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Item No. 02 City Investment Report September 2017
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-380 Agenda Date: 10/24/2017 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 2) Page 1 City of Lake Elsinore Printed on 10/19/2017 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant City Manager Date:October 24, 2017 Subject:Investment Report for September 2017 Recommendation Receive and file the Investment Report for September 2017. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for September 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,886,371$ 222,845$ (1,025,694)$ 2,083,521$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,886,371 222,845 (1,025,694) 2,084,821 INVESTMENTS City Investments: City Local Agency Investment Fund 14,834,037 - - 14,834,037 City Local Agency Investment Fund for the PFA - - - - City CAMP Investments: CAMP Pool Account 166,856 - - 166,856 U.S. Treasury Bond / Note 11,119,620 - - 11,119,620 Supra-National Agency Bond / Note 748,200 748,200 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 342,850 - - 342,850 Federal Agency Bond / Note 5,605,635 - - 5,605,635 Corporate Note 6,873,827 - - 6,873,827 Commercial Paper - - - - Certificate of Deposit 5,214,318 - - 5,214,318 Housing CAMP Investments: Housing CAMP Pool Account 59,644 - - 59,644 Housing U.S. Treasury Bond / Notes 1,982,287 - - 1,982,287 Housing Supra-National Agency Bond 124,700 124,700 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 61,667 - - 61,667 Housing Federal Agency Bond / Notes 872,777 - - 872,777 Housing Corporate Notes 1,220,632 - - 1,220,632 Housing Certificate of Deposit 799,961 - - 799,961 Successor Investments: Successor Local Agency Investment Fund 8,438,499 - - 8,438,499 Successor CAMP Investments: Successor CAMP Pool Account 56,883 - - 56,883 Successor U.S. Treasury Bond / Notes 1,917,145 - - 1,917,145 Successor Supra-National Agency Bond 149,640 149,640 Successor Municipal Bond / Notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 61,667 - - 61,667 Successor Federal Agency Bond / Notes 1,167,157 - - 1,167,157 Successor Corporate Notes 1,170,307 - - 1,170,307 Successor Certificate of Deposit 799,961 - - 799,961 Sub-total Investments 64,138,904 - - 64,138,904 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 City (219,221) - - (219,221) Unrealized Gain/(Loss) at 06-30-17 SARDA (38,492) - - (38,492) Total Unrealized Gain/(Loss) at 06-30-17 per GASB 31 (257,713) - - (257,713) Total Investments 63,881,191 - - 63,881,191 Total Pooled Cash and Investments 66,767,561$ 222,845$ (1,025,694)$ 65,966,012$ TOTAL POOLED CASH AND INVESTMENTS 65,966,012$ 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 October 13, 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 SEPTEMBER 30, 2017 FUND NO FUND NAME AMOUNT 100 General 9,473,003$ 106 Affordable Housing In Lieu 1,420,294 107 Developer Agreement Revenue 555,526 110 State Gas Tax 1,634,164 112 Measure A 1,541,126 114 SB1186 CASP Education Program 7,854 115 Traffic Safety 29,812 116 City Hall-Public Works DIF 1,270,378 117 Community Center DIF 478,468 118 Lake Side Facility DIF 733,363 119 Animal Shelter DIF 72,564 121 T.R.I.P.-2014A 131 135 Lighting & Landscape Maintenance - Dist. No. 1 687,455 140 Geothermal 19,971 155 CSA152 -- N.P.D.E.S.68,687 205 Traffic Impact Fee 4,386,233 211 Storm Drain C.I.P. 1,276,782 220 Street Lighting C.I.P.74,999 231 Library C.I.P. 1,768,249 232 City Fire Protection 241,990 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 207,557 320 Facilities Service 550,409 332 CFD 2006-1 Improvement Area B, Summerly 17,113 336 CFD 2006-1FF Summerly Improvement Area FF 25,871 337 CFD 2016-2 Canyon Hills 9,394 345 CFD 2003-2S Improvement Area D, Canyon Hills 531,794 346 CFD 2014-1 Southshore 63,302 347 CFD 2006-1 Improvement Area A, Summerly 21,673 350 CFD 98-1 Summerhill 693,930 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 809,888 357 CFD 2003-2 Canyon Hills Improvement Area 109,170 366 CFD 2005-6 City Center Townhomes Debt Service 69,642 368 CFD 2006-2 Viscaya 94,907 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 132,306 371 CFD 2005-1 Serenity 60,304 372 CFD 2005-2 Alberhill Ranch Improvement Area 79,167 374 CFD 2005-4 Lakeview Villas 52,179 375 CFD 2006-4 Clurman Debt Service 16,518 376 CFD 2006-3 La Strada 10,540 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 SEPTEMBER 30, 2017 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF SEPTEMBER 30, 2017 377 CFD 2006-6 Tessara 9,883 378 CFD 2006-8 Running Deer Estates 46,702 384 CFD 2003-2 Area B Canyon Hills Improvement Area 213,526 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 351,046 386 CFD 2007-4 Mekenna Court 23,497 387 CFD 2007-5 Red Kite 68,970 388 CFD 2007-6 Holiday Inn Express 3,623 390 CFD 2003-2 Area C Canyon Hills Improvement Area 70,500 392 CFD 95-1 City Center 35,649 393 AD 93-1 Cottonwood Hills 68,150 394 CFD 2005-5 (2012A) Wasson Canyon 137,246 500 Capital Improvement Plan 4,983,881 520 Successor Agency RDA Area II 4,751,476 530 Successor Agency RDA Area III 2,135,317 540 Successor Area RDA Diamond Stadium 2,532,806 603 Endowment Trust - Carl Graves 963,064 604 Endowment Trust - Korn Memorial 31,293 605 Public Improvement Trust 705,717 606 Mobile Source Air Polution Reduction 315,721 608 Trust Deposit & Pre Paid Expense 4,912,825 617 Successor Agency Housing 11,651,869 620 Cost Recovery System 1,589,831 631 Lake Destratification Equipment Replacement 281,340 Total Pooled Cash & Investments 65,966,012$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 23.42%Unlimited Current Balance 15,019,053$ Supra-National Agency Bond / Note 1.59%30% Current Balance 1,022,540$ Municipal Bond / Note 0.55%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.73%40.00% Current Balance 466,185$ Federal Agency Bond / Note 11.92%*Unlimited Current Balance 7,645,569$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 10.62%25.00% Current Balance 6,814,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 14.44%30.00% Current Balance 9,264,766$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)36.28%*$65 Million Current Balance 23,272,536$ CAMP - Pooled Sweep Account 0.44%Unlimited Current Balance 283,384$ TOTAL 100.00%*64,138,904$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING SEPTEMBER 30, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.111%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 18,634,037$ (3,800,000)$ 14,834,037$ Successor Agency 8,438,499$ -$ 8,438,499$ Total Investments Held with Local Agency Investment Fund:27,072,536$ (3,800,000)$ 23,272,536$ 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 SEPTEMBER 30, 2017 JOHN CHIANG TREASURER STATE OF CALIFORNIA 09/11/17 1.10 1.07 179 09/12/17 1.10 1.07 177 09/13/17 1.11 1.07 176 09/14/17 1.11 1.07 178 09/15/17 1.12 1.07 180 09/16/17 1.12 1.08 180 09/17/17 1.12 1.08 180 09/18/17 1.12 1.08 177 09/19/17 1.12 1.08 176 09/20/17 1.12 1.08 174 09/21/17 1.12 1.08 173 09/22/17 1.12 1.08 179 09/23/17 1.12 1.08 179 Sept 2017 1.111 09/24/17 1.12 1.08 179 Aug 2017 1.084 09/25/17 1.12 1.08 175 July 2017 1.051 09/26/17 1.12 1.08 173 09/27/17 1.12 1.08 179 09/28/17 1.13 1.08 180 09/29/17 1.13 1.08 180 09/30/17 1.11 1.08 190 10/01/17 1.11 1.11 191 10/02/17 1.13 1.12 198 10/03/17 1.13 1.12 200 10/04/17 1.13 1.13 198 10/05/17 1.13 1.13 197 10/06/17 1.13 1.13 196 10/07/17 1.13 1.13 196 10/08/17 1.13 1.13 196 10/09/17 1.13 1.13 193 10/10/17 1.13 1.13 194 10/11/17 1.13 1.13 192 10/11/2017 .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 43.08% Mortgages 0.05%Agencies 18.63% Certificates of Deposit/Bank Notes 20.10% Time Deposits 7.52% Commercial Paper 9.68% Loans 0.94% Pooled Money Investment Account Portfolio Composition 08/31/17 $75.1 billion City Funds CAMP Account For the Month Ending September 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 99,014.05 1,397,867.87 (1,330,025.46) 0.00 $166,856.46 CAMP Pool Unsettled Trades 0.00 114.68 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,213,850.22 1,327,513.45 (1,373,395.38) (118,159.95) $30,049,808.34 CAMP Managed Account Unsettled Trades 0.00 17,082.23 Cash Dividends and Income September 30, 2017 August 31, 2017 Asset Summary CAMP Pool 166,856.46 99,014.05 CAMP Managed Account 30,049,808.34 30,213,850.22 $30,216,664.80 $30,312,864.27 Total Asset Allocation 0.55% CAMP Pool 99.45% CAMP Managed Account Page 1 For the Month Ending September 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $99,014.05 1,397,867.87 (1,330,025.46) $166,856.46 114.68 $30,213,850.22 (78,574.87) (1,294,820.51) 1,327,513.45 0.00 (118,159.95) $30,049,808.34 $30,312,864.27 $30,216,664.80 26,170.31 0.00 (9,088.08) $17,082.23 0.00 1,300,473.53 20,517.29 78,574.87 (1,327,513.45) (72,052.24) 0.00 Managed Account Total 30,136,419.68 30,303,276.14 131,785.29 1,300,473.53 78,574.87 20,517.29 (1,327,513.45) (30,186,070.48) (113,098.34) 0.00 131,785.29 2,630,498.99 78,574.87 20,517.29 (2,725,381.32) (30,285,084.53) (113,098.34) 114.68 Total Accrual Basis Earnings $41,088.39 $41,203.07 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending September 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 11,020,000.00 11,034,988.11 36.53 Supra-National Agency Bond / Note 750,000.00 743,606.25 2.46 Municipal Bond / Note 290,000.00 290,849.55 0.96 Federal Agency Collateralized Mortgage Obligation 339,453.12 339,383.43 1.12 Federal Agency Bond / Note 5,620,000.00 5,556,706.55 18.39 Corporate Note 6,805,000.00 6,863,521.20 22.71 Certificate of Deposit 5,215,000.00 5,220,753.25 17.28 Managed Account Sub-Total 30,039,453.12 30,049,808.34 99.45% Accrued Interest 131,785.29 Total Portfolio 30,039,453.12 30,181,593.63 CAMP Pool 166,856.46 166,856.46 0.55 Total Investments 30,206,309.58 30,348,450.09 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 17.28% Cert of Deposit 22.71% Corporate Note 1.12% Fed Agency CMO 18.39% Fed Agy Bond / Note 0.55% Mny Mkt Fund 0.96% Muni Bond / Note 2.46% Supra-National Agency Bond / Note 36.53% 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 4.37%3.09% 23.87%25.17% 38.36% 5.14% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.59 981 1.68% 1.71% Page 3 For the Month Ending September 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.43% A 11.24% A+ 3.69% A- 3.81% A-1+ 0.41% AA 57.07% AA+ 11.34% AA- 3.46% AAA 0.55% AAAm 3.00% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 380,650.16 