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HomeMy WebLinkAboutItem No. 02 CC Investment Report November 2017Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-487 Agenda Date: 1/23/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 2) Page 1 City of Lake Elsinore Printed on 1/18/2018 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant City Manager Date:January 23, 2018 Subject:Investment Report for November 2017 Recommendation Receive and file the Investment Report for November 2017. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for November 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,014,231$ 121,437$ (723,426)$ 1,412,243$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,014,231 121,437 (723,426) 1,413,543 INVESTMENTS City Investments: City Local Agency Investment Fund 10,409,873 - - 10,409,873 City CAMP Investments: CAMP Pool Account 97,181 - - 97,181 U.S. Treasury Bond / Note 10,598,785 - - 10,598,785 Supra-National Agency Bond / Note 1,353,761 1,353,761 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 261,403 - - 261,403 Federal Agency Bond / Note 4,682,363 - - 4,682,363 Corporate Note 7,915,944 - - 7,915,944 Certificate of Deposit 5,239,318 - - 5,239,318 Housing CAMP Investments: Housing CAMP Pool Account 38,237 - - 38,237 Housing U.S. Treasury Bond / Notes 1,952,612 - - 1,952,612 Housing Supra-National Agency Bond 225,627 225,627 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 46,850 - - 46,850 Housing Federal Agency Bond / Notes 698,143 - - 698,143 Housing Corporate Notes 1,370,963 - - 1,370,963 Housing Certificate of Deposit 799,961 - - 799,961 Successor Investments: Successor Local Agency Investment Fund 8,461,338 - - 8,461,338 Successor CAMP Investments: Successor CAMP Pool Account 34,462 - - 34,462 Successor U.S. Treasury Bond / Notes 1,891,476 - - 1,891,476 Successor Supra-National Agency Bond 250,567 250,567 Successor Municipal Bond / Notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 46,850 - - 46,850 Successor Federal Agency Bond / Notes 992,568 - - 992,568 Successor Corporate Notes 1,320,638 - - 1,320,638 Successor Certificate of Deposit 799,961 - - 799,961 Sub-total Investments 59,839,513 - - 59,839,513 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 City (219,221) - - (219,221) Unrealized Gain/(Loss) at 06-30-17 SARDA (38,492) - - (38,492) Total Unrealized Gain/(Loss) at 06-30-17 per GASB 31 (257,713) - - (257,713) Total Investments 59,581,800 - - 59,581,800 Total Pooled Cash and Investments 61,596,032$ 121,437$ (723,426)$ 60,995,343$ TOTAL POOLED CASH AND INVESTMENTS 60,995,343$ I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 13, 2017. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures. Jason P. Simpson December 22, 2017 Assistant City Manager Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF NOVEMBER 30, 2017 FUND NO FUND NAME AMOUNT 100 General 8,462,429$ 106 Affordable Housing In Lieu 1,507,209 107 Developer Agreement Revenue 316,653 110 State Gas Tax 969,756 112 Measure A 1,640,750 114 SB1186 CASP Education Program 9,007 115 Traffic Safety 86,508 116 City Hall-Public Works DIF 1,133,612 117 Community Center DIF 9,148 118 Lake Side Facility DIF 44,111 119 Animal Shelter DIF 62,168 121 T.R.I.P.-2014A 132 135 Lighting & Landscape Maintenance - Dist. No. 1 670,816 140 Geothermal 20,068 155 CSA152 -- N.P.D.E.S.87,036 160 PEG Grant 5,970 205 Traffic Impact Fee 4,174,144 211 Storm Drain C.I.P. 1,244,493 220 Street Lighting C.I.P.101,284 221 Quimby Park C.I.P.40,466 231 Library C.I.P. 1,783,864 232 City Fire Protection 67,068 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 226,711 320 Facilities Service 672,420 332 CFD 2006-1 Improvement Area B, Summerly 16,262 333 CFD 2015-3 Terracina 15,935 335 CFD 2003-2E Canyon Hills Improvement Area E 51,686 336 CFD 2006-1FF Summerly Improvement Area FF 24,884 337 CFD 2016-2 Canyon Hills 9,440 338 CFD 2006-1 IA-JJ Summerly Improvement Area 8,794 339 CFD 2006-1 IA-KK Summerly Improvement Area 11,711 345 CFD 2003-2 Improvement Area D, Canyon Hills 527,429 346 CFD 2014-1 Southshore 63,609 347 CFD 2006-1 Improvement Area A, Summerly 20,053 350 CFD 98-1 Summerhill 682,538 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 814,262 357 CFD 2003-2 Canyon Hills Improvement Area 109,713 366 CFD 2005-6 City Center Townhomes 69,450 368 CFD 2006-2 Viscaya 95,180 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF NOVEMBER 30, 2017 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF NOVEMBER 30, 2017 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 130,399 371 CFD 2005-1 Serenity 60,590 372 CFD 2005-2 Alberhill Ranch Improvement Area 80,717 374 CFD 2005-4 Lakeview Villas 52,006 375 CFD 2006-4 Clurman 16,172 376 CFD 2006-3 La Strada 9,739 377 CFD 2006-6 Tessara 9,420 378 CFD 2006-8 Running Deer Estates 46,417 384 CFD 2003-2 Area B Canyon Hills Improvement Area 208,222 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 345,835 386 CFD 2007-4 Mekenna Court 16,650 387 CFD 2007-5 Red Kite 68,452 388 CFD 2007-6 Holiday Inn Express 3,640 390 CFD 2003-2 Area C Canyon Hills Improvement Area 68,878 392 CFD 95-1 City Center 34,953 393 AD 93-1 Cottonwood Hills 67,033 394 CFD 2005-5 (2012A) Wasson Canyon 137,415 500 Capital Improvement Plan 7,186,677 510 Successor Agency RDA Area I 4,556,395 540 Successor Area RDA Diamond Stadium 2,395,167 603 Endowment Trust - Carl Graves 968,178 604 Endowment Trust - Korn Memorial 31,445 605 Public Improvement Trust 692,764 606 Mobile Source Air Polution Reduction 225,224 608 Trust Deposit & Pre Paid Expense 4,350,461 617 Successor Agency Housing 11,302,999 620 Cost Recovery System 1,009,064 631 Lake Destratification Equipment Replacement 278,293 Total Pooled Cash & Investments 60,995,343$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 24.14%Unlimited Current Balance 14,442,873$ Supra-National Agency Bond / Note 3.06%30% Current Balance 1,829,955$ Municipal Bond / Note 0.59%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.59%40.00% Current Balance 355,104$ Federal Agency Bond / Note 10.65%*Unlimited Current Balance 6,373,074$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 11.43%25.00% Current Balance 6,839,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 17.73%30.00% Current Balance 10,607,544$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)31.54%*$65 Million Current Balance 18,871,211$ CAMP - Pooled Sweep Account 0.28%Unlimited Current Balance 169,880$ TOTAL 100.00%*59,839,513$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING NOVEMBER 30, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.172%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 11,909,873$ (1,500,000)$ 10,409,873$ Successor Agency 8,461,338$ -$ 8,461,338$ Total Investments Held with Local Agency Investment Fund:20,371,211$ (1,500,000)$ 18,871,211$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $65 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING NOVEMBER 30, 2017 JOHN CHIANG TREASURER STATE OF CALIFORNIA 11/27/17 1.18 1.16 180 11/28/17 1.18 1.16 183 11/29/17 1.18 1.16 182 11/30/17 1.19 1.16 180 12/01/17 1.19 1.16 190 12/02/17 1.19 1.16 190 12/03/17 1.19 1.16 190 12/04/17 1.19 1.16 192 12/05/17 1.20 1.16 190 12/06/17 1.20 1.16 189 12/07/17 1.21 1.16 188 12/08/17 1.21 1.16 191 12/09/17 1.21 1.16 191 Nov 2017 1.172 12/10/17 1.21 1.16 191 Oct 2017 1.143 12/11/17 1.21 1.16 189 Sept 2017 1.111 12/12/17 1.22 1.16 191 12/13/17 1.22 1.16 190 12/14/17 1.23 1.17 188 12/15/17 1.23 1.17 188 12/16/17 1.23 1.17 188 12/17/17 1.23 1.17 188 12/18/17 1.23 1.17 184 12/19/17 1.24 1.17 182 12/20/17 1.25 1.17 184 12/21/17 1.26 1.17 185 12/22/17 1.26 1.17 191 12/23/17 1.26 1.17 191 12/24/17 1.26 1.18 191 12/25/17 1.26 1.18 191 12/26/17 1.28 1.18 186 12/27/17 1.28 1.18 183 12/27/2017Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 1.08% *Daily yield does not reflect capital gains or losses 190 PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:1.07% Quarter Ending 09/30/17 .00002942867511750 .999042071 Earnings Ratio: Fair Value Factor: Daily:1.11% Treasuries 48.32% Mortgages 0.05% Agencies 13.52% Certificates of Deposit/Bank Notes 14.31% Time Deposits 7.89% Commercial Paper 8.66% Loans 7.25% Pooled Money Investment Account Portfolio Composition 11/30/17 $68.5 billion City Funds CAMP Account For the Month Ending November 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 21,871.21 1,535,652.02 (1,460,342.15) 0.00 $97,181.08 CAMP Pool Unsettled Trades 0.00 19.11 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,174,824.48 1,451,482.50 (1,460,157.10) (131,702.81) $30,034,447.07 CAMP Managed Account Unsettled Trades 0.00 60,920.86 Cash Dividends and Income November 30, 2017 October 31, 2017 Asset Summary CAMP Pool 97,181.08 21,871.21 CAMP Managed Account 30,034,447.07 30,174,824.48 $30,131,628.15 $30,196,695.69 Total Asset Allocation 0.32% CAMP Pool 99.68% CAMP Managed Account Page 1 For the Month Ending November 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $21,871.21 1,535,652.02 (1,460,342.15) $97,181.08 19.11 $30,174,824.48 (636,031.11) (824,125.99) 1,451,482.50 0.00 (131,702.81) $30,034,447.07 $30,196,695.69 $30,131,628.15 69,584.87 (352.08) (8,311.93) $60,920.86 592,955.97 826,615.90 49,138.99 61,031.11 (1,451,834.58) (77,907.39) 0.00 Managed Account Total 30,284,480.27 30,381,661.35 116,263.09 826,615.90 653,987.08 49,138.99 (1,451,834.58) (30,301,675.74) (139,301.11) 0.00 116,263.09 2,286,958.05 653,987.08 49,138.99 (2,987,486.60) (30,323,546.95) (139,301.11) 19.11 Total Accrual Basis Earnings $37,673.90 $37,693.01 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,540,000.00 10,441,515.00 34.65 Supra-National Agency Bond / Note 1,350,000.00 1,339,623.60 4.45 Municipal Bond / Note 290,000.00 289,912.35 0.96 Federal Agency Collateralized Mortgage Obligation 258,813.03 258,340.49 0.86 Federal Agency Bond / Note 4,695,000.00 4,612,311.25 15.31 Corporate Note 7,845,000.00 7,856,494.61 26.07 Certificate of Deposit 5,240,000.00 5,236,249.77 17.38 Managed Account Sub-Total 30,218,813.03 30,034,447.07 99.68% Accrued Interest 116,263.09 Total Portfolio 30,218,813.03 30,150,710.16 CAMP Pool 97,181.08 97,181.08 0.32 Total Investments 30,315,994.11 30,247,891.24 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 17.38% Cert of Deposit 26.07% Corporate Note 0.86% Fed Agency CMO 15.31% Fed Agy Bond / Note 0.32% Mny Mkt Fund 0.96% Muni Bond / Note 4.45% Supra-National Agency Bond / Note 34.65% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 2.83%5.03% 21.03% 25.00% 45.19% 0.92%0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.59 982 1.76% 2.00% Page 3 For the Month Ending November 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.41% A 12.39% A+ 4.91% A- 1.91% A-1+ 1.40% AA 51.82% AA+ 13.07% AA- 5.44% AAA 0.32% AAAm 3.33% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 378,303.70 1.26 AMERICAN EXPRESS CO 576,227.05 1.91 AMERICAN HONDA FINANCE 298,538.10 0.99 APPLE INC 299,065.60 0.99 BANK OF AMERICA CO 601,761.60 2.00 BANK OF MONTREAL 573,880.48 1.90 BANK OF NOVA SCOTIA 222,314.03 0.74 BB&T CORPORATION 156,813.30 0.52 BURLINGTON NORTHERN SANTA FE 97,181.08 0.32 CAMP Pool 575,997.05 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 222,751.80 0.74 CATERPILLAR INC 365,063.88 