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Item No. 05 Investment Report for April 2017
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-185 Agenda Date: 5/23/2017 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council Agenda Number: 5) Page 1 City of Lake Elsinore Printed on 5/19/2017 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant City Manager Date:May 23, 2017 Subject:Investment Report for April 2017 Recommendation Receive and file the Investment Report for April 2017. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for April 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,306,581$ 80,685$ (406,966)$ 2,980,301$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 3,306,581 80,685 (406,966) 2,981,601 INVESTMENTS City Investments: City Local Agency Investment Fund 18,574,656 - - 18,574,656 City Local Agency Investment Fund for the PFA - - - - City CAMP Investments: CAMP Pool Account 123,528 - - 123,528 U.S. Treasury Bond / Note 10,125,476 - - 10,125,476 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 523,989 - - 523,989 Federal Agency Bond / Note 6,731,466 - - 6,731,466 Corporate Note 7,098,552 - - 7,098,552 Commercial Paper 621,031 - - 621,031 Certificate of Deposit 4,649,552 - - 4,649,552 Housing CAMP Investments: Housing CAMP Pool Account 131,915 - - 131,915 Housing U.S. Treasury Bond / Notes 1,714,228 - - 1,714,228 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 94,854 - - 94,854 Housing Federal Agency Bond / Notes 1,127,682 - - 1,127,682 Housing Corporate Notes 1,320,701 - - 1,320,701 Housing Certificate of Deposit 700,000 - - 700,000 Successor Investments: Successor Local Agency Investment Fund 8,419,110 - - 8,419,110 Successor CAMP Investments: Successor CAMP Pool Account 227,323 - - 227,323 Successor U.S. Treasury Bond / Notes 1,772,046 - - 1,772,046 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 94,854 - - 94,854 Successor Federal Agency Bond / Notes 1,352,501 - - 1,352,501 Successor Corporate Notes 1,144,926 - - 1,144,926 Successor Certificate of Deposit 700,000 - - 700,000 Sub-total Investments 67,599,023 - - 67,599,023 Market Value Adjustment: Unrealized Gain/ (Loss) at 06-30-16 City 441,611 - - 441,611 Unrealized Gain/ (Loss) at 06-30-16 SARDA 70,791 - - 70,791 Total Unrealized Gain/ (Loss) at 06-30-16 per GASB 31 512,402 - - 512,402 Total Investments 68,111,425 - - 68,111,425 Total Pooled Cash and Investments 71,418,007$ 80,685$ (406,966)$ 71,093,026$ TOTAL POOLED CASH AND INVESTMENTS 71,093,026$ 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 16, 2016. 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 May 15, 2017 Assistant City Manager Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF APRIL 30, 2017 FUND NO FUND NAME AMOUNT 100 General 11,163,373$ 101 Supplemental Law Enforcement 25,000 104 Traffic Offender 7,875 106 Affordable Housing In Lieu 1,124,695 107 Developer Agreement Revenue 761,477 110 State Gas Tax 1,303,863 112 Measure A 1,657,761 114 SB1186 CASP Education Program 7,022 115 Traffic Safety 60,184 116 City Hall-Public Works DIF 1,264,049 117 Community Center DIF 448,351 118 Lake Side Facility DIF 689,683 119 Animal Shelter DIF 49,956 121 T.R.I.P.-2014A 151 135 Lighting & Landscape Maintenance - Dist. No. 1 565,322 140 Geothermal 20,205 155 CSA152 -- N.P.D.E.S.70,362 205 Traffic Impact Fee 3,944,735 211 Storm Drain C.I.P. 1,003,870 220 Street Lighting C.I.P.11,000 231 Library C.I.P. 1,741,304 232 City Fire Protection 167,782 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 937,373 305 Information Systems Service 49,696 310 Support Service 5,698 315 Fleet Service 299,978 320 Facilities Service 587,711 331 CFD 2006-1CC Summerly Improvement Area CC 4,411 332 CFD 2006-1 Improvement Area B, Summerly 29,741 334 CFD 2015-5 Trieste - Far West Industries 5,846 336 CFD 2006-1FF Summerly Improvement Area FF 24,936 337 CFD 2016-2 Canyon Hills 9,415 345 CFD 2003-2S Improvement Area D, Canyon Hills 315,899 346 CFD 2014-1 Southshore 64,044 347 CFD 2006-1 Improvement Area A, Summerly 30,684 350 CFD 98-1 Summerhill 902,051 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 934,923 357 CFD 2003-2 Canyon Hills Improvement Area 246,227 366 CFD 2005-6 City Center Townhomes Debt Service 85,917 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 APRIL 30, 2017 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF APRIL 30, 2017 368 CFD 2006-2 Viscaya 140,132 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 319,956 371 CFD 2005-1 Serenity 153,587 372 CFD 2005-2 Alberhill Ranch Improvement Area 234,727 374 CFD 2005-4 Lakeview Villas 48,304 375 CFD 2006-4 Clurman Debt Service 12,301 376 CFD 2006-3 La Strada 12,440 377 CFD 2006-6 Tessara 5,753 378 CFD 2006-8 Running Deer Estates 42,995 384 CFD 2003-2 Area B Canyon Hills Improvement Area 279,522 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 379,009 386 CFD 2007-4 Mekenna Court 34,750 387 CFD 2007-5 Red Kite 63,891 388 CFD 2007-6 Holiday Inn Express 3,667 389 CFD 88-3 (2008A) West Lake Elsinore Series A 745,560 390 CFD 2003-2 Area C Canyon Hills Improvement Area 95,831 392 CFD 95-1 City Center 73,033 393 AD 93-1 Cottonwood Hills 395,628 394 CFD 2005-5 (2012A) Wasson Canyon 138,307 500 Capital Improvement Plan 6,894,070 510 Successor Agency RDA Area I 585,779 520 Successor Agency RDA Area II 2,849,996 530 Successor Agency RDA Area III 1,396,103 540 Successor Area RDA Diamond Stadium 3,255,770 604 Endowment Trust - Korn Memorial 31,660 605 Public Improvement Trust 715,176 606 Mobile Source Air Polution Reduction 278,538 608 Trust Deposit & Pre Paid Expense 5,597,388 617 Successor Agency Housing 12,075,298 620 Cost Recovery System 2,628,497 631 Lake Destratification Equipment Replacement 194,858 650 CFD 2003-1 Law & Fire Service 2,559 Total Pooled Cash & Investments 71,093,026$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 20.14%Unlimited Current Balance 13,611,750$ Municipal Bond / Note 0.52%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.06%40.00% Current Balance 713,697$ Federal Agency Bond / Note 13.63%*Unlimited Current Balance 9,211,650$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 8.95%25.00% Current Balance 6,049,552$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.92%25.00% 621,031$ Corporate Note 14.15%30.00% Current Balance 9,564,179$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)39.93%*$65 Million Current Balance 26,993,766$ CAMP - Pooled Sweep Account 0.71%Unlimited Current Balance 482,767$ TOTAL 100.00%*67,599,023$ Note: Local agencies are only eligible to purchase medium term corporate notes that have a rating of "A" or better by both Moody's Investors Service, Inc., and Standard and Poor's Corporation (S & P). If a security falls below "A" by both rating agencies, then PFM Asset Management LLC will evaluate the need to sell the security prior to maturity. The CAMP Portfolio Summary and Statistics shows the credit quality held by the City's investments. *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING APRIL 30, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 0.884%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 18,542,326$ 32,330$ 18,574,656$ City for the PFA -$ -$ -$ Successor Agency 8,403,663$ 15,448$ 8,419,110$ Total Investments Held with Local Agency Investment Fund:26,945,989$ 47,777$ 26,993,766$ 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 APRIL 30, 2017 JOHN CHIANG TREASURER STATE OF CALIFORNIA 04/10/17 0.87 0.86 181 04/11/17 0.87 0.87 181 04/12/17 0.87 0.87 183 04/13/17 0.88 0.87 182 04/14/17 0.88 0.87 182 04/15/17 0.88 0.87 182 04/16/17 0.88 0.87 182 04/17/17 0.88 0.87 181 04/18/17 0.89 0.87 183 04/19/17 0.89 0.87 183 04/20/17 0.90 0.87 186 04/21/17 0.90 0.88 191 04/22/17 0.90 0.88 191 Apr 2017 0.884% 04/23/17 0.90 0.88 191 Mar 2017 0.821% 04/24/17 0.90 0.88 192 Feb 2017 0.777% 04/25/17 0.90 0.88 193 04/26/17 0.90 0.88 194 04/27/17 0.91 0.88 195 04/28/17 0.91 0.88 188 04/29/17 0.91 0.88 188 04/30/17 0.91 0.88 188 05/01/17 0.92 0.89 189 05/02/17 0.92 0.89 191 05/03/17 0.92 0.89 193 05/04/17 0.92 0.89 193 05/05/17 0.92 0.89 195 05/06/17 0.92 0.89 195 05/07/17 0.92 0.89 195 05/08/17 0.92 0.89 195 05/09/17 0.92 0.89 196 05/10/17 0.92 0.89 195 5/10/2017 0.00002126194403179 0.999175951 Earnings Ratio: Fair Value Factor: Daily:0.85% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:0.78% Quarter Ending 03/31/17 Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 0.78% *Daily yield does not reflect capital gains or losses 180 Treasuries 44.14% Mortgages 0.06% Agencies 14.69% Certificates of Deposit/Bank Notes 18.77% Time Deposits 7.21% Commercial Paper 11.22% Loans 3.91% Pooled Money Investment Account Portfolio Composition 04/30/17 $76.5 billion City Funds CAMP Account For the Month Ending April 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 26,763.92 2,454,429.65 (2,357,665.54) 0.00 $123,528.03 CAMP Pool Unsettled Trades 0.00 57.17 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,922,165.46 2,353,519.00 (2,428,351.26) 67,450.43 $29,914,783.63 CAMP Managed Account Unsettled Trades 0.00 37,898.67 Cash Dividends and Income April 30, 2017 March 31, 2017 Asset Summary CAMP Pool 123,528.03 26,763.92 CAMP Managed Account 29,914,783.63 29,922,165.46 $30,038,311.66 $29,948,929.38 Total Asset Allocation 0.41% CAMP Pool 99.59% CAMP Managed Account Page 1 For the Month Ending April 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $26,763.92 2,454,429.65 (2,357,665.54) $123,528.03 57.17 $29,922,165.46 (102,532.98) (2,325,818.28) 2,353,519.00 0.00 67,450.43 $29,914,783.63 $29,948,929.38 $30,038,311.66 40,502.47 (1,565.22) (1,038.58) $37,898.67 100,000.00 2,336,038.29 30,282.46 2,532.98 (2,355,084.22) (113,769.51) 0.00 Managed Account Total 29,987,837.86 30,111,365.89 131,477.08 2,336,038.29 102,532.98 30,282.46 (2,355,084.22) (30,060,885.97) (128,300.82) 0.00 131,477.08 4,693,703.83 102,532.98 30,282.46 (4,809,513.87) (30,087,649.89) (128,300.82) 57.17 Total Accrual Basis Earnings $43,897.66 $43,954.83 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 9,990,000.00 10,052,485.32 33.47 Municipal Bond / Note 290,000.00 291,375.70 0.97 Federal Agency Collateralized Mortgage Obligation 518,797.83 518,949.14 1.73 Federal Agency Bond / Note 6,745,000.00 6,670,670.16 22.21 Corporate Note 7,030,000.00 7,096,544.24 23.62 Commercial Paper 625,000.00 622,942.50 2.07 Certificate of Deposit 4,650,000.00 4,661,816.57 15.52 Managed Account Sub-Total 29,848,797.83 29,914,783.63 99.59% Accrued Interest 131,477.08 Total Portfolio 