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Item No. 11 CC Invest Report
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: TMP-2803 Agenda Date: 6/12/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 11) Page 1 City of Lake Elsinore Printed on 6/7/2018 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:June 12, 2018 Subject:Investment Report for April 2018 Recommendation Receive and file the Investment Report for April 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 April 2018 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,700,144$ 90,512$ (331,343)$ 1,459,313$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,700,144 90,512 (331,343) 1,460,613 INVESTMENTS City Investments: City Local Agency Investment Fund 17,713,527 - - 17,713,527 City CAMP Investments: CAMP Pool Account 9,804 - - 9,804 U.S. Treasury Bond / Note 10,661,418 - - 10,661,418 Supra-National Agency Bond / Note 2,002,766 2,002,766 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 498,474 - - 498,474 Federal Agency Bond / Note 3,709,463 - - 3,709,463 Corporate Note 8,448,385 - - 8,448,385 Certificate of Deposit 4,964,318 - - 4,964,318 Housing CAMP Investments: Housing CAMP Pool Account 4,662 - - 4,662 Housing U.S. Treasury Bond / Notes 1,962,480 - - 1,962,480 Housing Supra-National Agency Bond 335,457 335,457 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 99,664 - - 99,664 Housing Federal Agency Bond / Notes 648,186 - - 648,186 Housing Corporate Notes 1,410,817 - - 1,410,817 Housing Certificate of Deposit 699,961 - - 699,961 Successor Investments: Successor Local Agency Investment Fund 7,516,701 - - 7,516,701 Successor CAMP Investments: Successor CAMP Pool Account 16,893 - - 16,893 Successor U.S. Treasury Bond / Notes 1,916,297 - - 1,916,297 Successor Supra-National Agency Bond 360,397 360,397 Successor Municipal Bond / Notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 99,664 - - 99,664 Successor Federal Agency Bond / Notes 952,631 - - 952,631 Successor Corporate Notes 1,320,504 - - 1,320,504 Successor Certificate of Deposit 699,961 - - 699,961 Sub-total Investments 66,403,061 - - 66,403,061 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 66,145,348 - - 66,145,348 Total Pooled Cash and Investments 67,845,492$ 90,512$ (331,343)$ 67,605,961$ TOTAL POOLED CASH AND INVESTMENTS 67,605,961$ 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 May 15, 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 APRIL 30, 2018 FUND NO FUND NAME AMOUNT 100 General 10,155,098$ 106 Affordable Housing In Lieu 1,893,136 107 Developer Agreement Revenue 11,903 110 State Gas Tax 414,653 112 Measure A 1,638,119 114 SB1186 CASP Education Program 9,929 115 Traffic Safety 78,061 116 City Hall-Public Works DIF 1,028,003 119 Animal Shelter DIF 74,282 121 T.R.I.P.-2014A 133 135 Lighting & Landscape Maintenance - Dist. No. 1 886,351 140 Geothermal 20,263 160 PEG Grant 1,202 205 Traffic Impact Fee 4,404,107 211 Storm Drain C.I.P. 966,707 220 Street Lighting C.I.P.102,209 221 Quimby Park C.I.P.52,516 231 Library C.I.P. 1,821,477 232 City Fire Protection 130 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 1,237,828 305 Information Systems Service 438,893 310 Support Service 11,243 320 Facilities Service 600,543 331 CFD 2006-1CC Summerly Improvement Area CC 23,582 332 CFD 2006-1 Improvement Area B, Summerly 43,899 334 CFD 2015-5 Trieste - Far West Industries 37,392 336 CFD 2006-1FF Summerly Improvement Area FF 41,250 337 CFD 2016-2 Canyon Hills 8,531 340 CFD 2006-1 IA-EE Summerly Improvement Area 31,219 345 CFD 2003-2 Improvement Area D, Canyon Hills 881,931 346 CFD 2014-1 Southshore 64,225 347 CFD 2006-1 Improvement Area A, Summerly 47,564 350 CFD 98-1 Summerhill 992,572 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 1,541,145 357 CFD 2003-2 Canyon Hills Improvement Area 311,517 366 CFD 2005-6 City Center Townhomes 129,708 368 CFD 2006-2 Viscaya 199,984 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 432,669 371 CFD 2005-1 Serenity 206,371 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF APRIL 30, 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 APRIL 30, 2018 372 CFD 2005-2 Alberhill Ranch Improvement Area 340,417 374 CFD 2005-4 Lakeview Villas 55,576 375 CFD 2006-4 Clurman 12,633 376 CFD 2006-3 La Strada 2,322 377 CFD 2006-6 Tessara 11,444 378 CFD 2006-8 Running Deer Estates 17,751 384 CFD 2003-2 Area B Canyon Hills Improvement Area 568,181 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 683,778 386 CFD 2007-4 Mekenna Court 13,483 387 CFD 2007-5 Red Kite 69,186 388 CFD 2007-6 Holiday Inn Express 6,494 389 CFD 88-3 (2008A) West Lake Elsinore Series A 957,481 390 CFD 2003-2 Area C Canyon Hills Improvement Area 143,732 392 CFD 95-1 City Center 92,851 393 AD 93-1 Cottonwood Hills 426,167 394 CFD 2005-5 (2012A) Wasson Canyon 193,060 395 CFD 2018-1 Wasson Canyon II Improvement Area 24,526 500 Capital Improvement Plan 4,024,350 510 Successor To RDA Area I, II, & III 8,208,884 540 Successor To RDA Diamond Stadium 1,956,132 603 Endowment Trust - Carl Graves 978,642 604 Endowment Trust - Korn Memorial 31,750 605 Public Improvement Trust 57,597 606 Mobile Source Air Polution Reduction 198,567 608 Trust Deposit & Pre Paid Expense 4,337,843 617 Successor Agency Housing 11,036,659 620 Cost Recovery System 1,256,453 631 Lake Destratification Equipment Replacement 274,287 Total Pooled Cash & Investments 67,605,961$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 21.90%Unlimited Current Balance 14,540,195$ Supra-National Agency Bond / Note 4.06%30% Current Balance 2,698,621$ Municipal Bond / Note 0.53%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.05%40.00% Current Balance 697,803$ Federal Agency Bond / Note 8.00%*Unlimited Current Balance 5,310,280$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 9.58%25.00% Current Balance 6,364,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 16.84%30.00% Current Balance 11,179,705$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)38.00%*$65 Million Current Balance 25,230,227$ CAMP - Pooled Sweep Account 0.05%Unlimited Current Balance 31,358$ TOTAL 100.00%*66,403,061$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING APRIL 30, 2018 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.661%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 18,644,165$ (930,639)$ 17,713,527$ Successor Agency 7,487,026$ 29,675$ 7,516,701$ Total Investments Held with Local Agency Investment Fund:26,131,192$ (900,964)$ 25,230,227$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $65 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING APRIL 30, 2018 JOHN CHIANG TREASURER STATE OF CALIFORNIA 04/09/18 1.62 1.61 186 04/10/18 1.63 1.61 184 04/11/18 1.63 1.61 183 04/12/18 1.65 1.62 183 04/13/18 1.65 1.62 183 04/14/18 1.65 1.62 183 04/15/18 1.65 1.62 183 04/16/18 1.65 1.63 180 04/17/18 1.66 1.63 181 04/18/18 1.67 1.63 180 04/19/18 1.69 1.63 186 04/20/18 1.69 1.64 185 04/21/18 1.69 1.64 185 Apr 2018 1.661 04/22/18 1.69 1.64 185 Mar 2018 1.524 04/23/18 1.69 1.65 185 Feb 2018 1.412 04/24/18 1.69 1.65 184 04/25/18 1.70 1.65 183 04/26/18 1.72 1.65 185 04/27/18 1.72 1.65 185 04/28/18 1.72 1.66 185 04/29/18 1.72 1.66 185 04/30/18 1.73 1.66 184 05/01/18 1.74 1.66 191 05/02/18 1.74 1.67 191 05/03/18 1.74 1.67 193 05/04/18 1.74 1.67 192 05/05/18 1.74 1.67 192 05/06/18 1.74 1.67 192 05/07/18 1.74 1.68 191 05/08/18 1.74 1.68 190 05/09/18 1.74 1.68 191 5/9/2018 0.00004135534904993 0.997538001 Earnings Ratio: Fair Value Factor: Daily:1.59% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:1.51% Quarter Ending 03/31/18 Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 1.43% *Daily yield does not reflect capital gains or losses 183 Treasuries 44.15% Mortgages 0.04%Agencies 18.02% Certificates of Deposit/Bank Notes 21.18% Time Deposits 5.81% Commercial Paper 10.07% Loans 0.73% Pooled Money Investment Account Portfolio Composition 04/30/18 $85.9 billion City Funds CAMP Account For the Month Ending April 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 100,482.60 802,357.09 (893,036.15) 0.00 $9,803.54 CAMP Pool Unsettled Trades 0.00 62.95 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,849,445.90 888,830.45 (738,619.73) (92,469.16) $29,907,187.46 CAMP Managed Account Unsettled Trades 0.00 43,618.52 Cash Dividends and Income April 30, 2018March 31, 2018 Asset Summary CAMP Pool 9,803.54 100,482.60 CAMP Managed Account 29,907,187.46 29,849,445.90 $29,916,991.00 $29,949,928.50 Total Asset Allocation 0.03% CAMP Pool 99.97% CAMP Managed Account Page 1 For the Month Ending April 30, 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 $100,482.60 802,357.09 (893,036.15) $9,803.54 62.95 $29,849,445.90 (10,651.06) (727,968.67) 888,830.45 0.00 (92,469.16) $29,907,187.46 $29,949,928.50 $29,916,991.00 61,659.15 (1,430.58) (16,610.05) $43,618.52 778.05 730,818.94 58,808.88 9,873.01 (890,261.03) 89,982.15 0.00 Managed Account Total 30,517,288.83 30,527,092.37 129,429.15 730,818.94 10,651.06 58,808.88 (890,261.03) (30,386,491.62) (140,415.92) 0.00 129,429.15 1,623,855.09 10,651.06 58,808.88 (1,692,618.12) (30,486,974.22) (140,415.92) 62.95 Total Accrual Basis Earnings $29,828.29 $29,891.24 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par ValueMarket ValueDescription U.S. Treasury Bond / Note 10,640,000.00 10,330,978.77 34.54 Supra-National Agency Bond / Note 2,000,000.00 1,966,068.80 6.57 Municipal Bond / Note 290,000.00 289,164.25 0.97 Federal Agency Collateralized Mortgage Obligation 491,813.72 494,426.46 1.65 Federal Agency Bond / Note 3,720,000.00 3,611,690.25 12.07 Corporate Note 8,380,000.00 8,281,169.53 27.68 Certificate of Deposit 4,965,000.00 4,933,689.40 16.49 Managed Account Sub-Total 30,486,813.7229,907,187.46 99.97% Accrued Interest 129,429.15 Total Portfolio 30,486,813.7230,036,616.61 CAMP Pool 9,803.54 9,803.54 0.03 Total Investments 30,496,617.2630,046,420.15 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 16.49% Cert of Deposit 27.68% Corporate Note 1.65% Fed Agency CMO 12.07% Fed Agy Bond / Note 0.03% Mny Mkt Fund 0.97% Muni Bond / Note 6.57% Supra-National Agency Bond / Note 34.54% 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 0.45% 11.38% 22.11% 24.52% 36.56% 4.98% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.37 911 1.91% 2.68% Page 3 For the Month Ending April 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.77% A 9.54% A+ 6.35% A- 5.83% A-1 2.00% A-1+ 1.40% AA 49.24% AA+ 8.96% AA- 7.56% AAA 0.03% AAAm 3.32% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 372,625.36 1.25 AMERICAN EXPRESS CO 571,147.50 1.91 AMERICAN HONDA FINANCE 294,146.40 0.98 APPLE INC 293,747.20 0.98 BANK OF AMERICA CO 599,317.20 2.00 BANK OF MONTREAL 571,838.65 1.91 BANK OF NOVA SCOTIA 218,038.50 0.73 BB&T CORPORATION 153,811.65 0.51 BURLINGTON NORTHERN SANTA FE 9,803.54 0.03 CAMP Pool 573,389.43 1.92 CANADIAN IMPERIAL BANK OF COMMERCE 219,213.68 0.73 CATERPILLAR INC 568,515.72 1.90 CISCO SYSTEMS INC 401,542.61 1.34 CITIGROUP INC 269,749.98 0.90 DEERE & COMPANY 1,936,181.76 6.48 FANNIE MAE 1,569,598.90 5.25 FEDERAL HOME LOAN BANKS 600,336.05 2.01 FREDDIE MAC 259,827.50 0.87 GENERAL ELECTRIC CO 298,119.00 1.00 GOLDMAN SACHS GROUP INC 147,232.65 0.49 HOME DEPOT INC 297,107.70 0.99 IBM CORP 940,083.05 3.14 INTER-AMERICAN DEVELOPMENT BANK 297,214.50 0.99 INTERNATIONAL FINANCE CORPORATION 728,771.25 2.44 INTL BANK OF RECONSTRUCTION AND DEV 571,200.98 1.91 JP MORGAN CHASE & CO 296,041.20 0.99 MICROSOFT CORP 293,158.20 0.98 MORGAN STANLEY 297,613.80 0.99 NATIONAL RURAL UTILITIES CO FINANCE CORP 573,116.88 1.92 NORDEA BANK AB 146,763.90 0.49 PACCAR FINANCIAL CORP 194,816.60 0.65 PEPSICO INC 595,177.20 1.99 SKANDINAVISKA ENSKILDA BANKEN AB Page 4 For the Month Ending April 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 164,166.75 0.55 STATE OF CONNECTICUT 72,611.78 0.24 STATE STREET CORPORATION 597,188.40 2.00 SVENSKA HANDELSBANKEN AB 588,956.40 1.97 SWEDBANK AB 294,638.70 0.98 THE BANK OF NEW YORK MELLON CORPORATION 294,614.81 0.98 THE WALT DISNEY CORPORATION 418,598.45 1.40 TOYOTA MOTOR CORP 301,924.50 1.01 