1.26 AMERICAN EXPRESS CO 579,562.63 1.92 AMERICAN HONDA FINANCE 309,274.60 1.02 APPLE INC 199,582.20 0.66 BANK OF AMERICA CO 602,434.20 1.99 BANK OF MONTREAL 574,251.93 1.90 BANK OF NOVA SCOTIA 149,394.00 0.49 BB&T CORPORATION 158,417.10 0.52 BURLINGTON NORTHERN SANTA FE 166,856.46 0.55 CAMP Pool 576,449.58 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 223,961.85 0.74 CATERPILLAR INC 440,364.76 1.46 CHEVRON CORPORATION 574,302.93 1.90 CISCO SYSTEMS INC 407,462.55 1.35 CITIGROUP INC 278,690.23 0.92 DEERE & COMPANY 2,835,264.71 9.39 FANNIE MAE 2,315,603.52 7.66 FEDERAL HOME LOAN BANKS 745,221.75 2.47 FREDDIE MAC 269,759.50 0.89 GENERAL ELECTRIC CO 299,953.80 0.99 GOLDMAN SACHS GROUP INC 150,109.65 0.50 HOME DEPOT INC 575,227.70 1.90 HSBC HOLDINGS PLC 743,606.25 2.46 INTL BANK OF RECONSTRUCTION AND DEV 585,848.53 1.94 JP MORGAN CHASE & CO 301,235.10 1.00 MICROSOFT CORP 576,449.58 1.91 NORDEA BANK AB 575,793.50 1.91 ROYAL BANK OF CANADA 599,454.00 1.98 SKANDINAVISKA ENSKILDA BANKEN AB 165,498.30 0.55 STATE OF CONNECTICUT 74,496.90 0.25 STATE STREET CORPORATION 598,077.00 1.98 SVENSKA HANDELSBANKEN AB 302,999.10 1.00 THE BANK OF NEW YORK MELLON CORPORATION Page 4 For the Month Ending September 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 300,194.38 0.99 THE WALT DISNEY CORPORATION 426,041.73 1.41 TOYOTA MOTOR CORP 11,034,988.11 36.53 UNITED STATES TREASURY 125,351.25 0.41 UNIVERSITY OF CALIFORNIA 451,219.50 1.49 WELLS FARGO & COMPANY 542,615.76 1.80 WESTPAC BANKING CORP $30,216,664.80 Total 100.00% Page 5 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 257,257.78 257,550.17 873.77 254,982.81 05/29/1505/28/15AaaAA+ 260,000.00 912828UB4 1.44 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 131,863.68 131,426.54 236.57 132,249.61 12/30/1512/28/15AaaAA+ 130,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 140,421.12 141,704.78 1,025.27 142,592.19 02/03/1602/01/16AaaAA+ 140,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 151,517.55 152,890.06 1,008.20 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 383,173.88 388,002.32 2,250.76 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 601,125.00 607,692.11 2,653.53 610,757.81 05/31/1605/27/16AaaAA+ 600,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 580,525.18 595,780.83 984.81 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 285,298.81 292,734.01 9.96 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 246,836.00 245,758.92 1,438.52 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 345,570.40 344,202.68 2,013.93 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 887,835.60 879,534.05 4,158.81 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,210,687.20 1,233,533.75 8,065.57 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 327,589.93 334,797.95 556.63 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 806,375.20 805,530.50 1,370.17 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 Page 6 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,033,168.23 1,027,545.37 1,755.52 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 1,159,164.35 1,156,608.59 1,969.61 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 1,411,156.60 1,414,361.33 2,397.79 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,075,421.60 1,082,983.34 5,754.08 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 38,523.50 11,034,988.11 11,092,637.30 1.60 11,119,620.12 11,020,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 743,606.25 748,219.67 390.25 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 390.25 743,606.25 748,219.67 1.64 748,200.00 750,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 125,351.25 125,000.00 899.11 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 165,498.30 165,173.78 144.76 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 1,043.87 290,849.55 290,173.78 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 60,186.34 60,260.78 77.78 60,820.20 04/30/1504/15/15AaaAA+ 60,218.23 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 82,484.71 82,652.09 130.36 83,228.05 11/30/1511/06/15AaaAA+ 82,404.02 3136AQSW1 1.20 Page 7 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 196,712.38 197,674.45 269.99 198,801.91 10/30/1510/07/15AaaAA+ 196,830.87 3136AQDQ0 1.08 478.13 339,383.43 340,587.32 1.07 342,850.16 339,453.12 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 370,578.38 374,612.39 537.76 374,370.00 08/02/1607/29/16AaaAA+ 375,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 716,422.53 724,140.42 986.81 723,608.00 08/04/1608/03/16AaaAA+ 725,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 594,121.20 599,398.95 550.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 395,383.60 399,258.11 1,744.44 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 737,434.42 739,878.54 3,843.89 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 548,692.10 549,716.19 756.25 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 745,221.75 747,810.31 4,611.98 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 153,517.27 154,512.25 17.76 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 708,229.30 721,635.06 1,744.53 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 136,991.40 139,625.43 213.89 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 450,114.60 458,542.89 702.78 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 15,710.09 5,556,706.55 5,609,130.54 1.25 5,605,634.59 5,620,000.00 Security Type Sub-Total Page 8 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,274.60 309,862.11 1,274.44 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 440,364.76 440,000.00 2,036.78 440,000.00 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 272,038.23 270,832.56 478.13 272,565.00 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 302,264.70 301,164.61 531.25 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,992.30 49,926.34 433.33 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 249,961.50 249,915.22 2,166.67 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 105,080.85 104,968.87 681.63 104,945.40 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 579,562.63 574,580.64 1,653.13 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 158,417.10 159,498.38 3,525.00 165,585.00 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 269,759.50 269,007.48 3,170.14 289,082.50 03/25/1503/20/15A1AA- 250,000.00 36962G4J0 2.05 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 302,381.70 299,908.23 1,653.75 299,880.00 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 75,203.25 75,142.59 273.23 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 376,016.25 376,257.39 1,366.15 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 Page 9 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 301,235.10 299,841.82 847.92 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 180,941.76 179,847.91 308.00 179,812.80 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 125,416.63 124,973.49 182.81 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 200,959.60 200,898.36 226.94 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 225,082.13 224,911.83 1,998.75 224,896.50 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 150,109.65 149,922.13 870.00 149,913.00 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 174,777.75 174,818.12 1,006.25 174,797.00 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 585,848.53 576,654.37 4,304.51 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 223,961.85 224,815.10 277.50 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 302,999.10 305,103.74 3,458.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 199,708.40 199,657.65 1,825.00 199,536.00 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 149,394.00 149,927.51 1,204.38 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 74,496.90 74,790.72 536.25 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 Page 10 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 199,582.20 200,000.00 168.13 200,000.00 09/18/1709/13/17Baa1BBB+ 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 278,690.23 273,922.17 1,720.66 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 38,179.06 6,863,521.20 6,841,149.34 2.06 6,873,826.80 6,805,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 575,227.70 575,000.00 16,799.90 575,000.00 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 575,793.50 575,000.00 597.36 575,000.00 03/15/1603/11/16P-1A-1+ 575,000.00 78009NZZ2 1.69 CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 576,449.58 574,737.09 3,401.44 574,551.50 12/05/1612/01/16A1A+ 575,000.00 13606A5Z7 1.78 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 576,449.58 575,000.00 3,485.78 575,000.00 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 598,077.00 600,000.00 2,614.50 600,000.00 01/12/1701/10/17Aa2AA- 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 602,434.20 600,000.00 1,692.00 600,000.00 02/09/1702/08/17A1A+ 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 574,251.93 575,000.00 5,430.24 575,000.00 04/06/1704/05/17A1A+ 575,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 599,454.00 599,784.64 1,778.67 599,766.00 08/04/1708/03/17Aa3A+ 600,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 542,615.76 540,000.00 1,660.50 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 37,460.39 5,220,753.25 5,214,521.73 1.82 5,214,317.50 5,215,000.00 Security Type Sub-Total 30,039,453.12 30,194,912.82 1.68 131,785.29 30,136,419.68 30,049,808.34 Managed Account Sub-Total Page 11 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Money Market Fund CAMP Pool 166,856.46 166,856.46 0.00 166,856.46 NRAAAm 166,856.46 166,856.46 166,856.46 0.00 166,856.46 166,856.46 Money Market Sub-Total $30,206,309.58 $30,361,769.28 $131,785.29 $30,303,276.14 $30,216,664.80 1.68% $30,348,450.09 $131,785.29 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.13 (292.39) 2,274.97 257,257.78 98.95 CITIGRP 260,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.50 2.13 2.82 437.14 (385.93) 131,863.68 101.43 MORGANST 130,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.62 2.82 2.97 (1,283.66)(2,171.07) 140,421.12 100.30 MERRILL 140,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.65 2.97 3.04 (1,372.51)(2,765.65) 151,517.55 101.01 MERRILL 150,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.67 3.04 3.10 (4,828.44)(10,664.01) 383,173.88 102.18 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.68 