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Item No. 02 SA Investment Report for July 2017
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-330 Agenda Date: 8/22/2017 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 2) Page 1 City of Lake Elsinore Printed on 8/17/2017 REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To:Honorable Agency Chairman and Members of the Successor Agency From:Grant Yates, Executive Director Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant Executive Director Date:August 22, 2017 Subject:Investment Report for July 2017 Recommendation Receive and file the Investment Report for July 2017. Background and Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for July 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,375,467$ 161,216$ (725,848)$ 810,835$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,375,467 161,216 (725,848) 812,135 INVESTMENTS City Investments: City Local Agency Investment Fund 36,634,037 - - 36,634,037 City Local Agency Investment Fund for the PFA - - - - City CAMP Investments: CAMP Pool Account 85,989 - - 85,989 U.S. Treasury Bond / Note 11,889,447 - - 11,889,447 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 465,513 - - 465,513 Federal Agency Bond / Note 5,800,544 - - 5,800,544 Corporate Note 6,449,016 - - 6,449,016 Commercial Paper 621,031 - - 621,031 Certificate of Deposit 4,649,552 - - 4,649,552 Housing CAMP Investments: Housing CAMP Pool Account 34,350 - - 34,350 Housing U.S. Treasury Bond / Notes 2,092,831 - - 2,092,831 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 84,584 - - 84,584 Housing Federal Agency Bond / Notes 1,047,567 - - 1,047,567 Housing Corporate Notes 1,145,666 - - 1,145,666 Housing Certificate of Deposit 700,000 - - 700,000 Successor Investments: Successor Local Agency Investment Fund 8,438,499 - - 8,438,499 Successor CAMP Investments: Successor CAMP Pool Account 23,895 - - 23,895 Successor U.S. Treasury Bond / Notes 2,033,943 - - 2,033,943 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 84,584 - - 84,584 Successor Federal Agency Bond / Notes 1,367,280 - - 1,367,280 Successor Corporate Notes 1,095,341 - - 1,095,341 Successor Certificate of Deposit 700,000 - - 700,000 Sub-total Investments 85,794,300 - - 85,794,300 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 86,306,702 - - 86,306,702 Total Pooled Cash and Investments 87,682,169$ 161,216$ (725,848)$ 87,118,837$ TOTAL POOLED CASH AND INVESTMENTS 87,118,837$ I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 13, 2017. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures. Jason P. Simpson August 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 JULY 31, 2017 FUND NO FUND NAME AMOUNT 100 General 14,907,597$ 101 Supplemental Law Enforcement 50,000 104 Traffic Offender 15,250 106 Affordable Housing In Lieu 1,599,635 107 Developer Agreement Revenue 451,833 110 State Gas Tax 1,403,266 111 TUMF C.I.P. 2,719 112 Measure A 1,361,716 114 SB1186 CASP Education Program 7,532 115 Traffic Safety 166,507 116 City Hall-Public Works DIF 1,303,687 117 Community Center DIF 469,704 118 Lake Side Facility DIF 720,390 119 Animal Shelter DIF 62,690 121 T.R.I.P.-2014A 182 135 Lighting & Landscape Maintenance - Dist. No. 1 719,809 140 Geothermal 20,283 155 CSA152 -- N.P.D.E.S.71,632 205 Traffic Impact Fee 4,409,138 211 Storm Drain C.I.P. 1,243,253 220 Street Lighting C.I.P.53,113 231 Library C.I.P. 1,778,042 232 City Fire Protection 221,119 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 136,198 320 Facilities Service 452,912 331 CFD 2006-1CC Summerly Improvement Area CC 70,173 332 CFD 2006-1 Improvement Area B, Summerly 109,756 334 CFD 2015-5 Trieste - Far West Industries 189 336 CFD 2006-1FF Summerly Improvement Area FF 44,892 337 CFD 2016-2 Canyon Hills 9,451 345 CFD 2003-2S Improvement Area D, Canyon Hills 1,150,350 346 CFD 2014-1 Southshore 64,288 347 CFD 2006-1 Improvement Area A, Summerly 136,679 350 CFD 98-1 Summerhill 1,464,489 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 1,760,013 357 CFD 2003-2 Canyon Hills Improvement Area 662,394 366 CFD 2005-6 City Center Townhomes Debt Service 184,616 368 CFD 2006-2 Viscaya 331,146 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,049,704 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 JULY 31, 2017 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF JULY 31, 2017 371 CFD 2005-1 Serenity 483,946 372 CFD 2005-2 Alberhill Ranch Improvement Area 920,227 374 CFD 2005-4 Lakeview Villas 53,341 375 CFD 2006-4 Clurman Debt Service 17,201 376 CFD 2006-3 La Strada 11,675 377 CFD 2006-6 Tessara 10,547 378 CFD 2006-8 Running Deer Estates 47,931 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,131,608 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,196,351 386 CFD 2007-4 Mekenna Court 24,215 387 CFD 2007-5 Red Kite 70,846 388 CFD 2007-6 Holiday Inn Express 9,550 389 CFD 88-3 (2008A) West Lake Elsinore Series A 1,969,113 390 CFD 2003-2 Area C Canyon Hills Improvement Area 463,567 392 CFD 95-1 City Center 150,941 393 AD 93-1 Cottonwood Hills 1,133,544 394 CFD 2005-5 (2012A) Wasson Canyon 265,235 500 Capital Improvement Plan 7,720,179 510 Successor Agency RDA Area I 1,711,486 520 Successor Agency RDA Area II 4,815,918 530 Successor Agency RDA Area III 2,165,480 540 Successor Area RDA Diamond Stadium 2,767,224 604 Endowment Trust - Korn Memorial 31,780 605 Public Improvement Trust 717,903 606 Mobile Source Air Polution Reduction 213,788 608 Trust Deposit & Pre Paid Expense 4,926,302 617 Successor Agency Housing 11,668,764 620 Cost Recovery System 2,681,022 631 Lake Destratification Equipment Replacement 287,436 Total Pooled Cash & Investments 87,118,837$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 18.67%Unlimited Current Balance 16,016,221$ Municipal Bond / Note 0.41%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.74%40.00% Current Balance 634,680$ Federal Agency Bond / Note 9.58%*Unlimited Current Balance 8,215,392$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 7.05%25.00% Current Balance 6,049,552$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.72%25.00% 621,031$ Corporate Note 10.13%30.00% Current Balance 8,690,022$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)52.54%*$65 Million Current Balance 45,072,536$ CAMP - Pooled Sweep Account 0.17%Unlimited Current Balance 144,234$ TOTAL 100.00%*85,794,300$ Note: Local agencies are only eligible to purchase medium term corporate notes that have a rating of "A" or its equivalent or better by a Nationally Recognized Statistical Rating Organization (NRSRO). 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 $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING JULY 31, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.051%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 36,574,656$ 59,381$ 36,634,037$ City for the PFA -$ -$ -$ Successor Agency 8,419,110$ 19,388$ 8,438,499$ Total Investments Held with Local Agency Investment Fund:44,993,766$ 78,770$ 45,072,536$ 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 JULY 31, 2017 JOHN CHIANG TREASURER STATE OF CALIFORNIA 07/10/17 1.05 1.04 192 07/11/17 1.04 1.04 194 07/12/17 1.05 1.04 194 07/13/17 1.05 1.04 192 07/14/17 1.05 1.04 193 07/15/17 1.05 1.04 193 07/16/17 1.05 1.04 193 07/17/17 1.05 1.04 191 07/18/17 1.05 1.04 190 07/19/17 1.05 1.04 193 07/20/17 1.06 1.04 195 07/21/17 1.06 1.04 194 07/22/17 1.06 1.05 194 July 2017 1.051% 07/23/17 1.06 1.05 194 June 2017 0.978% 07/24/17 1.06 1.05 192 May 2017 0.925% 07/25/17 1.06 1.05 191 07/26/17 1.06 1.05 191 07/27/17 1.07 1.05 192 07/28/17 1.07 1.05 192 07/29/17 1.07 1.05 192 07/30/17 1.07 1.05 192 07/31/17 1.08 1.05 192 08/01/17 1.08 1.05 193 08/02/17 1.08 1.05 195 08/03/17 1.08 1.05 194 08/04/17 1.08 1.05 193 08/05/17 1.08 1.06 193 08/06/17 1.08 1.06 193 08/07/17 1.08 1.06 192 08/08/17 1.08 1.06 191 08/09/17 1.08 1.06 189 8/09/2017 .00002531309414880 0.998940671 Earnings Ratio: Fair Value Factor: Daily:1.03% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:0.92% Quarter Ending 06/30/17 Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 0.93% *Daily yield does not reflect capital gains or losses 194 Treasuries 43.10% Mortgages 0.05%Agencies 18.55% Certificates of Deposit/Bank Notes 19.49% Time Deposits 7.42% Commercial Paper 10.50% Loans 0.89% Pooled Money Investment Account Portfolio Composition 07/31/17 $75.9 billion City Funds CAMP Account For the Month Ending July 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 70,933.77 1,182,763.17 (1,167,707.64) 0.00 $85,989.30 CAMP Pool Unsettled Trades 0.00 63.67 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,015,857.58 1,156,962.89 (1,149,311.79) 49,518.28 $30,073,026.96 CAMP Managed Account Unsettled Trades 0.00 16,306.09 Cash Dividends and Income July 31, 2017 June 30, 2017 Asset Summary CAMP Pool 85,989.30 70,933.77 CAMP Managed Account 30,073,026.96 30,015,857.58 $30,159,016.26 $30,086,791.35 Total Asset Allocation 0.29% CAMP Pool 99.71% CAMP Managed Account Page 1 For the Month Ending July 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $70,933.77 1,182,763.17 (1,167,707.64) $85,989.30 63.67 $30,015,857.58 (27,264.24) (1,122,047.55) 1,156,962.89 0.00 49,518.28 $30,073,026.96 $30,086,791.35 $30,159,016.26 33,387.71 (8,312.50) (8,769.12) $16,306.09 0.00 1,125,772.44 29,662.82 27,264.24 (1,165,275.39) (17,424.11) 0.00 Managed Account Total 30,105,915.15 30,191,904.45 166,379.07 1,125,772.44 27,264.24 29,662.82 (1,165,275.39) (30,109,587.06) (147,046.88) 0.00 166,379.07 2,293,480.08 