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Item No. 14 SA Investment Report December 2017
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-498 Agenda Date: 1/23/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 14) Page 1 City of Lake Elsinore Printed on 1/18/2018 REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To:Honorable Agency Chairman and Members of the Successor Agency From:Grant Yates, Executive Director Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant Executive Director Date:January 23, 2018 Subject:Investment Report for December 2017 Recommendation Receive and file the Investment Report for December 2017. Background and Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for December 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,436,281$ 82,776$ (808,789)$ 2,710,268$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 3,436,281 82,776 (808,789) 2,711,568 INVESTMENTS City Investments: City Local Agency Investment Fund 8,409,873 - - 8,409,873 City CAMP Investments: CAMP Pool Account 61,216 - - 61,216 U.S. Treasury Bond / Note 11,044,109 - - 11,044,109 Supra-National Agency Bond / Note 1,353,761 1,353,761 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 228,595 - - 228,595 Federal Agency Bond / Note 4,682,363 - - 4,682,363 Corporate Note 7,550,944 - - 7,550,944 Certificate of Deposit 5,239,318 - - 5,239,318 Housing CAMP Investments: Housing CAMP Pool Account 17,503 - - 17,503 Housing U.S. Treasury Bond / Notes 2,016,937 - - 2,016,937 Housing Supra-National Agency Bond 225,627 225,627 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 40,958 - - 40,958 Housing Federal Agency Bond / Notes 698,143 - - 698,143 Housing Corporate Notes 1,335,963 - - 1,335,963 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 18,955 - - 18,955 Successor U.S. Treasury Bond / Notes 1,965,697 - - 1,965,697 Successor Supra-National Agency Bond 250,567 250,567 Successor Municipal Bond / Notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 40,958 - - 40,958 Successor Federal Agency Bond / Notes 992,568 - - 992,568 Successor Corporate Notes 1,270,638 - - 1,270,638 Successor Certificate of Deposit 799,961 - - 799,961 Sub-total Investments 57,856,583 - - 57,856,583 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 57,598,870 - - 57,598,870 Total Pooled Cash and Investments 61,035,151$ 82,776$ (808,789)$ 60,310,438$ TOTAL POOLED CASH AND INVESTMENTS 60,310,438$ 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 January 11, 2018 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 DECEMBER 31, 2017 FUND NO FUND NAME AMOUNT 100 General 8,480,713$ 106 Affordable Housing In Lieu 1,593,331 107 Developer Agreement Revenue 321,653 110 State Gas Tax 966,418 112 Measure A 1,640,750 114 SB1186 CASP Education Program 9,138 115 Traffic Safety 114,853 116 City Hall-Public Works DIF 1,142,511 117 Community Center DIF 15,143 118 Lake Side Facility DIF 52,680 119 Animal Shelter DIF 65,996 121 T.R.I.P.-2014A 132 135 Lighting & Landscape Maintenance - Dist. No. 1 664,722 140 Geothermal 20,068 155 CSA152 -- N.P.D.E.S.65,265 160 PEG Grant 5,970 205 Traffic Impact Fee 4,209,738 211 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. 1,790,164 232 City Fire Protection 75,329 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 241,922 320 Facilities Service 629,416 332 CFD 2006-1 Improvement Area B, Summerly 15,663 333 CFD 2015-3 Terracina 15,336 335 CFD 2003-2E Canyon Hills Improvement Area E 51,103 336 CFD 2006-1FF Summerly Improvement Area FF 24,301 337 CFD 2016-2 Canyon Hills 9,440 338 CFD 2006-1 IA-JJ Summerly Improvement Area 8,211 339 CFD 2006-1 IA-KK Summerly Improvement Area 11,711 345 CFD 2003-2 Improvement Area D, Canyon Hills 526,247 346 CFD 2014-1 Southshore 63,609 347 CFD 2006-1 Improvement Area A, Summerly 19,026 350 CFD 98-1 Summerhill 681,939 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 812,637 357 CFD 2003-2 Canyon Hills Improvement Area 108,943 366 CFD 2005-6 City Center Townhomes 69,022 368 CFD 2006-2 Viscaya 94,752 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 DECEMBER 31, 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 DECEMBER 31, 2017 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 129,800 371 CFD 2005-1 Serenity 59,991 372 CFD 2005-2 Alberhill Ranch Improvement Area 80,118 374 CFD 2005-4 Lakeview Villas 51,792 375 CFD 2006-4 Clurman 15,958 376 CFD 2006-3 La Strada 9,311 377 CFD 2006-6 Tessara 9,163 378 CFD 2006-8 Running Deer Estates 46,160 384 CFD 2003-2 Area B Canyon Hills Improvement Area 206,169 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 345,236 386 CFD 2007-4 Mekenna Court 16,394 387 CFD 2007-5 Red Kite 68,024 388 CFD 2007-6 Holiday Inn Express 3,640 390 CFD 2003-2 Area C Canyon Hills Improvement Area 67,338 392 CFD 95-1 City Center 34,354 393 AD 93-1 Cottonwood Hills 65,407 394 CFD 2005-5 (2012A) Wasson Canyon 136,987 395 CFD 2018-1 Wasson Canyon II Improvement Area 45,000 500 Capital Improvement Plan 7,010,748 510 Successor Agency RDA Area I 4,556,395 540 Successor Area RDA Diamond Stadium 1,747,286 603 Endowment Trust - Carl Graves 968,395 604 Endowment Trust - Korn Memorial 31,445 605 Public Improvement Trust 692,764 606 Mobile Source Air Polution Reduction 245,286 608 Trust Deposit & Pre Paid Expense 4,353,511 617 Successor Agency Housing 11,224,595 620 Cost Recovery System 1,022,264 631 Lake Destratification Equipment Replacement 277,444 Total Pooled Cash & Investments 60,310,438$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 25.97%Unlimited Current Balance 15,026,743$ Supra-National Agency Bond / Note 3.16%30% Current Balance 1,829,955$ Municipal Bond / Note 0.61%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.54%40.00% Current Balance 310,511$ Federal Agency Bond / Note 11.02%*Unlimited Current Balance 6,373,074$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 11.82%25.00% Current Balance 6,839,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 17.56%30.00% Current Balance 10,157,544$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)29.16%*$65 Million Current Balance 16,871,211$ CAMP - Pooled Sweep Account 0.17%Unlimited Current Balance 97,674$ TOTAL 100.00%*57,856,583$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING DECEMBER 31, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.239%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 10,409,873$ (2,000,000)$ 8,409,873$ Successor Agency 8,461,338$ -$ 8,461,338$ Total Investments Held with Local Agency Investment Fund:18,871,211$ (2,000,000)$ 16,871,211$ 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 DECEMBER 31, 2017 JOHN CHIANG TREASURER STATE OF CALIFORNIA 12/11/17 1.21 1.16 189 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 Dec 2017 1.239 12/24/17 1.26 1.18 191 Nov 2017 1.172 12/25/17 1.26 1.18 191 Oct 2017 1.143 12/26/17 1.28 1.18 186 12/27/17 1.28 1.18 183 12/28/17 1.30 1.18 186 12/29/17 1.30 1.18 177 12/30/17 1.30 1.18 177 12/31/17 1.30 1.18 186 01/01/18 1.30 1.30 186 01/02/18 1.32 1.31 194 01/03/18 1.33 1.32 193 01/04/18 1.34 1.32 192 01/05/18 1.34 1.33 192 01/06/18 1.34 1.33 192 01/07/18 1.34 1.33 192 01/08/18 1.34 1.33 187 01/09/18 1.34 1.33 187 01/10/18 1.34 1.33 187 1/10/2018 .00002942867511750 .999042071 Earnings Ratio: Fair Value Factor: Daily:1.11% 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 Based 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 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 December 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 97,181.08 412,986.62 (448,951.79) 0.00 $61,215.91 CAMP Pool Unsettled Trades 0.00 46.10 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,034,447.07 445,324.22 (397,497.64) (44,664.56) $30,037,609.09 CAMP Managed Account Unsettled Trades 0.00 16,709.24 Cash Dividends and Income December 31, 2017 November 30, 2017 Asset Summary CAMP Pool 61,215.91 97,181.08 CAMP Managed Account 30,037,609.09 30,034,447.07 $30,098,825.00 $30,131,628.15 Total Asset Allocation 0.20% CAMP Pool 99.80% CAMP Managed Account Page 1 For the Month Ending December 31, 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 $97,181.08 412,986.62 (448,951.79) $61,215.91 46.10 $30,034,447.07 (32,483.04) (365,014.60) 445,324.22 0.00 (44,664.56) $30,037,609.09 $30,131,628.15 $30,098,825.00 17,858.83 (839.09) (310.50) $16,709.24 0.00 367,836.42 15,037.01 32,483.04 (446,163.31) 30,806.84 0.00 Managed Account Total 30,330,108.55 30,391,324.46 146,692.89 367,836.42 32,483.04 15,037.01 (446,163.31) (30,284,480.27) (116,414.17) 0.00 146,692.89 816,788.21 32,483.04 15,037.01 (859,149.93) (30,381,661.35) (116,414.17) 46.10 Total Accrual Basis Earnings $45,100.16 $45,146.26 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending December 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,990,000.00 10,867,430.14 36.12 Supra-National Agency Bond / Note 1,350,000.00 1,337,134.50 4.44 Municipal Bond / Note 290,000.00 289,651.05 0.96 Federal Agency Collateralized Mortgage Obligation 226,329.99 225,784.85 0.75 Federal Agency Bond / Note 4,695,000.00 4,607,720.86 15.31 Corporate Note 7,480,000.00 7,486,581.07 24.87 Certificate of Deposit 5,240,000.00 5,223,306.62 17.35 Managed Account Sub-Total 30,271,329.99 30,037,609.09 99.80% Accrued Interest 146,692.89 Total Portfolio 30,271,329.99 30,184,301.98 CAMP Pool 61,215.91 61,215.91 0.20 Total Investments 30,332,545.90 30,245,517.89 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 17.35% Cert of Deposit 24.87% Corporate Note 0.75% Fed Agency CMO 15.31% Fed Agy Bond / Note 0.20% Mny Mkt Fund 0.96% Muni Bond / Note 4.44% Supra-National Agency Bond / Note 36.12% 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 2.69%3.82% 20.93% 26.48% 43.68% 2.40% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.56 971 1.77% 2.07% Page 3 For the Month Ending December 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 6.29% A 10.47% A+ 4.92% A- 1.91% A-1 3.82% A-1+ 1.41% AA 53.15% AA+ 9.06% AA- 5.44% AAA 0.20% AAAm 3.33% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 377,876.94 1.26 AMERICAN EXPRESS CO 575,859.63 1.91 AMERICAN HONDA FINANCE 298,104.30 0.99 APPLE INC 299,946.40 1.00 BANK OF AMERICA CO 600,742.20 2.00 BANK OF MONTREAL 572,918.50 1.90 BANK OF NOVA SCOTIA 222,148.50 0.74 BB&T CORPORATION 156,352.95 0.52 BURLINGTON NORTHERN SANTA FE 61,215.91 0.20 CAMP Pool 573,786.18 