UBS AG 298,512.90 1.00 UNILEVER PLC 10,330,978.77 34.54 UNITED STATES TREASURY 124,997.50 0.42 UNIVERSITY OF CALIFORNIA 293,706.00 0.98 WAL-MART STORES INC 444,066.76 1.48 WELLS FARGO & COMPANY 532,780.74 1.78 WESTPAC BANKING CORP $29,916,991.00 Total 100.00% Page 5 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 147,796.80 152,368.31 1,252.75 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 147,468.75 154,507.51 505.43 157,335.94 07/08/1607/06/16AaaAA+ 150,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 110,570.66 115,906.27 121.76 116,464.45 06/29/1606/27/16AaaAA+ 115,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 216,843.75 221,788.20 8.41 220,508.79 02/03/1702/01/17AaaAA+ 225,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 866,179.80 882,681.77 5,167.58 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,176,984.00 1,228,311.20 10,021.98 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 317,890.63 333,367.80 1,095.11 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 782,500.00 804,731.30 2,695.65 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,002,578.13 1,027,178.26 3,453.80 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,124,843.75 1,155,654.07 3,875.00 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,369,375.00 1,412,282.94 4,717.39 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 690,250.75 710,451.37 24.63 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,047,277.00 1,085,352.49 37.36 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 435,410.10 445,738.10 22.93 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 Page 6 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 895,009.65 914,107.67 47.13 913,256.84 01/04/1801/03/18AaaAA+ 925,000.00 912828X47 2.18 33,046.91 10,330,978.77 10,644,427.26 1.75 10,661,417.58 10,640,000.00 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 728,771.25 748,564.78 1,593.52 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 591,980.40 604,579.33 6,091.67 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 297,214.50 299,783.92 988.13 299,775.00 03/16/1803/09/18AaaAAA 300,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 348,102.65 349,238.27 306.25 349,230.00 04/19/1804/12/18AaaAAA 350,000.00 4581X0DB1 2.70 8,979.57 1,966,068.80 2,002,166.30 2.04 2,002,766.46 2,000,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 124,997.50 125,000.00 1,097.44 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 164,166.75 165,104.67 416.19 165,463.65 03/25/1503/16/15A1A 165,000.00 20772JZK1 1.90 1,513.63 289,164.25 290,104.67 1.90 290,463.65 290,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 31,466.50 31,621.23 49.97 31,907.37 11/30/1511/06/15AaaAA+ 31,591.45 3136AQSW1 1.20 Page 7 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Federal Agency Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 99,581.26 100,476.53 137.47 101,225.88 10/30/1510/07/15AaaAA+ 100,222.27 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 203,168.30 203,978.20 593.33 203,978.20 04/30/1804/11/18AaaAA+ 200,000.00 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 160,210.40 161,348.01 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 1,192.77 494,426.46 497,423.97 2.07 498,473.95 491,813.72 Security Type Sub-Total Federal Agency Bond / Note FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 98,174.00 99,930.24 175.00 99,844.00 09/02/1608/31/16AaaAA+ 100,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 391,530.80 399,466.09 77.78 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 728,441.20 739,911.56 4,691.81 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 540,156.10 549,784.02 1,443.75 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 440,125.65 448,982.01 189.06 448,461.00 04/20/1704/19/17AaaAA+ 450,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 150,511.82 154,605.71 195.36 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 690,645.88 722,143.25 2,424.22 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 133,491.12 139,680.57 359.72 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 438,613.68 458,757.37 1,181.94 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 10,738.64 3,611,690.25 3,713,260.82 1.35 3,709,462.59 3,720,000.00 Security Type Sub-Total Page 8 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 269,296.92 270,492.25 956.25 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 299,218.80 300,688.47 1,062.50 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,686.50 49,953.48 16.67 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 248,432.50 249,946.47 83.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,191.61 104,979.54 861.00 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 571,147.50 574,709.46 2,731.25 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 153,811.65 156,755.60 587.50 165,585.00 06/08/1606/03/16A3A+ 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 259,827.50 264,204.60 4,315.97 289,082.50 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 297,351.00 299,931.28 2,266.25 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,011.13 75,107.52 407.60 75,288.00 03/27/1503/24/15A2A- 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 370,055.63 375,948.02 2,038.02 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 296,041.20 299,880.50 1,310.42 299,799.00 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 177,730.56 179,883.81 638.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 Page 9 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 123,028.88 124,979.75 385.94 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 197,383.40 200,687.99 585.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 221,215.05 224,931.66 170.63 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 147,232.65 149,938.77 1,095.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 171,585.93 174,856.97 1,277.50 174,797.00 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 571,200.98 576,300.74 5,622.22 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 219,213.68 224,851.08 659.06 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 146,763.90 149,988.55 1,435.00 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 294,146.40 299,786.22 2,800.00 299,748.00 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 293,706.00 299,639.98 3,024.17 299,565.00 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 73,120.20 74,969.87 403.13 74,965.50 10/26/1710/23/17A2A- 75,000.00 05531FAZ6 2.17 IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 297,107.70 299,864.14 1,877.08 299,853.00 02/06/1802/01/18A1A+ 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 124,005.75 124,869.57 654.51 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 Page 10 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 173,608.05 174,268.37 916.32 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 298,512.90 298,520.37 893.75 298,467.00 03/22/1803/19/18A1A+ 300,000.00 904764AZ0 2.93 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 194,816.60 199,966.41 177.78 199,960.00 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 294,638.70 304,238.76 333.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 98,315.00 100,669.45 87.50 100,776.00 11/03/1711/01/17A3A- 100,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 293,158.20 300,839.39 208.33 300,972.00 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 194,894.80 199,711.28 2,200.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 144,918.30 149,938.86 1,460.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 72,611.78 74,823.28 658.13 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 195,432.20 200,000.00 388.00 200,000.00 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 269,749.98 274,062.34 2,327.95 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 46,916.00 8,281,169.53 8,405,184.80 2.21 8,448,384.70 8,380,000.00 Security Type Sub-Total Certificate of Deposit Page 11 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Certificate of Deposit CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 573,389.43 574,868.23 4,244.78 574,551.50 12/05/1612/01/16P-1A-1 575,000.00 13606A5Z7 1.78 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 597,188.40 600,000.00 3,496.50 600,000.00 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 599,317.20 600,000.00 2,632.00 600,000.00 02/09/1702/08/17P-1A-1 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 571,838.65 575,000.00 793.18 575,000.00 04/06/1704/05/17P-1A-1 575,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 595,177.20 599,852.78 2,698.67 599,766.00 08/04/1708/03/17Aa2A+ 600,000.00 83050FXT3 1.85 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 573,116.88 575,000.00 2,997.67 575,000.00 02/22/1802/20/18Aa3AA- 575,000.00 65590ASN7 2.72 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 301,924.50 300,000.00 1,353.33 300,000.00 03/06/1803/02/18Aa3A+ 300,000.00 90275DHG8 2.93 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 532,780.74 540,000.00 2,583.00 540,000.00 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 588,956.40 600,000.00 6,242.50 600,000.00 11/17/1711/16/17Aa2AA- 600,000.00 87019U6D6 2.30 27,041.63 4,933,689.40 4,964,721.01 2.11 4,964,317.50 4,965,000.00 Security Type Sub-Total 30,486,813.72 30,575,286.43 1.91 129,429.15 30,517,288.83 29,907,187.46 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 9,803.54 9,803.54 0.00 9,803.54 NRAAAm 9,803.54 9,803.54 9,803.54 0.00 9,803.54 9,803.54 Money Market Sub-Total Page 12 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS $30,496,617.26 $30,585,089.97 $129,429.15 $30,527,092.37 $29,916,991.00 1.91% $30,046,420.15 $129,429.15 Total Investments Accrued Interest Securities Sub-Total Page 13 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.48 (4,571.51)(6,486.40) 147,796.80 98.53 MERRILL 150,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.59 2.48 2.72 (7,038.76)(9,867.19) 147,468.75 98.31 MORGANST 150,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.62 2.72 2.83 (5,335.61)(5,893.79) 110,570.66 96.15 CITIGRP 115,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.63 2.83 2.91 (4,944.45)(3,665.04) 216,843.75 96.38 MERRILL 225,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.64 2.91 2.97 (16,501.97)(10,441.29) 866,179.80 96.24 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.65 2.97 2.94 (51,327.20)(66,141.00) 1,176,984.00 98.08 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.65 2.94 3.19 (15,477.17)(19,309.57) 317,890.63 97.81 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (22,231.30)(23,687.50) 782,500.00 97.81 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (24,600.13)(25,464.84) 1,002,578.13 97.81 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (30,810.32)(32,119.14) 1,124,843.75 97.81 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (42,907.94)(45,882.81) 1,369,375.00 97.81 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.39 (20,200.62)(17,955.30) 690,250.75 95.21 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.69 3.39 3.39 (38,075.49)(35,363.63) 1,047,277.00 95.21 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.69 3.39 3.82 (10,328.00)(9,914.12) 435,410.10 96.76 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.74 3.82 3.82 (19,098.02)(18,247.19) 895,009.65 96.76 CITIGRP 925,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.74 3.82 (330,438.81) 2.68 3.23 (313,448.49) 10,330,978.77 10,640,000.00 Security Type Sub-Total 3.23 Supra-National Agency Bond / Note Page 14 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 2.30 (19,793.53)(19,428.75) 728,771.25 97.17 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.81 2.30 2.41 (12,598.93)(13,581.06) 591,980.40 98.66 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.68 2.41 2.72 (2,569.42)(2,560.50) 297,214.50 99.07 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.98 2.72 2.83 (1,135.62)(1,127.35) 348,102.65 99.46 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.82 2.83 (36,697.66) 2.79 2.49 (36,097.50) 1,966,068.80 2,000,000.00 Security