3.10 3.13 (6,567.11)(9,632.81) 601,125.00 100.19 MORGANST 600,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.69 3.13 3.29 (15,255.65)(22,595.91) 580,525.18 100.96 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.71 3.29 3.41 (7,435.20)(8,394.16) 285,298.81 98.38 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.73 3.41 3.46 1,077.08 1,826.23 246,836.00 98.73 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.74 3.46 3.46 1,367.72 2,515.71 345,570.40 98.73 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.74 3.46 3.54 8,301.55 11,214.51 887,835.60 98.65 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.76 3.54 3.50 (22,846.55)(32,437.80) 1,210,687.20 100.89 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.75 3.50 3.75 (7,208.02)(9,610.27) 327,589.93 100.80 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 844.70 187.70 806,375.20 100.80 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 5,622.86 5,125.26 1,033,168.23 100.80 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 2,555.76 2,201.46 1,159,164.35 100.80 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 (3,204.73)(4,101.21) 1,411,156.60 100.80 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 Page 13 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.94 (7,561.74)(7,219.03) 1,075,421.60 97.77 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.82 3.94 (84,632.01) 1.75 3.55 (57,649.19) 11,034,988.11 11,020,000.00 Security Type Sub-Total 3.55 Supra-National Agency Bond / Note 2.87 (4,613.42)(4,593.75) 743,606.25 99.15 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.86 2.87 (4,593.75) 1.86 2.87 (4,613.42) 743,606.25 750,000.00 Security Type Sub-Total 2.87 Municipal Bond / Note 0.62 351.25 351.25 125,351.25 100.28 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.45 0.62 1.43 324.52 34.65 165,498.30 100.30 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.76 1.43 385.90 1.63 1.08 675.77 290,849.55 290,000.00 Security Type Sub-Total 1.08 Federal Agency Collateralized Mortgage Obligation 0.41 (74.44)(633.86) 60,186.34 99.95 GOLDMAN 60,218.23 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.43 0.43 1.08 (167.38)(743.34) 82,484.71 100.10 GOLDMAN 82,404.02 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.69 0.64 1.73 (962.07)(2,089.53) 196,712.38 99.94 MORGANST 196,830.87 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.62 0.99 (3,466.73) 1.60 1.34 (1,203.89) 339,383.43 339,453.12 Security Type Sub-Total 0.81 Federal Agency Bond / Note 1.81 (4,034.01)(3,791.62) 370,578.38 98.82 GOLDMAN 375,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.53 1.81 Page 14 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.82 (7,717.89)(7,185.47) 716,422.53 98.82 WELLSFAR 725,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.53 1.82 1.88 (5,277.75)(4,942.80) 594,121.20 99.02 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.52 1.88 2.03 (3,874.51)(3,544.40) 395,383.60 98.85 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.57 2.03 2.08 (2,444.12)(2,395.38) 737,434.42 99.65 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.54 2.08 2.36 (1,024.09)(955.90) 548,692.10 99.76 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.60 2.36 2.48 (2,588.56)(2,213.25) 745,221.75 99.36 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.63 2.48 2.92 (994.98)(985.18) 153,517.27 99.04 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.70 2.92 3.68 (13,405.76)(12,361.98) 708,229.30 97.69 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.76 3.68 3.76 (2,634.03)(2,529.66) 136,991.40 97.85 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.83 3.76 3.76 (8,428.29)(8,022.40) 450,114.60 97.85 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.83 3.76 (48,928.04) 1.62 2.49 (52,423.99) 5,556,706.55 5,620,000.00 Security Type Sub-Total 2.49 Corporate Note 0.59 (587.51) 418.50 309,274.60 99.77 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.40 0.59 0.72 364.76 364.76 440,364.76 100.08 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.60 0.72 1.39 1,205.67 (526.77) 272,038.23 100.75 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.58 1.39 1.39 1,100.09 (552.30) 302,264.70 100.75 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.58 1.39 Page 15 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.52 65.96 131.30 49,992.30 99.98 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.01 1.50 1.52 46.28 121.50 249,961.50 99.98 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.01 1.50 1.64 111.98 135.45 105,080.85 100.08 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.00 1.64 1.83 4,981.99 5,626.38 579,562.63 100.79 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.82 1.83 1.88 (1,081.28)(7,167.90) 158,417.10 105.61 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.83 1.88 2.13 752.02 (19,323.00) 269,759.50 107.90 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.93 2.13 2.20 2,473.47 2,501.70 302,381.70 100.79 CITIGRP 300,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.09 2.20 2.26 60.66 (84.75) 75,203.25 100.27 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.03 2.26 2.26 (241.14)(1,605.00) 376,016.25 100.27 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.03 2.26 2.29 1,393.28 1,436.10 301,235.10 100.41 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.67 2.29 2.26 1,093.85 1,128.96 180,941.76 100.52 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 1.98 2.26 2.36 443.14 449.13 125,416.63 100.33 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.81 2.36 2.37 61.24 (816.40) 200,959.60 100.48 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.95 2.37 2.45 170.30 185.63 225,082.13 100.04 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.94 2.45 2.59 187.52 196.65 150,109.65 100.07 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.77 2.59 Page 16 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/ Description Next Call Market YTMEffective Duration Corporate Note 2.59 (40.37)(19.25) 174,777.75 99.87 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.85 2.59 2.53 9,194.16 7,990.78 585,848.53 101.89 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.04 2.55 2.83 (853.25)(849.15) 223,961.85 99.54 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.01 2.83 3.34 (2,104.64)(3,978.90) 302,999.10 101.00 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.20 3.34 3.41 50.75 172.40 199,708.40 99.85 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 2.29 3.41 3.43 (533.51)(507.00) 149,394.00 99.60 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.17 3.43 3.47 (293.82)(219.60) 74,496.90 99.33 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.14 3.47 3.80 (417.80)(417.80) 199,582.20 99.79 MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 2.38 3.80 3.99 4,768.06 4,902.98 278,690.23 101.34 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.32 3.99 (10,305.60) 1.92 2.22 22,371.86 6,863,521.20 6,805,000.00 Security Type Sub-Total 2.22 Certificate of Deposit 0.13 227.70 227.70 575,227.70 100.04 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.31 0.13 0.44 793.50 793.50 575,793.50 100.14 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.46 0.44 1.15 1,712.49 1,898.08 576,449.58 100.25 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.52 1.15 1.16 1,449.58 1,449.58 576,449.58 100.25 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.78 1.16 1.27 (1,923.00)(1,923.00) 598,077.00 99.68 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.38 1.27 Page 17 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.35 2,434.20 2,434.20 602,434.20 100.41 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.54 1.35 1.50 (748.07)(748.07) 574,251.93 99.87 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.38 1.50 1.81 (330.64)(312.00) 599,454.00 99.91 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.72 1.81 2.82 2,615.76 2,615.76 542,615.76 100.48 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.83 2.82 6,435.75 1.44 1.28 6,231.52 5,220,753.25 5,215,000.00 Security Type Sub-Total 1.28 30,039,453.12 30,049,808.34 (145,104.48) (86,611.34) 2.59 1.71 Managed Account Sub-Total 2.59 Money Market Fund 0.00 0.00 0.00 166,856.46 1.00 166,856.46 CAMP Pool 0.00 166,856.46 166,856.46 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,348,450.09 $131,785.29 $30,216,664.80 Accrued Interest Securities Sub-Total $30,206,309.58 ($145,104.48) ($86,611.34) 2.59 1.71% 2.59 Page 18 For the Month Ending September 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 09/07/17 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 (224,811.00) 0.00 (224,811.00) 225,000.00 09/05/17 09/08/17 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 (154,502.45) 0.00 (154,502.45) 155,000.00 09/07/17 09/19/17 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 (748,200.00) 0.00 (748,200.00) 750,000.00 09/12/17 09/18/17 BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 (200,000.00) 0.00 (200,000.00) 200,000.00 09/13/17 0.00 (1,327,513.45)(1,327,513.45) 1,330,000.00 Transaction Type Sub-Total INTEREST 09/01/17 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 2,868.75 2,868.75 270,000.00 09/01/17 09/01/17 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 3,187.50 3,187.50 300,000.00 09/01/17 09/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 214.34 214.34 0.00 09/01/17 09/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 338.82 338.82 219,323.16 09/01/17 09/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 125.72 125.72 97,331.01 09/01/17 09/03/17 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 1,980.00 1,980.00 180,000.00 09/03/17 09/04/17 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 0.00 1,205.21 1,205.21 125,000.00 09/04/17 09/09/17 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 78009NZZ2 0.00 4,887.50 4,887.50 575,000.00 09/09/17 09/12/17 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 89236TCF0 0.00 2,150.00 2,150.00 200,000.00 09/12/17 09/15/17 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 1,628.55 1,628.55 165,000.00 09/15/17 Page 19 For the Month Ending September 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 09/28/17 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 0.00 118.40 118.40 155,000.00 09/28/17 09/30/17 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 0.00 1,812.50 1,812.50 290,000.00 09/30/17 20,517.29 20,517.29 0.00 2,576,654.17 Transaction Type Sub-Total