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 222,373.35 0.74 CATERPILLAR INC 570,640.11 1.90 CISCO SYSTEMS INC 404,833.70 1.35 CITIGROUP INC 276,601.33 0.92 DEERE & COMPANY 2,508,315.38 8.32 FANNIE MAE 1,585,791.58 5.26 FEDERAL HOME LOAN BANKS 739,398.75 2.46 FREDDIE MAC 265,445.25 0.88 GENERAL ELECTRIC CO 299,095.50 0.99 GOLDMAN SACHS GROUP INC 148,807.20 0.49 HOME DEPOT INC 600,507.00 2.00 INTER-AMERICAN DEVELOPMENT BANK 736,627.50 2.45 INTL BANK OF RECONSTRUCTION AND DEV 580,020.90 1.93 JP MORGAN CHASE & CO 299,112.90 0.99 MICROSOFT CORP 299,497.80 1.00 MORGAN STANLEY 575,356.50 1.91 NORDEA BANK AB 148,857.90 0.49 PACCAR FINANCIAL CORP 197,725.00 0.66 PEPSICO INC 574,997.70 1.91 ROYAL BANK OF CANADA 592,295.74 1.97 SKANDINAVISKA ENSKILDA BANKEN AB 164,524.80 0.55 STATE OF CONNECTICUT 73,917.45 0.25 STATE STREET CORPORATION Page 4 For the Month Ending December 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 597,347.40 1.98 SVENSKA HANDELSBANKEN AB 596,758.80 1.98 SWEDBANK AB 300,675.60 1.00 THE BANK OF NEW YORK MELLON CORPORATION 298,144.75 0.99 THE WALT DISNEY CORPORATION 423,462.75 1.41 TOYOTA MOTOR CORP 10,867,430.14 36.10 UNITED STATES TREASURY 125,126.25 0.42 UNIVERSITY OF CALIFORNIA 298,067.70 0.99 WAL-MART STORES INC 449,013.16 1.49 WELLS FARGO & COMPANY 539,103.60 1.79 WESTPAC BANKING CORP $30,098,825.00 Total 100.00% Page 5 For the Month Ending December 31, 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 150,140.70 152,664.67 263.74 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 297,914.10 303,556.25 14.50 305,378.90 05/31/1605/27/16AaaAA+ 300,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 574,663.05 594,255.83 3,907.46 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 282,840.48 292,539.30 926.17 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 244,589.75 246,049.36 588.74 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 342,425.65 344,599.77 824.24 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 879,750.00 880,892.23 1,087.91 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,197,937.20 1,231,277.00 2,109.89 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 323,933.68 334,175.44 2,208.56 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 797,375.20 805,182.93 5,436.46 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,021,636.98 1,027,385.74 6,965.47 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 1,146,226.85 1,156,193.49 7,814.92 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 1,395,406.60 1,413,457.32 9,513.81 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 702,343.75 709,122.43 1,552.14 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 Page 6 For the Month Ending December 31, 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 1,065,625.00 1,084,009.12 2,354.97 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 444,621.15 445,397.93 1,445.10 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 47,014.08 10,867,430.14 11,020,758.81 1.66 11,044,108.98 10,990,000.00 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 736,627.50 748,367.18 3,317.13 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 600,507.00 605,168.45 1,841.67 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 5,158.80 1,337,134.50 1,353,535.63 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 125,126.25 125,000.00 304.11 125,000.00 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 164,524.80 165,144.22 959.04 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 1,263.15 289,651.05 290,144.22 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 49,256.80 49,320.91 63.71 49,813.95 04/30/1504/15/15AaaAA+ 49,320.91 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 45,020.15 45,156.03 71.30 45,512.33 11/30/1511/06/15AaaAA+ 45,061.72 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 131,507.90 132,413.59 180.99 133,268.66 10/30/1510/07/15AaaAA+ 131,947.36 3136AQDQ0 1.08 Page 7 For the Month Ending December 31, 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 316.00 225,784.85 226,890.53 1.05 228,594.94 226,329.99 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 172,195.28 174,843.56 633.77 174,706.00 08/02/1607/29/16AaaAA+ 175,000.00 3135G0N33 0.93 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 591,149.40 599,477.05 2,050.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 393,477.60 399,347.16 744.44 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 732,579.28 739,892.66 1,300.14 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 544,292.65 549,745.19 2,818.75 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 739,398.75 748,021.34 2,033.85 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 152,298.97 154,552.26 550.57 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 700,913.33 721,852.17 3,783.59 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 135,663.64 139,649.01 651.39 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 445,751.96 458,634.59 2,140.28 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 16,706.78 4,607,720.86 4,686,014.99 1.31 4,682,362.59 4,695,000.00 Security Type Sub-Total Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 270,303.21 270,687.11 1,912.50 272,565.00 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 300,336.90 300,961.08 2,125.00 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 Page 8 For the Month Ending December 31, 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 49,849.25 49,937.95 183.33 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 249,246.25 249,928.59 916.67 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,695.40 104,973.42 143.50 104,945.40 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 575,859.63 574,635.62 4,887.50 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 156,352.95 158,324.14 1,762.50 165,585.00 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 265,445.25 266,960.41 6,607.64 289,082.50 03/25/1503/20/15A2A 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 300,138.30 299,918.04 3,491.25 299,880.00 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 74,835.53 75,127.63 676.35 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 374,177.63 376,125.37 3,381.77 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 299,112.90 299,858.33 2,235.42 299,799.00 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 179,455.14 179,863.25 1,298.00 179,812.80 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 124,593.75 124,976.17 792.19 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 199,368.60 200,808.40 1,301.94 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 Page 9 For the Month Ending December 31, 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 224,094.15 224,920.32 901.88 224,896.50 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 148,807.20 149,929.24 195.00 149,913.00 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 173,551.00 174,834.70 227.50 174,797.00 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 580,020.90 576,503.84 351.39 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 222,373.35 224,830.46 1,318.13 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 148,857.90 149,987.09 410.00 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 298,104.30 299,758.92 800.00 299,748.00 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 298,067.70 299,592.87 1,124.17 299,565.00 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 74,290.50 74,966.67 291.15 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 197,725.00 199,962.59 900.00 199,960.00 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 300,675.60 304,714.41 1,583.33 306,978.00 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 100,510.20 100,741.32 525.00 100,776.00 11/03/1711/01/17A3A- 100,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 299,497.80 300,928.85 1,458.33 300,972.00 11/03/1711/01/17A3BBB+ 300,000.00 61746BEA0 2.40 Page 10 For the Month Ending December 31, 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 198,421.80 199,680.58 700.00 199,536.00 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 147,858.00 149,932.36 435.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 73,917.45 74,804.63 170.63 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 199,436.20 200,000.00 1,332.13 200,000.00 09/18/1709/13/17A3A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 276,601.33 273,981.79 3,542.53 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 47,982.36 7,486,581.07 7,513,156.15 2.13 7,550,943.70 7,480,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 574,997.70 575,000.00 3,041.11 575,000.00 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 573,786.18 574,794.00 871.44 574,551.50 12/05/1612/01/16P-1A-1 575,000.00 13606A5Z7 1.78 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 575,356.50 575,000.00 899.56 575,000.00 12/05/1612/01/16P-1A-1+ 575,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 597,347.40 600,000.00 5,512.50 600,000.00 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 600,742.20 600,000.00 4,512.00 600,000.00 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 572,918.50 575,000.00 2,684.61 575,000.00 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 592,295.74 599,814.22 4,600.00 599,766.00 08/04/1708/03/17Aa3A+ 600,000.00 83050FXT3 1.85 Page 11 For the Month Ending December 31, 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 539,103.60 540,000.00 4,428.00 540,000.00 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 596,758.80 600,000.00 1,702.50 600,000.00 11/17/1711/16/17Aa3AA- 600,000.00 87019U6D6 2.30 28,251.72 5,223,306.62 5,239,608.22 1.90 5,239,317.50 5,240,000.00 Security Type Sub-Total 30,271,329.99 30,389,552.82 1.77 146,692.89 30,330,108.55 30,037,609.09 Managed Account Sub-Total Money Market Fund CAMP Pool 61,215.91 61,215.91 0.00 61,215.91 NRAAAm 61,215.91 61,215.91 61,215.91 0.00 61,215.91 61,215.91 Money Market Sub-Total $30,332,545.90 $30,450,768.73 $146,692.89 $30,391,324.46 $30,098,825.00 1.77% $30,245,517.89 $146,692.89 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending December 31, 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 2.81 (2,523.97)(4,142.50) 150,140.70 100.09 MERRILL 150,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.97 2.81 2.91 (5,642.15)(7,464.80) 297,914.10 99.30 MORGANST 