Type Sub-Total 2.49 Municipal Bond / Note 0.04 (2.50)(2.50) 124,997.50 100.00 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.94 0.04 0.86 (937.92)(1,296.90) 164,166.75 99.50 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.56 0.86 (1,299.40) 2.29 0.51 (940.42) 289,164.25 290,000.00 Security Type Sub-Total 0.51 Federal Agency Collateralized Mortgage Obligation 0.55 (154.73)(440.87) 31,466.50 99.60 GOLDMAN 31,591.45 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.39 0.39 1.17 (895.27)(1,644.62) 99,581.26 99.36 MORGANST 100,222.27 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.10 0.62 1.71 (809.90)(809.90) 203,168.30 101.58 JPM_CHAS 200,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.50 2.78 2.14 (1,137.61)(1,152.10) 160,210.40 100.13 CITIGRP 160,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.93 3.83 (4,047.49) 2.55 1.67 (2,997.51) 494,426.46 491,813.72 Security Type Sub-Total 2.53 Page 15 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Description Security Type/ Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.30 (1,756.24)(1,670.00) 98,174.00 98.17 GOLDMAN 100,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 2.41 1.30 1.46 (7,935.29)(7,397.20) 391,530.80 97.88 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 2.46 1.46 1.50 (11,470.36)(11,388.60) 728,441.20 98.44 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.41 1.50 1.78 (9,627.92)(9,491.90) 540,156.10 98.21 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.51 1.78 1.93 (8,856.36)(8,335.35) 440,125.65 97.81 WELLS_FA 450,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.52 1.93 2.35 (4,093.89)(3,990.63) 150,511.82 97.10 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.62 2.35 3.10 (31,497.37)(29,945.40) 690,645.88 95.26 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.68 3.10 3.19 (6,189.45)(6,029.94) 133,491.12 95.35 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.73 3.19 3.19 (20,143.69)(19,523.32) 438,613.68 95.35 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.73 3.19 (97,772.34) 2.56 2.19 (101,570.57) 3,611,690.25 3,720,000.00 Security Type Sub-Total 2.19 Corporate Note 0.82 (1,195.33)(3,268.08) 269,296.92 99.74 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.44 0.82 0.82 (1,469.67)(3,598.20) 299,218.80 99.74 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.44 0.82 0.97 (266.98)(174.50) 49,686.50 99.37 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.65 0.96 0.97 (1,513.97)(1,407.50) 248,432.50 99.37 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.65 0.96 1.07 (787.93)(753.79) 104,191.61 99.23 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.76 1.07 Page 16 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.26 (3,561.96)(2,788.75) 571,147.50 99.33 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.78 1.26 1.37 (2,943.95)(11,773.35) 153,811.65 102.54 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.86 1.37 1.59 (4,377.10)(29,255.00) 259,827.50 103.93 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 3.09 1.59 1.63 (2,580.28)(2,529.00) 297,351.00 99.12 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.99 1.63 1.69 (1,096.39)(1,276.87) 74,011.13 98.68 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.93 1.69 1.69 (5,892.39)(7,565.62) 370,055.63 98.68 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.93 1.69 1.72 (3,839.30)(3,757.80) 296,041.20 98.68 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.62 1.72 1.78 (2,153.25)(2,082.24) 177,730.56 98.74 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.91 1.78 1.79 (1,950.87)(1,938.62) 123,028.88 98.42 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.83 1.79 1.81 (3,304.59)(4,392.60) 197,383.40 98.69 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.87 1.81 1.91 (3,716.61)(3,681.45) 221,215.05 98.32 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.84 1.91 2.03 (2,706.12)(2,680.35) 147,232.65 98.16 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.71 2.03 2.02 (3,271.04)(3,211.07) 171,585.93 98.05 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.76 2.02 2.05 (5,099.76)(6,656.77) 571,200.98 99.34 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.07 2.04 2.26 (5,637.40)(5,597.32) 219,213.68 97.43 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.99 2.26 Page 17 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.42 (3,224.65)(3,222.60) 146,763.90 97.84 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.94 2.42 2.43 (5,639.82)(5,601.60) 294,146.40 98.05 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.80 2.43 2.51 (5,933.98)(5,859.00) 293,706.00 97.90 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.73 2.51 2.63 (1,849.67)(1,845.30) 73,120.20 97.49 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.11 2.64 2.63 (2,756.44)(2,745.30) 297,107.70 99.04 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 3.02 2.63 2.72 (863.82)(855.50) 124,005.75 99.20 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.72 2.72 (660.32)(651.70) 173,608.05 99.20 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.72 2.75 (7.47) 45.90 298,512.90 99.50 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 2.93 2.75 2.84 (5,149.81)(5,143.40) 194,816.60 97.41 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.92 2.84 2.82 (9,600.06)(12,339.30) 294,638.70 98.21 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.14 2.82 2.83 (2,354.45)(2,461.00) 98,315.00 98.32 MERRILL 100,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.22 2.83 2.84 (7,681.19)(7,813.80) 293,158.20 97.72 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.31 2.84 2.85 (4,816.48)(4,641.20) 194,894.80 97.45 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 3.14 2.85 2.87 (5,020.56)(4,982.70) 144,918.30 96.61 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.23 2.88 2.91 (2,211.50)(2,104.72) 72,611.78 96.82 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.05 2.91 Page 18 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.25 (4,567.80)(4,567.80) 195,432.20 97.72 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.04 2.59 3.45 (4,312.36)(4,037.27) 269,749.98 98.09 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.20 3.45 (167,215.17) 2.92 2.08 (124,015.27) 8,281,169.53 8,380,000.00 Security Type Sub-Total 2.07 Certificate of Deposit 0.57 (1,478.80)(1,162.07) 573,389.43 99.72 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 2.19 0.57 0.69 (2,811.60)(2,811.60) 597,188.40 99.53 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.52 0.69 0.77 (682.80)(682.80) 599,317.20 99.89 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.98 0.77 0.92 (3,161.35)(3,161.35) 571,838.65 99.45 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.45 0.92 1.25 (4,675.58)(4,588.80) 595,177.20 99.20 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.00 1.25 1.74 (1,883.12)(1,883.12) 573,116.88 99.67 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.91 1.74 1.78 1,924.50 1,924.50 301,924.50 100.64 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.57 1.78 2.23 (7,219.26)(7,219.26) 532,780.74 98.66 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.58 2.23 2.42 (11,043.60)(11,043.60) 588,956.40 98.16 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.06 2.42 (30,628.10) 2.34 1.34 (31,031.61) 4,933,689.40 4,965,000.00 Security Type Sub-Total 1.34 30,486,813.72 29,907,187.46 (668,098.97)(610,101.37) 2.37 2.68 Managed Account Sub-Total 2.38 Money Market Mutual Fund 0.00 0.00 0.00 9,803.54 1.00 9,803.54 CAMP Pool 0.00 Page 19 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration 9,803.54 9,803.54 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,046,420.15 $129,429.15 $29,916,991.00 Accrued Interest Securities Sub-Total $30,496,617.26 ($668,098.97)($610,101.37) 2.37 2.68% 2.38 Page 20 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method BUY 04/09/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 (161,362.50)(109.87)(161,472.37) 160,000.00 04/04/18 04/30/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 (203,978.20)(573.56)(204,551.76) 200,000.00 04/11/18 04/19/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 (174,259.75)(747.15)(175,006.90) 175,000.00 04/12/18 04/19/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 (349,230.00) 0.00 (349,230.00) 350,000.00 04/12/18 (1,430.58)(890,261.03)(888,830.45) 885,000.00 Transaction Type Sub-Total INTEREST 04/01/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 3,525.00 3,525.00 150,000.00 04/01/18 04/01/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 0.00 2,496.14 2,496.14 200,000.00 04/01/18 04/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 150.66 150.66 101,715.84 04/01/18 04/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 84.53 84.53 39,970.89 04/01/18 04/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 1.00 1.00 778.05 04/01/18 04/05/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 0.00 5,552.27 5,552.27 575,000.00 04/05/18 04/15/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 0.00 2,055.56 2,055.56 200,000.00 04/15/18 04/15/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 3,750.00 3,750.00 300,000.00 04/15/18 04/17/18 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 0.00 2,193.75 2,193.75 225,000.00 04/17/18 Page 21 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method INTEREST 04/19/18 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 0.00 1,312.49 1,312.49 100,000.00 04/19/18 04/20/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 0.00 3,093.74 3,093.74 450,000.00 04/20/18 04/21/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 0.00 3,750.00 3,750.00 300,000.00 04/21/18 04/24/18 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 0.00 2,000.00 2,000.00 400,000.00 04/24/18 04/25/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 2,500.00 2,500.00 250,000.00 04/25/18 04/25/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/18 04/30/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 4,531.25 4,531.25 725,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 1,546.88 1,546.88 225,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 6,875.00 6,875.00 1,100,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 4,218.75 4,218.75 450,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 8,671.86 8,671.86 925,000.00 04/30/18 58,808.88 58,808.88 0.00 6,767,464.78 Transaction Type Sub-Total MATURITY 04/01/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 778.05 0.00 778.05 (7.78) 0.00 778.05 04/01/18 0.00 0.00 (7.78) 778.05 778.05 778.05 Transaction Type Sub-Total PAYDOWNS Page 22 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method PAYDOWNS 04/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 1,493.57 0.00 1,493.57 (14.96) 0.00 1,493.57 04/01/18 04/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 8,379.44 0.00 8,379.44 (83.79) 0.00 8,379.44 04/01/18 0.00 0.00 (98.75) 9,873.01 9,873.01 9,873.01 Transaction Type Sub-Total SELL 04/09/18 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 49,146.50 56.94 49,203.44 (775.50)(817.02)FIFO 50,000.00 04/04/18 04/19/18 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 168,895.51 113.56 169,009.07 (8,333.01)(7,498.91)FIFO 175,000.00 04/12/18 04/19/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 338,501.95 2,260.01 340,761.96 (4,552.74)(6,567.86)FIFO 350,000.00 04/12/18 04/19/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 24,178.71 161.43 24,340.14 (322.27)(460.61)FIFO 25,000.00 04/12/18 04/30/18 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 147,246.00 258.33 147,504.33 (2,520.00)(2,649.15)FIFO 150,000.00 04/26/18 2,850.27 (17,993.55)(16,503.52) 730,818.94 727,968.67 750,000.00 Transaction Type Sub-Total (150,210.72) 60,228.57 (89,982.15)(16,610.05)(17,993.55)Managed Account Sub-Total Total Security Transactions ($16,610.05)($89,982.15)$60,228.57 ($150,210.72)($17,993.55) Page 23 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 100,482.60 Opening Balance 04/02/1804/02/18Purchase - Interest 12189TBC7 1.00 3,525.00 104,007.60 04/02/1804/02/18Purchase - Interest 912828Q37 1.00 1,812.50 