PAYDOWNS 09/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 22,492.29 0.00 22,492.29 (225.24) 0.00 22,492.29 09/01/17 09/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 18,969.80 0.00 18,969.80 (189.70) 0.00 18,969.80 09/01/17 09/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 37,112.78 0.00 37,112.78 (370.99) 0.00 37,112.78 09/01/17 0.00 0.00 (785.93) 78,574.87 78,574.87 78,574.87 Transaction Type Sub-Total SELL 09/07/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 229,702.15 92.46 229,794.61 808.60 2,178.21 FIFO 225,000.00 09/05/17 09/08/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 158,305.86 72.79 158,378.65 623.63 1,568.72 FIFO 155,000.00 09/07/17 09/19/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 705,523.44 4,726.90 710,250.34 (7,437.50)(3,088.60)FIFO 700,000.00 09/12/17 09/18/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 201,289.06 760.87 202,049.93 (2,296.88)(1,302.27)FIFO 200,000.00 09/13/17 5,653.02 (643.94)(8,302.15) 1,300,473.53 1,294,820.51 1,280,000.00 Transaction Type Sub-Total 45,881.93 26,170.31 72,052.24 (9,088.08) (643.94)Managed Account Sub-Total Total Security Transactions ($9,088.08)$72,052.24 $26,170.31 $45,881.93 ($643.94) Page 20 For the Month Ending September 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 99,014.05 Opening Balance 09/01/17 09/01/17 Purchase - Interest 17275RAR3 1.00 2,868.75 101,882.80 09/01/17 09/01/17 Purchase - Interest 17275RAR3 1.00 3,187.50 105,070.30 09/05/17 09/05/17 Purchase - Interest 0258M0EE5 1.00 1,980.00 107,050.30 09/05/17 09/05/17 Purchase - Interest 25468PDP8 1.00 1,205.21 108,255.51 09/07/17 09/07/17 Purchase - Principal 912828VV9 1.00 229,702.15 337,957.66 09/07/17 09/07/17 Purchase - Interest 912828VV9 1.00 92.46 338,050.12 09/07/17 09/07/17 Redemption - Principal 14913Q2A6 1.00 (224,811.00) 113,239.12 09/08/17 09/08/17 Purchase - Interest 912828VV9 1.00 72.79 113,311.91 09/08/17 09/08/17 Purchase - Principal 912828VV9 1.00 158,305.86 271,617.77 09/08/17 09/08/17 Redemption - Principal 3130ACE26 1.00 (154,502.45) 117,115.32 09/11/17 09/11/17 Purchase - Interest 78009NZZ2 1.00 4,887.50 122,002.82 09/12/17 09/12/17 Purchase - Interest 89236TCF0 1.00 2,150.00 124,152.82 09/15/17 09/15/17 Purchase - Interest 20772JZK1 1.00 1,628.55 125,781.37 09/18/17 09/18/17 Purchase - Principal 912828N48 1.00 201,289.06 327,070.43 09/18/17 09/18/17 Purchase - Interest 912828N48 1.00 760.87 327,831.30 09/18/17 09/18/17 Redemption - Principal 06051GGS2 1.00 (200,000.00) 127,831.30 09/19/17 09/19/17 Purchase - Principal 912828WC0 1.00 705,523.44 833,354.74 09/19/17 09/19/17 Purchase - Interest 912828WC0 1.00 4,726.90 838,081.64 09/19/17 09/19/17 Redemption - Principal 45905UP32 1.00 (748,200.00) 89,881.64 09/25/17 09/25/17 Purchase - Interest 3136ANJY4 1.00 125.72 90,007.36 09/25/17 09/25/17 Purchase - Interest 3136AQDQ0 1.00 338.82 90,346.18 Page 21 For the Month Ending September 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 09/25/17 09/25/17 Purchase - Interest 3136AQSW1 1.00 214.34 90,560.52 09/25/17 09/25/17 Purchase - Principal 3136ANJY4 1.00 37,112.78 127,673.30 09/25/17 09/25/17 Purchase - Principal 3136AQDQ0 1.00 22,492.29 150,165.59 09/25/17 09/25/17 Purchase - Principal 3136AQSW1 1.00 18,969.80 169,135.39 09/26/17 09/26/17 IP Fees August 2017 1.00 (2,339.62) 166,795.77 09/26/17 09/26/17 U.S. Bank Fees July 2017 1.00 (172.39) 166,623.38 09/28/17 09/28/17 Purchase - Interest 3130ACE26 1.00 118.40 166,741.78 09/29/17 10/02/17 Accrual Income Div Reinvestment - Distributions 1.00 114.68 166,856.46 166,856.46 166,856.46 166,856.46 121,438.02 1,024.90 0.00 (14,348,888.57) 14,487,690.12 28,054.91 114.68 166,856.46 0.00 (1,330,025.46) 1,397,867.87 99,014.05 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 September January-September 1.15% Page 22 Housing Funds CAMP Account For the Month Ending September 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 36,110.92 298,390.92 (274,857.74) 0.00 $59,644.10 CAMP Pool Unsettled Trades 0.00 42.43 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,104,346.77 274,425.65 (293,317.19) (20,037.80) $5,065,417.43 CAMP Managed Account Unsettled Trades 0.00 3,878.21 Cash Dividends and Income September 30, 2017 August 31, 2017 Asset Summary CAMP Pool 59,644.10 36,110.92 CAMP Managed Account 5,065,417.43 5,104,346.77 $5,125,061.53 $5,140,457.69 Total Asset Allocation 1.16% CAMP Pool 98.84% CAMP Managed Account Page 1 For the Month Ending September 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $36,110.92 298,390.92 (274,857.74) $59,644.10 42.43 $5,104,346.77 (14,486.13) (278,831.06) 274,425.65 0.00 (20,037.80) $5,065,417.43 $5,140,457.69 $5,125,061.53 5,375.05 0.00 (1,496.84) $3,878.21 0.00 279,842.78 4,363.33 14,486.13 (274,425.65) (24,266.59) 0.00 Managed Account Total 5,083,188.71 5,142,832.81 21,105.53 279,842.78 14,486.13 4,363.33 (274,425.65) (5,102,245.52) (19,014.38) 0.00 21,105.53 554,700.52 14,486.13 4,363.33 (572,816.57) (5,138,356.44) (19,014.38) 42.43 Total Accrual Basis Earnings $7,300.93 $7,343.36 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending September 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,960,000.00 1,963,388.52 38.32 Supra-National Agency Bond / Note 125,000.00 123,934.38 2.42 Municipal Bond / Note 30,000.00 30,090.60 0.59 Federal Agency Collateralized Mortgage Obligation 61,056.45 61,046.56 1.19 Federal Agency Bond / Note 875,000.00 865,236.93 16.88 Corporate Note 1,215,000.00 1,220,942.24 23.82 Certificate of Deposit 800,000.00 800,778.20 15.62 Managed Account Sub-Total 5,066,056.45 5,065,417.43 98.84% Accrued Interest 21,105.53 Total Portfolio 5,066,056.45 5,086,522.96 CAMP Pool 59,644.10 59,644.10 1.16 Total Investments 5,125,700.55 5,146,167.06 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.62% Cert of Deposit 23.82% Corporate Note 1.19% Fed Agency CMO 16.88% Fed Agy Bond / Note 1.16% Mny Mkt Fund 0.59% Muni Bond / Note 2.42% Supra-National Agency Bond / Note 38.32% 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 7.02% 2.85% 21.54% 24.44% 38.70% 5.45% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.61 986 1.66% 1.71% Page 3 For the Month Ending September 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 9.11% A 9.39% A+ 3.06% A- 3.91% A-1+ 57.45% AA+ 9.39% AA- 3.40% AAA 1.16% AAAm 3.13% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,156.96 0.59 AMERICAN EXPRESS CO 100,793.50 1.97 AMERICAN HONDA FINANCE 54,871.30 1.07 APPLE INC 34,926.89 0.68 BANK OF AMERICA CO 100,405.70 1.96 BANK OF MONTREAL 99,869.90 1.95 BANK OF NOVA SCOTIA 24,899.00 0.49 BB&T CORPORATION 26,402.85 0.52 BURLINGTON NORTHERN SANTA FE 59,644.10 1.16 CAMP Pool 39,815.44 0.78 CATERPILLAR INC 80,066.32 1.56 CHEVRON CORPORATION 100,754.90 1.97 CISCO SYSTEMS INC 75,416.20 1.47 CITIGROUP INC 25,025.25 0.49 DEERE & COMPANY 377,351.34 7.36 FANNIE MAE 424,728.52 8.29 FEDERAL HOME LOAN BANKS 124,203.63 2.42 FREDDIE MAC 49,992.30 0.98 GOLDMAN SACHS GROUP INC 25,018.28 0.49 HOME DEPOT INC 100,039.60 1.95 HSBC HOLDINGS PLC 123,934.38 2.42 INTL BANK OF RECONSTRUCTION AND DEV 101,886.70 1.99 JP MORGAN CHASE & CO 50,205.85 0.98 MICROSOFT CORP 100,252.10 1.96 NORDEA BANK AB 100,138.00 1.95 ROYAL BANK OF CANADA 99,909.00 1.95 SKANDINAVISKA ENSKILDA BANKEN AB 30,090.60 0.59 STATE OF CONNECTICUT 24,832.30 0.48 STATE STREET CORPORATION 99,679.50 1.94 SVENSKA HANDELSBANKEN AB 150,467.45 2.94 THE BANK OF NEW YORK MELLON CORPORATION 49,936.50 0.97 THE WALT DISNEY CORPORATION 1,963,388.52 38.30 UNITED STATES TREASURY Page 4 For the Month Ending September 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Percentof HoldingsIssuer Market Value 175,474.25 3.42 WELLS FARGO & COMPANY 100,484.40 1.96 WESTPAC BANKING CORP $5,125,061.53 Total 100.00% Page 5 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 60,860.16 60,658.40 109.19 61,038.28 12/30/1512/28/15AaaAA+ 60,000.00 912828VV9 1.74 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 50,505.85 50,963.35 336.07 51,427.73 03/04/1603/02/16AaaAA+ 50,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 90,168.75 91,153.82 398.03 91,613.67 05/31/1605/27/16AaaAA+ 90,000.00 912828N48 1.35 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 127,724.63 129,334.11 750.25 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 100,960.90 103,614.06 171.27 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,108.40 55,518.52 1.89 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 128,354.72 127,846.71 748.03 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 123,310.50 122,157.51 577.61 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 227,003.85 231,287.58 1,512.30 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 75,597.68 77,261.07 128.45 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 100,796.90 100,574.66 171.27 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,195.35 150,372.49 256.91 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,195.35 151,036.97 256.91 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 277,191.48 277,820.97 470.99 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 Page 6 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 244,414.00 246,132.58 1,307.74 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 7,196.91 1,963,388.52 1,975,732.80 1.58 1,982,287.31 1,960,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 123,934.38 124,703.28 65.04 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 65.04 123,934.38 124,703.28 1.64 124,700.00 125,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,090.60 30,031.60 26.32 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 26.32 30,090.60 30,031.60 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 11,145.62 11,159.41 14.40 11,263.01 04/30/1504/15/15AaaAA+ 11,151.53 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 16,496.95 16,530.42 26.07 16,645.62 11/30/1511/06/15AaaAA+ 16,480.81 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 33,403.99 33,567.36 45.85 33,758.82 10/30/1510/07/15AaaAA+ 33,424.11 3136AQDQ0 1.08 86.32 61,046.56 61,257.19 1.07 61,667.45 61,056.45 Security Type Sub-Total Federal Agency Bond / Note FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,775.25 124,874.78 114.58 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,701.50 124,928.65 17.36 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 Page 7 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 104,635.97 104,982.77 545.42 