27,264.24 29,662.82 (2,348,038.56) (30,180,520.83) (147,046.88) 63.67 Total Accrual Basis Earnings $33,084.39 $33,148.06 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 11,740,000.00 11,829,351.45 39.22 Municipal Bond / Note 290,000.00 290,611.75 0.96 Federal Agency Collateralized Mortgage Obligation 460,901.06 460,798.13 1.53 Federal Agency Bond / Note 5,815,000.00 5,757,240.28 19.09 Corporate Note 6,380,000.00 6,454,597.74 21.40 Commercial Paper 625,000.00 624,835.63 2.07 Certificate of Deposit 4,650,000.00 4,655,591.98 15.44 Managed Account Sub-Total 29,960,901.06 30,073,026.96 99.71% Accrued Interest 166,379.07 Total Portfolio 29,960,901.06 30,239,406.03 CAMP Pool 85,989.30 85,989.30 0.29 Total Investments 30,046,890.36 30,325,395.33 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.44% Cert of Deposit 2.07% Commercial Paper 21.40% Corporate Note 1.53% Fed Agency CMO 19.09% Fed Agy Bond / Note 0.29% Mny Mkt Fund 0.96% Muni Bond / Note 39.22% 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 6.16%5.18% 13.93% 28.71%27.38% 18.64% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.59 985 1.63% 1.61% Page 3 For the Month Ending July 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.71% A 11.19% A+ 3.71% A- 2.07% A-1 1.91% A-1+ 0.42% AA 60.86% AA+ 11.49% AA- 1.00% AAA 0.29% AAAm 2.35% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 381,799.12 1.27 AMERICAN EXPRESS CO 580,646.50 1.93 AMERICAN HONDA FINANCE 309,126.73 1.02 APPLE INC 603,045.00 2.00 BANK OF MONTREAL 574,529.65 1.91 BANK OF NOVA SCOTIA 149,425.35 0.50 BB&T CORPORATION 159,377.25 0.53 BURLINGTON NORTHERN SANTA FE 85,989.30 0.29 CAMP Pool 576,920.50 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 440,898.48 1.46 CHEVRON CORPORATION 575,326.65 1.91 CISCO SYSTEMS INC 407,981.04 1.35 CITIGROUP INC 624,835.63 2.07 CREDIT AGRICOLE SA 280,443.08 0.93 DEERE & COMPANY 3,306,649.56 10.95 FANNIE MAE 2,164,774.35 7.17 FEDERAL HOME LOAN BANKS 746,614.50 2.48 FREDDIE MAC 272,199.25 0.90 GENERAL ELECTRIC CO 300,784.20 1.00 GOLDMAN SACHS GROUP INC 150,627.00 0.50 HOME DEPOT INC 575,365.13 1.91 HSBC HOLDINGS PLC 586,472.98 1.94 JP MORGAN CHASE & CO 301,302.00 1.00 MICROSOFT CORP 576,920.50 1.91 NORDEA BANK AB 575,983.25 1.91 ROYAL BANK OF CANADA 574,683.75 1.91 SKANDINAVISKA ENSKILDA BANKEN AB 165,115.50 0.55 STATE OF CONNECTICUT 74,547.38 0.25 STATE STREET CORPORATION 598,144.20 1.98 SVENSKA HANDELSBANKEN AB 303,112.20 1.01 THE BANK OF NEW YORK MELLON CORPORATION 300,595.00 1.00 THE WALT DISNEY CORPORATION 427,532.33 1.42 TOYOTA MOTOR CORP Page 4 For the Month Ending July 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 11,829,351.45 39.21 UNITED STATES TREASURY 125,496.25 0.42 UNIVERSITY OF CALIFORNIA 452,401.20 1.50 WELLS FARGO & COMPANY $30,159,016.26 Total 100.00% Page 5 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 257,654.02 257,364.60 440.44 254,982.81 05/29/1505/28/15AaaAA+ 260,000.00 912828UB4 1.44 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1,068,661.65 1,062,165.59 9,337.30 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 844,888.80 850,766.41 3,714.95 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 152,015.70 153,038.87 508.20 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 384,682.50 388,652.42 774.46 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 803,875.20 810,768.41 1,217.39 814,343.75 05/31/1605/27/16AaaAA+ 800,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 582,479.60 596,781.62 4,812.50 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 285,865.18 292,861.81 1,218.24 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 247,353.50 245,569.67 868.72 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 346,294.90 343,943.93 1,216.20 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 889,734.60 878,638.39 2,096.31 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,214,437.20 1,235,024.04 4,065.57 1,243,125.00 09/02/1609/01/16AaaAA+ 1,200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 328,554.85 335,206.20 2,720.11 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 808,750.40 805,757.06 6,695.65 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 Page 6 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,036,211.45 1,027,649.87 8,578.80 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,162,578.70 1,156,874.60 9,625.00 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,415,313.20 1,414,947.79 11,717.39 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 69,607.23 11,829,351.45 11,856,011.28 1.59 11,889,446.68 11,740,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 125,496.25 125,000.00 502.44 125,000.00 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 165,115.50 165,193.35 1,230.46 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 1,732.90 290,611.75 290,193.35 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 110,848.18 111,108.38 143.34 112,078.86 04/30/1504/15/15AaaAA+ 110,969.56 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 125,047.60 125,454.54 197.74 126,249.99 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 224,902.35 226,008.40 308.53 227,183.94 10/30/1510/07/15AaaAA+ 224,931.50 3136AQDQ0 1.08 649.61 460,798.13 462,571.32 1.05 465,512.79 460,901.06 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 717,180.88 724,183.11 3,154.25 723,782.00 08/02/1607/29/16AaaAA+ 725,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 717,279.48 724,063.37 3,101.39 723,608.00 08/04/1608/03/16AaaAA+ 725,000.00 3130A8Y72 0.94 Page 7 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 594,720.00 599,347.01 2,550.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 396,052.00 399,198.99 1,077.78 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 738,747.92 739,869.15 2,148.06 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 549,551.75 549,696.93 3,506.25 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 746,614.50 747,670.44 2,893.23 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 708,746.95 721,490.33 385.16 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 137,280.92 139,609.74 797.22 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 451,065.88 458,481.87 2,619.44 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 22,232.78 5,757,240.28 5,803,610.94 1.22 5,800,544.14 5,815,000.00 Security Type Sub-Total Corporate Note APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,126.73 309,823.26 757.78 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 440,898.48 440,000.00 776.92 440,000.00 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 272,523.15 270,929.07 2,390.63 272,565.00 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 302,803.50 301,299.67 2,656.25 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 Page 8 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,130.70 49,918.66 266.67 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 250,653.50 249,906.37 1,333.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 105,189.84 104,965.84 322.88 104,945.40 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 580,646.50 574,544.08 5,965.63 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 159,377.25 160,275.47 2,350.00 165,585.00 06/08/1606/03/16A3A 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 272,199.25 270,372.19 878.47 289,082.50 03/25/1503/20/15A1AA- 250,000.00 36962G4J0 2.05 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 302,791.20 299,901.68 428.75 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 75,400.20 75,152.56 4.48 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 377,001.00 376,345.40 22.40 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 301,302.00 299,830.82 2,697.92 299,799.00 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 181,469.52 179,837.75 1,628.00 179,812.80 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 125,553.00 124,971.72 981.77 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 201,652.80 200,957.93 1,660.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 Page 9 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 225,879.53 224,906.22 1,267.50 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 150,627.00 149,917.41 420.