105,820.10 04/02/1804/02/18Purchase - Interest 06051GGS2 1.00 2,496.14 108,316.24 04/05/1804/05/18Purchase - Interest 06417GUE6 1.00 5,552.27 113,868.51 04/09/1804/09/18Purchase - Principal 3135G0P49 1.00 49,146.50 163,015.01 04/09/1804/09/18Purchase - Interest 3135G0P49 1.00 56.94 163,071.95 04/09/1804/09/18Redemption - Principal 3137BM6P6 1.00 (161,362.50) 1,709.45 04/09/1804/09/18Redemption - Interest 3137BM6P6 1.00 (109.87) 1,599.58 04/16/1804/16/18Purchase - Interest 06406FAA1 1.00 3,750.00 5,349.58 04/16/1804/16/18Purchase - Interest 713448DX3 1.00 2,055.56 7,405.14 04/17/1804/17/18Purchase - Interest 89236TDU6 1.00 2,193.75 9,598.89 04/19/1804/19/18Purchase - Interest 06051GFW4 1.00 1,312.49 10,911.38 04/19/1804/19/18Purchase - Principal 912828Q37 1.00 168,895.51 179,806.89 04/19/1804/19/18Purchase - Interest 912828Q37 1.00 113.56 179,920.45 04/19/1804/19/18Purchase - Interest 912828Q78 1.00 2,421.44 182,341.89 04/19/1804/19/18Purchase - Principal 912828Q78 1.00 362,680.66 545,022.55 04/19/1804/19/18Redemption - Principal 4581X0DB1 1.00 (349,230.00) 195,792.55 04/19/1804/19/18Redemption - Principal 63743HER9 1.00 (174,259.75) 21,532.80 04/19/1804/19/18Redemption - Interest 63743HER9 1.00 (747.15) 20,785.65 04/20/1804/20/18Purchase - Interest 3137EAEF2 1.00 3,093.74 23,879.39 04/23/1804/23/18Purchase - Interest 61746BEA0 1.00 3,750.00 27,629.39 Page 24 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/24/1804/24/18Purchase - Interest 3135G0R39 1.00 2,000.00 29,629.39 04/25/1804/25/18Purchase - Interest 38141GVT8 1.00 2,500.00 32,129.39 04/25/1804/25/18Purchase - Interest 38141GVT8 1.00 500.00 32,629.39 04/25/1804/25/18Purchase - Interest 3136ANJY4 1.00 1.00 32,630.39 04/25/1804/25/18Purchase - Interest 3136AQDQ0 1.00 139.52 32,769.91 04/25/1804/25/18Purchase - Interest 3136AQSW1 1.00 63.23 32,833.14 04/25/1804/25/18Purchase - Correction to Interest 3136AQDQ0 1.00 150.66 32,983.80 04/25/1804/25/18Purchase - Correction to Interest 3136AQSW1 1.00 84.53 33,068.33 04/25/1804/25/18Purchase - Principal 3136ANJY4 1.00 778.06 33,846.39 04/25/1804/25/18Purchase - Principal 3136AQDQ0 1.00 1,493.57 35,339.96 04/25/1804/25/18Purchase - Principal 3136AQSW1 1.00 8,379.44 43,719.40 04/25/1804/25/18Redemption - Reversal of Interest 3136AQDQ0 1.00 (139.52) 43,579.88 04/25/1804/25/18Redemption - Reversal of Interest 3136AQSW1 1.00 (63.23) 43,516.65 04/25/1804/25/18IP Fees March 2018 1.00 (2,389.10) 41,127.55 04/25/1804/25/18U.S. Bank Fees February 2018 1.00 (183.27) 40,944.28 04/30/1804/30/18Purchase - Interest 912828Q78 1.00 1,546.88 42,491.16 04/30/1804/30/18Purchase - Interest 912828T67 1.00 4,531.25 47,022.41 04/30/1804/30/18Purchase - Interest 912828T67 1.00 6,875.00 53,897.41 04/30/1804/30/18Purchase - Interest 912828X47 1.00 4,218.75 58,116.16 04/30/1804/30/18Purchase - Interest 912828X47 1.00 8,671.86 66,788.02 04/30/1804/30/18Purchase - Principal 3135G0P49 1.00 147,246.00 214,034.02 04/30/1804/30/18Purchase - Interest 3135G0P49 1.00 258.33 214,292.35 Page 25 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/30/1804/30/18Redemption - Interest 3136B1XP4 1.00 (573.56) 213,718.79 04/30/1804/30/18Redemption - Principal 3136B1XP4 1.00 (203,978.20) 9,740.59 04/30/1805/01/18Accrual Income Div Reinvestment - Distributions 1.00 62.95 9,803.54 9,803.54 9,803.54 9,803.54 42,763.76 370.92 0.00 (3,720,447.99) 3,669,035.62 61,215.91 62.95 9,803.54 0.00 (893,036.15) 802,357.09 100,482.60 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance April January-April 1.84% Page 26 Housing Funds CAMP Account For the Month Ending April 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 66,855.71 149,357.52 (211,551.20) 0.00 $4,662.03 CAMP Pool Unsettled Trades 0.00 63.16 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,011,854.91 210,835.94 (138,963.47) (15,905.59) $5,067,821.79 CAMP Managed Account Unsettled Trades 0.00 7,289.45 Cash Dividends and Income April 30, 2018March 31, 2018 Asset Summary CAMP Pool 4,662.03 66,855.71 CAMP Managed Account 5,067,821.79 5,011,854.91 $5,072,483.82 $5,078,710.62 Total Asset Allocation 0.09% CAMP Pool 99.91% CAMP Managed Account Page 1 For the Month Ending April 30, 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 $66,855.71 149,357.52 (211,551.20) $4,662.03 63.16 $5,011,854.91 (2,073.60) (136,889.87) 210,835.94 0.00 (15,905.59) $5,067,821.79 $5,078,710.62 $5,072,483.82 9,950.81 (245.48) (2,415.88) $7,289.45 144.09 137,390.70 9,449.98 1,929.51 (211,081.42) 62,167.14 0.00 Managed Account Total 5,179,047.75 5,183,709.78 20,924.84 137,390.70 2,073.60 9,449.98 (211,081.42) (5,109,900.30) (22,613.40) 0.00 20,924.84 348,941.90 2,073.60 9,449.98 (360,438.94) (5,176,756.01) (22,613.40) 63.16 Total Accrual Basis Earnings $5,291.75 $5,354.91 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par ValueMarket ValueDescription U.S. Treasury Bond / Note 1,955,000.00 1,897,882.76 37.42 Supra-National Agency Bond / Note 335,000.00 329,335.77 6.49 Municipal Bond / Note 30,000.00 29,848.50 0.59 Federal Agency Collateralized Mortgage Obligation 98,337.17 98,883.02 1.95 Federal Agency Bond / Note 650,000.00 630,648.11 12.43 Corporate Note 1,405,000.00 1,386,664.63 27.34 Certificate of Deposit 700,000.00 694,559.00 13.69 Managed Account Sub-Total 5,173,337.175,067,821.79 99.91% Accrued Interest 20,924.84 Total Portfolio 5,173,337.175,088,746.63 CAMP Pool 4,662.03 4,662.03 0.09 Total Investments 5,177,999.205,093,408.66 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.69% Cert of Deposit 27.34% Corporate Note 1.95% Fed Agency CMO 12.43% Fed Agy Bond / Note 0.09% Mny Mkt Fund 0.59% Muni Bond / Note 6.49% Supra-National Agency Bond / Note 37.42% 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 0.98% 9.55% 19.82% 29.13% 36.40% 4.12% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.39 920 1.86% 2.68% Page 3 For the Month Ending April 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 4.75% A 6.64% A+ 7.87% A- 3.93% A-1 1.96% A-1+ 1.45% AA 52.75% AA+ 9.68% AA- 7.47% AAA 0.09% AAAm 3.41% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,621.76 0.58 AMERICAN EXPRESS CO 99,330.00 1.96 AMERICAN HONDA FINANCE 49,024.40 0.97 APPLE INC 48,947.89 0.96 BANK OF AMERICA CO 99,886.20 1.97 BANK OF MONTREAL 99,450.20 1.96 BANK OF NOVA SCOTIA 48,526.45 0.96 BB&T CORPORATION 25,635.28 0.51 BURLINGTON NORTHERN SANTA FE 4,662.03 0.09 CAMP Pool 38,971.32 0.77 CATERPILLAR INC 44,963.19 0.89 CHEVRON CORPORATION 99,739.60 1.97 CISCO SYSTEMS INC 74,366.03 1.47 CITIGROUP INC 24,483.40 0.48 DEERE & COMPANY 252,344.51 4.97 FANNIE MAE 368,786.31 7.26 FEDERAL HOME LOAN BANKS 108,400.31 2.14 FREDDIE MAC 49,686.50 0.98 GOLDMAN SACHS GROUP INC 24,538.78 0.48 HOME DEPOT INC 158,338.14 3.12 INTER-AMERICAN DEVELOPMENT BANK 49,535.75 0.98 INTERNATIONAL FINANCE CORPORATION 121,461.88 2.39 INTL BANK OF RECONSTRUCTION AND DEV 99,339.30 1.96 JP MORGAN CHASE & CO 49,340.20 0.97 MICROSOFT CORP 48,859.70 0.96 MORGAN STANLEY 49,602.30 0.98 NATIONAL RURAL UTILITIES CO FINANCE CORP 99,672.50 1.96 NORDEA BANK AB 24,460.65 0.48 PACCAR FINANCIAL CORP 38,963.32 0.77 PEPSICO INC 99,196.20 1.96 SKANDINAVISKA ENSKILDA BANKEN AB 29,848.50 0.59 STATE OF CONNECTICUT 24,203.93 0.48 STATE STREET CORPORATION Page 4 For the Month Ending April 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Percentof HoldingsIssuer Market Value 99,531.40 1.96 SVENSKA HANDELSBANKEN AB 98,159.40 1.94 SWEDBANK AB 49,106.45 0.97 THE BANK OF NEW YORK MELLON CORPORATION 49,024.55 0.97 THE WALT DISNEY CORPORATION 49,810.50 0.98 TOYOTA MOTOR CORP 1,897,882.76 37.41 UNITED STATES TREASURY 73,426.50 1.45 WAL-MART STORES INC 172,692.63 3.40 WELLS FARGO & COMPANY 98,663.10 1.95 WESTPAC BANKING CORP $5,072,483.82 Total 100.00% Page 5 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 19,804.68 20,176.44 71.60 20,346.09 12/30/1512/28/15AaaAA+ 20,000.00 912828VV9 1.74 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 24,632.80 25,394.72 208.79 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 9,942.58 10,285.68 79.39 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 88,048.80 90,950.85 526.45 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 24,578.13 25,751.25 84.24 26,222.66 07/08/1607/06/16AaaAA+ 25,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 52,881.62 55,433.43 58.23 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 67,462.50 69,024.40 2.62 68,610.94 01/05/1701/03/17AaaAA+ 70,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 120,302.75 122,594.69 717.72 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 220,684.50 230,308.35 1,879.12 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 73,359.38 76,931.03 252.72 77,815.43 10/05/1610/03/16AaaAA+ 75,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 97,812.50 100,491.66 336.96 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 146,718.75 150,318.77 505.43 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 146,718.75 150,887.12 505.43 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 268,984.38 277,412.72 926.63 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 Page 6 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 123,769.10 127,391.28 4.42 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 238,017.50 246,671.02 8.49 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 62,892.57 64,384.39 3.31 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 111,271.47 113,645.82 5.86 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 6,177.41 1,897,882.76 1,958,053.62 1.68 1,962,480.27 1,955,000.00 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 121,461.88 124,760.80 265.59 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,663.40 100,763.22 1,015.28 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,535.75 49,963.99 164.69 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,674.74 59,869.42 52.50 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 1,498.06 329,335.77 335,357.43 2.04 335,457.41 335,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,848.50 30,019.03 75.67 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 75.67 29,848.50 30,019.03 1.90 30,084.30 30,000.00 Security Type Sub-Total Page 7 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 6,293.30 6,324.25 9.99 6,381.47 11/30/1511/06/15AaaAA+ 6,318.29 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 16,910.03 17,062.06 23.34 17,189.31 10/30/1510/07/15AaaAA+ 17,018.88 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 40,633.66 40,795.64 118.67 40,795.64 04/30/1804/11/18AaaAA+ 40,000.00 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 35,046.03 35,294.88 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 242.13 98,883.02 99,476.83 2.12 99,664.47 98,337.17 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 73,521.23 74,969.68 72.92 74,934.75 09/09/1609/08/16AaaAA+ 75,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 103,359.90 104,987.45 665.73 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 88,389.18 89,964.66 236.25 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 73,354.28 74,830.34 31.51 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 72,828.30 74,809.22 94.53 74,759.25 09/08/1709/07/17AaaAA+ 75,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 119,076.88 124,507.46 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,837.70 24,942.96 64.24 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 76,280.64 79,783.89 205.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 1,788.71 630,648.11 648,795.66 1.35 648,186.11 650,000.00 Security Type Sub-Total Page 8 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 44,963.19 45,000.00 272.73 45,000.00 06/24/1306/17/13Aa2AA- 45,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,869.80 50,091.16 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,869.80 50,114.74 177.08 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,686.50 49,989.29 16.