300,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.99 2.91 3.03 (19,592.78)(28,458.04) 574,663.05 99.94 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.02 3.03 3.15 (9,698.82)(10,852.49) 282,840.48 97.53 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.04 3.15 3.23 (1,459.61)(420.02) 244,589.75 97.84 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.05 3.23 3.23 (2,174.12)(629.04) 342,425.65 97.84 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.05 3.23 3.31 (1,142.23) 3,128.91 879,750.00 97.75 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.06 3.31 3.28 (33,339.80)(45,187.80) 1,197,937.20 99.83 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.05 3.28 3.49 (10,241.76)(13,266.52) 323,933.68 99.67 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (7,807.73)(8,812.30) 797,375.20 99.67 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (5,748.76)(6,405.99) 1,021,636.98 99.67 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (9,966.64)(10,736.04) 1,146,226.85 99.67 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (18,050.72)(19,851.21) 1,395,406.60 99.67 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.70 (6,778.68)(5,862.30) 702,343.75 96.88 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.10 3.70 3.70 (18,384.12)(17,015.63) 1,065,625.00 96.88 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.10 3.70 4.12 (776.78)(703.07) 444,621.15 98.80 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.17 4.12 (176,678.84) 2.08 3.44 (153,328.67) 10,867,430.14 10,990,000.00 Security Type Sub-Total 3.44 Page 13 For the Month Ending December 31, 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 2.61 (11,739.68)(11,572.50) 736,627.50 98.22 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.25 2.61 2.75 (4,661.45)(5,054.46) 600,507.00 100.08 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.09 2.75 (16,626.96) 2.18 2.67 (16,401.13) 1,337,134.50 1,350,000.00 Security Type Sub-Total 2.67 Municipal Bond / Note 0.37 126.25 126.25 125,126.25 100.10 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.62 0.37 1.18 (619.42)(938.85) 164,524.80 99.71 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.22 1.18 (812.60) 1.96 0.83 (493.17) 289,651.05 290,000.00 Security Type Sub-Total 0.83 Federal Agency Collateralized Mortgage Obligation 0.22 (64.11)(557.15) 49,256.80 99.87 GOLDMAN 49,320.91 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.67 0.18 0.84 (135.88)(492.18) 45,020.15 99.91 GOLDMAN 45,061.72 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.86 0.63 1.49 (905.69)(1,760.76) 131,507.90 99.67 MORGANST 131,947.36 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.80 0.86 (2,810.09) 1.78 1.08 (1,105.68) 225,784.85 226,329.99 Security Type Sub-Total 0.67 Federal Agency Bond / Note 1.56 (2,648.28)(2,510.72) 172,195.28 98.40 GOLDMAN 175,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.91 1.56 1.63 (8,327.65)(7,914.60) 591,149.40 98.52 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.91 1.63 1.78 (5,869.56)(5,450.40) 393,477.60 98.37 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.92 1.78 Page 14 For the Month Ending December 31, 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 1.83 (7,313.38)(7,250.52) 732,579.28 99.00 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.92 1.83 2.10 (5,452.54)(5,355.35) 544,292.65 98.96 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.99 2.10 2.25 (8,622.59)(8,036.25) 739,398.75 98.59 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.01 2.25 2.66 (2,253.29)(2,203.48) 152,298.97 98.26 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.03 2.66 3.42 (20,938.84)(19,677.95) 700,913.33 96.68 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.10 3.42 3.50 (3,985.37)(3,857.42) 135,663.64 96.90 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.14 3.50 3.50 (12,882.63)(12,385.04) 445,751.96 96.90 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.14 3.50 (74,641.73) 2.00 2.37 (78,294.13) 4,607,720.86 4,695,000.00 Security Type Sub-Total 2.37 Corporate Note 1.14 (383.90)(2,261.79) 270,303.21 100.11 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.03 1.14 1.14 (624.18)(2,480.10) 300,336.90 100.11 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.03 1.14 1.29 (88.70)(11.75) 49,849.25 99.70 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.23 1.26 1.29 (682.34)(593.75) 249,246.25 99.70 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.23 1.26 1.40 (278.02)(250.00) 104,695.40 99.71 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.26 1.40 1.57 1,224.01 1,923.38 575,859.63 100.15 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.16 1.57 Page 15 For the Month Ending December 31, 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 1.67 (1,971.19)(9,232.05) 156,352.95 104.24 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.22 1.67 1.87 (1,515.16)(23,637.25) 265,445.25 106.18 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.35 1.87 1.86 220.26 258.30 300,138.30 100.05 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.43 1.90 2.01 (292.10)(452.47) 74,835.53 99.78 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.26 2.01 2.01 (1,947.74)(3,443.62) 374,177.63 99.78 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.26 2.01 2.03 (745.43)(686.10) 299,112.90 99.70 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.99 2.03 2.09 (408.11)(357.66) 179,455.14 99.70 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.34 2.06 2.11 (382.42)(373.75) 124,593.75 99.68 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.10 2.11 2.12 (1,439.80)(2,407.40) 199,368.60 99.68 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.30 2.12 2.22 (826.17)(802.35) 224,094.15 99.60 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 2.13 2.22 2.36 (1,122.04)(1,105.80) 148,807.20 99.20 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.14 2.36 2.36 (1,283.70)(1,246.00) 173,551.00 99.17 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.15 2.36 2.31 3,517.06 2,163.15 580,020.90 100.87 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.38 2.34 2.58 (2,457.11)(2,437.65) 222,373.35 98.83 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.30 2.58 2.76 (1,129.19)(1,128.60) 148,857.90 99.24 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.33 2.76 2.76 (1,654.62)(1,643.70) 298,104.30 99.37 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.23 2.76 Page 16 For the Month Ending December 31, 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 (1,525.17)(1,497.30) 298,067.70 99.36 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.12 2.85 2.95 (676.17)(675.00) 74,290.50 99.05 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.47 2.95 3.15 (2,237.59)(2,235.00) 197,725.00 98.86 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.36 3.14 3.05 (4,038.81)(6,302.40) 300,675.60 100.23 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.43 3.11 3.13 (231.12)(265.80) 100,510.20 100.51 MERRILL 100,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.46 3.13 3.14 (1,431.05)(1,474.20) 299,497.80 99.83 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.55 3.14 3.19 (1,258.78)(1,114.20) 198,421.80 99.21 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.50 3.18 3.21 (2,074.36)(2,043.00) 147,858.00 98.57 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.50 3.21 3.24 (887.18)(799.05) 73,917.45 98.56 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.40 3.24 3.55 (563.80)(563.80) 199,436.20 99.72 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.41 2.88 3.74 2,619.54 2,814.08 276,601.33 100.58 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.50 3.74 (64,362.63) 2.28 2.31 (26,575.08) 7,486,581.07 7,480,000.00 Security Type Sub-Total 2.30 Certificate of Deposit 0.18 (2.30)(2.30) 574,997.70 100.00 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.58 0.18 0.90 (1,007.82)(765.32) 573,786.18 99.79 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.95 0.90 Page 17 For the Month Ending December 31, 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 0.91 356.50 356.50 575,356.50 100.06 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.67 0.91 1.02 (2,652.60)(2,652.60) 597,347.40 99.56 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.37 1.02 1.09 742.20 742.20 600,742.20 100.12 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.73 1.09 1.25 (2,081.50)(2,081.50) 572,918.50 99.64 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.42 1.25 1.55 (7,518.48)(7,470.26) 592,295.74 98.72 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.17 1.55 2.57 (896.40)(896.40) 539,103.60 99.83 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.06 2.57 2.76 (3,241.20)(3,241.20) 596,758.80 99.46 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.50 2.76 (16,010.88) 1.83 1.35 (16,301.60) 5,223,306.62 5,240,000.00 Security Type Sub-Total 1.35 30,271,329.99 30,037,609.09 (351,943.73) (292,499.46) 2.56 2.07 Managed Account Sub-Total 2.55 Money Market Fund 0.00 0.00 0.00 61,215.91 1.00 61,215.91 CAMP Pool 0.00 61,215.91 61,215.91 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,245,517.89 $146,692.89 $30,098,825.00 Accrued Interest Securities Sub-Total $30,332,545.90 ($351,943.73) ($292,499.46) 2.56 2.07% 2.55 Page 18 For the Month Ending December 31, 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 12/06/17 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (445,324.22)(839.09)(446,163.31) 450,000.00 12/04/17 (839.09) (446,163.31)(445,324.22) 450,000.00 Transaction Type Sub-Total INTEREST 12/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 360.13 360.13 152,407.65 12/01/17 12/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 85.52 85.52 54,065.09 12/01/17 12/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 67.61 67.61 52,340.27 12/01/17 12/05/17 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 1,350.00 1,350.00 150,000.00 12/05/17 12/05/17 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 1,566.25 1,566.25 175,000.00 12/05/17 12/07/17 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 1,076.25 1,076.25 105,000.00 12/07/17 12/23/17 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 0.00 7,906.25 7,906.25 575,000.00 12/23/17 12/31/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 0.00 2,625.00 2,625.00 300,000.00 12/31/17 15,037.01 15,037.01 0.00 1,563,813.01 Transaction Type Sub-Total PAYDOWNS 