Loading...
HomeMy WebLinkAboutItem No. 02 Invest Report Oct 2017Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-448 Agenda Date: 12/12/2017 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 2) Page 1 City of Lake Elsinore Printed on 12/7/2017 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:December 12, 2017 Subject:Investment Report for October 2017 Recommendation Receive and file the Investment Report for October 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 October 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,565,095$ 175,325$ (392,513)$ 3,347,907$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 3,565,095 175,325 (392,513) 3,349,207 INVESTMENTS City Investments: City Local Agency Investment Fund 11,909,873 - - 11,909,873 City CAMP Investments: CAMP Pool Account 21,871 - - 21,871 U.S. Treasury Bond / Note 11,046,756 - - 11,046,756 Supra-National Agency Bond / Note 1,353,761 1,353,761 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 323,045 - - 323,045 Federal Agency Bond / Note 4,682,363 - - 4,682,363 Corporate Note 7,448,317 - - 7,448,317 Certificate of Deposit 5,214,318 - - 5,214,318 Housing CAMP Investments: Housing CAMP Pool Account 7,928 - - 7,928 Housing U.S. Treasury Bond / Notes 1,978,326 - - 1,978,326 Housing Supra-National Agency Bond 225,627 225,627 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 58,150 - - 58,150 Housing Federal Agency Bond / Notes 747,972 - - 747,972 Housing Corporate Notes 1,305,707 - - 1,305,707 Housing Certificate of Deposit 799,961 - - 799,961 Successor Investments: Successor Local Agency Investment Fund 8,461,338 - - 8,461,338 Successor CAMP Investments: Successor CAMP Pool Account 4,742 - - 4,742 Successor U.S. Treasury Bond / Notes 1,916,939 - - 1,916,939 Successor Supra-National Agency Bond 250,567 250,567 Successor Municipal Bond / Notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 58,150 - - 58,150 Successor Federal Agency Bond / Notes 1,042,397 - - 1,042,397 Successor Corporate Notes 1,255,382 - - 1,255,382 Successor Certificate of Deposit 799,961 - - 799,961 Sub-total Investments 61,264,083 - - 61,264,083 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 61,006,370 - - 61,006,370 Total Pooled Cash and Investments 64,571,464$ 175,325$ (392,513)$ 64,355,576$ TOTAL POOLED CASH AND INVESTMENTS 64,355,576$ 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 November 20, 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 OCTOBER 31, 2017 FUND NO FUND NAME AMOUNT 100 General 11,036,645$ 106 Affordable Housing In Lieu 1,467,801 107 Developer Agreement Revenue 316,653 110 State Gas Tax 915,928 112 Measure A 1,526,642 114 SB1186 CASP Education Program 9,338 115 Traffic Safety 62,955 116 City Hall-Public Works DIF 1,133,612 117 Community Center DIF 9,148 118 Lake Side Facility DIF 44,111 119 Animal Shelter DIF 62,168 121 T.R.I.P.-2014A 132 135 Lighting & Landscape Maintenance - Dist. No. 1 681,971 140 Geothermal 20,068 155 CSA152 -- N.P.D.E.S.87,464 205 Traffic Impact Fee 4,159,085 211 Storm Drain C.I.P. 1,244,493 220 Street Lighting C.I.P.75,284 221 Quimby Park C.I.P.40,466 231 Library C.I.P. 1,792,522 232 City Fire Protection 67,068 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 204,534 305 Information Systems Service 45,218 320 Facilities Service 720,656 332 CFD 2006-1 Improvement Area B, Summerly 16,861 336 CFD 2006-1FF Summerly Improvement Area FF 25,467 337 CFD 2016-2 Canyon Hills 9,440 345 CFD 2003-2 Improvement Area D, Canyon Hills 528,612 346 CFD 2014-1 Southshore 63,609 347 CFD 2006-1 Improvement Area A, Summerly 21,079 350 CFD 98-1 Summerhill 683,137 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 815,888 357 CFD 2003-2 Canyon Hills Improvement Area 110,483 366 CFD 2005-6 City Center Townhomes Debt Service 69,878 368 CFD 2006-2 Viscaya 95,608 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 130,998 371 CFD 2005-1 Serenity 61,189 372 CFD 2005-2 Alberhill Ranch Improvement Area 81,316 374 CFD 2005-4 Lakeview Villas 52,220 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 OCTOBER 31, 2017 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF OCTOBER 31, 2017 375 CFD 2006-4 Clurman Debt Service 16,386 376 CFD 2006-3 La Strada 10,166 377 CFD 2006-6 Tessara 9,677 378 CFD 2006-8 Running Deer Estates 46,674 384 CFD 2003-2 Area B Canyon Hills Improvement Area 210,441 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 346,434 386 CFD 2007-4 Mekenna Court 23,369 387 CFD 2007-5 Red Kite 68,880 388 CFD 2007-6 Holiday Inn Express 3,640 390 CFD 2003-2 Area C Canyon Hills Improvement Area 70,418 392 CFD 95-1 City Center 35,552 393 AD 93-1 Cottonwood Hills 68,659 394 CFD 2005-5 (2012A) Wasson Canyon 137,842 500 Capital Improvement Plan 8,005,552 510 Successor Agency RDA Area I 4,560,465 540 Successor Area RDA Diamond Stadium 2,466,047 603 Endowment Trust - Carl Graves 967,961 604 Endowment Trust - Korn Memorial 31,445 605 Public Improvement Trust 692,764 606 Mobile Source Air Polution Reduction 231,224 608 Trust Deposit & Pre Paid Expense 4,350,961 617 Successor Agency Housing 11,483,686 620 Cost Recovery System 959,501 631 Lake Destratification Equipment Replacement 282,719 Total Pooled Cash & Investments 64,355,576$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 24.39%Unlimited Current Balance 14,942,021$ Supra-National Agency Bond / Note 2.99%30% Current Balance 1,829,955$ Municipal Bond / Note 0.57%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.72%40.00% Current Balance 439,344$ Federal Agency Bond / Note 10.57%*Unlimited Current Balance 6,472,732$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 11.12%25.00% Current Balance 6,814,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 16.34%30.00% Current Balance 10,009,406$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)33.25%*$65 Million Current Balance 20,371,211$ CAMP - Pooled Sweep Account 0.06%Unlimited Current Balance 34,541$ TOTAL 100.00%*61,264,083$ 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 OCTOBER 31, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund JOHN CHIANG TREASURER STATE OF CALIFORNIA 10/16/17 1.15 1.14 195 10/17/17 1.15 1.14 193 10/18/17 1.15 1.14 193 10/19/17 1.15 1.14 192 10/20/17 1.15 1.14 192 10/21/17 1.15 1.14 192 10/22/17 1.15 1.14 192 10/23/17 1.15 1.14 189 10/24/17 1.15 1.14 187 10/25/17 1.15 1.14 186 10/26/17 1.16 1.14 187 10/27/17 1.16 1.14 195 10/28/17 1.16 1.14 195 Oct 2017 1.143 10/29/17 1.16 1.14 195 Sept 2017 1.111 10/30/17 1.16 1.14 190 Aug 2017 1.084 10/31/17 1.16 1.14 184 11/01/17 1.16 1.14 191 11/02/17 1.16 1.14 195 11/03/17 1.16 1.14 195 11/04/17 1.16 1.15 195 11/05/17 1.16 1.15 195 11/06/17 1.16 1.15 194 11/07/17 1.16 1.15 196 11/08/17 1.16 1.15 197 11/09/17 1.17 1.15 198 11/10/17 1.17 1.15 197 11/11/17 1.17 1.15 197 11/12/17 1.17 1.15 197 11/13/17 1.17 1.15 194 11/14/17 1.17 1.15 193 11/15/17 1.17 1.15 196 11/15/2017 .00002942867511750 .999042071 Earnings Ratio: Fair Value Factor: Daily:1.11% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:1.07% Quarter Ending 09/30/17 Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 1.08% *Daily yield does not reflect capital gains or losses 190 Treasuries 46.09% Mortgages 0.05% Agencies 14.04% Certificates of Deposit/Bank Notes 15.61% Time Deposits 7.81% Commercial Paper 9.36% Loans 7.04% Pooled Money Investment Account Portfolio Composition 10/31/17 $72.4 billion Yield Purchase Date Maturity Rate 1.143%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 14,834,037$ (2,924,164)$ 11,909,873$ Successor Agency 8,438,499$ 22,839$ 8,461,338$ Total Investments Held with Local Agency Investment Fund:23,272,536$ (2,901,324)$ 20,371,211$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $65 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING OCTOBER 31, 2017 City Funds CAMP Account For the Month Ending October 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 166,856.46 1,760,310.30 (1,905,295.55) 0.00 $21,871.21 CAMP Pool Unsettled Trades 0.00 75.65 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,049,808.34 1,888,258.01 (1,705,403.27) (57,838.60) $30,174,824.48 CAMP Managed Account Unsettled Trades 0.00 19,756.32 Cash Dividends and Income October 31, 2017 September 30, 2017 Asset Summary CAMP Pool 21,871.21 166,856.46 CAMP Managed Account 30,174,824.48 30,049,808.34 $30,196,695.69 $30,216,664.80 Total Asset Allocation 0.07% CAMP Pool 99.93% CAMP Managed Account Page 1 For the Month Ending October 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $166,856.46 1,760,310.30 (1,905,295.55) $21,871.21 75.65 $30,049,808.34 (19,608.98) (1,685,794.29) 1,888,258.01 0.00 (57,838.60) $30,174,824.48 $30,216,664.80 $30,196,695.69 47,862.63 (9,362.02) (18,744.29) $19,756.32 0.00 1,691,171.04 42,485.88 19,608.98 (1,897,620.03) 144,354.13 0.00 Managed Account Total 30,301,675.74 30,323,546.95 139,253.93 1,691,171.04 19,608.98 42,485.88 (1,897,620.03) (30,136,419.68) (131,859.55) 0.00 139,253.93 3,596,466.59 19,608.98 42,485.88 (3,657,930.33) (30,303,276.14) (131,859.55) 75.65 Total Accrual Basis Earnings $28,296.31 $28,371.96 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,980,000.00 10,938,203.90 36.22 Supra-National Agency Bond / Note 1,350,000.00 1,346,229.45 4.46 Municipal Bond / Note 290,000.00 290,542.20 0.96 Federal Agency Collateralized Mortgage Obligation 319,844.14 319,592.60 1.06 Federal Agency Bond / Note 4,695,000.00 4,632,472.59 15.34 Corporate Note 7,380,000.00 7,427,577.36 24.60 Certificate of Deposit 5,215,000.00 5,220,206.38 17.29 Managed Account Sub-Total 30,229,844.14 30,174,824.48 99.93% Accrued Interest 139,253.93 Total Portfolio 30,229,844.14 30,314,078.41 CAMP Pool 21,871.21 21,871.21 0.07 Total Investments 30,251,715.35 30,335,949.62 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 17.29% Cert of Deposit 24.60% Corporate Note 1.06% Fed Agency CMO 15.34% Fed Agy Bond / Note 0.07% Mny Mkt Fund 0.96% Muni Bond / Note 4.46% Supra-National Agency Bond / Note 36.22% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 4.07%2.90% 22.62%22.02% 41.57% 6.82% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.58 977 1.72% 1.79% Page 3 For the Month Ending October 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.43% A 11.91% A+ 3.94% A- 3.81% A-1+ 1.41% AA 53.64% AA+ 11.34% AA- 5.45% AAA 0.07% AAAm 3.00% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 380,694.24 1.26 AMERICAN EXPRESS CO 578,530.50 1.92 AMERICAN HONDA FINANCE 309,316.76 1.02 APPLE INC 199,310.60 0.66 BANK OF AMERICA CO 602,357.40 1.99 BANK OF MONTREAL 574,362.90 1.90 BANK OF NOVA SCOTIA 223,907.10 0.74 BB&T CORPORATION 157,788.45 0.52 BURLINGTON NORTHERN SANTA FE 21,871.21 0.07 CAMP Pool 576,421.40 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 223,695.68 0.74 CATERPILLAR INC 440,246.84 1.46 CHEVRON CORPORATION 573,128.73 1.90 CISCO SYSTEMS INC 406,663.49 1.35 CITIGROUP INC 278,859.08 0.92 DEERE & COMPANY 2,613,513.55 8.66 FANNIE MAE 1,595,162.89 5.29 FEDERAL HOME LOAN BANKS 