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Item No. 02 Investment Report
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-589 Agenda Date: 3/27/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 2) Page 1 City of Lake Elsinore Printed on 3/22/2018 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:February 27, 2018 Subject:Investment Report for January 2018 Recommendation Receive and file the Investment Report for January 2018. 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 January 2018 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,783,553$ 56,860$ (210,282)$ 1,630,132$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,783,553 56,860 (210,282) 1,631,432 INVESTMENTS City Investments: City Local Agency Investment Fund 22,444,165 - - 22,444,165 City CAMP Investments: CAMP Pool Account 192,154 - - 192,154 U.S. Treasury Bond / Note 11,511,581 - - 11,511,581 Supra-National Agency Bond / Note 1,353,761 1,353,761 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 167,441 - - 167,441 Federal Agency Bond / Note 4,382,831 - - 4,382,831 Corporate Note 7,975,658 - - 7,975,658 Certificate of Deposit 4,664,318 - - 4,664,318 Housing CAMP Investments: Housing CAMP Pool Account 34,233 - - 34,233 Housing U.S. Treasury Bond / Notes 2,104,254 - - 2,104,254 Housing Supra-National Agency Bond 225,627 225,627 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 29,844 - - 29,844 Housing Federal Agency Bond / Notes 698,143 - - 698,143 Housing Corporate Notes 1,360,935 - - 1,360,935 Housing Certificate of Deposit 699,961 - - 699,961 Successor Investments: Successor Local Agency Investment Fund 7,487,026 - - 7,487,026 Successor CAMP Investments: Successor CAMP Pool Account 34,675 - - 34,675 Successor U.S. Treasury Bond / Notes 2,053,014 - - 2,053,014 Successor Supra-National Agency Bond 250,567 250,567 Successor Municipal Bond / Notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 29,844 - - 29,844 Successor Federal Agency Bond / Notes 992,568 - - 992,568 Successor Corporate Notes 1,295,610 - - 1,295,610 Successor Certificate of Deposit 699,961 - - 699,961 Sub-total Investments 71,038,803 - - 71,038,803 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 70,781,090 - - 70,781,090 Total Pooled Cash and Investments 72,564,643$ 56,860$ (210,282)$ 72,412,522$ TOTAL POOLED CASH AND INVESTMENTS 72,412,522$ 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 March 13, 2018 Assistant City Manager Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF FEBRUARY 28, 2018 FUND NO FUND NAME AMOUNT 100 General 9,366,780$ 106 Affordable Housing In Lieu 1,769,959 107 Developer Agreement Revenue 343,045 110 State Gas Tax 1,085,994 112 Measure A 1,785,091 114 SB1186 CASP Education Program 9,119 115 Traffic Safety 23,286 116 City Hall-Public Works DIF 928,838 117 Community Center DIF 13,498 118 Lake Side Facility DIF 41,813 119 Animal Shelter DIF 67,659 121 T.R.I.P.-2014A 133 135 Lighting & Landscape Maintenance - Dist. No. 1 913,042 140 Geothermal 20,156 155 CSA152 -- N.P.D.E.S.113,418 160 PEG Grant 5,979 205 Traffic Impact Fee 4,301,375 211 Storm Drain C.I.P. 1,261,850 220 Street Lighting C.I.P.101,672 221 Quimby Park C.I.P.47,044 231 Library C.I.P. 1,798,455 232 City Fire Protection 78,624 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 1,193,293 305 Information Systems Service 302,818 310 Support Service 6,497 320 Facilities Service 570,453 331 CFD 2006-1CC Summerly Improvement Area CC 29,606 332 CFD 2006-1 Improvement Area B, Summerly 49,954 334 CFD 2015-5 Trieste - Far West Industries 43,332 335 CFD 2003-2E Canyon Hills Improvement Area E 4,647 336 CFD 2006-1FF Summerly Improvement Area FF 48,497 337 CFD 2016-2 Canyon Hills 9,481 340 CFD 2006-1 IA-EE Summerly Improvement Area 34,253 345 CFD 2003-2 Improvement Area D, Canyon Hills 894,696 346 CFD 2014-1 Southshore 63,888 347 CFD 2006-1 Improvement Area A, Summerly 54,411 350 CFD 98-1 Summerhill 1,001,502 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 1,695,650 357 CFD 2003-2 Canyon Hills Improvement Area 321,366 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 FEBRUARY 28, 2018 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 FEBRUARY 28, 2018 366 CFD 2005-6 City Center Townhomes 135,253 368 CFD 2006-2 Viscaya 205,088 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 436,620 371 CFD 2005-1 Serenity 211,739 372 CFD 2005-2 Alberhill Ranch Improvement Area 344,634 374 CFD 2005-4 Lakeview Villas 56,711 375 CFD 2006-4 Clurman 20,658 376 CFD 2006-3 La Strada 8,303 377 CFD 2006-6 Tessara 19,069 378 CFD 2006-8 Running Deer Estates 38,478 384 CFD 2003-2 Area B Canyon Hills Improvement Area 586,518 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 689,256 386 CFD 2007-4 Mekenna Court 21,091 387 CFD 2007-5 Red Kite 74,854 388 CFD 2007-6 Holiday Inn Express 6,463 389 CFD 88-3 (2008A) West Lake Elsinore Series A 999,341 390 CFD 2003-2 Area C Canyon Hills Improvement Area 149,708 392 CFD 95-1 City Center 95,863 393 AD 93-1 Cottonwood Hills 437,482 394 CFD 2005-5 (2012A) Wasson Canyon 198,192 395 CFD 2018-1 Wasson Canyon II Improvement Area 40,006 500 Capital Improvement Plan 6,345,919 510 Successor To RDA Area I, II, & III 9,172,598 540 Successor To RDA Diamond Stadium 2,328,333 603 Endowment Trust - Carl Graves 973,071 604 Endowment Trust - Korn Memorial 31,583 605 Public Improvement Trust 695,800 606 Mobile Source Air Polution Reduction 246,302 608 Trust Deposit & Pre Paid Expense 4,237,244 617 Successor Agency Housing 11,152,193 620 Cost Recovery System 989,988 631 Lake Destratification Equipment Replacement 277,625 Total Pooled Cash & Investments 72,412,522$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 22.06%Unlimited Current Balance 15,668,849$ Supra-National Agency Bond / Note 2.58%30% Current Balance 1,829,955$ Municipal Bond / Note 0.49%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.32%40.00% Current Balance 227,128$ Federal Agency Bond / Note 8.55%*Unlimited Current Balance 6,073,542$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 8.54%25.00% Current Balance 6,064,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 14.97%30.00% Current Balance 10,632,203$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)42.13%*$65 Million Current Balance 29,931,192$ CAMP - Pooled Sweep Account 0.37%Unlimited Current Balance 261,062$ TOTAL 100.00%*71,038,803$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING FEBRUARY 28, 2018 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.412%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 26,444,165$ (4,000,000)$ 22,444,165$ Successor Agency 8,487,026$ (1,000,000)$ 7,487,026$ Total Investments Held with Local Agency Investment Fund:34,931,192$ (5,000,000)$ 29,931,192$ 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 FEBRUARY 28, 2018 JOHN CHIANG TREASURER STATE OF CALIFORNIA 02/05/18 1.40 1.36 180 02/06/18 1.40 1.36 179 02/07/18 1.40 1.36 178 02/08/18 1.41 1.36 179 02/09/18 1.41 1.36 180 02/10/18 1.41 1.36 180 02/11/18 1.41 1.36 180 02/12/18 1.41 1.36 178 02/13/18 1.41 1.37 178 02/14/18 1.41 1.37 177 02/15/18 1.42 1.37 176 02/16/18 1.41 1.37 176 02/17/18 1.41 1.37 176 Feb 2018 1.412 02/18/18 1.41 1.37 176 Jan 2018 1.350 02/19/18 1.41 1.37 176 Dec 2017 1.239 02/20/18 1.42 1.37 172 02/21/18 1.42 1.37 170 02/22/18 1.42 1.37 168 02/23/18 1.43 1.38 167 02/24/18 1.43 1.38 167 02/25/18 1.43 1.38 167 02/26/18 1.43 1.38 163 02/27/18 1.43 1.38 166 02/28/18 1.46 1.38 172 03/01/18 1.48 1.38 181 03/02/18 1.48 1.38 182 03/03/18 1.48 1.38 182 03/04/18 1.48 1.39 182 03/05/18 1.48 1.39 179 03/06/18 1.48 1.39 178 03/07/18 1.48 1.39 177 3/8/2018Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 1.18% *Daily yield does not reflect capital gains or losses 186 PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:1.20% Quarter Ending 12/31/17 .00003301121703481 0.998093529 Earnings Ratio: Fair Value Factor: Daily:1.30% Treasuries 43.99% Mortgages 0.04%Agencies 16.43% Certificates of Deposit/Bank Notes 20.36% Time Deposits 6.68% Commercial Paper 11.59% Loans 0.91% Pooled Money Investment Account Portfolio Composition 02/28/18 $76.4 billion City Funds CAMP Account For the Month Ending January 31, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 61,215.91 925,194.04 (918,998.18) 0.00 $67,411.77 CAMP Pool Unsettled Trades 0.00 57.10 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,037,609.09 913,256.84 (889,110.56) (201,839.32) $29,859,916.05 CAMP Managed Account Unsettled Trades 0.00 25,995.58 Cash Dividends and Income January 31, 2018 December 31, 2017 Asset Summary CAMP Pool 67,411.77 61,215.91 CAMP Managed Account 29,859,916.05 30,037,609.09 $29,927,327.82 $30,098,825.00 Total Asset Allocation 0.23% CAMP Pool 99.77% CAMP Managed Account Page 1 For the Month Ending January 31, 2018Managed 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 $61,215.91 925,194.04 (918,998.18) $67,411.77 57.10 $30,037,609.09 (18,683.31) (870,427.25) 913,256.84 0.00 (201,839.32) $29,859,916.05 $30,098,825.00 $29,927,327.82 33,401.40 (3,114.21) (4,291.61) $25,995.58 0.00 874,599.82 29,228.83 18,683.31 (916,371.05) (6,140.91) 0.00 Managed Account Total 30,348,020.54 30,415,432.31 164,107.00 874,599.82 18,683.31 29,228.83 (916,371.05) (30,330,108.55) (146,700.37) 0.00 164,107.00 1,793,598.00 18,683.31 29,228.83 (1,841,565.09) (30,391,324.46) (146,700.37) 57.10 Total Accrual Basis Earnings $41,459.53 $41,516.63 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending January 31, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 11,915,000.00 11,660,859.17 38.96 Supra-National Agency Bond / Note 1,350,000.00 1,328,029.65 4.44 Municipal Bond / Note 290,000.00 289,354.35 0.97 Federal Agency Collateralized Mortgage Obligation 207,646.68 206,955.29 0.69 Federal Agency Bond / Note 4,395,000.00 4,289,475.99 14.33 Corporate Note 7,480,000.00 7,443,412.47 24.87 Certificate of Deposit 4,665,000.00 4,641,829.13 15.51 Managed Account Sub-Total 30,302,646.68 29,859,916.05 99.77% Accrued Interest 164,107.00 Total Portfolio 30,302,646.68 30,024,023.05 CAMP Pool 67,411.77 67,411.77 0.23 Total Investments 30,370,058.45 30,091,434.82 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.51% Cert of Deposit 24.87% Corporate Note 0.69% Fed Agency CMO 14.33% Fed Agy Bond / Note 0.23% Mny Mkt Fund 0.97% Muni Bond / Note 4.44% Supra-National Agency Bond / Note 38.96% 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 0.77% 5.98% 21.23% 24.11% 43.43% 4.48% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.57 