12/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 3,019.36 0.00 3,019.36 (30.18) 0.00 3,019.36 12/01/17 12/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 20,460.31 0.00 20,460.31 (204.89) 0.00 20,460.31 12/01/17 12/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 9,003.37 0.00 9,003.37 (90.03) 0.00 9,003.37 12/01/17 0.00 0.00 (325.10) 32,483.04 32,483.04 32,483.04 Transaction Type Sub-Total Page 19 For the Month Ending December 31, 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 12/06/17 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 365,014.60 2,821.82 367,836.42 14.60 14.60 FIFO 365,000.00 12/04/17 2,821.82 14.60 14.60 367,836.42 365,014.60 365,000.00 Transaction Type Sub-Total (47,826.58) 17,019.74 (30,806.84) (310.50) 14.60 Managed Account Sub-Total Total Security Transactions ($310.50)($30,806.84)$17,019.74 ($47,826.58)$14.60 Page 20 For the Month Ending December 31, 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 97,181.08 Opening Balance 12/05/17 12/05/17 Purchase - Interest 25468PDU7 1.00 1,566.25 98,747.33 12/05/17 12/05/17 Purchase - Interest 437076BQ4 1.00 1,350.00 100,097.33 12/06/17 12/06/17 Purchase - Interest 166764AE0 1.00 2,821.82 102,919.15 12/06/17 12/06/17 Purchase - Principal 166764AE0 1.00 365,014.60 467,933.75 12/06/17 12/06/17 Redemption - Principal 912828X47 1.00 (445,324.22) 22,609.53 12/06/17 12/06/17 Redemption - Interest 912828X47 1.00 (839.09) 21,770.44 12/07/17 12/07/17 Purchase - Interest 172967KS9 1.00 1,076.25 22,846.69 12/26/17 12/26/17 Purchase - Interest 46625HLW8 1.00 7,906.25 30,752.94 12/26/17 12/26/17 Purchase - Interest 3136ANJY4 1.00 67.61 30,820.55 12/26/17 12/26/17 Purchase - Interest 3136AQDQ0 1.00 209.05 31,029.60 12/26/17 12/26/17 Purchase - Interest 3136AQSW1 1.00 85.52 31,115.12 12/26/17 12/26/17 Purchase - Correction to Interest 3136AQDQ0 1.00 360.13 31,475.25 12/26/17 12/26/17 Purchase - Principal 3136ANJY4 1.00 3,019.36 34,494.61 12/26/17 12/26/17 Purchase - Principal 3136AQDQ0 1.00 20,460.31 54,954.92 12/26/17 12/26/17 Purchase - Principal 3136AQSW1 1.00 9,003.37 63,958.29 12/26/17 12/26/17 Redemption - Reversal of Interest 3136AQDQ0 1.00 (209.05) 63,749.24 12/27/17 12/27/17 IP Fees November 2017 1.00 (2,308.31) 61,440.93 12/27/17 12/27/17 U.S. Bank Fees October 2017 1.00 (271.12) 61,169.81 12/29/17 01/02/18 Accrual Income Div Reinvestment - Distributions 1.00 46.10 61,215.91 Page 21 For the Month Ending December 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 61,215.91 61,215.91 61,215.91 42,400.51 1,165.76 0.00 (18,163,478.06) 18,196,639.06 28,054.91 46.10 61,215.91 0.00 (448,951.79) 412,986.62 97,181.08 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 December January-December 1.29% Page 22 Housing Funds CAMP Account For the Month Ending December 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 38,236.92 44,183.86 (64,917.52) 0.00 $17,503.26 CAMP Pool Unsettled Trades 0.00 17.36 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,070,177.71 64,324.61 (40,835.59) (6,827.23) $5,086,839.50 CAMP Managed Account Unsettled Trades 0.00 4,023.47 Cash Dividends and Income December 31, 2017 November 30, 2017 Asset Summary CAMP Pool 17,503.26 38,236.92 CAMP Managed Account 5,086,839.50 5,070,177.71 $5,104,342.76 $5,108,414.63 Total Asset Allocation 0.34% CAMP Pool 99.66% CAMP Managed Account Page 1 For the Month Ending December 31, 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 $38,236.92 44,183.86 (64,917.52) $17,503.26 17.36 $5,070,177.71 (5,834.19) (35,001.40) 64,324.61 0.00 (6,827.23) $5,086,839.50 $5,108,414.63 $5,104,342.76 4,201.66 (121.20) (56.99) $4,023.47 0.00 35,271.99 3,931.07 5,834.19 (64,445.81) 19,408.56 0.00 Managed Account Total 5,139,719.36 5,157,222.62 23,662.17 35,271.99 5,834.19 3,931.07 (64,445.81) (5,116,556.54) (19,852.11) 0.00 23,662.17 100,189.51 5,834.19 3,931.07 (108,629.67) (5,154,793.46) (19,852.11) 17.36 Total Accrual Basis Earnings $7,564.32 $7,581.68 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending December 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,005,000.00 1,982,198.91 38.83 Supra-National Agency Bond / Note 225,000.00 222,855.75 4.37 Municipal Bond / Note 30,000.00 29,913.60 0.59 Federal Agency Collateralized Mortgage Obligation 40,552.01 40,457.20 0.79 Federal Agency Bond / Note 700,000.00 686,325.92 13.45 Corporate Note 1,330,000.00 1,327,697.16 26.01 Certificate of Deposit 800,000.00 797,390.96 15.62 Managed Account Sub-Total 5,130,552.01 5,086,839.50 99.66% Accrued Interest 23,662.17 Total Portfolio 5,130,552.01 5,110,501.67 CAMP Pool 17,503.26 17,503.26 0.34 Total Investments 5,148,055.27 5,128,004.93 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.62% Cert of Deposit 26.01% Corporate Note 0.79% Fed Agency CMO 13.45% Fed Agy Bond / Note 0.34% Mny Mkt Fund 0.59% Muni Bond / Note 4.37% Supra-National Agency Bond / Note 38.83% 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 3.85%1.96% 19.34% 27.96% 45.63% 1.26%0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.58 980 1.75% 2.07% Page 3 For the Month Ending December 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.63% A 10.63% A+ 4.51% A- 3.92% A-1+ 1.46% AA 54.05% AA+ 8.70% AA- 5.34% AAA 0.34% AAAm 3.42% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,909.19 0.59 AMERICAN EXPRESS CO 100,149.50 1.96 AMERICAN HONDA FINANCE 49,684.05 0.97 APPLE INC 49,977.87 0.98 BANK OF AMERICA CO 100,123.70 1.96 BANK OF MONTREAL 99,638.00 1.95 BANK OF NOVA SCOTIA 49,406.50 0.97 BB&T CORPORATION 26,058.83 0.51 BURLINGTON NORTHERN SANTA FE 17,503.26 0.34 CAMP Pool 39,533.04 0.77 CATERPILLAR INC 44,999.91 0.88 CHEVRON CORPORATION 100,112.30 1.96 CISCO SYSTEMS INC 74,950.53 1.47 CITIGROUP INC 24,822.70 0.49 DEERE & COMPANY 231,271.00 4.53 FANNIE MAE 421,572.24 8.26 FEDERAL HOME LOAN BANKS 73,939.88 1.45 FREDDIE MAC 49,849.25 0.98 GOLDMAN SACHS GROUP INC 24,801.20 0.49 HOME DEPOT INC 100,084.50 1.96 INTER-AMERICAN DEVELOPMENT BANK 122,771.25 2.41 INTL BANK OF RECONSTRUCTION AND DEV 100,873.20 1.98 JP MORGAN CHASE & CO 49,852.15 0.98 MICROSOFT CORP 49,916.30 0.98 MORGAN STANLEY 100,062.00 1.96 NORDEA BANK AB 24,809.65 0.49 PACCAR FINANCIAL CORP 39,545.00 0.77 PEPSICO INC 99,999.60 1.96 ROYAL BANK OF CANADA 98,715.96 1.93 SKANDINAVISKA ENSKILDA BANKEN AB 29,913.60 0.59 STATE OF CONNECTICUT 24,639.15 0.48 STATE STREET CORPORATION 99,557.90 1.95 SVENSKA HANDELSBANKEN AB Page 4 For the Month Ending December 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Percentof HoldingsIssuer Market Value 99,459.80 1.95 SWEDBANK AB 75,087.68 1.47 THE BANK OF NEW YORK MELLON CORPORATION 49,586.00 0.97 THE WALT DISNEY CORPORATION 1,982,198.91 38.82 UNITED STATES TREASURY 74,516.93 1.46 WAL-MART STORES INC 174,616.23 3.42 WELLS FARGO & COMPANY 99,834.00 1.96 WESTPAC BANKING CORP $5,104,342.76 Total 100.00% Page 5 For the Month Ending December 31, 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 50,230.45 50,501.88 361.02 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 25,023.45 25,444.11 43.96 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 10,112.50 10,320.58 0.66 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 89,374.23 91,066.88 4.35 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 99,941.40 103,348.84 679.56 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,642.16 55,481.59 175.65 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 127,186.67 127,994.20 306.15 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 122,187.50 122,346.14 151.10 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 224,613.23 230,864.44 395.60 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 74,753.93 77,117.41 509.67 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 99,671.90 100,538.56 679.56 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 149,507.85 150,349.13 1,019.34 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 149,507.85 150,971.80 1,019.34 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 274,097.73 277,643.40 1,868.78 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 Page 6 For the Month Ending December 31, 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 125,937.50 127,152.99 278.31 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 242,187.50 246,365.71 535.22 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 64,223.06 64,335.26 208.74 64,324.61 12/06/1712/04/17AaaAA+ 65,000.00 912828X47 2.12 8,237.01 1,982,198.91 2,011,842.92 1.63 2,016,936.71 2,005,000.00 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 122,771.25 124,727.86 552.85 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 100,084.50 100,861.41 306.94 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 859.79 222,855.75 225,589.27 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 29,913.60 30,026.22 174.37 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 174.37 29,913.60 30,026.22 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 9,121.63 9,133.50 11.80 9,224.81 04/30/1504/15/15AaaAA+ 9,133.50 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 9,004.04 9,031.21 14.26 9,102.47 11/30/1511/06/15AaaAA+ 9,012.35 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 22,331.53 22,485.33 30.73 22,630.54 10/30/1510/07/15AaaAA+ 22,406.16 3136AQDQ0 1.08 Page 7 For the Month Ending December 31, 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 56.79 40,457.20 40,650.04 1.05 40,957.82 40,552.01 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,085.00 124,937.56 329.86 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 103,947.06 104,984.77 184.48 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 89,066.07 89,958.30 461.25 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 73,939.88 74,802.13 203.39 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 73,693.05 74,783.35 266.41 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 120,847.13 124,457.27 652.34 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,225.65 24,937.33 116.32 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 77,522.08 79,762.54 372.22 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,586.27 686,325.92 698,623.25 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 24,975.08 24,999.73 107.81 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 44,999.91 45,000.00 15.03 45,000.00 06/24/1306/17/13Aa2AA- 