1.21 CHEVRON CORPORATION 571,060.77 1.90 CISCO SYSTEMS INC 404,843.01 1.34 CITIGROUP INC 277,520.93 0.92 DEERE & COMPANY 2,543,305.22 8.44 FANNIE MAE 1,586,286.52 5.26 FEDERAL HOME LOAN BANKS 741,060.00 2.46 FREDDIE MAC 266,496.50 0.88 GENERAL ELECTRIC CO 299,091.60 0.99 GOLDMAN SACHS GROUP INC 149,079.00 0.49 HOME DEPOT INC 601,533.60 2.00 INTER-AMERICAN DEVELOPMENT BANK 738,090.00 2.45 INTL BANK OF RECONSTRUCTION AND DEV 580,367.63 1.93 JP MORGAN CHASE & CO 298,793.10 0.99 MICROSOFT CORP 298,767.90 0.99 MORGAN STANLEY 575,997.05 1.91 NORDEA BANK AB 149,444.85 0.50 PACCAR FINANCIAL CORP 198,178.80 0.66 PEPSICO INC 575,297.85 1.91 ROYAL BANK OF CANADA 595,863.40 1.98 SKANDINAVISKA ENSKILDA BANKEN AB 164,726.10 0.55 STATE OF CONNECTICUT Page 4 For the Month Ending November 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 73,533.45 0.24 STATE STREET CORPORATION 598,015.20 1.98 SVENSKA HANDELSBANKEN AB 598,534.80 1.99 SWEDBANK AB 301,320.60 1.00 THE BANK OF NEW YORK MELLON CORPORATION 298,638.78 0.99 THE WALT DISNEY CORPORATION 423,558.63 1.41 TOYOTA MOTOR CORP 10,441,515.00 34.65 UNITED STATES TREASURY 125,186.25 0.42 UNIVERSITY OF CALIFORNIA 298,031.10 0.99 WAL-MART STORES INC 448,690.50 1.49 WELLS FARGO & COMPANY 540,902.34 1.80 WESTPAC BANKING CORP $30,131,628.15 Total 100.00% Page 5 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 150,339.90 152,741.23 8.24 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 298,265.70 303,653.95 2,197.01 305,378.90 05/31/1605/27/16AaaAA+ 300,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 575,673.90 594,769.68 2,922.65 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 283,169.05 292,604.91 617.45 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 244,912.00 245,950.68 294.37 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 342,876.80 344,464.86 412.12 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 880,945.20 880,429.93 34.00 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,200,000.00 1,232,043.17 65.93 1,243,125.00 09/02/1609/01/16AaaAA+ 1,200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 324,669.80 334,385.20 1,651.93 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 799,187.20 805,300.05 4,066.30 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,023,958.60 1,027,439.53 5,209.94 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,148,831.60 1,156,333.36 5,845.30 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,398,577.60 1,413,761.93 7,116.02 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 703,193.45 708,779.10 776.07 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 Page 6 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,066,914.20 1,083,662.07 1,177.49 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 32,394.82 10,441,515.00 10,576,319.65 1.64 10,598,784.76 10,540,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 738,090.00 748,318.01 2,341.50 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 601,533.60 605,315.73 779.17 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 3,120.67 1,339,623.60 1,353,633.74 1.72 1,353,761.46 1,350,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 125,186.25 125,000.00 105.78 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 164,726.10 165,154.08 687.61 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 793.39 289,912.35 290,154.08 1.90 290,463.65 290,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 52,292.50 52,351.30 67.61 52,863.49 04/30/1504/15/15AaaAA+ 52,340.27 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 54,052.98 54,194.58 85.54 54,605.73 11/30/1511/06/15AaaAA+ 54,065.09 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 151,995.01 152,984.39 209.05 153,933.86 10/30/1510/07/15AaaAA+ 152,407.67 3136AQDQ0 1.08 362.20 258,340.49 259,530.27 1.06 261,403.08 258,813.03 Security Type Sub-Total Page 7 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 172,309.03 174,835.41 506.16 174,706.00 08/02/1607/29/16AaaAA+ 175,000.00 3135G0N33 0.93 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 591,533.40 599,451.01 1,550.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 393,644.40 399,317.44 411.11 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 731,815.60 739,887.93 452.22 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 545,141.30 549,735.53 2,131.25 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 741,060.00 747,950.89 1,174.48 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 152,512.87 154,538.92 372.97 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 701,958.05 721,779.80 3,103.91 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 135,878.54 139,641.15 505.56 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 446,458.06 458,604.02 1,661.11 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 11,868.77 4,612,311.25 4,685,742.10 1.31 4,682,362.59 4,695,000.00 Security Type Sub-Total Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 365,063.88 365,000.00 2,734.72 365,000.00 06/24/1306/17/13Aa2AA- 365,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 270,502.47 270,735.59 1,434.38 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 300,558.30 301,028.93 1,593.75 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 Page 8 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,848.60 49,934.07 100.00 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 249,243.00 249,924.12 500.00 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,632.71 104,971.90 1,040.38 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 576,227.05 574,617.29 3,809.38 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 156,813.30 158,715.55 1,175.00 165,585.00 06/08/1606/03/16A3A 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 266,496.50 267,642.77 5,461.81 289,082.50 03/25/1503/20/15A2AA- 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 300,210.30 299,914.77 2,878.75 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,781.75 75,132.61 541.98 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 373,908.75 376,169.38 2,709.90 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 298,793.10 299,852.83 1,772.92 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 179,711.10 179,858.14 968.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 124,747.75 124,975.27 589.06 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 199,809.40 200,838.39 943.61 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 Page 9 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 223,749.23 224,917.49 536.25 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 149,079.00 149,926.86 1,320.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 173,891.03 174,829.14 1,531.25 174,797.00 06/06/1706/01/17A2A+ 175,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 580,367.63 576,554.14 6,939.93 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 222,751.80 224,825.33 971.25 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 149,444.85 149,986.72 153.75 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 298,538.10 299,752.10 300.00 299,748.00 11/13/1711/06/17Aa1AA+ 300,000.00 037833DJ6 2.03 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 298,031.10 299,581.10 649.17 299,565.00 10/20/1710/11/17Aa2AA 300,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 74,366.33 74,966.13 156.77 74,965.50 10/26/1710/23/17A2A- 75,000.00 05531FAZ6 2.17 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 198,178.80 199,961.63 566.67 199,960.00 10/10/1710/05/17A1A+ 200,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 301,320.60 304,833.16 958.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 100,254.80 100,759.26 306.25 100,776.00 11/03/1711/01/17Baa1A- 100,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 298,767.90 300,951.17 833.33 300,972.00 11/03/1711/01/17A3BBB+ 300,000.00 61746BEA0 2.40 Page 10 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 198,592.60 199,672.90 325.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 147,947.70 149,930.74 179.38 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 73,533.45 74,799.97 48.75 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 198,810.80 200,000.00 944.13 200,000.00 09/18/1709/13/17Baa1A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 277,520.93 273,961.91 2,935.24 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 47,909.09 7,856,494.61 7,879,521.36 2.11 7,915,943.70 7,845,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 575,297.85 575,000.00 2,226.53 575,000.00 03/15/1603/11/16P-1A-1+ 575,000.00 78009NZZ2 1.69 CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 575,997.05 574,774.82 28.11 574,551.50 12/05/1612/01/16A1A+ 575,000.00 13606A5Z7 1.78 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 575,997.05 575,000.00 28.11 575,000.00 12/05/1612/01/16Aa3AA- 575,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 598,015.20 600,000.00 4,536.00 600,000.00 01/12/1701/10/17Aa2AA- 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 601,761.60 600,000.00 3,572.00 600,000.00 02/09/1702/08/17A1A+ 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 573,880.48 575,000.00 1,738.90 575,000.00 04/06/1704/05/17A1A+ 575,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 595,863.40 599,804.25 3,649.33 599,766.00 08/04/1708/03/17Aa3A+ 600,000.00 83050FXT3 1.85 Page 11 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 540,902.34 540,000.00 3,505.50 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 598,534.80 600,000.00 529.67 600,000.00 11/17/1711/16/17Aa3AA- 600,000.00 87019U6D6 2.30 19,814.15 5,236,249.77 5,239,579.07 1.90 5,239,317.50 5,240,000.00 Security Type Sub-Total 30,218,813.03 30,342,036.74 1.76 116,263.09 30,284,480.27 30,034,447.07 Managed Account Sub-Total Money Market Fund CAMP Pool 97,181.08 97,181.08 0.00 97,181.08 NRAAAm 97,181.08 97,181.08 97,181.08 0.00 97,181.08 97,181.08 Money Market Sub-Total $30,315,994.11 $30,439,217.82 $116,263.09 $30,381,661.35 $30,131,628.15 1.76% $30,247,891.24 $116,263.09 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.90 (2,401.33)(3,943.30) 150,339.90 100.23 MERRILL 150,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.92 2.90 2.97 (5,388.25)(7,113.20) 298,265.70 99.42 MORGANST 300,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.94 2.97 3.12 (19,095.78)(27,447.19) 575,673.90 100.12 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.96 3.12 3.23 (9,435.86)(10,523.92) 283,169.05 97.64 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.98 3.23 3.31 (1,038.68)(97.77) 244,912.00 97.96 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.99 3.31 3.31 (1,588.06)(177.89) 342,876.80 97.96 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.99 3.31 3.39 515.27 4,324.11 880,945.20 97.88 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.00 3.39 3.36 (32,043.17)(43,125.00) 1,200,000.00 100.00 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.00 3.36 3.58 (9,715.40)(12,530.40) 324,669.80 99.90 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (6,112.85)(7,000.30) 799,187.20 99.90 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (3,480.93)(4,084.37) 1,023,958.60 99.90 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (7,501.76)(8,131.29) 1,148,831.60 99.90 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (15,184.33)(16,680.21) 