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,807.53 24,995.13 205.00 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 99,330.00 99,949.47 475.00 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,635.28 26,125.93 97.92 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 49,558.50 49,988.55 377.71 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 172,692.63 175,442.41 951.08 176,223.25 02/05/1502/02/15A2A- 175,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,340.20 49,980.08 218.40 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 29,621.76 29,980.64 106.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,538.78 24,989.80 182.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 49,024.55 49,959.14 365.00 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 Page 9 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,483.40 24,989.02 174.69 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 99,339.30 100,226.22 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 38,971.32 39,973.52 117.17 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 24,460.65 24,998.09 239.17 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 49,024.40 49,964.37 466.67 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 73,426.50 74,909.99 756.04 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 24,373.40 24,989.96 134.38 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,801.15 24,973.91 130.90 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,801.15 24,895.48 130.90 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 49,810.50 49,980.32 73.75 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,963.32 39,993.28 35.56 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 49,106.45 50,698.00 55.56 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 14,747.25 15,100.42 13.13 15,116.40 11/03/1711/01/17A3A- 15,000.00 06051GFW4 2.39 Page 10 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,859.70 50,139.90 34.72 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 24,153.05 24,989.81 243.44 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,203.93 24,941.09 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,200.64 35,000.00 67.90 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 7,493.64 1,386,664.63 1,407,369.72 2.15 1,410,816.60 1,405,000.00 Security Type Sub-Total Certificate of Deposit SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,531.40 100,000.00 582.75 100,000.00 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 99,886.20 100,000.00 438.67 100,000.00 02/09/1702/08/17P-1A-1 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,450.20 100,000.00 137.94 100,000.00 04/06/1704/05/17P-1A-1 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,196.20 99,975.46 449.78 99,961.00 08/04/1708/03/17Aa2A+ 100,000.00 83050FXT3 1.85 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,672.50 100,000.00 521.33 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,663.10 100,000.00 478.33 100,000.00 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 98,159.40 100,000.00 1,040.42 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 3,649.22 694,559.00 699,975.46 2.09 699,961.00 700,000.00 Security Type Sub-Total Page 11 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par 5,173,337.17 5,186,650.16 1.86 20,924.84 5,179,047.75 5,067,821.79 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 4,662.03 4,662.03 0.00 4,662.03 NRAAAm 4,662.03 4,662.03 4,662.03 0.00 4,662.03 4,662.03 Money Market Sub-Total $5,177,999.20 $5,191,312.19 $20,924.84 $5,183,709.78 $5,072,483.82 1.86% $5,093,408.66 $20,924.84 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.25 (371.76)(541.41) 19,804.68 99.02 MORGANST 20,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.56 2.25 2.48 (761.92)(1,081.06) 24,632.80 98.53 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.59 2.48 2.55 (343.10)(559.76) 9,942.58 99.43 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.60 2.55 2.57 (2,902.05)(3,564.87) 88,048.80 97.83 MORGANST 90,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 2.60 2.57 2.72 (1,173.12)(1,644.53) 24,578.13 98.31 MORGANST 25,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.62 2.72 2.83 (2,551.81)(2,818.77) 52,881.62 96.15 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.63 2.83 2.91 (1,561.90)(1,148.44) 67,462.50 96.38 MORGAN_S 70,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.64 2.91 2.97 (2,291.94)(1,450.18) 120,302.75 96.24 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.65 2.97 2.94 (9,623.85)(12,401.44) 220,684.50 98.08 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.65 2.94 3.19 (3,571.65)(4,456.05) 73,359.38 97.81 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (2,679.16)(2,792.97) 97,812.50 97.81 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (3,600.02)(3,726.56) 146,718.75 97.81 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (4,168.37)(4,441.41) 146,718.75 97.81 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (8,428.34)(9,012.69) 268,984.38 97.81 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.39 (3,622.18)(3,219.57) 123,769.10 95.21 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.69 3.39 3.39 (8,653.52)(8,037.19) 238,017.50 95.21 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.69 3.39 3.82 (1,491.82)(1,432.04) 62,892.57 96.76 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.74 3.82 Page 13 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.82 (2,374.35)(2,268.57) 111,271.47 96.76 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.74 3.82 (64,597.51) 2.68 3.16 (60,170.86) 1,897,882.76 1,955,000.00 Security Type Sub-Total 3.16 Supra-National Agency Bond / Note 2.30 (3,298.92)(3,238.12) 121,461.88 97.17 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.81 2.30 2.41 (2,099.82)(2,263.51) 98,663.40 98.66 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.68 2.41 2.72 (428.24)(426.75) 49,535.75 99.07 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.98 2.72 2.83 (194.68)(193.26) 59,674.74 99.46 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.82 2.83 (6,121.64) 2.79 2.49 (6,021.66) 329,335.77 335,000.00 Security Type Sub-Total 2.49 Municipal Bond / Note 0.86 (170.53)(235.80) 29,848.50 99.50 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.56 0.86 (235.80) 2.56 0.86 (170.53) 29,848.50 30,000.00 Security Type Sub-Total 0.86 Federal Agency Collateralized Mortgage Obligation 0.55 (30.95)(88.17) 6,293.30 99.60 GOLDMAN 6,318.29 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.39 0.39 1.17 (152.03)(279.28) 16,910.03 99.36 MORGANST 17,018.88 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.10 0.62 1.71 (161.98)(161.98) 40,633.66 101.58 JPM_CHAS 40,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.50 2.78 Page 14 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Collateralized Mortgage Obligation 2.14 (248.85)(252.02) 35,046.03 100.13 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.93 3.83 (781.45) 2.58 1.70 (593.81) 98,883.02 98,337.17 Security Type Sub-Total 2.63 Federal Agency Bond / Note 1.38 (1,448.45)(1,413.52) 73,521.23 98.03 BARCLAYS 75,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 2.44 1.38 1.50 (1,627.55)(1,615.95) 103,359.90 98.44 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.41 1.50 1.78 (1,575.48)(1,553.22) 88,389.18 98.21 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.51 1.78 1.93 (1,476.06)(1,389.22) 73,354.28 97.81 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.52 1.93 2.35 (1,980.92)(1,930.95) 72,828.30 97.10 BARCLAYS 75,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.62 2.35 3.10 (5,430.58)(5,163.00) 119,076.88 95.26 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.68 3.10 3.19 (1,105.26)(1,076.78) 23,837.70 95.35 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.73 3.19 3.19 (3,503.25)(3,395.36) 76,280.64 95.35 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.73 3.19 (17,538.00) 2.57 2.24 (18,147.55) 630,648.11 650,000.00 Security Type Sub-Total 2.24 Corporate Note 0.15 (36.81)(36.81) 44,963.19 99.92 05/24/18BARCLAYS 45,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 2.25 0.14 0.82 (221.36)(605.20) 49,869.80 99.74 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.44 0.82 0.82 (244.94)(599.70) 49,869.80 99.74 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.44 0.82 Page 15 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.97 (302.79)(281.50) 49,686.50 99.37 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.65 0.96 1.07 (187.60)(179.47) 24,807.53 99.23 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.76 1.07 1.26 (619.47)(485.00) 99,330.00 99.33 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.78 1.26 1.37 (490.65)(1,962.22) 25,635.28 102.54 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.86 1.37 1.63 (430.05)(421.50) 49,558.50 99.12 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.99 1.63 1.69 (2,749.78)(3,530.62) 172,692.63 98.68 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.93 1.69 1.72 (639.88)(626.30) 49,340.20 98.68 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.62 1.72 1.78 (358.88)(347.04) 29,621.76 98.74 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.91 1.78 2.03 (451.02)(446.72) 24,538.78 98.16 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.71 2.03 2.02 (934.59)(917.45) 49,024.55 98.05 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.76 2.02 2.07 (505.62)(501.35) 24,483.40 97.93 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.95 2.07 2.05 (886.92)(1,157.70) 99,339.30 99.34 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.07 2.04 2.26 (1,002.20)(995.08) 38,971.32 97.43 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.99 2.26 2.42 (537.44)(537.10) 24,460.65 97.84 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.94 2.42 2.43 (939.97)(933.60) 49,024.40 98.05 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.80 2.43 Page 16 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.51 (1,483.49)(1,464.75) 73,426.50 97.90 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.73 2.51 2.63 (616.56)(615.10) 24,373.40 97.49 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.11 2.64 2.72 (172.76)(171.10) 24,801.15 99.20 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.72 2.72 (94.33)(93.10) 24,801.15 99.20 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.72 2.80 (169.82)(169.50) 49,810.50 99.62 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 3.08 2.80 2.84 (1,029.96)(1,028.68) 38,963.32 97.41 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.92 2.84 2.82 (1,591.55)(2,042.55) 49,106.45 98.21 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.14 2.82 2.83 (353.17)(369.15) 14,747.25 98.32 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.22 2.83 2.84 (1,280.20)(1,302.30) 48,859.70 97.72 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.31 2.84 2.87 (836.76)(830.45) 24,153.05 96.61 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.23 2.88 2.91 (737.16)(701.57) 24,203.93 96.82 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.05 2.91 3.25 (799.36)(799.36) 34,200.64 97.72 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.04 2.59 (24,151.97) 2.88 1.95 (20,705.09) 1,386,664.63 1,405,000.00 Security Type Sub-Total 1.93 Certificate of Deposit 0.69 (468.60)(468.60) 99,531.40 99.53 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.52 0.69 Page 17 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.77 (113.80)(113.80) 99,886.20 99.89 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.98 0.77 0.92 (549.80)(549.80) 99,450.20 99.45 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.45 0.92 1.25 (779.26)(764.80) 99,196.20 99.20 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.00 1.25 1.74 (327.50)(327.50) 99,672.50 99.67 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.91 1.74 2.23 (1,336.90)(1,336.90) 98,663.10 98.66 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.58 2.23 2.42 (1,840.60)(1,840.60) 98,159.40 98.16 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.06 2.42 (5,402.00) 2.36 1.43 (5,416.46) 694,559.00 700,000.00 Security Type Sub-Total 1.43 5,173,337.17 5,067,821.79 (118,828.37)(111,225.96) 2.39 2.68 Managed Account Sub-Total 2.41 Money Market Mutual Fund 0.00 0.00 0.00 4,662.03 