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 89,785.98 89,953.56 123.75 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 124,203.63 124,635.05 768.66 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 74,282.55 74,763.99 8.59 74,759.25 09/08/1709/07/17AaaAA+ 75,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 122,108.50 124,419.84 300.78 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,462.75 24,933.12 38.19 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 78,280.80 79,746.59 122.22 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,039.55 865,236.93 873,238.35 1.30 872,776.61 875,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 99,967.60 99,997.43 93.75 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 54,871.30 54,975.54 226.11 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 80,066.32 80,000.00 370.32 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 50,377.45 50,154.18 88.54 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 50,377.45 50,194.10 88.54 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 Page 8 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,992.30 49,983.04 433.33 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,019.25 24,992.59 162.29 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 100,793.50 99,927.07 287.50 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 26,402.85 26,583.06 587.50 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 50,396.95 49,984.70 275.63 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 175,474.25 175,586.78 637.53 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,205.85 49,973.64 141.32 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 30,156.96 29,974.65 51.33 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 25,018.28 24,987.02 145.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 49,936.50 49,948.04 287.50 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 25,025.25 24,986.11 134.06 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 101,886.70 100,287.72 748.61 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,815.44 39,967.13 49.33 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 Page 9 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,499.85 50,840.42 576.39 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 24,899.00 24,987.92 200.73 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 24,832.30 24,930.24 178.75 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 34,926.89 35,000.00 29.42 35,000.00 09/18/1709/13/17Baa1BBB+ 35,000.00 06051GGS2 2.33 5,793.48 1,220,942.24 1,218,261.38 1.96 1,220,632.25 1,215,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,039.60 100,000.00 2,921.72 100,000.00 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 100,138.00 100,000.00 103.89 100,000.00 03/15/1603/11/16P-1A-1+ 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,252.10 100,000.00 606.22 100,000.00 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 99,679.50 100,000.00 435.75 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,405.70 100,000.00 282.00 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,869.90 100,000.00 944.39 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,909.00 99,964.11 296.44 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,484.40 100,000.00 307.50 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 5,897.91 800,778.20 799,964.11 1.82 799,961.00 800,000.00 Security Type Sub-Total Page 10 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 5,066,056.45 5,092,108.92 1.66 21,105.53 5,083,188.71 5,065,417.43 Managed Account Sub-Total Money Market Fund CAMP Pool 59,644.10 59,644.10 0.00 59,644.10 NRAAAm 59,644.10 59,644.10 59,644.10 0.00 59,644.10 59,644.10 Money Market Sub-Total $5,125,700.55 $5,151,753.02 $21,105.53 $5,142,832.81 $5,125,061.53 1.66% $5,146,167.06 $21,105.53 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.82 201.76 (178.12) 60,860.16 101.43 MORGANST 60,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.62 2.82 3.04 (457.50)(921.88) 50,505.85 101.01 MERRILL 50,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.67 3.04 3.13 (985.07)(1,444.92) 90,168.75 100.19 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.69 3.13 3.10 (1,609.48)(3,554.67) 127,724.63 102.18 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.68 3.10 3.29 (2,653.16)(3,929.73) 100,960.90 100.96 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.71 3.29 3.41 (1,410.12)(1,591.99) 54,108.40 98.38 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.73 3.41 3.46 508.01 934.41 128,354.72 98.73 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.74 3.46 3.54 1,152.99 1,557.57 123,310.50 98.65 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.76 3.54 3.50 (4,283.73)(6,082.09) 227,003.85 100.89 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.75 3.50 3.75 (1,663.39)(2,217.75) 75,597.68 100.80 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 222.24 191.43 100,796.90 100.80 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 822.86 750.04 151,195.35 100.80 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 158.38 35.19 151,195.35 100.80 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 (629.49)(805.59) 277,191.48 100.80 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.94 (1,718.58)(1,640.69) 244,414.00 97.77 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.82 3.94 (18,898.79) 1.76 3.56 (12,344.28) 1,963,388.52 1,960,000.00 Security Type Sub-Total 3.56 Supra-National Agency Bond / Note Page 12 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.87 (768.90)(765.62) 123,934.38 99.15 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.86 2.87 (765.62) 1.86 2.87 (768.90) 123,934.38 125,000.00 Security Type Sub-Total 2.87 Municipal Bond / Note 1.43 59.00 6.30 30,090.60 100.30 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.76 1.43 6.30 1.76 1.43 59.00 30,090.60 30,000.00 Security Type Sub-Total 1.43 Federal Agency Collateralized Mortgage Obligation 0.41 (13.79)(117.39) 11,145.62 99.95 GOLDMAN 11,151.53 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.43 0.43 1.08 (33.47)(148.67) 16,496.95 100.10 GOLDMAN 16,480.81 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.69 0.64 1.73 (163.37)(354.83) 33,403.99 99.94 MORGANST 33,424.11 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.62 0.99 (620.89) 1.60 1.31 (210.63) 61,046.56 61,056.45 Security Type Sub-Total 0.79 Federal Agency Bond / Note 1.88 (1,099.53)(1,029.75) 123,775.25 99.02 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.52 1.88 1.96 (1,227.15)(1,189.75) 123,701.50 98.96 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.53 1.96 2.08 (346.80)(339.88) 104,635.97 99.65 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.54 2.08 2.36 (167.58)(156.42) 89,785.98 99.76 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.60 2.36 2.48 (431.42)(368.87) 124,203.63 99.36 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.63 2.48 Page 13 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.92 (481.44)(476.70) 74,282.55 99.04 BARCLAYS 75,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.70 2.92 3.68 (2,311.34)(2,131.38) 122,108.50 97.69 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.76 3.68 3.76 (470.37)(451.73) 24,462.75 97.85 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.83 3.76 3.76 (1,465.79)(1,395.20) 78,280.80 97.85 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.83 3.76 (7,539.68) 1.63 2.62 (8,001.42) 865,236.93 875,000.00 Security Type Sub-Total 2.62 Corporate Note 0.43 (29.83)(3.40) 99,967.60 99.97 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.42 0.40 0.59 (104.24) 74.25 54,871.30 99.77 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.40 0.59 0.72 66.32 66.32 80,066.32 100.08 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.60 0.72 1.39 223.27 (97.55) 50,377.45 100.75 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.58 1.39 1.39 183.35 (92.05) 50,377.45 100.75 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.58 1.39 1.52 9.26 24.30 49,992.30 99.98 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.01 1.50 1.64 26.66 32.25 25,019.25 100.08 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.00 1.64 1.83 866.43 978.50 100,793.50 100.79 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.82 1.83 1.88 (180.21)(1,194.65) 26,402.85 105.61 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.83 1.88 2.20 412.25 416.95 50,396.95 100.79 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.09 2.20 Page 14 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.26 (112.53)(749.00) 175,474.25 100.27 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.03 2.26 2.29 232.21 239.35 50,205.85 100.41 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.67 2.29 2.26 182.31 188.16 30,156.96 100.52 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 1.98 2.26 2.59 31.26 32.78 25,018.28 100.07 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.77 2.59 2.59 (11.54)(5.50) 49,936.50 99.87 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.85 2.59 2.63 39.14 40.50 25,025.25 100.10 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 1.91 2.63 2.53 1,598.98 1,389.70 101,886.70 101.89 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.04 2.55 2.83 (151.69)(150.96) 39,815.44 99.54 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.01 2.83 3.34 (340.57)(649.15) 50,499.85 101.00 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.20 3.34 3.43 (88.92)(84.50) 24,899.00 99.60 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.17 3.43 3.47 (97.94)(73.20) 24,832.30 99.33 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.14 3.47 3.80 (73.11)(73.11) 34,926.89 99.79 MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 2.38 3.80 309.99 1.86 1.98 2,680.86 1,220,942.24 1,215,000.00 Security Type Sub-Total 1.98 Certificate of Deposit 0.13 39.60 39.60 100,039.60 100.04 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.31 0.13 0.44 138.00 138.00 100,138.00 100.14 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.46 0.44 Page 15 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.16 252.10 252.10 100,252.10 100.25 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.78 1.16 1.27 (320.50)(320.50) 99,679.50 99.68 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.38 1.27 1.35 405.70 405.70 100,405.70 100.41 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.54 1.35 1.50 (130.10)(130.10) 99,869.90 