1,398,577.60 99.90 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.79 (5,585.65)(5,012.60) 703,193.45 96.99 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.05 3.79 3.79 (16,747.87)(15,726.43) 1,066,914.20 96.99 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.05 3.79 (157,269.76) 2.02 3.50 (134,804.65) 10,441,515.00 10,540,000.00 Security Type Sub-Total 3.50 Supra-National Agency Bond / Note Page 13 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.70 (10,228.01)(10,110.00) 738,090.00 98.41 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.15 2.70 2.84 (3,782.13)(4,027.86) 601,533.60 100.26 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.03 2.84 (14,137.86) 2.10 2.76 (14,010.14) 1,339,623.60 1,350,000.00 Security Type Sub-Total 2.76 Municipal Bond / Note 0.46 186.25 186.25 125,186.25 100.15 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.58 0.46 1.26 (427.98)(737.55) 164,726.10 99.83 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.10 1.26 (551.30) 1.88 0.91 (241.73) 289,912.35 290,000.00 Security Type Sub-Total 0.91 Federal Agency Collateralized Mortgage Obligation 0.28 (58.80)(570.99) 52,292.50 99.91 GOLDMAN 52,340.27 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.51 0.26 0.92 (141.60)(552.75) 54,052.98 99.98 GOLDMAN 54,065.09 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.78 0.60 1.57 (989.38)(1,938.85) 151,995.01 99.73 MORGANST 152,407.67 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.75 0.96 (3,062.59) 1.71 1.17 (1,189.78) 258,340.49 258,813.03 Security Type Sub-Total 0.74 Federal Agency Bond / Note 1.64 (2,526.38)(2,396.97) 172,309.03 98.46 GOLDMAN 175,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.81 1.64 1.71 (7,917.61)(7,530.60) 591,533.40 98.59 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.83 1.71 1.87 (5,673.04)(5,283.60) 393,644.40 98.41 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.85 1.87 Page 14 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.92 (8,072.33)(8,014.20) 731,815.60 98.89 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.95 1.92 2.19 (4,594.23)(4,506.70) 545,141.30 99.12 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.90 2.19 2.33 (6,890.89)(6,375.00) 741,060.00 98.81 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.89 2.33 2.75 (2,026.05)(1,989.58) 152,512.87 98.40 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.96 2.75 3.51 (19,821.75)(18,633.23) 701,958.05 96.82 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.04 3.51 3.59 (3,762.61)(3,642.52) 135,878.54 97.06 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.08 3.59 3.59 (12,145.96)(11,678.94) 446,458.06 97.06 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.08 3.59 (70,051.34) 1.94 2.46 (73,430.85) 4,612,311.25 4,695,000.00 Security Type Sub-Total 2.46 Corporate Note 0.48 63.88 63.88 365,063.88 100.02 05/24/18BARCLAYS 365,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.69 0.51 1.23 (233.12)(2,062.53) 270,502.47 100.19 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.97 1.23 1.23 (470.63)(2,258.70) 300,558.30 100.19 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.97 1.23 1.37 (85.47)(12.40) 49,848.60 99.70 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.22 1.34 1.37 (681.12)(597.00) 249,243.00 99.70 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.22 1.34 1.47 (339.19)(312.69) 104,632.71 99.65 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.29 1.47 Page 15 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.66 1,609.76 2,290.80 576,227.05 100.21 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.12 1.66 1.75 (1,902.25)(8,771.70) 156,813.30 104.54 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.16 1.75 1.96 (1,146.27)(22,586.00) 266,496.50 106.60 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.27 1.96 1.95 295.53 330.30 300,210.30 100.07 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.42 1.99 2.09 (350.86)(506.25) 74,781.75 99.71 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.29 2.09 2.09 (2,260.63)(3,712.50) 373,908.75 99.71 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.29 2.09 2.12 (1,059.73)(1,005.90) 298,793.10 99.60 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 2.04 2.12 2.18 (147.04)(101.70) 179,711.10 99.84 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.27 2.14 2.19 (227.52)(219.75) 124,747.75 99.80 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.04 2.19 2.21 (1,028.99)(1,966.60) 199,809.40 99.90 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.19 2.21 2.31 (1,168.26)(1,147.27) 223,749.23 99.44 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 2.19 2.31 2.42 (847.86)(834.00) 149,079.00 99.39 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.05 2.42 2.42 (938.11)(905.97) 173,891.03 99.37 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.06 2.42 2.36 3,813.49 2,509.88 580,367.63 100.93 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.37 2.39 2.66 (2,073.53)(2,059.20) 222,751.80 99.00 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.22 2.66 Page 16 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.85 (541.87)(541.65) 149,444.85 99.63 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.18 2.85 2.85 (1,214.00)(1,209.90) 298,538.10 99.51 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.17 2.85 2.93 (1,550.00)(1,533.90) 298,031.10 99.34 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.12 2.93 3.04 (599.80)(599.17) 74,366.33 99.16 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.43 3.03 3.23 (1,782.83)(1,781.20) 198,178.80 99.09 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.28 3.23 3.13 (3,512.56)(5,657.40) 301,320.60 100.44 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.36 3.19 3.21 (504.46)(521.20) 100,254.80 100.25 MERRILL 100,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.55 3.21 3.22 (2,183.27)(2,204.10) 298,767.90 99.59 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.63 3.22 3.28 (1,080.30)(943.40) 198,592.60 99.30 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.46 3.26 3.30 (1,983.04)(1,953.30) 147,947.70 98.63 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.47 3.29 3.33 (1,266.52)(1,183.05) 73,533.45 98.04 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.54 3.33 3.63 (1,189.20)(1,189.20) 198,810.80 99.41 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.49 2.96 3.83 3,559.02 3,733.68 277,520.93 100.92 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.41 3.83 (59,449.09) 2.23 2.31 (23,026.75) 7,856,494.61 7,845,000.00 Security Type Sub-Total 2.29 Certificate of Deposit Page 17 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.27 297.85 297.85 575,297.85 100.05 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.52 0.27 0.98 1,222.23 1,445.55 575,997.05 100.17 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.56 0.98 0.99 997.05 997.05 575,997.05 100.17 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.57 0.99 1.11 (1,984.80)(1,984.80) 598,015.20 99.67 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.31 1.11 1.18 1,761.60 1,761.60 601,761.60 100.29 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.59 1.18 1.34 (1,119.52)(1,119.52) 573,880.48 99.81 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.33 1.34 1.64 (3,940.85)(3,902.60) 595,863.40 99.31 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.89 1.64 2.65 902.34 902.34 540,902.34 100.17 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.93 2.65 2.85 (1,465.20)(1,465.20) 598,534.80 99.76 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.39 2.85 (3,067.73) 1.68 1.44 (3,329.30) 5,236,249.77 5,240,000.00 Security Type Sub-Total 1.44 30,218,813.03 30,034,447.07 (307,589.67) (250,033.20) 2.59 2.00 Managed Account Sub-Total 2.58 Money Market Fund 0.00 0.00 0.00 97,181.08 1.00 97,181.08 CAMP Pool 0.00 97,181.08 97,181.08 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,247,891.24 $116,263.09 $30,131,628.15 Accrued Interest Securities Sub-Total $30,315,994.11 ($307,589.67) ($250,033.20) 2.59 2.00% 2.58 Page 18 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 11/03/17 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 (100,776.00)(102.08)(100,878.08) 100,000.00 11/01/17 11/03/17 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 (300,972.00)(250.00)(301,222.00) 300,000.00 11/01/17 11/13/17 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 (299,748.00) 0.00 (299,748.00) 300,000.00 11/06/17 11/13/17 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 (149,986.50) 0.00 (149,986.50) 150,000.00 11/06/17 11/17/17 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 (600,000.00) 0.00 (600,000.00) 600,000.00 11/16/17 (352.08) (1,451,834.58)(1,451,482.50) 1,450,000.00 Transaction Type Sub-Total INTEREST 11/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 74.63 74.63 57,780.61 11/01/17 11/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 287.12 287.12 183,491.34 11/01/17 11/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 136.05 136.05 78,572.18 11/01/17 11/03/17 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 0.00 1,550.00 1,550.00 310,000.00 11/03/17 11/05/17 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 0258M0EB1 0.00 2,250.00 2,250.00 200,000.00 11/05/17 11/09/17 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 0.00 6,375.00 6,375.00 600,000.00 11/09/17 11/10/17 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 0.00 1,537.50 1,537.50 150,000.00 11/10/17 11/15/17 UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 91412GUV5 0.00 1,190.00 1,190.00 125,000.00 11/15/17 11/15/17 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 3130AA3R7 0.00 5,087.50 5,087.50 740,000.00 11/15/17 Page 19 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 11/19/17 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 0.00 731.25 731.25 75,000.00 11/19/17 11/30/17 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 65558LWA6 0.00 5,172.44 5,172.44 575,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 0.00 1,500.00 1,500.00 150,000.00 11/30/17 11/30/17 CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 13606A5Z7 0.00 5,060.00 5,060.00 575,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 912828R77 0.00 6,187.50 6,187.50 900,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 0.00 12,000.00 12,000.00 1,200,000.00 11/30/17 49,138.99 49,138.99 0.00 5,919,844.13 Transaction Type Sub-Total MATURITY 11/17/17 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 40428AR58 575,000.00 17,955.97 592,955.97 0.00 0.00 575,000.00 11/17/17 17,955.97 0.00 0.00 592,955.97 575,000.00 575,000.00 Transaction Type Sub-Total PAYDOWNS 11/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 5,440.35 0.00 5,440.35 (54.38) 0.00 5,440.35 11/01/17 11/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 24,507.09 0.00 24,507.09 (245.07) 0.00 24,507.09 11/01/17 11/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 31,083.67 0.00 31,083.67 (311.27) 0.00 31,083.67 11/01/17 0.00 0.00 (610.72) 61,031.11 61,031.11 61,031.11 Transaction Type Sub-Total SELL 11/03/17 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 309,249.80 0.00 309,249.80 393.70 (633.03)FIFO 310,000.00 11/01/17 Page 20 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 