1.00 4,662.03 CAMP Pool 0.00 4,662.03 4,662.03 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,093,408.66 $20,924.84 $5,072,483.82 Accrued Interest Securities Sub-Total $5,177,999.20 ($118,828.37)($111,225.96) 2.39 2.68% 2.41 Page 18 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method BUY 04/09/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 (35,298.05)(24.03)(35,322.08) 35,000.00 04/04/18 04/13/18 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 89236TEU5 (49,980.00) 0.00 (49,980.00) 50,000.00 04/10/18 04/30/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 (40,795.64)(114.71)(40,910.35) 40,000.00 04/11/18 04/19/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 (59,868.00) 0.00 (59,868.00) 60,000.00 04/12/18 04/19/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 (24,894.25)(106.74)(25,000.99) 25,000.00 04/12/18 (245.48)(211,081.42)(210,835.94) 210,000.00 Transaction Type Sub-Total INTEREST 04/01/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 0.00 436.82 436.82 35,000.00 04/01/18 04/01/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 04/01/18 04/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 25.58 25.58 17,272.50 04/01/18 04/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 16.90 16.90 7,994.18 04/01/18 04/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 0.19 0.19 144.09 04/01/18 04/05/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 0.00 965.61 965.61 100,000.00 04/05/18 04/15/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 0.00 411.11 411.11 40,000.00 04/15/18 04/15/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 04/15/18 Page 19 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method INTEREST 04/19/18 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 0.00 196.88 196.88 15,000.00 04/19/18 04/20/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 0.00 515.63 515.63 75,000.00 04/20/18 04/21/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 0.00 625.00 625.00 50,000.00 04/21/18 04/25/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/18 04/30/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 1,562.50 1,562.50 250,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 609.38 609.38 65,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 1,078.13 1,078.13 115,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 812.50 812.50 130,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 481.25 481.25 70,000.00 04/30/18 9,449.98 9,449.98 0.00 1,095,410.77 Transaction Type Sub-Total MATURITY 04/01/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 144.09 0.00 144.09 (1.44) 0.00 144.09 04/01/18 0.00 0.00 (1.44) 144.09 144.09 144.09 Transaction Type Sub-Total PAYDOWNS 04/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 253.62 0.00 253.62 (2.54) 0.00 253.62 04/01/18 04/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 1,675.89 0.00 1,675.89 (16.76) 0.00 1,675.89 04/01/18 0.00 0.00 (19.30) 1,929.51 1,929.51 1,929.51 Transaction Type Sub-Total Page 20 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method SELL 04/13/18 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 3130A9EP2 49,088.50 23.61 49,112.11 (868.00)(890.57)FIFO 50,000.00 04/10/18 04/19/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 58,028.91 387.43 58,416.34 (780.46)(1,125.91)FIFO 60,000.00 04/12/18 04/19/18 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 24,820.31 72.18 24,892.49 (612.31)(403.27)FIFO 25,000.00 04/12/18 04/30/18 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 4,952.15 17.61 4,969.76 (134.37)(92.01)FIFO 5,000.00 04/27/18 500.83 (2,511.76)(2,395.14) 137,390.70 136,889.87 140,000.00 Transaction Type Sub-Total (71,872.47) 9,705.33 (62,167.14)(2,415.88)(2,511.76)Managed Account Sub-Total Total Security Transactions ($2,415.88)($62,167.14)$9,705.33 ($71,872.47)($2,511.76) Page 21 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 66,855.71 Opening Balance 04/02/1804/02/18Purchase - Interest 06051GGS2 1.00 436.82 67,292.53 04/02/1804/02/18Purchase - Interest 12189TBC7 1.00 587.50 67,880.03 04/02/1804/02/18Purchase - Interest 912828Q37 1.00 343.75 68,223.78 04/05/1804/05/18Purchase - Interest 06417GUE6 1.00 965.61 69,189.39 04/09/1804/09/18Redemption - Principal 3137BM6P6 1.00 (35,298.05) 33,891.34 04/09/1804/09/18Redemption - Interest 3137BM6P6 1.00 (24.03) 33,867.31 04/13/1804/13/18Purchase - Principal 3130A9EP2 1.00 49,088.50 82,955.81 04/13/1804/13/18Purchase - Interest 3130A9EP2 1.00 23.61 82,979.42 04/13/1804/13/18Redemption - Principal 89236TEU5 1.00 (49,980.00) 32,999.42 04/16/1804/16/18Purchase - Interest 06406FAA1 1.00 625.00 33,624.42 04/16/1804/16/18Purchase - Interest 713448DX3 1.00 411.11 34,035.53 04/19/1804/19/18Purchase - Interest 06051GFW4 1.00 196.88 34,232.41 04/19/1804/19/18Purchase - Interest 912828Q78 1.00 387.43 34,619.84 04/19/1804/19/18Purchase - Principal 912828Q78 1.00 58,028.91 92,648.75 04/19/1804/19/18Purchase - Principal 912828VV9 1.00 24,820.31 117,469.06 04/19/1804/19/18Purchase - Interest 912828VV9 1.00 72.18 117,541.24 04/19/1804/19/18Redemption - Principal 4581X0DB1 1.00 (59,868.00) 57,673.24 04/19/1804/19/18Redemption - Principal 63743HER9 1.00 (24,894.25) 32,778.99 04/19/1804/19/18Redemption - Interest 63743HER9 1.00 (106.74) 32,672.25 04/20/1804/20/18Purchase - Interest 3137EAEF2 1.00 515.63 33,187.88 04/23/1804/23/18Purchase - Interest 61746BEA0 1.00 625.00 33,812.88 Page 22 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/25/1804/25/18Purchase - Correction to Interest 3136AQDQ0 1.00 25.58 33,838.46 04/25/1804/25/18Purchase - Correction to Interest 3136AQSW1 1.00 16.90 33,855.36 04/25/1804/25/18Purchase - Interest 38141GVT8 1.00 500.00 34,355.36 04/25/1804/25/18Purchase - Interest 3136ANJY4 1.00 0.19 34,355.55 04/25/1804/25/18Purchase - Interest 3136AQDQ0 1.00 23.69 34,379.24 04/25/1804/25/18Purchase - Interest 3136AQSW1 1.00 12.64 34,391.88 04/25/1804/25/18Purchase - Principal 3136ANJY4 1.00 144.09 34,535.97 04/25/1804/25/18Purchase - Principal 3136AQDQ0 1.00 253.62 34,789.59 04/25/1804/25/18Purchase - Principal 3136AQSW1 1.00 1,675.89 36,465.48 04/25/1804/25/18Redemption - Reversal of Interest 3136AQDQ0 1.00 (23.69) 36,441.79 04/25/1804/25/18Redemption - Reversal of Interest 3136AQSW1 1.00 (12.64) 36,429.15 04/25/1804/25/18IP Fees March 2018 1.00 (402.35) 36,026.80 04/25/1804/25/18U.S. Bank Fees February 2018 1.00 (31.10) 35,995.70 04/30/1804/30/18Purchase - Interest 912828Q78 1.00 481.25 36,476.95 04/30/1804/30/18Purchase - Interest 912828T67 1.00 1,562.50 38,039.45 04/30/1804/30/18Purchase - Interest 912828T67 1.00 812.50 38,851.95 04/30/1804/30/18Purchase - Interest 912828X47 1.00 609.38 39,461.33 04/30/1804/30/18Purchase - Interest 912828X47 1.00 1,078.13 40,539.46 04/30/1804/30/18Purchase - Interest 912828VV9 1.00 17.61 40,557.07 04/30/1804/30/18Purchase - Principal 912828VV9 1.00 4,952.15 45,509.22 04/30/1804/30/18Redemption - Principal 3136B1XP4 1.00 (40,795.64) 4,713.58 04/30/1804/30/18Redemption - Interest 3136B1XP4 1.00 (114.71) 4,598.87 Page 23 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/30/1805/01/18Accrual Income Div Reinvestment - Distributions 1.00 63.16 4,662.03 4,662.03 4,662.03 4,662.03 42,312.03 174.03 0.00 (502,615.44) 489,774.21 17,503.26 63.16 4,662.03 0.00 (211,551.20) 149,357.52 66,855.71 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 April January-April 1.84% Page 24 Successor Agency CAMP Account For the Month Ending April 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 42,206.83 136,275.98 (161,590.15) 0.00 $16,892.66 CAMP Pool Unsettled Trades 0.00 29.31 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,237,444.76 160,855.94 (123,942.33) (16,615.83) $5,257,742.54 CAMP Managed Account Unsettled Trades 0.00 9,316.90 Cash Dividends and Income April 30, 2018March 31, 2018 Asset Summary CAMP Pool 16,892.66 42,206.83 CAMP Managed Account 5,257,742.54 5,237,444.76 $5,274,635.20 $5,279,651.59 Total Asset Allocation 0.32% CAMP Pool 99.68% CAMP Managed Account Page 1 For the Month Ending April 30, 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 $42,206.83 136,275.98 (161,590.15) $16,892.66 29.31 $5,237,444.76 (2,073.60) (121,868.73) 160,855.94 0.00 (16,615.83) $5,257,742.54 $5,279,651.59 $5,274,635.20 11,924.26 (245.48) (2,361.88) $9,316.90 144.09 122,530.51 11,262.48 1,929.51 (161,101.42) 25,234.83 0.00 Managed Account Total 5,373,330.21 5,390,222.87 20,346.39 122,530.51 2,073.60 11,262.48 (161,101.42) (5,339,092.90) (23,889.96) 0.00 20,346.39 284,120.66 2,073.60 11,262.48 (297,377.40) (5,381,299.73) (23,889.96) 29.31 Total Accrual Basis Earnings $5,458.91 $5,488.22 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par ValueMarket ValueDescription U.S. Treasury Bond / Note 1,910,000.00 1,853,742.95 35.14 Supra-National Agency Bond / Note 360,000.00 353,628.14 6.70 Municipal Bond / Note 30,000.00 29,848.50 0.57 Federal Agency Collateralized Mortgage Obligation 98,337.17 98,883.02 1.87 Federal Agency Bond / Note 955,000.00 930,246.50 17.64 Corporate Note 1,315,000.00 1,296,834.43 24.59 Certificate of Deposit 700,000.00 694,559.00 13.17 Managed Account Sub-Total 5,368,337.175,257,742.54 99.68% Accrued Interest 20,346.39 Total Portfolio 5,368,337.175,278,088.93 CAMP Pool 16,892.66 16,892.66 0.32 Total Investments 5,385,229.835,294,981.59 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.17% Cert of Deposit 24.59% Corporate Note 1.87% Fed Agency CMO 17.64% Fed Agy Bond / Note 0.32% Mny Mkt Fund 0.57% Muni Bond / Note 6.70% Supra-National Agency Bond / Note 35.14% 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 0.90% 9.18% 24.16%24.75% 36.86% 4.15% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.36 908 1.81% 2.67% Page 3 For the Month Ending April 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.03% A 6.38% A+ 5.23% A- 3.78% A-1 1.89% A-1+ 1.39% AA 55.58% AA+ 9.48% AA- 7.64% AAA 0.32% AAAm 3.28% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 29,621.76 0.56 AMERICAN EXPRESS CO 99,330.00 1.88 AMERICAN HONDA FINANCE 49,024.40 0.93 APPLE INC 48,947.89 0.93 BANK OF AMERICA CO 99,886.20 1.89 BANK OF MONTREAL 99,450.20 1.89 BANK OF NOVA SCOTIA 48,526.45 0.92 BB&T CORPORATION 25,635.28 0.49 BURLINGTON NORTHERN SANTA FE 16,892.66 0.32 CAMP Pool 38,971.32 0.74 CATERPILLAR INC 29,975.46 0.57 CHEVRON CORPORATION 99,739.60 1.89 CISCO SYSTEMS INC 74,366.03 1.41 CITIGROUP INC 49,045.45 0.93 DEERE & COMPANY 472,697.19 8.96 FANNIE MAE 408,556.78 7.75 FEDERAL HOME LOAN BANKS 147,875.55 2.80 FREDDIE MAC 49,686.50 0.94 GOLDMAN SACHS GROUP INC 24,538.78 0.47 HOME DEPOT INC 158,338.14 3.00 INTER-AMERICAN DEVELOPMENT BANK 49,535.75 0.94 INTERNATIONAL FINANCE CORPORATION 145,754.25 2.76 INTL BANK OF RECONSTRUCTION AND DEV 99,339.30 1.88 JP MORGAN CHASE & CO 49,340.20 0.94 MICROSOFT CORP 48,859.70 0.93 MORGAN STANLEY 49,602.30 0.94 NATIONAL RURAL UTILITIES CO FINANCE CORP 99,672.50 1.89 NORDEA BANK AB 24,460.65 0.46 PACCAR FINANCIAL CORP 38,963.32 0.74 PEPSICO INC 99,196.20 1.88 SKANDINAVISKA ENSKILDA BANKEN AB 29,848.50 0.57 STATE OF CONNECTICUT 24,203.93 0.46 STATE STREET CORPORATION Page 4 For the Month Ending April 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Percentof HoldingsIssuer Market Value 99,531.40 1.89 SVENSKA HANDELSBANKEN AB 98,159.40 1.86 SWEDBANK AB 49,106.45 0.93 THE BANK OF NEW YORK MELLON CORPORATION 49,118.06 0.93 THE WALT DISNEY CORPORATION 73,738.35 1.40 TOYOTA MOTOR CORP 1,853,742.95 35.14 UNITED STATES TREASURY 73,426.50 1.39 WAL-MART STORES INC 49,266.75 0.93 WELLS FARGO & COMPANY 98,663.10 1.87 WESTPAC BANKING CORP $5,274,635.20 Total 100.00% Page 5 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 14,853.51 15,132.33 53.70 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 9,798.83 10,099.07 0.48 10,185.16 02/03/1602/01/16AaaAA+ 10,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 24,632.80 25,394.72 208.79 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 14,674.80 15,158.48 87.74 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 52,881.62 55,433.43 58.23 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 67,462.50 69,024.40 