99.87 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.38 1.50 1.81 (55.11)(52.00) 99,909.00 99.91 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.72 1.81 2.82 484.40 484.40 100,484.40 100.48 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.83 2.82 817.20 1.43 1.31 814.09 800,778.20 800,000.00 Security Type Sub-Total 1.31 5,066,056.45 5,065,417.43 (26,691.49) (17,771.28) 2.61 1.71 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 59,644.10 1.00 59,644.10 CAMP Pool 0.00 59,644.10 59,644.10 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,146,167.06 $21,105.53 $5,125,061.53 Accrued Interest Securities Sub-Total $5,125,700.55 ($26,691.49) ($17,771.28) 2.61 1.71% 2.60 Page 16 For the Month Ending September 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 09/07/17 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 (39,966.40) 0.00 (39,966.40) 40,000.00 09/05/17 09/08/17 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 (74,759.25) 0.00 (74,759.25) 75,000.00 09/07/17 09/19/17 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 (124,700.00) 0.00 (124,700.00) 125,000.00 09/12/17 09/18/17 BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 (35,000.00) 0.00 (35,000.00) 35,000.00 09/13/17 0.00 (274,425.65)(274,425.65) 275,000.00 Transaction Type Sub-Total INTEREST 09/01/17 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 09/01/17 09/01/17 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 09/01/17 09/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 57.54 57.54 37,243.56 09/01/17 09/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 23.28 23.28 18,024.26 09/01/17 09/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 42.87 42.87 20,274.76 09/01/17 09/03/17 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 330.00 330.00 30,000.00 09/03/17 09/06/17 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 06406HCJ6 0.00 675.00 675.00 100,000.00 09/06/17 09/09/17 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 78009NZZ2 0.00 850.00 850.00 100,000.00 09/09/17 09/15/17 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 296.10 296.10 30,000.00 09/15/17 09/26/17 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 3130A9EP2 0.00 625.00 625.00 125,000.00 09/26/17 Page 17 For the Month Ending September 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 09/28/17 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 0.00 57.29 57.29 75,000.00 09/28/17 09/30/17 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 0.00 343.75 343.75 55,000.00 09/30/17 4,363.33 4,363.33 0.00 690,542.58 Transaction Type Sub-Total PAYDOWNS 09/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 6,872.73 0.00 6,872.73 (68.70) 0.00 6,872.73 09/01/17 09/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 3,819.45 0.00 3,819.45 (38.25) 0.00 3,819.45 09/01/17 09/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 3,793.95 0.00 3,793.95 (37.94) 0.00 3,793.95 09/01/17 0.00 0.00 (144.89) 14,486.13 14,486.13 14,486.13 Transaction Type Sub-Total SELL 09/07/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 40,835.94 16.44 40,852.38 143.75 387.24 FIFO 40,000.00 09/05/17 09/08/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 76,599.61 35.22 76,634.83 301.76 759.06 FIFO 75,000.00 09/07/17 09/19/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 100,789.06 675.27 101,464.33 (1,062.50)(441.23)FIFO 100,000.00 09/12/17 09/19/17 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 25,380.86 151.64 25,532.50 (333.01)(105.70)FIFO 25,000.00 09/12/17 09/18/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 35,225.59 133.15 35,358.74 (401.95)(227.89)FIFO 35,000.00 09/13/17 1,011.72 371.48 (1,351.95) 279,842.78 278,831.06 275,000.00 Transaction Type Sub-Total 18,891.54 5,375.05 24,266.59 (1,496.84) 371.48 Managed Account Sub-Total Total Security Transactions ($1,496.84)$24,266.59 $5,375.05 $18,891.54 $371.48 Page 18 For the Month Ending September 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 36,110.92 Opening Balance 09/01/17 09/01/17 Purchase - Interest 17275RAR3 1.00 531.25 36,642.17 09/01/17 09/01/17 Purchase - Interest 17275RAR3 1.00 531.25 37,173.42 09/05/17 09/05/17 Purchase - Interest 0258M0EE5 1.00 330.00 37,503.42 09/06/17 09/06/17 Purchase - Interest 06406HCJ6 1.00 675.00 38,178.42 09/07/17 09/07/17 Purchase - Principal 912828VV9 1.00 40,835.94 79,014.36 09/07/17 09/07/17 Purchase - Interest 912828VV9 1.00 16.44 79,030.80 09/07/17 09/07/17 Redemption - Principal 14913Q2A6 1.00 (39,966.40) 39,064.40 09/08/17 09/08/17 Purchase - Interest 912828VV9 1.00 35.22 39,099.62 09/08/17 09/08/17 Purchase - Principal 912828VV9 1.00 76,599.61 115,699.23 09/08/17 09/08/17 Redemption - Principal 3130ACE26 1.00 (74,759.25) 40,939.98 09/11/17 09/11/17 Purchase - Interest 78009NZZ2 1.00 850.00 41,789.98 09/15/17 09/15/17 Purchase - Interest 20772JZK1 1.00 296.10 42,086.08 09/18/17 09/18/17 Purchase - Principal 912828N48 1.00 35,225.59 77,311.67 09/18/17 09/18/17 Purchase - Interest 912828N48 1.00 133.15 77,444.82 09/18/17 09/18/17 Redemption - Principal 06051GGS2 1.00 (35,000.00) 42,444.82 09/19/17 09/19/17 Purchase - Interest 912828A42 1.00 151.64 42,596.46 09/19/17 09/19/17 Purchase - Principal 912828A42 1.00 25,380.86 67,977.32 09/19/17 09/19/17 Purchase - Interest 912828WC0 1.00 675.27 68,652.59 09/19/17 09/19/17 Purchase - Principal 912828WC0 1.00 100,789.06 169,441.65 09/19/17 09/19/17 Redemption - Principal 45905UP32 1.00 (124,700.00) 44,741.65 09/25/17 09/25/17 Purchase - Interest 3136ANJY4 1.00 23.28 44,764.93 Page 19 For the Month Ending September 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 09/25/17 09/25/17 Purchase - Interest 3136AQDQ0 1.00 57.54 44,822.47 09/25/17 09/25/17 Purchase - Interest 3136AQSW1 1.00 42.87 44,865.34 09/25/17 09/25/17 Purchase - Principal 3136ANJY4 1.00 6,872.73 51,738.07 09/25/17 09/25/17 Purchase - Principal 3136AQDQ0 1.00 3,819.45 55,557.52 09/25/17 09/25/17 Purchase - Principal 3136AQSW1 1.00 3,793.95 59,351.47 09/26/17 09/26/17 Purchase - Interest 3130A9EP2 1.00 625.00 59,976.47 09/26/17 09/26/17 IP Fees August 2017 1.00 (402.95) 59,573.52 09/26/17 09/26/17 U.S. Bank Fees July 2017 1.00 (29.14) 59,544.38 09/28/17 09/28/17 Purchase - Interest 3130ACE26 1.00 57.29 59,601.67 09/29/17 10/02/17 Accrual Income Div Reinvestment - Distributions 1.00 42.43 59,644.10 59,644.10 59,644.10 59,644.10 44,930.09 368.83 0.00 (2,253,301.93) 2,302,340.26 10,605.77 42.43 59,644.10 0.00 (274,857.74) 298,390.92 36,110.92 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance September January-September 1.15% Page 20 Successor Agency CAMP Account For the Month Ending September 30, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 33,198.90 278,643.09 (254,958.66) 0.00 $56,883.33 CAMP Pool Unsettled Trades 0.00 39.41 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,309,827.84 254,510.10 (273,472.66) (20,676.35) $5,270,188.93 CAMP Managed Account Unsettled Trades 0.00 3,194.34 Cash Dividends and Income September 30, 2017 August 31, 2017 Asset Summary CAMP Pool 56,883.33 33,198.90 CAMP Managed Account 5,270,188.93 5,309,827.84 $5,327,072.26 $5,343,026.74 Total Asset Allocation 1.07% CAMP Pool 98.93% CAMP Managed Account Page 1 For the Month Ending September 30, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $33,198.90 278,643.09 (254,958.66) $56,883.33 39.41 $5,309,827.84 (14,486.13) (258,986.53) 254,510.10 0.00 (20,676.35) $5,270,188.93 $5,343,026.74 $5,327,072.26 5,474.77 0.00 (2,280.43) $3,194.34 0.00 260,060.05 4,401.25 14,486.13 (254,510.10) (24,437.33) 0.00 Managed Account Total 5,289,440.23 5,346,323.56 22,415.26 260,060.05 14,486.13 4,401.25 (254,510.10) (5,309,015.23) (20,345.35) 0.00 22,415.26 515,018.71 14,486.13 4,401.25 (533,153.19) (5,342,214.13) (20,345.35) 39.41 Total Accrual Basis Earnings $6,932.24 $6,971.65 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending September 30, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,900,000.00 1,900,747.97 35.68 Supra-National Agency Bond / Note 150,000.00 148,721.25 2.79 Municipal Bond / Note 30,000.00 30,090.60 0.56 Federal Agency Collateralized Mortgage Obligation 61,056.45 61,046.56 1.15 Federal Agency Bond / Note 1,170,000.00 1,156,964.80 21.72 Corporate Note 1,165,000.00 1,171,839.55 22.00 Certificate of Deposit 800,000.00 800,778.20 15.03 Managed Account Sub-Total 5,276,056.45 5,270,188.93 98.93% Accrued Interest 22,415.26 Total Portfolio 5,276,056.45 5,292,604.19 CAMP Pool 56,883.33 56,883.33 1.07 Total Investments 5,332,939.78 5,349,487.52 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.03% Cert of Deposit 22.00% Corporate Note 1.15% Fed Agency CMO 21.72% Fed Agy Bond / Note 1.07% Mny Mkt Fund 0.56% Muni Bond / Note 2.79% Supra-National Agency Bond / Note 35.68% 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 6.24% 2.74% 23.98%23.18% 37.67% 6.19% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.59 982 1.63% 1.70% Page 3 For the Month Ending September 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 6.43% A 9.03% A+ 2.95% A- 3.76% A-1+ 59.58% AA+ 10.44% AA- 3.73% AAA 1.07% AAAm 3.01% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,156.96 0.57 AMERICAN EXPRESS CO 100,793.50 1.89 AMERICAN HONDA FINANCE 54,871.30 1.03 APPLE INC 34,926.89 0.66 BANK OF AMERICA CO 100,405.70 1.88 BANK OF MONTREAL 99,869.90 1.87 BANK OF NOVA SCOTIA 24,899.00 0.47 BB&T CORPORATION 26,402.85 0.50 BURLINGTON NORTHERN SANTA FE 56,883.33 1.07 CAMP Pool 39,815.44 0.75 CATERPILLAR INC 80,066.32 1.50 CHEVRON CORPORATION 100,754.90 1.89 CISCO SYSTEMS INC 75,416.20 1.42 CITIGROUP INC 50,670.95 0.95 DEERE & COMPANY 515,369.08 9.67 FANNIE MAE 538,558.77 10.11 FEDERAL HOME LOAN BANKS 164,083.51 3.08 FREDDIE MAC 49,992.30 0.94 GOLDMAN SACHS GROUP INC 25,018.28 0.47 HOME DEPOT INC 100,039.60 1.88 HSBC HOLDINGS PLC 148,721.25 2.79 INTL BANK OF RECONSTRUCTION AND DEV 101,886.70 1.91 JP MORGAN CHASE & CO 50,205.85 0.94 MICROSOFT CORP 100,252.10 1.88 NORDEA BANK AB 100,138.00 1.88 ROYAL BANK OF CANADA 99,909.00 1.88 SKANDINAVISKA ENSKILDA BANKEN AB 30,090.60 0.56 STATE OF CONNECTICUT 24,832.30 0.47 STATE STREET CORPORATION 99,679.50 1.87 SVENSKA HANDELSBANKEN AB 125,475.55 2.36 THE BANK OF NEW YORK MELLON CORPORATION 50,051.58 0.94 THE WALT DISNEY CORPORATION 75,027.38 1.41 TOYOTA MOTOR CORP Page 4 For the Month Ending September 30, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Percentof HoldingsIssuer Market Value 1,900,747.97 35.67 