11/03/17 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 75,065.25 461.71 75,526.96 65.25 65.25 FIFO 75,000.00 11/01/17 11/13/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 299,789.06 1,940.22 301,729.28 (5,589.85)(3,921.58)FIFO 300,000.00 11/06/17 11/13/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 140,021.88 87.98 140,109.86 (2,570.31)(1,619.27)FIFO 140,000.00 11/06/17 2,489.91 (6,108.63)(7,701.21) 826,615.90 824,125.99 825,000.00 Transaction Type Sub-Total 8,674.60 69,232.79 77,907.39 (8,311.93) (6,108.63)Managed Account Sub-Total Total Security Transactions ($8,311.93)$77,907.39 $69,232.79 $8,674.60 ($6,108.63) Page 21 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 21,871.21 Opening Balance 11/03/17 11/03/17 Purchase - Interest 037833AJ9 1.00 1,550.00 23,421.21 11/03/17 11/03/17 Purchase - Principal 037833AJ9 1.00 309,249.80 332,671.01 11/03/17 11/03/17 Purchase - Principal 166764AE0 1.00 75,065.25 407,736.26 11/03/17 11/03/17 Purchase - Interest 166764AE0 1.00 461.71 408,197.97 11/03/17 11/03/17 Redemption - Principal 61746BEA0 1.00 (300,972.00) 107,225.97 11/03/17 11/03/17 Redemption - Interest 61746BEA0 1.00 (250.00) 106,975.97 11/03/17 11/03/17 Redemption - Interest 06051GFW4 1.00 (102.08) 106,873.89 11/03/17 11/03/17 Redemption - Principal 06051GFW4 1.00 (100,776.00) 6,097.89 11/06/17 11/06/17 Purchase - Interest 0258M0EB1 1.00 2,250.00 8,347.89 11/09/17 11/09/17 Purchase - Interest 4581X0CD8 1.00 6,375.00 14,722.89 11/10/17 11/10/17 Purchase - Interest 05531FAV5 1.00 1,537.50 16,260.39 11/13/17 11/13/17 Purchase - Interest 912828N48 1.00 1,940.22 18,200.61 11/13/17 11/13/17 Purchase - Principal 912828N48 1.00 299,789.06 317,989.67 11/13/17 11/13/17 Purchase - Interest 912828WC0 1.00 87.98 318,077.65 11/13/17 11/13/17 Purchase - Principal 912828WC0 1.00 140,021.88 458,099.53 11/13/17 11/13/17 Redemption - Principal 037833DJ6 1.00 (299,748.00) 158,351.53 11/13/17 11/13/17 Redemption - Principal 69371RN85 1.00 (149,986.50) 8,365.03 11/15/17 11/15/17 Purchase - Interest 3130AA3R7 1.00 5,087.50 13,452.53 11/15/17 11/15/17 Purchase - Interest 91412GUV5 1.00 1,190.00 14,642.53 11/17/17 11/17/17 Purchase - Principal 40428AR58 1.00 592,955.97 607,598.50 11/17/17 11/17/17 Redemption - Principal 87019U6D6 1.00 (600,000.00) 7,598.50 Page 22 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 11/20/17 11/20/17 Purchase - Interest 857477AV5 1.00 731.25 8,329.75 11/27/17 11/27/17 Purchase - Interest 3136ANJY4 1.00 74.63 8,404.38 11/27/17 11/27/17 Purchase - Interest 3136AQDQ0 1.00 251.69 8,656.07 11/27/17 11/27/17 Purchase - Interest 3136AQSW1 1.00 124.27 8,780.34 11/27/17 11/27/17 Purchase - Correction to Interest 3136AQDQ0 1.00 287.12 9,067.46 11/27/17 11/27/17 Purchase - Correction to Interest 3136AQSW1 1.00 136.05 9,203.51 11/27/17 11/27/17 Puchase - Correction to Interest 3136ANJY4 1.00 74.64 9,278.15 11/27/17 11/27/17 Puchase - Correction to Principal 3136ANJY4 1.00 5,440.34 14,718.49 11/27/17 11/27/17 Purchase - Principal 3136ANJY4 1.00 5,440.35 20,158.84 11/27/17 11/27/17 Purchase - Principal 3136AQDQ0 1.00 31,083.67 51,242.51 11/27/17 11/27/17 Purchase - Principal 3136AQSW1 1.00 24,507.09 75,749.60 11/27/17 11/27/17 Redemption - Reversal of Interest 3136AQDQ0 1.00 (251.69) 75,497.91 11/27/17 11/27/17 Redemption - Reversal of Interest 3136ANJY4 1.00 (74.63) 75,423.28 11/27/17 11/27/17 Redemption - Reversal of Interest 3136AQSW1 1.00 (124.27) 75,299.01 11/27/17 11/27/17 Redemption - Reversal of Principal 3136ANJY4 1.00 (5,440.35) 69,858.66 11/28/17 11/28/17 IP Fees October 2017 1.00 (2,379.48) 67,479.18 11/28/17 11/28/17 U.S. Bank Fees September 2017 1.00 (237.15) 67,242.03 11/30/17 11/30/17 Purchase - Interest 13606A5Z7 1.00 5,060.00 72,302.03 11/30/17 11/30/17 Purchase - Interest 65558LWA6 1.00 5,172.44 77,474.47 11/30/17 11/30/17 Purchase - Interest 912828A42 1.00 1,500.00 78,974.47 11/30/17 11/30/17 Purchase - Interest 912828R77 1.00 6,187.50 85,161.97 11/30/17 11/30/17 Purchase - Interest 912828WN6 1.00 12,000.00 97,161.97 Page 23 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 11/30/17 12/01/17 Accrual Income Div Reinvestment - Distributions 1.00 19.11 97,181.08 97,181.08 97,181.08 97,181.08 19,307.55 1,119.66 0.00 (17,714,526.27) 17,783,652.44 28,054.91 19.11 97,181.08 0.00 (1,460,342.15) 1,535,652.02 21,871.21 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance November January-November 1.20% Page 24 Housing Funds CAMP Account For the Month Ending November 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 7,928.38 271,109.96 (240,801.42) 0.00 $38,236.92 CAMP Pool Unsettled Trades 0.00 21.25 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,113,265.78 240,234.15 (260,834.22) (22,488.00) $5,070,177.71 CAMP Managed Account Unsettled Trades 0.00 9,143.80 Cash Dividends and Income November 30, 2017 October 31, 2017 Asset Summary CAMP Pool 38,236.92 7,928.38 CAMP Managed Account 5,070,177.71 5,113,265.78 $5,108,414.63 $5,121,194.16 Total Asset Allocation 0.75% CAMP Pool 99.25% CAMP Managed Account Page 1 For the Month Ending November 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $7,928.38 271,109.96 (240,801.42) $38,236.92 21.25 $5,113,265.78 (111,187.26) (149,646.96) 240,234.15 0.00 (22,488.00) $5,070,177.71 $5,121,194.16 $5,108,414.63 10,186.89 (56.98) (986.11) $9,143.80 103,122.78 150,077.97 6,633.10 11,187.26 (240,291.13) (30,729.98) 0.00 Managed Account Total 5,116,556.54 5,154,793.46 19,826.46 150,077.97 114,310.04 6,633.10 (240,291.13) (5,138,185.78) (22,273.47) 0.00 19,826.46 390,879.39 114,310.04 6,633.10 (511,401.09) (5,146,114.16) (22,273.47) 21.25 Total Accrual Basis Earnings $6,653.73 $6,674.98 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,940,000.00 1,921,322.57 37.60 Supra-National Agency Bond / Note 225,000.00 223,270.60 4.37 Municipal Bond / Note 30,000.00 29,950.20 0.59 Federal Agency Collateralized Mortgage Obligation 46,386.20 46,304.86 0.91 Federal Agency Bond / Note 700,000.00 687,037.85 13.45 Corporate Note 1,365,000.00 1,363,064.86 26.68 Certificate of Deposit 800,000.00 799,226.77 15.65 Managed Account Sub-Total 5,106,386.20 5,070,177.71 99.25% Accrued Interest 19,826.46 Total Portfolio 5,106,386.20 5,090,004.17 CAMP Pool 38,236.92 38,236.92 0.75 Total Investments 5,144,623.12 5,128,241.09 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.65% Cert of Deposit 26.68% Corporate Note 0.91% Fed Agency CMO 13.45% Fed Agy Bond / Note 0.75% Mny Mkt Fund 0.59% Muni Bond / Note 4.37% Supra-National Agency Bond / Note 37.60% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 3.38%3.53% 19.46% 26.02% 47.61% 0.00%0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.63 998 1.74% 2.01% Page 3 For the Month Ending November 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.63% A 10.65% A+ 4.51% A- 1.96% A-1+ 1.46% AA 52.93% AA+ 11.34% AA- 5.35% AAA 0.75% AAAm 3.42% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,951.85 0.59 AMERICAN EXPRESS CO 100,213.40 1.96 AMERICAN HONDA FINANCE 49,756.35 0.97 APPLE INC 49,830.11 0.98 BANK OF AMERICA CO 100,293.60 1.96 BANK OF MONTREAL 99,805.30 1.95 BANK OF NOVA SCOTIA 49,446.73 0.97 BB&T CORPORATION 26,135.55 0.51 BURLINGTON NORTHERN SANTA FE 38,236.92 0.75 CAMP Pool 39,600.32 0.78 CATERPILLAR INC 80,014.00 1.57 CHEVRON CORPORATION 100,186.10 1.96 CISCO SYSTEMS INC 74,947.60 1.47 CITIGROUP INC 24,828.15 0.49 DEERE & COMPANY 237,418.71 4.65 FANNIE MAE 421,818.00 8.25 FEDERAL HOME LOAN BANKS 74,106.00 1.45 FREDDIE MAC 49,848.60 0.98 GOLDMAN SACHS GROUP INC 24,846.50 0.49 HOME DEPOT INC 100,255.60 1.96 INTER-AMERICAN DEVELOPMENT BANK 123,015.00 2.41 INTL BANK OF RECONSTRUCTION AND DEV 100,933.50 1.98 JP MORGAN CHASE & CO 49,798.85 0.97 MICROSOFT CORP 49,794.65 0.97 MORGAN STANLEY 100,173.40 1.96 NORDEA BANK AB 24,907.48 0.49 PACCAR FINANCIAL CORP 39,635.76 0.78 PEPSICO INC 100,051.80 1.96 ROYAL BANK OF CANADA 99,310.57 1.94 SKANDINAVISKA ENSKILDA BANKEN AB 29,950.20 0.59 STATE OF CONNECTICUT 24,511.15 0.48 STATE STREET CORPORATION 99,669.20 1.95 SVENSKA HANDELSBANKEN AB Page 4 For the Month Ending November 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Percentof HoldingsIssuer Market Value 99,755.80 1.95 SWEDBANK AB 75,196.53 1.47 THE BANK OF NEW YORK MELLON CORPORATION 49,683.15 0.97 THE WALT DISNEY CORPORATION 1,921,322.57 37.60 UNITED STATES TREASURY 74,507.78 1.46 WAL-MART STORES INC 174,490.75 3.42 WELLS FARGO & COMPANY 100,167.10 1.96 WESTPAC BANKING CORP $5,108,414.63 Total 100.00% Page 5 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 50,316.40 50,517.65 270.03 50,865.23 12/30/1512/28/15AaaAA+ 50,000.00 912828VV9 1.74 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 25,056.65 25,456.87 1.37 25,713.86 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 10,132.03 10,329.39 99.39 10,502.34 03/31/1603/30/16AaaAA+ 10,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 89,479.71 91,096.18 659.10 91,613.67 05/31/1605/27/16AaaAA+ 90,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 100,117.20 103,438.21 508.29 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,704.48 55,494.04 117.10 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 127,354.24 127,944.09 153.07 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 122,353.50 122,281.94 4.72 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 225,000.00 231,008.09 12.36 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 74,923.80 77,165.81 381.22 77,815.43 10/05/1610/03/16AaaAA+ 75,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 99,898.40 100,550.73 508.29 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 149,847.60 150,357.00 762.43 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 149,847.60 150,993.76 762.43 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 274,720.60 277,703.24 1,397.79 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 Page 6 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 126,089.86 127,091.43 139.16 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 242,480.50 246,286.84 267.61 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 6,044.36 1,921,322.57 1,947,715.27 1.61 1,952,612.10 1,940,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 123,015.00 124,719.67 390.25 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 100,255.60 100,885.96 129.86 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 520.11 223,270.60 225,605.63 1.72 225,626.91 225,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,950.20 30,028.01 125.02 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 125.02 29,950.20 30,028.01 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 9,683.79 9,694.68 12.52 9,789.54 04/30/1504/15/15AaaAA+ 9,692.64 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 10,810.60 10,838.92 17.10 10,921.15 11/30/1511/06/15AaaAA+ 10,813.02 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 25,810.47 25,978.47 35.50 26,139.71 10/30/1510/07/15AaaAA+ 25,880.54 3136AQDQ0 1.08 65.12 46,304.86 46,512.07 1.06 46,850.40 46,386.20 Security Type Sub-Total Page 7 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,155.50 124,934.59 225.69 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 103,838.70 104,984.10 64.17 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 89,204.94 89,956.72 348.75 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 74,106.00 74,795.09 117.45 74,743.50 04/20/1704/19/17AaaAA+ 75,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 73,796.55 74,776.90 180.47 74,759.25 09/08/1709/07/17AaaAA+ 75,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,027.25 124,444.80 535.16 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,264.03 24,935.92 90.28 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 77,644.88 79,757.22 288.89 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 1,850.86 687,037.85 698,585.34 1.33 698,142.61 700,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 24,976.43 24,999.61 79.69 24,992.75 03/06/1303/04/13A1A 25,000.00 06406HCJ6 1.36 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,014.00 80,000.00 599.39 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,093.05 50,136.22 265.63 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,093.05 50,171.49 265.63 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 Page 8 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,848.60 49,984.82 100.00 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,912.55 24,993.31 247.71 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,213.40 99,933.44 662.50 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,135.55 26,452.59 195.83 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,035.05 49,985.80 479.79 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 174,490.75 175,545.71 1,264.62 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 49,798.85 49,975.47 295.49 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 29,951.85 29,976.36 161.