45,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,056.15 50,127.24 354.17 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 50,056.15 50,160.18 354.17 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 Page 8 For the Month Ending December 31, 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 49,849.25 49,985.72 183.33 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 24,927.48 24,993.67 34.17 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 100,149.50 99,936.63 850.00 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 26,058.83 26,387.36 293.75 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 50,023.05 49,986.34 581.88 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 174,616.23 175,525.17 1,578.16 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 49,852.15 49,976.39 372.57 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 29,909.19 29,977.21 216.33 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 24,801.20 24,988.21 32.50 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 49,586.00 49,952.77 65.00 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 24,822.70 24,987.36 12.19 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 100,873.20 100,261.54 61.11 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,533.04 39,969.86 234.33 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 Page 9 For the Month Ending December 31, 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 24,809.65 24,997.85 68.33 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 49,684.05 49,959.82 133.33 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 74,516.93 74,898.22 281.04 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 24,763.50 24,988.89 97.05 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 39,545.00 39,992.52 180.00 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 50,112.60 50,776.32 263.89 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 15,076.53 15,111.20 78.75 15,116.40 11/03/1711/01/17A3A- 15,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,916.30 50,154.81 243.06 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 24,643.00 24,988.73 72.60 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 24,639.15 24,934.88 56.88 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 34,901.34 35,000.00 233.12 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 7,054.55 1,327,697.16 1,333,018.62 2.07 1,335,962.85 1,330,000.00 Security Type Sub-Total Certificate of Deposit Page 10 For the Month Ending December 31, 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 99,999.60 100,000.00 528.89 100,000.00 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 100,062.00 100,000.00 156.44 100,000.00 12/05/1612/01/16P-1A-1+ 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,557.90 100,000.00 918.75 100,000.00 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 100,123.70 100,000.00 752.00 100,000.00 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 99,638.00 100,000.00 466.89 100,000.00 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 98,715.96 99,969.04 766.67 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 99,834.00 100,000.00 820.00 100,000.00 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 99,459.80 100,000.00 283.75 100,000.00 11/17/1711/16/17Aa3AA- 100,000.00 87019U6D6 2.30 4,693.39 797,390.96 799,969.04 1.92 799,961.00 800,000.00 Security Type Sub-Total 5,130,552.01 5,147,672.20 1.75 23,662.17 5,139,719.36 5,086,839.50 Managed Account Sub-Total Money Market Fund CAMP Pool 17,503.26 17,503.26 0.00 17,503.26 NRAAAm 17,503.26 17,503.26 17,503.26 0.00 17,503.26 17,503.26 Money Market Sub-Total $5,148,055.27 $5,165,175.46 $23,662.17 $5,157,222.62 $5,104,342.76 1.75% $5,128,004.93 $23,662.17 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending December 31, 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 2.56 (271.43)(634.78) 50,230.45 100.46 MORGANST 50,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.95 2.56 2.81 (420.66)(690.41) 25,023.45 100.09 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.97 2.81 2.89 (208.08)(389.84) 10,112.50 101.13 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.99 2.89 2.91 (1,692.65)(2,239.44) 89,374.23 99.30 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.99 2.91 3.03 (3,407.44)(4,949.23) 99,941.40 99.94 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.02 3.03 3.15 (1,839.43)(2,058.23) 53,642.16 97.53 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.04 3.15 3.23 (807.53)(233.64) 127,186.67 97.84 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.05 3.23 3.31 (158.64) 434.57 122,187.50 97.75 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.06 3.31 3.28 (6,251.21)(8,472.71) 224,613.23 99.83 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.05 3.28 3.49 (2,363.48)(3,061.50) 74,753.93 99.67 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (866.66)(933.57) 99,671.90 99.67 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (841.28)(937.46) 149,507.85 99.67 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (1,463.95)(1,652.31) 149,507.85 99.67 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (3,545.67)(3,899.34) 274,097.73 99.67 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.70 (1,215.49)(1,051.17) 125,937.50 96.88 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.10 3.70 3.70 (4,178.21)(3,867.19) 242,187.50 96.88 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.10 3.70 4.12 (112.20)(101.55) 64,223.06 98.80 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.17 4.12 Page 12 For the Month Ending December 31, 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 (34,737.80) 2.07 3.40 (29,644.01) 1,982,198.91 2,005,000.00 Security Type Sub-Total 3.40 Supra-National Agency Bond / Note 2.61 (1,956.61)(1,928.75) 122,771.25 98.22 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.25 2.61 2.75 (776.91)(842.41) 100,084.50 100.08 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.09 2.75 (2,771.16) 2.18 2.67 (2,733.52) 222,855.75 225,000.00 Security Type Sub-Total 2.67 Municipal Bond / Note 1.18 (112.62)(170.70) 29,913.60 99.71 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.22 1.18 (170.70) 2.22 1.18 (112.62) 29,913.60 30,000.00 Security Type Sub-Total 1.18 Federal Agency Collateralized Mortgage Obligation 0.22 (11.87)(103.18) 9,121.63 99.87 GOLDMAN 9,133.50 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.67 0.18 0.84 (27.17)(98.43) 9,004.04 99.91 GOLDMAN 9,012.35 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.86 0.63 1.49 (153.80)(299.01) 22,331.53 99.67 MORGANST 22,406.16 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.80 0.86 (500.62) 1.78 1.06 (192.84) 40,457.20 40,552.01 Security Type Sub-Total 0.66 Federal Agency Bond / Note 1.70 (1,852.56)(1,806.25) 123,085.00 98.47 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.90 1.70 1.83 (1,037.71)(1,028.79) 103,947.06 99.00 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.92 1.83 2.10 (892.23)(876.33) 89,066.07 98.96 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.99 2.10 Page 13 For the Month Ending December 31, 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 2.25 (862.25)(803.62) 73,939.88 98.59 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.01 2.25 2.66 (1,090.30)(1,066.20) 73,693.05 98.26 BARCLAYS 75,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.03 2.66 3.42 (3,610.14)(3,392.75) 120,847.13 96.68 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.10 3.42 3.50 (711.68)(688.83) 24,225.65 96.90 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.14 3.50 3.50 (2,240.46)(2,153.92) 77,522.08 96.90 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.14 3.50 (11,816.69) 2.01 2.51 (12,297.33) 686,325.92 700,000.00 Security Type Sub-Total 2.51 Corporate Note 0.18 (24.65)(17.67) 24,975.08 99.90 GOLDMAN 25,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.87 0.17 0.40 (0.09)(0.09) 44,999.91 100.00 05/24/18BARCLAYS 45,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.71 0.45 1.14 (71.09)(418.85) 50,056.15 100.11 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.03 1.14 1.14 (104.03)(413.35) 50,056.15 100.11 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.03 1.14 1.29 (136.47)(118.75) 49,849.25 99.70 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.23 1.26 1.40 (66.19)(59.52) 24,927.48 99.71 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.26 1.40 1.57 212.87 334.50 100,149.50 100.15 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.16 1.57 1.67 (328.53)(1,538.67) 26,058.83 104.24 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.22 1.67 Page 14 For the Month Ending December 31, 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 1.86 36.71 43.05 50,023.05 100.05 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.43 1.90 2.01 (908.94)(1,607.02) 174,616.23 99.78 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.26 2.01 2.03 (124.24)(114.35) 49,852.15 99.70 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.99 2.03 2.09 (68.02)(59.61) 29,909.19 99.70 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.34 2.06 2.36 (187.01)(184.30) 24,801.20 99.20 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.14 2.36 2.36 (366.77)(356.00) 49,586.00 99.17 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.15 2.36 2.40 (164.66)(162.05) 24,822.70 99.29 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.25 2.40 2.31 611.66 376.20 100,873.20 100.87 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.38 2.34 2.58 (436.82)(433.36) 39,533.04 98.83 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.30 2.58 2.76 (188.20)(188.10) 24,809.65 99.24 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.33 2.76 2.76 (275.77)(273.95) 49,684.05 99.37 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.23 2.76 2.85 (381.29)(374.32) 74,516.93 99.36 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.12 2.85 2.95 (225.39)(225.00) 24,763.50 99.05 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.47 2.95 3.15 (447.52)(447.00) 39,545.00 98.86 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.36 3.14 3.05 (663.72)(1,036.40) 50,112.60 100.23 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.43 3.11 Page 15 For the Month Ending December 31, 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 3.13 (34.67)(39.87) 15,076.53 100.51 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.46 