978 1.79% 2.35% Page 3 For the Month Ending January 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 6.28% A 10.50% A+ 4.91% A- 1.92% A-1 3.92% A-1+ 1.41% AA 54.98% AA+ 7.09% AA- 5.43% AAA 0.23% AAAm 3.33% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 375,321.58 1.25 AMERICAN EXPRESS CO 573,940.85 1.92 AMERICAN HONDA FINANCE 296,364.60 0.99 APPLE INC 297,202.10 0.99 BANK OF AMERICA CO 600,130.20 2.01 BANK OF MONTREAL 572,409.63 1.91 BANK OF NOVA SCOTIA 220,191.60 0.74 BB&T CORPORATION 155,483.40 0.52 BURLINGTON NORTHERN SANTA FE 67,411.77 0.23 CAMP Pool 573,759.15 1.92 CANADIAN IMPERIAL BANK OF COMMERCE 221,256.00 0.74 CATERPILLAR INC 569,498.40 1.90 CISCO SYSTEMS INC 403,449.74 1.35 CITIGROUP INC 273,793.58 0.91 DEERE & COMPANY 2,184,049.47 7.29 FANNIE MAE 1,575,851.81 5.27 FEDERAL HOME LOAN BANKS 736,530.00 2.46 FREDDIE MAC 263,264.25 0.88 GENERAL ELECTRIC CO 298,305.30 1.00 GOLDMAN SACHS GROUP INC 148,050.45 0.49 HOME DEPOT INC 595,688.40 1.99 INTER-AMERICAN DEVELOPMENT BANK 732,341.25 2.45 INTL BANK OF RECONSTRUCTION AND DEV 577,035.50 1.93 JP MORGAN CHASE & CO 297,254.10 0.99 MICROSOFT CORP 296,238.00 0.99 MORGAN STANLEY 575,173.65 1.92 NORDEA BANK AB 148,161.15 0.50 PACCAR FINANCIAL CORP 196,468.00 0.66 PEPSICO INC 591,396.98 1.98 SKANDINAVISKA ENSKILDA BANKEN AB 164,280.60 0.55 STATE OF CONNECTICUT 73,200.00 0.24 STATE STREET CORPORATION 597,222.00 2.00 SVENSKA HANDELSBANKEN AB Page 4 For the Month Ending January 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 594,519.60 1.99 SWEDBANK AB 297,752.70 0.99 THE BANK OF NEW YORK MELLON CORPORATION 296,726.76 0.99 THE WALT DISNEY CORPORATION 421,560.95 1.41 TOYOTA MOTOR CORP 11,660,859.17 38.95 UNITED STATES TREASURY 125,073.75 0.42 UNIVERSITY OF CALIFORNIA 296,304.00 0.99 WAL-MART STORES INC 446,589.46 1.49 WELLS FARGO & COMPANY 537,217.92 1.80 WESTPAC BANKING CORP $29,927,327.82 Total 100.00% Page 5 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 148,792.95 152,588.11 519.23 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 295,359.30 303,456.34 464.09 305,378.90 05/31/1605/27/16AaaAA+ 300,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 569,452.40 593,741.97 4,892.27 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 280,371.13 292,473.69 1,234.89 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 242,402.25 246,148.05 883.11 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 339,363.15 344,734.69 1,236.36 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 871,558.20 881,354.53 2,141.83 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,186,312.80 1,230,510.84 4,153.85 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 320,594.63 333,965.67 2,765.19 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 789,156.00 805,065.82 6,806.63 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,011,106.13 1,027,331.95 8,720.99 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 1,134,411.75 1,156,053.61 9,784.53 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 1,381,023.00 1,413,152.72 11,911.60 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 694,867.55 709,465.76 2,328.21 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 Page 6 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,054,281.80 1,084,356.19 3,532.46 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 439,136.55 445,485.82 2,167.65 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 902,669.58 913,460.49 4,455.71 913,256.84 01/04/1801/03/18AaaAA+ 925,000.00 912828X47 2.18 67,998.60 11,660,859.17 11,933,346.25 1.70 11,957,365.82 11,915,000.00 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 732,341.25 748,416.36 4,292.75 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 595,688.40 605,021.17 2,904.17 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 7,196.92 1,328,029.65 1,353,437.53 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 125,073.75 125,000.00 502.44 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 164,280.60 165,134.37 1,230.46 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 1,732.90 289,354.35 290,134.37 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 36,007.58 36,052.69 46.57 36,413.09 04/30/1504/15/15AaaAA+ 36,052.69 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 44,912.56 45,071.45 71.18 45,440.56 11/30/1511/06/15AaaAA+ 44,990.66 3136AQSW1 1.20 Page 7 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 126,035.15 127,019.00 173.66 127,871.12 10/30/1510/07/15AaaAA+ 126,603.33 3136AQDQ0 1.08 291.41 206,955.29 208,143.14 1.06 209,724.77 207,646.68 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 171,835.83 174,851.70 761.37 174,706.00 08/02/1607/29/16AaaAA+ 175,000.00 3135G0N33 0.93 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 294,935.70 299,751.54 1,275.00 299,532.00 09/02/1608/31/16AaaAA+ 300,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 392,285.20 399,376.88 1,077.78 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 730,229.78 739,897.38 2,148.06 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 542,270.85 549,754.86 3,506.25 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 736,530.00 748,091.79 2,893.23 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 151,371.45 154,565.59 728.18 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 694,250.58 721,924.79 385.16 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 134,345.54 139,656.87 797.22 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 441,421.06 458,665.16 2,619.44 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 16,191.69 4,289,475.99 4,386,536.56 1.33 4,382,830.59 4,395,000.00 Security Type Sub-Total Corporate Note Page 8 For the Month Ending January 31, 2018Managed 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 269,762.40 270,638.63 2,390.63 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 299,736.00 300,893.24 2,656.25 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,717.55 49,941.83 266.67 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 248,587.75 249,933.05 1,333.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,377.04 104,974.95 322.88 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 573,940.85 574,653.94 5,965.63 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 155,483.40 157,932.72 2,350.00 165,585.00 06/08/1606/03/16A3A 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 263,264.25 266,272.68 878.47 289,082.50 03/25/1503/20/15A2A 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 299,072.70 299,921.34 428.75 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,431.58 75,122.64 4.48 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 372,157.88 376,081.35 22.40 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 297,254.10 299,863.84 2,697.92 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 178,657.38 179,868.36 1,628.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 Page 9 For the Month Ending January 31, 2018Managed 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 124,021.88 124,977.06 995.31 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 198,863.60 200,778.42 1,660.28 201,776.00 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 222,697.35 224,923.15 1,267.50 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 148,050.45 149,931.62 420.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 172,704.88 174,840.27 490.00 174,797.00 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 577,035.50 576,453.07 1,669.10 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 221,256.00 224,835.57 1,665.00 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 148,161.15 149,987.45 666.25 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 296,364.60 299,765.75 1,300.00 299,748.00 11/13/1711/06/17Aa1AA+ 300,000.00 037833DJ6 2.03 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 296,304.00 299,604.65 1,599.17 299,565.00 10/20/1710/11/17Aa2AA 300,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 73,704.45 74,967.21 425.52 74,965.50 10/26/1710/23/17A2A- 75,000.00 05531FAZ6 2.17 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 196,468.00 199,963.55 1,233.33 199,960.00 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 297,752.70 304,595.65 2,208.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 Page 10 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 99,463.70 100,723.39 743.75 100,776.00 11/03/1711/01/17A3A- 100,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 296,238.00 300,906.53 2,083.33 300,972.00 11/03/1711/01/17A3BBB+ 300,000.00 61746BEA0 2.40 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 196,664.20 199,688.25 1,075.00 199,536.00 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 146,487.15 149,933.99 691.88 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 73,200.00 74,809.29 292.50 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 197,738.40 200,000.00 1,720.13 200,000.00 09/18/1709/13/17A3A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 273,793.58 274,001.89 506.08 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 43,657.87 7,443,412.47 7,511,785.33 2.13 7,550,943.70 7,480,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 573,759.15 574,813.18 1,714.78 574,551.50 12/05/1612/01/16P-1A-1 575,000.00 13606A5Z7 1.78 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 575,173.65 575,000.00 1,771.00 575,000.00 12/05/1612/01/16P-1A-1+ 575,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 597,222.00 600,000.00 693.00 600,000.00 01/12/1701/10/17P-1A-1+ 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 600,130.20 600,000.00 5,452.00 600,000.00 02/09/1702/08/17A1A+ 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 572,409.63 575,000.00 3,630.33 575,000.00 04/06/1704/05/17A1A+ 575,000.00 06417GUE6 1.91 Page 11 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 591,396.98 599,824.18 5,550.67 599,766.00 08/04/1708/03/17Aa3A+ 600,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 537,217.92 540,000.00 5,350.50 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 594,519.60 600,000.00 2,875.33 600,000.00 11/17/1711/16/17Aa3AA- 600,000.00 87019U6D6 2.30 27,037.61 4,641,829.13 4,664,637.36 1.93 4,664,317.50 4,665,000.00 Security Type Sub-Total 30,302,646.68 30,409,407.49 1.79 164,107.00 30,348,020.54 29,859,916.05 Managed Account Sub-Total Money Market Fund CAMP Pool 67,411.77 67,411.77 0.00 67,411.77 NRAAAm 67,411.77 67,411.77 67,411.77 0.00 67,411.77 67,411.77 Money Market