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,846.50 24,987.81 220.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 49,683.15 49,951.18 437.50 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,828.15 24,986.94 215.31 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,933.50 100,270.29 1,206.94 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,600.32 39,968.95 172.67 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 Page 9 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,907.48 24,997.79 25.63 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,756.35 49,958.68 50.00 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 74,507.78 74,895.27 162.29 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,788.78 24,988.71 52.26 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,635.76 39,992.33 113.33 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 50,220.10 50,795.87 159.72 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 15,038.22 15,113.89 45.94 15,116.40 11/03/1711/01/17Baa1A- 15,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,794.65 50,158.53 138.89 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,657.95 24,988.46 29.90 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,511.15 24,933.32 16.25 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,791.89 35,000.00 165.22 35,000.00 09/18/1709/13/17Baa1A- 35,000.00 06051GGS2 2.33 7,829.46 1,363,064.86 1,368,142.84 2.06 1,370,962.85 1,365,000.00 Security Type Sub-Total Certificate of Deposit Page 10 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,051.80 100,000.00 387.22 100,000.00 03/15/1603/11/16P-1A-1+ 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,173.40 100,000.00 4.89 100,000.00 12/05/1612/01/16Aa3AA- 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,669.20 100,000.00 756.00 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,293.60 100,000.00 595.33 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,805.30 100,000.00 302.42 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,310.57 99,967.38 608.22 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,167.10 100,000.00 649.17 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 99,755.80 100,000.00 88.28 100,000.00 11/17/1711/16/17Aa3AA- 100,000.00 87019U6D6 2.30 3,391.53 799,226.77 799,967.38 1.92 799,961.00 800,000.00 Security Type Sub-Total 5,106,386.20 5,124,240.17 1.74 19,826.46 5,116,556.54 5,070,177.71 Managed Account Sub-Total Money Market Fund CAMP Pool 38,236.92 38,236.92 0.00 38,236.92 NRAAAm 38,236.92 38,236.92 38,236.92 0.00 38,236.92 38,236.92 Money Market Sub-Total $5,144,623.12 $5,162,477.09 $19,826.46 $5,154,793.46 $5,108,414.63 1.74% $5,128,241.09 $19,826.46 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.65 (201.25)(548.83) 50,316.40 100.63 MORGANST 50,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.89 2.65 2.90 (400.22)(657.21) 25,056.65 100.23 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.92 2.90 2.94 (197.36)(370.31) 10,132.03 101.32 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.93 2.94 2.97 (1,616.47)(2,133.96) 89,479.71 99.42 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.94 2.97 3.12 (3,321.01)(4,773.43) 100,117.20 100.12 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.96 3.12 3.23 (1,789.56)(1,995.91) 53,704.48 97.64 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.98 3.23 3.31 (589.85)(66.07) 127,354.24 97.96 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.99 3.31 3.39 71.56 600.57 122,353.50 97.88 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.00 3.39 3.36 (6,008.09)(8,085.94) 225,000.00 100.00 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.00 3.36 3.58 (2,242.01)(2,891.63) 74,923.80 99.90 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (652.33)(707.07) 99,898.40 99.90 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (509.40)(597.71) 149,847.60 99.90 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (1,146.16)(1,312.56) 149,847.60 99.90 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (2,982.64)(3,276.47) 274,720.60 99.90 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.79 (1,001.57)(898.81) 126,089.86 96.99 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.05 3.79 3.79 (3,806.34)(3,574.19) 242,480.50 96.99 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.05 3.79 (31,289.53) 2.01 3.46 (26,392.70) 1,921,322.57 1,940,000.00 Security Type Sub-Total 3.46 Page 12 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.70 (1,704.67)(1,685.00) 123,015.00 98.41 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.15 2.70 2.84 (630.36)(671.31) 100,255.60 100.26 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.03 2.84 (2,356.31) 2.10 2.76 (2,335.03) 223,270.60 225,000.00 Security Type Sub-Total 2.76 Municipal Bond / Note 1.26 (77.81)(134.10) 29,950.20 99.83 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.10 1.26 (134.10) 2.10 1.26 (77.81) 29,950.20 30,000.00 Security Type Sub-Total 1.26 Federal Agency Collateralized Mortgage Obligation 0.28 (10.89)(105.75) 9,683.79 99.91 GOLDMAN 9,692.64 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.51 0.26 0.92 (28.32)(110.55) 10,810.60 99.98 GOLDMAN 10,813.02 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.78 0.60 1.57 (168.00)(329.24) 25,810.47 99.73 MORGANST 25,880.54 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.75 0.96 (545.54) 1.71 1.15 (207.21) 46,304.86 46,386.20 Security Type Sub-Total 0.73 Federal Agency Bond / Note 1.79 (1,779.09)(1,735.75) 123,155.50 98.52 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.83 1.79 1.92 (1,145.40)(1,137.15) 103,838.70 98.89 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.95 1.92 2.19 (751.78)(737.46) 89,204.94 99.12 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.90 2.19 2.33 (689.09)(637.50) 74,106.00 98.81 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.89 2.33 Page 13 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.75 (980.35)(962.70) 73,796.55 98.40 BARCLAYS 75,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.96 2.75 3.51 (3,417.55)(3,212.63) 121,027.25 96.82 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.04 3.51 3.59 (671.89)(650.45) 24,264.03 97.06 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.08 3.59 3.59 (2,112.34)(2,031.12) 77,644.88 97.06 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.08 3.59 (11,104.76) 1.95 2.59 (11,547.49) 687,037.85 700,000.00 Security Type Sub-Total 2.59 Corporate Note 0.27 (23.18)(16.32) 24,976.43 99.91 GOLDMAN 25,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.70 0.23 0.48 14.00 14.00 80,014.00 100.02 05/24/18BARCLAYS 80,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.69 0.51 1.23 (43.17)(381.95) 50,093.05 100.19 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.97 1.23 1.23 (78.44)(376.45) 50,093.05 100.19 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.97 1.23 1.37 (136.22)(119.40) 49,848.60 99.70 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.22 1.34 1.47 (80.76)(74.45) 24,912.55 99.65 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.29 1.47 1.66 279.96 398.40 100,213.40 100.21 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.12 1.66 1.75 (317.04)(1,461.95) 26,135.55 104.54 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.16 1.75 1.95 49.25 55.05 50,035.05 100.07 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.42 1.99 Page 14 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.09 (1,054.96)(1,732.50) 174,490.75 99.71 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.29 2.09 2.12 (176.62)(167.65) 49,798.85 99.60 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 2.04 2.12 2.18 (24.51)(16.95) 29,951.85 99.84 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.27 2.14 2.42 (141.31)(139.00) 24,846.50 99.39 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.05 2.42 2.42 (268.03)(258.85) 49,683.15 99.37 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.06 2.42 2.46 (158.79)(156.60) 24,828.15 99.31 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.23 2.46 2.36 663.21 436.50 100,933.50 100.93 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.37 2.39 2.66 (368.63)(366.08) 39,600.32 99.00 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.22 2.66 2.85 (90.31)(90.27) 24,907.48 99.63 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.18 2.85 2.85 (202.33)(201.65) 49,756.35 99.51 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.17 2.85 2.93 (387.49)(383.47) 74,507.78 99.34 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.12 2.93 3.04 (199.93)(199.72) 24,788.78 99.16 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.43 3.03 3.23 (356.57)(356.24) 39,635.76 99.09 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.28 3.23 3.13 (575.77)(928.90) 50,220.10 100.44 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.36 3.19 3.21 (75.67)(78.18) 15,038.22 100.25 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.55 3.21 Page 15 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.22 (363.88)(367.35) 49,794.65 99.59 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.63 3.22 3.30 (330.51)(325.55) 24,657.95 98.63 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.47 3.29 3.33 (422.17)(394.35) 24,511.15 98.04 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.54 3.33 3.63 (208.11)(208.11) 34,791.89 99.41 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.49 2.96 (7,897.99) 2.21 2.20 (5,077.98) 1,363,064.86 1,365,000.00 Security Type Sub-Total 2.18 Certificate of Deposit 0.27 51.80 51.80 100,051.80 100.05 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.52 0.27 0.99 173.40 