3.13 3.14 (238.51)(245.70) 49,916.30 99.83 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.55 3.14 3.21 (345.73)(340.50) 24,643.00 98.57 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.50 3.21 3.24 (295.73)(266.35) 24,639.15 98.56 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.40 3.24 3.55 (98.66)(98.66) 34,901.34 99.72 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.41 2.88 (8,265.69) 2.24 2.16 (5,321.46) 1,327,697.16 1,330,000.00 Security Type Sub-Total 2.15 Certificate of Deposit 0.18 (0.40)(0.40) 99,999.60 100.00 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.58 0.18 0.91 62.00 62.00 100,062.00 100.06 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.67 0.91 1.02 (442.10)(442.10) 99,557.90 99.56 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.37 1.02 1.09 123.70 123.70 100,123.70 100.12 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.73 1.09 1.25 (362.00)(362.00) 99,638.00 99.64 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.42 1.25 1.55 (1,253.08)(1,245.04) 98,715.96 98.72 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.17 1.55 2.57 (166.00)(166.00) 99,834.00 99.83 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.06 2.57 2.76 (540.20)(540.20) 99,459.80 99.46 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.50 2.76 (2,570.04) 1.81 1.42 (2,578.08) 797,390.96 800,000.00 Security Type Sub-Total 1.42 Page 16 For the Month Ending December 31, 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 5,130,552.01 5,086,839.50 (60,832.70) (52,879.86) 2.58 2.07 Managed Account Sub-Total 2.58 Money Market Fund 0.00 0.00 0.00 17,503.26 1.00 17,503.26 CAMP Pool 0.00 17,503.26 17,503.26 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,128,004.93 $23,662.17 $5,104,342.76 Accrued Interest Securities Sub-Total $5,148,055.27 ($60,832.70) ($52,879.86) 2.58 2.07% 2.58 Page 17 For the Month Ending December 31, 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 12/06/17 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (64,324.61)(121.20)(64,445.81) 65,000.00 12/04/17 (121.20)(64,445.81)(64,324.61) 65,000.00 Transaction Type Sub-Total INTEREST 12/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 12.52 12.52 9,692.64 12/01/17 12/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 17.10 17.10 10,813.02 12/01/17 12/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 61.15 61.15 25,880.54 12/01/17 12/05/17 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 225.00 225.00 25,000.00 12/05/17 12/05/17 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 447.50 447.50 50,000.00 12/05/17 12/07/17 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 256.25 256.25 25,000.00 12/07/17 12/22/17 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24422ETS8 0.00 243.75 243.75 25,000.00 12/22/17 12/23/17 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 0.00 1,375.00 1,375.00 100,000.00 12/23/17 12/24/17 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 0.00 386.55 386.55 45,000.00 12/24/17 12/31/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 0.00 787.50 787.50 90,000.00 12/31/17 12/31/17 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 0.00 118.75 118.75 10,000.00 12/31/17 3,931.07 3,931.07 0.00 416,386.20 Transaction Type Sub-Total PAYDOWNS Page 18 For the Month Ending December 31, 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 PAYDOWNS 12/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 1,800.67 0.00 1,800.67 (18.01) 0.00 1,800.67 12/01/17 12/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 559.14 0.00 559.14 (5.59) 0.00 559.14 12/01/17 12/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 3,474.38 0.00 3,474.38 (34.79) 0.00 3,474.38 12/01/17 0.00 0.00 (58.39) 5,834.19 5,834.19 5,834.19 Transaction Type Sub-Total SELL 12/06/17 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 35,001.40 270.59 35,271.99 1.40 1.40 FIFO 35,000.00 12/04/17 270.59 1.40 1.40 35,271.99 35,001.40 35,000.00 Transaction Type Sub-Total (23,489.02) 4,080.46 (19,408.56)(56.99) 1.40 Managed Account Sub-Total Total Security Transactions ($56.99)($19,408.56)$4,080.46 ($23,489.02)$1.40 Page 19 For the Month Ending December 31, 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 38,236.92 Opening Balance 12/05/17 12/05/17 Purchase - Interest 25468PDU7 1.00 447.50 38,684.42 12/05/17 12/05/17 Purchase - Interest 437076BQ4 1.00 225.00 38,909.42 12/06/17 12/06/17 Purchase - Interest 166764AE0 1.00 270.59 39,180.01 12/06/17 12/06/17 Purchase - Principal 166764AE0 1.00 35,001.40 74,181.41 12/06/17 12/06/17 Redemption - Principal 912828X47 1.00 (64,324.61) 9,856.80 12/06/17 12/06/17 Redemption - Interest 912828X47 1.00 (121.20) 9,735.60 12/07/17 12/07/17 Purchase - Interest 172967KS9 1.00 256.25 9,991.85 12/22/17 12/22/17 Purchase - Interest 24422ETS8 1.00 243.75 10,235.60 12/26/17 12/26/17 Purchase - Interest 166764AE0 1.00 386.55 10,622.15 12/26/17 12/26/17 Purchase - Interest 46625HLW8 1.00 1,375.00 11,997.15 12/26/17 12/26/17 Purchase - Interest 3136ANJY4 1.00 12.52 12,009.67 12/26/17 12/26/17 Purchase - Interest 3136AQDQ0 1.00 35.50 12,045.17 12/26/17 12/26/17 Purchase - Interest 3136AQSW1 1.00 17.10 12,062.27 12/26/17 12/26/17 Purchase - Correction to Interest 3136AQDQ0 1.00 61.15 12,123.42 12/26/17 12/26/17 Purchase - Principal 3136ANJY4 1.00 559.14 12,682.56 12/26/17 12/26/17 Purchase - Principal 3136AQDQ0 1.00 3,474.38 16,156.94 12/26/17 12/26/17 Purchase - Principal 3136AQSW1 1.00 1,800.67 17,957.61 12/26/17 12/26/17 Redemption - Reversal of Interest 3136AQDQ0 1.00 (35.50) 17,922.11 12/27/17 12/27/17 IP Fees November 2017 1.00 (390.25) 17,531.86 12/27/17 12/27/17 U.S. Bank Fees October 2017 1.00 (45.96) 17,485.90 12/29/17 01/02/18 Accrual Income Div Reinvestment - Distributions 1.00 17.36 17,503.26 Page 20 For the Month Ending December 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 17,503.26 17,503.26 17,503.26 16,058.60 433.25 0.00 (2,928,844.74) 2,935,742.23 10,605.77 17.36 17,503.26 0.00 (64,917.52) 44,183.86 38,236.92 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 December January-December 1.29% Page 21 Successor Agency CAMP Account For the Month Ending December 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 34,462.10 59,342.52 (74,849.91) 0.00 $18,954.71 CAMP Pool Unsettled Trades 0.00 18.31 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,276,856.89 74,220.70 (55,836.19) (6,996.12) $5,288,245.28 CAMP Managed Account Unsettled Trades 0.00 3,387.53 Cash Dividends and Income December 31, 2017 November 30, 2017 Asset Summary CAMP Pool 18,954.71 34,462.10 CAMP Managed Account 5,288,245.28 5,276,856.89 $5,307,199.99 $5,311,318.99 Total Asset Allocation 0.36% CAMP Pool 99.64% CAMP Managed Account Page 1 For the Month Ending December 31, 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 $34,462.10 59,342.52 (74,849.91) $18,954.71 18.31 $5,276,856.89 (5,834.19) (50,002.00) 74,220.70 0.00 (6,996.12) $5,288,245.28 $5,311,318.99 $5,307,199.99 3,583.77 (139.85) (56.39) $3,387.53 0.00 50,388.55 3,197.22 5,834.19 (74,360.55) 14,940.59 0.00 Managed Account Total 5,343,775.43 5,362,730.14 24,248.82 50,388.55 5,834.19 3,197.22 (74,360.55) (5,325,671.54) (19,659.68) 0.00 24,248.82 125,238.46 5,834.19 3,197.22 (133,703.07) (5,360,133.64) (19,659.68) 18.31 Total Accrual Basis Earnings $7,752.44 $7,770.75 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending December 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,955,000.00 1,932,420.84 36.42 Supra-National Agency Bond / Note 250,000.00 247,410.00 4.66 Municipal Bond / Note 30,000.00 29,913.60 0.56 Federal Agency Collateralized Mortgage Obligation 40,552.01 40,457.20 0.76 Federal Agency Bond / Note 995,000.00 977,052.00 18.41 Corporate Note 1,265,000.00 1,263,600.68 23.81 Certificate of Deposit 800,000.00 797,390.96 15.02 Managed Account Sub-Total 5,335,552.01 5,288,245.28 99.64% Accrued Interest 24,248.82 Total Portfolio 5,335,552.01 5,312,494.10 CAMP Pool 18,954.71 18,954.71 0.36 Total Investments 5,354,506.72 5,331,448.81 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.02% Cert of Deposit 23.81% Corporate Note 0.76% Fed Agency CMO 18.41% Fed Agy Bond / Note 0.36% Mny Mkt Fund 0.56% Muni Bond / Note 4.66% Supra-National Agency Bond / Note 36.42% 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 2.98%1.89% 25.66%24.37% 42.76% 2.34% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.58 978 1.73% 2.07% Page 3 For the Month Ending December 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.01% A 10.22% A+ 4.34% A- 3.77% A-1+ 1.40% AA 56.52% AA+ 9.49% AA- 5.60% AAA 0.36% AAAm 3.29% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,909.19 0.56 AMERICAN EXPRESS CO 100,149.50 1.89 AMERICAN HONDA FINANCE 49,684.05 0.94 APPLE INC 49,977.87 0.94 BANK OF AMERICA CO 100,123.70 1.89 BANK OF MONTREAL 99,638.00 1.88 BANK OF NOVA SCOTIA 49,406.50 0.93 BB&T CORPORATION 26,058.83 0.49 BURLINGTON NORTHERN SANTA FE 18,954.71 0.36 CAMP Pool 39,533.04 0.74 CATERPILLAR INC 29,999.94 0.57 CHEVRON CORPORATION 100,112.30 1.89 CISCO SYSTEMS INC 74,950.53 1.41 CITIGROUP INC 50,291.15 0.95 DEERE & COMPANY 491,907.13 9.26 FANNIE MAE 412,005.43 7.76 FEDERAL HOME LOAN BANKS 113,596.64 2.14 FREDDIE MAC 49,849.25 0.94 GOLDMAN SACHS GROUP INC 24,801.20 0.47 HOME DEPOT INC 100,084.50 1.89 INTER-AMERICAN DEVELOPMENT BANK 147,325.50 2.78 INTL BANK OF RECONSTRUCTION AND DEV 100,873.20 1.90 JP MORGAN CHASE & CO 49,852.15 0.94 MICROSOFT CORP 49,916.30 0.94 MORGAN STANLEY 100,062.00 1.89 NORDEA BANK AB 24,809.65 0.47 PACCAR FINANCIAL CORP 39,545.00 0.75 PEPSICO INC 99,999.60 1.88 ROYAL BANK OF CANADA 98,715.96 1.86 SKANDINAVISKA ENSKILDA BANKEN AB 29,913.60 0.56 STATE OF CONNECTICUT 24,639.15 0.46 STATE STREET CORPORATION 99,557.90 1.88 SVENSKA HANDELSBANKEN AB Page 4 For the Month Ending December 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Percentof HoldingsIssuer Market Value 99,459.80 1.87 SWEDBANK AB 50,112.60 0.94 THE BANK OF NEW YORK MELLON CORPORATION 49,711.75 0.94 THE WALT DISNEY CORPORATION 74,698.05 1.41 TOYOTA MOTOR CORP 1,932,420.84 36.40 UNITED STATES TREASURY 74,516.93 1.40 WAL-MART STORES INC 50,202.55 0.95 WELLS FARGO & COMPANY 99,834.00 1.88 WESTPAC BANKING CORP $5,307,199.99 Total 100.00% Page 5 For the Month Ending December 31, 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 15,069.14 