Sub-Total $30,370,058.45 $30,476,819.26 $164,107.00 $30,415,432.31 $29,927,327.82 1.79% $30,091,434.82 $164,107.00 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending January 31, 2018Managed 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 2.72 (3,795.16)(5,490.25) 148,792.95 99.20 MERRILL 150,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.29 2.72 2.82 (8,097.04)(10,019.60) 295,359.30 98.45 MORGANST 300,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 2.30 2.82 2.94 (24,289.57)(33,668.69) 569,452.40 99.04 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.33 2.94 3.06 (12,102.56)(13,321.84) 280,371.13 96.68 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.35 3.06 3.14 (3,745.80)(2,607.52) 242,402.25 96.96 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.35 3.14 3.14 (5,371.54)(3,691.54) 339,363.15 96.96 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.35 3.14 3.22 (9,796.33)(5,062.89) 871,558.20 96.84 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.37 3.22 3.19 (44,198.04)(56,812.20) 1,186,312.80 98.86 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.36 3.19 3.40 (13,371.04)(16,605.57) 320,594.63 98.64 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (15,909.82)(17,031.50) 789,156.00 98.64 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (16,225.82)(16,936.84) 1,011,106.13 98.64 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (21,641.86)(22,551.14) 1,134,411.75 98.64 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (32,129.72)(34,234.81) 1,381,023.00 98.64 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.61 (14,598.21)(13,338.50) 694,867.55 95.84 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.42 3.61 3.61 (30,074.39)(28,358.83) 1,054,281.80 95.84 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.42 3.61 4.03 (6,349.27)(6,187.67) 439,136.55 97.59 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.48 4.03 4.03 (10,790.91)(10,587.26) 902,669.58 97.59 CITIGRP 925,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.48 4.03 Page 13 For the Month Ending January 31, 2018Managed 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 (296,506.65) 2.39 3.40 (272,487.08) 11,660,859.17 11,915,000.00 Security Type Sub-Total 3.40 Supra-National Agency Bond / Note 2.52 (16,075.11)(15,858.75) 732,341.25 97.65 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.50 2.52 2.66 (9,332.77)(9,873.06) 595,688.40 99.28 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.39 2.66 (25,731.81) 2.45 2.59 (25,407.88) 1,328,029.65 1,350,000.00 Security Type Sub-Total 2.59 Municipal Bond / Note 0.29 73.75 73.75 125,073.75 100.06 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.68 0.29 1.09 (853.77)(1,183.05) 164,280.60 99.56 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.37 1.09 (1,109.30) 2.07 0.75 (780.02) 289,354.35 290,000.00 Security Type Sub-Total 0.75 Federal Agency Collateralized Mortgage Obligation 0.17 (45.11)(405.51) 36,007.58 99.87 GOLDMAN 36,052.69 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.68 0.10 0.76 (158.89)(528.00) 44,912.56 99.83 GOLDMAN 44,990.66 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.96 0.54 1.41 (983.85)(1,835.97) 126,035.15 99.55 MORGANST 126,603.33 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.89 0.79 (2,769.48) 1.87 1.05 (1,187.85) 206,955.29 207,646.68 Security Type Sub-Total 0.62 Federal Agency Bond / Note 1.47 (3,015.87)(2,870.17) 171,835.83 98.19 GOLDMAN 175,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 2.10 1.47 1.55 (4,815.84)(4,596.30) 294,935.70 98.31 GOLDMAN 300,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 2.09 1.55 Page 14 For the Month Ending January 31, 2018Managed 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 1.70 (7,091.68)(6,642.80) 392,285.20 98.07 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 2.14 1.70 1.75 (9,667.60)(9,600.02) 730,229.78 98.68 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.13 1.75 2.02 (7,484.01)(7,377.15) 542,270.85 98.59 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.20 2.02 2.16 (11,561.79)(10,905.00) 736,530.00 98.20 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.21 2.16 2.58 (3,194.14)(3,131.00) 151,371.45 97.66 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.29 2.58 3.35 (27,674.21)(26,340.70) 694,250.58 95.76 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.41 3.35 3.41 (5,311.33)(5,175.52) 134,345.54 95.96 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.45 3.41 3.41 (17,244.10)(16,715.94) 441,421.06 95.96 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.45 3.41 (93,354.60) 2.24 2.34 (97,060.57) 4,289,475.99 4,395,000.00 Security Type Sub-Total 2.34 Corporate Note 1.06 (876.23)(2,802.60) 269,762.40 99.91 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.21 1.06 1.06 (1,157.24)(3,081.00) 299,736.00 99.91 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.21 1.06 1.20 (224.28)(143.45) 49,717.55 99.44 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.47 1.19 1.20 (1,345.30)(1,252.25) 248,587.75 99.44 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.47 1.19 1.32 (597.91)(568.36) 104,377.04 99.41 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.50 1.32 Page 15 For the Month Ending January 31, 2018Managed 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 1.49 (713.09) 4.60 573,940.85 99.82 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.37 1.49 1.58 (2,449.32)(10,101.60) 155,483.40 103.66 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.45 1.58 1.84 (3,008.43)(25,818.25) 263,264.25 105.31 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.67 1.84 1.88 (848.64)(807.30) 299,072.70 99.69 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.61 1.87 1.94 (691.06)(856.42) 74,431.58 99.24 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.54 1.94 1.94 (3,923.47)(5,463.37) 372,157.88 99.24 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.54 1.94 1.95 (2,609.74)(2,544.90) 297,254.10 99.08 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.32 1.95 2.01 (1,210.98)(1,155.42) 178,657.38 99.25 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.57 1.99 2.02 (955.18)(945.62) 124,021.88 99.22 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.34 2.02 2.04 (1,914.82)(2,912.40) 198,863.60 99.43 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.43 2.04 2.14 (2,225.80)(2,199.15) 222,697.35 98.98 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 2.43 2.14 2.27 (1,881.17)(1,862.55) 148,050.45 98.70 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.37 2.27 2.27 (2,135.39)(2,092.12) 172,704.88 98.69 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.38 2.27 2.22 582.43 (822.25) 577,035.50 100.35 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.60 2.27 2.49 (3,579.57)(3,555.00) 221,256.00 98.34 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.52 2.49 Page 16 For the Month Ending January 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.67 (1,826.30)(1,825.35) 148,161.15 98.77 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.51 2.67 2.68 (3,401.15)(3,383.40) 296,364.60 98.79 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.45 2.68 2.76 (3,300.65)(3,261.00) 296,304.00 98.77 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.34 2.76 2.86 (1,262.76)(1,261.05) 73,704.45 98.27 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.75 2.88 3.06 (3,495.55)(3,492.00) 196,468.00 98.23 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.58 3.06 3.04 (6,842.95)(9,225.30) 297,752.70 99.25 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.75 3.03 3.04 (1,259.69)(1,312.30) 99,463.70 99.46 MERRILL 100,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.80 3.04 3.05 (4,668.53)(4,734.00) 296,238.00 98.75 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.91 3.05 3.10 (3,024.05)(2,871.80) 196,664.20 98.33 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.79 3.10 3.12 (3,446.84)(3,413.85) 146,487.15 97.66 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.80 3.13 3.16 (1,609.29)(1,516.50) 73,200.00 97.60 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.71 3.16 3.46 (2,261.60)(2,261.60) 197,738.40 98.87 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.65 2.80 3.70 (208.31) 6.33 273,793.58 99.56 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.77 3.70 (107,531.23) 2.52 2.24 (68,372.86) 7,443,412.47 7,480,000.00 Security Type Sub-Total 2.22 Certificate of Deposit Page 17 For the Month Ending January 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.81 (1,054.03)(792.35) 573,759.15 99.78 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.98 0.81 0.82 173.65 173.65 575,173.65 100.03 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.70 0.82 0.93 (2,778.00)(2,778.00) 597,222.00 99.54 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.35 0.93 1.01 130.20 130.20 600,130.20 100.02 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.82 1.01 1.17 (2,590.37)(2,590.37) 572,409.63 99.55 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.46 1.17 1.47 (8,427.20)(8,369.02) 591,396.98 98.57 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.19 1.47 2.48 (2,782.08)(2,782.08) 537,217.92 99.48 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.20 2.48 2.67 (5,480.40)(5,480.40) 594,519.60 99.09 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.64 2.67 (22,488.37) 2.04 1.41 (22,808.23) 4,641,829.13 4,665,000.00 Security Type Sub-Total 1.41 30,302,646.68 29,859,916.05 (549,491.44) (488,104.49) 2.57 2.35 Managed Account Sub-Total 2.56 Money Market Fund 0.00 0.00 0.00 67,411.77 1.00 67,411.77 CAMP Pool 0.00 67,411.77 67,411.77 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,091,434.82 $164,107.00 $29,927,327.82 Accrued Interest Securities Sub-Total $30,370,058.45 ($549,491.44) ($488,104.49) 2.57 2.35% 2.56 Page 18 For the Month Ending January 31, 2018Managed 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 01/04/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (913,256.84)(3,114.21)(916,371.05) 925,000.00 01/03/18 (3,114.21) (916,371.05)(913,256.84) 925,000.00 Transaction Type Sub-Total INTEREST 01/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 188.49 188.49 131,947.36 01/01/18 01/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 63.70 63.70 49,320.91 01/01/18 01/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 71.27 71.27 45,061.72 01/01/18 01/06/18 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 0.00 3,643.75 3,643.75 