173.40 100,173.40 100.17 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.57 0.99 1.11 (330.80)(330.80) 99,669.20 99.67 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.31 1.11 1.18 293.60 293.60 100,293.60 100.29 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.59 1.18 1.34 (194.70)(194.70) 99,805.30 99.81 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.33 1.34 1.64 (656.81)(650.43) 99,310.57 99.31 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.89 1.64 2.65 167.10 167.10 100,167.10 100.17 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.93 2.65 2.85 (244.20)(244.20) 99,755.80 99.76 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.39 2.85 (734.23) 1.69 1.50 (740.61) 799,226.77 800,000.00 Security Type Sub-Total 1.50 5,106,386.20 5,070,177.71 (54,062.46) (46,378.83) 2.63 2.01 Managed Account Sub-Total 2.62 Page 16 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Money Market Fund 0.00 0.00 0.00 38,236.92 1.00 38,236.92 CAMP Pool 0.00 38,236.92 38,236.92 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,128,241.09 $19,826.46 $5,108,414.63 Accrued Interest Securities Sub-Total $5,144,623.12 ($54,062.46) ($46,378.83) 2.63 2.01% 2.62 Page 17 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 11/03/17 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 (15,116.40)(15.31)(15,131.71) 15,000.00 11/01/17 11/03/17 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 (50,162.00)(41.67)(50,203.67) 50,000.00 11/01/17 11/13/17 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 (49,958.00) 0.00 (49,958.00) 50,000.00 11/06/17 11/13/17 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 (24,997.75) 0.00 (24,997.75) 25,000.00 11/06/17 11/17/17 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 (100,000.00) 0.00 (100,000.00) 100,000.00 11/16/17 (56.98) (240,291.13)(240,234.15) 240,000.00 Transaction Type Sub-Total INTEREST 11/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 13.82 13.82 10,700.11 11/01/17 11/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 27.21 27.21 15,714.44 11/01/17 11/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 48.75 48.75 31,158.91 11/01/17 11/09/17 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 0.00 1,062.50 1,062.50 100,000.00 11/09/17 11/10/17 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 0.00 256.25 256.25 25,000.00 11/10/17 11/15/17 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 3130AA3R7 0.00 721.88 721.88 105,000.00 11/15/17 11/19/17 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 0.00 243.75 243.75 25,000.00 11/19/17 11/30/17 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 65558LWA6 0.00 899.56 899.56 100,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 912828R77 0.00 859.38 859.38 125,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 0.00 250.00 250.00 25,000.00 11/30/17 Page 18 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 11/30/17 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 0.00 2,250.00 2,250.00 225,000.00 11/30/17 6,633.10 6,633.10 0.00 787,573.46 Transaction Type Sub-Total MATURITY 11/17/17 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 40428AR58 100,000.00 3,122.78 103,122.78 0.00 0.00 100,000.00 11/17/17 3,122.78 0.00 0.00 103,122.78 100,000.00 100,000.00 Transaction Type Sub-Total PAYDOWNS 11/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 5,278.37 0.00 5,278.37 (52.86) 0.00 5,278.37 11/01/17 11/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 4,901.42 0.00 4,901.42 (49.02) 0.00 4,901.42 11/01/17 11/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 1,007.47 0.00 1,007.47 (10.07) 0.00 1,007.47 11/01/17 0.00 0.00 (111.95) 11,187.26 11,187.26 11,187.26 Transaction Type Sub-Total SELL 11/03/17 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 06406HCJ6 74,918.25 160.31 75,078.56 (60.00)(80.22)FIFO 75,000.00 11/01/17 11/13/17 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 25,178.71 226.78 25,405.49 (535.16)(285.48)FIFO 25,000.00 11/06/17 11/13/17 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 49,550.00 43.92 49,593.92 (279.00)(310.57)FIFO 50,000.00 11/06/17 431.01 (676.27)(874.16) 150,077.97 149,646.96 150,000.00 Transaction Type Sub-Total 20,600.07 10,129.91 30,729.98 (986.11) (676.27)Managed Account Sub-Total Total Security Transactions ($986.11)$30,729.98 $10,129.91 $20,600.07 ($676.27) Page 19 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 7,928.38 Opening Balance 11/03/17 11/03/17 Purchase - Principal 06406HCJ6 1.00 74,918.25 82,846.63 11/03/17 11/03/17 Purchase - Interest 06406HCJ6 1.00 160.31 83,006.94 11/03/17 11/03/17 Redemption - Principal 61746BEA0 1.00 (50,162.00) 32,844.94 11/03/17 11/03/17 Redemption - Interest 61746BEA0 1.00 (41.67) 32,803.27 11/03/17 11/03/17 Redemption - Principal 06051GFW4 1.00 (15,116.40) 17,686.87 11/03/17 11/03/17 Redemption - Interest 06051GFW4 1.00 (15.31) 17,671.56 11/09/17 11/09/17 Purchase - Interest 4581X0CD8 1.00 1,062.50 18,734.06 11/10/17 11/10/17 Purchase - Interest 05531FAV5 1.00 256.25 18,990.31 11/13/17 11/13/17 Purchase - Principal 3137EAEF2 1.00 49,550.00 68,540.31 11/13/17 11/13/17 Purchase - Interest 3137EAEF2 1.00 43.92 68,584.23 11/13/17 11/13/17 Purchase - Interest 912828A42 1.00 226.78 68,811.01 11/13/17 11/13/17 Purchase - Principal 912828A42 1.00 25,178.71 93,989.72 11/13/17 11/13/17 Redemption - Principal 037833DJ6 1.00 (49,958.00) 44,031.72 11/13/17 11/13/17 Redemption - Principal 69371RN85 1.00 (24,997.75) 19,033.97 11/15/17 11/15/17 Purchase - Interest 3130AA3R7 1.00 721.88 19,755.85 11/17/17 11/17/17 Purchase - Principal 40428AR58 1.00 103,122.78 122,878.63 11/17/17 11/17/17 Redemption - Principal 87019U6D6 1.00 (100,000.00) 22,878.63 11/20/17 11/20/17 Purchase - Interest 857477AV5 1.00 243.75 23,122.38 11/27/17 11/27/17 Purchase - Interest 3136ANJY4 1.00 13.82 23,136.20 11/27/17 11/27/17 Purchase - Interest 3136AQDQ0 1.00 42.74 23,178.94 11/27/17 11/27/17 Purchase - Interest 3136AQSW1 1.00 24.86 23,203.80 Page 20 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 11/27/17 11/27/17 Purchase - Correction to Interest 3136AQDQ0 1.00 48.75 23,252.55 11/27/17 11/27/17 Purchase - Correction to Interest 3136AQSW1 1.00 27.21 23,279.76 11/27/17 11/27/17 Purchase - Principal 3136ANJY4 1.00 1,007.47 24,287.23 11/27/17 11/27/17 Purchase - Principal 3136AQDQ0 1.00 5,278.37 29,565.60 11/27/17 11/27/17 Purchase - Principal 3136AQSW1 1.00 4,901.42 34,467.02 11/27/17 11/27/17 Redemption - Reversal of Interest 3136AQDQ0 1.00 (42.74) 34,424.28 11/27/17 11/27/17 Redemption - Reversal of Interest 3136AQSW1 1.00 (24.86) 34,399.42 11/28/17 11/28/17 IP Fees October 2017 1.00 (402.70) 33,996.72 11/28/17 11/28/17 U.S. Bank Fees September 2017 1.00 (39.99) 33,956.73 11/30/17 11/30/17 Purchase - Interest 65558LWA6 1.00 899.56 34,856.29 11/30/17 11/30/17 Purchase - Interest 912828A42 1.00 250.00 35,106.29 11/30/17 11/30/17 Purchase - Interest 912828R77 1.00 859.38 35,965.67 11/30/17 11/30/17 Purchase - Interest 912828WN6 1.00 2,250.00 38,215.67 11/30/17 12/01/17 Accrual Income Div Reinvestment - Distributions 1.00 21.25 38,236.92 Page 21 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 38,236.92 38,236.92 38,236.92 21,540.44 415.89 0.00 (2,863,927.22) 2,891,558.37 10,605.77 21.25 38,236.92 0.00 (240,801.42) 271,109.96 7,928.38 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance November January-November 1.20% Page 22 Successor Agency CAMP Account For the Month Ending November 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 4,741.90 270,539.57 (240,819.37) 0.00 $34,462.10 CAMP Pool Unsettled Trades 0.00 17.99 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,320,493.29 240,234.15 (260,659.42) (23,211.13) $5,276,856.89 CAMP Managed Account Unsettled Trades 0.00 8,827.65 Cash Dividends and Income November 30, 2017 October 31, 2017 Asset Summary CAMP Pool 34,462.10 4,741.90 CAMP Managed Account 5,276,856.89 5,320,493.29 $5,311,318.99 $5,325,235.19 Total Asset Allocation 0.65% CAMP Pool 99.35% CAMP Managed Account Page 1 For the Month Ending November 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $4,741.90 270,539.57 (240,819.37) $34,462.10 17.99 $5,320,493.29 (111,187.26) (149,472.16) 240,234.15 0.00 (23,211.13) $5,276,856.89 $5,325,235.19 $5,311,318.99 9,794.56 (56.98) (909.93) $8,827.65 103,122.78 149,692.10 6,451.84 11,187.26 (240,291.13) (30,162.85) 0.00 Managed Account Total 5,325,671.54 5,360,133.64 19,634.03 149,692.10 114,310.04 6,451.84 (240,291.13) (5,347,085.11) (21,544.08) 0.00 19,634.03 390,511.47 114,310.04 6,451.84 (510,830.70) (5,351,827.01) (21,544.08) 17.99 Total Accrual Basis Earnings $6,839.23 $6,857.22 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,880,000.00 1,861,645.19 35.05 Supra-National Agency Bond / Note 250,000.00 247,873.60 4.67 Municipal Bond / Note 30,000.00 29,950.20 0.56 Federal Agency Collateralized Mortgage Obligation 46,386.20 46,304.86 0.87 Federal Agency Bond / Note 995,000.00 977,791.93 18.41 Corporate Note 1,315,000.00 1,314,064.34 24.74 Certificate of Deposit 800,000.00 799,226.77 15.05 Managed Account Sub-Total 5,316,386.20 5,276,856.89 99.35% Accrued Interest 19,634.03 Total Portfolio 5,316,386.20 5,296,490.92 CAMP Pool 34,462.10 34,462.10 0.65 Total Investments 5,350,848.30 5,330,953.02 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.05% Cert of Deposit 24.74% Corporate Note 0.87% Fed Agency CMO 18.41% Fed Agy Bond / Note 0.65% Mny Mkt Fund 0.56% Muni Bond / Note 4.67% Supra-National Agency Bond / Note 35.05% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 2.72%3.39% 25.77% 21.56% 45.61% 0.95%0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.62 992 1.72% 2.00% Page 3 For the Month Ending November 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.01% A 10.24% A+ 4.33% A- 1.88% A-1+ 1.40% AA 55.28% AA+ 12.32% AA- 5.60% AAA 0.65% AAAm 3.29% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,951.85 0.56 AMERICAN EXPRESS CO 100,213.40 1.89 AMERICAN HONDA FINANCE 49,756.35 0.94 APPLE INC 49,830.11 0.94 BANK OF AMERICA CO 100,293.60 1.89 BANK OF MONTREAL 99,805.30 1.88 BANK OF NOVA SCOTIA 49,446.73 0.93 BB&T CORPORATION 26,135.55 0.49 BURLINGTON NORTHERN SANTA FE 34,462.10 0.65 CAMP Pool 39,600.32 0.75 CATERPILLAR INC 80,014.00 1.51 CHEVRON CORPORATION 100,186.10 1.89 CISCO SYSTEMS INC 74,947.60 1.41 CITIGROUP INC 50,458.35 0.95 DEERE & COMPANY 498,148.18 9.37 FANNIE MAE 412,152.97 7.75 FEDERAL HOME LOAN BANKS 113,795.64 2.14 FREDDIE MAC 49,848.60 0.94 GOLDMAN SACHS GROUP INC 24,846.50 0.47 HOME DEPOT INC 100,255.60 1.89 INTER-AMERICAN DEVELOPMENT BANK 147,618.00 2.78 INTL BANK OF RECONSTRUCTION AND DEV 100,933.50 1.90 JP MORGAN CHASE & CO 49,798.85 0.94 MICROSOFT CORP 49,794.65 0.94 MORGAN STANLEY 100,173.40 1.89 NORDEA BANK AB 24,907.48 0.47 PACCAR FINANCIAL CORP 39,635.76 0.75 PEPSICO INC 100,051.80 1.88 ROYAL BANK OF CANADA 99,310.57 1.87 SKANDINAVISKA ENSKILDA BANKEN AB 29,950.20 0.56 STATE OF CONNECTICUT 24,511.15 0.46 STATE STREET CORPORATION 99,669.20 1.88 SVENSKA HANDELSBANKEN AB Page 4 For the Month Ending November 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Percentof HoldingsIssuer Market Value 99,755.80 1.88 SWEDBANK AB 50,220.10 0.95 THE BANK OF NEW YORK MELLON CORPORATION 49,791.13 0.94 THE WALT DISNEY CORPORATION 74,583.08 