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 175,042.00 174,807.10 481.25 174,797.00 06/06/1706/01/17A2A+ 175,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 586,472.98 576,754.60 1,669.10 577,857.75 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 303,112.20 305,334.78 2,208.33 306,978.00 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 200,329.60 199,642.47 1,075.00 199,536.00 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 149,425.35 149,924.29 691.88 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 74,547.38 74,781.49 292.50 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 280,443.08 273,882.42 506.08 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 33,733.80 6,454,597.74 6,418,983.25 2.06 6,449,015.80 6,380,000.00 Security Type Sub-Total Commercial Paper CREDIT AGRICOLE CIB NY COMM PAPER DTD 02/08/2017 0.000% 08/08/2017 624,835.63 624,845.66 0.00 621,031.25 02/09/1702/09/17P-1A-1 625,000.00 22533TV86 1.28 0.00 624,835.63 624,845.66 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 574,683.75 575,000.00 6,098.83 575,000.00 11/17/1511/16/15Aa3A+ 575,000.00 83050FBG5 1.48 Page 10 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 575,365.13 575,000.00 15,299.47 575,000.00 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 575,983.25 575,000.00 3,855.69 575,000.00 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 576,920.50 574,699.35 1,714.78 574,551.50 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 576,920.50 575,000.00 1,771.00 575,000.00 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 598,144.20 600,000.00 693.00 600,000.00 01/12/1701/10/17Aa2AA- 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 603,045.00 600,000.00 5,420.67 600,000.00 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 574,529.65 575,000.00 3,569.31 575,000.00 04/06/1704/05/17A1A+ 575,000.00 06417GUE6 1.91 38,422.75 4,655,591.98 4,649,699.35 1.74 4,649,551.50 4,650,000.00 Security Type Sub-Total 29,960,901.06 30,165,565.81 1.63 166,379.07 30,105,915.15 30,073,026.96 Managed Account Sub-Total Money Market Fund CAMP Pool 85,989.30 85,989.30 0.00 85,989.30 NRAAAm 85,989.30 85,989.30 85,989.30 0.00 85,989.30 85,989.30 Money Market Sub-Total $30,046,890.36 $30,251,555.11 $166,379.07 $30,191,904.45 $30,159,016.26 1.63% $30,325,395.33 $166,379.07 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.29 289.42 2,671.21 257,654.02 99.10 CITIGRP 260,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.39 2.29 2.95 6,496.06 491.73 1,068,661.65 101.78 MORGANST 1,050,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.53 2.95 3.14 (5,877.61)(10,664.33) 844,888.80 100.58 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.57 3.14 3.21 (1,023.17)(2,267.50) 152,015.70 101.34 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.58 3.21 3.27 (3,969.92)(9,155.39) 384,682.50 102.58 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.60 3.27 3.30 (6,893.21)(10,468.55) 803,875.20 100.48 MORGANST 800,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.60 3.30 3.42 (14,302.02)(20,641.49) 582,479.60 101.30 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.62 3.42 3.55 (6,996.63)(7,827.79) 285,865.18 98.57 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.65 3.55 3.62 1,783.83 2,343.73 247,353.50 98.94 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.67 3.62 3.62 2,350.97 3,240.21 346,294.90 98.94 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.67 3.62 3.71 11,096.21 13,113.51 889,734.60 98.86 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.68 3.71 3.67 (20,586.84)(28,687.80) 1,214,437.20 101.20 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.67 3.67 3.88 (6,651.35)(8,645.35) 328,554.85 101.09 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 2,993.34 2,562.90 808,750.40 101.09 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 8,561.58 8,168.48 1,036,211.45 101.09 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 5,704.10 5,615.81 1,162,578.70 101.09 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 365.41 55.39 1,415,313.20 101.09 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 Page 12 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration (60,095.23) 1.66 3.56 (26,659.83) 11,829,351.45 11,740,000.00 Security Type Sub-Total 3.56 Municipal Bond / Note 0.78 496.25 496.25 125,496.25 100.40 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.40 0.78 1.58 (77.85)(348.15) 165,115.50 100.07 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.93 1.58 148.10 1.70 1.23 418.40 290,611.75 290,000.00 Security Type Sub-Total 1.23 Federal Agency Collateralized Mortgage Obligation 0.55 (260.20)(1,230.68) 110,848.18 99.89 GOLDMAN 110,969.56 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.56 0.54 1.23 (406.94)(1,202.39) 125,047.60 100.04 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.76 0.70 1.89 (1,106.05)(2,281.59) 224,902.35 99.99 MORGANST 224,931.50 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.59 1.09 (4,714.66) 1.63 1.39 (1,773.19) 460,798.13 460,901.06 Security Type Sub-Total 0.85 Federal Agency Bond / Note 1.97 (7,002.23)(6,601.12) 717,180.88 98.92 GOLDMAN 725,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.42 1.97 1.98 (6,783.89)(6,328.52) 717,279.48 98.94 WELLSFAR 725,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.41 1.98 2.04 (4,627.01)(4,344.00) 594,720.00 99.12 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.43 2.04 2.19 (3,146.99)(2,876.00) 396,052.00 99.01 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.45 2.19 2.24 (1,121.23)(1,081.88) 738,747.92 99.83 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.45 2.24 2.50 (145.18)(96.25) 549,551.75 99.92 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.53 2.50 2.65 (1,055.94)(820.50) 746,614.50 99.55 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.54 2.65 Page 13 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 3.84 (12,743.38)(11,844.33) 708,746.95 97.76 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.71 3.84 3.90 (2,328.82)(2,240.14) 137,280.92 98.06 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.75 3.90 3.90 (7,415.99)(7,071.12) 451,065.88 98.06 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.75 3.90 (43,303.86) 1.52 2.59 (46,370.66) 5,757,240.28 5,815,000.00 Security Type Sub-Total 2.59 Corporate Note 0.75 (696.53) 270.63 309,126.73 99.72 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.38 0.75 0.89 898.48 898.48 440,898.48 100.20 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.49 0.89 1.54 1,594.08 (41.85) 272,523.15 100.93 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.53 1.54 1.54 1,503.83 (13.50) 302,803.50 100.93 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.53 1.54 1.61 212.04 269.70 50,130.70 100.26 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.85 1.65 1.61 747.13 813.50 250,653.50 100.26 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.85 1.65 1.80 224.00 244.44 105,189.84 100.18 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.95 1.80 1.97 6,102.42 6,710.25 580,646.50 100.98 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.76 1.97 2.04 (898.22)(6,207.75) 159,377.25 106.25 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.75 2.04 2.29 1,827.06 (16,883.25) 272,199.25 108.88 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.76 2.29 Page 14 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.36 2,889.52 2,911.20 302,791.20 100.93 CITIGRP 300,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.06 2.36 2.42 247.64 112.20 75,400.20 100.53 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 1.93 2.42 2.42 655.60 (620.25) 377,001.00 100.53 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 1.93 2.42 2.43 1,471.18 1,503.00 301,302.00 100.43 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.67 2.43 2.49 1,631.77 1,656.72 181,469.52 100.82 MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 1.88 2.49 2.50 581.28 585.50 125,553.00 100.44 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.77 2.50 2.51 694.87 (123.20) 201,652.80 100.83 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.82 2.51 2.62 973.31 983.03 225,879.53 100.39 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.80 2.62 2.76 709.59 714.00 150,627.00 100.42 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.65 2.76 2.75 234.90 245.00 175,042.00 100.02 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.79 2.75 2.69 9,718.38 8,615.23 586,472.98 102.00 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.04 2.72 3.50 (2,222.58)(3,865.80) 303,112.20 101.04 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.21 3.50 3.57 687.13 793.60 200,329.60 100.16 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 2.20 3.57 3.60 (498.94)(475.65) 149,425.35 99.62 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.16 3.60 3.63 (234.11)(169.12) 74,547.38 99.40 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.12 3.63 4.16 6,560.66 6,655.83 280,443.08 101.98 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.18 4.16 Page 15 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration 5,581.94 1.83 2.31 35,614.49 6,454,597.74 6,380,000.00 Security Type Sub-Total 2.31 Commercial Paper 0.02 (10.03) 3,804.38 624,835.63 99.97 CREDAG 625,000.00 22533TV86CREDIT AGRICOLE CIB NY COMM PAPER DTD 02/08/2017 0.000% 08/08/2017 1.18 0.02 3,804.38 1.18 0.02 (10.03) 624,835.63 625,000.00 Security Type Sub-Total 0.02 Certificate of Deposit 0.29 (316.25)(316.25) 574,683.75 99.95 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.62 0.29 0.30 365.13 365.13 575,365.13 100.06 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.36 0.30 0.60 983.25 983.25 575,983.25 100.17 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 0.60 1.31 2,221.15 2,369.00 576,920.50 100.33 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.48 1.31 1.33 1,920.50 1,920.50 576,920.50 100.33 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.84 1.33 1.44 (1,855.80)(1,855.80) 598,144.20 99.69 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.43 1.44 1.52 3,045.00 3,045.00 603,045.00 100.51 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 0.95 1.52 1.67 (470.35)(470.35) 574,529.65 99.92 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.59 1.67 6,040.48 1.33 1.06 5,892.63 4,655,591.98 4,650,000.00 Security Type Sub-Total 1.06 29,960,901.06 30,073,026.96 (92,538.85) (32,888.19) 2.59 1.61 Managed Account Sub-Total 2.58 Money Market Fund 0.00 0.00 0.00 85,989.30 1.00 85,989.30 CAMP Pool 0.00 85,989.30 85,989.30 0.00 0.00 0.00 Money Market Sub-Total 0.00 Page 16 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $30,325,395.33 $166,379.07 $30,159,016.26 Accrued Interest Securities Sub-Total $30,046,890.36 ($92,538.85) ($32,888.19) 2.59 1.61% 2.58 Page 17 For the Month Ending July 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 