743,388.75 2.46 FREDDIE MAC 268,702.00 0.89 GENERAL ELECTRIC CO 299,820.30 0.99 GOLDMAN SACHS GROUP INC 149,808.15 0.50 HOME DEPOT INC 575,083.38 1.90 HSBC HOLDINGS PLC 604,468.20 2.00 INTER-AMERICAN DEVELOPMENT BANK 741,761.25 2.46 INTL BANK OF RECONSTRUCTION AND DEV 584,005.65 1.93 JP MORGAN CHASE & CO 300,178.50 0.99 MICROSOFT CORP 576,421.40 1.91 NORDEA BANK AB 199,459.80 0.66 PEPSICO INC 575,591.10 1.91 ROYAL BANK OF CANADA 599,535.00 1.99 SKANDINAVISKA ENSKILDA BANKEN AB 165,318.45 0.55 STATE OF CONNECTICUT 74,388.75 0.25 STATE STREET CORPORATION Page 4 For the Month Ending October 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 598,290.00 1.98 SVENSKA HANDELSBANKEN AB 302,826.90 1.00 THE BANK OF NEW YORK MELLON CORPORATION 299,787.13 0.99 THE WALT DISNEY CORPORATION 426,077.55 1.41 TOYOTA MOTOR CORP 10,938,203.90 36.23 UNITED STATES TREASURY 125,223.75 0.41 UNIVERSITY OF CALIFORNIA 299,368.20 0.99 WAL-MART STORES INC 451,012.96 1.49 WELLS FARGO & COMPANY 542,143.80 1.80 WESTPAC BANKING CORP $30,196,695.69 Total 100.00% Page 5 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 140,038.22 141,659.19 6.77 142,592.19 02/03/1602/01/16AaaAA+ 140,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 151,089.90 152,814.44 1,262.30 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 599,508.00 607,496.86 3,538.04 610,757.81 05/31/1605/27/16AaaAA+ 600,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 578,750.73 595,266.97 1,969.61 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 284,630.36 292,668.40 318.68 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 246,220.75 245,855.18 9.50 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 344,709.05 344,334.29 13.29 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 885,620.70 879,989.22 5,206.97 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,206,609.60 1,232,776.38 10,098.36 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 326,472.58 334,588.19 1,113.26 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 803,624.80 805,413.39 2,740.33 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,029,644.28 1,027,491.58 3,511.05 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 1,155,210.65 1,156,468.72 3,939.23 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 1,406,343.40 1,414,056.71 4,795.58 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 Page 6 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 707,016.38 708,446.85 25.03 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,072,714.50 1,083,326.20 37.98 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 38,585.98 10,938,203.90 11,022,652.57 1.63 11,046,755.86 10,980,000.00 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 741,761.25 748,268.84 1,365.88 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 604,468.20 605,461.73 6,091.67 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 7,457.55 1,346,229.45 1,353,730.57 1.72 1,353,761.46 1,350,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 125,223.75 125,000.00 1,097.44 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 165,318.45 165,163.93 416.19 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 1,513.63 290,542.20 290,163.93 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 57,740.21 57,806.74 74.63 58,358.22 04/30/1504/15/15AaaAA+ 57,780.62 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 78,601.90 78,784.41 124.30 79,357.89 11/30/1511/06/15AaaAA+ 78,572.18 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 183,250.49 184,231.70 251.69 185,328.80 10/30/1510/07/15AaaAA+ 183,491.34 3136AQDQ0 1.08 Page 7 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 450.62 319,592.60 320,822.85 1.07 323,044.91 319,844.14 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 172,744.25 174,827.26 378.56 174,706.00 08/02/1607/29/16AaaAA+ 175,000.00 3135G0N33 0.93 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 593,309.40 599,424.98 1,050.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 394,931.60 399,287.71 77.78 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 735,819.74 739,883.23 4,691.81 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 547,376.50 549,725.86 1,443.75 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 743,388.75 747,880.43 315.10 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 153,114.12 154,525.59 195.36 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 706,229.03 721,707.43 2,424.22 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 136,630.48 139,633.29 359.72 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 448,928.72 458,573.46 1,181.94 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 12,118.24 4,632,472.59 4,685,469.24 1.31 4,682,362.59 4,695,000.00 Security Type Sub-Total Corporate Note APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,316.76 309,881.53 1,532.78 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 440,246.84 440,000.00 2,666.72 440,000.00 06/24/1306/17/13Aa2AA- 440,000.00 166764AE0 1.72 Page 8 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 271,482.03 270,784.08 956.25 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 301,646.70 301,096.77 1,062.50 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,970.05 49,930.19 16.67 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 249,850.25 249,919.65 83.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,966.09 104,970.38 861.00 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 578,530.50 574,598.96 2,731.25 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 157,788.45 159,106.97 587.50 165,585.00 06/08/1606/03/16A3A 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 268,702.00 268,325.12 4,315.97 289,082.50 03/25/1503/20/15A1AA- 250,000.00 36962G4J0 2.05 CITIGROUP INC CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 301,697.40 299,911.50 2,266.25 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 75,168.83 75,137.60 407.60 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 375,844.13 376,213.38 2,038.02 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 300,178.50 299,847.32 1,310.42 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 180,528.84 179,853.02 638.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 Page 9 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 125,212.38 124,974.38 385.94 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 200,988.00 200,868.37 585.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 225,089.55 224,914.65 170.63 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 149,808.15 149,924.50 1,095.00 149,913.00 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 174,574.75 174,823.63 1,268.75 174,797.00 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 584,005.65 576,604.26 5,622.22 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 223,695.68 224,820.22 624.38 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 299,368.20 299,569.32 174.17 299,565.00 10/20/1710/11/17Aa2AA 300,000.00 931142EA7 1.95 BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 74,867.85 74,965.59 22.40 74,965.50 10/26/1710/23/17A2A- 75,000.00 05531FAZ6 2.17 PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 199,459.80 199,960.67 233.33 199,960.00 10/10/1710/05/17A1A+ 200,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 302,826.90 304,951.92 333.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 200,165.40 199,665.24 2,200.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 149,039.25 149,929.12 1,460.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 Page 10 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 74,388.75 74,795.33 658.13 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 199,310.60 200,000.00 556.13 200,000.00 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 278,859.08 273,942.04 2,327.95 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 39,192.53 7,427,577.36 7,414,285.71 2.05 7,448,317.30 7,380,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 575,083.38 575,000.00 17,562.42 575,000.00 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 575,591.10 575,000.00 1,411.94 575,000.00 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 576,421.40 574,756.26 4,244.78 574,551.50 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 576,421.40 575,000.00 4,357.22 575,000.00 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 598,290.00 600,000.00 3,591.00 600,000.00 01/12/1701/10/17Aa2AA- 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 602,357.40 600,000.00 2,632.00 600,000.00 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 574,362.90 575,000.00 823.69 575,000.00 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 599,535.00 599,794.61 2,729.33 599,766.00 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 542,143.80 540,000.00 2,583.00 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 39,935.38 5,220,206.38 5,214,550.87 1.82 5,214,317.50 5,215,000.00 Security Type Sub-Total Page 11 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 30,229,844.14 30,359,023.27 1.72 139,253.93 30,301,675.74 30,174,824.48 Managed Account Sub-Total Money Market Fund CAMP Pool 21,871.21 21,871.21 0.00 21,871.21 NRAAAm 21,871.21 21,871.21 21,871.21 0.00 21,871.21 21,871.21 Money Market Sub-Total $30,251,715.35 $30,380,894.48 $139,253.93 $30,323,546.95 $30,196,695.69 1.72% $30,335,949.62 $139,253.93 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.91 (1,620.97)(2,553.97) 140,038.22 100.03 MERRILL 140,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.74 2.91 2.95 (1,724.54)(3,193.30) 151,089.90 100.73 MERRILL 150,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.76 2.95 3.05 (7,988.86)(11,249.81) 599,508.00 99.92 MORGANST 600,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.78 3.05 3.20 (16,516.24)(24,370.36) 578,750.73 100.65 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.80 3.20 3.32 (8,038.04)(9,062.61) 284,630.36 98.15 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.81 3.32 3.40 365.57 1,210.98 246,220.75 98.49 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.82 3.40 3.40 374.76 1,654.36 344,709.05 98.49 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.82 3.40 3.45 5,631.48 8,999.61 885,620.70 98.40 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.84 3.45 3.42 (26,166.78)(36,515.40) 1,206,609.60 100.55 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.84 3.42 3.66 (8,115.61)(10,727.62) 326,472.58 100.45 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (1,788.59)(2,562.70) 803,624.80 100.45 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 2,152.70 1,601.31 1,029,644.28 100.45 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (1,258.07)(1,752.24) 1,155,210.65 100.45 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (7,713.31)(8,914.41) 1,406,343.40 100.45 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.88 (1,430.47)(1,189.67) 707,016.38 97.52 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.90 3.88 3.88 (10,611.70)(9,926.13) 