1.40 TOYOTA MOTOR CORP 1,861,645.19 35.04 UNITED STATES TREASURY 74,507.78 1.40 WAL-MART STORES INC 50,145.40 0.94 WELLS FARGO & COMPANY 100,167.10 1.89 WESTPAC BANKING CORP $5,311,318.99 Total 100.00% Page 5 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 15,094.92 15,155.29 81.01 15,259.57 12/30/1512/28/15AaaAA+ 15,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 34,844.15 35,403.52 52.45 35,648.05 02/03/1602/01/16AaaAA+ 35,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 25,056.65 25,456.87 1.37 25,713.87 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 14,913.29 15,182.70 109.85 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 75,087.90 77,578.66 381.22 78,667.97 07/08/1607/06/16AaaAA+ 75,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,704.48 55,494.04 117.10 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 127,354.24 127,944.09 153.07 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 97,882.80 97,825.55 3.78 97,402.34 03/17/1703/15/17AaaAA+ 100,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 200,000.00 205,340.53 10.99 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 124,873.00 128,609.69 635.36 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 124,873.00 125,297.50 635.36 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 149,847.60 150,826.09 762.43 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 224,771.40 226,490.64 1,143.65 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 224,771.40 227,211.74 1,143.65 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 Page 6 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 126,089.86 127,091.43 139.16 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 242,480.50 246,286.84 267.61 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 5,638.06 1,861,645.19 1,887,195.18 1.62 1,891,476.36 1,880,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 147,618.00 149,663.60 468.30 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 100,255.60 100,885.96 129.86 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 598.16 247,873.60 250,549.56 1.71 250,566.91 250,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,950.20 30,028.01 125.02 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 125.02 29,950.20 30,028.01 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 9,683.79 9,694.68 12.52 9,789.54 04/30/1504/15/15AaaAA+ 9,692.64 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 10,810.60 10,838.92 17.10 10,921.15 11/30/1511/06/15AaaAA+ 10,813.02 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 25,810.47 25,978.47 35.50 26,139.71 10/30/1510/07/15AaaAA+ 25,880.54 3136AQDQ0 1.08 65.12 46,304.86 46,512.07 1.06 46,850.40 46,386.20 Security Type Sub-Total Page 7 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,689.64 39,951.57 201.67 39,941.20 07/19/1707/18/17AaaAA+ 40,000.00 3137EAEH8 1.45 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,236.13 124,885.63 322.92 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,155.50 124,934.59 225.69 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 177,139.98 179,692.85 185.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 138,451.60 139,978.80 85.56 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,558.30 49,975.96 193.75 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 74,106.00 74,795.09 117.45 74,743.50 04/20/1704/19/17AaaAA+ 75,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,518.62 29,910.76 72.19 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,027.25 124,444.80 535.16 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,264.03 24,935.92 90.28 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 77,644.88 79,757.22 288.89 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,318.56 977,791.93 993,263.19 1.24 992,568.41 995,000.00 Security Type Sub-Total Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,014.00 80,000.00 599.39 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,093.05 50,136.22 265.63 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 Page 8 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,093.05 50,171.49 265.63 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,848.60 49,984.82 100.00 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,912.55 24,993.31 247.71 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,213.40 99,933.44 662.50 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,135.55 26,452.59 195.83 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,035.05 49,985.80 479.79 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 49,798.85 49,975.47 295.49 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 29,951.85 29,976.36 161.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 24,949.55 24,995.05 117.81 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 74,583.08 74,972.50 178.75 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,846.50 24,987.81 220.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,841.58 24,975.59 218.75 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,933.50 100,270.29 1,206.94 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 Page 9 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,600.32 39,968.95 172.67 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,907.48 24,997.79 25.63 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,756.35 49,958.68 50.00 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,145.40 50,742.35 616.25 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 74,507.78 74,895.27 162.29 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,788.78 24,988.71 52.26 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,635.76 39,992.33 113.33 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 50,220.10 50,795.87 159.72 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 15,038.22 15,113.89 45.94 15,116.40 11/03/1711/01/17Baa1A- 15,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,794.65 50,158.53 138.89 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,657.95 24,988.46 29.90 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,511.15 24,933.32 16.25 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,791.89 35,000.00 165.22 35,000.00 09/18/1709/13/17Baa1A- 35,000.00 06051GGS2 2.33 Page 10 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,458.35 49,811.26 533.68 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 7,497.58 1,314,064.34 1,318,156.15 2.10 1,320,637.60 1,315,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,051.80 100,000.00 387.22 100,000.00 03/15/1603/11/16P-1A-1+ 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,173.40 100,000.00 4.89 100,000.00 12/05/1612/01/16Aa3AA- 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,669.20 100,000.00 756.00 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,293.60 100,000.00 595.33 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,805.30 100,000.00 302.42 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,310.57 99,967.38 608.22 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,167.10 100,000.00 649.17 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 99,755.80 100,000.00 88.28 100,000.00 11/17/1711/16/17Aa3AA- 100,000.00 87019U6D6 2.30 3,391.53 799,226.77 799,967.38 1.92 799,961.00 800,000.00 Security Type Sub-Total 5,316,386.20 5,332,144.98 1.72 19,634.03 5,325,671.54 5,276,856.89 Managed Account Sub-Total Money Market Fund CAMP Pool 34,462.10 34,462.10 0.00 34,462.10 NRAAAm 34,462.10 34,462.10 34,462.10 0.00 34,462.10 34,462.10 Money Market Sub-Total Page 11 For the Month Ending November 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY $5,350,848.30 $5,366,607.08 $19,634.03 $5,360,133.64 $5,311,318.99 1.72% $5,330,953.02 $19,634.03 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.65 (60.37)(164.65) 15,094.92 100.63 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.89 2.65 2.83 (559.37)(803.90) 34,844.15 99.55 MERRILL 35,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.91 2.83 2.90 (400.22)(657.22) 25,056.65 100.23 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.92 2.90 2.97 (269.41)(355.65) 14,913.29 99.42 MORGANST 15,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.94 2.97 3.12 (2,490.76)(3,580.07) 75,087.90 100.12 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.96 3.12 3.23 (1,789.56)(1,995.91) 53,704.48 97.64 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.98 3.23 3.31 (589.85)(66.08) 127,354.24 97.96 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.99 3.31 3.39 57.25 480.46 97,882.80 97.88 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.00 3.39 3.36 (5,340.53)(7,187.50) 200,000.00 100.00 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.00 3.36 3.58 (3,736.69)(4,819.38) 124,873.00 99.90 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (424.50)(498.09) 124,873.00 99.90 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (978.49)(1,060.60) 149,847.60 99.90 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (1,719.24)(1,968.83) 224,771.40 99.90 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.58 (2,440.34)(2,680.75) 224,771.40 99.90 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.03 3.58 3.79 (1,001.57)(898.81) 126,089.86 96.99 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.05 3.79 3.79 (3,806.34)(3,574.19) 242,480.50 96.99 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.05 3.79 (29,831.17) 2.02 3.50 (25,549.99) 1,861,645.19 1,880,000.00 Security Type Sub-Total 3.50 Page 13 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.70 (2,045.60)(2,022.00) 147,618.00 98.41 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.15 2.70 2.84 (630.36)(671.31) 100,255.60 100.26 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.03 2.84 (2,693.31) 2.10 2.75 (2,675.96) 247,873.60 250,000.00 Security Type Sub-Total 2.75 Municipal Bond / Note 1.26 (77.81)(134.10) 29,950.20 99.83 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.10 1.26 (134.10) 2.10 1.26 (77.81) 29,950.20 30,000.00 Security Type Sub-Total 1.26 Federal Agency Collateralized Mortgage Obligation 0.28 (10.89)(105.75) 9,683.79 99.91 GOLDMAN 9,692.64 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.51 0.26 0.92 (28.32)(110.55) 10,810.60 99.98 GOLDMAN 10,813.02 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.78 0.60 1.57 (168.00)(329.24) 25,810.47 99.73 MORGANST 25,880.54 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.75 0.96 (545.54) 1.71 1.15 (207.21) 46,304.86 46,386.20 Security Type Sub-Total 0.73 Federal Agency Bond / Note 1.67 (261.93)(251.56) 39,689.64 99.22 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 1.84 1.67 1.71 (1,649.50)(1,568.87) 123,236.13 98.59 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.83 1.71 1.79 (1,779.09)(1,735.75) 123,155.50 98.52 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.83 1.79 1.87 (2,552.87)(2,377.62) 177,139.98 98.41 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.85 1.87 Page 14 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.92 (1,527.20)(1,516.20) 138,451.60 98.89 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.95 1.92 2.19 (417.66)(409.70) 49,558.30 99.12 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.90 2.19 2.33 (689.09)(637.50) 74,106.00 98.81 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.89 