275,000.00 01/06/18 01/08/18 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 36962G4J0 0.00 6,875.00 6,875.00 250,000.00 01/08/18 01/10/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 5,796.00 5,796.00 600,000.00 01/10/18 01/10/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 3,675.00 3,675.00 300,000.00 01/10/18 01/14/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 4,078.12 4,078.12 725,000.00 01/14/18 01/30/18 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 806.25 806.25 75,000.00 01/30/18 01/30/18 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 4,031.25 4,031.25 375,000.00 01/30/18 29,228.83 29,228.83 0.00 2,826,329.99 Transaction Type Sub-Total PAYDOWNS 01/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 13,268.22 0.00 13,268.22 (132.64) 0.00 13,268.22 01/01/18 01/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 5,344.03 0.00 5,344.03 (53.51) 0.00 5,344.03 01/01/18 Page 19 For the Month Ending January 31, 2018Managed 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 PAYDOWNS 01/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 71.06 0.00 71.06 (0.71) 0.00 71.06 01/01/18 0.00 0.00 (186.86) 18,683.31 18,683.31 18,683.31 Transaction Type Sub-Total SELL 01/04/18 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 295,410.00 1,050.00 296,460.00 (4,122.00)(4,329.82)FIFO 300,000.00 01/03/18 01/04/18 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 78009NZZ2 575,017.25 3,122.57 578,139.82 17.25 17.25 FIFO 575,000.00 01/03/18 4,172.57 (4,312.57)(4,104.75) 874,599.82 870,427.25 875,000.00 Transaction Type Sub-Total (24,146.28) 30,287.19 6,140.91 (4,291.61) (4,312.57)Managed Account Sub-Total Total Security Transactions ($4,291.61)$6,140.91 $30,287.19 ($24,146.28)($4,312.57) Page 20 For the Month Ending January 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 61,215.91 Opening Balance 01/02/18 01/02/18 Purchase - Interest 912828N48 1.00 2,625.00 63,840.91 01/04/18 01/04/18 Purchase - Principal 3135G0P49 1.00 295,410.00 359,250.91 01/04/18 01/04/18 Purchase - Interest 3135G0P49 1.00 1,050.00 360,300.91 01/04/18 01/04/18 Purchase - Principal 78009NZZ2 1.00 575,017.25 935,318.16 01/04/18 01/04/18 Purchase - Interest 78009NZZ2 1.00 3,122.57 938,440.73 01/04/18 01/04/18 Redemption - Principal 912828X47 1.00 (913,256.84) 25,183.89 01/04/18 01/04/18 Redemption - Interest 912828X47 1.00 (3,114.21) 22,069.68 01/08/18 01/08/18 Purchase - Interest 24422ETL3 1.00 3,643.75 25,713.43 01/08/18 01/08/18 Purchase - Interest 36962G4J0 1.00 6,875.00 32,588.43 01/10/18 01/10/18 Purchase - Interest 172967LF6 1.00 3,675.00 36,263.43 01/10/18 01/10/18 Purchase - Interest 86958JHB8 1.00 5,796.00 42,059.43 01/16/18 01/16/18 Purchase - Interest 3130A8QS5 1.00 4,078.12 46,137.55 01/25/18 01/25/18 Purchase - Interest 3136ANJY4 1.00 63.70 46,201.25 01/25/18 01/25/18 Purchase - Interest 3136AQDQ0 1.00 188.47 46,389.72 01/25/18 01/25/18 Purchase - Interest 3136AQSW1 1.00 71.27 46,460.99 01/25/18 01/25/18 Purchase - Principal 3136AQDQ0 1.00 5,344.03 51,805.02 01/25/18 01/25/18 Purchase - Principal 3136AQSW1 1.00 71.06 51,876.08 01/25/18 01/25/18 Purchase - Principal 3136ANJY4 1.00 13,268.22 65,144.30 01/26/18 01/26/18 IP Fees December 2017 1.00 (2,386.36) 62,757.94 01/26/18 01/26/18 U.S. Bank Fees November 2017 1.00 (240.77) 62,517.17 01/30/18 01/30/18 Purchase - Interest 94974BGF1 1.00 806.25 63,323.42 Page 21 For the Month Ending January 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 01/30/18 01/30/18 Purchase - Interest 94974BGF1 1.00 4,031.25 67,354.67 01/31/18 02/01/18 Accrual Income Div Reinvestment - Distributions 1.00 57.10 67,411.77 67,411.77 67,411.77 67,411.77 47,094.43 57.10 0.00 (918,998.18) 925,194.04 61,215.91 57.10 67,411.77 0.00 (918,998.18) 925,194.04 61,215.91 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 January January-January 1.43% Page 22 Housing Funds CAMP Account For the Month Ending January 31, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 17,503.26 109,062.40 (114,372.09) 0.00 $12,193.57 CAMP Pool Unsettled Trades 0.00 10.37 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,086,839.50 113,540.04 (103,381.77) (34,535.54) $5,062,462.23 CAMP Managed Account Unsettled Trades 0.00 4,346.04 Cash Dividends and Income January 31, 2018 December 31, 2017 Asset Summary CAMP Pool 12,193.57 17,503.26 CAMP Managed Account 5,062,462.23 5,086,839.50 $5,074,655.80 $5,104,342.76 Total Asset Allocation 0.24% CAMP Pool 99.76% CAMP Managed Account Page 1 For the Month Ending January 31, 2018Managed 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 $17,503.26 109,062.40 (114,372.09) $12,193.57 10.37 $5,086,839.50 (3,378.77) (100,003.00) 113,540.04 0.00 (34,535.54) $5,062,462.23 $5,104,342.76 $5,074,655.80 4,764.00 (387.17) (30.79) $4,346.04 0.00 100,546.06 4,220.94 3,378.77 (113,927.21) 5,781.44 0.00 Managed Account Total 5,149,596.06 5,161,789.63 27,222.90 100,546.06 3,378.77 4,220.94 (113,927.21) (5,139,719.36) (23,663.44) 0.00 27,222.90 214,918.15 3,378.77 4,220.94 (222,989.61) (5,157,222.62) (23,663.44) 10.37 Total Accrual Basis Earnings $7,654.72 $7,665.09 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending January 31, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,120,000.00 2,074,697.37 40.88 Supra-National Agency Bond / Note 225,000.00 221,338.28 4.36 Municipal Bond / Note 30,000.00 29,869.20 0.59 Federal Agency Collateralized Mortgage Obligation 37,173.24 37,052.79 0.73 Federal Agency Bond / Note 700,000.00 682,439.34 13.45 Corporate Note 1,330,000.00 1,320,789.29 26.03 Certificate of Deposit 700,000.00 696,275.96 13.72 Managed Account Sub-Total 5,142,173.24 5,062,462.23 99.76% Accrued Interest 27,222.90 Total Portfolio 5,142,173.24 5,089,685.13 CAMP Pool 12,193.57 12,193.57 0.24 Total Investments 5,154,366.81 5,101,878.70 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.72% Cert of Deposit 26.03% Corporate Note 0.73% Fed Agency CMO 13.45% Fed Agy Bond / Note 0.24% Mny Mkt Fund 0.59% Muni Bond / Note 4.36% Supra-National Agency Bond / Note 40.88% 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 1.75% 4.11% 21.67% 25.51% 43.50% 3.46% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.58 980 1.76% 2.34% Page 3 For the Month Ending January 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.63% A 10.66% A+ 4.51% A- 3.93% A-1+ 1.46% AA 56.04% AA+ 6.77% AA- 5.34% AAA 0.24% AAAm 3.42% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,776.23 0.59 AMERICAN EXPRESS CO 99,815.80 1.97 AMERICAN HONDA FINANCE 49,394.10 0.97 APPLE INC 49,523.78 0.98 BANK OF AMERICA CO 100,021.70 1.97 BANK OF MONTREAL 99,549.50 1.96 BANK OF NOVA SCOTIA 48,982.68 0.97 BB&T CORPORATION 25,913.90 0.51 BURLINGTON NORTHERN SANTA FE 12,193.57 0.24 CAMP Pool 39,334.40 0.78 CATERPILLAR INC 44,980.20 0.89 CHEVRON CORPORATION 99,912.00 1.97 CISCO SYSTEMS INC 74,697.13 1.47 CITIGROUP INC 24,699.90 0.49 DEERE & COMPANY 226,547.18 4.46 FANNIE MAE 419,291.95 8.26 FEDERAL HOME LOAN BANKS 73,653.00 1.45 FREDDIE MAC 49,717.55 0.98 GOLDMAN SACHS GROUP INC 24,675.08 0.49 HOME DEPOT INC 99,281.40 1.96 INTER-AMERICAN DEVELOPMENT BANK 122,056.88 2.41 INTL BANK OF RECONSTRUCTION AND DEV 100,354.00 1.98 JP MORGAN CHASE & CO 49,542.35 0.98 MICROSOFT CORP 49,373.00 0.97 MORGAN STANLEY 100,030.20 1.97 NORDEA BANK AB 24,693.53 0.49 PACCAR FINANCIAL CORP 39,293.60 0.77 PEPSICO INC 98,566.16 1.94 SKANDINAVISKA ENSKILDA BANKEN AB 29,869.20 0.59 STATE OF CONNECTICUT 24,400.00 0.48 STATE STREET CORPORATION 99,537.00 1.96 SVENSKA HANDELSBANKEN AB 99,086.60 1.95 SWEDBANK AB Page 4 For the Month Ending January 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Percentof HoldingsIssuer Market Value 74,616.13 1.47 THE BANK OF NEW YORK MELLON CORPORATION 49,344.25 0.97 THE WALT DISNEY CORPORATION 2,074,697.37 40.87 UNITED STATES TREASURY 74,076.00 1.46 WAL-MART STORES INC 173,673.68 3.42 WELLS FARGO & COMPANY 99,484.80 1.96 WESTPAC BANKING CORP $5,074,655.80 Total 100.00% Page 5 For the Month Ending January 31, 2018Managed 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 49,834.00 50,486.12 452.00 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 24,798.83 25,431.35 86.54 25,713.86 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 10,020.31 10,311.56 20.99 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 88,607.79 91,036.90 139.23 91,613.67 05/31/1605/27/16AaaAA+ 90,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 99,035.20 103,259.48 850.83 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,173.84 55,469.15 234.20 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 126,049.17 128,044.31 459.22 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 121,049.75 122,410.35 297.48 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 222,433.65 230,720.78 778.85 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 73,983.38 77,069.00 638.12 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 98,644.50 100,526.40 850.83 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 147,966.75 150,341.26 1,276.24 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 147,966.75 150,949.84 1,276.24 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 271,272.38 277,583.57 2,339.78 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 Page 6 For the Month Ending January 31, 2018Managed 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 124,596.94 127,214.55 417.47 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 239,609.50 246,444.59 802.83 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 63,430.84 64,347.95 313.10 64,324.61 12/06/1712/04/17AaaAA+ 65,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 112,223.79 113,565.36 553.95 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 11,787.90 2,074,697.37 2,125,212.52 1.66 2,130,476.75 2,120,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 122,056.88 124,736.06 715.46 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 99,281.40 100,836.86 484.03 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 1,199.49 221,338.28 225,572.92 1.72 225,626.91 225,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,869.20 30,024.43 223.72 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 223.72 29,869.20 30,024.43 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 6,668.07 6,676.42 8.62 6,743.17 04/30/1504/15/15AaaAA+ 6,676.42 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 8,982.52 9,014.30 14.23 9,088.12 11/30/1511/06/15AaaAA+ 8,998.14 3136AQSW1 1.20 Page 7 For the Month Ending January 31, 2018Managed 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 Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 21,402.20 21,569.27 29.49 21,713.97 10/30/1510/07/15AaaAA+ 21,498.68 3136AQDQ0 1.08 52.34 37,052.79 37,259.99 1.07 37,545.26 37,173.24 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 122,735.63 124,940.53 434.03 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 103,613.69 104,985.44 304.79 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 88,735.23 89,959.89 573.75 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 73,653.00 74,809.18 289.32 74,743.50 04/20/1704/19/17AaaAA+ 75,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 73,244.25 74,789.80 352.34 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 119,698.38 124,469.80 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,990.28 24,938.73 142.36 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 76,768.88 79,767.85 455.