1,072,714.50 97.52 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.90 3.88 (108,551.96) 1.86 3.55 (84,448.67) 10,938,203.90 10,980,000.00 Security Type Sub-Total 3.55 Page 13 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.78 (6,507.59)(6,438.75) 741,761.25 98.90 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.96 2.78 2.89 (993.53)(1,093.26) 604,468.20 100.74 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 1.87 2.89 (7,532.01) 1.92 2.83 (7,501.12) 1,346,229.45 1,350,000.00 Security Type Sub-Total 2.83 Municipal Bond / Note 0.53 223.75 223.75 125,223.75 100.18 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.57 0.53 1.35 154.52 (145.20) 165,318.45 100.19 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.83 1.35 78.55 1.72 0.99 378.27 290,542.20 290,000.00 Security Type Sub-Total 0.99 Federal Agency Collateralized Mortgage Obligation 0.34 (66.53)(618.01) 57,740.21 99.93 GOLDMAN 57,780.62 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.45 0.34 1.00 (182.51)(755.99) 78,601.90 100.04 GOLDMAN 78,572.18 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.73 0.58 1.65 (981.21)(2,078.31) 183,250.49 99.87 MORGANST 183,491.34 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.66 0.93 (3,452.31) 1.64 1.25 (1,230.25) 319,592.60 319,844.14 Security Type Sub-Total 0.74 Federal Agency Bond / Note 1.73 (2,083.01)(1,961.75) 172,744.25 98.71 GOLDMAN 175,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.62 1.73 1.80 (6,115.58)(5,754.60) 593,309.40 98.88 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.62 1.80 1.95 (4,356.11)(3,996.40) 394,931.60 98.73 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.65 1.95 Page 14 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.99 (4,063.49)(4,010.06) 735,819.74 99.44 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.66 1.99 2.27 (2,349.36)(2,271.50) 547,376.50 99.52 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.71 2.27 2.41 (4,491.68)(4,046.25) 743,388.75 99.12 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.74 2.41 2.83 (1,411.47)(1,388.33) 153,114.12 98.78 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.81 2.83 3.59 (15,478.40)(14,362.25) 706,229.03 97.41 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.85 3.59 3.67 (3,002.81)(2,890.58) 136,630.48 97.59 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.91 3.67 3.67 (9,644.74)(9,208.28) 448,928.72 97.59 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.91 3.67 (49,890.00) 1.74 2.54 (52,996.65) 4,632,472.59 4,695,000.00 Security Type Sub-Total 2.54 Corporate Note 0.50 (564.77) 460.66 309,316.76 99.78 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.44 0.50 0.56 246.84 246.84 440,246.84 100.06 05/24/18BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.63 0.59 1.31 697.95 (1,082.97) 271,482.03 100.55 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 1.31 1.31 549.93 (1,170.30) 301,646.70 100.55 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 1.31 1.45 39.86 109.05 49,970.05 99.94 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.43 1.45 (69.40) 10.25 249,850.25 99.94 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.43 1.55 (4.29) 20.69 104,966.09 99.97 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.07 1.55 Page 15 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.74 3,931.54 4,594.25 578,530.50 100.61 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.90 1.74 1.83 (1,318.52)(7,796.55) 157,788.45 105.19 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.93 1.83 2.04 376.88 (20,380.50) 268,702.00 107.48 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.98 2.04 2.03 1,785.90 1,817.40 301,697.40 100.57 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.18 2.07 2.18 31.23 (119.17) 75,168.83 100.23 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.05 2.18 2.18 (369.25)(1,777.12) 375,844.13 100.23 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.05 2.18 2.20 331.18 379.50 300,178.50 100.06 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.82 2.20 2.18 675.82 716.04 180,528.84 100.29 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.07 2.22 2.27 238.00 244.88 125,212.38 100.17 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.88 2.27 2.29 119.63 (788.00) 200,988.00 100.49 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.93 2.29 2.39 174.90 193.05 225,089.55 100.04 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 1.93 2.39 2.51 (116.35)(104.85) 149,808.15 99.87 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.85 2.51 2.50 (248.88)(222.25) 174,574.75 99.76 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.90 2.50 2.44 7,401.39 6,147.90 584,005.65 101.57 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.14 2.47 2.75 (1,124.54)(1,115.32) 223,695.68 99.42 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.06 2.75 Page 16 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.02 (201.12)(196.80) 299,368.20 99.79 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.97 3.02 3.12 (97.74)(97.65) 74,867.85 99.82 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 2.21 3.12 3.32 (500.87)(500.20) 199,459.80 99.73 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 2.08 3.31 3.22 (2,125.02)(4,151.10) 302,826.90 100.94 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.22 3.27 3.24 500.16 629.40 200,165.40 100.08 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.23 3.31 3.35 (889.87)(861.75) 149,039.25 99.36 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.24 3.35 3.38 (406.58)(327.75) 74,388.75 99.19 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.19 3.38 3.71 (689.40)(689.40) 199,310.60 99.66 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.42 3.05 3.91 4,917.04 5,071.83 278,859.08 101.40 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.30 3.91 (20,739.94) 1.98 2.20 13,291.65 7,427,577.36 7,380,000.00 Security Type Sub-Total 2.20 Certificate of Deposit 0.05 83.38 83.38 575,083.38 100.01 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.31 0.05 0.35 591.10 591.10 575,591.10 100.10 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.46 0.35 1.07 1,665.14 1,869.90 576,421.40 100.25 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.50 1.07 1.08 1,421.40 1,421.40 576,421.40 100.25 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.70 1.08 Page 17 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.19 (1,710.00)(1,710.00) 598,290.00 99.72 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.31 1.19 1.26 2,357.40 2,357.40 602,357.40 100.39 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.53 1.26 1.42 (637.10)(637.10) 574,362.90 99.89 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.31 1.42 1.73 (259.61)(231.00) 599,535.00 99.92 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.62 1.73 2.73 2,143.80 2,143.80 542,143.80 100.40 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.85 2.73 5,888.88 1.40 1.20 5,655.51 5,220,206.38 5,215,000.00 Security Type Sub-Total 1.20 30,229,844.14 30,174,824.48 (184,198.79) (126,851.26) 2.58 1.79 Managed Account Sub-Total 2.57 Money Market Fund 0.00 0.00 0.00 21,871.21 1.00 21,871.21 CAMP Pool 0.00 21,871.21 21,871.21 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,335,949.62 $139,253.93 $30,196,695.69 Accrued Interest Securities Sub-Total $30,251,715.35 ($184,198.79) ($126,851.26) 2.58 1.79% 2.57 Page 18 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 10/10/17 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 (605,561.46)(5,347.92)(610,909.38) 600,000.00 10/02/17 10/10/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 (708,206.05)(4,014.10)(712,220.15) 725,000.00 10/05/17 10/10/17 PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 (199,960.00) 0.00 (199,960.00) 200,000.00 10/05/17 10/20/17 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 (299,565.00) 0.00 (299,565.00) 300,000.00 10/11/17 10/26/17 BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 (74,965.50) 0.00 (74,965.50) 75,000.00 10/23/17 (9,362.02) (1,897,620.03)(1,888,258.01) 1,900,000.00 Transaction Type Sub-Total INTEREST 10/01/17 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 3,525.00 3,525.00 150,000.00 10/01/17 10/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 344.25 344.25 0.00 10/01/17 10/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 77.78 77.78 60,218.23 10/01/17 10/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 130.34 130.34 82,404.02 10/01/17 10/05/17 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 0.00 5,552.27 5,552.27 575,000.00 10/05/17 10/15/17 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 3,750.00 3,750.00 300,000.00 10/15/17 10/17/17 TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 0.00 2,193.75 2,193.75 225,000.00 10/17/17 10/20/17 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 0.00 5,156.24 5,156.24 750,000.00 10/20/17 Page 19 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 10/24/17 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 0.00 2,000.00 2,000.00 400,000.00 10/24/17 10/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 10/25/17 10/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 2,500.00 2,500.00 250,000.00 10/25/17 10/31/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 2,406.25 2,406.25 350,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 1,718.75 1,718.75 250,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 1,225.00 1,225.00 140,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 4,531.25 4,531.25 725,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 6,875.00 6,875.00 1,100,000.00 10/31/17 42,485.88 42,485.88 0.00 5,407,622.25 Transaction Type Sub-Total PAYDOWNS 10/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 13,339.53 0.00 13,339.53 (133.58) 0.00 13,339.53 10/01/17 10/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 3,831.84 0.00 3,831.84 (38.32) 0.00 3,831.84 10/01/17 10/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,437.61 0.00 2,437.61 (24.37) 0.00 2,437.61 10/01/17 0.00 0.00 (196.27) 19,608.98 19,608.98 19,608.98 Transaction Type Sub-Total SELL 10/10/17 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 912828UB4 257,227.34 937.70 258,165.04 2,244.53 (350.21)FIFO 260,000.00 10/02/17 Page 20 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 10/10/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 197,622.00 330.56 197,952.56 (2,042.00)(2,174.07)FIFO 200,000.00 10/02/17 10/10/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 716,430.50 1,145.40 717,575.90 (7,177.50)(7,721.48)FIFO 725,000.00 10/05/17 10/10/17 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 204,250.00 1,316.58 205,566.58 (5,796.87)(2,633.41)FIFO 200,000.00 10/05/17 10/20/17 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 178,568.36 1,264.95 179,833.31 (5,222.66)(2,404.89)FIFO 175,000.00 10/11/17 10/20/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 131,696.09 381.56 132,077.65 (553.52) 294.67 FIFO 130,000.00 10/11/17 