07/11/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (1,156,962.89)(8,312.50)(1,165,275.39) 1,150,000.00 07/06/17 (8,312.50) (1,165,275.39)(1,156,962.89) 1,150,000.00 Transaction Type Sub-Total INTEREST 07/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 197.72 197.72 125,000.00 07/01/17 07/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 554.56 554.56 237,636.63 07/01/17 07/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 162.67 162.67 125,528.67 07/01/17 07/06/17 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 0.00 3,643.75 3,643.75 275,000.00 07/06/17 07/08/17 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 36962G4J0 0.00 6,875.00 6,875.00 250,000.00 07/08/17 07/10/17 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 3,675.00 3,675.00 300,000.00 07/10/17 07/10/17 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 5,638.50 5,638.50 600,000.00 07/10/17 07/14/17 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 4,078.12 4,078.12 725,000.00 07/14/17 07/30/17 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 806.25 806.25 75,000.00 07/30/17 07/30/17 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 4,031.25 4,031.25 375,000.00 07/30/17 29,662.82 29,662.82 0.00 3,088,165.30 Transaction Type Sub-Total PAYDOWNS 07/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 12,705.13 0.00 12,705.13 (127.23) 0.00 12,705.13 07/01/17 07/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 14,559.11 0.00 14,559.11 (145.54) 0.00 14,559.11 07/01/17 Page 18 For the Month Ending July 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method 0.00 0.00 (272.77) 27,264.24 27,264.24 27,264.24 Transaction Type Sub-Total SELL 07/11/17 FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 3137EAEB1 425,102.30 1,797.64 426,899.94 (3,857.10)(4,192.35)FIFO 430,000.00 07/06/17 07/11/17 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 373,031.25 1,007.81 374,039.06 (4,226.25)(3,466.13)FIFO 375,000.00 07/06/17 07/11/17 FEDERAL HOME LOAN BANK AGENCY NOTES DTD 05/12/2017 1.375% 05/28/2019 3130ABF92 199,764.00 450.69 200,214.69 142.00 111.92 FIFO 200,000.00 07/06/17 07/11/17 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 124,150.00 468.75 124,618.75 (555.00)(689.47)FIFO 125,000.00 07/06/17 3,724.89 (8,236.03)(8,496.35) 1,125,772.44 1,122,047.55 1,130,000.00 Transaction Type Sub-Total (7,651.10) 25,075.21 17,424.11 (8,769.12) (8,236.03)Managed Account Sub-Total Total Security Transactions ($8,769.12)$17,424.11 $25,075.21 ($7,651.10)($8,236.03) Page 19 For the Month Ending July 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 70,933.77 Opening Balance 07/06/17 07/06/17 Purchase - Interest 24422ETL3 1.00 3,643.75 74,577.52 07/10/17 07/10/17 Purchase - Interest 172967LF6 1.00 3,675.00 78,252.52 07/10/17 07/10/17 Purchase - Interest 36962G4J0 1.00 6,875.00 85,127.52 07/10/17 07/10/17 Purchase - Interest 86958JHB8 1.00 5,638.50 90,766.02 07/11/17 07/11/17 Purchase - Principal 3130ABF92 1.00 199,764.00 290,530.02 07/11/17 07/11/17 Purchase - Interest 3130ABF92 1.00 450.69 290,980.71 07/11/17 07/11/17 Purchase - Principal 3135G0J53 1.00 124,150.00 415,130.71 07/11/17 07/11/17 Purchase - Interest 3135G0J53 1.00 468.75 415,599.46 07/11/17 07/11/17 Purchase - Principal 3137EADZ9 1.00 373,031.25 788,630.71 07/11/17 07/11/17 Purchase - Interest 3137EADZ9 1.00 1,007.81 789,638.52 07/11/17 07/11/17 Purchase - Principal 3137EAEB1 1.00 425,102.30 1,214,740.82 07/11/17 07/11/17 Purchase - Interest 3137EAEB1 1.00 1,797.64 1,216,538.46 07/11/17 07/11/17 Redemption - Interest 912828D72 1.00 (8,312.50) 1,208,225.96 07/11/17 07/11/17 Redemption - Principal 912828D72 1.00 (1,156,962.89) 51,263.07 07/14/17 07/14/17 Purchase - Interest 3130A8QS5 1.00 4,078.12 55,341.19 07/25/17 07/25/17 Purchase - Interest 3136ANJY4 1.00 162.67 55,503.86 07/25/17 07/25/17 Purchase - Interest 3136AQDQ0 1.00 554.56 56,058.42 07/25/17 07/25/17 Purchase - Interest 3136AQSW1 1.00 197.72 56,256.14 07/25/17 07/25/17 Purchase - Principal 3136ANJY4 1.00 14,559.11 70,815.25 07/25/17 07/25/17 Purchase - Principal 3136AQDQ0 1.00 12,705.13 83,520.38 07/25/17 07/25/17 IP Fees June 2017 1.00 (2,297.11) 81,223.27 Page 20 For the Month Ending July 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 07/25/17 07/25/17 U.S. Bank Fees May 2017 1.00 (135.14) 81,088.13 07/31/17 07/31/17 Purchase - Interest 94974BGF1 1.00 806.25 81,894.38 07/31/17 07/31/17 Purchase - Interest 94974BGF1 1.00 4,031.25 85,925.63 07/31/17 08/01/17 Accrual Income Div Reinvestment - Distributions 1.00 63.67 85,989.30 85,989.30 85,989.30 85,989.30 67,058.24 358.84 0.00 (10,778,090.93) 10,836,025.32 28,054.91 63.67 85,989.30 0.00 (1,167,707.64) 1,182,763.17 70,933.77 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 July January-July 1.12% Page 21 Housing Funds CAMP Account For the Month Ending July 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 46,351.65 89,734.28 (101,735.52) 0.00 $34,350.41 CAMP Pool Unsettled Trades 0.00 32.59 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,055,493.32 100,605.47 (84,360.05) 8,280.19 $5,080,018.93 CAMP Managed Account Unsettled Trades 0.00 3,961.71 Cash Dividends and Income July 31, 2017 June 30, 2017 Asset Summary CAMP Pool 34,350.41 46,351.65 CAMP Managed Account 5,080,018.93 5,055,493.32 $5,114,369.34 $5,101,844.97 Total Asset Allocation 0.67% CAMP Pool 99.33% CAMP Managed Account Page 1 For the Month Ending July 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $46,351.65 89,734.28 (101,735.52) $34,350.41 32.59 $5,055,493.32 (4,853.60) (79,506.45) 100,605.47 0.00 8,280.19 $5,080,018.93 $5,101,844.97 $5,114,369.34 5,341.64 (722.83) (657.10) $3,961.71 0.00 79,797.63 5,050.46 4,853.60 (101,328.30) 11,626.61 0.00 Managed Account Total 5,090,723.58 5,125,073.99 27,718.13 79,797.63 4,853.60 5,050.46 (101,328.30) (5,075,713.90) (24,821.91) 0.00 27,718.13 181,533.15 4,853.60 5,050.46 (191,062.58) (5,122,065.55) (24,821.91) 32.59 Total Accrual Basis Earnings $6,279.29 $6,311.88 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,060,000.00 2,078,218.87 40.63 Municipal Bond / Note 30,000.00 30,021.00 0.59 Federal Agency Collateralized Mortgage Obligation 83,745.84 83,727.93 1.64 Federal Agency Bond / Note 1,050,000.00 1,039,432.69 20.32 Corporate Note 1,140,000.00 1,147,988.54 22.45 Certificate of Deposit 700,000.00 700,629.90 13.70 Managed Account Sub-Total 5,063,745.84 5,080,018.93 99.33% Accrued Interest 27,718.13 Total Portfolio 5,063,745.84 5,107,737.06 CAMP Pool 34,350.41 34,350.41 0.67 Total Investments 5,098,096.25 5,142,087.47 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.70% Cert of Deposit 22.45% Corporate Note 1.64% Fed Agency CMO 20.32% Fed Agy Bond / Note 0.67% Mny Mkt Fund 0.59% Muni Bond / Note 40.63% 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 4.58% 6.95% 12.35% 29.12%30.16% 16.84% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.61 992 1.59% 1.61% Page 3 For the Month Ending July 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 8.37% A 9.41% A+ 3.07% A- 1.96% A-1+ 63.67% AA+ 9.41% AA- 0.98% AAA 0.67% AAAm 2.46% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,244.92 0.59 AMERICAN EXPRESS CO 100,982.00 1.97 AMERICAN HONDA FINANCE 54,845.07 1.07 APPLE INC 100,507.50 1.97 BANK OF MONTREAL 99,918.20 1.95 BANK OF NOVA SCOTIA 24,904.23 0.49 BB&T CORPORATION 26,562.88 0.52 BURLINGTON NORTHERN SANTA FE 34,350.41 0.67 CAMP Pool 80,163.36 1.57 CHEVRON CORPORATION 100,934.50 1.97 CISCO SYSTEMS INC 75,510.40 1.48 CITIGROUP INC 25,112.25 0.49 DEERE & COMPANY 524,167.15 10.25 FANNIE MAE 474,557.72 9.28 FEDERAL HOME LOAN BANKS 124,435.75 2.43 FREDDIE MAC 50,130.70 0.98 GOLDMAN SACHS GROUP INC 25,104.50 0.49 HOME DEPOT INC 100,063.50 1.96 HSBC HOLDINGS PLC 101,995.30 1.99 JP MORGAN CHASE & CO 50,217.00 0.98 MICROSOFT CORP 100,334.00 1.96 NORDEA BANK AB 100,171.00 1.96 ROYAL BANK OF CANADA 99,945.00 1.95 SKANDINAVISKA ENSKILDA BANKEN AB 30,021.00 0.59 STATE OF CONNECTICUT 24,849.13 0.49 STATE STREET CORPORATION 99,690.70 1.95 SVENSKA HANDELSBANKEN AB 150,486.50 2.94 THE BANK OF NEW YORK MELLON CORPORATION 50,012.00 0.98 THE WALT DISNEY CORPORATION 2,078,218.87 40.64 UNITED STATES TREASURY 175,933.80 3.44 WELLS FARGO & COMPANY $5,114,369.34 Total 100.00% Page 4 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 76,060.58 75,922.86 4.08 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 178,110.28 177,027.60 1,556.22 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,582.00 101,281.71 442.26 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 76,007.85 76,519.43 254.10 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 128,227.50 129,550.81 258.15 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 125,605.50 126,682.56 190.22 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 101,300.80 103,788.11 836.96 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,215.81 55,542.76 231.05 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 128,623.82 127,750.60 451.73 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 123,574.25 122,033.11 291.15 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 227,706.98 231,567.01 762.30 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 75,820.35 77,355.28 627.72 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 101,093.80 100,597.79 836.96 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,640.70 150,387.78 1,255.43 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 Page 5 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,640.70 151,079.45 1,255.43 