29,848,797.83 30,046,260.71 CAMP Pool 123,528.03 123,528.03 0.41 Total Investments 29,972,325.86 30,169,788.74 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.52% Cert of Deposit 2.07% Commercial Paper 23.62% Corporate Note 1.73% Fed Agency CMO 22.21% Fed Agy Bond / Note 0.41% Mny Mkt Fund 0.97% Muni Bond / Note 33.47% 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 2.49% 9.43% 19.47% 29.09% 16.68% 22.84% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.60 986 1.57% 1.60% Page 3 For the Month Ending April 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.64% A 9.70% A+ 3.71% A- 2.07% A-1 1.92% A-1+ 1.75% AA 58.43% AA+ 14.02% AA- 1.00% AAA 0.41% AAAm 2.35% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 380,369.60 1.27 AMERICAN EXPRESS CO 580,919.05 1.93 AMERICAN HONDA FINANCE 309,231.20 1.03 APPLE INC 604,600.20 2.01 BANK OF MONTREAL 302,393.40 1.01 BANK OF NEW YORK CO INC 575,216.20 1.91 BANK OF NOVA SCOTIA 148,613.70 0.49 BB&T CORPORATION 400,743.60 1.33 BERKSHIRE HATHAWAY INC 160,470.60 0.53 BURLINGTON NORTHERN SANTA FE 123,528.03 0.41 CAMP Pool 578,517.28 1.93 CANADIAN IMPERIAL BANK OF COMMERCE 766,080.98 2.55 CHEVRON CORP 575,839.65 1.92 CISCO SYSTEMS INC 406,586.90 1.35 CITIGROUP INC 622,942.50 2.07 CREDIT AGRICOLE SA 278,438.60 0.93 DEERE & COMPANY 3,484,240.02 11.61 FANNIE MAE 2,160,616.24 7.19 FEDERAL HOME LOAN BANKS 1,544,763.04 5.14 FREDDIE MAC 274,134.25 0.91 GENERAL ELECTRIC CO 299,779.20 1.00 GOLDMAN SACHS GROUP INC 575,453.68 1.92 HSBC HOLDINGS PLC 249,901.75 0.83 IBM CORP 584,093.63 1.94 JP MORGAN CHASE & CO 301,139.40 1.00 MICROSOFT CORP 578,517.28 1.93 NORDEA BANK AB 575,953.93 1.92 ROYAL BANK OF CANADA 574,563.00 1.91 SKANDINAVISKA ENSKIDA BANKEN AB 165,920.70 0.55 STATE OF CONNECTICUT 74,125.80 0.25 STATE STREET CORPORATION 598,995.00 1.99 SVENSKA HANDELSBANKEN 125,625.63 0.42 THE WALT DISNEY CORPORATION Page 4 For the Month Ending April 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 201,405.80 0.67 TOYOTA MOTOR CORP 225,225.00 0.75 TOYOTA MOTOR CREDIT CORP 10,052,485.32 33.48 UNITED STATES TREASURY 125,455.00 0.42 UNIVERSITY OF CALIFORNIA 451,426.50 1.50 WELLS FARGO & COMPANY $30,038,311.66 Total 100.00% Page 5 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 372,543.75 374,115.37 16.34 375,058.59 11/14/1611/10/16AaaAA+ 370,000.00 912828D23 1.06 US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 381,677.32 383,411.02 2,380.22 384,156.25 11/14/1611/10/16AaaAA+ 380,000.00 912828WL0 1.06 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 307,130.02 306,524.28 1,294.51 304,017.97 05/29/1505/28/15AaaAA+ 310,000.00 912828UB4 1.44 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1,069,400.85 1,063,123.80 3,759.17 1,068,169.92 12/30/1512/28/15AaaAA+ 1,050,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 844,626.72 851,577.46 39.95 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 152,050.80 153,263.19 1,252.75 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 385,122.00 389,639.37 2,976.95 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 803,562.40 811,545.94 4,679.56 814,343.75 05/31/1605/27/16AaaAA+ 800,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 582,569.30 598,274.87 1,937.50 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 285,355.36 293,054.52 307.04 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 246,982.50 245,284.24 9.34 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 345,775.50 343,553.67 13.08 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 888,398.10 877,285.27 5,167.58 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,214,530.80 1,237,271.28 10,021.98 1,243,125.00 09/02/1609/01/16AaaAA+ 1,200,000.00 912828WN6 1.22 Page 6 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 328,440.45 335,814.89 1,095.11 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 808,468.80 806,092.66 2,695.65 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,035,850.65 1,027,805.40 3,453.80 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 41,100.53 10,052,485.32 10,097,637.23 1.50 10,125,475.98 9,990,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 125,455.00 125,000.00 1,097.44 125,000.00 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 165,920.70 165,222.63 416.19 165,463.65 03/25/1503/16/15Aa3AA- 165,000.00 20772JZK1 1.90 1,513.63 291,375.70 290,222.63 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 132,783.14 133,169.78 171.64 134,214.31 04/30/1504/15/15AaaAA+ 132,885.93 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 125,162.49 125,573.29 197.74 126,249.99 11/30/1511/06/15AaaAA+ 125,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 261,003.51 262,357.28 357.88 263,524.65 10/30/1510/07/15AaaAA+ 260,911.90 3136AQDQ0 1.08 727.26 518,949.14 521,100.35 1.05 523,988.95 518,797.83 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 124,212.75 124,820.46 225.69 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 373,537.50 376,661.45 187.50 377,257.50 08/15/1608/12/16AaaAA+ 375,000.00 3137EADZ9 0.90 Page 7 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 425,067.04 429,227.62 1,066.04 428,959.40 07/20/1607/19/16AaaAA+ 430,000.00 3137EAEB1 0.96 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 716,205.03 724,082.32 1,568.32 723,782.00 08/02/1607/29/16AaaAA+ 725,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 716,387.73 723,948.28 1,515.45 723,608.00 08/04/1608/03/16AaaAA+ 725,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 593,943.60 599,268.20 1,016.67 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 395,671.20 399,110.30 77.78 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 738,092.28 739,855.10 4,635.28 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 549,369.70 549,667.73 1,397.92 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 746,158.50 747,460.64 315.10 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 706,136.23 721,274.31 2,424.22 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 136,707.34 139,586.31 359.72 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 449,181.26 458,390.77 1,181.94 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 15,971.63 6,670,670.16 6,733,353.49 1.19 6,731,466.04 6,745,000.00 Security Type Sub-Total Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 149,818.20 150,000.00 671.60 150,000.00 12/05/1211/28/12Aa2AA- 150,000.00 166764AA8 1.10 Page 8 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 174,787.90 175,100.60 783.53 175,946.75 12/05/1211/29/12Aa2AA- 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 249,901.75 249,818.86 720.49 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 400,743.60 399,911.19 1,412.22 399,444.00 02/11/1301/29/13Aa2AA 400,000.00 084670BH0 1.58 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,231.20 309,765.00 1,532.78 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 441,474.88 440,000.00 2,666.72 440,000.00 06/24/1306/17/13Aa2AA- 440,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 272,766.15 271,073.15 956.25 272,565.00 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 303,073.50 301,501.33 1,062.50 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,963.20 49,907.14 16.67 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 249,816.00 249,893.10 83.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,760.50 104,961.32 861.00 104,945.40 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 580,919.05 574,489.72 2,731.25 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 160,470.60 161,441.12 587.50 165,585.00 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 274,134.25 272,403.78 4,315.97 289,082.50 03/25/1503/20/15A1AA- 250,000.00 36962G4J0 2.05 Page 9 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 301,826.40 299,891.96 2,266.25 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 75,237.75 75,167.37 407.60 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 376,188.75 376,476.12 2,038.02 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 301,139.40 299,814.45 1,310.42 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 180,954.00 179,822.58 638.00 179,812.80 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 125,625.63 124,969.10 372.40 124,967.50 03/06/1703/01/17A2A 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 201,405.80 201,047.01 585.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 225,225.00 224,897.81 170.63 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 584,093.63 576,903.81 5,622.22 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 302,393.40 305,681.34 333.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 199,415.60 199,619.71 2,200.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 148,613.70 149,919.47 1,460.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 74,125.80 74,767.67 658.13 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 278,438.60 273,819.82 2,327.95 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 Page 10 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 38,792.67 7,096,544.24 7,073,064.53 1.97 7,098,551.55 7,030,000.00 Security Type Sub-Total Commercial Paper CREDIT AGRICOLE CIB NY COMM PAPER DTD 02/08/2017 0.000% 08/08/2017 622,942.50 622,817.19 0.00 621,031.25 02/09/1702/09/17P-1A-1 625,000.00 22533TV86 1.28 0.00 622,942.50 622,817.19 1.28 621,031.25 625,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 574,563.00 575,000.00 3,924.06 575,000.00 11/17/1511/16/15Aa3A+ 575,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 575,453.68 575,000.00 13,036.53 575,000.00 11/18/1511/17/15P-1A-1+ 575,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 575,953.93 575,000.00 1,411.94 575,000.00 03/15/1603/11/16Aa3AA- 575,000.00 78009NZZ2 1.69 CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 578,517.28 574,642.44 4,132.33 574,551.50 12/05/1612/01/16Aa3A+ 575,000.00 13606A5Z7 1.78 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 578,517.28 575,000.00 4,132.33 575,000.00 12/05/1612/01/16Aa3AA- 575,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 598,995.00 600,000.00 3,433.50 600,000.00 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 604,600.20 600,000.00 2,538.00 600,000.00 02/09/1702/08/17Aa3A+ 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 575,216.20 575,000.00 762.67 575,000.00 04/06/1704/05/17Aa3A+ 575,000.00 06417GUE6 1.91 33,371.36 4,661,816.57 4,649,642.44 1.74 4,649,551.50 4,650,000.00 Security Type Sub-Total 29,848,797.83 30,040,528.92 1.57 131,477.08 29,987,837.86 29,914,783.63 Managed Account Sub-Total Money Market Fund