2.62 68,610.94 01/05/1701/03/17AaaAA+ 70,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 96,242.20 98,075.75 574.18 97,402.34 03/17/1703/15/17AaaAA+ 100,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 196,164.00 204,718.53 1,670.33 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,265.63 128,218.38 421.20 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,265.63 125,265.64 421.20 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 146,718.75 150,737.49 505.43 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 220,078.13 226,330.68 758.15 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 220,078.13 226,974.04 758.15 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 123,769.10 127,391.28 4.42 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 Page 6 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 238,017.50 246,671.02 8.49 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 72,568.35 74,289.68 3.82 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 111,271.47 113,645.82 5.86 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 5,542.79 1,853,742.95 1,912,560.74 1.70 1,916,296.86 1,910,000.00 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 145,754.25 149,712.96 318.70 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,663.40 100,763.22 1,015.28 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,535.75 49,963.99 164.69 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,674.74 59,869.42 52.50 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 1,551.17 353,628.14 360,309.59 2.01 360,397.41 360,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,848.50 30,019.03 75.67 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 75.67 29,848.50 30,019.03 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation Page 7 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 6,293.30 6,324.25 9.99 6,381.47 11/30/1511/06/15AaaAA+ 6,318.29 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 16,910.03 17,062.06 23.34 17,189.31 10/30/1510/07/15AaaAA+ 17,018.88 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 40,633.66 40,795.64 118.67 40,795.64 04/30/1804/11/18AaaAA+ 40,000.00 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 35,046.03 35,294.88 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 242.13 98,883.02 99,476.83 2.12 99,664.47 98,337.17 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,475.24 39,963.16 116.11 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 83,447.90 84,940.71 148.75 84,867.40 09/02/1608/31/16AaaAA+ 85,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 122,535.38 124,949.46 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 176,188.86 179,759.74 35.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 137,813.20 139,983.27 887.64 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,105.10 49,980.37 131.25 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 73,354.28 74,830.34 31.51 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 29,131.32 29,923.69 37.81 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 119,076.88 124,507.46 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 Page 8 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Federal Agency Bond / Note FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,837.70 24,942.96 64.24 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 76,280.64 79,783.89 205.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,197.37 930,246.50 953,565.05 1.25 952,630.81 955,000.00 Security Type Sub-Total Corporate Note CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 29,975.46 30,000.00 181.82 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 49,869.80 50,091.16 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,869.80 50,114.74 177.08 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,686.50 49,989.29 16.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,807.53 24,995.13 205.00 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 99,330.00 99,949.47 475.00 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,635.28 26,125.93 97.92 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 49,558.50 49,988.55 377.71 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 49,340.20 49,980.08 218.40 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 29,621.76 29,980.64 106.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 Page 9 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 24,605.78 24,995.95 77.19 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 73,738.35 74,977.22 56.88 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,538.78 24,989.80 182.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,512.28 24,979.57 182.50 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 99,339.30 100,226.22 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 38,971.32 39,973.52 117.17 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 24,460.65 24,998.09 239.17 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 49,024.40 49,964.37 466.67 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 49,266.75 50,642.42 510.00 51,108.00 05/10/1605/06/16A2A- 50,000.00 94974BGR5 2.04 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 73,426.50 74,909.99 756.04 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 24,373.40 24,989.96 134.38 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,801.15 24,973.91 130.90 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,801.15 24,895.48 130.90 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 Page 10 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,963.32 39,993.28 35.56 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 49,106.45 50,698.00 55.56 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 14,747.25 15,100.42 13.13 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 48,859.70 50,139.90 34.72 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 24,153.05 24,989.81 243.44 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,203.93 24,941.09 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,200.64 35,000.00 67.90 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 49,045.45 49,829.52 423.26 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 7,088.04 1,296,834.43 1,317,423.51 2.15 1,320,504.10 1,315,000.00 Security Type Sub-Total Certificate of Deposit SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,531.40 100,000.00 582.75 100,000.00 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 99,886.20 100,000.00 438.67 100,000.00 02/09/1702/08/17P-1A-1 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,450.20 100,000.00 137.94 100,000.00 04/06/1704/05/17P-1A-1 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,196.20 99,975.46 449.78 99,961.00 08/04/1708/03/17Aa2A+ 100,000.00 83050FXT3 1.85 Page 11 For the Month Ending April 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Certificate of Deposit NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,672.50 100,000.00 521.33 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,663.10 100,000.00 478.33 100,000.00 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 98,159.40 100,000.00 1,040.42 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 3,649.22 694,559.00 699,975.46 2.09 699,961.00 700,000.00 Security Type Sub-Total 5,368,337.17 5,379,538.95 1.81 20,346.39 5,373,330.21 5,257,742.54 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 16,892.66 16,892.66 0.00 16,892.66 NRAAAm 16,892.66 16,892.66 16,892.66 0.00 16,892.66 16,892.66 Money Market Sub-Total $5,385,229.83 $5,396,431.61 $20,346.39 $5,390,222.87 $5,274,635.20 1.81% $5,294,981.59 $20,346.39 Total Investments Accrued Interest Securities Sub-Total Page 12 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.25 (278.82)(406.06) 14,853.51 99.02 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.56 2.25 2.43 (300.24)(386.33) 9,798.83 97.99 MERRILL 10,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 2.59 2.43 2.48 (761.92)(1,081.07) 24,632.80 98.53 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.59 2.48 2.57 (483.68)(594.14) 14,674.80 97.83 MORGANST 15,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 2.60 2.57 2.83 (2,551.81)(2,818.77) 52,881.62 96.15 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.63 2.83 2.91 (1,561.90)(1,148.44) 67,462.50 96.38 MORGAN_S 70,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.64 2.91 2.97 (1,833.55)(1,160.14) 96,242.20 96.24 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.65 2.97 2.94 (8,554.53)(11,023.50) 196,164.00 98.08 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.65 2.94 3.19 (5,952.75)(7,426.75) 122,265.63 97.81 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (3,000.01)(3,105.46) 122,265.63 97.81 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (4,018.74)(4,189.45) 146,718.75 97.81 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (6,252.55)(6,662.10) 220,078.13 97.81 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.19 (6,895.91)(7,374.02) 220,078.13 97.81 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.69 3.19 3.39 (3,622.18)(3,219.57) 123,769.10 95.21 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.69 3.39 3.39 (8,653.52)(8,037.19) 238,017.50 95.21 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.69 3.39 3.82 (1,721.33)(1,652.35) 72,568.35 96.76 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.74 3.82 3.82 (2,374.35)(2,268.57) 111,271.47 96.76 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.74 3.82 Page 13 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration (62,553.91) 2.68 3.21 (58,817.79) 1,853,742.95 1,910,000.00 Security Type Sub-Total 3.21 Supra-National Agency Bond / Note 2.30 (3,958.71)(3,885.75) 145,754.25 97.17 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.81 2.30 2.41 (2,099.82)(2,263.51) 98,663.40 98.66 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.68 2.41 2.72 (428.24)(426.75) 49,535.75 99.07 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.98 2.72 2.83 (194.68)(193.26) 59,674.74 99.46 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.82 2.83 (6,769.27) 2.79 2.48 (6,681.45) 353,628.14 360,000.00 Security Type Sub-Total 2.48 Municipal Bond / Note 0.86 (170.53)(235.80) 29,848.50 99.50 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.56 0.86 (235.80) 2.56 0.86 (170.53) 29,848.50 30,000.00 Security Type Sub-Total 0.86 Federal Agency Collateralized Mortgage Obligation 0.55 (30.95)(88.17) 6,293.30 99.60 GOLDMAN 6,318.29 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.39 0.39 1.17 (152.03)(279.28) 16,910.03 99.36 MORGANST 17,018.88 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.10 0.62 1.71 (161.98)(161.98) 40,633.66 101.58 JPM_CHAS 40,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.50 2.78 2.14 (248.85)(252.02) 35,046.03 100.13 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.93 3.83 (781.45) 2.58 1.70 (593.81) 98,883.02 98,337.17 Security Type Sub-Total 2.63 Page 14 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.27 (487.92)(465.96) 39,475.24 98.69 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 2.41 1.27 1.30 (1,492.81)(1,419.50) 83,447.90 98.17 GOLDMAN 85,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 2.41 1.30 1.38 (2,414.08)(2,355.87) 122,535.38 98.03 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 2.44 1.38 1.46 (3,570.88)(3,328.74) 176,188.86 97.88 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 2.46 1.46 1.50 (2,170.07)(2,154.60) 137,813.20 98.44 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.41 1.50 1.78 (875.27)(862.90) 49,105.10 98.21 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.51 1.78 1.93 (1,476.06)(1,389.22) 73,354.28 97.81 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.52 1.93 2.35 (792.37)(772.38) 29,131.32 97.10 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.62 2.35 3.10 (5,430.58)(5,163.00) 119,076.88 95.26 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.68 3.10 3.19 (1,105.26)(1,076.78) 23,837.70 95.35 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.73 3.19 3.19 (3,503.25)(3,395.36) 76,280.64 95.35 