15,150.56 108.30 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 34,801.76 35,391.87 104.90 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 25,023.45 25,444.11 43.96 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 14,895.71 15,177.81 0.73 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 74,956.05 77,511.63 509.67 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 53,642.16 55,481.59 175.65 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 127,186.67 127,994.20 306.15 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 97,750.00 97,876.91 120.88 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 199,656.20 205,212.83 351.65 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 124,589.88 128,529.01 849.45 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 124,589.88 125,290.94 849.45 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 149,507.85 150,807.85 1,019.34 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 224,261.78 226,457.70 1,529.01 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 224,261.78 227,162.78 1,529.01 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 Page 6 For the Month Ending December 31, 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 125,937.50 127,152.99 278.31 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 242,187.50 246,365.71 535.22 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 74,103.53 74,232.99 240.85 74,220.70 12/06/1712/04/17AaaAA+ 75,000.00 912828X47 2.12 8,552.53 1,932,420.84 1,961,241.48 1.64 1,965,697.06 1,955,000.00 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 147,325.50 149,673.44 663.43 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 100,084.50 100,861.41 306.94 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 970.37 247,410.00 250,534.85 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 29,913.60 30,026.22 174.37 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 174.37 29,913.60 30,026.22 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 9,121.63 9,133.50 13.63 9,224.81 04/30/1504/15/15AaaAA+ 9,133.50 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 9,004.04 9,031.21 14.26 9,102.47 11/30/1511/06/15AaaAA+ 9,012.35 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 22,331.53 22,485.33 30.73 22,630.54 10/30/1510/07/15AaaAA+ 22,406.16 3136AQDQ0 1.08 Page 7 For the Month Ending December 31, 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 58.62 40,457.20 40,650.04 1.05 40,957.82 40,552.01 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,656.76 39,953.92 247.50 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 123,156.13 124,891.05 427.08 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,085.00 124,937.56 329.86 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 177,064.92 179,706.22 335.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 138,596.08 139,979.69 245.97 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,481.15 49,976.84 256.25 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 73,939.88 74,802.13 203.39 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 29,477.22 29,913.34 106.56 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 120,847.13 124,457.27 652.34 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,225.65 24,937.33 116.32 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 77,522.08 79,762.54 372.22 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 3,292.49 977,052.00 993,317.89 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 29,999.94 30,000.00 10.02 30,000.00 06/24/1306/17/13Aa2AA- 30,000.00 166764AE0 1.72 Page 8 For the Month Ending December 31, 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 50,056.15 50,127.24 354.17 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 50,056.15 50,160.18 354.17 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 49,849.25 49,985.72 183.33 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 24,927.48 24,993.67 34.17 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 100,149.50 99,936.63 850.00 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 26,058.83 26,387.36 293.75 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 50,023.05 49,986.34 581.88 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 49,852.15 49,976.39 372.57 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 29,909.19 29,977.21 216.33 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 24,918.75 24,995.23 158.44 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 74,698.05 74,973.44 300.63 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 24,801.20 24,988.21 32.50 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 24,793.00 24,976.39 32.50 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 Page 9 For the Month Ending December 31, 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 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,873.20 100,261.54 61.11 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,533.04 39,969.86 234.33 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 24,809.65 24,997.85 68.33 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 49,684.05 49,959.82 133.33 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 50,202.55 50,722.39 85.00 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 74,516.93 74,898.22 281.04 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 24,763.50 24,988.89 97.05 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 39,545.00 39,992.52 180.00 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 50,112.60 50,776.32 263.89 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 15,076.53 15,111.20 78.75 15,116.40 11/03/1711/01/17A3A- 15,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,916.30 50,154.81 243.06 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 24,643.00 24,988.73 72.60 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 24,639.15 24,934.88 56.88 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 Page 10 For the Month Ending December 31, 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 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,901.34 35,000.00 233.12 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,291.15 49,814.87 644.10 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 6,507.05 1,263,600.68 1,268,035.91 2.12 1,270,637.60 1,265,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 99,999.60 100,000.00 528.89 100,000.00 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 100,062.00 100,000.00 156.44 100,000.00 12/05/1612/01/16P-1A-1+ 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,557.90 100,000.00 918.75 100,000.00 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 100,123.70 100,000.00 752.00 100,000.00 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 99,638.00 100,000.00 466.89 100,000.00 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 98,715.96 99,969.04 766.67 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 99,834.00 100,000.00 820.00 100,000.00 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 99,459.80 100,000.00 283.75 100,000.00 11/17/1711/16/17Aa3AA- 100,000.00 87019U6D6 2.30 4,693.39 797,390.96 799,969.04 1.92 799,961.00 800,000.00 Security Type Sub-Total 5,335,552.01 5,350,473.10 1.73 24,248.82 5,343,775.43 5,288,245.28 Managed Account Sub-Total Money Market Fund Page 11 For the Month Ending December 31, 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 Money Market Fund CAMP Pool 18,954.71 18,954.71 0.00 18,954.71 NRAAAm 18,954.71 18,954.71 18,954.71 0.00 18,954.71 18,954.71 Money Market Sub-Total $5,354,506.72 $5,369,427.81 $24,248.82 $5,362,730.14 $5,307,199.99 1.73% $5,331,448.81 $24,248.82 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending December 31, 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 2.56 (81.42)(190.43) 15,069.14 100.46 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.95 2.56 2.74 (590.11)(846.29) 34,801.76 99.43 MERRILL 35,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.96 2.74 2.81 (420.66)(690.42) 25,023.45 100.09 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.97 2.81 2.91 (282.10)(373.23) 14,895.71 99.30 MORGANST 15,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.99 2.91 3.03 (2,555.58)(3,711.92) 74,956.05 99.94 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.02 3.03 3.15 (1,839.43)(2,058.23) 53,642.16 97.53 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.04 3.15 3.23 (807.53)(233.65) 127,186.67 97.84 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.05 3.23 3.31 (126.91) 347.66 97,750.00 97.75 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.06 3.31 3.28 (5,556.63)(7,531.30) 199,656.20 99.83 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.05 3.28 3.49 (3,939.13)(5,102.50) 124,589.88 99.67 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (701.06)(781.21) 124,589.88 99.67 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (1,300.00)(1,400.35) 149,507.85 99.67 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (2,195.92)(2,478.45) 224,261.78 99.67 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.49 (2,901.00)(3,190.37) 224,261.78 99.67 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.09 3.49 3.70 (1,215.49)(1,051.17) 125,937.50 96.88 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.10 3.70 3.70 (4,178.21)(3,867.19) 242,187.50 96.88 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.10 3.70 4.12 (129.46)(117.17) 74,103.53 98.80 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.17 4.12 Page 13 For the Month Ending December 31, 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 (33,276.22) 2.08 3.45 (28,820.64) 1,932,420.84 1,955,000.00 Security Type Sub-Total 3.45 Supra-National Agency Bond / Note 2.61 (2,347.94)(2,314.50) 147,325.50 98.22 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.25 2.61 2.75 (776.91)(842.41) 100,084.50 100.08 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.09 2.75 (3,156.91) 2.18 2.67 (3,124.85) 247,410.00 250,000.00 Security Type Sub-Total 2.67 Municipal Bond / Note 1.18 (112.62)(170.70) 29,913.60 99.71 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.22 1.18 (170.70) 2.22 1.18 (112.62) 29,913.60 30,000.00 Security Type Sub-Total 1.18 Federal Agency Collateralized Mortgage Obligation 0.22 (11.87)(103.18) 9,121.63 99.87 GOLDMAN 9,133.50 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.67 0.18 