CAMP Pool 123,528.03 123,528.03 0.00 123,528.03 NRAAAm 123,528.03 Page 11 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 123,528.03 123,528.03 0.00 123,528.03 123,528.03 Money Market Sub-Total $29,972,325.86 $30,164,056.95 $131,477.08 $30,111,365.89 $30,038,311.66 1.57% $30,169,788.74 $131,477.08 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.96 (1,571.62)(2,514.84) 372,543.75 100.69 CITIGRP 370,000.00 912828D23US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 1.28 1.96 2.04 (1,733.70)(2,478.93) 381,677.32 100.44 MORGANST 380,000.00 912828WL0US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 1.28 2.04 2.53 605.74 3,112.05 307,130.02 99.07 CITIGRP 310,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.37 2.53 3.20 6,277.05 1,230.93 1,069,400.85 101.85 MORGANST 1,050,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.55 3.20 3.38 (6,950.74)(10,926.41) 844,626.72 100.55 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.59 3.38 3.42 (1,212.39)(2,232.40) 152,050.80 101.37 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.61 3.42 3.48 (4,517.37)(8,715.89) 385,122.00 102.70 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.61 3.48 3.52 (7,983.54)(10,781.35) 803,562.40 100.45 MORGANST 800,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.62 3.52 3.67 (15,705.57)(20,551.79) 582,569.30 101.32 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.64 3.67 3.80 (7,699.16)(8,337.61) 285,355.36 98.40 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.67 3.80 3.87 1,698.26 1,972.73 246,982.50 98.79 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.69 3.87 3.87 2,221.83 2,720.81 345,775.50 98.79 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.69 3.87 3.93 11,112.83 11,777.01 888,398.10 98.71 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.70 3.93 3.88 (22,740.48)(28,594.20) 1,214,530.80 101.21 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.69 3.88 4.13 (7,374.44)(8,759.75) 328,440.45 101.06 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 4.13 2,376.14 2,281.30 808,468.80 101.06 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 4.13 8,045.25 7,807.68 1,035,850.65 101.06 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 Page 13 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration (72,990.66) 1.63 3.58 (45,151.91) 10,052,485.32 9,990,000.00 Security Type Sub-Total 3.58 Municipal Bond / Note 1.02 455.00 455.00 125,455.00 100.36 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.55 1.02 1.83 698.07 457.05 165,920.70 100.56 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.67 1.83 912.05 1.62 1.48 1,153.07 291,375.70 290,000.00 Security Type Sub-Total 1.48 Federal Agency Collateralized Mortgage Obligation 0.77 (386.64)(1,431.17) 132,783.14 99.92 GOLDMAN 132,885.93 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.52 0.75 1.48 (410.80)(1,087.50) 125,162.49 100.13 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.72 0.96 2.14 (1,353.77)(2,521.14) 261,003.51 100.04 MORGANST 260,911.90 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.58 1.34 (5,039.81) 1.60 1.63 (2,151.21) 518,949.14 518,797.83 Security Type Sub-Total 1.10 Federal Agency Bond / Note 1.80 (607.71)(492.25) 124,212.75 99.37 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 1.35 1.80 1.93 (3,123.95)(3,720.00) 373,537.50 99.61 TD SEC U 375,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 1.33 1.93 2.18 (4,160.58)(3,892.36) 425,067.04 98.85 TD SEC U 430,000.00 3137EAEB1FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 1.40 2.18 2.22 (7,877.29)(7,576.97) 716,205.03 98.79 GOLDMAN 725,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.42 2.22 2.23 (7,560.55)(7,220.27) 716,387.73 98.81 WELLSFAR 725,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.41 2.23 2.29 (5,324.60)(5,120.40) 593,943.60 98.99 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.44 2.29 2.44 (3,439.10)(3,256.80) 395,671.20 98.92 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.45 2.44 Page 14 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.47 (1,762.82)(1,737.52) 738,092.28 99.74 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.48 2.47 2.76 (298.03)(278.30) 549,369.70 99.89 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.54 2.76 2.90 (1,302.14)(1,276.50) 746,158.50 99.49 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 1.55 2.90 4.07 (15,138.08)(14,455.05) 706,136.23 97.40 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.77 4.07 4.15 (2,878.97)(2,813.72) 136,707.34 97.65 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.82 4.15 4.15 (9,209.51)(8,955.74) 449,181.26 97.65 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.82 4.15 (60,795.88) 1.52 2.73 (62,683.33) 6,670,670.16 6,745,000.00 Security Type Sub-Total 2.73 Corporate Note 0.59 (181.80)(181.80) 149,818.20 99.88 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.31 0.57 0.59 (312.70)(1,158.85) 174,787.90 99.88 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.31 0.57 0.76 82.89 1,046.75 249,901.75 99.96 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.30 0.76 0.77 832.41 1,299.60 400,743.60 100.19 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 1.31 0.77 0.99 (533.80) 375.10 309,231.20 99.75 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.25 0.99 1.13 1,474.88 1,474.88 441,474.88 100.34 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.42 1.13 1.79 1,693.00 201.15 272,766.15 101.02 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.56 1.79 1.79 1,572.17 256.50 303,073.50 101.02 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.56 1.79 Page 15 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.94 56.06 102.20 49,963.20 99.93 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.92 1.94 (77.10)(24.00) 249,816.00 99.93 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.92 2.03 (200.82)(184.90) 104,760.50 99.77 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.16 2.03 2.22 6,429.33 6,982.80 580,919.05 101.03 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.79 2.22 2.29 (970.52)(5,114.40) 160,470.60 106.98 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.74 2.29 2.48 1,730.47 (14,948.25) 274,134.25 109.65 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.80 2.48 2.58 1,934.44 1,946.40 301,826.40 100.61 CITIGRP 300,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.22 2.58 2.64 70.38 (50.25) 75,237.75 100.32 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.03 2.64 2.64 (287.37)(1,432.50) 376,188.75 100.32 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.03 2.64 2.68 1,324.95 1,340.40 301,139.40 100.38 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.71 2.68 2.73 1,131.42 1,141.20 180,954.00 100.53 MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 2.01 2.73 2.75 656.53 658.13 125,625.63 100.50 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.77 2.75 2.76 358.79 (370.20) 201,405.80 100.70 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.90 2.76 2.87 327.19 328.50 225,225.00 100.10 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.92 2.87 2.90 7,189.82 6,235.88 584,093.63 101.58 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.23 2.95 Page 16 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.75 (3,287.94)(4,584.60) 302,393.40 100.80 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.29 3.75 3.77 (204.11)(120.40) 199,415.60 99.71 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 2.33 3.77 3.80 (1,305.77)(1,287.30) 148,613.70 99.08 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.29 3.80 3.84 (641.87)(590.70) 74,125.80 98.83 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.25 3.84 4.35 4,618.78 4,651.35 278,438.60 101.25 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.37 4.35 (2,007.31) 1.83 2.27 23,479.71 7,096,544.24 7,030,000.00 Security Type Sub-Total 2.27 Commercial Paper 0.27 125.31 1,911.25 622,942.50 99.67 CREDAG 625,000.00 22533TV86CREDIT AGRICOLE CIB NY COMM PAPER DTD 02/08/2017 0.000% 08/08/2017 1.19 0.27 1,911.25 1.19 0.27 125.31 622,942.50 625,000.00 Security Type Sub-Total 0.27 Certificate of Deposit 0.54 (437.00)(437.00) 574,563.00 99.92 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.58 0.54 0.55 453.68 453.68 575,453.68 100.08 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.38 0.55 0.85 953.93 953.93 575,953.93 100.17 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.47 0.85 1.57 3,874.84 3,965.78 578,517.28 100.61 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 0.91 1.57 1.58 3,517.28 3,517.28 578,517.28 100.61 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.91 1.58 1.68 (1,005.00)(1,005.00) 598,995.00 99.83 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.64 1.68 Page 17 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.76 4,600.20 4,600.20 604,600.20 100.77 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.20 1.76 1.91 216.20 216.20 575,216.20 100.04 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.82 1.91 12,265.07 1.37 1.31 12,174.13 4,661,816.57 4,650,000.00 Security Type Sub-Total 1.31 29,848,797.83 29,914,783.63 (125,745.29) (73,054.23) 2.60 1.60 Managed Account Sub-Total 2.59 Money Market Fund 0.00 0.00 0.00 123,528.03 1.00 123,528.03 CAMP Pool 0.00 123,528.03 123,528.03 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,169,788.74 $131,477.08 $30,038,311.66 Accrued Interest Securities Sub-Total $29,972,325.86 ($125,745.29) ($73,054.23) 2.60 1.60% 2.59 Page 18 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 04/05/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (806,187.50)(1,565.22)(807,752.72) 800,000.00 04/03/17 04/06/17 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 (575,000.00) 0.00 (575,000.00) 575,000.00 04/05/17 04/17/17 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 (224,896.50) 0.00 (224,896.50) 225,000.00 04/11/17 04/20/17 FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 (747,435.00) 0.00 (747,435.00) 750,000.00 04/19/17 (1,565.22) (2,355,084.22)(2,353,519.00) 2,350,000.00 Transaction Type Sub-Total INTEREST 04/01/17 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 3,525.00 3,525.00 150,000.00 04/01/17 04/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 184.27 184.27 135,000.00 04/01/17 04/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 358.46 358.46 261,330.81 04/01/17 04/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 197.72 197.72 125,000.00 04/01/17 04/15/17 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 3,750.00 3,750.00 300,000.00 04/15/17 04/15/17 