5,376.75 (14,989.39)(18,548.02) 1,691,171.04 1,685,794.29 1,690,000.00 Transaction Type Sub-Total (182,854.74) 38,500.61 (144,354.13) (18,744.29) (14,989.39)Managed Account Sub-Total Total Security Transactions ($18,744.29)($144,354.13)$38,500.61 ($182,854.74)($14,989.39) Page 21 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 166,856.46 Opening Balance 10/02/17 10/02/17 Purchase - Interest 12189TBC7 1.00 3,525.00 170,381.46 10/02/17 10/02/17 Purchase - Interest 912828Q37 1.00 1,812.50 172,193.96 10/05/17 10/05/17 Purchase - Interest 06417GUE6 1.00 5,552.27 177,746.23 10/10/17 10/10/17 Purchase - Interest 3130A8Y72 1.00 1,145.40 178,891.63 10/10/17 10/10/17 Purchase - Principal 3130A8Y72 1.00 716,430.50 895,322.13 10/10/17 10/10/17 Purchase - Principal 3135G0N33 1.00 197,622.00 1,092,944.13 10/10/17 10/10/17 Purchase - Interest 3135G0N33 1.00 330.56 1,093,274.69 10/10/17 10/10/17 Purchase - Principal 912828UB4 1.00 257,227.34 1,350,502.03 10/10/17 10/10/17 Purchase - Interest 912828UB4 1.00 937.70 1,351,439.73 10/10/17 10/10/17 Purchase - Interest 912828A83 1.00 1,316.58 1,352,756.31 10/10/17 10/10/17 Purchase - Principal 912828A83 1.00 204,250.00 1,557,006.31 10/10/17 10/10/17 Redemption - Interest 912828T67 1.00 (4,014.10) 1,552,992.21 10/10/17 10/10/17 Redemption - Principal 912828T67 1.00 (708,206.05) 844,786.16 10/10/17 10/10/17 Redemption - Principal 4581X0CD8 1.00 (605,561.46) 239,224.70 10/10/17 10/10/17 Redemption - Interest 4581X0CD8 1.00 (5,347.92) 233,876.78 10/10/17 10/10/17 Redemption - Principal 713448DX3 1.00 (199,960.00) 33,916.78 10/16/17 10/16/17 Purchase - Interest 06406FAA1 1.00 3,750.00 37,666.78 10/17/17 10/17/17 Purchase - Interest 89236TDU6 1.00 2,193.75 39,860.53 10/20/17 10/20/17 Purchase - Interest 3137EAEF2 1.00 5,156.25 45,016.78 10/20/17 10/20/17 Purchase - Principal 912828A83 1.00 178,568.36 223,585.14 10/20/17 10/20/17 Purchase - Interest 912828A83 1.00 1,264.95 224,850.09 Page 22 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 10/20/17 10/20/17 Purchase - Principal 912828VV9 1.00 131,696.09 356,546.18 10/20/17 10/20/17 Purchase - Interest 912828VV9 1.00 381.56 356,927.74 10/20/17 10/20/17 Redemption - Principal 931142EA7 1.00 (299,565.00) 57,362.74 10/23/17 10/23/17 Purchase - Interest 3137EAEF2- Correct Interest paid from 10/20/17 1.00 5,156.24 62,518.98 10/23/17 10/23/17 To reverse interest paid on 10/20/17 for incorrect amount 1.00 (5,156.25) 57,362.73 10/24/17 10/24/17 Purchase - Interest 3135G0R39 1.00 2,000.00 59,362.73 10/25/17 10/25/17 Purchase - Interest 38141GVT8 1.00 500.00 59,862.73 10/25/17 10/25/17 Purchase - Interest 38141GVT8 1.00 2,500.00 62,362.73 10/25/17 10/25/17 Purchase - Interest 3136ANJY4 1.00 77.78 62,440.51 10/25/17 10/25/17 Purchase - Interest 3136AQSW1 1.00 130.34 62,570.85 10/25/17 10/25/17 Purchase - Interest 3136AQDQ0 1.00 344.25 62,915.10 10/25/17 10/25/17 Purchase - Principal 3136ANJY4 1.00 2,437.61 65,352.71 10/25/17 10/25/17 Purchase - Principal 3136AQDQ0 1.00 13,339.53 78,692.24 10/25/17 10/25/17 Purchase - Principal 3136AQSW1 1.00 3,831.84 82,524.08 10/26/17 10/26/17 Redemption - Principal 05531FAZ6 1.00 (74,965.50) 7,558.58 10/27/17 10/27/17 IP Fees September 2017 1.00 (2,297.77) 5,260.81 10/27/17 10/27/17 U.S. Bank Fees August 2017 1.00 (221.50) 5,039.31 10/31/17 10/31/17 Purchase - Interest 912828Q78 1.00 2,406.25 7,445.56 10/31/17 10/31/17 Purchase - Interest 912828Q78 1.00 1,718.75 9,164.31 10/31/17 10/31/17 Purchase - Interest 912828T67 1.00 6,875.00 16,039.31 10/31/17 10/31/17 Purchase - Interest 912828T67 1.00 4,531.25 20,570.56 10/31/17 10/31/17 Purchase - Interest 912828WC0 1.00 1,225.00 21,795.56 Page 23 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 10/31/17 11/01/17 Accrual Income Div Reinvestment - Distributions 1.00 75.65 21,871.21 21,871.21 21,871.21 21,871.21 75,930.43 1,100.55 0.00 (16,254,184.12) 16,248,000.42 28,054.91 75.65 21,871.21 0.00 (1,905,295.55) 1,760,310.30 166,856.46 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 October January-October 1.17% Page 24 Housing Funds CAMP Account For the Month Ending October 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 59,644.10 318,108.15 (369,823.87) 0.00 $7,928.38 CAMP Pool Unsettled Trades 0.00 25.81 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,065,417.43 367,787.33 (309,609.42) (10,329.56) $5,113,265.78 CAMP Managed Account Unsettled Trades 0.00 2,057.60 Cash Dividends and Income October 31, 2017 September 30, 2017 Asset Summary CAMP Pool 7,928.38 59,644.10 CAMP Managed Account 5,113,265.78 5,065,417.43 $5,121,194.16 $5,125,061.53 Total Asset Allocation 0.16% CAMP Pool 99.84% CAMP Managed Account Page 1 For the Month Ending October 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $59,644.10 318,108.15 (369,823.87) $7,928.38 25.81 $5,065,417.43 (3,482.99) (306,126.43) 367,787.33 0.00 (10,329.56) $5,113,265.78 $5,125,061.53 $5,121,194.16 8,129.17 (1,611.09) (4,460.48) $2,057.60 0.00 307,350.43 6,905.17 3,482.99 (369,398.42) 51,659.83 0.00 Managed Account Total 5,138,185.78 5,146,114.16 22,265.11 307,350.43 3,482.99 6,905.17 (369,398.42) (5,083,188.71) (21,118.14) 0.00 22,265.11 677,174.30 3,482.99 6,905.17 (687,506.57) (5,142,832.81) (21,118.14) 25.81 Total Accrual Basis Earnings $4,484.21 $4,510.02 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,965,000.00 1,956,911.43 38.22 Supra-National Agency Bond / Note 225,000.00 224,371.58 4.38 Municipal Bond / Note 30,000.00 30,057.90 0.59 Federal Agency Collateralized Mortgage Obligation 57,573.46 57,531.02 1.12 Federal Agency Bond / Note 750,000.00 739,695.04 14.44 Corporate Note 1,300,000.00 1,304,017.71 25.47 Certificate of Deposit 800,000.00 800,681.10 15.63 Managed Account Sub-Total 5,127,573.46 5,113,265.78 99.85% Accrued Interest 22,265.11 Total Portfolio 5,127,573.46 5,135,530.89 CAMP Pool 7,928.38 7,928.38 0.15 Total Investments 5,135,501.84 5,143,459.27 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.63% Cert of Deposit 25.47% Corporate Note 1.12% Fed Agency CMO 14.44% Fed Agy Bond / Note 0.15% Mny Mkt Fund 0.59% Muni Bond / Note 4.38% Supra-National Agency Bond / Note 38.22% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 6.23% 1.56% 19.58% 23.69% 41.70% 7.24% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.60 988 1.71% 1.79% Page 3 For the Month Ending October 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 1.46% AA 53.78% AA+ 9.39% AA- 5.36% AAA 0.15% AAAm 3.13% BBB+ 9.11% A 10.17% A+ 3.54% A- 3.91% A-1+ Issuer Summary Percentof HoldingsIssuer Market Value 30,088.14 0.59 AMERICAN EXPRESS CO 100,614.00 1.96 AMERICAN HONDA FINANCE 34,879.36 0.68 BANK OF AMERICA CO 100,392.90 1.96 BANK OF MONTREAL 99,889.20 1.95 BANK OF NOVA SCOTIA 49,795.83 0.97 BB&T CORPORATION 26,298.08 0.51 BURLINGTON NORTHERN SANTA FE 7,928.38 0.15 CAMP Pool 39,768.12 0.78 CATERPILLAR INC 80,044.88 1.56 CHEVRON CORPORATION 100,548.90 1.96 CISCO SYSTEMS INC 75,274.83 1.47 CITIGROUP INC 24,947.80 0.49 DEERE & COMPANY 249,574.58 4.88 FANNIE MAE 423,753.35 8.28 FEDERAL HOME LOAN BANKS 123,898.13 2.42 FREDDIE MAC 49,970.05 0.98 GOLDMAN SACHS GROUP INC 24,968.03 0.49 HOME DEPOT INC 100,014.50 1.95 HSBC HOLDINGS PLC 100,744.70 1.97 INTER-AMERICAN DEVELOPMENT BANK 123,626.88 2.41 INTL BANK OF RECONSTRUCTION AND DEV 101,566.20 1.98 JP MORGAN CHASE & CO 50,029.75 0.98 MICROSOFT CORP 100,247.20 1.96 NORDEA BANK AB 39,891.96 0.78 PEPSICO INC 100,102.80 1.95 ROYAL BANK OF CANADA 99,922.50 1.95 SKANDINAVISKA ENSKILDA BANKEN AB 30,057.90 0.59 STATE OF CONNECTICUT 24,796.25 0.48 STATE STREET CORPORATION 99,715.00 1.95 SVENSKA HANDELSBANKEN AB 150,421.05 2.94 THE BANK OF NEW YORK MELLON CORPORATION 49,878.50 0.97 THE WALT DISNEY CORPORATION Page 4 For the Month Ending October 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Percentof HoldingsIssuer Market Value 1,956,911.43 38.22 UNITED STATES TREASURY 74,842.05 1.46 WAL-MART STORES INC 175,393.93 3.42 WELLS FARGO & COMPANY 100,397.00 1.96 WESTPAC BANKING CORP $5,121,194.16 Total 100.00% Page 5 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 50,554.70 50,532.90 181.98 50,865.23 12/30/1512/28/15AaaAA+ 50,000.00 912828VV9 1.74 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 50,363.30 50,938.15 420.77 51,427.73 03/04/1603/02/16AaaAA+ 50,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 10,183.98 10,337.92 80.03 10,502.34 03/31/1603/30/16AaaAA+ 10,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 89,926.20 91,124.53 530.71 91,613.67 05/31/1605/27/16AaaAA+ 90,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 100,652.30 103,524.69 342.54 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,981.62 55,506.08 60.44 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 128,034.79 127,895.59 4.94 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 123,002.88 122,220.73 723.19 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 226,239.30 231,145.57 1,893.44 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 75,339.83 77,212.66 256.91 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 100,453.10 100,562.50 342.54 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 150,679.65 150,364.62 513.81 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 150,679.65 151,015.01 513.81 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 276,246.03 277,761.14 941.99 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 Page 6 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 126,775.35 127,031.85 4.49 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 243,798.75 246,210.50 8.63 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 6,820.22 1,956,911.43 1,973,384.44 1.61 1,978,325.97 1,965,000.00 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 123,626.88 124,711.47 227.65 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 100,744.70 100,910.29 1,015.28 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 1,242.93 224,371.58 225,621.76 1.72 225,626.91 225,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,057.90 30,029.81 75.67 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 75.67 30,057.90 30,029.81 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 10,692.63 10,704.95 13.82 10,807.08 04/30/1504/15/15AaaAA+ 10,700.11 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 15,720.38 15,756.89 24.86 15,871.59 11/30/1511/06/15AaaAA+ 15,714.44 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 31,118.01 31,284.63 42.74 31,470.94 10/30/1510/07/15AaaAA+ 31,158.91 3136AQDQ0 1.08 81.42 57,531.02 57,746.47 1.07 58,149.61 57,573.46 Security Type Sub-Total Page 7 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,495.38 124,931.62 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 104,406.86 104,983.43 665.73 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 89,570.70 89,955.14 236.25 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 123,898.13 124,646.74 52.52 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 74,087.48 74,770.44 94.53 74,759.25 09/08/1709/07/17AaaAA+ 75,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,763.63 124,432.32 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,398.30 24,934.52 64.24 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 78,074.56 79,751.91 205.