UNITED STATES TREASURY 50,575.30 0.95 WELLS FARGO & COMPANY 100,484.40 1.89 WESTPAC BANKING CORP $5,327,072.26 Total 100.00% Page 5 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 10,009.38 10,071.88 50.41 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 15,215.04 15,164.60 27.30 15,259.57 12/30/1512/28/15AaaAA+ 15,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,300.80 101,217.70 732.34 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 25,252.93 25,481.68 168.03 25,713.87 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 90,168.75 91,153.82 398.03 91,613.67 05/31/1605/27/16AaaAA+ 90,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 75,720.68 77,710.54 128.45 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 54,108.40 55,518.52 1.89 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 128,354.72 127,846.71 748.03 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 98,648.40 97,726.01 462.09 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 201,781.20 205,588.96 1,344.26 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 125,996.13 128,768.44 214.09 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 125,996.13 125,310.41 214.09 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 151,195.35 150,861.99 256.91 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 226,793.03 226,555.45 385.36 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 Page 6 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 226,793.03 227,308.07 385.36 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 244,414.00 246,132.58 1,307.74 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 6,824.38 1,900,747.97 1,912,417.36 1.59 1,917,145.31 1,900,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 148,721.25 149,643.93 78.05 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 78.05 148,721.25 149,643.93 1.64 149,640.00 150,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,090.60 30,031.60 26.32 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 26.32 30,090.60 30,031.60 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 11,145.62 11,159.41 16.23 11,263.01 04/30/1504/15/15AaaAA+ 11,151.53 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 16,496.95 16,530.42 26.07 16,645.62 11/30/1511/06/15AaaAA+ 16,480.81 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 33,403.99 33,567.36 45.85 33,758.82 10/30/1510/07/15AaaAA+ 33,424.11 3136AQDQ0 1.08 88.15 61,046.56 61,257.19 1.07 61,667.45 61,056.45 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 123,521.13 124,851.80 170.14 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 Page 7 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,879.88 39,946.86 110.00 39,941.20 07/19/1707/18/17AaaAA+ 40,000.00 3137EAEH8 1.45 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 123,775.25 124,874.78 114.58 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,701.50 124,928.65 17.36 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 177,922.62 179,666.15 785.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 139,514.62 139,977.02 727.22 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,881.10 49,974.20 68.75 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 124,203.63 124,635.05 768.66 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,713.02 29,905.60 3.44 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 122,108.50 124,419.84 300.78 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,462.75 24,933.12 38.19 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 78,280.80 79,746.59 122.22 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 3,226.34 1,156,964.80 1,167,859.66 1.22 1,167,157.41 1,170,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 74,975.70 74,998.07 70.31 74,978.25 03/06/1303/04/13A1A 75,000.00 06406HCJ6 1.36 Page 8 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,871.30 54,975.54 226.11 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 80,066.32 80,000.00 370.32 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 50,377.45 50,154.18 88.54 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 50,377.45 50,194.10 88.54 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,992.30 49,983.04 433.33 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,019.25 24,992.59 162.29 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 100,793.50 99,927.07 287.50 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 26,402.85 26,583.06 587.50 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 50,396.95 49,984.70 275.63 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 50,205.85 49,973.64 141.32 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 30,156.96 29,974.65 51.33 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 25,083.33 24,994.70 36.56 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 75,027.38 74,970.61 666.25 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 Page 9 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 25,018.28 24,987.02 145.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,968.25 24,974.02 143.75 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 101,886.70 100,287.72 748.61 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,815.44 39,967.13 49.33 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,575.30 50,781.93 403.75 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 50,499.85 50,840.42 576.39 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 24,899.00 24,987.92 200.73 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 24,832.30 24,930.24 178.75 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 34,926.89 35,000.00 29.42 35,000.00 09/18/1709/13/17Baa1BBB+ 35,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,670.95 49,804.03 312.85 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 6,274.11 1,171,839.55 1,168,266.38 2.01 1,170,307.00 1,165,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,039.60 100,000.00 2,921.72 100,000.00 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 100,138.00 100,000.00 103.89 100,000.00 03/15/1603/11/16P-1A-1+ 100,000.00 78009NZZ2 1.69 Page 10 For the Month Ending September 30, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,252.10 100,000.00 606.22 100,000.00 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 99,679.50 100,000.00 435.75 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,405.70 100,000.00 282.00 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,869.90 100,000.00 944.39 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,909.00 99,964.11 296.44 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,484.40 100,000.00 307.50 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 5,897.91 800,778.20 799,964.11 1.82 799,961.00 800,000.00 Security Type Sub-Total 5,276,056.45 5,295,962.47 1.63 22,415.26 5,289,440.23 5,270,188.93 Managed Account Sub-Total Money Market Fund CAMP Pool 56,883.33 56,883.33 0.00 56,883.33 NRAAAm 56,883.33 56,883.33 56,883.33 0.00 56,883.33 56,883.33 Money Market Sub-Total $5,332,939.78 $5,352,845.80 $22,415.26 $5,346,323.56 $5,327,072.26 1.63% $5,349,487.52 $22,415.26 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.63 (62.50)(100.00) 10,009.38 100.09 MORGANST 10,000.00 912828WL0US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 1.44 1.63 2.82 50.44 (44.53) 15,215.04 101.43 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.62 2.82 2.97 (916.90)(1,550.76) 100,300.80 100.30 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.65 2.97 3.04 (228.75)(460.94) 25,252.93 101.01 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.67 3.04 3.13 (985.07)(1,444.92) 90,168.75 100.19 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.69 3.13 3.29 (1,989.86)(2,947.29) 75,720.68 100.96 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.71 3.29 3.41 (1,410.12)(1,591.99) 54,108.40 98.38 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.73 3.41 3.46 508.01 934.40 128,354.72 98.73 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.74 3.46 3.54 922.39 1,246.06 98,648.40 98.65 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.76 3.54 3.50 (3,807.76)(5,406.30) 201,781.20 100.89 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.75 3.50 3.75 (2,772.31)(3,696.25) 125,996.13 100.80 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 685.72 625.04 125,996.13 100.80 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 333.36 287.15 151,195.35 100.80 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 237.58 52.80 226,793.03 100.80 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.75 (515.04)(659.12) 226,793.03 100.80 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.79 3.75 3.94 (1,718.58)(1,640.69) 244,414.00 97.77 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.82 3.94 (16,397.34) 1.76 3.59 (11,669.39) 1,900,747.97 1,900,000.00 Security Type Sub-Total 3.59 Page 12 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.87 (922.68)(918.75) 148,721.25 99.15 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.86 2.87 (918.75) 1.86 2.87 (922.68) 148,721.25 150,000.00 Security Type Sub-Total 2.87 Municipal Bond / Note 1.43 59.00 6.30 30,090.60 100.30 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.76 1.43 6.30 1.76 1.43 59.00 30,090.60 30,000.00 Security Type Sub-Total 1.43 Federal Agency Collateralized Mortgage Obligation 0.41 (13.79)(117.39) 11,145.62 99.95 GOLDMAN 11,151.53 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.43 0.43 1.08 (33.47)(148.67) 16,496.95 100.10 GOLDMAN 16,480.81 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.69 0.64 1.73 (163.37)(354.83) 33,403.99 99.94 MORGANST 33,424.11 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.62 0.99 (620.89) 1.60 1.31 (210.63) 61,046.56 61,056.45 Security Type Sub-Total 0.79 Federal Agency Bond / Note 1.82 (1,330.67)(1,238.87) 123,521.13 98.82 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.53 1.82 1.84 (66.98)(61.32) 39,879.88 99.70 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 1.54 1.84 1.88 (1,099.53)(1,029.75) 123,775.25 99.02 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.52 1.88 1.96 (1,227.15)(1,189.75) 123,701.50 98.96 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.53 1.96 2.03 (1,743.53)(1,594.98) 177,922.62 98.85 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.57 2.03 Page 13 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.08 (462.40)(453.18) 139,514.62 99.65 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.54 2.08 