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 0.00 2,109.37 2,109.37 375,000.00 04/15/17 04/15/17 US BANCORP (CALLED OMD 05/15/17) DTD 05/08/2012 1.650% 04/15/2017 91159HHD5 0.00 687.50 687.50 100,000.00 04/15/17 04/24/17 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 0.00 1,988.89 1,988.89 400,000.00 04/24/17 04/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/17 04/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 2,500.00 2,500.00 250,000.00 04/25/17 Page 19 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 04/30/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 7,350.00 7,350.00 840,000.00 04/30/17 04/30/17 US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 912828D23 0.00 3,006.25 3,006.25 370,000.00 04/30/17 04/30/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 2,406.25 2,406.25 350,000.00 04/30/17 04/30/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 1,718.75 1,718.75 250,000.00 04/30/17 30,282.46 30,282.46 0.00 3,956,330.81 Transaction Type Sub-Total MATURITY 04/15/17 US BANCORP (CALLED OMD 05/15/17) DTD 05/08/2012 1.650% 04/15/2017 91159HHD5 100,000.00 0.00 100,000.00 (2,136.00) 0.00 100,000.00 04/15/17 0.00 0.00 (2,136.00) 100,000.00 100,000.00 100,000.00 Transaction Type Sub-Total PAYDOWNS 04/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,114.07 0.00 2,114.07 (21.13) 0.00 2,114.07 04/01/17 04/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 418.91 0.00 418.91 (4.19) 0.00 418.91 04/01/17 0.00 0.00 (25.32) 2,532.98 2,532.98 2,532.98 Transaction Type Sub-Total SELL 04/05/17 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 377,280.00 2,166.67 379,446.67 (1,282.50) 824.61 FIFO 375,000.00 04/03/17 04/05/17 FHLB NOTES DTD 12/08/2016 1.250% 01/16/2019 3130AAE46 374,733.75 1,028.65 375,762.40 (251.25)(252.51)FIFO 375,000.00 04/03/17 04/05/17 US TREASURY NOTES DTD 04/15/2015 0.750% 04/15/2018 912828K25 44,854.10 159.48 45,013.58 (70.31)(106.28)FIFO 45,000.00 04/03/17 04/06/17 BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 06417GAS7 575,747.50 3,737.50 579,485.00 747.50 747.50 FIFO 575,000.00 04/05/17 Page 20 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 04/17/17 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 223,795.90 366.85 224,162.75 1,608.40 689.07 FIFO 225,000.00 04/11/17 04/20/17 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 144,524.22 251.19 144,775.41 1,336.72 740.87 FIFO 145,000.00 04/19/17 04/20/17 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 584,882.81 2,509.67 587,392.48 (965.82) 2,154.22 FIFO 575,000.00 04/19/17 10,220.01 4,797.48 1,122.74 2,336,038.29 2,325,818.28 2,315,000.00 Transaction Type Sub-Total 74,832.26 38,937.25 113,769.51 (1,038.58) 4,797.48 Managed Account Sub-Total Total Security Transactions ($1,038.58)$113,769.51 $38,937.25 $74,832.26 $4,797.48 Page 21 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 26,763.92 Opening Balance 04/03/17 04/03/17 Purchase - Interest 12189TBC7 1.00 3,525.00 30,288.92 04/05/17 04/05/17 Purchase - Interest 3130AAE46 1.00 1,028.65 31,317.57 04/05/17 04/05/17 Purchase - Principal 3130AAE46 1.00 374,733.75 406,051.32 04/05/17 04/05/17 Purchase - Interest 3135G0YT4 1.00 2,166.67 408,217.99 04/05/17 04/05/17 Purchase - Principal 3135G0YT4 1.00 377,280.00 785,497.99 04/05/17 04/05/17 Purchase - Principal 912828K25 1.00 44,854.10 830,352.09 04/05/17 04/05/17 Purchase - Interest 912828K25 1.00 159.48 830,511.57 04/05/17 04/05/17 Redemption - Principal 912828D72 1.00 (806,187.50) 24,324.07 04/05/17 04/05/17 Redemption - Interest 912828D72 1.00 (1,565.22) 22,758.85 04/06/17 04/06/17 Purchase - Interest 06417GAS7 1.00 3,737.50 26,496.35 04/06/17 04/06/17 Purchase - Principal 06417GAS7 1.00 575,747.50 602,243.85 04/06/17 04/06/17 Redemption - Principal 06417GUE6 1.00 (575,000.00) 27,243.85 04/17/17 04/17/17 Purchase - Interest 06406FAA1 1.00 3,750.00 30,993.85 04/17/17 04/17/17 Purchase - Interest 91159HHD5 1.00 687.50 31,681.35 04/17/17 04/17/17 Purchase - Interest 3137EADZ9 1.00 2,109.37 33,790.72 04/17/17 04/17/17 Purchase - Interest 912828UQ1 1.00 366.85 34,157.57 04/17/17 04/17/17 Purchase - Principal 912828UQ1 1.00 223,795.90 257,953.47 04/17/17 04/17/17 Purchase - Principal 91159HHD5 1.00 100,000.00 357,953.47 04/17/17 04/17/17 Redemption - Principal 89236TDU6 1.00 (224,896.50) 133,056.97 04/20/17 04/20/17 Purchase - Interest 912828UQ1 1.00 251.19 133,308.16 04/20/17 04/20/17 Purchase - Principal 912828UQ1 1.00 144,524.22 277,832.38 Page 22 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 04/20/17 04/20/17 Purchase - Interest 912828VP2 1.00 2,509.67 280,342.05 04/20/17 04/20/17 Purchase - Principal 912828VP2 1.00 584,882.81 865,224.86 04/20/17 04/20/17 Redemption - Principal 3137EAEF2 1.00 (747,435.00) 117,789.86 04/24/17 04/24/17 Purchase - Interest 3135G0R39 1.00 1,988.89 119,778.75 04/25/17 04/25/17 Purchase - Interest 38141GVT8 1.00 500.00 120,278.75 04/25/17 04/25/17 Purchase - Interest 38141GVT8 1.00 2,500.00 122,778.75 04/25/17 04/25/17 Purchase - Interest 3136ANJY4 1.00 184.27 122,963.02 04/25/17 04/25/17 Purchase - Interest 3136AQDQ0 1.00 358.46 123,321.48 04/25/17 04/25/17 Purchase - Interest 3136AQSW1 1.00 197.72 123,519.20 04/25/17 04/25/17 Purchase - Principal 3136ANJY4 1.00 2,114.07 125,633.27 04/25/17 04/25/17 Purchase - Principal 3136AQDQ0 1.00 418.91 126,052.18 04/26/17 04/26/17 IP Fees March 2017 1.00 (2,365.60) 123,686.58 04/26/17 04/26/17 U.S. Bank Fees February 2017 1.00 (215.72) 123,470.86 04/28/17 05/01/17 Accrual Income Div Reinvestment - Distributions 1.00 57.17 123,528.03 Page 23 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 123,528.03 123,528.03 123,528.03 72,341.13 133.48 0.00 (7,656,470.21) 7,751,943.33 28,054.91 57.17 123,528.03 0.00 (2,357,665.54) 2,454,429.65 26,763.92 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 April January-April 0.96% Page 24 Housing Funds CAMP Account For the Month Ending April 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 25,953.96 482,424.08 (376,462.75) 0.00 $131,915.29 CAMP Pool Unsettled Trades 0.00 60.59 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,055,323.18 375,732.66 (478,883.69) 10,534.16 $4,962,706.31 CAMP Managed Account Unsettled Trades 0.00 2,688.78 Cash Dividends and Income April 30, 2017 March 31, 2017 Asset Summary CAMP Pool 131,915.29 25,953.96 CAMP Managed Account 4,962,706.31 5,055,323.18 $5,094,621.60 $5,081,277.14 Total Asset Allocation 2.59% CAMP Pool 97.41% CAMP Managed Account Page 1 For the Month Ending April 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $25,953.96 482,424.08 (376,462.75) $131,915.29 60.59 $5,055,323.18 (125,462.64) (353,421.05) 375,732.66 0.00 10,534.16 $4,962,706.31 $5,081,277.14 $5,094,621.60 5,248.55 (293.48) (2,266.29) $2,688.78 125,000.00 354,194.44 4,475.16 462.64 (376,026.14) (108,106.10) 0.00 Managed Account Total 4,979,309.73 5,111,225.02 21,859.26 354,194.44 125,462.64 4,475.16 (376,026.14) (5,083,371.78) (19,827.73) 0.00 21,859.26 730,657.19 125,462.64 4,475.16 (858,450.22) (5,109,325.74) (19,827.73) 60.59 Total Accrual Basis Earnings $6,075.58 $6,136.17 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,685,000.00 1,698,808.79 33.35 Municipal Bond / Note 30,000.00 30,167.40 0.59 Federal Agency Collateralized Mortgage Obligation 93,914.29 93,943.32 1.84 Federal Agency Bond / Note 1,130,000.00 1,117,278.96 21.93 Corporate Note 1,315,000.00 1,321,090.54 25.93 Certificate of Deposit 700,000.00 701,417.30 13.77 Managed Account Sub-Total 4,953,914.29 4,962,706.31 97.41% Accrued Interest 21,859.26 Total Portfolio 4,953,914.29 4,984,565.57 CAMP Pool 131,915.29 131,915.29 2.59 Total Investments 5,085,829.58 5,116,480.86 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.77% Cert of Deposit 25.93% Corporate Note 1.84% Fed Agency CMO 21.93% Fed Agy Bond / Note 2.59% Mny Mkt Fund 0.59% Muni Bond / Note 33.35% 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 2.59% 13.73% 16.14% 25.84% 19.48% 22.22% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.61 990 1.54% 1.62% Page 3 For the Month Ending April 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.40% A 7.89% A+ 3.07% A- 1.96% A-1+ 58.20% AA+ 15.44% AA- 0.99% AAA 2.59% AAAm 2.46% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,159.00 0.59 AMERICAN EXPRESS CO 101,029.40 1.98 AMERICAN HONDA FINANCE 54,863.60 1.08 APPLE INC 100,766.70 1.98 BANK OF MONTREAL 150,237.90 2.95 BANK OF NEW YORK CO INC 100,037.60 1.96 BANK OF NOVA SCOTIA 24,768.95 0.49 BB&T CORPORATION 26,745.10 0.52 BURLINGTON NORTHERN SANTA FE 131,915.29 2.59 CAMP Pool 255,056.06 5.01 CHEVRON CORP 101,024.50 1.98 CISCO SYSTEMS INC 75,247.38 1.48 CITIGROUP INC 613,147.58 12.04 FANNIE MAE 473,714.95 9.30 FEDERAL HOME LOAN BANKS 124,359.75 2.44 FREDDIE MAC 49,963.20 0.98 GOLDMAN SACHS GROUP INC 100,078.90 1.96 HSBC HOLDINGS PLC 99,960.70 1.96 IBM CORP 101,581.50 1.99 JP MORGAN CHASE & CO 50,189.90 0.99 MICROSOFT CORP 100,611.70 1.97 NORDEA BANK AB 100,165.90 1.97 ROYAL BANK OF CANADA 99,924.00 1.96 SKANDINAVISKA ENSKIDA BANKEN AB 30,167.40 0.59 STATE OF CONNECTICUT 24,708.60 0.48 STATE STREET CORPORATION 99,832.50 1.96 SVENSKA HANDELSBANKEN 1,698,808.79 33.35 UNITED STATES TREASURY 175,554.75 3.45 WELLS FARGO & COMPANY $5,094,621.60 Total 100.00% Page 4 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 76,119.15 75,998.98 372.93 76,415.04 12/04/1512/01/15AaaAA+ 75,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 178,233.48 177,187.30 626.53 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,550.80 101,378.27 4.76 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 76,025.40 76,631.60 626.37 77,141.60 03/04/1603/02/16AaaAA+ 75,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 128,374.00 129,879.79 992.32 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 125,556.63 126,804.05 731.18 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 101,316.40 104,047.81 336.96 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,119.12 55,579.31 58.23 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 128,430.90 127,605.65 4.86 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 123,388.63 121,845.18 717.72 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 227,724.53 231,988.37 1,879.12 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 75,793.95 77,495.74 252.72 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 151,587.90 150,410.54 505.43 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,587.90 151,142.37 505.43 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 Page 5 