17 3133EF5TO 7/11/2017 150,000 148,592 149,011 148,950 Aaa AA+ 1.89 1311 FFCB 0.97 11/1/2018-17 3133EGA70 7/6/2017 145,000 144,171 144,404 144,275 Aaa AA+ 1.35 397 FAMC 1.5 5/15/2019 3132XOQX2 9/20/2017 100,000 99,796 99,989 99,989 Aaa AA+ 1.51 592 FFCB 1.1912/28/2018-16 3133EFT49 6/30/2017 100,000 99,544 99,682 99,617 Aaa AA+ 1.45 454 FHLB 1 10/29/2018-15 313382S95 9/20/2017 100,000 99,536 99,586 99,576 Aaa AA+ 1.39 394 FHLB 1.125 9/20/2018-13 313382DS9 9/20/2017 100,000 99,734 99,738 99,731 Aaa AA+ 1.40 355 FHLMC 1.3 7/16/2018-17 3134G3YV6 9/18/2017 100,000 99,951 99,959 99,957 Aaa AA+ 1.35 289 FNMA 1.125 3/5/2018-14 3136G1ER6 9/22/2017 100,000 99,926 99,935 99,931 Aaa AA+ 1.28 156 FNMA 2.47 5/23/2018-11 3136FPXQ5 7/6/2017 100,000 100,749 100,608 100,831 Aaa AA+ 1.52 235


LAIF Local Government Investment Pool

LAIF LGIP - Water LGIP1001 6/30/2011 21,021 ,100 21 ,021 , 100 21 ,021 , 100 21 ,021 , 100 NR NR 1.08 Subtotal/Average 21,021,100 21,021,100 21,021, 100 21,021,100

CAMP CA Asset Mgmt Program CAMP MM CAMP6035 8/19/2016 10,049,058 10,049,058 10,049,058 10,049,058 NR AAA 1.15


Medium Term Notes

University Calif Rev Bond 1.296 5/15/2018 91412GPZ2 10/13/2015 2,425,000 2,422,648 2,429,841 2,445,152 Aa2 AA 0.97 227 Los Angeles County Redevelopment 1 9/1/2018 54465AGJ5 8/25/2016 2,000,000 1,989,960 1,999,763 1,999,480 Aa3 AA 1.01 336 Successor Agency to the Redevelopment Agency of th 79730WBG4 2/9/2017 520,000 514,878 517,085 516,116 None AA 1.93 701 Poway Redevelopment Agency Successor Agency 1.78 6 738798BG1 9/18/2017 290,000 290,354 290,923 290,966 None AA- 1.33 258 Lynwood Unified School District 2 8/1 /2019 551800GG4 9/18/2017 75,000 75,257 75,458 75,467 None AA- 1.66 670


Total/Average 89,123,158 88,961,209 89,128,038 89,143,557

12

ATTACHMENT A

8 '' EAST BAY MUNICIPAL UTILITY DISTRICT t> Portfolio Management Portfolio Details by Fund - Investments

IEBMUD September 30, 2017

Description CUSIP Settlement Face Amount M k t V 1 Book Value Cost Value Moodys S&P

YTM@ Days To Date Shares ar e a ue Cost Maturity

JPA: BACWA

LAIF LGIP- BACWA LGIP1001 6/30/201 1 2,262,600 2,262,600 2,262,600 2,262,600 NR NR 1.08

FHLMC 1.2 5/23/2019-16 3134GAAR5 42767 300,000 297,735 299,163 298,827 Aaa AA+ 1.37 600 FNMA Step 5/18/2020-18 3136G3ME2 42996 300,000 298,782 299,111 299,100 Aaa AA+ 1.95 961 FNMA 1.1 10/29/2018-16 3135GOG64 42307 165,000 164,243 165,000 165,000 Aaa AA+ 1.10 394 FHLB 1 5/23/2018-17 3130A86F5 42767 140,000 139,712 140,030 140,060 Aaa AA+ 0.97 235


FRWA LAIF LGIP - FRWA LGIP1001 6/30/2011 2,150,000 2,150,000 2,150,000 2,150,000 NR NR 1.08


llCP LAIF LGIP - ICP LGIP1001 6/30/2011 150,500 150,500 150,500 150,500 NR NR 1.08

Subtotal/Average 150,500 150,500 150,500 150,500

UMRWA

LAIF LGIP - UMRA LGIP1001 6/30/2011 64,000 64,000 64,000 64,000 NR NR 1.08 Subtotal/Average 64,000 64,000 64,000 64,000