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.73 3.19 (22,384.31) 2.51 1.91 (23,318.55) 930,246.50 955,000.00 Security Type Sub-Total 1.91 Corporate Note 0.15 (24.54)(24.54) 29,975.46 99.92 05/24/18BARCLAYS 30,000.00 166764AE0CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 2.25 0.14 0.82 (221.36)(605.20) 49,869.80 99.74 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.44 0.82 0.82 (244.94)(599.70) 49,869.80 99.74 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.44 0.82 Page 15 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.97 (302.79)(281.50) 49,686.50 99.37 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.65 0.96 1.07 (187.60)(179.47) 24,807.53 99.23 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.76 1.07 1.26 (619.47)(485.00) 99,330.00 99.33 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.78 1.26 1.37 (490.65)(1,962.22) 25,635.28 102.54 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.86 1.37 1.63 (430.05)(421.50) 49,558.50 99.12 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.99 1.63 1.72 (639.88)(626.30) 49,340.20 98.68 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.62 1.72 1.78 (358.88)(347.04) 29,621.76 98.74 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.91 1.78 1.79 (390.17)(387.72) 24,605.78 98.42 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.83 1.79 1.91 (1,238.87)(1,227.15) 73,738.35 98.32 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.84 1.91 2.03 (451.02)(446.72) 24,538.78 98.16 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.71 2.03 2.02 (467.29)(458.72) 24,512.28 98.05 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.76 2.02 2.05 (886.92)(1,157.70) 99,339.30 99.34 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.07 2.04 2.26 (1,002.20)(995.08) 38,971.32 97.43 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.99 2.26 2.42 (537.44)(537.10) 24,460.65 97.84 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.94 2.42 2.43 (939.97)(933.60) 49,024.40 98.05 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.80 2.43 Page 16 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.47 (1,375.67)(1,841.25) 49,266.75 98.53 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 3.14 2.47 2.51 (1,483.49)(1,464.75) 73,426.50 97.90 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.73 2.51 2.63 (616.56)(615.10) 24,373.40 97.49 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.11 2.64 2.72 (172.76)(171.10) 24,801.15 99.20 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.72 2.72 (94.33)(93.10) 24,801.15 99.20 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.72 2.84 (1,029.96)(1,028.68) 38,963.32 97.41 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.92 2.84 2.82 (1,591.55)(2,042.55) 49,106.45 98.21 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.14 2.82 2.83 (353.17)(369.15) 14,747.25 98.32 MERRILL 15,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.22 2.83 2.84 (1,280.20)(1,302.30) 48,859.70 97.72 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.31 2.84 2.87 (836.76)(830.45) 24,153.05 96.61 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.23 2.88 2.91 (737.16)(701.57) 24,203.93 96.82 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.05 2.91 3.25 (799.36)(799.36) 34,200.64 97.72 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.04 2.59 3.45 (784.07)(734.05) 49,045.45 98.09 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.20 3.45 (23,669.67) 2.89 2.04 (20,589.08) 1,296,834.43 1,315,000.00 Security Type Sub-Total 2.02 Certificate of Deposit Page 17 For the Month Ending April 30, 2018Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.69 (468.60)(468.60) 99,531.40 99.53 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.52 0.69 0.77 (113.80)(113.80) 99,886.20 99.89 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.98 0.77 0.92 (549.80)(549.80) 99,450.20 99.45 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.45 0.92 1.25 (779.26)(764.80) 99,196.20 99.20 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.00 1.25 1.74 (327.50)(327.50) 99,672.50 99.67 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.91 1.74 2.23 (1,336.90)(1,336.90) 98,663.10 98.66 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.58 2.23 2.42 (1,840.60)(1,840.60) 98,159.40 98.16 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.06 2.42 (5,402.00) 2.36 1.43 (5,416.46) 694,559.00 700,000.00 Security Type Sub-Total 1.43 5,368,337.17 5,257,742.54 (121,796.41)(115,587.67) 2.36 2.67 Managed Account Sub-Total 2.38 Money Market Mutual Fund 0.00 0.00 0.00 16,892.66 1.00 16,892.66 CAMP Pool 0.00 16,892.66 16,892.66 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,294,981.59 $20,346.39 $5,274,635.20 Accrued Interest Securities Sub-Total $5,385,229.83 ($121,796.41)($115,587.67) 2.36 2.67% 2.38 Page 18 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method BUY 04/09/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 (35,298.05)(24.03)(35,322.08) 35,000.00 04/04/18 04/30/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 (40,795.64)(114.71)(40,910.35) 40,000.00 04/11/18 04/19/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 (59,868.00) 0.00 (59,868.00) 60,000.00 04/12/18 04/19/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 (24,894.25)(106.74)(25,000.99) 25,000.00 04/12/18 (245.48)(161,101.42)(160,855.94) 160,000.00 Transaction Type Sub-Total INTEREST 04/01/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 0.00 436.82 436.82 35,000.00 04/01/18 04/01/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 04/01/18 04/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 25.58 25.58 17,272.50 04/01/18 04/25/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 0.19 0.19 144.09 04/01/18 04/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 16.90 16.90 7,994.18 04/01/18 04/05/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 0.00 965.61 965.61 100,000.00 04/05/18 04/15/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 0.00 411.11 411.11 40,000.00 04/15/18 04/15/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 04/15/18 04/17/18 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 0.00 731.25 731.25 75,000.00 04/17/18 Page 19 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method INTEREST 04/19/18 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 0.00 196.88 196.88 15,000.00 04/19/18 04/20/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 0.00 515.63 515.63 75,000.00 04/20/18 04/21/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 0.00 625.00 625.00 50,000.00 04/21/18 04/24/18 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 0.00 900.00 900.00 180,000.00 04/24/18 04/25/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/18 04/30/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 703.13 703.13 75,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 1,078.13 1,078.13 115,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 1,562.50 1,562.50 250,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 87.50 87.50 10,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 812.50 812.50 130,000.00 04/30/18 04/30/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 481.25 481.25 70,000.00 04/30/18 11,262.48 11,262.48 0.00 1,370,410.77 Transaction Type Sub-Total MATURITY 04/01/18 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 144.09 0.00 144.09 (1.44) 0.00 144.09 04/01/18 0.00 0.00 (1.44) 144.09 144.09 144.09 Transaction Type Sub-Total PAYDOWNS 04/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 1,675.89 0.00 1,675.89 (16.76) 0.00 1,675.89 04/01/18 Page 20 For the Month Ending April 30, 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/LRealized G/L Sale Amort Cost Method PAYDOWNS 04/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 253.62 0.00 253.62 (2.54) 0.00 253.62 04/01/18 0.00 0.00 (19.30) 1,929.51 1,929.51 1,929.51 Transaction Type Sub-Total SELL 04/19/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 58,028.91 387.43 58,416.34 (780.47)(1,125.91)FIFO 60,000.00 04/12/18 04/19/18 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 24,574.22 205.46 24,779.68 (888.67)(676.69)FIFO 25,000.00 04/12/18 04/30/18 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 39,265.60 68.89 39,334.49 (672.00)(706.44)FIFO 40,000.00 04/26/18 661.78 (2,509.04)(2,341.14) 122,530.51 121,868.73 125,000.00 Transaction Type Sub-Total (36,913.61) 11,678.78 (25,234.83)(2,361.88)(2,509.04)Managed Account Sub-Total Total Security Transactions ($2,361.88)($25,234.83)$11,678.78 ($36,913.61)($2,509.04) Page 21 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 42,206.83 Opening Balance 04/02/1804/02/18Purchase - Interest 06051GGS2 1.00 436.82 42,643.65 04/02/1804/02/18Purchase - Interest 12189TBC7 1.00 587.50 43,231.15 04/02/1804/02/18Purchase - Interest 912828Q37 1.00 343.75 43,574.90 04/05/1804/05/18Purchase - Interest 06417GUE6 1.00 965.61 44,540.51 04/09/1804/09/18Redemption - Principal 3137BM6P6 1.00 (35,298.05) 9,242.46 04/09/1804/09/18Redemption - Interest 3137BM6P6 1.00 (24.03) 9,218.43 04/16/1804/16/18Purchase - Interest 06406FAA1 1.00 625.00 9,843.43 04/16/1804/16/18Purchase - Interest 713448DX3 1.00 411.11 10,254.54 04/17/1804/17/18Purchase - Interest 89236TDU6 1.00 731.25 10,985.79 04/19/1804/19/18Purchase - Interest 06051GFW4 1.00 196.88 11,182.67 04/19/1804/19/18Purchase - Principal 912828Q78 1.00 58,028.91 69,211.58 04/19/1804/19/18Purchase - Interest 912828Q78 1.00 387.43 69,599.01 04/19/1804/19/18Purchase - Principal 912828WC0 1.00 24,574.22 94,173.23 04/19/1804/19/18Purchase - Interest 912828WC0 1.00 205.46 94,378.69 04/19/1804/19/18Redemption - Principal 4581X0DB1 1.00 (59,868.00) 34,510.69 04/19/1804/19/18Redemption - Principal 63743HER9 1.00 (24,894.25) 9,616.44 04/19/1804/19/18Redemption - Interest 63743HER9 1.00 (106.74) 9,509.70 04/20/1804/20/18Purchase - Interest 3137EAEF2 1.00 515.63 10,025.33 04/23/1804/23/18Purchase - Interest 61746BEA0 1.00 625.00 10,650.33 04/24/1804/24/18Purchase - Interest 3135G0R39 1.00 900.00 11,550.33 04/25/1804/25/18Purchase - Correction to Interest 3136AQDQ0 1.00 25.58 11,575.91 Page 22 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/25/1804/25/18Purchase - Correction to Interest 3136AQSW1 1.00 16.90 11,592.81 04/25/1804/25/18Purchase - Interest 38141GVT8 1.00 500.00 12,092.81 04/25/1804/25/18Purchase - Interest 3136ANJY4 1.00 0.19 12,093.00 04/25/1804/25/18Purchase - Interest 3136AQDQ0 1.00 23.69 12,116.69 04/25/1804/25/18Purchase - Interest 3136AQSW1 1.00 12.64 12,129.33 04/25/1804/25/18Purchase - Principal 3136ANJY4 1.00 144.09 12,273.42 04/25/1804/25/18Purchase - Principal 3136AQDQ0 1.00 253.62 12,527.04 04/25/1804/25/18Purchase - Principal 3136AQSW1 1.00 1,675.89 14,202.93 04/25/1804/25/18Redemption - Reversal of Interest 3136AQDQ0 1.00 (23.69) 14,179.24 04/25/1804/25/18Redemption - Reversal of Interest 3136AQSW1 1.00 (12.64) 14,166.60 04/25/1804/25/18IP Fees March 2018 1.00 (420.06) 13,746.54 04/25/1804/25/18U.S. Bank Fees February 2018 1.00 (32.34) 13,714.20 04/30/1804/30/18Purchase - Interest 912828Q78 1.00 481.25 14,195.45 04/30/1804/30/18Purchase - Interest 912828T67 1.00 1,562.50 15,757.95 04/30/1804/30/18Purchase - Interest 912828T67 1.00 812.50 16,570.45 04/30/1804/30/18Purchase - Interest 912828WC0 1.00 87.50 16,657.95 04/30/1804/30/18Purchase - Interest 912828X47 1.00 703.13 17,361.08 04/30/1804/30/18Purchase - Interest 912828X47 1.00 1,078.13 18,439.21 04/30/1804/30/18Purchase - Interest 3135G0P49 1.00 68.89 18,508.10 04/30/1804/30/18Purchase - Principal 3135G0P49 1.00 39,265.60 57,773.70 04/30/1804/30/18Redemption - Interest 3136B1XP4 1.00 (114.71) 57,658.99 04/30/1804/30/18Redemption - Principal 3136B1XP4 1.00 (40,795.64) 16,863.35 Page 23 For the Month Ending April 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/30/1805/01/18Accrual Income Div Reinvestment - Distributions 1.00 29.31 16,892.66 16,892.66 16,892.66 16,892.66 19,836.62 112.77 0.00 (452,892.07) 450,830.02 18,954.71 29.31 16,892.66 0.00 (161,590.15) 136,275.98 42,206.83 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance April January-April 1.84% Page 24