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 7,614.56 1,698,808.79 1,707,994.96 1.52 1,714,228.13 1,685,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,167.40 30,040.48 75.67 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 75.67 30,167.40 30,040.48 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 24,589.47 24,661.07 31.79 24,854.50 04/30/1504/15/15AaaAA+ 24,608.50 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 25,032.50 25,114.66 39.54 25,250.00 11/30/1511/06/15AaaAA+ 25,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 44,321.35 44,551.23 60.77 44,749.47 10/30/1510/07/15AaaAA+ 44,305.79 3136AQDQ0 1.08 132.10 93,943.32 94,326.96 1.05 94,853.97 93,914.29 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 5,027.36 5,018.56 34.76 5,047.50 10/23/1410/22/14AaaAA+ 5,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 24,842.55 24,964.09 45.14 24,941.00 02/23/1602/19/16AaaAA+ 25,000.00 3135G0J53 1.08 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 49,685.10 50,090.58 90.28 50,126.50 08/08/1608/05/16AaaAA+ 50,000.00 3135G0J53 0.90 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 123,483.63 124,841.78 270.40 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 123,515.13 124,818.67 261.28 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,738.25 124,847.54 211.81 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 Page 6 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,722.88 124,913.87 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 104,729.31 104,979.44 657.71 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 89,896.86 89,945.63 228.75 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 124,359.75 124,576.77 52.52 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,747.63 124,357.64 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,412.03 24,926.13 64.24 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 78,118.48 79,720.13 205.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,661.95 1,117,278.96 1,128,000.83 1.18 1,127,682.36 1,130,000.00 Security Type Sub-Total Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 74,909.10 75,043.11 335.80 75,405.75 12/05/1211/29/12Aa2AA- 75,000.00 166764AA8 0.99 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 99,878.80 100,000.00 447.73 100,000.00 12/05/1211/28/12Aa2AA- 100,000.00 166764AA8 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 99,960.70 99,927.54 288.19 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 99,839.00 99,994.95 206.25 99,971.00 03/06/1303/04/13A1A 100,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,863.60 54,958.31 271.94 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,268.16 80,000.00 484.86 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 Page 7 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,512.25 50,198.73 177.08 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 50,512.25 50,250.22 177.08 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 49,963.20 49,978.62 16.67 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 24,942.98 24,990.79 205.00 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 101,029.40 99,911.26 475.00 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,745.10 26,906.85 97.92 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 50,304.40 49,981.99 377.71 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 175,554.75 175,688.86 951.08 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,189.90 49,969.08 218.40 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 30,159.00 29,970.43 106.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 101,581.50 100,331.10 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,398.90 50,935.52 55.56 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 24,768.95 24,986.58 243.44 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 Page 8 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,708.60 24,922.56 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 6,333.20 1,321,090.54 1,318,946.50 1.80 1,320,701.35 1,315,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 99,924.00 100,000.00 682.44 100,000.00 11/17/1511/16/15Aa3A+ 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,078.90 100,000.00 2,267.22 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,165.90 100,000.00 245.56 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,611.70 100,000.00 718.67 100,000.00 12/05/1612/01/16Aa3AA- 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,832.50 100,000.00 572.25 100,000.00 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 100,766.70 100,000.00 423.00 100,000.00 02/09/1702/08/17Aa3A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 100,037.60 100,000.00 132.64 100,000.00 04/06/1704/05/17Aa3A+ 100,000.00 06417GUE6 1.91 5,041.78 701,417.30 700,000.00 1.74 700,000.00 700,000.00 Security Type Sub-Total 4,953,914.29 4,987,550.11 1.54 21,859.26 4,979,309.73 4,962,706.31 Managed Account Sub-Total Money Market Fund CAMP Pool 131,915.29 131,915.29 0.00 131,915.29 NRAAAm 131,915.29 131,915.29 131,915.29 0.00 131,915.29 131,915.29 Money Market Sub-Total Page 9 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS $5,085,829.58 $5,119,465.40 $21,859.26 $5,111,225.02 $5,094,621.60 1.54% $5,116,480.86 $21,859.26 Total Investments Accrued Interest Securities Sub-Total Page 10 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.13 120.17 (295.89) 76,119.15 101.49 MERRILL 75,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.53 3.13 3.20 1,046.18 205.16 178,233.48 101.85 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.55 3.20 3.38 (827.47)(1,300.76) 100,550.80 100.55 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.59 3.38 3.42 (606.20)(1,116.20) 76,025.40 101.37 MERRILL 75,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.61 3.42 3.48 (1,505.79)(2,905.30) 128,374.00 102.70 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.61 3.48 3.52 (1,247.42)(1,684.58) 125,556.63 100.45 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.62 3.52 3.67 (2,731.41)(3,574.23) 101,316.40 101.32 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.64 3.67 3.80 (1,460.19)(1,581.27) 54,119.12 98.40 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.67 3.80 3.87 825.25 1,010.59 128,430.90 98.79 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.69 3.87 3.93 1,543.45 1,635.70 123,388.63 98.71 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.70 3.93 3.88 (4,263.84)(5,361.41) 227,724.53 101.21 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.69 3.88 4.13 (1,701.79)(2,021.48) 75,793.95 101.06 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 4.13 1,177.36 1,142.59 151,587.90 101.06 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 4.13 445.53 427.74 151,587.90 101.06 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 (15,419.34) 1.66 3.71 (9,186.17) 1,698,808.79 1,685,000.00 Security Type Sub-Total 3.71 Municipal Bond / Note 1.83 126.92 83.10 30,167.40 100.56 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.67 1.83 Page 11 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration 83.10 1.67 1.83 126.92 30,167.40 30,000.00 Security Type Sub-Total 1.83 Federal Agency Collateralized Mortgage Obligation 0.77 (71.60)(265.03) 24,589.47 99.92 GOLDMAN 24,608.50 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.52 0.75 1.48 (82.16)(217.50) 25,032.50 100.13 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.72 0.96 2.14 (229.88)(428.12) 44,321.35 100.04 MORGANST 44,305.79 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.58 1.34 (910.65) 1.60 1.60 (383.64) 93,943.32 93,914.29 Security Type Sub-Total 1.08 Federal Agency Bond / Note 1.54 8.80 (20.14) 5,027.36 100.55 GOLDMAN 5,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.27 1.54 1.80 (121.54)(98.45) 24,842.55 99.37 JPMCHASE 25,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 1.35 1.80 1.80 (405.48)(441.40) 49,685.10 99.37 BMO 50,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 1.35 1.80 2.22 (1,358.15)(1,306.37) 123,483.63 98.79 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.42 2.22 2.23 (1,303.54)(1,244.87) 123,515.13 98.81 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.41 2.23 2.29 (1,109.29)(1,066.75) 123,738.25 98.99 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.44 2.29 2.36 (1,190.99)(1,168.37) 123,722.88 98.98 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.43 2.36 2.47 (250.13)(246.54) 104,729.31 99.74 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.48 2.47 2.76 (48.77)(45.54) 89,896.86 99.89 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.54 2.76 2.90 (217.02)(212.75) 124,359.75 99.49 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 1.55 2.90 4.07 (2,610.01)(2,492.25) 121,747.63 97.40 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.77 4.07 Page 12 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 4.15 (514.10)(502.45) 24,412.03 97.65 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.82 4.15 4.15 (1,601.65)(1,557.52) 78,118.48 97.65 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.82 4.15 (10,403.40) 1.52 2.73 (10,721.87) 1,117,278.96 1,130,000.00 Security Type Sub-Total 2.73 Corporate Note 0.59 (134.01)(496.65) 74,909.10 99.88 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.31 0.57 0.59 (121.20)(121.20) 99,878.80 99.88 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.31 0.57 0.76 33.16 418.70 99,960.70 99.96 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.30 0.76 0.84 (155.95)(132.00) 99,839.00 99.84 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.54 0.81 0.99 (94.71) 66.55 54,863.60 99.75 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.25 0.99 1.13 268.16 268.16 80,268.16 100.34 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.42 1.13 1.79 313.52 37.25 50,512.25 101.02 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.56 1.79 1.79 262.03 42.75 50,512.25 101.02 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.56 1.79 1.94 (15.42)(4.80) 49,963.20 99.93 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.92 2.03 (47.81)(44.02) 24,942.98 99.77 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.16 2.03 2.22 1,118.14 1,214.40 101,029.40 101.03 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.79 2.22 Page 13 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.29 (161.75)(852.40) 26,745.10 106.98 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.74 2.29 2.58 322.41 324.40 50,304.40 100.61 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.22 2.58 2.64 (134.11)(668.50) 175,554.75 