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,618.56 682,439.34 698,661.22 1.33 698,142.61 700,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 24,990.68 24,999.85 135.94 24,992.75 03/06/1303/04/13A1A 25,000.00 06406HCJ6 1.36 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 44,980.20 45,000.00 79.46 45,000.00 06/24/1306/17/13Aa2AA- 45,000.00 166764AE0 1.72 Page 8 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,956.00 50,118.26 442.71 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,956.00 50,148.87 442.71 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,717.55 49,986.61 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,851.68 24,994.04 76.88 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 99,815.80 99,939.82 1,037.50 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 25,913.90 26,322.12 391.67 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,845.45 49,986.89 71.46 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 173,673.68 175,504.63 10.45 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,542.35 49,977.31 449.65 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,776.23 29,978.06 271.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,675.08 24,988.60 70.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 49,344.25 49,954.36 140.00 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,699.90 24,987.77 52.81 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 Page 9 For the Month Ending January 31, 2018Managed 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 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,354.00 100,252.71 290.28 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,334.40 39,970.77 296.00 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,693.53 24,997.91 111.04 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,394.10 49,960.96 216.67 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 74,076.00 74,901.16 399.79 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,568.15 24,989.07 141.84 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,293.60 39,992.71 246.67 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 49,625.45 50,756.77 368.06 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 14,919.56 15,108.51 111.56 15,116.40 11/03/1711/01/17A3A- 15,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,373.00 50,151.09 347.22 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,414.53 24,989.00 115.31 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,400.00 24,936.43 97.50 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 34,604.22 35,000.00 301.02 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 Page 10 For the Month Ending January 31, 2018Managed 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 6,982.20 1,320,789.29 1,332,894.28 2.07 1,335,962.85 1,330,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,030.20 100,000.00 308.00 100,000.00 12/05/1612/01/16P-1A-1+ 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,537.00 100,000.00 115.50 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,021.70 100,000.00 908.67 100,000.00 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 99,549.50 100,000.00 631.36 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 98,566.16 99,970.70 925.11 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 99,484.80 100,000.00 990.83 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 99,086.60 100,000.00 479.22 100,000.00 11/17/1711/16/17Aa3AA- 100,000.00 87019U6D6 2.30 4,358.69 696,275.96 699,970.70 1.95 699,961.00 700,000.00 Security Type Sub-Total 5,142,173.24 5,157,799.68 1.76 27,222.90 5,149,596.06 5,062,462.23 Managed Account Sub-Total Money Market Fund CAMP Pool 12,193.57 12,193.57 0.00 12,193.57 NRAAAm 12,193.57 12,193.57 12,193.57 0.00 12,193.57 12,193.57 Money Market Sub-Total Page 11 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS $5,154,366.81 $5,169,993.25 $27,222.90 $5,161,789.63 $5,074,655.80 1.76% $5,101,878.70 $27,222.90 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending January 31, 2018Managed 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 2.47 (652.12)(1,031.23) 49,834.00 99.67 MORGANST 50,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.26 2.47 2.72 (632.52)(915.03) 24,798.83 99.20 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.29 2.72 2.80 (291.25)(482.03) 10,020.31 100.20 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.30 2.80 2.82 (2,429.11)(3,005.88) 88,607.79 98.45 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 2.30 2.82 2.94 (4,224.28)(5,855.43) 99,035.20 99.04 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.33 2.94 3.06 (2,295.31)(2,526.55) 53,173.84 96.68 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.35 3.06 3.14 (1,995.14)(1,371.14) 126,049.17 96.96 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.35 3.14 3.22 (1,360.60)(703.18) 121,049.75 96.84 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.37 3.22 3.19 (8,287.13)(10,652.29) 222,433.65 98.86 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.36 3.19 3.40 (3,085.62)(3,832.05) 73,983.38 98.64 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (1,881.90)(1,960.97) 98,644.50 98.64 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (2,374.51)(2,478.56) 147,966.75 98.64 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (2,983.09)(3,193.41) 147,966.75 98.64 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (6,311.19)(6,724.69) 271,272.38 98.64 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.61 (2,617.61)(2,391.73) 124,596.94 95.84 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.42 3.61 3.61 (6,835.09)(6,445.19) 239,609.50 95.84 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.42 3.61 4.03 (917.11)(893.77) 63,430.84 97.59 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.48 4.03 Page 13 For the Month Ending January 31, 2018Managed 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 4.03 (1,341.57)(1,316.25) 112,223.79 97.59 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.48 4.03 (55,779.38) 2.39 3.35 (50,515.15) 2,074,697.37 2,120,000.00 Security Type Sub-Total 3.35 Supra-National Agency Bond / Note 2.52 (2,679.18)(2,643.12) 122,056.88 97.65 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.50 2.52 2.66 (1,555.46)(1,645.51) 99,281.40 99.28 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.39 2.66 (4,288.63) 2.45 2.59 (4,234.64) 221,338.28 225,000.00 Security Type Sub-Total 2.59 Municipal Bond / Note 1.09 (155.23)(215.10) 29,869.20 99.56 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.37 1.09 (215.10) 2.37 1.09 (155.23) 29,869.20 30,000.00 Security Type Sub-Total 1.09 Federal Agency Collateralized Mortgage Obligation 0.17 (8.35)(75.10) 6,668.07 99.87 GOLDMAN 6,676.42 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.68 0.10 0.76 (31.78)(105.60) 8,982.52 99.83 GOLDMAN 8,998.14 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.96 0.54 1.41 (167.07)(311.77) 21,402.20 99.55 MORGANST 21,498.68 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.89 0.79 (492.47) 1.87 1.03 (207.20) 37,052.79 37,173.24 Security Type Sub-Total 0.61 Federal Agency Bond / Note 1.62 (2,204.90)(2,155.62) 122,735.63 98.19 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 2.12 1.62 Page 14 For the Month Ending January 31, 2018Managed 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 1.75 (1,371.75)(1,362.16) 103,613.69 98.68 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.13 1.75 2.02 (1,224.66)(1,207.17) 88,735.23 98.59 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.20 2.02 2.16 (1,156.18)(1,090.50) 73,653.00 98.20 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.21 2.16 2.58 (1,545.55)(1,515.00) 73,244.25 97.66 BARCLAYS 75,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.29 2.58 3.35 (4,771.42)(4,541.50) 119,698.38 95.76 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.41 3.35 3.41 (948.45)(924.20) 23,990.28 95.96 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.45 3.41 3.41 (2,998.97)(2,907.12) 76,768.88 95.96 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.45 3.41 (15,703.27) 2.26 2.42 (16,221.88) 682,439.34 700,000.00 Security Type Sub-Total 2.42 Corporate Note 0.10 (9.17)(2.07) 24,990.68 99.96 GOLDMAN 25,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.68 0.09 0.40 (19.80)(19.80) 44,980.20 99.96 05/24/18BARCLAYS 45,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.81 0.38 1.06 (162.26)(519.00) 49,956.00 99.91 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.21 1.06 1.06 (192.87)(513.50) 49,956.00 99.91 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.21 1.06 1.20 (269.06)(250.45) 49,717.55 99.44 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.47 1.19 1.32 (142.36)(135.32) 24,851.68 99.41 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.50 1.32 Page 15 For the Month Ending January 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.49 (124.02) 0.80 99,815.80 99.82 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.37 1.49 1.58 (408.22)(1,683.60) 25,913.90 103.66 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.45 1.58 1.88 (141.44)(134.55) 49,845.45 99.69 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.61 1.87 1.94 (1,830.95)(2,549.57) 173,673.68 99.24 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.54 1.94 1.95 (434.96)(424.15) 49,542.35 99.08 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.32 1.95 2.01 (201.83)(192.57) 29,776.23 99.25 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.57 1.99 2.27 (313.52)(310.42) 24,675.08 98.70 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.37 2.27 2.27 (610.11)(597.75) 49,344.25 98.69 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.38 2.27 2.31 (287.87)(284.85) 24,699.90 98.80 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.47 2.31 2.22 101.29 (143.00) 100,354.00 100.35 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.60 2.27 2.49 (636.37)(632.00) 39,334.40 98.34 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.52 2.49 2.67 (304.38)(304.22) 24,693.53 98.77 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.51 2.67 2.68 (566.86)(563.90) 49,394.10 98.79 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.45 2.68 2.76 (825.16)(815.25) 74,076.00 98.77 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.34 2.76 2.86 (420.92)(420.35) 24,568.15 98.27 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.75 2.88 Page 16 For the Month Ending January 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.06 (699.11)(698.40) 39,293.60 98.23 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.58 3.06 3.04 (1,131.32)(1,523.55) 49,625.45 99.25 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.75 3.03 3.04 (188.95)(196.84) 14,919.56 99.46 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.80 3.04 3.05 (778.09)(789.00) 49,373.00 98.75 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.91 3.05 3.12 (574.47)(568.97) 24,414.53 97.66 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.80 3.13 3.16 (536.43)(505.50) 24,400.00 97.60 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.71 3.16 3.46 (395.78)(395.78) 34,604.22 98.87 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.65 2.80 (15,173.56) 2.47 2.09 (12,104.99) 1,320,789.29 1,330,000.00 Security Type Sub-Total 2.07 Certificate of Deposit 0.82 30.20 30.20 100,030.20 100.03 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.70 0.82 0.93 (463.00)(463.00) 99,537.00 99.54 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.35 0.93 1.01 21.70 21.70 100,021.70 100.02 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.82 1.01 1.17 (450.50)(450.50) 99,549.50 99.55 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.46 1.17 1.47 (1,404.54)(1,394.84) 98,566.16 98.57 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.19 1.47 2.48 (515.20)(515.20) 99,484.80 99.48 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.20 2.48 Page 17 For the Month Ending January 31, 2018Managed 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 2.67 (913.40)(913.40) 99,086.60 99.09 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.64 2.67 (3,685.04) 2.05 1.51 (3,694.74) 696,275.96 700,000.00 Security Type Sub-Total 1.51 5,142,173.24 5,062,462.23 (95,337.45) (87,133.83) 2.58 2.34 Managed Account Sub-Total 2.57 Money Market Fund 0.00 0.00 0.00 12,193.57 1.00 12,193.57 CAMP Pool 0.00 12,193.57 12,193.57 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,101,878.70 $27,222.90 $5,074,655.80 Accrued Interest Securities Sub-Total $5,154,366.81 ($95,337.45) ($87,133.83) 2.58 2.34% 2.57 Page 18 For the Month Ending January 31, 2018Managed 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 01/04/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (113,540.04)(387.17)(113,927.21) 115,000.00 01/03/18 (387.17) (113,927.21)(113,540.04) 115,000.00 Transaction Type Sub-Total INTEREST 01/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 14.26 14.26 9,012.35 01/01/18 01/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 32.00 32.00 22,406.16 01/01/18 01/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 11.80 11.80 9,133.50 01/01/18 01/10/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 966.00 966.00 100,000.00 01/10/18 01/10/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 612.50 612.50 50,000.00 01/10/18 01/14/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 703.13 703.13 125,000.00 01/14/18 01/30/18 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 1,881.25 1,881.25 175,000.00 01/30/18 4,220.94 4,220.94 0.00 490,552.01 Transaction Type Sub-Total PAYDOWNS 01/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 14.21 0.00 14.21 (0.14) 0.00 14.21 01/01/18 01/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,457.08 0.00 2,457.08 (24.56) 0.00 2,457.08 01/01/18 01/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 907.48 0.00 907.48 (9.09) 0.00 907.48 01/01/18 0.00 0.00 (33.79) 3,378.77 3,378.77 3,378.77 Transaction Type Sub-Total SELL Page 19 For the Month Ending January 31, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 01/04/18 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 78009NZZ2 100,003.00 543.06 100,546.06 3.00 3.00 FIFO 100,000.00 01/03/18 543.06 3.00 3.00 100,546.06 100,003.00 100,000.00 Transaction Type Sub-Total (10,158.27) 4,376.83 (5,781.44)(30.79) 3.00 Managed Account Sub-Total Total Security Transactions ($30.79)($5,781.44)$4,376.83 ($10,158.27)$3.00 Page 20 For the Month Ending January 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 17,503.26 Opening Balance 01/02/18 01/02/18 Purchase - Interest 912828A83 1.00 118.75 17,622.01 01/02/18 01/02/18 Purchase - Interest 912828N48 1.00 787.50 18,409.51 01/04/18 01/04/18 Purchase - Interest 78009NZZ2 1.00 543.06 18,952.57 01/04/18 01/04/18 Purchase - Principal 78009NZZ2 1.00 100,003.00 118,955.57 01/04/18 01/04/18 Redemption - Interest 912828X47 1.00 (387.17) 118,568.40 01/04/18 01/04/18 Redemption - Principal 912828X47 1.00 (113,540.04) 5,028.36 01/10/18 01/10/18 Purchase - Interest 172967LF6 1.00 612.50 5,640.86 01/10/18 01/10/18 Purchase - Interest 86958JHB8 1.00 966.00 6,606.86 01/16/18 01/16/18 Purchase - Interest 3130A8QS5 1.00 703.13 7,309.99 01/25/18 01/25/18 Purchase - Interest 3136ANJY4 1.00 11.80 7,321.79 01/25/18 01/25/18 Purchase - Interest 3136AQDQ0 1.00 32.01 7,353.80 01/25/18 01/25/18 Purchase - Interest 3136AQSW1 1.00 14.26 7,368.06 01/25/18 01/25/18 Purchase - Principal 3136AQDQ0 1.00 907.48 8,275.54 01/25/18 01/25/18 Purchase - Principal 3136AQSW1 1.00 14.21 8,289.75 01/25/18 01/25/18 Purchase - Principal 3136ANJY4 1.00 2,457.08 10,746.83 01/26/18 01/26/18 IP Fees December 2017 1.00 (404.20) 10,342.63 01/26/18 01/26/18 U.S. Bank Fees November 2017 1.00 (40.68) 10,301.95 01/30/18 01/30/18 Purchase - Interest 94974BGF1 1.00 1,881.25 12,183.20 01/31/18 02/01/18 Accrual Income Div Reinvestment - Distributions 1.00 10.37 12,193.57 Page 21 For the Month Ending January 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 12,193.57 12,193.57 12,193.57 8,588.87 10.37 0.00 (114,372.09) 109,062.40 17,503.26 10.37 12,193.57 0.00 (114,372.09) 109,062.40 17,503.26 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 January January-January 1.43% Page 22 Successor Agency CAMP Account For the Month Ending January 31, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 18,954.71 107,069.97 (114,389.75) 0.00 $11,634.93 CAMP Pool Unsettled Trades 0.00 11.69 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,288,245.28 113,540.04 (103,381.77) (35,351.67) $5,263,051.88 CAMP Managed Account Unsettled Trades 0.00 3,127.29 Cash Dividends and Income January 31, 2018 December 31, 2017 Asset Summary CAMP Pool 11,634.93 18,954.71 CAMP Managed Account 5,263,051.88 5,288,245.28 $5,274,686.81 $5,307,199.99 Total Asset Allocation 0.22% CAMP Pool 99.78% CAMP Managed Account Page 1 For the Month Ending January 31, 2018Managed 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 $18,954.71 107,069.97 (114,389.75) $11,634.93 11.69 $5,288,245.28 (3,378.77) (100,003.00) 113,540.04 0.00 (35,351.67) $5,263,051.88 $5,307,199.99 $5,274,686.81 3,545.25 (387.17) (30.79) $3,127.29 0.00 100,546.06 3,002.19 3,378.77 (113,927.21) 7,000.19 0.00 Managed Account Total 5,353,698.22 5,365,333.15 29,164.08 100,546.06 3,378.77 3,002.19 (113,927.21) (5,343,775.43) (24,250.09) 0.00 29,164.08 214,935.81 3,378.77 3,002.19 (220,997.18) (5,362,730.14) (24,250.09) 11.69 Total Accrual Basis Earnings $7,836.59 $7,848.28 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending January 31, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,070,000.00 2,025,180.77 38.39 Supra-National Agency Bond / Note 250,000.00 245,749.65 4.66 Municipal Bond / Note 30,000.00 29,869.20 0.57 Federal Agency Collateralized Mortgage Obligation 37,173.24 37,052.79 0.70 Federal Agency Bond / Note 995,000.00 972,571.82 18.44 Corporate Note 1,265,000.00 1,256,351.69 23.82 Certificate of Deposit 700,000.00 696,275.96 13.20 Managed Account Sub-Total 5,347,173.24 5,263,051.88 99.78% Accrued Interest 29,164.08 Total Portfolio 5,347,173.24 5,292,215.96 CAMP Pool 11,634.93 11,634.93 0.22 Total Investments 5,358,808.17 5,303,850.89 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.20% Cert of Deposit 23.82% Corporate Note 0.70% Fed Agency CMO 18.44% Fed Agy Bond / Note 0.22% Mny Mkt Fund 0.57% Muni Bond / Note 4.66% Supra-National Agency Bond / Note 38.39% 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 0.91% 3.95% 24.63%23.72% 43.27% 3.52% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.57 976 1.74% 2.34% Page 3 For the Month Ending January 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.00% A 10.27% A+ 4.33% A- 3.78% A-1+ 1.40% AA 58.48% AA+ 7.63% AA- 5.60% AAA 0.22% AAAm 3.29% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,776.23 0.56 AMERICAN EXPRESS CO 99,815.80 1.89 AMERICAN HONDA FINANCE 49,394.10 0.94 APPLE INC 49,523.78 0.94 BANK OF AMERICA CO 100,021.70 1.90 BANK OF MONTREAL 99,549.50 1.89 BANK OF NOVA SCOTIA 48,982.68 0.93 BB&T CORPORATION 25,913.90 0.49 BURLINGTON NORTHERN SANTA FE 11,634.93 0.22 CAMP Pool 39,334.40 0.75 CATERPILLAR INC 29,986.80 0.57 CHEVRON CORPORATION 99,912.00 1.89 CISCO SYSTEMS INC 74,697.13 1.42 CITIGROUP INC 49,780.65 0.94 DEERE & COMPANY 486,527.52 9.22 FANNIE MAE 409,883.29 7.77 FEDERAL HOME LOAN BANKS 113,213.80 2.15 FREDDIE MAC 49,717.55 0.94 GOLDMAN SACHS GROUP INC 24,675.08 0.47 HOME DEPOT INC 99,281.40 1.88 INTER-AMERICAN DEVELOPMENT BANK 146,468.25 2.78 INTL BANK OF RECONSTRUCTION AND DEV 100,354.00 1.90 JP MORGAN CHASE & CO 49,542.35 0.94 MICROSOFT CORP 49,373.00 0.94 MORGAN STANLEY 100,030.20 1.90 NORDEA BANK AB 24,693.53 0.47 PACCAR FINANCIAL CORP 39,293.60 0.74 PEPSICO INC 98,566.16 1.87 SKANDINAVISKA ENSKILDA BANKEN AB 29,869.20 0.57 STATE OF CONNECTICUT 24,400.00 0.46 STATE STREET CORPORATION 99,537.00 1.89 SVENSKA HANDELSBANKEN AB 99,086.60 1.88 SWEDBANK AB Page 4 For the Month Ending January 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Percentof