0.84 (27.17)(98.43) 9,004.04 99.91 GOLDMAN 9,012.35 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.86 0.63 1.49 (153.80)(299.01) 22,331.53 99.67 MORGANST 22,406.16 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.80 0.86 (500.62) 1.78 1.06 (192.84) 40,457.20 40,552.01 Security Type Sub-Total 0.66 Federal Agency Bond / Note 1.59 (297.16)(284.44) 39,656.76 99.14 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 1.91 1.59 1.63 (1,734.92)(1,648.87) 123,156.13 98.52 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.91 1.63 1.70 (1,852.56)(1,806.25) 123,085.00 98.47 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.90 1.70 Page 14 For the Month Ending December 31, 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 1.78 (2,641.30)(2,452.68) 177,064.92 98.37 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.92 1.78 1.83 (1,383.61)(1,371.72) 138,596.08 99.00 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.92 1.83 2.10 (495.69)(486.85) 49,481.15 98.96 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.99 2.10 2.25 (862.25)(803.62) 73,939.88 98.59 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.01 2.25 2.66 (436.12)(426.48) 29,477.22 98.26 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.03 2.66 3.42 (3,610.14)(3,392.75) 120,847.13 96.68 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.10 3.42 3.50 (711.68)(688.83) 24,225.65 96.90 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.14 3.50 3.50 (2,240.46)(2,153.92) 77,522.08 96.90 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.14 3.50 (15,516.41) 1.98 2.21 (16,265.89) 977,052.00 995,000.00 Security Type Sub-Total 2.21 Corporate Note 0.40 (0.06)(0.06) 29,999.94 100.00 05/24/18BARCLAYS 30,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.71 0.45 1.14 (71.09)(418.85) 50,056.15 100.11 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.03 1.14 1.14 (104.03)(413.35) 50,056.15 100.11 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.03 1.14 1.29 (136.47)(118.75) 49,849.25 99.70 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.23 1.26 1.40 (66.19)(59.52) 24,927.48 99.71 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.26 1.40 Page 15 For the Month Ending December 31, 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 1.57 212.87 334.50 100,149.50 100.15 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.16 1.57 1.67 (328.53)(1,538.67) 26,058.83 104.24 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.22 1.67 1.86 36.71 43.05 50,023.05 100.05 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.43 1.90 2.03 (124.24)(114.35) 49,852.15 99.70 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.99 2.03 2.09 (68.02)(59.61) 29,909.19 99.70 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.34 2.06 2.11 (76.48)(74.75) 24,918.75 99.68 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.10 2.11 2.22 (275.39)(267.45) 74,698.05 99.60 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 2.13 2.22 2.36 (187.01)(184.30) 24,801.20 99.20 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.14 2.36 2.36 (183.39)(178.00) 24,793.00 99.17 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.15 2.36 2.31 611.66 376.20 100,873.20 100.87 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.38 2.34 2.58 (436.82)(433.36) 39,533.04 98.83 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.30 2.58 2.76 (188.20)(188.10) 24,809.65 99.24 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.33 2.76 2.76 (275.77)(273.95) 49,684.05 99.37 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.23 2.76 2.81 (519.84)(905.45) 50,202.55 100.41 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.41 2.81 2.85 (381.29)(374.32) 74,516.93 99.36 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.12 2.85 Page 16 For the Month Ending December 31, 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 2.95 (225.39)(225.00) 24,763.50 99.05 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.47 2.95 3.15 (447.52)(447.00) 39,545.00 98.86 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.36 3.14 3.05 (663.72)(1,036.40) 50,112.60 100.23 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.43 3.11 3.13 (34.67)(39.87) 15,076.53 100.51 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.46 3.13 3.14 (238.51)(245.70) 49,916.30 99.83 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.55 3.14 3.21 (345.73)(340.50) 24,643.00 98.57 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.50 3.21 3.24 (295.73)(266.35) 24,639.15 98.56 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.40 3.24 3.55 (98.66)(98.66) 34,901.34 99.72 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.41 2.88 3.74 476.28 511.65 50,291.15 100.58 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.50 3.74 (7,036.92) 2.26 2.32 (4,435.23) 1,263,600.68 1,265,000.00 Security Type Sub-Total 2.31 Certificate of Deposit 0.18 (0.40)(0.40) 99,999.60 100.00 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.58 0.18 0.91 62.00 62.00 100,062.00 100.06 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.67 0.91 1.02 (442.10)(442.10) 99,557.90 99.56 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.37 1.02 1.09 123.70 123.70 100,123.70 100.12 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.73 1.09 Page 17 For the Month Ending December 31, 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 1.25 (362.00)(362.00) 99,638.00 99.64 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.42 1.25 1.55 (1,253.08)(1,245.04) 98,715.96 98.72 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.17 1.55 2.57 (166.00)(166.00) 99,834.00 99.83 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.06 2.57 2.76 (540.20)(540.20) 99,459.80 99.46 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.50 2.76 (2,570.04) 1.81 1.42 (2,578.08) 797,390.96 800,000.00 Security Type Sub-Total 1.42 5,335,552.01 5,288,245.28 (62,227.82) (55,530.15) 2.58 2.07 Managed Account Sub-Total 2.57 Money Market Fund 0.00 0.00 0.00 18,954.71 1.00 18,954.71 CAMP Pool 0.00 18,954.71 18,954.71 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,331,448.81 $24,248.82 $5,307,199.99 Accrued Interest Securities Sub-Total $5,354,506.72 ($62,227.82) ($55,530.15) 2.58 2.07% 2.57 Page 18 For the Month Ending December 31, 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 12/06/17 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (74,220.70)(139.85)(74,360.55) 75,000.00 12/04/17 (139.85)(74,360.55)(74,220.70) 75,000.00 Transaction Type Sub-Total INTEREST 12/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 61.15 61.15 25,880.54 12/01/17 12/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 17.10 17.10 10,813.02 12/01/17 12/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 12.52 12.52 9,692.64 12/01/17 12/05/17 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 225.00 225.00 25,000.00 12/05/17 12/05/17 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 223.75 223.75 25,000.00 12/05/17 12/07/17 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 256.25 256.25 25,000.00 12/07/17 12/07/17 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 94974BGR5 0.00 637.50 637.50 50,000.00 12/07/17 12/23/17 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 0.00 1,375.00 1,375.00 100,000.00 12/23/17 12/24/17 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 0.00 257.70 257.70 30,000.00 12/24/17 12/31/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 0.00 131.25 131.25 15,000.00 12/31/17 3,197.22 3,197.22 0.00 316,386.20 Transaction Type Sub-Total PAYDOWNS 12/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 1,800.67 0.00 1,800.67 (18.01) 0.00 1,800.67 12/01/17 Page 19 For the Month Ending December 31, 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 PAYDOWNS 12/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 3,474.38 0.00 3,474.38 (34.79) 0.00 3,474.38 12/01/17 12/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 559.14 0.00 559.14 (5.59) 0.00 559.14 12/01/17 0.00 0.00 (58.39) 5,834.19 5,834.19 5,834.19 Transaction Type Sub-Total SELL 12/06/17 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 50,002.00 386.55 50,388.55 2.00 2.00 FIFO 50,000.00 12/04/17 386.55 2.00 2.00 50,388.55 50,002.00 50,000.00 Transaction Type Sub-Total (18,384.51) 3,443.92 (14,940.59)(56.39) 2.00 Managed Account Sub-Total Total Security Transactions ($56.39)($14,940.59)$3,443.92 ($18,384.51)$2.00 Page 20 For the Month Ending December 31, 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 34,462.10 Opening Balance 12/05/17 12/05/17 Purchase - Interest 25468PDU7 1.00 223.75 34,685.85 12/05/17 12/05/17 Purchase - Interest 437076BQ4 1.00 225.00 34,910.85 12/06/17 12/06/17 Purchase - Interest 166764AE0 1.00 386.55 35,297.40 12/06/17 12/06/17 Purchase - Principal 166764AE0 1.00 50,002.00 85,299.40 12/06/17 12/06/17 Redemption - Interest 912828X47 1.00 (139.85) 85,159.55 12/06/17 12/06/17 Redemption - Principal 912828X47 1.00 (74,220.70) 10,938.85 12/07/17 12/07/17 Purchase - Interest 94974BGR5 1.00 637.50 11,576.35 12/07/17 12/07/17 Purchase - Interest 172967KS9 1.00 256.25 11,832.60 12/26/17 12/26/17 Purchase - Interest 166764AE0 1.00 257.70 12,090.30 12/26/17 12/26/17 Purchase - Interest 46625HLW8 1.00 1,375.00 13,465.30 12/26/17 12/26/17 Purchase - Interest 3136ANJY4 1.00 12.52 13,477.82 12/26/17 12/26/17 Purchase - Interest 3136AQDQ0 1.00 35.50 13,513.32 12/26/17 12/26/17 Purchase - Interest 3136AQSW1 1.00 17.10 13,530.42 12/26/17 12/26/17 Purchase - Correction to Interest 3136AQDQ0 1.00 61.15 13,591.57 12/26/17 12/26/17 Purchase - Principal 3136ANJY4 1.00 559.14 14,150.71 12/26/17 12/26/17 Purchase - Principal 3136AQDQ0 1.00 3,474.38 17,625.09 12/26/17 12/26/17 Purchase - Principal 3136AQSW1 1.00 1,800.67 19,425.76 12/26/17 12/26/17 Redemption - Reversal of Interest 3136AQDQ0 1.00 (35.50) 19,390.26 12/27/17 12/27/17 IP Fees November 2017 1.00 (406.05) 18,984.21 12/27/17 12/27/17 U.S. Bank Fees October 2017 1.00 (47.81) 18,936.40 12/29/17 01/02/18 Accrual Income Div Reinvestment - Distributions 1.00 18.31 18,954.71 Page 21 For the Month Ending December 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 18,954.71 18,954.71 18,954.71 16,859.51 559.46 0.00 (3,169,142.78) 3,168,503.38 19,594.11 18.31 18,954.71 0.00 (74,849.91) 59,342.52 34,462.10 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 December January-December 1.29% Page 22