100.32 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.03 2.64 2.68 220.82 223.40 50,189.90 100.38 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.71 2.68 2.73 188.57 190.20 30,159.00 100.53 MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 2.01 2.73 2.90 1,250.40 1,084.50 101,581.50 101.58 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.23 2.95 3.75 (536.62)(750.10) 50,398.90 100.80 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.29 3.75 3.80 (217.63)(214.55) 24,768.95 99.08 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.29 3.80 3.84 (213.96)(196.90) 24,708.60 98.83 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.25 3.84 389.19 1.74 1.90 2,144.04 1,321,090.54 1,315,000.00 Security Type Sub-Total 1.89 Certificate of Deposit 0.54 (76.00)(76.00) 99,924.00 99.92 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.58 0.54 0.55 78.90 78.90 100,078.90 100.08 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.38 0.55 0.85 165.90 165.90 100,165.90 100.17 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.47 0.85 1.58 611.70 611.70 100,611.70 100.61 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.91 1.58 1.68 (167.50)(167.50) 99,832.50 99.83 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.64 1.68 Page 14 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.76 766.70 766.70 100,766.70 100.77 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.20 1.76 1.91 37.60 37.60 100,037.60 100.04 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.82 1.91 1,417.30 1.43 1.27 1,417.30 701,417.30 700,000.00 Security Type Sub-Total 1.27 4,953,914.29 4,962,706.31 (24,843.80) (16,603.42) 2.61 1.62 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 131,915.29 1.00 131,915.29 CAMP Pool 0.00 131,915.29 131,915.29 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,116,480.86 $21,859.26 $5,094,621.60 Accrued Interest Securities Sub-Total $5,085,829.58 ($24,843.80) ($16,603.42) 2.61 1.62% 2.60 Page 15 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 04/05/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (151,160.16)(293.48)(151,453.64) 150,000.00 04/03/17 04/06/17 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 (100,000.00) 0.00 (100,000.00) 100,000.00 04/05/17 04/20/17 FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 (124,572.50) 0.00 (124,572.50) 125,000.00 04/19/17 (293.48) (376,026.14)(375,732.66) 375,000.00 Transaction Type Sub-Total INTEREST 04/01/17 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 04/01/17 04/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 60.87 60.87 44,376.93 04/01/17 04/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 04/01/17 04/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 34.12 34.12 25,000.00 04/01/17 04/15/17 US BANCORP (CALLED OMD 05/15/17) DTD 05/08/2012 1.650% 04/15/2017 91159HHD5 0.00 859.38 859.38 125,000.00 04/15/17 04/15/17 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 04/15/17 04/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/17 04/30/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 875.00 875.00 100,000.00 04/30/17 04/30/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 893.75 893.75 130,000.00 04/30/17 4,475.16 4,475.16 0.00 574,376.93 Transaction Type Sub-Total MATURITY Page 16 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method MATURITY 04/15/17 US BANCORP (CALLED OMD 05/15/17) DTD 05/08/2012 1.650% 04/15/2017 91159HHD5 125,000.00 0.00 125,000.00 (2,670.00) 0.00 125,000.00 04/15/17 0.00 0.00 (2,670.00) 125,000.00 125,000.00 125,000.00 Transaction Type Sub-Total PAYDOWNS 04/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 391.50 0.00 391.50 (3.91) 0.00 391.50 04/01/17 04/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 71.14 0.00 71.14 (0.71) 0.00 71.14 04/01/17 0.00 0.00 (4.62) 462.64 462.64 462.64 Transaction Type Sub-Total SELL 04/05/17 FEDERAL HOME LOAN BANKS AGCY DTD 05/27/2016 0.875% 06/29/2018 3130A8BD4 49,825.00 116.67 49,941.67 (186.08)(182.34)FIFO 50,000.00 04/03/17 04/05/17 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 3130A8PK3 99,271.00 100.69 99,371.69 (353.00)(474.92)FIFO 100,000.00 04/03/17 04/06/17 FHLB NOTES DTD 12/08/2016 1.250% 01/16/2019 3130AAE46 99,877.00 277.78 100,154.78 (119.00)(119.34)FIFO 100,000.00 04/05/17 04/20/17 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 912828UB4 44,644.92 174.31 44,819.23 513.28 155.24 FIFO 45,000.00 04/19/17 04/20/17 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 59,803.13 103.94 59,907.07 553.13 306.57 FIFO 60,000.00 04/19/17 773.39 (314.79) 408.33 354,194.44 353,421.05 355,000.00 Transaction Type Sub-Total 103,151.03 4,955.07 108,106.10 (2,266.29) (314.79)Managed Account Sub-Total Total Security Transactions ($2,266.29)$108,106.10 $4,955.07 $103,151.03 ($314.79) Page 17 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 25,953.96 Opening Balance 04/03/17 04/03/17 Purchase - Interest 12189TBC7 1.00 587.50 26,541.46 04/05/17 04/05/17 Purchase - Interest 3130A8BD4 1.00 116.67 26,658.13 04/05/17 04/05/17 Purchase - Principal 3130A8BD4 1.00 49,825.00 76,483.13 04/05/17 04/05/17 Purchase - Interest 3130A8PK3 1.00 100.69 76,583.82 04/05/17 04/05/17 Purchase - Principal 3130A8PK3 1.00 99,271.00 175,854.82 04/05/17 04/05/17 Redemption - Principal 912828D72 1.00 (151,160.16) 24,694.66 04/05/17 04/05/17 Redemption - Interest 912828D72 1.00 (293.48) 24,401.18 04/06/17 04/06/17 Purchase - Interest 3130AAE46 1.00 277.78 24,678.96 04/06/17 04/06/17 Purchase - Principal 3130AAE46 1.00 99,877.00 124,555.96 04/06/17 04/06/17 Redemption - Principal 06417GUE6 1.00 (100,000.00) 24,555.96 04/17/17 04/17/17 Purchase - Interest 06406FAA1 1.00 625.00 25,180.96 04/17/17 04/17/17 Purchase - Interest 91159HHD5 1.00 859.38 26,040.34 04/17/17 04/17/17 Purchase - Principal 91159HHD5 1.00 125,000.00 151,040.34 04/20/17 04/20/17 Purchase - Principal 912828UB4 1.00 44,644.92 195,685.26 04/20/17 04/20/17 Purchase - Interest 912828UB4 1.00 174.31 195,859.57 04/20/17 04/20/17 Purchase - Interest 912828UQ1 1.00 103.94 195,963.51 04/20/17 04/20/17 Purchase - Principal 912828UQ1 1.00 59,803.13 255,766.64 04/20/17 04/20/17 Redemption - Principal 3137EAEF2 1.00 (124,572.50) 131,194.14 04/25/17 04/25/17 Purchase - Interest 38141GVT8 1.00 500.00 131,694.14 04/25/17 04/25/17 Purchase - Interest 3136ANJY4 1.00 34.12 131,728.26 04/25/17 04/25/17 Purchase - Interest 3136AQDQ0 1.00 60.87 131,789.13 Page 18 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 04/25/17 04/25/17 Purchase - Interest 3136AQSW1 1.00 39.54 131,828.67 04/25/17 04/25/17 Purchase - Principal 3136ANJY4 1.00 391.50 132,220.17 04/25/17 04/25/17 Purchase - Principal 3136AQDQ0 1.00 71.14 132,291.31 04/26/17 04/26/17 IP Fees March 2017 1.00 (400.08) 131,891.23 04/26/17 04/26/17 U.S. Bank Fees February 2017 1.00 (36.53) 131,854.70 04/28/17 05/01/17 Accrual Income Div Reinvestment - Distributions 1.00 60.59 131,915.29 131,915.29 131,915.29 131,915.29 76,678.20 97.94 0.00 (1,047,706.20) 1,169,015.72 10,605.77 60.59 131,915.29 0.00 (376,462.75) 482,424.08 25,953.96 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 April January-April 0.96% Page 19 Successor Agency CAMP Account For the Month Ending April 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 4,783.00 749,713.97 (527,173.66) 0.00 $227,323.31 CAMP Pool Unsettled Trades 0.00 90.53 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,275,170.16 526,278.23 (742,648.05) 11,216.98 $5,070,017.32 CAMP Managed Account Unsettled Trades 0.00 2,937.18 Cash Dividends and Income April 30, 2017 March 31, 2017 Asset Summary CAMP Pool 227,323.31 4,783.00 CAMP Managed Account 5,070,017.32 5,275,170.16 $5,297,340.63 $5,279,953.16 Total Asset Allocation 4.29% CAMP Pool 95.71% CAMP Managed Account Page 1 For the Month Ending April 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $4,783.00 749,713.97 (527,173.66) $227,323.31 90.53 $5,275,170.16 (250,462.64) (492,185.41) 526,278.23 0.00 11,216.98 $5,070,017.32 $5,279,953.16 $5,297,340.63 9,353.52 (440.22) (5,976.12) $2,937.18 250,000.00 494,390.64 7,148.29 462.64 (526,718.45) (225,283.12) 0.00 Managed Account Total 5,087,760.73 5,315,084.04 21,007.46 494,390.64 250,462.64 7,148.29 (526,718.45) (5,304,519.96) (22,754.22) 0.00 21,007.46 1,021,564.30 250,462.64 7,148.29 (1,276,432.42) (5,309,302.96) (22,754.22) 90.53 Total Accrual Basis Earnings $6,777.13 $6,867.66 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,745,000.00 1,757,352.98 33.18 Municipal Bond / Note 30,000.00 30,167.40 0.57 Federal Agency Collateralized Mortgage Obligation 93,914.29 93,943.32 1.77 Federal Agency Bond / Note 1,355,000.00 1,340,044.75 25.30 Corporate Note 1,140,000.00 1,147,091.57 21.65 Certificate of Deposit 700,000.00 701,417.30 13.24 Managed Account Sub-Total 5,063,914.29 5,070,017.32 95.71% Accrued Interest 21,007.46 Total Portfolio 5,063,914.29 5,091,024.78 CAMP Pool 227,323.31 227,323.31 4.29 Total Investments 5,291,237.60 5,318,348.09 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.24% Cert of Deposit 21.65% Corporate Note 1.77% Fed Agency CMO 25.30% Fed Agy Bond / Note 4.29% Mny Mkt Fund 0.57% Muni Bond / Note 33.18% 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 4.30% 9.43% 17.88% 27.65% 17.45% 23.29% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.69 1019 1.54% 1.62% Page 3 For the Month Ending April 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.72% A 7.58% A+ 2.95% A- 1.89% A-1+ 61.29% AA+ 12.97% AA- 0.95% AAA 4.29% AAAm 2.36% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,159.00 0.57 AMERICAN EXPRESS CO 101,029.40 1.91 AMERICAN HONDA FINANCE 54,863.60 1.04 APPLE INC 100,766.70 1.90 BANK OF MONTREAL 125,278.15 2.36 BANK OF NEW YORK CO INC 100,037.60 1.89 BANK OF NOVA SCOTIA 24,768.95 0.47 BB&T CORPORATION 26,745.10 0.50 BURLINGTON NORTHERN SANTA FE 227,323.31 4.29 CAMP Pool 80,268.16 1.52 CHEVRON CORP 101,024.50 1.91 CISCO SYSTEMS INC 75,247.38 1.42 CITIGROUP INC 50,625.20 0.96 DEERE & COMPANY 746,218.10 14.09 FANNIE MAE 508,624.72 9.60 FEDERAL HOME LOAN BANKS 179,145.25 3.38 FREDDIE MAC 49,963.20 0.94 GOLDMAN SACHS GROUP INC 100,078.90 1.89 HSBC HOLDINGS PLC 99,960.70 1.89 IBM CORP 101,581.50 1.92 JP MORGAN CHASE & CO 50,189.90 0.95 MICROSOFT CORP 100,611.70 1.90 NORDEA BANK AB 100,165.90 1.89 ROYAL BANK OF CANADA 99,924.00 1.89 SKANDINAVISKA ENSKIDA BANKEN AB 30,167.40 0.57 STATE OF CONNECTICUT 24,708.60 0.47 STATE STREET CORPORATION 99,832.50 1.88 SVENSKA HANDELSBANKEN 25,125.13 0.47 THE WALT DISNEY CORPORATION 75,075.00 1.42 TOYOTA MOTOR CREDIT CORP 