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 1,858.33 739,695.04 748,406.12 1.34 747,971.61 750,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 99,949.90 99,997.92 206.25 99,971.00 03/06/1303/04/13A1A 100,000.00 06406HCJ6 1.36 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,044.88 80,000.00 484.86 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,274.45 50,145.20 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,274.45 50,182.79 177.08 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 Page 8 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,970.05 49,983.93 16.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,991.93 24,992.95 205.00 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,614.00 99,930.25 475.00 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,298.08 26,517.83 97.92 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,282.90 49,985.25 377.71 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 175,393.93 175,566.25 951.08 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,029.75 49,974.55 218.40 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 30,088.14 29,975.50 106.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,968.03 24,987.42 182.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 49,878.50 49,949.61 362.50 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,947.80 24,986.53 174.69 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 101,566.20 100,279.00 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,768.12 39,968.04 111.00 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 Page 9 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 74,842.05 74,892.33 43.54 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 24,955.95 24,988.53 7.47 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 39,891.96 39,992.13 46.67 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 50,471.15 50,815.43 55.56 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,839.88 24,988.19 243.44 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,796.25 24,931.78 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,879.36 35,000.00 97.32 35,000.00 09/18/1709/13/17Baa1BBB+ 35,000.00 06051GGS2 2.33 6,015.23 1,304,017.71 1,303,031.41 2.00 1,305,706.95 1,300,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,014.50 100,000.00 3,054.33 100,000.00 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 100,102.80 100,000.00 245.56 100,000.00 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 100,247.20 100,000.00 757.78 100,000.00 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 99,715.00 100,000.00 598.50 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,392.90 100,000.00 438.67 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 Page 10 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,889.20 100,000.00 143.25 100,000.00 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 99,922.50 99,965.77 454.89 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 100,397.00 100,000.00 478.33 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 6,171.31 800,681.10 799,965.77 1.82 799,961.00 800,000.00 Security Type Sub-Total 5,127,573.46 5,145,826.35 1.71 22,265.11 5,138,185.78 5,113,265.78 Managed Account Sub-Total Money Market Fund CAMP Pool 7,928.38 7,928.38 0.00 7,928.38 NRAAAm 7,928.38 7,928.38 7,928.38 0.00 7,928.38 7,928.38 Money Market Sub-Total $5,135,501.84 $5,153,754.73 $22,265.11 $5,146,114.16 $5,121,194.16 1.71% $5,143,459.27 $22,265.11 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.73 21.80 (310.53) 50,554.70 101.11 MORGANST 50,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.72 2.73 2.95 (574.85)(1,064.43) 50,363.30 100.73 MERRILL 50,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.76 2.95 3.02 (153.94)(318.36) 10,183.98 101.84 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.77 3.02 3.05 (1,198.33)(1,687.47) 89,926.20 99.92 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.78 3.05 3.20 (2,872.39)(4,238.33) 100,652.30 100.65 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.80 3.20 3.32 (1,524.46)(1,718.77) 53,981.62 98.15 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.81 3.32 3.40 139.20 614.48 128,034.79 98.49 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.82 3.40 3.45 782.15 1,249.95 123,002.88 98.40 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.84 3.45 3.42 (4,906.27)(6,846.64) 226,239.30 100.55 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.84 3.42 3.66 (1,872.83)(2,475.60) 75,339.83 100.45 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (109.40)(152.37) 100,453.10 100.45 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 315.03 234.34 150,679.65 100.45 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (335.36)(480.51) 150,679.65 100.45 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (1,515.11)(1,751.04) 276,246.03 100.45 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.88 (256.50)(213.32) 126,775.35 97.52 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.90 3.88 3.88 (2,411.75)(2,255.94) 243,798.75 97.52 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.90 3.88 (21,414.54) 1.85 3.54 (16,473.01) 1,956,911.43 1,965,000.00 Security Type Sub-Total 3.54 Page 12 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.78 (1,084.59)(1,073.12) 123,626.88 98.90 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.96 2.78 2.89 (165.59)(182.21) 100,744.70 100.74 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 1.87 2.89 (1,255.33) 1.92 2.83 (1,250.18) 224,371.58 225,000.00 Security Type Sub-Total 2.83 Municipal Bond / Note 1.35 28.09 (26.40) 30,057.90 100.19 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.83 1.35 (26.40) 1.83 1.35 28.09 30,057.90 30,000.00 Security Type Sub-Total 1.35 Federal Agency Collateralized Mortgage Obligation 0.34 (12.32)(114.45) 10,692.63 99.93 GOLDMAN 10,700.11 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.45 0.34 1.00 (36.51)(151.21) 15,720.38 100.04 GOLDMAN 15,714.44 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.73 0.58 1.65 (166.62)(352.93) 31,118.01 99.87 MORGANST 31,158.91 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.66 0.93 (618.59) 1.64 1.23 (215.45) 57,531.02 57,573.46 Security Type Sub-Total 0.72 Federal Agency Bond / Note 1.87 (1,436.24)(1,395.87) 123,495.38 98.80 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.64 1.87 1.99 (576.57)(568.99) 104,406.86 99.44 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.66 1.99 2.27 (384.44)(371.70) 89,570.70 99.52 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.71 2.27 2.41 (748.61)(674.37) 123,898.13 99.12 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.74 2.41 Page 13 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.83 (682.96)(671.77) 74,087.48 98.78 BARCLAYS 75,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.81 2.83 3.59 (2,668.69)(2,476.25) 121,763.63 97.41 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.85 3.59 3.67 (536.22)(516.18) 24,398.30 97.59 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.91 3.67 3.67 (1,677.35)(1,601.44) 78,074.56 97.59 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.91 3.67 (8,276.57) 1.76 2.66 (8,711.08) 739,695.04 750,000.00 Security Type Sub-Total 2.66 Corporate Note 0.35 (48.02)(21.10) 99,949.90 99.95 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.48 0.30 0.56 44.88 44.88 80,044.88 100.06 05/24/18BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.63 0.59 1.31 129.25 (200.55) 50,274.45 100.55 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 1.31 1.31 91.66 (195.05) 50,274.45 100.55 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 1.31 1.45 (13.88) 2.05 49,970.05 99.94 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.43 1.55 (1.02) 4.93 24,991.93 99.97 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.07 1.55 1.74 683.75 799.00 100,614.00 100.61 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.90 1.74 1.83 (219.75)(1,299.42) 26,298.08 105.19 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.93 1.83 2.03 297.65 302.90 50,282.90 100.57 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.18 2.07 2.18 (172.32)(829.32) 175,393.93 100.23 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.05 2.18 Page 14 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.20 55.20 63.25 50,029.75 100.06 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.82 2.20 2.18 112.64 119.34 30,088.14 100.29 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.07 2.22 2.51 (19.39)(17.47) 24,968.03 99.87 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.85 2.51 2.50 (71.11)(63.50) 49,878.50 99.76 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.90 2.50 2.54 (38.73)(36.95) 24,947.80 99.79 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.03 2.54 2.44 1,287.20 1,069.20 101,566.20 101.57 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.14 2.47 2.75 (199.92)(198.28) 39,768.12 99.42 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.06 2.75 3.02 (50.28)(49.20) 74,842.05 99.79 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.97 3.02 3.12 (32.58)(32.55) 24,955.95 99.82 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 2.21 3.12 3.32 (100.17)(100.04) 39,891.96 99.73 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 2.08 3.31 3.22 (344.28)(677.85) 50,471.15 100.94 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.22 3.27 3.35 (148.31)(143.62) 24,839.88 99.36 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.24 3.35 3.38 (135.53)(109.25) 24,796.25 99.19 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.19 3.38 3.71 (120.64)(120.64) 34,879.36 99.66 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.42 3.05 (1,689.24) 1.96 2.08 986.30 1,304,017.71 1,300,000.00 Security Type Sub-Total 2.06 Page 15 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.05 14.50 14.50 100,014.50 100.01 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.31 0.05 0.35 102.80 102.80 100,102.80 100.10 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.46 0.35 1.08 247.20 247.20 100,247.20 100.25 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.70 1.08 1.19 (285.00)(285.00) 99,715.00 99.72 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.31 1.19 1.26 392.90 392.90 100,392.90 100.39 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.53 1.26 1.42 (110.80)(110.80) 99,889.20 99.89 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.31 1.42 1.73 (43.27)(38.50) 99,922.50 99.92 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.62 1.73 2.73 397.00 397.00 100,397.00 100.40 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.85 2.73 720.10 1.39 1.23 715.33 800,681.10 800,000.00 Security Type Sub-Total 1.23 5,127,573.46 5,113,265.78 (32,560.57) (24,920.00) 2.60 1.79 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 7,928.38 1.00 7,928.38 CAMP Pool 0.00 7,928.38 7,928.38 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,143,459.27 $22,265.11 $5,121,194.16 Accrued Interest Securities Sub-Total $5,135,501.84 ($32,560.57) ($24,920.00) 2.60 1.79% 2.60 Page 16 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 10/10/17 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 (100,926.91)(891.32)(101,818.23) 100,000.00 10/02/17 10/10/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 (126,988.67)(719.77)(127,708.44) 130,000.00 10/05/17 10/10/17 PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 (39,992.00) 0.00 (39,992.00) 40,000.00 10/05/17 10/20/17 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 (74,891.25) 0.00 (74,891.25) 75,000.00 10/11/17 10/26/17 BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 (24,988.50) 0.00 (24,988.50) 25,000.00 10/23/17 (1,611.09) (369,398.42)(367,787.33) 370,000.00 Transaction Type Sub-Total INTEREST 10/01/17 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 10/01/17 10/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 58.46 58.46 0.00 10/01/17 10/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 26.07 26.07 16,480.81 10/01/17 10/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 14.40 14.40 11,151.53 10/01/17 10/05/17 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 0.00 965.61 965.61 100,000.00 10/05/17 10/15/17 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 10/15/17 10/20/17 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 0.00 859.38 859.38 125,000.00 10/20/17 10/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 10/25/17 Page 17 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 10/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 812.50 812.50 130,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 893.75 893.75 130,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 1,562.50 1,562.50 250,000.00 10/31/17 6,905.17 6,905.17 0.00 887,632.34 Transaction Type Sub-Total PAYDOWNS 10/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 451.42 0.00 451.42 (4.51) 0.00 451.42 10/01/17 10/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 766.37 0.00 766.37 (7.66) 0.00 766.37 10/01/17 10/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 2,265.20 0.00 2,265.20 (22.68) 0.00 2,265.20 10/01/17 0.00 0.00 (34.85) 3,482.99 3,482.99 3,482.99 Transaction Type Sub-Total SELL 10/10/17 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 49,501.50 58.33 49,559.83 (420.50)(449.06)FIFO 50,000.00 10/02/17 10/10/17 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 74,251.50 87.50 74,339.00 (631.50)(674.35)FIFO 75,000.00 10/05/17 10/10/17 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 54,874.60 239.86 55,114.46 77.55 (101.97)FIFO 55,000.00 10/05/17 10/10/17 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 40,850.00 263.32 41,113.32 (1,159.38)(526.68)FIFO 40,000.00 10/05/17 10/20/17 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 76,529.30 542.12 77,071.42 (2,238.28)(1,030.67)FIFO 75,000.00 10/11/17 10/26/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 10,119.53 32.87 10,152.40 (53.52) 12.34 FIFO 10,000.00 10/23/17 1,224.00 (2,770.39)(4,425.63) 307,350.43 306,126.43 305,000.00 Transaction Type Sub-Total Page 18 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method (58,177.91) 6,518.08 (51,659.83) (4,460.48) (2,770.39)Managed Account Sub-Total Total Security Transactions ($4,460.48)($51,659.83)$6,518.08 ($58,177.91)($2,770.39) Page 19 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 59,644.10 Opening Balance 10/02/17 10/02/17 Purchase - Interest 12189TBC7 1.00 587.50 60,231.60 10/02/17 10/02/17 Purchase - Interest 912828Q37 1.00 343.75 60,575.35 10/05/17 10/05/17 Purchase - Interest 06417GUE6 1.00 965.61 61,540.96 10/10/17 10/10/17 Purchase - Interest 037833AJ9 1.00 239.86 61,780.82 10/10/17 10/10/17 Purchase - Principal 037833AJ9 1.00 54,874.60 116,655.42 10/10/17 10/10/17 Purchase - Principal 3135G0P49 1.00 49,501.50 166,156.92 10/10/17 10/10/17 Purchase - Interest 3135G0P49 1.00 58.33 166,215.25 10/10/17 10/10/17 Purchase - Interest 3135G0P49 1.00 87.50 166,302.75 10/10/17 10/10/17 Purchase - Principal 3135G0P49 1.00 74,251.50 240,554.25 10/10/17 10/10/17 Purchase - Interest 912828A83 1.00 263.32 240,817.57 10/10/17 10/10/17 Purchase - Principal 912828A83 1.00 40,850.00 281,667.57 10/10/17 10/10/17 Redemption - Interest 912828T67 1.00 (719.77) 280,947.80 10/10/17 10/10/17 Redemption - Principal 912828T67 1.00 (126,988.67) 153,959.13 10/10/17 10/10/17 Redemption - Interest 4581X0CD8 1.00 (891.32) 153,067.81 10/10/17 10/10/17 Redemption - Principal 4581X0CD8 1.00 (100,926.91) 52,140.90 10/10/17 10/10/17 Redemption - Principal 713448DX3 1.00 (39,992.00) 12,148.90 10/16/17 10/16/17 Purchase - Interest 06406FAA1 1.00 625.00 12,773.90 10/20/17 10/20/17 Purchase - Interest 3137EAEF2 1.00 859.38 13,633.28 10/20/17 10/20/17 Purchase - Interest 912828A83 1.00 542.12 14,175.40 10/20/17 10/20/17 Purchase - Principal 912828A83 1.00 76,529.30 90,704.70 10/20/17 10/20/17 Redemption - Principal 931142EA7 1.00 (74,891.25) 15,813.45 Page 20 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 10/25/17 10/25/17 Purchase - Interest 38141GVT8 1.00 500.00 16,313.45 10/25/17 10/25/17 Purchase - Interest 3136ANJY4 1.00 14.40 16,327.85 10/25/17 10/25/17 Purchase - Interest 3136AQSW1 1.00 26.07 16,353.92 10/25/17 10/25/17 Purchase - Interest 3136AQDQ0 1.00 58.46 16,412.38 10/25/17 10/25/17 Purchase - Principal 3136ANJY4 1.00 451.42 16,863.80 10/25/17 10/25/17 Purchase - Principal 3136AQDQ0 1.00 2,265.20 19,129.00 10/25/17 10/25/17 Purchase - Principal 3136AQSW1 1.00 766.37 19,895.37 10/26/17 10/26/17 Purchase - Interest 912828VV9 1.00 32.87 19,928.24 10/26/17 10/26/17 Purchase - Principal 912828VV9 1.00 10,119.53 30,047.77 10/26/17 10/26/17 Redemption - Principal 05531FAZ6 1.00 (24,988.50) 5,059.27 10/27/17 10/27/17 IP Fees September 2017 1.00 (388.01) 4,671.26 10/27/17 10/27/17 U.S. Bank Fees August 2017 1.00 (37.44) 4,633.82 10/31/17 10/31/17 Purchase - Interest 912828Q78 1.00 893.75 5,527.57 10/31/17 10/31/17 Purchase - Interest 912828T67 1.00 812.50 6,340.07 10/31/17 10/31/17 Purchase - Interest 912828T67 1.00 1,562.50 7,902.57 10/31/17 11/01/17 Accrual Income Div Reinvestment - Distributions 1.00 25.81 7,928.38 Page 21 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 7,928.38 7,928.38 7,928.38 25,920.95 394.64 0.00 (2,623,125.80) 2,620,448.41 10,605.77 25.81 7,928.38 0.00 (369,823.87) 318,108.15 59,644.10 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance October January-October 1.17% Page 22 Successor Agency CAMP Account For the Month Ending October 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 56,883.33 317,699.75 (369,841.18) 0.00 $4,741.90 CAMP Pool Unsettled Trades 0.00 22.42 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,270,188.93 367,787.33 (307,064.65) (10,418.32) $5,320,493.29 CAMP Managed Account Unsettled Trades 0.00 5,452.87 Cash Dividends and Income October 31, 2017 September 30, 2017 Asset Summary CAMP Pool 4,741.90 56,883.33 CAMP Managed Account 5,320,493.29 5,270,188.93 $5,325,235.19 $5,327,072.26 Total Asset Allocation 0.09% CAMP Pool 99.91% CAMP Managed Account Page 1 For the Month Ending October 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $56,883.33 317,699.75 (369,841.18) $4,741.90 22.42 $5,270,188.93 (3,482.99) (303,581.66) 367,787.33 0.00 (10,418.32) $5,320,493.29 $5,327,072.26 $5,325,235.19 10,268.93 (1,611.09) (3,204.97) $5,452.87 0.00 304,789.17 9,061.42 3,482.99 (369,398.42) 52,064.84 0.00 Managed Account Total 5,347,085.11 5,351,827.01 21,535.72 304,789.17 3,482.99 9,061.42 (369,398.42) (5,289,440.23) (22,427.87) 0.00 21,535.72 674,630.35 3,482.99 9,061.42 (687,098.17) (5,346,323.56) (22,427.87) 22.42 Total Accrual Basis Earnings $4,687.89 $4,710.31 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 1,905,000.00 1,896,787.15 35.61 Supra-National Agency Bond / Note 250,000.00 249,096.95 4.68 Municipal Bond / Note 30,000.00 30,057.90 0.56 Federal Agency Collateralized Mortgage Obligation 57,573.46 57,531.02 1.08 Federal Agency Bond / Note 1,045,000.00 1,031,385.98 19.37 Corporate Note 1,250,000.00 1,254,953.19 23.57 Certificate of Deposit 800,000.00 800,681.10 15.04 Managed Account Sub-Total 5,337,573.46 5,320,493.29 99.91% Accrued Interest 21,535.72 Total Portfolio 5,337,573.46 5,342,029.01 CAMP Pool 4,741.90 4,741.90 0.09 Total Investments 5,342,315.36 5,346,770.91 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.04% Cert of Deposit 23.57% Corporate Note 1.08% Fed Agency CMO 19.37% Fed Agy Bond / Note 0.09% Mny Mkt Fund 0.56% Muni Bond / Note 4.68% Supra-National Agency Bond / Note 35.61% 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 5.46% 1.50% 25.24% 19.31% 40.58% 7.91% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.60 984 1.68% 1.79% Page 3 For the Month Ending October 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 6.43% A 9.78% A+ 3.41% A- 3.76% A-1+ 1.41% AA 56.06% AA+ 10.43% AA- 5.62% AAA 0.09% AAAm 3.01% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,088.14 0.57 AMERICAN EXPRESS CO 100,614.00 1.89 AMERICAN HONDA FINANCE 34,879.36 0.65 BANK OF AMERICA CO 100,392.90 1.89 BANK OF MONTREAL 99,889.20 1.88 BANK OF NOVA SCOTIA 49,795.83 0.94 BB&T CORPORATION 26,298.08 0.49 BURLINGTON NORTHERN SANTA FE 4,741.90 0.09 CAMP Pool 39,768.12 0.75 CATERPILLAR INC 80,044.88 1.50 CHEVRON CORPORATION 100,548.90 1.89 CISCO SYSTEMS INC 75,274.83 1.41 CITIGROUP INC 50,701.65 0.95 DEERE & COMPANY 511,090.73 9.59 FANNIE MAE 414,103.14 7.77 FEDERAL HOME LOAN BANKS 163,723.13 3.06 FREDDIE MAC 49,970.05 0.94 GOLDMAN SACHS GROUP INC 24,968.03 0.47 HOME DEPOT INC 100,014.50 1.88 HSBC HOLDINGS PLC 100,744.70 1.89 INTER-AMERICAN DEVELOPMENT BANK 148,352.25 2.79 INTL BANK OF RECONSTRUCTION AND DEV 101,566.20 1.91 JP MORGAN CHASE & CO 50,029.75 0.94 MICROSOFT CORP 100,247.20 1.88 NORDEA BANK AB 39,891.96 0.75 PEPSICO INC 100,102.80 1.88 ROYAL BANK OF CANADA 99,922.50 1.88 SKANDINAVISKA ENSKILDA BANKEN AB 30,057.90 0.56 STATE OF CONNECTICUT 24,796.25 0.47 STATE STREET CORPORATION 99,715.00 1.87 SVENSKA HANDELSBANKEN AB 125,433.58 2.36 THE BANK OF NEW YORK MELLON CORPORATION 49,981.73 0.94 THE WALT DISNEY CORPORATION Page 4 For the Month Ending October 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Percentof HoldingsIssuer Market Value 75,029.85 1.41 TOYOTA MOTOR CORP 1,896,787.15 35.61 UNITED STATES TREASURY 74,842.05 1.41 WAL-MART STORES INC 50,429.95 0.95 WELLS FARGO & COMPANY 100,397.00 1.89 WESTPAC BANKING CORP $5,325,235.19 Total 100.00% Page 5 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 15,166.41 15,159.87 54.59 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 60,016.38 60,711.08 2.90 61,110.94 02/03/1602/01/16AaaAA+ 60,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 25,181.65 25,469.07 210.38 25,713.87 