HoldingsIssuer Market Value 49,625.45 0.94 THE BANK OF NEW YORK MELLON CORPORATION 49,476.51 0.94 THE WALT DISNEY CORPORATION 74,232.45 1.41 TOYOTA MOTOR CORP 2,025,180.77 38.38 UNITED STATES TREASURY 74,076.00 1.40 WAL-MART STORES INC 49,774.70 0.94 WELLS FARGO & COMPANY 99,484.80 1.89 WESTPAC BANKING CORP $5,274,686.81 Total 100.00% Page 5 For the Month Ending January 31, 2018Managed 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 14,950.20 15,145.83 135.60 15,259.57 12/30/1512/28/15AaaAA+ 15,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 34,507.83 35,380.21 157.35 35,648.05 02/03/1602/01/16AaaAA+ 35,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 24,798.83 25,431.35 86.54 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 14,767.97 15,172.82 23.20 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 74,276.40 77,444.61 638.12 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 53,173.84 55,469.15 234.20 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 126,049.17 128,044.31 459.22 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 96,839.80 97,928.28 237.98 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 197,718.80 205,085.14 692.31 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 123,305.63 128,448.33 1,063.54 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 123,305.63 125,284.38 1,063.54 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 147,966.75 150,789.60 1,276.24 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 221,950.13 226,424.76 1,914.36 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 221,950.13 227,113.83 1,914.36 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 Page 6 For the Month Ending January 31, 2018Managed 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 124,596.94 127,214.55 417.47 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 239,609.50 246,444.59 802.83 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 73,189.43 74,247.64 361.27 74,220.70 12/06/1712/04/17AaaAA+ 75,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 112,223.79 113,565.36 553.95 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 12,032.08 2,025,180.77 2,074,634.74 1.67 2,079,237.10 2,070,000.00 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 146,468.25 149,683.27 858.55 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 99,281.40 100,836.86 484.03 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 1,342.58 245,749.65 250,520.13 1.71 250,566.91 250,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,869.20 30,024.43 223.72 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 223.72 29,869.20 30,024.43 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 6,668.07 6,676.42 8.62 6,743.17 04/30/1504/15/15AaaAA+ 6,676.42 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 8,982.52 9,014.30 14.23 9,088.12 11/30/1511/06/15AaaAA+ 8,998.14 3136AQSW1 1.20 Page 7 For the Month Ending January 31, 2018Managed 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 Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 21,402.20 21,569.27 29.49 21,713.97 10/30/1510/07/15AaaAA+ 21,498.68 3136AQDQ0 1.08 52.34 37,052.79 37,259.99 1.07 37,545.26 37,173.24 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,560.80 39,956.28 293.33 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 122,889.88 124,896.47 531.25 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 122,735.63 124,940.53 434.03 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 176,528.34 179,719.60 485.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 138,151.58 139,980.59 406.39 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,297.35 49,977.71 318.75 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 73,653.00 74,809.18 289.32 74,743.50 04/20/1704/19/17AaaAA+ 75,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,297.70 29,915.92 140.94 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 119,698.38 124,469.80 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,990.28 24,938.73 142.36 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 76,768.88 79,767.85 455.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 3,563.34 972,571.82 993,372.66 1.24 992,568.41 995,000.00 Security Type Sub-Total Page 8 For the Month Ending January 31, 2018Managed 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 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 29,986.80 30,000.00 52.97 30,000.00 06/24/1306/17/13Aa2AA- 30,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,956.00 50,118.26 442.71 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,956.00 50,148.87 442.71 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,717.55 49,986.61 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,851.68 24,994.04 76.88 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 99,815.80 99,939.82 1,037.50 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 25,913.90 26,322.12 391.67 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,845.45 49,986.89 71.46 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,542.35 49,977.31 449.65 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,776.23 29,978.06 271.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 24,804.38 24,995.41 199.06 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 74,232.45 74,974.38 422.50 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,675.08 24,988.60 70.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 Page 9 For the Month Ending January 31, 2018Managed 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 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,672.13 24,977.18 70.00 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,354.00 100,252.71 290.28 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,334.40 39,970.77 296.00 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,693.53 24,997.91 111.04 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,394.10 49,960.96 216.67 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 49,774.70 50,702.40 191.25 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 74,076.00 74,901.16 399.79 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,568.15 24,989.07 141.84 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,293.60 39,992.71 246.67 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 49,625.45 50,756.77 368.06 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 14,919.56 15,108.51 111.56 15,116.40 11/03/1711/01/17A3A- 15,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,373.00 50,151.09 347.22 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,414.53 24,989.00 115.31 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 Page 10 For the Month Ending January 31, 2018Managed 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 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,400.00 24,936.43 97.50 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 34,604.22 35,000.00 301.02 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 49,780.65 49,818.53 92.01 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 7,591.33 1,256,351.69 1,267,915.57 2.12 1,270,637.60 1,265,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,030.20 100,000.00 308.00 100,000.00 12/05/1612/01/16P-1A-1+ 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,537.00 100,000.00 115.50 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,021.70 100,000.00 908.67 100,000.00 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 99,549.50 100,000.00 631.36 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 98,566.16 99,970.70 925.11 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 99,484.80 100,000.00 990.83 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 99,086.60 100,000.00 479.22 100,000.00 11/17/1711/16/17Aa3AA- 100,000.00 87019U6D6 2.30 4,358.69 696,275.96 699,970.70 1.95 699,961.00 700,000.00 Security Type Sub-Total 5,347,173.24 5,360,600.58 1.74 29,164.08 5,353,698.22 5,263,051.88 Managed Account Sub-Total Money Market Fund Page 11 For the Month Ending January 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Money Market Fund CAMP Pool 11,634.93 11,634.93 0.00 11,634.93 NRAAAm 11,634.93 11,634.93 11,634.93 0.00 11,634.93 11,634.93 Money Market Sub-Total $5,358,808.17 $5,372,235.51 $29,164.08 $5,365,333.15 $5,274,686.81 1.74% $5,303,850.89 $29,164.08 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending January 31, 2018Managed 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 2.47 (195.63)(309.37) 14,950.20 99.67 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.26 2.47 2.65 (872.38)(1,140.22) 34,507.83 98.59 MERRILL 35,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 2.28 2.65 2.72 (632.52)(915.04) 24,798.83 99.20 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.29 2.72 2.82 (404.85)(500.97) 14,767.97 98.45 MORGANST 15,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 2.30 2.82 2.94 (3,168.21)(4,391.57) 74,276.40 99.04 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.33 2.94 3.06 (2,295.31)(2,526.55) 53,173.84 96.68 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.35 3.06 3.14 (1,995.14)(1,371.15) 126,049.17 96.96 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.35 3.14 3.22 (1,088.48)(562.54) 96,839.80 96.84 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.37 3.22 3.19 (7,366.34)(9,468.70) 197,718.80 98.86 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.36 3.19 3.40 (5,142.70)(6,386.75) 123,305.63 98.64 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (1,978.75)(2,065.46) 123,305.63 98.64 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (2,822.85)(2,941.45) 147,966.75 98.64 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (4,474.63)(4,790.10) 221,950.13 98.64 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.40 (5,163.70)(5,502.02) 221,950.13 98.64 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.40 3.40 3.61 (2,617.61)(2,391.73) 124,596.94 95.84 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.42 3.61 3.61 (6,835.09)(6,445.19) 239,609.50 95.84 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.42 3.61 4.03 (1,058.21)(1,031.27) 73,189.43 97.59 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.48 4.03 Page 13 For the Month Ending January 31, 2018Managed 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 4.03 (1,341.57)(1,316.25) 112,223.79 97.59 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.48 4.03 (54,056.33) 2.39 3.39 (49,453.97) 2,025,180.77 2,070,000.00 Security Type Sub-Total 