1,757,352.98 33.16 UNITED STATES TREASURY 50,478.10 0.95 WELLS FARGO & COMPANY Page 4 For the Month Ending April 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY $5,297,340.63 Total 100.00% Page 5 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 75,515.63 75,834.20 3.31 76,025.39 11/14/1611/10/16AaaAA+ 75,000.00 912828D23 1.06 US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 50,220.70 50,448.82 313.19 50,546.88 11/14/1611/10/16AaaAA+ 50,000.00 912828WL0 1.06 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 188,418.25 187,312.29 662.33 188,201.37 12/30/1512/28/15AaaAA+ 185,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,550.80 101,378.27 4.76 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 177,392.60 178,807.06 1,461.54 179,997.07 03/04/1603/02/16AaaAA+ 175,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 125,556.63 126,804.05 731.18 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 75,987.30 78,035.85 252.72 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 54,119.12 55,579.31 58.23 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 128,430.90 127,605.65 4.86 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 98,710.90 97,476.14 574.18 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 202,421.80 206,211.88 1,670.33 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 126,323.25 129,159.57 421.20 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 126,323.25 125,342.12 421.20 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 227,381.85 226,713.56 758.15 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 Page 6 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 7,337.18 1,757,352.98 1,766,708.77 1.49 1,772,045.70 1,745,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,167.40 30,040.48 75.67 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 75.67 30,167.40 30,040.48 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 24,589.47 24,661.07 33.62 24,854.50 04/30/1504/15/15AaaAA+ 24,608.50 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 25,032.50 25,114.66 39.54 25,250.00 11/30/1511/06/15AaaAA+ 25,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 44,321.35 44,551.23 60.77 44,749.47 10/30/1510/07/15AaaAA+ 44,305.79 3136AQDQ0 1.08 133.93 93,943.32 94,326.96 1.05 94,853.97 93,914.29 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 24,842.55 24,964.09 45.14 24,941.00 02/23/1602/19/16AaaAA+ 25,000.00 3135G0J53 1.08 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 49,685.10 50,090.58 90.28 50,126.50 08/08/1608/05/16AaaAA+ 50,000.00 3135G0J53 0.90 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 54,785.50 55,243.68 27.50 55,331.10 08/15/1608/12/16AaaAA+ 55,000.00 3137EADZ9 0.90 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 123,483.63 124,841.78 270.40 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 123,515.13 124,818.67 261.28 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,738.25 124,847.54 211.81 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 Page 7 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,722.88 124,913.87 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 178,052.04 179,599.64 35.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 139,639.08 139,972.59 876.94 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,942.70 49,969.79 127.08 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 124,359.75 124,576.77 52.52 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,747.63 124,357.64 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,412.03 24,926.13 64.24 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 78,118.48 79,720.13 205.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,807.25 1,340,044.75 1,352,842.90 1.15 1,352,501.11 1,355,000.00 Security Type Sub-Total Corporate Note IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 99,960.70 99,927.54 288.19 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 74,879.25 74,996.21 154.69 74,978.25 03/06/1303/04/13A1A 75,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,863.60 54,958.31 271.94 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,268.16 80,000.00 484.86 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,512.25 50,198.73 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 Page 8 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,512.25 50,250.22 177.08 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 49,963.20 49,978.62 16.67 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 24,942.98 24,990.79 205.00 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 101,029.40 99,911.26 475.00 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,745.10 26,906.85 97.92 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 50,304.40 49,981.99 377.71 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 50,189.90 49,969.08 218.40 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 30,159.00 29,970.43 106.33 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 25,125.13 24,993.82 74.48 24,993.50 03/06/1703/01/17A2A 25,000.00 25468PDP8 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 75,075.00 74,965.94 56.88 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 101,581.50 100,331.10 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,478.10 50,880.65 510.00 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,398.90 50,935.52 55.56 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 Page 9 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 24,768.95 24,986.58 243.44 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 24,708.60 24,922.56 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,625.20 49,785.42 423.26 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 5,611.65 1,147,091.57 1,143,841.62 1.95 1,144,926.10 1,140,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 99,924.00 100,000.00 682.44 100,000.00 11/17/1511/16/15Aa3A+ 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,078.90 100,000.00 2,267.22 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,165.90 100,000.00 245.56 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,611.70 100,000.00 718.67 100,000.00 12/05/1612/01/16Aa3AA- 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,832.50 100,000.00 572.25 100,000.00 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 100,766.70 100,000.00 423.00 100,000.00 02/09/1702/08/17Aa3A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 100,037.60 100,000.00 132.64 100,000.00 04/06/1704/05/17Aa3A+ 100,000.00 06417GUE6 1.91 5,041.78 701,417.30 700,000.00 1.74 700,000.00 700,000.00 Security Type Sub-Total 5,063,914.29 5,094,411.18 1.54 21,007.46 5,087,760.73 5,070,017.32 Managed Account Sub-Total Money Market Fund CAMP Pool 227,323.31 227,323.31 0.00 227,323.31 NRAAAm 227,323.31 Page 10 For the Month Ending April 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Money Market Fund 227,323.31 227,323.31 0.00 227,323.31 227,323.31 Money Market Sub-Total $5,291,237.60 $5,321,734.49 $21,007.46 $5,315,084.04 $5,297,340.63 1.54% $5,318,348.09 $21,007.46 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.96 (318.57)(509.76) 75,515.63 100.69 CITIGRP 75,000.00 912828D23US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 1.28 1.96 2.04 (228.12)(326.18) 50,220.70 100.44 MORGANST 50,000.00 912828WL0US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 1.28 2.04 3.20 1,105.96 216.88 188,418.25 101.85 MORGANST 185,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.55 3.20 3.38 (827.47)(1,300.76) 100,550.80 100.55 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.59 3.38 3.42 (1,414.46)(2,604.47) 177,392.60 101.37 MERRILL 175,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.61 3.42 3.52 (1,247.42)(1,684.58) 125,556.63 100.45 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.62 3.52 3.67 (2,048.55)(2,680.67) 75,987.30 101.32 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.64 3.67 3.80 (1,460.19)(1,581.27) 54,119.12 98.40 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.67 3.80 3.87 825.25 1,010.58 128,430.90 98.79 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.69 3.87 3.93 1,234.76 1,308.56 98,710.90 98.71 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.70 3.93 3.88 (3,790.08)(4,765.70) 202,421.80 101.21 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.69 3.88 4.13 (2,836.32)(3,369.13) 126,323.25 101.06 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 4.13 981.13 952.16 126,323.25 101.06 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 4.13 668.29 641.62 227,381.85 101.06 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.75 4.13 (14,692.72) 1.64 3.63 (9,355.79) 1,757,352.98 1,745,000.00 Security Type Sub-Total 3.63 Municipal Bond / Note 1.83 126.92 83.10 30,167.40 100.56 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.67 1.83 Page 12 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration 83.10 1.67 1.83 126.92 30,167.40 30,000.00 Security Type Sub-Total 1.83 Federal Agency Collateralized Mortgage Obligation 0.77 (71.60)(265.03) 24,589.47 99.92 GOLDMAN 24,608.50 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.52 0.75 1.48 (82.16)(217.50) 25,032.50 100.13 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.72 0.96 2.14 (229.88)(428.12) 44,321.35 100.04 MORGANST 44,305.79 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.58 1.34 (910.65) 1.60 1.60 (383.64) 93,943.32 93,914.29 Security Type Sub-Total 1.08 Federal Agency Bond / Note 1.80 (121.54)(98.45) 24,842.55 99.37 JPMCHASE 25,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 1.35 1.80 1.80 (405.48)(441.40) 49,685.10 99.37 BMO 50,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 1.35 1.80 1.93 (458.18)(545.60) 54,785.50 99.61 TD SEC U 55,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 1.33 1.93 2.22 (1,358.15)(1,306.37) 123,483.63 98.79 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.42 2.22 2.23 (1,303.54)(1,244.87) 123,515.13 98.81 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.41 2.23 2.29 (1,109.29)(1,066.75) 123,738.25 98.99 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.44 2.29 2.36 (1,190.99)(1,168.37) 123,722.88 98.98 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.43 2.36 2.44 (1,547.60)(1,465.56) 178,052.04 98.92 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.45 2.44 2.47 (333.51)(328.72) 139,639.08 99.74 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.48 2.47 2.76 (27.09)(25.30) 49,942.70 99.89 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.54 2.76 2.90 (217.02)(212.75) 124,359.75 99.49 