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 278,007.95 277,936.17 2,301.63 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 11,555.39 2,078,218.87 2,085,023.03 1.56 2,092,830.67 2,060,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,021.00 30,035.15 223.72 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 223.72 30,021.00 30,035.15 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 20,527.44 20,575.63 26.54 20,755.35 04/30/1504/15/15AaaAA+ 20,549.92 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 25,009.52 25,090.91 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 38,190.97 38,378.79 52.39 38,578.42 10/30/1510/07/15AaaAA+ 38,195.92 3136AQDQ0 1.08 118.47 83,727.93 84,045.33 1.06 84,583.77 83,745.84 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 123,651.88 124,859.16 543.84 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 123,668.88 124,838.51 534.72 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,900.00 124,863.96 531.25 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,868.75 124,922.73 434.03 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 Page 6 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 104,822.34 104,981.43 304.79 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 89,926.65 89,950.41 573.75 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 124,435.75 124,611.74 482.20 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 122,197.75 124,394.89 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,514.45 24,930.31 142.36 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 78,446.24 79,735.98 455.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 4,068.91 1,039,432.69 1,048,089.12 1.20 1,047,567.36 1,050,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 99,967.80 99,996.43 543.75 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 54,845.07 54,968.64 134.44 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 80,163.36 80,000.00 141.26 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 50,467.25 50,172.05 442.71 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 50,467.25 50,216.61 442.71 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 50,130.70 49,981.27 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 Page 7 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,045.20 24,991.87 76.88 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,982.00 99,920.71 1,037.50 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 26,562.88 26,712.58 391.67 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 50,465.20 49,983.61 71.46 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 175,933.80 175,627.85 10.45 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,217.00 49,971.80 449.65 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 30,244.92 29,972.96 271.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 25,104.50 24,986.24 70.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 50,012.00 49,944.89 137.50 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 25,112.25 24,985.29 52.81 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 101,995.30 100,305.15 290.28 100,497.00 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 50,518.70 50,878.46 368.06 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 24,904.23 24,987.38 115.31 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 24,849.13 24,927.16 97.50 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 Account 6025-003 Page 8 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 5,411.94 1,147,988.54 1,143,530.95 1.95 1,145,665.85 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 99,945.00 100,000.00 1,060.67 100,000.00 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 100,063.50 100,000.00 2,660.78 100,000.00 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 100,171.00 100,000.00 670.56 100,000.00 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 100,334.00 100,000.00 308.00 100,000.00 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 99,690.70 100,000.00 115.50 100,000.00 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 100,507.50 100,000.00 903.44 100,000.00 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 99,918.20 100,000.00 620.75 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 6,339.70 700,629.90 700,000.00 1.74 700,000.00 700,000.00 Security Type Sub-Total 5,063,745.84 5,100,731.95 1.59 27,718.13 5,090,723.58 5,080,018.93 Managed Account Sub-Total Money Market Fund CAMP Pool 34,350.41 34,350.41 0.00 34,350.41 NRAAAm 34,350.41 34,350.41 34,350.41 0.00 34,350.41 34,350.41 Money Market Sub-Total $5,098,096.25 $5,135,082.36 $27,718.13 $5,125,073.99 $5,114,369.34 1.59% $5,142,087.47 $27,718.13 Total Investments Accrued Interest Securities Sub-Total Account 6025-003 Page 9 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.91 137.72 (354.46) 76,060.58 101.41 MERRILL 75,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.52 2.91 2.95 1,082.68 81.96 178,110.28 101.78 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.53 2.95 3.14 (699.71)(1,269.56) 100,582.00 100.58 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.57 3.14 3.21 (511.58)(1,133.75) 76,007.85 101.34 MERRILL 75,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.58 3.21 3.27 (1,323.31)(3,051.80) 128,227.50 102.58 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.60 3.27 3.30 (1,077.06)(1,635.71) 125,605.50 100.48 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.60 3.30 3.42 (2,487.31)(3,589.83) 101,300.80 101.30 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.62 3.42 3.55 (1,326.95)(1,484.58) 54,215.81 98.57 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.65 3.55 3.62 873.22 1,203.51 128,623.82 98.94 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.67 3.62 3.71 1,541.14 1,821.32 123,574.25 98.86 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.68 3.71 3.67 (3,860.03)(5,378.96) 227,706.98 101.20 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.67 3.67 3.88 (1,534.93)(1,995.08) 75,820.35 101.09 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 496.01 488.33 101,093.80 101.09 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 1,252.92 1,195.39 151,640.70 101.09 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 561.25 480.54 151,640.70 101.09 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 71.78 10.88 278,007.95 101.09 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 (14,611.80) 1.65 3.55 (6,804.16) 2,078,218.87 2,060,000.00 Security Type Sub-Total 3.55 Account 6025-003 Page 10 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 1.58 (14.15)(63.30) 30,021.00 100.07 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.93 1.58 (63.30) 1.93 1.58 (14.15) 30,021.00 30,000.00 Security Type Sub-Total 1.58 Federal Agency Collateralized Mortgage Obligation 0.55 (48.19)(227.91) 20,527.44 99.89 GOLDMAN 20,549.92 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.56 0.54 1.23 (81.39)(240.48) 25,009.52 100.04 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.76 0.70 1.89 (187.82)(387.45) 38,190.97 99.99 MORGANST 38,195.92 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.59 1.09 (855.84) 1.64 1.37 (317.40) 83,727.93 83,745.84 Security Type Sub-Total 0.84 Federal Agency Bond / Note 1.97 (1,207.28)(1,138.12) 123,651.88 98.92 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.42 1.97 1.98 (1,169.63)(1,091.12) 123,668.88 98.94 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.41 1.98 2.04 (963.96)(905.00) 123,900.00 99.12 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.43 2.04 2.11 (1,053.98)(1,022.50) 123,868.75 99.10 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.43 2.11 2.24 (159.09)(153.51) 104,822.34 99.83 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.45 2.24 2.50 (23.76)(15.75) 89,926.65 99.92 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.53 2.50 2.65 (175.99)(136.75) 124,435.75 99.55 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.54 2.65 3.84 (2,197.14)(2,042.13) 122,197.75 97.76 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.71 3.84 3.90 (415.86)(400.03) 24,514.45 98.06 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.75 3.90 Account 6025-003 Page 11 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 3.90 (1,289.74)(1,229.76) 78,446.24 98.06 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.75 3.90 (8,134.67) 1.52 2.56 (8,656.43) 1,039,432.69 1,050,000.00 Security Type Sub-Total 2.56 Corporate Note 0.59 (28.63)(3.20) 99,967.80 99.97 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.40 0.55 0.75 (123.57) 48.02 54,845.07 99.72 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.38 0.75 0.89 163.36 163.36 80,163.36 100.20 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.49 0.89 1.54 295.20 (7.75) 50,467.25 100.93 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.53 1.54 1.54 250.64 (2.25) 50,467.25 100.93 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.53 1.54 1.61 149.43 162.70 50,130.70 100.26 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.85 1.65 1.80 53.33 58.20 25,045.20 100.18 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.95 1.80 1.97 1,061.29 1,167.00 100,982.00 100.98 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.76 1.97 2.04 (149.70)(1,034.62) 26,562.88 106.25 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.75 2.04 2.36 481.59 485.20 50,465.20 100.93 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.06 2.36 2.42 305.95 (289.45) 175,933.80 100.53 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 1.93 2.42 