3.39 Supra-National Agency Bond / Note 2.52 (3,215.02)(3,171.75) 146,468.25 97.65 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.50 2.52 2.66 (1,555.46)(1,645.51) 99,281.40 99.28 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.39 2.66 (4,817.26) 2.46 2.58 (4,770.48) 245,749.65 250,000.00 Security Type Sub-Total 2.58 Municipal Bond / Note 1.09 (155.23)(215.10) 29,869.20 99.56 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.37 1.09 (215.10) 2.37 1.09 (155.23) 29,869.20 30,000.00 Security Type Sub-Total 1.09 Federal Agency Collateralized Mortgage Obligation 0.17 (8.35)(75.10) 6,668.07 99.87 GOLDMAN 6,676.42 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.68 0.10 0.76 (31.78)(105.60) 8,982.52 99.83 GOLDMAN 8,998.14 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.96 0.54 1.41 (167.07)(311.77) 21,402.20 99.55 MORGANST 21,498.68 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.89 0.79 (492.47) 1.87 1.03 (207.20) 37,052.79 37,173.24 Security Type Sub-Total 0.61 Federal Agency Bond / Note 1.50 (395.48)(380.40) 39,560.80 98.90 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 2.10 1.50 Page 14 For the Month Ending January 31, 2018Managed 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 1.55 (2,006.59)(1,915.12) 122,889.88 98.31 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 2.09 1.55 1.62 (2,204.90)(2,155.62) 122,735.63 98.19 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 2.12 1.62 1.70 (3,191.26)(2,989.26) 176,528.34 98.07 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 2.14 1.70 1.75 (1,829.01)(1,816.22) 138,151.58 98.68 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.13 1.75 2.02 (680.36)(670.65) 49,297.35 98.59 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.20 2.02 2.16 (1,156.18)(1,090.50) 73,653.00 98.20 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.21 2.16 2.58 (618.22)(606.00) 29,297.70 97.66 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.29 2.58 3.35 (4,771.42)(4,541.50) 119,698.38 95.76 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.41 3.35 3.41 (948.45)(924.20) 23,990.28 95.96 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.45 3.41 3.41 (2,998.97)(2,907.12) 76,768.88 95.96 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.45 3.41 (19,996.59) 2.21 2.13 (20,800.84) 972,571.82 995,000.00 Security Type Sub-Total 2.13 Corporate Note 0.40 (13.20)(13.20) 29,986.80 99.96 05/24/18BARCLAYS 30,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.81 0.38 1.06 (162.26)(519.00) 49,956.00 99.91 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.21 1.06 1.06 (192.87)(513.50) 49,956.00 99.91 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.21 1.06 1.20 (269.06)(250.45) 49,717.55 99.44 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.47 1.19 Page 15 For the Month Ending January 31, 2018Managed 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 1.32 (142.36)(135.32) 24,851.68 99.41 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.50 1.32 1.49 (124.02) 0.80 99,815.80 99.82 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.37 1.49 1.58 (408.22)(1,683.60) 25,913.90 103.66 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.45 1.58 1.88 (141.44)(134.55) 49,845.45 99.69 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.61 1.87 1.95 (434.96)(424.15) 49,542.35 99.08 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.32 1.95 2.01 (201.83)(192.57) 29,776.23 99.25 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.57 1.99 2.02 (191.03)(189.12) 24,804.38 99.22 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.34 2.02 2.14 (741.93)(733.05) 74,232.45 98.98 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP (CALLABLE) DTD 04/17/2017 1.950% 04/17/2020 2.43 2.14 2.27 (313.52)(310.42) 24,675.08 98.70 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.37 2.27 2.27 (305.05)(298.87) 24,672.13 98.69 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.38 2.27 2.22 101.29 (143.00) 100,354.00 100.35 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.60 2.27 2.49 (636.37)(632.00) 39,334.40 98.34 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.52 2.49 2.67 (304.38)(304.22) 24,693.53 98.77 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.51 2.67 2.68 (566.86)(563.90) 49,394.10 98.79 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.45 2.68 2.72 (927.70)(1,333.30) 49,774.70 99.55 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.71 2.72 Page 16 For the Month Ending January 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.76 (825.16)(815.25) 74,076.00 98.77 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.34 2.76 2.86 (420.92)(420.35) 24,568.15 98.27 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.75 2.88 3.06 (699.11)(698.40) 39,293.60 98.23 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.58 3.06 3.04 (1,131.32)(1,523.55) 49,625.45 99.25 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.75 3.03 3.04 (188.95)(196.84) 14,919.56 99.46 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.80 3.04 3.05 (778.09)(789.00) 49,373.00 98.75 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.91 3.05 3.12 (574.47)(568.97) 24,414.53 97.66 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.80 3.13 3.16 (536.43)(505.50) 24,400.00 97.60 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.71 3.16 3.46 (395.78)(395.78) 34,604.22 98.87 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.65 2.80 3.70 (37.88) 1.15 49,780.65 99.56 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.77 3.70 (14,285.91) 2.50 2.25 (11,563.88) 1,256,351.69 1,265,000.00 Security Type Sub-Total 2.23 Certificate of Deposit 0.82 30.20 30.20 100,030.20 100.03 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 1.70 0.82 0.93 (463.00)(463.00) 99,537.00 99.54 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.35 0.93 1.01 21.70 21.70 100,021.70 100.02 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.82 1.01 Page 17 For the Month Ending January 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.17 (450.50)(450.50) 99,549.50 99.55 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.46 1.17 1.47 (1,404.54)(1,394.84) 98,566.16 98.57 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.19 1.47 2.48 (515.20)(515.20) 99,484.80 99.48 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.20 2.48 2.67 (913.40)(913.40) 99,086.60 99.09 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.64 2.67 (3,685.04) 2.05 1.51 (3,694.74) 696,275.96 700,000.00 Security Type Sub-Total 1.51 5,347,173.24 5,263,051.88 (97,548.70) (90,646.34) 2.57 2.34 Managed Account Sub-Total 2.56 Money Market Fund 0.00 0.00 0.00 11,634.93 1.00 11,634.93 CAMP Pool 0.00 11,634.93 11,634.93 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,303,850.89 $29,164.08 $5,274,686.81 Accrued Interest Securities Sub-Total $5,358,808.17 ($97,548.70) ($90,646.34) 2.57 2.34% 2.56 Page 18 For the Month Ending January 31, 2018Managed 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 01/04/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (113,540.04)(387.17)(113,927.21) 115,000.00 01/03/18 (387.17) (113,927.21)(113,540.04) 115,000.00 Transaction Type Sub-Total INTEREST 01/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 11.80 11.80 9,133.50 01/01/18 01/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 14.26 14.26 9,012.35 01/01/18 01/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 32.00 32.00 22,406.16 01/01/18 01/06/18 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 0.00 662.50 662.50 50,000.00 01/06/18 01/10/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 966.00 966.00 100,000.00 01/10/18 01/10/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 612.50 612.50 50,000.00 01/10/18 01/14/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 703.13 703.13 125,000.00 01/14/18 3,002.19 3,002.19 0.00 365,552.01 Transaction Type Sub-Total PAYDOWNS 01/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 14.21 0.00 14.21 (0.14) 0.00 14.21 01/01/18 01/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,457.08 0.00 2,457.08 (24.56) 0.00 2,457.08 01/01/18 01/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 907.48 0.00 907.48 (9.09) 0.00 907.48 01/01/18 0.00 0.00 (33.79) 3,378.77 3,378.77 3,378.77 Transaction Type Sub-Total SELL Page 19 For the Month Ending January 31, 2018Managed 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 01/04/18 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 78009NZZ2 100,003.00 543.06 100,546.06 3.00 3.00 FIFO 100,000.00 01/03/18 543.06 3.00 3.00 100,546.06 100,003.00 100,000.00 Transaction Type Sub-Total (10,158.27) 3,158.08 (7,000.19)(30.79) 3.00 Managed Account Sub-Total Total Security Transactions ($30.79)($7,000.19)$3,158.08 ($10,158.27)$3.00 Page 20 For the Month Ending January 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 18,954.71 Opening Balance 01/02/18 01/02/18 Purchase - Interest 912828N48 1.00 131.25 19,085.96 01/04/18 01/04/18 Purchase - Interest 78009NZZ2 1.00 543.06 19,629.02 01/04/18 01/04/18 Purchase - Principal 78009NZZ2 1.00 100,003.00 119,632.02 01/04/18 01/04/18 Redemption - Principal 912828X47 1.00 (113,540.04) 6,091.98 01/04/18 01/04/18 Redemption - Interest 912828X47 1.00 (387.17) 5,704.81 01/08/18 01/08/18 Purchase - Interest 24422ETL3 1.00 662.50 6,367.31 01/10/18 01/10/18 Purchase - Interest 172967LF6 1.00 612.50 6,979.81 01/10/18 01/10/18 Purchase - Interest 86958JHB8 1.00 966.00 7,945.81 01/16/18 01/16/18 Purchase - Interest 3130A8QS5 1.00 703.13 8,648.94 01/25/18 01/25/18 Purchase - Interest 3136ANJY4 1.00 11.80 8,660.74 01/25/18 01/25/18 Purchase - Interest 3136AQDQ0 1.00 32.01 8,692.75 01/25/18 01/25/18 Purchase - Interest 3136AQSW1 1.00 14.26 8,707.01 01/25/18 01/25/18 Purchase - Principal 3136AQDQ0 1.00 907.48 9,614.49 01/25/18 01/25/18 Purchase - Principal 3136AQSW1 1.00 14.21 9,628.70 01/25/18 01/25/18 Purchase - Principal 3136ANJY4 1.00 2,457.08 12,085.78 01/26/18 01/26/18 IP Fees December 2017 1.00 (420.21) 11,665.57 01/26/18 01/26/18 U.S. Bank Fees November 2017 1.00 (42.33) 11,623.24 01/31/18 02/01/18 Accrual Income Div Reinvestment - Distributions 1.00 11.69 11,634.93 Page 21 For the Month Ending January 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 11,634.93 11,634.93 11,634.93 9,678.47 11.69 0.00 (114,389.75) 107,069.97 18,954.71 11.69 11,634.93 0.00 (114,389.75) 107,069.97 18,954.71 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 January January-January 1.43% Page 22