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 1.55 2.90 Page 13 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 4.07 (2,610.01)(2,492.25) 121,747.63 97.40 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.77 4.07 4.15 (514.10)(502.45) 24,412.03 97.65 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.82 4.15 4.15 (1,601.65)(1,557.52) 78,118.48 97.65 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.82 4.15 (12,456.36) 1.50 2.66 (12,798.15) 1,340,044.75 1,355,000.00 Security Type Sub-Total 2.66 Corporate Note 0.76 33.16 418.70 99,960.70 99.96 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.30 0.76 0.84 (116.96)(99.00) 74,879.25 99.84 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.54 0.81 0.99 (94.71) 66.55 54,863.60 99.75 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.25 0.99 1.13 268.16 268.16 80,268.16 100.34 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.42 1.13 1.79 313.52 37.25 50,512.25 101.02 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.56 1.79 1.79 262.03 42.75 50,512.25 101.02 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.56 1.79 1.94 (15.42)(4.80) 49,963.20 99.93 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.92 2.03 (47.81)(44.02) 24,942.98 99.77 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.16 2.03 2.22 1,118.14 1,214.40 101,029.40 101.03 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.79 2.22 2.29 (161.75)(852.40) 26,745.10 106.98 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.74 2.29 2.58 322.41 324.40 50,304.40 100.61 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.22 2.58 Page 14 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.68 220.82 223.40 50,189.90 100.38 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.71 2.68 2.73 188.57 190.20 30,159.00 100.53 MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 2.01 2.73 2.75 131.31 131.63 25,125.13 100.50 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.77 2.75 2.87 109.06 109.50 75,075.00 100.10 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.92 2.87 2.90 1,250.40 1,084.50 101,581.50 101.58 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.23 2.95 3.39 (402.55)(629.90) 50,478.10 100.96 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.27 3.39 3.75 (536.62)(750.10) 50,398.90 100.80 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.29 3.75 3.80 (217.63)(214.55) 24,768.95 99.08 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.29 3.80 3.84 (213.96)(196.90) 24,708.60 98.83 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.25 3.84 4.35 839.78 845.70 50,625.20 101.25 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.37 4.35 2,165.47 1.83 2.26 3,249.95 1,147,091.57 1,140,000.00 Security Type Sub-Total 2.26 Certificate of Deposit 0.54 (76.00)(76.00) 99,924.00 99.92 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.58 0.54 0.55 78.90 78.90 100,078.90 100.08 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.38 0.55 0.85 165.90 165.90 100,165.90 100.17 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.47 0.85 1.58 611.70 611.70 100,611.70 100.61 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.91 1.58 Page 15 For the Month Ending April 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.68 (167.50)(167.50) 99,832.50 99.83 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.64 1.68 1.76 766.70 766.70 100,766.70 100.77 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.20 1.76 1.91 37.60 37.60 100,037.60 100.04 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.82 1.91 1,417.30 1.43 1.27 1,417.30 701,417.30 700,000.00 Security Type Sub-Total 1.27 5,063,914.29 5,070,017.32 (24,393.86) (17,743.41) 2.69 1.62 Managed Account Sub-Total 2.68 Money Market Fund 0.00 0.00 0.00 227,323.31 1.00 227,323.31 CAMP Pool 0.00 227,323.31 227,323.31 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,318,348.09 $21,007.46 $5,297,340.63 Accrued Interest Securities Sub-Total $5,291,237.60 ($24,393.86) ($17,743.41) 2.69 1.62% 2.68 Page 16 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 04/05/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (226,740.23)(440.22)(227,180.45) 225,000.00 04/03/17 04/06/17 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 (100,000.00) 0.00 (100,000.00) 100,000.00 04/05/17 04/17/17 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 (74,965.50) 0.00 (74,965.50) 75,000.00 04/11/17 04/20/17 FHLMC AGENCY DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 (124,572.50) 0.00 (124,572.50) 125,000.00 04/19/17 (440.22) (526,718.45)(526,278.23) 525,000.00 Transaction Type Sub-Total INTEREST 04/01/17 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 04/01/17 04/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 04/01/17 04/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 60.87 60.87 44,376.93 04/01/17 04/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 34.12 34.12 25,000.00 04/01/17 04/15/17 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 04/15/17 04/15/17 US BANCORP (CALLED OMD 05/15/17) DTD 05/08/2012 1.650% 04/15/2017 91159HHD5 0.00 1,718.75 1,718.75 250,000.00 04/15/17 04/15/17 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 0.00 309.38 309.38 55,000.00 04/15/17 04/24/17 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 0.00 895.00 895.00 180,000.00 04/24/17 04/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/17 04/30/17 US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 912828D23 0.00 609.38 609.38 75,000.00 04/30/17 Page 17 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 04/30/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 875.00 875.00 100,000.00 04/30/17 04/30/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 893.75 893.75 130,000.00 04/30/17 7,148.29 7,148.29 0.00 1,009,376.93 Transaction Type Sub-Total MATURITY 04/15/17 US BANCORP (CALLED OMD 05/15/17) DTD 05/08/2012 1.650% 04/15/2017 91159HHD5 250,000.00 0.00 250,000.00 (5,340.00) 0.00 250,000.00 04/15/17 0.00 0.00 (5,340.00) 250,000.00 250,000.00 250,000.00 Transaction Type Sub-Total PAYDOWNS 04/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 391.50 0.00 391.50 (3.91) 0.00 391.50 04/01/17 04/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 71.14 0.00 71.14 (0.71) 0.00 71.14 04/01/17 0.00 0.00 (4.62) 462.64 462.64 462.64 Transaction Type Sub-Total SELL 04/05/17 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 25,152.00 144.44 25,296.44 151.25 151.68 FIFO 25,000.00 04/03/17 04/05/17 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 105,638.40 606.67 106,245.07 (359.10) 230.89 FIFO 105,000.00 04/03/17 04/05/17 FHLB NOTES DTD 12/08/2016 1.250% 01/16/2019 3130AAE46 99,929.00 274.31 100,203.31 (67.00)(67.34)FIFO 100,000.00 04/03/17 04/06/17 US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 912828WL0 100,425.78 523.35 100,949.13 (667.97)(501.09)FIFO 100,000.00 04/05/17 04/17/17 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 76,083.98 314.92 76,398.90 (331.06) 73.42 FIFO 75,000.00 04/11/17 04/20/17 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 25,429.69 109.12 25,538.81 (41.99) 93.66 FIFO 25,000.00 04/19/17 Page 18 For the Month Ending April 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 04/20/17 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 912828UB4 59,526.56 232.42 59,758.98 684.37 206.99 FIFO 60,000.00 04/19/17 2,205.23 188.21 (631.50) 494,390.64 492,185.41 490,000.00 Transaction Type Sub-Total 216,369.82 8,913.30 225,283.12 (5,976.12) 188.21 Managed Account Sub-Total Total Security Transactions ($5,976.12)$225,283.12 $8,913.30 $216,369.82 $188.21 Page 19 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 4,783.00 Opening Balance 04/03/17 04/03/17 Purchase - Interest 12189TBC7 1.00 587.50 5,370.50 04/05/17 04/05/17 Purchase - Principal 3130AAE46 1.00 99,929.00 105,299.50 04/05/17 04/05/17 Purchase - Interest 3130AAE46 1.00 274.31 105,573.81 04/05/17 04/05/17 Purchase - Principal 3135G0YT4 1.00 25,152.00 130,725.81 04/05/17 04/05/17 Purchase - Principal 3135G0YT4 1.00 105,638.40 236,364.21 04/05/17 04/05/17 Purchase - Interest 3135G0YT4 1.00 606.67 236,970.88 04/05/17 04/05/17 Purchase - Interest 3135G0YT4 1.00 144.44 237,115.32 04/05/17 04/05/17 Redemption - Principal 912828D72 1.00 (226,740.23) 10,375.09 04/05/17 04/05/17 Redemption - Interest 912828D72 1.00 (440.22) 9,934.87 04/06/17 04/06/17 Purchase - Interest 912828WL0 1.00 523.35 10,458.22 04/06/17 04/06/17 Purchase - Principal 912828WL0 1.00 100,425.78 110,884.00 04/06/17 04/06/17 Redemption - Principal 06417GUE6 1.00 (100,000.00) 10,884.00 04/17/17 04/17/17 Purchase - Interest 06406FAA1 1.00 625.00 11,509.00 04/17/17 04/17/17 Purchase - Interest 3137EADZ9 1.00 309.38 11,818.38 04/17/17 04/17/17 Purchase - Interest 91159HHD5 1.00 1,718.75 13,537.13 04/17/17 04/17/17 Purchase - Principal 912828VP2 1.00 76,083.98 89,621.11 04/17/17 04/17/17 Purchase - Interest 912828VP2 1.00 314.92 89,936.03 04/17/17 04/17/17 Purchase - Principal 91159HHD5 1.00 250,000.00 339,936.03 04/17/17 04/17/17 Redemption - Principal 89236TDU6 1.00 (74,965.50) 264,970.53 04/20/17 04/20/17 Purchase - Principal 912828UB4 1.00 59,526.56 324,497.09 04/20/17 04/20/17 Purchase - Interest 912828UB4 1.00 232.42 324,729.51 Page 20 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 04/20/17 04/20/17 Purchase - Principal 912828VP2 1.00 25,429.69 350,159.20 04/20/17 04/20/17 Purchase - Interest 912828VP2 1.00 109.12 350,268.32 04/20/17 04/20/17 Redemption - Principal 3137EAEF2 1.00 (124,572.50) 225,695.82 04/24/17 04/24/17 Purchase - Interest 3135G0R39 1.00 895.00 226,590.82 04/25/17 04/25/17 Purchase - Interest 38141GVT8 1.00 500.00 227,090.82 04/25/17 04/25/17 Purchase - Interest 3136ANJY4 1.00 34.12 227,124.94 04/25/17 04/25/17 Purchase - Interest 3136AQDQ0 1.00 60.87 227,185.81 04/25/17 04/25/17 Purchase - Interest 3136AQSW1 1.00 39.54 227,225.35 04/25/17 04/25/17 Purchase - Principal 3136ANJY4 1.00 391.50 227,616.85 04/25/17 04/25/17 Purchase - Principal 3136AQDQ0 1.00 71.14 227,687.99 04/26/17 04/26/17 IP Fees March 2017 1.00 (417.26) 227,270.73 04/26/17 04/26/17 U.S. Bank Fees February 2017 1.00 (37.95) 227,232.78 04/28/17 05/01/17 Accrual Income Div Reinvestment - Distributions 1.00 90.53 227,323.31 Page 21 For the Month Ending April 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 227,323.31 227,323.31 227,323.31 114,612.50 125.67 0.00 (1,258,199.13) 1,465,928.33 19,594.11 90.53 227,323.31 0.00 (527,173.66) 749,713.97 4,783.00 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 April January-April 0.96% Page 22