2.43 245.20 250.50 50,217.00 100.43 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.67 2.43 2.49 271.96 276.12 30,244.92 100.82 MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 1.88 2.49 Account 6025-003 Page 12 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.76 118.26 119.00 25,104.50 100.42 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.65 2.76 2.75 67.11 70.00 50,012.00 100.02 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.79 2.75 2.80 126.96 127.50 25,112.25 100.45 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 1.79 2.80 2.69 1,690.15 1,498.30 101,995.30 102.00 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.04 2.72 3.50 (359.76)(630.30) 50,518.70 101.04 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.21 3.50 3.60 (83.15)(79.27) 24,904.23 99.62 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.16 3.60 3.63 (78.03)(56.37) 24,849.13 99.40 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.12 3.63 2,322.69 1.78 2.05 4,457.59 1,147,988.54 1,140,000.00 Security Type Sub-Total 2.05 Certificate of Deposit 0.29 (55.00)(55.00) 99,945.00 99.95 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.62 0.29 0.30 63.50 63.50 100,063.50 100.06 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.36 0.30 0.60 171.00 171.00 100,171.00 100.17 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 0.60 1.33 334.00 334.00 100,334.00 100.33 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.84 1.33 1.44 (309.30)(309.30) 99,690.70 99.69 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.43 1.44 1.52 507.50 507.50 100,507.50 100.51 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 0.95 1.52 1.67 (81.80)(81.80) 99,918.20 99.92 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.59 1.67 Account 6025-003 Page 13 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration 629.90 1.31 1.02 629.90 700,629.90 700,000.00 Security Type Sub-Total 1.02 5,063,745.84 5,080,018.93 (20,713.02) (10,704.65) 2.61 1.61 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 34,350.41 1.00 34,350.41 CAMP Pool 0.00 34,350.41 34,350.41 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,142,087.47 $27,718.13 $5,114,369.34 Accrued Interest Securities Sub-Total $5,098,096.25 ($20,713.02) ($10,704.65) 2.61 1.61% 2.60 Account 6025-003 Page 14 For the Month Ending July 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 07/11/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (100,605.47)(722.83)(101,328.30) 100,000.00 07/06/17 (722.83) (101,328.30)(100,605.47) 100,000.00 Transaction Type Sub-Total INTEREST 07/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 30.12 30.12 23,246.05 07/01/17 07/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 07/01/17 07/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 94.17 94.17 40,353.39 07/01/17 07/10/17 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 939.75 939.75 100,000.00 07/10/17 07/10/17 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 612.50 612.50 50,000.00 07/10/17 07/14/17 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 703.13 703.13 125,000.00 07/14/17 07/30/17 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 1,881.25 1,881.25 175,000.00 07/30/17 07/31/17 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 0.00 750.00 750.00 75,000.00 07/31/17 5,050.46 5,050.46 0.00 613,599.44 Transaction Type Sub-Total PAYDOWNS 07/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 2,157.47 0.00 2,157.47 (21.60) 0.00 2,157.47 07/01/17 07/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,696.13 0.00 2,696.13 (26.95) 0.00 2,696.13 07/01/17 0.00 0.00 (48.55) 4,853.60 4,853.60 4,853.60 Transaction Type Sub-Total SELL Account 6025-003 Page 15 For the Month Ending July 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 07/11/17 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 5,016.45 9.93 5,026.38 (31.05) 0.16 FIFO 5,000.00 07/06/17 07/11/17 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 24,830.00 93.75 24,923.75 (111.00)(137.89)FIFO 25,000.00 07/06/17 07/11/17 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 49,660.00 187.50 49,847.50 (466.50)(420.97)FIFO 50,000.00 07/06/17 291.18 (558.70)(608.55) 79,797.63 79,506.45 80,000.00 Transaction Type Sub-Total (16,245.42) 4,618.81 (11,626.61) (657.10) (558.70)Managed Account Sub-Total Total Security Transactions ($657.10)($11,626.61)$4,618.81 ($16,245.42)($558.70) Page 16 For the Month Ending July 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 46,351.65 Opening Balance 07/10/17 07/10/17 Purchase - Interest 172967LF6 1.00 612.50 46,964.15 07/10/17 07/10/17 Purchase - Interest 86958JHB8 1.00 939.75 47,903.90 07/11/17 07/11/17 Purchase - Interest 3135G0J53 1.00 93.75 47,997.65 07/11/17 07/11/17 Purchase - Interest 3135G0J53 1.00 187.50 48,185.15 07/11/17 07/11/17 Purchase - Principal 3135G0J53 1.00 24,830.00 73,015.15 07/11/17 07/11/17 Purchase - Principal 3135G0J53 1.00 49,660.00 122,675.15 07/11/17 07/11/17 Purchase - Interest 3135G0YT4 1.00 9.93 122,685.08 07/11/17 07/11/17 Purchase - Principal 3135G0YT4 1.00 5,016.45 127,701.53 07/11/17 07/11/17 Redemption - Interest 912828D72 1.00 (722.83) 126,978.70 07/11/17 07/11/17 Redemption - Principal 912828D72 1.00 (100,605.47) 26,373.23 07/14/17 07/14/17 Purchase - Interest 3130A8QS5 1.00 703.13 27,076.36 07/25/17 07/25/17 Purchase - Interest 3136ANJY4 1.00 30.12 27,106.48 07/25/17 07/25/17 Purchase - Interest 3136AQDQ0 1.00 94.17 27,200.65 07/25/17 07/25/17 Purchase - Interest 3136AQSW1 1.00 39.54 27,240.19 07/25/17 07/25/17 Purchase - Principal 3136ANJY4 1.00 2,696.13 29,936.32 07/25/17 07/25/17 Purchase - Principal 3136AQDQ0 1.00 2,157.47 32,093.79 07/25/17 07/25/17 IP Fees June 2017 1.00 (384.77) 31,709.02 07/25/17 07/25/17 U.S. Bank Fees May 2017 1.00 (22.45) 31,686.57 07/31/17 07/31/17 Purchase - Interest 912828VP2 1.00 750.00 32,436.57 07/31/17 07/31/17 Purchase - Interest 94974BGF1 1.00 1,881.25 34,317.82 07/31/17 08/01/17 Accrual Income Div Reinvestment - Distributions 1.00 32.59 34,350.41 Page 17 For the Month Ending July 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 34,350.41 34,350.41 34,350.41 34,403.17 305.67 0.00 (1,530,012.74) 1,553,757.38 10,605.77 32.59 34,350.41 0.00 (101,735.52) 89,734.28 46,351.65 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 July January-July 1.12% Page 18 Successor Agency CAMP Account For the Month Ending July 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 17,792.13 198,454.37 (192,351.96) 0.00 $23,894.54 CAMP Pool Unsettled Trades 0.00 18.87 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,287,241.82 190,849.40 (194,753.76) 8,654.55 $5,291,992.01 CAMP Managed Account Unsettled Trades 0.00 918.72 Cash Dividends and Income July 31, 2017 June 30, 2017 Asset Summary CAMP Pool 23,894.54 17,792.13 CAMP Managed Account 5,291,992.01 5,287,241.82 $5,315,886.55 $5,305,033.95 Total Asset Allocation 0.45% CAMP Pool 99.55% CAMP Managed Account Page 1 For the Month Ending July 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $17,792.13 198,454.37 (192,351.96) $23,894.54 18.87 $5,287,241.82 (4,853.60) (189,900.16) 190,849.40 0.00 8,654.55 $5,291,992.01 $5,305,033.95 $5,315,886.55 3,681.74 (1,084.24) (1,678.78) $918.72 0.00 190,500.19 3,081.71 4,853.60 (191,933.64) (6,501.86) 0.00 Managed Account Total 5,302,920.24 5,326,814.78 29,712.80 190,500.19 4,853.60 3,081.71 (191,933.64) (5,308,665.32) (24,658.99) 0.00 29,712.80 382,852.15 4,853.60 3,081.71 (390,388.01) (5,326,457.45) (24,658.99) 18.87 Total Accrual Basis Earnings $5,810.59 $5,829.46 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,005,000.00 2,021,234.20 38.03 Municipal Bond / Note 30,000.00 30,021.00 0.56 Federal Agency Collateralized Mortgage Obligation 83,745.84 83,727.93 1.58 Federal Agency Bond / Note 1,370,000.00 1,357,367.61 25.53 Corporate Note 1,090,000.00 1,099,011.37 20.67 Certificate of Deposit 700,000.00 700,629.90 13.18 Managed Account Sub-Total 5,278,745.84 5,291,992.01 99.55% Accrued Interest 29,712.80 Total Portfolio 5,278,745.84 5,321,704.81 CAMP Pool 23,894.54 23,894.54 0.45 Total Investments 5,302,640.38 5,345,599.35 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.18% Cert of Deposit 20.67% Corporate Note 1.58% Fed Agency CMO 25.53% Fed Agy Bond / Note 0.45% Mny Mkt Fund 0.56% Muni Bond / Note 38.03% 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 4.21% 6.22% 14.04% 29.66% 26.81% 19.06% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.61 991 1.58% 1.60% Page 3 For the Month Ending July 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.71% A 9.06% A+ 2.96% A- 1.88% A-1+ 66.17% AA+ 10.47% AA- 0.94% AAA 0.45% AAAm 2.36% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,244.92 0.57 AMERICAN EXPRESS CO 100,982.00 1.90 AMERICAN HONDA FINANCE 54,845.07 1.03 APPLE INC 100,507.50 1.89 BANK OF MONTREAL 99,918.20 1.88 BANK OF NOVA SCOTIA 24,904.23 0.47 BB&T CORPORATION 26,562.88 0.50 BURLINGTON NORTHERN SANTA FE 23,894.54 0.45 CAMP Pool 80,163.36 1.51 CHEVRON CORPORATION 100,934.50 1.90 CISCO SYSTEMS INC 75,510.40 1.42 CITIGROUP INC 50,989.65 0.96 DEERE & COMPANY 662,423.15 12.47 FANNIE MAE 559,494.35 10.52 FEDERAL HOME LOAN BANKS 219,178.04 4.12 FREDDIE MAC 50,130.70 0.94 GOLDMAN SACHS GROUP INC 25,104.50 0.47 HOME DEPOT INC 100,063.50 1.88 HSBC HOLDINGS PLC 101,995.30 1.92 JP MORGAN CHASE & CO 50,217.00 0.94 MICROSOFT CORP 100,334.00 1.89 NORDEA BANK AB 100,171.00 1.88 ROYAL BANK OF CANADA 99,945.00 1.88 SKANDINAVISKA ENSKILDA BANKEN AB 30,021.00 0.56 STATE OF CONNECTICUT 24,849.13 0.47 STATE STREET