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 14,987.70 15,187.42 88.45 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 75,489.23 77,643.52 256.91 78,667.97 07/08/1607/06/16AaaAA+ 75,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,981.62 55,506.08 60.44 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 128,034.79 127,895.59 4.94 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 98,402.30 97,776.58 578.55 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 201,101.60 205,462.73 1,683.06 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 125,566.38 128,687.76 428.18 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 125,566.38 125,303.85 428.18 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 150,679.65 150,843.75 513.81 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 226,019.48 226,522.52 770.72 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 226,019.48 227,259.11 770.72 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 Page 6 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 126,775.35 127,031.85 4.49 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 243,798.75 246,210.50 8.63 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 5,864.95 1,896,787.15 1,912,671.28 1.62 1,916,939.25 1,905,000.00 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 148,352.25 149,653.77 273.18 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 100,744.70 100,910.29 1,015.28 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 1,288.46 249,096.95 250,564.06 1.71 250,566.91 250,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,057.90 30,029.81 75.67 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 75.67 30,057.90 30,029.81 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 10,692.63 10,704.95 15.65 10,807.08 04/30/1504/15/15AaaAA+ 10,700.11 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 15,720.38 15,756.89 24.86 15,871.59 11/30/1511/06/15AaaAA+ 15,714.44 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 31,118.01 31,284.63 42.74 31,470.94 10/30/1510/07/15AaaAA+ 31,158.91 3136AQDQ0 1.08 83.25 57,531.02 57,746.47 1.07 58,149.61 57,573.46 Security Type Sub-Total Page 7 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,825.00 39,949.21 155.83 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 123,606.13 124,880.21 218.75 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,495.38 124,931.62 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 177,719.22 179,679.47 35.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 139,209.14 139,977.91 887.64 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,761.50 49,975.08 131.25 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 123,898.13 124,646.74 52.52 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,634.99 29,908.18 37.81 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,763.63 124,432.32 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,398.30 24,934.52 64.24 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 78,074.56 79,751.91 205.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,328.10 1,031,385.98 1,043,067.17 1.26 1,042,397.41 1,045,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 74,962.43 74,998.44 154.69 74,978.25 03/06/1303/04/13A1A 75,000.00 06406HCJ6 1.36 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,044.88 80,000.00 484.86 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 Page 8 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,274.45 50,145.20 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,274.45 50,182.79 177.08 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,970.05 49,983.93 16.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,991.93 24,992.95 205.00 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,614.00 99,930.25 475.00 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,298.08 26,517.83 97.92 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,282.90 49,985.25 377.71 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,029.75 49,974.55 218.40 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 30,088.14 29,975.50 106.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25,042.48 24,994.88 77.19 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 75,029.85 74,971.55 56.88 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,968.03 24,987.42 182.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,939.25 24,974.80 181.25 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 Page 9 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 101,566.20 100,279.00 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,768.12 39,968.04 111.00 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 50,429.95 50,762.14 510.00 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 74,842.05 74,892.33 43.54 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 24,955.95 24,988.53 7.47 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 39,891.96 39,992.13 46.67 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 50,471.15 50,815.43 55.56 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,839.88 24,988.19 243.44 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,796.25 24,931.78 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,879.36 35,000.00 97.32 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 50,701.65 49,807.64 423.26 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 5,723.98 1,254,953.19 1,253,040.55 2.05 1,255,381.70 1,250,000.00 Security Type Sub-Total Certificate of Deposit Page 10 For the Month Ending October 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,014.50 100,000.00 3,054.33 100,000.00 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 100,102.80 100,000.00 245.56 100,000.00 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 100,247.20 100,000.00 757.78 100,000.00 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 99,715.00 100,000.00 598.50 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,392.90 100,000.00 438.67 100,000.00 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 99,889.20 100,000.00 143.25 100,000.00 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 99,922.50 99,965.77 454.89 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 100,397.00 100,000.00 478.33 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 6,171.31 800,681.10 799,965.77 1.82 799,961.00 800,000.00 Security Type Sub-Total 5,337,573.46 5,353,480.18 1.68 21,535.72 5,347,085.11 5,320,493.29 Managed Account Sub-Total Money Market Fund CAMP Pool 4,741.90 4,741.90 0.00 4,741.90 NRAAAm 4,741.90 4,741.90 4,741.90 0.00 4,741.90 4,741.90 Money Market Sub-Total $5,342,315.36 $5,358,222.08 $21,535.72 $5,351,827.01 $5,325,235.19 1.68% $5,346,770.91 $21,535.72 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.73 6.54 (93.16) 15,166.41 101.11 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.72 2.73 2.91 (694.70)(1,094.56) 60,016.38 100.03 MERRILL 60,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.74 2.91 2.95 (287.42)(532.22) 25,181.65 100.73 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 1.76 2.95 3.05 (199.72)(281.24) 14,987.70 99.92 MORGANST 15,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.78 3.05 3.20 (2,154.29)(3,178.74) 75,489.23 100.65 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.80 3.20 3.32 (1,524.46)(1,718.77) 53,981.62 98.15 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.81 3.32 3.40 139.20 614.47 128,034.79 98.49 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.82 3.40 3.45 625.72 999.96 98,402.30 98.40 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.84 3.45 3.42 (4,361.13)(6,085.90) 201,101.60 100.55 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.84 3.42 3.66 (3,121.38)(4,126.00) 125,566.38 100.45 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 262.53 195.29 125,566.38 100.45 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (164.10)(228.55) 150,679.65 100.45 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (503.04)(720.75) 226,019.48 100.45 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.66 (1,239.63)(1,432.67) 226,019.48 100.45 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.88 3.66 3.88 (256.50)(213.32) 126,775.35 97.52 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.90 3.88 3.88 (2,411.75)(2,255.94) 243,798.75 97.52 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.90 3.88 (20,152.10) 1.86 3.58 (15,884.13) 1,896,787.15 1,905,000.00 Security Type Sub-Total 3.58 Page 12 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.78 (1,301.52)(1,287.75) 148,352.25 98.90 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.96 2.78 2.89 (165.59)(182.21) 100,744.70 100.74 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 1.87 2.89 (1,469.96) 1.92 2.82 (1,467.11) 249,096.95 250,000.00 Security Type Sub-Total 2.82 Municipal Bond / Note 1.35 28.09 (26.40) 30,057.90 100.19 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.83 1.35 (26.40) 1.83 1.35 28.09 30,057.90 30,000.00 Security Type Sub-Total 1.35 Federal Agency Collateralized Mortgage Obligation 0.34 (12.32)(114.45) 10,692.63 99.93 GOLDMAN 10,700.11 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.45 0.34 1.00 (36.51)(151.21) 15,720.38 100.04 GOLDMAN 15,714.44 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.73 0.58 1.65 (166.62)(352.93) 31,118.01 99.87 MORGANST 31,158.91 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.66 0.93 (618.59) 1.64 1.23 (215.45) 57,531.02 57,573.46 Security Type Sub-Total 0.72 Federal Agency Bond / Note 1.75 (124.21)(116.20) 39,825.00 99.56 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 1.62 1.75 1.80 (1,274.08)(1,198.87) 123,606.13 98.88 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.62 1.80 1.87 (1,436.24)(1,395.87) 123,495.38 98.80 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.64 1.87 1.95 (1,960.25)(1,798.38) 177,719.22 98.73 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.65 1.95 Page 13 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.99 (768.77)(758.66) 139,209.14 99.44 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.66 1.99 2.27 (213.58)(206.50) 49,761.50 99.52 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.71 2.27 2.41 (748.61)(674.37) 123,898.13 99.12 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.74 2.41 2.83 (273.19)(268.71) 29,634.99 98.78 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 1.81 2.83 3.59 (2,668.69)(2,476.25) 121,763.63 97.41 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.85 3.59 3.67 (536.22)(516.18) 24,398.30 97.59 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.91 3.67 3.67 (1,677.35)(1,601.44) 78,074.56 97.59 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.91 3.67 (11,011.43) 1.71 2.38 (11,681.19) 1,031,385.98 1,045,000.00 Security Type Sub-Total 2.38 Corporate Note 0.35 (36.01)(15.82) 74,962.43 99.95 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.48 0.30 0.56 44.88 44.88 80,044.88 100.06 05/24/18BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.63 