13

ATTACHMENT A

~ EAST BAY MUNICIPAL UTILITY DISTRICT

Portfolio Management

Portfolio Details by Fund - Investments EBMUD September 30, 2017



Other: Employee Retirement System

LAIF LGIP - Retirement LGIP1005 6/30/2011 6,013, 118 6,013,118 6,013, 118 6,013,118 NR NR 1.08 Subtotal/Average 6,013,118 6,013,118 6,013,118 6,013,118

FERC

LAIF LGIP - FERG LGIP1001 6/30/2011 2,000,000 2,000,000 2,000,000 2,000,000 NR NR 1.08 Subtotal/Average 2,000,000 2,000,000 2,000,000 2,000,000

DSRF Water 2008A

Dreyfus MM MM6999 6/30/2011 3,287,035 3,287,035 3,287,035 3,287,035 Aaa AAA 0.99 Subtotal/Average 3,287,035 3,287,035 3,287,035 3,287,035

DSRF Water 2010A

FNMA 1 6/27/2018 3136G16F1 12/27/2012 335,000 335,000 335,000 335,000 Aaa AA+ 1.00 270 Dreyfus MM MM2642 6/30/2011 5,412 5,412 5,412 5,412 Aaa AAA 1.20 1

Subtotal/Average 340,412 340,412 340,412 340,412

Cash

Wells Fargo CASH2017 4/1/2017 40,525,089 40,525,089 40,525,089 40,525,089 NR NR 0.30 Subtotal/Average 40,525,089 40,525,089 40,525,089 40,525,089

14

35 .00%

30.00%

25 .00%

20.00%

15.00%

10.00%

5.00%

0.00%

1 Day

EAST BAY MUNICIPAL UTILITY DISTRICT

Investment Portfolio Yield and Composition - by Asset Class

September 30, 2017

Portfolio Holding Distribution by Asset Class

Municipal Bonds

1.27%

Portfolio Holdings Distribution by Maturity Range

29.68%

Less Than 1 Year 1-2 Years 2-3 Years 3-4 Years 4-5 Years

ATIACHMENT B-1

Agency Bonds

FAMC AA+ 1,719,000

FFCB AA+ 64,383,000

FHLB AA+ 96,599,706

FHLMC AA+ 229,621,000

Municipal Bonds

Municipal AAA category

Municipal AA category 15,975,000

Corporate Bonds

Corporate AAA category

Corporate AA category

9,409,000

Overnight Liquidity

CAMP AAAmf 55,311 ,841

MMF AAAmf 23,292,447

LAIF N/A 71,013,118

Cash N/A 40,525,089

$ 744,450,201

•llWIUO

1.60%

1.40%

1.20%

1.00%

0.80%

0.60%

0.40%

0.20%

0.00% Sep-16

3.50%

3.00%

2.50%

2.00%

1.50%

1.00%

0.50%

0.00% 0

EAST BAY MUNICIPAL UTILITY DISTRICT Investment Portfolio

Yield and Composition of Investment Portfolio September 30, 2017

Investments Return

~--'"11---~-~

-..;.oistrict Portfolio(%)

-Fed Funds Target Rate

-Three Month Treasury Yield

Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17

U.S. Treasury Yield Curve -6/30/2017

-9/30/2017

5 10 15 20 25 30

ATIACHMENT B-2

EBMUD

Projected Cash Flow (in $Millions)

Water System

Month End

Sep-17 Oct-17 Nov-17 Dec-17

Jan-18 Feb-18 Mar-18

Wastewater System

Month End

Sep-17 Oct-17 Nov-17 Dec-17

Jan-18 Feb-18 Mar-18

EAST BAY MUNICIPAL UTILITY DISTRICT Investment Portfolio

Yield and Composition of Investment Portfolio September 30, 2017

Projected

Matured Cash & Investments Receipts Disbursements Investments

585.7 5.0 48.5 39 .5 594.7 2.0 42.5 102.1 535.1 0.0 51 .6 50.4 536.3 0.0 37.2 39.5 534.0 7.7 35.4 39.5 529.9 0.0 35.0 39.5 525.4

. Projected

Matured Cash & Investments Receipts Disbursements Investments

97.6 0.0 8.3 9.4 96.5 0.0 8.3 19.2 85.6 0.0 24.1 9.4 100.3

0.0 8.3 9.4 99.2 0.0 8.3 9.4 98.1 0.1 8.3 9.4 97.0

AITACHMENT 8-3

Matured Reinvested

5.0 2.0 0.0 0.0 7.7 0.0

Matured Reinvested

0.0 0.0 0.0 0.0 0.0 0.1

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