2.33 2.75 (392.14)(385.08) 29,518.62 98.40 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.96 2.75 3.51 (3,417.55)(3,212.63) 121,027.25 96.82 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.04 3.51 3.59 (671.89)(650.45) 24,264.03 97.06 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.08 3.59 3.59 (2,112.34)(2,031.12) 77,644.88 97.06 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.08 3.59 (14,776.48) 1.91 2.30 (15,471.26) 977,791.93 995,000.00 Security Type Sub-Total 2.30 Corporate Note 0.48 14.00 14.00 80,014.00 100.02 05/24/18BARCLAYS 80,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.69 0.51 1.23 (43.17)(381.95) 50,093.05 100.19 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.97 1.23 1.23 (78.44)(376.45) 50,093.05 100.19 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.97 1.23 1.37 (136.22)(119.40) 49,848.60 99.70 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.22 1.34 1.47 (80.76)(74.45) 24,912.55 99.65 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.29 1.47 1.66 279.96 398.40 100,213.40 100.21 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.12 1.66 Page 15 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.75 (317.04)(1,461.95) 26,135.55 104.54 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.16 1.75 1.95 49.25 55.05 50,035.05 100.07 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.42 1.99 2.12 (176.62)(167.65) 49,798.85 99.60 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 2.04 2.12 2.18 (24.51)(16.95) 29,951.85 99.84 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.27 2.14 2.19 (45.50)(43.95) 24,949.55 99.80 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.04 2.19 2.31 (389.42)(382.42) 74,583.08 99.44 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 2.19 2.31 2.42 (141.31)(139.00) 24,846.50 99.39 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.05 2.42 2.42 (134.01)(129.42) 24,841.58 99.37 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.06 2.42 2.36 663.21 436.50 100,933.50 100.93 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.37 2.39 2.66 (368.63)(366.08) 39,600.32 99.00 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.22 2.66 2.85 (90.31)(90.27) 24,907.48 99.63 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.18 2.85 2.85 (202.33)(201.65) 49,756.35 99.51 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.17 2.85 2.86 (596.95)(962.60) 50,145.40 100.29 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.45 2.86 2.93 (387.49)(383.47) 74,507.78 99.34 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.12 2.93 3.04 (199.93)(199.72) 24,788.78 99.16 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.43 3.03 Page 16 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.23 (356.57)(356.24) 39,635.76 99.09 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.28 3.23 3.13 (575.77)(928.90) 50,220.10 100.44 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.36 3.19 3.21 (75.67)(78.18) 15,038.22 100.25 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.55 3.21 3.22 (363.88)(367.35) 49,794.65 99.59 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.63 3.22 3.30 (330.51)(325.55) 24,657.95 98.63 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.47 3.29 3.33 (422.17)(394.35) 24,511.15 98.04 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.54 3.33 3.63 (208.11)(208.11) 34,791.89 99.41 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.49 2.96 3.83 647.09 678.85 50,458.35 100.92 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.41 3.83 (6,573.26) 2.22 2.33 (4,091.81) 1,314,064.34 1,315,000.00 Security Type Sub-Total 2.32 Certificate of Deposit 0.27 51.80 51.80 100,051.80 100.05 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.52 0.27 0.99 173.40 173.40 100,173.40 100.17 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.57 0.99 1.11 (330.80)(330.80) 99,669.20 99.67 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.31 1.11 1.18 293.60 293.60 100,293.60 100.29 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.59 1.18 1.34 (194.70)(194.70) 99,805.30 99.81 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.33 1.34 Page 17 For the Month Ending November 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.64 (656.81)(650.43) 99,310.57 99.31 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.89 1.64 2.65 167.10 167.10 100,167.10 100.17 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.93 2.65 2.85 (244.20)(244.20) 99,755.80 99.76 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.39 2.85 (734.23) 1.69 1.50 (740.61) 799,226.77 800,000.00 Security Type Sub-Total 1.50 5,316,386.20 5,276,856.89 (55,288.09) (48,814.65) 2.62 2.00 Managed Account Sub-Total 2.61 Money Market Fund 0.00 0.00 0.00 34,462.10 1.00 34,462.10 CAMP Pool 0.00 34,462.10 34,462.10 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,330,953.02 $19,634.03 $5,311,318.99 Accrued Interest Securities Sub-Total $5,350,848.30 ($55,288.09) ($48,814.65) 2.62 2.00% 2.61 Page 18 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 11/03/17 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 (15,116.40)(15.31)(15,131.71) 15,000.00 11/01/17 11/03/17 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 (50,162.00)(41.67)(50,203.67) 50,000.00 11/01/17 11/13/17 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 (49,958.00) 0.00 (49,958.00) 50,000.00 11/06/17 11/13/17 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 (24,997.75) 0.00 (24,997.75) 25,000.00 11/06/17 11/17/17 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 (100,000.00) 0.00 (100,000.00) 100,000.00 11/16/17 (56.98) (240,291.13)(240,234.15) 240,000.00 Transaction Type Sub-Total INTEREST 11/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 48.75 48.75 31,158.91 11/01/17 11/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 27.21 27.21 15,714.44 11/01/17 11/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 13.82 13.82 10,700.11 11/01/17 11/09/17 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 0.00 1,062.50 1,062.50 100,000.00 11/09/17 11/10/17 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 0.00 256.25 256.25 25,000.00 11/10/17 11/15/17 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 3130AA3R7 0.00 962.50 962.50 140,000.00 11/15/17 11/19/17 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 0.00 243.75 243.75 25,000.00 11/19/17 11/30/17 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 65558LWA6 0.00 899.56 899.56 100,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 0.00 250.00 250.00 25,000.00 11/30/17 11/30/17 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 0.00 2,000.00 2,000.00 200,000.00 11/30/17 Page 19 For the Month Ending November 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 11/30/17 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 912828R77 0.00 687.50 687.50 100,000.00 11/30/17 6,451.84 6,451.84 0.00 772,573.46 Transaction Type Sub-Total MATURITY 11/17/17 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 40428AR58 100,000.00 3,122.78 103,122.78 0.00 0.00 100,000.00 11/17/17 3,122.78 0.00 0.00 103,122.78 100,000.00 100,000.00 Transaction Type Sub-Total PAYDOWNS 11/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 1,007.47 0.00 1,007.47 (10.07) 0.00 1,007.47 11/01/17 11/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 4,901.42 0.00 4,901.42 (49.02) 0.00 4,901.42 11/01/17 11/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 5,278.37 0.00 5,278.37 (52.86) 0.00 5,278.37 11/01/17 0.00 0.00 (111.95) 11,187.26 11,187.26 11,187.26 Transaction Type Sub-Total SELL 11/03/17 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 06406HCJ6 74,918.25 160.31 75,078.56 (60.00)(80.22)FIFO 75,000.00 11/01/17 11/13/17 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 49,550.00 43.92 49,593.92 (279.00)(310.57)FIFO 50,000.00 11/06/17 11/13/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 25,003.91 15.71 25,019.62 (458.98)(289.15)FIFO 25,000.00 11/06/17 219.94 (679.94)(797.98) 149,692.10 149,472.16 150,000.00 Transaction Type Sub-Total 20,425.27 9,737.58 30,162.85 (909.93) (679.94)Managed Account Sub-Total Total Security Transactions ($909.93)$30,162.85 $9,737.58 $20,425.27 ($679.94) Page 20 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 4,741.90 Opening Balance 11/03/17 11/03/17 Purchase - Interest 06406HCJ6 1.00 160.31 4,902.21 11/03/17 11/03/17 Purchase - Principal 06406HCJ6 1.00 74,918.25 79,820.46 11/03/17 11/03/17 Redemption - Principal 61746BEA0 1.00 (50,162.00) 29,658.46 11/03/17 11/03/17 Redemption - Interest 61746BEA0 1.00 (41.67) 29,616.79 11/03/17 11/03/17 Redemption - Principal 06051GFW4 1.00 (15,116.40) 14,500.39 11/03/17 11/03/17 Redemption - Interest 06051GFW4 1.00 (15.31) 14,485.08 11/09/17 11/09/17 Purchase - Interest 4581X0CD8 1.00 1,062.50 15,547.58 11/10/17 11/10/17 Purchase - Interest 05531FAV5 1.00 256.25 15,803.83 11/13/17 11/13/17 Purchase - Interest 3137EAEF2 1.00 43.92 15,847.75 11/13/17 11/13/17 Purchase - Principal 3137EAEF2 1.00 49,550.00 65,397.75 11/13/17 11/13/17 Purchase - Principal 912828WC0 1.00 25,003.91 90,401.66 11/13/17 11/13/17 Purchase - Interest 912828WC0 1.00 15.71 90,417.37 11/13/17 11/13/17 Redemption - Principal 037833DJ6 1.00 (49,958.00) 40,459.37 11/13/17 11/13/17 Redemption - Principal 69371RN85 1.00 (24,997.75) 15,461.62 11/15/17 11/15/17 Purchase - Interest 3130AA3R7 1.00 962.50 16,424.12 11/17/17 11/17/17 Purchase - Principal 40428AR58 1.00 103,122.78 119,546.90 11/17/17 11/17/17 Redemption - Principal 87019U6D6 1.00 (100,000.00) 19,546.90 11/20/17 11/20/17 Purchase - Interest 857477AV5 1.00 243.75 19,790.65 11/27/17 11/27/17 Purchase - Interest 3136ANJY4 1.00 13.82 19,804.47 11/27/17 11/27/17 Purchase - Interest 3136AQDQ0 1.00 42.74 19,847.21 11/27/17 11/27/17 Purchase - Interest 3136AQSW1 1.00 24.86 19,872.07 Page 21 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 11/27/17 11/27/17 Purchase - Correction to Interest 3136AQDQ0 1.00 48.75 19,920.82 11/27/17 11/27/17 Purchase - Correction to Interest 3136AQSW1 1.00 27.21 19,948.03 11/27/17 11/27/17 Purchase - Principal 3136ANJY4 1.00 1,007.47 20,955.50 11/27/17 11/27/17 Purchase - Principal 3136AQDQ0 1.00 5,278.37 26,233.87 11/27/17 11/27/17 Purchase - Principal 3136AQSW1 1.00 4,901.42 31,135.29 11/27/17 11/27/17 Redemption - Reversal of Interest 3136AQDQ0 1.00 (42.74) 31,092.55 11/27/17 11/27/17 Redemption - Reversal of Interest 3136AQSW1 1.00 (24.86) 31,067.69 11/28/17 11/28/17 IP Fees October 2017 1.00 (419.02) 30,648.67 11/28/17 11/28/17 U.S. Bank Fees September 2017 1.00 (41.62) 30,607.05 11/30/17 11/30/17 Purchase - Interest 65558LWA6 1.00 899.56 31,506.61 11/30/17 11/30/17 Purchase - Interest 912828A42 1.00 250.00 31,756.61 11/30/17 11/30/17 Purchase - Interest 912828R77 1.00 687.50 32,444.11 11/30/17 11/30/17 Purchase - Interest 912828WN6 1.00 2,000.00 34,444.11 11/30/17 12/01/17 Accrual Income Div Reinvestment - Distributions 1.00 17.99 34,462.10 Page 22 For the Month Ending November 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 34,462.10 34,462.10 34,462.10 18,234.80 541.15 0.00 (3,094,292.87) 3,109,160.86 19,594.11 17.99 34,462.10 0.00 (240,819.37) 270,539.57 4,741.90 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance November January-November 1.20% Page 23