CORPORATION 99,690.70 1.88 SVENSKA HANDELSBANKEN AB 125,494.55 2.36 THE BANK OF NEW YORK MELLON CORPORATION 50,116.60 0.94 THE WALT DISNEY CORPORATION 75,293.18 1.42 TOYOTA MOTOR CORP 2,021,234.20 38.03 UNITED STATES TREASURY 50,673.40 0.95 WELLS FARGO & COMPANY Page 4 For the Month Ending July 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY $5,315,886.55 Total 100.00% Page 5 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 10,028.91 10,079.01 25.41 10,109.38 11/14/1611/10/16AaaAA+ 10,000.00 912828WL0 1.06 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 188,288.01 187,143.47 1,645.14 188,201.37 12/30/1512/28/15AaaAA+ 185,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,582.00 101,281.71 442.26 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 177,351.65 178,545.34 592.90 179,997.07 03/04/1603/02/16AaaAA+ 175,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 125,605.50 126,682.56 190.22 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 75,975.60 77,841.08 627.72 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 54,215.81 55,542.76 231.05 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 128,623.82 127,750.60 451.73 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 98,859.40 97,626.49 232.92 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 202,406.20 205,837.34 677.60 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 126,367.25 128,925.46 1,046.20 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 126,367.25 125,323.15 1,046.20 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,640.70 150,896.69 1,255.43 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 227,461.05 226,619.17 1,883.15 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 Page 6 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 227,461.05 227,402.32 1,883.15 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 12,231.08 2,021,234.20 2,027,497.15 1.57 2,033,943.16 2,005,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,021.00 30,035.15 223.72 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 223.72 30,021.00 30,035.15 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 20,527.44 20,575.63 28.37 20,755.35 04/30/1504/15/15AaaAA+ 20,549.92 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 25,009.52 25,090.91 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 38,190.97 38,378.79 52.39 38,578.42 10/30/1510/07/15AaaAA+ 38,195.92 3136AQDQ0 1.08 120.30 83,727.93 84,045.33 1.06 84,583.77 83,745.84 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 54,784.29 55,212.74 182.19 55,331.10 08/15/1608/12/16AaaAA+ 55,000.00 3137EADZ9 0.90 FEDERAL HOME LOAN BANK AGENCY NOTES DTD 05/12/2017 1.375% 05/28/2019 49,995.85 49,915.57 150.87 49,905.50 05/12/1705/11/17AaaAA+ 50,000.00 3130ABF92 1.47 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 123,651.88 124,859.16 543.84 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 123,668.88 124,838.51 534.72 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,958.00 39,942.14 18.33 39,941.20 07/19/1707/18/17AaaAA+ 40,000.00 3137EAEH8 1.45 Page 7 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,900.00 124,863.96 531.25 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,868.75 124,922.73 434.03 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 178,223.40 179,639.54 485.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 139,763.12 139,975.24 406.39 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,959.25 49,972.45 318.75 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 124,435.75 124,611.74 482.20 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 122,197.75 124,394.89 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,514.45 24,930.31 142.36 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 78,446.24 79,735.98 455.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 4,751.90 1,357,367.61 1,367,814.96 1.19 1,367,280.31 1,370,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 74,975.85 74,997.33 407.81 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 54,845.07 54,968.64 134.44 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 80,163.36 80,000.00 141.26 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 Page 8 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,467.25 50,172.05 442.71 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 50,467.25 50,216.61 442.71 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 50,130.70 49,981.27 266.67 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 25,045.20 24,991.87 76.88 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,982.00 99,920.71 1,037.50 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 26,562.88 26,712.58 391.67 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 50,465.20 49,983.61 71.46 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 50,217.00 49,971.80 449.65 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 30,244.92 29,972.96 271.33 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 25,110.60 24,994.34 196.35 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 75,293.18 74,968.74 422.50 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 25,104.50 24,986.24 70.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25,006.00 24,972.44 68.75 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 Page 9 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 101,995.30 100,305.15 290.28 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,673.40 50,821.51 191.25 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 50,518.70 50,878.46 368.06 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 24,904.23 24,987.38 115.31 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 24,849.13 24,927.16 97.50 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 50,989.65 49,796.80 92.01 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 6,046.10 1,099,011.37 1,093,527.65 2.00 1,095,340.60 1,090,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 99,945.00 100,000.00 1,060.67 100,000.00 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 100,063.50 100,000.00 2,660.78 100,000.00 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 100,171.00 100,000.00 670.56 100,000.00 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 100,334.00 100,000.00 308.00 100,000.00 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 99,690.70 100,000.00 115.50 100,000.00 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 100,507.50 100,000.00 903.44 100,000.00 02/09/1702/08/17Aa3A+ 100,000.00 06427KRC3 1.90 Page 10 For the Month Ending July 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,918.20 100,000.00 620.75 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 6,339.70 700,629.90 700,000.00 1.74 700,000.00 700,000.00 Security Type Sub-Total 5,278,745.84 5,311,232.14 1.58 29,712.80 5,302,920.24 5,291,992.01 Managed Account Sub-Total Money Market Fund CAMP Pool 23,894.54 23,894.54 0.00 23,894.54 NRAAAm 23,894.54 23,894.54 23,894.54 0.00 23,894.54 23,894.54 Money Market Sub-Total $5,302,640.38 $5,335,126.68 $29,712.80 $5,326,814.78 $5,315,886.55 1.58% $5,345,599.35 $29,712.80 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.80 (50.10)(80.47) 10,028.91 100.29 MORGANST 10,000.00 912828WL0US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 1.34 1.80 2.95 1,144.54 86.64 188,288.01 101.78 MORGANST 185,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.53 2.95 3.14 (699.71)(1,269.56) 100,582.00 100.58 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.57 3.14 3.21 (1,193.69)(2,645.42) 177,351.65 101.34 MERRILL 175,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.58 3.21 3.30 (1,077.06)(1,635.71) 125,605.50 100.48 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.60 3.30 3.42 (1,865.48)(2,692.37) 75,975.60 101.30 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.62 3.42 3.55 (1,326.95)(1,484.58) 54,215.81 98.57 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.65 3.55 3.62 873.22 1,203.50 128,623.82 98.94 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.67 3.62 3.71 1,232.91 1,457.06 98,859.40 98.86 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.68 3.71 3.67 (3,431.14)(4,781.30) 202,406.20 101.20 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.67 3.67 3.88 (2,558.21)(3,325.13) 126,367.25 101.09 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 1,044.10 996.16 126,367.25 101.09 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 744.01 732.50 151,640.70 101.09 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 841.88 720.82 227,461.05 101.09 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 3.88 58.73 8.90 227,461.05 101.09 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.72 3.88 (12,708.96) 1.66 3.58 (6,262.95) 2,021,234.20 2,005,000.00 Security Type Sub-Total 3.58 Municipal Bond / Note Page 12 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 1.58 (14.15)(63.30) 30,021.00 100.07 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.93 1.58 (63.30) 1.93 1.58 (14.15) 30,021.00 30,000.00 Security Type Sub-Total 1.58 Federal Agency Collateralized Mortgage Obligation 0.55 (48.19)(227.91) 20,527.44 99.89 GOLDMAN 20,549.92 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.56 0.54 1.23 (81.39)(240.48) 25,009.52 100.04 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.76 0.70 1.89 (187.82)(387.45) 38,190.97 99.99 MORGANST 38,195.92 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.59 1.09 (855.84) 1.64 1.37 (317.40) 83,727.93 83,745.84 Security Type Sub-Total 0.84 Federal Agency Bond / Note 1.68 (428.45)(546.81) 54,784.29 99.61 TD SEC U 55,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 1.36 1.68 1.79 80.28 90.35 49,995.85 99.99 MERRILL 50,000.00 3130ABF92FEDERAL HOME LOAN BANK AGENCY NOTES DTD 05/12/2017 1.375% 05/28/2019 1.38 1.79 1.97 (1,207.28)(1,138.12) 123,651.88 98.92 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.42 1.97 1.98 (1,169.63)(1,091.12) 123,668.88 98.94 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.41 1.98 2.00 15.86 16.80 39,958.00 99.90 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 1.43 2.00 2.04 (963.96)(905.00) 123,900.00 99.12 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.43 2.04 2.11 (1,053.98)(1,022.50) 123,868.75 99.10 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.43 2.11 2.19 (1,416.14)(1,294.20) 178,223.40 99.01 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.45 2.19 Page 13 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.24 (212.12)(204.68) 139,763.12 99.83 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.45 2.24 2.50 (13.20)(8.75) 49,959.25 99.92 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.53 2.50 2.65 (175.99)(136.75) 124,435.75 99.55 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.54 2.65 3.84 (2,197.14)(2,042.13) 122,197.75 97.76 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.71 3.84 3.90 (415.86)(400.03) 24,514.45 98.06 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.75 3.90 3.90 (1,289.74)(1,229.76) 78,446.24 98.06 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.75 3.90 (9,912.70) 1.49 2.43 (10,447.35) 1,357,367.61 1,370,000.00 Security Type Sub-Total 2.43 Corporate Note 0.59 (21.48)(2.40) 74,975.85 99.97 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.40 0.55 0.75 (123.57) 48.02 54,845.07 99.72 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.38 0.75 0.89 163.36 163.36 80,163.36 100.20 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.49 0.89 1.54 295.20 (7.75) 50,467.25 100.93 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.53 1.54 1.54 250.64 (2.25) 50,467.25 100.93 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.53 1.54 1.61 149.43 162.70 50,130.70 100.26 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.85 1.65 1.80 53.33 58.20 25,045.20 100.18 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.95 1.80 1.97 1,061.29 1,167.00 100,982.00 100.98 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.76 1.97 Page 14 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.04 (149.70)(1,034.62) 26,562.88 106.25 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.75 2.04 2.36 481.59 485.20 50,465.20 100.93 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.06 2.36 2.43 245.20 250.50 50,217.00 100.43 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.67 2.43 2.49 271.96 276.12 30,244.92 100.82 MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 1.88 2.49 2.50 116.26 117.10 25,110.60 100.44 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.77 2.50 2.62 324.44 327.68 75,293.18 100.39 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.80 2.62 2.76 118.26 119.00 25,104.50 100.42 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.65 2.76 2.75 33.56 35.00 25,006.00 100.02 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.79 2.75 2.69 1,690.15 1,498.30 101,995.30 102.00 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.04 2.72 3.19 (148.11)(434.60) 50,673.40 101.35 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.13 3.19 3.50 (359.76)(630.30) 50,518.70 101.04 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.21 3.50 3.60 (83.15)(79.27) 24,904.23 99.62 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.16 3.60 3.63 (78.03)(56.37) 24,849.13 99.40 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.12 3.63 4.16 1,192.85 1,210.15 50,989.65 101.98 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.18 4.16 3,670.77 1.80 2.19 5,483.72 1,099,011.37 1,090,000.00 Security Type Sub-Total 2.19 Certificate of Deposit Page 15 For the Month Ending July 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.29 (55.00)(55.00) 99,945.00 99.95 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.62 0.29 0.30 63.50 63.50 100,063.50 100.06 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.36 0.30 0.60 171.00 171.00 100,171.00 100.17 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 0.60 1.33 334.00 334.00 100,334.00 100.33 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.84 1.33 1.44 (309.30)(309.30) 99,690.70 99.69 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.43 1.44 1.52 507.50 507.50 100,507.50 100.51 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 0.95 1.52 1.67 (81.80)(81.80) 99,918.20 99.92 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.59 1.67 629.90 1.31 1.02 629.90 700,629.90 700,000.00 Security Type Sub-Total 1.02 5,278,745.84 5,291,992.01 (19,240.13) (10,928.23) 2.61 1.60 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 23,894.54 1.00 23,894.54 CAMP Pool 0.00 23,894.54 23,894.54 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,345,599.35 $29,712.80 $5,315,886.55 Accrued Interest Securities Sub-Total $5,302,640.38 ($19,240.13) ($10,928.23) 2.61 1.60% 2.60 Page 16 For the Month Ending July 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 07/11/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (150,908.20)(1,084.24)(151,992.44) 150,000.00 07/06/17 07/19/17 FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 3137EAEH8 (39,941.20) 0.00 (39,941.20) 40,000.00 07/18/17 (1,084.24) (191,933.64)(190,849.40) 190,000.00 Transaction Type Sub-Total INTEREST 07/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 30.12 30.12 23,246.05 07/01/17 07/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 07/01/17 07/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 94.17 94.17 40,353.39 07/01/17 07/06/17 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 0.00 662.50 662.50 50,000.00 07/06/17 07/10/17 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 612.50 612.50 50,000.00 07/10/17 07/10/17 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 939.75 939.75 100,000.00 07/10/17 07/14/17 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 703.13 703.13 125,000.00 07/14/17 3,081.71 3,081.71 0.00 413,599.44 Transaction Type Sub-Total PAYDOWNS 07/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,696.13 0.00 2,696.13 (26.95) 0.00 2,696.13 07/01/17 07/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 2,157.47 0.00 2,157.47 (21.60) 0.00 2,157.47 07/01/17 0.00 0.00 (48.55) 4,853.60 4,853.60 4,853.60 Transaction Type Sub-Total SELL Page 17 For the Month Ending July 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 07/11/17 US TREASURY NOTES DTD 04/30/2014 1.625% 04/30/2019 912828D23 75,292.97 238.45 75,531.42 (732.42)(461.28)FIFO 75,000.00 07/06/17 07/11/17 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 24,830.00 93.75 24,923.75 (111.00)(137.89)FIFO 25,000.00 07/06/17 07/11/17 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 49,660.00 187.50 49,847.50 (466.50)(420.97)FIFO 50,000.00 07/06/17 07/19/17 US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 912828WL0 40,117.19 80.33 40,197.52 (320.31)(204.92)FIFO 40,000.00 07/18/17 600.03 (1,225.06)(1,630.23) 190,500.19 189,900.16 190,000.00 Transaction Type Sub-Total 3,904.36 2,597.50 6,501.86 (1,678.78) (1,225.06)Managed Account Sub-Total Total Security Transactions ($1,678.78)$6,501.86 $2,597.50 $3,904.36 ($1,225.06) Page 18 For the Month Ending July 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 17,792.13 Opening Balance 07/06/17 07/06/17 Purchase - Interest 24422ETL3 1.00 662.50 18,454.63 07/10/17 07/10/17 Purchase - Interest 172967LF6 1.00 612.50 19,067.13 07/10/17 07/10/17 Purchase - Interest 86958JHB8 1.00 939.75 20,006.88 07/11/17 07/11/17 Purchase - Interest 3135G0J53 1.00 93.75 20,100.63 07/11/17 07/11/17 Purchase - Interest 3135G0J53 1.00 187.50 20,288.13 07/11/17 07/11/17 Purchase - Principal 3135G0J53 1.00 24,830.00 45,118.13 07/11/17 07/11/17 Purchase - Principal 3135G0J53 1.00 49,660.00 94,778.13 07/11/17 07/11/17 Purchase - Principal 912828D23 1.00 75,292.97 170,071.10 07/11/17 07/11/17 Purchase - Interest 912828D23 1.00 238.45 170,309.55 07/11/17 07/11/17 Redemption - Principal 912828D72 1.00 (150,908.20) 19,401.35 07/11/17 07/11/17 Redemption - Interest 912828D72 1.00 (1,084.24) 18,317.11 07/14/17 07/14/17 Purchase - Interest 3130A8QS5 1.00 703.13 19,020.24 07/19/17 07/19/17 Purchase - Interest 912828WL0 1.00 80.33 19,100.57 07/19/17 07/19/17 Purchase - Principal 912828WL0 1.00 40,117.19 59,217.76 07/19/17 07/19/17 Redemption - Principal 3137EAEH8 1.00 (39,941.20) 19,276.56 07/25/17 07/25/17 Purchase - Interest 3136ANJY4 1.00 30.12 19,306.68 07/25/17 07/25/17 Purchase - Interest 3136AQDQ0 1.00 94.17 19,400.85 07/25/17 07/25/17 Purchase - Interest 3136AQSW1 1.00 39.54 19,440.39 07/25/17 07/25/17 Purchase - Principal 3136ANJY4 1.00 2,696.13 22,136.52 07/25/17 07/25/17 Purchase - Principal 3136AQDQ0 1.00 2,157.47 24,293.99 07/25/17 07/25/17 IP Fees June 2017 1.00 (395.17) 23,898.82 Page 19 For the Month Ending July 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 07/25/17 07/25/17 U.S. Bank Fees May 2017 1.00 (23.15) 23,875.67 07/31/17 08/01/17 Accrual Income Div Reinvestment - Distributions 1.00 18.87 23,894.54 23,894.54 23,894.54 23,894.54 19,859.56 430.59 0.00 (1,780,223.46) 1,784,523.89 19,594.11 18.87 23,894.54 0.00 (192,351.96) 198,454.37 17,792.13 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 July January-July 1.12% Page 20