2.36 (93.10)(86.90) 49,881.10 99.76 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.60 2.36 2.48 (431.42)(368.87) 124,203.63 99.36 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.63 2.48 2.92 (192.58)(190.68) 29,713.02 99.04 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.70 2.92 3.68 (2,311.34)(2,131.38) 122,108.50 97.69 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.76 3.68 3.76 (470.37)(451.73) 24,462.75 97.85 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.83 3.76 3.76 (1,465.79)(1,395.20) 78,280.80 97.85 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.83 3.76 (10,192.61) 1.61 2.40 (10,894.86) 1,156,964.80 1,170,000.00 Security Type Sub-Total 2.40 Corporate Note 0.43 (22.37)(2.55) 74,975.70 99.97 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.42 0.40 0.59 (104.24) 74.25 54,871.30 99.77 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.40 0.59 0.72 66.32 66.32 80,066.32 100.08 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.60 0.72 1.39 223.27 (97.55) 50,377.45 100.75 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.58 1.39 1.39 183.35 (92.05) 50,377.45 100.75 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.58 1.39 1.52 9.26 24.30 49,992.30 99.98 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.01 1.50 1.64 26.66 32.25 25,019.25 100.08 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.00 1.64 Page 14 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.83 866.43 978.50 100,793.50 100.79 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.82 1.83 1.88 (180.21)(1,194.65) 26,402.85 105.61 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.83 1.88 2.20 412.25 416.95 50,396.95 100.79 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.09 2.20 2.29 232.21 239.35 50,205.85 100.41 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.67 2.29 2.26 182.31 188.16 30,156.96 100.52 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 1.98 2.26 2.36 88.63 89.83 25,083.33 100.33 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.81 2.36 2.45 56.77 61.88 75,027.38 100.04 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.94 2.45 2.59 31.26 32.78 25,018.28 100.07 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.77 2.59 2.59 (5.77)(2.75) 24,968.25 99.87 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.85 2.59 2.53 1,598.98 1,389.70 101,886.70 101.89 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.04 2.55 2.83 (151.69)(150.96) 39,815.44 99.54 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.01 2.83 3.02 (206.63)(532.70) 50,575.30 101.15 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.17 3.02 3.34 (340.57)(649.15) 50,499.85 101.00 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.20 3.34 3.43 (88.92)(84.50) 24,899.00 99.60 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.17 3.43 3.47 (97.94)(73.20) 24,832.30 99.33 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.14 3.47 Page 15 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.80 (73.11)(73.11) 34,926.89 99.79 MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 2.38 3.80 3.99 866.92 891.45 50,670.95 101.34 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.32 3.99 1,532.55 1.88 2.11 3,573.17 1,171,839.55 1,165,000.00 Security Type Sub-Total 2.11 Certificate of Deposit 0.13 39.60 39.60 100,039.60 100.04 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.31 0.13 0.44 138.00 138.00 100,138.00 100.14 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.46 0.44 1.16 252.10 252.10 100,252.10 100.25 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.78 1.16 1.27 (320.50)(320.50) 99,679.50 99.68 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.38 1.27 1.35 405.70 405.70 100,405.70 100.41 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.54 1.35 1.50 (130.10)(130.10) 99,869.90 99.87 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.38 1.50 1.81 (55.11)(52.00) 99,909.00 99.91 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.72 1.81 2.82 484.40 484.40 100,484.40 100.48 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.83 2.82 817.20 1.43 1.31 814.09 800,778.20 800,000.00 Security Type Sub-Total 1.31 5,276,056.45 5,270,188.93 (25,773.54) (19,251.30) 2.59 1.70 Managed Account Sub-Total 2.59 Money Market Fund 0.00 0.00 0.00 56,883.33 1.00 56,883.33 CAMP Pool 0.00 56,883.33 56,883.33 0.00 0.00 0.00 Money Market Sub-Total 0.00 Page 16 For the Month Ending September 30, 2017Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Investments $5,349,487.52 $22,415.26 $5,327,072.26 Accrued Interest Securities Sub-Total $5,332,939.78 ($25,773.54) ($19,251.30) 2.59 1.70% 2.59 Page 17 For the Month Ending September 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 09/07/17 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 (39,966.40) 0.00 (39,966.40) 40,000.00 09/05/17 09/08/17 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 (29,903.70) 0.00 (29,903.70) 30,000.00 09/07/17 09/19/17 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 (149,640.00) 0.00 (149,640.00) 150,000.00 09/12/17 09/18/17 BANK OF AMERICA CORP DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 (35,000.00) 0.00 (35,000.00) 35,000.00 09/13/17 0.00 (254,510.10)(254,510.10) 255,000.00 Transaction Type Sub-Total INTEREST 09/01/17 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 09/01/17 09/01/17 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 09/01/17 09/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 57.54 57.54 37,243.56 09/01/17 09/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 23.28 23.28 18,024.26 09/01/17 09/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 42.87 42.87 20,274.76 09/01/17 09/03/17 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 330.00 330.00 30,000.00 09/03/17 09/04/17 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 0.00 241.04 241.04 25,000.00 09/04/17 09/06/17 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 06406HCJ6 0.00 506.25 506.25 75,000.00 09/06/17 09/09/17 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 78009NZZ2 0.00 850.00 850.00 100,000.00 09/09/17 09/15/17 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 296.10 296.10 30,000.00 09/15/17 Page 18 For the Month Ending September 30, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 09/26/17 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 3130A9EP2 0.00 625.00 625.00 125,000.00 09/26/17 09/28/17 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 0.00 22.92 22.92 30,000.00 09/28/17 09/30/17 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 0.00 343.75 343.75 55,000.00 09/30/17 4,401.25 4,401.25 0.00 645,542.58 Transaction Type Sub-Total PAYDOWNS 09/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 3,819.45 0.00 3,819.45 (38.25) 0.00 3,819.45 09/01/17 09/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 6,872.73 0.00 6,872.73 (68.70) 0.00 6,872.73 09/01/17 09/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 3,793.95 0.00 3,793.95 (37.94) 0.00 3,793.95 09/01/17 0.00 0.00 (144.89) 14,486.13 14,486.13 14,486.13 Transaction Type Sub-Total SELL 09/07/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 40,835.94 16.44 40,852.38 143.75 387.24 FIFO 40,000.00 09/05/17 09/08/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 30,639.84 14.09 30,653.93 120.70 303.62 FIFO 30,000.00 09/07/17 09/19/17 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 152,285.16 909.84 153,195.00 (1,998.04)(634.18)FIFO 150,000.00 09/12/17 09/18/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 35,225.59 133.15 35,358.74 (401.95)(227.89)FIFO 35,000.00 09/13/17 1,073.52 (171.21)(2,135.54) 260,060.05 258,986.53 255,000.00 Transaction Type Sub-Total 18,962.56 5,474.77 24,437.33 (2,280.43) (171.21)Managed Account Sub-Total Total Security Transactions ($2,280.43)$24,437.33 $5,474.77 $18,962.56 ($171.21) Page 19 For the Month Ending September 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 33,198.90 Opening Balance 09/01/17 09/01/17 Purchase - Interest 17275RAR3 1.00 531.25 33,730.15 09/01/17 09/01/17 Purchase - Interest 17275RAR3 1.00 531.25 34,261.40 09/05/17 09/05/17 Purchase - Interest 0258M0EE5 1.00 330.00 34,591.40 09/05/17 09/05/17 Purchase - Interest 25468PDP8 1.00 241.04 34,832.44 09/06/17 09/06/17 Purchase - Interest 06406HCJ6 1.00 506.25 35,338.69 09/07/17 09/07/17 Purchase - Principal 912828VV9 1.00 40,835.94 76,174.63 09/07/17 09/07/17 Purchase - Interest 912828VV9 1.00 16.44 76,191.07 09/07/17 09/07/17 Redemption - Principal 14913Q2A6 1.00 (39,966.40) 36,224.67 09/08/17 09/08/17 Purchase - Principal 912828VV9 1.00 30,639.84 66,864.51 09/08/17 09/08/17 Purchase - Interest 912828VV9 1.00 14.09 66,878.60 09/08/17 09/08/17 Redemption - Principal 3130ACE26 1.00 (29,903.70) 36,974.90 09/11/17 09/11/17 Purchase - Interest 78009NZZ2 1.00 850.00 37,824.90 09/15/17 09/15/17 Purchase - Interest 20772JZK1 1.00 296.10 38,121.00 09/18/17 09/18/17 Purchase - Principal 912828N48 1.00 35,225.59 73,346.59 09/18/17 09/18/17 Purchase - Interest 912828N48 1.00 133.15 73,479.74 09/18/17 09/18/17 Redemption - Principal 06051GGS2 1.00 (35,000.00) 38,479.74 09/19/17 09/19/17 Purchase - Principal 912828A42 1.00 152,285.16 190,764.90 09/19/17 09/19/17 Purchase - Interest 912828A42 1.00 909.84 191,674.74 09/19/17 09/19/17 Redemption - Principal 45905UP32 1.00 (149,640.00) 42,034.74 09/25/17 09/25/17 Purchase - Interest 3136ANJY4 1.00 23.28 42,058.02 09/25/17 09/25/17 Purchase - Interest 3136AQDQ0 1.00 57.54 42,115.56 Page 20 For the Month Ending September 30, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 09/25/17 09/25/17 Purchase - Interest 3136AQSW1 1.00 42.87 42,158.43 09/25/17 09/25/17 Purchase - Principal 3136ANJY4 1.00 6,872.73 49,031.16 09/25/17 09/25/17 Purchase - Principal 3136AQDQ0 1.00 3,819.45 52,850.61 09/25/17 09/25/17 Purchase - Principal 3136AQSW1 1.00 3,793.95 56,644.56 09/26/17 09/26/17 Purchase - Interest 3130A9EP2 1.00 625.00 57,269.56 09/26/17 09/26/17 IP Fees August 2017 1.00 (418.19) 56,851.37 09/26/17 09/26/17 U.S. Bank Fees July 2017 1.00 (30.37) 56,821.00 09/28/17 09/28/17 Purchase - Interest 3130ACE26 1.00 22.92 56,843.92 09/29/17 10/02/17 Accrual Income Div Reinvestment - Distributions 1.00 39.41 56,883.33 56,883.33 56,883.33 56,883.33 41,720.47 500.74 0.00 (2,483,632.32) 2,520,921.54 19,594.11 39.41 56,883.33 0.00 (254,958.66) 278,643.09 33,198.90 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance September January-September 1.15% Page 21