0.59 1.31 129.25 (200.55) 50,274.45 100.55 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 1.31 1.31 91.66 (195.05) 50,274.45 100.55 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 1.31 1.45 (13.88) 2.05 49,970.05 99.94 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.04 1.43 1.55 (1.02) 4.93 24,991.93 99.97 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.07 1.55 1.74 683.75 799.00 100,614.00 100.61 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.90 1.74 Page 14 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.83 (219.75)(1,299.42) 26,298.08 105.19 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.93 1.83 2.03 297.65 302.90 50,282.90 100.57 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.18 2.07 2.20 55.20 63.25 50,029.75 100.06 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.82 2.20 2.18 112.64 119.34 30,088.14 100.29 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) CORP DTD 03/03/2017 2.200% 03/03/2020 2.07 2.22 2.27 47.60 48.98 25,042.48 100.17 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.88 2.27 2.39 58.30 64.35 75,029.85 100.04 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 1.93 2.39 2.51 (19.39)(17.47) 24,968.03 99.87 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.85 2.51 2.50 (35.55)(31.75) 24,939.25 99.76 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.90 2.50 2.44 1,287.20 1,069.20 101,566.20 101.57 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.14 2.47 2.75 (199.92)(198.28) 39,768.12 99.42 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.06 2.75 2.94 (332.19)(678.05) 50,429.95 100.86 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.26 2.94 3.02 (50.28)(49.20) 74,842.05 99.79 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.97 3.02 3.12 (32.58)(32.55) 24,955.95 99.82 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 2.21 3.12 3.32 (100.17)(100.04) 39,891.96 99.73 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 2.08 3.31 3.22 (344.28)(677.85) 50,471.15 100.94 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.22 3.27 Page 15 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.35 (148.31)(143.62) 24,839.88 99.36 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.24 3.35 3.38 (135.53)(109.25) 24,796.25 99.19 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.19 3.38 3.71 (120.64)(120.64) 34,879.36 99.66 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.42 3.05 3.91 894.01 922.15 50,701.65 101.40 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.30 3.91 (428.51) 1.97 2.21 1,912.64 1,254,953.19 1,250,000.00 Security Type Sub-Total 2.20 Certificate of Deposit 0.05 14.50 14.50 100,014.50 100.01 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.31 0.05 0.35 102.80 102.80 100,102.80 100.10 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.46 0.35 1.08 247.20 247.20 100,247.20 100.25 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.70 1.08 1.19 (285.00)(285.00) 99,715.00 99.72 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.31 1.19 1.26 392.90 392.90 100,392.90 100.39 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.53 1.26 1.42 (110.80)(110.80) 99,889.20 99.89 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.31 1.42 1.73 (43.27)(38.50) 99,922.50 99.92 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.62 1.73 2.73 397.00 397.00 100,397.00 100.40 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.85 2.73 720.10 1.39 1.23 715.33 800,681.10 800,000.00 Security Type Sub-Total 1.23 5,337,573.46 5,320,493.29 (32,986.89) (26,591.82) 2.60 1.79 Managed Account Sub-Total 2.59 Page 16 For the Month Ending October 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Money Market Fund 0.00 0.00 0.00 4,741.90 1.00 4,741.90 CAMP Pool 0.00 4,741.90 4,741.90 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,346,770.91 $21,535.72 $5,325,235.19 Accrued Interest Securities Sub-Total $5,342,315.36 ($32,986.89) ($26,591.82) 2.60 1.79% 2.59 Page 17 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 10/10/17 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 (100,926.91)(891.32)(101,818.23) 100,000.00 10/02/17 10/10/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 (126,988.67)(719.77)(127,708.44) 130,000.00 10/05/17 10/10/17 PEPSICO INC CORP NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 (39,992.00) 0.00 (39,992.00) 40,000.00 10/05/17 10/20/17 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 (74,891.25) 0.00 (74,891.25) 75,000.00 10/11/17 10/26/17 BRANCH BANKING & TRUST CORP NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 (24,988.50) 0.00 (24,988.50) 25,000.00 10/23/17 (1,611.09) (369,398.42)(367,787.33) 370,000.00 Transaction Type Sub-Total INTEREST 10/01/17 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 10/01/17 10/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 14.40 14.40 11,151.53 10/01/17 10/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 58.46 58.46 0.00 10/01/17 10/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 26.07 26.07 16,480.81 10/01/17 10/05/17 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 0.00 965.61 965.61 100,000.00 10/05/17 10/15/17 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 10/15/17 10/17/17 TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 0.00 731.25 731.25 75,000.00 10/17/17 10/20/17 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 0.00 859.38 859.38 125,000.00 10/20/17 Page 18 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 10/24/17 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 0.00 900.00 900.00 180,000.00 10/24/17 10/25/17 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 10/25/17 10/31/17 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 893.75 893.75 130,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 525.00 525.00 60,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 1,562.50 1,562.50 250,000.00 10/31/17 10/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 812.50 812.50 130,000.00 10/31/17 9,061.42 9,061.42 0.00 1,202,632.34 Transaction Type Sub-Total PAYDOWNS 10/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 2,265.20 0.00 2,265.20 (22.68) 0.00 2,265.20 10/01/17 10/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 766.37 0.00 766.37 (7.66) 0.00 766.37 10/01/17 10/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 451.42 0.00 451.42 (4.51) 0.00 451.42 10/01/17 0.00 0.00 (34.85) 3,482.99 3,482.99 3,482.99 Transaction Type Sub-Total SELL 10/10/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 49,404.50 78.99 49,483.49 (499.50)(537.02)FIFO 50,000.00 10/02/17 10/10/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 74,113.50 118.49 74,231.99 (742.50)(798.77)FIFO 75,000.00 10/05/17 10/10/17 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 54,874.60 239.86 55,114.46 77.55 (101.97)FIFO 55,000.00 10/05/17 10/10/17 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 40,117.19 310.05 40,427.24 (623.43)(366.11)FIFO 40,000.00 10/05/17 Page 19 For the Month Ending October 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 10/20/17 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 912828N48 75,076.17 399.46 75,475.63 (1,268.56)(870.38)FIFO 75,000.00 10/11/17 10/26/17 US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 912828WL0 9,995.70 60.66 10,056.36 (113.68)(73.25)FIFO 10,000.00 10/23/17 1,207.51 (2,747.50)(3,170.12) 304,789.17 303,581.66 305,000.00 Transaction Type Sub-Total (60,722.68) 8,657.84 (52,064.84) (3,204.97) (2,747.50)Managed Account Sub-Total Total Security Transactions ($3,204.97)($52,064.84)$8,657.84 ($60,722.68)($2,747.50) Page 20 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 56,883.33 Opening Balance 10/02/17 10/02/17 Purchase - Interest 12189TBC7 1.00 587.50 57,470.83 10/02/17 10/02/17 Purchase - Interest 912828Q37 1.00 343.75 57,814.58 10/05/17 10/05/17 Purchase - Interest 06417GUE6 1.00 965.61 58,780.19 10/10/17 10/10/17 Purchase - Interest 037833AJ9 1.00 239.86 59,020.05 10/10/17 10/10/17 Purchase - Principal 037833AJ9 1.00 54,874.60 113,894.65 10/10/17 10/10/17 Purchase - Interest 3130A8Y72 1.00 78.99 113,973.64 10/10/17 10/10/17 Purchase - Interest 3130A8Y72 1.00 118.49 114,092.13 10/10/17 10/10/17 Purchase - Principal 3130A8Y72 1.00 74,113.50 188,205.63 10/10/17 10/10/17 Purchase - Principal 3130A8Y72 1.00 49,404.50 237,610.13 10/10/17 10/10/17 Purchase - Interest 912828WC0 1.00 310.05 237,920.18 10/10/17 10/10/17 Purchase - Principal 912828WC0 1.00 40,117.19 278,037.37 10/10/17 10/10/17 Redemption - Principal 912828T67 1.00 (126,988.67) 151,048.70 10/10/17 10/10/17 Redemption - Interest 4581X0CD8 1.00 (891.32) 150,157.38 10/10/17 10/10/17 Redemption - Principal 4581X0CD8 1.00 (100,926.91) 49,230.47 10/10/17 10/10/17 Redemption - Principal 713448DX3 1.00 (39,992.00) 9,238.47 10/10/17 10/10/17 Redemption - Interest 912828T67 1.00 (719.77) 8,518.70 10/16/17 10/16/17 Purchase - Interest 06406FAA1 1.00 625.00 9,143.70 10/17/17 10/17/17 Purchase - Interest 89236TDU6 1.00 731.25 9,874.95 10/20/17 10/20/17 Purchase - Interest 3137EAEF2 1.00 859.38 10,734.33 10/20/17 10/20/17 Purchase - Interest 912828N48 1.00 399.46 11,133.79 10/20/17 10/20/17 Purchase - Principal 912828N48 1.00 75,076.17 86,209.96 Page 21 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 10/20/17 10/20/17 Redemption - Principal 931142EA7 1.00 (74,891.25) 11,318.71 10/24/17 10/24/17 Purchase - Interest 3135G0R39 1.00 900.00 12,218.71 10/25/17 10/25/17 Purchase - Interest 38141GVT8 1.00 500.00 12,718.71 10/25/17 10/25/17 Purchase - Interest 3136ANJY4 1.00 14.40 12,733.11 10/25/17 10/25/17 Purchase - Interest 3136AQSW1 1.00 26.07 12,759.18 10/25/17 10/25/17 Purchase - Interest 3136AQDQ0 1.00 58.46 12,817.64 10/25/17 10/25/17 Purchase - Principal 3136ANJY4 1.00 451.42 13,269.06 10/25/17 10/25/17 Purchase - Principal 3136AQDQ0 1.00 2,265.20 15,534.26 10/25/17 10/25/17 Purchase - Principal 3136AQSW1 1.00 766.37 16,300.63 10/26/17 10/26/17 Purchase - Principal 912828WL0 1.00 9,995.70 26,296.33 10/26/17 10/26/17 Purchase - Interest 912828WL0 1.00 60.66 26,356.99 10/26/17 10/26/17 Redemption - Principal 05531FAZ6 1.00 (24,988.50) 1,368.49 10/27/17 10/27/17 IP Fees September 2017 1.00 (403.80) 964.69 10/27/17 10/27/17 U.S. Bank Fees August 2017 1.00 (38.96) 925.73 10/31/17 10/31/17 Purchase - Interest 912828Q78 1.00 893.75 1,819.48 10/31/17 10/31/17 Purchase - Interest 912828T67 1.00 812.50 2,631.98 10/31/17 10/31/17 Purchase - Interest 912828T67 1.00 1,562.50 4,194.48 10/31/17 10/31/17 Purchase - Interest 912828WC0 1.00 525.00 4,719.48 10/31/17 11/01/17 Accrual Income Div Reinvestment - Distributions 1.00 22.42 4,741.90 Page 22 For the Month Ending October 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 4,741.90 4,741.90 4,741.90 22,506.98 523.16 0.00 (2,853,473.50) 2,838,621.29 19,594.11 22.42 4,741.90 0.00 (369,841.18) 317,699.75 56,883.33 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 October January-October 1.17% Page 23